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        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, November 7, 2016, Vol. 17, No. 220


                            Headlines


C Z E C H   R E P U B L I C

NEW WORLD: OKD Unit Unable to Assess Impact of Liquidation


F R A N C E

AREVA: S&P Withdraws 'B' Corporate Credit Rating
LION/SENECA FRANCE: Fitch Puts 'B' IDR on Rating Watch Positive
STX OFFSHORE: French Gov't to Defend Interests in Shipyard Sale


I R E L A N D

TALISMAN - 5 FINANCE: Fitch Lowers Ratings on 2 Note Classes to D


K A Z A K H S T A N

SB ALFA-BANK: S&P Raises Counterparty Credit Rating to 'BB-'


N E T H E R L A N D S

OZLME BV: S&P Assigns Preliminary B- Rating to Class F Notes


U N I T E D   K I N G D O M

AEI CABLES: Owners Reject Rescue Plan for Birtley Plant
BHS GROUP: Pensions Rescue Deal Talks Step Up After Warnings
DAVID PRENTICE: In Administration, Operations to Continue
OXON INVESTMENTS: Business Bought Out of Administration
PREMIER OIL: Debt Market Jitters Delay US$2.6BB Rescue Deal

SYNLAB BONDCO: S&P Affirms 'B+' Long-Term CCR, Outlook Stable


X X X X X X X X

* BOND PRICING: For the Week October 31 to November 4, 2016


                            *********


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C Z E C H   R E P U B L I C
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NEW WORLD: OKD Unit Unable to Assess Impact of Liquidation
----------------------------------------------------------
CTK reports that the management of coal mining firm OKD is unable
to specify the influence that the decision on company New World
Resources (NWR) voluntary liquidation will have on OKD.

NWR shareholders approved voluntary liquidation at a general
meeting on Nov. 3, CTK relates.  NWR owns OKD, which is in
insolvency since May, CTK notes.

They also approved naming of the liquidators who are Mark
Skelton, Geoffrey Bouchier and Paul Williams of Dutch company
Duff & Phelps B.V., CTK discloses.

Frantisek Bostl, an analyst of company Chytry Honza, told CTK on
Nov. 3 that NWR's voluntary liquidation means the beginning of
the process of settlement of the company's debts.

"OKD, the same as the other subsidiaries, will be in the whole
process as assets to cover NWR's liabilities.  OKD will thus
change owner.  The state will most probably be the new owner,"
CTK quotes Mr. Bostl as saying.

NWR, as cited by CTK, said earlier already that its dissolution
will be the most likely result of the current situation in OKD.

The report recounts that NWR has not announced business results
for the first and second quarters of this year and since May even
does not have a spokesperson for the Czech Republic.

Trading in NWR's shares was halted on the Prague Stock Exchange
(BCPP) on May 5 and on the London Stock Exchange a day earlier,
the report further notes.  International investment funds Ashmore
Group, M&G and Gramercy, that merged into Ad Hoc Group (AHG), own
a majority of voting rights at NWR from February of this year.
CERCL, a group 50 percent owned by entrepreneur Zdenek Bakala,
was the previous majority owner of NWR.

CTK relays that OKD's survival problem was due to falling coal
prices and excessive debts. The company owes some CZK20 billion.
It filed the insolvency petition against itself in May and the
creditors opted for the company's reorganisation in August.
Coal mining continues in OKD's mines. Including supplier
companies, OKD has some 12,000 employees, says the report.

CTK notes that the reorganisation was backed by the trade unions,
OKD's management, Moravia-Silesia region tripartite and the Czech
government. Insolvency administrator Lee Louda also recommended
it. As a result, OKD has gained a CZK700 million loan from the
state.


                   About New World Resources

New World Resources N.V. is owned and controlled by New World
Resources Plc, an English public limited company domiciled in the
Netherlands that is admitted for trading on the London Stock
Exchange, where it maintains a Premium Listing, along with the
Warsaw Stock Exchange and the Prague Stock Exchange.

The ultimate parent and indirect majority owner of NWR is CERCL
Mining B.V., a privately-held Dutch company, which owns a
controlling majority of the shares of NWR Plc.

NWR's primary role in its corporate group has been to issue debt
(primarily in the form of secured and unsecured notes) and to
loan the corresponding proceeds to its wholly-owned operating
subsidiaries.  These operating subsidiaries conduct coal mining
and exploration operations in the Czech Republic and Poland.  The
operating subsidiary conducting mining operations in the Czech
Republic is critical to the local economy in that country.
Collectively, these operating subsidiaries employee over 11,500
workers (and utilize an additional 3,000 contractors), and many
major steel groups -- including some operating in the U.S. -- are
reliant on their coal.

As of July 15, 2014, NWR had outstanding gross external debt of
approximately EUR825 million (exclusive of amounts it owes under
certain intercompany obligations).  Of this debt, EUR500 million
in principal amount plus accrued interest is owed to the
beneficial holders of the 7.875% Senior Secured Notes due May 1,
2018.  NWR also owes EUR275 million in principal amount plus
accrued interest to the beneficial holders of its 7.875% Senior
Unsecured Notes due January 15, 2021.

NWR applied to the Chancery Division (Companies Court) of the
High Court of Justice of England and Wales, on July 28, 2014, for
an order directing it to convene separate meetings for two
classes of creditors only, namely, the existing senior secured
noteholders on the one hand, and the existing senior unsecured
noteholders.

NWR filed a Chapter 15 bankruptcy petition (Bankr. S.D.N.Y. Case
No. 14-12226) in Manhattan, New York on July 30, 2014, to seek
recognition of the UK proceeding.

Neither the Debtor's parent nor any of its operating subsidiaries
have commenced insolvency proceedings in the UK Court or any
other court within any jurisdiction.

The U.S. case is assigned to Judge Stuart M. Bernstein.



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F R A N C E
===========


AREVA: S&P Withdraws 'B' Corporate Credit Rating
------------------------------------------------
S&P Global Ratings withdrew its 'B' short-term corporate credit
rating on France-based nuclear services group AREVA at the
company's request.

The 'B+' long-term issuer credit ratings are unaffected by this
action.  The outlook on the long-term rating is developing.


LION/SENECA FRANCE: Fitch Puts 'B' IDR on Rating Watch Positive
---------------------------------------------------------------
Fitch Ratings has placed Lion/Seneca France 2 S.A.S.'s (Afflelou)
'B' Long-Term Issuer Default Rating on Rating Watch Positive.

The RWP follows Afflelou's registration with the Autorite des
marches financiers to launch an IPO on Euronext Paris in 4Q16 or
early 2017.  The proceeds from the IPO, as well as a new
EUR270 mil. syndicated bank loan conditional on the IPO taking
place, will be used to redeem 3AB Optique Developpement S.A.S.'s
EUR365 mil. senior secured notes as well as Afflelou's EUR75 mil.
senior notes ahead of their contractual maturity in 2019.  Fitch
therefore expects to withdraw the instrument ratings on IPO
completion.

Fitch estimates that a successful placement would lead to
significant deleveraging, which should support an upgrade of the
group's IDR by at least one notch to 'B+'.

                      KEY RATING DRIVERS

Recapitalisation Strengthens Credit Quality
Afflelou's intention to redeem the bonds with IPO proceeds of
EUR200 mil. and the new EUR270 mil. syndicated bank loan will
strengthen the company's funding structure and lead to an
improved credit profile.

The company will benefit from the injection of new equity capital
following the IPO and materially lower indebtedness post
recapitalisation.  Free cash flow (FCF) generation should
increase on the back of lower debt service costs, although part
of the incremental cash flows is likely to be consumed by
dividends.  In addition, as a listed entity, Afflelou will
diversify its funding sources, allowing greater financial
flexibility.

Enhanced Financial Profile
We forecast that the recapitalisation will reduce funds from
operations (FFO)-adjusted gross leverage towards 4.5x by
financial year to July 2019 from 7.1x at FYE16.  As a result of
forecast significantly lower interest charges, Fitch estimates
that FFO fixed charge cover will improve materially to 3.3x in
FY19 from 1.8x in FY16.

Fitch expects Afflelou will move comfortably within our most
recent guidance for an upgrade, with projected FCF margin at
around 10% (versus at least mid-single digits as positive
guidance), FFO-adjusted gross leverage of 4.7x and FFO fixed
charge coverage of 2.4x in FY17 (versus guidance towards 5.5x and
2.5x).  These credit metrics indicate a credit profile consistent
with at least one notch higher than the existing 'B' IDR.

Rating Constrained by Business Profile
While financial metrics will have improved significantly
following the recapitalisation, the business profile may still
constrain the ratings in the 'B' rating category.  Despite a
favourable reimbursement framework for corrective eyewear in
France, successful transition towards closer cooperation with
national care networks, a strong brand name and steadily growing
business diversification outside the core French market, Afflelou
remains a relatively small player with geographic concentration
risks with predominant healthcare and some retail exposure
compared with peers.

DERIVATION SUMMARY
Afflelou is well-positioned relative to retail peers.  It is a
retailer with a strong underlying healthcare element due to a
favourable reimbursement framework for eyecare in France.  This
healthcare factor allows Afflelou to be rated a notch higher than
pure retailers such as IKKS and New Look with similar leverage as
it provides more visibility and certainty of sales and profit.
On the other hand, compared with healthcare peers such as Synlab
and Cerberus, it is rated in line with them despite having a
slightly lower financial risk profile.

                         KEY ASSUMPTIONS

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

   -- Sales growth of about 5% in FY17 based on near-term impact
      from entry into additional closed networks and 3%
      thereafter;
   -- EBITDA margin at 21%-21.5% between FY17 and FY19;
   -- Trade working capital outflow of EUR1 mil.- EUR1.5 mil.
      from FY17;
   -- Capex between 3% and 3.5% of sales;
   -- Successful completion of the IPO and redemption of the
      outstanding senior secured and unsecured notes with EUR200
      mil. of capital raised in equity markets and a new EUR270
      mil. five-year senior term loan.

                        RATING SENSITIVITIES

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

   -- Early redemption of the senior secured and senior notes
      using the proceeds of the IPO and the new senior term loan
      translating into sustained deleveraging with FFO adjusted
      leverage improving below 5.5x.

   -- Steady network activity, for example as a result of
      successful cooperation with national care networks, leading
      to improving sales and EBITDA margins, and no negative
      impact from regulatory changes;

   -- At least mid-single digit FCF margins on a sustained basis;

   -- FFO fixed charge cover above 2.5x on a sustained basis.

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

   -- In the event of abandonment of the IPO and early bond
      redemption plan, Fitch is likely to remove the RWP and
      affirm the IDR with Stable Outlook.

Improved Liquidity Position

Stable operational performance in combination with lower debt
service cost should lead to improved internal cash generation,
allowing the company to carry out further smaller self-funded
acquisitions and make shareholder distributions.  Afflelou will
also continue to benefit from a committed RCF of EUR30 mil.,
which Fitch projects to remain undrawn over the rating horizon
until end-FY19.

Less Debt on Better Terms

The replacement of public debt with a new senior term loan will
extend maturity headroom to five years post-refinancing, while
significantly lowering debt service cost.


STX OFFSHORE: French Gov't to Defend Interests in Shipyard Sale
---------------------------------------------------------------
Emmanuel Jarry and Dominique Vidalon at Reuters report that the
French government has told South Korea it will oppose any
solution for shipbuilder STX France that is against national
industrial interests, Industry Minister Christophe Sirugue told
Reuters on Nov. 3 on the eve of a deadline for bids.

STX France is 66.7% owned by failed South Korean shipbuilding
group STX, Reuters discloses.

An insolvency court in South Korea ruled last month that the
French arm could be sold either separately from the parent, or as
part of a bigger sale, Reuters recounts.  Bids were due by
Nov. 4, Reuters discloses.

According to Reuters, the French government, which owns the
remaining 33.3% of STX France, hopes to strike a deal that
separates the French arm from its South Korean parent and leaves
the French state with a blocking minority stake.  Aside from the
stake ownership, France also has special bid-blocking powers
related to strategic industries such as defense, Reuters notes.

"We have two intervention tools and should there be offers that
do not fit our industrial aspirations we will not hesitate to use
them," Mr. Sirugue told Reuters.

Mr. Sirugue, as cited by Reuters, said he spoke by phone with
Korea's Industry Minister and met with the country's ambassador
to France to tell them that Italian shipbuilder Fincantieri and a
consortium led by Dutch group Damen were likely to be among the
bidders.

He said French state-controlled naval shipbuilder DCNS would be
involved as well in the rescue of STX France, regardless of the
solution found, Reuters relays.

STX Offshore & Shipbuilding Co. Ltd. is a Korea-based company
mainly engaged in the shipbuilding and offshore business.  The
company operates its business through five segments: merchant
vessel, cruise, offshore and specialized vessel (OSV), vessel
apparatus and other segment. The merchant vessel segment engages
in the manufacture of liquefied natural gas (LNG) and liquefied
petroleum gas (LPG) carriers, container ships, tankers, very
large ore carriers (VLOCs), bulk carriers as well as pure cars
and truck carriers. The cruise segment provides cruise ships. The
OSV segment engages in the manufacture of offshore patrol
vessels, corvettes and others. The vessel apparatus segment
produces vessel engines, deck houses and others. The other
segment mainly engages in the plant construction business, rental
business, crane business and others.


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I R E L A N D
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TALISMAN - 5 FINANCE: Fitch Lowers Ratings on 2 Note Classes to D
-----------------------------------------------------------------
Fitch Ratings has downgraded TALISMAN - 5 Finance plc's class B
and C Notes, and affirmed the rest as:

  EUR24.7 mil. class B (XS0278334460) downgraded to 'Dsf' from
   'CCsf'; Recovery Estimate (RE) 100%
  EUR26.1 mil. class C (XS0278334973) downgraded to 'Dsf' from
   'Csf'; RE revised to 0% from 75%
  EUR5.8 mil. class D (XS0278335277) affirmed at 'Dsf'; RE0%
  EUR0 mil. class E (XS0278335863) affirmed at 'Dsf'; RE0%

TALISMAN - 5 Finance plc originally was a EUR544.2 mil.
securitisation of seven loans, originated by ABN AMRO.  As of
end-October 2016, five properties remained in the portfolio
supporting the last outstanding loan (Penguin).

                         KEY RATING DRIVERS

The rating actions reflect a maturity event of default in October
2016.  Over the last 12 months, the resolution of two loans
(Monkey and Reindeer) and the sale of the Evry property (Penguin
loan) resulted in the class A notes being repaid in full.  The
Reindeer portfolio was sold at an approximately 50% discount to
its most recent valuation (dating to January 2015), which led to
the sharp downward revision in the class C notes' recovery
estimate.

The portfolio consists of five offices in the Paris region, which
are at varying stages of sale negotiations.  A sale of the
Colombes site (comprising four of the properties) to the mayor
remains the main exit strategy.  Fitch understands from servicer
reports that the multi-let Suresnes property has been subject to
a sale and purchase agreement for a gross sales price of EUR15.5
mil, on the condition that permission to convert the premises
into residential is received.  Fitch believes that ultimate sale
proceeds will be sufficient, albeit marginally, to see the class
B notes repay in full.

                       RATING SENSITIVITIES

The ratings on all notes will be withdrawn within 11 months of
this rating action.


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


SB ALFA-BANK: S&P Raises Counterparty Credit Rating to 'BB-'
------------------------------------------------------------
S&P Global Ratings said that it had raised its long-term
counterparty credit rating on Kazakhstan-based JSC SB Alfa-Bank
(ABK) to 'BB-' from 'B+'.  S&P affirmed the 'B' short-term
rating. The outlook is stable.

At the same time, S&P raised the Kazakhstan national scale rating
on ABK to 'kzA-' from 'kzBBB-'.

The rating action reflects the positive change in S&P's
assessment of ABK's group status within the group, and S&P's view
that the Kazakh subsidiary will likely benefit from support from
the Alfa Banking group and its ultimate parent, ABH Holdings S.A.
(ABHH). ABK is a well-established bank in Kazakhstan, which has
represented the interests of its parent group in the region since
1994, as part of the ABHH growth strategy outside of its core
Russian market.  S&P thinks that ABK is highly integrated within
the holding and has well-established connections with the group
that allow it to benefit from the Russian Alfa-Bank's advanced
operational and risk-management systems.  In S&P's view, the Alfa
Banking group is committed to providing help to the Kazakh bank
if needed.

"Consequently, we have revised our assessment of ABK's group
status to strategically important from moderately strategic and
therefore factor in two notches of external support above the
stand-alone credit profile (SACP) into our ratings on ABK.  We
note that, while ABK makes a fairly small contribution to group
earnings in absolute terms, in our view it is well positioned to
contribute to the Alfa Banking group's growth strategy outside of
its core Russian market.  The bank benefitted from a capital
increase from the group in 2012.  During the past two years, the
group increased the credit line for ABK to US$80 million from
US$50 million and the credit line is still available if AKB needs
it.  We also think that the group is committed to providing
extraordinary capital support to AKB if needed," S&P said.

At the same time, S&P revised its assessment of the bank's
capital and earnings to adequate from moderate, as its capital
base has significantly strengthened because of very strong net
profit in 2015, which was higher than S&P expected.

The bank's risk-adjusted capital (RAC) ratio increased to 10.4%
as of mid-2016 from 5.8% as of year-end 2014, to a large extent
thanks to the nonrecurring profits in 2015.  The last included
Kazakhstani tenge (KZT) 13.7 billion (approximately US$40.3
million on Dec. 31, 2015) income from fines and penalties
received. Also, the strong profit in 2015 was supported by a
KZT5.3 billion revaluation of financial assets.

S&P expects the bank to maintain its current adequate
capitalization and expect S&P's forecast RAC ratio to be in the
8.5%-10% range in the next 12-18 months.  This is based on these
assumptions:

   -- ABK will maintain moderate growth of its loan book in 2016
      and 15% in 2017;

   -- The bank's net interest margins will be at 6%-6.5%;

   -- Provisioning expenses will be substantially less than the
      peak levels of 2015; and

   -- Return on average equity will be 10%-15% in 2016-2017.

At the same time, S&P notes that further deterioration of the
bank's portfolio quality is possible.  In particular, potential
further depreciation of the tenge might lead to deterioration of
portfolio quality and the need to create additional provisions.
S&P notes that foreign currency-denominated loans accounted for
18% of the total loan book as of Sept. 1, 2016, of which less
than 10% was issued to borrowers with foreign currency revenues,
which is low to mitigate the currency risk for the bank, in S&P's
view.

The stable outlook reflects S&P's view that ABK's financial
profile will remain relatively resilient to the challenging
operating conditions in Kazakhstan over the next 12-18 months, as
the bank will continue benefiting from ongoing and potential
extraordinary group support if needed.

S&P could consider a negative rating action if it believed AKB's
group status within the Alfa Banking group had weakened and S&P
no longer believed it would benefit from extraordinary support
from the group.  A negative rating action could also follow if
S&P thinks that the parent group's credit profile had
deteriorated.

A positive rating action is a remote possibility at this stage
and will depend on the improvement of the parent group's
financial standing.


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


OZLME BV: S&P Assigns Preliminary B- Rating to Class F Notes
------------------------------------------------------------
S&P Global Ratings assigned preliminary credit ratings to OZLME
B.V.'s class A, B, C, D, E, and F floating-rate notes.  At
closing, OZLME will also issue an unrated subordinated class of
notes.

OZLME is a European cash flow collateralized loan obligation
(CLO), securitizing a portfolio of primarily senior secured euro-
denominated leveraged loans and bonds issued by European
borrowers.  Och-Ziff Europe Loan Management Ltd. is the
collateral manager.

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

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

In S&P's cash flow analysis, it used the EUR400 million target
par amount, a weighted-average spread (4.10%), a weighted-average
coupon (5.00%), and a weighted-average recovery rates at each
rating level.  S&P applied various cash flow stress scenarios,
using four different default patterns, in conjunction with
different interest rate stress scenarios for each liability
rating category.

Citibank N.A., London branch is the bank account provider and
custodian.  At closing, S&P anticipates that the documented
downgrade remedies will be in line with S&P's current
counterparty criteria.

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

At closing, S&P considers that the issuer will be bankruptcy
remote, in accordance with its European legal criteria.

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

RATINGS LIST

OZLME B.V.
EUR413.00 Million Senior Secured Floating-Rate Notes And
Subordinated Notes

Class              Prelim.          Prelim.
                   rating            amount
                                   (mil. EUR)

A                  AAA (sf)          230.00
B                  AA (sf)            63.00
C                  A (sf)             24.00
D                  BBB (sf)           17.00
E                  BB (sf)            25.00
F                  B- (sf)            12.00
Sub                NR                 42.00

Sub--Subordinated loan.
NR--Not rated.


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


AEI CABLES: Owners Reject Rescue Plan for Birtley Plant
-------------------------------------------------------
Graeme Whitfield at ChronicleLive reports that fears over the
future of 240 jobs at AEI Cables have been raised after bosses
rejected a rescue plan for the company's Birtley plant.

The plant was put in doubt earlier this year when its owners
entered into a consultation with staff over up to 100
redundancies, ChronicleLive recounts.  Now the future of the
plant is looking even bleaker, with parent company Ducab
rejecting a restructuring plan proposed by management and saying
that closing the site entirely is one of three options being
considered, ChronicleLive notes.

According to ChronicleLive, a statement from AEI said: "We have
been working with the trade unions and employee representatives
to develop a restructuring plan to gain the ongoing financial
backing of the Ducab board.

"This plan was discussed at length and unfortunately the
shareholder is unable to give support to the proposal because of
the level of investment required."

The statement said the company, which employs 240 people, was now
considering the three options for the way forward: selling the
business as a going concern, operate as a sales and distribution
centre with the loss of manufacturing or site closure as a last
resort, ChronicleLive relates.

The firm, as cited by ChronicleLive, said it is in discussions
with interested parties about the sale of the business.

The plant was saved two years ago when it was bought out of a
Company Voluntary Arrangement (CVA) by the Dubai-based Duncab
group, ChronicleLive relays.

AEI Cables is a North East cable manufacturer.


BHS GROUP: Pensions Rescue Deal Talks Step Up After Warnings
------------------------------------------------------------
Mark Vandevelde at The Financial Times reports that talks with
Sir Philip Green's camp over a BHS pensions rescue deal
reconvened with greater urgency on Nov. 3 after officials
threatened legal action that could force the retail tycoon to
hand over a sizeable chunk of his fortune.

After months of negotiations aimed at saving the pensions of
20,000 former workers of the collapsed retail chain, regulators
on Nov. 2 resorted to enforcement action, issuing warning notices
to Sir Philip and companies controlled by his wife, Tina, who
owns most of the family's UK retail interests, the FT relates.

But even as the regulator appeared to toughen its stance, several
people briefed on the pension talks said they were optimistic
that a deal could be reached, and that the differences between
the two sides may not be as great as they appear, the FT notes.

The FT reported in August that talks were coalescing around a
figure of about GBP350 million, a sum that people briefed on the
negotiations say remains a likely outcome, if a deal can be
reached.

Sir Philip promised in June to "sort" the GBP571 million pension
deficit left behind by BHS, which collapsed in April, barely a
year after the Topshop tycoon sold the department store for GBP1,
the FT recounts.

Since then, the veteran dealmaker has been in talks over a
settlement that would shield him from legal action -- and perhaps
save his knighthood, which Whitehall insiders say would be
jeopardized by a bitter legal battle, the FT relays.

In contrast to Lesley Titcomb, the chief executive of the Pension
Regulator who until last month had stayed away from the talks,
Sir Philip attended meetings in person from the start, the FT
relates.  However, despite lengthy discussions, crucial details,
such as the amount of money Sir Philip was willing to offer,
proved difficult to nail down, the FT notes.

That changed late on Nov. 4 when the retail mogul committed to
ink a number, believed to be in the hundreds of millions of
pounds, for the first time, the FT states.

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


DAVID PRENTICE: In Administration, Operations to Continue
---------------------------------------------------------
Carmel Robinson at Ballymena Times report that David Prentice
(Cars) Ltd. continue to trade despite going into administration.

According to Ballymena Times, the firm says no jobs will be lost
and all business has been transferred to a new company Prentice
Portadown.  The newly named company will continue to operate out
of the Portadown showroom.

It is understood there will be no interruption of business,
Ballymena Times notes.

Prentice Portadown Limited has 65 employees.  The new company was
formed and the staff transferred on October 21, 2016, Ballymena
Times relays.

Tom Keenan -- tom@keenancf.com -- and Scott Murray --
sott@keenancf.com -- of Keenan CF have been appointed as joint
administrators, Ballymena Times discloses.

David Prentice (Cars) Ltd. is a car dealership firm based in
Portadown.


OXON INVESTMENTS: Business Bought Out of Administration
-------------------------------------------------------
Muhammad Aldalou at Insider Media reports that the future of a
luxury Oxfordshire hotel and its workforce has been secured
following the sale of its operational business out of
administration.

Simon Plant -- simonp@sfpgroup.com -- and Daniel Plant --
danielp@sfpgroup.com -- of insolvency firm SFP were appointed
joint administrators over Oxon Investments Ltd., which operates
The Manor Weston Country House Hotel in Weston-on-the-Green, on
October 14, 2016, Insider Media relates.

In early 2015, Oxon Investments conducted a review of its
financial position and the directors subsequently implemented
"strategic changes" to enable the business to meet its previous
liabilities, Insider Media recounts.  However, this strategy
failed and the business entered into a company voluntary
arrangement (CVA) in September 2015, allowing the hotel to
continue trading, Insider Media notes.

Initial CVA repayments were maintained but faltered in mid-2016.
Coupled with the added pressure of creditor debt accumulated,
Oxon Investments amounted total debts of GBP550,000 and was
forced to appoint administrators, Insider Media relays.

SFP instructed agents to undertake a valuation of the business
and successfully negotiated its sale to an unnamed buyer on
Oct. 21, securing the jobs of all 41 employees, Insider Media
discloses.


PREMIER OIL: Debt Market Jitters Delay US$2.6BB Rescue Deal
-----------------------------------------------------------
Jillian Ambrose at The Daily Telegraph reports that the US$2.6
billion (GBP2.08 billion) deal to rescue one of the North Sea's
largest independent oil companies has been delayed until the turn
of the year as debt markets begin to back away from risky
exposure to the sector.

Premier Oil had expected to unveil a full-scale financial
restructuring by the end of September but the rescue package
remains under wraps as a team of 40 lenders struggle to finalize
one of the most complex debt-financing deals in the North Sea's
history, The Daily Telegraph notes.

The crucial kickstart deal is needed to secure the survival of
the embattled explorer after the two-year oil price rout wiped
80pc from Premier's value and plunged the explorer into US$2.6
billion debt as it works to complete the development of a major
UK oil project, The Daily Telegraph states.

Even within the heavily indebted North Sea, Premier is saddled
with one of the largest debt piles, dwarfing its market
capitalization of US$314 million and leaving the company unable
to pass its financial covenant tests, which have been suspended
while talks rumble on, The Daily Telegraph discloses.

According to The Daily Telegraph, city sources say the "the sheer
administrative task" of coordinating four different lender groups
comprising the 40 banks and teams of advisers has proved to be a
more difficult task than Premier imagined.

Debt market jitters are also giving the lenders pause for thought
as "once- bitten" banks weigh the long-term risks facing the
North Sea against the backdrop of a faltering oil market
recovery, one city lawyer explained, The Daily Telegraph relays.

"They want to be absolutely certain that the deal they put
together will work," The Daily Telegraph quotes the lawyer as
saying.

Jefferies analyst Mark Wilson, as cited by The Daily Telegraph,
said that these jitters were "absolutely" part of the delay.

"Within 40 lenders there could well be those who have changed
their risk profile -- and even one or two could slow the
process."

Premier Oil is a London-based oil and gas explorer.


SYNLAB BONDCO: S&P Affirms 'B+' Long-Term CCR, Outlook Stable
-------------------------------------------------------------
S&P Global Ratings affirmed its 'B+' long-term corporate credit
rating on Europe-based clinical laboratory operator Synlab Bondco
PLC.  The outlook is stable.

At the same time, S&P affirmed its 'B+' issue rating on Synlab's
EUR1.675 billion senior secured notes due 2021-2022.  S&P
assigned its 'B+' issue rating to the proposed additional EUR940
million senior secured notes.  The recovery rating on the notes
is '4', indicating S&P's expectation of average (30%-50%)
recovery in the event of a payment default.

At the same time, S&P affirmed its 'B-' issue rating on the
EUR375 million senior unsecured notes issued by Synlab Unsecured
Bondco PLC.  The recovery rating on the notes is '6', reflecting
S&P's expectation of negligible (0%-10%) recovery for debtholders
in the event of a payment default.

S&P affirmed its 'B+' long-term corporate credit rating on Synlab
Unsecured Bondco PLC, a core entity of Synlab Bondco.

The affirmation reflects S&P's view that the group will be able
to improve its operating performance in 2016 and 2017 by
realizing synergies from the Synlab-Labco merger completed in
2015, as well as from other recent acquisitions, while
maintaining positive underlying revenue growth.  S&P do not
expect any substantial price cuts during this year that could
weigh on Synlab's performance.

At the same time, S&P expects that the company will continue to
generate free operating cash flow (FOCF) of at least EUR50
million per year, while maintaining fixed charge coverage above
1.5x, a level that should enable it to service its fixed costs
such as interest and rent.  S&P do not expect any reduction in
debt as the company is likely to continue to be acquisitive and
any improvements in leverage are likely to be driven by
improvements in EBITDA.

S&P takes a favorable view of the group's position as one of the
biggest clinical laboratory operators in Europe with a pan-
European presence.

S&P views the group's revenue diversification and its growing
size as an advantage in the fragmented, highly regulated, and
price-competitive environment.  This enables the company to
exploit cost advantages through common procurement and reducing
overheads. These benefits are reflected in comparatively high
operating margins.  S&P estimates that the group's adjusted
EBITDA margins will remain in the low- to mid-20s, which compares
favorably with the margins of the company's peers.

The group's business risk profile is further supported by what
S&P views as favorable underlying trends and the characteristics
of the clinical laboratory services industry.  Chief among these
features is the atomistic supply-and-demand structure, involving
a multitude of individual orders and transactions with no
dependence on one large customer or contracts.  Payment risk is
virtually nonexistent as customers are mainly individual patients
undergoing diagnostic tests and most bills are settled by public
and private health insurance or hospitals.  In addition, factors
such as aging populations, increasingly unhealthy lifestyles that
are accompanied by prevalent diseases such as diabetes and
cancer, and the increasing demand for precise diagnostics and
early detection will continue to drive volumes, in S&P's view.

S&P views the laboratory market as very fragmented, with low
barriers to entry, which could lead to stiffer competition.
However, this will be mitigated by the group's size advantages,
the realization of synergies, and its leading positions in key
markets, which are reflected in S&P's assessment of its business
risk profile as satisfactory.

Health care is subject to strict regulation in most European
countries, which exacerbates pricing pressures.  Because the
clinical laboratory market is not materially different in this
respect, the consolidated laboratory business will likely have to
adapt its cost structures to accommodate the lower selling
prices. S&P thinks that Synlab is in a better position to absorb
lower prices than smaller laboratories. However, it will likely
face increasing exposure to regulatory actions.  Apart from price
regulation, a further challenge could come from limits on
reimbursement for diagnostic tests, as governments seek to manage
budgetary constraints.  This could mean greater out-of-pocket
contributions from patients and consequently a lower demand for
standard tests.

S&P estimates that the group's adjusted debt-to-EBITDA ratio will
be about 6x-7x over the next three years, commensurate with S&P's
highly leveraged financial risk profile assessment.  Due to the
group's long-dated debt maturity profile and acquisitive
strategy, any future improvement in leverage is more likely to
result from higher profitability than any reduction in debt.

Under S&P's base-case scenario, it assumes:

   -- S&P expects moderate negative tariff adjustments in France
      and Belgium.

   -- Volume growth driven mainly by Germany, Switzerland, and
      Spain.

   -- Unadjusted EBITDA margin to improve to 18%-19% in 2016 and
      2017 following the positive impact of synergies.

   -- Annual capital expenditure of about EUR70 million in 2016,
      stabilizing at around EUR50 million-EUR60 million.

   -- Acquisitions of about EUR200 million in 2016 and 2017.

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

   -- An adjusted debt-to-EBITDA ratio of about 6x-7x on average
      over the next three years.

   -- Fixed charge coverage ratio of about 1.7x on average over
      the next three years.

The stable outlook reflects S&P's view that, over the next 12-18
months, the group's market leading position, scale, and operating
model should enable it to successfully integrate newly acquired
businesses.  At the same time, the group should be able to
sustain at least low-single-digit underlying revenue growth and
improve its profitability and its free cash flow generation,
despite pressure on reimbursement tariffs.  S&P considers that
fixed-charge coverage of above 1.5x at all times as a level that
should enable the company to adequately service its cash interest
and rent charges.  S&P views this debt service coverage, combined
with stable and improving free cash flow generation, as
commensurate with S&P's 'B+' rating.

An upgrade is unlikely over the next 12-18 months, as S&P
projects debt to EBITDA to remain above 5x, our threshold for a
highly leveraged financial risk profile.  This assumption
reflects that the company is operating in a consolidating
industry and is likely to use available cash for acquisitions.
However, S&P would likely take a positive rating action if the
company sustains adjusted debt to EBITDA of less than 5x.  In
view of the amount of deleveraging required to achieve this, S&P
considers it would most likely occur because of a change in
financial policy.

S&P could lower the rating if the group experiences a significant
decline in its operating performance and profitability, which
could cause S&P to review its assessment of its business risk
profile.  The most likely reason for such a decline would be
deteriorating operating margins, because of a loss of key
accounts or adverse reimbursement environment.  S&P could also
lower the rating if the companies' ability to comfortably service
their fixed costs deteriorates and if FOCF is materially lower
than expected under S&P's base case.  This could occur as a
result of lower realizable growth during the next few years or a
more aggressive financial policy.


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


* BOND PRICING: For the Week October 31 to November 4, 2016
-----------------------------------------------------------

