TCREUR_Public/161114.mbx         T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

          Monday, November 14, 2016, Vol. 17, No. 225


                            Headlines


A Z E R B A I J A N

DEMIRBANK OJSC: Fitch Lowers LT Issuer Default Rating to 'CCC'


C Z E C H   R E P U B L I C

OKD: Files CZK24.5BB Lawsuit Against Parent in Ostrava Court


D E N M A R K

WELLTEC A/S: S&P Affirms 'B' CCR, Outlook Remains Negative


I R E L A N D

DME AIRPORT: Fitch Assigns BB+ Rating to USD350MM Sr. Notes
IRISH TV: Files Application for Interim Examinership


N E T H E R L A N D S

ARES EUROPEAN: Moody's Assigns (P)B2 Rating to Class F Notes
EURO-GALAXY V: S&P Assigns B- Rating to Class F Notes
PEARL MORTGAGE 1: Fitch Affirms B Rating on Class B Debt


S P A I N

BANCO MARE: Fitch Assigns 'BB-(EXP)' Rating to EUR175M Sub. Notes


S W E D E N

VIKING SUPPLY: Concludes Financial Restructuring


U N I T E D   K I N G D O M

AA BOND CO: S&P Lowers Rating on GBP735MM Class B2 Notes to B+
BUY AS YOU VIEW: Financial Watchdog Crackdown May Spur Job Cuts
DECO 8 - UK: Fitch Lowers Ratings on Four Note Classes to 'Dsf'
DELAMARE FINANCE: Moody's Affirms Ba1 Rating on Class A Notes
GALA CORAL: S&P Raises CCR to 'BB' then Withdraws Rating

HONOURS PLC: Fitch Lowers Rating on Class D Notes to 'CCCsf'
MISSOURI TOPCO: Moody's Cuts Corporate Family Rating to Caa1
POWA TECHNOLOGIES: Administrators Investigate DBLP Payments
ROEBIX LTD: Bought Out of Administration in Pre-Pack Deal
TESCO PROPERTY: Moody's Affirms Ba1 Rating on Bonds Notes


X X X X X X X X

* BOND PRICING: For the Week November 7 to November 11, 2016


                            *********


===================
A Z E R B A I J A N
===================


DEMIRBANK OJSC: Fitch Lowers LT Issuer Default Rating to 'CCC'
--------------------------------------------------------------
Fitch Ratings has downgraded Azerbaijan-based Demirbank OJSC's
(Demir) Long-Term Issuer Default Rating to 'CCC' from 'B-' and
Viability Rating (VR) to 'f' from 'ccc'.  The ratings have been
removed from Rating Watch Negative (RWN).

At the same time, Fitch has withdrawn Demir's ratings for
commercial reasons.  Accordingly, Fitch will no longer provide
ratings or analytical coverage for Demir.

                        KEY RATING DRIVERS

The downgrade of Demir's VR to 'f' reflects Fitch's view that the
bank has failed, as reflected by a material capital shortfall.
Based on the bank's end-2015 IFRS accounts, which were published
after the previous rating action in September 2016, its Fitch
Core Capital ratio had fallen to just 2.4% at that date, and is
likely to have come under additional pressure in 1H16 due to
further asset quality deterioration (as reported in the bank's
regulatory accounts).

The agency believes Demir is reliant on the Central Bank of
Azerbaijan's regulatory forbearance to comply with prudential
capital adequacy ratios, and requires extraordinary external
capital support to restore its solvency.

The downgrade of Demir's Long-Term IDR to 'CCC' reflects Fitch's
view of a real possibility that Demir will default on its
obligations to senior unsecured creditors as a result of its
material capital shortfall and weakened liquidity position.
Demir has announced plans for a AZN50m equity injection, but this
may be insufficient to restore the bank's solvency, given its
sizable unreserved non-performing loans (90 days overdue,
principal only) and accrued interest equalling to AZN118m and
AZN30m respectively. These loans and accrued interest, which were
reported in the bank's end-1H16 regulatory accounts, would
probably result in, at least partially, additional provisioning.

On Sept. 15, 2016, Fitch had downgraded Demir's Long-Term IDR of
Demir to 'B-' from 'B' and its VR to 'ccc' from 'b', reflecting
the agency's view of the bank's weakened asset quality and
capital positions following the manat devaluation in December
2015.

The rating actions are:

Demirbank

  Long-Term foreign currency IDR: downgraded to 'CCC' from 'B-',
   off RWN; withdrawn
  Short-Term foreign currency IDR: downgraded to 'C' from 'B',
   off RWN; withdrawn
  Viability Rating: downgraded to 'f' from 'ccc', off RWN;
   withdrawn
  Support Rating: affirmed at '5'; withdrawn
  Support Rating Floor: affirmed at 'No Floor'; withdrawn


===========================
C Z E C H   R E P U B L I C
===========================


OKD: Files CZK24.5BB Lawsuit Against Parent in Ostrava Court
------------------------------------------------------------
Jan Lopatka at Reuters reports that Czech coal miner OKD, which
is under insolvency proceedings, said on Nov. 10 it had filed a
suit against its owner New World Resources (NWR) and former NWR
co-owner Zdenek Bakala demanding the payment of CZK24.5 billion.

According to Reuters, an OKD spokesman said the suit was filed
with the regional court in Ostrava in eastern Czech Republic, and
the firm's creditors had been informed of the move.

A spokesman for Bakala's BM Management said the firm only knew of
the legal action from the media and was seeking more information,
Reuters relates.

OKD is the only producer of hard coal (bituminous coal) in the
Czech Republic.  Its coal is mined in the southern part of the
Upper-Silesian Coal Basin -- in the Ostrava-Karvina coal
district.


=============
D E N M A R K
=============


WELLTEC A/S: S&P Affirms 'B' CCR, Outlook Remains Negative
----------------------------------------------------------
S&P Global Ratings said that it has affirmed its 'B' long-term
corporate credit rating on Denmark-based oil and gas well
technology provider Welltec A/S.  The outlook remains negative.

At the same time, S&P affirmed its 'B' issue rating on Welltec's
$325 million senior secured notes and revised the recovery rating
to '3' from '4', indicating S&P's expectation of recovery in the
lower half of the 50%-70% range in the event of a payment
default.

The affirmation reflects S&P's view that although Welltec's debt
to EBITDA will likely increase slightly above 6.0x as of year-end
2016, S&P anticipates a sustained improvement to below 6.0x in
2017, thanks to the company's new projects, supported by an
upward trend in oil prices.  Moreover, under S&P's base case it
expects Welltec will maintain positive or at least neutral free
operating cash flow (FOCF) and EBITDA interest coverage of at
least 2.0x for 2016-2017.  S&P sees these ratios as commensurate
with the rating.

S&P forecasts the company's S&P Global Ratings-adjusted EBITDA
will continue to weaken in 2016 after a sharp reduction to
$76.2 million in 2015 from $127 million in 2014, mainly due to
challenging market conditions and lower-than-expected demand for
its services.  S&P has low visibility on the company's future
cash flow generation, since Welltec has limited contracted
revenues, unlike some peers that rely on contract backlogs, such
as drilling companies.  S&P also thinks that the oil and gas
sector will remain depressed well into 2017, with the recovery in
demand for and price of oilfield services uncertain at this
stage.

One of Welltec's key strengths is its very flexible cost base and
capital expenditures (capex), since its business model is asset
light, in contrast with other oilfield service operators, namely
drillers.  The bulk of its capex is for growth projects rather
than maintenance.

S&P views Welltec's ongoing ability to sustain positive FOCF,
coupled with its comfortable liquidity position, as key
differentiating factors versus its peers, resulting in a positive
one-notch adjustment under our comparable ratings analysis.

"Our assessment of Welltec's business risk profile as weak
reflects the company's small size; relatively narrow service
offering; exposure to the cyclical, highly competitive, and
volatile oil and gas industry; and lack of medium- to long-term
order backlogs compared with other players in the oilfield
services sector.  We also think that Welltec's profitability may
be volatile because there can be pronounced quarterly swings in
demand, EBITDA, margins, and working capital.  Moreover, we
factor in the company's leading position in the currently
relatively narrow market of robotic well interventions; exclusive
control over the technology it uses, which creates a significant
barrier to entry for competitors; and healthy long-term growth
opportunities," S&P said.

S&P's view of Welltec's financial risk profile as highly
leveraged is based on an adjusted debt-to-EBITDA ratio in the
5.0x-6.0x range, together with neutral FOCF. The company reported
financial debt of about $350 million and net debt to EBITDA of
about 4x as of Dec. 31, 2015.  The bulk of its financial debt
will need to be repaid in 2019 when the $325 million notes are
due.

The negative outlook on Welltec reflects the prolonged
challenging market conditions for oil-service providers.  Welltec
has very limited leeway under the rating after its results in the
first half of 2016.  S&P sees a one-in-three chance of a
downgrade in the coming six to 12 months, unless the company
reports a recovery.

