TCREUR_Public/160912.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, September 12, 2016, Vol. 17, No. 180


                            Headlines


A U S T R I A

CARINTHIA: Moody's Raises Long-Term Issuer Ratings to 'B1'


G E R M A N Y

SCHAEFFLER VERWALTUNG: S&P Rates Proposed PIK Toggle Notes 'B+'


I R E L A N D

GRIFFITH PARK: Moody's Assigns B2 Rating to Class E Notes


I T A L Y

MONTE DEI PASCHI: Chief Executive to Step Down Amid Capital Woes


L U X E M B O U R G

ARD FINANCE: S&P Assigns 'B' Corp. Credit Rating, Outlook Stable


N E T H E R L A N D S

FAXTOR ABS 2003-1: Moody's Affirms Caa3 Ratings on Class BE Notes
JUBILEE CLO 2016-XVII: Moody's Assigns B2 Rating to Cl. F Notes
TELEFONICA EUROPE: Moody's Rates EUR1-Bil. Hybrid Debt Ba1
* NETHERLANDS: Company Bankruptcies Hit Record Low in August


N O R W A Y

NASSA MIDCO: S&P Puts 'B' CCR on CreditWatch Positive


R U S S I A

O1 PROPERTIES: S&P Assigns 'B+' Rating to Sr. Unsecured Notes
* RUSSIA: PM Mulls Special Fund for Bankrupt Companies' Workers


S P A I N

IDCSALUD HOLDING: S&P Puts 'B+' CCR on CreditWatch Positive


U N I T E D   K I N G D O M

BHS GROUP: Sir Philip Denies Pressuring Pensions Regulator
CAMELOT UK: Moody's Assigns B3 Corporate Family Rating
CAMELOT UK: S&P Assigns 'B+' CCR; Outlook Stable
HMV GROUP: Four Irish Stores Face Liquidation, Workers Owed Money
JOHNSTON PRESS: Activist Investor to Meet with Chairman This Week

NEWDAY FUNDING 2016-1: DBRS Assigns B Rating to Class F Notes
* UNITED KINGDOM: Wales Bus Firms' Face Financial Woes


X X X X X X X X

* BOND PRICING: For the Week September 5 to September 9, 2016


                            *********


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


CARINTHIA: Moody's Raises Long-Term Issuer Ratings to 'B1'
----------------------------------------------------------
Moody's Investors Service upgraded the State of Carinthia's
long-term issuer and senior unsecured debt ratings to B1 from B3.
The outlook remains developing.

The rating action follows the recent announcement of Kaerntner
Ausgleichszahlungs-Fonds' (KAF) offer to Heta Asset Resolution AG
(Heta, former Hypo Alpe-Adria Bank International AG) creditors,
which may result in a reduction of Carinthia's outstanding
contingent liabilities.

Pursuant to the planned offer backed by the Austrian government
(Aa1, stable), the KAF intends to propose to creditors of Heta
instruments to acquire any and all instruments up to a sum of
EUR11 billion.

The two-notch upgrade reflects a higher probability of federal
government support to resolve the situation and consequently a
reduced susceptibility to event risks for Carinthia as the
likelihood of triggering the outstanding guarantees is
decreasing.

RATINGS RATIONALE

The B1 rating incorporates Moody's view of a higher probability
of extraordinary support from the federal government. The
Austrian government took legislative steps to ensure pre-funding
of up to EUR11 billion equivalent to the entire amount of
Carinthia's outstanding contingent liabilities.

The plan foresees either a cash offer or a bond exchange, whereby
the Austrian Government provides liquidity and full fledge
guarantees to Carinthia's special purpose vehicle KAF. The offer
requires a two-thirds majority of creditors' acceptance to be
binding and expires on 7 October 2016.

Moody's takes comfort from the fact that in May 2016 the
Government of Austria announced a memorandum of understanding
with a substantial group of investors (holding nearly half of the
instruments), before proceeding with the current offer. The
central government's financial contribution in the planned
solution is substantial, leaving Carinthia with a minor share of
up to EUR1.2 billion of the total cost. The Austrian Ministry of
Finance recent statements provide additional comfort that a
positive outcome is more likely at this point.

Moody's view is that even in the case of a successful
implementation of the current offer, some legal risk could
remain. However the disputed exposure would be significantly
lower, reducing the potential financial burden and uncertainty
for Carinthia.

Carinthia's B1 ratings benefit from a four-notch rating uplift
from its standalone credit profile, reflecting Moody's view of a
high probability of support from the Austrian Government
materializing.

RATIONALE FOR DEVELOPING OUTLOOK

The developing outlook signals Moody's view that Carinthia's
rating could be revised upward in case of successful acceptance
of the offer and significant reduction of legal risk. The
downside scenario of a potential triggering of the guarantee
remains, although it is less probable.

WHAT COULD MOVE THE RATINGS UP / DOWN

Upward pressure on the rating could result from a material
reduction in contingent liabilities and evidence of reduced risk
from guarantees being triggered.

Downward pressure may arise in case of any developments that may
lead to an immediate triggering of the guarantee or that would
create an unexpected financial burden for Carinthia.

The ratings would come under pressure should the Austrian
government reduce the backing to Carinthia.

The publication of this rating action deviates from the
previously scheduled release date in the sovereign release
calendar published on www.moodys.com. The reason for the
deviation is an announcement of Kaerntner Ausgleichszahlungs-
Fonds to creditors, which could result in a reduction of
Carinthia's outstanding contingent liabilities.

The specific economic indicators, as required by EU regulation,
are not available for the Carinthia. The following national
economic indicators are relevant to the sovereign rating, which
was used as an input to this credit rating action.

Sovereign Issuer: Austria, Government of

   -- GDP per capita (PPP basis, US$): 47,250 (2015 Actual) (also
      known as Per Capita Income)

   -- Real GDP growth (% change): 0.9% (2015 Actual) (also known
      as GDP Growth)

   -- Inflation Rate (CPI, % change Dec/Dec): 1.2% (2015 Actual)

   -- Gen. Gov. Financial Balance/GDP: -1.2% (2015 Actual) (also
      known as Fiscal Balance)

   -- Current Account Balance/GDP: 2.7% (2015 Actual) (also known
      as External Balance)

   -- External debt/GDP: [not available]

   -- Level of economic development: Very High level of economic
      resilience

   -- Default history: No default events (on bonds or loans) have
      been recorded since 1983.

On September 6, 2016, a rating committee was called to discuss
the rating of Carinthia, State of. The main points raised during
the discussion were: The issuer has become less susceptible to
event risks.

The principal methodology used in these ratings was Regional and
Local Governments published in January 2013.

The weighting of all rating factors is described in the
methodology used in this credit rating action, if applicable.


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


SCHAEFFLER VERWALTUNG: S&P Rates Proposed PIK Toggle Notes 'B+'
---------------------------------------------------------------
S&P Global Ratings assigned its 'B+' issue rating to the proposed
senior secured payment-in-kind (PIK) toggle notes to be issued by
Schaeffler Verwaltung Zwei GmbH, a company holding 75% of
Schaeffler AG (BB/Stable/--) and 36% in Continental AG
(BBB+/Stable/A-2).  Schaeffler proposes a total issuance of about
EUR2.5 billion, including a mix of U.S. dollar- and euro-
denominated instruments with various maturities ranging from five
to 10 years.  The recovery rating on these debt instruments is
'6', indicating that S&P expects recovery prospects in the event
of default to be negligible, in the 0%-10% range.

S&P's recovery expectations are constrained by the structural and
contractual subordination of the proposed bonds to Schaeffler
AG's debt instruments.  The proposed PIK toggle notes will be
secured by pledges over shares in Schaeffler AG and in
Continental AG, but will not benefit from any subsidiary
guarantees.

S&P expects Schaeffler Verwaltung Zwei GmbH to change its name to
IHO Verwaltungs GmbH. Renaming will become effective in September
or October 2016, subject to entry in the commercial register, but
in this report we refer to Schaeffler Verwaltung Zwei (SVZ).

S&P expects that SVZ will use the proceeds of the proposed notes,
along with proceeds from a new senior facility agreement, for
these purposes:

   -- To redeem about EUR1.7 billion outstanding under the
      existing junior PIK debt instruments at Schaeffler Holding
      Finance B.V.;

   -- To refinance the existing EUR600 million term loan at
      Schaeffler Verwaltungs GmbH;

   -- To partially repay about EUR674 million under intercompany
      loans held by Schaeffler AG, and

   -- To pay early redemption premiums and transaction costs.

S&P will withdraw the ratings on the outstanding Schaeffler
Holding Finance B.V. debt instruments once they have been
redeemed in full.  In the meantime, S&P have affirmed its 'B+'
issue ratings on the existing bonds.

At the same time, SVZ is also refinancing the existing senior
loan facilities at the holding level.  The new facilities will be
secured by the same collateral that secures the proposed notes,
on a pari passu basis.  The new loan agreement, similar to the
new bonds' documentation, includes less restrictive covenants for
the holding restricted group and clearly defines the operating
companies, Schaeffler AG and its subsidiaries, as "unrestricted
subsidiaries."  These subsidiaries will not provide any
collateral or guarantee to the benefit of the notes or the
facilities, and will not be subject to the covenants under SVZ's
debt documentation.  There will be no cross-default between SVZ's
debt instruments and Schaeffler AG's bonds and facilities.

The proposed bonds' documentation includes a PIK toggle option,
which allows the company to capitalize interest if liquidity
falls below a certain level.  S&P assumes that the company would
most likely use this option in a default scenario, due to
liquidity constraints, but that it would pay interest on the
bonds in cash until our hypothetical default in 2021.

S&P do not include in our recovery analysis Schaeffler's 46%
equity interest in Continental, of which 36% is directly held by
issuing entity SVZ.  This is because S&P regards the value of
this investment as volatile.

The 'BB' issue ratings and '3' recovery ratings on Schaeffler
AG's senior secured bonds--remain unchanged, as well as the 'B+'
issue rating and '6' recovery rating on Schaeffler Finance B.V.'s
EUR500 million senior unsecured notes due 2019.  S&P has not
included in its analysis the potential partial redemption--about
$850 million--of some of Schaeffler AG's senior secured bonds
with proceeds from the partial repayment of the intercompany
loans mentioned above, but S&P do not expect any significant
change in its recovery ratings on Schaeffler AG's senior secured
debt if this bond redemption happens.

The 'BB' corporate credit rating on Schaeffler AG is based on
S&P's assessment of the group's satisfactory business risk
profile and aggressive financial risk profile.  The outlook is
stable.

SIMULATED DEFAULT ASSUMPTIONS

   -- Year of default: 2021
   -- EBITDA at emergence: EUR838 million
   -- Implied enterprise value multiple: 6.0x
   -- Jurisdiction: Germany

SIMPLIFIED WATERFALL

   -- Gross enterprise value at default: EUR5.03 billion
   -- Administrative costs: EUR352 million
   -- Net value available to creditors: EUR4.7 billion
   -- Priority claims: EUR1.1 billion
   -- Secured debt claims: EUR6.2 billion*
      -- Recovery expectations: 50%-70% (lower half of range)
   -- Senior unsecured debt claims: EUR508 million*
      -- Recovery expectation: 0%-10%
   -- Subordinated debt claims: EUR3.2 billion*
      -- Recovery expectations: 0%-10%

*All debt amounts include six months of prepetition interest.


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


GRIFFITH PARK: Moody's Assigns B2 Rating to Class E Notes
---------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by Griffith Park CLO
Designated Activity Company (the "Issuer"):

   -- EUR261,800,000 Class A-1 Senior Secured Floating Rate Notes
      due 2029, Definitive Rating Assigned Aaa (sf)

   -- EUR47,300,000 Class A-2A Senior Secured Floating Rate Notes
      due 2029, Definitive Rating Assigned Aa2 (sf)

   -- EUR11,000,000 Class A-2B Senior Secured Fixed Rate Notes
      due 2029, Definitive Rating Assigned Aa2 (sf)

   -- EUR22,700,000 Class B Senior Secured Deferrable Floating
      Rate Notes due 2029, Definitive Rating Assigned A2 (sf)

   -- EUR23,500,000 Class C Senior Secured Deferrable Floating
      Rate Notes due 2029, Definitive Rating Assigned Baa2 (sf)

   -- EUR26,800,000 Class D Senior Secured Deferrable Floating
      Rate Notes due 2029, Definitive Rating Assigned Ba2 (sf)

   -- EUR11,800,000 Class E Senior Secured Deferrable Floating
      Rate Notes due 2029, Definitive Rating Assigned B2 (sf)

RATINGS RATIONALE

Moody's definitive rating of the rated notes addresses the
expected loss posed to noteholders by legal final maturity of the
notes in 2029. The definitive ratings reflect the risks due to
defaults on the underlying portfolio of loans given the
characteristics and eligibility criteria of the constituent
assets, the relevant portfolio tests and covenants as well as the
transaction's capital and legal structure. Furthermore, Moody's
is of the opinion that the collateral manager, Blackstone / GSO
Debt Funds Management Europe Limited, has sufficient experience
and operational capacity and is capable of managing this CLO.

Griffith Park CLO Designated Activity Company is a managed cash
flow CLO. At least 96% of the portfolio must consist of secured
senior obligations and up to 4% of the portfolio may consist of
unsecured senior loans, second lien loans, mezzanine obligations,
high yield bonds and/or first lien last out loans. The portfolio
is expected to be 70% ramped up as of the closing date and to be
comprised predominantly of corporate loans to obligors domiciled
in Western Europe. This initial portfolio will be acquired by way
of participations which are required to be elevated as soon as
reasonably practicable. The remainder of the portfolio will be
acquired during the three month ramp-up period in compliance with
the portfolio guidelines.

Blackstone / GSO Debt Funds Management Europe Limited will manage
the CLO. It will direct the selection, acquisition and
disposition of collateral on behalf of the Issuer and may engage
in trading activity, including discretionary trading, during the
transaction's four-year reinvestment period. Thereafter,
purchases are permitted using principal proceeds from unscheduled
principal payments and proceeds from sales of credit impaired
obligations, and are subject to certain restrictions.

In addition to the seven classes of notes rated by Moody's, the
Issuer has issued EUR 48,700,000 of subordinated notes, which are
not rated.

The transaction incorporates interest and par coverage tests
which, if triggered, will divert interest and principal proceeds
to pay down the notes in order of seniority.

Loss and Cash Flow Analysis:

Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
December 2015. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
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.

Moody's used the following base-case modeling assumptions:

   -- Par Amount: EUR 440,000,000

   -- Diversity Score: 38

   -- Weighted Average Rating Factor (WARF): 2800

   -- Weighted Average Spread (WAS): 4.15%

   -- Weighted Average Coupon (WAC): 5.00%

   -- Weighted Average Recovery Rate (WARR): 43.0%

   -- Weighted Average Life (WAL): 8 years

Stress Scenarios:

Together with the set of modelling assumptions above, Moody's
conducted an additional sensitivity analysis, which was an
important component in determining the rating assigned to the
rated notes. This sensitivity analysis includes increased default
probability relative to the base case. Below is a summary of the
impact of an increase in default probability (expressed in terms
of WARF level) on each of the rated notes (shown in terms of the
number of notch difference versus the current model output,
whereby a negative difference corresponds to higher expected
losses), holding all other factors equal:

Percentage Change in WARF: WARF + 15% (to 3220 from 2800)

Ratings Impact in Rating Notches:

   -- Class A-1 Senior Secured Floating Rate Notes: 0

   -- Class A-2A Senior Secured Floating Rate Notes: -2

   -- Class A-2B Senior Secured Fixed Rate Notes: -2

   -- Class B Senior Secured Deferrable Floating Rate Notes: -2

   -- Class C Senior Secured Deferrable Floating Rate Notes: -1

   -- Class D Senior Secured Deferrable Floating Rate Notes: -1

   -- Class E Senior Secured Deferrable Floating Rate Notes: 0

Percentage Change in WARF: WARF +30% (to 3640 from 2800)

Ratings Impact in Rating Notches:

   -- Class A-1 Senior Secured Floating Rate Notes: -1

   -- Class A-2A Senior Secured Floating Rate Notes: -3

   -- Class A-2B Senior Secured Fixed Rate Notes: -3

   -- Class B Senior Secured Deferrable Floating Rate Notes: -3

   -- Class C Senior Secured Deferrable Floating Rate Notes: -2

   -- Class D Senior Secured Deferrable Floating Rate Notes: -1

   -- Class E Senior Secured Deferrable Floating Rate Notes: -2

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Global Approach to Rating Collateralized Loan Obligations"
published in December 2015.

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

The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. Blackstone / GSO Debt Funds
Management Europe Limited's investment decisions and management
of the transaction will also affect the notes' performance.


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I T A L Y
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MONTE DEI PASCHI: Chief Executive to Step Down Amid Capital Woes
----------------------------------------------------------------
Rachel Sanderson at The Financial Times reports that
Fabrizio Viola, chief executive of Italy's Monte dei Paschi di
Siena, the world's oldest bank, has agreed to step down, less
than two months after the lender emerged as the biggest loser
from this summer's European bank stress tests.

Mr. Viola's departure comes as bankers led by JPMorgan and
Mediobanca prepare a risky operation to raise EUR5 billion in
new capital for the bank and dispose of about EUR30 billion in
non-performing loans, the FT relates.  If it falls short, the
bank risks having losses imposed on its investors under EU rules,
the FT notes.

According to the FT, senior bankers involved in the deal said a
change at the head of the bank, which has twice come out the
worst loser in European stress tests in 2014 and 2016 under
Mr. Viola's leadership, was necessary in order to go to the
market to ask for new capital.

Corrado Passera, former CEO of Intesa Sanpaolo, Italy's second-
largest bank, is among names being suggested as a possible
successor, the FT discloses.

Matteo Renzi, Italy's prime minister, faces a crucial referendum
this autumn on constitutional reform, which analysts consider a
major political risk to the survival of his government, the FT
relays.

Mr. Renzi has sought a private solution for recapitalizing the
bank rather than risk a bail-in under EU rules which would have
had the potentially vote-losing effect of forcing losses on
retail investors, the FT notes.

According to the FT, MPS has burnt through EUR12 billion of
capital raised since 2008 after a series of financial scandals
and mismanagement that date back to before Mr. Viola's arrival
five years ago.

In an indication of the extent to which the deal is on a knife's
edge, bankers are looking to restructure part of the agreement,
the FT states.  Early contact with potential investors showed
insufficient interest, making it difficult to raise the full EUR5
billion in the market, the FT relays, citing insiders.

Bankers are now considering swapping up to EUR2 billion of
Monte Paschi subordinated debt held by institutional investors on
a voluntary basis for equity, the FT states.

According to the FT, MPS, Italy's third-largest bank, said in a
statement that Mr. Viola had "expressed his availability to work
with the chairman to find an agreement to terminate his
contract".

                      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.


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


ARD FINANCE: S&P Assigns 'B' Corp. Credit Rating, Outlook Stable
----------------------------------------------------------------
S&P Global Ratings assigned its 'B' long-term corporate credit
rating to Luxembourg-based financing subsidiary ARD Finance S.A.
The outlook is stable.

S&P also assigned its 'CCC+' issue rating to the proposed
$1.565 billion (equivalent) payment-in-kind (PIK) toggle notes
due 2023, to be issued by ARD Finance.  The recovery rating is
'6', indicating S&P's expectation of negligible (0%-10%) recovery
in the event of a payment default.

The issue and recovery ratings on the proposed PIK toggle notes
are based on preliminary information and are subject to the
successful issuance of these notes and S&P's satisfactory review
of the final documentation.

Ireland-based glass and metal packaging manufacturer Ardagh
Packaging Group Ltd. is proposing to refinance its callable PIK
notes, which are currently issued by Ardagh Finance Holdings S.A.
It is therefore planning to issue PIK toggle notes due 2023 in
euro and U.S. dollar tranches with a combined value of
$1.565 billion or EUR1.391 billion (equivalent), via ARD Finance.
The ratings on ARD Finance are in line with the corporate credit
rating on Ardagh Packaging Group, as S&P views it as a core
financing subsidiary.

S&P understands that the proceeds of the proposed debt issuance
will be used to repay the existing 8.375% EUR250 million and
8.625% $710 million callable PIK notes due 2019 in full
(including accrued interest, call premium, and fees).  The
proceeds will also be used to upstream a EUR270 million dividend
to shareholders.  S&P expects the new PIK notes will command a
lower interest rate, but cash interest will be payable so long as
there is sufficient cash available for debt service at the Ardagh
Packaging Holdings Ltd. level.

The ratings on Ardagh Packaging Group Ltd. and other related
entities are unaffected by this transaction.

The stable outlook on ARD Finance mirrors that on the
consolidated Ardagh Packaging Group.  The outlook on Ardagh
reflects S&P's view that the consolidated group's credit metrics
will remain at levels commensurate with the 'B' rating in the
near term.  The group has a largely debt-funded growth strategy
which S&P do not expect to lead to sustainably reduced leverage,
despite strong cash flow generation.  S&P therefore expects
leverage to improve slightly in the short term, but credit
metrics to remain in the highly leveraged category due to the
group's aggressive financial policies.

S&P could upgrade Ardagh if S&P expected it to alter its
financial policy to focus on reducing leverage while improving
its credit measures to levels S&P considers commensurate with a
'B+' rating. This could occur if Ardagh significantly reduced its
debt, for example, through the proposed IPO which S&P expects in
the coming months.  At this stage, S&P anticipates that the
consolidated group's credit metrics will remain above 5x.
However, S&P could raise the ratings if it saw evidence of
sustainably reduced leverage and a commitment from management to
a less aggressive financial policy.

S&P do not expect to lower the ratings at this stage, but it
could do so if Ardagh's liquidity or profitability were to
deteriorate significantly, for example, as a result of material
underperformance or further aggressive management actions.


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


FAXTOR ABS 2003-1: Moody's Affirms Caa3 Ratings on Class BE Notes
-----------------------------------------------------------------
Moody's Investors Service announced it has taken rating actions
on the following classes of notes issued by Faxtor ABS 2003-1
B.V.:

   -- EUR23M (current outstanding balance of EUR 4.8M) Class A-2E
      Floating Rate Notes, Affirmed Aaa (sf); previously on Nov
      10, 2015 Upgraded to Aaa (sf)

   -- EUR9M Class A-2F (current outstanding balance of EUR 1.9M)
      Fixed Rate Notes, Affirmed Aaa (sf); previously on Nov 10,
      2015 Upgraded to Aaa (sf)

   -- EUR7.5M Class A-3E Floating Rate Notes, Upgraded to
      A1 (sf); previously on Nov 10, 2015 Upgraded to Baa3 (sf)

   -- EUR15M Class A-3F Fixed Rate Notes, Upgraded to A1 (sf);
      previously on Nov 10, 2015 Upgraded to Baa3 (sf)

   -- EUR5.5M (current outstanding balance of EUR6M) Class BE
      Floating Rate Notes, Affirmed Caa3 (sf); previously on Nov
      10, 2015 Affirmed Caa3 (sf)

   -- EUR9.5M (current outstanding balance of EUR11.9M) Class BF
      Fixed Rate Notes, Affirmed Caa3 (sf); previously on Nov 10,
      2015 Affirmed Caa3 (sf)

Faxtor ABS 2003-1 B.V. is an structured finance collateralized
debt obligation (SF CDO) backed by a portfolio of predominantly
European RMBS and ABS tranches. The reinvestment period ended in
May 2008. The portfolio is managed Dock Street Capital Mgmt.,
LLC.

RATINGS RATIONALE

The rating actions on the notes are primarily a result of the
deleveraging of the Class A-2E and A-2F notes following
amortization of the underlying portfolio since the last rating
action in November 2015.

Over the last two payment dates, the Class A-2E and the Class A-
2F have amortized by EUR5.1M and EUR2.0M respectively. The
amortization of Classes A-2 notes has improved the
overcollateralization ratio for the classes A notes. As per the
July 2016 trustee report, the Classes A and Classes B coverage
tests are reported at 171.6% and 102.6% respectively compared to
158.5% and 104.0% as per the February 2016 trustee report.

Moody's notes that the interest coverage test fails is failing
the trigger and that at the last interest payment in May 2016,
the interest payment to Classes A-3 was made partially from
principal proceeds.

Methodology Underlying the Rating Action

The principal methodology used in this rating was "Moody's
Approach to Rating SF CDOs" published in July 2015.

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

In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes:

Defaulting all Caa rated assets - Moody's considered a model run
where all the Caa rated assets in the portfolio were assumed to
be defaulted. The model outputs for this run were unchanged for
classes A-2 and within 3 notches of the base case result for
classes A-3.

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
notes, in light of 1) uncertainty about credit conditions in the
general economy 2) divergence in the legal interpretation of CDO
documentation by different transactional parties due to or
because of embedded ambiguities.

Additional uncertainty about performance is due to the following:

   -- Portfolio amortization: The main source of uncertainty in
      this transaction is the pace of amortization of the
      underlying portfolio, which can vary significantly
      depending on market conditions and have a significant
      impact on the notes' ratings. Amortization could accelerate
      as a consequence of high prepayment levels or collateral
      sales by the collateral manager. Fast amortization would
      usually benefit the ratings of the notes beginning with the
      notes having the highest prepayment priority.

   -- Recovery of defaulted assets: Market value fluctuations in
      trustee-reported defaulted assets and those Moody's assumes
      have defaulted can result in volatility in the deal's over-
      collateralization levels. Further, the timing of recoveries
      and the manager's decision whether to work out or sell
      defaulted assets can also result in additional uncertainty.
      Recoveries higher than Moody's expectations would have a
      positive impact on the notes' ratings.

In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.


JUBILEE CLO 2016-XVII: Moody's Assigns B2 Rating to Cl. F Notes
---------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by Jubilee CLO 2016-
XVII B.V. (the "Issuer" or "Jubilee CLO XVII"):

   -- EUR244,000,000 Class A Senior Secured Floating Rate Notes
      due 2029, Definitive Rating Assigned Aaa (sf)

   -- EUR43,500,000 Class B Senior Secured Floating Rate Notes
      due 2029, Definitive Rating Assigned Aa2 (sf)

   -- EUR25,800,000 Class C Deferrable Mezzanine Floating Rate
      Notes due 2029, Definitive Rating Assigned A2 (sf)

   -- EUR17,200,000 Class D Deferrable Mezzanine Floating Rate
      Notes due 2029, Definitive Rating Assigned Baa2 (sf)

   -- EUR28,300,000 Class E Deferrable Junior Floating Rate Notes
      due 2029, Definitive Rating Assigned Ba2 (sf)

   -- EUR10,700,000 Class F Deferrable Junior Floating Rate Notes
      due 2029, Definitive Rating Assigned B2 (sf)

RATINGS RATIONALE

Moody's ratings of the notes addresses the expected loss posed to
noteholders by the legal final maturity of the notes in 2029. The
ratings reflect the risks due to defaults on the underlying
portfolio of loans given the characteristics and eligibility
criteria of the constituent assets, the relevant portfolio tests
and covenants as well as the transaction's capital and legal
structure. Furthermore, Moody's is of the opinion that the
collateral manager, Alcentra Limited ("Alcentra"), has sufficient
experience and operational capacity and is capable of managing
this CLO.

Jubilee CLO XVII is a managed cash flow CLO. At least 90% of the
portfolio must consist of senior secured loans and senior secured
floating rate notes and up to 10% of the portfolio may consist of
unsecured loans, second-lien loans, mezzanine obligations and
high yield bonds. The bond bucket gives the flexibility to
Jubilee CLO XVII to hold bonds if Volcker Rule is changed. The
portfolio is expected to be 70% ramped up as of the closing date
and to be comprised predominantly of corporate loans to obligors
domiciled in Western Europe.

Alcentra will manage the CLO. It will direct the selection,
acquisition and disposition of collateral on behalf of the Issuer
and may engage in trading activity, including discretionary
trading, during the transaction's four-year reinvestment period.
Thereafter, purchases are permitted using principal proceeds from
unscheduled principal payments and proceeds from sales of credit
risk and credit improved obligations, and are subject to certain
restrictions.

In addition to the six classes of notes rated by Moody's, the
Issuer issued EUR 45m of subordinated notes, which will not be
rated.

The transaction incorporates interest and par coverage tests
which, if triggered, divert interest and principal proceeds to
pay down the notes in order of seniority.

Loss and Cash Flow Analysis:

Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3.2.1 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
December 2015. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
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
encompasses the assessment of stressed scenarios.

Moody's used the following base-case modeling assumptions:

   -- Par amount: EUR 400,000,000

   -- Diversity Score: 37

   -- Weighted Average Rating Factor (WARF): 2750

   -- Weighted Average Spread (WAS): 4.15%

   -- Weighted Average Recovery Rate (WARR): 42%

   -- Weighted Average Life (WAL): 8 years

As part of the base case, Moody's has addressed the potential
exposure to obligors domiciled in countries with local currency
country risk ceiling (LCC) of A1 or below. Following the
effective date, and given the portfolio constraints and the
current sovereign ratings in Europe, such exposure may not exceed
10% of the total portfolio. As a result and in conjunction with
the current foreign government bond ratings of the eligible
countries, as a worst case scenario, a maximum 5% of the pool
would be domiciled in countries with A3 and a maximum of 5% of
the pool would be domiciled in countries with Baa3 local currency
country ceiling each. The remainder of the pool will be domiciled
in countries which currently have a local or foreign currency
country ceiling of Aaa or Aa1 to Aa3. Given this portfolio
composition, the model was run with different target par amounts
depending on the target rating of each class as further described
in the methodology. The portfolio haircuts are a function of the
exposure size to countries with a LCC of A1 or below and the
target ratings of the rated notes and amount to 0.75% for the
Class A notes, 0.50% for the Class B notes, 0.375% for the Class
C notes and 0% for Classes D, E and F.

Stress Scenarios:

Together with the set of modeling assumptions above, Moody's
conducted additional sensitivity analysis, which was an important
component in determining the rating assigned to the rated notes.
This sensitivity analysis includes increased default probability
relative to the base case. Below is a summary of the impact of an
increase in default probability (expressed in terms of WARF
level) on each of the rated notes (shown in terms of the number
of notch difference versus the current model output, whereby a
negative difference corresponds to higher expected losses),
holding all other factors equal:

Percentage Change in WARF: WARF + 15% (to 3163 from 2750)

Ratings Impact in Rating Notches:

   -- Class A Senior Secured Floating Rate Notes: 0

   -- Class B Senior Secured Floating Rate Notes: -2

   -- Class C Deferrable Mezzanine Floating Rate Notes: -2

   -- Class D Deferrable Mezzanine Floating Rate Notes: -2

   -- Class E Deferrable Junior Floating Rate Notes: -1

   -- Class F Deferrable Junior Floating Rate Notes: 0

Percentage Change in WARF: WARF +30% (to 3575 from 2750)

Ratings Impact in Rating Notches:

   -- Class A Senior Secured Floating Rate Notes: -1

   -- Class B Senior Secured Floating Rate Notes: -3

   -- Class C Deferrable Mezzanine Floating Rate Notes: -4

   -- Class D Deferrable Mezzanine Floating Rate Notes: -2

   -- Class E Deferrable Junior Floating Rate Notes: -2

   -- Class F Deferrable Junior Floating Rate Notes: -2

Given that the transaction allows for corporate rescue loans
which do not bear a Moody's rating or Credit Estimate, Moody's
has also tested the sensitivity of the ratings of the notes to
changes in the recovery rate assumption for corporate rescue
loans within the portfolio (up to 5% in aggregate). This analysis
includes haircuts to the 50% base recovery rate which we assume
for corporate rescue loans if they satisfy certain criteria,
including having a Moody's rating or Credit Estimate.

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Global Approach to Rating Collateralized Loan Obligations"
published in December 2015.

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

The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. Alcentra's investment
decisions and management of the transaction will also affect the
notes' performance.


TELEFONICA EUROPE: Moody's Rates EUR1-Bil. Hybrid Debt Ba1
----------------------------------------------------------
Moody's Investors Service assigned a Ba1 long-term rating to
Telefonica Europe B.V.'s proposed issuance of EUR1 billion worth
of undated 5.5-year non-call, deeply subordinated, guaranteed
fixed rate reset securities (the "hybrid debt"), which are fully
and unconditionally guaranteed by Telefonica S.A. (Telefonica) on
a subordinated basis. The outlook on the rating is negative. All
other ratings of Telefonica and its guaranteed subsidiaries, as
well as the negative outlook on those ratings, remain unchanged.

"The Ba1 rating we have assigned to the hybrid debt is two
notches below Telefonica's senior unsecured rating of Baa2,
primarily because the instrument is deeply subordinated to other
debt in the company's capital structure," says Carlos Winzer, a
Moody's Senior Vice President and lead analyst for Telefonica.

Telefonica plans to use the hybrid debt to strengthen its
financial ratios as well as to refinance debt and preserve its
liquidity cushion.

RATINGS RATIONALE

The Ba1 rating assigned to the hybrid debt is two notches below
the group's senior unsecured rating of Baa2. The two-notch rating
differential reflects the deeply subordinated nature of the
hybrid debt. The instrument: (1) is perpetual; (2) is senior only
to common equity; (3) provides Telefonica with the option to
defer coupons on a cumulative basis; and (4) steps up the coupon
by 25 basis points (bps) in 2027 and an additional 75 bps in
2042. The issuer does not have any preferred shares outstanding
that would rank junior to the hybrid debt, and the issuer's
articles of association do not allow the issuance of such shares
by the issuer.

In Moody's view, the notes have equity-like features that allow
them to receive basket "C" treatment, i.e., 50% equity and 50%
debt for financial leverage purposes (please refer to Moody's
Hybrid Equity Credit Methodology published in March 2015).

Telefonica's Baa2 senior unsecured rating primarily reflects: (1)
the group's large size and scale; (2) the diversification
benefits associated with its strong positions in many different
markets; (3) the enhanced technology, attractive TV content and
bundled offers that improves its market positioning; (4)
management's track record and ability in terms of executing a
well-defined and concise business strategy; and (5) its operating
cash flow generation and management's commitment to achieving its
reported net debt/EBITDA ratio below 2.35x in the medium term.

Telefonica's Baa2 rating also continues to reflect: (1)
management's ability to continue to execute a strategy that
benefits from a strong position in the Spanish market and has a
strong international foothold in Latin America and Germany; (2)
expectations that the group will deliver the financial policy
(including cash preservation measures and a non-core assets
disposal program) that management has publicly committed to and
which supports its deleveraging strategy; and (3) that Telefonica
will maintain its access to the debt capital markets and as such,
retain adequate liquidity, supported by recent bond issuances and
asset sales.

RATIONALE FOR NEGATIVE OUTLOOK

The negative outlook on Telefonica's ratings primarily reflects
the need to execute a deleveraging plan and the increased
execution risk after the recent blocking of the sale of O2 UK by
the European Commission. This is despite Moody's expectation that
Telefonica will continue to operate in an improved domestic
market, with: (1) more rational competition that is focused on
value; and (2) better underlying economic conditions, which will
support medium-term revenue growth.

WHAT COULD CHANGE THE RATING UP/DOWN

As the hybrid debt rating is positioned relative to another
rating of Telefonica, either: (1) a change in Telefonica's senior
unsecured rating; or (2) a re-evaluation of its relative notching
could affect the hybrid debt rating.

A rating downgrade could result if: (1) Telefonica were to
deviate from its financial-strengthening plan, as a result of
weaker cash flow generation or difficulty in executing the
announced debt reduction measures; and/or (2) the group's
operating performance in Spain and other key markets were to
deteriorate with no likelihood of short-term improvement in
underlying trends. Resulting metrics would include a retained
cash flow/net adjusted debt ratio of less than 18%, or failure to
achieve a net adjusted debt/EBITDA ratio of 3.0x. In addition, a
rating downgrade could result if Moody's were to downgrade the
sovereign rating of Spain.

Although unlikely given the current negative outlook, Moody's
would consider upgrading Telefonica's rating to Baa1 if the
company's credit metrics were to strengthen significantly, as a
result of improved operational cash flows and debt reduction.
More specifically, the rating could benefit from positive
pressure if it became clear that the group were able to achieve
sustainable improvements in its debt ratios, such as an adjusted
retained cash flow/net debt ratio above the mid-twenties in
percentage terms and an adjusted net debt/EBITDA ratio
comfortably below 2.5x.

LIST OF AFFECTED RATINGS

Assignments:

   Issuer: Telefonica Europe B.V.

   -- Backed Preference Stock, Assigned Ba1

PRINCIPAL METHODOLOGY

The principal methodology used in this rating was Global
Telecommunications Industry published in December 2010.

Telefonica S.A., domiciled in Madrid, Spain, is a leading global
integrated telecommunications provider, delivering a full range
of fixed and mobile telecommunications. Telefonica is one of the
world's leading telecommunications carriers, with some 341.9
million customers worldwide as of June 2016. In Latin America
(LatAm), Telefonica provided services to around 231.5 million
customers as of the end of June 2016 and is the leading operator
in Brazil, Argentina, Chile and Peru, with substantial operations
in Colombia, Ecuador, El Salvador, Guatemala, Mexico, Nicaragua,
Panama, Uruguay, Costa Rica and Venezuela. In addition to its
LatAm presence since 1991, Telefonica has a strong footprint in
the UK and Germany, providing services to around 73.2 million
customers as of June 2016. Approximately 74% of group revenues
and 66% of group reported EBITDA were generated outside Spain in
H1 2016. Nevertheless, Telefonica's EBITDA minus Capex amount
generated in Spain represents nearly 41% of total.


* NETHERLANDS: Company Bankruptcies Hit Record Low in August
------------------------------------------------------------
Statistics Netherlands reports that the number of bankruptcies,
adjusted for the number of court session days, declined by 113 in
August 2015 from July.

The number of bankruptcies is at its lowest level since October
2008, Statistics Netherlands states.  The downward trend in the
number of bankruptcies continues, Statistics Netherlands says.

The number of businesses declared bankrupt in a particular month
is closely related to the number of days courts are in session,
Statistics Netherlands notes.

In August this year, 308 businesses and institutions (excluding
sole proprietors) were declared bankrupt, Statistics Netherlands
recounts.  This brings the total over the first 8 months of this
year to 3,643, i.e. down more than 20% on the same period in
2014, Statistics Netherlands states.

Bankruptcy rates declined in almost every sector, Statistics
Netherlands relays.  The trade sector had the highest rate with a
total of 76, almost 28% down from July, Statistics Netherlands
discloses.  There were 46 financial institutions that went
bankrupt, according to Statistics Netherlands.  These two sectors
(trade and financial services) also include the largest number of
businesses, Statistics Netherlands notes.  Proportionally, the
hotel and restaurant sector recorded the highest number of
bankruptcies (18), Statistics Netherlands relays.


===========
N O R W A Y
===========


NASSA MIDCO: S&P Puts 'B' CCR on CreditWatch Positive
-----------------------------------------------------
S&P Global Ratings said that it had placed its 'B' long-term
corporate credit rating on Nordic payment processor Nassa Midco
AS (Nets) on CreditWatch with positive implications.

At the same time, S&P affirmed its 'B' issue ratings on the
senior secured loans and revolving credit facility issued by
Nets.  The recovery rating is unchanged at '4', reflecting S&P's
expectation of recovery in the higher half of the 30%-50% range
in the event of a payment default.

S&P placed its rating on Nets on CreditWatch positive to reflect
its expectation of stronger credit ratios if Nets completes the
IPO in line with the announcement and the ensuing debt reduction
results in better credit metrics.  S&P understands Nets' gross
debt could be reduced by Danish krone (DKK) 5 billion (about
EUR672 million), after deducting DKK475 million in IPO-related
costs from the gross proceeds.  As a result, S&P expects its
adjusted debt-to-EBITDA ratio to decline to 5.0x or below after
the IPO, which is about 3.0x lower than in S&P's previous
expectation of about 8.0x at year-end 2016.  This is based on the
company's net leverage guidance of below 3.75x as of year-end
2016.  In subsequent years, S&P's adjusted debt-to-EBITDA ratio
could decline further, given that Nets' future financial policy
targets net leverage of 2.0x-2.5x. If the ownership from
financial sponsors declines to less than 40%, it would lead S&P
to apply its surplus cash adjustment to debt, in accordance with
its methodology.

Furthermore, S&P thinks interest coverage ratios and free
operating cash flow (FOCF) generation could also benefit from the
announced refinancing of Nets' existing debt with new banking
facilities, subject to the IPO, as S&P believes the banking
facilities would carry a lower interest rate than the existing
debt.  This, combined with lower debt, could result in
significantly lower annual interest expenses.

S&P's assessment of Nets' business risk profile continues to
reflect the group's:

   -- Leading position in the Nordic payment system industry;
   -- High proportion of recurrent revenues, given that the
      majority of revenues are based on a fixed fee per payment
      transaction;
   -- Diversified product range and customer base;
   -- Solid barriers to entry; and
   -- Growth opportunities.

These strengths are constrained by Nets'

   -- Limited scale and geographic diversification;
   -- Modest, albeit improving, profitability;
   -- Competition from international competitors; and
   -- Technology and regulatory risks.

S&P aims to resolve the CreditWatch after the IPO has been
completed, which S&P understands could take place over the next
few months.  S&P could raise the corporate credit rating by two
or three notches depending on the ownership and capital structure
after the IPO, including the residual share of Nets' stock owned
by financial sponsors and their exit strategy.

A successful IPO, adjusted debt-to-EBITDA at or below 5x, and
FOCF to debt between 5% and 10% could support a two-notch
upgrade.

S&P may raise the rating by three notches if it believed that
adjusted debt-to-EBITDA was likely to decline below 4.5x, with
FOCF to debt comfortably above 10%.


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


O1 PROPERTIES: S&P Assigns 'B+' Rating to Sr. Unsecured Notes
-------------------------------------------------------------
S&P Global Ratings assigned its 'B+' issue rating to the U.S.
dollar senior unsecured notes that will be guaranteed by Russia-
based O1 Properties Ltd. (O1; B+/Negative/--) and issued by O1
Properties Finance.

S&P equalizes the issue rating with its 'B+' long-term corporate
credit rating on O1 to incorporate S&P's view of recovery
prospects of more than 30% in the event of a default of the
proposed notes.  The issuer, Cyprus-based O1 Properties Finance,
is a fully owned subsidiary of O1.

S&P believes the recovery prospects for the notes will exceed
30%, despite a significant amount of secured debt at O1's
operating companies.  O1 owns a large portfolio of prime assets
in the center of Moscow and, even after a 30% haircut, the
portfolio's residual value is enough to support recovery
prospects of more than 30% for the noteholders.  S&P views it as
unlikely that the portfolio value might decrease by more than
30%, due to its high quality, reflected in the location of the
assets, tenant structure, and occupancy rate.

S&P expects the notes' proceeds will be used mainly to refinance
O1's secured debt.  S&P expects the company's liquidity will
improve after this issuance, since headroom under the existing
covenants on the secured debt will increase after the
transaction.


* RUSSIA: PM Mulls Special Fund for Bankrupt Companies' Workers
---------------------------------------------------------------
PRIME reports that Russian Prime Minister Dmitry Medvedev said at
a meeting on labor protection on Sept. 9 the government may out a
compensation mechanism for employees of bankrupt companies from a
special fund.

According to PRIME, Mr. Medvedev said that the existing mechanism
of salary compensation after the sale of property of a bankrupt
firm does not serve the purpose because there is often not enough
property to meet all obligations.

"We can consider a mechanism based on special funds," the report
quoted Mr. Medvedev as saying.

He said wage arrears in Russia have totaled RUR3.5 billion as of
Aug. 1, PRIME relates.

Mr. Medvedev, as cited by PRIME, said that everything has been
done to solve the problem: there is a road map to control timely
wage payments and the administrative responsibility for
non-payments was toughened.  He said that he will order
ministries to consider introducing a higher priority for salaries
payments over taxes, PRIME notes.



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


IDCSALUD HOLDING: S&P Puts 'B+' CCR on CreditWatch Positive
-----------------------------------------------------------
S&P Global Ratings said that it placed on CreditWatch with
positive implications its 'B+' long-term corporate credit rating
on Spanish hospital operator IDCSalud Holding S.L.U. (IDC).  S&P
also placed its 'B+' and 'B-' issue ratings on IDC's senior and
second lien facilities on CreditWatch positive.

The CreditWatch placements follow the recent announcement that
Fresenius SE & Co. KGaA (FSE) has agreed to acquire IDC for
EUR5.76 billion.

S&P also affirmed its 'BBB-' rating on FSE.  The rating is not
affected by the acquisition as the transaction is consistent with
S&P's expectation that it would make purchases to expand its
product portfolio.

The affirmation reflects S&P's view that the announced
transaction is neutral to S&P's assessment of FSE's business risk
profile as strong and that the company will continue to manage
its discretionary spending in a manner that will not lead its
debt protection metrics to deteriorate beyond the levels S&P
assumes under its base case.  Specifically, the affirmation
reflects S&P's forecast that the company will maintain adjusted
debt to EBITDA below 4x.

S&P aims to resolve the CreditWatch placement upon FSE's
successful completion of the acquisition, which is expected in
the fourth quarter of 2016 or the first quarter of 2017.



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


BHS GROUP: Sir Philip Denies Pressuring Pensions Regulator
----------------------------------------------------------
Paul McClean at The Financial Times reports that Sir Philip Green
hit back at claims he has been putting pressure on the pensions
regulator and insisted he had been working "on a daily basis" to
find a settlement to the BHS pensions deficit.

Sir Philip has come under fire in recent weeks as the BHS
pensions crisis remains unresolved almost three months after he
told MPs he would "sort" it, the FT relates.

On Sept. 6, Labour MP Frank Field accused the former BHS owner of
failing to address the issue, the FT recounts.

"Sir Philip Green has still not settled the pensions issue, and
it is stretching out," the FT quotes Mr. Field as saying.  He
called for a parliamentary debate, so that "the house can give a
view on his behavior . . . and to bring their pressure to try and
reach a settlement".

According to the FT, Sir Philip responded on Sept. 9, saying:
"Mr. Field suggested in the House of Commons there was a lack of
willingness on my part to reach a settlement with regard to the
pension fund.  This is untrue, totally inaccurate and unhelpful
in solving this issue."

He also commented on press articles that have suggested he was
pressuring the pensions regulator by offering to help plug the
deficit if the watchdog dropped an investigation into BHS's
collapse, the FT relays.

"There have also been suggestions in the press that I have tried
to pressurize the regulator, or, as was stated on the front page
of one newspaper, 'blackmail' it," Sir Philip, as cited by the
FT, said.  "This is wholly untrue.  I am not in control of the
process. I am following the process which has been set down by
the regulator."

"I stated at the hearing that it was my intention to try to find
a solution, which is a voluntary one, to the BHS pensions and
that is still my aim," he added, notes the report.

BHS Group was a high street retailer offering fashion for the
whole family, furniture and home accessories.


CAMELOT UK: Moody's Assigns B3 Corporate Family Rating
------------------------------------------------------
Moody's Investors Service has assigned a first-time B3 Corporate
Family Rating (CFR) and B3-PD Probability of Default Rating (PDR)
to Camelot UK Holdco Limited (d/b/a "IP&S" or the "company"), a
newly-formed UK-based holding company that will own 100% of
Intellectual Property & Science through a series of intermediate
holding companies. Intellectual Property & Science owns a
collection of leading subscription-based businesses that provide
customers with access to scientific literature, patent,
trademark, pharmaceutical and other curated content that will be
carved out of Thomson Reuters Corp. (Baa2 stable) and purchased
by Onex Corporation ("Onex") and Baring Private Equity Asia
("Baring Asia") via a leveraged buyout (LBO). Concurrently,
Moody's assigned a B2 rating to the company's proposed senior
credit facilities ($1.45 billion senior secured term loan and
$175 million revolving credit facility) and Caa2 rating to the
new $600 million senior unsecured notes. The rating outlook is
stable.

Proceeds from the term loan and notes plus $1.635 billion of
sponsor equity will be used to finance the purchase of
Intellectual Property & Science by Onex and Baring Asia
(collectively the "equity sponsors") for a total purchase price
of approximately $3.685 billion (including estimated transaction
fees, expenses and opening cash to the balance sheet).

Ratings Assigned:

   Issuer: Camelot UK Holdco Limited (d/b/a "IP&S")

   -- Corporate Family Rating -- B3

   -- Probability of Default Rating -- B3-PD

Outlook Actions:

   -- Outlook, Stable

   Issuers: Camelot Finance S.A. (Co-Borrowers: Camelot Finance
   LP and Camelot Cayman LP)

   -- $1.450 Billion Senior Secured Term Loan B due 2023 -- B2
      (LGD-3)

   Issuer: Camelot Finance S.A.

   -- $175 Million Revolving Credit Facility due 2021 -- B2
      (LGD-3)

   -- $600 Million Senior Unsecured Notes due 2024 -- Caa2
      (LGD-5)

The assigned ratings are subject to review of final documentation
and no material change in the size, terms and conditions of the
transaction as advised to Moody's.

RATINGS RATIONALE

The B3 CFR reflects IP&S's elevated pro forma non-GAAP financial
leverage of 7.5x (as of June 30, 2016, incorporating Moody's
standard and non-standard adjustments, which include our
estimated cost savings and the parent allocation of corporate
costs, and exclude certain one-time expenses and non-recurring
costs). Moody's said, "Though leverage is high for the rating
category (compared to a mean leverage of 6.6x for B3-rated global
cross industry peers), we believe the business model can
accommodate a more leveraged capital structure due to IP&S's
strong revenue visibility, high EBITDA margins and relatively
stable positive free cash flow generation. Barring another
leveraging event, we project total debt to EBITDA on a non-GAAP
Moody's adjusted basis to decline to around 7.1x by year end 2017
and 6.7x by 2018, which will better position the company at the
B3 rating level."

The rating also reflects the substantial intangible assets
following the company's separation and LBO, lack of operating
history as a standalone entity and execution risk tied to a
protracted four-year period to realize total planned standalone
corporate cost savings. The B3 rating captures the company's low
organic compound annual growth rate of approximately 2% from 2013
to 2015, influenced primarily by declining transactional revenue
(23% of total 2015 revenue) which fell 4% last year and decreased
6% in 2014. The rating is further constrained by increasing
competitive challenges from industry players amassing scale and
disruptive entrants providing new technology solutions and niche
content amid a growing number of free offerings available on the
internet. The slowdown in revenue growth at North American
universities and ongoing consolidation in the pharmaceutical
industry could negatively impact the company's revenue and
profitability. As such, the rating embeds exposure to clients
experiencing budget constraints and less likely to renew their
IP&S product subscriptions. It also captures event risks, such as
M&A or a dividend recapitalization, related to ownership by its
equity sponsors.

The B3 rating is supported by IP&S's leading global market
positions across its scientific and academic research, patent
analytics and regulatory standards, pharmaceutical and
biotechnology intelligence, trademark protection and domain brand
protection business lines. IP&S's credit profile is further
buttressed by its high proportion of subscription-based recurring
revenue (77% of total 2015 revenue). High switching costs are
derived from IP&S's proprietary method of extracting data from
widely available public sources, data standardization/
categorization processes and value-added content curation
resulting in a portfolio of comprehensive databases that, in most
cases, are considered the "gold-standard" among its clients.
IP&S's subscription products are mission-critical and embedded in
its customers' systems, core operations and research workflows
across product lifecycles, leading to high customer renewals and
retention rates above 90% across the majority of its business
lines. The importance and high reliance that customers place on
the company's products for critical decision-making, has also led
to its databases being the most widely used among tier-one
research universities, large pharmaceutical companies and blue-
chip corporations.

IP&S believes the improved integration and usability of its
cloud-based applications combined with the high quality of its
content will ultimately create opportunities for further market
penetration and restore organic revenue growth in the mid-single
digit range. Additional positive attributes include the company's
good diversification across end markets, geography and customers.
Non-GAAP EBITDA margins in the 28-30% range (Moody's adjusted)
combined with negative net working capital and low capital
expenditure requirements (roughly 6% of revenue) ensure
conversion of EBITDA to free cash flow. "We expect IP&S to
maintain good liquidity over the next 12-15 months supported by
positive free cash flow generation, opening cash on the balance
sheet of $30 million and full access to a $175 million revolving
credit facility." Moody's said.

Corporate Structure

Camelot Finance LP and Camelot Cayman LP, holding companies with
respect to which all of the limited partnership interests are
owned directly by Onex Corporation, will be co-borrowers on a
joint and several basis under the term loan facility. Camelot
Cayman LP will contribute its term loan borrowings to Camelot
TowerCo, which will on-lend such term loan proceeds to Camelot
Finance S.A. (a Luxembourg-based holding company). Camelot
Finance S.A. will be a co-borrower and guarantor of the term loan
facility, a co-borrower under the revolving credit facility and
the sole issuer of the senior notes. Camelot Finance LP will
contribute its term loan borrowings to Camelot Finance LLC, which
will on-lend such term loan proceeds to certain US subsidiaries
of Camelot UK Bidco Limited, which will be co-borrowers and
guarantors of the term loan facility and guarantors of the
revolving credit facility and senior notes. Subject to certain
exceptions, the senior credit facilities will be guaranteed by
the US, UK and Japanese operating subsidiaries of Camelot UK
Bidco Limited. The notes will be guaranteed by Camelot UK Bidco
Limited (a UK-based holding company) and the subsidiaries that
guarantee the senior credit facilities. Camelot UK Holdco
Limited, a guarantor of the senior credit facilities, will be the
highest entity of the restricted group under the credit agreement
governing the senior credit facilities. Camelot Holdings (Jersey)
Limited, an indirect parent of Camelot UK Holdco Limited, will be
the financial reporting entity.

Rating Outlook

The stable rating outlook reflects our view that IP&S will
capitalize on good industry growth prospects, cost
synergies/savings and steps to improve its product offerings, go-
to-market strategy and product time-to-market under new ownership
to grow market share from a combination of new client wins and
deeper penetration into existing client accounts.

What Could Change the Rating - Up

Ratings could be upgraded if IP&S demonstrates organic revenue
growth in the mid-single digit range and EBITDA expansion that
leads to consistent and growing free cash flow generation of at
least 5% of total debt (Moody's adjusted) and a sustained
reduction in total debt to EBITDA leverage on a non-GAAP basis to
a level approaching 5.5x (Moody's adjusted). IP&S would also need
to exhibit prudent financial policies and a good liquidity
position to be considered for an upgrade.