Issuer                  Coupon    Maturity  Currency  Price
------                  ------    --------  --------  -----
Deutsche Bank AG           6.00               EUR     74.81
Rickmers Holding AG        8.88  6/11/2018    EUR     21.88
Fomento de Construccion    6.50 10/30/2020    EUR     47.97
Scholz Holding Gmbh        8.50   3/8/2017    EUR      8.00
Oi Brasil Holdings Coop    5.75  2/10/2022    USD     24.42
Brighthouse Group PLC      7.88  5/15/2018    GBP     58.38
CSN Resources SA           6.50  7/21/2020    USD     66.61
Ensco PLC                  5.20  3/15/2025    USD     69.87
Portugal Telecom Intern    4.63   5/8/2020    EUR     23.51
Banca Monte dei Paschi     5.00  4/21/2020    EUR     63.09
Abengoa SA                 8.50  3/31/2016    EUR      4.53
Abengoa Finance SA         8.88   2/5/2018    EUR      4.26
Cooperativa Muratori &     7.50   8/1/2021    EUR     74.19
Casino Guichard Perrach    1.33               EUR     53.37
Veneto Banca SpA           9.50  12/1/2025    EUR     67.86
Ensco PLC                  5.75  10/1/2044    USD     59.90
Ajecorp BV                 6.50  5/14/2022    USD     54.71
Sacyr SA                   4.00   5/8/2019    EUR     74.06
Nordea Bank AB             0.44               EUR     58.84
Banque Federative du Cr    0.56               EUR     55.72
KTG Energie AG             7.25  9/28/2018    EUR      6.00
Portugal Telecom Intern    4.38  3/24/2017    EUR     23.63
Banca Monte dei Paschi     2.36  5/15/2018    EUR     64.50
Banca Popolare di Vicen    9.50  9/29/2025    EUR     67.77
Banca Monte dei Paschi     5.60   9/9/2020    EUR     63.22
Oi Brasil Holdings Coop    5.63  6/22/2021    EUR     24.02
Abengoa Finance SA         6.00  3/31/2021    EUR      4.02
Grupo Isolux Corsan Fin    6.63  4/15/2021    EUR     17.51
Aldesa Financial Servic    7.25   4/1/2021    EUR     68.13
KTG Agrar SE               7.13   6/6/2017    EUR      1.72
Banca Monte dei Paschi     0.70 11/30/2017    EUR     65.08
Bank of New York Mellon    4.20 12/15/2050    EUR     35.87
Portugal Telecom Intern    5.88  4/17/2018    EUR     23.50
Abengoa Finance SA         7.00  4/15/2020    EUR      4.19
Credit Agricole SA         0.68               EUR     61.86
HSBC Bank PLC              1.19               USD     66.56
Offshore Drilling Holdi    8.38  9/20/2020    USD     56.00
AXA SA                     0.72               EUR     57.34
Ensco PLC                  4.50  10/1/2024    USD     69.89
Intelsat Luxembourg SA     7.75   6/1/2021    USD     31.06
Portugal Telecom Intern    5.00  11/4/2019    EUR     23.51
CGG SA                     1.75   1/1/2020    EUR      4.90
PagesJaunes Finance & C    8.88   6/1/2018    EUR     60.08
Fuerstenberg Capital II    5.63               EUR     66.22
EnQuest PLC                7.00  4/15/2022    USD     48.75
Bilt Paper BV              9.64               USD     46.05
Gol LuxCo SA               8.88  1/24/2022    USD     63.50
Far East Capital Ltd SA    8.00   5/2/2018    USD     44.78
QGOG Constellation SA      6.25  11/9/2019    USD     44.41
OAS Investments GmbH       8.25 10/19/2019    USD      5.30
Homann Holzwerkstoffe G    7.00 12/14/2017    EUR     72.38
CGG SA                     5.88  5/15/2020    EUR     53.99
Novo Banco SA              5.00  4/23/2019    EUR     70.03
Banco Espirito Santo SA    4.00  1/21/2019    EUR     21.88
Portugal Telecom Intern    6.25  7/26/2016    EUR     22.61
Aegon NV                   0.16               EUR     54.78
BPCE SA                    1.76               USD     64.50
Brunswick Rail Finance     6.50  11/1/2017    USD     53.52
Santander International    2.00               USD     42.63
Aegon NV                   1.43               USD     66.15
Banco Espirito Santo SA    2.63   5/8/2017    EUR     22.00
Abengoa Greenfield SA      5.50  10/1/2019    EUR      4.23
HSBC Bank PLC              1.19               USD     66.85
CGG SA                     6.50   6/1/2021    USD     49.80
Portugal Telecom Intern    4.50  6/16/2025    EUR     23.44
Fiat Chrysler Automobil    7.88 12/15/2016    USD     63.69
Bank of New York Mellon    3.96 12/30/2099    EUR     10.50
Rudolf Woehrl AG           6.50  2/12/2018    EUR     16.00
HSH Nordbank AG/Luxembo    2.10               EUR     16.33
Barclays Bank PLC          1.50               USD     69.75
Indo Energy Finance II     6.38  1/24/2023    USD     70.38
BNP Paribas Fortis SA      1.70               EUR     65.59
Air France-KLM             2.03  2/15/2023    EUR     10.28
Intelsat Jackson Holdin    5.50   8/1/2023    USD     69.48
Mriya Agro Holding PLC     9.45  4/19/2018    USD      6.13
IMMOFINANZ AG              4.25   3/8/2018    EUR      4.45
ING Groep NV               0.25               EUR     57.82
Econocom Group SA/NV       1.50  1/15/2019    EUR     13.75
Etablissements Maurel e    1.63   7/1/2019    EUR     16.36
AXA SA                     1.77               USD     71.44
ADLER Real Estate AG       2.50  7/19/2021    EUR     14.99
Frigoglass Finance BV      8.25  5/15/2018    EUR     62.52
Banque Federative du Cr    0.65               EUR     54.97
AXA SA                     0.73               EUR     64.37
AXA SA                     0.47               EUR     62.13
Rothschilds Continuatio    1.19               USD     43.83
DTEK Finance PLC           7.88   4/4/2018    USD     65.20
Barclays Bank PLC          1.25               USD     69.75
Johnston Press Bond Plc    8.63   6/1/2019    GBP     61.00
CNP Assurances             0.36               EUR     51.55
Ageasfinlux SA             1.05               EUR     47.75
Financiere Quick SAS       7.21 10/15/2019    EUR     67.08
Banco Espirito Santo SA    4.75  1/15/2018    EUR     22.50
Nordea Bank Norge ASA      1.13               USD     59.85
KTG Agrar SE               7.25 10/15/2019    EUR      1.77
Intelsat Luxembourg SA     6.75   6/1/2018    USD     67.00
Societe Generale SA        1.06               USD     62.75
Rothschilds Continuatio    0.54               EUR     49.11
Yuksel Insaat AS           9.50 11/10/2015    USD     35.88
Neopost SA                 3.38               EUR     47.16
WPE International Coope   10.38  9/30/2020    USD     14.25
Banco Espirito Santo SA    7.13 11/28/2023    EUR      0.28
AXA SA                     1.43               USD     71.00
Pacific Drilling SA        5.38   6/1/2020    USD     28.13
HSH Nordbank AG            7.25               USD     26.54
Banca Monte dei Paschi     0.71  1/15/2018    EUR     63.89
CHC Helicopter SA          9.25 10/15/2020    USD     49.50
Intelsat Jackson Holdin    7.50   4/1/2021    USD     74.58
UkrLandFarming PLC        10.88  3/26/2018    USD     30.00
Solstad Offshore ASA       4.57  6/24/2019    NOK     60.88
Algeco Scotsman Global    10.75 10/15/2019    USD     59.96
Assystem                   4.50               EUR     29.68
Abengoa Finance SA         8.88  11/1/2017    USD      8.25
DTEK Finance PLC          10.38  3/28/2018    USD     65.15
BNP Paribas SA             0.99               USD     59.77
CEVA Group PLC             9.00   9/1/2021    USD     67.00
BNP Paribas SA             1.15               EUR     52.17
Aegon NV                   5.19               NLG     59.81
ING Groep NV               0.65               EUR     61.43
Barclays Bank PLC          1.19               USD     59.75
CGG SA                     6.88  1/15/2022    USD     49.94
Intelsat Luxembourg SA     8.13   6/1/2023    USD     31.25
BBVA International Pref    1.40               GBP     61.00
Capital Funding GmbH       2.09               EUR     68.00
Aegon NV                   4.26               NLG     71.25
Alno AG                    8.50  5/14/2018    EUR     48.50
Fred Olsen Energy ASA      4.06  2/28/2019    NOK     30.13
Takko Luxembourg 2 SCA     9.88  4/15/2019    EUR     57.52
Danske Bank Oyj            0.66               EUR     52.00
Bibby Offshore Services    7.50  6/15/2021    GBP     65.09
Nexity SA                  0.13   1/1/2023    EUR     67.97
Aegon NV                   1.51               NLG     55.00
DNB Bank ASA               1.38               USD     58.38
Immigon Portfolioabbau    10.00               EUR      3.42
HSBC Bank PLC              1.04               USD     66.61
Sapinda Invest SARL        5.00  6/30/2019    EUR     67.00
Santander Finance Prefe    0.61               EUR     52.00
European Directories Bo    7.00  12/9/2018    EUR     51.75
ATF Capital BV            10.00               USD     63.38
Union Fenosa Preferente    1.37               EUR     73.17
National Westminster Ba    1.50               USD     67.00
Transcapitalbank JSC Vi   10.00  9/18/2020    USD     73.00
VistaJet Malta Finance     7.75   6/1/2020    USD     43.75
Abengoa Finance SA         7.75   2/1/2020    USD      3.97
Scandinavian Airlines S    0.63               CHF     26.13
EnQuest PLC                7.00  4/15/2022    USD     49.25
NIBC Bank NV               0.66               EUR     47.44
Co-Operative Bank PLC/U    8.50   7/1/2025    GBP     73.07
Novo Banco SA              3.50   1/2/2043    EUR     48.41
Credit Mutuel Arkea SA     0.44               EUR     49.48
Jyske Bank A/S             0.49               EUR     52.38
DNB Bank ASA               1.13               USD     58.38
Ichor Coal NV              8.00   6/7/2017    EUR     69.43
OGX Austria GmbH           8.50   6/1/2018    USD      0.03
Pierre & Vacances SA       3.50  10/1/2019    EUR     40.33
OSX 3 Leasing BV          13.00  3/20/2015    USD     22.88
Fuerstenberg Capital Er    1.45               EUR     55.38
Hema Bondco II BV          8.50 12/15/2019    EUR     48.01
Bluewater Holding BV      10.00 12/10/2019    USD     44.00
Virgolino de Oliveira F   10.50  1/28/2018    USD      6.51
Oi Brasil Holdings Coop    5.75  2/10/2022    USD     23.93
Privatbank CJSC Via UK    11.00   2/9/2021    USD     62.50
Etablissements Maurel e    2.75   7/1/2021    EUR     10.58
Greene King Finance PLC    2.46  3/15/2036    GBP     69.70
Banca Monte dei Paschi     3.01 10/31/2018    EUR     63.08
German Pellets GmbH        7.25 11/27/2019    EUR      0.87
CGG SA                     1.25   1/1/2019    EUR     21.72
Far East Capital Ltd SA    8.75   5/2/2020    USD     46.00
Banco Espirito Santo SA    2.36               EUR      0.33
Hema Bondco I BV           5.25  6/15/2019    EUR     72.73
Mitchells & Butlers Fin    0.98 12/15/2033    GBP     71.67
Paragon Offshore PLC       6.75  7/15/2022    USD     28.25
DOF Subsea AS              6.02  5/22/2018    NOK     72.00
Caixa Terrassa Societat    0.41               EUR     51.00
Afren PLC                  6.63  12/9/2020    USD      0.07
Ekosem-Agrar GmbH          8.50  12/7/2022    EUR     56.63
Caisse Federale du Cred    0.70               EUR     50.37
Hypo Tirol Bank AG         0.17  7/23/2026    EUR     70.38
BIM SAS                    2.50 11/13/2020    EUR     26.54
syncreon Group BV / syn    8.63  11/1/2021    USD     75.25
DNB Bank ASA               1.39               USD     58.35
Abengoa SA                 6.25  1/17/2019    EUR      4.12
BPCE SA                    0.29               EUR     50.40
Banca Carige SpA           8.34               EUR     61.38
Societe Generale SA        0.81               EUR     49.00
Bank of Scotland PLC       1.25               USD     66.52
Matalan Finance PLC        8.88   6/1/2020    GBP     65.28
SOITEC                     6.75  9/18/2018    EUR      2.49
Espirito Santo Financia    3.13  12/2/2018    EUR      0.40
Ekosem-Agrar GmbH          8.75  3/23/2021    EUR     59.75
Heta Asset Resolution A    5.92 12/31/2023    EUR     41.75
Jyske Bank A/S             0.53               EUR     50.75
Paragon Offshore PLC       7.25  8/15/2024    USD     28.00
Banco Bilbao Vizcaya Ar    1.00               EUR     69.67
Waste Italia SpA          10.50 11/15/2019    EUR     29.63
German Pellets GmbH        7.25   7/9/2018    EUR      0.99
Norske Skog Holding AS     8.00  2/24/2021    EUR     39.54
Lambay Capital Securiti    6.25               GBP      1.06
Steilmann SE               7.00  9/23/2018    EUR      4.52
E Forland AS               7.84   9/4/2018    NOK     62.63
Mriya Agro Holding PLC    10.95  3/30/2016    USD      5.75
Sequa Petroleum NV         5.00  4/29/2020    USD     65.29
Eurobank Ergasias SA       1.30   6/8/2017    EUR     70.88
NIBC Bank NV               1.84               USD     54.69
Novo Banco SA              5.00  5/14/2019    EUR     70.06
Afren PLC                 11.50   2/1/2016    USD      0.06
NTRP Via Interpipe Ltd    10.25   8/2/2017    USD     26.01
Afren PLC                 10.25   4/8/2019    USD      0.08
Virgolino de Oliveira F   11.75   2/9/2022    USD      6.25
Cofinoga Funding Two LP    1.52               EUR     67.00
Abengoa Greenfield SA      6.50  10/1/2019    USD      8.25
Cattles Ltd                7.13   7/5/2017    GBP      1.05
CHC Helicopter SA          9.38   6/1/2021    USD     19.50
BOA OCV AS                 6.75  10/7/2019    NOK     49.25
Novo Banco SA              3.00  6/21/2022    USD     63.01
Espirito Santo Financia    6.88 10/21/2019    EUR      0.05
Phones4u Finance PLC       9.50   4/1/2018    GBP     55.75
Cooperatieve Rabobank U    0.50 11/26/2021    ZAR     63.56
Banco Santander SA         0.80               EUR     51.43
Immigon Portfolioabbau     5.00   9/7/2020    EUR      4.50
Enterprise Holdings LTD    7.00  3/30/2020    EUR     22.63
Abengoa Finance SA         8.88  11/1/2017    USD      4.75
Phosphorus Holdco PLC     10.00   4/1/2019    GBP      2.57
Novo Banco SA              5.00   4/4/2019    EUR     69.79
LBI HF                     6.10  8/25/2011    USD     11.50
Candyking Holding AB       5.00  1/29/2018    SEK     38.00
Touax SA                   6.00  7/10/2020    EUR     18.03
Sanha GmbH & Co KG         7.75   6/4/2018    EUR     57.88
Heta Asset Resolution A    0.46 12/31/2023    EUR     41.50
Travel24.com AG            7.50  9/17/2017    EUR     35.00
Norske Skogindustrier A    2.00 12/30/2115    EUR     15.00
Novo Banco SA              5.00  2/24/2022    EUR     67.36
Action SA                  3.19   7/4/2017    PLN     66.48
Dexia SA                   4.89               EUR      3.11
Pescanova SA               5.13  4/20/2017    EUR      2.17
International Industria    9.00   7/6/2011    EUR      0.45
Bank Nadra via NDR Fina    8.25  7/31/2018    USD      1.37
BLT Finance BV             7.50  5/15/2014    USD      2.26
Solor Bioenergi Holding    6.25  11/2/2017    NOK     52.50
Pescanova SA               8.75  2/17/2019    EUR      2.23
IKB Deutsche Industrieb    5.63  3/31/2017    EUR     25.38
Elli Investments Ltd      12.25  6/15/2020    GBP     29.63
Mitchells & Butlers Fin    2.51  6/15/2036    GBP     72.36
Bremer Landesbank Kredi    8.50               EUR     63.50
Credit Lyonnais SA         1.81               EUR     50.02
Lloyds Bank PLC            1.19               USD     66.38
Dexia Credit Local SA      1.43               EUR      2.47
Enterprise Holdings LTD    7.00  9/26/2017    EUR     30.63
Hybrid Raising GmbH        6.63               EUR     17.25
National Westminster Ba    1.13               USD     63.75
Lloyds Bank PLC            1.37 11/27/2033    USD     92.45
ESFIL-Espirito Santo Fi    5.25  6/12/2015    EUR      0.37
Laurel GmbH                7.13 11/16/2017    EUR     22.50
Petrol AD                  8.38  1/26/2017    EUR     27.50
Tonon Luxembourg SA       10.50  5/14/2024    USD     42.25
Deutsche Bank AG/London    0.59  3/15/2033    USD     61.40
Praktiker AG               5.88  2/10/2016    EUR      0.12
Aralco Finance SA         10.13   5/7/2020    USD      1.76
Oceanteam ASA             11.96 10/24/2017    USD     48.75
Novo Banco SA              5.00  3/15/2022    EUR     67.25
Banco Espirito Santo SA    6.88  7/15/2016    EUR     20.63
Royal Bank of Scotland     1.19               USD     68.50
Banca Monte dei Paschi     7.00   3/4/2019    EUR     65.00
Virgolino de Oliveira F   10.88  1/13/2020    USD     19.38
TGC-2 OJSC                12.00 10/10/2018    RUB     70.06
Havila Shipping ASA        9.58  8/30/2017    NOK     19.00
Strenesse AG               9.00  3/15/2017    EUR     23.00
Hellenic Republic Gover    6.14  4/14/2028    EUR     72.88
Sydbank A/S                0.77               EUR     50.75
OP Corporate Bank plc      0.61               EUR     50.35
Banca delle Marche SpA     0.65   6/1/2017    EUR      1.00
Vneshprombank Ltd via V    9.00 11/14/2016    USD      0.16
Heta Asset Resolution A    4.35 12/31/2023    EUR     41.75
Ausy                       3.25   1/1/2021    EUR     60.52
Argon Capital PLC for R    2.89               GBP     75.00
Manchester Building Soc    6.75               GBP     28.38
Tonon Luxembourg SA        7.25  1/24/2020    USD     10.50
Solarworld AG              6.13  1/21/2017    EUR     42.63
Portugal Telecom Intern    5.24  11/6/2017    EUR     23.13
Paragon Offshore PLC       7.25  8/15/2024    USD     28.50
Ajecorp BV                 6.50  5/14/2022    USD     54.41
Deutsche Bank AG/London    2.64  6/30/2034    USD     68.52
International Industria   11.00  2/19/2013    USD      0.45
Steilmann SE               6.75  6/27/2017    EUR      4.44
Abengoa Greenfield SA      6.50  10/1/2019    USD      5.25
JZ Capital Partners Ltd    6.00  7/30/2021    GBP     10.50
Alpine Holding GmbH        6.00  5/22/2017    EUR      0.63
Lloyds Bank PLC            0.44  2/22/2033    USD     60.00
Beate Uhse AG              7.75   7/9/2019    EUR     25.13
Island Drilling Co ASA     9.50   4/3/2018    USD      5.00
Viking Supply Ships AS     9.34  3/21/2017    NOK     30.25
OGX Austria GmbH           8.38   4/1/2022    USD      0.01
SNS Bank NV                6.25 10/26/2020    EUR      2.49
Royal Bank of Scotland     0.71 11/16/2030    USD     78.51
LBI HF                     6.25               EUR      0.00
Lehman Brothers UK Capi    5.13               EUR      0.25
Alcatel-Lucent SA          0.13  1/30/2020    EUR      4.49
National Westminster Ba    1.38               USD     58.75
Koninklijke Luchtvaart     0.75               CHF     36.50
Abengoa Finance SA         7.75   2/1/2020    USD      6.35
SNS Bank NV               11.25               EUR      0.79
Novo Banco SA              5.00  5/21/2019    EUR     69.77
Cooperatieve Rabobank U    0.50  1/31/2033    MXN     28.30
Corporate Commercial Ba    8.25   8/8/2014    USD      0.70
Lloyds Bank PLC            0.71  1/31/2033    USD     61.62
GNB - Cia de Seguros de    3.20               EUR     55.88
Immigon Portfolioabbau     7.00  7/24/2022    EUR     35.00
Iona Energy Co UK PLC     12.50  9/27/2018    USD      3.86
Sydbank A/S                0.80               EUR     75.00
BOA Offshore AS            7.83 12/18/2018    NOK     35.00
Manchester Building Soc    8.00               GBP     39.50
Lloyds Bank PLC            0.85  2/26/2033    USD     74.00
Sankt-Peterburg Telecom   10.70  1/31/2022    RUB     61.17
Golden Gate AG             6.50 10/11/2014    EUR     49.00
Lloyds Bank PLC            1.33               USD     66.25
Smart Solutions GmbH       8.00  12/3/2018    EUR     21.00
Farstad Shipping ASA       4.46  5/29/2018    NOK     38.63
Deutsche Bank AG/London    0.77  8/28/2034    USD     65.88
Hellenic Republic Gover    5.20  7/17/2034    EUR     63.75
Dexia Kommunalbank Deut    4.88 12/31/2016    EUR     37.50
Northland Resources AB     4.00 10/15/2020    USD      0.01
OT-Optima Telekom DD       5.25  5/30/2022    HRK     65.00
Cirio Holding Luxembour    6.25  2/16/2004    EUR      1.33
Novo Banco SA              5.00  5/23/2019    EUR     69.57
Brunswick Rail Finance     6.50  11/1/2017    USD     53.71
GNB - Cia de Seguros de    1.90 12/19/2022    EUR     60.25
Belfius Bank SA/NV         1.73               FRF     69.63
Windreich GmbH             6.50  7/15/2016    EUR     10.88
Societe Alsacienne et L    1.63   1/1/2022    EUR     61.08
Geotech Seismic Service   10.50 10/17/2018    RUB     69.77
Santander Finance Capit    2.00               EUR     41.38
Espirito Santo Financia    9.75 12/19/2025    EUR      0.66
Windreich GmbH             6.50   3/1/2015    EUR     10.88
Santander Finance Capit    2.00               USD     41.50
Banco Espirito Santo SA    1.25  5/27/2018    EUR      0.37
Vseukrainsky Aktsinerny   10.90  6/14/2019    USD      1.06
Eidesvik Offshore ASA      5.58  5/22/2018    NOK     69.00
Breeze Finance SA          6.71  4/19/2027    EUR     26.50
Farstad Shipping ASA       5.32  2/15/2017    NOK     45.75
Sidetur Finance BV        10.00  4/20/2016    USD      5.25
Talvivaara Mining Co PL    9.75   4/4/2017    EUR      0.67
Olympic Ship AS            7.29  9/21/2017    NOK     32.00
Electromagnetic Geoserv    7.07  6/27/2019    NOK     44.38
Commerzbank Holdings UK    1.38               USD     65.16
German Pellets GmbH        7.25   4/1/2016    EUR      0.93
Ideal Standard Internat   11.75   5/1/2018    EUR     14.63
Barclays Bank PLC          0.69  2/25/2031    USD     73.00
Danske Bank Oyj            1.30               EUR     53.38
Far Eastern Shipping Co   14.00 11/28/2017    RUB     70.10
Barclays Bank PLC          1.28  5/31/2033    USD     65.60
IGas Energy PLC           10.00 12/11/2018    USD     31.50
SeaBird Exploration Fin    6.00   3/3/2018    USD     18.38
Popular Capital SA         0.53               EUR     45.75
Offshore Drilling Holdi    8.38  9/20/2020    USD     55.88
Sazka AS                   9.00  7/12/2021    EUR      0.54
Takko Luxembourg 2 SCA     6.71  4/15/2019    EUR     49.52
Pacific Drilling SA        5.38   6/1/2020    USD     29.50
Svensk Exportkredit AB     0.50  6/20/2029    AUD     74.44
Teksid Aluminum Luxembo   11.38  7/15/2011    EUR      1.99
Abengoa SA                 4.50   2/3/2017    EUR      7.13
Banca Carige SpA           1.72 12/29/2018    EUR     50.50
Sairgroup Finance BV       4.38   6/8/2006    EUR     18.88
EFG International AG       0.85               EUR     63.00
Autonomous Community of    1.10   9/8/2024    EUR     72.54
Novo Banco SA              3.50  1/23/2043    EUR     48.53
Lloyds Bank PLC            1.00               USD     66.20
UniCredit Bank Austria     0.18 12/27/2031    EUR     65.13
Nexity SA                  0.63   1/1/2020    EUR     55.65
Eniro AB                   6.00  4/14/2020    SEK     23.86
Cirio Finanziaria SpA      8.00 12/21/2005    EUR      5.63
Finance and Credit Bank    9.25  1/25/2019    USD      0.37
Lehman Brothers UK Capi    5.75               EUR      0.04
Lehman Brothers Treasur    6.00  11/2/2035    EUR     11.88
Kaupthing ehf              7.63  2/28/2015    USD     17.63
DOF ASA                    8.08  9/12/2019    NOK     40.13
Hellas Telecommunicatio    8.50 10/15/2013    EUR      0.00
Olympic Ship AS            6.08  6/18/2019    NOK     27.00
Banco Pinto & Sotto May    0.75               EUR     20.00
Novo Banco SA              3.50  2/19/2043    EUR     48.48
IT Holding Finance SA      9.88 11/15/2012    EUR      0.23
Cooperatieve Rabobank U    0.50  7/30/2043    MXN     15.87
Cirio Finance Luxembour    7.50  11/3/2002    EUR      9.60
Capital Raising GmbH       7.50               EUR     17.50
Steilmann SE               7.00   3/9/2017    EUR      4.52
Heta Asset Resolution A    5.73 12/31/2023    EUR     39.75
Region of Abruzzo Italy    0.24  11/7/2036    EUR     60.27
Rena GmbH                  7.00 12/15/2015    EUR      8.63
Talvivaara Mining Co PL    4.00 12/16/2015    EUR      0.18
PA Resources AB            3.00 12/27/2017    NOK      0.23
Orient Express Bank PJS   12.00  5/29/2019    USD     55.00
Standard Chartered PLC     1.25               USD     63.33
Brighthouse Group PLC      7.88  5/15/2018    GBP     58.88
Gebr Sanders GmbH & Co     8.75 10/22/2018    EUR     58.75
Santander Finance Capit    2.00               USD     41.50
Cirio Del Monte NV         7.75  3/14/2005    EUR      6.25
Mobylife Holding A/S       7.25  5/23/2018    SEK     67.75
Lehman Brothers Treasur    6.00  2/15/2035    EUR     11.88
PA Resources AB           13.50   3/3/2016    SEK      0.11
World Wide Supply AS       7.75  5/26/2017    USD     10.00
Standard Chartered PLC     1.21               USD     63.17
Abanka Vipa DD Via Afin    1.60               EUR      0.47
Havila Shipping ASA        8.60  3/30/2017    NOK     39.88
Volstad Shipping AS        7.06  4/15/2019    NOK     25.00
Santander Finance Capit    2.00               EUR     41.38
Dannemora Mineral AB      11.75  3/22/2016    USD      0.92
Hellenic Republic Gover    2.09  7/25/2057    EUR     29.75
Alpine Holding GmbH        5.25  6/10/2016    EUR      0.63
CNP Assurances             2.00               EUR     63.99
Rena GmbH                  8.25  7/11/2018    EUR      8.63
Barclays Bank PLC          0.84  3/21/2033    USD     65.95
Uppfinnaren 1 AB          10.00               SEK     65.38
BNP Paribas SA             0.66  4/30/2033    USD     58.39
Far East Capital Ltd SA    8.00   5/2/2018    USD     45.00
Bremer Landesbank Kredi    9.50               EUR     71.38
Lehman Brothers Treasur    7.25  10/5/2035    EUR      9.63
QGOG Constellation SA      6.25  11/9/2019    USD     43.93
Credit Suisse AG/Guerns    0.94               USD     58.00
Cooperatieve Rabobank U    0.50 10/30/2043    MXN     15.89
Immigon Portfolioabbau     7.00   3/6/2021    EUR     33.50
Grupo Isolux Corsan Fin    6.63  4/15/2021    EUR     17.50
CRC Breeze Finance SA      6.11   5/8/2026    EUR     52.63
Norske Skogindustrier A    7.13 10/15/2033    USD     23.50
Northland Resources AB     4.00 10/15/2020    NOK      0.01
Banco Espirito Santo SA    6.90  6/28/2024    EUR     20.25
CGG SA                     6.88  1/15/2022    USD     49.88
EDOB Abwicklungs AG        7.50   4/1/2012    EUR      0.25
DEIKON GmbH                1.00 11/16/2016    EUR     28.01
Frey                       6.00 11/15/2022    EUR     22.50
Activa Resources AG        8.00 11/15/2017    EUR     12.50
Afren PLC                  6.63  12/9/2020    USD      0.06
getgoods.de AG             7.75  10/2/2017    EUR      0.03
Deutsche Bank AG/London    0.46  1/31/2033    USD     64.01
IVG Immobilien AG          5.55               EUR      0.37
UkrLandFarming PLC        10.88  3/26/2018    USD     29.50
AKB Finprombank PAO       14.00  10/2/2018    RUB      9.43
Virgolino de Oliveira F   10.50  1/28/2018    USD      6.38
Norske Skog Holding AS     8.00  2/24/2023    USD     38.50
IKB Deutsche Industrieb    4.70  3/31/2017    EUR     26.85
Standard Chartered PLC     0.75               GBP     60.19
PNE Wind AG                3.75 10/10/2019    EUR      2.94
MegaFon PJSC               9.95   5/9/2019    RUB     61.33
Oi Brasil Holdings Coop    5.63  6/22/2021    EUR     23.52
Singulus Technologies A    7.75  3/23/2017    EUR     39.75
Norske Skogindustrier A    7.13 10/15/2033    USD     23.50
Tonon Luxembourg SA       10.50  5/14/2024    USD     40.13
Societe Generale SA        9.50  5/21/2018    USD     56.80
Algeco Scotsman Global    10.75 10/15/2019    USD     59.72
AgroGeneration             8.00   4/1/2019    EUR     74.11
Sberbank of Russia PJSC   12.27   1/2/2026    RUB     60.03
RENE LEZARD Mode GmbH      7.25 11/25/2017    EUR     28.56
Havila Shipping ASA        4.87  11/8/2016    NOK     39.75
Heta Asset Resolution A    4.88 12/31/2023    EUR     42.75
Barclays Bank PLC          1.70  4/19/2033    USD     65.25
Nationwide Building Soc    0.90               GBP     70.00
Abengoa SA                 5.13   3/5/2017    USD      3.62
Waste Italia SpA          10.50 11/15/2019    EUR     29.63
Kaupthing ehf              5.75  10/4/2011    USD     17.63
Cooperatieve Rabobank U    0.50 10/29/2027    MXN     43.49
Novo Banco SA              3.50  3/18/2043    EUR     48.48
Atari SA                   7.50  2/17/2020    EUR      0.30
Assystem                   4.00   1/1/2017    EUR     24.82
Banco Espirito Santo SA   10.00  12/6/2021    EUR      0.37
Far East Capital Ltd SA    8.75   5/2/2020    USD     45.38
Accentro Real Estate AG    6.25  3/27/2019    EUR      6.70
Gazprom Neft PJSC          9.80   5/3/2046    RUB     61.03
Lehman Brothers Treasur    8.25  3/16/2035    EUR     11.88
Agroton Public Ltd         6.00  7/14/2019    USD     10.00
Mriya Agro Holding PLC     9.45  4/19/2018    USD      6.13
Gol LuxCo SA               8.88  1/24/2022    USD     63.63
Italy Government Intern    0.18  7/31/2045    EUR     73.98
Veneto Banca SpA           6.95  2/25/2025    EUR     55.13
IM Skaugen SE              9.98  4/11/2017    NOK     36.75
Kaupthing ehf              5.75  10/4/2011    USD     17.63
Aldesa Financial Servic    7.25   4/1/2021    EUR     68.25
Norske Skog Holding AS     8.00  2/24/2021    EUR     40.13
Cooperatieve Rabobank U    0.50 11/30/2027    MXN     43.44
Russian Post FGUP         12.00 10/18/2019    RUB     60.26
Heta Asset Resolution A    7.50 12/31/2023    ATS     31.70
Bibby Offshore Services    7.50  6/15/2021    GBP     65.50
Pescanova SA               6.75   3/5/2015    EUR      2.29
ADLER Real Estate AG       6.00  6/30/2017    EUR     13.50
Alfa-Bank AO               9.75  7/24/2031    RUB     60.66
Minicentrales Dos SA       4.81 11/29/2034    EUR     65.75
INVEST-DEVELOPMENT PJSC   15.00   4/2/2026    RUB     60.36
Western Bulk Chartering    7.76  4/19/2019    NOK     71.63
Tonon Luxembourg SA        7.25  1/24/2020    USD     10.50
OAS Investments GmbH       8.25 10/19/2019    USD      4.56
HPI AG                     3.50               EUR      8.88
Transneft PJSC             9.45   8/3/2023    RUB     60.88
CEVA Group PLC             9.00   9/1/2021    USD     67.00
Immigon Portfolioabbau     7.00   3/8/2021    EUR     35.00
OGX Austria GmbH           8.50   6/1/2018    USD      0.03
Mox Telecom AG             7.25  11/2/2017    EUR      3.01
Barclays Bank PLC          1.73 11/29/2030    USD     73.84
Finmek International SA    7.00  12/3/2004    EUR      0.13
Paragon Offshore PLC       6.75  7/15/2022    USD     28.75
Depfa Funding II LP        6.50               EUR     56.75
SAir Group                 0.13   7/7/2005    CHF     11.13
Bilt Paper BV              9.64               USD     46.88
Banco Espirito Santo SA    2.53               EUR     11.00
Region of Abruzzo Italy    0.08  11/7/2031    EUR     73.81
State of Carinthia         0.73  7/20/2017    CHF      0.20
LBI HF                     6.10  8/25/2011    USD     11.50
Del Monte Finance Luxem    6.63  5/24/2006    EUR      5.25
MS Deutschland Beteilig    6.88 12/18/2017    EUR      9.03
CGG SA                     5.88  5/15/2020    EUR     53.88
Solon SE                   1.38  12/6/2012    EUR      0.33
KPNQwest NV               10.00  3/15/2012    EUR      0.57
CSN Resources SA           6.50  7/21/2020    USD     65.51
Afren PLC                 10.25   4/8/2019    USD      0.07
Alpha Bank AE              1.40   2/1/2017    EUR     68.50
Immigon Portfolioabbau     6.00  3/30/2017    EUR     59.00
Municipality Finance PL    0.50 11/25/2020    ZAR     68.92
Norske Skog Holding AS     8.00  2/24/2023    USD     38.75
Heta Asset Resolution A    0.34 12/31/2023    EUR     41.75
Lehman Brothers Treasur    2.88  3/14/2013    CHF     11.88
More & More AG             8.13  6/11/2018    EUR     40.38
Indo Energy Finance II     6.38  1/24/2023    USD     70.95
Heta Asset Resolution A    0.16 12/31/2023    EUR     42.25
Alpine Holding GmbH        5.25   7/1/2015    EUR      0.63
Kaupthing ehf              6.13  10/4/2016    USD     17.63
Takko Luxembourg 2 SCA     9.88  4/15/2019    EUR     58.25
Lloyds Bank PLC            1.69  4/26/2033    USD     60.00
UniCredit Bank Austria     0.22  8/20/2033    EUR     63.75
Golden Energy Offshore     5.00 12/31/2017    NOK     26.00
Gunther Zamek Produktio    7.75  5/15/2017    EUR      1.55
Delta Credit Bank JSC     11.75  11/2/2016    RUB     60.55
Depfa Funding IV LP        5.03               EUR     56.00
Svensk Exportkredit AB     0.50  1/31/2022    ZAR     62.97
VistaJet Malta Finance     7.75   6/1/2020    USD     43.75
Kaupthing ehf              7.13  5/19/2016    USD      0.00
APP International Finan   11.75  10/1/2005    USD      0.56
Governo Portugues Conso    3.00               EUR     74.00
KPNQwest NV                8.88   2/1/2008    EUR      0.57
Abengoa Finance SA         8.88   2/5/2018    EUR      4.26
wige MEDIA AG              6.00  3/17/2019    EUR      2.00
Standard Chartered PLC     1.13               USD     61.50
Synergy PJSC              12.90  4/29/2020    RUB     60.88
Banca Popolare di Vicen    9.50  10/2/2025    EUR     63.88
Kommunekredit              0.50  2/20/2020    BRL     72.31
LBI HF                     2.25  2/14/2011    CHF      7.75
UniCredit Bank Austria     0.22 12/31/2031    EUR     67.13
Northland Resources AB    15.00  7/15/2019    USD      0.10
Lehman Brothers Treasur    5.10   5/8/2017    HKD      9.63
Blaker Sparebank           4.77               NOK     53.20
Novo Banco SA              3.00 12/16/2021    EUR     55.50
Hellenic Republic Gover    2.27   2/7/2022    EUR     72.76
Lehman Brothers Treasur    1.75   2/7/2010    EUR      0.85
Hema Bondco II BV          8.50 12/15/2019    EUR     48.25
Sairgroup Finance BV       6.63  10/6/2010    EUR     20.00
Immigon Portfolioabbau     1.31  7/29/2018    EUR      2.00
Banco Pastor SA            2.10               EUR     29.63
Hema Bondco I BV           5.25  6/15/2019    EUR     73.13
KPNQwest NV                7.13   6/1/2009    EUR      0.56
Bulgaria Steel Finance    12.00   5/4/2013    EUR      1.09
Cooperativa Muratori &     7.50   8/1/2021    EUR     74.75
Virgolino de Oliveira F   10.88  1/13/2020    USD     19.38
NNK-Aktiv AO               0.01  7/21/2020    RUB     60.03
Phones4u Finance PLC       9.50   4/1/2018    GBP     55.75
Eximbank of Russia JSC    12.10 11/11/2025    RUB     60.56
Societe Generale SA        1.60   1/9/2020    GBP      1.10
Espirito Santo Financia    5.05 11/15/2025    EUR      0.06
Region of Piemont Italy    0.01 11/27/2036    EUR     61.31
Minaya Capital AG          7.00   8/1/2018    EUR     68.00
Orient Express Bank PJS   13.60   8/9/2018    RUB     59.01
Governo Portugues Conso    2.75               EUR     66.00
Polyus PJSC               12.10   7/3/2025    RUB     66.07
ECM Real Estate Investm    5.00  10/9/2011    EUR     10.38
Alpha Bank AE              1.35   3/8/2017    EUR     68.00
BLT Finance BV            12.00  2/10/2015    USD     10.50
Italy Government Intern    0.19  7/31/2045    EUR     74.45
Lehman Brothers Treasur    7.00  5/17/2035    EUR     11.88
Minicentrales Dos SA       6.45  4/14/2028    EUR     65.75
SiC Processing GmbH        7.13   3/1/2016    EUR      1.26
LBI HF                     4.65               EUR      0.00
Artea                      6.00   8/4/2019    EUR     14.81
syncreon Group BV / syn    8.63  11/1/2021    USD     75.00
Aralco Finance SA         10.13   5/7/2020    USD      1.76
Abengoa Greenfield SA      5.50  10/1/2019    EUR      4.23
Virgolino de Oliveira F   11.75   2/9/2022    USD      6.25
CHC Helicopter SA          9.25 10/15/2020    USD     49.00
CBo Territoria             6.00   1/1/2020    EUR      4.16
Kommunekredit              0.50 10/22/2019    BRL     74.66
SNS Bank NV                2.45               EUR      0.79
Credit Suisse AG/London    7.25 11/10/2016    CHF     67.79
Notenstein Finance Guer    1.00  9/17/2019    CHF     48.92
Mechel PJSC                8.00   2/9/2021    RUB     60.00
Veneto Banca SpA          10.00 10/22/2022    EUR     67.38
Abengoa SA                 6.25  1/17/2019    EUR      4.34
Autonomous Community of    2.97   9/8/2039    JPY     66.29
Lloyds Bank PLC            1.43  7/29/2033    USD     72.85
Financiere Quick SAS       7.21 10/15/2019    EUR     67.15
Johnston Press Bond Plc    8.63   6/1/2019    GBP     61.00
Dexia Kommunalbank Deut    5.63 12/31/2017    EUR     13.13
Finans-Avia OOO            8.25  7/31/2022    RUB     60.50
Rusfinans Bank OOO        13.90  4/24/2018    RUB     61.62
Phosphorus Holdco PLC     10.00   4/1/2019    GBP      2.57
friedola Gebr Holzapfel    7.25  4/11/2017    EUR      3.67
DTEK Finance PLC           7.88   4/4/2018    USD     63.18
Banco Comercial Portugu    5.00               EUR     42.05
Ekotechnika AG             9.75  5/10/2018    EUR      9.50
Nuova Banca Popolare de    1.72  9/28/2017    EUR      0.81
Afren PLC                 11.50   2/1/2016    USD      0.06
Sankt-Peterburg Telecom   10.70  1/31/2022    RUB     60.26
Portigon AG                7.46 12/31/2019    EUR     19.05
PagesJaunes Finance & C    8.88   6/1/2018    EUR     60.13
RZD Rasvytie vokzalov     12.50 10/21/2016    RUB     10.20
Societe Generale SA        0.14  2/28/2033    USD     73.50
Bank Nederlandse Gemeen    0.50  7/12/2022    ZAR     60.06
Kaupthing ehf              9.00               USD      0.13
Marine Subsea AS           9.00 12/16/2019    USD      0.50
SAir Group                 6.25  4/12/2005    CHF     12.13
BANIF - Banco Internaci    4.50  1/30/2025    EUR     65.63
Delta Credit Bank JSC      8.40 10/21/2023    RUB     60.15
Kaupthing ehf              6.13  10/4/2016    USD     17.63
WGF Westfaelische Grund    6.35  12/1/2016    EUR      1.75
Kommunalbanken AS          0.50  5/27/2022    ZAR     61.87
Lehman Brothers Treasur    5.00  9/22/2014    EUR     11.88
Lloyds Bank PLC            3.12  7/26/2033    USD     74.00
UmweltBank AG              2.85               EUR     47.24
Matalan Finance PLC        8.88   6/1/2020    GBP     65.50
Abengoa Finance SA         7.00  4/15/2020    EUR      4.19
La Veggia Finance SPA      7.13 11/14/2004    EUR      0.14
Mifa Mitteldeutsche Fah    7.50  8/12/2018    EUR      2.98
Standard Chartered PLC     1.21               USD     63.33
Montepio Holding SGPS S    5.00               EUR     50.15
OGX Austria GmbH           8.38   4/1/2022    USD      0.01
HSBC Bank PLC              0.50  6/10/2021    BRL     66.54
Petromena ASA             10.85 11/19/2014    USD      0.52
Banca Popolare di Vicen    5.00   6/4/2024    EUR     64.19
Frigoglass Finance BV      8.25  5/15/2018    EUR     62.63
Region of Molise Italy     0.24 12/15/2033    EUR     66.41
Lehman Brothers Treasur    1.28  11/6/2010    JPY     11.88
Stroika Finance Ltd Via    7.70  6/25/2019    RUB     12.00
Credit Suisse AG/London    8.55  1/30/2026    USD      9.53
Credit Suisse AG/Nassau    8.05  9/27/2016    CHF     65.76
Lehman Brothers Treasur    4.50   5/2/2017    EUR     11.88
MegaFon PJSC               9.90  5/29/2026    RUB     60.03
Dolomite Capital Ltd      13.26 12/20/2019    ZAR     62.40
Hamburgische Landesbank    0.08 10/30/2040    EUR     63.88
Hamburgische Landesbank    0.08  1/22/2041    EUR     61.45
City of Hunedoara Roman    1.43  8/15/2026    RON     70.00
Abengoa SA                 5.13   3/5/2017    USD      3.62
Lehman Brothers Treasur    5.25  5/26/2026    EUR      0.75
WPE International Coope   10.38  9/30/2020    USD     13.00
Heta Asset Resolution A    5.03 12/31/2023    EUR     39.63
ADLER Real Estate AG       6.00 12/27/2018    EUR     13.50
Astana Finance BV          7.88   6/8/2010    EUR     16.88
Lehman Brothers Treasur   16.20  5/14/2009    USD      0.75
Espirito Santo Financia    5.05 11/15/2025    EUR      0.42
Norddeutsche Landesbank    5.19 11/25/2016    EUR     55.57
Russian Railways JSC       9.85  4/26/2041    RUB     64.46
State Transport Leasing   14.30 12/10/2024    RUB     60.20
Landesbank Hessen-Thuer    0.19   5/3/2041    EUR     68.89
Veneto Banca SpA           6.94  5/15/2025    EUR     53.25
Lehman Brothers Treasur    1.00   5/9/2012    EUR      0.75
Lehman Brothers Treasur   11.00 12/20/2017    AUD      0.75
Lehman Brothers Treasur    4.00 10/24/2012    EUR      0.75
Lehman Brothers Treasur    6.00 10/30/2012    EUR      0.75
Sachsen Bank               0.10  1/22/2041    EUR     74.84
Lehman Brothers Treasur    3.03  1/31/2015    EUR      0.75
Barclays Bank PLC          1.82  6/17/2033    USD     70.00
Lehman Brothers Treasur    4.00  12/2/2012    EUR      0.75
SG Issuer SA               5.50  4/10/2021    EUR     64.74
Northland Resources AB    12.25  3/26/2016    USD      0.11
German Pellets GmbH        8.00               EUR      0.30
Heta Asset Resolution A    5.27 12/31/2023    EUR     34.38
Lehman Brothers Treasur    6.00  3/18/2015    USD     11.88
Lehman Brothers Treasur    5.55  3/12/2015    EUR      0.75
Rusfinans Bank OOO         9.95  8/22/2019    RUB     60.66
Salvator Grundbesitz-AG    9.50 12/31/2021    EUR     10.00
Espirito Santo Financia    5.13  5/30/2016    EUR      0.25
Banca Popolare di Vicen    4.97  4/20/2027    EUR     71.88
Abengoa Finance SA         6.00  3/31/2021    EUR      4.02
Heta Asset Resolution A    0.45 12/31/2023    EUR     40.13
Lehman Brothers Treasur    5.00  2/27/2014    EUR     11.88
Immigon Portfolioabbau     8.70  7/26/2025    EUR     15.00
Agentstvo po Ipotechnom    9.50 11/15/2024    RUB     73.13
Ideal Standard Internat   11.75   5/1/2018    EUR     14.63
Commerzbank AG             2.50  6/19/2017    USD     67.86
BNP Paribas SA             0.50  9/29/2029    AUD     63.91
DekaBank Deutsche Giroz    0.01  6/29/2046    EUR     62.05
BL Superstores Finance     1.41  10/4/2030    GBP     73.15
UniCredit Bank AG          4.85 12/22/2020    EUR     67.63
Podkarpacki Bank Spoldz    5.04  5/28/2023    PLN     46.00
BNP Paribas SA             0.50   5/6/2021    MXN     73.95
SG Option Europe SA        7.00   5/5/2017    EUR     50.34
Pongs & Zahn AG            8.50               EUR      0.36
Agrokompleks OOO          12.50  12/8/2022    RUB     66.87
Lehman Brothers Treasur    7.00   6/6/2017    EUR      0.75
Svensk Exportkredit AB     0.50  6/28/2022    ZAR     59.82
International Finance F    0.50  6/29/2027    ZAR     35.74
Oravita City Council       2.04  6/15/2027    RON     68.00
Alpha Bank AE              2.50  6/20/2022    EUR     66.93
Miratorg-Finans OOO       11.00  8/24/2021    RUB     60.03
Absolut Bank PAO          14.50 10/22/2021    RUB     60.06
HPI AG                     4.50  12/1/2016    EUR      3.01
SNS Bank NV                6.63  5/14/2018    EUR      2.49
Mriya Agro Holding PLC    10.95  3/30/2016    USD      5.88
Rosselkhozbank JSC        11.60  7/15/2025    RUB     60.66
Bank Nederlandse Gemeen    0.50   8/9/2022    MXN     67.98
Municipality Finance PL    0.50  6/19/2024    ZAR     50.74