S&P may lower the rating if Welltec's adjusted debt to EBITDA at
year-end 2016 is markedly above 6.0x and S&P do not foresee a
sustained recovery in the ratio from 2017, if adjusted EBITDA
coverage falls below 2x, or if FOCF turns negative.  This would
likely occur if the current challenging industry conditions
persist.  The rating could also come under further pressure if
Welltec's liquidity deteriorates, which could happen if the
company's cash on the balance sheet were to shrink.

In our view, an outlook revision to stable is unlikely in the
coming six to 12 months, unless S&P observes improvements in
market conditions. A future positive rating action would also
hinge on the company achieving debt to EBITDA sustainably lower
than 5x, accompanied by a sustainable, prudent financial policy
and adequate liquidity.


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


DME AIRPORT: Fitch Assigns BB+ Rating to USD350MM Sr. Notes
-----------------------------------------------------------
Fitch Ratings has assigned the USD350 mil. senior unsecured notes
issued by DME Airport Designated Activity Company (the issuer,
formerly DME Airport Limited) a final 'BB+' rating.  The Outlook
is Negative.

The issuer is a special purpose vehicle registered in Ireland
that will on-lend the proceeds to Hacienda Investments Ltd, a
subsidiary of DME Ltd (BB+/Negative).  USD78.5 mil. of the
proceeds from the new issue will be used to purchase a portion of
the existing USD300 mil. notes following the results of the
tender offer.  The new issue has substantially the same terms and
conditions, with a five-year bullet maturity in November 2021.

The final rating reflects Fitch's view that despite additional
debt, financial metrics remain in line with a 'BB+' rating
following the new issuance and concurrent reduction of a portion
of existing notes.  The new issue reduces the re-financing risk
of the first bond due in November 2018, as well as securing
additional funds for DME's capex needs in the next few years.

As part of the final prospectus for the new issue, DME disclosed
that a loan of RUB6.7 bil. was extended to the parent company
during July-October.  Fitch regards this loan as effectively
dividend distributions.  In Fitch's view, this development
highlights weak corporate governance practices as the company
lacks a clear dividend policy and distributions may not be
predictable.  Fitch treats this loan as shareholder distributions
in 2016 and 2017.

                        PERFORMANCE UPDATE

DME's traffic volumes declined by 7.5% in 2015 and by 9% during
the first eight months of 2016.  The loss of traffic in 2015
reflected the economic decline in Russia with a significant 20%
reduction in international traffic while domestic traffic
continued to grow.  Since 4Q15, the traffic decline has also
reflected the bankruptcy of Transaero, but mostly flight
restrictions to Egypt and Turkey.  Restrictions to Turkey were
lifted at the end of August and we expect a marginal gain in
traffic from September.  DME lost its leadership of the Moscow
aviation hub in 2015, with its market share declining from 43% in
2014 to 39% in 2015 due to dynamic competition from the other two
main airports, Sheremetyevo (SVO) and Vnukovo (VKO).

2015 revenues declined by 4% to RUB39.4 bil. and 1H16 revenues
fell at about the same rate.  As DME generates almost 50% of
revenues in US dollars and euros, Fitch expected a benefit in
rouble revenues as a result of rouble devaluation in 2014, all
else being equal.  However, the substantial decline in
international traffic, which contributes the bulk of FX revenues,
and the weaker operational performance resulted in an overall
revenue decline.  Compared with 2013, FX-denominated revenues in
absolute terms declined by about 40%, although their share of
total revenues is still high at the current exchange rate.

2015 EBITDA declined by 12% to RUB14.8 bil. and this trend
continued in 1H16.  Lower EBITDA also reflects the compression of
operating margins in auxiliary aviation services such as jet fuel
sales, fuelling and storage, catering and commercial activities.
Nevertheless DME's leverage remains low with gross leverage at
2.1x at the end of 2015 and estimated to be the same in 1H16.
Net leverage was 0.9x at the end of 2015 and estimated at 1.4x in
1H 16.

The capex programme to expand the terminal complex has been
delayed, with most of the expenditure shifting into later years.
About a quarter of the planned capex has been spent so far,
without the need to raise additional debt.  The construction of
Terminal 2 started in 2014 with a revised completion date in
2018.

                        KEY RATING DRIVERS

Revenue Risk (Volume): Midrange
DME benefits from a strong O&D traffic base with Moscow's large
catchment area of 36.8 million inhabitants, which represents most
of Russia's air traffic.  However, traffic at DME is leisure-
dominated.  The main airline operating at DME is S7, which
accounted for 29% of departure seats in 2015 and 39% in 1H16.
DME has elevated historical peak-to-trough volatility, with a
peak-to-trough decline of 12.9% in 2009 and may be even higher in
2016. DME competes with two other airports in Moscow - SVO, which
hosts Russia's national flag carrier Aeroflot, and VKO.  A fourth
Moscow airport Zhukovsky started operations in 2016, although due
to its small size, we expect competition to be limited.

Revenue Risk (Price): Midrange
DME's revenue structure is well diversified as the airport
provides a comprehensive range of services.  Until early 2016,
DME operated under a dual-till regime with regulated aviation and
mostly unregulated auxiliary and commercial services.  In early
2016, the regulation of aviation services was lifted and DME can
now set tariffs with supervision from the regulator.  However,
Fitch has maintained a Midrange assessment for price risk due to
the lack of track record of operations in the liberalized regime
and dynamic competition among Moscow airports.

Infrastructure Renewal: Midrange
DME's runway capacity is sufficient for current operations and
growth but substantial investment is required for the expansion
of the terminal complex and related equipment.  The planned capex
programme was delayed in 2013-2015 with the majority of
expenditure shifting into later years.  DME will use cash flows
from operations, previously accumulated internal liquidity, and
the proceeds from the new bond issue to fund the near-term capex.

Debt Structure: Weaker
DME Airport Designated Activity Company (formerly DME Airport
Limited, an Irish SPV) is the issuer of the existing USD300m and
the new USD350m notes, with the proceeds on-lent to Hacienda
Investments Ltd (Cyprus), a subsidiary that owns most of the
airport's fixed assets.  The loans are guaranteed by the holding
company DME Ltd and several other DME operational subsidiaries on
a joint and several basis.  The guarantors' combined EBITDA and
total assets should amount to at least 85% of the consolidated
group's EBITDA and total assets.

The notes are structured as corporate unsecured debt.  The notes
bear foreign-exchange risk and refinancing risk with bullet
maturities in 2018 and 2021.  Refinancing risk is mitigated by
reasonable leverage expectations despite weaker-than-expected
traffic performance and continued, although sharply lower,
partial natural hedge of the US dollar-denominated debt through a
portion of revenues being in US dollars or euros.

Financial Profile
Fitch's rating case assumes 12% traffic decline in 2016 and a
gradual recovery afterwards.  Under the rating case, gross
Debt/EBITDA increases to 4x at YE16.  Fitch's calculation of debt
includes the present value of long-term airfield lease
obligations, as reported in financial statements.  Fitch's rating
case projects net debt/ EBITDA at 1.9x at YE16, reaching a
maximum of 3.1x in 2020.  This is higher than the 2.6x estimate
when we assigned an expected rating to the bond.  The increase is
due to lower expected liquidity in light of the assumed full
disbursement of the parent company loan, which results in greater
additional debt needs under our scenario.

The Negative Outlook reflects further potential deterioration in
performance beyond Fitch's expectations as DME's traffic decline
has not yet stabilised.

                       RATING SENSITIVITIES

Future developments that could lead to negative rating action
include:

  Consistent deviation in financial performance from Fitch's
   rating case.
  Significant decline in revenues collected in US dollars and
   euros or inadequate liquidity management, particularly for
   maintaining the ample liquidity buffer and managing FX risk on
   debt-service payments; excessive shareholder distributions.
  Consolidated net debt/EBITDA above 4x under Fitch's rating
   case.

Fitch could revise the Outlook to Stable when quarterly year-on-
year traffic and EBITDA stabilizes.  However, rating upside
potential is limited

                         SUMMARY OF CREDIT

The group owns the terminal buildings and leases the runways and
other airfield assets from the Russian government.  DME Airport
Limited is an SPV registered in Ireland.


IRISH TV: Files Application for Interim Examinership
----------------------------------------------------
Erica Doyle Higgins at The Irish Post reports that Irish TV has
made an application to Ireland's High Court to be placed into
interim examinership as the station tries to raise new
investment.

Staff at the company, which the Irish TV website says totals 100
people, were told of the decision on Nov. 10, The Irish Post
relates.

While the station will continue to broadcast, all filming was
suspended last Friday, Nov. 4, The Irish Post notes.

The Westport, Co. Mayo-based station, previously funded to the
tune of EUR15 million by London-born Irish millionaire
John Griffin, is currently looking for new investment, The Irish
Post discloses.

Irish TV said in a statement on Nov. 10 that it hoped the
examinership -- a process in Irish law whereby the protection of
the Court is obtained to assist the survival of a company -- will
allow it to restructure, The Irish Post relays.