What Could Change the Rating - Down

Ratings could be downgraded if IP&S's total debt to EBITDA
leverage on a non-GAAP basis is expected to be sustained above 8x
(Moody's adjusted) or free cash flow were to be sustained below
1% of total debt (Moody's adjusted). Ratings pressure could also
occur if the company is unable to achieve standalone cost savings
in a timely manner, market share erodes, liquidity deteriorates,
IP&S experiences sustained client losses or the company engages
in debt-financed acquisitions or shareholder distributions
resulting in leverage sustained above our downgrade threshold.

The principal methodology used in these ratings was Business and
Consumer Service Industry published in December 2014.

Camelot UK Holdco Limited is a newly-formed UK-based holding
company that will own 100% of Intellectual Property & Science, a
carve-out of Thomson Reuters Corp. that is being purchased by
Onex and Baring Asia for approximately $3.685 billion (including
estimated transaction fees, and expenses and opening cash to the
balance sheet). Intellectual Property & Science is headquartered
in Philadelphia, PA and provides comprehensive intellectual
property and scientific information, decision support tools and
services that enable academia, corporations, governments and the
legal community to discover, protect and commercialize content,
ideas and brands that are important to them. Its portfolio
includes Web of Science, Thomson CompuMark, Thomson Innovation,
MarkMonitor, Cortellis and Thomson IP Manager. Revenue for the
twelve months ended June 30, 2016 was $961 million.


CAMELOT UK: S&P Assigns 'B+' CCR; Outlook Stable
------------------------------------------------
S&P Global Ratings said that it assigned its 'B+' corporate
credit rating to Camelot UK Holdco Ltd.  The rating outlook is
stable.

At the same time, S&P assigned its 'BB-' issue-level rating and
'2' recovery rating to the company's proposed senior secured
credit facility, which consists of a $175 million revolving
credit facility due 2021 and a $1.45 billion term loan due 2023.
The '2' recovery rating indicates S&P's expectation for
substantial recovery (70%-90%; lower half of the range) of
principal and interest for lenders in the event of a payment
default.

S&P also assigned its 'B-' issue-level rating and '6' recovery
rating to the company's $600 million senior unsecured notes due
2024.  The '6' recovery rating indicates S&P's expectation for
negligible recovery (0%-10%) of principal and interest in the
event of a payment default.

Camelot Finance S.A. is the borrower of the credit facility and
the issuer of the notes.

"Our 'B+' corporate credit rating on Camelot reflects the
company's high adjusted debt leverage and financial sponsor
ownership, as well as the execution risks associated with the
carve-out from its former parent, Thomson Reuters Corp., which
will significantly impact its EBITDA margins and cash flow
through 2018," said S&P Global Ratings' credit analyst Scott
Zari.  The rating also incorporates the risk that the company's
migration of its databases and information technology (IT)
infrastructure to new stand-alone systems could result in service
interruptions for customers and potential loss of revenue.
However, S&P believes that the company's strong niche market
position and highly recurring subscription-based revenue model
will support improving EBITDA margins and free operating cash
flow (FOCF) generation, beginning in 2019, if the carve-out is
executed without cost overruns or implementation delays.
However, S&P could lower the rating if any client disruption or
cost overruns associated with the migration of the company's
databases and systems lead S&P to believe leverage will remain
elevated above 7x beyond 2018.

The stable rating outlook reflects S&P's expectation that the
company's revenue will grow at a low-single-digit percentage rate
annually and it will incur significant charges related to the
carve-out process from Thomson Reuters that will meaningfully
impact both its annual EBITDA and free operating cash flow
through 2018.  S&P expects that leverage will remain elevated
through 2018 before cost reductions, and improved cash flow will
lead to higher EBITDA margins and debt repayment, beginning in
2019.  The outlook also reflects S&P's expectation that there
won't be any permanent deterioration in revenue, profitability,
or cash flow as a result of any execution missteps related to the
carve-out.

S&P could lower its corporate credit rating if the costs
associated with the company operating as a stand-alone entity are
greater than anticipated, leading to breakeven FOCF in 2017, with
no indication for significant improvement in 2018 and 2019.  This
could result from greater-than-expected challenges in the carve-
out process leading to the need for unanticipated incremental IT
or back-office systems, or an execution delay leading to longer-
than-expected use of duplicative legacy systems supplied by its
former parent.  S&P could also lower the rating if any client
disruption or cost overruns associated with the migration of its
databases and systems lead S&P to believe that leverage will
remain elevated above 7x beyond 2018.

Although unlikely over the next 12 months, S&P could raise the
rating if the company is able to decrease and maintain its lease-
adjusted leverage below 5x.  This would likely require adjusted
EBITDA margins in the mid-30% range and a reduction in
outstanding debt of about $300 million.  This is unlikely to
occur until the company's cost reduction and technology migration
plans are in an advanced stage or completed, and it would likely
require a shift in financial policy by the company's private
equity ownership.


HMV GROUP: Four Irish Stores Face Liquidation, Workers Owed Money
-----------------------------------------------------------------
Jessica Casey at Irish Examiner reports that more than 50 former
staff of four HMV stores in Ireland are facing the prospect of
having to turn to the State for the money owed to them, after
being told the music retailer is going into liquidation.

HMV's store presence in Ireland ended with the closure of their
remaining outlets in Limerick, Dundrum, Henry Street, and Liffey
Valley, Irish Examiner relates.

According to Irish Examiner, workers were told they would receive
their payments on Sept. 9.  Workers were advised they would be
receiving severance and holiday pay, which was confirmed by
letter issued by the company in July, Irish Examiner discloses.

However, they were then told that the stores were being put into
liquidation on Sept. 8 and they did not receive the payments owed
to them, Irish Examiner relays.

                         About HMV Group

United Kingdom-based HMV Group plc is engaged in retailing of
pre-recorded music, video, electronic games and related
entertainment products under the HMV and Fopp brands, and the
retailing of books principally under the Waterstone's brand.  The
Company operates in four segments: HMV UK & Ireland, HMV
International, HMV Live, and Waterstone's.

On January 14, 2013, HMV Group went into administration after
suppliers refused a request for a GBP300 million lifeline for the
company.  Deloitte was appointed as administrator to the chain,
which was hit by growing competition from online rivals,
supermarkets, and illegal downloads.


JOHNSTON PRESS: Activist Investor to Meet with Chairman This Week
-----------------------------------------------------------------
Ben Martin at The Telegraph reports that an activist investor is
poised to intervene at Johnston Press as it prepares to meet the
chairman of the troubled newspaper publisher this week,
potentially ramping up pressure on the struggling company.

According to The Telegraph, Crystal Amber, a top 10 investor in
the debt-laden business, with a 3.3% stake, is set to meet with
Ian Russell, Johnston Press's chairman, on Tuesday, Sept. 13.

The fund has seen the value of its investment tumble as the
troubled company's shares have plunged, The Telegraph relays.

It is understood that Crystal Amber will wait until after the
meeting before deciding whether it will start to agitate for
change at the publisher, which recently purchased the i
newspaper, The Telegraph discloses.

If it does, Mr. Russell and Ashley Highfield, Johnston Press's
chief executive, will find themselves up against a formidable
opponent, The Telegraph says.

Johnston Press, which owns a host of local papers including the
Yorkshire Post, is laboring under nearly GBP140 million of debt
and is battling a harsh downturn in advertising, The Telegraph
states.

Last month, The Sunday Telegraph revealed that the publisher was
planning a buy-back of its debt at a heavy discount, in an
attempt to ease the pressure on its balance sheet, The Telegraph
recounts.

Johnston Press spent GBP24 million buying the i from the Lebedev
family in February, The Telegraph notes.

Johnston Press is a newspaper publisher.


NEWDAY FUNDING 2016-1: DBRS Assigns B Rating to Class F Notes
-------------------------------------------------------------
DBRS Ratings Limited assigned ratings to the Class A, Class B,
Class C, Class D, Class E and Class F Notes (collectively, the
Notes) issued by NewDay Funding 2016-1 Plc (The Issuer) as
follows:

   -- Class A Notes: AAA (sf)

   -- Class B Notes: AA (high) (sf)

   -- Class C Notes: A (high) (sf)

   -- Class D Notes: BBB (high) (sf)

   -- Class E Notes: BB (high) (sf)

   -- Class F Notes: B (high) (sf)

The Notes are backed by credit card receivables originated and/or
acquired by NewDay Ltd, the Originator, in the United Kingdom.

The rating rationale included:

   -- The sufficiency of available credit enhancement in the form
      of subordination (51.2% for the Class A, 44.1% for the
      Class B, 33.6% for the Class C, 19.3% for the Class D,
      11.7% for the Class E and 6.5% for the Class F), liquidity
      reserve funds and excess spread.

   -- The ability of the transaction's structure and triggers to
      withstand stressed cash flow assumptions and repay the
      Notes in full according to the terms of the transaction
      documents.

   -- The Originator and its delegates' capabilities of
      performing activities with respect to originations,
      underwriting, cash management, data processing and
      servicing.

   -- The legal structure and presence of legal opinions
      addressing the assignment of the assets and the consistency
      with the DBRS "Legal Criteria for European Structured
      Finance Transactions".

As the Issuer is part of a master issuance structure where all
series of notes are supported by the same pool of receivables and
generally issued under the same requirements regarding servicing,
amortization events, priority of distributions and eligible
investments, DBRS notes that the issuance of the Notes will not
result in a downgrade or withdrawal of the ratings listed below:

Notes issued by NewDay Funding 2015-1 Plc:

   -- AAA (sf) for Class A Asset Backed Floating Rate Notes

   -- AA (high) (sf) for Class B Asset Backed Floating Rate Notes

   -- A (high) (sf) for Class C Asset Backed Floating Rate Notes

   -- BBB (high) (sf) for Class D Asset Backed Floating
      Rate Notes

   -- BB (high) (sf) for Class E Asset Backed Floating Rate Notes

   -- B (high) (sf) for Class F Asset Backed Floating Rate Notes

Notes issued by NewDay Funding 2015-2 Plc:

   -- AAA (sf) for Class A Asset Backed Floating Rate Notes

   -- AA (high) (sf) for Class B Asset Backed Floating Rate Notes

   -- A (high) (sf) for Class C Asset Backed Floating Rate Notes

   -- BBB (high) (sf) for Class D Asset Backed Floating
      Rate Notes

   -- BB (high) (sf) for Class E Asset Backed Floating Rate Notes

   -- B (high) (sf) for Class F Asset Backed Floating Rate Notes

Notes issued by NewDay Funding Loan Note Issuer:

   -- BBB (high)(sf) for 2015-VFN Notes

The transaction was modelled in DaVinci, a DBRS proprietary
cashflow model.

Notes:

All figures are in GBP unless otherwise noted. The principal
methodology applicable is:

"Rating Consumer and Commercial Asset Backed Securitisations".

DBRS has applied the principal methodology consistently and
conducted a review of the transaction in accordance with the
principal methodology.

An asset and a cashflow analysis were both conducted.

Other methodologies referenced in this transaction are listed at
the end of this press release.

The sources of information used for this rating include
performance data relating to the receivables provided by the
Originator. DBRS received updated monthly dynamic and static
performance data relating to yield rates, payment rates, charge-
off rates, and originations dating back to January 2009. Data was
providing in the form of time series analysis as well as vintage
curves, both divided by cohort. Furthermore, stratification
tables were provided for the securitized pool.

DBRS does not rely upon third-party due diligence in order to
conduct its analysis.

DBRS was supplied with third party assessments at the issuance of
the Notes. However, this did not impact the rating analysis.

DBRS considers the information available to it for the purposes
of providing this rating to be of satisfactory quality.

DBRS does not audit the information it receives in connection
with the rating process, and it does not and cannot independently
verify that information in every instance.

These ratings concern newly issued financial instruments. This is
the first DBRS rating on these financial instruments.

To assess the impact of the changing the transaction parameters
on the rating, DBRS considered the following stress scenarios, as
compared to the parameters used to determine the rating (the Base
Case):

   -- Charge-off Rate Used: Base Case of 15%, stressed with a 25%
      and 50% increase on the base case charge-off rate

   -- Monthly Principal Payment Rate Used: Base Case of 8%,
      stressed with a 25% and 50% decrease on the base case
      payment rate

   -- Yield Rate Used: Base Case of 28%, stressed with a 25% and
      50% decrease on the base case yield rate

DBRS concludes that for the Notes:

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the AAA
      (sf) rating of the Class A.

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would not result in a downgrade of the AAA
      (sf) rating of the Class A.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the AAA
      (sf) rating of the Class A.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would not result in a downgrade of the AAA
      (sf) rating of the Class A.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical increase of the base case Charge-Off Rate by
      25%, ceteris paribus, would not result in a downgrade of
      the AAA (sf) rating of the Class A.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical increase of the base case Charge-Off Rate by
      50%, ceteris paribus, would not result in a downgrade of
      the AAA (sf) rating of the Class A.

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the
      AA(high) (sf) rating of the Class B.

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would not result in a downgrade of the
      AA(high) (sf) rating of the Class B.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the
      AA(high) (sf) rating of the Class B.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would not result in a downgrade of the
      AA(high) (sf) rating of the Class B.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical increase of the base case Charge-Off Rate by
      25%, ceteris paribus, would not result in a downgrade of
      the AA(high) (sf) rating of the Class B.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical increase of the base case Charge-Off Rate by
      50%, ceteris paribus, would not result in a downgrade of
      the AA(high) (sf) rating of the Class B.

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the
      A(high) (sf) rating of the Class C.

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would not result in a downgrade of the
      A(high) (sf) rating of the Class C.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the
      A(high) (sf) rating of the Class C.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class C Notes to BBB(high) (sf).

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical increase of the base case Charge-Off Rate by
      25%, ceteris paribus, would not result in a downgrade of
      the A(high) (sf) rating of the Class C.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical increase of the base case Charge-Off Rate by
      50%, ceteris paribus, would result in a downgrade of the
      rating of the Class C Notes to A (sf).

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the
      BBB(high) (sf) rating of the Class D.

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class D Notes to BB (sf).

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the

      BBB(high) (sf) rating of the Class D.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class D Notes to B (high) (sf).

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical increase of the base case Charge-Off Rate by
      25%, ceteris paribus, would not result in a downgrade of
      the BBB(high) (sf) rating of the Class D.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical increase of the base case Charge-Off Rate by
      50%, ceteris paribus, would result in a downgrade of the
      rating of the Class D Notes to BB (high) (sf).

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class E Notes to BB (sf).

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class E Notes to below B.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class E Notes to BB (sf).

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class E Notes to below B.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical increase of the base case Charge-Off Rate by
      25%, ceteris paribus, would result in a downgrade of the
      rating of the Class E Notes to BB (low) (sf).

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical increase of the base case Charge-Off Rate by
      50%, ceteris paribus, would result in a downgrade of the
      rating of the Class E to B (high) (sf).

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class F Notes to B (sf).

   -- Whilst holding the Payment Rate constant, a hypothetical
      increase of the base case Charge-Off Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class F Notes to below B.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical decrease of the base case Yield Rate by 25%,
      ceteris paribus, would not result in a downgrade of the
      B(high) (sf) rating of the Class F.

   -- Whilst holding the Charge-Off Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical decrease of the base case Yield Rate by 50%,
      ceteris paribus, would result in a downgrade of the rating
      of the Class F Notes to below B.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 25% and a
      hypothetical increase of the base case Charge-Off Rate by
      25%, ceteris paribus, would not result in a downgrade of
      the B(high) (sf) rating of the Class F.

   -- Whilst holding the Yield Rate constant, a hypothetical
      decrease of the base case Payment Rate by 50% and a
      hypothetical increase of the base case Charge-Off Rate by
      50%, ceteris paribus, would result in a downgrade of the
      rating of the Class F Notes to B (sf).

Ratings assigned by DBRS Ratings Limited are subject to EU
regulations only.

Initial Lead Analyst: Kevin Chiang, Senior Vice President, Global
Structured Finance
Initial Rating Date: 8 September 2016
Initial Rating Committee Chair: Chuck Weilamann, Managing
Director, Head of US ABS, Global Structured Finance

DBRS Ratings Limited

20 Fenchurch Street, 31st Floor, London EC3M 3BY United Kingdom
Registered in England and Wales: No. 7139960


* UNITED KINGDOM: Wales Bus Firms' Face Financial Woes
------------------------------------------------------
Brian Meechan at BBC News reports that bus companies in Wales
need to make a profit and in recent years that has proved a
problem for some.

In the last few months, three have gone out of business: Lewis
Coaches, GHA and Silcox Coaches, BBC relates.

Other companies have fallen by the wayside in recent years, BBC
notes.  In 2013, Gwyn Williams of Tumble, based at the Derlwyn
Garage, went bust while two years before that, Swansea-based
holiday coach firm Diamond ceased trading, BBC recounts.

Buses are expensive to buy and to run and the Welsh companies
tend to have profits of about 7%, which is below the returns
suggested by the Competition Commission, BBC discloses.

Fuel costs have been on the increase over many years although
they fell recently, BBC says.  They are rising again now and
expected to go higher as petrol is traded in dollars so the low
value of the pound will make it more expensive, according to BBC.

Professor Stuart Cole, a transport expert from the University of
South Wales, has identified cash flow as a major problem for many
bus firms, BBC relays.

They may have contracts that can keep the business afloat but
they cannot access the cash in time, BBC states.

He also identifies issues like companies expanding too fast and
not tackling problems early enough as reasons some have been
struggling, BBC notes.


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


* BOND PRICING: For the Week September 5 to September 9, 2016
-------------------------------------------------------------