United Engine Corp JSC     8.00  4/24/2020    RUB     60.03
Norddeutsche Landesbank    3.00  7/16/2018    EUR     62.22
Alno AG                    8.00  3/21/2019    EUR     74.00
KPNQwest NV                8.13   6/1/2009    USD      0.57
Barclays Bank PLC          1.76  4/25/2034    USD     71.75
Bayerische Landesbank      5.00 10/17/2016    EUR     36.98
Cooperatieve Rabobank U    0.50 12/29/2027    MXN     43.75
HSBC Bank PLC              0.50 12/22/2025    BRL     46.53
Bank Nederlandse Gemeen    0.50  9/20/2022    MXN     67.44
Barclays Bank PLC          1.14  3/21/2031    USD     75.00
UniCredit Bank AG          7.30  1/20/2017    EUR     61.29
Penell GmbH Elektrogros    7.75  6/10/2019    EUR      4.50
A-TEC Industries AG        5.75  11/2/2010    EUR      2.00
WEB Windenergie AG         6.50               EUR      0.05
Solarwatt GmbH             7.00  11/1/2015    EUR     14.50
Lehman Brothers Treasur    5.00  2/16/2015    EUR     11.88
Agentstvo po Ipotechnom   10.75   3/1/2033    RUB     62.15
Russian Railways JSC      13.90  5/30/2040    RUB     60.00
Western High-Speed Diam   10.44  5/13/2031    RUB     72.37
Nuova Banca Popolare de    5.00 10/30/2023    EUR      0.78
DEIKON GmbH                1.00   7/1/2016    EUR     26.15
Podkarpacki Bank Spoldz    5.79   7/2/2020    PLN     52.10
Russian Post FGUP         12.00 10/18/2019    RUB     64.12
Metalloinvest Holding C    0.01   3/7/2022    RUB     60.25
Alpha Bank AE              2.50  6/20/2022    EUR     66.95
Podkarpacki Bank Spoldz    4.94  10/6/2021    PLN     48.00
RESO-Garantia Insurance   12.00  9/13/2022    RUB     60.11
Kaupthing ehf              5.25  7/18/2017    BGN     17.63
World of Building Techn    7.70  6/25/2019    RUB      0.02
WEB Windenergie AG         4.00   4/8/2018    EUR      0.01
Credit Europe Bank Ltd     9.76  9/14/2018    RUB     62.30
Bank Julius Baer & Co L    6.30 11/24/2016    CHF     70.40
Mechel PJSC                8.00   2/9/2021    RUB     61.73
Bank Nederlandse Gemeen    0.50  5/12/2021    ZAR     67.65
Banca delle Marche SpA     6.00   5/8/2018    EUR      1.00
Landesbank Baden-Wuertt    3.25  1/26/2018    EUR     46.43
Barclays Bank PLC          3.24  5/14/2029    USD     73.70
Lehman Brothers Treasur    1.46  2/19/2012    JPY     11.88
Municipiul Timisoara       0.71  5/15/2026    RON     65.00
Barclays Bank PLC          0.50  4/24/2023    MXN     59.93
Hellas Telecommunicatio    8.50 10/15/2013    EUR      0.00
VEB-Leasing OAO           13.50  3/27/2017    RUB     60.77
Salvator Grundbesitz-AG    9.50               EUR     26.50
DEMIRE Real Estate AG      6.00 12/30/2018    EUR      3.40
Lehman Brothers Treasur    5.00   5/2/2022    EUR      0.75
Rosselkhozbank JSC        11.60  7/11/2025    RUB     60.25
Russian Railways JSC      13.90  2/28/2040    RUB     60.03
Barclays Bank PLC          0.50  3/19/2021    MXN     71.64
Leonteq Securities AG/G    5.00  1/20/2020    CHF     61.85
UniCredit Bank Austria     0.19 10/31/2031    EUR     68.38
Barclays Bank PLC          1.48  7/28/2034    USD     72.65
MirLand Development Cor    6.00 11/30/2017    ILS     23.00
Bank Julius Baer & Co L    5.50 11/24/2016    CHF     69.35
SAG Solarstrom AG          7.50  7/10/2017    EUR     28.50
Union Technologies Info    0.10   1/1/2020    EUR      5.30
Svensk Exportkredit AB     0.50  8/28/2020    TRY     68.93
Lehman Brothers Treasur    5.00  8/16/2017    EUR     11.88
Elli Investments Ltd      12.25  6/15/2020    GBP     29.63
Credit Agricole Corpora    0.50   3/6/2023    RUB     58.80
Rusfinans Bank OOO        12.10  9/29/2020    RUB     60.88
Barclays Bank PLC          2.82  9/30/2031    USD     74.50
Lehman Brothers Treasur    6.65  8/24/2011    AUD      9.63
LBI HF                     3.00  12/7/2010    CHF      7.75
Bank ZENIT PJSC           11.50   4/3/2026    RUB     60.10
Fonciere Volta SA          4.50  7/30/2020    EUR      2.66
HSBC Bank PLC              0.50 12/29/2026    AUD     68.49
Podkarpacki Bank Spoldz    5.74  3/31/2025    PLN     42.00
Rosbank PJSC               0.04  4/30/2024    RUB     60.06
Vnesheconombank           11.60  2/17/2025    RUB     60.10
Raiffeisen Centrobank A    6.70  3/13/2017    EUR     53.85
WGF Westfaelische Grund    6.35   8/1/2017    EUR      3.81
Province of Rovigo Ital    0.08 12/28/2035    EUR     66.21
United Engine Corp JSC     8.80  4/17/2023    RUB     60.03
Province of Milan Italy    0.07 12/22/2033    EUR     68.96
Europlan PJSC             11.50  8/23/2021    RUB     60.66
Windreich GmbH             6.75   3/1/2015    EUR     10.88
TransFin-M PAO            12.50  2/21/2017    RUB     68.90
Finans-Avia OOO            0.01  7/31/2027    RUB     15.05
Russian Post FGUP          2.75  12/6/2023    RUB     60.03
City of Hunedoara Roman    1.43  8/15/2026    RON     70.00
SpareBank 1 SR-Bank ASA    4.00 12/21/2030    EUR     71.44
Lehman Brothers Treasur    4.68 12/12/2045    EUR      0.75
COFIDUR SA                 0.10 12/31/2024    EUR     17.90
Lehman Brothers Treasur    6.00  9/20/2011    EUR      0.75
Lenta Center OOO          11.00 10/14/2020    RUB     62.29
Landesbank Hessen-Thuer    0.20  4/23/2041    EUR     72.67
CHC Helicopter SA          9.25 10/15/2020    USD     49.00
Immigon Portfolioabbau     3.51  4/12/2022    EUR     15.00
City of Predeal Romania    1.50  5/15/2026    RON     60.00
Atomenergoprom JSC        11.10 12/12/2025    RUB     60.03
SAir Group                 6.25 10/27/2002    CHF     12.13
Deutsche Bank AG/London    0.50  10/5/2021    IDR     62.96
Biomed-Lublin Wytwornia    7.29  8/14/2018    PLN     66.20
BLT Finance BV             7.50  5/15/2014    USD      2.26
Driver & Bengsch AG        8.50 12/31/2027    EUR      0.00
Nuova Banca Popolare de    4.25 10/30/2016    EUR      0.78
City of Alba Iulia Roma    1.50  4/15/2025    RON     70.00
Kommunekredit              0.50 12/14/2020    ZAR     70.35
Windreich GmbH             6.25   3/1/2015    EUR     10.88
Nikrom Tubular furnitur    7.25  3/20/2017    EUR
SAir Group                 4.25   2/2/2007    CHF     13.00
BNP Paribas SA             0.50  7/20/2021    BRL     58.26
Metalloinvest Holding C   11.90  2/12/2026    RUB     60.03
Astana Finance BV          9.00 11/16/2011    USD     16.88
Muehl Product & Service    6.75  3/10/2005    DEM      2.16
Kommunekredit              0.50  7/30/2027    TRY     31.65
URALSIB Leasing Co OOO    10.50  4/17/2018    RUB      0.01
Kaupthing ehf              7.50   2/1/2045    USD      0.00
Lehman Brothers Treasur    4.00  2/16/2017    EUR     11.88
Nuova Banca Popolare de    3.50  6/28/2018    EUR      0.78
Investpro OOO             13.00 12/31/2018    RUB     60.40
Northland Resources AB    15.00  7/15/2019    USD      0.11
Norddeutsche Landesbank    3.75  10/5/2016    EUR     45.85
SAG Solarstrom AG          6.25 12/14/2015    EUR     28.50
Landesbank Hessen-Thuer    3.30 10/10/2016    EUR     66.40
Sviaz Bank OAO            12.00  4/13/2022    RUB     60.89
Vegarshei Sparebank        5.00               NOK     58.70
Kaupthing ehf              7.50  12/5/2014    ISK     17.63
Societe Generale SA        0.50  5/30/2023    MXN     62.54
Leonteq Securities AG     18.00  9/26/2016    CHF     18.71
Lehman Brothers Treasur   14.90 11/16/2010    EUR      0.75
UniCredit Bank Austria     0.05  1/25/2031    EUR     66.38
Deutsche ETP GmbH & Co     3.00 11/30/2028    EUR
Lehman Brothers Treasur    7.00 11/26/2013    EUR     11.88
Rossiysky Capital OJSC    10.50  1/16/2020    RUB     60.12
A-TEC Industries AG        8.75 10/27/2014    EUR      2.00
Municipality Finance PL    0.50   5/8/2029    AUD     68.17
Municipiul Timisoara       0.71  5/15/2026    RON     67.00
Royal Bank of Scotland     1.33 10/26/2018    GBP
HSBC Bank PLC              0.50  5/29/2020    IDR     74.69
Leonteq Securities AG/G   29.61 10/26/2017    EUR     11.53
Kerdos Group SA            8.00 12/15/2017    PLN
SAir Group                 2.13  11/4/2004    CHF     12.13
Metalloinvest Holding C    0.01   3/7/2022    RUB     60.25
Barclays Bank PLC          3.32  3/27/2029    USD     70.85
International Finance F    0.50  6/24/2024    ZAR     48.74
Svensk Exportkredit AB     0.50  4/24/2029    AUD     64.37
KPNQwest NV                7.13   6/1/2009    EUR      0.56
Lehman Brothers Treasur    4.00  4/13/2011    CHF      0.75
Lehman Brothers Treasur    5.00  5/12/2011    CHF      0.75
LBI HF                     7.43               USD      0.00
KPNQwest NV                8.88   2/1/2008    EUR      0.57
Immigon Portfolioabbau     8.70  7/26/2020    EUR     15.00
Baltic Financial Agency   12.50  9/27/2016    RUB     60.03
DekaBank Deutsche Giroz    2.75 11/26/2018    EUR     71.87
Main Road OJSC            15.30 10/30/2028    RUB     72.16
Svensk Exportkredit AB     0.50  2/22/2022    ZAR     61.42
Banque Cantonale Vaudoi    5.55  11/7/2016    CHF     65.84
Vnesheconombank            2.00  6/18/2021    RUB     71.85
Notenstein La Roche Pri    6.70  7/24/2017    EUR     62.67
Kaupthing ehf              7.13  5/19/2016    USD      0.00
MirLand Development Cor    7.21  5/31/2020    ILS     22.70
Soyuz AKB OAO             11.00 11/22/2019    RUB     60.06
Podkarpacki Bank Spoldz    5.79  2/23/2025    PLN     52.00
Metalloinvest Holding C    0.01  3/10/2022    RUB     65.33
Leonteq Securities AG      8.20  1/16/2017    CHF     65.32
Barclays Bank PLC          0.22  9/30/2025    USD     10.10
Steiermaerkische Bank u    1.25               EUR     55.72
Lehman Brothers Treasur    3.86  9/21/2011    SGD      9.63
Credit Suisse AG/Nassau    6.25 10/17/2016    EUR     46.84
CaixaBank SA               0.76   2/2/2037    USD     74.19
Lehman Brothers Treasur    4.00  7/27/2011    EUR      0.75
Enemona AD-Kozloduy       10.00  4/28/2017    BGN      0.03
United Engine Corp JSC    11.50  6/26/2024    RUB     60.03
Rusfinans Bank OOO        10.90  10/2/2018    RUB     60.77
Raiffeisenbank AO         11.35  6/11/2018    RUB     60.03
Takko Luxembourg 2 SCA     6.71  4/15/2019    EUR     49.67
Europlan PJSC             12.50  3/26/2019    RUB     60.80
UniCredit Bank AO         12.35  9/16/2020    RUB     63.06
Lehman Brothers Treasur    8.00  3/19/2012    USD      0.75
LBI HF                     7.43               USD      0.00
Cerruti Finance SA         6.50  7/26/2004    EUR      1.19
Lehman Brothers Treasur    8.25   2/3/2016    EUR      0.75
International Finance F    0.50  6/29/2020    ZAR     71.84
Province of Treviso Ita    0.05 12/31/2034    EUR     68.17
Lehman Brothers Treasur    5.00  3/18/2015    EUR     11.88
Agrokompleks OOO           0.10  7/29/2019    RUB     32.47
MirLand Development Cor    6.50  9/30/2019    ILS     22.00
Credit Suisse AG/London    1.64   6/1/2042    USD     52.65
Lehman Brothers Treasur    4.10  8/23/2010    USD      0.75
Exane Finance              2.70  9/26/2016    USD     38.80
Lehman Brothers Treasur    6.25 11/30/2012    EUR      0.75
Lehman Brothers Treasur    6.00  2/19/2023    USD      0.75
Leonteq Securities AG/G    5.99  9/11/2017    EUR     55.65
Credit Suisse AG/London    3.00 11/15/2025    ZAR     57.16
Sidetur Finance BV        10.00  4/20/2016    USD      5.25
Emova Group                4.30   5/2/2022    EUR      6.60
Atari SA                   0.10   4/1/2020    EUR      4.15
Bank VTB 24 JSC            3.00   9/1/2044    RUB     60.03
Immigon Portfolioabbau     4.20  2/22/2033    EUR     51.50
UniCredit Bank AG          4.30 10/17/2018    EUR     49.03
Lehman Brothers Treasur    2.00  6/28/2011    EUR      0.75
Lehman Brothers Treasur   10.00 10/23/2008    USD      0.75
Kaupthing ehf              9.75  9/10/2015    USD     17.63
KIT Finance Capital OOO   10.00 10/26/2016    RUB     60.15
UniCredit Bank AG          8.00  11/7/2016    EUR     44.53
Lehman Brothers Treasur   15.00  3/30/2011    EUR      0.75
Lehman Brothers Treasur    3.50  9/19/2017    EUR      0.75
Banco BPI SA/Cayman Isl    4.15 11/14/2035    EUR     74.50
Landesbank Baden-Wuertt    3.50  8/25/2017    EUR     69.73
HSBC Bank PLC              0.50  1/29/2027    NZD     68.71
Leonteq Securities AG     11.00  10/5/2016    CHF     58.50
UniCredit Bank AG          5.00  9/30/2016    EUR     37.36
UniCredit Bank AG          0.48 11/19/2029    EUR     69.63
Podkarpacki Bank Spoldz    5.74 10/24/2024    PLN
Nuova Banca delle March    7.75  6/30/2018    EUR      1.24
Bank MIA OAO              11.75  11/6/2016    RUB     60.26
Lehman Brothers Treasur    5.10  6/22/2046    EUR      0.75
Bank J Safra Sarasin AG    8.00   5/4/2017    CHF     70.59
Lehman Brothers Treasur    5.00 10/24/2008    CHF      0.75
Bank Julius Baer & Co L    9.00 10/24/2016    CHF     56.35
Immigon Portfolioabbau     0.70  5/20/2025    EUR     55.50
Neftyanoi Alyans OOO      15.00  6/15/2026    RUB     60.03
Espirito Santo Financia    5.63  7/28/2017    EUR      0.02
Cooperatieve Rabobank U    0.50  8/21/2028    MXN     41.45
A-TEC Industries AG        2.75  5/10/2014    EUR      2.00
Bank Nederlandse Gemeen    0.50   6/7/2022    ZAR     60.77
Immigon Portfolioabbau     4.21  1/25/2033    EUR     51.63
Credit Suisse AG/Nassau    7.50 11/28/2016    EUR     72.82
ECA                        2.50   1/1/2018    EUR     11.21
Leonteq Securities AG     14.40 10/31/2016    CHF     34.90
Agentstvo po Ipotechnom   10.30  7/15/2023    RUB     61.16
hkw personalkonzepte Gm    8.25 11/15/2016    EUR      3.80
Bank VTB 24 JSC            3.00  9/18/2046    RUB     60.06
Province of Brescia Ita    0.14  6/30/2036    EUR     65.35
UBS AG/London             12.00  11/4/2016    CHF     23.59
Bank Julius Baer & Co L    5.50  11/6/2017    CHF     56.50
Petromena ASA              9.75  5/24/2016    NOK      0.52
UniCredit Bank Austria     0.20  1/22/2031    EUR     66.38
Gold-Zack AG               7.00 12/14/2005    EUR     12.56
Raiffeisen-Landesbank T    2.50   9/2/2024    EUR     70.18
Otkritie Holding JSC      12.50  4/20/2028    RUB     60.11
UniCredit Bank AG          3.95  10/7/2019    EUR     67.67
Credit Suisse AG/London    7.25  9/26/2016    CHF     73.32
Lehman Brothers Treasur    7.50  7/31/2013    GBP      0.75
Landesbank Baden-Wuertt    3.50  8/25/2017    EUR     67.22
HSBC Bank PLC              0.50  2/24/2027    NZD     68.91
Municipality Finance PL    0.50  4/26/2022    ZAR     60.84
Lehman Brothers Treasur    9.75  6/22/2018    USD      0.75
Raiffeisen Centrobank A    7.25  9/26/2016    EUR     51.51
Lehman Brothers Treasur    7.60  5/21/2013    USD      0.75
Kommunalbanken AS          0.50 12/16/2020    TRY     72.99
Zurcher Kantonalbank Fi    1.01 12/16/2016    CHF     51.25
Exane Finance              5.00 12/20/2019    SEK     59.27
Lehman Brothers Treasur   11.00  6/29/2009    EUR      0.75
ECM Real Estate Investm    5.00  10/9/2011    EUR     10.38
Lehman Brothers Treasur   14.90  9/15/2008    EUR      0.75
UniCredit Bank Austria     0.09  1/24/2031    EUR     65.88
Immigon Portfolioabbau     4.78   6/7/2030    EUR     59.88
Svensk Exportkredit AB     0.50  8/29/2029    AUD     63.67
GRAND TOYS                17.00  3/26/2018    RUB      3.02
EDOB Abwicklungs AG        7.50   4/1/2012    EUR      0.25
Lehman Brothers Treasur    4.20  12/3/2008    HKD      9.63
URALSIB Leasing Co OOO     9.00 12/12/2016    RUB      0.01
Lillestrom Sparebank       4.48               NOK     59.60
Leonteq Securities AG      9.00 10/24/2016    EUR     68.57
Leonteq Securities AG      9.40 10/24/2016    EUR     61.21
Bank Julius Baer & Co L    6.50  10/7/2016    CHF     73.60
URALSIB Leasing Co OOO    11.50   2/6/2018    RUB      0.01
Societe Generale SA        0.50   4/3/2023    RUB     58.72
UniCredit Bank AG          4.00 10/14/2019    EUR     64.36
UniCredit Bank AG          4.55 10/28/2016    EUR     61.33
Credit Suisse AG/Nassau    5.25  5/14/2018    CHF     56.88
Notenstein La Roche Pri    3.50  9/26/2018    CHF     65.27
UniCredit Bank AG          3.75  10/2/2020    EUR     51.29
SAir Group                 5.50  7/23/2003    CHF     12.13
Svensk Exportkredit AB     0.50  8/25/2021    ZAR     66.22
Vontobel Financial Prod    3.00  6/13/2017    EUR     37.65
Bank Julius Baer & Co L   10.40 10/24/2016    CHF     69.85
Bank Julius Baer & Co L    9.40 11/10/2016    CHF     30.60
Credit Suisse AG/Nassau    6.00  10/3/2016    EUR     48.36
Lehman Brothers Treasur    6.00 10/24/2008    EUR      0.75
Lehman Brothers Treasur    4.60   7/6/2016    EUR      0.92
Lehman Brothers Treasur    0.25 10/19/2012    CHF      0.75
Anglian Water Services     0.94  1/26/2057    GBP     72.61
LZMO SA                    8.75 11/22/2016    PLN     17.00
MirLand Development Cor    8.50 11/30/2016    ILS     22.41
Agentstvo po Ipotechnom   10.90  11/1/2022    RUB     61.16
Lehman Brothers Treasur    6.00  3/14/2011    EUR     11.88
Credit Agricole Corpora    2.00   7/9/2020    BRL     67.19
Bank VTB 24 JSC            3.00  8/14/2043    RUB     60.06
UniCredit Bank AG          4.10  10/1/2020    EUR     62.13
Absolut Bank PAO           9.35  4/29/2020    RUB     60.06
LZMO SA                    8.50  6/30/2017    PLN
Credit Suisse AG/Nassau    7.00  3/22/2017    CHF     54.76
UniCredit Bank AG          4.60  6/30/2017    EUR     37.54
Rosbank PJSC               0.01  2/26/2024    RUB     60.06
Leonteq Securities AG      6.75  12/5/2016    CHF     58.05
Credit Suisse AG/London    8.00 11/29/2019    USD      6.93
Delta Credit Bank JSC     12.50  9/30/2025    RUB     60.03
UniCredit Bank AG          4.00  3/21/2017    EUR     60.54
UniCredit Bank AG          4.40  9/19/2018    EUR     49.48
Lehman Brothers Treasur    0.50 12/20/2017    AUD      0.75
Lehman Brothers Treasur    6.30 12/21/2018    USD      0.42
Lehman Brothers Treasur   11.00  2/16/2009    CHF      0.75
Lehman Brothers Treasur   11.75   3/1/2010    EUR      0.75
Lehman Brothers Treasur    4.00  3/10/2011    EUR      0.75
Bank Julius Baer & Co L    9.50 12/16/2016    CHF     63.35
Lehman Brothers Treasur    8.00  2/16/2016    EUR      0.75
Lehman Brothers Treasur   10.44 11/22/2008    CHF      0.75
Lehman Brothers Treasur    5.00 11/22/2012    EUR      0.75
DekaBank Deutsche Giroz    3.00   5/4/2018    EUR     57.34
Credit Suisse AG           0.50 12/16/2025    BRL     40.13
Municipality Finance PL    0.50 12/15/2020    BRL     67.14
Rosbank PJSC               0.01  4/30/2024    RUB     60.06
AKB Peresvet ZAO          13.25  11/6/2020    RUB     60.11
SpareBank 1 Nordvest       3.88  3/11/2099    NOK     60.04
DZ Bank AG Deutsche Zen    6.60 12/23/2016    EUR     74.56
SAir Group                 2.75  7/30/2004    CHF     12.13
Transgazservice LLP       10.50  11/8/2019    RUB     10.00
Promnefteservis OOO       10.50 11/21/2019    RUB      0.50
Credit Suisse AG/London    0.50   1/8/2026    BRL     38.95
UniCredit Bank AG          3.75   9/7/2020    EUR     53.34
UniCredit Bank AG          4.60   7/2/2018    EUR     43.14
UBS AG                     8.30  12/8/2016    USD      5.75
Melhus Sparebank           2.70  9/16/2024    NOK     68.96
Nuova Banca delle March    7.20  6/30/2018    EUR      1.24
Nuova Banca delle March    8.00  6/30/2018    EUR      1.24
Zurcher Kantonalbank Fi    0.50   6/9/2017    CHF     71.25
Leonteq Securities AG      3.50  4/10/2018    EUR     50.48
Credit Suisse AG/London    6.50  11/8/2016    CHF     72.10
UniCredit Bank AG          5.00  7/30/2018    EUR     51.12
HSBC Trinkaus & Burkhar    4.00  5/29/2017    EUR     65.69
Sparebanken Din            2.28               NOK     71.18
Lehman Brothers Treasur    4.00  7/20/2012    EUR      0.75
Lehman Brothers Treasur    4.69  2/19/2017    EUR      0.75
Raiffeisen Versicherung    5.08               EUR     24.35
KFW                        0.25  10/6/2036    CAD     39.13
Zapsibcombank PAO         14.85 12/12/2019    RUB     70.00
Zurcher Kantonalbank Fi   11.25  4/26/2017    CHF     67.71
Lehman Brothers Treasur    3.00  6/23/2009    EUR     11.88
Lehman Brothers Treasur    5.00   8/1/2025    EUR      0.75
Bank VTB 24 JSC            3.00  9/15/2044    RUB     60.03
Lehman Brothers Treasur   11.00 12/19/2011    USD      0.75
Totens Sparebank           2.68               NOK     73.38
Delta Credit Bank JSC     10.55   6/5/2024    RUB     60.03
UniCredit Bank AG          5.40  8/25/2018    EUR     70.29
Polbrand sp zoo            9.00  10/2/2017    PLN     20.00
Credit Suisse AG/Nassau    7.25   3/8/2017    CHF     56.40
Notenstein La Roche Pri    6.80 11/28/2016    CHF     74.96
Leonteq Securities AG     16.20 11/21/2016    CHF     46.57
UniCredit Bank AG          3.80  7/23/2020    EUR     51.53
Leonteq Securities AG     12.00  11/7/2016    CHF     44.26
MT-Energie GmbH & Co KG    8.25   4/4/2017    EUR      9.17
Lehman Brothers Treasur    2.40  6/20/2011    JPY      0.75
United Confectioners Fi   10.50   4/3/2023    RUB     64.07
Barclays Bank PLC          0.50  3/26/2021    MXN     71.54
Nota-Bank OJSC            13.50   4/1/2016    RUB     31.50
Lehman Brothers Treasur    5.50  4/23/2014    EUR      0.75
Lehman Brothers Treasur   13.43   1/8/2009    ILS      0.75
Lehman Brothers Treasur   16.00 10/28/2008    USD      0.75
Notenstein La Roche Pri    4.00  9/26/2018    CHF     69.46
Nuova Banca Popolare de    2.20  5/21/2018    EUR      0.81
Rosbank PJSC               0.03  4/30/2024    RUB     60.06
Deutsche Bank AG           5.20  6/20/2017    EUR     60.30
Landesbank Hessen-Thuer    5.00 10/17/2017    EUR     44.78
Polski Bank Spoldzielcz    4.77  6/22/2021    PLN     51.00
HSBC Bank PLC              0.50 10/30/2026    NZD     69.50
HSBC Bank PLC              0.50  12/8/2026    AUD     71.72
Leonteq Securities AG      9.40 10/24/2016    EUR     61.56
Landesbank Hessen-Thuer    6.30 10/17/2016    EUR     34.20
Bayerische Landesbank      3.20  7/27/2018    EUR     50.10
EFG International Finan    7.19   5/6/2019    EUR     32.95
Raiffeisen Centrobank A    2.40 12/19/2016    EUR
Fondovye Strategicheski    1.50  10/5/2020    RUB     60.01
Lehman Brothers Treasur    7.50   5/2/2017    EUR      0.75
Commerzbank AG             4.00   9/8/2017    EUR     64.84
iMoneyBank KB OOO          0.10 10/27/2016    RUB     58.00
Polski Bank Spoldzielcz    5.29  9/14/2027    PLN     54.00
Commerzbank AG             8.00  7/14/2021    USD     10.77
Provinsor Fastigheter A    8.50  6/30/2020    DKK      0.10
Immigon Portfolioabbau     0.98   3/1/2022    EUR     65.50
IT Holding Finance SA      9.88 11/15/2012    EUR      0.23
City of Siret Romania      2.24   3/1/2028    RON     55.00
Municipality Finance PL    0.25  6/28/2040    CAD     29.86
Commerzbank AG             1.00 11/28/2016    EUR     24.85
Nutritek International     8.75 12/11/2008    USD      2.00
Landesbank Hessen-Thuer    4.50 12/14/2016    EUR     63.50
Landesbank Hessen-Thuer    5.00 10/24/2016    EUR     60.30
Credit Suisse AG/Nassau    5.50   8/3/2017    EUR     65.57
Municipality Finance PL    0.50  5/31/2022    ZAR     60.16
Svensk Exportkredit AB     0.50  3/15/2022    ZAR     61.51
Deutsche Bank AG/London    0.50  4/18/2019    BRL     74.48
Fargo Finance OOO          9.00   2/6/2019    RUB      0.01
Credit Suisse AG/Nassau    6.00 11/17/2016    CHF     60.79
National Capital JSC       9.25  4/22/2019    RUB     60.03
National Capital JSC       9.25  4/22/2019    RUB     60.03
Lehman Brothers Treasur   16.80  8/21/2009    USD      0.75
Lehman Brothers Treasur    0.50 12/20/2017    AUD      9.63
Lehman Brothers Treasur    7.50  2/14/2010    AUD      0.75
Kaupthing ehf              7.63  2/28/2015    USD     17.63
UniCredit Bank AG          4.25  9/12/2017    EUR     55.99
Lehman Brothers Treasur   11.00   5/9/2020    USD      0.75
HSBC Bank PLC              0.50 11/25/2025    BRL     46.79
DZ Bank AG Deutsche Zen    8.40  3/20/2017    EUR     68.91
Torgovyi Dom Spartak-Ka   14.00   5/2/2017    RUB     67.96
Deutsche Bank AG           7.20  3/21/2017    EUR     73.90
Deutsche Bank AG           7.20  6/20/2017    EUR     71.00
Bank J Safra Sarasin AG    9.60 10/17/2016    CHF     68.29
BNP Paribas Emissions-    26.00 12/21/2017    EUR     73.60
BNP Paribas Emissions-    13.00  6/22/2017    EUR     74.22
BNP Paribas Emissions-    19.00 12/21/2017    EUR     72.03
BNP Paribas Emissions-    29.00  6/22/2017    EUR     72.46
Landesbank Baden-Wuertt    4.00  3/24/2017    EUR     46.54
Russian Bank for Small     9.75  8/11/2022    RUB     60.03
HSBC Bank PLC              0.50  1/31/2020    BRL     71.72
Barclays Bank PLC          0.11 12/28/2040    EUR     66.82
Lehman Brothers Treasur    4.05  9/16/2008    EUR      0.75
Province of Brescia Ita    0.25 12/22/2036    EUR     64.51
HSBC Bank PLC              0.50  7/21/2021    BRL     72.96
Deutsche Bank AG           7.50 12/20/2016    EUR     53.83
DekaBank Deutsche Giroz    3.00  5/12/2017    EUR     41.26
Landesbank Baden-Wuertt    4.50  8/25/2017    EUR     68.18
EFG International Finan    7.20  7/29/2020    EUR     66.20
Societe Generale Effekt    4.00  6/26/2017    EUR     48.16
Landesbank Baden-Wuertt    3.15 10/28/2016    EUR     50.52
DZ Bank AG Deutsche Zen    3.50  9/30/2016    EUR     58.87
Landesbank Baden-Wuertt    3.20 11/25/2016    EUR     72.21
Zurcher Kantonalbank Fi    5.25  11/1/2016    CHF     34.68
Notenstein La Roche Pri    7.40 10/31/2016    CHF     24.45
Landesbank Baden-Wuertt    3.30 12/23/2016    EUR     73.43
Landesbank Baden-Wuertt    3.25 12/22/2017    EUR     49.68
Landesbank Baden-Wuertt    3.50 12/23/2016    EUR     70.90
UniCredit Bank AG          4.00  6/26/2018    EUR     43.23
Landesbank Hessen-Thuer    4.00  1/16/2018    EUR     39.89
EFG International Finan    6.48  5/29/2018    EUR      8.85
Barclays Bank PLC          4.17   1/5/2017    EUR
Barclays Bank PLC          4.17   1/5/2017    EUR     16.92
Landesbank Baden-Wuertt    3.25  6/23/2017    EUR     68.93
Landesbank Baden-Wuertt    3.00  2/23/2018    EUR     46.34
Barclays Bank PLC          0.50  1/28/2033    MXN     27.39
Barclays Bank PLC          0.50  3/13/2023    RUB     58.97
HSBC Bank PLC              0.50  4/11/2023    MXN     62.92
Societe Generale SA        0.50  4/30/2023    RUB     58.14
Banca delle Marche SpA     6.00  6/12/2018    EUR      1.00
Lehman Brothers Treasur    7.25  6/20/2010    USD      0.75
Lehman Brothers Treasur    7.00  9/20/2011    USD      0.75
Notenstein La Roche Pri    6.00  7/11/2017    CHF     63.71
Leonteq Securities AG      8.00   1/4/2017    CHF     73.39
Credit Suisse AG/Nassau    7.25  7/13/2017    CHF     63.70
Polyus Perspectiva OOO    11.00 12/15/2020    RUB     70.63
Landesbank Baden-Wuertt    2.00  6/23/2017    EUR     70.54
Landesbank Baden-Wuertt    4.00  6/23/2017    EUR     63.14
Vontobel Financial Prod   10.85 12/23/2016    EUR     71.34
Commerzbank AG            15.50 12/22/2016    EUR     71.73
Commerzbank AG             9.75 12/22/2016    EUR     69.24
Commerzbank AG             8.75 12/22/2016    EUR     48.89
Commerzbank AG            12.50 12/22/2016    EUR     45.09
DZ Bank AG Deutsche Zen    8.00 12/19/2016    EUR     66.52
DZ Bank AG Deutsche Zen    8.00  3/20/2017    EUR     68.47
Leonteq Securities AG     11.00  1/19/2017    CHF     71.30
Vontobel Financial Prod    7.70 12/23/2016    EUR     53.26
DZ Bank AG Deutsche Zen    9.25  1/27/2017    EUR     73.96
DZ Bank AG Deutsche Zen    5.75  1/27/2017    EUR     73.98
DZ Bank AG Deutsche Zen   10.00 12/23/2016    EUR     52.20
DZ Bank AG Deutsche Zen    5.00  1/27/2017    EUR     57.15
DZ Bank AG Deutsche Zen    8.50  1/27/2017    EUR     52.66
Lehman Brothers Treasur    1.50   2/8/2012    CHF      0.75
Societe Generale SA        0.50   4/4/2024    MXN     58.23
UBS AG/London             10.25 12/23/2016    EUR     69.18
UBS AG/London             21.75 12/23/2016    EUR     69.91
Credit Suisse AG/Nassau    5.24 11/28/2016    CHF     60.83
Notenstein La Roche Pri    8.80  12/5/2016    CHF     66.08
Goldman Sachs Internati    1.00  12/5/2017    SEK     11.94
Leonteq Securities AG      3.90 12/20/2024    CHF     74.99
Leonteq Securities AG/G    5.00 12/12/2016    CHF     59.67
Notenstein La Roche Pri    7.30 12/12/2016    CHF     59.91
UniCredit Bank AG          4.48 12/23/2016    EUR     73.76
Leonteq Securities AG      7.80 12/19/2016    CHF     61.99
Notenstein La Roche Pri    5.50 12/28/2018    CHF     66.24
Notenstein La Roche Pri    8.00 12/29/2016    EUR     67.80
Deutsche Bank AG           8.20 12/20/2016    EUR     55.10
Deutsche Bank AG           8.20 12/20/2016    EUR     56.60
Deutsche Bank AG           8.20 12/20/2016    EUR     47.50
Notenstein La Roche Pri    5.00  1/14/2019    CHF     63.68
Notenstein La Roche Pri    8.50  1/16/2017    EUR     57.79
Commerzbank AG             5.00 12/22/2016    EUR     53.65
Commerzbank AG             6.00 12/22/2016    EUR     51.13
Commerzbank AG             7.00 12/22/2016    EUR     48.86
Commerzbank AG             5.50 12/22/2016    EUR     63.01
Commerzbank AG             7.25 12/22/2016    EUR     58.47
Commerzbank AG             6.00 12/22/2016    EUR     69.79
Commerzbank AG             7.00 12/22/2016    EUR     66.43
Commerzbank AG             8.00 12/22/2016    EUR     63.45
Commerzbank AG             5.25 12/22/2016    EUR     72.66
Commerzbank AG             6.50 12/22/2016    EUR     69.40
Commerzbank AG             6.75 12/22/2016    EUR     72.72
DZ Bank AG Deutsche Zen    5.60  3/30/2017    EUR     49.21
Bank Julius Baer & Co L    5.20  9/25/2017    EUR     63.10
Notenstein La Roche Pri    8.00  10/3/2016    CHF     66.01
Notenstein La Roche Pri    7.50  10/3/2016    CHF     63.19
Notenstein La Roche Pri    7.00  10/3/2016    EUR     74.72
Credit Suisse AG/Nassau    6.25  10/6/2016    CHF     60.49
Bank Julius Baer & Co L    4.75 10/10/2016    CHF     58.70
Notenstein La Roche Pri    7.00 10/10/2016    CHF     65.61
Credit Suisse AG/Nassau    6.25 10/14/2016    CHF     61.43
Notenstein La Roche Pri    6.00 10/17/2016    CHF     65.94
Zurcher Kantonalbank Fi    6.25 10/14/2016    CHF     67.59
Notenstein La Roche Pri    6.20 10/24/2016    CHF     65.91
Leonteq Securities AG      8.45  11/7/2016    CHF     39.53
Leonteq Securities AG      5.20  11/7/2016    CHF     54.05
Leonteq Securities AG/G    6.00 10/31/2018    CHF     74.51
Notenstein La Roche Pri    5.00 10/31/2018    CHF     66.50
Notenstein La Roche Pri    4.50 10/31/2018    CHF     61.78
Notenstein Finance Guer    7.30 10/28/2016    CHF     64.62
DekaBank Deutsche Giroz    4.00 10/21/2016    EUR     70.68
Leonteq Securities AG      3.00  9/19/2019    CHF     41.55
DekaBank Deutsche Giroz    8.50 10/27/2016    EUR     52.68
DekaBank Deutsche Giroz    7.15 10/27/2017    EUR     56.13
Notenstein La Roche Pri    7.50  11/7/2016    EUR     73.34
DekaBank Deutsche Giroz    3.50 10/28/2016    EUR     61.46
UBS AG/London              9.00 12/23/2016    EUR     65.67
Notenstein La Roche Pri    5.30 11/14/2018    CHF     74.52
Notenstein La Roche Pri    6.00 11/14/2016    CHF     72.81
Notenstein La Roche Pri    4.80 11/14/2018    CHF     69.99
Leonteq Securities AG/G    5.00 11/14/2016    CHF     62.12
Notenstein La Roche Pri    3.00  9/22/2020    CHF     52.48
Vontobel Financial Prod    5.00 11/21/2016    EUR     70.32
DekaBank Deutsche Giroz    3.00  5/15/2018    EUR     69.18
Notenstein La Roche Pri    2.70  9/22/2026    CHF     70.62
UniCredit Bank AG          3.50  1/29/2020    EUR     56.54
UniCredit Bank AG          3.50 12/19/2019    EUR     59.42
Credit Suisse AG/Nassau    6.00 11/28/2016    CHF     58.27
UniCredit Bank AG          3.79 12/19/2016    EUR     59.16
UBS AG/London              9.00 12/23/2016    EUR     72.36
UBS AG/London             16.75 12/23/2016    EUR     67.71
UBS AG/London             15.50 12/23/2016    EUR     69.39
UBS AG/London             14.00 12/23/2016    EUR     74.04
UBS AG/London             15.00 12/23/2016    EUR     72.23
UBS AG/London             14.50 12/23/2016    EUR     71.65
UBS AG/London             17.75 12/23/2016    EUR     68.64
UBS AG/London             22.00 12/23/2016    EUR     69.14
UBS AG/London             13.75 12/23/2016    EUR     74.17
UBS AG/London             16.50 12/23/2016    EUR     57.47
UBS AG/London             15.75 12/23/2016    EUR     70.09
EFG International Finan    7.00 11/27/2019    EUR     38.39
Notenstein La Roche Pri    7.00  12/5/2016    EUR     67.28
Leonteq Securities AG/G   12.80 12/12/2016    USD     61.17
Notenstein La Roche Pri    8.00 12/12/2016    CHF     62.38
Credit Suisse AG/Nassau    6.00 12/12/2016    CHF     59.72
DekaBank Deutsche Giroz    2.50  12/1/2017    EUR     69.62
Notenstein La Roche Pri    8.20 12/19/2016    EUR     69.23
Deutsche Bank AG           8.20 12/20/2016    EUR     57.40
Deutsche Bank AG           8.20 12/20/2016    EUR     67.80
Landesbank Hessen-Thuer    4.00   2/6/2019    EUR     71.09
Notenstein La Roche Pri    7.00  1/16/2017    CHF     65.98
Notenstein La Roche Pri    5.50  1/14/2019    CHF     67.63
DekaBank Deutsche Giroz    3.00 12/17/2018    EUR     60.75
Commerzbank AG             6.25 12/22/2016    EUR     61.21
Commerzbank AG             5.00 12/22/2016    EUR     73.50
Vontobel Financial Prod    5.00  2/13/2017    EUR     56.91
DekaBank Deutsche Giroz    2.50 12/16/2016    EUR     46.32
DZ Bank AG Deutsche Zen    5.00   2/6/2018    EUR     64.72
DekaBank Deutsche Giroz    3.20  1/14/2019    EUR     74.32
Goldman Sachs & Co Wert   14.00 10/26/2016    EUR     71.42
Goldman Sachs & Co Wert   18.00 10/26/2016    EUR     66.72
Goldman Sachs & Co Wert    8.00 10/26/2016    EUR     70.70
Goldman Sachs & Co Wert    9.00 10/26/2016    EUR     70.78
Goldman Sachs & Co Wert   12.00 10/26/2016    EUR     64.02
Goldman Sachs & Co Wert   16.00 10/26/2016    EUR     58.61
Goldman Sachs & Co Wert   21.00 10/26/2016    EUR     54.23
Goldman Sachs & Co Wert    8.00 12/21/2016    EUR     71.85
Goldman Sachs & Co Wert   19.00 12/21/2016    EUR     57.04
Goldman Sachs & Co Wert    8.00  3/22/2017    EUR     73.54
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     67.88
Goldman Sachs & Co Wert   10.00  6/21/2017    EUR     68.94
Goldman Sachs & Co Wert    7.00  9/20/2017    EUR     74.42
Goldman Sachs & Co Wert    5.00 10/26/2016    EUR     60.08
Goldman Sachs & Co Wert    7.00 10/26/2016    EUR     52.11
Goldman Sachs & Co Wert   10.00 10/26/2016    EUR     48.06
Goldman Sachs & Co Wert   15.00 10/26/2016    EUR     41.71
Goldman Sachs & Co Wert   19.00 10/26/2016    EUR     39.33
Goldman Sachs & Co Wert    7.00 12/21/2016    EUR     53.20
Goldman Sachs & Co Wert    8.00 12/21/2016    EUR     51.19
Goldman Sachs & Co Wert    9.00 12/21/2016    EUR     49.38
Goldman Sachs & Co Wert   15.00 12/21/2016    EUR     42.64
Goldman Sachs & Co Wert   17.00 12/21/2016    EUR     41.81
Goldman Sachs & Co Wert   15.00  3/22/2017    EUR     45.18
Goldman Sachs & Co Wert    4.00  9/20/2017    EUR     65.80
Goldman Sachs & Co Wert    4.00  9/20/2017    EUR     62.90
Goldman Sachs & Co Wert    5.00  9/20/2017    EUR     61.19
Goldman Sachs & Co Wert    6.00  9/20/2017    EUR     57.34
Goldman Sachs & Co Wert    8.00  9/20/2017    EUR     55.17
Goldman Sachs & Co Wert   12.00  9/20/2017    EUR     51.11
Goldman Sachs & Co Wert   20.00 12/21/2016    EUR     74.07
Goldman Sachs & Co Wert   17.00  3/22/2017    EUR     69.96
Goldman Sachs & Co Wert   14.00  9/20/2017    EUR     74.05
UBS AG                     7.00  12/9/2016    EUR     67.83
Vontobel Financial Prod    8.50 12/23/2016    EUR     61.65
Vontobel Financial Prod   14.00 12/23/2016    EUR     53.08
Norddeutsche Landesbank    5.00  10/6/2016    EUR     57.49
Credit Suisse AG/Nassau    9.25  9/26/2016    EUR     70.68
Vontobel Financial Prod    5.50 12/23/2016    EUR     52.87
Credit Suisse AG/Nassau    6.25  9/26/2016    CHF     67.30
DZ Bank AG Deutsche Zen    7.50 12/19/2016    EUR     62.79
DZ Bank AG Deutsche Zen    8.00 12/19/2016    EUR     62.90
Vontobel Financial Prod    7.00 12/23/2016    EUR     72.87
Vontobel Financial Prod   13.00 10/28/2016    EUR     68.00
Bayerische Landesbank      3.50 10/14/2016    EUR     63.98
Bank Julius Baer & Co L    8.45  9/26/2016    EUR     66.60
Vontobel Financial Prod    9.70 10/28/2016    EUR     70.75
Goldman Sachs & Co Wert   21.00 10/26/2016    EUR     37.13
Goldman Sachs & Co Wert    6.00 10/26/2016    EUR     54.48
Goldman Sachs & Co Wert   16.00  3/22/2017    EUR     43.31
Goldman Sachs & Co Wert   13.00 12/21/2016    EUR     73.35
Goldman Sachs & Co Wert    8.00 12/21/2016    EUR     71.85
Goldman Sachs & Co Wert   15.00 12/21/2016    EUR     60.87
Goldman Sachs & Co Wert   13.00  3/22/2017    EUR     63.72
Goldman Sachs & Co Wert   16.00  3/22/2017    EUR     60.44
Goldman Sachs & Co Wert    7.00  6/21/2017    EUR     72.98
Goldman Sachs & Co Wert    8.00  6/21/2017    EUR     73.72
Goldman Sachs & Co Wert   15.00  6/21/2017    EUR     62.65
Goldman Sachs & Co Wert    7.00  9/20/2017    EUR     74.42
Goldman Sachs & Co Wert    9.00  9/20/2017    EUR     70.43
Goldman Sachs & Co Wert   14.00  9/20/2017    EUR     65.63
Goldman Sachs & Co Wert    3.00 10/26/2016    EUR     66.93
Goldman Sachs & Co Wert    4.00 10/26/2016    EUR     63.31
Goldman Sachs & Co Wert    5.00 10/26/2016    EUR     57.10
Goldman Sachs & Co Wert    8.00 10/26/2016    EUR     49.95
Goldman Sachs & Co Wert    8.00  3/22/2017    EUR     51.22
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     48.57
Goldman Sachs & Co Wert    8.00  6/21/2017    EUR     53.20
Goldman Sachs & Co Wert   10.00  6/21/2017    EUR     51.08
Goldman Sachs & Co Wert   14.00  6/21/2017    EUR     48.24
Goldman Sachs & Co Wert    3.00  9/20/2017    EUR     67.89
Goldman Sachs & Co Wert    3.00  9/20/2017    EUR     74.47
Goldman Sachs & Co Wert    7.00  9/20/2017    EUR     56.18
Goldman Sachs & Co Wert   10.00  9/20/2017    EUR     52.00
Goldman Sachs & Co Wert   12.00  9/20/2017    EUR     49.82
Goldman Sachs & Co Wert   22.00 10/26/2016    EUR     71.20
Goldman Sachs & Co Wert   15.00 10/26/2016    EUR     67.40
Goldman Sachs & Co Wert   18.00 10/26/2016    EUR     64.15
Vontobel Financial Prod   12.00 12/23/2016    EUR     55.50
Vontobel Financial Prod    9.00 12/23/2016    EUR     74.22
DZ Bank AG Deutsche Zen    6.75 12/23/2016    EUR     50.29
DZ Bank AG Deutsche Zen    7.75 12/23/2016    EUR     60.80
Vontobel Financial Prod    6.00 12/23/2016    EUR     65.28
DZ Bank AG Deutsche Zen    7.50 12/19/2016    EUR     74.71
DZ Bank AG Deutsche Zen    6.00 12/19/2016    EUR     69.92
DZ Bank AG Deutsche Zen    8.10 12/19/2016    EUR     46.77
Landesbank Baden-Wuertt    6.30 10/28/2016    EUR     58.34
Vontobel Financial Prod   11.15 10/28/2016    EUR     67.81
Goldman Sachs & Co Wert   10.00 12/21/2016    EUR     65.40
DZ Bank AG Deutsche Zen    4.00 12/23/2016    EUR     56.39
Bank Julius Baer & Co L   10.85  9/30/2016    EUR     46.35
Vontobel Financial Prod   17.00 12/23/2016    EUR     69.03
DZ Bank AG Deutsche Zen    5.40 12/19/2016    EUR     52.29
DekaBank Deutsche Giroz    4.50 12/30/2016    EUR     73.86
DekaBank Deutsche Giroz   10.20 10/10/2016    EUR     74.72
DZ Bank AG Deutsche Zen    5.25 10/28/2016    EUR     72.20
DZ Bank AG Deutsche Zen    9.50 10/28/2016    EUR     44.94
DZ Bank AG Deutsche Zen    7.75 12/23/2016    EUR     45.98
HSBC Trinkaus & Burkhar   10.20  3/24/2017    EUR     64.95
HSBC Trinkaus & Burkhar   10.50  3/24/2017    EUR     47.24
HSBC Trinkaus & Burkhar    9.40  3/24/2017    EUR     48.32
HSBC Trinkaus & Burkhar    7.30  3/24/2017    EUR     50.92
DekaBank Deutsche Giroz    2.75  6/24/2019    EUR     63.12
Credit Suisse AG/London    7.00  9/30/2020    USD     10.00
Landesbank Baden-Wuertt    3.10 10/25/2019    EUR     62.92
Vontobel Financial Prod   14.50 12/23/2016    EUR     71.12
DZ Bank AG Deutsche Zen    8.40 12/19/2016    EUR     68.19
Vontobel Financial Prod    3.00 12/23/2016    EUR     63.63
UBS AG/London              7.50 10/28/2016    EUR     43.05
Leonteq Securities AG     11.00  9/28/2016    CHF     70.55
Leonteq Securities AG     10.00  9/28/2016    CHF     54.91
Vontobel Financial Prod    6.00 12/23/2016    EUR     46.67
Deutsche Bank AG           3.20 12/20/2016    EUR     74.50
Deutsche Bank AG           3.20 12/20/2016    EUR     70.50
Deutsche Bank AG           3.20 12/20/2016    EUR     66.90
Deutsche Bank AG           3.20 12/20/2016    EUR     62.30
Deutsche Bank AG           3.20 12/20/2016    EUR     60.30
Deutsche Bank AG           3.20 12/20/2016    EUR     56.60
Notenstein La Roche Pri    6.40  9/25/2017    EUR     70.35
Deutsche Bank AG           3.20 12/20/2016    EUR     54.90
Deutsche Bank AG           3.20 12/20/2016    EUR     52.50
Deutsche Bank AG           3.20 12/20/2016    EUR     50.20
Deutsche Bank AG           3.20 12/20/2016    EUR     74.80
Deutsche Bank AG           4.20 12/20/2016    EUR     70.70
Deutsche Bank AG           4.20 12/20/2016    EUR     67.10
Deutsche Bank AG           4.20 12/20/2016    EUR     50.50
Deutsche Bank AG           4.20 12/20/2016    EUR     48.40
Deutsche Bank AG           4.20 10/26/2016    EUR     70.20
Deutsche Bank AG           4.20 10/26/2016    EUR     66.50
Deutsche Bank AG           4.20 10/26/2016    EUR     49.80
Deutsche Bank AG           4.20 10/26/2016    EUR     47.80
Deutsche Bank AG           4.20 11/22/2017    EUR     54.00
Deutsche Bank AG           4.20 10/26/2016    EUR     56.20
Deutsche Bank AG           3.20 10/26/2016    EUR     74.20
Deutsche Bank AG           3.20 10/26/2016    EUR     52.00
Deutsche Bank AG           3.20 10/26/2016    EUR     49.70
Deutsche Bank AG           3.20 10/26/2016    EUR     61.90
Deutsche Bank AG           3.20 10/26/2016    EUR     59.90
Deutsche Bank AG           3.20 10/26/2016    EUR     56.10
DZ Bank AG Deutsche Zen    5.70 12/19/2016    EUR     71.52
DZ Bank AG Deutsche Zen    7.00 12/23/2016    EUR     74.68
National Capital JSC      10.50  9/15/2020    RUB     60.03
Vontobel Financial Prod    8.65 10/28/2016    EUR     68.82
HSBC Trinkaus & Burkhar    6.70 10/28/2016    EUR     52.26
Deutsche Bank AG           8.20 12/20/2016    EUR     64.80
Deutsche Bank AG           9.20 12/20/2016    EUR     47.70
Deutsche Bank AG           8.20 12/20/2016    EUR     45.70
Deutsche Bank AG           9.20 12/20/2016    EUR     46.00
Deutsche Bank AG           9.20 12/20/2016    EUR     53.20
Deutsche Bank AG           8.20 12/20/2016    EUR     71.70
Deutsche Bank AG           9.20 12/20/2016    EUR     71.90
