TCREUR_Public/161121.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 21, 2016, Vol. 17, No. 230


                            Headlines


C R O A T I A

BADEL 1862: Pre-Bankruptcy Proceedings Extended by 90 Days


F R A N C E

ARKEMA: Moody's Affirms Ba1 Junior Subordinated Bond Rating
SAPPHIREONE MORTGAGES: DBRS Assigns BB Rating to Class E Notes
SOLOCAL SA: Main Creditors May End Debt Restructuring Talks


G E O R G I A

GEORGIAN OIL: S&P Revises Outlook to Stable & Affirms 'B+/B' CCRs


I R E L A N D

DEKANIA EUROPE I: Fitch Affirms 'CCCsf' Rating on Class D Notes
LIGHTPOINT PAN-EUROPEAN: S&P Cuts Rating on Class E Notes to BB+


I T A L Y

UNIONE DI BANCHE: Moody's Cuts Subordinated Debt Rating to Ba3


N E T H E R L A N D S

NORTH WESTERLY CLO II: S&P Lowers Rating on Class C Notes to BB+
XURA BV: S&P Removes 'B' CCR from CreditWatch Developing


R U S S I A

MOSVODOKANAL JSC: S&P Affirms 'BB+/B' CCRs, Outlook Stable
NZBANK JSCB: Put on Provisional Administration on November 18


S L O V E N I A

KD GROUP: Fitch Affirms 'BB' IDR, Outlook Stable


T U R K E Y

SEKERBANK TAS: Fitch Withdraws B+ Rating on Tier 2 Capital Notes


U K R A I N E

ARTEM-BANK: Declared Insolvent by National Bank of Ukraine
KERNEL HOLDING: Fitch Raises Issuer Default Rating to 'B-'


U N I T E D   K I N G D O M

DONCASTERS GROUP: S&P Revises Outlook to Neg. & Affirms 'B' CCR
ENQUEST PLC: Judge Confirms Chapter 15 Recognition Order
IONA ENERGY: Bridge Unable to Complete Orlando Transaction
LSF9 ROBIN: Moody's Assigns B1 CFR, Outlook Stable
MIDLAND METAL: Bought Out of Administration, 84 Jobs Saved

PREMIER OIL: Reaches Provisional Debt Refinancing Agreement


X X X X X X X X

* BOND PRICING: For the Week November 14 to November 18, 2016


                            *********



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C R O A T I A
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BADEL 1862: Pre-Bankruptcy Proceedings Extended by 90 Days
----------------------------------------------------------
SeeNews reports that the deadline for the completion of pre-
bankruptcy proceedings at Croatia's alcoholic and soft drinks
producer Badel 1862 has been extended by 90 days.

The extension was granted by Croatia's finance ministry, the
company said in a filing with the Zagreb bourse, SeeNews relates.

Earlier last week, Badel 1862 announced a decision to invite a
potential strategic investor, local chemical products maker
Meteor, to aid with the company's financial and operational
restructuring as part of the pre-bankruptcy proceedings, SeeNews
recounts.

Badel 1862 extended the invitation to Meteor under a public call
for strategic investors launched in May, SeeNews relays.

According to SeeNews, St. Nicolaus, Slovakia's largest producer
of alcoholic drinks and one of the bidders in Badel's public
call, said in a statement that it was surprised by Badel's
choice.

St. Nicolaus, as cited by SeeNews, said on Nov. 16 that the
entire situation surrounding the public call was confused in
September by Badel's announcement that Meteor had acquired over
67.5% of the claims registered in the pre-bankruptcy settlement
of the company.   This move allowed Meteor alone to make
decisions on the company's financial and operational
restructuring, SeeNews states.

St. Nicolaus also said it has lodged a complaint with Croatia's
financial watchdog HANFA over the alleged irregularity of
Meteor's actions, SeeNews relays.

Also last week, Croatian wine maker Kutjevo said it is interested
in participating in the potential privatisation of Badel -- if
and when it occurs, SeeNews notes.



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F R A N C E
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ARKEMA: Moody's Affirms Ba1 Junior Subordinated Bond Rating
-----------------------------------------------------------
Moody's Investors Service affirmed Arkema's Baa2 issuer and
senior unsecured ratings as well as the Ba1 junior subordinate
bond rating. Concurrently, Moody's has changed the outlook on all
ratings to stable from negative.

RATINGS RATIONALE

The affirmation of the ratings and stabilisation of the outlook
reflect the steady improvement in underlying operating
performance reported by the group since its acquisition of Bostik
for EUR1.74 billion in February 2015. This has translated into a
stronger operating cash flow and enabled the group to reposition
its financial metrics more solidly within the guidance for the
Baa2 rating, including adjusted retained cash flow (RCF) to net
debt in the high twenties in percentage terms.

Moody's notes that in the past eighteen months, Arkema has
started reaping the benefits from the expansion of its specialty
activities that was driven by the successful integration of
Bostik and a string of organic growth projects. Currently, the
group is on track to reach its EBITDA target for Bostik by the
end of 2016 instead of 2017 as initially planned.

Arkema's results have also been boosted by incremental
contributions from the start-up of the Kerteh thiochemicals plant
in Malaysia as well as several expansions in technical polymers,
which allow the group to capitalise on growing demand in areas
such as new energies, water treatment and light-weight materials.

The self-help initiatives combined with some pricing improvement
driven by favourable regulatory developments in Europe and the US
(including the imposition of quotas and antidumping duties on
Chinese exports), have led to a gradual recovery in the
profitability of Arkema's fluorogases activities. Also, margins
in acrylic monomers have stabilised since year-end 2015, albeit
at a low level amid persistent overcapacity particularly in
China, and Arkema has benefited from strong market conditions in
PMMA.

In the past eighteen months, Arkema's reported EBITDA margin has
consistently improved to reach 15.6% in the last twelve month
(LTM) to September 2016, compared to 13% in LTM to March 2015.
The successful integration of Bostik, in parallel with the
expansion of its geographical footprint, has helped lift the
EBITDA margin in High Performance Materials by a full two
percentage points to 17.6% for the nine months ended September
2016 compared with the nine months ended September 2015.

Assuming year-on-year growth in EBITDA of 9-10% (as per
management's recent public guidance) and a slightly lower capex
of EUR450 million, Moody's expects Arkema to generate EUR150-180
million in free cash flow (FCF) after capex and dividends in
2016. Despite a net M&A spend of around EUR390 million as a
result of the acquisition of Den Braven and additional acrylic
acid production capacity of 80kt p.a. of the Taixing Sunke
Chemicals joint venture, partly offset by the divestment of the
activated carbon and filter aid activity, this should help
contain the increase in Arkema's net debt at the year-end 2016,
and leave adjusted RCF to net debt close to 28% and adjusted
debt / EBITDA around 2.5x.

Looking ahead, Moody's considers that the group is well on track
to achieve its objective of generating an EBITDA of EUR1.3
billion in 2017 from EUR0.8 billion in 2014. As it strives to
attain its long-term objective of EUR10 billion in sales by 2020
from EUR6 billion in 2014, Arkema is likely to pursue further
bolt-on small to mid-size acquisitions similar to the EUR485
million acquisition of Den Braven it is due to complete before
year-end 2016. Moody's believes that this can be accommodated
within the rating guidance set for the Baa2 rating, even though
it would expect Arkema to incorporate an equity component in the
funding mix of more sizeable acquisitions.

LIQUIDITY PROFILE

Moody's considers Arkema's liquidity to be solid and is currently
underpinned by a MAC-free EUR900 million committed syndicated
credit facility (unrated). In October 2016, Arkema extended the
maturity by a further year to October 2021. The facility is
currently fully undrawn and includes a net debt / EBITDA covenant
set at 3.5x, which was met with significant headroom at the end
of September 2016. The facility may also be used as a backstop
for the group's issuance under a EUR1 billion commercial paper
programme which was unused as at 30 September 2016.

At the end of September 2016, Arkema had cash balances of EUR907
million and total reported debt of EUR2,108 million, including
EUR223 million maturing within the next twelve months. The
group's next sizeable maturity includes a EUR500 million bond in
October 2017.

WHAT COULD MOVE THE RATING UP OR DOWN

Positive pressure could arise, should some further enhancements
in the group's business risk profile support a sustainable
improvement in its EBITDA margin to the high teens in percentage
terms and permanent strengthening in its financial profile,
including RCF to net debt in the mid to high thirties and total
debt to EBITDA below 2.0x.

Conversely, negative rating pressure could arise if Arkema's
profitability and cash flow generation weaken and bring its
Moody's adjusted credit metrics outside of our guidance for the
Baa2 rating, including RCF to net debt falling below the high
twenties and total debt to EBITDA staying above 3.0x for a
prolonged period.

LIST OF AFFECTED RATINGS

Affirmation:

   Issuer: Arkema

   -- LT Issuer Rating, Affirmed Baa2

   -- Senior Unsecured Medium-Term Note Program, Affirmed (P)Baa2

   -- Senior Unsecured Regular Bond/Debenture, Affirmed Baa2

   -- Junior Subordinated Regular Bond/Debenture, Affirmed Ba1

Outlook Actions:

   Issuer: Arkema

   -- Outlook, Changed To Stable From Negative

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Global
Chemical Industry Rating Methodology published in December 2013.

Headquartered in Colombes, France, Arkema is a leading European
chemical group, with reported revenues and EBITDA of respectively
EUR7.7 billion and EUR1.1 billion in 2015. It has a portfolio of
industrial intermediate chemicals and performance products,
catering for chemical producers, as well as the oil & gas,
electronics, automotive, consumer goods, animal nutrition, new
technologies (e.g. photovoltaic) and general industries. Revenues
are balanced between Europe (37%), North America (34%) and Asia
(29%).