Issuer                  Coupon     Maturity  Currency  Price
------                  ------     --------  --------  -----
Grupo Isolux Corsan Fi    6.63    4/15/2021   EUR      18.01
Obrascon Huarte Lain S    7.63    3/15/2020   EUR      66.97
Oi Brasil Holdings Coo    5.75    2/10/2022   USD      24.00
Obrascon Huarte Lain S    4.75    3/15/2022   EUR      57.18
Portugal Telecom Inter    4.63     5/8/2020   EUR      23.05
Portugal Telecom Inter    6.25    7/26/2016   EUR      22.83
ADLER Real Estate AG      2.50    7/19/2021   EUR      13.81
CSN Resources SA          6.50    7/21/2020   USD      66.25
Banca Monte dei Paschi    2.36    5/15/2018   EUR      65.50
Intelsat Luxembourg SA    7.75     6/1/2021   USD      28.75
Ensco PLC                 5.20    3/15/2025   USD      70.92
Fuerstenberg Capital I    5.63                EUR      61.29
Banca Monte dei Paschi    5.75    9/30/2016   GBP      85.42
Brighthouse Group PLC     7.88    5/15/2018   GBP      72.57
Bank of New York Mello    3.96   12/30/2099   EUR      12.89
Oi Brasil Holdings Coo    5.63    6/22/2021   EUR      23.56
Obrascon Huarte Lain S    5.50    3/15/2023   EUR      57.25
Portugal Telecom Inter    4.38    3/24/2017   EUR      22.63
Etablissements Maurel     1.63     7/1/2019   EUR      15.29
Ensco PLC                 5.75    10/1/2044   USD      59.50
PagesJaunes Finance &     8.88     6/1/2018   EUR      59.05
Petrobras Global Finan    5.63    5/20/2043   USD      75.63
Rickmers Holding GmbH     8.88    6/11/2018   EUR      29.75
Portugal Telecom Inter    5.00    11/4/2019   EUR      23.00
Asya Sukuk Co Ltd         7.50    3/28/2023   USD      55.00
Aldesa Financial Servi    7.25     4/1/2021   EUR      64.08
Portugal Telecom Inter    5.88    4/17/2018   EUR      23.00
Abengoa SA                8.50    3/31/2016   EUR       6.33
Intelsat Luxembourg SA    6.75     6/1/2018   USD      63.35
Gol LuxCo SA              8.88    1/24/2022   USD      51.00
Ensco PLC                 4.50    10/1/2024   USD      74.13
KTG Agrar SE              7.13     6/6/2017   EUR       6.88
Bank of New York Mello    4.24   12/15/2050   EUR      36.55
ING Groep NV              0.25                EUR      48.31
CHC Helicopter SA         9.25   10/15/2020   USD      46.50
Vallourec SA              2.25    9/30/2024   EUR      71.24
Metinvest BV              8.75    2/14/2018   USD      68.13
Abengoa Finance SA        7.00    4/15/2020   EUR       5.50
Delta Lloyd NV            4.38                EUR      73.31
Abengoa Finance SA        8.88     2/5/2018   EUR       5.88
Genel Energy Finance P    7.50    5/14/2019   USD      75.12
CGG SA                    5.88    5/15/2020   EUR      53.01
Indo Energy Finance II    6.38    1/24/2023   USD      65.50
ING Groep NV              0.65                EUR      52.11
Aegon NV                  1.43                USD      58.37
Co-Operative Bank PLC/    8.50     7/1/2025   GBP      71.60
Casino Guichard Perrac    1.33                EUR      48.10
Nordea Bank AB            0.70                EUR      48.96
Portugal Telecom Inter    4.50    6/16/2025   EUR      23.02
Sapinda Invest SARL       5.00    6/30/2019   EUR      71.91
Ajecorp BV                6.50    5/14/2022   USD      47.00
Aegon NV                  0.16                EUR      46.76
CGG SA                    1.75     1/1/2020   EUR       4.74
Intelsat Jackson Holdi    6.63   12/15/2022   USD      72.25
Fiat Chrysler Automobi    7.88   12/15/2016   USD      64.67
UkrLandFarming PLC       10.88    3/26/2018   USD      29.00
Intelsat Jackson Holdi    7.50     4/1/2021   USD      74.96
QGOG Constellation SA     6.25    11/9/2019   USD      47.50
Offshore Drilling Hold    8.38    9/20/2020   USD      48.83
Banque Federative du C    0.56                EUR      44.78
Novo Banco SA             5.00    4/23/2019   EUR      74.01
Intelsat Luxembourg SA    8.13     6/1/2023   USD      28.50
WPE International Coop   10.38    9/30/2020   USD      12.00
Johnston Press Bond Pl    8.63     6/1/2019   GBP      53.88
Far East Capital Ltd S    8.00     5/2/2018   USD      49.50
Bilt Paper BV             9.75                USD      57.94
AXA SA                    0.72                EUR      53.09
DTEK Finance PLC          7.88     4/4/2018   USD      66.50
AXA SA                    0.73                EUR      59.38
Intelsat Jackson Holdi    5.50     8/1/2023   USD      69.94
First Bank of Nigeria     8.00    7/23/2021   USD      72.50
BPCE SA                   1.76                USD      55.00
Financiere Quick SAS      7.21   10/15/2019   EUR      73.25
Etablissements Maurel     2.75     7/1/2021   EUR       9.58
Premier Oil PLC           5.00   12/11/2020   GBP      62.00
OAS Investments GmbH      8.25   10/19/2019   USD       1.00
Abengoa Finance SA        6.00    3/31/2021   EUR       5.50
KTG Energie AG            7.25    9/28/2018   EUR      52.25
Frigoglass Finance BV     8.25    5/15/2018   EUR      60.03
HSBC Bank PLC             1.19                USD      58.74
Banco Espirito Santo S    2.63     5/8/2017   EUR      25.88
Air France-KLM            2.03    2/15/2023   EUR      10.28
Banco Espirito Santo S    4.00    1/21/2019   EUR      26.00
AXA SA                    1.43                USD      65.92
Air Berlin PLC            5.63     5/9/2019   CHF      74.87
Sacyr SA                  4.00     5/8/2019   EUR      72.47
Homann Holzwerkstoffe     7.00   12/14/2017   EUR      74.25
Algeco Scotsman Global   10.75   10/15/2019   USD      63.25
CEVA Group PLC            9.00     9/1/2021   USD      74.00
CNP Assurances            0.51                EUR      43.92
Abengoa Greenfield SA     5.50    10/1/2019   EUR       4.95
Econocom Group SA/NV      1.50    1/15/2019   EUR      12.81
CGG SA                    6.50     6/1/2021   USD      45.44
DTEK Finance PLC         10.38    3/28/2018   USD      67.00
AXA SA                    0.77                EUR      55.74
AXA SA                    1.77                USD      66.50
Banco Espirito Santo S    4.75    1/15/2018   EUR      26.13
Capital Funding GmbH      2.09                EUR      61.25
Santander Internationa    2.00                USD      42.13
EnQuest PLC               7.00    4/15/2022   USD      55.00
Scholz Holding Gmbh       8.50     3/8/2017   EUR       8.05
HSH Nordbank AG/Luxemb    2.10                EUR      15.82
IMMOFINANZ AG             4.25     3/8/2018   EUR       4.40
Pacific Drilling SA       5.38     6/1/2020   USD      27.00
Travel24.com AG           7.50    9/17/2017   EUR      29.50
Immigon Portfolioabbau   10.00                EUR       3.70
Brunswick Rail Finance    6.50    11/1/2017   USD      49.00
Assystem                  4.50                EUR      29.20
Credit Agricole SA        0.68                EUR      48.38
Credit Mutuel Arkea SA    0.44                EUR      41.98
CGG SA                    6.88    1/15/2022   USD      46.00
Neopost SA                3.38                EUR      46.67
Paragon Offshore PLC      6.75    7/15/2022   USD      28.19
CGG SA                    1.25     1/1/2019   EUR      21.47
HSH Nordbank AG           7.25                USD      25.53
Nexity SA                 0.13     1/1/2023   EUR      67.85
Norske Skog Holding AS    8.00    2/24/2021   EUR      39.00
Senivita Social Estate    6.50    5/12/2020   EUR      67.51
Banque Federative du C    0.65                EUR      44.08
Banco Espirito Santo S    7.13   11/28/2023   EUR       0.28
Bluewater Holding BV     10.00   12/10/2019   USD      43.63
Barclays Bank PLC         1.50                GBP      66.14
Banco Espirito Santo S    6.88    7/15/2016   EUR      26.13
Pierre & Vacances SA      3.50    10/1/2019   EUR      42.20
Mriya Agro Holding PLC    9.45    4/19/2018   USD       6.35
Metinvest BV             10.25    9/30/2016   USD      68.25
Rudolf Woehrl AG          6.50    2/12/2018   EUR      65.90
Abengoa Finance SA        8.88    11/1/2017   USD       5.65
Enterprise Holdings LT    7.00    9/26/2017   EUR      21.63
KTG Agrar SE              7.25   10/15/2019   EUR       7.38
Ageasfinlux SA            1.05                EUR      49.33
Alno AG                   8.50    5/14/2018   EUR      61.38
Takko Luxembourg 2 SCA    9.88    4/15/2019   EUR      58.45
HSBC Bank PLC             1.19                USD      58.73
VistaJet Malta Finance    7.75     6/1/2020   USD      43.13
Aegon NV                  5.19                NLG      52.38
Barclays Bank PLC         1.25                USD      58.00
Union Fenosa Preferent    1.37                EUR      72.25
BNP Paribas Fortis SA     1.74                EUR      62.15
Sanha GmbH & Co KG        7.75     6/4/2018   EUR      49.75
KCA Deutag UK Finance     7.25    5/15/2021   USD      75.25
Aegon NV                  4.26                NLG      63.40
Jyske Bank A/S            0.49                EUR      46.70
Matalan Finance PLC       8.88     6/1/2020   GBP      68.01
Bibby Offshore Service    7.50    6/15/2021   GBP      67.25
Danske Bank Oyj           0.66                EUR      46.94
Banca Carige SpA          8.34                EUR      53.63
Santander Finance Pref    0.61                EUR      48.10
Rothschilds Continuati    0.54                EUR      42.93
Transcapitalbank JSC V   10.00    9/18/2020   USD      76.50
Alcatel-Lucent SA         0.13    1/30/2020   EUR       4.46
BNP Paribas SA            0.99                USD      54.20
Abengoa Finance SA        7.75     2/1/2020   USD       6.75
OGX Austria GmbH          8.50     6/1/2018   USD       0.00
Waste Italia SpA         10.50   11/15/2019   EUR      28.50
Petroleum Geo-Services    7.38   12/15/2018   USD      74.88
Far East Capital Ltd S    8.75     5/2/2020   USD      49.50
Yuksel Insaat AS          9.50   11/10/2015   USD      38.52
CHC Helicopter SA         9.38     6/1/2021   USD      15.75
Oi Brasil Holdings Coo    5.75    2/10/2022   USD      23.00
OSX 3 Leasing BV         13.00    3/20/2015   USD      22.25
Afren PLC                 6.63    12/9/2020   USD       0.05
Cofinoga Funding Two L    1.52                EUR      63.00
HSBC Bank PLC             1.04                USD      58.54
Lehman Brothers Treasu    6.00    2/15/2035   EUR      11.75
BPCE SA                   0.29                EUR      41.75
Hema Bondco II BV         8.50   12/15/2019   EUR      46.98
Noreco Norway AS          6.50     3/6/2018   NOK      74.00
Paragon Offshore PLC      7.25    8/15/2024   USD      27.88
Virgolino de Oliveira    10.50    1/28/2018   USD       5.29
Sydbank A/S               0.77                EUR      43.00
BNP Paribas SA            2.13                EUR      52.00
Aegon NV                  1.51                NLG      50.51
Bremer Landesbank Kred    8.50                EUR      65.00
ATF Capital BV           10.00                USD      62.00
Tonon Luxembourg SA      10.50    5/14/2024   USD      42.25
Metinvest BV             10.50   11/28/2017   USD      68.21
Ausy                      3.25     1/1/2021   EUR      61.50
Novo Banco SA             3.50     1/2/2043   EUR      49.66
Norske Skogindustrier     2.00   12/30/2115   EUR      17.00
Abengoa SA                6.25    1/17/2019   EUR       4.33
Privatbank CJSC Via UK   11.00     2/9/2021   USD      64.84
Bremer Landesbank Kred    9.50                EUR      65.00
Sequa Petroleum NV        5.00    4/29/2020   USD      65.17
Banca delle Marche SpA    0.69     6/1/2017   EUR       1.00
NTRP Via Interpipe Ltd   10.25     8/2/2017   USD      29.67
BIM SAS                   2.50   11/13/2020   EUR      25.67
Region of Abruzzo Ital    0.24    11/7/2036   EUR      60.59
Ichor Coal NV             8.00     6/7/2017   EUR      70.25
Fuerstenberg Capital E    1.45                EUR      58.00
SOITEC                    6.75    9/18/2018   EUR       2.49
Cooperatieve Rabobank     0.50   11/26/2021   ZAR      62.46
Cattles Ltd               7.13     7/5/2017   GBP       1.05
Capital Raising GmbH      7.50                EUR      14.00
Smart Solutions GmbH      8.00    12/3/2018   EUR      31.00
Nordea Bank Norge ASA     1.13                USD      53.25
Prosafe SE                4.14     9/9/2019   NOK      27.03
Banca Carige SpA          1.72   12/29/2018   EUR      50.00
Portugal Telecom Inter    5.24    11/6/2017   EUR      21.50
Caixa Terrassa Societa    1.18                EUR      46.75
Belfius Bank SA/NV        1.73                FRF      70.00
Novo Banco SA             5.00    2/24/2022   EUR      70.21
Elli Investments Ltd     12.25    6/15/2020   GBP      30.38
BLT Finance BV            7.50    5/15/2014   USD       2.25
Ekosem-Agrar GmbH         8.50    12/7/2022   EUR      58.00
Jyske Bank A/S            0.76                EUR      47.50
Banco Espirito Santo S    2.36                EUR       0.13
German Pellets GmbH       7.25   11/27/2019   EUR       0.65
Lambay Capital Securit    6.25                GBP       1.70
BNP Paribas SA            0.66    4/30/2033   USD      62.50
Fred Olsen Energy ASA     3.99    2/28/2019   NOK      48.88
Phosphorus Holdco PLC    10.00     4/1/2019   GBP       1.67
Barclays Bank PLC         1.13                USD      57.63
Rothschilds Continuati    1.19                USD      39.58
Mitchells & Butlers Fi    2.70    6/15/2036   GBP      68.25
Hema Bondco I BV          5.25    6/15/2019   EUR      72.90
Afren PLC                10.25     4/8/2019   USD       0.05
Banco Bilbao Vizcaya A    1.04                EUR      67.50
Novo Banco SA             5.00    3/15/2022   EUR      70.46
Beate Uhse AG             7.75     7/9/2019   EUR      19.75
Prosafe SE                4.85     2/8/2017   NOK      30.54
Novo Banco SA             5.00    5/14/2019   EUR      74.24
NIBC Bank NV              0.66                EUR      42.38
DOF Subsea AS             6.02    5/22/2018   NOK      73.00
NIBC Bank NV              1.84                USD      49.75
Prosafe SE                3.97   10/22/2018   NOK      28.88
Singulus Technologies     7.75    3/23/2017   EUR      39.75
Solor Bioenergi Holdin    6.25    11/2/2017   NOK      54.63
Novo Banco SA             5.00     4/4/2019   EUR      74.12
Afren PLC                11.50     2/1/2016   USD       0.05
Laurel GmbH               7.13   11/16/2017   EUR      23.63
Praktiker AG              5.88    2/10/2016   EUR       0.11
Abengoa Greenfield SA     6.50    10/1/2019   USD       5.25
Ekosem-Agrar GmbH         8.75    3/23/2021   EUR      64.50
EnQuest PLC               7.00    4/15/2022   USD      60.50
ESFIL-Espirito Santo F    5.25    6/12/2015   EUR       0.21
DOF ASA                   5.84     2/7/2018   NOK      39.63
BDT Media Automation G    8.13    10/9/2017   EUR      77.00
Novo Banco SA             3.00    6/21/2022   USD      63.63
Norske Skogindustrier     7.13   10/15/2033   USD      23.50
Abengoa Finance SA        8.88    11/1/2017   USD       5.75
Steilmann SE              6.75    6/27/2017   EUR       4.44
SeniVita Sozial gemein    7.00                EUR      65.00
Cirio Holding Luxembou    6.25    2/16/2004   EUR       0.74
Havila Shipping ASA       9.59    8/30/2016   NOK      20.88
Lloyds Bank PLC           3.03   11/27/2033   USD      72.00
Tonon Luxembourg SA       7.25    1/24/2020   USD      10.88
Iona Energy Co UK PLC    12.50    9/27/2018   USD       3.82
National Westminster B    1.38                USD      58.75
Pescanova SA              5.13    4/20/2017   EUR       1.89
Windreich GmbH            6.50    7/15/2016   EUR      10.88
Societe Alsacienne et     1.63     1/1/2022   EUR      61.19
Greene King Finance PL    2.65    3/15/2036   GBP      69.65
Abengoa Finance SA        7.75     2/1/2020   USD       1.05
German Pellets GmbH       7.25     7/9/2018   EUR       0.70
Mitchells & Butlers Fi    1.17   12/15/2033   GBP      71.33
European Directories B    7.00    12/9/2018   EUR      48.50
National Westminster B    0.94                USD      57.75
IKB Deutsche Industrie    5.63    3/31/2017   EUR      23.63
Scandinavian Airlines     0.63                CHF      25.00
Banco Santander SA        0.80                EUR      47.55
Novo Banco SA             5.00    5/21/2019   EUR      74.07
Norske Skog Holding AS    8.00    2/24/2023   USD      29.88
Touax SA                  6.00    7/10/2020   EUR      18.05
Manchester Building So    6.75                GBP      36.00
Steilmann SE              7.00    9/23/2018   EUR       7.00
Lehman Brothers UK Cap    5.13                EUR       0.27
Viking Supply Ships AS    9.28    3/21/2017   NOK      25.00
JZ Capital Partners Lt    6.00    7/30/2021   GBP      10.45
Espirito Santo Financi    3.13    12/2/2018   EUR       1.00
Bank Nadra via NDR Fin    8.25    7/31/2018   USD       0.85
Eurobank Ergasias SA      1.34     6/8/2017   EUR      72.38
CNP Assurances            2.00                EUR      60.99
TGC-2 OJSC               12.00   10/10/2018   RUB      67.90
Aralco Finance SA        10.13     5/7/2020   USD       2.13
Credit Lyonnais SA        1.81                EUR      48.00
International Industri    9.00     7/6/2011   EUR       0.44
Espirito Santo Financi    9.75   12/19/2025   EUR       1.02
Norske Skogindustrier     7.13   10/15/2033   USD      23.50
Candyking Holding AB      5.00    1/29/2018   SEK      41.25
National Westminster B    1.19                USD      57.75
Virgolino de Oliveira    11.75     2/9/2022   USD       5.38
Remy Cointreau SA         2.95    2/27/2025   EUR      73.00
Pescanova SA              8.75    2/17/2019   EUR       2.41
Steilmann SE              7.00     3/9/2017   EUR       7.00
Solarworld AG             6.13    1/21/2017   EUR      42.63
syncreon Group BV / sy    8.63    11/1/2021   USD      75.00
Windreich GmbH            6.50     3/1/2015   EUR      10.88
Dexia Kommunalbank Deu    4.88   12/31/2016   EUR      35.75
Ideal Standard Interna   11.75     5/1/2018   EUR      12.88
Pacific Drilling SA       5.38     6/1/2020   USD      29.00
Corporate Commercial B    8.25     8/8/2014   USD       0.74
Prosafe SE                4.75    1/17/2020   NOK      27.55
Grupo Isolux Corsan Fi    6.63    4/15/2021   EUR      18.25
Dexia Credit Local SA     1.47                EUR       3.16
Hellenic Republic Gove    6.14    4/14/2028   EUR      75.88
Societe Generale SA       1.06                USD      53.29
Dexia SA                  4.89                EUR       2.09
Espirito Santo Financi    6.88   10/21/2019   EUR       0.06
Gol LuxCo SA              8.88    1/24/2022   USD      24.75
Novo Banco SA             5.00    5/23/2019   EUR      73.84
Kaupthing ehf             7.63    2/28/2015   USD      17.63
Vneshprombank Ltd via     9.00   11/14/2016   USD       0.10
Hellenic Republic Gove    5.20    7/17/2034   EUR      63.13
Immigon Portfolioabbau    7.00     3/6/2021   EUR      16.00
Norske Skog Holding AS    8.00    2/24/2021   EUR      39.88
Paragon Offshore PLC      7.25    8/15/2024   USD      28.63
LBI HF                    6.25                EUR       0.00
Nexity SA                 0.63     1/1/2020   EUR      55.77
Metinvest BV              8.75    2/14/2018   USD      68.62
Cirio Finance Luxembou    7.50    11/3/2002   EUR       9.39
UniCredit Bank Austria    0.21   12/27/2031   EUR      64.25
OGX Austria GmbH          8.38     4/1/2022   USD       0.00
Phones4u Finance PLC      9.50     4/1/2018   GBP      55.13
Sazka AS                  9.00    7/12/2021   EUR       0.57
Talvivaara Mining Co P    4.00   12/16/2015   EUR       1.05
Lehman Brothers UK Cap    5.75                EUR       0.04
Novo Banco SA             3.50    2/19/2043   EUR      49.66
Cirio Finanziaria SpA     8.00   12/21/2005   EUR       6.00
Finance and Credit Ban    9.25    1/25/2019   USD       0.71
Solstad Offshore ASA      4.51    6/24/2019   NOK      62.88
Petrol AD                 8.38    1/26/2017   EUR      24.75
Paragon Offshore PLC      6.75    7/15/2022   USD      29.00
Hybrid Raising GmbH       6.63                EUR      16.63
SNS Bank NV              11.25                EUR       0.78
Minicentrales Dos SA      4.81   11/29/2034   EUR      52.13
Farstad Shipping ASA      4.39    5/29/2018   NOK      39.75
Telereal Securitisatio    1.32   12/10/2031   GBP      70.66
Popular Capital SA        0.53                EUR      41.50
Tonon Luxembourg SA       7.25    1/24/2020   USD      10.88
Farstad Shipping ASA      5.21    2/15/2017   NOK      46.63
Rem Offshore ASA          6.29    9/25/2019   NOK      35.63
BOA OCV AS                6.75    10/7/2019   NOK      45.00
Mriya Agro Holding PLC   10.95    3/30/2016   USD       6.48
Immigon Portfolioabbau    7.00    7/24/2022   EUR      12.50
Sydbank A/S               0.80                EUR      75.00
Atlantic Offshore AS      8.50    5/16/2018   NOK       1.32
DNB Bank ASA              0.94                USD      52.19
SNS Bank NV               6.25   10/26/2020   EUR       2.93
Lloyds Bank PLC           1.19                USD      60.83
Lloyds Bank PLC           0.71    1/31/2033   USD      66.75
Hellenic Republic Gove    2.09    7/25/2057   EUR      29.75
DNB Bank ASA              1.03                USD      52.09
OP Corporate Bank plc     0.61                EUR      49.22
Virgolino de Oliveira    10.88    1/13/2020   USD      21.00
Eroski S Coop             3.02                EUR      61.16
KPNQwest NV              10.00    3/15/2012   EUR       0.56
Talvivaara Mining Co P    9.75     4/4/2017   EUR       0.74
Sidetur Finance BV       10.00    4/20/2016   USD       5.75
Rem Offshore ASA          6.73    3/14/2018   NOK      36.38
Takko Luxembourg 2 SCA    6.71    4/15/2019   EUR      48.60
Alpine Holding GmbH       6.00    5/22/2017   EUR       0.36
German Pellets GmbH       7.25     4/1/2016   EUR       0.68
Heta Asset Resolution     0.46   12/31/2023   EUR      39.92
Lehman Brothers Treasu    6.00    11/2/2035   EUR      11.75
Minicentrales Dos SA      6.45    4/14/2028   EUR      67.00
Societe Generale SA       0.81                EUR      53.00
Abengoa SA                4.50     2/3/2017   EUR       7.75
Royal Bank of Scotland    1.19                USD      53.95
Havila Shipping ASA       8.60    3/30/2017   NOK      34.75
Gebr Sanders GmbH & Co    8.75   10/22/2018   EUR      60.13
Barclays Bank PLC         4.70    3/27/2029   USD      70.85
IGas Energy PLC          10.00   12/11/2018   USD      26.00
Del Monte Finance Luxe    6.63    5/24/2006   EUR       5.25
Orient Express Bank PJ   12.00    5/29/2019   USD      50.00
Metinvest BV             10.50   11/28/2017   USD      68.38
Vseukrainsky Aktsinern   10.90    6/14/2019   USD       0.94
Barclays Bank PLC         1.19                USD      56.13
La Mutuelle Generale      6.81                EUR      70.30
Lehman Brothers Treasu    5.00    2/16/2015   EUR      11.75
Brunswick Rail Finance    6.50    11/1/2017   USD      48.00
Island Drilling Co ASA    9.50     4/3/2018   USD       5.00
Abanka Vipa DD Via Afi    1.60                EUR       0.43
DNB Bank ASA              1.06                USD      52.38
Offshore Drilling Hold    8.38    9/20/2020   USD      47.00
DOF ASA                   8.34     2/7/2017   NOK      39.25
Abengoa Greenfield SA     6.50    10/1/2019   USD       5.25
IT Holding Finance SA     9.88   11/15/2012   EUR       0.12
HSBC France SA            1.03                EUR      48.00
Lloyds Bank PLC           3.12    7/26/2033   USD      60.00
International Industri   11.00    2/19/2013   USD       0.44
LBI HF                    6.10    8/25/2011   USD       9.75
Barclays Bank PLC         1.48    7/28/2034   USD      72.65
Far Eastern Shipping C   14.00   11/28/2017   RUB      65.00
getgoods.de AG            7.75    10/2/2017   EUR       0.03
Barclays Bank PLC         4.63    9/13/2028   USD      74.13
Teksid Aluminum Luxemb   11.38    7/15/2011   EUR       2.22
Sairgroup Finance BV      4.38     6/8/2006   EUR      19.25
Breeze Finance SA         6.71    4/19/2027   EUR      26.50
Koninklijke Luchtvaart    0.75                CHF      36.50
Olympic Ship AS           7.05    9/21/2017   NOK      29.50
Immigon Portfolioabbau    4.50     9/7/2020   EUR      10.00
Standard Chartered PLC    1.25                USD      57.55
GNB - Cia de Seguros d    3.24                EUR      55.88
EFG International AG      0.85                EUR      59.00
Mobylife Holding A/S      7.25    5/23/2018   SEK      67.75
Oceanteam ASA            11.96   10/24/2017   USD      48.25
EDOB Abwicklungs AG       7.50     4/1/2012   EUR       0.25
World Wide Supply AS      7.75    5/26/2017   USD      10.50
Deutsche Bank AG/Londo    2.64    6/30/2034   USD      64.50
Dannemora Mineral AB     11.75    3/22/2016   USD       0.92
RENE LEZARD Mode GmbH     7.25   11/25/2017   EUR      25.25
Banco Pastor SA           2.14                EUR      29.00
Geotech Seismic Servic   10.50   10/17/2018   RUB      58.10
Barclays Bank PLC         0.11   12/28/2040   EUR      54.38
E Forland AS              7.75     9/4/2018   NOK      59.88
APP International Fina   11.75    10/1/2005   USD       5.00
Eniro AB                  6.00    4/14/2020   SEK      31.30
Deutsche Bank AG/Londo    1.47    3/15/2033   USD      60.50
Algeco Scotsman Global   10.75   10/15/2019   USD      57.50
Cirio Del Monte NV        7.75    3/14/2005   EUR       6.00
Afren PLC                 6.63    12/9/2020   USD       0.05
Golden Gate AG            6.50   10/11/2014   EUR      43.00
Bank of Scotland PLC      1.25                USD      60.63
Novo Banco SA             3.50    3/18/2043   EUR      49.67
Mitchells & Butlers Fi    2.45    9/15/2034   GBP      68.33
Italy Government Inter    0.18    7/31/2045   EUR      73.93
Abengoa SA                5.13     3/5/2017   USD       3.25
Ajecorp BV                6.50    5/14/2022   USD      32.25
IKB Deutsche Industrie    4.70    3/31/2017   EUR      25.25
CRC Breeze Finance SA     6.11     5/8/2026   EUR      52.00
Brighthouse Group PLC     7.88    5/15/2018   GBP      72.50
Barolo Midco SpA          7.72     3/1/2023   EUR      74.07
Autonomous Community o    1.16     9/8/2024   EUR      72.01
Novo Banco SA             3.50    1/23/2043   EUR      49.64
Tonon Luxembourg SA      10.50    5/14/2024   USD      40.63
Heta Asset Resolution     5.92   12/31/2023   EUR      39.38
Bank Nederlandse Gemee    0.50    7/12/2022   ZAR      58.48
Norske Skog Holding AS    8.00    2/24/2023   USD      25.00
GNB - Cia de Seguros d    1.94   12/19/2022   EUR      60.25
Lloyds Bank PLC           1.38    2/22/2033   USD      61.75
Kaupthing ehf             5.75    10/4/2011   USD      17.63
PA Resources AB          13.50     3/3/2016   SEK       0.22
BLT Finance BV           12.00    2/10/2015   USD      10.50
Alpha Bank AE             1.40     2/1/2017   EUR      68.75
Deutsche Bank AG/Londo    2.54    8/28/2034   USD      70.25
ADLER Real Estate AG      6.00    6/30/2017   EUR      12.75
UniCredit Bank Austria    0.26    8/20/2033   EUR      63.63
Barclays Bank PLC         1.70    4/19/2033   USD      67.10
Mechel PJSC               8.00     2/9/2021   RUB      70.73
Frey                      6.00   11/15/2022   EUR      23.25
Indo Energy Finance II    6.38    1/24/2023   USD      64.80
LBI HF                    6.10    8/25/2011   USD       9.75
DOF ASA                   8.00    9/12/2019   NOK      39.25
Lloyds Bank PLC           0.88                USD      60.80
SiC Processing GmbH       7.13     3/1/2016   EUR       1.26
AgroGeneration            8.00     4/1/2019   EUR      74.50
Constellium NV            5.75    5/15/2024   USD      83.25
Hellas Telecommunicati    8.50   10/15/2013   EUR       0.00
Strenesse AG              9.00    3/15/2017   EUR      48.00
SeaBird Exploration Fi    6.00     3/3/2018   USD      19.63
Northland Resources AB   15.00    7/15/2019   USD       0.01
Cooperatieve Rabobank     0.50   10/29/2027   MXN      43.68
Barclays Bank PLC         3.87   10/10/2029   USD      74.50
Manchester Building So    8.00                GBP      61.63
CGG SA                    6.88    1/15/2022   USD      46.00
Standard Chartered PLC    1.21                USD      57.55
Lehman Brothers Treasu    8.25    3/16/2035   EUR      11.75
SNS Bank NV               2.45                EUR       0.78
Cooperatieve Rabobank     0.50    7/30/2043   MXN      16.54
Barclays Bank PLC         1.28    5/31/2033   USD      67.75
CEVA Group PLC            9.00     9/1/2021   USD      75.00
Lehman Brothers Treasu    7.25    10/5/2035   EUR       9.63
Santander Finance Capi    2.00                EUR      39.50
Global Rig Co ASA         9.00     6/3/2019   USD      75.00
Northland Resources AB    4.00   10/15/2020   USD       0.01
Rena GmbH                 8.25    7/11/2018   EUR       8.63
UkrLandFarming PLC       10.88    3/26/2018   USD      29.38
Societe Generale SA       7.72                EUR      76.50
Governo Portugues Cons    3.00                EUR      74.00
Virgolino de Oliveira    10.50    1/28/2018   USD       6.13
More & More AG            8.13    6/11/2018   EUR      38.25
Olympic Ship AS           6.03    6/18/2019   NOK      28.00
Waste Italia SpA         10.50   11/15/2019   EUR      28.50
Oi Brasil Holdings Coo    5.63    6/22/2021   EUR      23.13
HPI AG                    3.50                EUR      17.00
Lloyds Bank PLC           3.29     7/5/2033   USD      72.50
CSN Resources SA          6.50    7/21/2020   USD      65.00
DTEK Finance PLC          7.88     4/4/2018   USD      65.98
IVG Immobilien AG         5.57                EUR       0.37
Deutsche Bank AG/Londo    0.46    1/31/2033   USD      61.90
Lloyds Bank PLC           1.69    4/26/2033   USD      62.89
Heta Asset Resolution     0.20   12/31/2023   EUR      40.00
Svensk Exportkredit AB    0.50    1/31/2022   ZAR      62.36
Western Bulk Charterin    7.76    4/19/2019   NOK      71.63
OT-Optima Telekom DD      5.25    5/30/2022   HRK      45.00
Banco Espirito Santo S    2.53                EUR      10.75
Far East Capital Ltd S    8.00     5/2/2018   USD      48.48
Barclays Bank PLC         2.66    3/28/2034   USD      73.65
PNE Wind AG               3.75   10/10/2019   EUR       2.90
Hamburgische Landesban    0.08    1/22/2041   EUR      61.30
Banque Cantonale Vaudo    9.10    8/19/2016   EUR      71.75
Lloyds Bank PLC           0.98                USD      60.81
VistaJet Malta Finance    7.75     6/1/2020   USD      48.00
Kaupthing ehf             5.75    10/4/2011   USD      17.63
A-TEC Industries AG       8.75   10/27/2014   EUR       2.00
LBI HF                    2.25    2/14/2011   CHF       7.63
Veneto Banca SpA          6.95    2/25/2025   EUR      68.25
Bulgaria Steel Finance   12.00     5/4/2013   EUR       1.09
Assystem                  4.00     1/1/2017   EUR      24.95
CHC Helicopter SA         9.25   10/15/2020   USD      46.13
Minaya Capital AG         7.00     8/1/2018   EUR      66.00
Abengoa SA                5.13     3/5/2017   USD       3.25
CGG SA                    5.88    5/15/2020   EUR      52.75
Depfa Funding II LP       6.50                EUR      56.00
Banco Espirito Santo S    6.90    6/28/2024   EUR      25.25
Standard Chartered PLC    1.13                USD      57.42
Commerzbank Holdings U    1.38                USD      62.25
Mox Telecom AG            7.25    11/2/2017   EUR       2.73
OGX Austria GmbH          8.50     6/1/2018   USD       0.03
Havyard Group ASA         6.50   12/13/2018   NOK      61.00
Gunther Zamek Produkti    7.75    5/15/2017   EUR       1.55
ADLER Real Estate AG      6.00   12/27/2018   EUR      12.75
Lehman Brothers Treasu    5.10     5/8/2017   HKD       9.63
Bilt Paper BV             9.75                USD      59.25
Standard Chartered PLC    0.75                GBP      57.27
PA Resources AB           3.00   12/27/2017   NOK       0.22
Aldesa Financial Servi    7.25     4/1/2021   EUR      63.75
SAG Solarstrom AG         6.25   12/14/2015   EUR      28.50
Norddeutsche Landesban    3.00    7/16/2018   EUR      64.77
Immigon Portfolioabbau    6.00    3/30/2017   EUR      59.00
QGOG Constellation SA     6.25    11/9/2019   USD      50.73
Agroton Public Ltd        6.00    7/14/2019   USD      10.00
Lehman Brothers Treasu    2.88    3/14/2013   CHF      11.75
wige MEDIA AG             6.00    3/17/2019   EUR       2.35
Barclays Bank PLC         1.73   11/29/2030   USD      72.63
Sairgroup Finance BV      6.63    10/6/2010   EUR      20.25
Nationwide Building So    0.91                GBP      70.00
UniCredit Bank Austria    0.22   12/31/2031   EUR      67.00
UmweltBank AG             2.85                EUR      52.52
International Hotel In    5.75    5/13/2025   EUR      65.13
KPNQwest NV               7.13     6/1/2009   EUR       0.56
Santander Finance Capi    2.00                EUR      39.50
KPNQwest NV               8.88     2/1/2008   EUR       0.56
Artea                     6.00     8/4/2019   EUR      14.66
Havila Shipping ASA       4.87    11/8/2016   NOK      39.50
Banco Espirito Santo S   10.00    12/6/2021   EUR       0.26
Pescanova SA              6.75     3/5/2015   EUR       1.97
Espirito Santo Financi    5.05   11/15/2025   EUR       1.01
Alpine Holding GmbH       5.25    6/10/2016   EUR       0.36
Afren PLC                11.50     2/1/2016   USD       0.25
WGF Westfaelische Grun    6.35    12/1/2016   EUR       2.55
HSBC Bank PLC             0.50    7/30/2027   NZD      67.49
Immigon Portfolioabbau    7.00     3/8/2021   EUR       5.00
Lehman Brothers Treasu    5.00    9/22/2014   EUR      11.75
Kaupthing ehf             9.00                USD       0.13
Alpha Bank AE             1.39     3/8/2017   EUR      67.75
Dexia Kommunalbank Deu    5.63   12/31/2017   EUR      13.13
Danske Bank Oyj           1.34                EUR      66.00
Region of Piemont Ital    0.01   11/27/2036   EUR      61.24
Kommunekredit             0.50   10/22/2019   BRL      73.15
Afren PLC                10.25     4/8/2019   USD       0.05
Depfa Funding IV LP       5.03                EUR      56.25
MS Deutschland Beteili    6.88   12/18/2017   EUR       8.76
MegaFon PJSC              9.95     5/9/2019   RUB      60.56
Lehman Brothers Treasu    7.00    5/17/2035   EUR      11.75
Banco Pinto & Sotto Ma    0.75                EUR      20.51
Barclays Bank PLC         1.67    3/21/2033   USD      66.02
Mifa Mitteldeutsche Fa    7.50    8/12/2018   EUR       2.90
Heta Asset Resolution     5.73   12/31/2023   EUR      38.00
Electromagnetic Geoser    7.04    6/27/2019   NOK      40.00
Atari SA                  0.10     4/1/2020   EUR       3.68
Alno AG                   8.00    3/21/2019   EUR      74.00
Societe Generale SA       1.60     1/9/2020   GBP       1.09
LBI HF                    4.65                EUR       0.00
Abengoa Finance SA        8.88     2/5/2018   EUR       5.88
Santander Finance Capi    2.00                USD      39.63
Portigon AG               7.46   12/31/2019   EUR      18.55
LBI HF                    7.43                USD       0.00
Virgolino de Oliveira    10.88    1/13/2020   USD      23.63
SAir Group                6.25    4/12/2005   CHF      11.00
Getin Noble Bank SA       4.74    3/12/2021   PLN      75.50
LBI HF                    3.00    12/7/2010   CHF       7.63
Cooperatieve Rabobank     0.50   10/30/2043   MXN      15.92
Far East Capital Ltd S    8.75     5/2/2020   USD      48.46
Immigon Portfolioabbau    5.27     2/8/2027   EUR      62.75
CBo Territoria            6.00     1/1/2020   EUR       4.05
Petromena ASA            10.85   11/19/2014   USD       0.52
Region of Abruzzo Ital    0.08    11/7/2031   EUR      73.84
Golden Energy Offshore    5.00   12/31/2017   NOK      25.88
UniCredit Bank Austria    0.19   10/31/2031   EUR      66.25
Heta Asset Resolution     4.35   12/31/2023   EUR      40.00
Lehman Brothers Treasu    4.00    2/16/2017   EUR      11.75
Espirito Santo Financi    5.13    5/30/2016   EUR       1.35
La Veggia Finance SPA     7.13   11/14/2004   EUR       0.00
Heta Asset Resolution     0.04   12/31/2023   EUR      39.88
Rena GmbH                 7.00   12/15/2015   EUR       8.63
Atari SA                  7.50    2/17/2020   EUR       0.31
Landesbank Hessen-Thue    0.19     5/3/2041   EUR      68.93
Aralco Finance SA        10.13     5/7/2020   USD       1.80
Hellenic Republic Gove    2.27     2/7/2022   EUR      72.47
Metinvest BV             10.25    9/30/2016   USD      68.25
Standard Chartered PLC    1.21                USD      57.42
BOA Offshore AS           7.78   12/18/2018   NOK      32.00
Alpine Holding GmbH       5.25     7/1/2015   EUR       0.36
First Bank of Nigeria     8.00    7/23/2021   USD      70.75
Immigon Portfolioabbau    1.31    7/29/2018   EUR       2.00
Hypo Tirol Bank AG        0.17    7/23/2026   EUR      72.88
Region of Molise Italy    0.24   12/15/2033   EUR      66.44
IM Skaugen SE             9.98    4/11/2017   NOK      37.75
PagesJaunes Finance &     8.88     6/1/2018   EUR      58.75
Nuova Banca Popolare d    1.72    9/28/2017   EUR       0.56
Mriya Agro Holding PLC    9.45    4/19/2018   USD       5.50
Ideal Standard Interna   11.75     5/1/2018   EUR      12.88
Credit Suisse AG/Londo    7.25   11/10/2016   CHF      65.30
Virgolino de Oliveira    11.75     2/9/2022   USD       5.38
Alpha Bank AE             2.50    6/20/2022   EUR      64.62
Northland Resources AB    4.00   10/15/2020   NOK       0.01
OAS Investments GmbH      8.25   10/19/2019   USD       1.12
Barclays Bank PLC         1.52    3/28/2033   USD      67.00
ING Bank Eurasia JSC     10.45    3/30/2021   RUB     100.00
Deutsche Bank AG/Londo    0.50    3/14/2019   BRL      73.40
WPE International Coop   10.38    9/30/2020   USD      10.63
Governo Portugues Cons    2.75                EUR      65.00
Landesbank Hessen-Thue    0.20    4/23/2041   EUR      73.09
MegaFon PJSC              9.90    5/29/2026   RUB      60.03
Bibby Offshore Service    7.50    6/15/2021   GBP      67.25
International Finance     0.50    6/24/2024   ZAR      47.47
UniCredit Bank Austria    0.05    1/25/2031   EUR      66.00
Lehman Brothers Treasu    7.00   11/26/2013   EUR      11.75
HSBC Bank PLC             0.50    6/10/2021   BRL      60.30
Zurcher Kantonalbank F    1.01   12/16/2016   CHF      46.46
Abengoa Greenfield SA     5.50    10/1/2019   EUR       4.95
Orient Express Bank PJ   13.60     8/9/2018   RUB      59.01
Matalan Finance PLC       8.88     6/1/2020   GBP      67.75
Deutsche Bank AG/Londo    0.79    3/31/2034   USD      66.50
Rusfinans Bank OOO       12.10    9/29/2020   RUB      61.10
Rusfinans Bank OOO       13.90    4/24/2018   RUB      62.07
NIBC Bank NV              2.71                USD      71.67
Takko Luxembourg 2 SCA    6.71    4/15/2019   EUR      48.88
Kaupthing ehf             7.13    5/19/2016   USD       0.00
Polyus PJSC              12.10     7/3/2025   RUB      65.06
Finmek International S    7.00    12/3/2004   EUR       0.13
Podkarpacki Bank Spold    5.74    3/31/2025   PLN       0.01
CNP Assurances            5.25                EUR      66.44
Immigon Portfolioabbau    8.70    7/26/2020   EUR      15.00
TransContainer PJSC       8.35    1/26/2018   RUB      72.53
friedola Gebr Holzapfe    7.25    4/11/2017   EUR       3.67
Anglian Water Services    0.94    1/26/2057   GBP      72.95
Accentro Real Estate A    6.25    3/27/2019   EUR       5.74
Montepio Holding SGPS     5.00                EUR      50.10
Activa Resources AG       8.00   11/15/2017   EUR      53.00
Phones4u Finance PLC      9.50     4/1/2018   GBP      55.13
Royal Bank of Scotland    2.48    8/26/2031   USD      72.00
Gazprombank JSC          10.90    2/19/2021   RUB      60.03
Abengoa Finance SA        6.00    3/31/2021   EUR       5.50
Svensk Exportkredit AB    0.50    8/28/2020   TRY      66.39
Kaupthing ehf             6.13    10/4/2016   USD      17.63
Barclays Bank PLC         3.76    4/16/2029   USD      72.90
Stroika Finance Ltd Vi    7.70    6/25/2019   RUB      12.00
Uppfinnaren 1 AB         10.00                SEK      65.38
Solon SE                  1.38    12/6/2012   EUR       0.33
Municipality Finance P    0.50     8/8/2029   NZD      65.88
OGX Austria GmbH          8.38     4/1/2022   USD       0.01
SAG Solarstrom AG         7.50    7/10/2017   EUR      28.50
Raiffeisenbank AO        11.35    6/11/2018   RUB      60.03
Salvator Grundbesitz-A    9.50                EUR      25.00
SAir Group                0.13     7/7/2005   CHF       8.75
Svensk Exportkredit AB    0.50    4/25/2019   BRL      74.94
Cooperatieve Rabobank     0.50   11/30/2027   MXN      43.56
SAir Group                5.50    7/23/2003   CHF      11.00
Lillestrom Sparebank      4.48                NOK      68.37
Financiere Quick SAS      7.21   10/15/2019   EUR      73.33
Absolut Bank PAO         12.00    5/28/2018   RUB      72.30
Norddeutsche Landesban   10.50     9/2/2016   EUR      62.40
Kommunekredit             0.50    5/11/2029   CAD      74.58
Rosselkhozbank JSC       12.87   12/22/2021   RUB      60.03
State Transport Leasin   14.30   12/10/2024   RUB      60.03
A-TEC Industries AG       2.75    5/10/2014   EUR       2.00
Immigon Portfolioabbau    8.70    7/26/2025   EUR      15.00
Alpha Bank AE             2.50    6/20/2022   EUR      64.64
Getin Noble Bank SA       4.75    2/15/2021   PLN      75.50
Heta Asset Resolution     0.34   12/31/2023   EUR      39.38
DEIKON GmbH               1.00   11/16/2016   EUR      26.00
Delta Credit Bank JSC    11.10    10/1/2024   RUB      99.45
Gazprom PJSC              8.30   10/21/2043   RUB      60.03
Santander Finance Capi    2.00                USD      39.88
Lehman Brothers Treasu    7.00     6/6/2017   EUR       1.32
Societe Generale SA      25.50    3/30/2017   USD      42.71
Kaupthing ehf             6.13    10/4/2016   USD      17.63
Windreich GmbH            6.75     3/1/2015   EUR      10.88
Lehman Brothers Treasu    4.50     5/2/2017   EUR      11.75
Credit Suisse AG/Guern    0.94                USD      52.67
UniCredit Bank AO        12.00   11/20/2019   RUB     100.10
Russian Post FGUP        12.00   10/18/2019   RUB      61.12
Agentstvo po Ipotechno   11.77     2/1/2034   RUB      99.93
Salvator Grundbesitz-A    9.50   12/31/2021   EUR      11.00
Lehman Brothers Treasu    5.25    5/26/2026   EUR       1.32
Lehman Brothers Treasu   11.00   12/20/2017   AUD       1.32
Lehman Brothers Treasu    4.00   10/24/2012   EUR       1.32
Svensk Exportkredit AB    0.50    2/22/2022   ZAR      60.33
Evrofinansy-Nedvizhimo   11.00   10/23/2020   RUB      60.02
Banca Popolare di Vice    5.00     6/4/2024   EUR      68.89
Johnston Press Bond Pl    8.63     6/1/2019   GBP      53.88
Lehman Brothers Treasu    3.03    1/31/2015   EUR       1.32
Lehman Brothers Treasu    1.00     5/9/2012   EUR       1.32
MirLand Development Co    6.00   11/30/2017   ILS      22.00
Hema Bondco II BV         8.50   12/15/2019   EUR      46.50
BLT Finance BV            7.50    5/15/2014   USD       2.25
Sberbank of Russia PJS   12.27     1/2/2026   RUB      60.03
HSBC Bank PLC             0.50    7/21/2021   BRL      69.50
Kommunalbanken AS         0.50   12/16/2020   TRY      71.09
International Finance     0.50    6/29/2020   ZAR      70.39
Lehman Brothers Treasu    5.55    3/12/2015   EUR       1.32
Lehman Brothers Treasu    6.00   10/30/2012   EUR       1.32
Lehman Brothers Treasu    4.00    12/2/2012   EUR       1.32
Bank Nederlandse Gemee    0.50    9/20/2022   MXN      67.60
Astana Finance BV         7.88     6/8/2010   EUR      16.88
Ekotechnika AG            9.75    5/10/2018   EUR       9.50
Tatfondbank PJSC         14.50     2/3/2026   RUB      82.67
UniCredit Bank AG         0.48   11/19/2029   EUR      69.13
BNP Paribas SA            0.50    7/20/2021   BRL      56.66
BNP Paribas SA            0.50    9/29/2029   AUD      63.29
Bank Nederlandse Gemee    0.50     8/9/2022   MXN      67.91
DEMIRE Real Estate AG     6.00   12/30/2018   EUR       3.26
SAir Group                2.13    11/4/2004   CHF      11.00
Hamburgische Landesban    0.08   10/30/2040   EUR      63.72
COFIDUR SA                0.10   12/31/2024   EUR      15.00
Novo Banco SA             3.00   12/16/2021   EUR      59.63
Lehman Brothers Treasu    5.00    2/27/2014   EUR      11.75
DEIKON GmbH               1.00     7/1/2016   EUR      26.27
Barclays Bank PLC         2.29    6/17/2033   USD      73.80
Getin Noble Bank SA       4.74   11/30/2020   PLN      74.50
ECM Real Estate Invest    5.00    10/9/2011   EUR      10.38
SNS Bank NV               6.63    5/14/2018   EUR       2.92
Lehman Brothers Treasu    4.00    4/13/2011   CHF       1.32
Landesbank Hessen-Thue    3.85    8/10/2016   EUR      69.80
DZ Bank AG Deutsche Ze    5.50    8/31/2016   EUR      46.62
Hema Bondco I BV          5.25    6/15/2019   EUR      72.52
Lehman Brothers Treasu    8.25     2/3/2016   EUR       1.32
Commerzbank AG            8.00    7/14/2021   USD      10.77
Kommunekredit             0.50    7/30/2027   TRY      30.91
UniCredit Bank AG         4.85   12/22/2020   EUR      61.13
RSL Communications PLC    9.13     3/1/2008   USD       0.41
Deutsche Bank AG          1.56    6/28/2033   USD      59.97
German Pellets GmbH       8.00                EUR       0.33
Bashneft PJSC            12.00     5/9/2025   RUB      60.03
CaixaBank SA              0.76     2/2/2037   USD      73.91
Immigon Portfolioabbau    3.51    4/12/2022   EUR      15.00
Astana Finance BV         9.00   11/16/2011   USD      16.88
Abengoa SA                6.25    1/17/2019   EUR       4.18
Pongs & Zahn AG           8.50                EUR       0.30
SpareBank 1 SR-Bank AS    4.00   12/21/2030   EUR      71.98
City of Hunedoara Roma    1.43    8/15/2026   RON      69.00
KPNQwest NV               8.13     6/1/2009   USD       0.56
Vnesheconombank           8.35   11/24/2020   RUB      60.05
Getin Noble Bank SA       4.74    10/7/2020   PLN      75.50
Kaupthing ehf             7.50     2/1/2045   USD       0.00
Banque Cantonale Vaudo    4.00    9/19/2016   CHF      54.67
Hellas Telecommunicati    8.50   10/15/2013   EUR       0.00
Municipiul Timisoara      0.65    5/15/2026   RON      64.20
UniCredit Family Finan    0.05   12/15/2026   EUR      72.66
HSBC Bank PLC             0.50   12/29/2026   AUD      67.53
Banco Espirito Santo S    1.29    5/27/2018   EUR       0.26
Municipality Finance P    0.50     5/8/2029   AUD      67.46
Solarwatt GmbH            7.00    11/1/2015   EUR      14.50
Heta Asset Resolution     7.50   12/31/2023   ATS      39.38
syncreon Group BV / sy    8.63    11/1/2021   USD      75.00
Banco Comercial Portug    5.00                EUR      42.00
UniCredit Bank AG         7.30    1/20/2017   EUR      65.61
Svensk Exportkredit AB    0.50    6/26/2019   TRY      74.79
Espirito Santo Financi    5.05   11/15/2025   EUR       1.01
Societe Generale SA       0.50     7/6/2021   BRL      60.60
Societe Generale SA       0.50    5/30/2023   MXN      62.86
Lehman Brothers Treasu    5.00     5/2/2022   EUR       1.32
Lehman Brothers Treasu    7.59   11/22/2009   MXN      11.75
Gazprombank JSC           9.00    4/27/2048   RUB      60.03
GRAND TOYS               17.00    3/26/2018   RUB      12.37
Agentstvo po Ipotechno   12.50   11/15/2024   RUB     101.35
Metalloinvest Holding     0.01     3/7/2022   RUB      60.02
Bank Nederlandse Gemee    0.50    5/12/2021   ZAR      66.20
Banca delle Marche SpA    6.00     5/8/2018   EUR       1.00
HSBC Bank PLC             0.50    4/27/2027   NZD      68.40
RSL Communications PLC   10.50   11/15/2008   USD       0.41
Societe Generale Effek    8.47    6/23/2017   EUR      53.83
Barclays Bank PLC         1.92    8/15/2033   USD      71.25
Veneto Banca SpA          6.94    5/15/2025   EUR      66.00
hkw personalkonzepte G    8.25   11/15/2016   EUR       3.70
Svensk Exportkredit AB    0.50    6/28/2022   ZAR      59.12
Dolomite Capital Ltd     13.21   12/20/2019   ZAR      62.96
International Finance     0.50    6/29/2027   ZAR      35.34
Agentstvo po Ipotechno   10.90    11/1/2022   RUB     101.45
Rosbank PJSC              0.01    2/26/2024   RUB      60.03
Immigon Portfolioabbau    5.45     8/2/2019   EUR      72.70
Lehman Brothers Treasu    5.00    3/18/2015   EUR      11.75
Kaupthing ehf             5.25    7/18/2017   BGN      17.63
Norddeutsche Landesban    5.19   11/25/2016   EUR      64.00
Lloyds Bank PLC           0.50    7/26/2021   BRL      62.47
Deutsche Bank AG/Londo    0.50    10/5/2021   IDR      60.83
A-TEC Industries AG       5.75    11/2/2010   EUR       2.00
BANIF - Banco Internac    4.50    1/30/2025   EUR      64.13
Vnesheconombank           9.75    8/16/2029   RUB      60.03
Deutsche Bank AG/Londo    0.50    4/18/2019   BRL      72.60
Barclays Bank PLC         2.50     3/7/2017   EUR      51.13
Marine Subsea AS          9.00   12/16/2019   USD       0.50
Lehman Brothers Treasu    1.46    2/19/2012   JPY      11.75
Rosbank PJSC              0.01    2/26/2025   RUB      60.03
Bashneft PJSC            10.90    4/29/2026   RUB      60.03
Frigoglass Finance BV     8.25    5/15/2018   EUR      59.75
Immigon Portfolioabbau    4.81    7/29/2025   EUR      61.00
Eiendomskreditt           4.34                NOK      63.71
Municipiul Timisoara      0.65    5/15/2026   RON      75.00
DekaBank Deutsche Giro    0.01    6/29/2046   EUR      61.08
Heta Asset Resolution     5.03   12/31/2023   EUR      38.00
Raiffeisen Versicherun    5.08                EUR      23.02
Strommen Sparebank        2.23                NOK      35.68
Heta Asset Resolution     4.88   12/31/2023   EUR      39.75
City of Predeal Romani    1.50    5/15/2026   RON      60.00
Vnesheconombank          11.60    2/17/2025   RUB      60.05
Rosselkhozbank JSC       12.87   12/21/2021   RUB      60.03
Delta Credit Bank JSC     8.45    8/30/2018   RUB      66.40
UniCredit Family Finan    0.05   12/15/2026   EUR      72.66
HSBC Bank PLC             0.50    2/24/2027   NZD      68.91
KA Finanz AG              5.45                EUR       2.80
Oravita City Council      2.04    6/15/2027   RON      68.00
Lehman Brothers Treasu    6.00    3/18/2015   USD      11.75
Gazprombank JSC           3.00    4/27/2048   RUB      60.03
Nuova Banca Popolare d    4.25   10/30/2016   EUR       0.57
Vnesheconombank          11.80    7/10/2018   RUB      62.80
Elli Investments Ltd     12.25    6/15/2020   GBP      30.38
Vnesheconombank           2.00    6/18/2021   RUB      69.14
Mortgage Agent Absolut    8.90    8/12/2041   RUB      59.00
Lenta Center OOO         11.00   10/14/2020   RUB      62.51
Nuova Banca Popolare d    3.50    6/28/2018   EUR       0.57
Province of Milan Ital    0.07   12/22/2033   EUR      68.94
Lehman Brothers Treasu    6.00    3/14/2011   EUR      11.75
Credit Suisse AG/Londo    8.00   11/29/2019   USD       7.83
Credit Suisse AG/Londo    7.20     8/2/2019   USD       9.59
Northland Resources AB   12.25    3/26/2016   USD       0.01
Vimpel-Communications    11.90    10/3/2025   RUB      60.03
Metalloinvest Holding     0.01     3/7/2022   RUB      60.02
Bank Nederlandse Gemee    0.50     6/7/2022   ZAR      59.12
Province of Brescia It    0.14    6/30/2036   EUR      63.80
Barclays Bank PLC         0.50    3/26/2021   MXN      71.81