Deutsche Bank AG           3.20 10/26/2016    EUR     70.10
Deutsche Bank AG           3.20 11/22/2017    EUR     70.00
Deutsche Bank AG           3.20 10/26/2016    EUR     54.40
Deutsche Bank AG           3.20 11/22/2017    EUR     50.80
Deutsche Bank AG           3.20 11/22/2017    EUR     61.30
Deutsche Bank AG           3.20 11/22/2017    EUR     57.90
Deutsche Bank AG           4.20 10/26/2016    EUR     74.40
DekaBank Deutsche Giroz    3.10   8/4/2017    EUR     37.96
DekaBank Deutsche Giroz    2.75  8/26/2019    EUR     73.37
HSBC Trinkaus & Burkhar    6.00  3/24/2017    EUR     72.40
HSBC Trinkaus & Burkhar    6.60 10/28/2016    EUR     70.67
HSBC Trinkaus & Burkhar    6.00  3/24/2017    EUR     54.57
Deutsche Bank AG           9.20 12/20/2016    EUR     65.00
Deutsche Bank AG           8.20 12/20/2016    EUR     53.00
Goldman Sachs & Co Wert   22.00 10/26/2016    EUR     70.28
Goldman Sachs & Co Wert   21.00 10/26/2016    EUR     71.11
DekaBank Deutsche Giroz    3.00  6/30/2017    EUR     72.38
DZ Bank AG Deutsche Zen    5.30 12/19/2016    EUR     74.59
DekaBank Deutsche Giroz   10.50 11/15/2016    EUR     68.01
DekaBank Deutsche Giroz    8.35 11/15/2016    EUR     72.24
DZ Bank AG Deutsche Zen    6.25 10/28/2016    EUR     49.21
DZ Bank AG Deutsche Zen    8.50 10/28/2016    EUR     56.16
HSBC Trinkaus & Burkhar    7.20  6/23/2017    EUR     69.79
HSBC Trinkaus & Burkhar    8.20  6/23/2017    EUR     51.21
DekaBank Deutsche Giroz    2.50  9/16/2019    EUR     73.28
Credit Suisse AG/London    7.00  9/30/2020    USD     10.15
Credit Suisse AG/London    7.50  10/6/2016    CHF     57.43
Vontobel Financial Prod   13.00 12/23/2016    EUR     73.36
DZ Bank AG Deutsche Zen    7.60 12/19/2016    EUR     70.13
DZ Bank AG Deutsche Zen    9.10 12/19/2016    EUR     66.22
Vontobel Financial Prod   18.50 12/23/2016    EUR     56.99
Landesbank Baden-Wuertt    3.55  6/23/2017    EUR     64.50
Landesbank Baden-Wuertt    3.70  6/23/2017    EUR     69.37
Landesbank Baden-Wuertt    3.15  6/22/2018    EUR     47.90
Leonteq Securities AG/G   10.58   2/3/2017    USD     33.90
Landesbank Baden-Wuertt    3.00  6/23/2017    EUR     71.26
UBS AG                     9.50 12/22/2017    EUR     54.53
UBS AG                     5.50 12/23/2016    EUR     62.85
UBS AG                     9.25 12/23/2016    EUR     32.11
UBS AG                    14.00 12/23/2016    EUR     64.48
UBS AG                    12.75 12/23/2016    EUR     68.61
UBS AG                    12.00 12/23/2016    EUR     40.17
UBS AG                     7.00 12/22/2017    EUR     60.04
UBS AG                    11.25 12/23/2016    EUR     73.23
UBS AG                     5.25 12/22/2017    EUR     46.22
UBS AG                     5.25 12/23/2016    EUR     67.74
UBS AG                    16.75 12/23/2016    EUR     31.72
UBS AG                     8.25 12/22/2017    EUR     54.52
UBS AG                     7.50 12/23/2016    EUR     54.55
UBS AG                    11.75 12/22/2017    EUR     45.95
UBS AG                     5.25 12/23/2016    EUR     71.27
UBS AG                     5.00 12/22/2017    EUR     74.28
UBS AG                     7.75 12/22/2017    EUR     63.53
UBS AG                     7.00 12/22/2017    EUR     60.19
UBS AG                    14.50 12/23/2016    EUR     40.67
UBS AG                     6.75 12/23/2016    EUR     58.44
UBS AG                     8.00 12/23/2016    EUR     58.67
UBS AG                    10.25 12/22/2017    EUR     56.19
UBS AG                     5.75 12/22/2017    EUR     71.97
UBS AG                     7.50 12/23/2016    EUR     61.37
UBS AG                     5.00 12/22/2017    EUR     72.28
UBS AG                    10.25 12/22/2017    EUR     38.20
UBS AG                     5.50 12/22/2017    EUR     67.34
UBS AG                     5.00 12/22/2017    EUR     48.72
UBS AG                    12.25 12/23/2016    EUR     27.93
UBS AG                    13.00 12/23/2016    EUR     27.13
UBS AG                     8.50 12/22/2017    EUR     39.17
UBS AG                    11.75 12/22/2017    EUR     36.67
UBS AG                     5.00 12/23/2016    EUR     71.30
UBS AG                     5.25 12/23/2016    EUR     40.99
UBS AG                     6.75 12/23/2016    EUR     59.13
UBS AG                    16.00 12/23/2016    EUR     37.32
UBS AG                     5.75 12/23/2016    EUR     67.52
UBS AG                     8.00 12/22/2017    EUR     58.14
UBS AG                     8.75 12/22/2017    EUR     56.19
UBS AG                     4.00 12/23/2016    EUR     72.09
UBS AG                     4.50 12/23/2016    EUR     69.02
UBS AG                     5.50 12/22/2017    EUR     66.30
UBS AG                     4.75 12/22/2017    EUR     70.10
UBS AG                    12.50 12/23/2016    EUR     44.25
UBS AG                     4.00 12/22/2017    EUR     52.38
UBS AG                    10.25 12/22/2017    EUR     53.17
UBS AG                    11.75 12/22/2017    EUR     51.16
UBS AG                    10.25 12/23/2016    EUR     48.74
UBS AG                    10.25 12/23/2016    EUR     44.66
UBS AG                     5.25 12/22/2017    EUR     69.75
UBS AG                     6.00 12/23/2016    EUR     38.70
UBS AG                     7.50 12/22/2017    EUR     40.86
UBS AG                    13.00 12/22/2017    EUR     67.43
UBS AG                     6.75 12/22/2017    EUR     42.56
UBS AG                     8.50 12/23/2016    EUR     33.49
UBS AG                     9.50 12/22/2017    EUR     50.72
UBS AG                     5.75 12/22/2017    EUR     44.43
UBS AG                     7.25 12/23/2016    EUR     35.84
UBS AG                     7.75 12/22/2017    EUR     59.02
UBS AG                     5.75 12/23/2016    EUR     64.58
UBS AG                     8.25 12/22/2017    EUR     40.26
UBS AG                     4.75 12/23/2016    EUR     43.67
UBS AG                    10.50 12/22/2017    EUR     47.76
UBS AG                     4.50 12/23/2016    EUR     68.15
UBS AG                     4.75 12/22/2017    EUR     71.56
UBS AG                     7.75 12/23/2016    EUR     54.64
UBS AG                     7.75 12/23/2016    EUR     46.89
UBS AG                     5.25 12/23/2016    EUR     69.12
UBS AG                     5.00 12/22/2017    EUR     71.80
UBS AG                     4.75 12/23/2016    EUR     40.75
UBS AG                     6.25 12/22/2017    EUR     41.81
UBS AG                    11.50 12/23/2016    EUR     73.06
UBS AG                    10.50 12/23/2016    EUR     38.61
UBS AG                     5.50 12/23/2016    EUR     35.29
UBS AG                    11.25 12/22/2017    EUR     74.94
UBS AG                     9.00 12/22/2017    EUR     70.55
UBS AG                     6.00 12/23/2016    EUR     58.69
UBS AG                     8.25 12/22/2017    EUR     52.59
UBS AG                     6.25 12/23/2016    EUR     31.24
UBS AG                     4.50 12/22/2017    EUR     48.66
UBS AG                    10.50 12/22/2017    EUR     44.22
UBS AG                     5.00 12/22/2017    EUR     45.80
UBS AG                     9.50 12/23/2016    EUR     45.56
UBS AG                    10.50 12/22/2017    EUR     53.87
UBS AG                    14.50 12/23/2016    EUR     61.31
UBS AG                     6.00 12/23/2016    EUR     58.69
UBS AG                     6.75 12/23/2016    EUR     50.09
UBS AG                     8.50 12/23/2016    EUR     47.09
UBS AG                     9.50 12/22/2017    EUR     47.32
UBS AG                     6.50 12/22/2017    EUR     59.16
UBS AG                     6.50 12/22/2017    EUR     42.13
Leonteq Securities AG/G    5.75  3/17/2017    CHF     53.85
DekaBank Deutsche Giroz    3.40   3/5/2018    EUR     61.80
Banque Cantonale Vaudoi    4.80  3/10/2017    CHF     65.52
Landesbank Baden-Wuertt    4.20 10/28/2016    EUR     36.38
Landesbank Baden-Wuertt    3.50 10/28/2016    EUR     69.08
Landesbank Baden-Wuertt    3.30  6/22/2018    EUR     49.17
Landesbank Baden-Wuertt    4.15 10/28/2016    EUR     36.75
DekaBank Deutsche Giroz    3.10  2/26/2018    EUR     62.64
Landesbank Baden-Wuertt    3.90  6/23/2017    EUR     64.22
DekaBank Deutsche Giroz    3.10   2/5/2018    EUR     71.43
Lehman Brothers Treasur    5.00  2/15/2018    EUR      0.75
Lehman Brothers Treasur    9.00   5/6/2011    CHF      0.75
Lehman Brothers Treasur   10.60  4/22/2014    MXN      0.75
Lehman Brothers Treasur   16.00  11/9/2008    USD      0.75
Lehman Brothers Treasur   10.00  5/22/2009    USD      0.75
Lehman Brothers Treasur    4.60   8/1/2013    EUR      0.75
Lehman Brothers Treasur    8.00  5/22/2009    USD      0.75
Lehman Brothers Treasur   15.00   6/4/2009    CHF      0.75
Goldman Sachs & Co Wert   15.00  1/25/2017    EUR     73.97
Goldman Sachs & Co Wert   19.00  1/25/2017    EUR     69.79
Goldman Sachs & Co Wert    3.00  1/25/2017    EUR     67.52
Goldman Sachs & Co Wert    7.00  1/25/2017    EUR     53.91
Goldman Sachs & Co Wert   10.00  1/25/2017    EUR     50.62
Goldman Sachs & Co Wert   18.00  1/25/2017    EUR     45.12
Goldman Sachs & Co Wert    4.00 12/20/2017    EUR     63.55
Goldman Sachs & Co Wert    7.00 12/20/2017    EUR     57.89
Goldman Sachs & Co Wert   10.00 12/20/2017    EUR     54.58
Goldman Sachs & Co Wert   11.00 12/20/2017    EUR     54.35
Lehman Brothers Treasur    7.60   3/4/2010    NZD      0.75
Lehman Brothers Treasur   13.50   6/2/2009    USD      0.75
UBS AG/London              5.00  12/9/2016    CHF     73.94
Vontobel Financial Prod   11.50 12/23/2016    EUR     48.12
Lehman Brothers Treasur   12.40  6/12/2009    USD      0.75
UBS AG                    13.50  6/13/2017    CHF     69.70
Lehman Brothers Treasur    0.50   6/2/2020    EUR      0.75
Lehman Brothers Treasur   11.00   7/4/2011    USD      0.75
Lehman Brothers Treasur   12.00   7/4/2011    EUR      0.75
Lehman Brothers Treasur    5.50   7/8/2013    EUR      0.75
Lehman Brothers Treasur    7.75   1/3/2012    AUD      0.75
Lehman Brothers Treasur    3.10   6/4/2010    USD      0.75
Lehman Brothers Treasur    2.50  8/15/2012    CHF      0.75
DZ Bank AG Deutsche Zen   15.75 12/23/2016    EUR     69.27
DZ Bank AG Deutsche Zen   12.50 12/23/2016    EUR     72.92
DZ Bank AG Deutsche Zen    8.50 12/23/2016    EUR     66.10
DZ Bank AG Deutsche Zen    5.50 12/23/2016    EUR     74.62
Lehman Brothers Treasur    0.50   8/1/2020    EUR      0.75
Vontobel Financial Prod   11.00 12/23/2016    EUR     68.99
Vontobel Financial Prod   13.00 12/23/2016    EUR     66.17
Lehman Brothers Treasur    6.00   8/7/2013    EUR      0.75
Lehman Brothers Treasur   14.10 11/12/2008    USD      0.75
Vontobel Financial Prod   16.55 12/23/2016    EUR     47.58
Vontobel Financial Prod   16.50 11/25/2016    EUR     47.11
Vontobel Financial Prod   19.00 11/25/2016    EUR     45.83
DZ Bank AG Deutsche Zen    7.25 12/19/2016    EUR     67.74
Landesbank Baden-Wuertt    5.00 12/23/2016    EUR     55.54
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     57.46
Credit Suisse AG/Nassau    7.13  6/26/2017    CHF     63.12
Lehman Brothers Treasur    2.30   6/6/2013    USD      0.75
Vontobel Financial Prod    6.50 12/23/2016    EUR     73.23
Vontobel Financial Prod   18.00 12/23/2016    EUR     60.07
Vontobel Financial Prod   11.50 12/23/2016    EUR     65.48
DZ Bank AG Deutsche Zen    7.40 12/19/2016    EUR     70.44
DZ Bank AG Deutsche Zen    6.60  3/20/2017    EUR     71.50
DZ Bank AG Deutsche Zen    5.00  3/20/2017    EUR     65.82
Lehman Brothers Treasur    8.80 12/27/2009    EUR      0.75
Lehman Brothers Treasur   11.00 12/20/2017    AUD      0.75
Lehman Brothers Treasur    4.00   1/4/2011    USD      0.75
Lehman Brothers Treasur    9.30 12/21/2010    EUR      0.75
Lehman Brothers Treasur    0.50 12/20/2017    USD      0.75
Lehman Brothers Treasur    0.50 12/20/2017    USD      0.75
Goldman Sachs & Co Wert   17.00  1/25/2017    EUR     71.99
Lehman Brothers Treasur    5.38   2/4/2014    USD      0.75
Lehman Brothers Treasur   13.00  2/16/2009    CHF      0.75
UBS AG/London             16.40 11/11/2016    EUR     63.11
Deutsche Bank AG           8.20  3/21/2017    EUR     72.30
Immigon Portfolioabbau     5.21  2/13/2026    EUR     71.75
HSBC Trinkaus & Burkhar    4.00  6/16/2017    EUR     53.18
Lehman Brothers Treasur    1.00  2/26/2010    USD      0.75
Vontobel Financial Prod    4.00  11/9/2017    EUR     55.57
Lehman Brothers Treasur    8.00 10/17/2014    EUR      0.75
Bank Julius Baer & Co L   10.60  12/9/2016    CHF     59.05
DZ Bank AG Deutsche Zen    6.00 12/23/2016    EUR     72.27
HSBC Trinkaus & Burkhar   13.70 12/23/2016    EUR     73.44
HSBC Trinkaus & Burkhar   11.60 12/23/2016    EUR     72.78
HSBC Trinkaus & Burkhar    9.20  6/23/2017    EUR     65.42
HSBC Trinkaus & Burkhar   11.50 12/23/2016    EUR     74.99
HSBC Trinkaus & Burkhar   12.60  3/24/2017    EUR     66.02
HSBC Trinkaus & Burkhar    9.40  1/27/2017    EUR     69.79
HSBC Trinkaus & Burkhar   14.40 12/23/2016    EUR     63.34
Lehman Brothers Treasur    9.50   4/1/2018    USD      0.75
Landesbank Baden-Wuertt    3.60 11/22/2019    EUR     73.65
Leonteq Securities AG      8.00 12/14/2016    EUR     69.43
Lehman Brothers Treasur    6.45  2/20/2010    AUD      0.75
Goldman Sachs & Co Wert   21.00 11/23/2016    EUR     71.39
Goldman Sachs & Co Wert   18.00  1/25/2017    EUR     74.12
Lehman Brothers Treasur    3.45  5/23/2013    USD      0.75
Goldman Sachs & Co Wert   15.00  1/25/2017    EUR     70.31
Goldman Sachs & Co Wert    8.00  1/25/2017    EUR     72.57
Goldman Sachs & Co Wert   19.00  1/25/2017    EUR     58.93
Goldman Sachs & Co Wert    8.00 12/20/2017    EUR     70.91
Goldman Sachs & Co Wert   12.00 12/20/2017    EUR     66.48
Lehman Brothers Treasur   11.00 12/20/2017    AUD      0.75
Lehman Brothers Treasur    0.50 12/20/2017    AUD      0.75
Lehman Brothers Treasur    0.50 12/20/2017    AUD      0.75
Lehman Brothers Treasur    0.50 12/20/2017    AUD      0.75
Lehman Brothers Treasur    8.00 12/31/2010    USD      0.75
Lehman Brothers Treasur    0.50 12/20/2017    USD      0.75
Lehman Brothers Treasur    0.50 12/20/2017    USD      0.75
Lehman Brothers Treasur   10.00  2/16/2009    CHF      0.75
UBS AG/London             12.70  5/12/2017    EUR     73.81
Lehman Brothers Treasur    7.00  2/15/2010    CHF      0.75
Vontobel Financial Prod   20.45  10/5/2016    EUR     63.32
Lehman Brothers Treasur    8.00  3/21/2018    USD      0.75
DZ Bank AG Deutsche Zen    7.00 12/23/2016    EUR     74.61
DZ Bank AG Deutsche Zen    9.10 12/23/2016    EUR     73.06
DZ Bank AG Deutsche Zen   11.10 12/23/2016    EUR     64.61
DZ Bank AG Deutsche Zen    8.60 12/23/2016    EUR     64.21
HSBC Trinkaus & Burkhar   11.60  3/24/2017    EUR     73.15
HSBC Trinkaus & Burkhar   10.40  1/27/2017    EUR     63.55
HSBC Trinkaus & Burkhar   11.80  3/24/2017    EUR     74.54
HSBC Trinkaus & Burkhar    7.60  3/24/2017    EUR     73.38
Lehman Brothers Treasur    7.05   4/8/2015    USD      0.75
Lehman Brothers Treasur    7.80  3/31/2018    USD      0.75
HSBC Trinkaus & Burkhar   11.40 12/23/2016    EUR     69.23
Lehman Brothers Treasur    6.00   3/4/2015    USD      0.75
Lehman Brothers Treasur    7.15  3/21/2013    USD      0.75
Lehman Brothers Treasur    3.50  6/20/2011    EUR      0.75
Vontobel Financial Prod   14.15 12/23/2016    EUR     66.84
Vontobel Financial Prod    9.55 12/23/2016    EUR     72.79
Lehman Brothers Treasur    7.60  1/31/2013    AUD      0.75
Lehman Brothers Treasur    5.50  6/22/2010    USD     11.88
Lehman Brothers Treasur   10.00 10/22/2008    USD      0.75
Lehman Brothers Treasur    6.60  5/23/2012    AUD      0.75
Goldman Sachs & Co Wert   19.00  1/25/2017    EUR     67.28
Goldman Sachs & Co Wert   12.00 12/20/2017    EUR     74.78
Goldman Sachs & Co Wert   13.00  1/25/2017    EUR     72.93
Goldman Sachs & Co Wert   17.00  1/25/2017    EUR     68.53
Goldman Sachs & Co Wert    7.00  1/25/2017    EUR     73.76
Goldman Sachs & Co Wert   15.00  1/25/2017    EUR     62.37
Goldman Sachs & Co Wert    6.00 12/20/2017    EUR     74.12
Goldman Sachs & Co Wert   10.00 12/20/2017    EUR     68.37
UBS AG                     5.00 12/22/2017    EUR     66.44
UBS AG                     7.00 12/23/2016    EUR     38.85
UBS AG                     4.50 12/22/2017    EUR     42.70
DekaBank Deutsche Giroz    3.40   4/9/2018    EUR     41.32
UBS AG                     9.50 12/23/2016    EUR     41.72
UBS AG                    10.25 12/23/2016    EUR     30.85
UniCredit Bank AG          4.10  9/28/2018    EUR     60.47
DekaBank Deutsche Giroz    3.10   5/5/2017    EUR     55.73
DekaBank Deutsche Giroz    3.00  4/16/2018    EUR     68.37
UBS AG/London              5.00  8/14/2017    CHF     51.00
Landesbank Baden-Wuertt    3.60  6/23/2017    EUR     64.09
UBS AG/London             13.75 12/23/2016    EUR     57.28
DekaBank Deutsche Giroz    3.15  5/18/2018    EUR     61.01
Notenstein La Roche Pri    6.50   7/2/2018    USD     56.75
DekaBank Deutsche Giroz    3.00  6/12/2018    EUR     59.31
UBS AG                     9.00   7/3/2017    CHF     64.94
EFG International Finan    5.00  8/15/2017    CHF     60.39
UBS AG/London              4.25 12/23/2016    EUR     60.02
UBS AG/London              4.50 12/22/2017    EUR     56.75
UBS AG/London              7.50 12/23/2016    EUR     61.95
UBS AG/London              6.00 12/23/2016    EUR     46.90
UBS AG/London              7.00 12/22/2017    EUR     66.64
UBS AG/London             13.25 12/23/2016    EUR     71.05
UBS AG/London              7.00 12/22/2017    EUR     49.37
UBS AG/London             14.00 12/23/2016    EUR     38.12
UBS AG/London             11.00 12/23/2016    EUR     38.26
UBS AG/London              5.00 12/23/2016    EUR     50.59
UBS AG/London              4.00 12/22/2017    EUR     55.90
UBS AG/London              4.00 12/22/2017    EUR     62.10
UBS AG/London              5.50 12/23/2016    EUR     48.66
UBS AG/London              6.75 12/23/2016    EUR     52.57
UBS AG/London             12.25 12/23/2016    EUR     36.50
UBS AG/London             12.50 12/22/2017    EUR     72.83
UBS AG/London              9.50 12/22/2017    EUR     57.69
UBS AG/London              4.25 12/23/2016    EUR     52.64
UBS AG/London              9.00 12/22/2017    EUR     46.88
UBS AG/London              5.00 12/23/2016    EUR     41.66
UBS AG/London              8.25 12/23/2016    EUR     42.62
UBS AG/London              6.75 12/23/2016    EUR     45.35
UBS AG/London              5.75 12/22/2017    EUR     52.40
UBS AG/London              5.00 12/22/2017    EUR     59.39
UBS AG/London              6.25 12/22/2017    EUR     51.45
UBS AG/London              9.00 12/23/2016    EUR     57.12
UBS AG/London              5.00 12/22/2017    EUR     55.29
UBS AG/London              5.50 12/23/2016    EUR     73.43
UBS AG/London              7.75 12/22/2017    EUR     53.29
EFG International Finan    5.00  8/15/2017    CHF     73.57
Notenstein La Roche Pri    5.00  8/29/2018    CHF     59.01
JP Morgan Structured Pr    4.05  8/29/2017    EUR     33.02
Leonteq Securities AG/G    4.40  8/28/2017    CHF     68.20
Notenstein La Roche Pri    5.04  8/28/2017    CHF     68.38
Notenstein La Roche Pri    5.00   9/5/2018    CHF     60.77
Leonteq Securities AG/G    4.68  8/29/2017    CHF     70.87
Leonteq Securities AG      6.00  9/26/2016    CHF     54.31
Leonteq Securities AG      7.20  9/26/2016    EUR     66.40
Credit Suisse AG/Nassau    6.25  9/26/2016    CHF     54.14
Notenstein La Roche Pri    7.50  9/26/2016    EUR     71.17
Notenstein La Roche Pri    7.00  9/26/2016    CHF     74.73
Notenstein La Roche Pri    7.00  9/26/2016    CHF     56.59
Notenstein La Roche Pri    6.50  9/26/2016    CHF     72.27
Notenstein La Roche Pri    5.50  9/26/2016    CHF     49.27
Notenstein La Roche Pri    5.00  9/26/2016    CHF     50.24
Goldman Sachs & Co Wert    3.00  1/25/2017    EUR     63.93
Goldman Sachs & Co Wert    4.00  1/25/2017    EUR     61.00
Goldman Sachs & Co Wert    6.00  1/25/2017    EUR     56.03
Goldman Sachs & Co Wert    8.00  1/25/2017    EUR     52.01
Goldman Sachs & Co Wert   14.00  1/25/2017    EUR     46.70
Goldman Sachs & Co Wert    3.00 12/20/2017    EUR     67.98
Goldman Sachs & Co Wert    3.00 12/20/2017    EUR     71.03
Goldman Sachs & Co Wert    5.00 12/20/2017    EUR     59.77
Goldman Sachs & Co Wert    6.00 12/20/2017    EUR     58.75
Goldman Sachs & Co Wert    7.00 12/20/2017    EUR     55.94
Goldman Sachs & Co Wert    8.00 12/20/2017    EUR     55.36
Goldman Sachs & Co Wert   11.00 12/20/2017    EUR     52.98
Goldman Sachs & Co Wert    3.00 12/20/2017    EUR     65.07
Goldman Sachs & Co Wert   15.00  1/25/2017    EUR     74.61
Goldman Sachs & Co Wert   18.00  1/25/2017    EUR     71.29
Lehman Brothers Treasur   17.00   6/2/2009    USD      0.75
Lehman Brothers Treasur   23.30  9/16/2008    USD      0.75
Lehman Brothers Treasur    3.00   6/3/2010    EUR      0.75
Leonteq Securities AG      8.80  6/21/2017    CHF     68.23
Lehman Brothers Treasur   10.00  6/17/2009    USD      0.75
Strommen Sparebank         2.28               NOK     35.28
Commerzbank AG             3.60 12/14/2016    EUR     61.28
Commerzbank AG             3.70  6/14/2017    EUR     62.66
Lehman Brothers Treasur   11.00   7/4/2011    CHF      0.75
DZ Bank AG Deutsche Zen    5.00 12/12/2016    EUR     52.38
DZ Bank AG Deutsche Zen    6.20 12/19/2016    EUR     72.82
Lehman Brothers Treasur   16.00 12/26/2008    USD      0.75
Lehman Brothers Treasur    0.50   7/2/2020    EUR      0.75
DZ Bank AG Deutsche Zen    7.25 12/23/2016    EUR     46.44
Lehman Brothers Treasur   13.15 10/30/2008    USD      0.75
Zurcher Kantonalbank Fi    8.50 12/22/2016    CHF     71.74
Vontobel Financial Prod   15.50 12/23/2016    EUR     63.77
Lehman Brothers Treasur    6.25   9/5/2011    EUR      0.75
Notenstein La Roche Pri    9.68  6/15/2017    CHF     67.19
Vontobel Financial Prod   15.50 12/23/2016    EUR     48.19
Vontobel Financial Prod   14.50 11/25/2016    EUR     48.60
DZ Bank AG Deutsche Zen    7.25 12/19/2016    EUR     51.57
DZ Bank AG Deutsche Zen    8.00 12/23/2016    EUR     74.64
Lehman Brothers Treasur    5.25   7/8/2014    EUR      0.75
Landesbank Baden-Wuertt    6.00 12/23/2016    EUR     73.78
Lehman Brothers Treasur    4.00  8/11/2010    USD     11.88
Landesbank Baden-Wuertt    3.00 12/23/2016    EUR     60.03
Lehman Brothers Treasur    7.50  5/30/2010    AUD      0.75
Lehman Brothers Treasur    4.30   6/4/2012    USD      0.75
Lehman Brothers Treasur    4.00   6/5/2011    USD      0.75
Vontobel Financial Prod   21.00 12/23/2016    EUR     57.85
Vontobel Financial Prod    8.55 12/23/2016    EUR     68.96
DZ Bank AG Deutsche Zen    5.60  3/20/2017    EUR     73.11
DZ Bank AG Deutsche Zen    5.10 12/19/2016    EUR     58.93
DZ Bank AG Deutsche Zen    6.30 12/19/2016    EUR     57.27
DZ Bank AG Deutsche Zen    5.50  3/20/2017    EUR     64.04
BAWAG PSK Versicherungs    1.33               EUR     46.07
Leonteq Securities AG     10.60 12/29/2016    EUR     43.94
UBS AG                     5.00 12/23/2016    EUR     38.33
UBS AG                     9.00 12/23/2016    EUR     30.52
UBS AG                     5.00 12/22/2017    EUR     48.53
UBS AG                     4.75 12/22/2017    EUR     71.25
Landesbank Baden-Wuertt    3.05  6/22/2018    EUR     52.61
HSBC Trinkaus & Burkhar    6.00  12/6/2016    EUR     51.70
Landesbank Baden-Wuertt    4.00  6/23/2017    EUR     71.03
UBS AG/London             11.75 12/23/2016    EUR     71.70
DekaBank Deutsche Giroz    3.65  5/18/2018    EUR     65.45
Credit Suisse AG/London    7.00 11/23/2016    CHF     74.24
Vontobel Financial Prod   14.50 12/23/2016    EUR     72.14
Credit Suisse AG/London    7.25 11/23/2016    CHF     58.31
Commerzbank AG            12.50 10/27/2016    EUR     73.90
Commerzbank AG            10.25 10/27/2016    EUR     73.19
Commerzbank AG            12.50 10/27/2016    EUR     69.76
DZ Bank AG Deutsche Zen    5.00 11/25/2016    EUR     59.20
Vontobel Financial Prod    3.05 10/28/2016    EUR     56.93
Vontobel Financial Prod    5.05 10/28/2016    EUR     51.95
Vontobel Financial Prod    4.00 12/23/2016    EUR     54.96
Vontobel Financial Prod    5.00 12/23/2016    EUR     52.75
Vontobel Financial Prod    6.05 12/23/2016    EUR     50.76
Vontobel Financial Prod    7.15 12/23/2016    EUR     48.97
Vontobel Financial Prod    8.50 12/23/2016    EUR     47.40
Vontobel Financial Prod   10.00 12/23/2016    EUR     46.01
Vontobel Financial Prod   10.00 11/25/2016    EUR     65.53
Landesbank Baden-Wuertt    2.00 11/25/2016    EUR     57.37
Landesbank Baden-Wuertt    3.00 11/25/2016    EUR     53.91
Landesbank Baden-Wuertt    4.00 11/25/2016    EUR     51.90
Landesbank Baden-Wuertt    4.50 11/25/2016    EUR     69.99
Landesbank Baden-Wuertt    5.00 11/25/2016    EUR     49.85
Deutsche Bank AG           6.50 12/20/2016    EUR     48.62
DZ Bank AG Deutsche Zen    5.80 12/19/2016    EUR     68.93
DZ Bank AG Deutsche Zen    4.70 12/19/2016    EUR     52.70
Vontobel Financial Prod   14.00 12/23/2016    EUR     72.99
UniCredit Bank AG          5.05 12/22/2016    EUR     74.66
UniCredit Bank AG          5.15 12/22/2016    EUR     73.26
UniCredit Bank AG          5.10 12/22/2016    EUR     73.95
UniCredit Bank AG          5.20 12/22/2016    EUR     72.56
UBS AG/London              7.00 11/18/2016    CHF     73.14
Goldman Sachs & Co Wert   19.00 10/26/2016    EUR     70.04
Goldman Sachs & Co Wert   18.00 11/23/2016    EUR     71.41
Goldman Sachs & Co Wert   23.00 11/23/2016    EUR     66.51
Goldman Sachs & Co Wert   21.00 12/21/2016    EUR     67.76
Goldman Sachs & Co Wert   16.00  6/21/2017    EUR     72.71
Goldman Sachs & Co Wert   22.00 10/26/2016    EUR     74.17
HSBC Trinkaus & Burkhar   11.10  3/24/2017    EUR     62.71
HSBC Trinkaus & Burkhar    7.90  6/23/2017    EUR     67.26
HSBC Trinkaus & Burkhar    8.60  1/27/2017    EUR     65.92
HSBC Trinkaus & Burkhar    9.70 12/23/2016    EUR     47.79
HSBC Trinkaus & Burkhar    6.80 12/23/2016    EUR     51.04
HSBC Trinkaus & Burkhar    7.00  6/23/2017    EUR     52.40
HSBC Trinkaus & Burkhar    7.90  1/27/2017    EUR     50.00
HSBC Trinkaus & Burkhar   14.50 12/23/2016    EUR     65.91
HSBC Trinkaus & Burkhar   12.70  3/24/2017    EUR     68.58
HSBC Trinkaus & Burkhar   10.50  3/24/2017    EUR     71.72
HSBC Trinkaus & Burkhar    9.60  1/27/2017    EUR     72.98
Leonteq Securities AG     14.00 11/30/2016    CHF     65.05
Leonteq Securities AG     10.20 11/30/2016    CHF     61.30
Bank Julius Baer & Co L    6.00 11/25/2016    EUR     73.90
DZ Bank AG Deutsche Zen    5.70 12/19/2016    EUR     55.43
DZ Bank AG Deutsche Zen    5.40  3/20/2017    EUR     56.67
DZ Bank AG Deutsche Zen    6.00  3/20/2017    EUR     55.16
DZ Bank AG Deutsche Zen    6.50  3/20/2017    EUR     72.17
DZ Bank AG Deutsche Zen    7.30  3/20/2017    EUR     70.42
Vontobel Financial Prod    9.00 12/23/2016    EUR     62.52
Vontobel Financial Prod   10.00 12/23/2016    EUR     74.23
Vontobel Financial Prod    8.00 12/23/2016    EUR     73.71
Zurcher Kantonalbank Fi   10.00  12/1/2016    EUR     70.72
DZ Bank AG Deutsche Zen   10.00 12/23/2016    EUR     74.65
DZ Bank AG Deutsche Zen   10.00 12/23/2016    EUR     70.40
DZ Bank AG Deutsche Zen    4.00 12/23/2016    EUR     61.40
DZ Bank AG Deutsche Zen    6.00 12/23/2016    EUR     61.87
DZ Bank AG Deutsche Zen    8.00 12/23/2016    EUR     59.83
DZ Bank AG Deutsche Zen    4.00  3/24/2017    EUR     62.26
DZ Bank AG Deutsche Zen    6.00  3/24/2017    EUR     63.24
DZ Bank AG Deutsche Zen    6.00 12/23/2016    EUR     49.08
DZ Bank AG Deutsche Zen    8.00 12/23/2016    EUR     66.01
DZ Bank AG Deutsche Zen    7.40 11/23/2016    EUR     52.11
DZ Bank AG Deutsche Zen    7.00 11/25/2016    EUR     68.47
DZ Bank AG Deutsche Zen   12.00 11/25/2016    EUR     62.33
DZ Bank AG Deutsche Zen    6.25 11/25/2016    EUR     53.10
DZ Bank AG Deutsche Zen    9.75 11/25/2016    EUR     49.12
DZ Bank AG Deutsche Zen    7.75 12/23/2016    EUR     49.39
DZ Bank AG Deutsche Zen    6.25  3/24/2017    EUR     50.59
DZ Bank AG Deutsche Zen    5.25 12/23/2016    EUR     52.21
DZ Bank AG Deutsche Zen    5.00  3/24/2017    EUR     54.51
DZ Bank AG Deutsche Zen    8.00 11/25/2016    EUR     72.85
DZ Bank AG Deutsche Zen   14.75 11/25/2016    EUR     67.93
DZ Bank AG Deutsche Zen   10.75 11/25/2016    EUR     68.13
Bank Julius Baer & Co L    6.85  12/5/2016    CHF     60.15
Notenstein La Roche Pri    7.11 11/25/2016    EUR     48.30
Credit Suisse AG/Nassau    8.00  12/5/2016    EUR     72.69
DZ Bank AG Deutsche Zen    7.25 12/19/2016    EUR     48.16
DZ Bank AG Deutsche Zen    8.00 12/19/2016    EUR     74.83
DZ Bank AG Deutsche Zen    7.00 12/19/2016    EUR     74.60
DZ Bank AG Deutsche Zen    9.25 12/19/2016    EUR     48.62
DZ Bank AG Deutsche Zen    7.25 12/19/2016    EUR     62.09
Rosbank PJSC               0.02  4/30/2024    RUB     60.06
Vontobel Financial Prod    6.50 12/23/2016    EUR     49.35
Commerzbank AG             8.50 12/22/2016    EUR     53.01
DZ Bank AG Deutsche Zen    5.00 12/29/2016    EUR     63.20
Landesbank Baden-Wuertt    3.00  6/23/2017    EUR     66.23
Commerzbank AG             7.75 12/22/2016    EUR     72.29
Commerzbank AG             5.75 12/22/2016    EUR     53.92
Commerzbank AG             7.25 12/22/2016    EUR     51.24
Commerzbank AG            10.50 12/22/2016    EUR     46.79
Commerzbank AG            11.75 12/22/2016    EUR     72.69
DZ Bank AG Deutsche Zen    5.25  1/27/2017    EUR     73.19
Bank Julius Baer & Co L   11.60   1/5/2017    CHF     41.85
Lehman Brothers Treasur    5.12  4/30/2027    EUR      0.75
Lehman Brothers Treasur    7.75  2/21/2016    EUR      0.75
UBS AG/London             12.50   1/3/2017    CHF     59.65
Lehman Brothers Treasur    8.00 12/27/2032    JPY      0.75
DZ Bank AG Deutsche Zen    5.25  3/24/2017    EUR     73.31
DZ Bank AG Deutsche Zen    9.50  1/27/2017    EUR     68.53
DZ Bank AG Deutsche Zen    6.75  3/24/2017    EUR     53.11
DZ Bank AG Deutsche Zen    5.80  1/25/2017    EUR     57.39
DZ Bank AG Deutsche Zen   10.00 12/23/2016    EUR     73.29
Lehman Brothers Treasur    0.01  9/20/2011    USD      0.75
Vontobel Financial Prod   22.05 12/23/2016    EUR     45.76
Vontobel Financial Prod   10.00 11/25/2016    EUR     54.34
Vontobel Financial Prod    3.55 11/25/2016    EUR     67.23
Vontobel Financial Prod    4.50 11/25/2016    EUR     63.70
Vontobel Financial Prod    5.50 11/25/2016    EUR     60.55
Vontobel Financial Prod    8.50 11/25/2016    EUR     56.67
Vontobel Financial Prod    5.00 12/23/2016    EUR     62.45
Vontobel Financial Prod    3.50 12/23/2016    EUR     67.43
Vontobel Financial Prod    8.00 12/23/2016    EUR     57.24
Vontobel Financial Prod   11.55 12/23/2016    EUR     53.18
Vontobel Financial Prod   14.55 12/23/2016    EUR     50.74
DZ Bank AG Deutsche Zen    8.70 12/23/2016    EUR     74.33
DZ Bank AG Deutsche Zen    9.30  3/24/2017    EUR     73.30
DZ Bank AG Deutsche Zen    7.40 12/23/2016    EUR     58.40
DZ Bank AG Deutsche Zen    6.60  3/24/2017    EUR     59.78
DZ Bank AG Deutsche Zen    7.80  3/24/2017    EUR     58.13
Vontobel Financial Prod    8.50 12/23/2016    EUR     69.15
Vontobel Financial Prod   10.50 12/23/2016    EUR     52.93
DZ Bank AG Deutsche Zen    4.00  3/24/2017    EUR     55.20
Lehman Brothers Treasur   13.00 12/14/2012    USD      0.75
DZ Bank AG Deutsche Zen    7.00 12/19/2016    EUR     69.56
DZ Bank AG Deutsche Zen    8.25 12/19/2016    EUR     55.19
Lehman Brothers Treasur    5.25   4/1/2023    EUR      0.75
WGZ-Bank AG Westdeutsch    5.00   6/6/2017    EUR     52.10
Commerzbank AG             8.75 12/22/2016    EUR     72.63
Commerzbank AG            10.25 12/22/2016    EUR     70.07
Commerzbank AG            12.00 12/22/2016    EUR     67.84
Commerzbank AG             4.75 12/22/2016    EUR     59.50
Commerzbank AG             6.75 12/22/2016    EUR     56.24
Commerzbank AG             7.50 12/22/2016    EUR     55.28
Commerzbank AG            10.00 12/22/2016    EUR     74.50
Commerzbank AG            11.75 12/22/2016    EUR     71.31
Commerzbank AG            11.75 12/22/2016    EUR     71.96
UBS AG/London              6.50  3/24/2017    EUR     59.92
UBS AG/London              7.50  3/24/2017    EUR     74.82
UBS AG/London              9.50  3/24/2017    EUR     71.39
Goldman Sachs & Co Wert    9.00 12/20/2017    EUR     61.93
Goldman Sachs & Co Wert   24.00 11/23/2016    EUR     69.07
Goldman Sachs & Co Wert   24.00 10/26/2016    EUR     45.54
Goldman Sachs & Co Wert   22.00  1/25/2017    EUR     68.79
Vontobel Financial Prod   12.00 11/25/2016    EUR     52.32
Vontobel Financial Prod   14.00 11/25/2016    EUR     50.49
Vontobel Financial Prod    6.55 12/23/2016    EUR     59.71
Vontobel Financial Prod    4.00 11/25/2016    EUR     65.41
Vontobel Financial Prod    5.00 11/25/2016    EUR     62.08
Vontobel Financial Prod    6.60 11/25/2016    EUR     59.20
Vontobel Financial Prod    5.60 12/23/2016    EUR     61.00
Vontobel Financial Prod    4.50 12/23/2016    EUR     64.02
Vontobel Financial Prod    4.05 12/23/2016    EUR     65.69
Vontobel Financial Prod    9.50 12/23/2016    EUR     55.03
Vontobel Financial Prod   13.50 12/23/2016    EUR     51.50
WGZ-Bank AG Westdeutsch    2.75  3/29/2017    EUR     71.90
WGZ-Bank AG Westdeutsch    5.50  3/29/2017    EUR     72.43
DZ Bank AG Deutsche Zen   10.60 12/23/2016    EUR     71.69
DZ Bank AG Deutsche Zen   11.00  3/24/2017    EUR     71.16
DZ Bank AG Deutsche Zen    9.00 12/23/2016    EUR     56.51
DZ Bank AG Deutsche Zen    5.30 12/19/2016    EUR     61.35
DZ Bank AG Deutsche Zen    5.20  3/20/2017    EUR     62.49
EFG International Finan    8.32 12/21/2016    CHF     66.44
Lehman Brothers Treasur    6.70  4/21/2011    USD      0.75
Lehman Brothers Treasur    3.00  9/12/2036    JPY     11.88
Lehman Brothers Treasur    4.82 12/18/2036    EUR      0.75
WGZ-Bank AG Westdeutsch    6.50  3/29/2017    EUR     69.81
EFG International Finan    9.65 12/22/2016    EUR     55.72
Commerzbank AG             8.00 12/22/2016    EUR     73.96
Commerzbank AG             9.50 12/22/2016    EUR     71.36
Commerzbank AG            11.25 12/22/2016    EUR     68.96
Commerzbank AG             4.25 12/22/2016    EUR     60.73
Commerzbank AG             5.25 12/22/2016    EUR     58.33
Commerzbank AG             6.00 12/22/2016    EUR     57.24
Commerzbank AG             8.25 12/22/2016    EUR     54.37
Commerzbank AG             9.00 12/22/2016    EUR     53.50
UBS AG/London              7.00 12/23/2016    EUR     49.24
UBS AG/London              9.75  3/24/2017    EUR     47.72
UBS AG/London              7.00  3/24/2017    EUR     51.00
UBS AG/London              9.00  3/24/2017    EUR     74.02
UBS AG/London              7.00 12/23/2016    EUR     58.47
Goldman Sachs & Co Wert   10.00  1/25/2017    EUR     54.79
Goldman Sachs & Co Wert    7.00  3/22/2017    EUR     54.84
Goldman Sachs & Co Wert   21.00 12/21/2016    EUR     48.54
DZ Bank AG Deutsche Zen    6.00 12/23/2016    EUR     46.70
DZ Bank AG Deutsche Zen    5.25  3/24/2017    EUR     48.97
Deutsche Bank AG           6.20 10/26/2016    EUR     66.70
Deutsche Bank AG           6.20 10/26/2016    EUR     63.40
Deutsche Bank AG           4.20 10/26/2016    EUR     63.20
Deutsche Bank AG           6.20 10/26/2016    EUR     60.40
Deutsche Bank AG           6.20 11/23/2016    EUR     67.20
Deutsche Bank AG           4.20 11/23/2016    EUR     66.80
Deutsche Bank AG           4.20 11/23/2016    EUR     63.50
Deutsche Bank AG           6.20 11/23/2016    EUR     63.90
Deutsche Bank AG           6.20 11/23/2016    EUR     60.90
Deutsche Bank AG           6.20 10/26/2016    EUR     46.00
Deutsche Bank AG           3.20 10/26/2016    EUR     66.40
Deutsche Bank AG           3.20 11/23/2016    EUR     70.30
Deutsche Bank AG           3.20 11/23/2016    EUR     66.70
Deutsche Bank AG           3.20 11/23/2016    EUR     54.70
Deutsche Bank AG           3.20 11/23/2016    EUR     52.20
Deutsche Bank AG           3.20 11/23/2016    EUR     50.00
Deutsche Bank AG           7.20 10/26/2016    EUR     60.50
Deutsche Bank AG           7.20 11/23/2016    EUR     61.00
Deutsche Bank AG           7.20 12/20/2016    EUR     61.60
Deutsche Bank AG           7.20  3/21/2017    EUR     63.30
Deutsche Bank AG           7.20 10/26/2016    EUR     46.10
Deutsche Bank AG           7.20 11/23/2016    EUR     46.70
Deutsche Bank AG           9.20 10/26/2016    EUR     60.70
Deutsche Bank AG           9.20 11/23/2016    EUR     61.40
Deutsche Bank AG           9.20 12/20/2016    EUR     62.10
Deutsche Bank AG           9.20  3/21/2017    EUR     64.30
Deutsche Bank AG           9.20 10/26/2016    EUR     44.60
Deutsche Bank AG           9.20 11/23/2016    EUR     45.30
Deutsche Bank AG           9.20  3/21/2017    EUR     48.30
DZ Bank AG Deutsche Zen    7.00 12/23/2016    EUR     74.68
HSBC Trinkaus & Burkhar   14.00 12/23/2016    EUR     70.04
HSBC Trinkaus & Burkhar   12.00 12/23/2016    EUR     72.70
HSBC Trinkaus & Burkhar   10.90 10/28/2016    EUR     74.27
Bank Julius Baer & Co L   12.60 11/17/2016    CHF     33.75
Vontobel Financial Prod    9.65 12/23/2016    EUR     62.37
Vontobel Financial Prod    8.05 12/23/2016    EUR     64.98
Vontobel Financial Prod    6.50 12/23/2016    EUR     67.91
DZ Bank AG Deutsche Zen    7.00 12/19/2016    EUR     74.60
DZ Bank AG Deutsche Zen    7.00 12/19/2016    EUR     60.15
Goldman Sachs & Co Wert   21.00 11/23/2016    EUR     64.25
Goldman Sachs & Co Wert   18.00 11/23/2016    EUR     55.41
Goldman Sachs & Co Wert   21.00 12/21/2016    EUR     53.47
Goldman Sachs & Co Wert   21.00 11/23/2016    EUR     38.76
Goldman Sachs & Co Wert   22.00 11/23/2016    EUR     64.96
Goldman Sachs & Co Wert   21.00 12/21/2016    EUR     66.40
Deutsche Bank AG           5.20 10/26/2016    EUR     70.30
Deutsche Bank AG           5.20 10/26/2016    EUR     66.60
Deutsche Bank AG           5.20 10/26/2016    EUR     60.30
Deutsche Bank AG           5.20 11/23/2016    EUR     70.70
Deutsche Bank AG           5.20 11/23/2016    EUR     67.00
Deutsche Bank AG           5.20 11/23/2016    EUR     60.70
Deutsche Bank AG           5.20  3/21/2017    EUR     62.30
Deutsche Bank AG           5.20 10/26/2016    EUR     47.80
Deutsche Bank AG           5.20 10/26/2016    EUR     46.00
Deutsche Bank AG           5.20 11/23/2016    EUR     48.20
Deutsche Bank AG           5.20 11/23/2016    EUR     46.30
Deutsche Bank AG           5.20  3/21/2017    EUR     56.70
Deutsche Bank AG           5.20 10/26/2016    EUR     74.90
Deutsche Bank AG           5.50 12/20/2016    EUR     74.00
Deutsche Bank AG           6.50 12/20/2016    EUR     74.30
Deutsche Bank AG           6.50 12/20/2016    EUR     70.80
Deutsche Bank AG           5.50 12/20/2016    EUR     70.60
Deutsche Bank AG           5.50  3/21/2017    EUR     71.80
Deutsche Bank AG           6.50  3/21/2017    EUR     72.30
Deutsche Bank AG           6.50 12/20/2016    EUR     73.50
Deutsche Bank AG           5.50 12/20/2016    EUR     73.30
Bank Julius Baer & Co L   11.35 11/18/2016    CHF     36.30
Bank Julius Baer & Co L    7.10 11/18/2016    EUR     61.65
Bank Julius Baer & Co L    5.50 11/18/2016    CHF     74.10
UBS AG/London              9.00 11/11/2016    CHF     48.39
Vontobel Financial Prod   10.50 10/28/2016    EUR     73.91
Vontobel Financial Prod   11.00 12/23/2016    EUR     72.88
Vontobel Financial Prod   13.00 12/23/2016    EUR     70.76
Leonteq Securities AG      7.40 11/20/2017    EUR     63.03
Property Lease Fund SA     9.00 12/23/2016    PLN     42.00
Bank J Safra Sarasin AG    8.30 11/11/2016    CHF     72.73
Credit Suisse AG/Nassau    8.00 11/24/2016    CHF     70.31
Vontobel Financial Prod   12.00 12/23/2016    EUR     43.37
Vontobel Financial Prod   10.50 12/23/2016    EUR     44.51
Vontobel Financial Prod    9.00 12/23/2016    EUR     48.39
Vontobel Financial Prod    7.00 12/23/2016    EUR     73.91
Vontobel Financial Prod    6.50 12/23/2016    EUR     74.26
Vontobel Financial Prod   12.55 12/23/2016    EUR     74.84
Vontobel Financial Prod   15.00 12/23/2016    EUR     72.17
Vontobel Financial Prod   16.00 12/23/2016    EUR     74.32
UniCredit Bank AG          7.00 12/28/2016    EUR     67.78
Commerzbank AG             8.50 11/24/2016    EUR     74.36
Commerzbank AG             8.50 11/24/2016    EUR     48.97
Commerzbank AG            13.50 10/27/2016    EUR     74.52
Deutsche Bank AG           5.20  6/20/2017    EUR     75.00
Deutsche Bank AG           5.20  6/20/2017    EUR     74.50
Deutsche Bank AG           7.20  6/20/2017    EUR     72.60
Deutsche Bank AG           5.20  6/20/2017    EUR     71.10
Deutsche Bank AG           7.20  6/20/2017    EUR     69.40
Deutsche Bank AG           5.20  6/20/2017    EUR     67.90
Deutsche Bank AG           5.20  6/20/2017    EUR     64.90
Deutsche Bank AG           7.20  6/20/2017    EUR     66.40
Deutsche Bank AG           5.20  6/20/2017    EUR     62.10
Deutsche Bank AG           7.20  6/20/2017    EUR     63.60
Deutsche Bank AG           5.20  3/21/2017    EUR     59.30
Deutsche Bank AG           7.20  3/21/2017    EUR     60.30
Deutsche Bank AG           7.20  3/21/2017    EUR     57.70
Deutsche Bank AG           7.20  3/21/2017    EUR     55.20
Deutsche Bank AG           7.20  3/21/2017    EUR     53.00
Deutsche Bank AG           7.20  6/20/2017    EUR     61.80
Deutsche Bank AG           5.20  6/20/2017    EUR     57.70
Deutsche Bank AG           7.20  6/20/2017    EUR     59.60
Deutsche Bank AG           5.20  6/20/2017    EUR     55.30
Deutsche Bank AG           7.20  6/20/2017    EUR     56.80
Deutsche Bank AG           5.20  6/20/2017    EUR     53.10
Deutsche Bank AG           7.20  6/20/2017    EUR     54.60
Deutsche Bank AG           7.20  6/20/2017    EUR     52.60
Deutsche Bank AG           5.20  6/20/2017    EUR     51.10
Deutsche Bank AG           7.20  6/20/2017    EUR     50.70
Deutsche Bank AG           5.20  6/20/2017    EUR     49.20
Deutsche Bank AG           5.20  3/21/2017    EUR     72.90
Deutsche Bank AG           5.20  6/20/2017    EUR     74.90
Deutsche Bank AG           5.20  6/20/2017    EUR     72.50
Deutsche Bank AG           7.20  6/20/2017    EUR     73.90
DZ Bank AG Deutsche Zen    7.80 12/23/2016    EUR     64.76