SAPPHIREONE MORTGAGES: DBRS Assigns BB Rating to Class E Notes
--------------------------------------------------------------
DBRS Ratings Limited (DBRS) has finalised the following
provisional ratings on the securitisation notes issued by
SapphireOne Mortgages FCT 2016-2 (the Issuer or SapphireOne):

   -- Class A Notes: AAA (sf)

   -- Class B Notes: AA (sf)

   -- Class C Notes: A (sf)

   -- Class D Notes: BBB (sf)

   -- Class E Notes: BB (sf)

The Issuer is a French fonds commun de titrisation established
jointly by EuroTitrisation S.A., the management company, and
Societe Generale, the custodian. The issued notes will be used to
fund the purchase of residential mortgage loans secured
effectively by first lien over properties located in France which
have been originated by GE Money Bank S.C.A. (GEMB or the Bank).
However, the sellers of the mortgage loans, in addition to GEMB,
will be GE SCF, the covered bond vehicle/legal entity of GEMB.
GEMB will also be the servicer of the portfolio.

The closing mortgage portfolio aggregated EUR 800.05 million (as
of 31 October 2016) and consists exclusively of loans provided to
borrowers for the purposes of refinancing an existing financing
for the acquisition of, construction or works on residential real
estate property(ies) and/or to refinance existing consumer
credits, bank overdrafts or other indebtedness (including
personal debts) and, as the case may be, for the purpose of other
personal consumption needs, provided that all mortgage loans to a
borrower which are secured on the same property are included in
the provisional mortgage portfolio. Among the loans in the
provisional mortgage portfolio, 32.60% are sold by GE SCF, with
the remaining sold by GEMB.

The ratings are based on the following analytical considerations:

Historical performance of the mortgage product: Approximately
24.01% of the provisional portfolio was originated in 2006, 2007
and 2008. These origination vintages have performed worse
relative to other GEMB origination vintages. Since 2008, GEMB has
tightened the origination criteria on loan-to-value (LTV) and
debt-to-income, which has resulted in better performance of
origination vintages from 2009 onward. Among the loans in the
closing mortgage portfolio, 22.64% are recent originations (from
2015 and 2016). DBRS has considered the historical performance of
the loans in the assessment of the credit risk of the provisional
mortgage portfolio.

Loan instalment protection mechanism: Approximately 67% of the
closing mortgage portfolio has monthly repayment instalments
protected, where the full extent of any increases in interest
rates is not passed on to the borrower through an increase in the
instalments. The increase in the instalments amount is annual,
with the instalment protection linked to inflation. DBRS has
considered the potential increase in instalments in a rising
interest rate scenario in the cash flow analysis of the
transaction.

Potential negative amortisation of loans: Any change in interest
rates may also result in a change to the interest versus
principal repayment portions of the monthly instalment. In a
rising interest rate scenario, the interest repayment portion of
the instalment will increase, resulting in slower amortisation of
the loan. If the interest rates rise is such that the entire
instalment is not enough to pay the interest on the loans, the
excess amount of interest unpaid will be capitalised, thus
resulting in negative amortisation. A structural feature of the
transaction enables the amortisation of the notes based on an
amortisation schedule defined at closing of the transaction. The
targeted amortisation of the notes is based on the calculated
amortisation of the loan using the principal outstanding of the
loan, the interest rate of the loan and the instalment of the
loan at closing of the transaction. Thus, irrespective of the
share of interest and principal repayments of the loans' monthly
instalment, the monthly instalment amount will be split into
interest and principal receipts and will reference the scheduled
amortisation of the loan at closing of the transaction. The
interest amount of the instalment will be calculated based on the
lesser of the current interest rate of the loan and the one at
closing. As a result, the amortisation of the notes is not
expected to be adversely affected on account of slower or
negative amortisation of the loan. DBRS has adjusted the default
probability of the loans to account for the potential balloon
principal repayment risk in the rising interest rate scenario.

Legal title and servicing of loans: On the closing date, the
legal and beneficial title of the mortgage loans will be
transferred to the Issuer by GEMB and GE SCF, respectively.
However, the representations and warranties on the entire
mortgage portfolio will be provided only by GEMB. GEMB will
service the mortgage portfolio during the life of the
transaction. A back-up servicer is not expected to be appointed;
however, the management company, EuroTitrisation S.A., is
expected to facilitate the process to find a suitable replacement
in the event of a servicer termination event. GEMB's servicing
capabilities are considered appropriate to be able to monitor and
manage the performance of its mortgage book and securitised
mortgage portfolios.

On 23 June 2016, GE Inc. received a binding offer from an
affiliate of Cerberus Capital Management, L.P. for the potential
sale of GEMB and its operations in the French Overseas
Territories. DBRS believes that GEMB's current financial
condition mitigates the risk of a potential disruption in
servicing following a servicer event of default, including
insolvency. Moreover, the rated notes will have necessary
liquidity support from the reserve fund on account of any
temporary servicing disruption.

Loans in dispute, arrears, default or restructured loans: 3.42%
of the loans in the closing mortgage portfolio, are either in
default (0.81%), disputed or subject to litigation (0.90%), or in
arrears for more than 30 days (1.71%). Additionally, 3.44% of the
loans are either subject to a restructuring plan with Banque de
France (3.05%) or on a restructuring plan with GEMB. DBRS has
stressed these loans appropriately in the estimation of defaults
for the provisional mortgage portfolio.

Credit Enhancement and liquidity support for the notes: At
closing, the credit enhancement (CE) for the rated Class A notes
is expected to comprise subordination of 17.22% by the
collateralised junior notes and a non-liquidity reserve fund of
0.42% of the aggregate mortgage portfolio balance. The liquidity
of the rated notes is supported by a liquidity reserve fund (LRF)
(2.50% of the balance of the Class A notes). The LRF supports any
shortfalls in payment of interest on the Class A notes without
any conditions. However, the use of the LRF for the payment of
any shortfall in interest payments for the junior notes is
allowed only if the principal deficiency ledger (PDL) outstanding
for a class of notes does not exceed 10% of the outstanding
amount of respective classes of notes. As the liquidity reserve
amortises, the released amounts would add to the non-liquidity
reserve amount (NLRF). The credit enhancement of the rated junior
notes is expected to be: Class B, 13.57%; Class C, 10.62%; Class
D, 8.57%; and Class E, 6.77%. Principal receipts may also be used
for shortfall in payments of senior fees and interest on the
rated notes, subject to the same PDL triggers as those for the
use of LRF to support liquidity of the rated notes.

Fixed- to floating-rate and basis risk hedged: The rated notes
pay interest linked to the three-month Euribor rate. The
mortgages pay floating-rate interest linked to the one-month
Euribor rate (57.23%) or the three-month Euribor rate (6.12%),
fixed-rate interest with periodic resets (4.36%) and fixed-rate
interest (for life) with no resets (32.29%) The basis risk is
hedged with an interest rate swap with notional balance equal to
the outstanding principal balance of the rated notes. The swap
notional will exclude the balance of a rated class of notes if
the PDL for the class of notes immediately senior is more than
50% of the size of that class of notes. The Issuer will pay a
fixed rate to the swap provider and will receive the notes'
three-month Euribor rate.

Three-month Euribor rate under the Swap: The three-month Euribor
rate paid under the swap to the Issuer will match that paid on
the notes. The three-month Euribor rate as of 14 November 2016 is
negative, at -0.31%. The Issuer will pay this negative interest
rate in addition to the fixed rate payable to the swap provider.
Although the Issuer may not have an interest liability under the
notes (floored at zero percent), its liability under the swap may
increase if the three-month Euribor rate declines further into
negative territory. The swap includes a floor on the three-month
Euribor rate at -1.50%, applicable in the period up to the margin
step-up date on the notes, which partially mitigates this risk.
DBRS has applied a declining interest rate stress wherein the
three-month Euribor declines to -0.50%.

The transaction was modelled in Intex to perform the cash flow
analysis using DBRS stresses.

Notes:

All figures are in euros unless otherwise noted.

The principal methodology applicable is Master European
Residential Mortgage-Backed Securities Rating Methodology and
Jurisdictional Addenda (November 2016).

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

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

The sources of information used for this rating include GEMB,
INSEE France and Banque de France.

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

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

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

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

This rating concerns a newly issued financial instrument. This is
the first rating action since the Initial Rating Date. The last
rating action on this transaction took place on 20 October 2016
when provisional ratings were assigned to the notes.

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

Probability of Default (PD) and Loss Given Default (LGD) and
Expected Loss (EL):

   -- For the AAA (sf) rating stress scenario: PD estimate was
      35.84%, LGD estimate was 24.71% and EL was 8.86%;

   -- For the AA (sf) rating stress scenario: PD estimate was
      29.80%, LGD estimate was 16.90% and EL was 5.04%;

   -- For the A (sf) rating stress scenario: PD estimate was
      25.76%, LGD estimate was 13.44% and EL was 3.46%;

   -- For the BBB (sf) rating stress scenario: PD estimate was
      21.12%, LGD estimate was 9.36% and EL was 1.98%;

   -- For the BB (sf) rating stress scenario: PD estimate was
      15.05%, LGD estimate was 5.46% and EL was 0.82%; and

   -- For the B (sf) rating stress scenario: PD estimate was
      9.97%, LGD estimate was 3.13% and EL was 0.31%.