HSBC Bank PLC             0.50    1/31/2020   BRL      68.98
Takko Luxembourg 2 SCA    9.88    4/15/2019   EUR      58.13
Gazprom PJSC              8.20   10/21/2043   RUB      60.03
Penell GmbH Elektrogro    7.75    6/10/2019   EUR       4.60
State of Carinthia        0.73    7/20/2017   CHF       0.20
Windreich GmbH            6.25     3/1/2015   EUR      10.88
AKB Peresvet ZAO         13.25    11/6/2020   RUB      60.05
HSBC Bank PLC             0.50   12/22/2025   BRL      39.28
Lehman Brothers Treasu    4.60     7/6/2016   EUR       1.53
Leonteq Securities AG     5.00    4/17/2019   CHF      70.47
HSBC Trinkaus & Burkha   11.80    3/24/2017   EUR      70.22
Sidetur Finance BV       10.00    4/20/2016   USD       5.75
Abengoa Finance SA        7.00    4/15/2020   EUR       5.50
LBI HF                    7.43                USD       0.00
Getin Noble Bank SA       4.51   12/21/2020   PLN      70.08
Lehman Brothers Treasu    4.50   12/30/2010   USD       1.32
HSBC Trinkaus & Burkha    3.75    8/25/2017   EUR      75.63
WGF Westfaelische Grun    6.35     8/1/2017   EUR       3.81
SAir Group                5.13     3/1/2003   CHF      11.00
Mortgage Agent Petroco    8.75    12/9/2046   RUB      58.00
Landesbank Hessen-Thue    4.00    8/15/2016   EUR      62.70
Lehman Brothers Treasu    5.00    8/16/2017   EUR      11.75
Lehman Brothers Treasu    8.25    12/3/2015   EUR      11.75
Svensk Exportkredit AB    0.50    4/24/2029   AUD      63.92
SG Option Europe SA       7.00    9/22/2017   EUR      66.32
Bashneft PJSC            10.50    5/12/2026   RUB      60.03
UniCredit Bank AO         9.00    5/17/2019   RUB      60.66
BNP Paribas SA            0.50     5/6/2021   MXN      73.00
Lehman Brothers Treasu    7.00    4/14/2009   EUR       1.32
Lehman Brothers Treasu    5.00    5/12/2011   CHF       1.32
Barclays Bank PLC         0.50    3/19/2021   MXN      71.91
RZD Rasvytie vokzalov    12.50   10/21/2016   RUB      10.01
Fonciere Volta SA         4.50    7/30/2020   EUR       2.68
Mriya Agro Holding PLC   10.95    3/30/2016   USD       5.88
Zapsibcombank PAO        14.85   12/12/2019   RUB      50.00
Bank Nederlandse Gemee    0.50    6/22/2021   ZAR      64.90
Svensk Exportkredit AB    0.50    8/29/2029   AUD      63.08
Oberoesterreichische L    0.30    4/25/2042   EUR      48.75
Rinol AG                  5.50   10/15/2006   DEM       0.00
Sachsen Bank              0.10    1/22/2041   EUR      74.90
Credit Suisse AG/Londo    3.00   11/15/2025   ZAR      56.34
Credit Suisse AG/Londo    8.90    2/11/2019   USD      10.05
Immigon Portfolioabbau    4.90    8/18/2025   EUR      61.30
Banco BPI SA/Cayman Is    4.15   11/14/2035   EUR      72.25
Lehman Brothers Treasu   23.30    9/16/2008   USD       1.32
Lehman Brothers Treasu    8.00    2/16/2016   EUR       1.32
Lehman Brothers Treasu    8.00    3/19/2012   USD       1.32
Lehman Brothers Treasu    9.75    6/22/2018   USD       1.32
Svensk Exportkredit AB    0.50    3/15/2022   ZAR      60.03
City of Alba Iulia Rom    1.50    4/15/2025   RON      68.00
Lehman Brothers Treasu    6.65    8/24/2011   AUD       9.63
SAir Group                2.75    7/30/2004   CHF      11.00
Mortgage Agent Soyuzv    11.00   12/28/2041   RUB      61.00
Bashneft PJSC            12.10     6/3/2025   RUB      60.03
Phosphorus Holdco PLC    10.00     4/1/2019   GBP       1.67
Lehman Brothers Treasu    2.30    4/28/2014   JPY       1.32
Autonomous Community o    2.97     9/8/2039   JPY      66.86
Cerruti Finance SA        6.50    7/26/2004   EUR       1.22
Rosseti PJSC             10.29   10/31/2045   RUB      60.03
Transgazservice LLP      10.50    11/8/2019   RUB       0.20
Rosbank PJSC              0.01    4/30/2024   RUB      60.03
Lehman Brothers Treasu   14.90    9/15/2008   EUR       1.32
Lehman Brothers Treasu    3.86    9/21/2011   SGD       9.63
EFG International Fina    7.20    7/29/2020   EUR      58.31
MirLand Development Co    8.50    8/31/2016   ILS      23.00
SG Option Europe SA       7.00     5/5/2017   EUR      45.29
Muehl Product & Servic    6.75    3/10/2005   DEM       2.10
Otkritie Holding OAO     12.50    4/20/2028   RUB      60.13
SAir Group                4.25     2/2/2007   CHF      11.00
SpareBank 1 Nordvest      3.80    3/11/2099   NOK      61.66
KPNQwest NV               8.88     2/1/2008   EUR       0.56
Credit Suisse AG/Londo    1.64     6/1/2042   USD      52.51
DekaBank Deutsche Giro    3.00     5/4/2018   EUR      47.81
Landesbank Baden-Wuert    9.35    9/23/2016   EUR      63.73
Notenstein Finance Gue    1.00    9/17/2019   CHF      46.83
Landesbank Baden-Wuert    6.00    6/23/2017   EUR      59.91
Vontobel Financial Pro    8.00    9/29/2017   EUR      68.32
City of Hunedoara Roma    1.43    8/15/2026   RON      70.00
Municipality Finance P    0.50    6/19/2024   ZAR      49.52
Rosbank PJSC              0.04    4/30/2024   RUB      60.03
Western High-Speed Dia    9.15     2/6/2032   RUB      56.22
Lehman Brothers Treasu    4.90    7/28/2020   EUR       1.32
Lehman Brothers Treasu    7.60    5/21/2013   USD       1.32
Immigon Portfolioabbau    3.50    5/23/2022   EUR      74.63
Mobile TeleSystems PJS    5.00    6/29/2021   RUB      73.25
KPNQwest NV               8.88     2/1/2008   EUR       0.56
UniCredit Bank AO        12.35    9/16/2020   RUB     101.50
MirLand Development Co    6.50    9/30/2019   ILS      21.62
UniCredit Bank AG         5.00    9/30/2016   EUR      38.31
RSL Communications PLC   10.13     3/1/2008   USD       0.41
Mortgage Agent MKB 1 Z   10.65     6/7/2039   RUB      60.30
Vontobel Financial Pro    6.50     9/2/2016   EUR      67.92
First St Petersburg Mo    8.50    7/15/2041   RUB      57.20
Landesbank Hessen-Thue    3.99    8/29/2016   EUR      61.45
IT Holding Finance SA     9.88   11/15/2012   EUR       0.12
BNP Paribas Emissions-   12.00   12/22/2016   EUR      56.81
Bank Nederlandse Gemee    0.50    8/15/2022   ZAR      58.49
Leonteq Securities AG     3.90   12/20/2024   CHF      74.42
Nuova Banca delle Marc    7.75    6/30/2018   EUR       1.24
Podkarpacki Bank Spold    5.79     7/2/2020   PLN      48.00
UniCredit Bank AG         5.00    7/30/2018   EUR      52.88
Oberoesterreichische L    0.32    11/6/2030   EUR      67.13
MT-Energie GmbH & Co K    8.25     4/4/2017   EUR       9.35
Western High-Speed Dia   10.44    5/13/2031   RUB      60.02
Nuova Banca Popolare d    5.00   10/30/2023   EUR       0.57
ENEL RUSSIA PJSC         12.10    9/28/2018   RUB      60.03
Bank ZENIT PJSC          11.50     4/3/2026   RUB      60.05
NIBC Bank NV              2.71                USD      71.67
KPNQwest NV               7.13     6/1/2009   EUR       0.56
Lehman Brothers Treasu    7.60    1/31/2013   AUD       1.32
Societe Generale SA       0.50     4/3/2023   RUB      57.31
Barclays Bank PLC         0.50    4/24/2023   MXN      61.20
Rosbank PJSC              0.03    4/30/2024   RUB      60.03
Barclays Bank PLC         0.22    9/30/2025   USD       9.98
Biomed-Lublin Wytworni    7.25    8/14/2018   PLN      30.00
Promnefteservis OOO      10.50   11/21/2019   RUB       0.03
TGC-1 PJSC               14.40    2/14/2022   RUB      69.87
Podkarpacki Bank Spold    4.94    10/6/2021   PLN      36.00
Nikrom Tubular furnitu    7.25    3/20/2017   EUR
Sistema PJSC FC          10.90   10/31/2025   RUB      60.03
Lehman Brothers Treasu   10.00     1/3/2012   BRL       1.32
Lehman Brothers Treasu    6.00     3/4/2015   USD       1.32
Lehman Brothers Treasu    2.00   11/16/2009   EUR       1.32
HSBC Bank PLC             0.50    12/8/2026   AUD      71.41
HSBC Bank PLC             0.50    1/29/2027   NZD      68.67
HSBC Bank PLC             0.50    5/29/2020   IDR      72.69
Kommunekredit             0.50    2/20/2020   BRL      71.39
Lehman Brothers Treasu    5.00   11/22/2012   EUR       1.32
Bank Nederlandse Gemee    0.50    9/20/2022   ZAR      57.92
Heta Asset Resolution     5.27   12/31/2023   EUR      40.00
Union Technologies Inf    0.10     1/1/2020   EUR       5.30
UBS AG                    9.00     7/3/2017   CHF      61.56
Zurcher Kantonalbank F    5.00    9/26/2016   CHF      59.15
Russian Railways JSC      8.20    9/19/2033   RUB
Royal Bank of Scotland    1.33   10/26/2018   GBP       1.04
Enemona AD-Kozloduy      10.00    4/28/2017   BGN       0.03
DekaBank Deutsche Giro    9.65    8/22/2016   EUR      73.45
Municipality Finance P    0.50    7/30/2029   AUD      73.31
Lehman Brothers Treasu    4.68   12/12/2045   EUR       1.32
KFW                       0.25    10/6/2036   CAD      39.10
HSBC Bank PLC             0.50    4/11/2023   MXN      63.45
Lehman Brothers Treasu    8.00   12/31/2010   USD       1.32
Cooperatieve Rabobank     0.50    1/31/2033   MXN      28.49
SAir Group                6.25   10/27/2002   CHF      11.00
Podkarpacki Bank Spold    5.04    5/28/2023   PLN
Bayerische Landesbank     5.00   10/17/2016   EUR      73.38
Barclays Bank PLC         3.38    1/31/2029   USD      74.50
HSBC Bank PLC             0.50   11/25/2025   BRL      39.56
Landesbank Baden-Wuert    3.43    8/26/2016   EUR      46.80
Lehman Brothers Treasu   11.75     3/1/2010   EUR       1.32
Lehman Brothers Treasu    8.00   10/17/2014   EUR       1.32
Lehman Brothers Treasu    7.50     5/2/2017   EUR       1.32
Lehman Brothers Treasu    4.95   10/25/2036   EUR       1.32
Lehman Brothers Treasu    6.72   12/29/2008   EUR       1.32
Immigon Portfolioabbau    0.74    5/20/2025   EUR      53.88
EDOB Abwicklungs AG       7.50     4/1/2012   EUR       0.25
UniCredit Bank AG         3.75    10/2/2020   EUR      53.80
Lehman Brothers Treasu    1.28    11/6/2010   JPY      11.75
Credit Suisse AG/Nassa    6.25    9/26/2016   CHF      53.55
Exane Finance             2.70    9/26/2016   USD      46.07
Societe Generale Effek    5.21     8/8/2016   EUR      69.01
Deutsche Bank AG          5.50   12/20/2016   EUR      73.37
UniCredit Bank AG         4.75    9/22/2016   EUR      42.79
PKVIT OOO                11.00   10/14/2020   RUB      62.46
Kerdos Group SA           8.00   12/15/2017   PLN
IFK Soyuz OAO            14.00    7/18/2028   RUB      51.31
Polyus Perspectiva OOO   11.00   12/15/2020   RUB      68.00
Bank ZENIT PJSC           8.50    6/14/2024   RUB      60.05
Svensk Exportkredit AB    0.50    6/20/2029   AUD      74.03
Russkiy Mezhdunarodnyi   10.00   11/14/2016   RUB      60.10
Steiermaerkische Bank     1.25                EUR      52.92
Agentstvo po Ipotechno   10.99   10/15/2030   RUB     100.00
BAWAG PSK Versicherung    1.33                EUR      45.05
Lehman Brothers Treasu    7.38    9/20/2008   EUR       1.32
Barclays Bank PLC         0.50    3/13/2023   RUB      57.56
HSBC Bank PLC             0.50     6/9/2023   MXN      62.62
CHC Helicopter SA         9.25   10/15/2020   USD      46.13
Notenstein La Roche Pr    5.50   12/28/2018   CHF      61.56
Bank Julius Baer & Co     4.50   12/16/2016   USD      70.75
Kaupthing ehf             7.13    5/19/2016   USD       0.00
Russian Railways JSC      8.30    5/20/2044   RUB
Deutsche Bank AG          5.50   12/20/2016   EUR      41.03
Credit Suisse AG/New Y    7.50    6/26/2018   USD      74.90
HPI AG                    4.50    12/1/2016   EUR       2.86
Lehman Brothers Treasu    5.75    6/15/2009   CHF       1.32
Lehman Brothers Treasu    6.00   10/24/2008   EUR       1.32
BNP Paribas SA            0.50   12/20/2018   BRL      74.87
UniCredit Bank AG         3.95    10/7/2019   EUR      66.77
Banque Cantonale Vaudo    6.72    8/19/2016   EUR      76.46
World of Building Tech    7.70    6/25/2019   RUB       0.08
Deutsche Bank AG          5.20    2/22/2017   EUR      69.00
Bashneft PJSC            10.90    4/29/2026   RUB      60.03
Lehman Brothers Treasu    1.68     3/5/2015   EUR       1.32
Lehman Brothers Treasu    6.00    9/20/2011   EUR       1.32
Lehman Brothers Treasu   15.00    3/30/2011   EUR       1.32
Societe Generale SA       0.50     8/4/2021   BRL      60.18
UniCredit Bank Austria    0.20    1/22/2031   EUR      66.13
Lehman Brothers Treasu   11.00   12/20/2017   AUD       1.32
Barclays Bank PLC         0.50    1/28/2033   MXN      29.05
Lloyds Bank PLC           0.50    7/26/2028   MXN      45.84
Rostelecom PJSC          11.70    5/20/2025   RUB      60.03
Kaupthing ehf             7.50    12/5/2014   ISK      17.63
Lehman Brothers Treasu    3.00    6/23/2009   EUR      11.75
Bayerische Landesbank     3.00     3/9/2018   EUR      74.01
RSL Communications PLC   12.00    11/1/2008   USD       0.41
RSL Communications PLC    9.88   11/15/2009   USD       0.41
UBS AG                    7.00   12/22/2017   EUR      53.80
Exane Finance             5.00   12/20/2019   SEK      55.74
Bayerische Landesbank     2.70     8/3/2018   EUR      71.45
Zurcher Kantonalbank F    7.50    8/11/2016   EUR      72.20
Commerzbank AG           12.58    9/22/2016   EUR      44.19
Finans-Avia OOO           8.25    7/31/2022   RUB      62.02
Finans-Avia OOO           0.01    7/31/2027   RUB      14.84
Raiffeisen-Landesbank     5.00     9/2/2024   EUR      69.32
Credit Suisse AG          0.50   12/16/2025   BRL      41.28
Araratbank OJSC           8.00    6/10/2018   USD      25.75
Leonteq Securities AG     6.10    8/12/2016   CHF      70.51
WGZ-Bank AG Westdeutsc    6.50    6/26/2017   EUR      76.64
Rosseti PJSC             11.90     6/9/2025   RUB      60.03
Lehman Brothers Treasu    7.60    3/26/2009   EUR       1.32
Lehman Brothers Treasu    0.80   12/30/2016   EUR       1.32
Nesset Sparebank          2.30                NOK      55.26
Lehman Brothers Treasu    4.15    8/25/2020   EUR       1.32
Lehman Brothers Treasu    3.50    9/29/2017   EUR       1.32
Lehman Brothers Treasu    4.70    3/23/2016   EUR       1.32
Lehman Brothers Treasu    8.00    4/20/2009   EUR       1.32
Lehman Brothers Treasu    6.50    7/24/2026   EUR       1.32
Lehman Brothers Treasu    2.00    6/28/2011   EUR       1.32
Lehman Brothers Treasu   10.00    6/11/2038   JPY       1.32
HSBC Bank PLC             0.50   10/30/2026   NZD      69.48
Credit Agricole Corpor    2.00     7/9/2020   BRL      65.99
UniCredit Bank Austria    0.09    1/24/2031   EUR      65.63
Lehman Brothers Treasu    0.50     7/2/2020   EUR       1.32
Lehman Brothers Treasu   13.50   11/28/2008   USD       1.32
Heta Asset Resolution     0.52   12/31/2023   EUR      39.38
Raiffeisen Centrobank     2.40   12/19/2016   EUR      42.80
Vontobel Financial Pro    5.50   12/23/2016   EUR      74.50
Bulgaria Steel Finance   12.00     5/4/2013   EUR       1.09
UBS AG                    9.25   12/23/2016   EUR      34.65
Credit Suisse AG/Londo    5.00     1/3/2017   CHF      70.09
Bayerische Landesbank     2.70    7/13/2018   EUR      66.82
Banque Cantonale Vaudo    8.05     9/5/2016   CHF      74.46
Credit Suisse AG/Londo    7.00    9/30/2020   USD      10.00
Banque Cantonale Vaudo    7.90   10/16/2017   CHF      69.98
Raiffeisen Centrobank     2.80   11/14/2016   EUR      41.68
Vegarshei Sparebank       5.00                NOK      58.51
Bank J Safra Sarasin A    8.30    1/30/2017   CHF      79.04
Leonteq Securities AG     9.00    12/8/2016   CHF      47.47
Lehman Brothers Treasu    5.50    6/22/2010   USD      11.75
LZMO SA                   8.75   11/22/2016   PLN      16.00
Municipiul Timisoara      0.65    5/15/2026   RON      67.00
Lehman Brothers Treasu    5.00    4/24/2017   EUR       1.32
Lehman Brothers Treasu    4.00    7/20/2012   EUR       1.32
Lehman Brothers Treasu    4.00    7/27/2011   EUR       1.32
Lehman Brothers Treasu    4.25    3/13/2021   EUR       1.32
Lehman Brothers Treasu    6.00    2/19/2023   USD       1.32
Lehman Brothers Treasu    7.60     3/4/2010   NZD       1.32
Lehman Brothers Treasu   12.40    6/12/2009   USD       1.32
Lehman Brothers Treasu    4.05    9/16/2008   EUR       1.32
Lehman Brothers Treasu   10.00   10/23/2008   USD       1.32
Lehman Brothers Treasu    5.00     8/1/2025   EUR       1.32
Cooperatieve Rabobank     0.50   12/29/2027   MXN      44.04
Cooperatieve Rabobank     0.50    8/21/2028   MXN      41.72
Mortgage Agent Absolut    9.20   11/12/2040   RUB      60.00
UniCredit Bank AG         4.10    9/28/2018   EUR      74.50
HSBC Trinkaus & Burkha   11.80    3/24/2017   EUR      73.57
Nuova Banca delle Marc    8.00    6/30/2018   EUR       1.24
Petromena ASA             9.75    5/24/2016   NOK       0.52
Lehman Brothers Treasu    4.35     8/8/2016   SGD       9.63
UBS AG/London            12.00    11/4/2016   CHF      20.97
Landesbank Hessen-Thue    4.00    1/16/2018   EUR      41.52
Leonteq Securities AG    14.40   10/31/2016   CHF      34.86
Landesbank Hessen-Thue    4.00    7/31/2019   EUR      76.41
Zurcher Kantonalbank F    9.00    7/17/2017   EUR      68.76
EFG International Fina    6.21    7/22/2019   EUR      60.07
UniCredit Bank AG         5.10    8/22/2016   EUR      49.40
Leonteq Securities AG    13.00   10/31/2016   USD      62.15
UniCredit Bank AG         6.00   12/22/2016   EUR      64.68
Bayerische Landesbank     2.40    7/20/2018   EUR      53.50
UniCredit Bank AG         8.00    11/7/2016   EUR      47.26
Leonteq Securities AG    10.20    1/26/2017   CHF      50.17
LZMO SA                   8.50    6/30/2017   PLN      40.00
Sistema PJSC FC          12.20    3/12/2018   RUB      60.03
Leonteq Securities AG    11.00    1/19/2017   CHF      60.45
Svensk Exportkredit AB    0.50    6/29/2029   AUD      63.52
Lehman Brothers Treasu    5.50   11/30/2012   CZK       1.32
Lehman Brothers Treasu    5.00   10/24/2008   CHF       1.32
Rosbank PJSC              0.02    4/30/2024   RUB      60.03
Credit Suisse AG/Nassa    8.75     9/9/2016   EUR      76.18
Leonteq Securities AG    13.80     2/1/2017   CHF      67.13
Nuova Banca Popolare d    2.24    5/21/2018   EUR       0.56
Polbrand sp zoo           9.00    10/2/2017   PLN      70.00
Province of Treviso It    0.05   12/31/2034   EUR      65.03
Caisse Federale du Cre    0.70                EUR      43.83
Lehman Brothers Treasu    0.50     6/2/2020   EUR       1.32
Lehman Brothers Treasu    6.00    5/23/2018   CZK       1.32
Lehman Brothers Treasu    6.00   12/30/2017   EUR       1.32
Lehman Brothers Treasu    4.50     3/7/2015   EUR       1.32
Lehman Brothers Treasu    3.00     8/8/2017   EUR       1.32
Lehman Brothers Treasu    3.00    8/15/2017   EUR       1.32
Province of Brescia It    0.25   12/22/2036   EUR      63.48
Lehman Brothers Treasu   10.44   11/22/2008   CHF       1.32
Lehman Brothers Treasu    3.50    9/19/2017   EUR       1.32
Lehman Brothers Treasu    1.75     2/7/2010   EUR       1.51
Lehman Brothers Treasu    2.50   12/15/2011   GBP       1.32
Lehman Brothers Treasu   11.00   12/19/2011   USD       1.32
Lehman Brothers Treasu    5.12    4/30/2027   EUR       1.32
Lehman Brothers Treasu    7.06   12/29/2008   EUR       1.32
Barclays Bank PLC         1.99    12/1/2040   USD      74.34
Lehman Brothers Treasu    6.50    5/16/2015   EUR       1.32
BNP Paribas SA            0.50   11/16/2032   MXN      33.91
Immigon Portfolioabbau    4.78     6/7/2030   EUR      66.25
Lehman Brothers Treasu    4.00     1/4/2011   USD       1.32
Municipality Finance P    0.50    5/31/2022   ZAR      58.67
Lehman Brothers Treasu    2.50    8/23/2012   GBP       1.32
Kaupthing ehf             6.50    10/8/2010   ISK      17.63
Deutsche Bank AG          5.20    9/20/2016   EUR      63.40
Deutsche Bank AG          5.20    9/20/2016   EUR      52.10
Bayerische Landesbank     2.70     7/6/2018   EUR      63.69
HSBC Trinkaus & Burkha    5.00    1/30/2018   EUR      69.91
DekaBank Deutsche Giro    3.15     2/3/2017   EUR      68.46
Bayerische Landesbank     2.60   10/19/2018   EUR      61.50
Leonteq Securities AG     3.50    4/10/2018   EUR      52.14
Bayerische Landesbank     3.10    11/4/2016   EUR      66.55
Vontobel Financial Pro    8.00    6/23/2017   EUR      70.50
Nuova Banca delle Marc    7.20    6/30/2018   EUR       1.24
Bank Julius Baer & Co     4.75   10/10/2016   CHF      53.25
Credit Suisse AG/Nassa    5.00    8/12/2016   CHF      66.53
Norddeutsche Landesban    3.75     9/2/2016   EUR      71.35
DZ Bank AG Deutsche Ze    6.60   12/23/2016   EUR      73.18
Bank J Safra Sarasin A    6.40    5/29/2017   CHF      71.51
Nutritek International    8.75   12/11/2008   USD       2.00
Driver & Bengsch AG       8.50   12/31/2027   EUR       0.00
Bank J Safra Sarasin A    8.30   11/11/2016   CHF      66.94
UBS AG/London             6.10   11/25/2016   EUR      54.45
Bank Julius Baer & Co     8.35   12/15/2016   CHF      69.55
Credit Suisse AG/Londo    7.80    7/31/2020   USD       8.91
Leonteq Securities AG    10.20   10/24/2016   USD      74.05
Lehman Brothers Treasu    4.20    12/3/2008   HKD       9.63
Bayerische Landesbank     3.10    8/10/2018   EUR      74.35
Mortgage Agent MTSB 1    10.50   11/26/2041   RUB      60.00
DZ Bank AG Deutsche Ze    8.50    8/26/2016   EUR      56.51
Raiffeisen Centrobank     9.50    7/13/2017   EUR      71.13
Bayerische Landesbank     2.70    6/22/2018   EUR      68.08
Bank J Safra Sarasin A    8.00     5/4/2017   CHF      64.59
Nota-Bank OJSC           13.50     4/1/2016   RUB      31.50
Commerzbank AG            9.50    9/22/2016   EUR      73.89
Bayerische Landesbank     2.70    7/27/2018   EUR      67.73
ECM Real Estate Invest    5.00    10/9/2011   EUR      10.38
Vontobel Financial Pro    6.15   12/23/2016   EUR      41.69
Leonteq Securities AG    16.20   11/21/2016   CHF      56.96
Lehman Brothers Treasu    4.60   10/11/2017   ILS      11.75
BNP Paribas Emissions-   27.00   12/21/2017   EUR      67.97
Lehman Brothers Treasu    0.50   12/20/2017   AUD       9.63
Kristensen Germany AG     7.00   12/31/2016   DKK       2.75
BNP Paribas Arbitrage     6.55    3/28/2025   EUR      71.18
Kommunekredit             0.50   12/14/2020   ZAR      68.99
KPNQwest NV               7.13     6/1/2009   EUR       0.56
Lehman Brothers Treasu    7.50    6/15/2017   USD       1.32
Lehman Brothers Treasu    4.00    2/28/2010   EUR       1.32
Haltdalen Sparebank       2.28                NOK      55.34
Lehman Brothers Treasu    5.00    12/6/2011   EUR       1.32
Lehman Brothers Treasu    0.50    2/16/2009   EUR       1.32
Lehman Brothers Treasu    2.37    7/15/2013   USD       1.32
Lehman Brothers Treasu    6.60     2/9/2009   EUR       1.32
Lehman Brothers Treasu    4.69    2/19/2017   EUR       1.32
Lehman Brothers Treasu    5.20    3/19/2018   EUR       1.32
Lehman Brothers Treasu    5.10    6/22/2046   EUR       1.32
Lehman Brothers Treasu    6.30   12/21/2018   USD       0.79
Lehman Brothers Treasu    5.25   11/21/2009   USD       1.32
Lehman Brothers Treasu    3.40    3/19/2018   JPY       1.32
Societe Generale SA       0.50    6/12/2023   RUB      56.16
HSBC Bank PLC             0.50    12/8/2020   BRL      64.26
SpareBank 1 Noetteroey    8.25                NOK      73.74
Credit Agricole Corpor    0.50     3/6/2023   RUB      57.35
Espirito Santo Financi    5.63    7/28/2017   EUR       1.45
Kommunekredit             0.50    9/19/2019   BRL      74.11
Russian Railways JSC      8.30   10/11/2038   RUB
Gold-Zack AG              7.00   12/14/2005   EUR      12.51
Deutsche Bank AG          5.20    6/20/2017   EUR      62.90
Araratbank OJSC           7.25    6/27/2018   USD      25.32
Lehman Brothers Treasu    4.10    6/10/2014   SGD       9.63
Leonteq Securities AG     9.40   10/24/2016   EUR      63.57
Leonteq Securities AG    15.00    11/7/2016   CHF      26.28
Credit Suisse AG/Nassa    6.00    12/2/2016   EUR      56.04
Northland Resources AB   15.00    7/15/2019   USD       0.01
Credit Suisse AG/Nassa    6.38    6/12/2017   EUR      60.26
Societe Generale SA       9.50    5/21/2018   USD      48.01
Leonteq Securities AG/   29.61   10/26/2017   EUR       9.97
Landesbank Hessen-Thue    4.30    8/15/2016   EUR      46.00
Bank VTB 24 JSC           9.00     9/1/2044   RUB
EFG International Fina    6.26     5/7/2018   EUR      60.45
Credit Suisse AG/Nassa    7.25    7/13/2017   CHF      55.68
Erste Group Bank AG       5.80    7/27/2020   EUR      70.71
MirLand Development Co    6.50    8/15/2016   ILS      27.00
Property Lease Fund SA    9.00    9/17/2016   PLN      13.10
UniCredit Bank AG         4.10    10/1/2020   EUR      65.63
DZ Bank AG Deutsche Ze   10.00   12/23/2016   EUR      74.77
HSBC Trinkaus & Burkha    5.00    4/28/2017   EUR      57.32
BNP Paribas Emissions-   19.00    6/22/2017   EUR      48.60
BNP Paribas Emissions-   12.00   12/21/2017   EUR      68.66
Bank ZENIT PJSC          11.00   11/20/2025   RUB      60.05
Lehman Brothers Treasu    3.82   10/20/2009   USD       1.32
Lehman Brothers Treasu    4.50    7/24/2014   EUR       1.32
Lehman Brothers Treasu    0.25    7/21/2014   EUR       1.32
Lehman Brothers Treasu    4.10    8/23/2010   USD       1.32
Societe Generale SA       0.50    4/30/2023   RUB      56.74
Lehman Brothers Treasu    5.50    6/15/2009   CHF       1.32
Deutsche Bank AG          5.20    9/20/2016   EUR      54.40
Deutsche Bank AG          5.20   12/20/2016   EUR      69.10
Landesbank Baden-Wuert    2.50   10/28/2016   EUR      53.88
Credit Suisse AG/Nassa    7.13    9/13/2016   CHF      59.34
Landesbank Hessen-Thue    6.20    7/24/2020   EUR      65.08
Credit Suisse AG/Nassa    8.05    9/27/2016   CHF      63.27
Vontobel Financial Pro    4.00    11/9/2017   EUR      57.89
Commerzbank AG            4.00    7/19/2017   EUR      42.70
UBS AG                   11.50    9/23/2016   EUR      55.69
Landesbank Baden-Wuert    3.25    1/26/2018   EUR      48.09
ECA                       2.50     1/1/2018   EUR      12.37
Deutsche Bank AG          7.50   12/20/2016   EUR      53.76
SG Issuer SA              6.65   10/10/2021   EUR      63.37
BNP Paribas Emissions-    5.00   12/22/2016   EUR      55.80
SAir Group                2.75    7/30/2004   CHF      11.00
Goldman Sachs & Co Wer   12.00   12/20/2017   EUR      60.60
Vontobel Financial Pro   20.50    3/24/2017   EUR      76.07
Vontobel Financial Pro   25.00     9/9/2016   EUR      71.88
Commerzbank AG            7.50    3/23/2017   EUR      77.44
Commerzbank AG            9.50    3/23/2017   EUR      73.47
DZ Bank AG Deutsche Ze    7.50   12/19/2016   EUR      75.81
UBS AG/London            10.40    8/11/2017   EUR      64.04
Commerzbank AG           11.75    3/23/2017   EUR      69.92
Commerzbank AG           14.00    3/23/2017   EUR      66.79
Commerzbank AG           16.75    3/23/2017   EUR      64.44
Commerzbank AG           11.25    3/23/2017   EUR      76.88
Landesbank Baden-Wuert    9.00   10/28/2016   EUR      64.81
Goldman Sachs & Co Wer   17.00   12/20/2017   EUR      75.82
Goldman Sachs & Co Wer   21.00    4/26/2017   EUR      74.00
Vontobel Financial Pro   15.00    3/24/2017   EUR      74.74
Bank Julius Baer & Co     7.60     3/8/2017   CHF      68.35
UBS AG/London            10.00    3/16/2017   CHF      38.28
Bank Julius Baer & Co    11.10   11/23/2016   CHF      69.20
Goldman Sachs & Co Wer   23.00    2/22/2017   EUR      72.10
Goldman Sachs & Co Wer   22.00    3/22/2017   EUR      73.22
Goldman Sachs & Co Wer   21.00    4/26/2017   EUR      73.19
Goldman Sachs & Co Wer   22.00    3/22/2017   EUR      75.09
HSBC Trinkaus & Burkha    6.00    6/23/2017   EUR      70.48
Goldman Sachs & Co Wer   20.00    4/26/2017   EUR      73.75
Goldman Sachs & Co Wer   23.00    6/21/2017   EUR      72.47
Goldman Sachs & Co Wer   20.00    9/20/2017   EUR      74.86
Goldman Sachs & Co Wer   22.00    3/22/2017   EUR      72.67
Goldman Sachs & Co Wer   19.00    4/26/2017   EUR      75.53
DZ Bank AG Deutsche Ze    9.70    3/20/2017   EUR      75.68
DZ Bank AG Deutsche Ze   10.40    6/19/2017   EUR      76.01
Vontobel Financial Pro   15.00    3/24/2017   EUR      76.23
Vontobel Financial Pro   10.00    3/24/2017   EUR      75.65
Societe Generale Effek   19.62    3/24/2017   EUR      73.70
Societe Generale Effek   23.02    6/23/2017   EUR      74.04
Societe Generale Effek   16.52   12/23/2016   EUR      72.37
HSBC Trinkaus & Burkha   17.20    9/23/2016   EUR      76.15
Societe Generale Effek   19.51   12/23/2016   EUR      69.64
Societe Generale Effek   14.61   12/23/2016   EUR      74.95
Societe Generale Effek   20.75    6/23/2017   EUR      76.01
Vontobel Financial Pro   21.00   12/23/2016   EUR      74.94
Vontobel Financial Pro   20.00    3/24/2017   EUR      75.68
Societe Generale Effek   15.53   12/23/2016   EUR      73.07
Societe Generale Effek   17.08    3/24/2017   EUR      75.46
Societe Generale Effek   16.37   12/23/2016   EUR      73.81
Commerzbank AG           14.00    1/26/2017   EUR      76.12
Lehman Brothers Treasu    7.50    9/13/2009   CHF       1.32
Lehman Brothers Treasu    8.05   12/20/2010   HKD       1.32
Lehman Brothers Treasu   16.00    10/8/2008   CHF       1.32
Lehman Brothers Treasu    4.50     3/6/2013   CHF       1.32
Lehman Brothers Treasu    4.00    4/24/2009   USD       1.32
Lehman Brothers Treasu    9.00    6/13/2009   USD       1.32
Lehman Brothers Treasu   11.00    2/16/2009   CHF       1.32
Lehman Brothers Treasu   11.00    6/29/2009   EUR       1.32
Lehman Brothers Treasu    1.50   10/25/2011   EUR       1.32
Sparebanken Vest Bolig    4.68                NOK      54.88
Municipality Finance P    0.50   12/15/2020   BRL      65.39
Banca di Credito Coope    2.25    2/10/2025   EUR      74.50
Credito Cooperativo In    1.75     2/4/2025   EUR      73.13
Melhus Sparebank          2.62    9/16/2024   NOK      66.60
Goldman Sachs & Co Wer   16.00    8/24/2016   EUR      67.64
Goldman Sachs & Co Wer   16.00    8/24/2016   EUR      67.64
Goldman Sachs & Co Wer   14.00   10/26/2016   EUR      69.77
Goldman Sachs & Co Wer   13.00   11/23/2016   EUR      70.49
Goldman Sachs & Co Wer   13.00   11/23/2016   EUR      70.49
Goldman Sachs & Co Wer    9.00   12/21/2016   EUR      69.74
Goldman Sachs & Co Wer   10.00    1/25/2017   EUR      64.20
Goldman Sachs & Co Wer   12.00    1/25/2017   EUR      71.88
Goldman Sachs & Co Wer    7.00    2/22/2017   EUR      69.57
Goldman Sachs & Co Wer    8.00    2/22/2017   EUR      70.16
Goldman Sachs & Co Wer   12.00    2/22/2017   EUR      72.58
Goldman Sachs & Co Wer   11.00    6/21/2017   EUR      73.28
Goldman Sachs & Co Wer   11.00    6/21/2017   EUR      73.28
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      61.01
Goldman Sachs & Co Wer    6.00   12/20/2017   EUR      65.94
Goldman Sachs & Co Wer    6.00    2/22/2017   EUR      62.78
Vontobel Financial Pro    4.50    9/23/2016   EUR      70.07
Vontobel Financial Pro    6.05    3/24/2017   EUR      65.84
Vontobel Financial Pro    7.50    3/24/2017   EUR      63.75
Vontobel Financial Pro    5.50   12/23/2016   EUR      67.62
Goldman Sachs & Co Wer   16.00    8/24/2016   EUR      59.93
Goldman Sachs & Co Wer   19.00   11/23/2016   EUR      59.27
Goldman Sachs & Co Wer   17.00    1/25/2017   EUR      61.68
Goldman Sachs & Co Wer   22.00    1/25/2017   EUR      58.87
Goldman Sachs & Co Wer   20.00    2/22/2017   EUR      59.50
Goldman Sachs & Co Wer   14.00    6/21/2017   EUR      64.67
Goldman Sachs & Co Wer   17.00    6/21/2017   EUR      62.57
Goldman Sachs & Co Wer    9.00   12/20/2017   EUR      70.34
Goldman Sachs & Co Wer    9.00   12/20/2017   EUR      71.50
Goldman Sachs & Co Wer   14.00   12/20/2017   EUR      67.19
Goldman Sachs & Co Wer    7.00   10/26/2016   EUR      67.16
Goldman Sachs & Co Wer   10.00    1/25/2017   EUR      60.97
Goldman Sachs & Co Wer    4.00    2/22/2017   EUR      75.08
Goldman Sachs & Co Wer    6.00    2/22/2017   EUR      68.72
Goldman Sachs & Co Wer   10.00    2/22/2017   EUR      61.74
Goldman Sachs & Co Wer   19.00    2/22/2017   EUR      55.74
Goldman Sachs & Co Wer   10.00    3/22/2017   EUR      62.51
Goldman Sachs & Co Wer    8.00    9/20/2017   EUR      64.94
Goldman Sachs & Co Wer    5.00   12/20/2017   EUR      70.52
Goldman Sachs & Co Wer   14.00    2/22/2017   EUR      72.98
Zurcher Kantonalbank F   11.25    4/26/2017   CHF      72.73
Vontobel Financial Pro   19.10    3/24/2017   EUR      68.65
Vontobel Financial Pro   12.00    3/24/2017   EUR      74.59
Vontobel Financial Pro   14.00    3/24/2017   EUR      72.44
Vontobel Financial Pro   15.00    3/24/2017   EUR      71.46
Vontobel Financial Pro   16.00    3/24/2017   EUR      70.55
Vontobel Financial Pro   17.00    3/24/2017   EUR      69.72
DZ Bank AG Deutsche Ze    6.00    3/24/2017   EUR      76.69
DZ Bank AG Deutsche Ze   10.00    6/19/2017   EUR      76.05
Vontobel Financial Pro   12.00   12/23/2016   EUR      75.49
Vontobel Financial Pro   10.00    3/24/2017   EUR      77.03
Vontobel Financial Pro   17.00    3/24/2017   EUR      73.79
Bank Julius Baer & Co    21.20    9/15/2016   CHF      72.70
Vontobel Financial Pro   13.50   12/23/2016   EUR      76.05
Vontobel Financial Pro   16.50    3/24/2017   EUR      73.56
Vontobel Financial Pro   20.60   12/23/2016   EUR      70.95
Vontobel Financial Pro   21.00   12/23/2016   EUR      67.64
Podkarpacki Bank Spold    5.74   10/24/2024   PLN      45.00
Deutsche Bank AG          3.20    9/20/2016   EUR      74.00
Deutsche Bank AG          5.20    9/20/2016   EUR      74.30
Deutsche Bank AG          7.20    9/20/2016   EUR      74.50
Deutsche Bank AG          3.20    9/20/2016   EUR      69.70
Deutsche Bank AG          5.20    9/20/2016   EUR      70.00
Deutsche Bank AG          7.20    9/20/2016   EUR      70.20
Deutsche Bank AG          3.20   12/20/2016   EUR      74.30
Deutsche Bank AG          5.20   12/20/2016   EUR      75.00
Deutsche Bank AG          7.20   12/20/2016   EUR      75.80
Deutsche Bank AG          5.20   12/20/2016   EUR      71.00
Deutsche Bank AG          3.20   12/20/2016   EUR      70.20
Deutsche Bank AG          7.20   12/20/2016   EUR      71.80
Deutsche Bank AG          5.20    3/21/2017   EUR      75.50
Deutsche Bank AG          3.20    3/21/2017   EUR      74.30
Deutsche Bank AG          7.20    3/21/2017   EUR      76.80
Deutsche Bank AG          3.20    3/21/2017   EUR      70.50
Deutsche Bank AG          7.20    3/21/2017   EUR      73.10
Deutsche Bank AG          5.20    3/21/2017   EUR      71.80
Deutsche Bank AG          5.20    6/20/2017   EUR      75.60
Deutsche Bank AG          5.20    6/20/2017   EUR      72.20
Deutsche Bank AG          3.20    6/20/2017   EUR      70.40
Deutsche Bank AG          7.20    6/20/2017   EUR      73.90
Deutsche Bank AG          3.20    6/20/2017   EUR      73.90
Deutsche Bank AG          9.20    9/20/2016   EUR      74.80
Deutsche Bank AG          9.20    9/20/2016   EUR      70.50
Deutsche Bank AG          9.20   12/20/2016   EUR      76.50
Deutsche Bank AG          9.20   12/20/2016   EUR      72.50
Deutsche Bank AG          9.20    3/21/2017   EUR      74.30
Deutsche Bank AG          9.20    9/20/2016   EUR      72.90
Deutsche Bank AG          9.20   12/20/2016   EUR      74.60
Deutsche Bank AG          9.20    3/21/2017   EUR      76.10
Deutsche Bank AG          9.20    9/20/2016   EUR      76.10
Deutsche Bank AG          3.20    9/20/2016   EUR      75.30
Deutsche Bank AG          3.20   12/20/2016   EUR      75.90
Deutsche Bank AG          3.20    6/20/2017   EUR      74.60
Bank Julius Baer & Co     6.80     2/9/2017   CHF      68.25
Bank Julius Baer & Co     9.40     2/9/2017   CHF      57.35
DZ Bank AG Deutsche Ze   10.00    3/24/2017   EUR      76.46
DZ Bank AG Deutsche Ze   11.00   12/23/2016   EUR      77.08
DZ Bank AG Deutsche Ze   15.25    9/23/2016   EUR      75.15
DZ Bank AG Deutsche Ze   12.25    2/24/2017   EUR      75.84
DZ Bank AG Deutsche Ze   10.00    3/24/2017   EUR      78.19
UniCredit Bank AG         5.00   12/22/2016   EUR      73.33
UniCredit Bank AG         4.50   12/22/2016   EUR      75.44
UniCredit Bank AG         4.25   12/22/2016   EUR      76.13
DZ Bank AG Deutsche Ze   10.50   12/19/2016   EUR      73.34
DZ Bank AG Deutsche Ze    8.50    3/20/2017   EUR      76.62
DZ Bank AG Deutsche Ze    9.25    3/20/2017   EUR      74.50
DZ Bank AG Deutsche Ze   10.25   12/19/2016   EUR      77.64
DZ Bank AG Deutsche Ze    9.00    3/20/2017   EUR      77.10
Vontobel Financial Pro   11.00    12/9/2016   EUR      72.89
Zurcher Kantonalbank F    6.02     9/2/2016   CHF      62.80
Leonteq Securities AG    10.00    12/8/2016   CHF      75.29
Commerzbank AG            7.25    8/25/2016   EUR      53.88
Commerzbank AG            9.75    8/25/2016   EUR      50.69
Commerzbank AG           10.25    8/25/2016   EUR      49.98
Commerzbank AG            7.75    8/25/2016   EUR      43.97
Commerzbank AG            8.50    8/25/2016   EUR      43.12
Commerzbank AG            4.50    8/25/2016   EUR      67.34
Commerzbank AG            5.25    8/25/2016   EUR      65.34
Commerzbank AG            6.00    8/25/2016   EUR      63.46
Commerzbank AG            7.00    8/25/2016   EUR      61.69
Commerzbank AG            7.75    8/25/2016   EUR      60.02
Commerzbank AG           11.50    8/25/2016   EUR      54.21
Commerzbank AG            8.00    8/25/2016   EUR      73.88
Commerzbank AG            9.00    8/25/2016   EUR      72.46
Commerzbank AG            7.50    8/25/2016   EUR      75.41
Commerzbank AG            9.75    8/25/2016   EUR      71.75
Commerzbank AG           12.25    8/25/2016   EUR      75.15
Commerzbank AG            8.75    8/25/2016   EUR      65.62
Commerzbank AG           12.75    8/25/2016   EUR      59.26
Commerzbank AG            9.00    8/25/2016   EUR      75.19
Commerzbank AG           10.00    8/25/2016   EUR      73.31
Commerzbank AG           11.00    8/25/2016   EUR      71.52
Commerzbank AG           13.75    8/25/2016   EUR      53.35
Vontobel Financial Pro    6.00   12/23/2016   EUR      75.76
Vontobel Financial Pro    4.50   12/23/2016   EUR      72.61
Vontobel Financial Pro   10.15   12/23/2016   EUR      64.60
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      70.77
Goldman Sachs & Co Wer   20.00    9/21/2016   EUR      71.94
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      35.12
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      66.89
Goldman Sachs & Co Wer   16.00   12/21/2016   EUR      72.32
Commerzbank AG            5.75    8/25/2016   EUR      56.56
HSBC Trinkaus & Burkha   12.60    9/23/2016   EUR      75.17
UBS AG/London             7.50    8/26/2016   CHF      68.65
Vontobel Financial Pro   10.65    9/23/2016   EUR      64.93
DZ Bank AG Deutsche Ze    8.20   12/19/2016   EUR      66.89
DZ Bank AG Deutsche Ze    8.80   12/19/2016   EUR      65.07
Vontobel Financial Pro    6.15    8/26/2016   EUR      54.60
Zurcher Kantonalbank F    7.30     9/8/2016   CHF      51.82
Vontobel Financial Pro    7.00    9/23/2016   EUR      74.45
Bank Julius Baer & Co     6.40     9/8/2016   CHF      45.10
Bank Julius Baer & Co     6.40     9/8/2016   CHF      69.65
DZ Bank AG Deutsche Ze    9.50    9/23/2016   EUR      48.38
DZ Bank AG Deutsche Ze    9.50    9/23/2016   EUR      56.48
DZ Bank AG Deutsche Ze    3.60    9/15/2017   EUR      56.54
UniCredit Bank AG         4.25   12/22/2016   EUR      61.89
UniCredit Bank AG         4.00   12/22/2016   EUR      62.45
UniCredit Bank AG         5.00    9/22/2016   EUR      57.35
Commerzbank AG            7.75    8/25/2016   EUR      53.02
Commerzbank AG            9.00    8/25/2016   EUR      51.47
Commerzbank AG            6.00    8/25/2016   EUR      45.78
Commerzbank AG            6.50    8/25/2016   EUR      45.32
Commerzbank AG            7.25    8/25/2016   EUR      44.42
Commerzbank AG            8.00    8/25/2016   EUR      43.53
Commerzbank AG            9.00    8/25/2016   EUR      42.70
Commerzbank AG            9.25    8/25/2016   EUR      42.29
Commerzbank AG            8.75    8/25/2016   EUR      58.45
Commerzbank AG            9.50    8/25/2016   EUR      56.96
Commerzbank AG           10.50    8/25/2016   EUR      55.56
Commerzbank AG            6.25    8/25/2016   EUR      76.94
Commerzbank AG            7.25    8/25/2016   EUR      75.39
Commerzbank AG            6.50    8/25/2016   EUR      77.39
Commerzbank AG            8.50    8/25/2016   EUR      73.53
Commerzbank AG           15.75    8/25/2016   EUR      70.89
Commerzbank AG           10.75    8/25/2016   EUR      62.27
Commerzbank AG            6.25    8/25/2016   EUR      66.23
Commerzbank AG            9.75    8/25/2016   EUR      59.04
Notenstein La Roche Pr    6.80   11/28/2016   CHF      70.04
Vontobel Financial Pro    6.35     9/9/2016   EUR      72.74
Vontobel Financial Pro    8.50   12/23/2016   EUR      70.39
Vontobel Financial Pro   12.50    9/23/2016   EUR      64.57
Vontobel Financial Pro   10.50   12/23/2016   EUR      67.03
Vontobel Financial Pro    4.00    9/23/2016   EUR      73.93
Goldman Sachs & Co Wer   16.00   12/21/2016   EUR      69.73
Goldman Sachs & Co Wer   16.00    8/24/2016   EUR      44.60
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      41.35
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      72.39
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      72.74
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      69.19
Goldman Sachs & Co Wer    7.00   12/21/2016   EUR      70.95
Commerzbank AG            6.75    8/25/2016   EUR      54.73
Credit Suisse AG/Londo    7.00    8/25/2016   CHF      66.25
HSBC Trinkaus & Burkha    8.00    9/23/2016   EUR      76.59
HSBC Trinkaus & Burkha    9.00    9/23/2016   EUR      74.83
HSBC Trinkaus & Burkha    8.80    9/23/2016   EUR      50.19
HSBC Trinkaus & Burkha    8.10    9/23/2016   EUR      43.35
HSBC Trinkaus & Burkha    7.30    9/23/2016   EUR      73.52
HSBC Trinkaus & Burkha    8.10    9/23/2016   EUR      73.35
Notenstein La Roche Pr    7.00     9/7/2016   CHF      73.85
Vontobel Financial Pro    8.20    9/23/2016   EUR      68.98
Vontobel Financial Pro   10.00    9/23/2016   EUR      68.26
DZ Bank AG Deutsche Ze    5.50   12/19/2016   EUR      54.18
DZ Bank AG Deutsche Ze    6.50   12/19/2016   EUR      52.76
DZ Bank AG Deutsche Ze    7.20   12/19/2016   EUR      51.48
DZ Bank AG Deutsche Ze    8.80    9/19/2016   EUR      65.14
DZ Bank AG Deutsche Ze   10.00    9/19/2016   EUR      63.19
DZ Bank AG Deutsche Ze    9.00   12/23/2016   EUR      50.57
DZ Bank AG Deutsche Ze    9.50   12/23/2016   EUR      60.19
UniCredit Bank AG         5.00    9/22/2016   EUR      49.85
UniCredit Bank AG         6.00    9/22/2016   EUR      54.64
UniCredit Bank AG         4.25   12/22/2016   EUR      52.97
UniCredit Bank AG         4.00   12/22/2016   EUR      54.01
DZ Bank AG Deutsche Ze    5.75   12/23/2016   EUR      73.60
DZ Bank AG Deutsche Ze    4.70    8/24/2016   EUR      42.66
DZ Bank AG Deutsche Ze    5.00    9/23/2016   EUR      76.54
DZ Bank AG Deutsche Ze    5.75   12/23/2016   EUR      42.25
Banque Cantonale Vaudo    8.25    8/17/2016   EUR      72.15
Vontobel Financial Pro    6.25    12/2/2016   EUR      74.93
Vontobel Financial Pro    5.10    12/2/2016   EUR      66.71
Vontobel Financial Pro    6.20    8/26/2016   EUR      72.32
Vontobel Financial Pro    7.85    8/26/2016   EUR      73.10
Vontobel Financial Pro    5.45    8/26/2016   EUR      69.32
Deutsche Bank AG          4.20    9/20/2016   EUR      54.40
Deutsche Bank AG          6.20    9/20/2016   EUR      54.60
Deutsche Bank AG          5.20    9/20/2016   EUR      54.50
Deutsche Bank AG          5.20   12/20/2016   EUR      55.80
Deutsche Bank AG          6.20   12/20/2016   EUR      56.20
Deutsche Bank AG          4.20   12/20/2016   EUR      55.40
Deutsche Bank AG          6.20    9/20/2016   EUR      46.10
Deutsche Bank AG          6.20    9/20/2016   EUR      44.40
Deutsche Bank AG          4.20    9/20/2016   EUR      44.20
Deutsche Bank AG          4.20   12/20/2016   EUR      45.30
Deutsche Bank AG          4.20    9/20/2016   EUR      73.20
Deutsche Bank AG          5.20    9/20/2016   EUR      73.40
Deutsche Bank AG          6.20    9/20/2016   EUR      73.50
Deutsche Bank AG          5.20    9/20/2016   EUR      69.30
Deutsche Bank AG          4.20    9/20/2016   EUR      69.20
Deutsche Bank AG          6.20    9/20/2016   EUR      69.50
Deutsche Bank AG          5.20   12/20/2016   EUR      74.50
Deutsche Bank AG          6.20   12/20/2016   EUR      74.90
Deutsche Bank AG          4.20   12/20/2016   EUR      74.10
Deutsche Bank AG          5.20   12/20/2016   EUR      70.60
Deutsche Bank AG          6.20   12/20/2016   EUR      70.90
Deutsche Bank AG          4.20   12/20/2016   EUR      70.20
Deutsche Bank AG          5.20    3/21/2017   EUR      76.70
Deutsche Bank AG          5.20    3/21/2017   EUR      57.00
Deutsche Bank AG          7.20    3/21/2017   EUR      58.30
Deutsche Bank AG          7.20    3/21/2017   EUR      53.50
Deutsche Bank AG          5.20    3/21/2017   EUR      52.20
Deutsche Bank AG          5.20    3/21/2017   EUR      48.60
Deutsche Bank AG          7.20    3/21/2017   EUR      49.90
Deutsche Bank AG          5.20    3/21/2017   EUR      47.00
Deutsche Bank AG          7.20    3/21/2017   EUR      48.20
Deutsche Bank AG          7.20    3/21/2017   EUR      46.70
Deutsche Bank AG          5.20    3/21/2017   EUR      45.40
Deutsche Bank AG          7.20    3/21/2017   EUR      45.20
Deutsche Bank AG          5.20    3/21/2017   EUR      44.00
Deutsche Bank AG          5.20    3/21/2017   EUR      42.60
Deutsche Bank AG          7.20    3/21/2017   EUR      43.90
Deutsche Bank AG          7.20    3/21/2017   EUR      76.70
Deutsche Bank AG          5.20    3/21/2017   EUR      75.40
Deutsche Bank AG          5.20    3/21/2017   EUR      71.70
Deutsche Bank AG          7.20    3/21/2017   EUR      72.90
Deutsche Bank AG          7.20    8/24/2016   EUR      74.10
Deutsche Bank AG          7.20   10/26/2016   EUR      75.30
Deutsche Bank AG          5.20   10/26/2016   EUR      74.90
Deutsche Bank AG          5.20   11/23/2016   EUR      75.20
Deutsche Bank AG          7.20   11/23/2016   EUR      75.80
Deutsche Bank AG          5.20    8/24/2016   EUR      54.10
Deutsche Bank AG          7.20    8/24/2016   EUR      54.20
Deutsche Bank AG          7.20    8/24/2016   EUR      49.30
Deutsche Bank AG          7.20   10/26/2016   EUR      55.50
Deutsche Bank AG          5.20   10/26/2016   EUR      55.00
Deutsche Bank AG          5.20   10/26/2016   EUR      50.10
Deutsche Bank AG          7.20   10/26/2016   EUR      50.60
Deutsche Bank AG          5.20   11/23/2016   EUR      55.40
Deutsche Bank AG          7.20   11/23/2016   EUR      56.00
Deutsche Bank AG          7.20   11/23/2016   EUR      51.10
Deutsche Bank AG          5.20   11/23/2016   EUR      50.50
Deutsche Bank AG          7.20    8/24/2016   EUR      76.60
Deutsche Bank AG          7.20    8/24/2016   EUR      45.70
Deutsche Bank AG          7.20    8/24/2016   EUR      44.00
Deutsche Bank AG          7.20    8/24/2016   EUR      42.50
Deutsche Bank AG          7.20    8/24/2016   EUR      41.00
Deutsche Bank AG          7.20    8/24/2016   EUR      39.70
Deutsche Bank AG          5.20   10/26/2016   EUR      46.50
Deutsche Bank AG          7.20   10/26/2016   EUR      47.00
Deutsche Bank AG          7.20   10/26/2016   EUR      45.30
Deutsche Bank AG          5.20   10/26/2016   EUR      44.80
Deutsche Bank AG          7.20   10/26/2016   EUR      43.70
Deutsche Bank AG          5.20   10/26/2016   EUR      43.30
Deutsche Bank AG          7.20   10/26/2016   EUR      42.30
Deutsche Bank AG          5.20   10/26/2016   EUR      41.80
Deutsche Bank AG          5.20   10/26/2016   EUR      40.50
Deutsche Bank AG          7.20   10/26/2016   EUR      40.90
Deutsche Bank AG          7.20   11/23/2016   EUR      47.50
Deutsche Bank AG          5.20   11/23/2016   EUR      46.90
Deutsche Bank AG          5.20   11/23/2016   EUR      45.20
Deutsche Bank AG          7.20   11/23/2016   EUR      45.80
Deutsche Bank AG          5.20   11/23/2016   EUR      43.70
Deutsche Bank AG          7.20   11/23/2016   EUR      44.30
Deutsche Bank AG          5.20   11/23/2016   EUR      42.20
Deutsche Bank AG          7.20   11/23/2016   EUR      42.80
Deutsche Bank AG          7.20   11/23/2016   EUR      41.50
Deutsche Bank AG          5.20   11/23/2016   EUR      40.90
Deutsche Bank AG          5.20    8/24/2016   EUR      77.60
Deutsche Bank AG          5.20    8/24/2016   EUR      73.00
Deutsche Bank AG          7.20    8/24/2016   EUR      73.10
Deutsche Bank AG          7.20    8/24/2016   EUR      69.10
Deutsche Bank AG          5.20    8/24/2016   EUR      69.00
Deutsche Bank AG          5.20   10/26/2016   EUR      73.80
Deutsche Bank AG          7.20   10/26/2016   EUR      74.30
Deutsche Bank AG          5.20   10/26/2016   EUR      69.80
Deutsche Bank AG          7.20   10/26/2016   EUR      70.30
Deutsche Bank AG          5.20   11/23/2016   EUR      74.20
Deutsche Bank AG          7.20   11/23/2016   EUR      74.80
Deutsche Bank AG          7.20   11/23/2016   EUR      70.80
Deutsche Bank AG          5.20   11/23/2016   EUR      70.20
DZ Bank AG Deutsche Ze    5.10    9/19/2016   EUR      75.16
DZ Bank AG Deutsche Ze    6.00    9/19/2016   EUR      62.27
DZ Bank AG Deutsche Ze    6.75    9/19/2016   EUR      62.36
Notenstein La Roche Pr    6.34    8/19/2016   CHF      69.17
Vontobel Financial Pro    5.00   12/23/2016   EUR      47.33
Vontobel Financial Pro    5.00   12/23/2016   EUR      55.72
Vontobel Financial Pro   13.40   12/23/2016   EUR      46.42
Vontobel Financial Pro    7.60   12/23/2016   EUR      49.49
Vontobel Financial Pro    5.45   12/23/2016   EUR      53.14
Vontobel Financial Pro   10.00   12/23/2016   EUR      72.12
Vontobel Financial Pro    6.00    8/26/2016   EUR      71.04
Vontobel Financial Pro    6.35    8/26/2016   EUR      73.47
Vontobel Financial Pro    6.75    8/26/2016   EUR      67.77
DekaBank Deutsche Giro    5.40    8/12/2016   EUR      62.86
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      47.15
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      65.59
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      65.59
Goldman Sachs & Co Wer   11.00    8/24/2016   EUR      65.68
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      65.97
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      66.31
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      66.31
Goldman Sachs & Co Wer    6.00   12/21/2016   EUR      66.89
Goldman Sachs & Co Wer    8.00   12/21/2016   EUR      67.73
Goldman Sachs & Co Wer    8.00   12/21/2016   EUR      67.73
Goldman Sachs & Co Wer    7.00    3/22/2017   EUR      68.92
Goldman Sachs & Co Wer    8.00    3/22/2017   EUR      69.59
Goldman Sachs & Co Wer    8.00    3/22/2017   EUR      69.59
Goldman Sachs & Co Wer    8.00    3/22/2017   EUR      69.59
Goldman Sachs & Co Wer    7.00    6/21/2017   EUR      69.96
Goldman Sachs & Co Wer    8.00    6/21/2017   EUR      70.88
Goldman Sachs & Co Wer    8.00    6/21/2017   EUR      70.88
Goldman Sachs & Co Wer    8.00    6/21/2017   EUR      70.88
Goldman Sachs & Co Wer    8.00    6/21/2017   EUR      70.88
Vontobel Financial Pro   13.95    9/23/2016   EUR      49.07
Vontobel Financial Pro    6.00   12/23/2016   EUR      59.59
Vontobel Financial Pro   10.00   12/23/2016   EUR      53.62
Vontobel Financial Pro   11.70   12/23/2016   EUR      51.77