DZ Bank AG Deutsche Zen    7.70  3/24/2017    EUR     66.50
Vontobel Financial Prod   10.00 12/23/2016    EUR     72.61
Commerzbank AG             4.50 11/24/2016    EUR     54.16
Commerzbank AG             5.00 11/24/2016    EUR     53.01
Commerzbank AG             5.75 11/24/2016    EUR     51.97
Commerzbank AG             6.25 11/24/2016    EUR     50.95
Commerzbank AG             7.00 11/24/2016    EUR     49.99
Commerzbank AG             7.75 11/24/2016    EUR     49.10
Commerzbank AG             8.50 11/24/2016    EUR     48.25
Commerzbank AG             9.00 11/24/2016    EUR     73.85
Commerzbank AG             9.25 11/24/2016    EUR     47.42
Commerzbank AG            12.25 11/24/2016    EUR     74.89
Commerzbank AG             8.00 11/24/2016    EUR     74.84
Commerzbank AG             9.75 11/24/2016    EUR     71.25
Commerzbank AG            11.75 11/24/2016    EUR     68.08
Commerzbank AG             9.50 11/24/2016    EUR     72.62
Vontobel Financial Prod    9.00 11/25/2016    EUR     74.47
Vontobel Financial Prod   13.10 12/23/2016    EUR     74.53
Vontobel Financial Prod   10.50 11/25/2016    EUR     71.90
Vontobel Financial Prod    9.50 12/23/2016    EUR     73.62
Bank Julius Baer & Co L    6.50  12/2/2016    EUR     48.45
UniCredit Bank AG          5.00  6/22/2017    EUR     50.99
UniCredit Bank AG          4.80  6/22/2017    EUR     52.33
UniCredit Bank AG          4.60  6/22/2017    EUR     53.78
UniCredit Bank AG          4.60  6/22/2017    EUR     54.34
UniCredit Bank AG          4.40  6/22/2017    EUR     55.34
UniCredit Bank AG          4.40  6/22/2017    EUR     56.53
UniCredit Bank AG          4.40  6/22/2017    EUR     57.17
UniCredit Bank AG          4.20  6/22/2017    EUR     57.64
UniCredit Bank AG          5.00  6/22/2017    EUR     51.46
UniCredit Bank AG          5.00  6/22/2017    EUR     51.98
UniCredit Bank AG          4.80  6/22/2017    EUR     52.85
UniCredit Bank AG          4.80  6/22/2017    EUR     53.38
UniCredit Bank AG          4.60  6/22/2017    EUR     54.90
UniCredit Bank AG          4.40  6/22/2017    EUR     55.95
UniCredit Bank AG          4.20  6/22/2017    EUR     58.27
Goldman Sachs & Co Wert   18.00  3/22/2017    EUR     71.69
Deutsche Bank AG           6.20 10/26/2016    EUR     73.60
Deutsche Bank AG           4.20 10/26/2016    EUR     73.40
Deutsche Bank AG           6.20 10/26/2016    EUR     70.80
Deutsche Bank AG           4.20 10/26/2016    EUR     70.60
Deutsche Bank AG           4.20 11/23/2016    EUR     73.70
Deutsche Bank AG           6.20 11/23/2016    EUR     74.00
Deutsche Bank AG           4.20 11/23/2016    EUR     70.90
Deutsche Bank AG           6.20 11/23/2016    EUR     71.20
Deutsche Bank AG           6.20 10/26/2016    EUR     70.40
Deutsche Bank AG           6.20 10/26/2016    EUR     57.70
Deutsche Bank AG           4.20 11/23/2016    EUR     70.50
Deutsche Bank AG           6.20 11/23/2016    EUR     70.80
Deutsche Bank AG           6.20 11/23/2016    EUR     58.20
Deutsche Bank AG           4.20 10/26/2016    EUR     54.50
Deutsche Bank AG           4.20 11/23/2016    EUR     54.90
Deutsche Bank AG           6.20 10/26/2016    EUR     75.00
Deutsche Bank AG           4.20 10/26/2016    EUR     74.80
Deutsche Bank AG           4.20 10/26/2016    EUR     71.90
Deutsche Bank AG           4.20 11/23/2016    EUR     74.90
Deutsche Bank AG           4.20 11/23/2016    EUR     72.00
Deutsche Bank AG           4.20 12/20/2016    EUR     75.00
Deutsche Bank AG           4.20 10/26/2016    EUR     75.00
Leonteq Securities AG      9.60  12/7/2016    CHF     70.38
Vontobel Financial Prod    4.70 12/23/2016    EUR     73.57
DZ Bank AG Deutsche Zen    4.00  12/7/2016    EUR     56.25
Zurcher Kantonalbank Fi   12.00  12/8/2016    CHF     70.57
Credit Suisse AG/London    7.25  12/7/2016    CHF     69.45
Deutsche Bank AG           9.20 11/23/2016    EUR     61.10
Deutsche Bank AG           7.20 11/23/2016    EUR     60.70
Deutsche Bank AG           5.20 11/23/2016    EUR     60.40
Deutsche Bank AG           5.20 11/23/2016    EUR     56.70
Deutsche Bank AG           9.20 11/23/2016    EUR     57.30
Deutsche Bank AG           7.20 11/23/2016    EUR     57.00
Deutsche Bank AG           7.20  7/26/2017    EUR     63.90
Deutsche Bank AG           9.20  7/26/2017    EUR     65.60
Deutsche Bank AG           5.20  7/26/2017    EUR     62.20
Deutsche Bank AG           5.20  7/26/2017    EUR     58.80
Deutsche Bank AG           7.20  7/26/2017    EUR     60.50
Deutsche Bank AG           9.20  7/26/2017    EUR     62.20
UBS AG/London             10.00 11/25/2016    CHF     69.20
Bank Julius Baer & Co L    5.60  12/8/2016    CHF     60.05
Bank Julius Baer & Co L    5.90  12/8/2016    CHF     53.95
Vontobel Financial Prod   12.50 12/23/2016    EUR     72.18
Vontobel Financial Prod    6.50 12/23/2016    EUR     71.54
UniCredit Bank AG          4.30 12/22/2017    EUR     44.55
Landesbank Baden-Wuertt    4.90 10/28/2016    EUR     48.47
DekaBank Deutsche Giroz    3.30  2/26/2018    EUR     38.49
UniCredit Bank AG          4.40  11/2/2017    EUR     70.65
UniCredit Bank AG          4.30 10/29/2018    EUR     62.12
DekaBank Deutsche Giroz    3.45   6/1/2018    EUR     57.07
Landesbank Baden-Wuertt    3.00  5/25/2018    EUR     51.44
HSBC Trinkaus & Burkhar    5.00 11/14/2016    EUR     37.84
Notenstein La Roche Pri    8.50 11/28/2016    CHF     41.52
Leonteq Securities AG/G    7.60 11/28/2016    CHF     68.95
Leonteq Securities AG/G    6.00 11/28/2016    CHF     53.95
Notenstein La Roche Pri    6.20 11/21/2016    CHF     63.89
Societe Generale SA        1.00 12/22/2017    GBP      0.99
Commerzbank AG            12.50  1/26/2017    EUR     68.98
Vontobel Financial Prod    8.00  9/29/2017    EUR     72.12
Landesbank Baden-Wuertt    5.00  9/22/2017    EUR     73.88
Landesbank Baden-Wuertt    3.00  9/22/2017    EUR     60.64
Landesbank Baden-Wuertt    4.00  9/22/2017    EUR     57.49
Landesbank Baden-Wuertt    5.00  9/22/2017    EUR     55.36
Landesbank Baden-Wuertt    6.00  9/22/2017    EUR     53.62
Landesbank Baden-Wuertt    3.00  9/22/2017    EUR     55.40
Landesbank Baden-Wuertt    3.00  9/22/2017    EUR     72.75
Landesbank Baden-Wuertt    4.00  9/22/2017    EUR     69.20
Landesbank Baden-Wuertt    5.00  9/22/2017    EUR     66.26
Landesbank Baden-Wuertt    4.00  9/22/2017    EUR     74.13
Leonteq Securities AG      6.00 10/12/2017    CHF     61.18
Leonteq Securities AG     10.00 10/12/2016    CHF     59.06
SAir Group                 2.75  7/30/2004    CHF     12.13
UniCredit Bank AG          4.50  9/19/2017    EUR     39.18
UniCredit Bank AG          5.40  6/30/2017    EUR     56.51
Landesbank Hessen-Thuer    5.60  7/11/2017    EUR     48.85
Deutsche Bank AG           4.20 10/26/2016    EUR     52.10
Deutsche Bank AG           6.20 10/26/2016    EUR     47.90
Deutsche Bank AG           6.20 10/26/2016    EUR     44.30
Deutsche Bank AG           4.20 11/23/2016    EUR     52.40
Deutsche Bank AG           4.20 11/23/2016    EUR     50.10
Deutsche Bank AG           6.20 11/23/2016    EUR     48.40
Deutsche Bank AG           4.20 11/23/2016    EUR     48.10
Deutsche Bank AG           6.20 11/23/2016    EUR     46.50
Deutsche Bank AG           6.20 11/23/2016    EUR     44.80
Ladya Finans LLC          12.00 10/29/2021    RUB     64.03
UniCredit Bank AG          4.50 12/22/2016    EUR     74.34
Vontobel Financial Prod   11.00  12/9/2016    EUR     68.70
Societe Generale Effekt   12.08  3/24/2017    EUR     73.75
Societe Generale Effekt   14.61  3/24/2017    EUR     70.62
Societe Generale Effekt   17.29  3/24/2017    EUR     67.99
Commerzbank AG            12.00  1/26/2017    EUR     72.99
UniCredit Bank AG          4.60 12/22/2016    EUR     73.84
UniCredit Bank AG          4.25 12/22/2016    EUR     74.81
DZ Bank AG Deutsche Zen   10.25 12/19/2016    EUR     71.93
DZ Bank AG Deutsche Zen    9.00  3/20/2017    EUR     72.06
DZ Bank AG Deutsche Zen    9.00 12/23/2016    EUR     74.98
Societe Generale Effekt   13.87  6/23/2017    EUR     73.58
Societe Generale Effekt   16.44  6/23/2017    EUR     71.09
Societe Generale Effekt   19.62  6/23/2017    EUR     68.68
Commerzbank AG            14.50  1/26/2017    EUR     68.74
Commerzbank AG            17.25  1/26/2017    EUR     65.10
Goldman Sachs & Co Wert   22.00  3/22/2017    EUR     72.10
Goldman Sachs & Co Wert   21.00  4/26/2017    EUR     73.62
DZ Bank AG Deutsche Zen   10.40  6/19/2017    EUR     72.16
Vontobel Financial Prod   10.00  3/24/2017    EUR     74.94
Vontobel Financial Prod   15.00  3/24/2017    EUR     66.96
DZ Bank AG Deutsche Zen   10.00  6/19/2017    EUR     71.19
Vontobel Financial Prod   16.50  3/24/2017    EUR     73.24
Deutsche Bank AG           5.50 12/20/2016    EUR     72.80
Deutsche Bank AG           6.50 12/20/2016    EUR     73.10
Vontobel Financial Prod    8.55 12/23/2016    EUR     58.74
Goldman Sachs & Co Wert   25.00 12/21/2016    EUR     74.41
Goldman Sachs & Co Wert   14.00 10/26/2016    EUR     71.18
Goldman Sachs & Co Wert   19.00 11/23/2016    EUR     66.06
Goldman Sachs & Co Wert   25.00 11/23/2016    EUR     61.27
Goldman Sachs & Co Wert   23.00 12/21/2016    EUR     62.73
Goldman Sachs & Co Wert   20.00  2/22/2017    EUR     65.56
Goldman Sachs & Co Wert   14.00  6/21/2017    EUR     71.87
Goldman Sachs & Co Wert   15.00  9/20/2017    EUR     71.11
Goldman Sachs & Co Wert    8.00 11/23/2016    EUR     60.96
Goldman Sachs & Co Wert    7.00  1/25/2017    EUR     61.99
Goldman Sachs & Co Wert    5.00  2/22/2017    EUR     68.45
Goldman Sachs & Co Wert    6.00  2/22/2017    EUR     65.32
Goldman Sachs & Co Wert   15.00  2/22/2017    EUR     53.44
Goldman Sachs & Co Wert   19.00  2/22/2017    EUR     51.44
Goldman Sachs & Co Wert    8.00  9/20/2017    EUR     61.63
Goldman Sachs & Co Wert    5.00 12/20/2017    EUR     70.45
Goldman Sachs & Co Wert    8.00 12/20/2017    EUR     63.47
Goldman Sachs & Co Wert   21.00  1/25/2017    EUR     65.02
Goldman Sachs & Co Wert   14.00  2/22/2017    EUR     71.01
Goldman Sachs & Co Wert   16.00  6/21/2017    EUR     68.86
Goldman Sachs & Co Wert   20.00  2/22/2017    EUR     66.21
Deutsche Bank AG           5.50 12/20/2016    EUR     74.90
DZ Bank AG Deutsche Zen    7.20 12/23/2016    EUR     60.61
DZ Bank AG Deutsche Zen    6.40  3/24/2017    EUR     61.91
DZ Bank AG Deutsche Zen    6.00 12/19/2016    EUR     63.77
DZ Bank AG Deutsche Zen    5.60  3/20/2017    EUR     64.88
DZ Bank AG Deutsche Zen    5.25  3/24/2017    EUR     61.35
Vontobel Financial Prod    8.00  3/24/2017    EUR     66.59
Deutsche Bank AG           5.20  2/22/2017    EUR     65.10
Deutsche Bank AG           7.20  2/22/2017    EUR     65.90
Deutsche Bank AG           7.20  2/22/2017    EUR     62.70
Deutsche Bank AG           5.20  2/22/2017    EUR     61.90
Deutsche Bank AG           7.20  2/22/2017    EUR     59.80
Deutsche Bank AG           5.20  2/22/2017    EUR     59.00
Deutsche Bank AG           5.20  2/22/2017    EUR     56.30
Deutsche Bank AG           7.20  2/22/2017    EUR     57.10
Deutsche Bank AG           5.20  2/22/2017    EUR     71.70
Deutsche Bank AG           5.20  1/25/2017    EUR     71.30
Deutsche Bank AG           7.20  1/25/2017    EUR     72.00
Deutsche Bank AG           5.20  1/25/2017    EUR     64.80
Deutsche Bank AG           7.20  1/25/2017    EUR     65.50
Deutsche Bank AG           7.20  1/25/2017    EUR     62.20
Deutsche Bank AG           5.20  1/25/2017    EUR     61.60
Deutsche Bank AG           5.20  1/25/2017    EUR     58.60
Deutsche Bank AG           7.20  1/25/2017    EUR     59.30
Deutsche Bank AG           7.20  1/25/2017    EUR     56.60
Goldman Sachs & Co Wert   10.00  1/25/2017    EUR     73.05
Vontobel Financial Prod    5.00  3/24/2017    EUR     65.21
Vontobel Financial Prod    6.05  3/24/2017    EUR     62.54
Vontobel Financial Prod    7.50  3/24/2017    EUR     60.34
Vontobel Financial Prod    9.00  3/24/2017    EUR     58.39
Vontobel Financial Prod   10.50  3/24/2017    EUR     56.73
Vontobel Financial Prod   12.00  3/24/2017    EUR     55.24
Vontobel Financial Prod    3.00 11/25/2016    EUR     71.26
Vontobel Financial Prod    3.50 11/25/2016    EUR     69.22
Vontobel Financial Prod   10.60 12/23/2016    EUR     56.55
Vontobel Financial Prod    7.00 12/23/2016    EUR     61.33
Vontobel Financial Prod    5.50 12/23/2016    EUR     64.23
Vontobel Financial Prod    4.00 12/23/2016    EUR     67.55
Vontobel Financial Prod    4.00  3/24/2017    EUR     68.21
Goldman Sachs & Co Wert   25.00 10/26/2016    EUR     72.30
Goldman Sachs & Co Wert   13.00 12/21/2016    EUR     73.01
Goldman Sachs & Co Wert   12.00  1/25/2017    EUR     73.89
Goldman Sachs & Co Wert   17.00  1/25/2017    EUR     68.70
Goldman Sachs & Co Wert   22.00  1/25/2017    EUR     64.67
Goldman Sachs & Co Wert   12.00  2/22/2017    EUR     74.70
Goldman Sachs & Co Wert   15.00  3/22/2017    EUR     70.29
Goldman Sachs & Co Wert   17.00  6/21/2017    EUR     68.69
Goldman Sachs & Co Wert   14.00 12/20/2017    EUR     73.31
Goldman Sachs & Co Wert    7.00 10/26/2016    EUR     63.55
Goldman Sachs & Co Wert    8.00 12/21/2016    EUR     61.53
Goldman Sachs & Co Wert   10.00  1/25/2017    EUR     57.35
Goldman Sachs & Co Wert    4.00  2/22/2017    EUR     71.89
Goldman Sachs & Co Wert    7.00  2/22/2017    EUR     62.50
Goldman Sachs & Co Wert   10.00  2/22/2017    EUR     58.12
Goldman Sachs & Co Wert    6.00  9/20/2017    EUR     64.87
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     58.88
Goldman Sachs & Co Wert    6.00  9/20/2017    EUR     67.76
Goldman Sachs & Co Wert    5.00 12/20/2017    EUR     67.54
Credit Suisse AG/London    6.00  1/23/2017    CHF     71.56
DekaBank Deutsche Giroz    7.40  1/13/2017    EUR     72.07
Landesbank Baden-Wuertt    7.60 12/23/2016    EUR     55.05
DZ Bank AG Deutsche Zen    5.75 12/23/2016    EUR     61.40
Landesbank Baden-Wuertt    3.00  1/27/2017    EUR     71.76
Landesbank Baden-Wuertt    4.00  1/27/2017    EUR     68.55
Landesbank Baden-Wuertt    5.00  1/27/2017    EUR     66.04
Deutsche Bank AG           5.20  2/22/2017    EUR     71.60
Deutsche Bank AG           7.20  2/22/2017    EUR     72.40
Deutsche Bank AG           7.20  2/22/2017    EUR     72.50
Vontobel Financial Prod   10.00 12/23/2016    EUR     56.40
Vontobel Financial Prod   13.15 12/23/2016    EUR     73.80
Vontobel Financial Prod   12.95  3/24/2017    EUR     72.63
DZ Bank AG Deutsche Zen   15.50  1/27/2017    EUR     60.30
UBS AG/London              9.40  4/18/2017    EUR     72.06
DZ Bank AG Deutsche Zen    5.75 12/19/2016    EUR     70.17
DZ Bank AG Deutsche Zen    6.00  3/20/2017    EUR     71.59
Bank Julius Baer & Co L    9.00  1/19/2017    CHF     67.40
HSBC Trinkaus & Burkhar    8.80  6/23/2017    EUR     74.22
HSBC Trinkaus & Burkhar   11.00 12/23/2016    EUR     54.30
HSBC Trinkaus & Burkhar    7.40 12/23/2016    EUR     58.58
HSBC Trinkaus & Burkhar    6.00 10/28/2016    EUR     60.35
HSBC Trinkaus & Burkhar    8.80  1/27/2017    EUR     57.06
Vontobel Financial Prod    4.70  12/9/2016    EUR     70.82
Vontobel Financial Prod   13.50  3/24/2017    EUR     67.44
Societe Generale SA        5.10   9/5/2017    EUR     71.95
Leonteq Securities AG      6.00  1/30/2017    CHF     68.33
HSBC Trinkaus & Burkhar    5.00  1/30/2018    EUR     67.62
DekaBank Deutsche Giroz    2.75  7/17/2019    EUR     55.19
Vontobel Financial Prod    6.20   2/4/2019    EUR     71.08
BNP Paribas Emissions-     7.50 12/22/2016    EUR     72.97
BNP Paribas Emissions-    10.00 12/22/2016    EUR     64.73
BNP Paribas Emissions-    10.00 12/22/2016    EUR     66.19
BNP Paribas Emissions-     7.50 12/22/2016    EUR     73.84
BNP Paribas Emissions-    10.00 12/22/2016    EUR     67.69
BNP Paribas Emissions-     5.00 12/22/2016    EUR     71.24
BNP Paribas Emissions-     6.00 12/22/2016    EUR     67.60
BNP Paribas Emissions-     7.00 12/22/2016    EUR     64.36
BNP Paribas Emissions-     7.50 12/22/2016    EUR     62.88
BNP Paribas Emissions-     9.50 12/22/2016    EUR     71.49
BNP Paribas Emissions-     6.00 12/22/2016    EUR     71.41
BNP Paribas Emissions-     6.50 12/22/2016    EUR     67.90
BNP Paribas Emissions-     8.50 12/22/2016    EUR     62.10
BNP Paribas Emissions-     9.00 12/22/2016    EUR     59.49
BNP Paribas Emissions-     6.00 12/22/2016    EUR     53.08
BNP Paribas Emissions-     6.50 12/22/2016    EUR     50.96
BNP Paribas Emissions-     8.00 12/22/2016    EUR     47.36
BNP Paribas Emissions-     9.00 12/22/2016    EUR     45.85
BNP Paribas Emissions-     5.50 12/22/2016    EUR     66.06
BNP Paribas Emissions-    10.00 12/22/2016    EUR     55.56
Notenstein La Roche Pri    8.00   2/6/2017    EUR     62.98
Landesbank Hessen-Thuer    8.25   3/6/2020    EUR     74.19
Leonteq Securities AG      6.00  2/20/2017    CHF     56.76
Bayerische Landesbank      3.00   3/9/2018    EUR     74.26
Notenstein La Roche Pri    8.80  2/13/2017    CHF     72.40
DekaBank Deutsche Giroz    2.75   2/2/2018    EUR     65.82
Commerzbank AG             5.24  2/16/2017    EUR     58.27
Leonteq Securities AG      7.20   3/6/2017    CHF     59.97
Leonteq Securities AG      7.80  2/27/2017    EUR     56.24
Notenstein La Roche Pri    5.00  2/27/2019    CHF     63.01
Notenstein La Roche Pri    5.70  2/27/2019    CHF     62.71
DekaBank Deutsche Giroz    2.40  2/17/2017    EUR     58.45
UniCredit Bank AG          5.00  6/25/2019    EUR     47.24
Landesbank Hessen-Thuer    5.00  3/27/2019    EUR     56.17
Bayerische Landesbank      2.60  3/29/2018    EUR     50.48
EFG International Finan    7.20  2/25/2019    EUR     46.36
Leonteq Securities AG      5.20   3/6/2017    CHF     65.77
DekaBank Deutsche Giroz    2.50  2/24/2017    EUR     73.67
DekaBank Deutsche Giroz    3.05  2/25/2019    EUR     72.27
BNP Paribas Emissions-     8.00 12/22/2016    EUR     69.90
BNP Paribas Emissions-     9.00 12/22/2016    EUR     72.18
BNP Paribas Emissions-     6.00 12/22/2016    EUR     70.07
BNP Paribas Emissions-     8.50 12/22/2016    EUR     63.68
BNP Paribas Emissions-     8.50 12/22/2016    EUR     69.49
BNP Paribas Emissions-     9.00 12/22/2016    EUR     72.43
BNP Paribas Emissions-    10.00 12/22/2016    EUR     70.07
BNP Paribas Emissions-     5.50 12/22/2016    EUR     67.67
BNP Paribas Emissions-     8.00 12/22/2016    EUR     59.26
BNP Paribas Emissions-    11.00 12/22/2016    EUR     71.63
BNP Paribas Emissions-     6.00 12/22/2016    EUR     46.90
BNP Paribas Emissions-     7.50 12/22/2016    EUR     43.89
BNP Paribas Emissions-     8.00 12/22/2016    EUR     42.50
Vontobel Financial Prod    5.35   3/3/2017    EUR     41.17
Vontobel Financial Prod    5.40   3/3/2017    EUR     57.85
EFG International Finan    8.99   9/4/2017    EUR     29.79
Landesbank Hessen-Thuer    4.00   4/8/2019    EUR     57.90
Bank Julius Baer & Co L    6.50   3/6/2017    CHF     64.55
Leonteq Securities AG      5.25  3/19/2018    CHF     68.17
Notenstein La Roche Pri    6.50  3/13/2017    EUR     45.22
DZ Bank AG Deutsche Zen    2.00 12/16/2016    EUR     64.58
Vontobel Financial Prod    4.60 12/23/2016    EUR     61.42
Notenstein La Roche Pri    7.00  3/10/2017    EUR     72.06
Leonteq Securities AG      7.00  9/20/2017    CHF     71.67
Commerzbank AG             7.20   3/9/2017    EUR     70.77
Credit Suisse AG/Nassau    6.25  9/26/2016    CHF     58.91
Deutsche Bank AG           6.20 12/20/2016    EUR     60.70
Deutsche Bank AG           5.20 12/20/2016    EUR     60.50
Deutsche Bank AG           5.20 12/20/2016    EUR     57.60
Deutsche Bank AG           6.20 12/20/2016    EUR     74.50
Deutsche Bank AG           5.20 12/20/2016    EUR     74.30
Deutsche Bank AG           6.20 12/20/2016    EUR     71.70
Deutsche Bank AG           5.20 12/20/2016    EUR     71.50
Deutsche Bank AG           6.20 12/20/2016    EUR     73.30
Deutsche Bank AG           5.20 12/20/2016    EUR     73.00
Deutsche Bank AG           5.20 12/20/2016    EUR     69.80
Deutsche Bank AG           6.20 12/20/2016    EUR     70.00
Deutsche Bank AG           5.20 12/20/2016    EUR     61.10
Deutsche Bank AG           6.20 12/20/2016    EUR     61.30
Deutsche Bank AG           6.20 12/20/2016    EUR     58.60
Deutsche Bank AG           5.20 12/20/2016    EUR     58.40
Deutsche Bank AG           5.20 12/20/2016    EUR     55.90
Deutsche Bank AG           6.20 12/20/2016    EUR     56.10
Deutsche Bank AG           6.20 12/20/2016    EUR     45.20
Deutsche Bank AG           5.20 12/20/2016    EUR     45.00
Deutsche Bank AG           5.20 12/20/2016    EUR     43.40
Deutsche Bank AG           6.20 12/20/2016    EUR     43.60
Deutsche Bank AG           6.20 12/20/2016    EUR     42.10
Deutsche Bank AG           5.20 12/20/2016    EUR     41.90
Deutsche Bank AG           5.20 12/20/2016    EUR     40.50
Deutsche Bank AG           6.20 12/20/2016    EUR     40.70
Deutsche Bank AG           5.20 12/20/2016    EUR     68.70
Deutsche Bank AG           6.20 12/20/2016    EUR     69.00
Deutsche Bank AG           5.20 12/20/2016    EUR     66.20
Deutsche Bank AG           6.20 12/20/2016    EUR     66.50
Deutsche Bank AG           6.20 12/20/2016    EUR     56.50
Deutsche Bank AG           5.20 12/20/2016    EUR     56.30
Deutsche Bank AG           5.20 12/20/2016    EUR     54.30
Deutsche Bank AG           6.20 12/20/2016    EUR     61.90
Deutsche Bank AG           6.20 12/20/2016    EUR     57.90
Deutsche Bank AG           5.20 12/20/2016    EUR     55.10
Deutsche Bank AG           6.20 12/20/2016    EUR     55.30
Commerzbank AG             5.80  10/8/2017    EUR     67.61
DZ Bank AG Deutsche Zen    5.20   9/8/2017    EUR     71.37
DZ Bank AG Deutsche Zen    5.60   9/8/2017    EUR     67.90
Landesbank Hessen-Thuer    6.75  4/17/2020    EUR     67.24
DekaBank Deutsche Giroz    3.75  3/10/2017    EUR     65.32
HSBC Trinkaus & Burkhar   14.90 12/23/2016    EUR     74.41
Societe Generale Effekt   12.01 12/23/2016    EUR     74.71
Societe Generale Effekt   16.52 12/23/2016    EUR     66.88
Societe Generale Effekt   17.96  6/23/2017    EUR     74.40
Societe Generale Effekt   20.75  6/23/2017    EUR     71.52
Goldman Sachs & Co Wert   22.00  3/22/2017    EUR     67.33
Vontobel Financial Prod   10.00  3/24/2017    EUR     74.19
HSBC Trinkaus & Burkhar   14.80  3/24/2017    EUR     73.65
Societe Generale Effekt   12.85 12/23/2016    EUR     72.92
Societe Generale Effekt   14.61 12/23/2016    EUR     69.78
Societe Generale Effekt   16.37 12/23/2016    EUR     70.75
Goldman Sachs & Co Wert   19.00  4/26/2017    EUR     70.53
Goldman Sachs & Co Wert   21.00  4/26/2017    EUR     68.81
Goldman Sachs & Co Wert   17.00  9/20/2017    EUR     72.98
Royal Bank of Scotland     6.20   9/7/2018    GBP      1.07
Landesbank Baden-Wuertt    3.00 11/25/2016    EUR     59.45
Exane Finance              6.25 12/20/2019    SEK     65.30
Credit Suisse AG/London    7.80  7/31/2020    USD      8.91
UniCredit Bank AG          4.00 12/22/2016    EUR     74.06
UniCredit Bank AG          4.20 12/22/2016    EUR     73.21
UniCredit Bank AG          4.20 12/22/2016    EUR     69.75
UniCredit Bank AG          4.40 12/22/2016    EUR     69.33
UniCredit Bank AG          4.60 12/22/2016    EUR     66.70
UniCredit Bank AG          4.00 12/22/2016    EUR     72.64
UniCredit Bank AG          4.60 12/22/2016    EUR     68.02
Vontobel Financial Prod    3.50 12/23/2016    EUR     57.53
Vontobel Financial Prod    9.00 12/23/2016    EUR     48.45
DZ Bank AG Deutsche Zen    7.75 11/25/2016    EUR     74.03
DZ Bank AG Deutsche Zen    7.75 12/23/2016    EUR     74.62
DZ Bank AG Deutsche Zen    9.75 11/25/2016    EUR     61.34
DZ Bank AG Deutsche Zen    8.75 11/25/2016    EUR     46.69
DZ Bank AG Deutsche Zen    7.00  3/24/2017    EUR     49.83
DZ Bank AG Deutsche Zen    8.25 11/25/2016    EUR     74.62
Rinol AG                   5.50 10/15/2006    DEM      0.00
KPNQwest NV                7.13   6/1/2009    EUR      0.56
Bayerische Landesbank      2.70  8/10/2018    EUR     72.16
HSBC Trinkaus & Burkhar    5.50  1/31/2017    EUR     63.80
Goldman Sachs & Co Wert    5.00  3/22/2017    EUR     65.49
Goldman Sachs & Co Wert    7.00  3/22/2017    EUR     60.82
Goldman Sachs & Co Wert    7.00  6/21/2017    EUR     61.36
Goldman Sachs & Co Wert    5.00  6/21/2017    EUR     51.00
Goldman Sachs & Co Wert    5.00  6/21/2017    EUR     53.02
Goldman Sachs & Co Wert   16.00 12/21/2016    EUR     68.65
Notenstein La Roche Pri    4.20  7/17/2019    CHF     69.20
Landesbank Baden-Wuertt    2.60 12/23/2016    EUR     73.05
Vontobel Financial Prod    4.65  7/24/2017    EUR     61.20
Raiffeisen Centrobank A    7.05  3/22/2017    EUR     71.64
Credit Suisse AG/Nassau    6.00  1/23/2017    CHF     65.21
BNP Paribas Emissions-     4.00  7/27/2017    EUR     65.09
BNP Paribas Emissions-     4.00 10/27/2016    EUR     66.51
BNP Paribas Emissions-     5.50 10/27/2016    EUR     61.54
BNP Paribas Emissions-     3.50  7/27/2017    EUR     70.13
Notenstein La Roche Pri    3.00  7/31/2018    CHF     72.80
Goldman Sachs & Co Wert   16.00 12/21/2016    EUR     70.35
Notenstein La Roche Pri    5.70  1/24/2019    CHF     74.27
Leonteq Securities AG      9.00 10/24/2016    EUR     68.46
Commerzbank AG             6.00   2/5/2018    EUR     73.43
Leonteq Securities AG     11.00   1/9/2017    EUR     59.40
Vontobel Financial Prod   11.90  10/7/2016    EUR     73.34
Credit Suisse AG/London    7.80  7/16/2025    USD      8.57
JP Morgan Structured Pr    3.60  7/17/2017    USD     60.67
Landesbank Baden-Wuertt    2.90  7/27/2018    EUR     50.32
Landesbank Baden-Wuertt    2.70  7/26/2019    EUR     70.46
Landesbank Baden-Wuertt    2.55  7/26/2019    EUR     72.92
Credit Suisse AG/London    7.00  7/31/2025    USD      9.91
Leonteq Securities AG      8.00 10/31/2016    CHF     69.18
UniCredit Bank AG          4.20 12/22/2016    EUR     72.34
UniCredit Bank AG          4.00 12/22/2016    EUR     73.15
UniCredit Bank AG          4.20 12/22/2016    EUR     70.22
UniCredit Bank AG          4.40 12/22/2016    EUR     68.42
UniCredit Bank AG          4.60 12/22/2016    EUR     67.57
UniCredit Bank AG          4.00 12/22/2016    EUR     74.97
UniCredit Bank AG          4.00 12/22/2016    EUR     72.13
UniCredit Bank AG          4.20 12/22/2016    EUR     71.19
UniCredit Bank AG          4.20 12/22/2016    EUR     70.70
UniCredit Bank AG          4.40 12/22/2016    EUR     68.87
UniCredit Bank AG          4.60 12/22/2016    EUR     67.14
UniCredit Bank AG          4.20 12/22/2016    EUR     71.48
UBS AG/London             10.10  3/10/2017    EUR     71.44
DZ Bank AG Deutsche Zen    8.00  3/24/2017    EUR     71.77
DZ Bank AG Deutsche Zen   10.00 12/23/2016    EUR     72.14
DZ Bank AG Deutsche Zen    8.00  3/24/2017    EUR     73.62
DZ Bank AG Deutsche Zen    8.50 11/25/2016    EUR     74.15
DZ Bank AG Deutsche Zen    5.50 11/25/2016    EUR     67.60
DZ Bank AG Deutsche Zen    7.75 12/23/2016    EUR     48.26
DZ Bank AG Deutsche Zen   15.00 11/25/2016    EUR     66.83
Notenstein La Roche Pri    8.99  7/22/2019    EUR     54.20
Leonteq Securities AG     16.00 10/31/2016    CHF     47.46
Leonteq Securities AG      9.00 10/31/2016    EUR     51.92
UniCredit Bank AG          4.00 12/22/2016    EUR     71.64
UniCredit Bank AG          4.40 12/22/2016    EUR     70.70
UniCredit Bank AG          4.40 12/22/2016    EUR     69.88
DZ Bank AG Deutsche Zen    6.00  3/24/2017    EUR     70.93
Vontobel Financial Prod    9.75 12/23/2016    EUR     74.81
Vontobel Financial Prod   12.50 12/23/2016    EUR     71.14
Vontobel Financial Prod    6.10 12/23/2016    EUR     51.87
Vontobel Financial Prod    7.50 12/23/2016    EUR     50.06
DZ Bank AG Deutsche Zen    9.00  3/24/2017    EUR     72.60
DZ Bank AG Deutsche Zen    5.75 11/25/2016    EUR     49.61
DZ Bank AG Deutsche Zen   12.75 12/23/2016    EUR     69.12
DZ Bank AG Deutsche Zen    9.75  3/24/2017    EUR     70.55
Bank Julius Baer & Co L   11.10 11/23/2016    CHF     60.25
Lehman Brothers Treasur    9.25  6/20/2012    USD      0.75
Lehman Brothers Treasur    3.00  9/13/2010    JPY     11.88
Vontobel Financial Prod   16.00 12/23/2016    EUR     74.63
Soyuz AKB OAO             11.25  6/11/2020    RUB     60.30
MRSK Yuga PJSC            13.50   6/8/2020    RUB     70.00
Societe Generale SA        0.50   8/4/2021    BRL     61.00
Lehman Brothers Treasur    5.25 11/21/2009    USD      0.75
Vontobel Financial Prod   12.00  3/24/2017    EUR     70.38
Vontobel Financial Prod   14.00  3/24/2017    EUR     68.02
Vontobel Financial Prod   16.00  3/24/2017    EUR     65.96
Vontobel Financial Prod   17.00  3/24/2017    EUR     65.03
DZ Bank AG Deutsche Zen    9.00  6/19/2017    EUR     74.30
Deutsche Bank AG           7.20 12/20/2016    EUR     74.80
Deutsche Bank AG           5.20 12/20/2016    EUR     74.30
Bank Nederlandse Gemeen    0.50  6/22/2021    ZAR     66.22
DZ Bank AG Deutsche Zen   16.00 12/23/2016    EUR     72.83
Goldman Sachs & Co Wert   10.00  6/21/2017    EUR     67.64
Goldman Sachs & Co Wert   11.00  6/21/2017    EUR     68.38
Goldman Sachs & Co Wert   10.00  6/21/2017    EUR     63.92
Goldman Sachs & Co Wert   11.00  6/21/2017    EUR     64.66
Deutsche Bank AG           5.20  6/20/2017    EUR     74.60
Societe Generale SA        0.50  6/12/2023    RUB     57.55
Bank VTB 24 JSC            3.00 11/26/2043    RUB     60.03
Vontobel Financial Prod   18.50 12/23/2016    EUR     71.34
Societe Generale SA        0.50   7/6/2021    BRL     61.42
Vontobel Financial Prod   15.00  3/24/2017    EUR     74.30
Goldman Sachs & Co Wert   24.00 10/26/2016    EUR     72.76
Goldman Sachs & Co Wert   22.00 11/23/2016    EUR     74.25
Goldman Sachs & Co Wert   24.00 12/21/2016    EUR     72.19
Goldman Sachs & Co Wert   23.00  2/22/2017    EUR     72.23
Goldman Sachs & Co Wert   22.00  3/22/2017    EUR     73.43
Goldman Sachs & Co Wert   25.00  1/25/2017    EUR     71.17
Goldman Sachs & Co Wert   24.00 11/23/2016    EUR     73.49
Goldman Sachs & Co Wert   22.00 12/21/2016    EUR     74.82
DZ Bank AG Deutsche Zen    8.00 12/23/2016    EUR     68.23
DZ Bank AG Deutsche Zen    8.00  3/24/2017    EUR     69.91
HSBC Trinkaus & Burkhar   15.50 12/23/2016    EUR     65.13
HSBC Trinkaus & Burkhar    8.60  6/23/2017    EUR     73.79
HSBC Trinkaus & Burkhar    9.20  9/22/2017    EUR     72.39
HSBC Trinkaus & Burkhar   14.50 10/28/2016    EUR     66.21
HSBC Trinkaus & Burkhar    9.50 10/28/2016    EUR     74.14
HSBC Trinkaus & Burkhar   13.70 11/25/2016    EUR     67.17
HSBC Trinkaus & Burkhar    9.10 11/25/2016    EUR     74.69
HSBC Trinkaus & Burkhar   11.80  2/24/2017    EUR     69.59
HSBC Trinkaus & Burkhar   13.70  3/24/2017    EUR     74.78
DZ Bank AG Deutsche Zen   15.00  2/24/2017    EUR     71.38
HSBC Trinkaus & Burkhar   10.70 12/23/2016    EUR     71.32
HSBC Trinkaus & Burkhar   13.20  3/24/2017    EUR     67.73
HSBC Trinkaus & Burkhar    9.60  3/24/2017    EUR     72.93
HSBC Trinkaus & Burkhar   12.30  6/23/2017    EUR     68.42
HSBC Trinkaus & Burkhar   11.60  6/23/2017    EUR     69.41
HSBC Trinkaus & Burkhar   16.50 12/23/2016    EUR     72.18
Goldman Sachs & Co Wert   25.00 10/26/2016    EUR     73.64
Goldman Sachs & Co Wert   25.00 11/23/2016    EUR     73.98
Goldman Sachs & Co Wert   20.00 11/23/2016    EUR     62.83
Goldman Sachs & Co Wert   24.00 12/21/2016    EUR     59.60
Goldman Sachs & Co Wert   18.00 10/26/2016    EUR     64.43
Goldman Sachs & Co Wert   15.00  3/22/2017    EUR     66.86
Goldman Sachs & Co Wert   15.00  6/21/2017    EUR     67.51
Goldman Sachs & Co Wert   17.00  6/21/2017    EUR     66.39
Goldman Sachs & Co Wert   10.00  9/20/2017    EUR     74.78
Goldman Sachs & Co Wert   14.00  2/22/2017    EUR     68.57
Goldman Sachs & Co Wert   13.00 12/20/2017    EUR     69.64
Goldman Sachs & Co Wert   10.00 12/21/2016    EUR     72.01
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     71.43
Goldman Sachs & Co Wert    8.00 12/20/2017    EUR     73.21
Commerzbank AG            14.00 11/24/2016    EUR     69.10
Commerzbank AG            13.50  1/26/2017    EUR     71.15
Deutsche Bank AG           7.20 12/20/2016    EUR     72.60
Deutsche Bank AG           5.20 12/20/2016    EUR     68.00
Deutsche Bank AG           3.20  3/21/2017    EUR     71.70
Deutsche Bank AG           7.20  3/21/2017    EUR     73.70
Deutsche Bank AG           3.20  3/21/2017    EUR     67.90
Deutsche Bank AG           7.20  3/21/2017    EUR     69.90
Deutsche Bank AG           5.20  3/21/2017    EUR     68.90
Deutsche Bank AG           7.20  6/20/2017    EUR     74.50
Deutsche Bank AG           9.20 12/20/2016    EUR     73.10
Deutsche Bank AG           9.20 12/20/2016    EUR     69.00
Deutsche Bank AG           9.20  3/21/2017    EUR     70.90
DZ Bank AG Deutsche Zen   12.25  2/24/2017    EUR     71.56
DZ Bank AG Deutsche Zen    9.75  3/24/2017    EUR     74.20
Vontobel Financial Prod   10.05  12/9/2016    EUR     74.94
Goldman Sachs & Co Wert   15.00 10/26/2016    EUR     67.89
Goldman Sachs & Co Wert   14.00 11/23/2016    EUR     68.88
Goldman Sachs & Co Wert   22.00 11/23/2016    EUR     60.16
Goldman Sachs & Co Wert   14.00 12/21/2016    EUR     69.86
Goldman Sachs & Co Wert   18.00 12/21/2016    EUR     63.86
Goldman Sachs & Co Wert   19.00  1/25/2017    EUR     62.99
Goldman Sachs & Co Wert   15.00  1/25/2017    EUR     67.88
Goldman Sachs & Co Wert   22.00  1/25/2017    EUR     61.30
Goldman Sachs & Co Wert   24.00 10/26/2016    EUR     58.61
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     74.85
Goldman Sachs & Co Wert   19.00  3/22/2017    EUR     63.23
Goldman Sachs & Co Wert   15.00  9/20/2017    EUR     68.51
Goldman Sachs & Co Wert   18.00  2/22/2017    EUR     64.04
Goldman Sachs & Co Wert   21.00  2/22/2017    EUR     62.59
Goldman Sachs & Co Wert   10.00 12/20/2017    EUR     73.70
Goldman Sachs & Co Wert   22.00  2/22/2017    EUR     70.45
Goldman Sachs & Co Wert   10.00  1/25/2017    EUR     71.45
Goldman Sachs & Co Wert    8.00  9/20/2017    EUR     71.90
Goldman Sachs & Co Wert   10.00  2/22/2017    EUR     71.35
Deutsche Bank AG           3.20 12/20/2016    EUR     71.60
Deutsche Bank AG           5.20 12/20/2016    EUR     72.10
Deutsche Bank AG           3.20 12/20/2016    EUR     67.60
Deutsche Bank AG           7.20 12/20/2016    EUR     68.50
Deutsche Bank AG           5.20  3/21/2017    EUR     72.70
Deutsche Bank AG           5.20  6/20/2017    EUR     73.00
Deutsche Bank AG           5.20  6/20/2017    EUR     69.50
Deutsche Bank AG           3.20  6/20/2017    EUR     68.00
Deutsche Bank AG           3.20  6/20/2017    EUR     71.50
Deutsche Bank AG           9.20  3/21/2017    EUR     74.70
Deutsche Bank AG           3.20  6/20/2017    EUR     74.10
Bank Julius Baer & Co L    9.40   2/9/2017    CHF     50.15
DZ Bank AG Deutsche Zen   12.00 12/23/2016    EUR     72.99
SAir Group                 5.13   3/1/2003    CHF     11.00
Bank Julius Baer & Co L    6.00  7/24/2017    CHF     64.50
Region Kapital OOO        14.50  7/10/2018    RUB     60.10
Soyuz AKB OAO             11.50 10/11/2018    RUB     60.15
Barclays Bank PLC          3.38  1/31/2029    USD     68.25
Risland OOO                9.25  1/10/2019    RUB     61.03
Lehman Brothers Treasur    8.28  3/26/2009    USD      0.75
Lehman Brothers Treasur    6.85 12/22/2008    EUR      0.75
Lehman Brothers Treasur    4.35   8/8/2016    SGD      9.63
Lehman Brothers Treasur    4.50   3/6/2013    CHF      0.75
Lehman Brothers Treasur    4.00  4/24/2009    USD      0.75
Lehman Brothers Treasur    9.00  6/13/2009    USD      0.75
Lehman Brothers Treasur    9.00  3/17/2009    GBP      0.75
Lehman Brothers Treasur    7.00 11/28/2008    CHF      0.75
Lehman Brothers Treasur    7.38  9/20/2008    EUR      0.75
Lehman Brothers Treasur    3.85  4/24/2009    USD      0.75
Lehman Brothers Treasur    7.25  10/6/2008    EUR      0.75
Lehman Brothers Treasur   10.50   8/9/2010    EUR      0.75
Lehman Brothers Treasur    8.00  5/22/2009    USD      0.75
Lehman Brothers Treasur    4.50  7/24/2014    EUR      0.75
DZ Bank AG Deutsche Zen    8.00 12/23/2016    EUR     66.13
DZ Bank AG Deutsche Zen    8.00  6/23/2017    EUR     71.21
UBS AG/London              9.20  4/18/2017    EUR     74.89
HSBC Trinkaus & Burkhar    6.90  3/24/2017    EUR     60.13
HSBC Trinkaus & Burkhar    7.60  6/23/2017    EUR     59.49
HSBC Trinkaus & Burkhar   13.60  3/24/2017    EUR     71.98
Vontobel Financial Prod    5.55  3/10/2017    EUR     71.83
Deutsche Bank AG           5.20  1/25/2017    EUR     55.90
Deutsche Bank AG           7.20  1/25/2017    EUR     72.00
Deutsche Bank AG           5.20  1/25/2017    EUR     71.30
Deutsche Bank AG           5.20 12/20/2016    EUR     64.40
Deutsche Bank AG           6.20 12/20/2016    EUR     64.60
Deutsche Bank AG           7.20 12/20/2016    EUR     64.90
Deutsche Bank AG           5.20 12/20/2016    EUR     61.10
Deutsche Bank AG           6.20 12/20/2016    EUR     61.30
Deutsche Bank AG           7.20 12/20/2016    EUR     61.60
Deutsche Bank AG           5.20 12/20/2016    EUR     58.10
Deutsche Bank AG           7.20 12/20/2016    EUR     71.40
DZ Bank AG Deutsche Zen    6.25  3/20/2017    EUR     73.39
DZ Bank AG Deutsche Zen    8.00 12/19/2016    EUR     54.00
DZ Bank AG Deutsche Zen    6.00  1/25/2017    EUR     61.97
BNP Paribas Emissions-    27.00 12/22/2016    EUR     56.85
BNP Paribas Emissions-    10.00 12/21/2017    EUR     68.48
BNP Paribas Emissions-    28.00 12/21/2017    EUR     68.57
BNP Paribas Emissions-    18.00 12/22/2016    EUR     69.27
BNP Paribas Emissions-    24.00 12/22/2016    EUR     64.15
BNP Paribas Emissions-    20.00  3/23/2017    EUR     68.35
BNP Paribas Emissions-    28.00  6/22/2017    EUR     64.88
BNP Paribas Emissions-    15.00 12/21/2017    EUR     73.74
BNP Paribas Emissions-     6.00 12/22/2016    EUR     68.01
BNP Paribas Emissions-    10.00 12/22/2016    EUR     59.04
BNP Paribas Emissions-     6.00  3/23/2017    EUR     65.72
BNP Paribas Emissions-    18.00  6/22/2017    EUR     70.18
BNP Paribas Emissions-    26.00  6/22/2017    EUR     65.76
BNP Paribas Emissions-    22.00 12/21/2017    EUR     69.90
BNP Paribas Emissions-    26.00 12/21/2017    EUR     68.77
BNP Paribas Emissions-     5.00 12/21/2017    EUR     70.16
BNP Paribas Emissions-    23.00 12/21/2017    EUR     58.27
BNP Paribas Emissions-    18.00  3/23/2017    EUR     70.17
BNP Paribas Emissions-    22.00  3/23/2017    EUR     67.77
BNP Paribas Emissions-    28.00  3/23/2017    EUR     63.58
BNP Paribas Emissions-    22.00 12/21/2017    EUR     69.80
BNP Paribas Emissions-    28.00 12/21/2017    EUR     74.45
BNP Paribas Emissions-    28.00  6/22/2017    EUR     74.41
BNP Paribas Emissions-    19.00 12/21/2017    EUR     71.87
BNP Paribas Emissions-    18.00 12/22/2016    EUR     71.14
BNP Paribas Emissions-    15.00  3/23/2017    EUR     74.38
BNP Paribas Emissions-    28.00  3/23/2017    EUR     63.92
BNP Paribas Emissions-    28.00  3/23/2017    EUR     73.13
BNP Paribas Emissions-    27.00  6/22/2017    EUR     74.73
BNP Paribas Emissions-    21.00 12/22/2016    EUR     73.50
BNP Paribas Emissions-    28.00 12/22/2016    EUR     68.52
BNP Paribas Emissions-    22.00  3/23/2017    EUR     72.79
BNP Paribas Emissions-    28.00  3/23/2017    EUR     69.50
BNP Paribas Emissions-    25.00 12/21/2017    EUR     72.96
BNP Paribas Emissions-    22.00  6/22/2017    EUR     73.00
BNP Paribas Emissions-    25.00 12/21/2017    EUR     72.89
BNP Paribas Emissions-    24.00 12/22/2016    EUR     73.62
BNP Paribas Emissions-    25.00 12/21/2017    EUR     74.24
BNP Paribas Emissions-    18.00  3/23/2017    EUR     72.77
BNP Paribas Emissions-    28.00  3/23/2017    EUR     64.84
BNP Paribas Emissions-    24.00  6/22/2017    EUR     73.39
BNP Paribas Emissions-    27.00  6/22/2017    EUR     71.49
BNP Paribas Emissions-    25.00 12/21/2017    EUR     74.53
BNP Paribas Emissions-    22.00  3/23/2017    EUR     74.95
BNP Paribas Emissions-    25.00 12/21/2017    EUR     74.51
BNP Paribas Emissions-    27.00 12/21/2017    EUR     73.66
BNP Paribas Emissions-    24.00 12/22/2016    EUR     74.38
BNP Paribas Emissions-    24.00  3/23/2017    EUR     74.54
BNP Paribas Emissions-    24.00 12/22/2016    EUR     71.66
BNP Paribas Emissions-    22.00 12/21/2017    EUR     73.63
BNP Paribas Emissions-    27.00 12/21/2017    EUR     72.10
BNP Paribas Emissions-    15.00 12/22/2016    EUR     69.33
BNP Paribas Emissions-    25.00 12/22/2016    EUR     56.19
BNP Paribas Emissions-    27.00 12/22/2016    EUR     54.04
BNP Paribas Emissions-    13.00  3/23/2017    EUR     73.87
BNP Paribas Emissions-    16.00  3/23/2017    EUR     68.47
BNP Paribas Emissions-    19.00  3/23/2017    EUR     64.06
BNP Paribas Emissions-    22.00  3/23/2017    EUR     60.59
BNP Paribas Emissions-    25.00  3/23/2017    EUR     57.90
BNP Paribas Emissions-    28.00  3/23/2017    EUR     55.83
BNP Paribas Emissions-    25.00  6/22/2017    EUR     59.40
BNP Paribas Emissions-    15.00 12/21/2017    EUR     71.86
BNP Paribas Emissions-    19.00 12/21/2017    EUR     66.84
BNP Paribas Emissions-    22.00 12/21/2017    EUR     64.45
BNP Paribas Emissions-    25.00 12/21/2017    EUR     63.52
BNP Paribas Emissions-    27.00 12/21/2017    EUR     63.03
BNP Paribas Emissions-    25.00  6/22/2017    EUR     66.97
BNP Paribas Emissions-    28.00 12/21/2017    EUR     69.34
BNP Paribas Emissions-     5.00 12/22/2016    EUR     61.96
BNP Paribas Emissions-     8.00 12/22/2016    EUR     55.14
BNP Paribas Emissions-    22.00 12/22/2016    EUR     68.26
BNP Paribas Emissions-    19.00  3/23/2017    EUR     69.91
BNP Paribas Emissions-    24.00  3/23/2017    EUR     66.85
BNP Paribas Emissions-    28.00  3/23/2017    EUR     64.19
BNP Paribas Emissions-    16.00  6/22/2017    EUR     72.34
BNP Paribas Emissions-    16.00 12/22/2016    EUR     46.35
BNP Paribas Emissions-     5.00  3/23/2017    EUR     62.69
BNP Paribas Emissions-     5.00  6/22/2017    EUR     62.18
BNP Paribas Emissions-    13.00  6/22/2017    EUR     51.40
BNP Paribas Emissions-    19.00  6/22/2017    EUR     48.92
BNP Paribas Emissions-     5.00 12/21/2017    EUR     63.27
BNP Paribas Emissions-    28.00 12/21/2017    EUR     55.57
BNP Paribas Emissions-    21.00 12/22/2016    EUR     70.90
BNP Paribas Emissions-    24.00  3/23/2017    EUR     69.91