DBRS concludes that a hypothetical increase of the base case PD
by 25% or 50% alone or combined with an increase in the LGD by
25% or 50% does not affect the ratings on the notes.

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

Initial Lead Analyst: Kali Sirugudi, Vice President
Initial Rating Date: 20 October 2016
Initial Rating Committee Chair: Quincy Tang, Managing Director

Lead Surveillance Analyst: Kevin Ma, Assistant Vice President

DBRS Ratings Limited
20 Fenchurch Street, 31st Floor, London EC3M 3BY United Kingdom

Registered in England and Wales: No. 7139960

   -- Legal Criteria for European Structured Finance Transactions

   -- Operational Risk Assessment for European Structured Finance
      Servicers

   -- Operational Risk Assessment for European Structured Finance
      Originators

   -- Master European Residential Mortgage-Backed Securities
      Rating Methodology and Jurisdictional Addenda

   -- Unified Interest Rate Model for European Securitisations

   -- Derivative Criteria for European Structured Finance
      Transactions


SOLOCAL SA: Main Creditors May End Debt Restructuring Talks
-----------------------------------------------------------
Luca Casiraghi at Bloomberg News reports that Solocal SA's main
creditors said they will end debt-restructuring talks and seek
immediate repayment unless shareholders of the struggling
directories publisher accept a revised deal.

According to Bloomberg, a statement late on Nov. 17 a group
representing 37% of the company's debt said they may cancel a
Nov. 30 meeting and call in debts because of opposition from a
group of stockholders.  They singled out Benjamin Jayet, the
founder of private equity firm BJ Invest, Bloomberg notes.

"The company continues to be held hostage by a group of
shareholders including Mr. Jayet whose sole interest is to
maximize short-term profit," Bloomberg quotes the group as saying
in the statement.  These shareholders are jeopardizing "the
company's future and jobs with the sole purpose of extracting
immediate value," it said.

Solocal struggles to renegotiate EUR1.2 billion (US$1.3 billion)
of debt, its second restructuring in about two years, Bloomberg
states.   The company's traditional telephone directories
business has suffered because of online competition, Bloomberg
relays.

The creditor group comprises Amber Capital, Monarch Alternative
Capital and Paulson & Co, Bloomberg discloses.

Solocal Group is a French directories publisher.

                           *   *   *

As reported by the Troubled Company Reporter-Europe on Aug. 15,
2016, Fitch Ratings downgraded French media group Solocal Group
SA's (SLG) Long-Term Issuer Default Rating to 'C' from 'CC'.

The TCR-Europe reported on Aug. 11, 2016, that Moody's Investors
Service downgraded the ratings of SoLocal Group S.A.'s
("SoLocal"), including the Corporate Family Rating (CFR) to Ca
from Caa2, the Probability of Default Rating (PDR) to Ca-PD from
Caa2-PD and the rating of the EUR350 million senior secured notes
due 2018 issued by PagesJaunes Finance & Co. S.C.A. to Ca
from Caa2.  Moody's said the outlook on all ratings is negative.



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GEORGIAN OIL: S&P Revises Outlook to Stable & Affirms 'B+/B' CCRs
-----------------------------------------------------------------
S&P Global Ratings said that it had revised its outlook on
Georgian Oil and Gas Corporation JSC (GOGC) to stable from
negative.  S&P affirmed 'B+/B' long- and short-term corporate
credit ratings.

The outlook revision reflects S&P's expectation that higher
EBITDA generation should help GOGC accommodate its capital
expenditure (capex) projects without a material increase in
leverage.  S&P now expects debt to EBITDA to stay below 4x in
2016-2018 (on a gross basis, as adjusted by S&P Global Ratings).

Thanks to currently favorable gas purchase prices and successful
commissioning of the Gardabani thermal power plant in 2015, S&P
expects GOGC's EBITDA to increase to over Georgian lari (GEL) 200
million (about US$80 million) per year, compared with GEL125
million in 2015.  Also, S&P understands that GOGC now plans to
start large investments in its two major capex projects only in
mid-2017 (expansion of the Gardabani thermal power plant [total
cost estimated at US$180 million]) and 2018 (construction of an
underground gas storage facility), after it obtains long-term
financing for both projects.  S&P understands that the new assets
will now be commissioned and start generating cash flow no
earlier than in 2019.  Still, S&P thinks the increased operating
cash flow should reduce the pressure on free operating cash flow
(FOCF) in 2016-first half 2017 and support leverage below 4x
during the heavy construction phase.

GOGC's business risk is constrained by the company's reliance on
several large long-term contracts for gas supply from Russia and
Azerbaijan.  The impact on GOGC's earnings and cash flow
generation would likely be material if the contract terms were
unexpectedly amended during the contract period.  Currently and
in S&P's base-case scenario, GOGC gets a relatively favorable gas
price from Azerbaijani counterparties, following recent contract
renegotiation.  But GOGC is fundamentally exposed to oil price
volatility because the price for some of its gas purchases is
linked to oil and oil product prices, while the sale price is
fixed in U.S. dollars for the long term.

Constraining factors also include the company's lack of long-term
strategic planning and a history of unexpected changes in the
government's strategic decisions for GOGC.  For example, the
company abandoned plans to construct the Namakhvani hydropower
plant in favor of the Gardabani gas-fired combined-cycle power
plant (CCPP) in 2013.  Furthermore, on June 12, 2015, the company
announced a potential sale of the Gardabani CCPP to the Georgian
government; however, S&P's understands that this has now been
cancelled.

S&P's's assessment of GOGC's financial risk profile is
constrained by high volatility of cash flows and ratios during
stress periods; sizable investments in growth projects, which
will turn FOCF negative in 2017-2018; and relatively high
leverage.  Historically, GOGC has issued loans to other
government-related entities (GREs) (GEL99 million outstanding as
of June 30, 2016), and, although the loans are interest bearing
and S&P's understands that part of the loans has been repaid in
2016, it sees the risk that GOGC's funds and assets might be used
to finance other Georgian GREs.

S&P's rating on GOGC includes a one-notch uplift, reflecting its
expectation of a very high likelihood of extraordinary government
support.  GOGC has a mandate to ensure gas supply to the domestic
market.  The company is 100% government owned, so privatization
risk is remote in S&P's view, and there is a track record of
government financial support to GOGC, for example in the form of
grants.  S&P understands that the state is closely involved in
strategic decision making for GOGC, and if GOGC were to default,
it might entail risks to the sovereign's reputation.  That said,
GOGC is primarily an intermediary.  In S&P's view, the activities
currently undertaken by GOGC could theoretically be performed by
a private entity in case of a material change in the government's
strategy.

The stable outlook reflects S&P's view that GOGC's ratio of debt
to EBITDA will be below 4x (on a gross basis, as adjusted by S&P
Global Ratings), that the existing contract framework for gas
purchase and sale will remain in place without any material
changes, and that the company will not start new capex projects
without long-term financing in place.  It also assumes no major
cost overruns or operational issues on the new projects.  It also
corresponds to the stable outlook on Georgia.

Rating upside could stem from a positive rating action on the
sovereign, all else being equal.  Rating upside based on GOGC's
stand-alone performance is currently limited, because for an
upgrade, S&P would need to revise GOGC's stand-alone credit
profile to at least 'bb-', provided that the sovereign rating
remained 'BB-' and the likelihood of support remained very high.
This could happen if debt to EBITDA approaches 2x, but it is
quite far from S&P's base-case scenario.

S&P could downgrade GOGC if debt to EBITDA is sustainably above
4x, due to significantly lower profits or material capex
overruns. This could happen, for example, in case of operational
setbacks, or if the company's margins are squeezed by higher gas
purchase prices.

Rating downside could also stem from a significant unfavorable
change in the existing gas purchase and sale framework, or
disposal of key assets, or government pressure to provide sizable
support to other weaker GREs, or a material weakening of GOGC's
role for and link with the government in case the government's
strategy in the sector materially changes.

S&P could also lower the rating in case of a sovereign downgrade.


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DEKANIA EUROPE I: Fitch Affirms 'CCCsf' Rating on Class D Notes
---------------------------------------------------------------
Fitch Ratings has affirmed the ratings on 20 classes and upgraded
three classes of notes from three Dekania European collateralized
debt obligations (CDOs).

                         KEY RATING DRIVERS

The upgrades to the senior notes in all three transactions were
primarily due to deleveraging which in turn increased the notes'
credit enhancement levels.  In all three transactions, the
principal proceeds used to pay down the notes were primarily from
assets that redeemed at their first call date, including
perpetual assets.  Fitch expects the class A1 notes in Dekania
Europe I to be paid in full by the next anticipated annual review
of the transaction as there is sufficient performing collateral
scheduled to mature by July 2017.  In Dekania Europe II, the
class A1 notes received approximately 52% of its previous review
balance.  The class A1 notes in Dekania Europe III paid down 13%
since last review.  Fitch expects further potential deleveraging
in this transaction based on our discussions with the CDO
manager, given that 71% of the performing portfolio has first
call dates in 2017.

The high degree of concentration in all three transactions and
significant exposure to the perpetual securities in Dekania
Europe III contribute to the tail risk that may affect non-senior
notes. There are 15 performing issuers in Dekania Europe I, 15 in
Dekania Europe II and 18 in Dekania Europe III.

Perpetual securities comprise 2% of the performing portfolio in
Dekania Europe I, 14% in Dekania Europe II, and 52% in Dekania
Europe III.  Perpetual securities were treated as long-dated
assets as described in the "Global Rating Criteria for CLOs and
Corporate CDOs" whereby they are assumed to default and receive
the assumed recovery value at the maturity of the CDO notes,
which would be zero in the case of perpetual securities.