Landesbank Baden-Wuert    5.00    8/26/2016   EUR      76.81
Landesbank Baden-Wuert    6.00    8/26/2016   EUR      74.60
Landesbank Baden-Wuert    5.00    8/26/2016   EUR      75.70
Landesbank Baden-Wuert    6.00    8/26/2016   EUR      73.55
DekaBank Deutsche Giro    5.40    8/12/2016   EUR      70.38
Landesbank Baden-Wuert    3.00    8/26/2016   EUR      54.93
Landesbank Baden-Wuert    4.50    8/26/2016   EUR      51.84
Landesbank Baden-Wuert    5.50    8/26/2016   EUR      50.39
Landesbank Baden-Wuert    6.00    8/26/2016   EUR      76.97
Landesbank Baden-Wuert    7.00    8/26/2016   EUR      75.14
Landesbank Baden-Wuert    3.00    8/26/2016   EUR      45.06
Landesbank Baden-Wuert    4.00    8/26/2016   EUR      43.13
Landesbank Baden-Wuert    5.00    8/26/2016   EUR      41.81
Landesbank Baden-Wuert    6.00    8/26/2016   EUR      40.58
Landesbank Baden-Wuert    2.50    8/26/2016   EUR      54.01
Landesbank Baden-Wuert    3.50    8/26/2016   EUR      52.42
Landesbank Baden-Wuert    4.50    8/26/2016   EUR      51.17
Landesbank Baden-Wuert    5.50    8/26/2016   EUR      77.27
Landesbank Baden-Wuert    4.50    8/26/2016   EUR      73.57
Landesbank Baden-Wuert    6.00    8/26/2016   EUR      70.51
Landesbank Baden-Wuert    3.00    8/26/2016   EUR      76.02
Landesbank Baden-Wuert    4.50    8/26/2016   EUR      71.86
Landesbank Baden-Wuert    2.50    8/26/2016   EUR      71.31
Landesbank Baden-Wuert    4.00    8/26/2016   EUR      68.09
Landesbank Baden-Wuert    5.50    8/26/2016   EUR      65.64
Landesbank Baden-Wuert    2.50    8/26/2016   EUR      76.25
Landesbank Baden-Wuert    3.50    8/26/2016   EUR      73.63
Landesbank Baden-Wuert    4.50    8/26/2016   EUR      71.44
Landesbank Baden-Wuert    5.50    8/26/2016   EUR      69.53
Landesbank Baden-Wuert    6.50    8/26/2016   EUR      67.88
UBS AG/London             8.25    2/20/2017   CHF      78.51
UBS AG/London             8.25    8/19/2016   CHF      27.55
Vontobel Financial Pro    4.75    9/23/2016   EUR      75.23
Vontobel Financial Pro   13.00    9/23/2016   EUR      63.18
Vontobel Financial Pro    8.80   12/23/2016   EUR      68.12
Vontobel Financial Pro    5.00   12/23/2016   EUR      74.11
Vontobel Financial Pro    6.85   12/23/2016   EUR      70.92
Vontobel Financial Pro   10.80   12/23/2016   EUR      65.65
Vontobel Financial Pro   15.60    9/23/2016   EUR      60.56
Leonteq Securities AG     5.40    8/28/2017   CHF      47.51
Leonteq Securities AG    10.00   11/28/2016   CHF      74.50
UBS AG                    5.00    9/23/2016   EUR      73.10
UBS AG                   10.00    9/23/2016   EUR      74.38
UBS AG                   11.50    9/23/2016   EUR      62.43
Notenstein La Roche Pr    6.90    8/28/2017   CHF      67.53
Bank J Safra Sarasin A    6.55    8/17/2016   CHF      69.04
Vontobel Financial Pro    7.05    8/26/2016   EUR      68.37
Zurcher Kantonalbank F    5.80    8/21/2017   CHF      67.70
Bank Julius Baer & Co    13.60     9/2/2016   EUR      74.45
Vontobel Financial Pro   10.80    9/23/2016   EUR      75.81
Vontobel Financial Pro   12.75    9/23/2016   EUR      72.67
Vontobel Financial Pro   10.85   12/23/2016   EUR      75.07
Vontobel Financial Pro   12.50   12/23/2016   EUR      72.37
Vontobel Financial Pro    9.00   12/23/2016   EUR      73.93
Vontobel Financial Pro   17.15    9/23/2016   EUR      55.04
Vontobel Financial Pro   14.45   12/23/2016   EUR      57.78
Vontobel Financial Pro    8.35   12/23/2016   EUR      64.24
Vontobel Financial Pro    3.35   12/23/2016   EUR      74.30
Vontobel Financial Pro    8.90    9/23/2016   EUR      57.58
Vontobel Financial Pro    9.80   12/23/2016   EUR      56.52
Vontobel Financial Pro   15.15   12/23/2016   EUR      68.88
Vontobel Financial Pro   11.15    9/23/2016   EUR      71.95
Vontobel Financial Pro    8.50   12/23/2016   EUR      76.07
Vontobel Financial Pro   10.70   12/23/2016   EUR      72.41
Vontobel Financial Pro   10.50    9/23/2016   EUR      69.45
Vontobel Financial Pro    9.00   12/23/2016   EUR      71.60
Vontobel Financial Pro    6.70   12/23/2016   EUR      75.28
Vontobel Financial Pro    8.85    9/23/2016   EUR      50.01
Vontobel Financial Pro   11.50   11/22/2016   EUR      71.33
UBS AG/London             6.65    8/24/2016   CHF      68.98
Leonteq Securities AG    10.00   11/21/2016   CHF      59.50
UniCredit Bank AG         5.70    8/19/2016   EUR      56.94
Vontobel Financial Pro    3.75    9/23/2016   EUR      56.54
Vontobel Financial Pro    4.85   12/23/2016   EUR      55.28
Vontobel Financial Pro    6.50   12/23/2016   EUR      53.46
Vontobel Financial Pro    8.35   12/23/2016   EUR      51.93
DZ Bank AG Deutsche Ze    8.00   12/23/2016   EUR      75.96
DZ Bank AG Deutsche Ze    8.25   12/23/2016   EUR      64.64
DZ Bank AG Deutsche Ze   16.00    8/26/2016   EUR       0.33
DZ Bank AG Deutsche Ze    6.25    8/26/2016   EUR      75.07
Credit Suisse AG/Nassa    7.25    2/27/2017   CHF      78.32
Credit Suisse AG/Nassa    7.00    8/25/2016   CHF      40.71
Credit Suisse AG/Nassa    7.90    2/27/2017   CHF      70.83
DZ Bank AG Deutsche Ze    7.00    9/19/2016   EUR      42.17
Vontobel Financial Pro   10.00   12/23/2016   EUR      72.70
Vontobel Financial Pro    7.85   12/23/2016   EUR      76.74
Vontobel Financial Pro   11.00    9/23/2016   EUR      58.36
Vontobel Financial Pro    8.50    9/23/2016   EUR      62.28
Vontobel Financial Pro    7.65   12/23/2016   EUR      64.16
Vontobel Financial Pro   10.00   12/23/2016   EUR      60.82
Vontobel Financial Pro   16.70    9/23/2016   EUR      75.04
DZ Bank AG Deutsche Ze    5.80    9/19/2016   EUR      46.08
DZ Bank AG Deutsche Ze    7.30   12/19/2016   EUR      45.23
DZ Bank AG Deutsche Ze    5.60   12/19/2016   EUR      61.49
DZ Bank AG Deutsche Ze    6.50   12/19/2016   EUR      58.08
DZ Bank AG Deutsche Ze    5.70   12/19/2016   EUR      76.32
DZ Bank AG Deutsche Ze    6.80   12/19/2016   EUR      74.39
Zurcher Kantonalbank F    7.50    2/27/2017   EUR      77.35
Vontobel Financial Pro   15.00   12/23/2016   EUR      74.93
Vontobel Financial Pro   12.00    9/23/2016   EUR      67.60
Vontobel Financial Pro   10.50   12/23/2016   EUR      70.08
Vontobel Financial Pro    8.00   12/23/2016   EUR      74.14
Vontobel Financial Pro    6.50   12/23/2016   EUR      76.87
UBS AG/London             7.00    8/26/2016   CHF      69.45
Commerzbank AG            9.00    8/25/2016   EUR      41.84
DZ Bank AG Deutsche Ze    5.25    8/26/2016   EUR      64.42
Vontobel Financial Pro    8.00    9/23/2016   EUR      46.81
WGZ-Bank AG Westdeutsc    3.50     2/7/2017   EUR      75.24
WGZ-Bank AG Westdeutsc    2.50    9/27/2016   EUR      53.65
WGZ-Bank AG Westdeutsc    5.00    9/27/2016   EUR      47.58
WGZ-Bank AG Westdeutsc    6.00    9/27/2016   EUR      45.94
DekaBank Deutsche Giro    4.75    1/20/2017   EUR      62.55
Landesbank Baden-Wuert    3.40    9/28/2018   EUR      52.74
Credit Suisse AG/Londo    7.25    8/15/2016   EUR      73.12
DZ Bank AG Deutsche Ze    4.90    9/19/2016   EUR      75.14
Vontobel Financial Pro    8.50    8/26/2016   EUR      48.85
DZ Bank AG Deutsche Ze    6.40    9/19/2016   EUR      38.80
Vontobel Financial Pro    7.50    8/26/2016   EUR      40.93
Vontobel Financial Pro    7.50    8/26/2016   EUR      68.43
Zurcher Kantonalbank F    6.00    8/18/2016   EUR      70.15
Credit Suisse AG/Nassa    6.00    2/20/2017   CHF      75.23
Bank Julius Baer & Co    12.20    8/18/2016   USD      61.95
DZ Bank AG Deutsche Ze    5.25    8/26/2016   EUR      73.19
DZ Bank AG Deutsche Ze    5.50    8/26/2016   EUR      71.77
DZ Bank AG Deutsche Ze    8.00    9/23/2016   EUR      69.80
DZ Bank AG Deutsche Ze   11.00    9/23/2016   EUR      58.79
DZ Bank AG Deutsche Ze    6.50    9/23/2016   EUR      51.95
DZ Bank AG Deutsche Ze    5.25    8/26/2016   EUR      66.90
DZ Bank AG Deutsche Ze    8.00    8/26/2016   EUR      71.23
DZ Bank AG Deutsche Ze    7.50    8/26/2016   EUR      67.70
DZ Bank AG Deutsche Ze    5.00    8/26/2016   EUR      68.20
Notenstein La Roche Pr    7.00    8/11/2017   CHF      66.69
Notenstein La Roche Pr    8.02    8/11/2017   EUR      66.87
Credit Suisse AG/Londo    8.00    8/22/2016   USD      58.51
HSBC Trinkaus & Burkha    3.65    9/16/2016   EUR      44.32
DekaBank Deutsche Giro    3.20    7/13/2018   EUR      75.52
Credit Suisse AG/Nassa    7.25    2/20/2017   EUR      74.52
Vontobel Financial Pro    7.35   12/23/2016   EUR      74.38
Vontobel Financial Pro    6.40   12/23/2016   EUR      73.28
Vontobel Financial Pro    5.30   12/23/2016   EUR      75.57
Vontobel Financial Pro    8.05   12/23/2016   EUR      39.93
Vontobel Financial Pro    4.45   12/23/2016   EUR      43.87
Vontobel Financial Pro    5.35   12/23/2016   EUR      50.95
Vontobel Financial Pro    7.75   12/23/2016   EUR      47.76
Vontobel Financial Pro    6.15    8/26/2016   EUR      69.84
Vontobel Financial Pro    5.30    8/26/2016   EUR      68.08
Vontobel Financial Pro   11.00    9/23/2016   EUR      71.98
Vontobel Financial Pro   14.80    9/23/2016   EUR      67.40
Vontobel Financial Pro   12.50   12/23/2016   EUR      70.30
Vontobel Financial Pro    9.50   12/23/2016   EUR      74.18
Zurcher Kantonalbank F    7.92    8/19/2016   EUR      73.11
Credit Suisse AG/Nassa    8.00    2/21/2017   EUR      75.28
Credit Suisse AG/Londo    7.00    2/20/2017   CHF      69.40
Vontobel Financial Pro    6.60    9/23/2016   EUR      58.23
Vontobel Financial Pro    9.20    9/23/2016   EUR      53.75
Vontobel Financial Pro   12.25    9/23/2016   EUR      50.07
DZ Bank AG Deutsche Ze    3.45    8/25/2017   EUR      52.66
DekaBank Deutsche Giro    2.80    7/22/2019   EUR      65.46
Goldman Sachs & Co Wer    3.00    3/22/2017   EUR      66.62
Vontobel Financial Pro    6.80    9/23/2016   EUR      74.53
Vontobel Financial Pro   10.00   12/23/2016   EUR      63.86
Vontobel Financial Pro    8.10   12/23/2016   EUR      66.21
Notenstein La Roche Pr    3.10    8/28/2019   CHF      74.42
Notenstein La Roche Pr    4.30    8/21/2018   CHF      73.23
Notenstein La Roche Pr    6.80    2/21/2017   CHF      74.18
Notenstein La Roche Pr    6.20    2/21/2017   EUR      72.96
Banque Cantonale Vaudo    6.75    8/12/2016   CHF      65.09
Landesbank Hessen-Thue    4.50   12/14/2016   EUR      66.10
Vontobel Financial Pro   10.00    9/23/2016   EUR      73.32
Goldman Sachs & Co Wer   18.00    8/24/2016   EUR      33.06
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      31.45
Goldman Sachs & Co Wer   22.00    8/24/2016   EUR      62.23
Goldman Sachs & Co Wer   17.00   12/21/2016   EUR      67.72
Goldman Sachs & Co Wer   22.00    8/24/2016   EUR      70.26
Vontobel Financial Pro    5.35   12/16/2016   EUR      66.31
Vontobel Financial Pro    6.20    8/26/2016   EUR      71.34
DZ Bank AG Deutsche Ze    6.00    9/19/2016   EUR      76.60
Vontobel Financial Pro    7.00     9/2/2016   EUR      76.36
Vontobel Financial Pro    7.00     9/2/2016   EUR      56.88
Leonteq Securities AG     9.40    8/17/2016   EUR      65.37
Leonteq Securities AG     6.77    8/17/2017   CHF      50.39
Leonteq Securities AG     5.00     9/4/2018   CHF      48.66
Leonteq Securities AG    10.00    12/8/2016   EUR      77.44
Commerzbank AG            8.50    8/25/2016   EUR      52.24
Commerzbank AG            5.50    8/25/2016   EUR      46.78
Commerzbank AG            5.75    8/25/2016   EUR      46.29
Commerzbank AG            6.75    8/25/2016   EUR      44.86
Goldman Sachs & Co Wer   13.00   12/21/2016   EUR      49.44
Goldman Sachs & Co Wer   15.00    8/24/2016   EUR      76.60
Goldman Sachs & Co Wer   19.00    9/21/2016   EUR      68.41
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      72.74
Goldman Sachs & Co Wer    4.00    3/22/2017   EUR      56.55
Goldman Sachs & Co Wer    7.00    8/24/2016   EUR      69.10
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      69.57
Commerzbank AG            6.25    8/25/2016   EUR      55.60
UBS AG/London             8.00    8/26/2016   CHF      27.76
Lehman Brothers Treasu    4.60    11/9/2011   EUR      11.75
DZ Bank AG Deutsche Ze    6.30    9/19/2016   EUR      52.90
DZ Bank AG Deutsche Ze    7.90    9/19/2016   EUR      67.12
DZ Bank AG Deutsche Ze    7.50   12/19/2016   EUR      68.65
Vontobel Financial Pro    8.00    9/23/2016   EUR      73.92
Vontobel Financial Pro    8.00    9/23/2016   EUR      53.95
DZ Bank AG Deutsche Ze    5.75    9/23/2016   EUR      62.48
DZ Bank AG Deutsche Ze    8.00    9/23/2016   EUR      65.33
UniCredit Bank AG         5.50   12/22/2016   EUR      72.39
UniCredit Bank AG         6.00   12/22/2016   EUR      71.14
UniCredit Bank AG         6.70    9/22/2016   EUR      76.45
UBS AG                    4.50     9/9/2016   EUR      56.72
Vontobel Financial Pro    5.75     9/9/2016   EUR      51.83
Vontobel Financial Pro    4.25    12/9/2016   EUR      55.16
Societe Generale Effek    8.42    10/7/2016   EUR      71.64
Vontobel Financial Pro    4.65    12/9/2016   EUR      73.66
UBS AG                    4.75    9/23/2016   EUR      53.18
UBS AG                    4.50    9/23/2016   EUR      43.91
UBS AG                    5.25    9/23/2016   EUR      60.62
Vontobel Financial Pro   14.00    3/24/2017   EUR      71.78
Vontobel Financial Pro   15.00    3/24/2017   EUR      75.22
Commerzbank AG           14.75    3/23/2017   EUR      76.13
Vontobel Financial Pro   16.30     9/8/2017   EUR      76.49
Vontobel Financial Pro   13.50    3/24/2017   EUR      71.71
Vontobel Financial Pro   17.55   12/23/2016   EUR      73.65
Vontobel Financial Pro   19.50    3/24/2017   EUR      71.98
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      66.87
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      67.27
Goldman Sachs & Co Wer    9.00    3/22/2017   EUR      71.18
Goldman Sachs & Co Wer    6.00    3/22/2017   EUR      58.42
Landesbank Baden-Wuert    5.00    9/22/2017   EUR      57.35
Landesbank Baden-Wuert    3.00    9/22/2017   EUR      61.59
Landesbank Baden-Wuert    5.00    9/22/2017   EUR      68.84
Commerzbank AG            5.75    9/22/2016   EUR      57.06
Commerzbank AG           11.00    9/22/2016   EUR      49.26
Leonteq Securities AG     6.00   10/12/2017   CHF      52.22
Leonteq Securities AG    11.00   10/12/2016   CHF      72.15
UniCredit Bank AG         4.50    9/19/2017   EUR      41.57
Landesbank Hessen-Thue    5.60    7/11/2017   EUR      51.59
Commerzbank AG           12.75    2/23/2017   EUR      75.82
Zurcher Kantonalbank F   11.03    2/10/2017   CHF      74.52
Societe Generale Effek   14.15    3/24/2017   EUR      76.11
Societe Generale Effek   14.61    3/24/2017   EUR      74.94
Societe Generale Effek   17.29    3/24/2017   EUR      72.50
Societe Generale Effek   13.87    6/23/2017   EUR      77.18
Societe Generale Effek   16.44    6/23/2017   EUR      74.82
Societe Generale Effek   19.62    6/23/2017   EUR      72.81
Commerzbank AG            8.00    1/26/2017   EUR      77.30
Commerzbank AG            9.75    1/26/2017   EUR      72.74
Commerzbank AG           12.00    1/26/2017   EUR      68.55
Commerzbank AG           14.50    1/26/2017   EUR      65.00
Commerzbank AG           17.25    1/26/2017   EUR      62.12
Vontobel Financial Pro   17.60    9/23/2016   EUR      73.94
Vontobel Financial Pro   17.00   12/23/2016   EUR      73.45
Vontobel Financial Pro    7.70   12/23/2016   EUR      56.45
Vontobel Financial Pro    6.95    9/23/2016   EUR      73.23
UBS AG/London            12.50     1/3/2017   CHF      69.85
DZ Bank AG Deutsche Ze    8.50    1/27/2017   EUR      74.59
DZ Bank AG Deutsche Ze    9.25    1/27/2017   EUR      75.30
DZ Bank AG Deutsche Ze    5.25    3/24/2017   EUR      74.07
DZ Bank AG Deutsche Ze    5.75    1/27/2017   EUR      64.34
DZ Bank AG Deutsche Ze    9.50    1/27/2017   EUR      60.27
DZ Bank AG Deutsche Ze   12.00    9/23/2016   EUR      53.43
DZ Bank AG Deutsche Ze   10.00   12/23/2016   EUR      55.68
DZ Bank AG Deutsche Ze    5.00    1/27/2017   EUR      60.19
DZ Bank AG Deutsche Ze    8.50    1/27/2017   EUR      55.93
DZ Bank AG Deutsche Ze    6.75    3/24/2017   EUR      56.15
DZ Bank AG Deutsche Ze   12.00    9/23/2016   EUR      72.59
DZ Bank AG Deutsche Ze    5.80    1/25/2017   EUR      60.53
Vontobel Financial Pro   11.05    9/23/2016   EUR      71.86
Vontobel Financial Pro    8.00    3/24/2017   EUR      61.10
Vontobel Financial Pro   16.40    9/23/2016   EUR      74.51
Vontobel Financial Pro   16.55   12/23/2016   EUR      74.37
HSBC Trinkaus & Burkha   15.30   12/23/2016   EUR      72.95
HSBC Trinkaus & Burkha   13.30    3/24/2017   EUR      75.00
HSBC Trinkaus & Burkha   14.40    6/23/2017   EUR      73.82
HSBC Trinkaus & Burkha   13.00   11/25/2016   EUR      75.55
HSBC Trinkaus & Burkha   15.50   12/23/2016   EUR      69.77
HSBC Trinkaus & Burkha   10.70   12/23/2016   EUR      75.35
HSBC Trinkaus & Burkha   13.20    3/24/2017   EUR      71.80
HSBC Trinkaus & Burkha    9.60    3/24/2017   EUR      76.52
HSBC Trinkaus & Burkha   12.30    6/23/2017   EUR      72.01
HSBC Trinkaus & Burkha   11.60    6/23/2017   EUR      72.93
HSBC Trinkaus & Burkha    8.60    6/23/2017   EUR      76.75
HSBC Trinkaus & Burkha    9.20    9/22/2017   EUR      75.40
HSBC Trinkaus & Burkha   14.50   10/28/2016   EUR      70.91
HSBC Trinkaus & Burkha   13.70   11/25/2016   EUR      71.66
HSBC Trinkaus & Burkha   11.80    2/24/2017   EUR      73.56
HSBC Trinkaus & Burkha   16.50   12/23/2016   EUR      72.39
HSBC Trinkaus & Burkha   13.70    3/24/2017   EUR      74.53
HSBC Trinkaus & Burkha   12.30    6/23/2017   EUR      74.94
HSBC Trinkaus & Burkha   10.80    6/23/2017   EUR      76.57
HSBC Trinkaus & Burkha   12.30   11/25/2016   EUR      76.63
DZ Bank AG Deutsche Ze    9.50    3/24/2017   EUR      67.46
Credit Suisse AG/Londo    6.00    1/23/2017   CHF      61.14
DZ Bank AG Deutsche Ze    7.30    9/19/2016   EUR      65.92
DZ Bank AG Deutsche Ze    8.00    9/19/2016   EUR      69.94
DZ Bank AG Deutsche Ze    6.60    3/20/2017   EUR      72.37
DZ Bank AG Deutsche Ze    6.00   12/19/2016   EUR      67.20
Landesbank Baden-Wuert    7.60   12/23/2016   EUR      57.84
DZ Bank AG Deutsche Ze    8.25    9/23/2016   EUR      63.63
DZ Bank AG Deutsche Ze    5.75   12/23/2016   EUR      64.72
Vontobel Financial Pro    8.00    3/24/2017   EUR      58.62
Vontobel Financial Pro    6.55    9/23/2016   EUR      67.98
Landesbank Baden-Wuert    6.00    1/27/2017   EUR      72.92
Landesbank Baden-Wuert    3.00    1/27/2017   EUR      73.99
Landesbank Baden-Wuert    5.00    1/27/2017   EUR      68.43
Deutsche Bank AG          7.20    2/22/2017   EUR      75.50
Deutsche Bank AG          5.20    2/22/2017   EUR      70.40
Deutsche Bank AG          5.20    2/22/2017   EUR      66.80
Deutsche Bank AG          7.20    2/22/2017   EUR      65.80
Deutsche Bank AG          7.20    2/22/2017   EUR      62.80
Deutsche Bank AG          5.20    2/22/2017   EUR      58.90
Deutsche Bank AG          7.20    2/22/2017   EUR      60.00
DZ Bank AG Deutsche Ze    7.90    3/24/2017   EUR      69.02
DZ Bank AG Deutsche Ze    7.20   12/23/2016   EUR      64.08
DekaBank Deutsche Giro    9.00   12/23/2016   EUR      62.24
DZ Bank AG Deutsche Ze    6.70   12/19/2016   EUR      71.26
DZ Bank AG Deutsche Ze    5.60    3/20/2017   EUR      68.20
DekaBank Deutsche Giro    7.40    1/13/2017   EUR      63.58
DZ Bank AG Deutsche Ze    5.25    3/24/2017   EUR      64.53
DZ Bank AG Deutsche Ze    5.00   12/23/2016   EUR      70.48
Landesbank Baden-Wuert    4.50    1/27/2017   EUR      75.70
Landesbank Baden-Wuert    4.00    1/27/2017   EUR      70.92
Deutsche Bank AG          5.20    2/22/2017   EUR      74.40
Deutsche Bank AG          7.20    2/22/2017   EUR      71.50
Deutsche Bank AG          7.20    2/22/2017   EUR      67.90
Deutsche Bank AG          5.20    2/22/2017   EUR      62.40
Deutsche Bank AG          7.20    2/22/2017   EUR      63.50
Deutsche Bank AG          7.20    2/22/2017   EUR      70.00
Deutsche Bank AG          5.20    2/22/2017   EUR      64.70
Deutsche Bank AG          5.20    2/22/2017   EUR      61.70
BNP Paribas Emissions-   24.00   12/22/2016   EUR      73.20
BNP Paribas Emissions-   25.00    6/22/2017   EUR      66.22
BNP Paribas Emissions-   28.00   12/21/2017   EUR      70.22
BNP Paribas Emissions-   19.00    9/22/2016   EUR      41.23
BNP Paribas Emissions-    8.00   12/22/2016   EUR      51.69
BNP Paribas Emissions-   19.00    9/22/2016   EUR      66.72
BNP Paribas Emissions-   28.00    9/22/2016   EUR      61.31
BNP Paribas Emissions-   22.00   12/22/2016   EUR      66.10
BNP Paribas Emissions-   10.00    3/23/2017   EUR      75.09
BNP Paribas Emissions-   12.00    3/23/2017   EUR      72.50
BNP Paribas Emissions-   19.00    3/23/2017   EUR      67.29
BNP Paribas Emissions-   24.00    3/23/2017   EUR      65.37
BNP Paribas Emissions-   28.00    3/23/2017   EUR      63.65
BNP Paribas Emissions-   16.00   12/22/2016   EUR      44.88
BNP Paribas Emissions-    5.00    3/23/2017   EUR      58.39
BNP Paribas Emissions-    5.00   12/21/2017   EUR      59.19
BNP Paribas Emissions-   22.00    9/22/2016   EUR      72.22
BNP Paribas Emissions-   24.00    3/23/2017   EUR      72.27
BNP Paribas Emissions-   22.00    3/23/2017   EUR      74.40
BNP Paribas Emissions-   26.00    3/23/2017   EUR      72.23
Goldman Sachs & Co Wer    9.00    8/24/2016   EUR      68.47
Goldman Sachs & Co Wer    9.00   10/26/2016   EUR      69.89
Goldman Sachs & Co Wer   16.00   11/23/2016   EUR      72.97
Goldman Sachs & Co Wer   15.00   12/21/2016   EUR      73.68
Goldman Sachs & Co Wer   15.00   12/21/2016   EUR      73.68
Goldman Sachs & Co Wer   13.00    2/22/2017   EUR      74.48
Goldman Sachs & Co Wer   13.00    2/22/2017   EUR      74.48
Goldman Sachs & Co Wer   13.00    2/22/2017   EUR      74.48
Goldman Sachs & Co Wer    7.00    3/22/2017   EUR      65.00
Goldman Sachs & Co Wer    8.00    6/21/2017   EUR      66.06
Goldman Sachs & Co Wer    8.00    9/20/2017   EUR      73.31
Goldman Sachs & Co Wer   14.00    8/24/2016   EUR      63.82
Goldman Sachs & Co Wer   14.00   11/23/2016   EUR      67.13
Goldman Sachs & Co Wer    9.00   12/20/2017   EUR      72.44
Goldman Sachs & Co Wer   12.00    2/22/2017   EUR      68.98
Goldman Sachs & Co Wer    9.00   12/20/2017   EUR      72.44
Goldman Sachs & Co Wer   12.00    1/25/2017   EUR      68.23
Goldman Sachs & Co Wer   12.00    1/25/2017   EUR      68.23
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      74.72
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      75.43
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      71.87
Goldman Sachs & Co Wer   10.00   10/26/2016   EUR      72.79
Goldman Sachs & Co Wer   11.00   11/23/2016   EUR      70.30
Goldman Sachs & Co Wer    8.00    6/21/2017   EUR      74.87
Goldman Sachs & Co Wer    9.00    9/20/2017   EUR      74.65
Goldman Sachs & Co Wer    6.00    1/25/2017   EUR      72.00
Goldman Sachs & Co Wer    7.00    9/20/2017   EUR      69.13
Goldman Sachs & Co Wer    7.00   12/20/2017   EUR      70.48
Societe Generale Effek    4.50    9/23/2016   EUR      73.89
Societe Generale Effek    8.67    9/23/2016   EUR      65.82
Societe Generale Effek   15.06    9/23/2016   EUR      59.06
Societe Generale Effek    8.29   12/23/2016   EUR      70.68
Societe Generale Effek   10.04   12/23/2016   EUR      68.32
Societe Generale Effek    3.70    9/23/2016   EUR      68.66
Societe Generale Effek    4.98    9/23/2016   EUR      65.13
Societe Generale Effek    7.28    9/23/2016   EUR      60.85
Societe Generale Effek   11.09    9/23/2016   EUR      56.13
Societe Generale Effek   13.20    9/23/2016   EUR      54.19
Societe Generale Effek    3.78   12/23/2016   EUR      73.16
Societe Generale Effek    8.66   12/23/2016   EUR      62.96
Societe Generale Effek   10.40   12/23/2016   EUR      60.84
Societe Generale Effek   14.36   12/23/2016   EUR      57.52
Societe Generale Effek    9.65    9/23/2016   EUR      75.88
Societe Generale Effek   15.06    9/23/2016   EUR      69.35
Societe Generale Effek   10.83    9/23/2016   EUR      74.85
Societe Generale Effek   11.83    9/23/2016   EUR      73.12
Societe Generale Effek   16.11   12/23/2016   EUR      73.44
Vontobel Financial Pro    6.50    9/23/2016   EUR      62.88
Vontobel Financial Pro    8.00   12/23/2016   EUR      56.57
Vontobel Financial Pro    4.55    3/24/2017   EUR      72.17
Commerzbank AG            6.50    1/20/2017   EUR      73.42
Raiffeisen Centrobank    10.18    9/20/2017   EUR      73.95
Vontobel Financial Pro    6.50    1/27/2017   EUR      76.33
Vontobel Financial Pro   14.00    1/27/2017   EUR      65.67
DZ Bank AG Deutsche Ze   12.00    9/19/2016   EUR      74.57
DZ Bank AG Deutsche Ze    9.90    9/19/2016   EUR      71.19
DZ Bank AG Deutsche Ze    8.00   12/19/2016   EUR      72.76
DZ Bank AG Deutsche Ze    7.40    3/20/2017   EUR      73.85
HSBC Trinkaus & Burkha    8.70    9/23/2016   EUR      73.03
HSBC Trinkaus & Burkha    8.30   12/23/2016   EUR      74.55
HSBC Trinkaus & Burkha    7.70    3/24/2017   EUR      75.46
HSBC Trinkaus & Burkha    9.30    6/23/2017   EUR      72.83
HSBC Trinkaus & Burkha    7.60    6/23/2017   EUR      75.08
HSBC Trinkaus & Burkha    8.50   10/28/2016   EUR      73.72
HSBC Trinkaus & Burkha   16.00    9/23/2016   EUR      58.47
HSBC Trinkaus & Burkha   13.50   12/23/2016   EUR      61.46
HSBC Trinkaus & Burkha    9.20   12/23/2016   EUR      65.69
HSBC Trinkaus & Burkha    8.30    3/24/2017   EUR      67.15
HSBC Trinkaus & Burkha    6.30    6/23/2017   EUR      69.79
HSBC Trinkaus & Burkha   10.70    1/27/2017   EUR      64.19
HSBC Trinkaus & Burkha    7.20    1/27/2017   EUR      68.89
BNP Paribas Emissions-   25.00    9/22/2016   EUR      71.61
BNP Paribas Emissions-   22.00   12/21/2017   EUR      75.48
BNP Paribas Emissions-   27.00   12/21/2017   EUR      74.80
BNP Paribas Emissions-   10.00   12/21/2017   EUR      74.65
BNP Paribas Emissions-   13.00   12/21/2017   EUR      73.11
BNP Paribas Emissions-   19.00   12/21/2017   EUR      70.56
BNP Paribas Emissions-    5.00    9/22/2016   EUR      56.33
BNP Paribas Emissions-    8.00    9/22/2016   EUR      49.72
BNP Paribas Emissions-    5.00   12/22/2016   EUR      57.44
BNP Paribas Emissions-   15.00    9/22/2016   EUR      70.05
BNP Paribas Emissions-   24.00    9/22/2016   EUR      63.90
BNP Paribas Emissions-   16.00    6/22/2017   EUR      69.38
BNP Paribas Emissions-    5.00    6/22/2017   EUR      58.43
BNP Paribas Emissions-   13.00    6/22/2017   EUR      49.74
BNP Paribas Emissions-   28.00   12/21/2017   EUR      57.43
BNP Paribas Emissions-   21.00   12/22/2016   EUR      72.64
Goldman Sachs & Co Wer   18.00    9/21/2016   EUR      70.66
Goldman Sachs & Co Wer   18.00    9/21/2016   EUR      70.66
Goldman Sachs & Co Wer   17.00   10/26/2016   EUR      72.04
Goldman Sachs & Co Wer    7.00    9/20/2017   EUR      66.51
Goldman Sachs & Co Wer    7.00   12/20/2017   EUR      67.78
Goldman Sachs & Co Wer    8.00   12/20/2017   EUR      74.24
Goldman Sachs & Co Wer    7.00   10/26/2016   EUR      64.27
Goldman Sachs & Co Wer   12.00    2/22/2017   EUR      68.98
Goldman Sachs & Co Wer    9.00   12/20/2017   EUR      72.44
Goldman Sachs & Co Wer   12.00    1/25/2017   EUR      68.23
Goldman Sachs & Co Wer    8.00   10/26/2016   EUR      76.09
Goldman Sachs & Co Wer    8.00    3/22/2017   EUR      74.82
Goldman Sachs & Co Wer   16.00    6/21/2017   EUR      61.20
Goldman Sachs & Co Wer    6.00   12/20/2017   EUR      71.89
Societe Generale Effek    6.86    9/23/2016   EUR      68.72
Societe Generale Effek   10.69    9/23/2016   EUR      63.35
Societe Generale Effek   12.77    9/23/2016   EUR      61.09
Societe Generale Effek    5.80   12/23/2016   EUR      74.69
Societe Generale Effek   12.06   12/23/2016   EUR      66.24
Societe Generale Effek   14.09   12/23/2016   EUR      64.40
Societe Generale Effek    2.68    9/23/2016   EUR      72.61
Societe Generale Effek    9.07    9/23/2016   EUR      58.34
Societe Generale Effek    2.76   12/23/2016   EUR      76.96
Societe Generale Effek    4.88   12/23/2016   EUR      69.70
Societe Generale Effek    6.26   12/23/2016   EUR      66.75
Societe Generale Effek   12.34   12/23/2016   EUR      59.05
Societe Generale Effek   12.23    9/23/2016   EUR      72.40
Societe Generale Effek   17.89    9/23/2016   EUR      66.65
Societe Generale Effek   13.54   12/23/2016   EUR      75.63
Societe Generale Effek   16.20   12/23/2016   EUR      73.09
Societe Generale Effek    9.73    9/23/2016   EUR      75.53
Societe Generale Effek   15.26    9/23/2016   EUR      69.78
Vontobel Financial Pro    7.50    9/23/2016   EUR      57.07
Vontobel Financial Pro    5.50   12/23/2016   EUR      67.48
Vontobel Financial Pro    4.55    3/24/2017   EUR      71.34
Vontobel Financial Pro    3.50    3/24/2017   EUR      77.03
Vontobel Financial Pro    4.00    3/24/2017   EUR      75.74
Vontobel Financial Pro    4.05    3/24/2017   EUR      74.32
Vontobel Financial Pro    4.60    3/24/2017   EUR      71.14
Bank Julius Baer & Co    10.40   10/24/2016   CHF      59.70
Raiffeisen Centrobank     8.51    3/22/2017   EUR      72.51
Raiffeisen Centrobank     7.79    9/20/2017   EUR      72.03
Vontobel Financial Pro    8.00    1/27/2017   EUR      73.03
Vontobel Financial Pro   10.00    1/27/2017   EUR      70.26
Vontobel Financial Pro   12.00    1/27/2017   EUR      67.81
DZ Bank AG Deutsche Ze    9.60   12/19/2016   EUR      76.27
DZ Bank AG Deutsche Ze   11.20   12/19/2016   EUR      74.68
DZ Bank AG Deutsche Ze   11.00    9/19/2016   EUR      69.06
DZ Bank AG Deutsche Ze    9.10   12/19/2016   EUR      70.99
DZ Bank AG Deutsche Ze    8.20    3/20/2017   EUR      72.32
HSBC Trinkaus & Burkha    8.10    1/27/2017   EUR      74.95
HSBC Trinkaus & Burkha   10.40    9/23/2016   EUR      63.70
HSBC Trinkaus & Burkha    6.10    9/23/2016   EUR      70.43
HSBC Trinkaus & Burkha   11.70    3/24/2017   EUR      63.56
HSBC Trinkaus & Burkha    8.90    6/23/2017   EUR      66.22
HSBC Trinkaus & Burkha    7.80   10/28/2016   EUR      67.50
HSBC Trinkaus & Burkha   10.40    9/23/2016   EUR      76.28
HSBC Trinkaus & Burkha   10.80    1/27/2017   EUR      76.00
Deutsche Bank AG          5.20    2/22/2017   EUR      73.50
Deutsche Bank AG          7.20    2/22/2017   EUR      74.60
Vontobel Financial Pro   10.00   12/23/2016   EUR      60.04
Deutsche Bank AG          5.20    1/25/2017   EUR      74.30
Deutsche Bank AG          5.20    1/25/2017   EUR      70.20
Deutsche Bank AG          7.20    1/25/2017   EUR      71.20
Deutsche Bank AG          7.20    1/25/2017   EUR      69.60
Deutsche Bank AG          7.20    1/25/2017   EUR      65.30
Deutsche Bank AG          5.20    1/25/2017   EUR      64.40
Deutsche Bank AG          7.20    1/25/2017   EUR      59.50
Deutsche Bank AG          5.20    1/25/2017   EUR      58.60
Deutsche Bank AG          5.20    9/20/2016   EUR      72.40
Deutsche Bank AG          6.20    9/20/2016   EUR      72.50
Deutsche Bank AG          5.20   12/20/2016   EUR      73.10
Deutsche Bank AG          6.20   12/20/2016   EUR      73.50
Deutsche Bank AG          6.20    9/20/2016   EUR      66.30
Deutsche Bank AG          6.20    9/20/2016   EUR      62.80
Deutsche Bank AG          5.20    9/20/2016   EUR      62.70
Deutsche Bank AG          6.20   12/20/2016   EUR      67.70
Deutsche Bank AG          7.20   12/20/2016   EUR      68.10
Deutsche Bank AG          6.20   12/20/2016   EUR      64.30
Deutsche Bank AG          5.20   12/20/2016   EUR      60.90
Deutsche Bank AG          6.20   12/20/2016   EUR      72.20
DZ Bank AG Deutsche Ze    6.25    3/20/2017   EUR      64.26
DZ Bank AG Deutsche Ze    8.00   12/19/2016   EUR      57.28
Raiffeisen Centrobank     7.14    9/20/2017   EUR      76.56
Vontobel Financial Pro    9.40   10/28/2016   EUR      68.44
BNP Paribas Emissions-   29.00    9/22/2016   EUR      74.15
BNP Paribas Emissions-   28.00    3/23/2017   EUR      61.76
BNP Paribas Emissions-   27.00    9/22/2016   EUR      66.18
BNP Paribas Emissions-   14.00   12/22/2016   EUR      75.72
BNP Paribas Emissions-   21.00   12/22/2016   EUR      70.73
BNP Paribas Emissions-   20.00    3/23/2017   EUR      71.33
BNP Paribas Emissions-   28.00   12/21/2017   EUR      71.01
BNP Paribas Emissions-   11.00    9/22/2016   EUR      76.11
BNP Paribas Emissions-   22.00    9/22/2016   EUR      65.75
BNP Paribas Emissions-   18.00   12/22/2016   EUR      69.69
BNP Paribas Emissions-   19.00    6/22/2017   EUR      69.90
BNP Paribas Emissions-   15.00   12/21/2017   EUR      73.49
BNP Paribas Emissions-    9.00   12/21/2017   EUR      72.88
BNP Paribas Emissions-    6.00    9/22/2016   EUR      70.25
BNP Paribas Emissions-    6.00    3/23/2017   EUR      69.02
BNP Paribas Emissions-   22.00    3/23/2017   EUR      55.92
BNP Paribas Emissions-   29.00    3/23/2017   EUR      54.97
BNP Paribas Emissions-   26.00    6/22/2017   EUR      69.14
BNP Paribas Emissions-   26.00   12/21/2017   EUR      72.22
BNP Paribas Emissions-    5.00   12/21/2017   EUR      73.09
BNP Paribas Emissions-   23.00   12/21/2017   EUR      62.70
BNP Paribas Emissions-   29.00   12/21/2017   EUR      71.76
BNP Paribas Emissions-   22.00    9/22/2016   EUR      71.17
BNP Paribas Emissions-   22.00    3/23/2017   EUR      72.53
BNP Paribas Emissions-   22.00   12/21/2017   EUR      74.06
BNP Paribas Emissions-   28.00    3/23/2017   EUR      73.53
BNP Paribas Emissions-   25.00    9/22/2016   EUR      72.68
BNP Paribas Emissions-   28.00    3/23/2017   EUR      67.48
Deutsche Bank AG          7.20    1/25/2017   EUR      75.20
Deutsche Bank AG          7.20    1/25/2017   EUR      67.40
Deutsche Bank AG          5.20    1/25/2017   EUR      66.50
Deutsche Bank AG          5.20    1/25/2017   EUR      62.10
Deutsche Bank AG          7.20    1/25/2017   EUR      63.10
Deutsche Bank AG          5.20    1/25/2017   EUR      68.70
Deutsche Bank AG          5.20    1/25/2017   EUR      61.30
Deutsche Bank AG          7.20    1/25/2017   EUR      62.30
Deutsche Bank AG          7.20    1/25/2017   EUR      74.20
Deutsche Bank AG          5.20    1/25/2017   EUR      73.20
Deutsche Bank AG          7.20    9/20/2016   EUR      72.60
Deutsche Bank AG          7.20   12/20/2016   EUR      73.90
Deutsche Bank AG          5.20    9/20/2016   EUR      66.20
Deutsche Bank AG          7.20    9/20/2016   EUR      66.40
Deutsche Bank AG          7.20    9/20/2016   EUR      63.00
Deutsche Bank AG          5.20    9/20/2016   EUR      59.60
Deutsche Bank AG          7.20    9/20/2016   EUR      59.90
Deutsche Bank AG          5.20   12/20/2016   EUR      67.30
Deutsche Bank AG          5.20   12/20/2016   EUR      63.90
Deutsche Bank AG          7.20   12/20/2016   EUR      64.70
Deutsche Bank AG          7.20   12/20/2016   EUR      61.60
Deutsche Bank AG          5.20    9/20/2016   EUR      70.60
Deutsche Bank AG          7.20    9/20/2016   EUR      70.80
Deutsche Bank AG          6.20    9/20/2016   EUR      70.70
Deutsche Bank AG          7.20   12/20/2016   EUR      72.60
Deutsche Bank AG          5.20   12/20/2016   EUR      71.80
DZ Bank AG Deutsche Ze    4.00   12/23/2016   EUR      70.40
DZ Bank AG Deutsche Ze    6.00    1/25/2017   EUR      65.30
Raiffeisen Centrobank     9.52    9/20/2017   EUR      75.15
WGZ-Bank AG Westdeutsc    6.50    6/22/2017   EUR      74.16
BNP Paribas Emissions-   27.00   12/22/2016   EUR      60.47
BNP Paribas Emissions-    8.00    3/23/2017   EUR      75.02
BNP Paribas Emissions-   10.00   12/21/2017   EUR      69.72
BNP Paribas Emissions-   16.00   12/22/2016   EUR      73.74
BNP Paribas Emissions-   26.00   12/21/2017   EUR      72.64
BNP Paribas Emissions-   22.00    3/23/2017   EUR      75.48
BNP Paribas Emissions-   14.00    9/22/2016   EUR      72.72
BNP Paribas Emissions-   17.00    9/22/2016   EUR      69.68
BNP Paribas Emissions-   12.00   12/22/2016   EUR      75.28
BNP Paribas Emissions-   24.00   12/22/2016   EUR      65.59
BNP Paribas Emissions-   20.00    3/23/2017   EUR      69.23
BNP Paribas Emissions-   11.00    6/22/2017   EUR      75.17
BNP Paribas Emissions-   28.00    6/22/2017   EUR      67.12
BNP Paribas Emissions-   19.00    3/23/2017   EUR      63.14
BNP Paribas Emissions-    6.00   12/22/2016   EUR      71.52
BNP Paribas Emissions-   10.00   12/22/2016   EUR      62.74
BNP Paribas Emissions-    8.00    3/23/2017   EUR      66.99
BNP Paribas Emissions-   18.00    6/22/2017   EUR      72.44
BNP Paribas Emissions-   22.00   12/21/2017   EUR      72.81
BNP Paribas Emissions-   10.00   12/21/2017   EUR      64.78
BNP Paribas Emissions-   18.00    3/23/2017   EUR      74.46
BNP Paribas Emissions-   28.00    3/23/2017   EUR      68.96
BNP Paribas Emissions-   27.00   12/21/2017   EUR      73.03
BNP Paribas Emissions-   28.00    9/22/2016   EUR      73.48
BNP Paribas Emissions-   24.00   12/22/2016   EUR      72.60
BNP Paribas Emissions-   18.00    3/23/2017   EUR      73.73
UniCredit Bank AG         5.00   12/22/2016   EUR      60.31
UniCredit Bank AG         4.50    9/22/2016   EUR      54.27
UniCredit Bank AG         4.00    9/22/2016   EUR      59.57
UniCredit Bank AG         4.00    9/22/2016   EUR      60.37
UniCredit Bank AG         5.50    9/22/2016   EUR      55.96
Commerzbank AG           13.50    8/25/2016   EUR      74.17
Commerzbank AG            7.75    8/25/2016   EUR      68.38
Commerzbank AG           11.25    8/25/2016   EUR      63.10
Commerzbank AG            7.25    8/25/2016   EUR      73.86
Commerzbank AG            8.50    8/25/2016   EUR      72.38
Commerzbank AG            9.75    8/25/2016   EUR      73.12
Commerzbank AG            8.25    8/25/2016   EUR      76.15
Commerzbank AG            6.75    8/25/2016   EUR      42.94
Commerzbank AG            8.25    8/25/2016   EUR      40.54
Commerzbank AG            9.75    8/25/2016   EUR      38.34
Credit Suisse AG/Nassa    7.25     3/8/2017   CHF      48.48
DZ Bank AG Deutsche Ze    7.50   12/19/2016   EUR      48.83
Leonteq Securities AG     5.60    9/11/2017   CHF      48.15
Societe Generale Effek    5.31   12/23/2016   EUR      68.05
Societe Generale Effek    5.16    9/23/2016   EUR      57.28
HSBC Trinkaus & Burkha   11.80   12/23/2016   EUR      53.48
HSBC Trinkaus & Burkha    7.80    3/24/2017   EUR      58.72
HSBC Trinkaus & Burkha    9.10   10/28/2016   EUR      55.99
HSBC Trinkaus & Burkha    8.70   10/28/2016   EUR      49.35
HSBC Trinkaus & Burkha    6.20   10/28/2016   EUR      52.87
HSBC Trinkaus & Burkha    8.30   12/23/2016   EUR      75.35
Vontobel Financial Pro   12.00    8/26/2016   EUR      49.06
Goldman Sachs & Co Wer   12.00    9/21/2016   EUR      54.87
Goldman Sachs & Co Wer    7.00   12/21/2016   EUR      62.28
Goldman Sachs & Co Wer    7.00    3/22/2017   EUR      63.97
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      56.96
Goldman Sachs & Co Wer    6.00    8/24/2016   EUR      60.08
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      60.51
Goldman Sachs & Co Wer   12.00    9/21/2016   EUR      61.55
Goldman Sachs & Co Wer   10.00   12/21/2016   EUR      63.63
Goldman Sachs & Co Wer   10.00   12/21/2016   EUR      63.63
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      51.43
Goldman Sachs & Co Wer   13.00    8/24/2016   EUR      51.72
Goldman Sachs & Co Wer   13.00    8/24/2016   EUR      51.72
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      52.20
Goldman Sachs & Co Wer   12.00    9/21/2016   EUR      52.54
Goldman Sachs & Co Wer   12.00    9/21/2016   EUR      52.54
Goldman Sachs & Co Wer   12.00    9/21/2016   EUR      52.54
Goldman Sachs & Co Wer   10.00   12/21/2016   EUR      54.61
Goldman Sachs & Co Wer   10.00   12/21/2016   EUR      54.61
Goldman Sachs & Co Wer   11.00   12/21/2016   EUR      55.04
Goldman Sachs & Co Wer   11.00   12/21/2016   EUR      55.04
Goldman Sachs & Co Wer   10.00    3/22/2017   EUR      57.03
Goldman Sachs & Co Wer   10.00    3/22/2017   EUR      57.03
Goldman Sachs & Co Wer   10.00    6/21/2017   EUR      59.30
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      70.26
Goldman Sachs & Co Wer   10.00   12/21/2016   EUR      72.21
Goldman Sachs & Co Wer    9.00    3/22/2017   EUR      73.76
Bank Julius Baer & Co     7.00     9/9/2016   CHF      65.85
Kaupthing ehf             7.63    2/28/2015   USD      17.63
Landesbank Baden-Wuert    2.50    2/24/2017   EUR      65.77
Landesbank Baden-Wuert    5.50    2/24/2017   EUR      58.92
Landesbank Baden-Wuert    3.50    2/24/2017   EUR      54.03
Landesbank Baden-Wuert    5.50    2/24/2017   EUR      50.10
Landesbank Baden-Wuert    2.50    2/24/2017   EUR      75.48
Landesbank Baden-Wuert    4.00    2/24/2017   EUR      69.86
Lehman Brothers Treasu    4.00    8/11/2010   USD      11.75
Kaupthing ehf             9.75    9/10/2015   USD      17.63
UniCredit Bank AG         4.50   12/22/2016   EUR      75.07
UniCredit Bank AG         5.00   12/22/2016   EUR      50.10
UniCredit Bank AG         4.50   12/22/2016   EUR      51.96
UniCredit Bank AG         4.75   12/22/2016   EUR      51.02
UniCredit Bank AG         4.75   12/22/2016   EUR      60.83
UniCredit Bank AG         6.90    9/22/2016   EUR      75.57
UniCredit Bank AG         6.60    9/22/2016   EUR      76.90
UniCredit Bank AG         4.75    9/22/2016   EUR      51.97
UniCredit Bank AG         4.25    9/22/2016   EUR      56.79
UniCredit Bank AG         4.50   12/22/2016   EUR      61.34
UniCredit Bank AG         6.80    9/22/2016   EUR      76.01
UniCredit Bank AG         5.00   12/22/2016   EUR      73.70
UniCredit Bank AG         4.50    9/22/2016   EUR      58.82
Commerzbank AG            9.50    8/25/2016   EUR      65.64
Commerzbank AG            5.75    8/25/2016   EUR      70.35
Commerzbank AG            7.75    8/25/2016   EUR      66.77
Commerzbank AG            9.75    8/25/2016   EUR      63.56
Commerzbank AG            9.50    8/25/2016   EUR      70.22
Commerzbank AG            6.00    8/25/2016   EUR      76.05
Commerzbank AG            8.00    8/25/2016   EUR      77.02
Commerzbank AG           12.00    8/25/2016   EUR      69.49
Commerzbank AG           11.00    8/25/2016   EUR      73.45
Commerzbank AG           13.00    8/25/2016   EUR      70.22
Commerzbank AG           10.50    8/25/2016   EUR      72.46
Commerzbank AG           11.50    8/25/2016   EUR      36.45
Commerzbank AG           13.50    8/25/2016   EUR      34.71
DZ Bank AG Deutsche Ze    6.00   12/19/2016   EUR      75.72
Leonteq Securities AG    18.50     9/9/2016   CHF      67.23
Societe Generale Effek    4.25    9/23/2016   EUR      67.15
Societe Generale Effek    6.16   12/23/2016   EUR      58.40
HSBC Trinkaus & Burkha   11.50    9/23/2016   EUR      52.87
HSBC Trinkaus & Burkha    7.60    9/23/2016   EUR      57.78
HSBC Trinkaus & Burkha   10.20   12/23/2016   EUR      55.21
HSBC Trinkaus & Burkha    7.20   12/23/2016   EUR      59.47
HSBC Trinkaus & Burkha    7.70    9/23/2016   EUR      50.34
HSBC Trinkaus & Burkha    7.00   12/23/2016   EUR      51.99
HSBC Trinkaus & Burkha    7.50    3/24/2017   EUR      52.01
HSBC Trinkaus & Burkha   10.40   12/23/2016   EUR      72.30
Vontobel Financial Pro   12.00    8/26/2016   EUR      48.67
Goldman Sachs & Co Wer   21.00    9/21/2016   EUR      74.83
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      61.20
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      61.20
Goldman Sachs & Co Wer   10.00   12/21/2016   EUR      63.63
Goldman Sachs & Co Wer   10.00   12/21/2016   EUR      63.63
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      51.68
Goldman Sachs & Co Wer   10.00    3/22/2017   EUR      57.03
Goldman Sachs & Co Wer   10.00    6/21/2017   EUR      59.30
Goldman Sachs & Co Wer   12.00    8/24/2016   EUR      69.58
Goldman Sachs & Co Wer   12.00    8/24/2016   EUR      69.58
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      70.09
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      70.26
Goldman Sachs & Co Wer   10.00   12/21/2016   EUR      72.21
Goldman Sachs & Co Wer    9.00    3/22/2017   EUR      73.76
Notenstein La Roche Pr    6.10    3/14/2017   CHF      73.51
Vontobel Financial Pro    3.75     9/9/2016   EUR      63.65
Landesbank Baden-Wuert    3.50    2/24/2017   EUR      62.80
Landesbank Baden-Wuert    4.50    2/24/2017   EUR      60.77
Landesbank Baden-Wuert    2.50    2/24/2017   EUR      56.93
Landesbank Baden-Wuert    4.50    2/24/2017   EUR      51.73
Landesbank Baden-Wuert    5.50    2/24/2017   EUR      65.63
DZ Bank AG Deutsche Ze    8.00    9/21/2016   EUR      48.15
Goldman Sachs & Co Wer   10.00    6/21/2017   EUR      71.91
Goldman Sachs & Co Wer   11.00    6/21/2017   EUR      72.78
Goldman Sachs & Co Wer   10.00    6/21/2017   EUR      68.05
Goldman Sachs & Co Wer   11.00    6/21/2017   EUR      68.91
Deutsche Bank AG          5.20    6/20/2017   EUR      74.20
Deutsche Bank AG          7.20    6/20/2017   EUR      76.00
Deutsche Bank AG          4.50   12/20/2016   EUR      75.80
Deutsche Bank AG          5.20    9/19/2017   EUR      75.10
Deutsche Bank AG          5.20   12/19/2017   EUR      76.00
Zurcher Kantonalbank F    0.50     6/9/2017   CHF      70.07
Vontobel Financial Pro    3.00    6/13/2017   EUR      39.59
Lehman Brothers Treasu    3.00    9/12/2036   JPY      11.75
DZ Bank AG Deutsche Ze   13.75   12/23/2016   EUR      74.55
UBS AG/London            12.30     6/9/2017   EUR      75.63
UBS AG/London             7.90   10/13/2017   EUR      76.85
UBS AG/London            12.30    12/9/2016   EUR      76.03
UBS AG/London             8.90     6/9/2017   EUR      76.60
UBS AG/London             8.70    12/9/2016   EUR      72.67
UBS AG/London            10.40    12/9/2016   EUR      74.74
UBS AG/London            13.10    12/9/2016   EUR      71.62
UBS AG/London            11.00   10/13/2017   EUR      71.14
UBS AG/London            17.70    12/9/2016   EUR      67.88
UBS AG/London            12.80     6/9/2017   EUR      70.11
UBS AG/London             9.70    12/9/2016   EUR      71.25
UBS AG/London            11.00     6/9/2017   EUR      74.16
Leonteq Securities AG     9.00   12/14/2016   CHF      75.30
UBS AG/London             9.50     9/4/2017   CHF      36.40
UBS AG/London            10.00     9/2/2016   USD      74.10
UBS AG                    6.30     9/9/2016   EUR      60.50
UBS AG                    6.30    12/9/2016   EUR      53.62
UBS AG                    7.00     9/9/2016   EUR      52.06
UBS AG                    5.80     9/9/2016   EUR      70.89
UBS AG                    3.30    12/9/2016   EUR      60.26
UBS AG                    5.80    12/9/2016   EUR      61.96
UBS AG                    8.30     9/9/2016   EUR      49.98
Vontobel Financial Pro    4.50     9/9/2016   EUR      54.07
Commerzbank AG            5.50    8/25/2016   EUR      45.31
Vontobel Financial Pro    4.95    9/23/2016   EUR      73.32
Bashneft PJSC            12.00    5/19/2025   RUB      60.03
Leonteq Securities AG     8.00    4/24/2017   USD      63.25
DekaBank Deutsche Giro    4.00   12/12/2016   EUR      58.94
Vontobel Financial Pro    7.65     9/9/2016   EUR      63.69
Deutsche Bank AG          4.20   12/20/2016   EUR      55.20
Deutsche Bank AG          6.20    9/20/2016   EUR      76.40
Deutsche Bank AG          6.20   12/20/2016   EUR      74.40
DZ Bank AG Deutsche Ze    8.00   12/23/2016   EUR      75.05
HSBC Trinkaus & Burkha    9.80   12/23/2016   EUR      75.05
Goldman Sachs & Co Wer   15.00    5/24/2017   EUR      74.06
Goldman Sachs & Co Wer   19.00    9/21/2016   EUR      74.02
Goldman Sachs & Co Wer   10.00    9/20/2017   EUR      72.33
BNP Paribas Emissions-    9.50   12/22/2016   EUR      75.46
BNP Paribas Emissions-    9.50    9/22/2016   EUR      77.15
BNP Paribas Emissions-   10.00    9/22/2016   EUR      75.10
BNP Paribas Emissions-   11.00    9/22/2016   EUR      73.22
BNP Paribas Emissions-   13.00    9/22/2016   EUR      74.73
BNP Paribas Emissions-   15.00    9/22/2016   EUR      71.13
BNP Paribas Emissions-   10.00    9/22/2016   EUR      73.18
BNP Paribas Emissions-   12.00   12/22/2016   EUR      71.95
BNP Paribas Emissions-   10.00    9/22/2016   EUR      73.68
BNP Paribas Emissions-    9.00   12/22/2016   EUR      74.38
BNP Paribas Emissions-   10.00   12/22/2016   EUR      72.72
BNP Paribas Emissions-   12.00   12/22/2016   EUR      68.94
BNP Paribas Emissions-   10.00   12/22/2016   EUR      72.48
BNP Paribas Emissions-    4.00    9/22/2016   EUR      73.96
BNP Paribas Emissions-    7.00    9/22/2016   EUR      68.66
BNP Paribas Emissions-   10.00    9/22/2016   EUR      64.17
BNP Paribas Emissions-    4.00   12/22/2016   EUR      72.23
BNP Paribas Emissions-    7.00   12/22/2016   EUR      67.94
BNP Paribas Emissions-   10.00   12/22/2016   EUR      64.39
BNP Paribas Emissions-   10.00   12/22/2016   EUR      76.08
BNP Paribas Emissions-    6.00    9/22/2016   EUR      39.84
BNP Paribas Emissions-    6.00   12/22/2016   EUR      41.35
BNP Paribas Emissions-   10.00   12/22/2016   EUR      36.31
BNP Paribas Emissions-    4.50    9/22/2016   EUR      75.32
BNP Paribas Emissions-    6.00    9/22/2016   EUR      73.31
BNP Paribas Emissions-    6.50    9/22/2016   EUR      71.30
BNP Paribas Emissions-    8.50    9/22/2016   EUR      67.73
BNP Paribas Emissions-   10.00    9/22/2016   EUR      66.15
BNP Paribas Emissions-   11.00    9/22/2016   EUR      64.61
BNP Paribas Emissions-   12.00    9/22/2016   EUR      63.14
BNP Paribas Emissions-    4.50   12/22/2016   EUR      76.09
BNP Paribas Emissions-    7.00   12/22/2016   EUR      71.06
BNP Paribas Emissions-    7.50   12/22/2016   EUR      69.43
BNP Paribas Emissions-    9.50   12/22/2016   EUR      66.79
BNP Paribas Emissions-   10.00   12/22/2016   EUR      65.41
BNP Paribas Emissions-    4.00    9/22/2016   EUR      59.65
BNP Paribas Emissions-    9.00    9/22/2016   EUR      51.79
BNP Paribas Emissions-    4.00   12/22/2016   EUR      60.57
BNP Paribas Emissions-    9.00   12/22/2016   EUR      54.02
BNP Paribas Emissions-   10.00   12/22/2016   EUR      74.37
BNP Paribas Emissions-   12.00    9/22/2016   EUR      54.30
BNP Paribas Emissions-    9.00    9/22/2016   EUR      74.71
BNP Paribas Emissions-    8.50    9/22/2016   EUR      75.94
BNP Paribas Emissions-   13.00    9/22/2016   EUR      76.45
BNP Paribas Emissions-    8.00    9/22/2016   EUR      73.74
BNP Paribas Emissions-    9.00   12/22/2016   EUR      71.59
BNP Paribas Emissions-    6.50    9/22/2016   EUR      52.17
BNP Paribas Emissions-    8.00    9/22/2016   EUR      50.01
BNP Paribas Emissions-    4.50   12/22/2016   EUR      58.44
BNP Paribas Emissions-    8.50   12/22/2016   EUR      50.07
BNP Paribas Emissions-   11.00   12/22/2016   EUR      47.24
BNP Paribas Emissions-   10.00   12/22/2016   EUR      74.57
BNP Paribas Emissions-    6.50    9/22/2016   EUR      44.66
BNP Paribas Emissions-    8.50    9/22/2016   EUR      41.87
BNP Paribas Emissions-   10.00    9/22/2016   EUR      40.68
BNP Paribas Emissions-   13.00    9/22/2016   EUR      38.57
BNP Paribas Emissions-    7.00   12/22/2016   EUR      44.89