Goldman Sachs & Co Wert    6.00  1/25/2017    EUR     68.51
Goldman Sachs & Co Wert   16.00  6/21/2017    EUR     57.20
Goldman Sachs & Co Wert    7.00  9/20/2017    EUR     65.85
Goldman Sachs & Co Wert    6.00 12/20/2017    EUR     68.77
Goldman Sachs & Co Wert    7.00 12/20/2017    EUR     67.25
Societe Generale Effekt   14.09 12/23/2016    EUR     72.42
Societe Generale Effekt    2.76 12/23/2016    EUR     73.80
Societe Generale Effekt    3.78 12/23/2016    EUR     69.84
Societe Generale Effekt    4.88 12/23/2016    EUR     66.43
Societe Generale Effekt    6.26 12/23/2016    EUR     63.28
Societe Generale Effekt    8.66 12/23/2016    EUR     59.28
Societe Generale Effekt   10.40 12/23/2016    EUR     57.01
Societe Generale Effekt   12.34 12/23/2016    EUR     55.04
Societe Generale Effekt   14.36 12/23/2016    EUR     53.31
Societe Generale Effekt   13.54 12/23/2016    EUR     73.44
Societe Generale Effekt   16.20 12/23/2016    EUR     70.59
Vontobel Financial Prod    5.50 12/23/2016    EUR     64.11
Vontobel Financial Prod    8.00 12/23/2016    EUR     53.33
Vontobel Financial Prod    3.00  3/24/2017    EUR     74.80
Vontobel Financial Prod    4.55  3/24/2017    EUR     68.21
Vontobel Financial Prod    3.50  3/24/2017    EUR     72.98
Vontobel Financial Prod    4.00  3/24/2017    EUR     71.37
Vontobel Financial Prod    4.05  3/24/2017    EUR     69.74
Vontobel Financial Prod    4.55  3/24/2017    EUR     67.15
Vontobel Financial Prod    4.60  3/24/2017    EUR     65.93
Commerzbank AG             6.50  1/20/2017    EUR     69.65
Vontobel Financial Prod    8.00  1/27/2017    EUR     69.11
Vontobel Financial Prod    6.50  1/27/2017    EUR     72.58
DZ Bank AG Deutsche Zen    4.00  6/23/2017    EUR     68.03
Vontobel Financial Prod   10.00  1/27/2017    EUR     66.17
Vontobel Financial Prod   12.00  1/27/2017    EUR     63.59
Vontobel Financial Prod   14.00  1/27/2017    EUR     61.34
DZ Bank AG Deutsche Zen    8.00 12/19/2016    EUR     68.96
DZ Bank AG Deutsche Zen    9.10 12/19/2016    EUR     67.07
DZ Bank AG Deutsche Zen    7.40  3/20/2017    EUR     70.23
WGZ-Bank AG Westdeutsch    6.50  6/26/2017    EUR     74.71
HSBC Trinkaus & Burkhar   13.50 12/23/2016    EUR     57.35
HSBC Trinkaus & Burkhar    9.20 12/23/2016    EUR     62.00
HSBC Trinkaus & Burkhar   11.70  3/24/2017    EUR     59.81
HSBC Trinkaus & Burkhar    8.30  3/24/2017    EUR     63.75
HSBC Trinkaus & Burkhar    8.90  6/23/2017    EUR     63.06
HSBC Trinkaus & Burkhar    6.30  6/23/2017    EUR     67.05
HSBC Trinkaus & Burkhar    7.80 10/28/2016    EUR     63.82
HSBC Trinkaus & Burkhar   10.70  1/27/2017    EUR     60.39
HSBC Trinkaus & Burkhar    7.20  1/27/2017    EUR     65.46
DZ Bank AG Deutsche Zen    8.00  3/24/2017    EUR     68.86
DZ Bank AG Deutsche Zen    6.00 12/23/2016    EUR     65.20
DZ Bank AG Deutsche Zen    8.00 12/23/2016    EUR     67.10
DZ Bank AG Deutsche Zen    8.00  3/24/2017    EUR     68.84
DZ Bank AG Deutsche Zen    5.00  6/23/2017    EUR     66.75
DZ Bank AG Deutsche Zen    8.25 12/23/2016    EUR     72.09
DZ Bank AG Deutsche Zen   12.75 12/23/2016    EUR     65.33
DZ Bank AG Deutsche Zen    7.25  2/24/2017    EUR     72.65
DZ Bank AG Deutsche Zen   11.25  2/24/2017    EUR     66.79
DZ Bank AG Deutsche Zen    7.00  3/24/2017    EUR     72.85
DZ Bank AG Deutsche Zen   11.50  3/24/2017    EUR     67.71
DZ Bank AG Deutsche Zen    8.90 12/19/2016    EUR     73.81
DZ Bank AG Deutsche Zen    8.40  3/20/2017    EUR     74.97
DZ Bank AG Deutsche Zen   10.50 12/19/2016    EUR     65.86
DZ Bank AG Deutsche Zen    8.75  3/20/2017    EUR     67.31
UBS AG/London             11.00  1/27/2017    CHF     51.46
Deutsche Bank AG           7.20 12/20/2016    EUR     58.60
Deutsche Bank AG           6.20 12/20/2016    EUR     71.10
Deutsche Bank AG           5.20 12/20/2016    EUR     70.90
DZ Bank AG Deutsche Zen    4.00 12/23/2016    EUR     67.18
Vontobel Financial Prod    9.40 10/28/2016    EUR     66.76
BNP Paribas Emissions-     8.00  3/23/2017    EUR     74.43
BNP Paribas Emissions-    28.00  3/23/2017    EUR     57.99
BNP Paribas Emissions-    27.00 12/21/2017    EUR     64.24
BNP Paribas Emissions-    21.00 12/22/2016    EUR     74.98
BNP Paribas Emissions-    19.00  6/22/2017    EUR     69.25
BNP Paribas Emissions-    19.00  3/23/2017    EUR     69.20
BNP Paribas Emissions-     8.00  3/23/2017    EUR     63.49
BNP Paribas Emissions-    22.00  3/23/2017    EUR     51.26
BNP Paribas Emissions-    29.00  3/23/2017    EUR     49.58
BNP Paribas Emissions-    10.00 12/21/2017    EUR     61.24
BNP Paribas Emissions-    29.00 12/21/2017    EUR     67.90
BNP Paribas Emissions-    29.00  3/23/2017    EUR     73.61
BNP Paribas Emissions-    27.00 12/21/2017    EUR     68.30
Vontobel Financial Prod   18.00  3/24/2017    EUR     73.98
UBS AG/London              7.00  7/17/2017    CHF     45.18
Notenstein La Roche Pri    4.00  7/24/2019    CHF     69.96
Landesbank Baden-Wuertt    3.00  8/24/2018    EUR     73.97
Landesbank Baden-Wuertt    3.40  8/24/2018    EUR     71.00
Bank Julius Baer & Co L    9.60 10/28/2016    EUR     73.90
Credit Suisse AG/Nassau    7.00 11/11/2016    EUR     73.42
Credit Suisse AG/London    7.25   5/9/2017    CHF     72.41
DZ Bank AG Deutsche Zen   14.00 11/25/2016    EUR     73.24
DZ Bank AG Deutsche Zen    5.00 11/25/2016    EUR     70.36
DZ Bank AG Deutsche Zen    5.00 11/25/2016    EUR     74.83
DZ Bank AG Deutsche Zen    5.75 11/25/2016    EUR     73.75
DZ Bank AG Deutsche Zen    9.00 12/23/2016    EUR     70.16
DZ Bank AG Deutsche Zen    9.50 12/23/2016    EUR     66.15
Commerzbank AG             8.50 10/27/2016    EUR     74.89
Vontobel Financial Prod    6.90  12/9/2016    EUR     64.29
Vontobel Financial Prod   15.10 12/23/2016    EUR     72.32
Vontobel Financial Prod    8.25  3/10/2017    EUR     66.68
Vontobel Financial Prod    8.65  3/10/2017    EUR     44.44
Vontobel Financial Prod    9.00 12/23/2016    EUR     73.95
DZ Bank AG Deutsche Zen    7.00 12/19/2016    EUR     74.60
DZ Bank AG Deutsche Zen    5.00 12/19/2016    EUR     74.15
BNP Paribas Emissions-     3.50 12/22/2016    EUR     54.95
Vontobel Financial Prod   17.00 12/23/2016    EUR     69.03
UBS AG/London              6.10 11/25/2016    EUR     62.73
DZ Bank AG Deutsche Zen    7.10 11/23/2016    EUR     45.24
UBS AG/London              7.50  2/10/2017    EUR     65.89
UBS AG/London             10.90  2/10/2017    EUR     67.81
UBS AG/London              4.70  2/10/2017    EUR     47.20
UBS AG/London              8.40  12/9/2016    EUR     64.83
UBS AG/London             12.00  12/9/2016    EUR     73.82
Goldman Sachs & Co Wert   21.00 10/26/2016    EUR     73.39
Goldman Sachs & Co Wert   20.00 11/23/2016    EUR     74.82
Goldman Sachs & Co Wert   20.00 10/26/2016    EUR     70.53
Goldman Sachs & Co Wert   19.00 11/23/2016    EUR     71.93
Goldman Sachs & Co Wert   21.00 11/23/2016    EUR     69.37
Goldman Sachs & Co Wert   14.00 11/23/2016    EUR     40.03
Goldman Sachs & Co Wert   17.00 11/23/2016    EUR     38.13
Goldman Sachs & Co Wert   20.00 11/23/2016    EUR     70.41
Goldman Sachs & Co Wert   25.00 11/23/2016    EUR     73.52
Goldman Sachs & Co Wert   23.00 12/21/2016    EUR     74.88
Goldman Sachs & Co Wert   14.00 10/26/2016    EUR     70.75
Goldman Sachs & Co Wert   13.00 11/23/2016    EUR     71.78
Goldman Sachs & Co Wert   20.00 11/23/2016    EUR     64.65
Goldman Sachs & Co Wert   19.00 12/21/2016    EUR     65.93
Goldman Sachs & Co Wert   13.00  9/20/2017    EUR     73.45
Bank Julius Baer & Co L    9.80  11/7/2016    EUR     36.70
UBS AG/London             12.00  11/4/2016    CHF     28.48
Leonteq Securities AG     10.00 11/16/2016    CHF     69.86
UBS AG                     5.50 12/23/2016    EUR     71.11
UBS AG                    13.75 12/23/2016    EUR     67.12
UBS AG                     6.00 12/23/2016    EUR     73.55
UBS AG                     8.00 12/23/2016    EUR     68.79
UBS AG                     7.50 12/23/2016    EUR     40.77
UBS AG                     6.00 12/23/2016    EUR     73.04
UBS AG                     8.00 12/23/2016    EUR     69.57
UBS AG                     7.50 12/23/2016    EUR     67.53
UBS AG                     5.50 12/23/2016    EUR     44.13
UBS AG                    11.00 12/23/2016    EUR     72.17
Notenstein La Roche Pri    7.80  11/9/2016    CHF     55.37
Commerzbank AG             4.25 10/27/2016    EUR     49.81
Commerzbank AG             4.75 10/27/2016    EUR     48.73
Commerzbank AG             5.25 10/27/2016    EUR     47.70
Commerzbank AG             6.00 10/27/2016    EUR     46.72
Commerzbank AG             6.50 10/27/2016    EUR     45.79
Commerzbank AG             7.25 10/27/2016    EUR     44.91
Commerzbank AG             8.00 10/27/2016    EUR     44.07
Commerzbank AG             8.75 10/27/2016    EUR     43.25
Commerzbank AG             6.00 10/27/2016    EUR     74.04
Commerzbank AG             6.75 10/27/2016    EUR     72.42
Commerzbank AG             7.25 10/27/2016    EUR     70.85
Commerzbank AG             8.00 10/27/2016    EUR     69.38
Commerzbank AG             8.75 10/27/2016    EUR     67.97
Commerzbank AG             9.50 10/27/2016    EUR     66.62
Commerzbank AG            10.25 10/27/2016    EUR     65.40
Commerzbank AG            11.00 10/27/2016    EUR     64.16
Commerzbank AG            10.75 10/27/2016    EUR     72.44
Commerzbank AG            12.75 10/27/2016    EUR     69.04
Commerzbank AG            11.50 10/27/2016    EUR     67.84
DZ Bank AG Deutsche Zen    8.75 10/28/2016    EUR     63.66
DZ Bank AG Deutsche Zen    5.50 10/28/2016    EUR     44.60
DZ Bank AG Deutsche Zen    6.50 12/23/2016    EUR     43.41
Credit Suisse AG/London    8.00 10/31/2016    CHF     72.40
PKVIT OOO                 11.00 10/14/2020    RUB     62.27
Credit Suisse AG/London    8.50  11/3/2016    CHF     74.05
DZ Bank AG Deutsche Zen    7.50 12/19/2016    EUR     42.55
Commerzbank AG             7.50 10/27/2016    EUR     45.94
Vontobel Financial Prod   11.00 12/23/2016    EUR     74.63
Commerzbank AG            11.25 10/27/2016    EUR     67.93
Commerzbank AG             6.50 10/27/2016    EUR     73.68
Commerzbank AG             9.50 10/27/2016    EUR     68.48
Societe Generale Effekt    8.78  6/23/2017    EUR     74.91
Societe Generale Effekt    2.72 11/25/2016    EUR     54.73
Societe Generale Effekt    4.00 11/25/2016    EUR     51.29
Societe Generale Effekt    5.58 11/25/2016    EUR     48.36
Societe Generale Effekt    5.05  6/23/2017    EUR     56.30
Societe Generale Effekt    6.63  6/23/2017    EUR     53.44
Societe Generale Effekt    8.47  6/23/2017    EUR     50.91
Societe Generale Effekt    5.29 11/25/2016    EUR     43.77
Societe Generale Effekt    5.97 11/25/2016    EUR     42.62
Societe Generale Effekt    7.75 11/25/2016    EUR     40.26
Societe Generale Effekt    8.81  6/23/2017    EUR     46.06
Societe Generale Effekt    9.62  6/23/2017    EUR     45.20
Societe Generale Effekt   11.68  6/23/2017    EUR     43.52
Commerzbank AG             7.50 10/27/2016    EUR     68.66
Commerzbank AG             9.50 10/27/2016    EUR     65.23
Commerzbank AG            11.75 10/27/2016    EUR     62.18
Commerzbank AG            11.50 10/27/2016    EUR     73.57
Commerzbank AG            13.50 10/27/2016    EUR     70.44
Commerzbank AG             8.00 10/27/2016    EUR     72.27
Commerzbank AG            10.25 10/27/2016    EUR     68.87
Commerzbank AG             7.00 10/27/2016    EUR     46.57
Commerzbank AG             8.50 10/27/2016    EUR     43.90
Commerzbank AG            10.00 10/27/2016    EUR     41.63
Commerzbank AG            11.75 10/27/2016    EUR     39.63
Commerzbank AG            13.50 10/27/2016    EUR     37.85
Vontobel Financial Prod   13.00 12/23/2016    EUR     74.51
Credit Suisse AG/Nassau    8.00  11/7/2016    CHF     55.08
Commerzbank AG             9.00 10/27/2016    EUR     71.36
Landesbank Baden-Wuertt    5.00  4/28/2017    EUR     72.97
Landesbank Baden-Wuertt    3.00  4/28/2017    EUR     53.06
Landesbank Baden-Wuertt    4.00  4/28/2017    EUR     50.62
Landesbank Baden-Wuertt    5.00  4/28/2017    EUR     48.88
Landesbank Baden-Wuertt    3.00  4/28/2017    EUR     63.84
Landesbank Baden-Wuertt    4.00  4/28/2017    EUR     61.94
Leonteq Securities AG     16.40   2/6/2017    CHF     53.37
Leonteq Securities AG     10.00   2/6/2017    CHF     59.01
Commerzbank AG             7.00 10/27/2016    EUR     43.63
Vontobel Financial Prod   19.50 12/23/2016    EUR     66.53
Vontobel Financial Prod   15.50 12/23/2016    EUR     71.18
Vontobel Financial Prod   10.50 12/23/2016    EUR     73.02
Vontobel Financial Prod    8.00 12/23/2016    EUR     54.73
Vontobel Financial Prod    6.00 12/23/2016    EUR     57.19
Vontobel Financial Prod    4.50 12/23/2016    EUR     60.11
Vontobel Financial Prod   10.50 12/23/2016    EUR     52.68
Credit Suisse AG/London    8.00  3/29/2019    USD     10.08
Credit Suisse AG/London    8.00  3/29/2019    USD     10.10
DZ Bank AG Deutsche Zen   15.00 12/23/2016    EUR     72.60
DZ Bank AG Deutsche Zen   13.00  3/24/2017    EUR     74.78
DZ Bank AG Deutsche Zen   15.50  4/28/2017    EUR     73.14
Vontobel Financial Prod   16.30   9/8/2017    EUR     71.95
Goldman Sachs & Co Wert   20.00 10/26/2016    EUR     71.90
Goldman Sachs & Co Wert   22.00 11/23/2016    EUR     56.03
Goldman Sachs & Co Wert   21.00 12/21/2016    EUR     57.50
Goldman Sachs & Co Wert   16.00  6/21/2017    EUR     63.38
Goldman Sachs & Co Wert   18.00 10/26/2016    EUR     71.07
Goldman Sachs & Co Wert   21.00 10/26/2016    EUR     66.95
Goldman Sachs & Co Wert   16.00  3/22/2017    EUR     73.00
UniCredit Bank AG          4.80 12/22/2016    EUR     68.12
UniCredit Bank AG          4.40 12/22/2016    EUR     69.46
UniCredit Bank AG          4.00 12/22/2016    EUR     52.69
UniCredit Bank AG          5.60 12/22/2016    EUR     65.61
UniCredit Bank AG          4.00 12/22/2016    EUR     55.68
UniCredit Bank AG          5.20 12/22/2016    EUR     66.84
UniCredit Bank AG          4.25 12/22/2016    EUR     51.71
UniCredit Bank AG          4.50 12/22/2016    EUR     51.26
UniCredit Bank AG          4.00 12/22/2016    EUR     52.16
UniCredit Bank AG          4.00 12/22/2016    EUR     72.41
UniCredit Bank AG          4.75 12/22/2016    EUR     50.82
UniCredit Bank AG          5.00 12/22/2016    EUR     50.39
Leonteq Securities AG      9.00  1/30/2017    CHF     69.37
Notenstein La Roche Pri    6.00 10/30/2017    CHF     74.10
HSBC Trinkaus & Burkhar   13.50 12/23/2016    EUR     72.98
Societe Generale Effekt    5.61 11/25/2016    EUR     47.87
Deutsche Bank AG           6.20  3/21/2017    EUR     73.20
Deutsche Bank AG           8.20  3/21/2017    EUR     74.20
Deutsche Bank AG           8.20 12/20/2016    EUR     72.80
Commerzbank AG            11.75  3/23/2017    EUR     74.00
Commerzbank AG            14.00  3/23/2017    EUR     70.39
Commerzbank AG            16.75  3/23/2017    EUR     67.40
Landesbank Baden-Wuertt    9.00 10/28/2016    EUR     74.40
Lehman Brothers Treasur    2.00 11/16/2009    EUR      0.75
Lehman Brothers Treasur    3.70   6/6/2009    EUR      0.75
Lehman Brothers Treasur    8.50   7/6/2009    CHF      0.75
Lehman Brothers Treasur    6.50  7/24/2026    EUR      0.75
Lehman Brothers Treasur    4.50   8/2/2009    USD      0.75
SG Issuer SA               6.65 10/10/2021    EUR     64.26
Lehman Brothers Treasur    4.60  11/9/2011    EUR     11.88
Lehman Brothers Treasur    4.60 10/11/2017    ILS     11.88
BNP Paribas Emissions-     6.00 12/22/2016    EUR     51.73
BNP Paribas Emissions-     8.50 12/22/2016    EUR     67.85
BNP Paribas Emissions-    10.00 12/22/2016    EUR     65.57
BNP Paribas Emissions-    15.00 12/22/2016    EUR     58.02
BNP Paribas Emissions-     7.50 12/22/2016    EUR     72.90
DZ Bank AG Deutsche Zen    7.50 12/19/2016    EUR     74.72
UBS AG/London             10.40  8/11/2017    EUR     67.46
DekaBank Deutsche Giroz    3.15   2/3/2017    EUR     56.87
Bayerische Landesbank      2.60 10/19/2018    EUR     59.33
Notenstein La Roche Pri    4.00  9/27/2019    CHF     67.97
Notenstein La Roche Pri    4.50  3/27/2018    EUR     51.10
Notenstein La Roche Pri    6.50  9/27/2016    CHF     72.02
Notenstein La Roche Pri    5.00  3/27/2019    CHF     65.72
Credit Suisse AG/Nassau    7.00  10/3/2016    CHF     65.51
Zurcher Kantonalbank Fi    5.00  9/26/2016    CHF     61.22
Landesbank Hessen-Thuer    6.20  7/24/2020    EUR     62.27
DekaBank Deutsche Giroz    2.75  9/18/2018    EUR     71.72
DekaBank Deutsche Giroz    2.70  3/16/2018    EUR     51.28
Vontobel Financial Prod    7.25 12/23/2016    EUR     67.33
Vontobel Financial Prod    7.65 12/23/2016    EUR     72.32
Vontobel Financial Prod    5.85 12/23/2016    EUR     66.63
Vontobel Financial Prod    7.25 12/23/2016    EUR     54.29
Vontobel Financial Prod    4.00 12/23/2016    EUR     64.01
Vontobel Financial Prod    7.35 12/23/2016    EUR     54.78
Vontobel Financial Prod    3.85 12/23/2016    EUR     62.78
Vontobel Financial Prod    6.65 12/23/2016    EUR     39.39
Vontobel Financial Prod    3.15 12/23/2016    EUR     46.12
Vontobel Financial Prod    7.45 12/23/2016    EUR     49.35
Vontobel Financial Prod    3.05 12/23/2016    EUR     60.21
Vontobel Financial Prod    7.50 12/23/2016    EUR     64.07
Notenstein La Roche Pri    3.40  3/21/2025    CHF     73.08
Credit Suisse AG/Nassau    7.00 10/10/2016    CHF     65.63
Notenstein La Roche Pri    7.20  10/7/2016    CHF     69.29
Notenstein La Roche Pri    4.70   4/6/2018    CHF     72.22
Bayerische Landesbank      3.10  11/4/2016    EUR     46.69
Bayerische Landesbank      3.10  11/4/2016    EUR     63.48
Vontobel Financial Prod    3.50   4/6/2017    EUR     65.17
Societe Generale SA       25.50  3/30/2017    USD     42.71
Bank Julius Baer & Co L    7.80 10/14/2016    CHF     49.40
Landesbank Hessen-Thuer    4.00  4/30/2019    EUR     50.28
Bank Julius Baer & Co L    9.40 10/14/2016    EUR     47.90
Bank Julius Baer & Co L   14.00 10/14/2016    USD     74.50
BNP Paribas Emissions-     7.50 12/22/2016    EUR     68.02
BNP Paribas Emissions-     8.00 12/22/2016    EUR     70.60
BNP Paribas Emissions-     9.50 12/22/2016    EUR     66.29
BNP Paribas Emissions-     6.00 12/22/2016    EUR     58.80
BNP Paribas Emissions-     8.50 12/22/2016    EUR     52.51
BNP Paribas Emissions-     9.50 12/22/2016    EUR     71.28
BNP Paribas Emissions-     6.50 12/22/2016    EUR     40.76
BNP Paribas Emissions-     8.50 12/22/2016    EUR     37.55
BNP Paribas Emissions-     5.00 12/22/2016    EUR     63.25
BNP Paribas Emissions-     5.00 12/22/2016    EUR     69.83
BNP Paribas Emissions-     8.50 12/22/2016    EUR     74.48
BNP Paribas Emissions-     7.00 12/22/2016    EUR     69.66
BNP Paribas Emissions-     8.50 12/22/2016    EUR     67.08
BNP Paribas Emissions-     9.00 12/22/2016    EUR     49.80
DekaBank Deutsche Giroz    3.25  5/18/2018    EUR     71.04
Credit Suisse AG/Nassau    6.25 10/10/2016    EUR     64.62
Deutsche Bank AG           4.20 12/20/2016    EUR     71.20
Deutsche Bank AG           5.20 12/20/2016    EUR     68.90
Deutsche Bank AG           4.20 12/20/2016    EUR     68.60
Deutsche Bank AG           6.20 12/20/2016    EUR     69.10
Deutsche Bank AG           4.20 12/20/2016    EUR     66.20
Deutsche Bank AG           6.20 12/20/2016    EUR     66.70
Deutsche Bank AG           5.20 12/20/2016    EUR     66.40
Deutsche Bank AG           4.20 12/20/2016    EUR     72.80
Deutsche Bank AG           4.20 12/20/2016    EUR     69.50
Deutsche Bank AG           4.20 12/20/2016    EUR     53.40
Deutsche Bank AG           5.20 12/20/2016    EUR     53.60
Deutsche Bank AG           6.20 12/20/2016    EUR     53.90
Deutsche Bank AG           4.20 12/20/2016    EUR     65.90
Deutsche Bank AG           4.20 12/20/2016    EUR     63.50
Deutsche Bank AG           4.20 12/20/2016    EUR     61.30
Deutsche Bank AG           4.20 12/20/2016    EUR     51.30
Deutsche Bank AG           5.20 12/20/2016    EUR     51.50
Deutsche Bank AG           6.20 12/20/2016    EUR     51.80
Deutsche Bank AG           4.20 12/20/2016    EUR     40.20
Deutsche Bank AG           5.20 12/20/2016    EUR     39.20
Deutsche Bank AG           4.20 12/20/2016    EUR     38.90
Deutsche Bank AG           6.20 12/20/2016    EUR     39.40
Deutsche Bank AG           6.20 12/20/2016    EUR     65.20
Deutsche Bank AG           4.20 12/20/2016    EUR     64.70
Deutsche Bank AG           5.20 12/20/2016    EUR     65.00
Deutsche Bank AG           6.20 12/20/2016    EUR     63.00
Deutsche Bank AG           5.20 12/20/2016    EUR     62.80
Deutsche Bank AG           4.20 12/20/2016    EUR     62.50
Deutsche Bank AG           6.20 12/20/2016    EUR     61.00
Deutsche Bank AG           4.20 12/20/2016    EUR     60.50
Deutsche Bank AG           5.20 12/20/2016    EUR     60.70
Deutsche Bank AG           6.20 12/20/2016    EUR     69.50
Deutsche Bank AG           4.20 12/20/2016    EUR     69.10
Deutsche Bank AG           5.20 12/20/2016    EUR     69.30
Deutsche Bank AG           4.20 12/20/2016    EUR     66.10
Deutsche Bank AG           5.20 12/20/2016    EUR     66.30
Deutsche Bank AG           6.20 12/20/2016    EUR     66.60
Deutsche Bank AG           4.20 12/20/2016    EUR     54.80
Deutsche Bank AG           4.20 12/20/2016    EUR     52.50
Deutsche Bank AG           5.20 12/20/2016    EUR     52.70
Deutsche Bank AG           6.20 12/20/2016    EUR     53.00
Deutsche Bank AG           5.20 12/20/2016    EUR     50.60
Deutsche Bank AG           6.20 12/20/2016    EUR     50.80
Deutsche Bank AG           4.20 12/20/2016    EUR     50.30
Societe Generale Effekt    8.06 10/10/2016    EUR     73.29
Societe Generale Effekt    6.89 10/10/2016    EUR     69.60
Societe Generale Effekt    8.76 10/10/2016    EUR     65.51
Societe Generale Effekt    8.00 10/10/2016    EUR     59.90
Societe Generale Effekt    9.88 10/10/2016    EUR     56.25
Societe Generale Effekt   10.33 10/10/2016    EUR     40.82
Societe Generale Effekt   11.97 10/10/2016    EUR     38.69
Societe Generale Effekt    7.51 10/10/2016    EUR     42.74
Societe Generale Effekt    9.26 10/10/2016    EUR     40.39
Societe Generale Effekt    5.64 10/10/2016    EUR     72.98
Societe Generale Effekt    7.28 10/10/2016    EUR     69.00
Societe Generale Effekt    7.17 10/10/2016    EUR     63.56
Societe Generale Effekt    9.00 10/10/2016    EUR     60.05
Societe Generale Effekt   12.26 10/10/2016    EUR     71.92
Societe Generale Effekt    6.07 10/10/2016    EUR     69.96
Societe Generale Effekt    8.16 10/10/2016    EUR     65.43
Societe Generale Effekt    8.36 10/10/2016    EUR     74.21
Societe Generale Effekt   10.26 10/10/2016    EUR     70.12
Societe Generale Effekt    6.94 10/10/2016    EUR     59.31
Societe Generale Effekt    8.67 10/10/2016    EUR     56.04
Notenstein La Roche Pri    5.20 10/13/2016    CHF     70.22
Notenstein La Roche Pri    4.80 10/24/2018    CHF     68.65
Notenstein La Roche Pri    4.20  4/10/2018    EUR     55.17
UBS AG/London              7.00  12/9/2016    EUR     39.21
UBS AG/London              3.90  12/9/2016    EUR     45.65
UBS AG/London              7.50  12/9/2016    EUR     54.13
UBS AG/London              4.40  12/9/2016    EUR     63.33
UBS AG/London              3.10  12/9/2016    EUR     48.51
UBS AG/London              5.00  12/9/2016    EUR     71.52
UBS AG/London              7.20  12/9/2016    EUR     62.01
UBS AG/London              7.00  12/9/2016    EUR     74.55
UBS AG/London              3.90  12/9/2016    EUR     72.52
UBS AG/London              8.20  12/9/2016    EUR     71.14
Notenstein Finance Guer    9.00   4/1/2019    EUR     46.16
Notenstein Finance Guer    2.95   4/7/2017    CHF     70.95
WGZ-Bank AG Westdeutsch    4.50  9/27/2016    EUR     53.09
Bank Julius Baer & Co L    7.00  10/7/2016    CHF     34.40
Vontobel Financial Prod   13.35 12/23/2016    EUR     71.27
Vontobel Financial Prod   12.95 12/23/2016    EUR     66.87
Vontobel Financial Prod   12.70 12/23/2016    EUR     55.22
Vontobel Financial Prod   14.90 12/23/2016    EUR     72.76
Vontobel Financial Prod   13.40 12/23/2016    EUR     60.88
Vontobel Financial Prod   13.90 12/23/2016    EUR     31.65
Vontobel Financial Prod   13.95 12/23/2016    EUR     69.25
Vontobel Financial Prod   12.85 12/23/2016    EUR     42.71
DekaBank Deutsche Giroz    3.00  3/29/2018    EUR     71.95
DekaBank Deutsche Giroz    2.80   4/1/2019    EUR     71.69
DekaBank Deutsche Giroz    2.50  3/31/2017    EUR     64.28
Bayerische Landesbank      2.70   7/6/2018    EUR     47.96
Bayerische Landesbank      2.70   7/6/2018    EUR     61.32
Notenstein La Roche Pri    8.30 10/17/2016    USD     47.09
Notenstein La Roche Pri    7.30 10/17/2016    EUR     50.45
Notenstein La Roche Pri    6.40 10/17/2016    CHF     65.10
Notenstein La Roche Pri    3.50 10/17/2016    CHF     73.11
Notenstein La Roche Pri    7.24 10/13/2016    EUR     52.13
Zurcher Kantonalbank Fi    6.50  4/10/2018    CHF     59.55
Landesbank Hessen-Thuer    9.50  5/15/2020    EUR     69.45
Vontobel Financial Prod    3.10 12/23/2016    EUR     63.79
Vontobel Financial Prod    2.65 12/23/2016    EUR     46.00
Vontobel Financial Prod    3.10 12/23/2016    EUR     68.20
Vontobel Financial Prod    3.25 12/23/2016    EUR     60.25
Societe Generale Effekt    7.06 10/10/2016    EUR     73.76
Societe Generale Effekt    7.88 10/10/2016    EUR     71.55
Societe Generale Effekt    8.76 10/10/2016    EUR     69.47
Societe Generale Effekt    9.70 10/10/2016    EUR     67.52
Societe Generale Effekt   10.69 10/10/2016    EUR     65.67
Bank Julius Baer & Co L    9.42 10/24/2016    EUR     72.15
Zurcher Kantonalbank Fi   10.00 10/31/2016    CHF     53.75
Zurcher Kantonalbank Fi   11.60 10/31/2016    CHF     74.74
Landesbank Hessen-Thuer    8.40   5/8/2020    EUR     72.36
Credit Suisse AG/Nassau    6.25 10/31/2016    EUR     52.10
Bank Julius Baer & Co L    8.50  11/4/2016    CHF     53.80
Bank Julius Baer & Co L   10.00  11/4/2016    CHF     65.30
Leonteq Securities AG      5.00   5/7/2019    CHF     70.25
Notenstein La Roche Pri    5.20  11/4/2016    EUR     53.46
Leonteq Securities AG     17.60 10/24/2016    CHF     55.66
Leonteq Securities AG/G    3.22  11/8/2016    USD     74.06
Landesbank Baden-Wuertt    3.25  8/25/2017    EUR     47.23
Bayerische Landesbank      2.70  7/27/2018    EUR     65.31
Landesbank Baden-Wuertt    3.00  6/28/2019    EUR     65.79
Commerzbank AG             7.24  4/27/2017    EUR     40.03
Commerzbank AG             6.24  4/27/2017    EUR     70.22
Commerzbank AG             4.40  4/29/2019    EUR     66.43
Leonteq Securities AG      8.00  4/24/2017    USD     65.86
DekaBank Deutsche Giroz    3.25  4/20/2018    EUR     41.97
DekaBank Deutsche Giroz    2.60  4/21/2017    EUR     53.26
Landesbank Hessen-Thuer    4.00   6/5/2019    EUR     65.22
Landesbank Baden-Wuertt    3.15 11/25/2016    EUR     50.46
Deutsche Bank AG           6.80  3/28/2017    EUR     68.10
Notenstein La Roche Pri    4.00   5/8/2018    CHF     55.79
Notenstein La Roche Pri    8.20  11/8/2016    EUR     57.51
Raiffeisen Centrobank A    6.51  6/21/2017    EUR     74.85
Landesbank Baden-Wuertt    5.00 10/28/2016    EUR     73.95
Landesbank Baden-Wuertt    6.00 10/28/2016    EUR     71.07
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     59.29
Landesbank Baden-Wuertt    6.00 10/28/2016    EUR     72.63
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     71.62
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     66.73
Landesbank Baden-Wuertt    2.50 10/28/2016    EUR     64.24
Landesbank Baden-Wuertt    3.50 10/28/2016    EUR     60.77
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     58.86
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     65.22
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     59.66
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     46.29
Landesbank Baden-Wuertt    4.00 10/28/2016    EUR     43.57
Landesbank Baden-Wuertt    5.00 10/28/2016    EUR     41.61
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     58.20
Landesbank Baden-Wuertt    4.00 10/28/2016    EUR     55.68
Landesbank Baden-Wuertt    4.00 10/28/2016    EUR     74.09
Landesbank Baden-Wuertt    5.00 10/28/2016    EUR     71.23
Landesbank Baden-Wuertt    2.50 10/28/2016    EUR     63.42
Landesbank Baden-Wuertt    3.50 10/28/2016    EUR     59.88
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     57.09
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     71.70
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     66.55
HSBC Trinkaus & Burkhar    7.40 12/23/2016    EUR     69.55
HSBC Trinkaus & Burkhar    7.90 12/23/2016    EUR     71.91
HSBC Trinkaus & Burkhar    7.90 12/23/2016    EUR     52.38
HSBC Trinkaus & Burkhar    8.10 12/23/2016    EUR     38.63
HSBC Trinkaus & Burkhar    7.90 12/23/2016    EUR     54.97
HSBC Trinkaus & Burkhar    6.90 12/23/2016    EUR     66.73
HSBC Trinkaus & Burkhar    8.50 12/23/2016    EUR     59.96
HSBC Trinkaus & Burkhar    6.10 12/23/2016    EUR     65.56
HSBC Trinkaus & Burkhar    7.30 12/23/2016    EUR     55.76
HSBC Trinkaus & Burkhar    9.10 12/23/2016    EUR     66.39
HSBC Trinkaus & Burkhar    6.60 12/23/2016    EUR     73.46
DekaBank Deutsche Giroz    2.75 10/29/2018    EUR     41.46
DekaBank Deutsche Giroz    2.00  4/27/2018    EUR     69.11
Notenstein Finance Guer    7.19   5/6/2019    EUR     62.73
DekaBank Deutsche Giroz    2.90 10/28/2016    EUR     68.42
DekaBank Deutsche Giroz    5.80 10/21/2016    EUR     68.25
DekaBank Deutsche Giroz    3.00  4/30/2019    EUR     65.02
UBS AG                     5.20 11/11/2016    EUR     74.32
UBS AG                     7.40 11/11/2016    EUR     54.41
UBS AG                     6.40 11/11/2016    EUR     70.61
UBS AG                     3.40 11/11/2016    EUR     65.64
UBS AG                     2.50 11/11/2016    EUR     68.48
UBS AG                     4.40 11/11/2016    EUR     61.95
UBS AG                     9.30 11/11/2016    EUR     62.75
UBS AG                     5.60 11/11/2016    EUR     58.71
UBS AG                     3.10 11/11/2016    EUR     68.17
Notenstein La Roche Pri    3.00  5/22/2019    CHF     73.81
Notenstein La Roche Pri    5.00 11/15/2016    CHF     74.12
EFG International Finan    6.26   5/7/2018    EUR     58.48
Landesbank Hessen-Thuer    3.15 12/12/2016    EUR     51.20
UniCredit Bank AG          4.30  7/28/2017    EUR     66.48
Landesbank Hessen-Thuer    7.40  6/12/2020    EUR     68.85
Landesbank Baden-Wuertt    3.55  8/25/2017    EUR     70.99
Credit Suisse AG/Nassau    8.00 11/21/2016    EUR     54.54
Zurcher Kantonalbank Fi    9.00 11/21/2016    CHF     56.48
Landesbank Baden-Wuertt    4.00  6/22/2018    EUR     47.59
Landesbank Baden-Wuertt    3.60  6/22/2018    EUR     59.47
Credit Suisse AG/Nassau    7.00 11/21/2016    CHF     55.70
Zurcher Kantonalbank Fi    5.37 11/18/2016    CHF     69.34
UBS AG                     7.40  5/17/2021    CHF     66.57
UBS AG                     7.40  5/17/2021    CHF     61.62
Notenstein La Roche Pri    8.00 11/22/2016    EUR     73.85
Notenstein La Roche Pri    7.20 11/22/2016    CHF     72.31
Vontobel Financial Prod   15.00  3/24/2017    EUR     70.15
Bank Julius Baer & Co L    7.60   3/8/2017    CHF     67.95
UBS AG/London             10.00  3/16/2017    CHF     45.08
DekaBank Deutsche Giroz    4.20  10/7/2016    EUR     50.37
Credit Suisse AG/London    5.00 10/21/2016    CHF     71.29
Vontobel Financial Prod    7.50 10/28/2016    EUR     66.93
Goldman Sachs & Co Wert    5.25 11/11/2016    EUR     39.03
Leonteq Securities AG      5.80   5/4/2017    CHF     74.75
UBS AG/London              6.25  4/18/2017    CHF     71.75
Notenstein La Roche Pri    6.50 10/24/2016    CHF     66.94
Leonteq Securities AG      5.60  4/24/2017    CHF     66.10
Leonteq Securities AG      7.20  4/24/2017    EUR     55.39
Vontobel Financial Prod    6.00 11/15/2016    EUR     39.66
Landesbank Hessen-Thuer    5.00 11/15/2016    EUR     52.90
Deutsche Bank AG           6.20 12/20/2016    EUR     64.40
Deutsche Bank AG           4.20 12/20/2016    EUR     66.50
Deutsche Bank AG           4.20 12/20/2016    EUR     63.90
Deutsche Bank AG           6.20 12/20/2016    EUR     67.00
Deutsche Bank AG           4.20 12/20/2016    EUR     55.70
Deutsche Bank AG           4.20 12/20/2016    EUR     49.30
Deutsche Bank AG           6.20 12/20/2016    EUR     49.80
Deutsche Bank AG           6.20 12/20/2016    EUR     48.00
Deutsche Bank AG           4.20 12/20/2016    EUR     74.00
Deutsche Bank AG           4.20 12/20/2016    EUR     58.10
Deutsche Bank AG           4.20 12/20/2016    EUR     47.60
Deutsche Bank AG           4.20 12/20/2016    EUR     41.60
Deutsche Bank AG           4.20 12/20/2016    EUR     35.50
Deutsche Bank AG           4.20 12/20/2016    EUR     37.70
Deutsche Bank AG           4.20 12/20/2016    EUR     68.40
Deutsche Bank AG           6.20 12/20/2016    EUR     38.20
Deutsche Bank AG           6.20 12/20/2016    EUR     37.00
Deutsche Bank AG           4.20 12/20/2016    EUR     62.90
Deutsche Bank AG           4.20 12/20/2016    EUR     36.50
Deutsche Bank AG           6.20 12/20/2016    EUR     71.80
Deutsche Bank AG           6.20 12/20/2016    EUR     36.00
Deutsche Bank AG           4.20 12/20/2016    EUR     67.00
Deutsche Bank AG           6.20 12/20/2016    EUR     59.10
Deutsche Bank AG           6.20 12/20/2016    EUR     57.30
Deutsche Bank AG           6.20 12/20/2016    EUR     72.70
Deutsche Bank AG           6.20 12/20/2016    EUR     63.90
Deutsche Bank AG           4.20 12/20/2016    EUR     72.30
Deutsche Bank AG           4.20 12/20/2016    EUR     63.40
Deutsche Bank AG           4.20 12/20/2016    EUR     58.60
Deutsche Bank AG           4.20 12/20/2016    EUR     56.80
Deutsche Bank AG           6.20 12/20/2016    EUR     61.40
Deutsche Bank AG           4.20 12/20/2016    EUR     60.90
Deutsche Bank AG           6.20 12/20/2016    EUR     67.50
Deutsche Bank AG           4.20 12/20/2016    EUR     48.40
Deutsche Bank AG           6.20 12/20/2016    EUR     48.80
Deutsche Bank AG           4.20 12/20/2016    EUR     57.40
DekaBank Deutsche Giroz    3.25  5/30/2018    EUR     73.99
Landesbank Baden-Wuertt    2.50 12/23/2016    EUR     74.44
Landesbank Baden-Wuertt    3.50 12/23/2016    EUR     67.74
Landesbank Baden-Wuertt    4.50 12/23/2016    EUR     62.76
Landesbank Baden-Wuertt    2.00 12/23/2016    EUR     57.42
Landesbank Baden-Wuertt    3.00 12/23/2016    EUR     53.45
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     50.47
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     73.55
Landesbank Baden-Wuertt    5.00 12/23/2016    EUR     48.24
Landesbank Baden-Wuertt    5.00 12/23/2016    EUR     70.23
Landesbank Baden-Wuertt    2.00 12/23/2016    EUR     71.19
Landesbank Baden-Wuertt    2.00 12/23/2016    EUR     73.85
Landesbank Baden-Wuertt    3.00 12/23/2016    EUR     65.89
Landesbank Baden-Wuertt    3.00 12/23/2016    EUR     68.96
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     62.37
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     64.72
Landesbank Baden-Wuertt    2.00 12/23/2016    EUR     56.24
Landesbank Baden-Wuertt    3.00  8/24/2018    EUR     60.42
Landesbank Baden-Wuertt    3.40  6/22/2018    EUR     68.18
Landesbank Baden-Wuertt    2.70  7/27/2018    EUR     66.67
Landesbank Baden-Wuertt    4.20  6/23/2017    EUR     59.50
Landesbank Baden-Wuertt    3.20  7/27/2018    EUR     60.02
Landesbank Baden-Wuertt    4.40  6/23/2017    EUR     73.24
Landesbank Baden-Wuertt    4.20  6/23/2017    EUR     41.67
Landesbank Baden-Wuertt    2.50 10/28/2016    EUR     52.06
Landesbank Baden-Wuertt    2.50 10/28/2016    EUR     64.91
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     63.23
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     45.86
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     68.57
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     57.89
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     47.09
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     70.09
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     69.68
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     64.17
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     73.75
Landesbank Baden-Wuertt    5.00 10/28/2016    EUR     62.32
Landesbank Baden-Wuertt    5.00 10/28/2016    EUR     74.74
Landesbank Baden-Wuertt    5.50 10/28/2016    EUR     72.66
Landesbank Baden-Wuertt    5.50 10/28/2016    EUR     43.84
Landesbank Baden-Wuertt    5.50 10/28/2016    EUR     55.38
Landesbank Baden-Wuertt    3.50 10/28/2016    EUR     48.69
Landesbank Baden-Wuertt    3.50 10/28/2016    EUR     60.83
Landesbank Baden-Wuertt    4.00 10/28/2016    EUR     65.50
Landesbank Baden-Wuertt    6.50 10/28/2016    EUR     57.16
Landesbank Baden-Wuertt    6.00 10/28/2016    EUR     59.93
Landesbank Baden-Wuertt    3.00 10/27/2017    EUR     54.04
Landesbank Baden-Wuertt    3.00 10/27/2017    EUR     64.90
Landesbank Baden-Wuertt    5.00 10/27/2017    EUR     48.54
Landesbank Baden-Wuertt    5.00 10/27/2017    EUR     58.99
Landesbank Baden-Wuertt    4.00 10/27/2017    EUR     61.97
Landesbank Baden-Wuertt    3.50 10/27/2017    EUR     71.00
Landesbank Baden-Wuertt    2.50  2/24/2017    EUR     49.95
Landesbank Baden-Wuertt    2.50  2/24/2017    EUR     58.26
Landesbank Baden-Wuertt    2.50  2/24/2017    EUR     69.64
Landesbank Baden-Wuertt    2.50  2/24/2017    EUR     73.37
Landesbank Baden-Wuertt    2.50  2/24/2017    EUR     71.25
Landesbank Baden-Wuertt    2.50  2/24/2017    EUR     71.82
Landesbank Baden-Wuertt    3.50  2/24/2017    EUR     48.02
Landesbank Baden-Wuertt    3.50  2/24/2017    EUR     54.44
Landesbank Baden-Wuertt    3.50  2/24/2017    EUR     65.44
Landesbank Baden-Wuertt    3.50  2/24/2017    EUR     67.57
Landesbank Baden-Wuertt    3.50  2/24/2017    EUR     74.19
Landesbank Baden-Wuertt    3.50  2/24/2017    EUR     67.70
Landesbank Baden-Wuertt    4.50  2/24/2017    EUR     51.40
Landesbank Baden-Wuertt    4.50  2/24/2017    EUR     62.24
Landesbank Baden-Wuertt    4.50  2/24/2017    EUR     64.47
Landesbank Baden-Wuertt    4.50  2/24/2017    EUR     71.15
Landesbank Baden-Wuertt    4.50  2/24/2017    EUR     64.28
Landesbank Baden-Wuertt    5.50  2/24/2017    EUR     48.97
Landesbank Baden-Wuertt    5.50  2/24/2017    EUR     59.41
Landesbank Baden-Wuertt    5.50  2/24/2017    EUR     71.79
Landesbank Baden-Wuertt    5.50  2/24/2017    EUR     61.58
Landesbank Baden-Wuertt    4.00  2/24/2017    EUR     70.51
Landesbank Baden-Wuertt    4.00  2/24/2017    EUR     67.51
Landesbank Baden-Wuertt    5.00  2/24/2017    EUR     66.18
Landesbank Baden-Wuertt    5.00  2/24/2017    EUR     64.66
Landesbank Baden-Wuertt    6.00  2/24/2017    EUR     62.96
Landesbank Baden-Wuertt    3.60  9/22/2017    EUR     50.67
Landesbank Baden-Wuertt    4.60  6/23/2017    EUR     69.53
Landesbank Baden-Wuertt    4.00 10/28/2016    EUR     73.77
Landesbank Baden-Wuertt    3.25  7/28/2017    EUR     70.96
Landesbank Baden-Wuertt    3.90  7/28/2017    EUR     61.99
Landesbank Baden-Wuertt    3.60 12/23/2016    EUR     49.29
Landesbank Baden-Wuertt    4.70 10/28/2016    EUR     71.42
Landesbank Baden-Wuertt    4.00  3/24/2017    EUR     73.47
Landesbank Baden-Wuertt    5.00  3/24/2017    EUR     70.06
Landesbank Baden-Wuertt    3.00  3/24/2017    EUR     65.87
Landesbank Baden-Wuertt    5.00  3/24/2017    EUR     60.39
Landesbank Baden-Wuertt    5.00  3/24/2017    EUR     74.50
Landesbank Baden-Wuertt    6.00  3/24/2017    EUR     71.52
Landesbank Baden-Wuertt    3.00  3/24/2017    EUR     66.79
Landesbank Baden-Wuertt    4.00  3/24/2017    EUR     62.41
Landesbank Baden-Wuertt    5.00  3/24/2017    EUR     59.15
Landesbank Baden-Wuertt    6.00  3/24/2017    EUR     56.37
Landesbank Baden-Wuertt    3.00  3/24/2017    EUR     44.15
Landesbank Baden-Wuertt    4.00  3/24/2017    EUR     41.95
Landesbank Baden-Wuertt    5.00  3/24/2017    EUR     40.17
Landesbank Baden-Wuertt    3.00  3/24/2017    EUR     72.11
Landesbank Baden-Wuertt    4.50  3/24/2017    EUR     66.82
Landesbank Baden-Wuertt    6.00  3/24/2017    EUR     63.16
Landesbank Baden-Wuertt    3.00  3/24/2017    EUR     64.87
Landesbank Baden-Wuertt    4.00  3/24/2017    EUR     61.36
Landesbank Baden-Wuertt    5.00  3/24/2017    EUR     59.14
Landesbank Baden-Wuertt    2.50  3/24/2017    EUR     49.20
Landesbank Baden-Wuertt    3.00  3/24/2017    EUR     59.78
Landesbank Baden-Wuertt    4.00  3/24/2017    EUR     74.60
Landesbank Baden-Wuertt    5.00  3/24/2017    EUR     71.34
Landesbank Baden-Wuertt    6.00  3/24/2017    EUR     68.36
Landesbank Baden-Wuertt    3.05  8/25/2017    EUR     71.75
Landesbank Baden-Wuertt    3.00  3/24/2017    EUR     60.45
Landesbank Baden-Wuertt    4.00  3/24/2017    EUR     57.16
Landesbank Baden-Wuertt    5.50  3/24/2017    EUR     53.50
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     74.17
Landesbank Baden-Wuertt    3.00  7/28/2017    EUR     52.91
Landesbank Baden-Wuertt    5.00 12/23/2016    EUR     51.75
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     62.18
Landesbank Baden-Wuertt    4.80  6/23/2017    EUR     58.16
Landesbank Baden-Wuertt    4.00  6/23/2017    EUR     68.90
Landesbank Baden-Wuertt    3.25  7/28/2017    EUR     63.72
Landesbank Baden-Wuertt    3.00  6/23/2017    EUR     50.10
Landesbank Baden-Wuertt    4.10  7/28/2017    EUR     73.08
Landesbank Baden-Wuertt    3.15  8/25/2017    EUR     57.29
Landesbank Baden-Wuertt    4.40  8/25/2017    EUR     65.39
Landesbank Baden-Wuertt    3.70  8/25/2017    EUR     50.36
Landesbank Baden-Wuertt    3.00  6/23/2017    EUR     59.90
Landesbank Baden-Wuertt    4.50  8/25/2017    EUR     60.99
Landesbank Baden-Wuertt    3.55  8/25/2017    EUR     54.59
Landesbank Baden-Wuertt    3.70  9/22/2017    EUR     46.99
Landesbank Baden-Wuertt    3.75  9/22/2017    EUR     54.11
Landesbank Baden-Wuertt    3.90  9/22/2017    EUR     52.86
Landesbank Baden-Wuertt    3.20  9/22/2017    EUR     45.05
Landesbank Baden-Wuertt    3.00  6/22/2018    EUR     69.90
Landesbank Baden-Wuertt    3.10 11/24/2017    EUR     59.55
Landesbank Baden-Wuertt    3.50 11/24/2017    EUR     70.64