Fitch also considered the trend of assets redeeming at their
respective first call dates and ran an additional scenario in
which investment-grade, publicly traded assets were assumed to
redeem at their respective initial call dates.

Given the continuing deleveraging and overall stable credit
quality of the collateral in these three transactions, Fitch does
not expect deterioration of the ratings in the near future and
thus maintains the Stable Outlook for classes rated 'Bsf' or
higher.

One issuer re-deferred since last review, representing 7.1% and
6.9% of the total portfolio in Dekania Europe II and Dekania
Europe III, respectively.

Fitch analyzed the transaction in accordance with the "Global
Rating Criteria for CLOs and Corporate CDOs" using the Corporate
Portfolio Credit Model (PCM) to project default hurdles, and cash
flow modelling analysis was performed for the notes to measure
the breakeven levels under the various default timing and
interest-rate stress scenarios.

                       RATING SENSITIVITIES

Significant paydowns combined with stable or improving credit
migration can lead to limited upgrades for the senior notes.
Conversely, significant collateral quality deterioration, new
deferrals or defaults or maturity extension, especially in the
absence of calls from perpetual issuers, could lead to a
downgrade of the ratings for the notes.

                     VARIATIONS FROM CRITERIA

Perpetual securities were treated as long-dated assets in all
three transactions whereby they were defaulted at the transaction
legal maturity consistent with Fitch's treatment of long-dated
assets under the relevant criteria.  Fitch considered this a
criteria variation given that perpetual securities are not
explicitly mentioned in Fitch's treatment of long-dated assets.
Fitch does not believe such variation has a measurable impact
upon the ratings assigned.

The final rating of the A1 notes in Dekania Europe I, 'AAAsf',
deviates from the model-implied rating of 'BBB+sf' by more than
three notches.  However, the lower passing ratings were indicated
in just two frontloaded default scenarios that the committee
agreed to be an unlikely outcome.  After the upcoming payment
period, the class A1 note balance is expected to be paid down to
approximately EUR7 million, while an additional EUR13.8 million
of underlying assets are scheduled to mature by July 2017.

Fitch has taken these rating actions;

Dekania Europe CDO I P.L.C. (Dekania Europe I)
   -- EUR18,065,844 class A1 notes upgraded to 'AAAsf'from
      'AAsf'; Outlook Stable;
   -- EUR11,500,000 class A2 notes affirmed at 'Asf'; Outlook
      Stable;
   -- EUR13,000,000 class A3 notes affirmed at 'Asf'; Outlook
      Stable;
   -- EUR35,000,000 class B1 notes affirmed at 'BBsf'; Outlook
      Stable;
   -- EUR15,000,000 class B2 notes affirmed at 'BBsf'; Outlook
      Stable;
   -- EUR29,500,000 class C notes affirmed at 'B-sf'; Outlook
      Stable;
   -- EUR15,461,821 class D notes affirmed at 'CCCsf'.

Dekania Europe CDO II P.L.C. (Dekania Europe II)
   -- EUR47,410,200 class A1 notes upgraded to 'AAsf' from 'Asf';
      Outlook Stable;
   -- EUR25,000,000 class A2-A notes affirmed at 'BBBsf'; Outlook
      Stable;
   -- EUR5,000,000 class A2-B notes affirmed at 'BBBsf'; Outlook
      Stable;
   -- EUR26,515,950 class B notes affirmed at 'BBsf'; Outlook
      Stable;
   -- EUR29,496,733 class C notes affirmed at 'Bsf'; Outlook
      Stable;
   -- EUR14,508,139 class D1 notes affirmed at 'CCsf';
   -- EUR2,763,490 class D2 notes affirmed at 'CCsf';
   -- EUR17,468,682 class E notes affirmed at 'Csf'.

Dekania Europe CDO III P.L.C. (Dekania Europe III)
   -- EUR92,027,247 class A1 notes upgraded to 'BBBsf' from
      'BBsf'; Outlook 'Stable';
   -- EUR16,000,000 class A-2A notes affirmed at 'Bsf'; Outlook
      'Stable';
   -- EUR12,000,000 class A-2B notes affirmed at 'Bsf'; Outlook
      'Stable';
   -- EUR25,681,233 class B notes affirmed at 'CCCsf';
   -- EUR20,822,890 class C notes affirmed at 'CCsf';
   -- EUR14,383,710 class D notes affirmed at 'Csf';
   -- EUR10,597,942 class E notes affirmed at 'Csf';
   -- EUR5,434,231 class F notes affirmed at 'Csf.

Fitch does not rate the subordinated notes for Dekania Europe I
and II.


LIGHTPOINT PAN-EUROPEAN: S&P Cuts Rating on Class E Notes to BB+
----------------------------------------------------------------
S&P Global Ratings raised its credit ratings on Lightpoint Pan-
European CLO 2007-1 PLC's class B, C, and D notes.  At the same
time, S&P has affirmed its rating on the class A notes, and
lowered its rating on the class E notes.

The rating actions follow S&P's analysis of the transaction's
performance and the application of its relevant criteria.

Since S&P's last full review in September 2015, the class A notes
have continued to amortize.  According to S&P's analysis the
class A notes have amortized by nearly EUR36 million,
representing a more than 31% reduction in the principal amount
outstanding of the class A notes since S&P's previous review.

Taking into account the notes' amortization and the evolution of
the total collateral amount, overcollateralization has increased
for all the rated classes of notes since S&P's previous review.

S&P subjected the capital structure to our cash flow analysis to
determine the break-even default rate (BDR) for each class of
notes at each rating level.

The BDRs represent our estimate of the level of asset defaults
that the notes can withstand and still fully pay interest and
principal to the noteholders.

S&P has estimated future defaults in the portfolio in each rating
scenario by applying its corporate collateralized debt obligation
(CDO) criteria.

S&P's analysis indicates that the available credit enhancement
for the class B, C, and D notes is now commensurate with higher
ratings than those previously assigned.  Therefore, S&P has
raised its ratings on the class B, C, and D notes.

S&P's cash flow analysis of the class E notes indicates that the
available credit enhancement for the notes is commensurate with
the currently assigned rating.  However, the application of S&P's
largest obligor default test indicates that the notes can only
pass the test up to a 'BB+' rating level.  S&P has therefore
lowered to 'BB+' (sf) from 'BBB- (sf)' its rating on the class E
notes.

The available credit enhancement for the class A notes is
commensurate with the currently assigned rating.  S&P has
therefore affirmed its 'AAA (sf)' rating on this class of notes.

Lightpoint Pan-European CLO 2007-1 is a cash flow collateralized
loan obligation (CLO) transaction that securitizes loans to
primarily speculative-grade corporate firms.  The transaction
closed in November 2007, and its reinvestment period ended in
February 2014.  Neuberger Berman Fixed Income LLC is the
transaction manager.

RATINGS LIST

Class             Rating
            To                 From

Lightpoint Pan-European CLO 2007-1 PLC
EUR352 Million Senior Secured Deferrable And Floating-Rate Notes

Ratings Raised

B           AAA (sf)           AA+ (sf)
C           AA- (sf)           A+ (sf)
D           A+ (sf)            BBB+ (sf)

Rating Lowered

E           BB+ (sf)           BBB- (sf)

Rating Affirmed

A           AAA (sf)


=========
I T A L Y
=========


UNIONE DI BANCHE: Moody's Cuts Subordinated Debt Rating to Ba3
--------------------------------------------------------------
Moody's Investors Service has downgraded the following ratings
and assessments of Unione di Banche Italiane S.p.A. (UBI Banca):
(1) the long-term deposit rating to Baa2 from Baa1; (2) the long-
term senior debt rating to Baa3 from Baa2; (3) the subordinated
debt rating to Ba3 from Ba2; (4) the baseline credit assessment
(BCA) and adjusted BCA to ba2 from ba1; and (5) the long-term
Counterparty Risk Assessment (CR Assessment) to Baa2(cr) from
Baa1(cr). Furthermore, the rating of the backed Commercial Paper
issued by UBI Banca International S.A. was downgraded to Prime-3
from Prime-2. The outlook on UBI Banca's long-term deposit and
senior debt ratings is stable.

The bank's short-term deposit rating of Prime-2 and its short-
term CR Assessment of Prime-2(cr) were affirmed as part of
today's rating action.

The downgrades reflect the gradual deterioration of UBI Banca's
credit profile. This is mainly due to lower capital levels and
weakened profitability, which -- in the current operating
environment and despite the restructuring plan recently
implemented by the bank -- will be difficult to restore to
stronger levels.

Today's rating action does not incorporate the impact of any
potential acquisition by UBI Banca. In the event that UBI Banca
were to launch a formal offer for any other institution, Moody's
will assess the impact of such a transaction on the credit
profile of the bank at the time.

RATINGS RATIONALE

RATIONALE FOR DOWNGRADING THE BCA

The downgrade of UBI Banca's BCA to ba2 from ba1 acknowledges the
steps that management has taken to improve the bank's position as
part of its multi-year business plan, but reflects the gradual
deterioration in the bank's credit fundamentals, notably its
capital and profitability. On June 27, 2016, UBI Banca approved
its 2019/2020 business plan, which entails a simplification of
its corporate model by moving from a federal banking model to a
single bank. The plan includes a set of measures that aim to
improve the bank's asset risk, cost efficiency and revenue
streams.