According to The Irish Post, in a statement on Nov. 11, the
international broadcaster said the application was "necessary and
unavoidable."

"Irish TV has made a successful application to the High Court for
the company to be placed into interim examinership.

"The company has sought the protection of the High Court for 70
days in order to undertake restructuring and raise new investment
to save jobs at Ireland's only international TV network."


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


ARES EUROPEAN: Moody's Assigns (P)B2 Rating to Class F Notes
------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following provisional ratings to notes to be issued by Ares
European CLO VIII B.V. (the "Issuer" or "Ares VIII"):

   -- EUR213,000,000 Class A-1 Senior Secured Floating Rate Notes
      due 2030, Assigned (P)Aaa (sf)

   -- EUR25,000,000 Class A-2 Senior Secured Fixed Rate Notes due
      2030, Assigned (P)Aaa (sf)

   -- EUR52,800,000 Class B Senior Secured Floating Rate Notes
      due 2030, Assigned (P)Aa2 (sf)

   -- EUR26,000,000 Class C Senior Secured Deferrable Floating
      Rate Notes due 2030, Assigned (P)A2 (sf)

   -- EUR21,200,000 Class D Senior Secured Deferrable Floating
      Rate Notes due 2030, Assigned (P)Baa2 (sf)

   -- EUR20,000,000 Class E Senior Secured Deferrable Floating
      Rate Notes due 2030, Assigned (P)Ba2 (sf)

   -- EUR11,200,000 Class F Senior Secured Deferrable Floating
      Rate Notes due 2030, Assigned (P)B2 (sf)

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

RATINGS RATIONALE

Moody's provisional rating of the rated notes addresses the
expected loss posed to noteholders by the legal final maturity of
the notes in 2030. The provisional ratings reflect the risks due
to defaults on the underlying portfolio of loans given the
characteristics and eligibility criteria of the constituent
assets, the relevant portfolio tests and covenants as well as the
transaction's capital and legal structure. Furthermore, Moody's
is of the opinion that the collateral manager, Ares European Loan
Management LLP ("Ares"), has sufficient experience and
operational capacity and is capable of managing this CLO.

Ares VIII is a managed cash flow CLO. At least 96% of the
portfolio must consist of senior secured loans and senior secured
bonds and up to 4% of the portfolio may consist of unsecured
loans, second-lien loans, mezzanine obligations and high yield
bonds. The portfolio is expected to be approximately 50% to 60%
ramped up as of the closing date and to be comprised
predominantly of corporate loans to obligors domiciled in Western
Europe.

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

In addition to the seven classes of notes rated by Moody's, the
Issuer will issue EUR 47.8m of subordinated notes, which will not
be rated.

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

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

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

Loss and Cash Flow Analysis:

Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
October 2016. The cash flow model evaluates all default scenarios
that are then weighted considering the probabilities of the
binomial distribution assumed for the portfolio default rate. In
each default scenario, the corresponding loss for each class of
notes is calculated given the incoming cash flows from the assets
and the outgoing payments to third parties and noteholders.
Therefore, the expected loss or EL for each tranche is the sum
product of (i) the probability of occurrence of each default
scenario and (ii) the loss derived from the cash flow model in
each default scenario for each tranche. As such, Moody's
encompasses the assessment of stressed scenarios.

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

   -- Par amount: EUR 400,000,000

   -- Diversity Score: 37

   -- Weighted Average Rating Factor (WARF): 2800

   -- Weighted Average Spread (WAS): 4.10%

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

   -- Weighted Average Life (WAL): 8 years.

   -- Weighted Average Coupon (WAC): 4.50%

Moody's has analysed the potential impact associated with
sovereign related risk of peripheral European countries. As part
of the base case, Moody's has addressed the potential exposure to
obligors domiciled in countries with local currency country risk
ceiling of A1 or below. Following the effective date, and given
the portfolio constraints and the current sovereign ratings in
Europe, such exposure may not exceed 10% of the total portfolio.
As a result and in conjunction with the current foreign
government bond ratings of the eligible countries, as a worst
case scenario, a maximum 10% of the pool would be domiciled in
countries with A3 local currency country ceiling. The remainder
of the pool will be domiciled in countries which currently have a
local or foreign currency country ceiling of Aaa or Aa1 to Aa3.

Stress Scenarios:

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

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

Ratings Impact in Rating Notches:

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

   -- Class A-2 Senior Secured Fixed Rate Note: 0

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

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

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

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

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

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

Ratings Impact in Rating Notches:

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

   -- Class A-2 Senior Secured Fixed Rate Note: -1

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

   -- Class C Senior Secured Deferrable Floating Rate Notes: -4

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

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

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

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

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Global Approach to Rating Collateralized Loan Obligations"
published in October 2016.


EURO-GALAXY V: S&P Assigns B- Rating to Class F Notes
-----------------------------------------------------
S&P Global Ratings has assigned credit ratings to Euro-Galaxy V
CLO B.V.'s class A-R, A, B, C, D, E, and F notes.  At closing,
the issuer also issued an unrated class of subordinated notes.

The ratings assigned to Euro-Galaxy V CLO's notes reflect S&P's
assessment of:

   -- The diversified collateral pool, which consists primarily
      of broadly syndicated speculative-grade senior secured term
      loans and bonds, that is governed by collateral quality and
      portfolio profile tests.  The credit enhancement provided
      through the subordination of cash flows, excess spread, and
      overcollateralization.

   -- The collateral manager's experienced team, which can affect
      the performance of the rated notes through collateral
      selection, ongoing portfolio management, and trading.  The
      transaction's legal structure, which in S&P's view is
      bankruptcy remote.

S&P considers that the transaction's documented counterparty
replacement and remedy mechanisms adequately mitigate its
exposure to counterparty risk under S&P's current counterparty
criteria.

Following the application of S&P's structured finance ratings
above the sovereign criteria, it considers the transaction's
exposure to country risk to be limited at the assigned rating
levels, as the exposure to individual sovereigns does not exceed
the diversification thresholds outlined in S&P's criteria.

S&P considers that the transaction's legal structure is
bankruptcy remote, in line with its European legal criteria.

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

Euro-Galaxy V CLO is a European cash flow corporate loan
collateralized loan obligation (CLO) securitization of a
revolving pool, primarily comprising euro-denominated senior
secured loans and bonds, issued mainly by European borrowers.
PineBridge Investments Europe Ltd. is the collateral manager and
Credit Industriel et Commercial (CIC) is the junior collateral
manager.

RATINGS LIST

Ratings Assigned

Euro-Galaxy V CLO B.V.
EUR411.1 Million Senior Secured Variable Funding And Floating-
Rate Notes

Class              Rating          Amount
                                 (mil. EUR)

A-R                AAA (sf)         60.00
A                  AAA (sf)        184.00
B                  AA (sf)          49.20
C                  A (sf)           23.20
D                  BBB (sf)         19.20
E                  BB (sf)          23.30
F                  B- (sf)          12.30
Sub                NR               39.90

NR--Not rated.
Sub--Subordinated notes.


PEARL MORTGAGE 1: Fitch Affirms B Rating on Class B Debt
--------------------------------------------------------
Fitch Ratings has affirmed PEARL Mortgage Backed Securities 1
B.V.

Pearl Mortgage Backed Securities 1 B.V.

  Class A (ISIN XS0265250638): affirmed at 'AAAsf'; Outlook
   Stable
  Class S (ISIN XS0715998331): affirmed at 'BBB+sf'; Outlook
   Stable
  Class B (ISIN XS0265252253): affirmed at 'Bsf'; Outlook Stable

The transaction comprises Dutch mortgages backed by the Nationale
Hypotheek Garantie (NHG) and originated by SNS Bank
(BBB+/Stable/F2).

                         KEY RATING DRIVERS

Stable Performance

Loans in arrears over one month have decreased at a greater rate
over the past year than the loans in late-stage arrears, implying
that fewer new borrowers are entering into arrears.  As of August
2016, arrears over one month stood at 0.51% of the current
collateral balance, compared with 0.87% 12 months earlier.  This
is 8bp above the average for Fitch-rated NHG transactions
(0.43%), but well below the average of all Fitch-rated Dutch RMBS
transactions (0.78%).

No Losses Reported
Since closing in 2006, no losses have been reported.  Defaulted
loans have been covered by the NHG guarantee or repurchased by
SNS Bank in accordance with its commitment to repurchase loans
ineligible for the guarantee.  Fitch expects this to remain the
case as reflected by the Stable Outlooks on the notes.

NHG Guarantee
Given the lender-specific data showing that NHG-backed loans have
performed better than non-NHG backed loans, Fitch reduced the
foreclosure frequency of the loans in the portfolio by 25%, in
line with its criteria.

NHG Compliance Ratio
The Stichting Waarborgfonds Eigen Woningen (WEW) may reject
claims from borrowers for reasons including incomplete
documentation, incorrect affordability calculations, or original
loan in excess of applicable limits.  To address this risk Fitch
applies a compliance ratio assumption when assessing the
likelihood of an NHG payment being received from the WEW.  In
this analysis a compliance ratio of 83% was applied in scenarios
of 'Asf' and above.