BNP Paribas Emissions-    9.00   12/22/2016   EUR      42.81
BNP Paribas Emissions-   11.00   12/22/2016   EUR      41.08
BNP Paribas Emissions-   11.00    9/22/2016   EUR      73.93
BNP Paribas Emissions-   12.00    9/22/2016   EUR      73.19
BNP Paribas Emissions-   13.00    9/22/2016   EUR      70.87
BNP Paribas Emissions-   11.00   12/22/2016   EUR      74.91
BNP Paribas Emissions-   10.00    9/22/2016   EUR      68.81
BNP Paribas Emissions-   12.00    9/22/2016   EUR      65.48
BNP Paribas Emissions-   11.00    9/22/2016   EUR      74.92
BNP Paribas Emissions-    7.00   12/22/2016   EUR      74.04
UniCredit Bank AG         4.00   12/22/2016   EUR      74.07
UniCredit Bank AG         4.00   12/22/2016   EUR      72.98
UniCredit Bank AG         4.00   12/22/2016   EUR      66.59
UniCredit Bank AG         4.00   12/22/2016   EUR      75.17
UniCredit Bank AG         4.00   12/22/2016   EUR      71.43
UniCredit Bank AG         4.00   12/22/2016   EUR      46.39
UniCredit Bank AG         4.00   12/22/2016   EUR      68.83
Zurcher Kantonalbank F    7.02    8/12/2016   CHF      46.13
Notenstein La Roche Pr    3.90    8/21/2018   CHF      69.94
Credit Suisse AG/Nassa    6.00    2/14/2017   CHF      75.41
Credit Suisse AG/Londo    6.00    8/12/2016   CHF      68.95
DekaBank Deutsche Giro    2.60    6/23/2017   EUR      61.69
Notenstein La Roche Pr    7.00    8/14/2017   CHF      74.68
Vontobel Financial Pro    7.25    9/23/2016   EUR      74.33
Vontobel Financial Pro    6.60    9/23/2016   EUR      74.67
Vontobel Financial Pro    8.95    9/23/2016   EUR      70.04
Vontobel Financial Pro    5.55    9/23/2016   EUR      73.63
DZ Bank AG Deutsche Ze    3.80    8/24/2016   EUR      43.81
Leonteq Securities AG     5.20    8/14/2018   CHF      58.91
Vontobel Financial Pro   10.45    9/23/2016   EUR      66.74
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      71.05
Goldman Sachs & Co Wer   20.00    9/21/2016   EUR      72.67
Goldman Sachs & Co Wer    4.00    8/24/2016   EUR      59.43
Goldman Sachs & Co Wer    6.00    8/24/2016   EUR      53.68
Goldman Sachs & Co Wer   14.00    8/24/2016   EUR      71.34
Goldman Sachs & Co Wer   19.00    8/24/2016   EUR      66.49
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      72.45
Goldman Sachs & Co Wer   18.00    9/21/2016   EUR      67.87
Goldman Sachs & Co Wer   15.00   12/21/2016   EUR      71.35
Goldman Sachs & Co Wer   13.00    3/22/2017   EUR      74.01
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      74.27
Goldman Sachs & Co Wer   19.00    9/21/2016   EUR      75.76
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      73.33
Leonteq Securities AG     8.01    8/10/2016   EUR      63.63
DZ Bank AG Deutsche Ze    4.80    8/24/2016   EUR      76.51
Erste Group Bank AG       6.80    8/28/2016   EUR      69.35
Vontobel Financial Pro    7.70    9/23/2016   EUR      76.40
Vontobel Financial Pro    9.00    9/23/2016   EUR      74.05
Notenstein La Roche Pr    4.10    8/14/2018   CHF      64.72
Notenstein La Roche Pr    6.30    2/14/2017   CHF      45.90
Notenstein La Roche Pr    6.20    2/14/2017   CHF      69.37
Notenstein La Roche Pr    5.00    8/14/2017   CHF      67.90
Notenstein La Roche Pr    4.20    8/15/2016   CHF      39.73
Vontobel Financial Pro    5.90    12/9/2016   EUR      72.27
Vontobel Financial Pro    8.70    12/9/2016   EUR      67.75
Vontobel Financial Pro    7.05    9/23/2016   EUR      71.23
Vontobel Financial Pro    4.65    9/23/2016   EUR      68.36
Vontobel Financial Pro    7.60    9/23/2016   EUR      63.87
Vontobel Financial Pro   10.75    9/23/2016   EUR      58.33
Vontobel Financial Pro    7.80    9/23/2016   EUR      72.81
Vontobel Financial Pro    9.55    9/23/2016   EUR      69.82
Vontobel Financial Pro   10.40    9/23/2016   EUR      74.60
Vontobel Financial Pro    5.85    9/23/2016   EUR      73.43
Vontobel Financial Pro    7.45    9/23/2016   EUR      62.68
Vontobel Financial Pro    4.60    9/23/2016   EUR      67.94
Leonteq Securities AG    10.00   11/14/2016   CHF      43.07
Leonteq Securities AG     8.00   11/14/2016   CHF      69.35
Leonteq Securities AG    10.40   11/14/2016   EUR      66.36
UBS AG/London             8.25     8/7/2017   EUR      69.16
Vontobel Financial Pro    5.45    9/23/2016   EUR      72.97
UBS AG                    4.50   11/11/2016   EUR      75.88
UBS AG                    9.00    8/12/2016   EUR      54.69
UBS AG                    4.50   11/11/2016   EUR      55.18
UBS AG                    8.00    8/12/2016   EUR      56.07
UBS AG                   10.00    8/12/2016   EUR      53.16
UBS AG                    4.80    8/12/2016   EUR      52.21
Leonteq Securities AG/    6.84     2/6/2017   EUR      75.70
Societe Generale Effek    3.14     8/8/2016   EUR      68.37
Vontobel Financial Pro   13.00   12/23/2016   EUR      63.91
Goldman Sachs & Co Wer    5.00   12/21/2016   EUR      67.44
Credit Suisse AG/Londo    7.00   10/10/2016   CHF      73.51
Deutsche Bank AG          4.20   12/20/2016   EUR      64.80
DZ Bank AG Deutsche Ze    8.25   12/19/2016   EUR      61.64
Deutsche Bank AG          4.20   12/20/2016   EUR      57.70
Deutsche Bank AG          4.20    9/20/2016   EUR      76.10
Vontobel Financial Pro   15.50    9/23/2016   EUR      63.67
Credit Suisse AG/Londo    6.50    11/8/2016   CHF      75.69
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      74.49
Deutsche Bank AG         11.20    9/20/2016   EUR      69.80
Landesbank Baden-Wuert    6.00   10/28/2016   EUR      75.98
Landesbank Baden-Wuert    4.50   10/28/2016   EUR      73.32
Landesbank Baden-Wuert    4.50   10/28/2016   EUR      51.68
Landesbank Baden-Wuert    4.00   10/28/2016   EUR      57.17
Landesbank Baden-Wuert    3.50   10/28/2016   EUR      75.00
Landesbank Baden-Wuert    4.50   10/28/2016   EUR      60.30
Deutsche Bank AG          9.20    9/20/2016   EUR      74.30
Deutsche Bank AG          9.20    9/20/2016   EUR      72.10
Deutsche Bank AG          8.20    9/20/2016   EUR      71.50
Deutsche Bank AG          8.20    9/20/2016   EUR      44.10
Deutsche Bank AG         11.20    9/20/2016   EUR      42.80
Deutsche Bank AG          9.20    9/20/2016   EUR      60.30
Deutsche Bank AG          9.20    9/20/2016   EUR      69.20
Deutsche Bank AG          9.20    9/20/2016   EUR      54.90
Deutsche Bank AG         11.20    9/20/2016   EUR      55.10
HSBC Trinkaus & Burkha   11.70    9/23/2016   EUR      72.17
HSBC Trinkaus & Burkha   12.70    9/23/2016   EUR      70.38
HSBC Trinkaus & Burkha   10.20    9/23/2016   EUR      74.98
HSBC Trinkaus & Burkha    7.90   12/23/2016   EUR      74.81
HSBC Trinkaus & Burkha    6.50    9/23/2016   EUR      47.78
HSBC Trinkaus & Burkha    6.90    9/23/2016   EUR      41.74
HSBC Trinkaus & Burkha    9.20    9/23/2016   EUR      68.94
HSBC Trinkaus & Burkha    6.40    9/23/2016   EUR      74.88
HSBC Trinkaus & Burkha    7.10   12/23/2016   EUR      73.55
HSBC Trinkaus & Burkha    7.40    9/23/2016   EUR      69.09
HSBC Trinkaus & Burkha    9.10    9/23/2016   EUR      72.90
HSBC Trinkaus & Burkha    8.50   12/23/2016   EUR      64.28
HSBC Trinkaus & Burkha    6.70    9/23/2016   EUR      59.64
HSBC Trinkaus & Burkha   11.90    9/23/2016   EUR      69.22
HSBC Trinkaus & Burkha    9.10   12/23/2016   EUR      75.81
HSBC Trinkaus & Burkha    7.60    9/23/2016   EUR      53.75
HSBC Trinkaus & Burkha    5.75    8/26/2016   EUR      55.63
Notenstein La Roche Pr    4.00     5/8/2018   CHF      56.99
Landesbank Baden-Wuert    6.00   10/28/2016   EUR      75.33
Landesbank Baden-Wuert    3.00    7/26/2019   EUR      56.88
DekaBank Deutsche Giro    3.00    5/12/2017   EUR      41.76
DekaBank Deutsche Giro    3.10    5/11/2018   EUR      75.76
DekaBank Deutsche Giro    2.80    5/13/2019   EUR      59.13
Vontobel Financial Pro   14.30    3/24/2017   EUR      75.79
Goldman Sachs & Co Wer   19.00    8/24/2016   EUR      70.27
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      67.34
Goldman Sachs & Co Wer   21.00    8/24/2016   EUR      69.04
Agrokompleks OOO          0.10    7/29/2019   RUB      41.05
Ladya Finans LLC         12.00   10/29/2021   RUB     100.00
ENEL RUSSIA PJSC         12.10    5/22/2025   RUB      60.03
Russian Post FGUP         2.75    12/6/2023   RUB      60.03
Kommunalbanken AS         0.50    5/27/2022   ZAR      60.60
Societe Generale SA       0.50     4/4/2024   MXN      58.74
Lehman Brothers Treasu    8.28    3/26/2009   USD       1.32
Lehman Brothers Treasu    6.85   12/22/2008   EUR       1.32
Lehman Brothers Treasu    7.55   12/29/2008   USD       1.32
Lehman Brothers Treasu    3.50   10/31/2011   USD       1.32
Lehman Brothers Treasu    0.25   10/19/2012   CHF       1.32
Lehman Brothers Treasu    6.00     8/7/2013   EUR       1.32
Lehman Brothers Treasu   14.10   11/12/2008   USD       1.32
Lehman Brothers Treasu    3.35   10/13/2016   EUR       1.32
Lehman Brothers Treasu   11.00     5/9/2020   USD       1.32
Lehman Brothers Treasu    4.00     6/5/2011   USD       1.32
Lehman Brothers Treasu    2.75   10/28/2009   EUR       1.32
Lehman Brothers Treasu   10.00     8/2/2037   JPY       1.32
Lehman Brothers Treasu    0.75    3/29/2012   EUR       1.32
Societe Generale SA       0.50    5/22/2024   MXN      58.11
Lehman Brothers Treasu    5.50     7/8/2013   EUR       1.32
Lehman Brothers Treasu    5.22     3/1/2024   EUR       1.32
Lehman Brothers Treasu    6.25     9/5/2011   EUR       1.32
Lehman Brothers Treasu   16.80    8/21/2009   USD       1.32
Lehman Brothers Treasu    5.25     7/8/2014   EUR       1.32
Lehman Brothers Treasu    4.10    5/20/2009   USD       1.32
Lehman Brothers Treasu    2.30     6/6/2013   USD       1.32
Lehman Brothers Treasu    4.00    5/30/2010   USD       1.32
Lehman Brothers Treasu    4.00    5/17/2010   USD       1.32
Lehman Brothers Treasu    2.25    5/12/2009   USD       1.32
Lehman Brothers Treasu   13.00    7/25/2012   EUR       1.32
Lehman Brothers Treasu    3.00    8/13/2011   EUR       1.32
Lehman Brothers Treasu    4.05    9/16/2008   EUR       1.32
Municipality Finance P    0.50    4/26/2022   ZAR      59.36
Lehman Brothers Treasu    2.40    6/20/2011   JPY       1.32
Lehman Brothers Treasu    1.60    6/21/2010   JPY       1.32
Lehman Brothers Treasu    4.87    10/8/2013   USD       1.32
Lehman Brothers Treasu    1.95    11/4/2013   EUR       1.32
Lehman Brothers Treasu   11.00     7/4/2011   CHF       1.32
Lehman Brothers Treasu   12.00     7/4/2011   EUR       1.32
Lehman Brothers Treasu   16.00   12/26/2008   USD       1.32
Lehman Brothers Treasu    7.75     1/3/2012   AUD       1.32
Lehman Brothers Treasu    2.50    8/15/2012   CHF       1.32
Lehman Brothers Treasu    6.75     4/5/2012   EUR       1.32
Lehman Brothers Treasu    0.50     8/1/2020   EUR       1.32
Lehman Brothers Treasu    7.39     5/4/2017   USD       1.32
Lehman Brothers Treasu    4.25    5/15/2010   EUR       1.32
Lehman Brothers Treasu    2.00    5/17/2010   EUR       1.32
Lehman Brothers Treasu    7.50    5/30/2010   AUD       1.32
Lehman Brothers Treasu    4.30     6/4/2012   USD       1.32
Lehman Brothers Treasu    2.48    5/12/2009   USD       1.32
Lehman Brothers Treasu    3.63     3/2/2012   EUR       1.32
Municipality Finance P    0.25    6/28/2040   CAD      28.85
Lehman Brothers Treasu   13.00   12/14/2012   USD       1.32
Lehman Brothers Treasu   18.25    10/2/2008   USD       1.32
Lehman Brothers Treasu    6.00    7/28/2010   EUR       1.32
Lehman Brothers Treasu   12.22   11/21/2017   USD       1.32
Lehman Brothers Treasu    7.25    6/20/2010   USD       1.32
Province of Rovigo Ita    0.08   12/28/2035   EUR      64.05
Lehman Brothers Treasu   10.00     1/4/2010   USD       1.32
Lehman Brothers Treasu    1.00    2/26/2010   USD       1.32
Lehman Brothers Treasu    8.00    3/21/2018   USD       1.32
Lehman Brothers Treasu    7.80    3/31/2018   USD       1.32
Lehman Brothers Treasu    6.45    2/20/2010   AUD       1.32
Lehman Brothers Treasu    6.60    5/23/2012   AUD       1.32
Lehman Brothers Treasu   16.00   10/28/2008   USD       1.32
Lehman Brothers Treasu    5.50    4/23/2014   EUR       1.32
Lehman Brothers Treasu   10.60    4/22/2014   MXN       1.32
Lehman Brothers Treasu   10.00    5/22/2009   USD       1.32
Lehman Brothers Treasu   13.50     6/2/2009   USD       1.32
Lehman Brothers Treasu    3.00     6/3/2010   EUR       1.32
Lehman Brothers Treasu    7.50     8/1/2035   EUR       1.32
Lehman Brothers Treasu    4.00   10/12/2010   USD       1.32
Lehman Brothers Treasu    5.25     4/1/2023   EUR       1.32
Lehman Brothers Treasu    4.80   11/16/2012   HKD       1.32
Lehman Brothers Treasu    5.00     9/1/2011   EUR       1.32
Lehman Brothers Treasu    7.00    9/20/2011   USD       1.32
Lehman Brothers Treasu    6.00    3/17/2011   EUR       1.32
Lehman Brothers Treasu    4.70    3/23/2016   EUR       1.32
Lehman Brothers Treasu    7.05     4/8/2015   USD       1.32
Lehman Brothers Treasu    9.50     4/1/2018   USD       1.32
Lehman Brothers Treasu   16.20    5/14/2009   USD       1.32
Lehman Brothers Treasu    2.30    6/27/2013   USD       1.32
Lehman Brothers Treasu    6.00    2/14/2012   EUR       1.32
Lehman Brothers Treasu    4.10    2/19/2010   EUR       1.32
Lehman Brothers Treasu   10.00    6/17/2009   USD       1.32
Lehman Brothers Treasu    4.00   11/24/2016   EUR       1.32
Lehman Brothers Treasu    5.00    3/13/2009   EUR       1.32
Lehman Brothers Treasu   10.00   10/22/2008   USD       1.32
Lehman Brothers Treasu    3.45    5/23/2013   USD       1.32
Lehman Brothers Treasu    9.00     5/6/2011   CHF       1.32
Lehman Brothers Treasu   16.00    11/9/2008   USD       1.32
Lehman Brothers Treasu    4.60     8/1/2013   EUR       1.32
Lehman Brothers Treasu    8.00    5/22/2009   USD       1.32
Lehman Brothers Treasu   15.00     6/4/2009   CHF       1.32
Lehman Brothers Treasu   17.00     6/2/2009   USD       1.32
Lehman Brothers Treasu    6.00    5/12/2017   EUR       1.32
Lehman Brothers Treasu    6.60    2/22/2012   EUR       1.32
Lehman Brothers Treasu    5.00    2/28/2032   EUR       1.32
Lehman Brothers Treasu    3.70     6/6/2009   EUR       1.32
Lehman Brothers Treasu    8.50     7/6/2009   CHF       1.32
Lehman Brothers Treasu    6.00   10/30/2012   USD       1.32
Lehman Brothers Treasu    3.85    4/24/2009   USD       1.32
Lehman Brothers Treasu    8.00    5/22/2009   USD       1.32
Lehman Brothers Treasu    0.50   12/20/2017   AUD       1.32
Lehman Brothers Treasu    0.50   12/20/2017   AUD       1.32
Lehman Brothers Treasu    0.50   12/20/2017   AUD       1.32
Lehman Brothers Treasu    0.50   12/20/2017   USD       1.32
Lehman Brothers Treasu    0.50   12/20/2017   USD       1.32
Lehman Brothers Treasu   10.00    3/27/2009   USD       1.32
Lehman Brothers Treasu    7.75    1/30/2009   EUR       1.32
Lehman Brothers Treasu   13.00    2/16/2009   CHF       1.32
Lehman Brothers Treasu    8.00     8/3/2009   USD       1.32
Lehman Brothers Treasu    4.00    3/10/2011   EUR       1.32
Lehman Brothers Treasu    7.15    3/21/2013   USD       1.32
Lehman Brothers Treasu    3.50    6/20/2011   EUR       1.32
Lehman Brothers Treasu    7.50    2/14/2010   AUD       1.32
Lehman Brothers Treasu    5.00    2/15/2018   EUR       1.32
Lehman Brothers Treasu    7.00    2/15/2012   EUR       1.32
Lehman Brothers Treasu    7.75    2/21/2016   EUR       1.32
Lehman Brothers Treasu    4.50     8/2/2009   USD       1.32
Lehman Brothers Treasu    3.00    12/3/2012   EUR       1.32
Lehman Brothers Treasu    7.00   11/28/2008   CHF       1.32
Lehman Brothers Treasu    7.25    10/6/2008   EUR       1.32
Lehman Brothers Treasu   11.00   12/20/2017   AUD       1.32
Lehman Brothers Treasu    9.30   12/21/2010   EUR       1.32
Lehman Brothers Treasu    5.38     2/4/2014   USD       1.32
Lehman Brothers Treasu   10.00    2/16/2009   CHF       1.32
Lehman Brothers Treasu    6.25   11/30/2012   EUR       1.32
Immigon Portfolioabbau    5.05     8/5/2030   EUR      68.00
Lehman Brothers Treasu    0.01    9/20/2011   USD       1.32
Immigon Portfolioabbau    0.98     3/1/2022   EUR      69.00
Barclays Bank PLC         1.64     6/3/2041   USD      75.27
Lehman Brothers Treasu    8.00   12/27/2032   JPY       1.32
Lehman Brothers Treasu    1.50     2/8/2012   CHF       1.32
Lehman Brothers Treasu    7.50    7/31/2013   GBP       1.32
Banca delle Marche SpA    6.00    6/12/2018   EUR       1.00
Municipality Finance P    0.50   11/25/2020   ZAR      67.88
Eksportfinans ASA         0.25    7/14/2033   CAD      43.50
Lehman Brothers Treasu    3.40    9/21/2009   HKD       1.32
Lehman Brothers Treasu    7.00    7/11/2010   EUR       1.32
Lehman Brothers Treasu    6.00    7/28/2010   EUR       1.32
Lehman Brothers Treasu    4.82   12/18/2036   EUR       1.32
Lehman Brothers Treasu    1.50   10/12/2010   EUR       1.32
Lehman Brothers Treasu    7.00   10/22/2010   EUR       1.32
Lehman Brothers Treasu    8.00   10/23/2008   USD       1.32
Lehman Brothers Treasu    6.00    12/6/2016   USD       1.32
Lehman Brothers Treasu    3.50   12/20/2027   USD       1.32
Lehman Brothers Treasu    8.60    7/31/2013   GBP       1.32
Lehman Brothers Treasu    7.32    7/31/2013   GBP       1.32
Immigon Portfolioabbau    4.20    2/22/2033   EUR      57.50
Lehman Brothers Treasu    9.25    6/20/2012   USD       1.32
Lehman Brothers Treasu    6.00    6/21/2011   EUR       1.32
Lehman Brothers Treasu   14.90   11/16/2010   EUR       1.32
Lehman Brothers Treasu    2.50    11/9/2011   CHF       1.32
Lehman Brothers Treasu    8.80   12/27/2009   EUR       1.32
Lehman Brothers Treasu    9.00    3/17/2009   GBP       1.32
Lehman Brothers Treasu   10.50     8/9/2010   EUR       1.32
Lehman Brothers Treasu    7.63    7/22/2011   HKD       1.32
Lehman Brothers Treasu    0.50   12/20/2017   AUD       1.32
Lehman Brothers Treasu    0.50   12/20/2017   USD       1.32
Lehman Brothers Treasu    0.50   12/20/2017   USD       1.32
Lehman Brothers Treasu    7.50   10/24/2008   USD       1.32
Lehman Brothers Treasu    7.00    2/15/2010   CHF       1.32
Immigon Portfolioabbau    4.21    1/25/2033   EUR      57.63
Lehman Brothers Treasu    8.28    7/31/2013   GBP       1.32
Lehman Brothers Treasu   12.00    7/13/2037   JPY       1.32
Lehman Brothers Treasu   11.00     7/4/2011   USD       1.32
Lehman Brothers Treasu    3.50   10/24/2011   USD       1.32
Lehman Brothers Treasu   13.43     1/8/2009   ILS       1.32
Lehman Brothers Treasu    3.10     6/4/2010   USD       1.32
Lehman Brothers Treasu    9.00    5/15/2022   USD       1.32
Lehman Brothers Treasu   13.15   10/30/2008   USD       1.32
Lehman Brothers Treasu    6.70    4/21/2011   USD       1.32
Lehman Brothers Treasu    2.00    6/21/2011   EUR       1.32
Immigon Portfolioabbau    0.74     3/1/2021   EUR      72.13
Svensk Exportkredit AB    0.50    8/25/2021   ZAR      64.89
Lehman Brothers Treasu    3.00    9/13/2010   JPY      11.75
DZ Bank AG Deutsche Ze    6.25   12/23/2016   EUR      53.47
Landesbank Baden-Wuert    2.55    2/24/2017   EUR      56.69
Vontobel Financial Pro   10.50    9/23/2016   EUR      47.16
Vontobel Financial Pro    5.00    3/16/2017   EUR      76.69
WGZ-Bank AG Westdeutsc    3.25    9/27/2016   EUR      51.44
WGZ-Bank AG Westdeutsc    4.25    9/27/2016   EUR      49.41
LBI HF                    8.65     5/1/2011   ISK       7.63
BNP Paribas Emissions-    7.00    9/22/2016   EUR      68.15
BNP Paribas Emissions-    9.00   12/22/2016   EUR      63.21
BNP Paribas Emissions-    9.00    9/22/2016   EUR      54.80
BNP Paribas Emissions-   12.00   12/22/2016   EUR      51.78
BNP Paribas Emissions-   15.00    9/22/2016   EUR      73.25
Kaupthing ehf             7.00    7/24/2009   ISK      17.63
LBI HF                    5.08     3/1/2013   ISK       7.63
BNP Paribas Emissions-    8.50    9/22/2016   EUR      64.36
BNP Paribas Emissions-    6.00   12/22/2016   EUR      69.43
BNP Paribas Emissions-    7.50   12/22/2016   EUR      66.13
BNP Paribas Emissions-   11.00   12/22/2016   EUR      60.81
BNP Paribas Emissions-   14.00    9/22/2016   EUR      48.92
BNP Paribas Emissions-    6.00   12/22/2016   EUR      61.39
BNP Paribas Emissions-    8.00   12/22/2016   EUR      56.76
BNP Paribas Emissions-    9.00    9/22/2016   EUR      60.19
BNP Paribas Emissions-    6.00   12/22/2016   EUR      64.67
BNP Paribas Emissions-   17.00    9/22/2016   EUR      65.86
BNP Paribas Emissions-   15.00   12/22/2016   EUR      69.19
Lehman Brothers Treasu    8.88    1/28/2011   HKD       9.63
BNP Paribas Emissions-   13.00    9/22/2016   EUR      58.22
BNP Paribas Emissions-    7.00    9/22/2016   EUR      59.94
BNP Paribas Emissions-    7.50    9/22/2016   EUR      57.18
BNP Paribas Emissions-   12.00    9/22/2016   EUR      50.66
BNP Paribas Emissions-    6.50   12/22/2016   EUR      58.76
BNP Paribas Emissions-    9.50   12/22/2016   EUR      54.97
BNP Paribas Emissions-   10.00   12/22/2016   EUR      53.02
BNP Paribas Emissions-   16.00    9/22/2016   EUR      68.30
BNP Paribas Emissions-   14.00   12/22/2016   EUR      71.34
Deutsche Bank AG          5.20    9/20/2016   EUR      70.70
Deutsche Bank AG          6.20    9/20/2016   EUR      68.40
Deutsche Bank AG          5.20    9/20/2016   EUR      68.20
Deutsche Bank AG          5.20    9/20/2016   EUR      65.90
Deutsche Bank AG          5.20    9/20/2016   EUR      70.50
Deutsche Bank AG          4.20    9/20/2016   EUR      72.80
Deutsche Bank AG          6.20    9/20/2016   EUR      72.30
Deutsche Bank AG          5.20    9/20/2016   EUR      72.40
Deutsche Bank AG          5.20    9/20/2016   EUR      66.20
Deutsche Bank AG          5.20    9/20/2016   EUR      60.90
Deutsche Bank AG          4.20   12/20/2016   EUR      72.50
Deutsche Bank AG          6.20   12/20/2016   EUR      70.70
Deutsche Bank AG          6.20   12/20/2016   EUR      47.20
Deutsche Bank AG          4.20   12/20/2016   EUR      67.20
Deutsche Bank AG          4.20   12/20/2016   EUR      42.20
Deutsche Bank AG          4.20   12/20/2016   EUR      40.90
Deutsche Bank AG          6.20   12/20/2016   EUR      41.60
Deutsche Bank AG          4.20   12/20/2016   EUR      66.50
Deutsche Bank AG          6.20   12/20/2016   EUR      76.00
Deutsche Bank AG          6.20   12/20/2016   EUR      72.20
Deutsche Bank AG          4.20   12/20/2016   EUR      69.80
Deutsche Bank AG          5.20   12/20/2016   EUR      70.20
Deutsche Bank AG          5.20   12/20/2016   EUR      67.30
Deutsche Bank AG          4.20   12/20/2016   EUR      55.30
Deutsche Bank AG          6.20   12/20/2016   EUR      56.10
Deutsche Bank AG          4.20   12/20/2016   EUR      53.10
Societe Generale Effek    6.89   10/10/2016   EUR      65.34
Societe Generale Effek   10.33   10/10/2016   EUR      38.30
Societe Generale Effek    9.26   10/10/2016   EUR      43.05
Societe Generale Effek    5.64   10/10/2016   EUR      76.94
Societe Generale Effek    6.07   10/10/2016   EUR      65.54
Societe Generale Effek    6.94   10/10/2016   EUR      62.02
Leonteq Securities AG     3.00    10/2/2017   CHF      70.82
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      74.46
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      34.19
Notenstein La Roche Pr    4.80   10/24/2018   CHF      60.74
UBS AG/London             3.10    12/9/2016   EUR      50.96
UBS AG/London             8.20    12/9/2016   EUR      69.57
Vontobel Financial Pro    7.05     9/9/2016   EUR      68.95
Vontobel Financial Pro    9.20     9/9/2016   EUR      42.15
Vontobel Financial Pro    3.80     9/9/2016   EUR      58.96
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      47.66
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      67.60
DekaBank Deutsche Giro    6.60    9/16/2016   EUR      65.18
Vontobel Financial Pro   12.95   12/23/2016   EUR      65.27
Vontobel Financial Pro   14.90   12/23/2016   EUR      75.97
Vontobel Financial Pro   13.95   12/23/2016   EUR      69.69
DekaBank Deutsche Giro    3.00    3/29/2018   EUR      74.30
DekaBank Deutsche Giro    2.80     4/1/2019   EUR      72.71
DZ Bank AG Deutsche Ze    8.50    9/23/2016   EUR      63.05
DZ Bank AG Deutsche Ze    7.50    9/23/2016   EUR      42.30
DZ Bank AG Deutsche Ze    7.50    9/23/2016   EUR      67.88
DZ Bank AG Deutsche Ze    6.25    9/23/2016   EUR      63.29
DZ Bank AG Deutsche Ze    5.00    9/23/2016   EUR      66.95
Notenstein La Roche Pr    8.30   10/17/2016   USD      39.34
Notenstein La Roche Pr    7.24   10/13/2016   EUR      54.12
Deutsche Bank AG          7.20    9/20/2016   EUR      75.60
Deutsche Bank AG          6.20    9/20/2016   EUR      71.80
Deutsche Bank AG          6.20    9/20/2016   EUR      57.30
Deutsche Bank AG          5.20    9/20/2016   EUR      55.00
Zurcher Kantonalbank F    6.50    4/10/2018   CHF      61.29
Deutsche Bank AG          6.20    9/20/2016   EUR      52.20
Deutsche Bank AG          7.20    9/20/2016   EUR      55.30
Deutsche Bank AG          5.20    9/20/2016   EUR      59.50
Deutsche Bank AG          5.20    9/20/2016   EUR      57.20
Deutsche Bank AG          5.20    9/20/2016   EUR      52.00
Deutsche Bank AG          6.20    9/20/2016   EUR      52.10
Deutsche Bank AG          5.20    9/20/2016   EUR      69.20
Deutsche Bank AG          5.20    9/20/2016   EUR      73.20
Deutsche Bank AG          5.20    9/20/2016   EUR      68.90
Societe Generale Effek    5.54    9/23/2016   EUR      71.00
Bank Julius Baer & Co     9.42   10/24/2016   EUR      70.75
Goldman Sachs & Co Wer    5.25   11/11/2016   EUR      41.52
Notenstein La Roche Pr    6.50   10/24/2016   CHF      61.17
Leonteq Securities AG     5.60    4/24/2017   CHF      60.23
HSBC Trinkaus & Burkha    9.20    9/23/2016   EUR      61.52
Vontobel Financial Pro    6.00   11/15/2016   EUR      42.06
Deutsche Bank AG          6.20   12/20/2016   EUR      68.40
Deutsche Bank AG          4.20   12/20/2016   EUR      43.00
Deutsche Bank AG          4.20   12/20/2016   EUR      50.50
Deutsche Bank AG          4.20   12/20/2016   EUR      37.30
Deutsche Bank AG          4.20   12/20/2016   EUR      39.60
Deutsche Bank AG          6.20   12/20/2016   EUR      40.40
Deutsche Bank AG          6.20   12/20/2016   EUR      39.20
Deutsche Bank AG          6.20   12/20/2016   EUR      65.00
Deutsche Bank AG          4.20   12/20/2016   EUR      64.30
Deutsche Bank AG          4.20   12/20/2016   EUR      62.50
Deutsche Bank AG          4.20   12/20/2016   EUR      60.60
Deutsche Bank AG          4.20   12/20/2016   EUR      51.00
Deutsche Bank AG          6.20    9/20/2016   EUR      62.40
Deutsche Bank AG          4.20   12/20/2016   EUR      60.50
Deutsche Bank AG          7.20    9/20/2016   EUR      52.30
Leonteq Securities AG     3.00    5/20/2019   CHF      75.59
Landesbank Baden-Wuert    2.50   12/23/2016   EUR      64.08
Landesbank Baden-Wuert    2.00   12/23/2016   EUR      59.41
Landesbank Baden-Wuert    4.00   12/23/2016   EUR      52.50
Landesbank Baden-Wuert    5.00   12/23/2016   EUR      73.73
Landesbank Baden-Wuert    2.00   12/23/2016   EUR      62.63
Landesbank Baden-Wuert    4.00    6/23/2017   EUR      74.17
Landesbank Baden-Wuert    4.20    6/23/2017   EUR      51.65
Landesbank Baden-Wuert    3.20    7/27/2018   EUR      61.69
Landesbank Baden-Wuert    4.00    8/26/2016   EUR      75.55
Landesbank Baden-Wuert    4.40    6/23/2017   EUR      71.29
Landesbank Baden-Wuert    4.50   10/28/2016   EUR      54.73
Landesbank Baden-Wuert    4.50   10/28/2016   EUR      61.13
Landesbank Baden-Wuert    5.00   10/28/2016   EUR      75.26
Landesbank Baden-Wuert    5.50   10/28/2016   EUR      58.65
Deutsche Bank AG          6.20    9/20/2016   EUR      70.90
Deutsche Bank AG          4.20    9/20/2016   EUR      72.10
Deutsche Bank AG          5.20    9/20/2016   EUR      72.20
Deutsche Bank AG          4.20    9/20/2016   EUR      72.30
Deutsche Bank AG          6.20    9/20/2016   EUR      72.50
Deutsche Bank AG          6.20    9/20/2016   EUR      59.60
Societe Generale Effek    2.50    10/7/2016   EUR      60.79
Deutsche Bank AG          4.20   12/20/2016   EUR      75.20
Deutsche Bank AG          6.20   12/20/2016   EUR      73.20
Deutsche Bank AG          5.20   12/20/2016   EUR      70.40
Deutsche Bank AG          4.20   12/20/2016   EUR      75.40
Deutsche Bank AG          4.20   12/20/2016   EUR      72.10
Deutsche Bank AG          4.20   12/20/2016   EUR      46.50
Deutsche Bank AG          5.20   12/20/2016   EUR      46.80
Deutsche Bank AG          4.20   12/20/2016   EUR      72.20
Deutsche Bank AG          4.20   12/20/2016   EUR      69.60
Deutsche Bank AG          4.20   12/20/2016   EUR      44.70
Deutsche Bank AG          6.20   12/20/2016   EUR      45.40
Deutsche Bank AG          6.20   12/20/2016   EUR      69.50
Deutsche Bank AG          6.20   12/20/2016   EUR      67.30
Deutsche Bank AG          6.20   12/20/2016   EUR      65.20
Deutsche Bank AG          4.20   12/20/2016   EUR      64.40
Deutsche Bank AG          5.20   12/20/2016   EUR      75.70
Deutsche Bank AG          4.20   12/20/2016   EUR      75.30
Deutsche Bank AG          5.20   12/20/2016   EUR      71.80
Deutsche Bank AG          4.20   12/20/2016   EUR      66.90
Deutsche Bank AG          4.20   12/20/2016   EUR      57.80
Deutsche Bank AG          5.20   12/20/2016   EUR      55.70
Societe Generale Effek    8.76   10/10/2016   EUR      61.74
Societe Generale Effek    8.00   10/10/2016   EUR      51.87
Societe Generale Effek    7.51   10/10/2016   EUR      45.34
Societe Generale Effek    7.28   10/10/2016   EUR      72.91
Societe Generale Effek    9.00   10/10/2016   EUR      74.86
Societe Generale Effek    9.92   10/10/2016   EUR      74.15
Societe Generale Effek    7.35   10/10/2016   EUR      75.81
Societe Generale Effek   10.26   10/10/2016   EUR      71.50
Societe Generale Effek    8.67   10/10/2016   EUR      58.82
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      32.70
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      67.09
Notenstein La Roche Pr    5.20   10/13/2016   CHF      68.94
Notenstein La Roche Pr    4.20    4/10/2018   EUR      55.51
Notenstein La Roche Pr    7.00   10/13/2016   CHF      75.57
UBS AG/London             7.00    12/9/2016   EUR      41.79
UBS AG/London             3.90    12/9/2016   EUR      48.09
UBS AG/London             7.50    12/9/2016   EUR      47.60
UBS AG/London             7.20    12/9/2016   EUR      66.64
UBS AG/London             7.00    12/9/2016   EUR      72.67
Vontobel Financial Pro    8.20     9/9/2016   EUR      73.78
Vontobel Financial Pro    3.70     9/9/2016   EUR      45.73
Vontobel Financial Pro    8.55     9/9/2016   EUR      66.29
WGZ-Bank AG Westdeutsc    4.50    9/27/2016   EUR      69.22
Bank Julius Baer & Co     7.00    10/7/2016   CHF      35.50
Notenstein La Roche Pr    3.50     4/9/2018   CHF      70.94
Vontobel Financial Pro   13.40   12/23/2016   EUR      60.38
DZ Bank AG Deutsche Ze    7.50    9/23/2016   EUR      62.93
DZ Bank AG Deutsche Ze    6.75    9/23/2016   EUR      37.49
DZ Bank AG Deutsche Ze    7.25    9/23/2016   EUR      71.40
DZ Bank AG Deutsche Ze    7.00    9/23/2016   EUR      62.59
Credit Suisse AG/Nassa    6.25   10/17/2016   EUR      49.71
Notenstein La Roche Pr    5.70    4/17/2019   CHF      75.85
Notenstein La Roche Pr    7.30   10/17/2016   EUR      52.32
Notenstein La Roche Pr    3.50   10/17/2016   CHF      69.99
Deutsche Bank AG          6.20    9/20/2016   EUR      75.50
Deutsche Bank AG          7.20    9/20/2016   EUR      57.40
Deutsche Bank AG          5.20    9/20/2016   EUR      52.00
Deutsche Bank AG          6.20    9/20/2016   EUR      55.10
Deutsche Bank AG          7.20    9/20/2016   EUR      52.30
Deutsche Bank AG          6.20    9/20/2016   EUR      55.20
Deutsche Bank AG          5.20    9/20/2016   EUR      55.00
Deutsche Bank AG          6.20    9/20/2016   EUR      49.40
Deutsche Bank AG          6.20    9/20/2016   EUR      73.90
Deutsche Bank AG          6.20    9/20/2016   EUR      69.40
Deutsche Bank AG          6.20    9/20/2016   EUR      73.30
Deutsche Bank AG          6.20    9/20/2016   EUR      69.10
Vontobel Financial Pro    3.10   12/23/2016   EUR      55.01
Goldman Sachs & Co Wer   17.00    9/21/2016   EUR      64.98
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      44.48
Vontobel Financial Pro    3.25   12/23/2016   EUR      62.83
Societe Generale Effek    6.35    9/23/2016   EUR      68.90
Societe Generale Effek    9.07    9/23/2016   EUR      63.35
Societe Generale Effek    8.76   10/10/2016   EUR      66.30
DekaBank Deutsche Giro    4.20    10/7/2016   EUR      50.47
Zurcher Kantonalbank F    9.40   10/31/2016   CHF      75.98
Landesbank Hessen-Thue    8.40     5/8/2020   EUR      70.75
Leonteq Securities AG     5.80     5/4/2017   CHF      74.10
Notenstein La Roche Pr    6.50   10/24/2016   EUR      74.41
Notenstein La Roche Pr    6.00    4/27/2017   CHF      75.24
HSBC Trinkaus & Burkha    8.40    9/23/2016   EUR      42.61
HSBC Trinkaus & Burkha    6.00    9/23/2016   EUR      68.53
HSBC Trinkaus & Burkha    8.90    9/23/2016   EUR      73.67
Landesbank Hessen-Thue    5.00   11/15/2016   EUR      54.50
Deutsche Bank AG          4.20   12/20/2016   EUR      74.70
Deutsche Bank AG          4.20   12/20/2016   EUR      67.60
Deutsche Bank AG          4.20   12/20/2016   EUR      48.40
Deutsche Bank AG          6.20   12/20/2016   EUR      43.80
Deutsche Bank AG          6.20   12/20/2016   EUR      42.20
Deutsche Bank AG          4.20   12/20/2016   EUR      41.50
Deutsche Bank AG          4.20   12/20/2016   EUR      43.70
Deutsche Bank AG          6.20    9/20/2016   EUR      36.50
Deutsche Bank AG          4.20    9/20/2016   EUR      38.50
Deutsche Bank AG          6.20   12/20/2016   EUR      38.10
Deutsche Bank AG          6.20    9/20/2016   EUR      61.80
Deutsche Bank AG          4.20   12/20/2016   EUR      71.10
Deutsche Bank AG          6.20   12/20/2016   EUR      73.70
Deutsche Bank AG          4.20   12/20/2016   EUR      72.90
Deutsche Bank AG          6.20   12/20/2016   EUR      62.50
Deutsche Bank AG          4.20    9/20/2016   EUR      61.60
Deutsche Bank AG          7.20    9/20/2016   EUR      58.70
Deutsche Bank AG          7.20    9/20/2016   EUR      55.30
Deutsche Bank AG          6.20   12/20/2016   EUR      51.80
Landesbank Baden-Wuert    3.00   12/23/2016   EUR      55.44
Landesbank Baden-Wuert    4.00   12/23/2016   EUR      76.87
Landesbank Baden-Wuert    5.00   12/23/2016   EUR      50.34
Landesbank Baden-Wuert    3.00   12/23/2016   EUR      69.48
Landesbank Baden-Wuert    4.00   12/23/2016   EUR      65.59
Landesbank Baden-Wuert    4.50   10/28/2016   EUR      47.92
Landesbank Baden-Wuert    3.00   10/28/2016   EUR      52.55
Landesbank Baden-Wuert    3.00   10/28/2016   EUR      60.35
Landesbank Baden-Wuert    5.50   10/28/2016   EUR      75.95
Landesbank Baden-Wuert    5.50   10/28/2016   EUR      45.81
Deutsche Bank AG          4.20    9/20/2016   EUR      70.60
Deutsche Bank AG          5.20    9/20/2016   EUR      63.80
Deutsche Bank AG          5.20    9/20/2016   EUR      59.80
Deutsche Bank AG          5.20    9/20/2016   EUR      74.40
Deutsche Bank AG          5.20    9/20/2016   EUR      67.00
Deutsche Bank AG          5.20    9/20/2016   EUR      75.60
Deutsche Bank AG          6.20    9/20/2016   EUR      73.10
Deutsche Bank AG          5.20    9/20/2016   EUR      73.00
Deutsche Bank AG          5.20    9/20/2016   EUR      75.80
Deutsche Bank AG          5.20    9/20/2016   EUR      69.10
Deutsche Bank AG          4.20    9/20/2016   EUR      59.40
Deutsche Bank AG          5.20    9/20/2016   EUR      50.10
Deutsche Bank AG          4.20    9/20/2016   EUR      68.10
Deutsche Bank AG          5.20   12/20/2016   EUR      72.90
Deutsche Bank AG          4.20   12/20/2016   EUR      70.00
Deutsche Bank AG          5.20   12/20/2016   EUR      45.00
Deutsche Bank AG          4.20   12/20/2016   EUR      73.30
Deutsche Bank AG          5.20   12/20/2016   EUR      41.30
Deutsche Bank AG          4.20   12/20/2016   EUR      68.80
Deutsche Bank AG          5.20   12/20/2016   EUR      66.90
Deutsche Bank AG          5.20   12/20/2016   EUR      64.80
Deutsche Bank AG          4.20   12/20/2016   EUR      71.40
Deutsche Bank AG          6.20   12/20/2016   EUR      70.60
Deutsche Bank AG          6.20   12/20/2016   EUR      67.70
Deutsche Bank AG          5.20   12/20/2016   EUR      53.50
Deutsche Bank AG          6.20   12/20/2016   EUR      53.80
Societe Generale Effek    9.88   10/10/2016   EUR      48.98
Societe Generale Effek   11.97   10/10/2016   EUR      36.51
Societe Generale Effek   12.26   10/10/2016   EUR      69.33
Societe Generale Effek    8.16   10/10/2016   EUR      61.53
Societe Generale Effek    6.79   10/10/2016   EUR      74.68
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      71.37
Notenstein La Roche Pr    3.20   10/24/2018   CHF      69.58
UBS AG/London             4.40    12/9/2016   EUR      54.95
UBS AG/London             5.00    12/9/2016   EUR      75.60
UBS AG/London             3.90    12/9/2016   EUR      76.82
Notenstein Finance Gue    9.00     4/1/2019   EUR      42.25
Notenstein Finance Gue    2.95     4/7/2017   CHF      68.72
Vontobel Financial Pro   10.40     9/9/2016   EUR      62.88
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      47.66
DekaBank Deutsche Giro    2.80    9/16/2016   EUR      61.55
Vontobel Financial Pro   13.35   12/23/2016   EUR      67.98
Vontobel Financial Pro   12.70   12/23/2016   EUR      59.48
Vontobel Financial Pro   13.90   12/23/2016   EUR      34.70
Vontobel Financial Pro   12.85   12/23/2016   EUR      45.87
DekaBank Deutsche Giro    3.25    3/29/2018   EUR      74.00
DekaBank Deutsche Giro    2.50    3/31/2017   EUR      64.12
DZ Bank AG Deutsche Ze    6.00    9/23/2016   EUR      67.75
DZ Bank AG Deutsche Ze    9.50    9/23/2016   EUR      76.74
DZ Bank AG Deutsche Ze    7.50    9/23/2016   EUR      37.58
DZ Bank AG Deutsche Ze    6.75    9/23/2016   EUR      63.35
Bayerische Landesbank     2.70     7/6/2018   EUR      49.40
Notenstein La Roche Pr    6.40   10/17/2016   CHF      59.40
Deutsche Bank AG          5.20    9/20/2016   EUR      75.40
Deutsche Bank AG          5.20    9/20/2016   EUR      71.60
Deutsche Bank AG          7.20    9/20/2016   EUR      71.90
Deutsche Bank AG          6.20    9/20/2016   EUR      59.70
Zurcher Kantonalbank F    9.00   10/10/2016   CHF      71.81
Deutsche Bank AG          7.20    9/20/2016   EUR      59.80
Landesbank Hessen-Thue    9.50    5/15/2020   EUR      70.41
Deutsche Bank AG          6.20    9/20/2016   EUR      58.60
Deutsche Bank AG          5.20    9/20/2016   EUR      58.40
Deutsche Bank AG          5.20    9/20/2016   EUR      49.30
Deutsche Bank AG          5.20    9/20/2016   EUR      73.80
Vontobel Financial Pro    3.15    9/23/2016   EUR      54.21
Vontobel Financial Pro    2.65   12/23/2016   EUR      48.28
Vontobel Financial Pro    2.80    9/23/2016   EUR      47.59
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      71.75
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      58.17
Vontobel Financial Pro    3.45    9/23/2016   EUR      62.01
Societe Generale Effek    7.20    9/23/2016   EUR      66.93
Societe Generale Effek    8.11    9/23/2016   EUR      65.08
Societe Generale Effek   10.06    9/23/2016   EUR      61.75
Societe Generale Effek    6.45   10/10/2016   EUR      71.79
Societe Generale Effek    7.06   10/10/2016   EUR      70.19
Societe Generale Effek    7.88   10/10/2016   EUR      68.18
Societe Generale Effek    9.70   10/10/2016   EUR      64.54
Societe Generale Effek   10.69   10/10/2016   EUR      62.89
DekaBank Deutsche Giro    4.30    10/7/2016   EUR      75.45
Zurcher Kantonalbank F   10.00   10/31/2016   CHF      45.39
Credit Suisse AG/Londo    5.00   10/21/2016   CHF      68.68
Vontobel Financial Pro    7.50   10/28/2016   EUR      70.53
HSBC Trinkaus & Burkha    4.00    5/29/2017   EUR      69.22
UBS AG/London             6.25    4/18/2017   CHF      60.58
Leonteq Securities AG     7.20    4/24/2017   EUR      57.13
HSBC Trinkaus & Burkha    7.80    9/23/2016   EUR      75.01
HSBC Trinkaus & Burkha    7.90    9/23/2016   EUR      69.46
HSBC Trinkaus & Burkha    8.70    9/23/2016   EUR      70.43
HSBC Trinkaus & Burkha    8.60    9/23/2016   EUR      37.01
HSBC Trinkaus & Burkha    7.40    9/23/2016   EUR      73.54
HSBC Trinkaus & Burkha    8.10    9/23/2016   EUR      66.75
HSBC Trinkaus & Burkha    8.00    9/23/2016   EUR      52.46
HSBC Trinkaus & Burkha    8.70    9/23/2016   EUR      62.33
Deutsche Bank AG          4.20    9/20/2016   EUR      40.40
Deutsche Bank AG          4.20   12/20/2016   EUR      69.00
Deutsche Bank AG          6.20    9/20/2016   EUR      40.70
Deutsche Bank AG          6.20   12/20/2016   EUR      75.50
Deutsche Bank AG          6.20   12/20/2016   EUR      69.80
Deutsche Bank AG          4.20   12/20/2016   EUR      74.90
Deutsche Bank AG          6.20    9/20/2016   EUR      38.80
Deutsche Bank AG          4.20    9/20/2016   EUR      36.20
Deutsche Bank AG          4.20   12/20/2016   EUR      38.40
Deutsche Bank AG          6.20   12/20/2016   EUR      63.20
Deutsche Bank AG          6.20   12/20/2016   EUR      61.30
Deutsche Bank AG          4.20   12/20/2016   EUR      61.80
Deutsche Bank AG          6.20   12/20/2016   EUR      71.90
Deutsche Bank AG          5.20    9/20/2016   EUR      62.30
Deutsche Bank AG          7.20    9/20/2016   EUR      49.60
Deutsche Bank AG          7.20    9/20/2016   EUR      62.60
DekaBank Deutsche Giro    3.25    5/30/2018   EUR      71.34
Landesbank Baden-Wuert    3.50   12/23/2016   EUR      58.47
Landesbank Baden-Wuert    4.50   12/23/2016   EUR      54.37
Landesbank Baden-Wuert    3.00    8/24/2018   EUR      61.99
Landesbank Baden-Wuert    3.40    6/22/2018   EUR      68.55
Landesbank Baden-Wuert    4.20    6/23/2017   EUR      43.36
Landesbank Baden-Wuert    2.50   10/28/2016   EUR      68.18
Landesbank Baden-Wuert    4.50   10/28/2016   EUR      72.91
Landesbank Baden-Wuert    4.50   10/28/2016   EUR      73.04
Landesbank Baden-Wuert    3.00   10/28/2016   EUR      65.66
Landesbank Baden-Wuert    6.00   10/28/2016   EUR      74.81
Landesbank Baden-Wuert    3.50   10/27/2017   EUR      62.44
Landesbank Baden-Wuert    2.50    2/24/2017   EUR      74.65
Landesbank Baden-Wuert    3.50    2/24/2017   EUR      56.44
Landesbank Baden-Wuert    4.50    2/24/2017   EUR      53.45
Landesbank Baden-Wuert    5.50    2/24/2017   EUR      73.44
Landesbank Baden-Wuert    5.50    2/24/2017   EUR      64.81
Landesbank Baden-Wuert    5.00    2/24/2017   EUR      57.52
Landesbank Baden-Wuert    4.00    3/24/2017   EUR      43.64
Landesbank Baden-Wuert    5.00    3/24/2017   EUR      72.95
Landesbank Baden-Wuert    3.05    8/25/2017   EUR      69.69
Landesbank Baden-Wuert    5.50    3/24/2017   EUR      56.45
Landesbank Baden-Wuert    4.00    6/23/2017   EUR      59.93
Landesbank Baden-Wuert    3.00    6/23/2017   EUR      61.83
Landesbank Baden-Wuert    3.00    6/22/2018   EUR      70.17
Landesbank Baden-Wuert    3.50   11/24/2017   EUR      70.95
Landesbank Baden-Wuert    3.00    9/23/2016   EUR      56.27
Landesbank Baden-Wuert    6.00    9/23/2016   EUR      46.59
Landesbank Baden-Wuert    3.40   11/24/2017   EUR      56.28
Landesbank Baden-Wuert    4.50    9/23/2016   EUR      45.27
Landesbank Baden-Wuert    3.50    1/26/2018   EUR      53.97
Landesbank Baden-Wuert    4.50    3/23/2018   EUR      70.58
Landesbank Baden-Wuert    4.00    8/25/2017   EUR      54.47
Landesbank Baden-Wuert    3.75   10/27/2017   EUR      61.19
Landesbank Baden-Wuert    3.00     1/4/2019   EUR      66.76
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      36.99
Leonteq Securities AG     2.75    3/20/2020   CHF      73.24
EFG International Fina    6.00   11/30/2017   EUR      33.18
Leonteq Securities AG     5.00     5/7/2019   CHF      66.25
Notenstein La Roche Pr    5.20    11/4/2016   EUR      55.41
Landesbank Baden-Wuert    3.00    6/28/2019   EUR      68.14
Landesbank Hessen-Thue    4.00     6/5/2019   EUR      67.63
Landesbank Baden-Wuert    6.00    2/24/2017   EUR      54.93
Landesbank Baden-Wuert    4.00    9/23/2016   EUR      66.44
Landesbank Baden-Wuert    3.60   12/23/2016   EUR      51.25
Landesbank Baden-Wuert    5.00    3/24/2017   EUR      73.76
Landesbank Baden-Wuert    5.00    3/24/2017   EUR      59.13
Landesbank Baden-Wuert    6.00    3/24/2017   EUR      74.39
Landesbank Baden-Wuert    5.00    3/24/2017   EUR      51.51
Landesbank Baden-Wuert    5.00    3/24/2017   EUR      41.94
Landesbank Baden-Wuert    4.50    3/24/2017   EUR      70.47
Landesbank Baden-Wuert    4.50    3/24/2017   EUR      71.03
Landesbank Baden-Wuert    4.00    3/24/2017   EUR      60.05
Landesbank Baden-Wuert    3.00    7/28/2017   EUR      54.70
Landesbank Baden-Wuert    3.55    8/25/2017   EUR      55.28
Landesbank Baden-Wuert    3.70    9/22/2017   EUR      48.84
Landesbank Baden-Wuert    3.90    9/22/2017   EUR      53.80
Landesbank Baden-Wuert    3.40    6/23/2017   EUR      66.98
Landesbank Baden-Wuert    3.85   10/27/2017   EUR      60.13
Landesbank Baden-Wuert    4.50    9/23/2016   EUR      50.70
Landesbank Baden-Wuert    3.00    9/23/2016   EUR      72.65
Landesbank Baden-Wuert    3.00    9/23/2016   EUR      77.02
Landesbank Baden-Wuert    4.50    9/23/2016   EUR      75.60
Landesbank Baden-Wuert    5.50    9/23/2016   EUR      72.43
Landesbank Baden-Wuert    3.50    9/23/2016   EUR      47.67
Landesbank Baden-Wuert    4.50    9/23/2016   EUR      53.03
Landesbank Baden-Wuert    3.50    6/22/2018   EUR      61.78
Landesbank Baden-Wuert    3.00    9/28/2018   EUR      60.62
Leonteq Securities AG/    3.22    11/8/2016   USD      68.63
Bayerische Landesbank     3.20    7/27/2018   EUR      51.41
DekaBank Deutsche Giro    2.60    4/21/2017   EUR      54.37
Landesbank Baden-Wuert    3.15   11/25/2016   EUR      52.44
UBS AG                   13.00   12/23/2016   EUR      68.78
UBS AG                    5.25   12/23/2016   EUR      45.10
UBS AG                    9.50   12/23/2016   EUR      37.32
UBS AG                    4.50   12/22/2017   EUR      44.88
UBS AG                    8.25   12/23/2016   EUR      35.15
UBS AG                   10.25   12/23/2016   EUR      33.41
UBS AG                    9.00   12/23/2016   EUR      32.92
UBS AG                    5.00   12/22/2017   EUR      50.98
Credit Suisse AG/Nassa    5.25    5/14/2018   CHF      53.02
Landesbank Baden-Wuert    3.05    6/22/2018   EUR      54.15
DekaBank Deutsche Giro    3.10     5/5/2017   EUR      49.61
HSBC Trinkaus & Burkha    6.00    12/6/2016   EUR      51.47
UBS AG/London             9.75   12/23/2016   EUR      73.63
UBS AG/London            11.00   12/23/2016   EUR      68.31
DekaBank Deutsche Giro    3.15    5/18/2018   EUR      63.20
DekaBank Deutsche Giro    3.65    5/18/2018   EUR      65.07
Barclays Bank PLC         2.30    9/13/2016   EUR      71.10
Notenstein La Roche Pr    6.50     7/2/2018   USD      53.71
DekaBank Deutsche Giro    3.00    6/12/2018   EUR      49.76
UBS AG/London             7.60    8/24/2016   EUR      69.35
DekaBank Deutsche Giro    3.00   12/17/2018   EUR      62.60
Commerzbank AG            5.00   12/22/2016   EUR      56.79
Commerzbank AG            6.00   12/22/2016   EUR      54.27
Commerzbank AG            7.00   12/22/2016   EUR      52.03
Commerzbank AG            7.25   12/22/2016   EUR      72.94
Commerzbank AG            6.00   12/22/2016   EUR      70.98
Commerzbank AG            7.00   12/22/2016   EUR      67.80
Commerzbank AG            8.00   12/22/2016   EUR      64.96
Commerzbank AG            5.25   12/22/2016   EUR      75.73
Commerzbank AG            6.50   12/22/2016   EUR      72.64
Commerzbank AG            6.75   12/22/2016   EUR      74.45
Vontobel Financial Pro    5.00    2/13/2017   EUR      59.45
DekaBank Deutsche Giro    2.50   12/16/2016   EUR      46.71
DekaBank Deutsche Giro    3.00     1/7/2019   EUR      73.10
DZ Bank AG Deutsche Ze    5.00     2/6/2018   EUR      67.20
Vontobel Financial Pro    6.00    8/26/2016   EUR      75.51
Notenstein La Roche Pr    8.00    1/30/2017   CHF      71.92
Societe Generale SA       5.10     9/5/2017   EUR      75.61
Leonteq Securities AG     5.00    1/26/2017   CHF      77.87
Leonteq Securities AG     6.00    1/30/2017   CHF      57.14
UniCredit Bank AG         3.75     9/7/2020   EUR      56.02
DekaBank Deutsche Giro    2.75    7/17/2019   EUR      55.99
BNP Paribas Emissions-   10.00   12/22/2016   EUR      66.70
BNP Paribas Emissions-   10.00   12/22/2016   EUR      71.05
BNP Paribas Emissions-    7.50   12/22/2016   EUR      74.97
BNP Paribas Emissions-   10.00   12/22/2016   EUR      69.22
BNP Paribas Emissions-    5.00   12/22/2016   EUR      74.21
BNP Paribas Emissions-    6.00   12/22/2016   EUR      70.69
BNP Paribas Emissions-    7.00   12/22/2016   EUR      67.52
BNP Paribas Emissions-    7.50   12/22/2016   EUR      66.06
BNP Paribas Emissions-    9.50   12/22/2016   EUR      76.06
BNP Paribas Emissions-    6.00   12/22/2016   EUR      62.12
BNP Paribas Emissions-    6.50   12/22/2016   EUR      59.17
BNP Paribas Emissions-    8.50   12/22/2016   EUR      54.53
BNP Paribas Emissions-    9.00   12/22/2016   EUR      52.38
BNP Paribas Emissions-    6.00   12/22/2016   EUR      56.03
BNP Paribas Emissions-    6.50   12/22/2016   EUR      53.88
BNP Paribas Emissions-    8.00   12/22/2016   EUR      50.33
BNP Paribas Emissions-    9.00   12/22/2016   EUR      48.87
BNP Paribas Emissions-    8.00   12/22/2016   EUR      73.66
BNP Paribas Emissions-   10.00   12/22/2016   EUR      69.40
Notenstein La Roche Pr    8.00     2/6/2017   EUR      64.42
Notenstein La Roche Pr    5.00     2/6/2019   CHF      75.43
Notenstein La Roche Pr    6.00     2/6/2019   CHF      71.65
Vontobel Financial Pro    5.00    8/26/2016   EUR      41.78
Landesbank Hessen-Thue    8.25     3/6/2020   EUR      74.34
Leonteq Securities AG     6.00    2/20/2017   CHF      65.02
Notenstein La Roche Pr    8.80    2/13/2017   CHF      70.42
Notenstein La Roche Pr    7.60    2/13/2017   CHF      76.96
Notenstein La Roche Pr    5.60    2/13/2019   CHF      72.86
Notenstein La Roche Pr    7.60    2/13/2017   CHF      75.06
Notenstein La Roche Pr    6.50    2/13/2017   CHF      72.36
DZ Bank AG Deutsche Ze    5.25     3/6/2018   EUR      73.75
Raiffeisen Centrobank     6.70    3/13/2017   EUR      56.06
Notenstein La Roche Pr    8.00    8/23/2016   EUR      75.08
DekaBank Deutsche Giro    2.75     2/2/2018   EUR      66.36
Zurcher Kantonalbank F   18.00    8/25/2016   CHF      70.92
Zurcher Kantonalbank F   11.00    8/25/2016   EUR      62.28
Leonteq Securities AG    10.40    8/26/2016   CHF      59.19
Commerzbank AG            5.24    2/16/2017   EUR      61.72
Notenstein La Roche Pr    6.90    8/18/2016   CHF      60.04
Leonteq Securities AG     7.20     3/6/2017   CHF      51.41
Leonteq Securities AG     7.80    2/27/2017   EUR      60.08