Despite steps to improve provisioning coverage, with coverage of
problem loans reaching 40% at end-September 2016 from 31% at end-
December 2015, Moody's believes that the bank's risk absorption
capacity has reduced over time. By end-June 2016, UBI Banca had
booked 95% of the charges contemplated in the strategic plan,
including provisions, redundancy costs and other impairments
totaling EUR1.24 billion, which led to a loss of EUR787 million
during the first half of the year. This was only partly mitigated
by the return to a modest profit of EUR32.5 million in Q3 2016,
and leaves phased-in Common Equity Tier 1 (CET 1) ratio at 11.7%
at end-September 2016, compared to 12.1% at end-December 2015.

While Moody's expects the bank to benefit shortly from a 70 basis
point (bp) increase in its fully loaded CET 1 ratio (30bp will
materialize on 21 November 2016) as a result of the tax benefits
that follow the allocation of the shortfall to provisions and the
positive impact of the repurchase of minorities linked to the
merger of the federal banks into UBI Banca, this level of capital
is not sufficient to support the previous BCA of ba1, in the
judgment of the rating agency. On Moody's measure of capital,
Tangible Common Equity to Risk-Weighted Assets, the bank reported
a relatively weak 10.1% at end-June 2016, the latest date for
which data is available. The downgrade of the bank's BCA to ba2
therefore reflects this gradual deterioration of the bank's
traditionally sound capital levels, which, in Moody's view, will
be very difficult to restore in the current weak operating
environment. Moreover, the rating agency considers that UBI
Banca's internal capital generation capacity will be challenged
by ongoing profitability pressures stemming from very low
interest rates and subdued business volumes.

In lowering the bank's BCA to ba2, Moody's has also taken into
consideration UBI Banca's: (1) still comfortable CET1 headroom of
243 bp relative to the prudential requirement of 9.25% prescribed
by the European Central Bank (ECB); (2) stabilizing asset risk
trend despite the still high level of problem loans, with gross
problem loans representing 15.2% of gross loans at end-September
2016; and (3) sound liquidity position that is underpinned by the
bank's large retail funding base and ample cushion of liquid
assets in the form of unencumbered ECB eligible assets.

Moody's has also taken into consideration the long-term benefits
of UBI Banca's strategic plan, despite the one-off impact that
its implementation had on the bank's financial performance during
the first half of 2016. The rating agency expects that the bank's
corporate restructuring will result in relevant cost savings and
views positively the targeted improvement in key financial
indicators (i.e. UBI Banca expects to reach a 'fully-loaded' CET1
ratio of 12.8%, a net profit of EUR874 million and a reduction in
the cost of credit to 0.5% by end 2020). However, Moody's notes
that these objectives are relatively distant and their
accomplishment could be challenged by Italy's persistently weak
operating environment.

RATIONALE FOR DOWNGRADING THE DEPOSIT AND SENIOR DEBT RATINGS

The downgrade of UBI Banca's long-term deposits to Baa2 and the
senior debt ratings to Baa3 reflects the downgrade of the bank's
BCA and adjusted BCA to ba2 from ba1. The rating agency continues
to incorporate, via its Advanced Loss Given Failure (LGF)
analysis, three notches of uplift for the deposit ratings and two
notches of uplift for the senior debt ratings. Moody's maintains
its assessment that the probability of government support for UBI
Banca is low, which results in no uplift for both the deposit and
the senior debt ratings.

RATIONALE FOR DOWNGRADING THE CR ASSESSMENT

As part of today's rating action, Moody's has also downgraded to
Baa2(cr) from Baa1(cr) the long-term CR Assessment of UBI Banca,
three notches above its adjusted BCA of ba2.

The downgrade of the CR Assessment follows the downgrade of the
BCA of UBI Banca to ba2 from ba1. The CR Assessment is driven by
standalone assessment of UBI Banca and by the considerable amount
of bail-in-able debt and junior deposits likely to shield
operating liabilities from losses, accounting for three notches
of uplift relative to the BCA.

RATIONALE FOR THE STABLE OUTLOOK

The outlook on the deposit and senior debt ratings of UBI Banca
is stable, which incorporates the rating agency's view that the
bank's financial fundamentals are likely to show some modest
improvement as the restructuring plan is implemented, but remain
consistent with the BCA of ba2.

WHAT COULD CHANGE THE RATING UP/DOWN

An upgrade of UBI Banca's BCA could be driven by: (1) a faster-
than-anticipated increase in capitalisation; (2) a material
improvement in the bank's asset risk profile; and (3) a
sustainable recovery in the bank's recurring earnings.

A downgrade of the bank's BCA could result from: (1) a reversal
in current asset risk trends with an increase in the stock of
problem loans; (2) a weakening of UBI Banca's risk-absorption
capacity as a result of deteriorating profitability levels;
and/or (3) a significant deterioration of the bank's liquidity
profile.

As the bank's debt and deposit ratings are linked to the
standalone BCA, any change to the BCA would likely also affect
these ratings.

UBI Banca's senior debt rating could be downgraded if a reduction
in the volume of senior debt outstanding is not offset by new
issuance of senior and/or subordinated debt to a degree that
preserves current loss-given-failure for these securities.

List of Affected Ratings

Issuer: Unione di Banche Italiane S.p.A.

Downgrades:

   -- LT Counterparty Risk Assessment, Downgraded to Baa2(cr)
      from Baa1(cr)

   -- LT Bank Deposits (Local & Foreign Currency), Downgraded to
      Baa2 from Baa1, Outlook Remains Stable

   -- LT Issuer Rating, Downgraded to Baa3 from Baa2, Outlook
      Remains Stable

   -- Senior Unsecured Regular Bond/Debenture (Local Currency),
      Downgraded to Baa3 from Baa2, Outlook Remains Stable

   -- Senior Unsecured MTN (Local Currency), Downgraded to
     (P)Baa3 from (P)Baa2

   -- Subordinate (Local Currency), Downgraded to Ba3 from Ba2

   -- Subordinate MTN (Local Currency), Downgraded to (P)Ba3 from
      (P)Ba2

   -- Adjusted Baseline Credit Assessment, Downgraded to ba2 from
      ba1

   -- Baseline Credit Assessment, Downgraded to ba2 from ba1

Affirmations:

   -- ST Bank Deposits (Local & Foreign Currency), Affirmed P-2

   -- ST Counterparty Risk Assessment, Affirmed P-2(cr)

Outlook Actions:

   -- Outlook, Remains Stable

Issuer: UBI Banca International S.A.

Downgrades:

   -- BACKED Commercial Paper (Local Currency), Downgraded to P-3
      from P-2

Outlook Actions:

   -- No Outlook Assigned

PRINCIPAL METHODOLOGY

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


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


NORTH WESTERLY CLO II: S&P Lowers Rating on Class C Notes to BB+
----------------------------------------------------------------
S&P Global Ratings lowered to 'BB+ (sf)' from 'BBB- (sf)' its
credit rating on North Westerly CLO II B.V.'s class C notes.  At
the same time, S&P has lowered to 'CC (sf)' from 'CCC- (sf)' its
ratings on the class D-1 and D-2 notes.

According to the latest trustee report, the portfolio currently
comprises loans to three distinct European obligors that S&P
rates between 'B' and 'CCC+'.

The aggregate notional amount of the portfolio is
EUR11.49 million.

Since S&P's previous review in August 2015, trading losses have
affected the transaction's principal balance.

The principal amount outstanding of the class C notes is
EUR1.68 million.  In S&P's opinion, the class C notes present
speculative characteristics.  While this class of notes benefits
from 78% credit enhancement, the timely payment of interest and
ultimate payment of principal are vulnerable to event risk and
uncertainties relating to default timings, recovery amounts, and
recovery timings.  S&P's downgrade of the class C notes to 'BB+
(sf)' from 'BBB- (sf)' reflects the speculative characteristics
of these notes, as well as trading losses in the portfolio.

The aggregate principal amount outstanding of the class D-1 and
D-2 notes is EUR16.61 million.  S&P estimates that in order to
fully repay the class D-1 and D-2 notes at maturity, the
portfolio would need to be liquidated at an average price
exceeding 160%.  In S&P's opinion, non-payment of principal
and/or interest by maturity on the class D-1 and D-2 notes is a
virtual certainty. Following the application of S&P's "Criteria
For Assigning 'CCC+', 'CCC', 'CCC-', And 'CC' Ratings," S&P has
lowered to 'CC (sf)' from 'CCC- (sf)' its ratings on the class D-
1 and D-2 notes.

North Westerly CLO II is a cash flow collateralized loan
obligation (CLO) transaction that securitizes loans to European
speculative-grade corporate firms, and is managed by NIBC Bank
N.V.  The transaction closed in September 2004 and its
reinvestment period ended in September 2010.

RATINGS LIST

North Westerly CLO II B.V.
EUR413.5 mil secured fixed- and floating-rate deferrable interest
and subordinated notes
                                         Rating
Class            Identifier              To          From
C                XS0199134577            BB+ (sf)    BBB- (sf)
D-1              663323AC7               CC (sf)     CCC- (sf)
D-2              XS0199135624            CC (sf)     CCC- (sf)


XURA BV: S&P Removes 'B' CCR from CreditWatch Developing
--------------------------------------------------------
S&P Global Ratings said that it has removed its 'B' corporate
credit rating on Xura B.V. from CreditWatch, where it was placed
with developing implications on May 16, 2016, and subsequently
withdrawn the rating.

The action follows S&P's repeated attempts to obtain timely
information of satisfactory quality from the company to maintain
our rating, in accordance with S&P's applicable criteria and
policies.