Given SNS Bank's rating at 'BBB+/Negative/F2' as of April 2016,
the agency applied a compliance ratio of 100% for rating
categories 'BBBsf' and below, thus giving credit to SNS Bank's
commitment to repurchase ineligible loans.

Lender-specific Adjustment
In recent transaction reviews comprising loans originated by SNS
Bank, Fitch applied a lender adjustment due to the below-average
performance of the originator's loan book.  This adjustment led
to a 20% increase in the base foreclosure frequency to the loans
in that portfolio.  As per its criteria, Fitch has applied the
same lender adjustment in this analysis.

Geographical Concentration
The mortgage pool displays geographical concentration in the
regions of Drenthe and Overijssel where the pool concentration is
over 2x the Dutch population distribution.  The agency accounted
for this by applying a 15% increase to the foreclosure frequency
for the portion of the portfolio in excess of the regional
population distribution.  Fitch's criteria do not specify a
foreclosure frequency adjustment for regional concentration in
the Netherlands, therefore the adjustment applied in this
analysis constitutes a variation from the agency's criteria.

Deposit Set-Off
SNS Bank is a deposit-taking institution and borrowers in the
portfolio can have various claims against the bank, which they
could set-off against their mortgages in case of insolvency of
the seller.  The claims can arise from current accounts, savings
accounts and long-term deposits.

The deposit set-off amounts above the deposit guarantee scheme
(DGS) of EUR100,000 have been considered and included in the set-
off risk analysis.  Fitch reduced the credit enhancement of the
notes rated above SNS Bank.

Insurance Set-off
Fitch estimates that 7.39% of the pool is subject to insurance
set-off risk.  These loans have an insurance vehicle attached.
Should the insurance provider default, there is a risk that the
borrower will offset their mortgage claim against the capital
built up under the insurance product.

Fitch has analyzed this risk by assuming that capital builds up
in these vehicles over 30 years at a rate of 8% p.a.  In a
'AAAsf' scenario, Fitch assumes 100% of the insurance providers
default, with a 40% recovery.  For 'AAsf', 'Asf', 'A-sf',
'BBBsf', 'BBsf' and 'Bsf' scenarios the insurance provider
default assumption is 95%, 90%, 88%, 85%, 25%, 10%, with 50%,
55%, 55%, 60%, 70%, 75% of recovery, respectively.  If the
provider is affiliated with the originator, in scenarios below
'AAAsf' the risk of set-off is assumed to be 100%, otherwise it
is 25%.  As the recovery assumptions are not specified in Fitch's
criteria, these assumptions constitute a criteria variation.

Commingling Reserve
SNS Bank has deposited funds to mitigate commingling risk in case
it defaults.  The dynamic commingling reserve is 1.5x the average
portfolio collections over the past 12 months.  As of the latest
reporting period, the funds posted at Rabobank Group
(AA-/Negative/F1+) were EUR13.92 mil.  Fitch's analysis shows
that the collateral posted is sufficient to mitigate the
commingling exposure.

Payment Interruption Risk
A liquidity facility currently at 2.31% of the notes balance is
sufficiently mitigating payment interruption risk for at least
two interest payment dates.

Data Adjustments
The loan-by-loan data of a small number of loans had been
labelled as having an interest rate type classified as 'other'.
For the purpose of this analysis, Fitch treated such loans as
'floating- rate'.

Class B Credit Enhancement
As the structure does not incorporate a reserve fund, the class B
notes have no credit enhancement and are highly reliant on 25bp
per annum excess spread generated by the total return swap to
cover for losses over the life of the transaction.  Based on the
performance to date, Fitch is of the opinion that the risk
associated with the notes remains reflective of a 'Bsf' rating
definition, resulting in the affirmation of the current rating.

                       RATING SENSITIVITIES

Deterioration in asset performance may result from macroeconomic
factors such as increased unemployment.  A corresponding increase
in new foreclosures and the associated pressure on excess spread
and liquidity facility beyond Fitch's assumptions could result in
negative rating action, particularly for the junior tranches.


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


BANCO MARE: Fitch Assigns 'BB-(EXP)' Rating to EUR175M Sub. Notes
-----------------------------------------------------------------
Fitch Ratings has assigned Banco Mare Nostrum, S.A.'s (BMN)
upcoming EUR175 mil. subordinated notes an expected rating of
'BB-(EXP)'.

The assignment of the final rating is contingent on the receipt
of final documents conforming to the information already
received.

                         KEY RATING DRIVERS

SUBORDINATED DEBT

The subordinated notes are notched down once from BMN's 'bb'
Viability Rating.  The notching reflects the notes' greater
expected loss severity relative to senior unsecured debt.  These
securities are subordinated to all senior unsecured creditors.
Fitch did not apply additional notching for incremental non-
performance risk relative to the VR given that any loss
absorption would only occur once the bank reaches the point of
non-viability.

                        RATING SENSITIVITIES

SUBORDINATED DEBT

The subordinated notes' rating is sensitive to changes in BMN's
VR.  The rating is also sensitive to a widening of notching if
Fitch's view of the probability of non-performance on the bank's
subordinated debt relative to the probability of the group
failing, as measured by its VR, increases or if Fitch's view of
recovery prospects changes.


===========
S W E D E N
===========


VIKING SUPPLY: Concludes Financial Restructuring
------------------------------------------------
Offshore Energy reports that Viking Supply Ships on Nov. 10 said
it has concluded its financial restructuring providing the
company with a stable financial platform until 2020.

Back in June 2016, Norseman Offshore, a single-purpose company
that owned the AHTS vessel Odin Viking which was under bareboat
charter with Viking Supply Ships, filed an application for
bankruptcy against VSS due to an unpaid hire for the vessel, only
to withdraw it a week later, Offshore Energy relates.

Instead, on October 18, 2016, a bankruptcy petition was approved
towards Norseman, the owner of the AHTS vessel Odin Viking,
Offshore Energy notes.  On November 9 Odin Viking SPV AS, a
company owned by Kistefos AS, concluded on an agreement with the
bankruptcy trustee, where after Odin Viking SPV AS bought the
Odin Viking and acquired the bareboat charter party, Offshore
Energy relays.  Odin Viking SPV AS and Viking Supply Ships A/S
subsequently made an agreement to amend the terms in the bareboat
charter party, including a significant reduction in the bareboat
rate, Offshore Energy recounts.

According to Offshore Energy, the company said on Nov. 10 that
this finalized the financial restructuring of VSS A/S, subject to
an equity issue at an agreed level in Viking Supply Ships AB and
a subsequent equity injection by the parent company into VSS A/S.
The equity issue is expected to be finalized before year-end
2016, Offshore Energy states.  The company, as cited by Offshore
Energy, said that the restructuring will provide VSS A/S with a
stable financial platform until 2020, subject certain vessel
income levels.

The net result for 3Q was a loss of US$9 million, compared to a
loss of US$29.5 million for the corresponding period last year,
Offshore Energy discloses.

Viking Supply Ships AB is a Swedish company headquartered in
Gothenburg, Sweden and Viking Supply Ships A/S (VSS A/S) is its
subsidiary providing PSV and AHTS vessels for the international
oil and gas industry.


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


AA BOND CO: S&P Lowers Rating on GBP735MM Class B2 Notes to B+
--------------------------------------------------------------
S&P Global Ratings lowered to 'B+ (sf)' from 'BB- (sf)' its
credit rating on AA Bond Co. Ltd.'s GBP735 million fixed-rate
secured class B2 notes.  At the same time, S&P has affirmed its
'BBB- (sf)' ratings on the class A notes.

Due to the class B2 notes' weaker terms, compared with the class
A notes and other corporate securitization notes that S&P rates
through the borrowing group's insolvency, S&P's rating on the
class B2 notes is limited by the borrowing group's standalone
credit worthiness.  The downgrade of the class B2 notes reflects
S&P's opinion that the AA Intermediate Co. Ltd. and its
subsidiaries' (the borrowing group) leverage metrics have
deteriorated primarily due to the recent volatility of its
significant pension deficit.  Specifically, S&P's S&P Global
Ratings-adjusted debt-to-EBITDA ratio, as of July 31, 2016, was
9.2x, primarily as a result of the group's defined benefit
pension deficit increasing to GBP622 million from GBP296 million
over the past six months.  This metric is not commensurate with
what S&P considers for a 'BB-' rating.

Following S&P's review, under its cash flow projections
commensurate with a 'BBB-' scenario and accounting for the any
risk factor not captured under a cash flow analysis, S&P do not
expect the class A notes to experience any interest shortfalls
and S&P expects that principal will be fully repaid before the
legal final maturity date.  S&P has therefore affirmed its 'BBB-
(sf)' ratings to the class A notes.