Landesbank Baden-Wuertt    3.40  6/23/2017    EUR     66.43
Landesbank Baden-Wuertt    3.85 10/27/2017    EUR     59.23
Landesbank Baden-Wuertt    3.00 11/24/2017    EUR     67.39
Landesbank Baden-Wuertt    3.40 11/24/2017    EUR     55.64
Vontobel Financial Prod    8.00 11/25/2016    EUR     49.50
Vontobel Financial Prod    6.50 11/25/2016    EUR     49.07
Landesbank Baden-Wuertt    2.50  1/25/2019    EUR     73.79
Landesbank Baden-Wuertt    3.50  1/26/2018    EUR     52.08
Landesbank Baden-Wuertt    3.45  3/22/2019    EUR     74.99
Landesbank Baden-Wuertt    4.50  3/23/2018    EUR     69.90
Landesbank Baden-Wuertt    3.00  6/28/2019    EUR     50.10
Landesbank Baden-Wuertt    2.50  6/28/2019    EUR     62.20
Landesbank Baden-Wuertt    3.00  6/28/2019    EUR     65.05
Landesbank Baden-Wuertt    3.50  6/22/2018    EUR     58.86
Landesbank Baden-Wuertt    4.00  8/25/2017    EUR     53.57
Landesbank Baden-Wuertt    3.00  9/22/2017    EUR     71.74
Landesbank Baden-Wuertt    3.00  9/28/2018    EUR     60.05
Landesbank Baden-Wuertt    3.75 10/27/2017    EUR     60.33
Landesbank Baden-Wuertt    3.00   1/4/2019    EUR     66.31
DZ Bank AG Deutsche Zen    7.30 12/19/2016    EUR     64.69
Bank Julius Baer & Co L    6.00 11/16/2016    CHF     72.25
Barclays Bank PLC          2.50   3/7/2017    EUR     48.94
HSBC Trinkaus & Burkhar    4.50  7/28/2017    EUR     72.63
EFG International Finan    6.00 11/30/2017    EUR     24.20
Commerzbank AG             4.00  7/19/2017    EUR     39.29
Landesbank Baden-Wuertt    3.85  8/25/2017    EUR     46.85
Vontobel Financial Prod   18.00 12/23/2016    EUR     73.95
HSBC Trinkaus & Burkhar    9.80 12/23/2016    EUR     71.73
DZ Bank AG Deutsche Zen    8.00 12/23/2016    EUR     72.59
Societe Generale Effekt    2.50  10/7/2016    EUR     62.00
Goldman Sachs & Co Wert   20.00 11/23/2016    EUR     68.45
Goldman Sachs & Co Wert   14.00 11/23/2016    EUR     65.28
Goldman Sachs & Co Wert   18.00 11/23/2016    EUR     60.18
Goldman Sachs & Co Wert   20.00 11/23/2016    EUR     42.27
Goldman Sachs & Co Wert   20.00 11/23/2016    EUR     72.87
Kaupthing ehf              3.75  2/15/2024    ISK     17.63
Vontobel Financial Prod   13.50 12/23/2016    EUR     73.74
Vontobel Financial Prod   10.45 10/28/2016    EUR     71.54
Lehman Brothers Treasur   18.25  10/2/2008    USD      0.75
Credit Suisse AG/London    5.00 10/13/2016    CHF     69.81
Deutsche Bank AG           5.50 12/20/2016    EUR     60.20
DZ Bank AG Deutsche Zen    5.80 12/23/2016    EUR     73.64
Lehman Brothers Treasur    1.50 10/12/2010    EUR      0.75
Lehman Brothers Treasur    7.00 10/22/2010    EUR      0.75
Lehman Brothers Treasur    5.75  6/15/2009    CHF      0.75
Lehman Brothers Treasur    7.50 10/24/2008    USD      0.75
Lehman Brothers Treasur   10.00  3/27/2009    USD      0.75
Lehman Brothers Treasur    7.00  4/14/2009    EUR      0.75
Lehman Brothers Treasur    7.75  1/30/2009    EUR      0.75
Lehman Brothers Treasur    0.25  7/21/2014    EUR      0.75
Lehman Brothers Treasur    4.95 10/25/2036    EUR      0.75
Lehman Brothers Treasur    8.00   8/3/2009    USD      0.75
Lehman Brothers Treasur    5.50  6/15/2009    CHF      0.75
Lehman Brothers Treasur    1.50 10/25/2011    EUR      0.75
Lehman Brothers Treasur    2.50 12/15/2011    GBP      0.75
Lehman Brothers Treasur    4.00 11/24/2016    EUR      0.75
Lehman Brothers Treasur    7.59 11/22/2009    MXN     11.88
Lehman Brothers Treasur    7.60  3/26/2009    EUR      0.75
Lehman Brothers Treasur    7.55 12/29/2008    USD      0.75
WGZ-Bank AG Westdeutsch    6.25 12/16/2016    EUR     58.68
WGZ-Bank AG Westdeutsch    4.25 12/16/2016    EUR     74.63
WGZ-Bank AG Westdeutsch    5.25 12/16/2016    EUR     71.19
Vontobel Financial Prod   15.00 12/23/2016    EUR     73.62
Vontobel Financial Prod   16.50 12/23/2016    EUR     71.38
Deutsche Bank AG           5.50 12/20/2016    EUR     57.00
Deutsche Bank AG           5.50 12/20/2016    EUR     54.00
Lehman Brothers Treasur    4.00 10/12/2010    USD      0.75
Deutsche Bank AG           7.50 12/20/2016    EUR     57.50
Deutsche Bank AG           7.50 12/20/2016    EUR     54.50
Deutsche Bank AG           7.50 12/20/2016    EUR     51.90
Lehman Brothers Treasur    8.00 10/23/2008    USD      0.75
Goldman Sachs & Co Wert    8.00 11/23/2016    EUR     50.59
Goldman Sachs & Co Wert    8.00 11/23/2016    EUR     46.58
Lehman Brothers Treasur   12.22 11/21/2017    USD      0.75
BNP Paribas Emissions-     7.00 12/22/2016    EUR     71.64
BNP Paribas Emissions-    10.00 12/22/2016    EUR     46.08
BNP Paribas Emissions-     8.00 12/22/2016    EUR     72.75
BNP Paribas Emissions-     9.00 12/22/2016    EUR     69.42
BNP Paribas Emissions-    13.00 12/22/2016    EUR     62.82
BNP Paribas Emissions-    22.00 12/22/2016    EUR     74.21
BNP Paribas Emissions-    13.00 12/22/2016    EUR     73.62
Lehman Brothers Treasur    2.50  11/9/2011    CHF      0.75
Vontobel Financial Prod    9.20 10/28/2016    EUR     68.88
Commerzbank AG             5.00 10/28/2016    EUR     56.62
Lehman Brothers Treasur    3.00  12/3/2012    EUR      0.75
Leonteq Securities AG     10.20  1/26/2017    CHF     59.37
Lehman Brothers Treasur    4.80 11/16/2012    HKD      0.75
Landesbank Baden-Wuertt    3.00 10/28/2016    EUR     63.29
Landesbank Baden-Wuertt    4.50 10/28/2016    EUR     57.55
Landesbank Baden-Wuertt    6.00 10/28/2016    EUR     53.91
Lehman Brothers Treasur    3.50 12/20/2027    USD      0.75
BNP Paribas Emissions-     8.50 12/22/2016    EUR     68.36
BNP Paribas Emissions-    10.00 12/22/2016    EUR     65.42
BNP Paribas Emissions-     8.00 12/22/2016    EUR     49.25
BNP Paribas Emissions-     7.00 12/22/2016    EUR     49.57
BNP Paribas Emissions-     7.00 12/22/2016    EUR     71.85
BNP Paribas Emissions-    11.00 12/22/2016    EUR     63.38
BNP Paribas Emissions-    14.00 12/22/2016    EUR     60.31
Lehman Brothers Treasur    5.50 11/30/2012    CZK      0.75
BNP Paribas Emissions-    24.00 12/22/2016    EUR     71.52
BNP Paribas Emissions-    13.00 12/22/2016    EUR     73.27
Lehman Brothers Treasur    6.00 10/30/2012    USD      0.75
Lehman Brothers Treasur   16.00  10/8/2008    CHF      0.75
Lehman Brothers Treasur    3.40  9/21/2009    HKD      0.75
Deutsche Bank AG           5.50 12/20/2016    EUR     71.50
Deutsche Bank AG           7.50 12/20/2016    EUR     72.00
Deutsche Bank AG           7.50 12/20/2016    EUR     67.60
Deutsche Bank AG           7.50 12/20/2016    EUR     73.80
Lehman Brothers Treasur   13.00  7/25/2012    EUR      0.75
Lehman Brothers Treasur   10.00   8/2/2037    JPY      0.75
Goldman Sachs & Co Wert   10.00 11/23/2016    EUR     71.64
Goldman Sachs & Co Wert    4.00 11/23/2016    EUR     71.44
Goldman Sachs & Co Wert    5.00 11/23/2016    EUR     63.79
Goldman Sachs & Co Wert    7.00 11/23/2016    EUR     57.82
Goldman Sachs & Co Wert    9.00 11/23/2016    EUR     52.98
Goldman Sachs & Co Wert    6.00  3/22/2017    EUR     59.61
Goldman Sachs & Co Wert    4.00  6/21/2017    EUR     72.05
Goldman Sachs & Co Wert   16.00  3/22/2017    EUR     46.97
Lehman Brothers Treasur    2.50  8/23/2012    GBP      0.75
Drangedal Sparebank        2.30               NOK     69.45
Bank Julius Baer & Co L    7.50  10/7/2016    EUR     37.35
Bank Julius Baer & Co L    6.00 10/19/2016    CHF     68.20
Credit Suisse AG/London    7.00 10/26/2016    CHF     74.82
DZ Bank AG Deutsche Zen    6.75 10/28/2016    EUR     70.66
DZ Bank AG Deutsche Zen   12.25 10/28/2016    EUR     65.21
Vontobel Financial Prod   13.50 12/23/2016    EUR     73.44
Bank Julius Baer & Co L    3.90 10/27/2016    CHF     54.35
Deutsche Bank AG           5.20  3/21/2017    EUR     71.80
Deutsche Bank AG           5.20  3/21/2017    EUR     68.40
Deutsche Bank AG           5.20  3/21/2017    EUR     54.20
Deutsche Bank AG           5.20  3/21/2017    EUR     52.00
Deutsche Bank AG           5.20  3/21/2017    EUR     50.00
Deutsche Bank AG           5.20  3/21/2017    EUR     48.10
Deutsche Bank AG           7.20 12/20/2016    EUR     64.60
Deutsche Bank AG           7.20  3/21/2017    EUR     72.80
Deutsche Bank AG           7.20  3/21/2017    EUR     69.40
Deutsche Bank AG           7.20  3/21/2017    EUR     51.00
Deutsche Bank AG           7.20  3/21/2017    EUR     49.10
UBS AG                     6.50 11/25/2016    EUR     44.98
UBS AG                     6.25 11/25/2016    EUR     60.38
UniCredit Bank AG          4.00 12/22/2016    EUR     70.08
Credit Suisse AG/Nassau    7.25 10/31/2016    CHF     69.64
Landesbank Baden-Wuertt    3.35 11/23/2018    EUR     60.20
Vontobel Financial Prod    8.50 10/28/2016    EUR     47.94
Lehman Brothers Treasur    7.50  9/13/2009    CHF      0.75
Lehman Brothers Treasur    6.00  2/14/2012    EUR      0.75
Lehman Brothers Treasur    7.00  2/15/2012    EUR      0.75
Lehman Brothers Treasur    6.00  5/12/2017    EUR      0.75
Lehman Brothers Treasur    4.10  2/19/2010    EUR      0.75
Lehman Brothers Treasur    6.60  2/22/2012    EUR      0.75
Lehman Brothers Treasur    5.20  3/19/2018    EUR      0.75
Lehman Brothers Treasur    5.00  2/28/2032    EUR      0.75
Lehman Brothers Treasur    3.50 10/31/2011    USD      0.75
Lehman Brothers Treasur    3.50 10/24/2011    USD      0.75
Lehman Brothers Treasur    1.68   3/5/2015    EUR      0.75
Lehman Brothers Treasur   13.50 11/28/2008    USD      0.75
Lehman Brothers Treasur    9.00  5/15/2022    USD      0.75
Lehman Brothers Treasur    6.75   4/5/2012    EUR      0.75
Raiffeisen Centrobank A    2.80 11/14/2016    EUR     45.26
EFG International Finan   12.86 10/30/2017    EUR     20.75
DekaBank Deutsche Giroz    4.00 12/12/2016    EUR     58.38
Credit Suisse AG/London    7.20   8/2/2019    USD      9.59
UniCredit Bank AG          5.40 12/22/2016    EUR     73.94
UniCredit Bank AG          5.20 12/22/2016    EUR     74.73
Vontobel Financial Prod   10.55  12/9/2016    EUR     49.88
Vontobel Financial Prod   12.25  3/10/2017    EUR     49.20
Vontobel Financial Prod    2.50  12/9/2016    EUR     71.22
Vontobel Financial Prod    3.35  12/9/2016    EUR     67.31
Vontobel Financial Prod    5.65  3/10/2017    EUR     59.21
Vontobel Financial Prod   11.75   6/9/2017    EUR     52.01
Vontobel Financial Prod    3.75 12/23/2016    EUR     57.45
Vontobel Financial Prod    6.00 12/23/2016    EUR     41.80
Vontobel Financial Prod    7.80  12/9/2016    EUR     73.08
Vontobel Financial Prod   10.95  12/9/2016    EUR     66.14
DZ Bank AG Deutsche Zen    5.00 10/28/2016    EUR     72.23
DZ Bank AG Deutsche Zen    9.70 10/26/2016    EUR     52.86
DZ Bank AG Deutsche Zen   11.50 10/26/2016    EUR     67.12
Deutsche Bank AG           5.50 12/20/2016    EUR     74.67
Deutsche Bank AG           5.50 12/20/2016    EUR     66.98
Deutsche Bank AG           7.50 12/20/2016    EUR     50.92
Vontobel Financial Prod   12.50 10/28/2016    EUR     74.08
Vontobel Financial Prod   14.50 10/28/2016    EUR     71.44
DZ Bank AG Deutsche Zen    5.50 12/19/2016    EUR     74.82
DZ Bank AG Deutsche Zen    5.00 12/19/2016    EUR     47.65
BNP Paribas Emissions-     6.50 10/27/2016    EUR     42.10
DZ Bank AG Deutsche Zen    9.00 12/19/2016    EUR     65.64
Zurcher Kantonalbank Fi   12.53 10/14/2016    CHF     73.53
Bank Julius Baer & Co L   16.00 10/14/2016    USD     73.15
Commerzbank AG            20.00  5/28/2018    SEK     57.84
HSBC Trinkaus & Burkhar    1.75  8/25/2017    EUR     64.29
Societe Generale SA        0.50  5/22/2024    MXN     57.57
Landesbank Hessen-Thuer    4.00  5/16/2018    EUR     47.17
Vontobel Financial Prod    8.30   6/9/2017    EUR     73.86
Vontobel Financial Prod   10.95  3/10/2017    EUR     73.85
Vontobel Financial Prod   14.95   6/9/2017    EUR     74.65
Lehman Brothers Treasur    7.06 12/29/2008    EUR      0.75
Lehman Brothers Treasur    7.63  7/22/2011    HKD      0.75
HSBC Trinkaus & Burkhar    5.00  4/28/2017    EUR     56.55
Lehman Brothers Treasur    6.60   2/9/2009    EUR      0.75
Lehman Brothers Treasur    6.72 12/29/2008    EUR      0.75
HSBC Trinkaus & Burkhar    5.00  5/26/2017    EUR     73.36
Oberoesterreichische La    0.32  11/6/2030    EUR     67.63
Lehman Brothers Treasur    8.05 12/20/2010    HKD      0.75
Lehman Brothers Treasur    2.00  6/21/2011    EUR      0.75
Lehman Brothers Treasur    0.50  2/16/2009    EUR      0.75
Lehman Brothers Treasur   10.00   1/4/2010    USD      0.75
Lehman Brothers Treasur    4.25  3/13/2021    EUR      0.75
Lehman Brothers Treasur    6.00  3/17/2011    EUR      0.75
Lehman Brothers Treasur    6.00  6/21/2011    EUR      0.75
Lehman Brothers Treasur    7.50   8/1/2035    EUR      0.75
Lehman Brothers Treasur    6.00  12/6/2016    USD      0.75
Lehman Brothers Treasur    4.70  3/23/2016    EUR      0.75
Lehman Brothers Treasur    8.00  4/20/2009    EUR      0.75
Lehman Brothers Treasur    4.15  8/25/2020    EUR      0.75
Lehman Brothers Treasur    6.50  5/16/2015    EUR      0.75
Lehman Brothers Treasur    5.00   9/1/2011    EUR      0.75
Lehman Brothers Treasur    7.00  7/11/2010    EUR      0.75
Lehman Brothers Treasur    6.00  7/28/2010    EUR      0.75
Lehman Brothers Treasur    6.00  7/28/2010    EUR      0.75
Lehman Brothers Treasur    4.90  7/28/2020    EUR      0.75
Lehman Brothers Treasur    3.50  9/29/2017    EUR      0.75
Lehman Brothers Treasur    3.00   8/8/2017    EUR      0.75
Lehman Brothers Treasur    3.00  8/15/2017    EUR      0.75
Bank Nederlandse Gemeen    0.50  8/15/2022    ZAR     59.88
Municipality Finance PL    0.50  7/30/2029    AUD     73.43
HSBC Trinkaus & Burkhar    4.00  6/16/2017    EUR     71.70
HSBC Trinkaus & Burkhar    4.00  6/16/2017    EUR     66.85
HSBC Bank PLC              0.50  12/8/2020    BRL     65.72
Notenstein La Roche Pri    4.50  5/22/2018    CHF     63.83
UniCredit Bank AG          4.50 12/22/2016    EUR     64.28
Zurcher Kantonalbank Fi    9.60 11/22/2016    EUR     71.83
Lehman Brothers Treasur    8.60  7/31/2013    GBP      0.75
UniCredit Bank AG          4.40 12/22/2016    EUR     73.53
UniCredit Bank AG          7.50 12/22/2016    EUR     72.73
UniCredit Bank AG          4.00 12/22/2016    EUR     52.69
Lehman Brothers Treasur    8.28  7/31/2013    GBP      0.75
UniCredit Bank AG          4.75 12/22/2016    EUR     42.43
UniCredit Bank AG          4.25 12/22/2016    EUR     52.22
UniCredit Bank AG          4.50 12/22/2016    EUR     43.93
Lehman Brothers Treasur    3.40  3/19/2018    JPY      0.75
Immigon Portfolioabbau     5.05   8/5/2030    EUR     61.63
Notenstein La Roche Pri    4.20  5/22/2019    CHF     65.30
UniCredit Bank AG          4.50 12/22/2016    EUR     51.77
UniCredit Bank AG          5.00 12/22/2016    EUR     41.03
UniCredit Bank AG          6.00 12/22/2016    EUR     61.05
UniCredit Bank AG          5.00 12/22/2016    EUR     63.16
UniCredit Bank AG          4.00 12/22/2016    EUR     47.29
WGZ-Bank AG Westdeutsch    4.00  11/7/2016    EUR     39.94
Lehman Brothers Treasur    4.70  3/23/2016    EUR      0.75
Goldman Sachs & Co Wert   22.00  5/24/2017    EUR     74.88
Kaupthing ehf              7.00  7/24/2009    ISK     17.63
Lehman Brothers Treasur    5.00  3/13/2009    EUR      0.75
Lehman Brothers Treasur    8.88  1/28/2011    HKD      9.63
Lehman Brothers Treasur    4.05  9/16/2008    EUR      0.75
LBI HF                     8.65   5/1/2011    ISK      7.75
LBI HF                     5.08   3/1/2013    ISK      7.75
Oberoesterreichische La    0.30  4/25/2042    EUR     48.88
BNP Paribas SA             0.50 11/16/2032    MXN     34.45
KPNQwest NV                8.88   2/1/2008    EUR      0.57
Lehman Brothers Treasur    5.22   3/1/2024    EUR      0.75
Deutsche Bank AG           6.80  3/21/2017    EUR     73.50
Deutsche Bank AG           6.80  6/20/2017    EUR     74.20
Lehman Brothers Treasur    3.82 10/20/2009    USD      0.75
Deutsche Bank AG           6.80 12/20/2016    EUR     72.50
National Developing Co    16.00  4/15/2021    RUB     60.11
Lehman Brothers Treasur    4.10  5/20/2009    USD      0.75
Lehman Brothers Treasur    2.00  5/17/2010    EUR      0.75
Vontobel Financial Prod   13.00  3/24/2017    EUR     74.50
Vontobel Financial Prod   14.00  3/24/2017    EUR     73.15
Deutsche Bank AG           4.80 12/20/2016    EUR     72.00
Deutsche Bank AG           4.80  6/20/2017    EUR     72.70
Lehman Brothers Treasur    4.00  2/28/2010    EUR      0.75
Lehman Brothers Treasur    2.30  6/27/2013    USD      0.75
Lehman Brothers Treasur    2.37  7/15/2013    USD      0.75
DZ Bank AG Deutsche Zen   10.00 12/23/2016    EUR     67.73
Lehman Brothers Treasur    1.95  11/4/2013    EUR      0.75
Deutsche Bank AG           6.80 12/20/2016    EUR     73.70
Deutsche Bank AG           4.80  3/21/2017    EUR     72.50
Lehman Brothers Treasur    2.30  4/28/2014    JPY      0.75
Kaupthing ehf              6.50  10/8/2010    ISK     17.63
DZ Bank AG Deutsche Zen    8.00 12/23/2016    EUR     70.20
Lehman Brothers Treasur    4.87  10/8/2013    USD      0.75
Deutsche Bank AG           4.80 12/20/2016    EUR     73.20
Deutsche Bank AG           4.80  3/21/2017    EUR     74.10
Deutsche Bank AG           6.80  6/20/2017    EUR     74.50
Deutsche Bank AG           4.80  6/20/2017    EUR     73.00
Deutsche Bank AG           4.80 12/20/2016    EUR     74.90
Deutsche Bank AG           4.80  6/20/2017    EUR     74.20
HSBC Trinkaus & Burkhar    3.75  9/22/2017    EUR     73.06
Lehman Brothers Treasur    8.25  12/3/2015    EUR     11.88
Lehman Brothers Treasur   12.00  7/13/2037    JPY      0.75
Lehman Brothers Treasur   10.00  6/11/2038    JPY      0.75
BNP Paribas Emissions-    24.00  3/23/2017    EUR     68.55
Lehman Brothers Treasur    0.75  3/29/2012    EUR      0.75
Immigon Portfolioabbau     0.70   3/1/2021    EUR     69.25
BNP Paribas Emissions-    17.00 12/22/2016    EUR     73.69
BNP Paribas Emissions-    12.00 12/21/2017    EUR     71.91
BNP Paribas Emissions-    18.00 12/22/2016    EUR     64.96
BNP Paribas Emissions-    15.00  6/22/2017    EUR     69.49
Lehman Brothers Treasur    5.00  12/6/2011    EUR      0.75
BNP Paribas Emissions-    20.00 12/22/2016    EUR     74.23
Goldman Sachs & Co Wert   24.00  3/22/2017    EUR     74.63
Goldman Sachs & Co Wert   22.00  5/24/2017    EUR     71.02
BNP Paribas Emissions-    19.00 12/22/2016    EUR     73.41
BNP Paribas Emissions-    21.00 12/22/2016    EUR     70.72
BNP Paribas Emissions-    25.00  3/23/2017    EUR     66.81
Lehman Brothers Treasur    3.63   3/2/2012    EUR      0.75
BNP Paribas Emissions-    13.00 12/22/2016    EUR     73.33
BNP Paribas Emissions-    10.00  3/23/2017    EUR     73.37
BNP Paribas Emissions-    10.00  6/22/2017    EUR     73.66
Commerzbank AG            20.00 10/27/2016    EUR     69.68
Commerzbank AG            18.00 12/22/2016    EUR     72.16
Goldman Sachs & Co Wert   21.00  6/21/2017    EUR     71.90
BNP Paribas Emissions-    17.00  3/23/2017    EUR     74.37
BNP Paribas Emissions-    16.00  6/22/2017    EUR     74.10
BNP Paribas Emissions-    19.00 12/21/2017    EUR     74.91
BNP Paribas Emissions-    15.00  3/23/2017    EUR     67.40
Lehman Brothers Treasur    2.75 10/28/2009    EUR      0.75
HSBC Trinkaus & Burkhar    4.50  4/24/2017    EUR     59.26
Goldman Sachs & Co Wert   20.00  5/24/2017    EUR     72.55
BNP Paribas Emissions-    25.00 12/22/2016    EUR     67.35
BNP Paribas Emissions-    27.00 12/22/2016    EUR     63.99
BNP Paribas Emissions-    18.00  3/23/2017    EUR     73.30
BNP Paribas Emissions-    10.00  9/21/2017    EUR     74.92
Lehman Brothers Treasur    4.50   3/7/2015    EUR      0.75
SpareBank 1 Noetteroey     8.25               NOK     49.98
Lehman Brothers Treasur    4.50 12/30/2010    USD      0.75
Eksportfinans ASA          0.25  7/14/2033    CAD     44.25
Vontobel Financial Prod    3.00 10/28/2016    EUR     66.93
Vontobel Financial Prod    4.00 10/28/2016    EUR     63.32
Vontobel Financial Prod    5.00 10/28/2016    EUR     60.09
Vontobel Financial Prod    6.00 10/28/2016    EUR     57.19
Vontobel Financial Prod    7.00 10/28/2016    EUR     54.57
Vontobel Financial Prod    8.50 10/28/2016    EUR     52.25
Vontobel Financial Prod   10.00 10/28/2016    EUR     50.13
Vontobel Financial Prod   14.50 10/28/2016    EUR     44.82
Vontobel Financial Prod   16.00 10/28/2016    EUR     43.34
Vontobel Financial Prod    3.00 12/23/2016    EUR     67.32
Vontobel Financial Prod    5.00 12/23/2016    EUR     60.85
Vontobel Financial Prod    7.00 12/23/2016    EUR     55.68
Vontobel Financial Prod    9.00 12/23/2016    EUR     51.47
Vontobel Financial Prod   11.50 12/23/2016    EUR     48.12
Vontobel Financial Prod   11.50 10/28/2016    EUR     48.20
Vontobel Financial Prod   13.00 10/28/2016    EUR     46.44
Goldman Sachs & Co Wert   12.00 12/21/2016    EUR     49.99
Bank Julius Baer & Co L    8.05  10/7/2016    CHF     57.60
Bank Nederlandse Gemeen    0.50  9/20/2022    ZAR     59.30
DZ Bank AG Deutsche Zen   11.50  6/23/2017    EUR     70.16
Vontobel Financial Prod   16.10   6/9/2017    EUR     73.70
Vontobel Financial Prod   16.25  3/10/2017    EUR     73.67
Vontobel Financial Prod   14.70  3/10/2017    EUR     74.83
Vontobel Financial Prod   18.20  12/9/2016    EUR     72.27
Vontobel Financial Prod   11.75  3/10/2017    EUR     73.93
Leonteq Securities AG     10.00 12/14/2016    EUR     70.18
Vontobel Financial Prod   15.30 12/23/2016    EUR     67.52
Goldman Sachs & Co Wert   23.00 10/26/2016    EUR     73.98
Vontobel Financial Prod    5.00 11/25/2016    EUR     54.79
Vontobel Financial Prod    3.50 11/25/2016    EUR     57.25
Vontobel Financial Prod    8.60 12/23/2016    EUR     73.80
Vontobel Financial Prod    9.05 11/25/2016    EUR     48.69
Vontobel Financial Prod   12.50 11/25/2016    EUR     45.59
Deutsche Bank AG           6.20 12/20/2016    EUR     70.80
Deutsche Bank AG           6.20 12/20/2016    EUR     64.10
Vontobel Financial Prod   11.00   6/9/2017    EUR     74.23
Societe Generale Effekt    5.27 12/23/2016    EUR     58.23
Vontobel Financial Prod   12.10 12/23/2016    EUR     71.60
Goldman Sachs & Co Wert   23.00 10/26/2016    EUR     64.64
Goldman Sachs & Co Wert   21.00 12/21/2016    EUR     71.01
Vontobel Financial Prod    7.50 11/25/2016    EUR     50.49
Deutsche Bank AG           6.20 12/20/2016    EUR     66.20
Deutsche Bank AG           6.20 12/20/2016    EUR     68.30
HSBC Trinkaus & Burkhar    3.75  8/25/2017    EUR     72.02
UBS AG                     7.85  12/1/2016    EUR     49.30
DZ Bank AG Deutsche Zen    6.20 12/19/2016    EUR     54.41
Vontobel Financial Prod    7.45  12/9/2016    EUR     68.01
HSBC Trinkaus & Burkhar   10.60 12/23/2016    EUR     72.93
HSBC Trinkaus & Burkhar   12.50 12/23/2016    EUR     66.78
HSBC Trinkaus & Burkhar   11.10  3/24/2017    EUR     69.13
HSBC Trinkaus & Burkhar    9.40  1/27/2017    EUR     71.35
HSBC Trinkaus & Burkhar    6.50 12/23/2016    EUR     54.13
Landesbank Baden-Wuertt    3.00 11/23/2018    EUR     67.59
Landesbank Baden-Wuertt    3.00 11/24/2017    EUR     66.72
Landesbank Baden-Wuertt    4.00 11/24/2017    EUR     57.40
DZ Bank AG Deutsche Zen    6.25 12/23/2016    EUR     72.41
HSBC Trinkaus & Burkhar    6.00  1/27/2017    EUR     71.88
HSBC Trinkaus & Burkhar   14.40 12/23/2016    EUR     64.58
Vontobel Financial Prod    9.00   6/9/2017    EUR     69.08
DZ Bank AG Deutsche Zen    9.25  7/28/2017    EUR     72.15
Leonteq Securities AG      9.00 12/14/2016    CHF     71.89
Vontobel Financial Prod   13.70 12/23/2016    EUR     69.47
Credit Suisse AG/Nassau    7.25  6/14/2017    CHF     61.67
Vontobel Financial Prod    6.00 11/25/2016    EUR     52.49
Vontobel Financial Prod   10.50 11/25/2016    EUR     47.03
DZ Bank AG Deutsche Zen    5.90 12/21/2016    EUR     52.33
UBS AG/London             13.80  12/9/2016    EUR     74.39
UBS AG/London              9.30  3/10/2017    EUR     64.16
Svensk Exportkredit AB     0.50  6/29/2029    AUD     64.78
Commerzbank AG             9.25  1/26/2017    EUR     74.75
Commerzbank AG            10.00  1/26/2017    EUR     73.20
Commerzbank AG            10.75  1/26/2017    EUR     71.69
Commerzbank AG            11.75  1/26/2017    EUR     70.33
Eiendomskreditt            5.33               NOK     69.50
Lloyds Bank PLC            0.50  7/26/2028    MXN     46.42
National Capital JSC       9.50  7/25/2018    RUB     60.03
HSBC Bank PLC              0.50   6/9/2023    MXN     62.05
Lehman Brothers Treasur    6.00 12/30/2017    EUR      0.75
Lehman Brothers Treasur    4.10  6/10/2014    SGD      9.63
Goldman Sachs & Co Wert   21.00 10/26/2016    EUR     40.79
Goldman Sachs & Co Wert    5.00 11/23/2016    EUR     67.48
Goldman Sachs & Co Wert    6.00 11/23/2016    EUR     60.64
Goldman Sachs & Co Wert   15.00 11/23/2016    EUR     46.00
Goldman Sachs & Co Wert    6.00  3/22/2017    EUR     62.52
Goldman Sachs & Co Wert    4.00  6/21/2017    EUR     68.57
UBS AG/London             13.50  10/7/2016    CHF     32.29
Notenstein La Roche Pri    7.20  4/19/2017    CHF     74.93
Leonteq Securities AG     12.20 10/19/2016    CHF     71.24
Leonteq Securities AG     11.80 10/19/2016    CHF     73.28
Lehman Brothers Treasur    3.00  8/13/2011    EUR      0.75
Lehman Brothers Treasur    5.00  4/24/2017    EUR      0.75
Lehman Brothers Treasur    7.39   5/4/2017    USD      0.75
Lehman Brothers Treasur    4.25  5/15/2010    EUR      0.75
Lehman Brothers Treasur    3.35 10/13/2016    EUR      0.75
Lehman Brothers Treasur    0.80 12/30/2016    EUR      0.75
Lehman Brothers Treasur   10.00   1/3/2012    BRL      0.75
Lehman Brothers Treasur    6.00  5/23/2018    CZK      0.75
Lehman Brothers Treasur    4.00  5/30/2010    USD      0.75
Lehman Brothers Treasur    4.00  5/17/2010    USD      0.75
Lehman Brothers Treasur    2.48  5/12/2009    USD      0.75
Lehman Brothers Treasur    2.25  5/12/2009    USD      0.75
Bulgaria Steel Finance    12.00   5/4/2013    EUR      1.09
Lehman Brothers Treasur    7.50  6/15/2017    USD      0.75
Kaupthing ehf              5.00   1/4/2027    SKK     17.63
Vontobel Financial Prod    9.85 12/23/2016    EUR     66.93
Landesbank Baden-Wuertt    5.50 11/24/2017    EUR     70.87
Landesbank Baden-Wuertt    3.00 11/24/2017    EUR     59.87
Landesbank Baden-Wuertt    5.00 11/24/2017    EUR     55.50
DZ Bank AG Deutsche Zen    7.00 12/23/2016    EUR     70.10
DZ Bank AG Deutsche Zen    5.25 12/23/2016    EUR     74.24
DZ Bank AG Deutsche Zen    7.00 12/23/2016    EUR     74.52
HSBC Trinkaus & Burkhar    8.10 12/23/2016    EUR     73.48
HSBC Trinkaus & Burkhar   12.60  3/24/2017    EUR     67.26
Vontobel Financial Prod    5.15 12/23/2016    EUR     48.49
Landesbank Hessen-Thuer    3.50   6/6/2018    EUR     70.18
Eiendomskreditt            4.38               NOK     57.47
Bank ZENIT PJSC            8.50  6/14/2024    RUB     60.10
Bank Julius Baer & Co L    5.40  5/31/2017    CHF     73.90
HSBC Trinkaus & Burkhar    3.00   5/8/2017    EUR     72.87
Lloyds Bank PLC            0.50  7/26/2021    BRL     61.27
T-Generation CJSC         12.00  6/14/2019    RUB     60.11
Landesbank Baden-Wuertt    3.50  2/24/2017    EUR     72.50
Landesbank Baden-Wuertt    4.50  2/24/2017    EUR     70.00
Landesbank Baden-Wuertt    5.50  2/24/2017    EUR     67.68
Landesbank Baden-Wuertt    2.50  2/24/2017    EUR     55.03
Landesbank Baden-Wuertt    3.50  2/24/2017    EUR     52.09
Landesbank Baden-Wuertt    4.50  2/24/2017    EUR     49.74
Landesbank Baden-Wuertt    5.50  2/24/2017    EUR     48.11
Landesbank Baden-Wuertt    2.50  2/24/2017    EUR     72.20
Landesbank Baden-Wuertt    4.00  2/24/2017    EUR     66.21
Landesbank Baden-Wuertt    5.50  2/24/2017    EUR     61.81
Leonteq Securities AG      9.00 12/14/2016    CHF     74.60
UBS AG/London              9.50   9/4/2017    CHF     32.66
UBS AG                     6.30  12/9/2016    EUR     50.66
HSBC Trinkaus & Burkhar   11.30 12/23/2016    EUR     69.37
HSBC Trinkaus & Burkhar    9.10 12/23/2016    EUR     65.28
UBS AG                     3.30  12/9/2016    EUR     57.40
HSBC Trinkaus & Burkhar    6.30  3/24/2017    EUR     70.82
HSBC Trinkaus & Burkhar   10.40 12/23/2016    EUR     38.04
HSBC Trinkaus & Burkhar    6.50  3/24/2017    EUR     65.04
Vontobel Financial Prod    4.25  12/9/2016    EUR     52.40
Vontobel Financial Prod    4.65  12/9/2016    EUR     70.75
Bank Julius Baer & Co L    5.60  7/24/2017    EUR     71.00
Credit Suisse AG/London    4.00  1/31/2017    CHF     74.16
Landesbank Baden-Wuertt    3.00  9/27/2019    EUR     60.48
DZ Bank AG Deutsche Zen    8.25 12/19/2016    EUR     57.37
Vontobel Financial Prod   12.00 12/23/2016    EUR     62.92
Vontobel Financial Prod    7.00 12/23/2016    EUR     48.93
Leonteq Securities AG     10.00 12/22/2016    CHF     29.26
Vontobel Financial Prod    5.00 12/16/2016    EUR     65.36
BNP Paribas Emissions-     6.00 12/22/2016    EUR     64.50
BNP Paribas Emissions-     4.00  6/22/2017    EUR     67.18
BNP Paribas Emissions-     5.00  6/22/2017    EUR     67.91
BNP Paribas Emissions-     5.00 12/22/2016    EUR     44.92
Goldman Sachs & Co Wert    9.00  9/20/2017    EUR     52.24
Soyuz AKB OAO             13.00 11/22/2019    RUB     60.06
HSBC Trinkaus & Burkhar   10.30 12/23/2016    EUR     71.27
HSBC Trinkaus & Burkhar    8.00 12/23/2016    EUR     67.28
UBS AG                     5.80  12/9/2016    EUR     71.23
HSBC Trinkaus & Burkhar    7.10  3/24/2017    EUR     57.88
HSBC Trinkaus & Burkhar    8.20 12/23/2016    EUR     39.87
HSBC Trinkaus & Burkhar    6.70  3/24/2017    EUR     42.47
HSBC Trinkaus & Burkhar    9.60 12/23/2016    EUR     59.47
HSBC Trinkaus & Burkhar    6.70  3/24/2017    EUR     62.66
Vontobel Financial Prod    5.25  12/9/2016    EUR     73.96
Leonteq Securities AG      3.00   8/7/2018    CHF     74.34
DekaBank Deutsche Giroz    2.50  7/14/2017    EUR     69.86
Landesbank Baden-Wuertt    2.60  2/24/2017    EUR     45.68
UBS AG/London              6.25  7/24/2017    CHF     68.59
Landesbank Baden-Wuertt    2.60  8/23/2019    EUR     51.70
DekaBank Deutsche Giroz    2.75  6/28/2019    EUR     64.05
Bayerische Landesbank      3.70  10/7/2016    EUR     46.28
Vontobel Financial Prod    6.80  1/27/2017    EUR     69.27
DZ Bank AG Deutsche Zen    5.25 12/23/2016    EUR     60.70
National Developing Co    15.00  7/19/2018    RUB     60.30
Landesbank Baden-Wuertt    4.10  3/24/2017    EUR     53.58
Vontobel Financial Prod    8.50 12/23/2016    EUR     68.39
Vontobel Financial Prod   10.50 12/23/2016    EUR     44.52
BNP Paribas Emissions-     5.00 12/22/2016    EUR     64.27
BNP Paribas Emissions-     6.00  6/22/2017    EUR     68.37
Goldman Sachs & Co Wert    8.00 10/26/2016    EUR     44.22
Notenstein La Roche Pri    3.10  8/14/2019    CHF     74.44
Vontobel Financial Prod   24.00 12/23/2016    EUR     69.18
Bayerische Landesbank      2.50  8/31/2018    EUR     66.40
Vontobel Financial Prod   14.45 12/23/2016    EUR     59.13
Vontobel Financial Prod   15.15 12/23/2016    EUR     68.83
Vontobel Financial Prod    6.50 12/23/2016    EUR     47.16
HSBC Trinkaus & Burkhar    6.90 12/23/2016    EUR     56.52
Vontobel Financial Prod    3.10   1/2/2017    EUR     54.91
WGZ-Bank AG Westdeutsch    6.50  9/29/2016    EUR     71.14
Vontobel Financial Prod   10.00 12/23/2016    EUR     56.90
DZ Bank AG Deutsche Zen    5.60 12/19/2016    EUR     57.57
DZ Bank AG Deutsche Zen    6.50 12/19/2016    EUR     54.19
DZ Bank AG Deutsche Zen    5.70 12/19/2016    EUR     73.48
Zurcher Kantonalbank Fi    7.50  2/27/2017    EUR     71.65
Vontobel Financial Prod   15.00 12/23/2016    EUR     74.55
Vontobel Financial Prod   10.50 12/23/2016    EUR     67.89
Bayerische Landesbank      2.70   8/3/2018    EUR     69.25
Landesbank Baden-Wuertt    2.50 12/23/2016    EUR     51.67
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     74.21
WGZ-Bank AG Westdeutsch    3.25  9/27/2016    EUR     56.97
Vontobel Financial Prod    2.05 12/12/2016    EUR     68.39
UBS AG/London              8.50   1/3/2017    CHF     59.13
Leonteq Securities AG      5.00   9/4/2018    CHF     55.04
Leonteq Securities AG     10.00  12/8/2016    CHF     74.84
Vontobel Financial Prod    8.50 12/23/2016    EUR     71.01
Deutsche Bank AG           3.20 11/23/2016    EUR     60.40
Deutsche Bank AG           3.20 10/26/2016    EUR     44.00
Deutsche Bank AG           3.20 11/23/2016    EUR     47.90
Deutsche Bank AG           3.20 12/20/2016    EUR     48.20
Deutsche Bank AG           3.20 11/23/2016    EUR     44.30
Deutsche Bank AG           3.20 11/23/2016    EUR     46.00
Deutsche Bank AG           3.20 12/20/2016    EUR     63.60
Deutsche Bank AG           3.20 11/23/2016    EUR     63.40
Vontobel Financial Prod   10.50 12/23/2016    EUR     67.27
Deutsche Bank AG           3.20 11/23/2016    EUR     73.70
Deutsche Bank AG           3.20 12/20/2016    EUR     73.80
Deutsche Bank AG           3.20 10/26/2016    EUR     59.50
Deutsche Bank AG           3.20 10/26/2016    EUR     62.60
Deutsche Bank AG           3.20 11/23/2016    EUR     59.70
Deutsche Bank AG           4.20 10/26/2016    EUR     73.70
Deutsche Bank AG           4.20 10/26/2016    EUR     45.90
Deutsche Bank AG           4.20 10/26/2016    EUR     57.50
Deutsche Bank AG           4.20 10/26/2016    EUR     60.20
Deutsche Bank AG           4.20 11/23/2016    EUR     60.50
Deutsche Bank AG           4.20 11/23/2016    EUR     44.40
Deutsche Bank AG           4.20 11/23/2016    EUR     57.80
Deutsche Bank AG           8.20 10/26/2016    EUR     54.60
Deutsche Bank AG           8.20 10/26/2016    EUR     68.40
Deutsche Bank AG           8.20 12/20/2016    EUR     72.20
Goldman Sachs & Co Wert   13.00 12/21/2016    EUR     55.64
Deutsche Bank AG           8.20 11/23/2016    EUR     42.00
Deutsche Bank AG           8.20 12/20/2016    EUR     55.80
Deutsche Bank AG           8.20 10/26/2016    EUR     53.10
Deutsche Bank AG           8.20 12/20/2016    EUR     59.10
Deutsche Bank AG           4.20 10/26/2016    EUR     62.70
Deutsche Bank AG           8.20 11/23/2016    EUR     69.00
Deutsche Bank AG           8.20 12/20/2016    EUR     42.60
Deutsche Bank AG           8.20 12/20/2016    EUR     69.60
Deutsche Bank AG           4.20 12/20/2016    EUR     60.20
Deutsche Bank AG           8.20 11/23/2016    EUR     69.00
Notenstein La Roche Pri    7.20   9/4/2017    CHF     74.74
Vontobel Financial Prod    7.50 12/23/2016    EUR     73.42
UniCredit Bank AG          4.75 12/22/2016    EUR     51.32
DekaBank Deutsche Giroz    3.00  5/13/2019    EUR     74.48
Bayerische Landesbank      2.70  6/22/2018    EUR     65.75
Notenstein La Roche Pri    3.30   6/5/2019    CHF     74.82
BNP Paribas Emissions-     4.00 12/22/2016    EUR     51.27
BNP Paribas Emissions-     5.00 12/22/2016    EUR     64.41
BNP Paribas Emissions-    10.00 12/22/2016    EUR     55.05
BNP Paribas Emissions-    10.00 12/22/2016    EUR     67.32
BNP Paribas Emissions-    10.00 12/22/2016    EUR     67.91
BNP Paribas Emissions-    10.00 12/22/2016    EUR     37.97
HSBC Trinkaus & Burkhar    6.70 12/23/2016    EUR     74.94
BNP Paribas Emissions-     9.00 12/22/2016    EUR     52.81
Notenstein La Roche Pri    6.00 11/29/2016    EUR     54.50
Notenstein La Roche Pri    4.00  5/29/2017    CHF     69.35
UniCredit Bank AG          4.00 12/22/2016    EUR     67.88
UniCredit Bank AG          4.00 12/22/2016    EUR     70.43
Credit Suisse AG/Nassau    7.25  12/5/2016    CHF     68.84
Notenstein La Roche Pri    3.90  8/21/2018    CHF     74.88
DekaBank Deutsche Giroz    2.60  6/23/2017    EUR     60.53
Credit Suisse AG/Nassau    7.55 11/28/2016    CHF     39.36
Goldman Sachs & Co Wert    9.00 12/21/2016    EUR     63.83
Goldman Sachs & Co Wert    8.00  3/22/2017    EUR     72.72
UBS AG                     7.40  5/17/2021    CHF     66.70
Leonteq Securities AG      9.92  5/29/2017    EUR     57.68
Notenstein La Roche Pri    4.30   6/5/2019    CHF     67.61
Notenstein La Roche Pri    6.70  12/5/2016    CHF     57.20
Leonteq Securities AG     13.00 11/14/2016    CHF     74.03
Vontobel Financial Prod    4.00  12/9/2016    EUR     60.85
Vontobel Financial Prod    6.45  12/9/2016    EUR     73.38
Vontobel Financial Prod    7.05  12/9/2016    EUR     71.90
UBS AG                     4.50 11/11/2016    EUR     74.02
Vontobel Financial Prod    4.85  12/9/2016    EUR     44.58
Vontobel Financial Prod    7.65  12/9/2016    EUR     40.62
UBS AG                     4.50 11/11/2016    EUR     63.63
Notenstein La Roche Pri    6.30  8/28/2017    CHF     73.24
DZ Bank AG Deutsche Zen    6.50 12/19/2016    EUR     49.82
DZ Bank AG Deutsche Zen    7.50 12/19/2016    EUR     64.26
DZ Bank AG Deutsche Zen    9.50 12/23/2016    EUR     55.85
DZ Bank AG Deutsche Zen    3.60  9/15/2017    EUR     53.92
UniCredit Bank AG          4.25 12/22/2016    EUR     50.40
UniCredit Bank AG          4.00 12/22/2016    EUR     51.44
UniCredit Bank AG          5.00 12/22/2016    EUR     47.54
UniCredit Bank AG          4.50 12/22/2016    EUR     49.41
UniCredit Bank AG          4.75 12/22/2016    EUR     48.46
UniCredit Bank AG          4.00 12/22/2016    EUR     72.78
Leonteq Securities AG      5.60  9/11/2017    CHF     55.14
Societe Generale Effekt    6.16 12/23/2016    EUR     55.45
HSBC Trinkaus & Burkhar   11.80 12/23/2016    EUR     60.19
HSBC Trinkaus & Burkhar    7.20 12/23/2016    EUR     68.11
HSBC Trinkaus & Burkhar    7.80  3/24/2017    EUR     66.68
HSBC Trinkaus & Burkhar    7.00 12/23/2016    EUR     49.03
HSBC Trinkaus & Burkhar    8.70 10/28/2016    EUR     46.25
HSBC Trinkaus & Burkhar    6.20 10/28/2016    EUR     49.98
HSBC Trinkaus & Burkhar   10.40 12/23/2016    EUR     68.73
HSBC Trinkaus & Burkhar    8.30 12/23/2016    EUR     72.10
EFG International Finan    6.21  7/22/2019    EUR     59.83
Vontobel Financial Prod    5.40   6/9/2017    EUR     74.69
Goldman Sachs & Co Wert    7.00  3/22/2017    EUR     73.06
Goldman Sachs & Co Wert   11.00  6/21/2017    EUR     64.17
Goldman Sachs & Co Wert   10.00  6/21/2017    EUR     67.16
DZ Bank AG Deutsche Zen    5.50 12/19/2016    EUR     51.30
DZ Bank AG Deutsche Zen    7.20 12/19/2016    EUR     48.50
DZ Bank AG Deutsche Zen    8.20 12/19/2016    EUR     62.45
UniCredit Bank AG          4.00 12/22/2016    EUR     55.48
UniCredit Bank AG          6.00 12/22/2016    EUR     67.29
UniCredit Bank AG          5.00 12/22/2016    EUR     53.47
UniCredit Bank AG          4.75 12/22/2016    EUR     53.96
UniCredit Bank AG          5.00 12/22/2016    EUR     69.91
DZ Bank AG Deutsche Zen    6.00 12/19/2016    EUR     72.70
DZ Bank AG Deutsche Zen    8.25 12/19/2016    EUR     74.89
DZ Bank AG Deutsche Zen    7.50 12/19/2016    EUR     45.95
Bayerische Landesbank      3.00  10/5/2018    EUR     56.13
Deutsche Bank AG           7.50 12/20/2016    EUR     66.65
Deutsche Bank AG           5.50 12/20/2016    EUR     38.89
Deutsche Bank AG           7.50 12/20/2016    EUR     60.78
HSBC Trinkaus & Burkhar   10.20 12/23/2016    EUR     62.53
HSBC Trinkaus & Burkhar    9.10 10/28/2016    EUR     63.89
HSBC Trinkaus & Burkhar    7.50  3/24/2017    EUR     49.13
HSBC Trinkaus & Burkhar   11.10 12/23/2016    EUR     73.42
DekaBank Deutsche Giroz    2.70  7/15/2019    EUR     74.35
Goldman Sachs & Co Wert    7.00 12/21/2016    EUR     71.62
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     65.91
Goldman Sachs & Co Wert   12.00  3/22/2017    EUR     63.07
Vontobel Financial Prod   10.00 12/23/2016    EUR     60.42
Vontobel Financial Prod    8.10 12/23/2016    EUR     62.94
Goldman Sachs & Co Wert    5.00 12/21/2016    EUR     48.44
Goldman Sachs & Co Wert    6.00 12/21/2016    EUR     46.79
Goldman Sachs & Co Wert   10.00 12/21/2016    EUR     41.48
Goldman Sachs & Co Wert    8.00 12/21/2016    EUR     65.58
Goldman Sachs & Co Wert   10.00 12/21/2016    EUR     61.62
Goldman Sachs & Co Wert   14.00 12/21/2016    EUR     72.29
Goldman Sachs & Co Wert    9.00 12/21/2016    EUR     73.16
Goldman Sachs & Co Wert   17.00 12/21/2016    EUR     59.60
Goldman Sachs & Co Wert    7.00  3/22/2017    EUR     72.20
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     61.86
Vontobel Financial Prod   17.30 12/23/2016    EUR     70.78
Vontobel Financial Prod   15.60 12/23/2016    EUR     47.78
Landesbank Baden-Wuertt    2.80  6/22/2018    EUR     73.53
Leonteq Securities AG      3.00   7/8/2019    CHF     71.82
DekaBank Deutsche Giroz    2.65   8/4/2017    EUR     73.04
UniCredit Bank AG          4.40  7/13/2018    EUR     47.45
DZ Bank AG Deutsche Zen    5.75 12/23/2016    EUR     69.57
BNP Paribas Emissions-     3.00 12/22/2016    EUR     53.68
BNP Paribas Emissions-     6.00 12/22/2016    EUR     72.72
BNP Paribas Emissions-     9.50 12/22/2016    EUR     63.91
BNP Paribas Emissions-     7.50 12/22/2016    EUR     56.29
BNP Paribas Emissions-    10.00 12/22/2016    EUR     74.69
BNP Paribas Emissions-    12.00 12/22/2016    EUR     71.73
BNP Paribas Emissions-    12.00 12/22/2016    EUR     33.36
Deutsche Bank AG           5.20 12/20/2016    EUR     64.10
Deutsche Bank AG           6.20 12/20/2016    EUR     64.30
Deutsche Bank AG           4.20 12/20/2016    EUR     43.10
BNP Paribas Emissions-     5.50 12/22/2016    EUR     62.41
Deutsche Bank AG           5.20 12/20/2016    EUR     70.90
Deutsche Bank AG           6.20 12/20/2016    EUR     71.20
Deutsche Bank AG           6.20 12/20/2016    EUR     67.30
BNP Paribas Emissions-     6.00 12/22/2016    EUR     68.80
BNP Paribas Emissions-     9.00 12/22/2016    EUR     62.02
Deutsche Bank AG           5.20  3/21/2017    EUR     72.70
BNP Paribas Emissions-     5.00 12/22/2016    EUR     64.27
BNP Paribas Emissions-     7.00 12/22/2016    EUR     59.03
BNP Paribas Emissions-     9.00 12/22/2016    EUR     54.72
Deutsche Bank AG           5.20  3/21/2017    EUR     59.60
Deutsche Bank AG           5.20  3/21/2017    EUR     44.70
Deutsche Bank AG           7.20  3/21/2017    EUR     44.20
BNP Paribas Emissions-     4.00 12/22/2016    EUR     48.33
Deutsche Bank AG           5.20  3/21/2017    EUR     40.50
BNP Paribas Emissions-     6.50 12/22/2016    EUR     43.65
Deutsche Bank AG           7.20  3/21/2017    EUR     70.90
Deutsche Bank AG           7.20  3/21/2017    EUR     73.60
BNP Paribas Emissions-     7.00 12/22/2016    EUR     68.91
BNP Paribas Emissions-    12.00 12/22/2016    EUR     72.96
BNP Paribas Emissions-     6.00 12/22/2016    EUR     67.83