Notenstein La Roche Pr    5.00    2/27/2019   CHF      60.67
Notenstein La Roche Pr    6.00    2/27/2017   CHF      72.24
Notenstein La Roche Pr    5.70    2/27/2019   CHF      57.81
Credit Suisse AG/Londo    5.11    8/15/2016   CHF      74.60
Zurcher Kantonalbank F    9.00    8/23/2016   EUR      63.86
DekaBank Deutsche Giro    2.40    2/17/2017   EUR      59.90
UniCredit Bank AG         5.00    6/25/2019   EUR      49.08
Credit Suisse AG/Londo   11.25    2/24/2020   USD      71.20
Landesbank Hessen-Thue    5.00    3/27/2019   EUR      59.27
Credit Suisse AG/Nassa    7.00     9/5/2016   EUR      55.11
Bayerische Landesbank     2.60    3/29/2018   EUR      51.47
EFG International Fina    7.20    2/25/2019   EUR      40.87
Vontobel Financial Pro    5.20    8/26/2016   EUR      74.96
Notenstein La Roche Pr    9.00     9/2/2016   CHF      42.52
Notenstein La Roche Pr    7.50     9/2/2016   EUR      58.01
Leonteq Securities AG     5.20     3/6/2017   CHF      61.40
DekaBank Deutsche Giro    2.50    2/24/2017   EUR      73.27
BNP Paribas Emissions-    9.00    9/22/2016   EUR      68.83
BNP Paribas Emissions-    7.50    9/22/2016   EUR      72.94
BNP Paribas Emissions-    9.00    9/22/2016   EUR      69.85
BNP Paribas Emissions-    8.00   12/22/2016   EUR      71.54
BNP Paribas Emissions-    5.00    9/22/2016   EUR      52.71
BNP Paribas Emissions-    6.00    9/22/2016   EUR      49.66
BNP Paribas Emissions-    7.00    9/22/2016   EUR      48.54
BNP Paribas Emissions-    8.00    9/22/2016   EUR      47.86
BNP Paribas Emissions-    7.50    9/22/2016   EUR      71.15
BNP Paribas Emissions-    8.00    9/22/2016   EUR      68.73
BNP Paribas Emissions-    9.50    9/22/2016   EUR      66.59
BNP Paribas Emissions-   10.00    9/22/2016   EUR      64.48
BNP Paribas Emissions-    6.00   12/22/2016   EUR      74.42
BNP Paribas Emissions-    8.50   12/22/2016   EUR      68.27
BNP Paribas Emissions-    5.00    9/22/2016   EUR      74.51
BNP Paribas Emissions-    7.00    9/22/2016   EUR      67.36
BNP Paribas Emissions-    7.50    9/22/2016   EUR      64.87
BNP Paribas Emissions-    9.00    9/22/2016   EUR      61.55
BNP Paribas Emissions-    6.50    9/22/2016   EUR      76.80
BNP Paribas Emissions-    7.00    9/22/2016   EUR      74.75
BNP Paribas Emissions-    7.50    9/22/2016   EUR      72.81
BNP Paribas Emissions-    9.00    9/22/2016   EUR      71.10
BNP Paribas Emissions-   12.00    9/22/2016   EUR      75.12
BNP Paribas Emissions-    8.00    9/22/2016   EUR      73.60
BNP Paribas Emissions-    4.50    9/22/2016   EUR      67.27
BNP Paribas Emissions-    5.00    9/22/2016   EUR      65.57
BNP Paribas Emissions-    5.50    9/22/2016   EUR      63.97
BNP Paribas Emissions-    6.00    9/22/2016   EUR      62.45
BNP Paribas Emissions-    7.50    9/22/2016   EUR      74.51
BNP Paribas Emissions-    9.00    9/22/2016   EUR      71.86
BNP Paribas Emissions-   11.00   12/22/2016   EUR      67.52
BNP Paribas Emissions-    6.00    9/22/2016   EUR      59.63
BNP Paribas Emissions-    7.00    9/22/2016   EUR      55.83
BNP Paribas Emissions-    6.00    9/22/2016   EUR      73.93
BNP Paribas Emissions-    7.00    9/22/2016   EUR      69.75
BNP Paribas Emissions-    8.00    9/22/2016   EUR      66.04
BNP Paribas Emissions-    8.00    9/22/2016   EUR      75.44
BNP Paribas Emissions-   10.00    9/22/2016   EUR      75.82
BNP Paribas Emissions-    8.00    9/22/2016   EUR      74.98
BNP Paribas Emissions-    8.50    9/22/2016   EUR      72.98
BNP Paribas Emissions-    9.00    9/22/2016   EUR      71.74
BNP Paribas Emissions-    9.50    9/22/2016   EUR      70.53
BNP Paribas Emissions-   10.00    9/22/2016   EUR      68.78
BNP Paribas Emissions-   11.00    9/22/2016   EUR      67.18
BNP Paribas Emissions-    8.50   12/22/2016   EUR      72.52
BNP Paribas Emissions-    9.50    9/22/2016   EUR      76.05
BNP Paribas Emissions-   10.00    9/22/2016   EUR      74.96
BNP Paribas Emissions-   10.00   12/22/2016   EUR      74.66
BNP Paribas Emissions-    6.50    9/22/2016   EUR      60.11
BNP Paribas Emissions-    8.00    9/22/2016   EUR      57.92
BNP Paribas Emissions-    8.50    9/22/2016   EUR      55.79
BNP Paribas Emissions-   10.00    9/22/2016   EUR      52.98
BNP Paribas Emissions-   10.00    9/22/2016   EUR      73.98
BNP Paribas Emissions-   12.00    9/22/2016   EUR      69.67
BNP Paribas Emissions-    5.50    9/22/2016   EUR      57.45
BNP Paribas Emissions-    7.50    9/22/2016   EUR      52.28
BNP Paribas Emissions-    9.50    9/22/2016   EUR      48.06
BNP Paribas Emissions-    5.50   12/22/2016   EUR      58.81
BNP Paribas Emissions-    8.00   12/22/2016   EUR      52.02
BNP Paribas Emissions-    9.50    9/22/2016   EUR      73.76
BNP Paribas Emissions-   10.00    9/22/2016   EUR      72.96
BNP Paribas Emissions-   11.00    9/22/2016   EUR      70.64
BNP Paribas Emissions-    8.50   12/22/2016   EUR      75.66
BNP Paribas Emissions-    9.00   12/22/2016   EUR      75.00
BNP Paribas Emissions-    9.50   12/22/2016   EUR      74.36
BNP Paribas Emissions-   11.00   12/22/2016   EUR      70.33
BNP Paribas Emissions-    7.00    9/22/2016   EUR      46.40
BNP Paribas Emissions-    9.00    9/22/2016   EUR      43.38
BNP Paribas Emissions-    9.50    9/22/2016   EUR      41.99
BNP Paribas Emissions-    6.00   12/22/2016   EUR      49.59
BNP Paribas Emissions-    7.50   12/22/2016   EUR      46.64
BNP Paribas Emissions-    8.00   12/22/2016   EUR      45.26
BNP Paribas Emissions-    4.00    9/22/2016   EUR      76.54
BNP Paribas Emissions-    5.00    9/22/2016   EUR      74.81
BNP Paribas Emissions-    6.00    9/22/2016   EUR      72.31
BNP Paribas Emissions-    7.00    9/22/2016   EUR      69.99
BNP Paribas Emissions-    9.00    9/22/2016   EUR      63.18
BNP Paribas Emissions-   10.00    9/22/2016   EUR      62.05
Vontobel Financial Pro    5.35     3/3/2017   EUR      43.56
Vontobel Financial Pro    5.40     3/3/2017   EUR      56.94
Landesbank Hessen-Thue    6.85    9/19/2016   EUR      37.40
Leonteq Securities AG     5.84     9/5/2016   USD      55.59
Zurcher Kantonalbank F    9.40    9/19/2016   CHF      74.78
Zurcher Kantonalbank F    9.60    9/19/2016   CHF      47.42
EFG International Fina    8.99     9/4/2017   EUR      22.85
Landesbank Hessen-Thue    4.00     4/8/2019   EUR      59.96
Notenstein La Roche Pr    8.80     9/5/2016   CHF      59.21
Bank Julius Baer & Co     6.50     3/6/2017   CHF      59.55
Leonteq Securities AG     5.25    3/19/2018   CHF      63.72
UBS AG                    5.60     3/4/2019   EUR      70.81
Notenstein La Roche Pr    6.50    3/13/2017   EUR      53.08
Credit Suisse AG/Nassa    7.00    9/16/2016   CHF      62.84
Credit Suisse AG/Nassa    8.00    9/16/2016   EUR      68.06
DZ Bank AG Deutsche Ze    2.00   12/16/2016   EUR      67.10
Vontobel Financial Pro    4.60   12/23/2016   EUR      61.15
Credit Suisse AG/Nassa    7.00    9/19/2016   CHF      75.32
Credit Suisse AG/Nassa    7.25    9/19/2016   EUR      51.54
Landesbank Hessen-Thue    4.40    10/7/2016   EUR      73.70
Notenstein La Roche Pr    7.00    3/10/2017   EUR      75.77
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      74.26
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      72.05
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      71.88
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      72.22
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      71.84
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      71.03
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      74.57
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      69.55
Goldman Sachs & Co Wer   15.00    9/21/2016   EUR      61.62
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      71.26
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      61.16
Goldman Sachs & Co Wer    4.00    9/21/2016   EUR      60.17
Goldman Sachs & Co Wer    4.00    9/21/2016   EUR      61.53
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      54.17
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      49.60
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      45.76
Goldman Sachs & Co Wer   15.00    9/21/2016   EUR      39.68
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      76.90
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      73.30
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      70.26
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      62.43
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      49.71
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      46.15
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      40.43
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      44.46
Goldman Sachs & Co Wer   15.00    9/21/2016   EUR      36.40
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      71.63
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      66.81
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      56.04
Goldman Sachs & Co Wer   13.00    9/21/2016   EUR      59.07
Goldman Sachs & Co Wer   15.00    9/21/2016   EUR      66.98
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      74.37
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      67.35
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      70.61
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      61.86
Goldman Sachs & Co Wer   15.00    9/21/2016   EUR      70.18
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      72.28
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      69.15
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      66.29
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      61.18
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      55.19
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      53.57
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      75.18
Goldman Sachs & Co Wer    4.00    9/21/2016   EUR      65.46
Goldman Sachs & Co Wer    4.00    9/21/2016   EUR      69.07
Notenstein La Roche Pr    3.00    3/27/2018   CHF      74.37
UniCredit Bank AG         4.60     7/2/2018   EUR      45.04
Notenstein La Roche Pr    8.20    9/20/2016   USD      57.52
Notenstein La Roche Pr    7.20    9/20/2016   EUR      55.04
Leonteq Securities AG     7.00    9/20/2017   CHF      68.20
Commerzbank AG            7.20     3/9/2017   EUR      75.63
Credit Suisse AG/Nassa    6.25    9/26/2016   CHF      58.32
Deutsche Bank AG          5.20    9/20/2016   EUR      62.50
Deutsche Bank AG          5.20    9/20/2016   EUR      59.50
Deutsche Bank AG          5.20    9/20/2016   EUR      56.80
Deutsche Bank AG          6.20   12/20/2016   EUR      64.10
Deutsche Bank AG          5.20   12/20/2016   EUR      63.80
Deutsche Bank AG          5.20   12/20/2016   EUR      60.80
Deutsche Bank AG          5.20    9/20/2016   EUR      74.40
Deutsche Bank AG          6.20   12/20/2016   EUR      75.90
Deutsche Bank AG          5.20   12/20/2016   EUR      75.60
Deutsche Bank AG          5.20    9/20/2016   EUR      74.50
Deutsche Bank AG          5.20    9/20/2016   EUR      71.10
Deutsche Bank AG          6.20   12/20/2016   EUR      76.10
Deutsche Bank AG          5.20   12/20/2016   EUR      75.80
Deutsche Bank AG          5.20   12/20/2016   EUR      72.40
Deutsche Bank AG          6.20   12/20/2016   EUR      72.80
Deutsche Bank AG          5.20    9/20/2016   EUR      51.90
Deutsche Bank AG          5.20    9/20/2016   EUR      49.60
Deutsche Bank AG          5.20    9/20/2016   EUR      47.50
Deutsche Bank AG          5.20   12/20/2016   EUR      53.20
Deutsche Bank AG          6.20   12/20/2016   EUR      53.60
Deutsche Bank AG          6.20   12/20/2016   EUR      51.30
Deutsche Bank AG          5.20   12/20/2016   EUR      50.90
Deutsche Bank AG          5.20   12/20/2016   EUR      48.80
Deutsche Bank AG          6.20   12/20/2016   EUR      49.20
Deutsche Bank AG          5.20    9/20/2016   EUR      76.80
Deutsche Bank AG          5.20    9/20/2016   EUR      72.40
Deutsche Bank AG          6.20   12/20/2016   EUR      74.00
Deutsche Bank AG          5.20   12/20/2016   EUR      73.60
Deutsche Bank AG          5.20    9/20/2016   EUR      46.00
Deutsche Bank AG          5.20    9/20/2016   EUR      44.30
Deutsche Bank AG          5.20    9/20/2016   EUR      42.70
Deutsche Bank AG          5.20    9/20/2016   EUR      41.30
Deutsche Bank AG          6.20   12/20/2016   EUR      47.70
Deutsche Bank AG          5.20   12/20/2016   EUR      47.30
Deutsche Bank AG          5.20   12/20/2016   EUR      45.60
Deutsche Bank AG          6.20   12/20/2016   EUR      46.00
Deutsche Bank AG          6.20   12/20/2016   EUR      44.40
Deutsche Bank AG          5.20   12/20/2016   EUR      44.10
Deutsche Bank AG          5.20   12/20/2016   EUR      42.60
Deutsche Bank AG          6.20   12/20/2016   EUR      43.00
Deutsche Bank AG          5.20    9/20/2016   EUR      74.10
Deutsche Bank AG          5.20    9/20/2016   EUR      71.30
Deutsche Bank AG          5.20    9/20/2016   EUR      68.70
Deutsche Bank AG          5.20    9/20/2016   EUR      66.20
Deutsche Bank AG          5.20   12/20/2016   EUR      72.50
Deutsche Bank AG          6.20   12/20/2016   EUR      72.90
Deutsche Bank AG          6.20   12/20/2016   EUR      70.30
Deutsche Bank AG          5.20   12/20/2016   EUR      69.90
Deutsche Bank AG          5.20   12/20/2016   EUR      67.50
Deutsche Bank AG          6.20   12/20/2016   EUR      67.90
Deutsche Bank AG          6.20   12/20/2016   EUR      61.20
Deutsche Bank AG          5.20   12/20/2016   EUR      58.10
Deutsche Bank AG          6.20   12/20/2016   EUR      58.50
Commerzbank AG            5.80    10/8/2017   EUR      69.41
UBS AG/London             5.30     9/9/2016   EUR      73.80
UBS AG/London             4.50     9/9/2016   EUR      47.88
UBS AG/London             4.10     9/9/2016   EUR      55.35
UBS AG/London             2.60     9/9/2016   EUR      54.21
DZ Bank AG Deutsche Ze    5.20     9/8/2017   EUR      74.91
DZ Bank AG Deutsche Ze    5.60     9/8/2017   EUR      70.37
Zurcher Kantonalbank F    6.28    9/23/2016   CHF      54.35
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      69.44
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      67.35
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      71.02
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      71.10
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      69.42
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      69.42
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      69.61
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      69.61
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      50.78
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      51.31
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      50.78
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      67.78
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      67.43
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      70.15
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      70.15
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      68.12
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      70.24
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      68.12
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      46.11
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      41.46
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      41.58
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      46.63
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      41.70
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      46.81
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      68.90
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      69.08
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      69.25
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      69.60
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      69.42
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      69.60
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      67.07
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      67.59
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      67.94
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      67.94
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      67.94
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      67.94
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      51.42
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      54.37
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      51.60
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      51.94
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      51.94
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      51.94
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      51.94
UBS AG                    9.15    9/16/2016   CHF      53.79
Landesbank Hessen-Thue    6.75    4/17/2020   EUR      68.66
Leonteq Securities AG     8.00    3/31/2017   CHF      74.35
DekaBank Deutsche Giro    3.75    3/10/2017   EUR      67.89
DekaBank Deutsche Giro    3.00    3/10/2017   EUR      73.42
Notenstein La Roche Pr    4.00    9/27/2019   CHF      63.19
Notenstein La Roche Pr    4.50    3/27/2018   EUR      54.40
Notenstein La Roche Pr    6.50    9/27/2016   CHF      69.16
Notenstein La Roche Pr    6.50    9/27/2016   CHF      73.57
Notenstein La Roche Pr    5.00    3/27/2019   CHF      59.37
Credit Suisse AG/Nassa    7.00    10/3/2016   CHF      60.55
Credit Suisse AG/Nassa    6.00    10/3/2016   EUR      51.25
Bayerische Landesbank     2.70     6/8/2018   EUR      75.46
Landesbank Hessen-Thue    6.30   10/17/2016   EUR      35.30
Bank J Safra Sarasin A    7.20    9/20/2016   CHF      73.98
Banque Cantonale Vaudo    6.13    9/20/2016   USD      56.25
DekaBank Deutsche Giro    2.75    9/18/2018   EUR      70.24
DekaBank Deutsche Giro    2.70    3/16/2018   EUR      51.50
DekaBank Deutsche Giro    6.00    9/16/2016   EUR      64.36
Vontobel Financial Pro    7.25   12/23/2016   EUR      70.18
Vontobel Financial Pro    8.10    9/23/2016   EUR      68.42
Vontobel Financial Pro    7.65   12/23/2016   EUR      70.53
Vontobel Financial Pro    8.20    9/23/2016   EUR      60.22
Vontobel Financial Pro    4.60    9/23/2016   EUR      68.20
Vontobel Financial Pro    6.80    9/23/2016   EUR      67.15
Vontobel Financial Pro    3.85    9/23/2016   EUR      74.17
Vontobel Financial Pro    8.90    9/23/2016   EUR      75.89
Vontobel Financial Pro    5.85   12/23/2016   EUR      70.57
Vontobel Financial Pro    6.50    9/23/2016   EUR      69.17
Vontobel Financial Pro    7.25   12/23/2016   EUR      47.58
Vontobel Financial Pro    4.00   12/23/2016   EUR      55.34
Vontobel Financial Pro    7.90    9/23/2016   EUR      45.81
Vontobel Financial Pro    4.05    9/23/2016   EUR      54.32
Vontobel Financial Pro    7.35   12/23/2016   EUR      68.37
Vontobel Financial Pro    8.30    9/23/2016   EUR      66.60
Vontobel Financial Pro    8.60    9/23/2016   EUR      68.69
Vontobel Financial Pro    6.65   12/23/2016   EUR      41.88
Vontobel Financial Pro    3.15   12/23/2016   EUR      48.47
Vontobel Financial Pro    7.35    9/23/2016   EUR      40.26
Vontobel Financial Pro    3.30    9/23/2016   EUR      47.65
Vontobel Financial Pro    7.45   12/23/2016   EUR      52.08
Vontobel Financial Pro    3.05   12/23/2016   EUR      62.76
Vontobel Financial Pro    8.30    9/23/2016   EUR      50.27
Vontobel Financial Pro    3.15    9/23/2016   EUR      61.97
Vontobel Financial Pro    7.50   12/23/2016   EUR      65.55
Vontobel Financial Pro    8.40    9/23/2016   EUR      63.74
Goldman Sachs & Co Wer   10.00    9/21/2016   EUR      64.27
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      64.43
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      64.43
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      50.61
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      50.96
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      50.96
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      61.14
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      65.48
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      65.48
Goldman Sachs & Co Wer   11.00    9/21/2016   EUR      65.48
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      49.66
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      50.01
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      50.01
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      50.01
Goldman Sachs & Co Wer    9.00    9/21/2016   EUR      50.01
Goldman Sachs & Co Wer   15.00    9/21/2016   EUR      58.05
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      57.14
Goldman Sachs & Co Wer    7.00    9/21/2016   EUR      49.49
Goldman Sachs & Co Wer   17.00    9/21/2016   EUR      57.14
Goldman Sachs & Co Wer    8.00    9/21/2016   EUR      41.55
Goldman Sachs & Co Wer    6.00    9/21/2016   EUR      46.03
Goldman Sachs & Co Wer   14.00    9/21/2016   EUR      67.09
Goldman Sachs & Co Wer   16.00    9/21/2016   EUR      64.60
Notenstein La Roche Pr    3.40    3/21/2025   CHF      72.08
Deutsche Bank AG          6.20    9/20/2016   EUR      74.50
Deutsche Bank AG          6.20    9/20/2016   EUR      74.00
Deutsche Bank AG          4.20    9/20/2016   EUR      73.70
Credit Suisse AG/Nassa    7.00   10/10/2016   CHF      60.72
Notenstein La Roche Pr    4.20     4/8/2019   CHF      67.15
Notenstein La Roche Pr    7.20    10/7/2016   CHF      62.74
Notenstein La Roche Pr    4.70     4/6/2018   CHF      63.54
Deutsche Bank AG          4.20    9/20/2016   EUR      74.20
Deutsche Bank AG          6.20    9/20/2016   EUR      74.60
Deutsche Bank AG          4.20    9/20/2016   EUR      45.40
Deutsche Bank AG          4.20    9/20/2016   EUR      69.00
Deutsche Bank AG          4.20    9/20/2016   EUR      64.40
Deutsche Bank AG          4.20    9/20/2016   EUR      43.60
Deutsche Bank AG          6.20    9/20/2016   EUR      65.40
Deutsche Bank AG          4.20    9/20/2016   EUR      47.30
Deutsche Bank AG          6.20    9/20/2016   EUR      71.80
Deutsche Bank AG          4.20    9/20/2016   EUR      42.60
Deutsche Bank AG          6.20    9/20/2016   EUR      42.90
Deutsche Bank AG          6.20    9/20/2016   EUR      41.40
Deutsche Bank AG          4.20    9/20/2016   EUR      41.60
Deutsche Bank AG          4.20    9/20/2016   EUR      39.80
Deutsche Bank AG          6.20    9/20/2016   EUR      40.10
Deutsche Bank AG          4.20    9/20/2016   EUR      37.40
Deutsche Bank AG          6.20    9/20/2016   EUR      37.60
Deutsche Bank AG          4.20    9/20/2016   EUR      76.70
Deutsche Bank AG          6.20    9/20/2016   EUR      77.00
Deutsche Bank AG          4.20    9/20/2016   EUR      72.20
Deutsche Bank AG          6.20    9/20/2016   EUR      72.50
Deutsche Bank AG          6.20    9/20/2016   EUR      68.50
Deutsche Bank AG          4.20    9/20/2016   EUR      68.20
Deutsche Bank AG          6.20    9/20/2016   EUR      64.90
Deutsche Bank AG          4.20    9/20/2016   EUR      64.70
Deutsche Bank AG          6.20    9/20/2016   EUR      66.40
Deutsche Bank AG          4.20    9/20/2016   EUR      63.90
Deutsche Bank AG          6.20    9/20/2016   EUR      64.10
Deutsche Bank AG          6.20    9/20/2016   EUR      74.20
Deutsche Bank AG          4.20    9/20/2016   EUR      74.00
Deutsche Bank AG          6.20    9/20/2016   EUR      71.40
Deutsche Bank AG          4.20    9/20/2016   EUR      71.20
Deutsche Bank AG          6.20    9/20/2016   EUR      68.80
Deutsche Bank AG          4.20    9/20/2016   EUR      68.50
Deutsche Bank AG          4.20    9/20/2016   EUR      66.10
Deutsche Bank AG          4.20    9/20/2016   EUR      67.90
Deutsche Bank AG          6.20    9/20/2016   EUR      47.60
Deutsche Bank AG          4.20    9/20/2016   EUR      71.50
Deutsche Bank AG          6.20    9/20/2016   EUR      69.20
Deutsche Bank AG          4.20    9/20/2016   EUR      71.00
Deutsche Bank AG          6.20    9/20/2016   EUR      68.20
Deutsche Bank AG          6.20    9/20/2016   EUR      66.00
Deutsche Bank AG          4.20    9/20/2016   EUR      65.80
Deutsche Bank AG          6.20    9/20/2016   EUR      63.90
Deutsche Bank AG          4.20    9/20/2016   EUR      63.60
Deutsche Bank AG          6.20    9/20/2016   EUR      59.90
Deutsche Bank AG          4.20    9/20/2016   EUR      59.70
Deutsche Bank AG          4.20    9/20/2016   EUR      65.10
Deutsche Bank AG          4.20    9/20/2016   EUR      74.20
Deutsche Bank AG          6.20    9/20/2016   EUR      74.50
Deutsche Bank AG          6.20    9/20/2016   EUR      70.60
Deutsche Bank AG          4.20    9/20/2016   EUR      70.30
Deutsche Bank AG          6.20    9/20/2016   EUR      67.10
Deutsche Bank AG          4.20    9/20/2016   EUR      66.80
Deutsche Bank AG          6.20    9/20/2016   EUR      43.80
Deutsche Bank AG          6.20    9/20/2016   EUR      75.70
Deutsche Bank AG          4.20    9/20/2016   EUR      75.40
Deutsche Bank AG          6.20    9/20/2016   EUR      42.20
Deutsche Bank AG          4.20    9/20/2016   EUR      75.70
Deutsche Bank AG          6.20    9/20/2016   EUR      69.30
Deutsche Bank AG          4.20    9/20/2016   EUR      69.00
Deutsche Bank AG          4.20    9/20/2016   EUR      66.00
Deutsche Bank AG          6.20    9/20/2016   EUR      66.30
Deutsche Bank AG          6.20    9/20/2016   EUR      63.60
Deutsche Bank AG          4.20    9/20/2016   EUR      63.30
Deutsche Bank AG          6.20    9/20/2016   EUR      61.00
Deutsche Bank AG          4.20    9/20/2016   EUR      60.80
Deutsche Bank AG          4.20    9/20/2016   EUR      56.70
Deutsche Bank AG          6.20    9/20/2016   EUR      57.00
Deutsche Bank AG          4.20    9/20/2016   EUR      54.30
Deutsche Bank AG          6.20    9/20/2016   EUR      54.50
Deutsche Bank AG          6.20    9/20/2016   EUR      52.30
Deutsche Bank AG          4.20    9/20/2016   EUR      52.00
Deutsche Bank AG          6.20    9/20/2016   EUR      50.20
Deutsche Bank AG          4.20    9/20/2016   EUR      49.90
Deutsche Bank AG          4.20    9/20/2016   EUR      74.40
Deutsche Bank AG          4.20    9/20/2016   EUR      49.50
Deutsche Bank AG          6.20    9/20/2016   EUR      49.70
Deutsche Bank AG          6.20    9/20/2016   EUR      66.90
Deutsche Bank AG          6.20    9/20/2016   EUR      64.70
Deutsche Bank AG          4.20    9/20/2016   EUR      66.60
Deutsche Bank AG          6.20    9/20/2016   EUR      71.20
Deutsche Bank AG          6.20    9/20/2016   EUR      45.60
Deutsche Bank AG          4.20    9/20/2016   EUR      41.90
Bayerische Landesbank     3.10    11/4/2016   EUR      48.46
Vontobel Financial Pro    3.50     4/6/2017   EUR      66.94
Leonteq Securities AG     9.00   10/10/2016   CHF      73.87
Bank Julius Baer & Co     7.80   10/14/2016   CHF      41.40
Landesbank Hessen-Thue    4.00    4/30/2019   EUR      52.67
Bank Julius Baer & Co     9.40   10/14/2016   EUR      51.30
BNP Paribas Emissions-   10.00    9/22/2016   EUR      74.83
BNP Paribas Emissions-    6.00    9/22/2016   EUR      62.41
BNP Paribas Emissions-   10.00    9/22/2016   EUR      74.46
BNP Paribas Emissions-    9.50    9/22/2016   EUR      65.95
BNP Paribas Emissions-    7.50   12/22/2016   EUR      72.21
BNP Paribas Emissions-    7.00    9/22/2016   EUR      74.86
BNP Paribas Emissions-    8.00   12/22/2016   EUR      73.59
BNP Paribas Emissions-    9.50   12/22/2016   EUR      69.38
BNP Paribas Emissions-    5.50    9/22/2016   EUR      52.05
BNP Paribas Emissions-    7.50    9/22/2016   EUR      47.82
BNP Paribas Emissions-    9.50    9/22/2016   EUR      44.31
BNP Paribas Emissions-    6.00   12/22/2016   EUR      51.28
BNP Paribas Emissions-    8.50   12/22/2016   EUR      46.33
BNP Paribas Emissions-    7.50    9/22/2016   EUR      75.29
BNP Paribas Emissions-    8.50    9/22/2016   EUR      71.96
BNP Paribas Emissions-   10.00    9/22/2016   EUR      68.98
BNP Paribas Emissions-   11.00    9/22/2016   EUR      67.63
BNP Paribas Emissions-    9.50   12/22/2016   EUR      69.78
BNP Paribas Emissions-    6.00    9/22/2016   EUR      43.04
BNP Paribas Emissions-    8.00    9/22/2016   EUR      40.45
BNP Paribas Emissions-    9.50    9/22/2016   EUR      38.16
BNP Paribas Emissions-    6.50   12/22/2016   EUR      43.25
BNP Paribas Emissions-    8.50   12/22/2016   EUR      40.17
BNP Paribas Emissions-    7.00    9/22/2016   EUR      71.63
BNP Paribas Emissions-    9.00    9/22/2016   EUR      66.82
BNP Paribas Emissions-   10.00    9/22/2016   EUR      76.08
BNP Paribas Emissions-    9.00    9/22/2016   EUR      73.61
BNP Paribas Emissions-    7.50   12/22/2016   EUR      70.89
BNP Paribas Emissions-    9.50   12/22/2016   EUR      66.97
BNP Paribas Emissions-    5.00    9/22/2016   EUR      76.36
BNP Paribas Emissions-    7.00    9/22/2016   EUR      68.62
BNP Paribas Emissions-    9.00    9/22/2016   EUR      64.36
BNP Paribas Emissions-   11.00    9/22/2016   EUR      60.66
BNP Paribas Emissions-    5.00   12/22/2016   EUR      74.05
BNP Paribas Emissions-    5.50    9/22/2016   EUR      72.58
BNP Paribas Emissions-    8.00    9/22/2016   EUR      67.48
BNP Paribas Emissions-    7.00    9/22/2016   EUR      68.60
BNP Paribas Emissions-    6.00    9/22/2016   EUR      72.71
BNP Paribas Emissions-    6.50    9/22/2016   EUR      72.82
BNP Paribas Emissions-    8.00    9/22/2016   EUR      69.73
BNP Paribas Emissions-   10.00    9/22/2016   EUR      64.24
BNP Paribas Emissions-    7.00   12/22/2016   EUR      71.17
BNP Paribas Emissions-    8.50   12/22/2016   EUR      68.83
BNP Paribas Emissions-    9.00    9/22/2016   EUR      74.77
BNP Paribas Emissions-   10.00    9/22/2016   EUR      69.98
BNP Paribas Emissions-   10.00    9/22/2016   EUR      33.79
BNP Paribas Emissions-   10.00    9/22/2016   EUR      50.58
BNP Paribas Emissions-    9.00   12/22/2016   EUR      52.74
DekaBank Deutsche Giro    3.25    5/18/2018   EUR      68.29
Credit Suisse AG/Nassa    6.25   10/10/2016   EUR      66.58
Deutsche Bank AG          5.20    9/20/2016   EUR      71.60
Deutsche Bank AG          5.20    9/20/2016   EUR      65.20
Deutsche Bank AG          5.20    9/20/2016   EUR      68.10
Deutsche Bank AG          5.20    9/20/2016   EUR      73.80
Deutsche Bank AG          5.20    9/20/2016   EUR      69.10
Deutsche Bank AG          5.20    9/20/2016   EUR      45.50
Deutsche Bank AG          5.20    9/20/2016   EUR      66.70
Deutsche Bank AG          5.20    9/20/2016   EUR      43.70
Deutsche Bank AG          5.20    9/20/2016   EUR      42.10
Deutsche Bank AG          5.20    9/20/2016   EUR      39.90
Deutsche Bank AG          5.20    9/20/2016   EUR      37.50
Deutsche Bank AG          5.20    9/20/2016   EUR      68.40
Deutsche Bank AG          5.20    9/20/2016   EUR      64.00
DZ Bank AG Deutsche Ze   14.75   12/19/2016   EUR      75.53
Goldman Sachs & Co Wer    8.00   11/23/2016   EUR      66.23
Goldman Sachs & Co Wer    8.00   12/21/2016   EUR      66.75
Goldman Sachs & Co Wer    8.00    1/25/2017   EUR      67.41
Goldman Sachs & Co Wer    8.00    3/22/2017   EUR      68.37
Goldman Sachs & Co Wer    8.00    3/21/2018   EUR      72.75
Goldman Sachs & Co Wer   17.00    1/25/2017   EUR      77.07
DZ Bank AG Deutsche Ze    9.20    9/19/2016   EUR      74.75
DZ Bank AG Deutsche Ze    8.10   12/19/2016   EUR      76.32
DZ Bank AG Deutsche Ze    6.70    6/19/2017   EUR      75.88
UBS AG/London             9.10    7/14/2017   EUR      73.28
UBS AG/London            16.40   11/11/2016   EUR      59.90
UBS AG/London            10.30    7/14/2017   EUR      70.74
Deutsche Bank AG          8.20    3/21/2017   EUR      70.10
Deutsche Bank AG          8.20    6/20/2017   EUR      70.20
Deutsche Bank AG          8.20    3/21/2017   EUR      75.50
HSBC Trinkaus & Burkha    4.00    6/16/2017   EUR      55.98
Bank Julius Baer & Co    10.60    12/9/2016   CHF      51.15
DZ Bank AG Deutsche Ze    5.50    9/23/2016   EUR      71.76
DZ Bank AG Deutsche Ze    7.10    9/23/2016   EUR      69.42
DZ Bank AG Deutsche Ze    5.30   12/23/2016   EUR      72.15
DZ Bank AG Deutsche Ze    7.00   12/23/2016   EUR      70.31
DZ Bank AG Deutsche Ze    9.20    9/23/2016   EUR      75.18
DZ Bank AG Deutsche Ze    8.00   12/23/2016   EUR      76.20
DZ Bank AG Deutsche Ze    5.40    3/24/2017   EUR      75.47
DZ Bank AG Deutsche Ze    9.10   12/23/2016   EUR      76.30
DZ Bank AG Deutsche Ze    5.20    9/23/2016   EUR      71.92
DZ Bank AG Deutsche Ze   11.80    9/23/2016   EUR      63.82
DZ Bank AG Deutsche Ze    6.00   12/23/2016   EUR      73.17
DZ Bank AG Deutsche Ze   11.10   12/23/2016   EUR      66.43
DZ Bank AG Deutsche Ze    8.60   12/23/2016   EUR      72.88
HSBC Trinkaus & Burkha   16.50    9/23/2016   EUR      65.19
HSBC Trinkaus & Burkha    7.40    9/23/2016   EUR      74.58
HSBC Trinkaus & Burkha   13.70   12/23/2016   EUR      68.23
HSBC Trinkaus & Burkha   13.70    9/23/2016   EUR      74.60
HSBC Trinkaus & Burkha   13.70    9/23/2016   EUR      73.62
HSBC Trinkaus & Burkha   11.60   12/23/2016   EUR      76.19
HSBC Trinkaus & Burkha   11.60    3/24/2017   EUR      76.41
HSBC Trinkaus & Burkha    9.20    6/23/2017   EUR      58.03
HSBC Trinkaus & Burkha   10.40    1/27/2017   EUR      56.25
HSBC Trinkaus & Burkha   11.50   12/23/2016   EUR      73.58
HSBC Trinkaus & Burkha   10.20    3/24/2017   EUR      75.50
HSBC Trinkaus & Burkha    9.20    1/27/2017   EUR      76.79
HSBC Trinkaus & Burkha   24.20    9/23/2016   EUR
HSBC Trinkaus & Burkha   24.30    9/23/2016   EUR
HSBC Trinkaus & Burkha   12.60    3/24/2017   EUR      65.93
HSBC Trinkaus & Burkha    7.60    3/24/2017   EUR      72.21
HSBC Trinkaus & Burkha    9.40    1/27/2017   EUR      69.07
HSBC Trinkaus & Burkha   17.60    9/23/2016   EUR      60.38
HSBC Trinkaus & Burkha    8.90    9/23/2016   EUR      68.97
HSBC Trinkaus & Burkha   14.40   12/23/2016   EUR      63.54
HSBC Trinkaus & Burkha   14.80    9/23/2016   EUR      67.71
HSBC Trinkaus & Burkha   11.40   12/23/2016   EUR      72.76
Notenstein La Roche Pr    2.70    9/22/2026   CHF      69.63
UBS AG/London             9.25   12/23/2016   EUR      71.02
UBS AG/London             8.50   12/23/2016   EUR      59.07
UBS AG/London             9.50   12/23/2016   EUR      59.66
UBS AG/London             8.75   12/23/2016   EUR      63.47
UniCredit Bank AG         3.50    1/29/2020   EUR      59.40
UniCredit Bank AG         3.50   12/19/2019   EUR      62.39
Credit Suisse AG/Nassa    6.00   11/28/2016   CHF      53.96
Leonteq Securities AG     6.75    12/5/2016   CHF      53.05
Notenstein La Roche Pr    8.50   11/28/2016   CHF      46.01
Notenstein La Roche Pr    6.50   11/28/2016   CHF      72.47
Leonteq Securities AG/    7.60   11/28/2016   CHF      67.56
Leonteq Securities AG/    6.00   11/28/2016   CHF      46.53
Notenstein La Roche Pr    7.20   11/21/2016   CHF      76.86
Notenstein La Roche Pr    6.20   11/21/2016   CHF      58.24
Notenstein La Roche Pr    6.50   11/21/2016   CHF      75.04
Societe Generale SA       1.00   12/22/2017   GBP       0.99
UniCredit Bank AG         3.79   12/19/2016   EUR      61.61
UBS AG/London            16.75   12/23/2016   EUR      68.59
UBS AG/London            16.00   12/23/2016   EUR      73.75
UBS AG/London            18.50   12/23/2016   EUR      72.77
UBS AG/London            15.25   12/23/2016   EUR      74.33
UBS AG/London            10.25   12/23/2016   EUR      74.67
UBS AG/London            15.50   12/23/2016   EUR      65.14
UBS AG/London            12.75   12/23/2016   EUR      71.42
UBS AG/London            14.00   12/23/2016   EUR      74.37
UBS AG/London            16.00   12/23/2016   EUR      72.56
UBS AG/London            21.75   12/23/2016   EUR      73.48
UBS AG/London            17.50   12/23/2016   EUR      74.89
UBS AG/London            14.50   12/23/2016   EUR      67.01
UBS AG/London            14.75   12/23/2016   EUR      76.50
UBS AG/London            17.75   12/23/2016   EUR      72.07
UBS AG/London            22.00   12/23/2016   EUR      65.71
UBS AG/London            13.75   12/23/2016   EUR      69.17
UBS AG/London            16.50   12/23/2016   EUR      63.01
UBS AG/London            15.75   12/23/2016   EUR      70.77
Credit Suisse AG/Nassa    5.24   11/28/2016   CHF      56.16
EFG International Fina    7.00   11/27/2019   EUR      35.98
Notenstein La Roche Pr    8.80    12/5/2016   CHF      65.22
Notenstein La Roche Pr    7.50    12/5/2016   CHF      74.03
Notenstein La Roche Pr    7.00    12/5/2016   EUR      69.70
Notenstein La Roche Pr    6.80    12/5/2016   CHF      72.51
UBS AG/London            23.00    9/23/2016   EUR      67.91
UBS AG/London            24.50    9/23/2016   EUR      59.45
Goldman Sachs Internat    1.00    12/5/2017   SEK      10.91
Leonteq Securities AG/    6.40   12/12/2016   CHF      69.98
Leonteq Securities AG/    5.00   12/12/2016   CHF      55.71
Leonteq Securities AG/   12.80   12/12/2016   USD      53.81
Notenstein La Roche Pr    8.00   12/12/2016   CHF      57.12
Notenstein La Roche Pr    8.00   12/12/2016   GBP      75.99
Notenstein La Roche Pr    7.00   12/12/2016   CHF      71.09
Notenstein La Roche Pr    7.30   12/12/2016   CHF      55.51
Credit Suisse AG/Nassa    6.00   12/12/2016   CHF      55.29
DekaBank Deutsche Giro    2.50    12/1/2017   EUR      70.06
Notenstein La Roche Pr    8.20   12/19/2016   EUR      71.79
Leonteq Securities AG     7.80   12/19/2016   CHF      52.96
Notenstein La Roche Pr    8.00   12/29/2016   EUR      69.97
Vontobel Financial Pro    5.75    8/23/2016   EUR      49.17
Deutsche Bank AG          8.20   12/20/2016   EUR      68.70
Deutsche Bank AG          8.20   12/20/2016   EUR      49.90
Deutsche Bank AG          8.20   12/20/2016   EUR      50.30
Deutsche Bank AG          8.20   12/20/2016   EUR      58.90
Deutsche Bank AG          8.20   12/20/2016   EUR      71.70
Landesbank Hessen-Thue    4.00     2/6/2019   EUR      73.55
Notenstein La Roche Pr    5.00    1/14/2019   CHF      58.53
Notenstein La Roche Pr    8.50    1/16/2017   EUR      64.17
Notenstein La Roche Pr    7.60    1/16/2017   CHF      76.07
Notenstein La Roche Pr    7.00    1/16/2017   CHF      60.18
Notenstein La Roche Pr    5.50    1/14/2019   CHF      62.08
Leonteq Securities AG     8.20    1/16/2017   CHF      60.00
Leonteq Securities AG     8.00    1/16/2017   CHF      75.96
UBS AG                    5.00   12/22/2017   EUR      58.98
UBS AG                    5.00   12/23/2016   EUR      40.55
UBS AG                    7.00   12/23/2016   EUR      41.34
UBS AG                    6.50   12/23/2016   EUR      40.24
UBS AG                   10.50   12/23/2016   EUR      74.52
UBS AG                    4.25   12/22/2017   EUR      72.18
UBS AG                    4.75   12/22/2017   EUR      71.28
DekaBank Deutsche Giro    3.00    4/16/2018   EUR      68.86
DekaBank Deutsche Giro    3.40     4/9/2018   EUR      41.77
UBS AG/London             5.00    8/14/2017   CHF      43.75
Landesbank Baden-Wuert    4.00    6/23/2017   EUR      61.90
Landesbank Baden-Wuert    3.60    6/23/2017   EUR      64.42
UBS AG/London            11.75   12/23/2016   EUR      75.50
UBS AG/London            13.75   12/23/2016   EUR      60.86
DZ Bank AG Deutsche Ze    9.80    9/19/2016   EUR      72.93
DZ Bank AG Deutsche Ze    8.90   12/19/2016   EUR      74.85
Deutsche Bank AG          4.80    3/21/2017   EUR      75.90
Deutsche Bank AG          6.80   12/20/2016   EUR      69.50
Deutsche Bank AG          4.80   12/20/2016   EUR      65.00
Deutsche Bank AG          4.80    3/21/2017   EUR      74.30
Deutsche Bank AG          6.80    6/20/2017   EUR      75.00
Deutsche Bank AG          6.80   12/20/2016   EUR      75.60
Deutsche Bank AG          4.80    3/21/2017   EUR      76.30
BNP Paribas Emissions-   10.00    3/23/2017   EUR      76.14
BNP Paribas Emissions-   10.00    9/21/2017   EUR      75.51
BNP Paribas Emissions-    9.00   12/21/2017   EUR      76.09
BNP Paribas Emissions-   10.00    9/21/2017   EUR      71.62
BNP Paribas Emissions-   13.00   12/22/2016   EUR      69.13
BNP Paribas Emissions-   15.00    3/23/2017   EUR      64.44
BNP Paribas Emissions-   15.00    6/22/2017   EUR      67.09
DZ Bank AG Deutsche Ze    6.80    6/19/2017   EUR      74.51
DZ Bank AG Deutsche Ze   12.80    9/19/2016   EUR      70.91
Deutsche Bank AG          4.80   12/20/2016   EUR      74.00
Deutsche Bank AG          6.80   12/20/2016   EUR      74.80
Deutsche Bank AG          4.80    6/20/2017   EUR      73.80
Deutsche Bank AG          6.80   12/20/2016   EUR      73.70
Deutsche Bank AG          4.80   12/20/2016   EUR      68.80
Deutsche Bank AG          6.80   12/20/2016   EUR      65.70
Deutsche Bank AG          6.80    3/21/2017   EUR      75.50
Deutsche Bank AG          6.80    3/21/2017   EUR      71.70
Deutsche Bank AG          6.80    3/21/2017   EUR      68.10
Deutsche Bank AG          6.80    6/20/2017   EUR      67.90
Deutsche Bank AG          4.80    6/20/2017   EUR      66.20
Commerzbank AG           12.00    4/27/2017   EUR      76.13
HSBC Trinkaus & Burkha    4.50    4/24/2017   EUR      62.05
Commerzbank AG           20.00   10/27/2016   EUR      75.45
Goldman Sachs & Co Wer   24.00    3/22/2017   EUR      68.35
Goldman Sachs & Co Wer   21.00    6/21/2017   EUR      77.02
DZ Bank AG Deutsche Ze    8.50    3/20/2017   EUR      74.26
DZ Bank AG Deutsche Ze   10.50   12/19/2016   EUR      73.19
Deutsche Bank AG          4.80   12/20/2016   EUR      73.00
Deutsche Bank AG          4.80    3/21/2017   EUR      70.40
Deutsche Bank AG          4.80    3/21/2017   EUR      66.80
Deutsche Bank AG          4.80    6/20/2017   EUR      73.30
Deutsche Bank AG          6.80    6/20/2017   EUR      71.30
Deutsche Bank AG          4.80    6/20/2017   EUR      69.60
Deutsche Bank AG          4.80   12/20/2016   EUR      74.90
Deutsche Bank AG          4.80    6/20/2017   EUR      76.20
Commerzbank AG           13.50    4/27/2017   EUR      74.72
DZ Bank AG Deutsche Ze    7.10    3/20/2017   EUR      75.49
Vontobel Financial Pro    8.50    3/24/2017   EUR      76.13
Vontobel Financial Pro   11.00    3/24/2017   EUR      73.71
Vontobel Financial Pro   13.00    3/24/2017   EUR      71.27
Goldman Sachs & Co Wer   15.00    4/26/2017   EUR      72.86
Goldman Sachs & Co Wer   22.00    5/24/2017   EUR      76.31
Goldman Sachs & Co Wer   18.00    5/24/2017   EUR      72.52
Goldman Sachs & Co Wer   10.00    4/26/2017   EUR      68.93
Goldman Sachs & Co Wer   10.00    5/24/2017   EUR      69.66
DZ Bank AG Deutsche Ze    8.00   12/23/2016   EUR      62.05
BNP Paribas Emissions-   12.00   12/21/2017   EUR      73.99
BNP Paribas Emissions-   17.00   12/22/2016   EUR      69.50
BNP Paribas Emissions-   13.00    6/22/2017   EUR      76.89
BNP Paribas Emissions-   18.00   12/22/2016   EUR      62.20
BNP Paribas Emissions-   10.00    3/23/2017   EUR      69.45
BNP Paribas Emissions-   10.00    6/22/2017   EUR      70.34
HSBC Trinkaus & Burkha    8.00    4/28/2017   EUR      76.08
Vontobel Financial Pro   11.40     6/9/2017   EUR      75.77
DZ Bank AG Deutsche Ze    7.50    3/20/2017   EUR      67.07
DZ Bank AG Deutsche Ze    8.25    3/20/2017   EUR      67.53
DZ Bank AG Deutsche Ze    7.25    6/19/2017   EUR      70.29
DZ Bank AG Deutsche Ze    8.00    6/19/2017   EUR      67.43
DZ Bank AG Deutsche Ze    8.75    6/19/2017   EUR      68.08
DZ Bank AG Deutsche Ze   10.00   12/23/2016   EUR      60.12
BNP Paribas Emissions-    8.00   12/21/2017   EUR      76.67
BNP Paribas Emissions-   13.00    6/22/2017   EUR      72.70
BNP Paribas Emissions-   17.00   12/22/2016   EUR      73.81
BNP Paribas Emissions-   12.00   12/21/2017   EUR      68.76
HSBC Trinkaus & Burkha    4.50    7/28/2017   EUR      75.91
HSBC Trinkaus & Burkha    6.50   12/23/2016   EUR      57.21
Vontobel Financial Pro    9.85   12/23/2016   EUR      66.85
Landesbank Baden-Wuert    3.00   11/24/2017   EUR      76.54
Landesbank Baden-Wuert    4.00   11/24/2017   EUR      74.03
Landesbank Baden-Wuert    3.00   11/23/2018   EUR      69.47
Landesbank Baden-Wuert    3.50   11/24/2017   EUR      67.64
Landesbank Baden-Wuert    5.50   11/24/2017   EUR      62.98
Landesbank Baden-Wuert    3.00   11/24/2017   EUR      73.42
Landesbank Baden-Wuert    3.00   11/24/2017   EUR      61.77
Landesbank Baden-Wuert    4.00   11/24/2017   EUR      59.37
Landesbank Baden-Wuert    5.00   11/24/2017   EUR      57.54
UBS AG                    7.85    12/1/2016   EUR      51.80
DZ Bank AG Deutsche Ze    7.10    9/19/2016   EUR      56.06
DZ Bank AG Deutsche Ze    7.00   12/23/2016   EUR      79.11
DZ Bank AG Deutsche Ze    6.25   12/23/2016   EUR      69.28
DZ Bank AG Deutsche Ze    6.20   12/19/2016   EUR      57.50
DZ Bank AG Deutsche Ze    5.25   12/23/2016   EUR      72.68
Vontobel Financial Pro    4.85    3/10/2017   EUR      73.13
Vontobel Financial Pro    7.60    12/9/2016   EUR      72.90
Vontobel Financial Pro    7.45    12/9/2016   EUR      66.96
HSBC Trinkaus & Burkha   12.30    9/23/2016   EUR      75.27
HSBC Trinkaus & Burkha    6.00    1/27/2017   EUR      62.65
HSBC Trinkaus & Burkha   17.30    9/23/2016   EUR      61.56
HSBC Trinkaus & Burkha   14.60    9/23/2016   EUR      63.79
HSBC Trinkaus & Burkha   14.40   12/23/2016   EUR      64.74
HSBC Trinkaus & Burkha   12.50   12/23/2016   EUR      66.60
HSBC Trinkaus & Burkha    8.10   12/23/2016   EUR      72.42
HSBC Trinkaus & Burkha   12.60    3/24/2017   EUR      67.12
HSBC Trinkaus & Burkha   11.10    3/24/2017   EUR      68.72
HSBC Trinkaus & Burkha    7.60    3/24/2017   EUR      73.77
HSBC Trinkaus & Burkha    9.40    1/27/2017   EUR      70.55
HSBC Trinkaus & Burkha   13.90    9/23/2016   EUR      73.31
Vontobel Financial Pro    5.15   12/23/2016   EUR      51.12
Vontobel Financial Pro    9.00     6/9/2017   EUR      68.45
Deutsche Bank AG          6.00   12/16/2016   EUR      66.55
Vontobel Financial Pro   14.00    9/23/2016   EUR      72.50
Vontobel Financial Pro   12.00   11/25/2016   EUR      74.36
Vontobel Financial Pro   11.55   12/23/2016   EUR      75.12
Societe Generale Effek    5.27   12/23/2016   EUR      61.32
Commerzbank AG            1.00   11/28/2016   EUR      26.19
Leonteq Securities AG    10.00   12/14/2016   CHF      73.41
Leonteq Securities AG     9.00   12/14/2016   CHF      72.95
Leonteq Securities AG    10.00   12/14/2016   EUR      73.88
Vontobel Financial Pro    6.80     6/9/2017   EUR      76.68
Vontobel Financial Pro   15.30   12/23/2016   EUR      73.05
Vontobel Financial Pro   13.70   12/23/2016   EUR      74.82
Vontobel Financial Pro   12.10   12/23/2016   EUR      76.72
Vontobel Financial Pro   15.05    9/23/2016   EUR      74.65
Vontobel Financial Pro   17.10    9/23/2016   EUR      72.23
Vontobel Financial Pro   19.50    9/23/2016   EUR      70.03
Goldman Sachs & Co Wer    4.00    8/24/2016   EUR      55.06
Goldman Sachs & Co Wer    5.00   12/21/2016   EUR      56.67
Goldman Sachs & Co Wer    5.00    3/22/2017   EUR      57.74
Goldman Sachs & Co Wer    5.00    6/21/2017   EUR      58.66
Goldman Sachs & Co Wer   16.00    3/22/2017   EUR      73.06
Goldman Sachs & Co Wer   23.00   10/26/2016   EUR      69.39
Goldman Sachs & Co Wer   23.00    9/21/2016   EUR      68.78
Goldman Sachs & Co Wer   21.00   12/21/2016   EUR      71.09
Goldman Sachs & Co Wer   23.00    8/24/2016   EUR      42.87
Credit Suisse AG/Nassa    7.25    6/14/2017   CHF      53.79
Vontobel Financial Pro    5.00   11/25/2016   EUR      57.77
Vontobel Financial Pro    3.50   11/25/2016   EUR      60.14
Vontobel Financial Pro    6.00   11/25/2016   EUR      55.51
Vontobel Financial Pro    7.50   11/25/2016   EUR      53.61
Vontobel Financial Pro    9.05   11/25/2016   EUR      51.92
Vontobel Financial Pro   10.50   11/25/2016   EUR      50.38
Vontobel Financial Pro   12.50   11/25/2016   EUR      49.12
Vontobel Financial Pro   11.00    9/23/2016   EUR      77.15
DZ Bank AG Deutsche Ze    5.90   12/21/2016   EUR      55.30
UBS AG/London             9.30    3/10/2017   EUR      56.82
Deutsche Bank AG          6.20    9/20/2016   EUR      68.10
Deutsche Bank AG          6.20    9/20/2016   EUR      63.60
Deutsche Bank AG          6.20   12/20/2016   EUR      69.60
Deutsche Bank AG          6.20   12/20/2016   EUR      65.10
Deutsche Bank AG          6.20    9/20/2016   EUR      75.50
Deutsche Bank AG          6.20    9/20/2016   EUR      70.90
Deutsche Bank AG          6.20   12/20/2016   EUR      76.90
Deutsche Bank AG          6.20   12/20/2016   EUR      72.40
Vontobel Financial Pro    7.00   12/23/2016   EUR      75.50
Notenstein La Roche Pr    4.00    9/26/2018   CHF      63.12
Notenstein La Roche Pr    7.50    9/26/2016   EUR      73.70
Notenstein La Roche Pr    7.00    9/26/2016   CHF      74.70
Notenstein La Roche Pr    7.00    9/26/2016   CHF      56.41
Notenstein La Roche Pr    6.50    9/26/2016   CHF      73.41
Notenstein La Roche Pr    5.50    9/26/2016   CHF      46.23
Notenstein La Roche Pr    3.50    9/26/2018   CHF      60.19
Notenstein La Roche Pr    6.50    9/26/2016   CHF      77.58
Notenstein La Roche Pr    5.00    9/26/2016   CHF      48.51
DZ Bank AG Deutsche Ze    5.60    3/30/2017   EUR      50.77
Bank Julius Baer & Co     5.20    9/25/2017   EUR      65.45
UniCredit Bank AG         4.00   10/14/2019   EUR      65.50
Notenstein La Roche Pr    8.00    10/3/2016   CHF      59.01
Notenstein La Roche Pr    7.50    10/3/2016   CHF      57.89
Notenstein La Roche Pr    7.00    10/3/2016   EUR      77.56
Credit Suisse AG/Nassa    6.25    10/6/2016   CHF      55.98
Notenstein La Roche Pr    7.00   10/10/2016   CHF      59.91
Credit Suisse AG/Nassa    6.25   10/14/2016   CHF      56.85
Notenstein La Roche Pr    6.00   10/17/2016   CHF      60.24
Zurcher Kantonalbank F    6.25   10/14/2016   CHF      62.19
Notenstein La Roche Pr    6.20   10/24/2016   CHF      60.19
Leonteq Securities AG     8.45    11/7/2016   CHF      36.98
Leonteq Securities AG     5.20    11/7/2016   CHF      45.49
Leonteq Securities AG/    6.00   10/31/2018   CHF      66.41
Notenstein La Roche Pr    5.00   10/31/2018   CHF      62.32
Notenstein La Roche Pr    4.50   10/31/2018   CHF      58.01
Notenstein Finance Gue    7.30   10/28/2016   CHF      59.25
DekaBank Deutsche Giro    4.00   10/21/2016   EUR      72.63
Leonteq Securities AG     3.00    9/19/2019   CHF      40.47
DekaBank Deutsche Giro    8.50   10/27/2016   EUR      56.99
DekaBank Deutsche Giro    7.15   10/27/2017   EUR      60.40
Notenstein La Roche Pr    7.50    11/7/2016   EUR      75.80
Notenstein La Roche Pr    7.00    11/7/2016   CHF      77.08
Notenstein La Roche Pr    6.30    11/7/2016   CHF      75.09
DekaBank Deutsche Giro    3.50   10/28/2016   EUR      54.42
UBS AG/London             9.00   12/23/2016   EUR      70.14
UBS AG/London            11.50   12/23/2016   EUR      74.05