                      BUSINESS RISK PROFILE

The borrowing group's principal activity is the provision of
roadside assistance service in the U.K.  The group also provides
complementary services such as insurance, driving services, and
home emergency response.  Breakdown services are provided either
through a membership model or as part of a business service
agreement, whereby the services are provided to the underlying
customer base of the AA group's corporate clients.  Business
customers typically include fleet operators and motor
manufacturers.  The borrowing group is also a U.K. personal lines
insurance broker, particularly for motor and home insurance.

S&P continues to view the business risk profile of the borrowing
group as satisfactory reflecting the following strengths and
weaknesses.

                  STRENGHTS OF THE BORROWING GROUP

Industry Risk

Although the business services industry is not capital intensive,
its good customer retention provides a barrier to entry.
Customer retention is high because, in the absence of significant
dissatisfaction, customers prefer to retain the incumbent service
provider.  Within business services, the car breakdown sector
enjoys higher barriers to entry than the broader industry due
established brand name players and the need for an efficient
route-based network.

Car breakdown services are often viewed as a form of insurance,
resulting in generally stable revenue through economic cycles.
There is a partial natural macroeconomic hedge as consumers tend
to keep their vehicles longer during periods of economic weakness
and thus are statistically more likely to require breakdown
assistance.

Competitive Position

The borrowing group is the market leader in the niche market
segment of the U.K. roadside assistance, with about 40% market
share and a retention rate of about 80%.  The AA brand is
recognized as one of the iconic brands in the U.K.  The borrowing
group does not require significant capital investment or asset
infrastructure to maintain its competitive position.

Compared with its closest competitor, RAC Bidco Ltd., AA
Intermediate Co. is twice as big (in terms of EBITDA) and
reflects the benefits of higher operating leverage.

Profitability

Based on the application of S&P's credit factors criteria for
business and consumer services, it assess the profitability of
the borrowing group as above average.  Based on the application
of the above referenced criteria, a credit is considered to have
above average profitability if its EBITDA margin is above 30%.
In S&P's base case assumption, it forecasts the borrowing group's
average EBITDA margin to be about 40%.

                  WEAKNESSES OF THE BORROWING GROUP

The group derives approximately 15% of its consolidated EBITDA
from the insurance segment.  Industry risk for the insurance
broker business (particularly in motor vehicles and home
insurance) is, in S&P's view, weaker than for typical business
and consumer services as the end markets are more competitive due
to the presence of numerous operators and aggregators and as
price comparison websites influence the overall pricing in the
market. In addition, the insurance business may be subject to
regulatory changes that may affect the group's earnings
potential.  The borrowing group continues to enjoy a trading
EBITDA margin of about 55% in the insurance segment.  However, in
terms of absolute trading EBITDA, the insurance segment's
contribution is weaker than S&P's previous expectations.

The group is currently in the second year of a three-year
transformation project, which requires investment in business
processes.  S&P included the effect of these exceptional costs
within its profitability assessment.  Management estimates cost
savings of at least GBP40 million per year from the 2019
financial year.  While the transformation program has the
potential to improve the borrowing group's profitability in
future years, it has eroded the group's profitability in recent
periods.

As evidence of this trend, S&P calculated the borrowing group's
EBITDA margins for the last three years (financial year 2014 to
financial year 16) to be about 41.0% compared with 35.0% for RAC
Bidco over the same period.

For the six months to July 31, 2016, S&P calculates that the
margin differential between the borrowing group and RAC Bidco has
reduced.  S&P calculates the borrowing group's margin as reduced
to 39.5%, compared with an improvement for RAC Bidco to 38.4% for
the six months to June 30, 2016.  Historically, AA Intermediate
Co. has commanded higher margins than RAC Bidco, its closest peer
and main competitor.

                    OPERATING PERFORMANCE UPDATE

Over the past two years, AA Intermediate Co. has performed
marginally below S&P's expectation due to weaker performance in
the business to consumer (B2C) segment (namely, the declining
volume of paid customers) and the insurance and driving school
segments.

For the six months to July 31, 2016, the group reported revenue
of GBP455 million, an increase of 2.1% compared with the previous
year, as it benefits from the onboarding of new contracts in its
business to business segment.  In the B2C segment, the growth was
due to price increases as the volume of paid customers continued
to decline over the previous few years.  S&P do acknowledge that
the decline in the number of personal members has reversed in the
most recent quarter (the second quarter of 2016), but S&P seeks
further evidence of its ability to drive material growth in this
segment.

The insurance and driving school segments continue to lag behind
other segments, largely due to their competitive landscapes and
unfavorable regulations.  For the insurance segment, the group
has been witnessing high single-digit volume declines and the
changing regulatory environment has resulted in the customers
being more pricing sensitive and, therefore, increasing the
group's customer turnover in the segment.

The group's reported EBITDA of GBP162 million reflects its flat
margins over the previous year.  In addition, AA Intermediate Co.
took a GBP10 million charge on the EBITDA for refunds to
customers who had duplicate breakdown cover.

S&P forecasts an improvement in margins over the next two years
on the back of lower one-off charges.  S&P expects the group to
see a material improvement in its trading EBITDA margins starting
in 2019 when the group completes its major investment program,
leading to, according to management's estimate, GBP40 million of
cost savings per year.

In August 2016, the group sold its Irish business to Carlyle
Cardinal Ireland Fund L.P. and Carlyle Global Financial Services
Partners II L.P. for GBP130 million, net of fees.  The proceeds
were used to repay GBP106 million drawn under its senior term
facility.  The remainder is being held in cash earmarked for
potential future acquisitions.  In S&P's view, given the size and
scale of the Irish business, it do not consider the disposal of
the business to have a material effect on the group's business
risk profile assessment.

              RATING RATIONALE FOR THE CLASS B2 NOTES

S&P's rating on the class B2 notes reflects its opinion of the AA
Intermediate Co. and its subsidiaries' standalone
creditworthiness.

The borrowing group's leverage metrics have deteriorated beyond
S&P's expectations at the currently assigned rating level.
Specifically, one of S&P's key leverage metrics, the S&P Global
Ratings-adjusted debt-to-EBITDA ratio, deteriorated to 9.2x as of
July 31, 2016, compared with S&P's previous expectation of
leverage improvement.  The weakening is attributable to a
significant increase in the borrowing group's pension deficit to
about GBP622 million from about GBP296 million over the period
from January 2016 to July 2016.  This followed the recent sharp
fall in long-term corporate bond yields, which the borrowing
group uses to measure its pension deficit in accordance with
International Financial Reporting Standards (IFRS).  In S&P's
measure of debt, it includes pension benefit obligations (net of
deferred tax assets) as calculated under IFRS.

The last valuation, on an actuarial basis, of the pension deficit
by the trustee was GBP202 million as of November 2013.  At that
time, the AA group agreed to make additional cash contributions
of about GBP13 million, increasing annually with inflation until
2038.  The pension deficit is secured on the group's brand, which
continues to be viewed as one of the trusted brands in U.K.  The
next three-yearly valuation of the borrowing group's defined
benefit pension scheme commenced in April 2016 and is expected to
be concluded by June 2017.

By way of comparison, RAC BidCo (the parent company of the
entities that provide security and guarantees under the corporate
securitization financing arrangement of the RAC) has a defined
contribution plan and reported a pension deficit of about GBP6
million for year-end December 2015.  S&P do not expect a
significant fluctuation in pension obligations for RAC BidCo and
assess its S&P Global Ratings-adjusted debt-to-EBITDA ratio as
6.4x as of June 30, 2016.

S&P considers the business risk profile for both credits, AA
Intermediate Co. and RAC BidCo, as satisfactory.  Due to AA
Intermediate Co.'s leading market share in the roadside segment,
its relatively stronger operating leverage, and its wider
customer base, S&P considers AA Intermediate Co.'s business risk
profile as relatively stronger than that for RAC BidCo.  However,
when analyzing the AA Intermediate Co.'s overall
creditworthiness, S&P considers that its significantly higher
leverage, compared with RAC BidCo's leverage, largely offsets any
benefit of its relatively stronger business risk profile.

S&P could revise its rating on the class B2 notes upwards if the
borrowing group is able to demonstrate a sustained organic
revenue growth of 2%-3%, steadily improve its overall margins on
the back of its transformation expenses, and use absolute free
cash flow generation to reduce its leverage below 8x on a
sustained basis.

S&P could revise the rating on the class B2 notes lower if it was
to reassess the borrowing group's business risk profile.  This
could happen if the group faces significant customer losses,
lower revenue per customer, or structural changes in its key
segment due to significant technology changes.

               RATING RATIONALE FOR THE SENIOR NOTES

In accordance with S&P's European corporate securitization
criteria, its analysis of the senior notes looks beyond the AA
Intermediate Co.'s insolvency and considers both the cash flow
generating potential of the borrowing group commensurate with its
satisfactory business risk profile and the issuer's debt-service
obligations, together with any structural protection available to
support them.  S&P complements these considerations with the
analysis of any risk factors that can limit noteholders' access
to operating cash flows or divert them from debt service.