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


MOSVODOKANAL JSC: S&P Affirms 'BB+/B' CCRs, Outlook Stable
----------------------------------------------------------
S&P Global Ratings affirmed its 'BB+/B' long- and short-term
corporate credit ratings and the 'ruAA+' Russia national scale
rating on the Russian regional water utility Mosvodokanal JSC.
The outlook is stable.

The affirmation reflects S&P's expectation that Mosvodokanal's
sustainably solid financial performance in the coming years and
ongoing support from the owner will mitigate risks associated
with its still-high capital expenditure (capex).  Although
Mosvodokanal has only recently prepared its 2015 IFRS accounts
(in October 2016), S&P currently views this as a one-off
situation and take some comfort from the fact that the company
prepares timely Russian statutory accounts (albeit much less
detailed than IFRS) and management accounts.  S&P believes that
management is committed to improving transparency and achieving
timely IFRS reporting.

S&P expects that a high level of investments will lead to
moderately negative discretionary cash flow in 2016-2018, which
is likely to be covered by new bank debt, in S&P's view.  Still,
despite water consumption gradually decreasing, by 3%-5%
annually, S&P expects Mosvodokanal to maintain an EBITDA margin
above 30% in 2016-2018 thanks to tariff increases broadly in line
with inflation and efficient cost management.  S&P therefore
anticipates the company will maintain solid ratios of funds from
operations (FFO) to debt comfortably above 100% and debt to
EBITDA below 1x.  S&P also thinks the company's currently very
strong financial measures do not fully represent its financial
policy framework, which allows taking a more leveraged position
than S&P currently forecasts; for example, the City of Moscow
could ask the company to undertake unanticipated high
investments, without supporting those investments with timely
funding.

Mosvodokanal's business risk profile remains constrained by what
S&P views as a tariff regime that lacks transparency and is
rather politicized; a notable decline in water consumption in the
service area; deteriorating water intake quality; and tightening
quality standards that require higher investment levels.

These constraints are mitigated by the company's monopoly market
position in a relatively affluent service area, its diverse
customer base, strong ongoing support from Moscow (via subsidies
for example) and its relatively stable earnings base derived from
regulated operations.

S&P continues to see a very high likelihood that the Moscow
government, the company's 100% owner, would provide timely and
sufficient extraordinary support to Mosvodokanal in the event of
financial distress.  S&P views the company's role for and link
with the government as very important and very strong,
respectively.  In particular, S&P thinks that privatization risk
is low because the current legislation sets 100% government
ownership for water utilities.

In S&P's base case, it assumes:

   -- Decline in water volumes by 3%-5% annually in 2016-2018.
   -- Average tariff rise of 4%-6% in 2016-2018.
   -- EBITDA margins of 30%-33% in 2016-2018.
   -- Annual capex of Russian rubles (RUB) 16 billion-
      RUB19 billion in 2016-2018.
   -- A not-meaningful dividend payout of less than
      RUB100 million.

Based on these assumptions, S&P arrives at these credit measures
in 2016-2018:

   -- A debt-to-EBITDA ratio below 1x.
   --FFO to debt above 100%.

S&P assess the company's liquidity as adequate and estimate the
ratio of sources of liquidity to uses for the next 12 months
comfortably at above 1.2x as of Sept. 30, 2016.

On Sept. 30, 2016, the company's principal liquidity sources
consisted of:

   -- RUB4.8 billion in available cash; and
   -- CFO of about RUB15 billion-RUB16 billion in the next 12
      months.

On Sept. 30, 2016, the company's principal liquidity uses
consisted of:

   -- Capex of about RUB17 billion (although the actual figures
      are likely to depend on the availability of financing);

   -- Debt maturities of RUB3.1 billion; and

   -- Not meaningful dividend payments.

The stable outlook reflects that on the long-term rating on the
City of Moscow.  It also reflects S&P's belief that financial
risks associated with Mosvodokanal's ambitious investment program
will continue to be mitigated by the utility's monopoly position
in the city, stable operating performance, and strong ongoing
support from the city.

S&P could lower the long-term rating on Mosvodokanal if S&P
lowered the long-term rating on Moscow, all else being equal.

S&P could also lower the rating on Mosvodokanal if S&P revised
down its assessment of the utility's SACP by at least one notch.
This may stem from deteriorating liquidity and maturity profiles,
or from concerns about corporate governance regarding continuous
delayed reporting under IFRS.  Also, downward pressure on stand-
alone credit quality and the overall rating could result from
aggressive debt accumulation or significantly weaker-than-
expected operating results leading to debt to EBITDA rising above
2.5x and FFO to debt falling below 45% without a credible plan
for recovery in the next six to 12 months.  S&P views these
scenarios as unlikely in the next two to three years.

The rating on Mosvodokanal is currently limited by the rating on
its owner, the City of Moscow.  A positive rating action on
Moscow might create upside potential for the rating on
Mosvodokanal, all else being equal.


NZBANK JSCB: Put on Provisional Administration on November 18
-------------------------------------------------------------
The Bank of Russia, by its Order No. OD-4010, dated November 18,
2016, revoked the banking license of credit institution JOINT-
STOCK COMMERCIAL BANK NATIONAL MORTGAGE BANK OPEN JOINT-STOCK
COMPANY (JSCB NZBank) from November 18, 2016, according to the
press service of the Central Bank of Russia.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's
failure to comply with federal banking laws and Bank of Russia
regulations, repeated violation within a year of the requirements
of Article 7 (with the exception of Clause 3 of Article 7) of the
Federal Law "On Countering the Legalisation (Laundering) of
Criminally Obtained Incomes and the Financing of Terrorism", as
well as requirements of Bank of Russia regulations issued in
accordance with the said federal law, capital adequacy ratios
being below 2 percent, decrease in capital below the minimal
value of the authorized capital established by the Bank of Russia
as of the date of the state registration of the credit
institution, and the repeated application within a year of
measures envisaged by the Federal Law "On the Central Bank of the
Russian Federation (Bank of Russia)".

Given unsatisfactory quality of its assets, JSCB NZ Bank
inadequately assessed the risks assumed.  A proper assessment of
the credit risk and unbiased asset value reporting resulted in a
complete loss of its capital.  Besides, the bank did not comply
with legislation requirements and Bank of Russia regulations as
regards the countering legalization (laundering) of criminally
obtained incomes and the financing of terrorism in terms of
submitting adequate information to the authorized body.  The
bank's internal control rules as regards the legalization
(laundering) of criminally obtained incomes and the financing of
terrorism did not comply with the Bank of Russia regulations
either.

The Bank of Russia, by its Order No. OD-4011, dated November 18,
2016, appointed a provisional administration to JSCB NZBank
(OJSC) for the period until the appointment of a receiver
pursuant to the Federal Law "On the Insolvency (Bankruptcy)" or a
liquidator under Article 23.1 of the Federal Law "On Banks and
Banking Activities".  In accordance with federal laws, the powers
of the credit institution's executive bodies are suspended.

JSCB NZBank (OJSC) is a member of the deposit insurance system.
The revocation of the banking license is an insured event as
stipulated by Federal Law No. 177-FZ "On the Insurance of
Household Deposits with Russian Banks" in respect of the bank's
retail deposit obligations, as defined by legislation.  The said
Federal Law provides for the payment of indemnities to the bank's
depositors, including individual entrepreneurs, in the amount of
100% of the balance of funds but not more than RUB1.4 million per
depositor.

According to reporting data, as of November 1, 2016, JSCB NZBank
(OJSC) ranked 375th in the Russian banking system in terms of
assets.


===============
S L O V E N I A
===============


KD GROUP: Fitch Affirms 'BB' IDR, Outlook Stable
------------------------------------------------
Fitch Ratings has affirmed Slovenian composite insurer Adriatic
Slovenica Zavarovalna druzba d.d.'s 'BBB-' Insurer Financial
Strength (IFS) Rating and holding company, KD Group financna
druzba, d.d.'s (KD Group) 'BB' Issuer Default Rating.  The
Outlooks on both ratings are Stable.

                        KEY RATING DRIVERS

The ratings reflect KD Group's high financial leverage,
historically weak profitability and fairly small size by global
standards.  However, KD Group has a strong market position in the
Slovenian insurance and asset management market.

KD Group's high financial leverage remains a negative rating
driver.  Adriatic Slovenica issued EUR50 mil. of subordinated
Tier 2 notes in May 2016 and used EUR27.6 mil. of the proceeds to
repay existing bank debt at KD Group level.  This caused KD
Group's financial leverage to increase to 43% at end-1H16 from
40% at end-2015 (2014: 47%, 2013: 51%).  However, the group plans
to reduce leverage over the medium term, which Fitch views as a
positive for the ratings.

Fitch views KD Group's capitalisation as "adequate" on a
consolidated basis as measured by the agency's Prism factor-based
capital model (Prism FBM), based on end-2015 financials.  While
Adriatic Slovenica reported a strong regulatory solvency ratio of
172% on a Solvency I basis and its Solvency Capital Requirement
(SCR) ratio under Solvency II was 124% at end-2015, KD Group's
consolidated Prism FBM score is negatively affected by a high
amount of goodwill on the holding company's consolidated balance
sheet, which Fitch does not give credit for in its capital
assessment.

Fitch expects Adriatic Slovenica's Solvency II SCR ratio and KD
Group's Prism FBM score to improve in 2016, benefiting from the
subordinated notes issued in May 2016 and additional reinsurance
cover.