UBS AG/London             8.75   12/23/2016   EUR      48.06
UBS AG/London             9.50   12/23/2016   EUR      45.18
Notenstein La Roche Pr    5.30   11/14/2018   CHF      70.20
Notenstein La Roche Pr    6.00   11/14/2016   CHF      68.04
Notenstein La Roche Pr    4.80   11/14/2018   CHF      65.49
Credit Suisse AG/Nassa    6.00   11/17/2016   CHF      56.23
Leonteq Securities AG/    5.00   11/14/2016   CHF      57.86
Banque Cantonale Vaudo    5.55    11/7/2016   CHF      59.57
Notenstein La Roche Pr    3.00    9/22/2020   CHF      50.70
Vontobel Financial Pro    5.00   11/21/2016   EUR      73.24
DekaBank Deutsche Giro    3.00    5/15/2018   EUR      69.80
Goldman Sachs & Co Wer   19.00   10/26/2016   EUR      74.52
Goldman Sachs & Co Wer   23.00   11/23/2016   EUR      71.18
Goldman Sachs & Co Wer   21.00   12/21/2016   EUR      72.23
Goldman Sachs & Co Wer   16.00    3/22/2017   EUR      76.51
Goldman Sachs & Co Wer   21.00   11/23/2016   EUR      74.56
HSBC Trinkaus & Burkha   14.90    9/23/2016   EUR      67.33
HSBC Trinkaus & Burkha   12.50   12/23/2016   EUR      70.11
HSBC Trinkaus & Burkha    8.60    1/27/2017   EUR      74.64
HSBC Trinkaus & Burkha   13.30    9/23/2016   EUR      74.72
HSBC Trinkaus & Burkha   17.80    9/23/2016   EUR      71.01
HSBC Trinkaus & Burkha    8.60    1/27/2017   EUR      57.96
HSBC Trinkaus & Burkha   10.80    9/23/2016   EUR      48.76
HSBC Trinkaus & Burkha    7.00    6/23/2017   EUR      55.17
HSBC Trinkaus & Burkha    7.90    1/27/2017   EUR      53.06
HSBC Trinkaus & Burkha   13.60    9/23/2016   EUR      66.48
HSBC Trinkaus & Burkha   14.50   12/23/2016   EUR      66.04
HSBC Trinkaus & Burkha   12.70    3/24/2017   EUR      68.43
HSBC Trinkaus & Burkha   10.50    3/24/2017   EUR      71.08
HSBC Trinkaus & Burkha    9.60    1/27/2017   EUR      72.18
Bank Julius Baer & Co     8.10    12/2/2016   CHF      75.55
Vontobel Financial Pro   20.50    9/23/2016   EUR      72.31
DZ Bank AG Deutsche Ze    6.50    9/19/2016   EUR      57.18
DZ Bank AG Deutsche Ze    6.30   12/19/2016   EUR      61.60
DZ Bank AG Deutsche Ze    6.50    3/20/2017   EUR      63.18
DZ Bank AG Deutsche Ze    7.30    3/20/2017   EUR      61.78
DZ Bank AG Deutsche Ze    8.40    3/20/2017   EUR      60.66
Vontobel Financial Pro    9.00   12/23/2016   EUR      54.86
Vontobel Financial Pro    8.00   12/23/2016   EUR      73.62
Zurcher Kantonalbank F   10.00    12/1/2016   EUR      70.67
DZ Bank AG Deutsche Ze   10.00   12/23/2016   EUR      74.95
DZ Bank AG Deutsche Ze   10.00   12/23/2016   EUR      66.68
DZ Bank AG Deutsche Ze   10.00    9/23/2016   EUR      47.99
DZ Bank AG Deutsche Ze    4.00   12/23/2016   EUR      53.07
DZ Bank AG Deutsche Ze    6.00   12/23/2016   EUR      51.89
EFG International Fina    5.00    8/15/2017   CHF      56.44
Raiffeisen Centrobank     7.00    8/22/2016   EUR      55.83
Leonteq Securities AG/    8.00     8/8/2016   EUR      67.37
Zurcher Kantonalbank F    5.50    8/14/2017   CHF      76.90
Leonteq Securities AG/    8.00    8/15/2016   CHF      72.03
UBS AG/London             5.75   12/23/2016   EUR      38.21
UBS AG/London             4.50   12/22/2017   EUR      59.48
UBS AG/London             7.50   12/23/2016   EUR      54.35
UBS AG/London             6.00   12/23/2016   EUR      49.66
UBS AG/London             7.00   12/22/2017   EUR      59.70
UBS AG/London            13.25   12/23/2016   EUR      76.15
UBS AG/London             7.00   12/22/2017   EUR      52.09
UBS AG/London            14.00   12/23/2016   EUR      43.73
UBS AG/London            11.00   12/23/2016   EUR      41.28
UBS AG/London             5.00   12/23/2016   EUR      53.38
UBS AG/London             4.00   12/22/2017   EUR      58.50
UBS AG/London             4.00   12/22/2017   EUR      75.07
UBS AG/London             5.50   12/23/2016   EUR      51.43
UBS AG/London             6.75   12/23/2016   EUR      66.15
UBS AG/London            12.25   12/23/2016   EUR      39.60
UBS AG/London            12.50   12/22/2017   EUR      71.69
UBS AG/London             9.50   12/22/2017   EUR      52.47
UBS AG/London             4.25   12/23/2016   EUR      55.41
UBS AG/London             9.00   12/22/2017   EUR      49.68
UBS AG/London            13.75   12/23/2016   EUR      68.50
UBS AG/London             5.00   12/23/2016   EUR      44.02
UBS AG/London             4.25   12/23/2016   EUR      49.56
UBS AG/London             8.25   12/23/2016   EUR      45.49
UBS AG/London             6.75   12/23/2016   EUR      48.14
UBS AG/London             5.75   12/22/2017   EUR      55.12
UBS AG/London            11.00   12/22/2017   EUR      74.20
UBS AG/London             5.00   12/22/2017   EUR      72.06
UBS AG/London             6.25   12/22/2017   EUR      54.18
UBS AG/London             6.75   12/23/2016   EUR      47.35
UBS AG/London             9.00   12/23/2016   EUR      50.48
UBS AG/London             5.00   12/22/2017   EUR      58.04
UBS AG/London             5.50   12/23/2016   EUR      76.62
UBS AG/London             7.75   12/22/2017   EUR      54.46
UBS AG/London            14.50   12/22/2017   EUR      72.21
UniCredit Bank AG         4.25    9/12/2017   EUR      72.32
Bayerische Landesbank     4.00    9/16/2016   EUR      53.41
Leonteq Securities AG/    5.00    8/22/2016   CHF      44.40
EFG International Fina    5.00    8/15/2017   CHF      71.46
Vontobel Financial Pro    5.00    9/23/2016   EUR      48.27
Zurcher Kantonalbank F    8.00     9/1/2016   CHF      71.87
Zurcher Kantonalbank F    7.50     9/1/2016   CHF      53.62
Notenstein La Roche Pr    5.00    8/29/2018   CHF      56.77
Notenstein La Roche Pr    9.10    8/29/2016   CHF      21.99
Notenstein La Roche Pr    8.00    8/29/2016   CHF      76.89
Notenstein La Roche Pr    6.90    8/25/2016   CHF      54.58
Leonteq Securities AG/    5.80    9/12/2016   CHF      68.01
Raiffeisen Centrobank     7.25    9/26/2016   EUR      53.26
Leonteq Securities AG/    8.04    8/29/2016   EUR      74.96
Bank Julius Baer & Co     8.20    8/29/2016   CHF      46.25
Zurcher Kantonalbank F    7.50    9/12/2016   CHF      47.30
Notenstein La Roche Pr    5.04    8/28/2017   CHF      68.44
Notenstein La Roche Pr    5.00     9/5/2018   CHF      58.82
Notenstein La Roche Pr    7.00     9/5/2016   EUR      75.62
Notenstein La Roche Pr    7.00     9/5/2016   CHF      69.51
Leonteq Securities AG/    4.68    8/29/2017   CHF      70.44
Leonteq Securities AG/    9.50     9/8/2016   USD      47.91
Leonteq Securities AG/    8.64     9/8/2016   CHF      48.67
Bank Julius Baer & Co     7.00    9/12/2016   CHF      50.65
Leonteq Securities AG/    5.99    9/11/2017   EUR      64.52
Vontobel Financial Pro    4.45     9/5/2016   EUR      45.51
Notenstein La Roche Pr    7.50    9/12/2016   CHF      68.66
Notenstein La Roche Pr    7.50    9/12/2016   EUR      46.87
Credit Suisse AG/Nassa    5.75    9/19/2016   CHF      66.22
Zurcher Kantonalbank F    7.60    9/16/2016   CHF      72.83
Zurcher Kantonalbank F    7.15    9/16/2016   CHF      74.98
Vontobel Financial Pro    5.84     9/9/2016   EUR      30.62
Leonteq Securities AG     6.00    9/26/2016   CHF      53.49
Leonteq Securities AG     7.20    9/26/2016   EUR      68.49
Notenstein La Roche Pr    7.20    9/19/2016   CHF      54.93
Notenstein La Roche Pr    6.50    9/19/2016   CHF      57.85
Bank Julius Baer & Co     5.50   11/24/2016   CHF      67.35
Bank Julius Baer & Co     6.85    12/5/2016   CHF      50.40
Notenstein La Roche Pr    7.11   11/25/2016   EUR      50.50
Credit Suisse AG/Nassa    8.00    12/5/2016   EUR      74.32
DZ Bank AG Deutsche Ze    7.25   12/19/2016   EUR      51.10
DZ Bank AG Deutsche Ze    6.50    9/19/2016   EUR      75.83
DZ Bank AG Deutsche Ze    7.00    3/20/2017   EUR      73.52
DZ Bank AG Deutsche Ze    7.25    9/19/2016   EUR      70.07
DZ Bank AG Deutsche Ze    8.00   12/19/2016   EUR      72.14
DZ Bank AG Deutsche Ze   10.25    9/19/2016   EUR      52.74
DZ Bank AG Deutsche Ze    8.75    9/19/2016   EUR      52.57
DZ Bank AG Deutsche Ze    9.00    9/19/2016   EUR      49.49
DZ Bank AG Deutsche Ze    9.25   12/19/2016   EUR      51.82
DZ Bank AG Deutsche Ze    7.25   12/19/2016   EUR      54.20
Vontobel Financial Pro   15.55    9/23/2016   EUR      75.76
Vontobel Financial Pro   18.50    9/23/2016   EUR      72.76
Vontobel Financial Pro   15.00   12/23/2016   EUR      76.12
Vontobel Financial Pro   13.50    9/23/2016   EUR      75.90
Vontobel Financial Pro   15.00    9/23/2016   EUR      74.31
Vontobel Financial Pro   16.00   12/23/2016   EUR      73.65
UniCredit Bank AG         7.00   12/28/2016   EUR      58.36
Commerzbank AG            9.50    8/25/2016   EUR      50.24
Commerzbank AG            8.50   11/24/2016   EUR      52.32
Deutsche Bank AG          7.20    3/21/2017   EUR      67.30
Deutsche Bank AG          5.20    6/20/2017   EUR      65.60
Deutsche Bank AG          7.20    6/20/2017   EUR      67.30
Deutsche Bank AG          7.20    6/20/2017   EUR      64.20
Deutsche Bank AG          5.20    6/20/2017   EUR      62.40
Deutsche Bank AG          7.20    6/20/2017   EUR      61.20
Deutsche Bank AG          5.20    6/20/2017   EUR      59.50
Deutsche Bank AG          5.20    6/20/2017   EUR      56.80
Deutsche Bank AG          7.20    6/20/2017   EUR      58.60
Deutsche Bank AG          5.20    6/20/2017   EUR      54.40
Deutsche Bank AG          7.20    6/20/2017   EUR      56.20
Deutsche Bank AG          5.20    3/21/2017   EUR      62.10
Deutsche Bank AG          7.20    3/21/2017   EUR      63.30
Deutsche Bank AG          7.20    3/21/2017   EUR      60.60
Deutsche Bank AG          7.20    3/21/2017   EUR      58.10
Deutsche Bank AG          7.20    3/21/2017   EUR      55.80
Deutsche Bank AG          7.20    6/20/2017   EUR      64.70
Deutsche Bank AG          5.20    6/20/2017   EUR      60.30
Deutsche Bank AG          7.20    6/20/2017   EUR      62.40
Deutsche Bank AG          5.20    6/20/2017   EUR      57.80
Deutsche Bank AG          7.20    6/20/2017   EUR      59.60
Deutsche Bank AG          5.20    6/20/2017   EUR      55.60
Deutsche Bank AG          7.20    6/20/2017   EUR      57.30
Deutsche Bank AG          7.20    6/20/2017   EUR      55.20
Deutsche Bank AG          5.20    6/20/2017   EUR      53.50
Deutsche Bank AG          7.20    6/20/2017   EUR      53.30
Deutsche Bank AG          5.20    6/20/2017   EUR      51.60
Deutsche Bank AG          5.20    6/20/2017   EUR      75.40
DZ Bank AG Deutsche Ze    8.90    9/23/2016   EUR      54.79
DZ Bank AG Deutsche Ze    4.90   12/23/2016   EUR      77.64
DZ Bank AG Deutsche Ze    7.20    9/23/2016   EUR      75.08
DZ Bank AG Deutsche Ze    7.10    9/23/2016   EUR      71.67
DZ Bank AG Deutsche Ze    6.80    3/24/2017   EUR      74.60
DZ Bank AG Deutsche Ze    7.80   12/23/2016   EUR      56.59
DZ Bank AG Deutsche Ze    7.70    3/24/2017   EUR      58.45
Vontobel Financial Pro    7.60   12/23/2016   EUR      72.33
Vontobel Financial Pro    7.65   12/23/2016   EUR      72.40
Vontobel Financial Pro    8.10   12/23/2016   EUR      72.65
Commerzbank AG            4.50   11/24/2016   EUR      57.27
Commerzbank AG            5.00   11/24/2016   EUR      56.14
Commerzbank AG            5.75   11/24/2016   EUR      55.15
Commerzbank AG            6.25   11/24/2016   EUR      54.14
Commerzbank AG            7.00   11/24/2016   EUR      53.23
Commerzbank AG            7.75   11/24/2016   EUR      52.39
Commerzbank AG            8.50   11/24/2016   EUR      51.60
Commerzbank AG            9.25   11/24/2016   EUR      50.82
Commerzbank AG           12.25   11/24/2016   EUR      75.74
Commerzbank AG            8.00   11/24/2016   EUR      73.81
Commerzbank AG            9.75   11/24/2016   EUR      70.58
Commerzbank AG           11.75   11/24/2016   EUR      67.78
Commerzbank AG            9.50   11/24/2016   EUR      73.09
Vontobel Financial Pro   11.10    9/23/2016   EUR      76.14
Vontobel Financial Pro   13.05    9/23/2016   EUR      74.12
Vontobel Financial Pro   10.50   11/25/2016   EUR      76.72
Bank Julius Baer & Co     6.50    12/2/2016   EUR      51.15
UniCredit Bank AG         5.00    6/22/2017   EUR      53.51
UniCredit Bank AG         4.80    6/22/2017   EUR      54.90
UniCredit Bank AG         4.60    6/22/2017   EUR      56.37
UniCredit Bank AG         4.60    6/22/2017   EUR      56.94
UniCredit Bank AG         4.40    6/22/2017   EUR      57.93
UniCredit Bank AG         4.40    6/22/2017   EUR      59.16
UniCredit Bank AG         4.40    6/22/2017   EUR      59.79
UniCredit Bank AG         4.20    6/22/2017   EUR      60.24
UniCredit Bank AG         5.00    6/22/2017   EUR      54.02
UniCredit Bank AG         5.00    6/22/2017   EUR      54.54
UniCredit Bank AG         4.80    6/22/2017   EUR      55.44
UniCredit Bank AG         4.80    6/22/2017   EUR      55.98
UniCredit Bank AG         4.60    6/22/2017   EUR      57.52
UniCredit Bank AG         4.40    6/22/2017   EUR      58.54
UniCredit Bank AG         4.20    6/22/2017   EUR      60.89
Goldman Sachs & Co Wer    5.00    9/21/2016   EUR      55.53
Goldman Sachs & Co Wer   18.00    3/22/2017   EUR      75.72
Goldman Sachs & Co Wer    6.00   12/21/2016   EUR      57.10
Credit Suisse AG/Nassa    8.00    12/7/2016   CHF      71.26
Notenstein La Roche Pr    7.00     6/7/2017   CHF      70.91
Deutsche Bank AG          6.20   10/26/2016   EUR      75.10
Deutsche Bank AG          4.20   10/26/2016   EUR      74.60
Deutsche Bank AG          4.20   11/23/2016   EUR      74.90
Deutsche Bank AG          6.20   11/23/2016   EUR      75.50
Deutsche Bank AG          6.20   10/26/2016   EUR      61.20
Deutsche Bank AG          6.20   10/26/2016   EUR      50.40
Deutsche Bank AG          4.20   11/23/2016   EUR      61.10
Deutsche Bank AG          6.20   11/23/2016   EUR      61.70
Deutsche Bank AG          6.20   11/23/2016   EUR      50.80
Deutsche Bank AG          4.20    9/20/2016   EUR      74.90
Deutsche Bank AG          6.20    9/20/2016   EUR      75.10
Deutsche Bank AG          6.20   10/26/2016   EUR      75.70
Deutsche Bank AG          4.20   10/26/2016   EUR      75.30
Deutsche Bank AG          4.20   11/23/2016   EUR      75.60
Deutsche Bank AG          6.20   11/23/2016   EUR      76.20
Deutsche Bank AG          4.20   12/20/2016   EUR      75.80
Deutsche Bank AG          6.20   12/20/2016   EUR      76.60
Deutsche Bank AG          4.20   10/26/2016   EUR      57.10
Deutsche Bank AG          4.20   11/23/2016   EUR      57.40
Deutsche Bank AG          4.20   10/26/2016   EUR      76.20
Deutsche Bank AG          4.20   11/23/2016   EUR      76.20
Deutsche Bank AG          4.20   10/26/2016   EUR      75.80
Deutsche Bank AG          4.20   11/23/2016   EUR      76.10
Leonteq Securities AG     9.60    12/7/2016   CHF      69.43
Vontobel Financial Pro   10.50   12/23/2016   EUR      74.30
Vontobel Financial Pro    7.55   12/23/2016   EUR      72.69
Vontobel Financial Pro    7.60   12/23/2016   EUR      72.85
DZ Bank AG Deutsche Ze    7.80    3/20/2017   EUR      58.85
DZ Bank AG Deutsche Ze    6.30    3/20/2017   EUR      55.09
DZ Bank AG Deutsche Ze    7.00    3/20/2017   EUR      53.87
Vontobel Financial Pro    4.75   12/23/2016   EUR      70.63
DZ Bank AG Deutsche Ze    4.00    12/7/2016   EUR      59.16
Vontobel Financial Pro    9.00   12/23/2016   EUR      52.35
Zurcher Kantonalbank F   12.00    12/8/2016   CHF      61.01
Credit Suisse AG/Nassa    7.50     6/9/2017   EUR      68.43
Credit Suisse AG/Londo    7.25    12/7/2016   CHF      69.34
Deutsche Bank AG          9.20    8/24/2016   EUR      63.60
Deutsche Bank AG          7.20    8/24/2016   EUR      63.50
Deutsche Bank AG          7.20    8/24/2016   EUR      59.60
Deutsche Bank AG          9.20    8/24/2016   EUR      59.70
Deutsche Bank AG          5.20    8/24/2016   EUR      59.50
Deutsche Bank AG          9.20   11/23/2016   EUR      65.70
Deutsche Bank AG          7.20   11/23/2016   EUR      65.10
Deutsche Bank AG          5.20   11/23/2016   EUR      64.50
Deutsche Bank AG          5.20   11/23/2016   EUR      60.60
Deutsche Bank AG          9.20   11/23/2016   EUR      61.80
Deutsche Bank AG          7.20   11/23/2016   EUR      61.20
Deutsche Bank AG          7.20    7/26/2017   EUR      67.20
Deutsche Bank AG          9.20    7/26/2017   EUR      69.10
Deutsche Bank AG          5.20    7/26/2017   EUR      65.20
Deutsche Bank AG          5.20    7/26/2017   EUR      61.70
Deutsche Bank AG          7.20    7/26/2017   EUR      63.60
Deutsche Bank AG          9.20    7/26/2017   EUR      65.60
Bank Julius Baer & Co     5.60    12/8/2016   CHF      51.00
Bank Julius Baer & Co     5.90    12/8/2016   CHF      55.20
Vontobel Financial Pro   16.50    9/23/2016   EUR      72.93
Vontobel Financial Pro   17.05    9/23/2016   EUR      74.80
Vontobel Financial Pro   14.00    9/23/2016   EUR      52.97
Vontobel Financial Pro    6.50   12/23/2016   EUR      62.23
Vontobel Financial Pro    5.00   12/23/2016   EUR      65.13
Landesbank Baden-Wuert    3.85    8/25/2017   EUR      48.61
DekaBank Deutsche Giro    4.00    8/19/2016   EUR      33.06
Kaupthing ehf             5.00     1/4/2027   SKK      17.63
Landesbank Baden-Wuert    3.20    8/26/2016   EUR      55.34
Podkarpacki Bank Spold    5.74    2/23/2025   PLN      50.00
Commerzbank AG           20.00    5/28/2018   SEK      53.65
Landesbank Baden-Wuert    3.33    9/23/2016   EUR      53.50
Societe Generale Effek    4.00    6/26/2017   EUR      47.96
Landesbank Baden-Wuert    3.15   10/28/2016   EUR      52.52
DZ Bank AG Deutsche Ze    3.50    9/30/2016   EUR      69.29
Landesbank Baden-Wuert    3.30   12/23/2016   EUR      73.97
Notenstein La Roche Pr    7.40   10/31/2016   CHF      27.31
Zurcher Kantonalbank F    5.25    11/1/2016   CHF      22.57
Dayli Polska Sp zoo       8.50     9/5/2016   PLN      15.01
Notenstein La Roche Pr   10.00    5/23/2017   CHF      73.70
UBS AG/London             9.00   11/11/2016   CHF      56.99
Vontobel Financial Pro   13.00   12/23/2016   EUR      75.75
Credit Suisse AG/Nassa    7.20    5/12/2017   CHF      73.94
Vontobel Financial Pro   16.00    9/23/2016   EUR      72.75
Vontobel Financial Pro   19.00    9/23/2016   EUR      69.95
Vontobel Financial Pro   12.55   12/23/2016   EUR      76.32
Leonteq Securities AG     7.40   11/20/2017   EUR      70.23
Notenstein Finance Gue    8.12    5/16/2017   CHF      72.42
Property Lease Fund SA    9.00   12/23/2016   PLN      42.00
Credit Suisse AG/Nassa    8.00   11/24/2016   CHF      70.31
Vontobel Financial Pro   14.00    9/23/2016   EUR      74.53
Vontobel Financial Pro   16.50    9/23/2016   EUR      71.84
Vontobel Financial Pro   13.50   12/23/2016   EUR      74.91
Vontobel Financial Pro    3.00    9/23/2016   EUR      56.63
Vontobel Financial Pro    4.00    9/23/2016   EUR      55.44
Vontobel Financial Pro    4.50    9/23/2016   EUR      54.25
Vontobel Financial Pro    5.00    9/23/2016   EUR      53.12
Vontobel Financial Pro    6.00    9/23/2016   EUR      52.10
Vontobel Financial Pro    9.50   11/25/2016   EUR      74.35
Vontobel Financial Pro    6.50    9/23/2016   EUR      51.06
Vontobel Financial Pro    7.50    9/23/2016   EUR      50.14
Vontobel Financial Pro    8.50    9/23/2016   EUR      49.25
Vontobel Financial Pro    9.05    9/23/2016   EUR      48.35
Vontobel Financial Pro   10.00    9/23/2016   EUR      47.54
Vontobel Financial Pro   11.00    9/23/2016   EUR      46.77
Vontobel Financial Pro   12.00    9/23/2016   EUR      46.04
Vontobel Financial Pro   13.00    9/23/2016   EUR      45.33
Vontobel Financial Pro   15.00    9/23/2016   EUR      44.01
Vontobel Financial Pro   12.00   12/23/2016   EUR      46.69
Vontobel Financial Pro   10.50   12/23/2016   EUR      47.70
HSBC Trinkaus & Burkha   11.80    9/23/2016   EUR      72.18
HSBC Trinkaus & Burkha   11.90   12/23/2016   EUR      72.40
Vontobel Financial Pro    9.00   12/23/2016   EUR      48.55
Vontobel Financial Pro    7.40   11/25/2016   EUR      73.28
Vontobel Financial Pro   17.50    9/23/2016   EUR      74.95
Credit Suisse AG/Londo    7.25   11/23/2016   CHF      49.92
Vontobel Financial Pro   18.50    9/23/2016   EUR      66.71
Vontobel Financial Pro   15.05    9/23/2016   EUR      70.08
Vontobel Financial Pro   12.00    9/23/2016   EUR      73.97
Commerzbank AG            8.50   10/27/2016   EUR      76.03
Commerzbank AG           10.25   10/27/2016   EUR      72.51
Commerzbank AG           12.50   10/27/2016   EUR      69.49
DZ Bank AG Deutsche Ze    5.50   11/25/2016   EUR      75.22
DZ Bank AG Deutsche Ze    5.00   11/25/2016   EUR      66.98
Vontobel Financial Pro    3.05   10/28/2016   EUR      59.78
Vontobel Financial Pro    5.05   10/28/2016   EUR      54.84
Vontobel Financial Pro    4.00   12/23/2016   EUR      57.80
Vontobel Financial Pro    5.00   12/23/2016   EUR      55.61
Vontobel Financial Pro    6.05   12/23/2016   EUR      53.67
Vontobel Financial Pro    7.15   12/23/2016   EUR      51.93
Vontobel Financial Pro    8.50   12/23/2016   EUR      50.46
Vontobel Financial Pro   10.00   12/23/2016   EUR      49.20
Vontobel Financial Pro   10.00   11/25/2016   EUR      65.18
Bank Julius Baer & Co     6.00   11/24/2016   CHF      73.70
Bank Julius Baer & Co     6.30   11/24/2016   CHF      70.20
Landesbank Baden-Wuert    2.00   11/25/2016   EUR      59.26
Landesbank Baden-Wuert    3.00   11/25/2016   EUR      55.99
Landesbank Baden-Wuert    4.00   11/25/2016   EUR      54.04
Landesbank Baden-Wuert    2.50   11/25/2016   EUR      66.20
Landesbank Baden-Wuert    4.50   11/25/2016   EUR      60.38
Landesbank Baden-Wuert    5.00   11/25/2016   EUR      52.06
Credit Suisse AG/Londo    7.00    5/24/2017   CHF      74.86
Deutsche Bank AG          6.50   12/20/2016   EUR      51.24
Bank Julius Baer & Co    10.90   11/25/2016   CHF      74.10
DZ Bank AG Deutsche Ze    5.80   12/19/2016   EUR      59.81
DZ Bank AG Deutsche Ze    4.90    9/19/2016   EUR      54.39
DZ Bank AG Deutsche Ze    4.70   12/19/2016   EUR      55.54
Vontobel Financial Pro   15.00    9/23/2016   EUR      74.05
Vontobel Financial Pro   14.00   12/23/2016   EUR      75.05
Vontobel Financial Pro   13.50    9/23/2016   EUR      75.29
Landesbank Hessen-Thue    3.50     6/6/2018   EUR      70.94
Vontobel Financial Pro   10.00    9/23/2016   EUR      68.74
Vontobel Financial Pro   15.50    12/9/2016   EUR      76.24
UBS AG/London             8.90    12/9/2016   EUR      74.22
Vontobel Financial Pro   12.85     6/9/2017   EUR      75.63
Vontobel Financial Pro   12.40    12/9/2016   EUR      75.59
Vontobel Financial Pro   13.90    3/10/2017   EUR      75.02
Vontobel Financial Pro   15.45     6/9/2017   EUR      74.31
Vontobel Financial Pro   10.00    9/23/2016   EUR      72.01
Vontobel Financial Pro   10.00    9/23/2016   EUR      41.83
Goldman Sachs & Co Wer    5.00    9/20/2017   EUR      62.83
Goldman Sachs & Co Wer    9.00    8/24/2016   EUR      74.08
Goldman Sachs & Co Wer   13.00    8/24/2016   EUR      74.46
Goldman Sachs & Co Wer   11.00    8/24/2016   EUR      49.65
Goldman Sachs & Co Wer    4.00   11/23/2016   EUR      49.94
Goldman Sachs & Co Wer   10.00   11/23/2016   EUR      52.01
Goldman Sachs & Co Wer    5.00    9/20/2017   EUR      53.92
Goldman Sachs & Co Wer   23.00    9/21/2016   EUR      69.00
Goldman Sachs & Co Wer   20.00   10/26/2016   EUR      70.39
Goldman Sachs & Co Wer   19.00   11/23/2016   EUR      71.62
Goldman Sachs & Co Wer   16.00    6/21/2017   EUR      75.17
Goldman Sachs & Co Wer   14.00   11/23/2016   EUR      43.37
Goldman Sachs & Co Wer   14.00   10/26/2016   EUR      72.67
Goldman Sachs & Co Wer   13.00   11/23/2016   EUR      73.46
Goldman Sachs & Co Wer   24.00    9/21/2016   EUR      71.24
Goldman Sachs & Co Wer   18.00   10/26/2016   EUR      75.55
Bank Julius Baer & Co     9.80    11/7/2016   EUR      34.55
UBS AG/London            12.00    11/4/2016   CHF      33.84
UBS AG                    5.50   12/23/2016   EUR      75.21
UBS AG                   13.75   12/23/2016   EUR      69.21
UBS AG                    6.00   12/23/2016   EUR      69.39
UBS AG                    8.00   12/23/2016   EUR      66.26
UBS AG                    4.50   12/23/2016   EUR      73.89
UBS AG                    6.00   12/23/2016   EUR      69.68
UBS AG                    8.00   12/23/2016   EUR      66.01
UBS AG                    6.50   12/23/2016   EUR      68.59
UBS AG                    9.00    9/23/2016   EUR      75.25
UBS AG                    8.50   12/23/2016   EUR      76.33
UBS AG                   11.00   12/23/2016   EUR      73.72
Vontobel Financial Pro    6.50   12/23/2016   EUR      52.23
Bank Julius Baer & Co     5.50    11/6/2017   CHF      48.35
Credit Suisse AG/Londo    7.00    5/16/2017   CHF      70.46
DZ Bank AG Deutsche Ze    5.75    9/23/2016   EUR      49.10
DZ Bank AG Deutsche Ze    6.00   12/23/2016   EUR      49.45
DZ Bank AG Deutsche Ze    5.25    3/24/2017   EUR      51.67
Deutsche Bank AG          6.20    8/24/2016   EUR      57.00
Deutsche Bank AG          4.20    8/24/2016   EUR      54.10
Deutsche Bank AG          6.20    8/24/2016   EUR      54.20
Deutsche Bank AG          6.20    8/24/2016   EUR      51.60
Deutsche Bank AG          6.20    9/20/2016   EUR      52.10
Deutsche Bank AG          6.20   10/26/2016   EUR      58.10
Deutsche Bank AG          6.20   10/26/2016   EUR      55.20
Deutsche Bank AG          4.20   10/26/2016   EUR      54.80
Deutsche Bank AG          6.20   10/26/2016   EUR      52.70
Deutsche Bank AG          6.20   11/23/2016   EUR      58.50
Deutsche Bank AG          4.20   11/23/2016   EUR      57.90
Deutsche Bank AG          4.20   11/23/2016   EUR      55.10
Deutsche Bank AG          6.20   11/23/2016   EUR      55.70
Deutsche Bank AG          6.20   11/23/2016   EUR      53.20
Deutsche Bank AG          4.20    8/24/2016   EUR      53.80
Deutsche Bank AG          6.20    8/24/2016   EUR      53.90
Deutsche Bank AG          6.20    8/24/2016   EUR      51.60
Deutsche Bank AG          6.20    8/24/2016   EUR      49.40
Deutsche Bank AG          6.20    8/24/2016   EUR      47.50
Deutsche Bank AG          4.20   10/26/2016   EUR      54.50
Deutsche Bank AG          6.20   10/26/2016   EUR      50.50
Deutsche Bank AG          6.20   10/26/2016   EUR      48.60
Deutsche Bank AG          6.20   10/26/2016   EUR      46.70
Deutsche Bank AG          4.20   11/23/2016   EUR      54.90
Deutsche Bank AG          4.20   11/23/2016   EUR      52.50
Deutsche Bank AG          6.20   11/23/2016   EUR      51.00
Deutsche Bank AG          4.20   11/23/2016   EUR      50.40
Deutsche Bank AG          6.20   11/23/2016   EUR      49.00
Deutsche Bank AG          6.20   11/23/2016   EUR      47.20
Deutsche Bank AG          3.20    8/24/2016   EUR      56.90
Deutsche Bank AG          3.20   10/26/2016   EUR      57.40
Deutsche Bank AG          3.20   11/23/2016   EUR      60.80
Deutsche Bank AG          3.20   11/23/2016   EUR      57.60
Deutsche Bank AG          3.20   11/23/2016   EUR      57.10
Deutsche Bank AG          3.20   11/23/2016   EUR      54.60
Deutsche Bank AG          3.20   11/23/2016   EUR      52.20
Deutsche Bank AG          7.20    8/24/2016   EUR      51.70
Deutsche Bank AG          7.20    9/20/2016   EUR      52.20
Deutsche Bank AG          7.20   10/26/2016   EUR      52.90
Deutsche Bank AG          7.20   11/23/2016   EUR      53.50
Deutsche Bank AG          7.20   12/20/2016   EUR      54.00
Deutsche Bank AG          7.20    3/21/2017   EUR      55.80
Deutsche Bank AG          7.20    8/24/2016   EUR      47.50
Deutsche Bank AG          7.20   10/26/2016   EUR      48.80
Deutsche Bank AG          7.20   11/23/2016   EUR      49.30
Deutsche Bank AG          9.20    8/24/2016   EUR      51.80
Deutsche Bank AG          9.20    9/20/2016   EUR      52.40
Deutsche Bank AG          9.20   10/26/2016   EUR      53.40
Deutsche Bank AG          9.20   11/23/2016   EUR      54.10
Deutsche Bank AG          9.20   12/20/2016   EUR      54.70
Deutsche Bank AG          9.20    3/21/2017   EUR      57.00
Deutsche Bank AG          9.20    8/24/2016   EUR      76.70
Deutsche Bank AG          9.20    8/24/2016   EUR      45.80
Deutsche Bank AG          9.20   10/26/2016   EUR      47.40
Deutsche Bank AG          9.20   11/23/2016   EUR      48.10
Deutsche Bank AG          9.20    3/21/2017   EUR      51.20
HSBC Trinkaus & Burkha    9.10   10/28/2016   EUR      75.65
HSBC Trinkaus & Burkha   13.00    9/23/2016   EUR      76.03
HSBC Trinkaus & Burkha   13.30   12/23/2016   EUR      75.87
HSBC Trinkaus & Burkha   14.00   12/23/2016   EUR      69.96
HSBC Trinkaus & Burkha   12.00   12/23/2016   EUR      72.26
HSBC Trinkaus & Burkha   10.90   10/28/2016   EUR      73.63
HSBC Trinkaus & Burkha   12.50    9/23/2016   EUR      68.49
Bank Julius Baer & Co    12.60   11/17/2016   CHF      39.80
Vontobel Financial Pro    4.05    9/23/2016   EUR      63.84
Vontobel Financial Pro    5.55    9/23/2016   EUR      60.50
Vontobel Financial Pro    7.15    9/23/2016   EUR      57.54
Vontobel Financial Pro    9.20    9/23/2016   EUR      54.95
Vontobel Financial Pro   11.55    9/23/2016   EUR      52.67
Vontobel Financial Pro    9.65   12/23/2016   EUR      54.89
Vontobel Financial Pro    8.05   12/23/2016   EUR      56.86
Vontobel Financial Pro    6.50   12/23/2016   EUR      59.10
UBS AG                    9.45    11/8/2016   USD      18.20
DZ Bank AG Deutsche Ze   10.00   12/19/2016   EUR      76.60
DZ Bank AG Deutsche Ze    7.00   12/19/2016   EUR      52.50
Vontobel Financial Pro    8.50    9/23/2016   EUR      72.14
Vontobel Financial Pro    6.50    9/23/2016   EUR      75.64
Vontobel Financial Pro    6.65   12/23/2016   EUR      77.09
Vontobel Financial Pro    8.00   12/23/2016   EUR      74.00
Goldman Sachs & Co Wer   21.00   11/23/2016   EUR      69.96
Goldman Sachs & Co Wer   18.00   11/23/2016   EUR      49.86
Goldman Sachs & Co Wer   21.00   12/21/2016   EUR      48.92
Goldman Sachs & Co Wer   21.00   11/23/2016   EUR      42.93
Goldman Sachs & Co Wer   22.00   11/23/2016   EUR      67.81
Goldman Sachs & Co Wer   21.00   12/21/2016   EUR      69.16
Goldman Sachs & Co Wer   20.00   11/23/2016   EUR      74.27
Credit Suisse AG/Londo    7.00   11/18/2016   EUR      73.95
Zurcher Kantonalbank F    7.02   11/18/2016   CHF      73.26
Deutsche Bank AG          5.20    8/24/2016   EUR      60.10
Deutsche Bank AG          5.20    8/24/2016   EUR      57.00
Deutsche Bank AG          5.20    8/24/2016   EUR      51.60
Deutsche Bank AG          5.20   10/26/2016   EUR      61.00
Deutsche Bank AG          5.20   10/26/2016   EUR      57.90
Deutsche Bank AG          5.20   10/26/2016   EUR      52.50
Deutsche Bank AG          5.20   11/23/2016   EUR      61.40
Deutsche Bank AG          5.20   11/23/2016   EUR      58.20
Deutsche Bank AG          5.20   11/23/2016   EUR      52.90
Deutsche Bank AG          5.20    3/21/2017   EUR      54.50
Deutsche Bank AG          5.20    8/24/2016   EUR      56.40
Deutsche Bank AG          5.20    8/24/2016   EUR      53.90
Deutsche Bank AG          5.20    8/24/2016   EUR      51.50
Deutsche Bank AG          5.20    8/24/2016   EUR      49.40
Deutsche Bank AG          5.20    8/24/2016   EUR      47.40
Deutsche Bank AG          5.20   10/26/2016   EUR      50.30
Deutsche Bank AG          5.20   10/26/2016   EUR      48.30
Deutsche Bank AG          5.20   11/23/2016   EUR      50.70
Deutsche Bank AG          5.20   11/23/2016   EUR      48.70
Deutsche Bank AG          5.20    3/21/2017   EUR      59.30
Deutsche Bank AG          5.20    8/24/2016   EUR      75.20
Deutsche Bank AG          5.20   10/26/2016   EUR      76.10
Deutsche Bank AG          5.50    3/21/2017   EUR      74.70
Deutsche Bank AG          5.50    9/20/2016   EUR      75.10
Deutsche Bank AG          6.50    9/20/2016   EUR      75.20
Deutsche Bank AG          6.50    9/20/2016   EUR      71.50
Deutsche Bank AG          5.50    9/20/2016   EUR      71.40
Deutsche Bank AG          5.50    9/20/2016   EUR      68.00
Deutsche Bank AG          6.50    9/20/2016   EUR      68.10
Deutsche Bank AG          6.50   12/20/2016   EUR      76.60
Deutsche Bank AG          5.50   12/20/2016   EUR      76.20
Deutsche Bank AG          5.50   12/20/2016   EUR      72.60
Deutsche Bank AG          6.50   12/20/2016   EUR      73.00
Deutsche Bank AG          6.50   12/20/2016   EUR      69.70
Deutsche Bank AG          5.50   12/20/2016   EUR      69.30
Deutsche Bank AG          6.50    3/21/2017   EUR      74.20
Deutsche Bank AG          5.50    3/21/2017   EUR      73.60
Deutsche Bank AG          5.50    3/21/2017   EUR      70.50
Deutsche Bank AG          6.50    3/21/2017   EUR      71.10
Deutsche Bank AG          6.50    9/20/2016   EUR      73.90
Deutsche Bank AG          5.50    9/20/2016   EUR      73.80
Deutsche Bank AG          6.50   12/20/2016   EUR      74.30
Deutsche Bank AG          5.50   12/20/2016   EUR      73.90
Bank Julius Baer & Co    11.35   11/18/2016   CHF      42.60
Bank Julius Baer & Co     6.15   11/18/2016   CHF      69.90
Bank Julius Baer & Co     7.10   11/18/2016   EUR      53.60
DZ Bank AG Deutsche Ze    7.10   11/23/2016   EUR      48.09
UBS AG/London             7.50    2/10/2017   EUR      57.92
UBS AG/London            10.90    2/10/2017   EUR      74.34
UBS AG/London             4.70    2/10/2017   EUR      49.78
UBS AG/London             8.40    12/9/2016   EUR      56.91
Vontobel Financial Pro   17.35    3/10/2017   EUR      73.34
Goldman Sachs & Co Wer   13.00    8/24/2016   EUR      74.46
Goldman Sachs & Co Wer   11.00    8/24/2016   EUR      49.65
Goldman Sachs & Co Wer    4.00   10/26/2016   EUR      49.66
Goldman Sachs & Co Wer   10.00   11/23/2016   EUR      52.01
Goldman Sachs & Co Wer   21.00   10/26/2016   EUR      70.82
Goldman Sachs & Co Wer   20.00   11/23/2016   EUR      72.16
Goldman Sachs & Co Wer   14.00   10/26/2016   EUR      75.38
Goldman Sachs & Co Wer   14.00   11/23/2016   EUR      76.54
Goldman Sachs & Co Wer   21.00   11/23/2016   EUR      69.47
Goldman Sachs & Co Wer   17.00   11/23/2016   EUR      41.77
Goldman Sachs & Co Wer   25.00    8/24/2016   EUR      62.24
Goldman Sachs & Co Wer   20.00   11/23/2016   EUR      67.23
Goldman Sachs & Co Wer   19.00   12/21/2016   EUR      68.42
Goldman Sachs & Co Wer   13.00    9/20/2017   EUR      74.85
Goldman Sachs & Co Wer   19.00   11/23/2016   EUR      75.42
Goldman Sachs & Co Wer   22.00   10/26/2016   EUR      73.15
Bank Julius Baer & Co     9.90   11/11/2016   USD      66.10
Leonteq Securities AG    10.00   11/16/2016   CHF      69.62
UBS AG                    8.50    9/23/2016   EUR      70.03
UBS AG                    4.25   12/23/2016   EUR      73.39
UBS AG                    7.50   12/23/2016   EUR      38.35
UBS AG                    5.50    9/23/2016   EUR      73.92
UBS AG                    7.50   12/23/2016   EUR      71.77
UBS AG                    6.00    9/23/2016   EUR      68.70
UBS AG                    7.50   12/23/2016   EUR      75.27
UBS AG                    5.50   12/23/2016   EUR      41.09
UBS AG                    8.50    9/23/2016   EUR      64.80
Vontobel Financial Pro    8.30     6/9/2017   EUR      72.93
Vontobel Financial Pro    7.70     6/9/2017   EUR      75.50
Vontobel Financial Pro   11.50     9/8/2017   EUR      72.93
Vontobel Financial Pro    8.50     9/8/2017   EUR      75.26
Vontobel Financial Pro    9.95    12/9/2016   EUR      74.53
Vontobel Financial Pro    7.05    3/10/2017   EUR      75.43
DZ Bank AG Deutsche Ze    7.30   12/19/2016   EUR      56.44
Bank Julius Baer & Co     6.00   11/16/2016   CHF      69.60
Credit Suisse AG/Londo    7.25     5/9/2017   CHF      70.24
Bank Julius Baer & Co     9.40   11/10/2016   CHF      35.90
DZ Bank AG Deutsche Ze    5.00   11/25/2016   EUR      69.44
DZ Bank AG Deutsche Ze    7.10   12/19/2016   EUR      46.70
DZ Bank AG Deutsche Ze    5.00   11/25/2016   EUR      70.21
DZ Bank AG Deutsche Ze   10.00    9/23/2016   EUR      51.21
DZ Bank AG Deutsche Ze    9.50   12/23/2016   EUR      70.51
DZ Bank AG Deutsche Ze    7.50    9/23/2016   EUR      74.07
Vontobel Financial Pro    6.90    12/9/2016   EUR      55.98
Vontobel Financial Pro    8.25    3/10/2017   EUR      58.72
DZ Bank AG Deutsche Ze   10.00    9/19/2016   EUR      74.16
BNP Paribas Emissions-    5.00    9/22/2016   EUR
BNP Paribas Emissions-    3.50   12/22/2016   EUR      57.67
BNP Paribas Emissions-    4.00   12/22/2016   EUR
BNP Paribas Emissions-    5.50   12/22/2016   EUR
Vontobel Financial Pro    9.00   12/23/2016   EUR      76.41
Vontobel Financial Pro   20.50    9/23/2016   EUR      64.28
DZ Bank AG Deutsche Ze    5.75   11/25/2016   EUR      74.46
DZ Bank AG Deutsche Ze    9.00   12/23/2016   EUR      66.31
DZ Bank AG Deutsche Ze    7.00    9/23/2016   EUR      75.17
DZ Bank AG Deutsche Ze   10.25    6/21/2017   EUR      76.85
Vontobel Financial Pro    8.65    3/10/2017   EUR      47.38
BNP Paribas Emissions-    3.00    9/22/2016   EUR
BNP Paribas Emissions-    5.50    9/22/2016   EUR
Vontobel Financial Pro   17.00   12/23/2016   EUR      67.47
Credit Suisse AG/Londo    2.75    1/29/2019   SEK      71.00
Landesbank Baden-Wuert    4.00    8/26/2016   EUR      62.66
Landesbank Baden-Wuert    2.55    7/26/2019   EUR      75.10
UBS AG                    4.50   12/28/2016   EUR      69.97
DZ Bank AG Deutsche Ze    5.80    9/19/2016   EUR      53.43
DZ Bank AG Deutsche Ze    5.00    9/19/2016   EUR      49.91
UBS AG                   10.00   12/22/2017   EUR      75.43
UBS AG                   10.50   12/23/2016   EUR      73.72
UBS AG                   16.75   12/23/2016   EUR      30.10
UBS AG                    7.50   12/23/2016   EUR      48.02
UBS AG                    7.75   12/22/2017   EUR      66.63
UBS AG                    7.00   12/22/2017   EUR      72.86
UBS AG                   14.50   12/23/2016   EUR      51.78
UBS AG                    6.75   12/23/2016   EUR      73.42
UBS AG                   10.25   12/22/2017   EUR      59.35
UBS AG                    5.75   12/22/2017   EUR      74.83
UBS AG                    5.00   12/22/2017   EUR      64.54
UBS AG                    5.50   12/22/2017   EUR      59.99
UBS AG                   12.25   12/23/2016   EUR      30.68
UBS AG                   14.50   12/23/2016   EUR      72.32
UBS AG                    5.25   12/23/2016   EUR      43.40
UBS AG                    6.75   12/23/2016   EUR      51.81
UBS AG                   16.00   12/23/2016   EUR      39.88
UBS AG                    5.75   12/23/2016   EUR      70.78
UBS AG                    4.00   12/23/2016   EUR      73.11
UBS AG                   12.50   12/23/2016   EUR      56.10
UBS AG                    4.00   12/22/2017   EUR      54.93
UBS AG                   10.25   12/23/2016   EUR      61.60
UBS AG                   11.75   12/23/2016   EUR      76.50
UBS AG                    7.50   12/22/2017   EUR      43.28
UBS AG                    9.50   12/22/2017   EUR      46.46
UBS AG                    4.00   12/23/2016   EUR      68.89
UBS AG                    5.75   12/22/2017   EUR      46.84
UBS AG                    7.75   12/22/2017   EUR      60.10
UBS AG                    5.75   12/23/2016   EUR      56.31
UBS AG                    8.25   12/22/2017   EUR      42.72
UBS AG                    4.50   12/23/2016   EUR      65.24
UBS AG                    4.75   12/22/2017   EUR      71.68
Goldman Sachs & Co Wer    5.00    8/24/2016   EUR      71.38
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      74.02
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      71.86
Goldman Sachs & Co Wer    6.00    8/24/2016   EUR      50.17
Goldman Sachs & Co Wer   11.00    8/24/2016   EUR      50.65
Goldman Sachs & Co Wer    9.00    6/21/2017   EUR      56.54
Goldman Sachs & Co Wer    9.00   12/21/2016   EUR      73.46
Goldman Sachs & Co Wer    8.00    3/22/2017   EUR      74.98
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      42.54
Goldman Sachs & Co Wer    7.00   12/21/2016   EUR      49.76
Goldman Sachs & Co Wer    3.00    8/24/2016   EUR      53.17
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      56.44
Goldman Sachs & Co Wer    5.00   12/21/2016   EUR      54.90
UBS AG                   11.50    9/23/2016   EUR      56.73
UBS AG                   11.25    9/23/2016   EUR      65.76
UBS AG                   12.50    9/23/2016   EUR      49.20
UBS AG                    6.25    9/23/2016   EUR      67.02
UBS AG                    4.25    9/23/2016   EUR      73.36
UBS AG                    5.75   12/22/2017   EUR      55.57
UBS AG                    7.50    9/23/2016   EUR      44.01
UBS AG                    4.50    9/23/2016   EUR      63.92
UBS AG                    7.50    9/23/2016   EUR      74.01
UBS AG                    9.00    9/23/2016   EUR      67.16
UBS AG                    6.00    9/23/2016   EUR      72.74
UBS AG                    9.00    9/23/2016   EUR      68.06
UBS AG                    7.00    9/23/2016   EUR      73.86
UBS AG                    7.00    9/23/2016   EUR      64.04
UBS AG                   10.00    9/23/2016   EUR      67.13
UBS AG                    8.25   12/23/2016   EUR      30.31
UBS AG                   10.50   12/23/2016   EUR      34.84
UBS AG                   11.25   12/22/2017   EUR      74.30
Goldman Sachs & Co Wer    3.00    8/24/2016   EUR      67.13
Goldman Sachs & Co Wer    3.00    8/24/2016   EUR      59.39
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      48.86
Goldman Sachs & Co Wer   18.00    8/24/2016   EUR      38.51
Goldman Sachs & Co Wer    7.00    3/22/2017   EUR      53.03
Goldman Sachs & Co Wer   14.00    8/24/2016   EUR      66.56
Goldman Sachs & Co Wer   18.00    8/24/2016   EUR      61.42
Goldman Sachs & Co Wer   19.00    8/24/2016   EUR      35.04
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      42.34
Goldman Sachs & Co Wer    6.00    8/24/2016   EUR      47.25
UBS AG                    6.00   12/23/2016   EUR      51.24
Goldman Sachs & Co Wer   13.00    8/24/2016   EUR      70.06
Goldman Sachs & Co Wer   19.00    8/24/2016   EUR      65.98
Goldman Sachs & Co Wer   16.00   12/21/2016   EUR      71.23
UBS AG                    6.25   12/23/2016   EUR      33.31
UBS AG                    7.75   12/22/2017   EUR      37.97
UBS AG                    5.25   12/22/2017   EUR      47.80
UBS AG                   10.50   12/22/2017   EUR      36.98
UBS AG                   13.25   12/23/2016   EUR      65.10
UBS AG                    9.50   12/22/2017   EUR      43.48
UBS AG                    8.00   12/23/2016   EUR      38.84
UBS AG                   11.75   12/23/2016   EUR      71.22
Landesbank Baden-Wuert    4.30    9/23/2016   EUR      56.70
Vontobel Financial Pro    6.50    8/26/2016   EUR      38.11
Landesbank Baden-Wuert    3.70    6/23/2017   EUR      69.62
Leonteq Securities AG/   10.58     2/3/2017   USD      35.69
Vontobel Financial Pro   11.90    10/7/2016   EUR      69.79
Landesbank Baden-Wuert    2.90    7/27/2018   EUR      51.71
UniCredit Bank AG         4.40    9/19/2018   EUR      51.19
DZ Bank AG Deutsche Ze    7.50    9/19/2016   EUR      50.10
DZ Bank AG Deutsche Ze    4.70    9/19/2016   EUR      65.25
UBS AG                   12.75   12/23/2016   EUR      73.53
UBS AG                    5.25   12/22/2017   EUR      48.65
UBS AG                    5.25   12/23/2016   EUR      58.94
UBS AG                   11.75   12/22/2017   EUR      43.11
UBS AG                    5.25   12/23/2016   EUR      74.46
UBS AG                    8.00   12/23/2016   EUR      61.99
UBS AG                    7.50   12/23/2016   EUR      64.72
UBS AG                   10.25   12/22/2017   EUR      40.73
UBS AG                    5.00   12/22/2017   EUR      51.24
UBS AG                   13.00   12/23/2016   EUR      29.94
UBS AG                    8.50   12/22/2017   EUR      41.60
UBS AG                    5.00   12/23/2016   EUR      61.97
UBS AG                    8.00   12/22/2017   EUR      70.42
UBS AG                    8.75   12/22/2017   EUR      67.99
UBS AG                   10.25   12/22/2017   EUR      64.14
UBS AG                   11.75   12/22/2017   EUR      61.38
UBS AG                   10.25   12/23/2016   EUR      40.03
UBS AG                   13.00   12/22/2017   EUR      66.69
UBS AG                    4.75   12/23/2016   EUR      46.14
UBS AG                   10.50   12/22/2017   EUR      44.24
UBS AG                    7.75   12/23/2016   EUR      68.81
Goldman Sachs & Co Wer    6.00    8/24/2016   EUR      73.94
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      50.36
Goldman Sachs & Co Wer    4.00    8/24/2016   EUR      70.11
Goldman Sachs & Co Wer    6.00    8/24/2016   EUR      72.72
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      47.82
Landesbank Baden-Wuert    4.50    8/26/2016   EUR      36.25
Goldman Sachs & Co Wer    4.00    8/24/2016   EUR      56.27
Bayerische Landesbank     2.70    8/10/2018   EUR      74.11
UBS AG                    5.50    9/23/2016   EUR      66.95
UBS AG                   12.00    9/23/2016   EUR      76.71
UBS AG                   11.50    9/23/2016   EUR      65.27
UBS AG                    5.50    9/23/2016   EUR      68.24
UBS AG                    7.75   12/23/2016   EUR      41.44
UBS AG                    5.25   12/23/2016   EUR      72.25
UBS AG                    6.50    9/23/2016   EUR      49.90
UBS AG                    9.50    9/23/2016   EUR      46.23
UBS AG                    5.00    9/23/2016   EUR      47.96
UBS AG                    7.25    9/23/2016   EUR      74.86
UBS AG                    7.00    9/23/2016   EUR      74.58
UBS AG                   13.00    9/23/2016   EUR      60.99
UBS AG                    5.50    9/23/2016   EUR      67.14
UBS AG                    6.25   12/22/2017   EUR      44.10
UBS AG                    5.00   12/23/2016   EUR      42.45
UBS AG                   11.50   12/23/2016   EUR      73.34
UBS AG                    5.50   12/23/2016   EUR      37.44
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      74.02
Goldman Sachs & Co Wer   17.00    8/24/2016   EUR      64.53
UBS AG                   13.00   12/23/2016   EUR      68.08
Goldman Sachs & Co Wer   14.00    8/24/2016   EUR      70.77
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      76.32
UBS AG                    9.00   12/22/2017   EUR      68.77
Goldman Sachs & Co Wer    3.00    8/24/2016   EUR      56.15
Goldman Sachs & Co Wer    3.00    8/24/2016   EUR      59.12
Goldman Sachs & Co Wer    5.00    8/24/2016   EUR      51.33
Goldman Sachs & Co Wer    5.00    8/24/2016   EUR      49.18
Goldman Sachs & Co Wer   13.00    8/24/2016   EUR      39.69
Goldman Sachs & Co Wer    5.00    6/21/2017   EUR      53.59
Goldman Sachs & Co Wer    5.00    6/21/2017   EUR      55.79
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      73.82
UBS AG                    8.25   12/22/2017   EUR      53.78
UBS AG                   10.50   12/22/2017   EUR      41.16
UBS AG                    7.00   12/23/2016   EUR      47.39
UBS AG                    5.00   12/22/2017   EUR      48.14
UBS AG                    9.50   12/23/2016   EUR      48.52
UBS AG                   10.50   12/22/2017   EUR      59.41
Notenstein La Roche Pr    4.20    7/17/2019   CHF      64.92
UBS AG                   14.50   12/23/2016   EUR      61.03
UBS AG                    6.75   12/23/2016   EUR      44.00
UBS AG                    8.50   12/23/2016   EUR      41.74
UBS AG                    6.50   12/22/2017   EUR      52.81
UBS AG                    6.50   12/22/2017   EUR      44.46
Landesbank Baden-Wuert    4.00    9/23/2016   EUR      44.96
Vontobel Financial Pro    6.00    8/26/2016   EUR      62.27
Vontobel Financial Pro    7.00    8/26/2016   EUR      38.43
Bank Julius Baer & Co     9.60    1/20/2017   CHF      70.10
Kaupthing ehf             3.75    2/15/2024   ISK      17.63
Leonteq Securities AG    11.00     1/9/2017   EUR      61.19
JP Morgan Structured P    3.60    7/17/2017   USD      55.46
DZ Bank AG Deutsche Ze    6.50    9/19/2016   EUR      49.99
DZ Bank AG Deutsche Ze    8.50    9/23/2016   EUR      50.22
UBS AG                    9.50   12/22/2017   EUR      65.91
UBS AG                   14.00   12/23/2016   EUR      69.38
UBS AG                   12.00   12/23/2016   EUR      36.49
UBS AG                    8.25   12/22/2017   EUR      49.34
UBS AG                    4.25   12/22/2017   EUR      69.58
UBS AG                   11.75   12/22/2017   EUR      39.28
UBS AG                    4.50   12/23/2016   EUR      70.20
UBS AG                    5.25   12/22/2017   EUR      62.18
UBS AG                    6.00   12/23/2016   EUR      41.11
UBS AG                    6.75   12/22/2017   EUR      44.98
UBS AG                    8.50   12/23/2016   EUR      35.99
UBS AG                    7.25   12/23/2016   EUR      38.29
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      71.67
Goldman Sachs & Co Wer    5.00    8/24/2016   EUR      50.07
Goldman Sachs & Co Wer    8.00    8/24/2016   EUR      50.36
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      70.69
Goldman Sachs & Co Wer    9.00   12/21/2016   EUR      73.46
Goldman Sachs & Co Wer    8.00    3/22/2017   EUR      74.98
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      47.82
Goldman Sachs & Co Wer    7.00   12/21/2016   EUR      49.76
Landesbank Baden-Wuert    4.00    8/26/2016   EUR      69.39
Goldman Sachs & Co Wer    7.00    8/24/2016   EUR      56.39
Goldman Sachs & Co Wer   10.00    8/24/2016   EUR      53.84
UBS AG                    8.00    9/23/2016   EUR      55.37
UBS AG                    4.25    9/23/2016   EUR      54.49
UBS AG                    9.25    9/23/2016   EUR      33.75
UBS AG                    7.00    9/23/2016   EUR      36.39
UBS AG                    7.50    9/23/2016   EUR      62.82
UBS AG                    8.50    9/23/2016   EUR      71.06
UBS AG                    5.00    9/23/2016   EUR      39.65
UBS AG                    8.00    9/23/2016   EUR      62.38
UBS AG                    9.50    9/23/2016   EUR      70.02
UBS AG                    4.25    9/23/2016   EUR      74.06
UBS AG                    8.50    9/23/2016   EUR      74.85
UBS AG                    4.75   12/23/2016   EUR      43.04
UBS AG                   12.00   12/23/2016   EUR      72.29
HSBC Trinkaus & Burkha    5.50    1/31/2017   EUR      66.57
UBS AG                    9.25   12/23/2016   EUR      39.13
UBS AG                    7.75   12/23/2016   EUR      44.42
Goldman Sachs & Co Wer   18.00    8/24/2016   EUR      72.94


                            *********

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, Julie Anne L. Toledo, Ivy B. Magdadaro, and
Peter A. Chapman, Editors.

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

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

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

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


                 * * * End of Transmission * * *