Notably, the notes issued by AA Bond Co. do not amortize and
feature a long legal final maturity date falling in 2043.  As a
mitigating factor to their refinancing risk, the notes are
structured with a scheduled, or expected, maturity date that aims
to incentivize the company to refinance debt before its expected
maturity.  Failure to do so would grant noteholders the right to
enforce their security and entitle them to the borrowing group's
excess cash flow in order to repay the debt through a cash sweep,
should they choose so.  Because S&P analyzes the senior notes
through the borrowing group's insolvency, it do not assume
refinancing by the borrowing group of the intercompany loans
associated with each class of notes.  S&P's cash flow analysis
therefore assesses the ability of excess cash flows to repay the
senior notes in the capital structure ahead of their legal final
maturity.  Because of their long dated maturity, the notes are
well placed to benefit from S&P's cash flow approach.  Therefore,
our analysis looks at multiple scenarios focusing on the
repayment timing relative to the legal final maturity.  S&P also
considered comparable liability structures that it rates.

When assessing the cash flows available for debt service, S&P has
placed full reliance on the cash flow potential of the secured
assets previously owned by a member of the borrowing group
incorporated in Jersey (The Automobile Association Ltd.).  S&P
has been informed by the borrowing group's management, that these
assets have been largely transferred to Automobile Association
Developments Ltd., an entity within the borrowing group
incorporated in the U.K.  The completion of the transfer is
credit positive in our analysis.

"However, our assessment of the cash flows available for debt
service is curtailed by the substantially larger pension deficit.
From our perspective, just like conventional debt, pension
obligations are contractual and require cash payments to be made
over time.  These payments are likely to reduce cash flows
available to the borrowing group to service the rated debt.  We
have a lack of visibility of the scale and the timing in which
cash flows will be diverted in order to address the deficit, as
this will be better quantified following the three-yearly
valuation and subsequent decisions reached with the trustee.
Considering ratings stability, our ratings reflect the current
uncertainty and are constrained despite the credit positive
business transfer discussed above," S&P said.

Under S&P's cash flow projections that are commensurate with a
'BBB-' rating scenario, it do not expect the class A notes to
experience any interest shortfalls, and S&P expects principal
will be fully repaid before the legal final maturity date.  S&P
has therefore affirmed its 'BBB- (sf)' ratings on the class A
notes.

                              OUTLOOK

A change in S&P's assessment of the company's business risk
profile would likely lead to a rating action on the senior notes.
S&P would test the cash flows under harsher stresses, if, in its
view, the business risk profile was to weaken.

                         DOWNSIDE SCENARIO

S&P could lower its assessment of AA Intermediate Co.'s business
risk profile if the company were to experience a significant
disruption to its business model.  This could happen if the group
faces significant customer losses, lower revenue per customer, or
structural changes in its key segment due to significant
technology changes.

                          UPSIDE SCENARIO

S&P do not currently anticipate a scenario that would lead it to
raise its assessment of AA Intermediate Co.'s business risk
profile, due to the group's operation concentrated within the U.K
and the bulk of the EBITDA generated from the niche segment of
roadside assistance.

The transaction blends a corporate securitization of the
operating business of the Automobile Association group with a
subordinated high-yield issuance.

RATINGS LIST

Class              Rating
          From                To

AA Bond Co. Ltd.
GBP2.46 Billion Fixed-Rate Secured Notes (Including Tap
Issuances)

Ratings Affirmed

A1        BBB- (sf)
A2        BBB- (sf)
A3        BBB- (sf)
A4        BBB- (sf)

Rating Lowered

B2        BB- (sf)            B+ (sf)


BUY AS YOU VIEW: Financial Watchdog Crackdown May Spur Job Cuts
---------------------------------------------------------------
Christopher Williams at The Daily Telegraph reports that a
crackdown by financial watchdogs on hire-purchase retailers is
poised to trigger swinging job cuts and store closures at Buy As
You View, a furniture and electricals chain.

According to The Daily Telegraph, sources said the retailer
recently fell under the control of Hayfin Capital, its lender,
which is now preparing to cut most of its staff and pull out of
large swathes of the country.

Along with its biggest rival, BrightHouse, it has been hit by
stricter controls on who it can provide high-interest finance to
for electricals and furniture, The Daily Telegraph relays.

Buy As You View has more than 500 staff across its stores and
head office in Bridgend, Wales, The Daily Telegraph discloses.

Its chief executive, Andy Russell, as cited by The Daily
Telegraph, said industry rumors of imminent cuts of up to
three-quarters of staff were "inaccurate" and declined to provide
details, but admitted deep cuts were required.  He said: "This
trading year has presented many challenges, and despite
implementing new ways of working to confront these head-on, it
has become clear that we need to make significant changes to
reduce our cost base relative to the size of the business.

"Buy As You View has been independently reviewing its own
business model and is seeking to make changes so that it is best
placed to serve its customers more effectively and has a
sustainable and successful future."


DECO 8 - UK: Fitch Lowers Ratings on Four Note Classes to 'Dsf'
---------------------------------------------------------------
Fitch Ratings has downgraded DECO 8 - UK Conduit 2 plc's class B
to F notes and affirmed the class A2 and G floating rate notes
as:

  GBP236.4 mil. class A2 (XS0251886163) due April 2018 affirmed
   at 'CCsf'; Recovery Estimate (RE) 80%
  GBP32.3 mil. class B (XS0251886833) due 2036 downgraded to
   'Csf' from 'CCsf'; RE 0%
  GBP1.7 mil. class C (XS0251887211) due 2036 downgraded to 'Dsf'
   from 'Csf'; RE0%
  GBP0 mil. class D (XS0251887724) due 2036 downgraded to 'Dsf'
   from 'Csf'; RE0%
  GBP0 mil. class E (XS0251889696) due 2036 downgraded to 'Dsf'
   from 'Csf'; RE0%
  GBP0 mil. class F (XS0251890199) due 2036 downgraded to 'Dsf'
   from 'Csf'; RE0%
  GBP0 mil. class G (XS0251890868) due 2036 affirmed at 'Dsf';
   RE0%

DECO 8 was originally a securitisation of 22 UK commercial
mortgage loans originated by Deutsche Bank.  As at end-October
2016, six loans remain, all in special servicing.  Of the 14
repaid loans, four were redeemed at a loss.

                         KEY RATING DRIVERS

The affirmation of the senior notes reflects Fitch's continued
view that a default at maturity and ultimate loss remains the
expected scenario.  This reflects the high leverage of the
remaining loans, the uncertainty surrounding Fairhold (subject to
a long-dated swap) and the short remaining time until senior bond
maturity in 18 months.  The downgrades of the class C, D, E and F
notes reflect allocated losses following the Lea Valley and
Braeside loan resolutions, while the class B downgrade reflects
the inevitability of future loss allocation.

In January 2016, the EUR210 mil. Lea Valley loan was resolved.
The borrower paid GBP90 mil. (in line with collateral value), of
which GBP78m was paid to the noteholders, resulting in GBP132m of
losses being allocated to the junior notes.  The resulting loss
of 63% was largely in line with Fitch's expectations prior to the
resolution agreement.  The GBP1.7 mil. Braeside (UK Industrial)
also repaid in January 2016 with a GBP0.3 mil. loss, exceeding
Fitch's recovery expectations.

The largest remaining loan, the GBP189.2 mil. Mapeley II loan,
remains in special servicing with Solutus Advisors.  The special
servicer is pursuing a "hold-and-improve" strategy to maximise
recoveries prior to an exit, but it has also advised that
refinancing the loan has been delayed due to uncertainty in the
financing markets as a result of the Brexit referendum result.
The loan had a reported LTV of 98.8% in July 2016, based on a
2015 valuation.  Fitch expects a sizeable loss if refinancing
cannot be achieved and the assets are instead sold.

The second-largest loan, the GBP57.1 mil. Fairhold loan, has been
in special servicing, with Hatfield Philips International, since
its default on maturity in 2013.  The special servicer is
discussing possible exit strategies with the borrower, but the
existence of a long-dated issuer swap (maturing in 2036)
represents significant senior ranking leverage and creates
uncertainty in estimating workout timing.

The four remaining small loans (GBP16.2 mil. Rowan (UK)
Commercial Property, GBP5.2 mil. Elbank, GBP3.7 mil. MPH (UK) and
GBP0.6 mil. Swiftgold) are all in special servicing, with each
loan suffering from high leverage and weak property quality.  All
are expected to suffer losses.  Swiftgold is awaiting the sale of
its last remaining property whereas the other loans are subject
to asset management while collateral sale is being prepared.

                        RATING SENSITIVITIES

Recoveries on Mapeley II exceeding or falling behind Fitch's
expectations may result in a revision of the Recovery Estimate
for the class A2 notes.


DELAMARE FINANCE: Moody's Affirms Ba1 Rating on Class A Notes
-------------------------------------------------------------
Moody's Investors Service has affirmed the rating of the
following class of Notes and Counterparty Instrument Rating.