KD Group reported a small net loss of EUR0.2 mil. in 1H16 after a
profit of EUR2 mil. in 1H15 (2015: EUR0.8 mil. profit; 2014:
EUR4.7 mil. profit).  The deterioration in 1H16 was mainly the
result of lower investment returns and lower health insurance
premiums in combination with adverse loss events in the health
insurance segment.  Adriatic Slovenica has been consistently
profitable, reporting annual net income of over EUR10m for each
of the past five years and an average return on equity of 18%.

KD Group's market position and scale are small, based on global
benchmarks, with gross written premium of EUR298 mil. in 2015
(2014: EUR302 mil.), total assets of EUR0.8 bil. and
shareholders' funds of EUR123m at end-1H16.  Nevertheless, it is
one of the largest financial service providers in the Balkan
region, with Adriatic Slovenica being the second-largest insurer
in Slovenia and the group's asset management operations being the
third-largest in the Slovenian mutual fund market by assets under
management.  Fitch views this strong position in the local market
as a rating-positive.

KD Group is in the process of divesting most non-core assets to
focus on its core insurance and asset management businesses.
Fitch expects this to improve the group's performance and
generate extra cash flow over the next three years.

As around two thirds of the group's invested assets are held in
Slovenian investments and 98% of the group's revenue is in
Slovenia (A-/Stable), the group's performance is exposed to the
local economy.  This exposure includes the risk of losses on its
EUR347m of non-unit linked investments as of end-1H16, and the
risk of lapses on its EUR268m of unit-linked liabilities.  For
example, write-downs on Slovenian banks led to investment losses
of EUR16m in 2013, EUR2m in 2014 and EUR2m in 2015 for Adriatic
Slovenica.

                       RATING SENSITIVITIES

KD Group's leverage improving to below 40%, in combination with
stabilized profitability, could lead to an upgrade.

The ratings could be downgraded if the group's consolidated
capital position weakens to a Prism FBM score of below "adequate"
for a sustained period.  Financial leverage in excess of 50%
could also lead to a downgrade.


===========
T U R K E Y
===========


SEKERBANK TAS: Fitch Withdraws B+ Rating on Tier 2 Capital Notes
----------------------------------------------------------------
Fitch Ratings has withdrawn the 'B+(EXP)' expected rating on
Sekerbank T.A.S.'s (Sekerbank, BB-/Negative/bb-) proposed Basel
III-compliant Tier 2 capital notes.  The expected rating was
assigned on July 14, 2016.

The rating has been withdrawn because Sekerbank does not expect
to proceed with the Tier-2 notes issue within the previously
envisaged timeline.  The ratings of Sekerbank are unaffected by
this rating withdrawal.


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


ARTEM-BANK: Declared Insolvent by National Bank of Ukraine
----------------------------------------------------------
UkrainianJournal.com reports that National Bank of Ukraine Deputy
Governor Yekateryna Rozhkova said NBU has declared Artem-Bank,
which in late September 2016 ranked 69th in terms of assets
(UAH528.84 million) among 101 Ukrainian banks, insolvent.

Ms. Rozhkova said at a press conference in Kiev temporary
administration was introduced in the bank on Nov. 15,
UkrainianJournal.com relates.

The corresponding decision was stipulated in NBU resolution
No. 416-rsh/BT dated Nov. 15, UkrainianJournal.com discloses.

Artem-Bank is based in Kiev.


KERNEL HOLDING: Fitch Raises Issuer Default Rating to 'B-'
----------------------------------------------------------
Fitch Ratings has upgraded Kernel Holding S.A.'s and MHP S.A.'s
Long-Term Foreign Currency Issuer Default Rating to 'B-' from
'CCC'.

The rating actions follow Fitch's upgrade of Ukraine's Long-Term
Foreign and Local Currency IDRs to 'B-' from 'CCC'.  Ukraine's
Country Ceiling has been upgraded to 'B-' from 'CCC'.

                         KEY RATING DRIVERS

Kernel Holding S.A.

  Long-Term Foreign Currency IDR: upgraded to 'B-' from 'CCC',
   Stable Outlook
  Long-Term Local Currency IDR: upgraded to 'B' from 'B-', Stable
   Outlook
  National Long-Term rating: affirmed at 'AA+(ukr)', Stable
   Outlook

Kernel's Local-Currency IDR of 'B' is one notch above Ukraine's
Local-Currency IDR of 'B-', reflecting the company's limited
reliance on Ukraine's banking system and Fitch's assessment that
the company's moderate dependence on the local operating
environment is not prejudicial to its performance.

MHP S.A.

  Long-Term Foreign Currency IDR: upgraded to 'B-' from 'CCC',
   Negative Outlook
  Long-Term Local Currency IDR: upgraded to 'B-' from 'CCC',
   Negative Outlook
  Foreign currency senior unsecured rating: upgraded to 'B-' from
   'CCC'; Recovery Rating of 'RR4'

The Negative Outlook reflects the weak liquidity position of MHP,
its high FX and refinancing risks, tight headroom under its
Eurobond leverage covenant and a moderately aggressive financial
policy.  However, the ratings are supported by MHP's flexibility
over future dividends and expansion capex that provide some room
for managing its free cash flow in view of forthcoming debt
repayments.

OJSC Myronivsky Hliboproduct (95.4% owned subsidiary of MHP S.A.)

  Long-Term Foreign Currency IDR: upgraded to 'B-' from 'CCC',
   Negative Outlook
  Long-Term Local Currency IDR: upgraded to 'B-' from 'CCC',
   Negative Outlook
  National Long-Term rating: downgraded to 'A-(ukr)' from
   'A+(ukr)', Negative Outlook

                         DERIVATION SUMMARY

Both Kernel's and MHP's business profiles are strong for their
ratings as both companies are market leaders in their respective
sectors.  However, the operating environment in Ukraine and
liquidity and refinancing risks contribute to lower ratings than
their international peers.  The one-notch difference in MHP's and
Kernel's Local-Currency IDRs is driven by MHP's higher leverage,
greater FX and refinancing risks and lower share of exports in
revenue.


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


DONCASTERS GROUP: S&P Revises Outlook to Neg. & Affirms 'B' CCR
---------------------------------------------------------------
S&P Global Ratings said it has revised its outlook on U.K.-based
engineering group Doncasters Group Ltd. to negative from stable.
S&P also affirmed its 'B' long-term corporate credit and issue
ratings on Doncasters.  S&P revised down the recovery rating on
the first-lien secured term loan to '4' from '3'.

At the same time, S&P also affirmed its 'CCC+' issue rating on
the second-lien secured term loan.  The recovery rating is
unchanged at '6'.

The outlook revision follows weaker-than-expected results for the
first half (H1) of 2016 due to low end-market demand, ongoing
difficulties, and delays in new product introductions in the
Aerospace and industrial gas turbine (IGT) domain.  Compared to
the same period in 2015, Doncasters' H1 2016 revenues dropped by
5.4% and its reported EBITDA margin fell by more than 300 basis
points to about 16%.  The weak results reflect a combination of
unfavorable factors constraining Doncasters' operating
performance.  Earnings were affected by difficulties in managing
new product introduction in power systems, as well as low demand
in the turbocharger and heavy truck fastener business.  As a
result, S&P revised its base case downward and estimate that
Doncasters' sales will decline by 5%-6% in 2016 and EBITDA
margins will decline to about 15%-16% on an adjusted basis.  This
will lead to an FFO cash interest coverage of about 2.5x in 2016,
leaving limited headroom under the current rating for a further
deterioration in operating performance due to execution issues or
prolonged market weakening.

S&P now views the group's business risk profile as weak, compared
with its previously fair assessment.  Historically, the company's
key strength, in S&P's view, has been its track record of
achieving EBITDA margin improvement despite flat or negative top-
line growth, leading to stable profits.  On an adjusted basis,
Doncasters' EBITDA margin has improved to about 21% in 2014 from
about 13% in 2009.  However, this strength has diminished
somewhat following four subsequent quarters of weak operating
performance. Profitability declined to 17.5% in 2015 and we
haven't seen any signs of improvement for H1 2016, with
profitability levels expected to deteriorate to about 15%-16% by
the end of 2016.  In S&P's reassessment of Doncasters' business
risk, it factors in earnings volatility.  Considering recent
performance, S&P believes that the company has shown a limited
ability to control its costs and has experienced further setbacks
due to delays in new product introduction in the power systems
division.  These factors weigh on the group's profitability,
while additional investment needs constrain cash flow generation.

Doncasters' order backlog remains strong--about GBP460 million
compared to GBP363 million at the end of 2015.  This includes
aerospace and IGT sector orders of GBP365 million.  S&P believes
that successful execution of the existing orders, including
demand for new products, could improve credit metrics going
forward with FFO cash interest cover improving to moderately
above 2.5x in 2017.

S&P still views Doncasters' position in its niche markets as
strong due to the group's specialized manufacturing capabilities
and the performance-critical nature of its products, which
increase the importance of product quality and create switching
costs for its customers.  The company has had long-term
relationships with its blue-chip client base--which includes
Rolls Royce, GE, Siemens, and Caterpillar.  Its long-term
agreements provide price lock-in for up to three years.  S&P
considers Doncasters' main weaknesses to be its small scale
relative to other capital goods companies; high customer
concentration; and its exposure to cyclical and highly
competitive end markets, such as the IGT, aerospace, fastener,
and automotive turbocharger markets.