Deutsche Bank AG           5.20  3/21/2017    EUR     72.10
Deutsche Bank AG           7.20  3/21/2017    EUR     69.30
Deutsche Bank AG           5.20 10/26/2016    EUR     70.70
Deutsche Bank AG           5.20 11/23/2016    EUR     71.10
Deutsche Bank AG           7.20 10/26/2016    EUR     57.80
Deutsche Bank AG           7.20 11/23/2016    EUR     64.00
Deutsche Bank AG           7.20 10/26/2016    EUR     42.80
Deutsche Bank AG           5.20 10/26/2016    EUR     41.10
Deutsche Bank AG           7.20 11/23/2016    EUR     43.30
Deutsche Bank AG           7.20 11/23/2016    EUR     41.80
Deutsche Bank AG           7.20 11/23/2016    EUR     40.40
Deutsche Bank AG           7.20 11/23/2016    EUR     39.10
Raiffeisen Centrobank A    9.07  3/22/2017    EUR     67.12
Raiffeisen Centrobank A    6.24  3/22/2017    EUR     69.81
Vontobel Financial Prod    8.35 12/23/2016    EUR     66.95
Landesbank Baden-Wuertt    3.75 12/23/2016    EUR     60.24
Leonteq Securities AG     10.00 11/21/2016    CHF     61.74
Vontobel Financial Prod    4.85 12/23/2016    EUR     48.94
Vontobel Financial Prod    8.35 12/23/2016    EUR     45.62
UBS AG/London              9.40  6/30/2017    EUR     38.34
HSBC Trinkaus & Burkhar    7.00 12/23/2016    EUR     43.78
HSBC Trinkaus & Burkhar    6.40 12/23/2016    EUR     70.49
HSBC Trinkaus & Burkhar    6.50 12/23/2016    EUR     58.34
DZ Bank AG Deutsche Zen    8.25 12/23/2016    EUR     61.43
WGZ-Bank AG Westdeutsch    5.00  9/29/2016    EUR     74.66
Vontobel Financial Prod    7.65 12/23/2016    EUR     60.37
Credit Suisse AG/Nassau    7.50  1/10/2017    CHF     73.08
DZ Bank AG Deutsche Zen    6.70 12/19/2016    EUR     74.30
DZ Bank AG Deutsche Zen    5.10 12/19/2016    EUR     73.49
Vontobel Financial Prod    8.00 12/23/2016    EUR     72.96
Zurcher Kantonalbank Fi    9.00  7/17/2017    EUR     66.98
DZ Bank AG Deutsche Zen    6.25 12/23/2016    EUR     49.83
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     62.65
Landesbank Baden-Wuertt    2.50 12/23/2016    EUR     73.36
Landesbank Baden-Wuertt    3.50 12/23/2016    EUR     69.62
Landesbank Baden-Wuertt    3.00 12/23/2016    EUR     65.71
Landesbank Baden-Wuertt    3.50 12/23/2016    EUR     64.93
WGZ-Bank AG Westdeutsch    2.50  9/27/2016    EUR     59.63
UBS AG/London              7.50   7/3/2017    EUR     56.88
WGZ-Bank AG Westdeutsch    4.00 12/19/2016    EUR     70.23
Banque Cantonale Vaudoi    7.25   7/3/2017    CHF     54.98
Leonteq Securities AG     10.00  12/8/2016    EUR     74.71
Deutsche Bank AG           3.20 12/20/2016    EUR     60.60
Deutsche Bank AG           3.20 12/20/2016    EUR     44.50
Deutsche Bank AG           3.20 12/20/2016    EUR     57.90
Deutsche Bank AG           3.20 12/20/2016    EUR     46.30
Deutsche Bank AG           3.20 10/26/2016    EUR     45.80
Deutsche Bank AG           3.20 10/26/2016    EUR     47.70
Vontobel Financial Prod   10.15 12/23/2016    EUR     67.86
Deutsche Bank AG           3.20 11/23/2016    EUR     62.90
Deutsche Bank AG           3.20 10/26/2016    EUR     66.10
Deutsche Bank AG           4.20 12/20/2016    EUR     74.10
Deutsche Bank AG           4.20 12/20/2016    EUR     60.90
Deutsche Bank AG           4.20 11/23/2016    EUR     46.20
Deutsche Bank AG           4.20 12/20/2016    EUR     44.80
Deutsche Bank AG           4.20 12/20/2016    EUR     46.50
Deutsche Bank AG           4.20 12/20/2016    EUR     68.50
Goldman Sachs & Co Wert   16.00 12/21/2016    EUR     64.69
Deutsche Bank AG           8.20 12/20/2016    EUR     54.30
Deutsche Bank AG           8.20 10/26/2016    EUR     65.80
Deutsche Bank AG           8.20 10/26/2016    EUR     41.40
Goldman Sachs & Co Wert   16.00 12/21/2016    EUR     67.75
Deutsche Bank AG           8.20 10/26/2016    EUR     68.40
Deutsche Bank AG           4.20 12/20/2016    EUR     63.30
Deutsche Bank AG           4.20 10/26/2016    EUR     59.60
Deutsche Bank AG           8.20 12/20/2016    EUR     61.40
Deutsche Bank AG           8.20 11/23/2016    EUR     55.20
UBS AG                     5.50 10/14/2016    EUR     73.34
WGZ-Bank AG Westdeutsch    6.00  9/30/2016    EUR     74.46
UniCredit Bank AG          6.00 12/22/2016    EUR     74.72
DekaBank Deutsche Giroz    3.10  5/11/2018    EUR     74.81
DekaBank Deutsche Giroz    2.80  5/13/2019    EUR     58.84
Vontobel Financial Prod    5.00  9/30/2016    EUR     56.39
UniCredit Bank AG          4.30 12/22/2016    EUR     73.97
BNP Paribas Emissions-    12.00 12/22/2016    EUR     69.00
BNP Paribas Emissions-     7.00 12/22/2016    EUR     72.25
BNP Paribas Emissions-     6.00 12/22/2016    EUR     44.15
HSBC Trinkaus & Burkhar    8.10 12/23/2016    EUR     41.15
BNP Paribas Emissions-    10.00 12/22/2016    EUR     61.93
HSBC Trinkaus & Burkhar    8.80 12/23/2016    EUR     68.68
BNP Paribas Emissions-     9.00 12/22/2016    EUR     40.03
Zurcher Kantonalbank Fi    3.80  5/22/2017    EUR     56.42
UniCredit Bank AG          4.00 12/22/2016    EUR     61.11
UniCredit Bank AG          4.00 12/22/2016    EUR     66.10
UniCredit Bank AG          4.00 12/22/2016    EUR     54.16
UniCredit Bank AG          4.00 12/22/2016    EUR     63.33
DekaBank Deutsche Giroz    4.10  6/20/2017    EUR     62.86
DekaBank Deutsche Giroz    5.60 11/21/2016    EUR     72.63
Goldman Sachs & Co Wert   17.00 12/21/2016    EUR     72.55
Goldman Sachs & Co Wert   15.00 12/21/2016    EUR     62.97
Goldman Sachs & Co Wert    9.00  6/21/2017    EUR     66.92
Goldman Sachs & Co Wert   13.00  6/21/2017    EUR     61.44
Credit Suisse AG/Nassau    7.50  12/5/2016    CHF     55.10
Landesbank Baden-Wuertt    2.80 12/23/2016    EUR     51.74
Notenstein La Roche Pri    4.10  8/14/2018    CHF     70.07
Bayerische Landesbank      2.90  6/22/2018    EUR     51.60
Notenstein La Roche Pri    4.10   6/5/2019    CHF     68.94
BNP Paribas Emissions-     6.50 12/22/2016    EUR     62.34
BNP Paribas Emissions-    12.00 12/22/2016    EUR     72.93
HSBC Trinkaus & Burkhar    7.10 12/23/2016    EUR     54.29
HSBC Trinkaus & Burkhar    7.20 12/23/2016    EUR     73.96
BNP Paribas Emissions-     7.00 12/22/2016    EUR     67.83
BNP Paribas Emissions-     4.00 12/22/2016    EUR     60.08
BNP Paribas Emissions-    12.00 12/22/2016    EUR     58.71
BNP Paribas Emissions-     4.50 12/22/2016    EUR     67.44
BNP Paribas Emissions-    11.00 12/22/2016    EUR     38.13
BNP Paribas Emissions-     9.00 12/22/2016    EUR     74.47
Notenstein La Roche Pri    5.80  5/29/2017    CHF     69.77
Credit Suisse AG/Nassau    6.00  12/2/2016    EUR     53.10
UniCredit Bank AG          4.00 12/22/2016    EUR     74.78
UBS AG/London              7.00  5/22/2017    CHF     55.12
Landesbank Baden-Wuertt    2.50 12/22/2017    EUR     69.43
Notenstein La Roche Pri    7.00  8/14/2017    CHF     70.06
Leonteq Securities AG      5.20  8/14/2018    CHF     60.39
UBS AG/London              8.00  5/26/2017    EUR     42.79
Notenstein La Roche Pri    5.80   6/5/2018    CHF     72.38
UBS AG/London              7.50 11/28/2016    EUR     50.46
Notenstein La Roche Pri    6.30  2/14/2017    CHF     50.42
Notenstein La Roche Pri    6.20  2/14/2017    CHF     68.82
Vontobel Financial Prod    5.90  12/9/2016    EUR     69.15
Vontobel Financial Prod    8.70  12/9/2016    EUR     64.34
Leonteq Securities AG     10.40 11/14/2016    EUR     61.84
Notenstein La Roche Pri    6.00 11/21/2016    CHF     66.63
BNP Paribas Emissions-    11.00 12/22/2016    EUR     53.59
BNP Paribas Emissions-     4.50 12/22/2016    EUR     66.92
BNP Paribas Emissions-     8.00 12/22/2016    EUR     70.10
BNP Paribas Emissions-     9.00 12/22/2016    EUR     69.00
BNP Paribas Emissions-    10.00 12/22/2016    EUR     72.93
HSBC Trinkaus & Burkhar    7.40 12/23/2016    EUR     72.16
BNP Paribas Emissions-     4.50 12/22/2016    EUR     73.23
BNP Paribas Emissions-     7.50 12/22/2016    EUR     66.17
BNP Paribas Emissions-     9.50 12/22/2016    EUR     63.34
BNP Paribas Emissions-     7.00 12/22/2016    EUR     74.77
BNP Paribas Emissions-     8.50 12/22/2016    EUR     56.89
BNP Paribas Emissions-    11.00 12/22/2016    EUR     53.09
BNP Paribas Emissions-     7.00 12/22/2016    EUR     42.27
UniCredit Bank AG          4.00 12/22/2016    EUR     69.14
UniCredit Bank AG          4.00 12/22/2016    EUR     72.39
Notenstein La Roche Pri    8.22 11/25/2016    EUR     55.32
Goldman Sachs & Co Wert   13.00  3/22/2017    EUR     65.76
EFG International Finan    2.67  6/26/2018    CHF     74.31
Leonteq Securities AG     10.00 11/14/2016    CHF     39.47
Leonteq Securities AG      8.00 11/14/2016    CHF     68.76
UBS AG/London              8.25   8/7/2017    EUR     66.10
Vontobel Financial Prod    8.10  12/9/2016    EUR     74.92
Vontobel Financial Prod    4.05  12/9/2016    EUR     46.17
Vontobel Financial Prod   12.50 12/23/2016    EUR     72.84
Vontobel Financial Prod    9.80 12/23/2016    EUR     59.09
Vontobel Financial Prod   11.50 11/22/2016    EUR     69.86
Vontobel Financial Prod   15.00 12/23/2016    EUR     70.19
HSBC Trinkaus & Burkhar    7.60 12/23/2016    EUR     61.27
HSBC Trinkaus & Burkhar    9.20 12/23/2016    EUR     64.11
EFG International Finan    7.20  6/26/2017    GBP     43.03
Leonteq Securities AG      4.68  10/7/2016    EUR     72.62
DZ Bank AG Deutsche Zen    7.30 12/19/2016    EUR     42.50
DZ Bank AG Deutsche Zen    6.80 12/19/2016    EUR     71.36
Vontobel Financial Prod    8.00 12/23/2016    EUR     72.29
Zurcher Kantonalbank Fi    8.50  7/17/2017    CHF     57.68
Leonteq Securities AG      8.00 10/13/2016    CHF     69.38
Landesbank Baden-Wuertt    3.50 12/23/2016    EUR     48.88
Landesbank Baden-Wuertt    3.00 12/23/2016    EUR     65.57
Landesbank Baden-Wuertt    2.55  2/24/2017    EUR     54.79
Landesbank Baden-Wuertt    2.00 12/23/2016    EUR     69.63
Landesbank Baden-Wuertt    4.00 12/23/2016    EUR     62.74
WGZ-Bank AG Westdeutsch    3.50   2/7/2017    EUR     72.05
Landesbank Baden-Wuertt    2.50 12/23/2016    EUR     68.41
WGZ-Bank AG Westdeutsch    4.25  9/27/2016    EUR     54.72
WGZ-Bank AG Westdeutsch    5.00  9/27/2016    EUR     52.46
WGZ-Bank AG Westdeutsch    6.00  9/27/2016    EUR     50.58
Leonteq Securities AG      9.00  12/8/2016    CHF     53.81
Deutsche Bank AG           3.20 10/26/2016    EUR     63.10
Deutsche Bank AG           3.20 10/26/2016    EUR     60.10
Deutsche Bank AG           3.20 10/26/2016    EUR     57.40
Deutsche Bank AG           3.20 11/23/2016    EUR     57.70
Deutsche Bank AG           3.20 10/26/2016    EUR     64.90
Deutsche Bank AG           3.20 12/20/2016    EUR     71.50
Deutsche Bank AG           3.20 12/20/2016    EUR     63.10
Deutsche Bank AG           3.20 12/20/2016    EUR     66.60
Deutsche Bank AG           3.20 12/20/2016    EUR     60.00
Deutsche Bank AG           3.20 11/23/2016    EUR     66.30
Deutsche Bank AG           4.20 11/23/2016    EUR     73.90
Deutsche Bank AG           4.20 10/26/2016    EUR     44.10
Deutsche Bank AG           8.20 11/23/2016    EUR     53.70
Deutsche Bank AG           8.20 11/23/2016    EUR     71.60
Deutsche Bank AG           4.20 11/23/2016    EUR     59.90
Deutsche Bank AG           8.20 11/23/2016    EUR     66.40
Deutsche Bank AG           4.20 11/23/2016    EUR     63.00
Deutsche Bank AG           8.20 10/26/2016    EUR     71.00
UBS AG                     5.50 10/14/2016    EUR     64.30
Goldman Sachs & Co Wert   15.00 12/21/2016    EUR     60.66
Goldman Sachs & Co Wert   14.00 12/21/2016    EUR     66.13
Goldman Sachs & Co Wert    7.00 12/21/2016    EUR     59.00
Goldman Sachs & Co Wert   14.00 12/21/2016    EUR     67.24
Goldman Sachs & Co Wert   15.00 12/21/2016    EUR     36.90
Goldman Sachs & Co Wert   14.00 12/21/2016    EUR     49.58
Goldman Sachs & Co Wert   15.00 12/21/2016    EUR     73.20
Goldman Sachs & Co Wert   15.00 12/21/2016    EUR     60.86
Goldman Sachs & Co Wert   16.00 12/21/2016    EUR     74.22
Notenstein La Roche Pri    4.30  8/21/2018    CHF     73.79
Notenstein La Roche Pri    6.80  2/21/2017    CHF     72.08
Bank Julius Baer & Co L    7.50 12/23/2016    CHF     53.15
Vontobel Financial Prod   15.15 12/23/2016    EUR     60.70
Landesbank Hessen-Thuer    3.15 10/10/2016    EUR     48.70
Raiffeisen Centrobank A    9.50  7/13/2017    EUR     73.24
Bayerische Landesbank      2.40  7/20/2018    EUR     52.60
DZ Bank AG Deutsche Zen    5.75 12/23/2016    EUR     39.82
Vontobel Financial Prod    6.25  12/2/2016    EUR     69.82
BNP Paribas Emissions-     8.00 12/22/2016    EUR     47.63
BNP Paribas Emissions-     7.00 12/22/2016    EUR     70.30
BNP Paribas Emissions-     9.00 12/22/2016    EUR     65.96
BNP Paribas Emissions-     3.50 12/22/2016    EUR     66.69
BNP Paribas Emissions-     6.00 12/22/2016    EUR     58.91
BNP Paribas Emissions-     9.50 12/22/2016    EUR     53.24
BNP Paribas Emissions-     9.00 12/22/2016    EUR     72.71
BNP Paribas Emissions-     8.00 12/22/2016    EUR     37.51
BNP Paribas Emissions-     4.00 12/22/2016    EUR     67.14
BNP Paribas Emissions-     6.00 12/22/2016    EUR     61.00
Deutsche Bank AG           6.20 12/20/2016    EUR     69.00
Deutsche Bank AG           4.20 12/20/2016    EUR     75.00
Deutsche Bank AG           4.20 12/20/2016    EUR     70.70
BNP Paribas Emissions-     6.00 12/22/2016    EUR     66.39
BNP Paribas Emissions-     7.50 12/22/2016    EUR     56.66
BNP Paribas Emissions-     6.00 12/22/2016    EUR     60.55
Deutsche Bank AG           7.20  3/21/2017    EUR     60.60
BNP Paribas Emissions-     9.50 12/22/2016    EUR     74.41
Deutsche Bank AG           5.20  3/21/2017    EUR     46.30
Deutsche Bank AG           7.20  3/21/2017    EUR     45.70
Deutsche Bank AG           5.20  3/21/2017    EUR     43.20
Deutsche Bank AG           7.20  3/21/2017    EUR     42.80
Deutsche Bank AG           5.20  3/21/2017    EUR     41.80
BNP Paribas Emissions-     6.00 12/22/2016    EUR     45.15
Deutsche Bank AG           5.20  3/21/2017    EUR     64.40
BNP Paribas Emissions-     6.00 12/22/2016    EUR     72.38
BNP Paribas Emissions-     7.00 12/22/2016    EUR     63.72
BNP Paribas Emissions-     5.00 12/22/2016    EUR     73.54
Deutsche Bank AG           5.20  3/21/2017    EUR     68.30
Deutsche Bank AG           7.20 11/23/2016    EUR     74.20
Deutsche Bank AG           7.20 10/26/2016    EUR     63.50
Deutsche Bank AG           5.20 10/26/2016    EUR     57.60
Deutsche Bank AG           7.20 11/23/2016    EUR     58.30
Deutsche Bank AG           5.20 11/23/2016    EUR     58.00
Deutsche Bank AG           5.20 10/26/2016    EUR     44.20
Deutsche Bank AG           5.20 10/26/2016    EUR     42.60
Deutsche Bank AG           7.20 10/26/2016    EUR     41.30
Deutsche Bank AG           7.20 10/26/2016    EUR     39.90
Deutsche Bank AG           5.20 10/26/2016    EUR     39.70
Deutsche Bank AG           5.20 10/26/2016    EUR     38.40
Deutsche Bank AG           5.20 11/23/2016    EUR     44.60
Raiffeisen Centrobank A    9.07  3/22/2017    EUR     64.43
Raiffeisen Centrobank A    7.37  3/22/2017    EUR     64.19
Deutsche Bank AG           5.20 10/26/2016    EUR     70.80
Deutsche Bank AG           7.20 10/26/2016    EUR     71.10
Deutsche Bank AG           5.20 11/23/2016    EUR     71.10
Vontobel Financial Prod    7.50 12/12/2016    EUR     53.27
BNP Paribas Emissions-     3.25 11/24/2017    EUR     62.46
Landesbank Hessen-Thuer    8.90  10/6/2020    EUR     59.59
Leonteq Securities AG/G    6.84   2/6/2017    EUR     74.59
Landesbank Baden-Wuertt    3.50  7/27/2018    EUR     47.55
Landesbank Baden-Wuertt    3.40  9/28/2018    EUR     51.11
UBS AG                     3.60  12/9/2016    EUR     61.49
UBS AG                     2.60  12/9/2016    EUR     65.06
UBS AG                     2.90  12/9/2016    EUR     48.49
Landesbank Baden-Wuertt    3.50  6/23/2017    EUR     68.38
Landesbank Baden-Wuertt    5.50  6/23/2017    EUR     57.13
Landesbank Baden-Wuertt    2.50  6/23/2017    EUR     52.41
Landesbank Baden-Wuertt    4.00  6/23/2017    EUR     48.16
Landesbank Baden-Wuertt    5.50  6/23/2017    EUR     45.50
Landesbank Baden-Wuertt    2.50  6/23/2017    EUR     65.59
Landesbank Baden-Wuertt    3.50  6/23/2017    EUR     62.35
Landesbank Baden-Wuertt    5.00  6/23/2017    EUR     66.51
Landesbank Baden-Wuertt    6.00  6/23/2017    EUR     56.87
Notenstein La Roche Pri    5.80 12/12/2016    CHF     73.44
UniCredit Bank AG          4.00 12/22/2016    EUR     53.24
UniCredit Bank AG          4.00 12/22/2016    EUR     52.72
Notenstein La Roche Pri    8.02  8/11/2017    EUR     64.24
UniCredit Bank AG          4.00 12/22/2016    EUR     51.22
UniCredit Bank AG          4.00 12/22/2016    EUR     53.80
UniCredit Bank AG          4.00 12/22/2016    EUR     70.89
HSBC Trinkaus & Burkhar    7.10 12/23/2016    EUR     56.75
Vontobel Financial Prod    4.30 12/23/2016    EUR     74.08
Vontobel Financial Prod    5.35 12/23/2016    EUR     58.61
Societe Generale Effekt    4.79 10/10/2016    EUR     52.46
Societe Generale Effekt    8.26 10/10/2016    EUR     37.81
Societe Generale Effekt    5.73 10/10/2016    EUR     64.04
DekaBank Deutsche Giroz    2.80  7/22/2019    EUR     65.83
Bayerische Landesbank      2.70  7/13/2018    EUR     64.49
Goldman Sachs & Co Wert    8.00 12/21/2016    EUR     72.19
Goldman Sachs & Co Wert    5.00 12/21/2016    EUR     64.27
Goldman Sachs & Co Wert    9.00 12/21/2016    EUR     54.71
Goldman Sachs & Co Wert   10.00 12/21/2016    EUR     74.44
Goldman Sachs & Co Wert    8.00 12/21/2016    EUR     43.90
Notenstein La Roche Pri    6.20  2/21/2017    EUR     68.57
EFG International Finan   11.12 12/12/2016    USD     58.79
Vontobel Financial Prod   16.30 12/23/2016    EUR     64.33
Vontobel Financial Prod   16.35 12/23/2016    EUR     33.75
Vontobel Financial Prod   15.25 12/23/2016    EUR     73.95
Vontobel Financial Prod    5.35 12/16/2016    EUR     65.50
Landesbank Baden-Wuertt    3.55 11/25/2016    EUR     74.87
Landesbank Baden-Wuertt    3.00  6/23/2017    EUR     56.97
Notenstein La Roche Pri    3.00   7/3/2019    CHF     67.84
Leonteq Securities AG      6.77  8/17/2017    CHF     50.97
Notenstein La Roche Pri    6.50  6/26/2017    EUR     60.97
Leonteq Securities AG     10.00  9/26/2016    CHF     54.41
Leonteq Securities AG      8.40  9/26/2016    CHF     72.22
Leonteq Securities AG      9.20  9/26/2016    EUR     70.30
BNP Paribas Emissions-     9.00 12/22/2016    EUR     45.88
Vontobel Financial Prod    5.10  12/2/2016    EUR     64.98
BNP Paribas Emissions-     7.50 12/22/2016    EUR     67.93
BNP Paribas Emissions-     5.50 12/22/2016    EUR     62.11
BNP Paribas Emissions-    10.00 12/22/2016    EUR     68.58
BNP Paribas Emissions-    10.00 12/22/2016    EUR     72.58
Deutsche Bank AG           4.20 12/20/2016    EUR     63.80
BNP Paribas Emissions-    13.00 12/22/2016    EUR     72.21
Deutsche Bank AG           5.20 12/20/2016    EUR     68.80
BNP Paribas Emissions-    10.00 12/22/2016    EUR     72.29
Deutsche Bank AG           5.20 12/20/2016    EUR     67.10
Deutsche Bank AG           4.20 12/20/2016    EUR     66.80
BNP Paribas Emissions-     9.00 12/22/2016    EUR     74.09
BNP Paribas Emissions-     9.50 12/22/2016    EUR     72.21
Deutsche Bank AG           7.20  3/21/2017    EUR     73.70
BNP Paribas Emissions-     5.50 12/22/2016    EUR     61.40
Deutsche Bank AG           5.20  3/21/2017    EUR     65.20
Deutsche Bank AG           7.20  3/21/2017    EUR     66.20
BNP Paribas Emissions-    10.00 12/22/2016    EUR     72.93
Deutsche Bank AG           7.20  3/21/2017    EUR     47.30
BNP Paribas Emissions-     3.50 12/22/2016    EUR     50.26
BNP Paribas Emissions-     5.00 12/22/2016    EUR     46.67
Deutsche Bank AG           7.20  3/21/2017    EUR     41.50
BNP Paribas Emissions-     8.50 12/22/2016    EUR     41.22
BNP Paribas Emissions-     8.00 12/22/2016    EUR     65.80
BNP Paribas Emissions-    10.00 12/22/2016    EUR     59.31
Deutsche Bank AG           7.20  3/21/2017    EUR     73.10
Deutsche Bank AG           5.20 10/26/2016    EUR     73.50
Deutsche Bank AG           7.20 10/26/2016    EUR     73.70
Deutsche Bank AG           7.20 10/26/2016    EUR     70.90
Deutsche Bank AG           5.20 11/23/2016    EUR     73.90
Deutsche Bank AG           7.20 11/23/2016    EUR     71.40
Bank Julius Baer & Co L    6.00  6/19/2017    EUR     68.75
Credit Suisse AG/London    6.10 12/19/2016    EUR     40.86
Deutsche Bank AG           5.20 10/26/2016    EUR     63.30
Deutsche Bank AG           5.20 11/23/2016    EUR     63.70
Deutsche Bank AG           7.20 10/26/2016    EUR     44.40
Deutsche Bank AG           7.20 10/26/2016    EUR     38.50
Deutsche Bank AG           7.20 11/23/2016    EUR     44.90
Deutsche Bank AG           5.20 11/23/2016    EUR     43.00
Deutsche Bank AG           5.20 11/23/2016    EUR     41.50
Deutsche Bank AG           5.20 11/23/2016    EUR     40.10
Deutsche Bank AG           5.20 11/23/2016    EUR     38.80
Raiffeisen Centrobank A    7.37  3/22/2017    EUR     68.91
Deutsche Bank AG           7.20 11/23/2016    EUR     71.60
Deutsche Bank AG           5.20 11/23/2016    EUR     74.90
Deutsche Bank AG           5.20 11/23/2016    EUR     66.70
Landesbank Baden-Wuertt    3.00  7/26/2019    EUR     68.60
Vontobel Financial Prod    5.00 12/23/2016    EUR     64.25
Vontobel Financial Prod   13.40 12/23/2016    EUR     51.71
Deutsche Bank AG           6.50 12/20/2016    EUR     74.23
EFG International Finan    5.30  6/24/2019    EUR     58.36
Vontobel Financial Prod    6.00 12/23/2016    EUR     55.63
Goldman Sachs & Co Wert   14.00  6/21/2017    EUR     71.27
Goldman Sachs & Co Wert    4.00  6/21/2017    EUR     74.91
Goldman Sachs & Co Wert   13.00  6/21/2017    EUR     53.90
Goldman Sachs & Co Wert   12.00  6/21/2017    EUR     73.03
Goldman Sachs & Co Wert   16.00 12/21/2016    EUR     37.13
Goldman Sachs & Co Wert    3.00  3/22/2017    EUR     61.07
Goldman Sachs & Co Wert   14.00  3/22/2017    EUR     40.26
Goldman Sachs & Co Wert    6.00  6/21/2017    EUR     51.74
Goldman Sachs & Co Wert   13.00  3/22/2017    EUR     71.20
Goldman Sachs & Co Wert    6.00  3/22/2017    EUR     73.17
Vontobel Financial Prod    6.85 12/23/2016    EUR     67.73
Vontobel Financial Prod   10.80 12/23/2016    EUR     62.07
Leonteq Securities AG      5.40  8/28/2017    CHF     54.49
Leonteq Securities AG     10.00 11/28/2016    CHF     74.15
UBS AG/London              7.00  6/26/2017    EUR     60.56
Deutsche Bank AG           4.50 12/20/2016    EUR     64.20
Notenstein La Roche Pri    6.90  8/28/2017    CHF     67.41
Landesbank Baden-Wuertt    3.70  7/27/2018    EUR     64.98
Deutsche Bank AG           6.50 12/20/2016    EUR     66.50
Deutsche Bank AG           4.50 12/20/2016    EUR     66.00
Deutsche Bank AG           6.50 12/20/2016    EUR     62.20
Deutsche Bank AG           8.20 12/20/2016    EUR     60.20
Zurcher Kantonalbank Fi    5.80  8/21/2017    CHF     66.68
Deutsche Bank AG           6.50 12/20/2016    EUR     72.40
Vontobel Financial Prod    4.00 12/12/2016    EUR     60.30
Vontobel Financial Prod    4.45  12/9/2016    EUR     68.39
Vontobel Financial Prod    5.00  12/9/2016    EUR     71.34
Landesbank Baden-Wuertt    3.40  7/27/2018    EUR     61.71
UBS AG                     3.30  12/9/2016    EUR     63.76
UBS AG                     4.30  12/9/2016    EUR     74.05
Landesbank Baden-Wuertt    5.50  6/23/2017    EUR     71.99
Landesbank Baden-Wuertt    2.50  6/23/2017    EUR     66.76
Landesbank Baden-Wuertt    5.50  6/23/2017    EUR     74.79
Landesbank Baden-Wuertt    4.50  6/23/2017    EUR     59.93
Landesbank Baden-Wuertt    3.00  6/23/2017    EUR     72.34
Landesbank Baden-Wuertt    5.50  6/23/2017    EUR     72.48
Landesbank Baden-Wuertt    3.00  6/23/2017    EUR     64.19
Landesbank Baden-Wuertt    5.00  6/23/2017    EUR     58.71
Notenstein La Roche Pri    6.40  6/12/2017    CHF     70.33
UniCredit Bank AG          4.00 12/22/2016    EUR     73.21
UniCredit Bank AG          4.00 12/22/2016    EUR     51.29
Notenstein La Roche Pri    7.00  8/11/2017    CHF     63.81
Credit Suisse AG/Nassau    6.38  6/12/2017    EUR     57.55
HSBC Trinkaus & Burkhar    8.50 12/23/2016    EUR     71.20
HSBC Trinkaus & Burkhar    7.10 12/23/2016    EUR     74.39
Vontobel Financial Prod    6.40 12/23/2016    EUR     69.18
Vontobel Financial Prod    8.05 12/23/2016    EUR     37.35
Vontobel Financial Prod    6.15 12/23/2016    EUR     39.26
Vontobel Financial Prod    4.45 12/23/2016    EUR     41.56
Vontobel Financial Prod    7.75 12/23/2016    EUR     54.40
Vontobel Financial Prod   12.50 12/23/2016    EUR     56.01
Vontobel Financial Prod    5.00  1/10/2017    EUR     41.25
Societe Generale Effekt    9.72 10/10/2016    EUR     44.31
Credit Suisse AG/Nassau    8.00  2/21/2017    EUR     72.68
Credit Suisse AG/London    7.00  2/20/2017    CHF     73.66
Societe Generale Effekt    9.99 10/10/2016    EUR     35.69
Societe Generale Effekt    4.26 10/10/2016    EUR     68.01
Societe Generale Effekt    9.39 10/10/2016    EUR     57.42
DZ Bank AG Deutsche Zen    3.45  8/25/2017    EUR     50.19
Goldman Sachs & Co Wert    3.00  3/22/2017    EUR     64.12
Goldman Sachs & Co Wert    6.00 12/21/2016    EUR     71.66
Vontobel Financial Prod    5.05  12/9/2016    EUR     68.51
DekaBank Deutsche Giroz    4.75  1/20/2017    EUR     62.42
UBS AG                     4.30  12/9/2016    EUR     59.82
Landesbank Baden-Wuertt    4.00  6/23/2017    EUR     60.91
Landesbank Baden-Wuertt    4.00  6/23/2017    EUR     69.03
Landesbank Baden-Wuertt    4.00  6/23/2017    EUR     61.19
Notenstein La Roche Pri    7.00 12/12/2016    EUR     58.82
UniCredit Bank AG          4.00 12/22/2016    EUR     52.21
UniCredit Bank AG          4.00 12/22/2016    EUR     51.71
UniCredit Bank AG          4.00 12/22/2016    EUR     73.35
HSBC Trinkaus & Burkhar    7.20 12/23/2016    EUR     42.33
HSBC Trinkaus & Burkhar    7.10 12/23/2016    EUR     72.93
HSBC Trinkaus & Burkhar    7.70 12/23/2016    EUR     61.69
Vontobel Financial Prod    5.30 12/23/2016    EUR     71.51
Raiffeisen Centrobank A    6.89  6/20/2017    EUR     55.82
Landesbank Hessen-Thuer    3.60 10/10/2016    EUR     74.10
Societe Generale Effekt    6.25 10/10/2016    EUR     49.34
Societe Generale Effekt   13.91 10/10/2016    EUR     32.15
DekaBank Deutsche Giroz    5.15  12/9/2016    EUR     58.47
Deutsche Bank AG           5.20 10/26/2016    EUR     74.50
Deutsche Bank AG           5.20 10/26/2016    EUR     70.10
Deutsche Bank AG           5.20 10/26/2016    EUR     66.30
Deutsche Bank AG           7.20 10/26/2016    EUR     66.40
Deutsche Bank AG           7.20 11/23/2016    EUR     67.00
Vontobel Financial Prod    7.60 12/23/2016    EUR     56.51
Vontobel Financial Prod   10.00 12/23/2016    EUR     49.51
Vontobel Financial Prod   11.70 12/23/2016    EUR     47.57
Goldman Sachs & Co Wert    6.00  3/22/2017    EUR     65.95
Goldman Sachs & Co Wert    8.00  3/22/2017    EUR     61.33
Goldman Sachs & Co Wert   14.00  3/22/2017    EUR     52.01
Goldman Sachs & Co Wert    5.00  6/21/2017    EUR     71.52
Goldman Sachs & Co Wert    6.00  6/21/2017    EUR     66.00
Goldman Sachs & Co Wert    8.00  6/21/2017    EUR     62.09
Goldman Sachs & Co Wert   13.00  3/22/2017    EUR     72.97
Goldman Sachs & Co Wert    3.00 12/21/2016    EUR     54.71
Goldman Sachs & Co Wert    4.00  3/22/2017    EUR     55.99
Goldman Sachs & Co Wert    4.00  3/22/2017    EUR     53.56
Goldman Sachs & Co Wert    5.00  3/22/2017    EUR     49.77
Goldman Sachs & Co Wert    6.00  3/22/2017    EUR     48.38
Goldman Sachs & Co Wert    7.00  3/22/2017    EUR     47.12
Goldman Sachs & Co Wert    8.00  3/22/2017    EUR     44.50
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     42.77
Goldman Sachs & Co Wert    3.00  6/21/2017    EUR     61.53
Goldman Sachs & Co Wert    4.00  6/21/2017    EUR     54.48
Goldman Sachs & Co Wert    4.00  6/21/2017    EUR     56.86
Goldman Sachs & Co Wert    6.00  6/21/2017    EUR     49.87
Goldman Sachs & Co Wert   10.00  6/21/2017    EUR     45.31
Goldman Sachs & Co Wert   13.00  6/21/2017    EUR     73.51
Goldman Sachs & Co Wert    4.00 12/21/2016    EUR     71.01
Goldman Sachs & Co Wert    4.00  6/21/2017    EUR     72.12
Goldman Sachs & Co Wert    5.00  6/21/2017    EUR     69.26
Vontobel Financial Prod    5.00 12/23/2016    EUR     71.15
UBS AG/London              9.25  6/26/2017    CHF     69.09
Deutsche Bank AG           6.50 12/20/2016    EUR     59.80
Deutsche Bank AG           4.50 12/20/2016    EUR     59.30
Deutsche Bank AG           6.50 12/20/2016    EUR     59.00
Deutsche Bank AG           4.50 12/20/2016    EUR     58.50
Deutsche Bank AG           6.50 12/20/2016    EUR     64.70
Deutsche Bank AG           4.50 12/20/2016    EUR     61.70
Deutsche Bank AG           8.20 12/20/2016    EUR     59.40
Deutsche Bank AG           8.20 12/20/2016    EUR     62.60
Deutsche Bank AG           6.20 12/20/2016    EUR     72.30
Deutsche Bank AG           6.20  6/20/2017    EUR     73.80
Goldman Sachs & Co Wert   21.00  6/21/2017    EUR     72.52
BNP Paribas Emissions-    11.00 12/22/2016    EUR     68.94
BNP Paribas Emissions-     6.50 12/22/2016    EUR     55.65
BNP Paribas Emissions-    10.00 12/22/2016    EUR     49.71
BNP Paribas Emissions-    10.00 12/22/2016    EUR     72.55
BNP Paribas Emissions-    15.00 12/22/2016    EUR     64.30
Vontobel Financial Prod    4.50 12/23/2016    EUR     57.77
Vontobel Financial Prod   14.50 12/23/2016    EUR     43.97
Vontobel Financial Prod   14.00 12/23/2016    EUR     57.56
Vontobel Financial Prod   15.00 12/23/2016    EUR     56.22
Vontobel Financial Prod    6.50 12/23/2016    EUR     70.26
Vontobel Financial Prod    9.50 12/23/2016    EUR     63.94
Vontobel Financial Prod    5.75 12/23/2016    EUR     72.76
Bank Julius Baer & Co L    7.50  9/30/2016    EUR     37.45
Goldman Sachs & Co Wert   19.00 12/21/2016    EUR     69.74
Goldman Sachs & Co Wert   16.00  3/22/2017    EUR     73.15
Goldman Sachs & Co Wert    3.00 12/21/2016    EUR     71.34
Goldman Sachs & Co Wert    6.00 12/21/2016    EUR     61.07
Goldman Sachs & Co Wert    7.00  3/22/2017    EUR     57.43
Goldman Sachs & Co Wert    7.00  6/21/2017    EUR     59.06
Credit Suisse AG/Nassau    7.00 10/13/2016    CHF     73.04
Deutsche Bank AG           4.20 12/20/2016    EUR     74.70
Deutsche Bank AG           4.20 12/20/2016    EUR     57.90
Deutsche Bank AG           4.20 12/20/2016    EUR     52.70
Deutsche Bank AG           4.20 12/20/2016    EUR     72.20
Deutsche Bank AG           6.20 12/20/2016    EUR     70.00
Deutsche Bank AG           6.20 10/26/2016    EUR     74.50
Deutsche Bank AG           5.20 11/23/2016    EUR     74.70
Deutsche Bank AG           6.20 11/23/2016    EUR     74.90
Deutsche Bank AG           6.20 10/26/2016    EUR     54.70
Deutsche Bank AG           6.20 10/26/2016    EUR     52.30
Deutsche Bank AG           6.20 10/26/2016    EUR     50.00
Deutsche Bank AG           5.20 11/23/2016    EUR     55.00
Deutsche Bank AG           5.20 11/23/2016    EUR     52.60
Deutsche Bank AG           5.20 11/23/2016    EUR     50.30
Deutsche Bank AG           6.20 10/26/2016    EUR     72.00
Deutsche Bank AG           5.20 10/26/2016    EUR     69.20
Deutsche Bank AG           6.20 10/26/2016    EUR     64.40
Deutsche Bank AG           5.20 10/26/2016    EUR     64.30
Deutsche Bank AG           6.20 11/23/2016    EUR     72.30
Deutsche Bank AG           6.20 11/23/2016    EUR     69.60
Deutsche Bank AG           5.20 11/23/2016    EUR     69.50
Deutsche Bank AG           5.20 11/23/2016    EUR     67.00
Deutsche Bank AG           6.20 11/23/2016    EUR     67.10
Deutsche Bank AG           6.20 11/23/2016    EUR     64.80
BNP Paribas Emissions-     7.00 12/22/2016    EUR     49.11
BNP Paribas Emissions-    16.00 12/22/2016    EUR     39.36
BNP Paribas Emissions-    10.00 12/22/2016    EUR     73.21
Zurcher Kantonalbank Fi    8.50 10/16/2017    CHF     70.89
Bank Julius Baer & Co L   16.30 10/13/2016    CHF     62.65
UniCredit Bank AG          4.10 12/22/2016    EUR     54.42
UniCredit Bank AG          4.50 12/22/2016    EUR     52.10
UniCredit Bank AG          4.40 12/22/2016    EUR     52.66
UniCredit Bank AG          4.30 12/22/2016    EUR     53.24
UniCredit Bank AG          4.20 12/22/2016    EUR     53.82
BNP Paribas Emissions-     9.00 12/22/2016    EUR     72.11
BNP Paribas Emissions-     6.00 12/22/2016    EUR     58.22
BNP Paribas Emissions-     8.00 12/22/2016    EUR     53.54
BNP Paribas Emissions-     9.50 12/22/2016    EUR     51.65
BNP Paribas Emissions-    12.00 12/22/2016    EUR     48.29
BNP Paribas Emissions-     6.00 12/22/2016    EUR     57.31
BNP Paribas Emissions-    14.00 12/22/2016    EUR     66.50
Vontobel Financial Prod   11.50 12/23/2016    EUR     46.37
Vontobel Financial Prod   12.00 12/23/2016    EUR     60.57
Vontobel Financial Prod   13.00 12/23/2016    EUR     58.97
Vontobel Financial Prod    7.50 12/23/2016    EUR     67.99
Goldman Sachs & Co Wert   21.00 10/26/2016    EUR     66.96
Goldman Sachs & Co Wert    4.00 12/21/2016    EUR     67.53
Goldman Sachs & Co Wert    5.00 12/21/2016    EUR     64.12
Goldman Sachs & Co Wert    5.00  3/22/2017    EUR     65.22
Goldman Sachs & Co Wert    5.00  3/22/2017    EUR     62.03
Goldman Sachs & Co Wert    5.00  6/21/2017    EUR     66.04
Goldman Sachs & Co Wert    6.00  6/21/2017    EUR     63.73
Vontobel Financial Prod    8.65  12/9/2016    EUR     61.27
Deutsche Bank AG           6.20 12/20/2016    EUR     58.30
Deutsche Bank AG           4.20 12/20/2016    EUR     55.20
Deutsche Bank AG           6.20 12/20/2016    EUR     72.70
Deutsche Bank AG           4.20 12/20/2016    EUR     69.50
Deutsche Bank AG           5.20 10/26/2016    EUR     74.40
Deutsche Bank AG           6.20 10/26/2016    EUR     57.40
Deutsche Bank AG           5.20 10/26/2016    EUR     57.30
Deutsche Bank AG           5.20 10/26/2016    EUR     54.60
Deutsche Bank AG           5.20 10/26/2016    EUR     52.20
Deutsche Bank AG           5.20 10/26/2016    EUR     49.90
Deutsche Bank AG           5.20 11/23/2016    EUR     57.70
Deutsche Bank AG           6.20 11/23/2016    EUR     57.90
Deutsche Bank AG           6.20 11/23/2016    EUR     55.20
Deutsche Bank AG           6.20 11/23/2016    EUR     52.70
Deutsche Bank AG           6.20 11/23/2016    EUR     50.50
Deutsche Bank AG           5.20 10/26/2016    EUR     72.00
Deutsche Bank AG           6.20 10/26/2016    EUR     69.30
Deutsche Bank AG           6.20 10/26/2016    EUR     66.80
Deutsche Bank AG           5.20 10/26/2016    EUR     66.70
Deutsche Bank AG           5.20 11/23/2016    EUR     72.20
Deutsche Bank AG           5.20 11/23/2016    EUR     64.60
DZ Bank AG Deutsche Zen    5.70 12/19/2016    EUR     53.96
BNP Paribas Emissions-    10.00 12/22/2016    EUR     45.07
Landesbank Baden-Wuertt    4.00  6/23/2017    EUR     59.17
Bank Julius Baer & Co L   10.60  10/6/2016    CHF     32.40
UBS AG                     7.50  12/9/2016    EUR     70.33
DZ Bank AG Deutsche Zen    5.00 12/23/2016    EUR     69.77
UniCredit Bank AG          4.00 12/22/2016    EUR     55.03
UniCredit Bank AG          4.10 12/22/2016    EUR     56.13
UniCredit Bank AG          4.00 12/22/2016    EUR     56.72
UniCredit Bank AG          4.25 12/22/2016    EUR     45.54
UniCredit Bank AG          5.50 12/22/2016    EUR     62.09
UniCredit Bank AG          4.00 12/22/2016    EUR     65.45
UniCredit Bank AG          4.10 12/22/2016    EUR     74.82
Lehman Brothers Treasur    7.32  7/31/2013    GBP      0.75
UniCredit Bank AG          4.20 12/22/2016    EUR     74.39
Landesbank Baden-Wuertt    3.00  7/26/2019    EUR     55.45
UniCredit Bank AG          4.50 12/22/2016    EUR     73.12
UniCredit Bank AG          5.00 12/22/2016    EUR     50.88
Deutsche Bank AG           7.20 10/26/2016    EUR     74.70
Deutsche Bank AG           7.20 10/26/2016    EUR     70.30
Deutsche Bank AG           5.20 11/23/2016    EUR     70.50
Deutsche Bank AG           7.20 11/23/2016    EUR     70.90
Vontobel Financial Prod    5.00 12/23/2016    EUR     44.81
Vontobel Financial Prod    5.45 12/23/2016    EUR     61.21
Vontobel Financial Prod   10.00 12/23/2016    EUR     67.62
Goldman Sachs & Co Wert   10.00  3/22/2017    EUR     57.57
Goldman Sachs & Co Wert   10.00  6/21/2017    EUR     58.98
Goldman Sachs & Co Wert    4.00 12/21/2016    EUR     52.50
Goldman Sachs & Co Wert    7.00 12/21/2016    EUR     45.28
Goldman Sachs & Co Wert    3.00  6/21/2017    EUR     64.57
Goldman Sachs & Co Wert    7.00  6/21/2017    EUR     48.88
Goldman Sachs & Co Wert    8.00  6/21/2017    EUR     46.52
Goldman Sachs & Co Wert   13.00  6/21/2017    EUR     43.08
Goldman Sachs & Co Wert    7.00  3/22/2017    EUR     63.10
Vontobel Financial Prod    8.80 12/23/2016    EUR     64.72
Landesbank Hessen-Thuer    4.00  7/31/2019    EUR     73.68
Deutsche Bank AG           6.50 12/20/2016    EUR     66.20
Deutsche Bank AG           4.50 12/20/2016    EUR     65.70
Deutsche Bank AG           4.50 12/20/2016    EUR     71.90
Deutsche Bank AG           5.50 12/20/2016    EUR     72.20
DZ Bank AG Deutsche Zen    8.80 12/19/2016    EUR     60.62
DZ Bank AG Deutsche Zen    9.00 12/23/2016    EUR     47.42
UniCredit Bank AG          4.25 12/22/2016    EUR     54.98
UniCredit Bank AG          5.50 12/22/2016    EUR     68.57
UniCredit Bank AG          4.50 12/22/2016    EUR     71.31
UniCredit Bank AG          4.50 12/22/2016    EUR     54.47
Deutsche Bank AG           5.20 12/20/2016    EUR     75.00
Deutsche Bank AG           5.20 12/20/2016    EUR     71.00
Deutsche Bank AG           6.20 12/20/2016    EUR     67.60
Goldman Sachs & Co Wert   13.00  3/22/2017    EUR     37.92
Deutsche Bank AG           5.20 12/20/2016    EUR     55.40
Goldman Sachs & Co Wert   12.00  6/21/2017    EUR     40.50
Deutsche Bank AG           6.20 12/20/2016    EUR     53.20
Deutsche Bank AG           5.20 12/20/2016    EUR     53.00
Deutsche Bank AG           6.20 12/20/2016    EUR     50.90
Deutsche Bank AG           5.20 12/20/2016    EUR     50.70
Deutsche Bank AG           5.20 12/20/2016    EUR     48.60
Deutsche Bank AG           5.20 12/20/2016    EUR     46.70
Vontobel Financial Prod    5.00 12/23/2016    EUR     54.01
Vontobel Financial Prod    9.00 12/23/2016    EUR     65.38
Vontobel Financial Prod   15.00 12/23/2016    EUR     56.28
Landesbank Baden-Wuertt    2.50  8/25/2017    EUR     73.35
Landesbank Baden-Wuertt    4.50  8/25/2017    EUR     66.99
Landesbank Baden-Wuertt    3.00  8/25/2017    EUR     63.30
Landesbank Baden-Wuertt    3.00  8/25/2017    EUR     47.23
Landesbank Baden-Wuertt    5.00  8/25/2017    EUR     43.59
Deutsche Bank AG           7.20 12/20/2016    EUR     65.40
Deutsche Bank AG           7.20 12/20/2016    EUR     61.20
Deutsche Bank AG           7.20 12/20/2016    EUR     57.50
Landesbank Baden-Wuertt    3.00  8/25/2017    EUR     70.63
Vontobel Financial Prod    4.15 12/23/2016    EUR     63.40
Leonteq Securities AG      8.00  11/7/2016    CHF     69.52
HSBC Trinkaus & Burkhar    9.40 12/23/2016    EUR     65.34
HSBC Trinkaus & Burkhar    6.30 12/23/2016    EUR     71.52
HSBC Trinkaus & Burkhar    7.10  3/24/2017    EUR     69.51
Notenstein La Roche Pri    4.00  1/31/2017    EUR     61.25
Deutsche Bank AG           7.20 12/20/2016    EUR     71.50
Deutsche Bank AG           6.20 12/20/2016    EUR     71.20
Deutsche Bank AG           5.20 12/20/2016    EUR     67.40
Deutsche Bank AG           7.20 12/20/2016    EUR     67.80
Notenstein La Roche Pri    7.50   2/7/2017    EUR     68.53
Notenstein La Roche Pri    5.00   8/7/2018    CHF     72.53
Deutsche Bank AG           6.20 12/20/2016    EUR     55.70
Goldman Sachs & Co Wert    9.00  6/21/2017    EUR     42.22
Deutsche Bank AG           7.20 12/20/2016    EUR     55.90
Deutsche Bank AG           7.20 12/20/2016    EUR     53.40
Deutsche Bank AG           7.20 12/20/2016    EUR     51.20
Deutsche Bank AG           6.20 12/20/2016    EUR     48.90
Deutsche Bank AG           7.20 12/20/2016    EUR     49.10
Deutsche Bank AG           6.20 12/20/2016    EUR     47.00
Vontobel Financial Prod    6.50 12/23/2016    EUR     51.72
Deutsche Bank AG           7.20 12/20/2016    EUR     47.20
Deutsche Bank AG           7.20 12/20/2016    EUR     45.50
Landesbank Baden-Wuertt    4.50  8/25/2017    EUR     72.69
Landesbank Baden-Wuertt    2.50  8/25/2017    EUR     74.16
Landesbank Baden-Wuertt    3.50  8/25/2017    EUR     70.68
Landesbank Baden-Wuertt    4.00  8/25/2017    EUR     60.51
Landesbank Baden-Wuertt    5.00  8/25/2017    EUR     58.53
Landesbank Baden-Wuertt    4.00  8/25/2017    EUR     45.09
Deutsche Bank AG           7.20 12/20/2016    EUR     67.80
Deutsche Bank AG           5.20 12/20/2016    EUR     67.30
Deutsche Bank AG           7.20 12/20/2016    EUR     63.30
Deutsche Bank AG           5.20 12/20/2016    EUR     57.10
Leonteq Securities AG     15.00  11/7/2016    CHF     31.64
HSBC Trinkaus & Burkhar    8.30 10/28/2016    EUR     67.13
HSBC Trinkaus & Burkhar   10.20 12/23/2016    EUR     46.17
HSBC Trinkaus & Burkhar    6.20  3/24/2017    EUR     52.43
Leonteq Securities AG     13.00 10/31/2016    USD     63.97
Credit Suisse AG/Nassau    6.00  2/13/2017    CHF     66.95
UBS AG/London              8.00  7/31/2017    CHF     62.50
Credit Suisse AG/Nassau    6.50   2/3/2017    CHF     69.21
Bank Julius Baer & Co L    9.05  2/13/2017    EUR     63.10
Zurcher Kantonalbank Fi    5.75   2/6/2017    EUR     66.79
Vontobel Financial Prod    5.00  2/28/2017    EUR     71.95
Vontobel Financial Prod    3.35  12/9/2016    EUR     72.74
WGZ-Bank AG Westdeutsch    5.75  9/26/2016    EUR     58.69
WGZ-Bank AG Westdeutsch    6.75  9/26/2016    EUR     57.36
WGZ-Bank AG Westdeutsch    3.75  9/26/2016    EUR     67.70
Immigon Portfolioabbau     3.50  5/23/2022    EUR     70.75
Rosbank PJSC               0.01  2/26/2025    RUB     60.06
SG Issuer SA               5.05  4/10/2025    EUR     55.56
HSBC Bank PLC              0.50  4/27/2027    NZD     68.41
Lehman Brothers Treasur    1.60  6/21/2010    JPY      0.75
Agentstvo po Ipotechnom   11.77   2/1/2034    RUB     60.11
Credito Cooperativo Int    1.75   2/4/2025    EUR     74.63



                            *********

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 * * *