Moody's rating action is as follows:

Issuer: Delamare Finance Plc

   -- GBP382.5M Class A Notes, Affirmed Ba1 (sf); previously on
      Jan 9, 2015 Downgraded to Ba1 (sf)

   -- Liquidity Facility Agreement, Affirmed Baa1 (sf);
      previously on Oct 16, 2015 Assigned Baa1 (sf)

Moody's does not rate the Class B1 and Class B2 Notes issued by
Delamare Finance Plc.

RATINGS RATIONALE

CMBS NOTES

The affirmation action reflects Moody's current senior unsecured
rating of Tesco Plc of Ba1 with a stable outlook.

The CMBS notes that are subject to this rating action are credit
tenant linked to Tesco Plc and the ratings of the CMBS notes are
therefore closely linked to the corporate rating of Tesco Plc.
The securitisation represents a sale-and-lease-back transactions
in which Tesco Plc acts as guarantor of the occupational leases.
The secured loan in the transaction is subject to a fixed
interest rate and is fully amortising over the term of the loan.
The loan is secured by multiple Tesco stores across the UK with
the tenants' obligations under the lease guaranteed by Tesco Plc.

COUNTERPARTY INSTRUMENT RATING

Counterparty Instrument Ratings ("CIR") measure the risk posed to
a counterparty arising from an SPV's inability to honour its
obligations under the referenced financial contract. The ratings
do not address potential losses in relation to any market risk
associated with the transaction.

For the purpose of the above rating, the SPV is Tesco Property
Limited Partnership ("Borrower"), the financial contract is the
above mentioned Liquidity Facility Agreement ("Liquidity
Facility").

Moody's rating does not address potential Liquidity Subordinated
Amounts payable (as defined in the Common Terms and Definitions
Deed) and does not address the probability of payment of such
additional amounts or any related payments to the Liquidity
Facility provider.

The assigned CIR measures the risk posed to the Liquidity
Facility provider on an expected loss basis. Given the contingent
nature of the Liquidity Facility, the expected loss in this case
is calculated based on (i) the probability of a Liquidity
Facility draw and (ii) the severity posed to the Liquidity
Facility provider in scenarios in which the Liquidity Facility is
not fully repaid at the final maturity date.

Methodology Underlying the Rating Action:

The methodologies used in these ratings were Moody's Approach to
Rating Credit Tenant Lease and Comparable Lease Financings
published in October 2016, and Moody's Approach To Rating EMEA
CMBS Transactions published in July 2015.

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

Main factor or circumstance that could lead to a change of the
current ratings is primarily a change in the long-term senior
unsecured rating of Tesco Plc.


GALA CORAL: S&P Raises CCR to 'BB' then Withdraws Rating
--------------------------------------------------------
S&P Global Ratings raised its long-term corporate credit rating
on U.K.-based betting and gaming operator Gala Coral Group Ltd.
to 'BB' from 'B'.  S&P subsequently withdrew the long-term rating
at Gala Coral's request.  At the time of withdrawal, the outlook
was stable.

At the same time, S&P withdrew the issue ratings on Gala Coral's
GBP88 million senior secured notes due in 2018, and GBP175
million senior unsecured notes due in 2019, as S&P understands
that the debt has been repaid as part of the completion of the
merger.

The upgrade follows the completion of the merger of Ladbrokes PLC
and certain businesses of Gala Coral Group Ltd., announced on
Nov. 1, 2016.  The combined group will be named Ladbrokes Coral
Group PLC.

The upgrade reflects S&P's view that Gala Coral is now a core
entity within the Ladbrokes Coral group; S&P aligned its rating
on Gala Coral with that on Ladbrokes Coral Group PLC.

Gala Coral Group's request to withdraw the ratings follows the
full redemption of all its outstanding debt as a result of the
transaction.


HONOURS PLC: Fitch Lowers Rating on Class D Notes to 'CCCsf'
------------------------------------------------------------
Fitch Ratings has downgraded Honours Plc as follows and maintains
them on Rating Watch Negative (RWN):

  GBP55.8 mil. Class A1 notes: 'AAsf'; remains on RWN
  GBP54.2 mil. Class A2 notes: 'AAsf'; remains on RWN
  GBP26.8 mil. Class B notes: downgraded to 'BBBsf' from 'Asf';
   remains on RWN
  GBP14.5 mil. Class C notes: downgraded to 'Bsf' from 'BBB';
   remains on RWN
  GBP9.6 mil. Class D notes: downgraded to 'CCCsf' from 'Bsf';

This transaction is a refinancing of the previous Honours Plc
transaction that closed in 1999, a securitisation of student
loans originated in the UK by the Student Loans Company Limited.

The RWN, together with the downgrades, reflects uncertainty
around the yet unresolved potential liability from a Consumer
Credit Act (CCA) non-compliance investigation.  The 'CCCsf'
rating of class D notes reflects our view that a substantial
credit risk exists and default is a real possibility.

                        KEY RATING DRIVERS

CCA Non-Compliance Estimate Exceeds Provision
In February 2016, a GBP10.9 mil. provision was recognized in the
2015 audited financial statements for liabilities and charges
arising from potential non-compliance with certain aspects of the
CCA in relation to arrears notices sent to borrowers.  According
to the notice to noteholders released on Oct. 31, 2016, a
significantly higher liability is now expected.

Fitch believes that the newly identified amount represents the
best current estimate, but the exact final cost and impact of the
CCA non-compliance on the transaction is currently difficult to
ascertain.  Fitch has therefore assumed that substantially all of
the currently identified amounts and associated costs will have
to be borne by the transaction.

Fitch is maintaining the RWN on the class A to C notes to reflect
the risk that further investigations and delay of remedial
actions may yet increase the identified amount or that remedial
costs may turn out higher than expected.

Reporting Issues Corrected
Loans deferred with arrears increased to GBP10.7 mil. at end-
August 2016 from GBP2 mil. in August 2015.  However, the investor
report for the cut-off date of end-September 2016 shows a
significant drop in the balance to GBP3.2 mil.  As of end-October
2016, the bucket balance was GBP3.7 mil.  Fitch has been informed
of a technical issue in calculation, and believes the arrears
have now reverted to previous historical levels.

Rating Cap
Deferred loans with no arrears (GBP136.4 mil.) are eligible for
cancellation, typically after 25 years.  Fitch has incorporated a
cancellation profile that leads all loans to be cancelled by
transaction maturity.  As the transaction is strongly reliant on
the UK government to make cancellation payments on deferred
loans, the rating of the notes is therefore capped to that of the
UK government (AA/Negative).

Model Assumptions
Fitch uses its proprietary Granular Asset Loss Analyser model to
support its analysis of UK student loans such as those of
Honours. We assume a base rate of default on loans in repayment
status of 8% to 10% and a base recovery rate of 25%.

The portfolio of loans in deferment status is otherwise assumed
to exit deferment (or "restate") at an annual rate of 4%,
decreasing by a factor of 0.95 year on year.  Fitch has estimated
an excess spread for the transaction in the 8% to 10% range.
Fitch has applied a default rate multiples of 4x and recovery
haircuts of 40% from the base assumptions.  In addition, Fitch
incorporated a GBP2.1 mil. principal deficiency ledger and an
additional loss into the model to reflect the non-compliance
liability.

                        RATING SENSITIVITIES

While the outcome of the non-compliance investigation is pending
it is also not clear to what extent borrower reimbursements would
be applied either through the priority of payments or as "set-
off" against loan balances.  Fitch has modeled various liability
outcomes, which potentially lead to downgrade of at least between
one (class A) and three notches (class B to D). The RWN
represents the potential for this to be resolved in the next six
months.


MISSOURI TOPCO: Moody's Cuts Corporate Family Rating to Caa1
------------------------------------------------------------
Moody's Investors Service, (Moody's) has downgraded the Corporate
Family Rating (CFR) of Missouri TopCo Limited (Matalan or the
company) to Caa1 from B3 and its probability of default rating
(PDR) to Caa1-PD from B3-PD. Concurrently, Moody's has downgraded
the rating of GBP342 million senior secured notes due 2019,
issued by Matalan Finance plc, to B3 from B2 and the rating of
GBP150 million second lien notes due 2020, also issued by that
company, to Caa3 from Caa2. The rating outlook was revised to
stable from negative.

RATINGS RATIONALE

The downgrade reflects Moody's concerns about the company's
ability to grow profitability back to the levels it consistently
achieved between its fiscal years ended February 2013 (FY12/13)
and FY14/15. While Moody's recognises that there is scope to
sustain the recovery in profitability recorded during the first
half of its current fiscal year, FY16/17, into the second half,
the rating agency considers further improvement into FY17/18 will
be more challenging. Moody's considers Matalan's current adjusted
leverage of 7.0x and interest coverage of 1.0x to be incompatible
with a B3 CFR, particularly in view of the highly competitive
nature of the UK clothing retail market, and the limited time the
company has to improve these metrics via profitability growth
before needing to consider its refinancing options.

The rating agency acknowledges the progress made by Matalan
during the course of 2016 in terms of remedying the operational
issues which beset its new northern distribution centre (DC) when
it went operational in the first half of 2015. This has enabled
the company to rectify the availability issues which had a
material impact on profitability in FY15/16. Matalan has also
employed a relatively conservative buying strategy in terms of
volumes in FY16/17 which has resulted in it being able to sell a
higher proportion of products at full price than last year.

"Reported EBITDA for the last twelve months to August 2016 has
increased to GBP73 million from a low point of GBP56 million at
the end of fiscal 2015/16. However, as the second half of last
year was less severely affected by the problems at the DC,
further recovery in reported profitability will be more
challenging, and our base case for fiscal 2016/17 is for reported
EBITDA of no more than GBP80 million," said David Beadle, a
Moody's Vice President and lead analyst for Matalan. "Moreover,
while the company will continue to make progress on operational
initiatives, we believe sector-wide headwinds will limit the
extent to which Matalan's recovery in profitability can be
sustained before the company needs to begin to consider
refinancing options," he added.

As highlighted in its European Retail Sector Outlook published
last month, Moody's considers the outlook for UK apparel
retailers to be particularly challenging. Data from the Office
for National Statistics shows that volumes of clothing and
footwear have been on a downward trend since the end of 2015.
Furthermore, while hedging means the impact of the post-Brexit
weakness in Sterling is unlikely to have a direct impact on most
clothing retailers costs until the second half of 2017, cost
inflation in other areas of the economy, such as food retail,
will have a negative impact on disposable income before then. As
such, clothing retailers are likely to find it difficult to fully
protect margins by increasing prices to offset the higher costs
of products and the pressure on wage costs which will apply after
the next increase in the National Living Wage in April 2017.

Notwithstanding the absence of any debt maturities until 2019,
Moody's considers adjusted leverage of more than 6.5x to be
unsustainable for Matalan in the longer term, implying a recovery
in reported EBITDA back to around GBP95 million will be necessary
to effect a successful refinancing. However, for the time being,
the company has adequate liquidity. Matalan reported a cash
balance of GBP83 million at the end of August, slightly higher
than 12 months earlier, which left the company adequately
positioned ahead of the typical low point in the annual cash flow
cycle during the first half of fiscal Q3. Depending upon working
capital flows, the level of profitability forecast by Moody's in
fiscal 2016/17 should prove sufficient to cover interest, tax and
capex expenses.

RATING OUTLOOK

The stable outlook reflects Moody's view that Matalan will make
further progress in recovering profitability during the second
half of its fiscal 2016/17, but that additional improvement in
fiscal 2017/18 will be challenging. As such, Moody's expects
credit metrics to remain weak, although free cash flow should
remain positive over the course of fiscal 2017/18.

WHAT COULD CHANGE THE RATING UP/DOWN

Upward pressure is unlikely in the short term, in light of the
need to address the capital structure before the maturity of the
RCF and Senior Secured Notes in the first half of 2019. However,
longer-term, positive rating pressure could arise in the event of
a successful refinancing of the full capital structure, alongside
an improvement in Matalan's key financial metrics, including
like-for-like sales growth, and a recovery in margins, leading
towards Moody's-adjusted leverage of less than 6.5x coupled with
positive free cash flow.

Negative pressure could be exerted on Matalan's ratings if there
was a reversal in the recent trend of improving profitability.
Furthermore, a sustained period of negative free cash flow or any
negative pressure on liquidity could also lead to a downgrade.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Retail
Industry published in October 2015.

CORPORATE PROFILE

Matalan, headquartered in Liverpool, UK, is one of the leading
value clothing retailers in the UK, with total annual revenues of
around GBP1.1 billion. The company operates through 227 stores
across the UK, primarily in out-of-town retail parks, as well as
online and through franchise stores in the Middle East.


POWA TECHNOLOGIES: Administrators Investigate DBLP Payments
-----------------------------------------------------------
Ben Martin at The Daily Telegraph reports that administrators to
Powa Technologies are examining payments the e-commerce firm made
to offshore vehicles linked to the father and a friend of the
founder of the company before it imploded.

It is understood that Deloitte has looked at transactions between
Powa, which was set up and led by Dan Wagner, and DBLP Sea Cow, a
vehicle linked to Mr. Wagner's father, John, between 2013 and
2015, The Daily Telegraph relates.

The administrators also wrote to directors asking for information
on payments made between 2014 and 2015 from Powa to Annenberg
Investments Management, another offshore vehicle thought to be
linked to Anthony Sharp, the former deputy chairman of the
collapsed technology firm and a friend of Mr. Wagner, The Daily
Telegraph discloses.

Deloitte, The Daily Telegraph says, has looked at the payments as
part of a confidential report on the conduct of Powa's directors
that will be filed with the Insolvency Service.  There is no
suggestion of wrongdoing, The Daily Telegraph notes.

Powa, which was once valued at US$2.7bn (GBP2.15 billion),
collapsed suddenly in February after its main backer, Wellington
Management, called in a loan, The Daily Telegraph recounts.
Despite Wellington's pumping almost US$200 million into Powa, the
e-commerce firm's high cost base saw it rapidly burn through
cash, The Daily Telegraph relays.

Powa's failure became shrouded in controversy last month after
Mr. Wagner accused the fund-management giant and a former Powa
director of conspiring to push the company under, allegations
that both parties denied, The Daily Telegraph states.


ROEBIX LTD: Bought Out of Administration in Pre-Pack Deal
---------------------------------------------------------
Muhammad Aldaloua at Insider Media reports that Roebix Ltd.,
trading as Great Hadham Golf & Country Club, has been acquired
out of administration in a pre-pack deal.

Kirstie Provan -- kirstie.provan@begbies-traynor.com -- and
Gary Shankland -- gary.shankland@begbies-traynor.com -- of
Begbies Traynor were appointed as joint administrators of the
company on Oct. 27, Insider Media relates.

According to Insider Media, the appointment of administrators was
made by the directors as a result of "significant cash flow
pressures" which resulted in the failure of the previous
company's voluntary arrangement (CVA) which had been in place
since 2014.

Prior to making the appointment, the directors sought additional
investment from new lenders but were unable to procure enough
funding, Insider Media notes.

The business and assets were marketed for sale by the joint
administrators, who were assisted by specialist broker HMH Golf &
Leisure, Insider Media relays.  Immediately following the
appointment, the business and certain assets of the company were
sold as a pre-pack to Great Hadham Country Club Ltd for an
undisclosed sum, Insider Media recounts.

The business has continued to trade and no redundancies were made
as part of the administration process, Insider Media states.


TESCO PROPERTY: Moody's Affirms Ba1 Rating on Bonds Notes
---------------------------------------------------------
Moody's Investors Service has affirmed the ratings of the
following classes of Notes.

Moody's rating action is as follows:

   Issuer: Tesco Property Finance 1 Plc

   -- GBP430.65M Bonds Notes, Affirmed Ba1; previously on Jan 9,
      2015 Downgraded to Ba1

   Issuer: Tesco Property Finance 2 Plc

   -- GBP564.5M Bonds Notes, Affirmed Ba1; previously on Jan 9,
      2015 Downgraded to Ba1

   Issuer: Tesco Property Finance 3 plc

   -- GBP958.45M Bonds Notes, Affirmed Ba1; previously on Jan 9,
      2015 Downgraded to Ba1

   Issuer: Tesco Property Finance 4 plc

   -- GBP685.1M Bonds Notes, Affirmed Ba1; previously on Jan 9,
      2015 Downgraded to Ba1

   Issuer: Tesco Property Finance 5 PLC

   -- GBP450.5M Bonds Notes, Affirmed Ba1; previously on Jan 9,
      2015 Downgraded to Ba1

   Issuer: Tesco Property Finance 6 PLC

   -- GBP 493.4M Secured Bonds due 13 July 2044 Notes, Affirmed
      Ba1; previously on Jan 9, 2015 Downgraded to Ba1

RATINGS RATIONALE

The affirmation action reflects Moody's current long-term senior
unsecured rating of Tesco Plc of Ba1 with a stable outlook.

The CMBS notes that are subject to this rating action are credit
tenant linked to Tesco Plc and the ratings of the CMBS notes are
therefore closely linked to the corporate rating of Tesco Plc.
The securitisations represent sale-and-lease-back transactions in
which Tesco Plc acts as guarantor of the occupational leases. The
secured loan in each transaction is subject to a fixed interest
rate and is fully amortising over the term of the loan. Each loan
is secured by multiple Tesco stores across the UK with the
tenants' obligations under the lease guaranteed by Tesco Plc.

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was Moody's
Approach to Rating Credit Tenant Lease and Comparable Lease
Financings published in October 2016.

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

Main factor or circumstance that could lead to a change of the
current ratings is primarily a change in the long-term senior
unsecured rating of Tesco Plc.


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


* BOND PRICING: For the Week November 7 to November 11, 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.


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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.


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