S&P continues to view Doncasters' capital structure as highly
leveraged, marked by high debt levels and limited cash flow
protection measures from the high interest charge burden.
Furthermore, S&P believes that private equity ownership generally
leads to an aggressive financial policy, which also constrains
S&P's view of Doncasters' financial risk.  The company's capital
structure includes GBP536 million (measured at nominal value) of
unsecured subordinated shareholder loan notes, which S&P treats
as debt in its analysis.  That said, S&P recognizes that the
notes' subordination and the absence of any cash interest provide
the company with financial flexibility.  Excluding the debt-like
shareholder loan notes, Doncasters' financial risk profile would
still be considered highly leveraged.  Without the shareholder
loan notes, at the end of H1 2016, rolling 12-month adjusted debt
to EBITDA was 8.5x (6.3x in 2015 and 5.2x in 2014) and adjusted
FFO to debt (as of Dec. 2015) was 9.6% (12.4% in 2014).  The
weakness in operating performance has led to a significant
deterioration in credit metrics and S&P do not expect a material
reduction in leverage over its two-year forecast period, which
could lead to a positive reassessment of the company's financial
risk profile.

In S&P's base case, it assumes:

   -- Global GDP growth of 3% for 2016 and 4% for 2017, including
      about 2% per year in Western Europe, about 5% in Asia
      Pacific, and about 2% in the U.S.

   -- Revenue decline of 5%-6%, to about GBP600 million in 2016
      with a recovery of more than 3% in 2017 and 2.5%
      thereafter, underpinned by the introduction of a new IGT
      product.  The company's order book at the end of H1 2016
      was GBP460 million (up from GBP363 million at the end of Q4
      2016) providing around three-to-six months of sales
      visibility.

   -- Adjusted EBITDA margins of 15%-16% in 2016, in line with H1
      2016 results and about 16%-17% in 2017.  This reflects the
      expected recovery in volumes and continued focus on
      productivity improvements.  S&P expects that Doncasters
      will be able to pass on most raw material (primarily metal)
      inflation to the customer, although there could be a time
      lag between the cost increase and price increase, which
      could temporarily dampen the recovery of margins.

   -- No dividends are allowed under the company's bank
      documentation.

   -- No acquisitions.

The negative outlook reflects a one-in-three chance that S&P
could lower the rating on Doncasters in the next 12 months.  This
could arise if revenues and margins do not recover as S&P
currently forecasts in the fourth quarter of 2016 and throughout
2017, and the group's FFO cash interest coverage ratio falls
below 2.5x. This could materialize if Doncasters' reduction in
original equipment manufacturer demand for its components causes
a further contraction in revenues or the company continues to
struggle to execute its order backlog due to further delays in
roll out of new products.

S&P could revise its outlook to stable if Doncasters stabilizes
its operating performance in the next 12 months and achieves an
FFO cash interest coverage ratio comfortably above 2.5x.


ENQUEST PLC: Judge Confirms Chapter 15 Recognition Order
--------------------------------------------------------
Further to the announcements issued by Enquest plc on October 26,
2016 and November 16, 2016, the Company disclosed that at the
Chapter 15 Recognition Hearing which took place on November 17,
2016, before the United States Bankruptcy Court of the Southern
District of New York, Judge Michael E. Wiles ordered that
recognition of the Scheme as "foreign main proceedings" for the
purpose of chapter 15 of title 11 of the United States Code,
together with other related relief, be granted.

Completion of the Scheme and the Restructuring is conditional on,
among other things, admission of the new ordinary shares: (a) to
trading on the London Stock Exchange plc's main market for
regulated securities and to listing on the premium listing
segment of the Official List ("London Admission"); and (b) to
trading on NASDAQ Stockholm AB's main market ("Stockholm
Admission"). Upon London Admission and Stockholm Admission
occurring, the Scheme and the Restructuring will become
effective.

Capitalized terms used but not defined in this announcement have
the meaning given to them in the Practice Statement Letter

                          About EnQuest

As of Aug. 31, 2016, the Group employed approximately 433 people,
approximately 291 of which work in the U.K.  The Debtor's U.S.
assets are (i) a $50,000 undrawn professional fee retainer held
by Paul, Weiss, Rifkind, Wharton & Garrison LLP, as counsel to
the Foreign Representative and the Debtor, in a non-interest
bearing account located with Citibank, N.A. in New York, New
York, and (ii) intangible contract rights under the High
Yield Notes Indenture, which is governed by New York law.

The Group's average daily production on a working interest basis
for the six-month period ending on June 30, 2016, was 42,520
boepd, and its net 2P reserves were 216 MMboe as of January 1,
2016.  During the first half of 2016, the Debtor's producing
assets generated EBITDA of $242.9 million.

The Debtor listed total consolidated assets of $3.97 billion and
total consolidated liabilities of $3.23 billion as of June 30,
2016.


IONA ENERGY: Bridge Unable to Complete Orlando Transaction
----------------------------------------------------------
Niamh Burns at Energy Voice reports that Atlantic Petroleum said
it has been advised by Bridge Petroleum that it is unable to
complete the the transaction for a 25% share of the North Sea
Orlando asset.

The transaction had been announced in June this year, Energy
Voice recounts.

However, in a statement, Atlantic Petroleum said it would be
retaining its 25% equity in the Orlando asset until further
notice, Energy Voice relates.

The company will now approach the Iona UK administrators to
discuss options, Energy Voice says.

Only a couple of months ago, Iona Energy's administrators gave
the defunct firm's main suitor another two months to find the
funds needed for a takeover, Energy Voice relays.

Bridge Petroleum had been set a deadline of Aug. 31 to close out
a sale and purchase agreement (SPA), but the firm asked for an
extension, Energy Voice notes.

Dorset-registered Bridge, which was incorporated earlier this
year, signed the SPA (Sale and Purchase Agreement) to buy Iona
from administrators in June, Energy Voice relays.

And later that month, Iona's unsecured creditors approved a
Company Voluntary Arrangement (CVA), a legally-binding agreement
which lets insolvent firms draw up new debt repayment schedules
and start trading again, Energy Voice recounts.

Iona held the operatorship and 75% of Orlando, which was expected
to start producing oil later this year, Energy Voice discloses.

But Iona went into administration in January following a failed
attempt to restructure its finances, Energy Voice relates.


LSF9 ROBIN: Moody's Assigns B1 CFR, Outlook Stable
--------------------------------------------------
Moody's Investors Service, ("Moody's") has assigned a corporate
family rating (CFR) of B1 and a B2-PD probability of default
rating (PDR) to LSF9 Robin Investments Limited (MRH), the
ultimate parent of the MRH group of companies. Concurrently,
Moody's has assigned a B1 rating to the senior secured credit
facilities totaling GBP600 million equivalent, comprising Term
Loan B, Revolving Credit, and Capex/Acquisition tranches, to be
issued by MRH. The outlook on all ratings is stable.

At the beginning of 2016 private equity firm Lone Star Funds
acquired the business from the founding management team and
another private equity firm, Equistone, which had a minority
stake. At that stage existing lenders agreed to rollover debt and
Lone Star Funds funded the purchase of the equity from their own
funds. The new management team appointed post acquisition has
been operating the business day-to-day for several months and
Lone Star Funds considers that it is now appropriate to put in
place a longer term capital structure. In addition to repaying
existing third party debt the refinancing will result in partial
repayment of the initial funding Lone Star Funds injected to
effect the acquisition.

RATINGS RATIONALE

MRH's B1 CFR reflects (i) the company's position as a sizeable
independent fuel station operator in the fragmented UK market;
(ii) the broadly stable fuel demand patterns and supportive long-
term trends towards convenience retail offerings; (iii) a well
invested predominantly freehold estate underpinning strong
underlying cash generation dynamics and; (iv) opportunities to
continue to improve the company's profitability through ongoing
site optimization.

The B1 CFR also reflects: (i) the company's low profit margins,
due to the revenue mix being geared towards fuel and convenience
retail; (ii) a leveraged capital structure with Moody's-adjusted
debt to EBITDA of approximately 5.5x at closing and expected
moderate gross deleveraging; and (iii) a degree of ongoing
execution risk, notably with respect to plans for the roll-out of
branded food services offerings alongside franchise partners, as
well as event risk should the company choose to make further
sizeable portfolio acquisitions.

While continuing to acquire portfolios of sites from oil majors
over recent years, MRH has been operating with significant scale
for several years. The company's estate currently comprises of
more than 450 sites across Great Britain, which represents around
5% of the total of approximately 8,500 fuel stations in the
country. In terms of site numbers this means MRH is the largest
independent fuel station operator in the country and third
largest overall, behind Shell (Royal Dutch Shell Plc, Aa2
negative) with around 600 sites, and Tesco Plc (Ba1 stable) which
has nearly 500 fully managed sites as well as around 200 Tesco
Express sites operated in partnership with Esso (Exxon Mobil
Corporation, Aaa negative). The largest independent peers are MFG
(unrated), which has around 400 sites, and Euro Garages
(Intervias Group Limited, B2 stable), which has close to 350 UK
sites. Beyond a handful of large independent groups, oil majors
running their own sites, and the Big Four supermarkets, there is
a long tail of smaller independent players, which collectively
operate around 50% of sites but retail only around 25% of
volumes. The supermarkets together sell around 45% of the 35-36
billion litres of fuel retailed annually, from a total of around
1400 sites, or 16% of the total.

In common with most large independent peers, MRH partners with
local entrepreneurs who on a day-to-day basis run the sites owned
by MRH, with these 'commission retailers' employing site staff as
necessary. MRH describe this operational model as 'Company Owned,
Agent Operated' (COAG) and it means that the company has a
relatively moderate directly employed work-force. Key operational
functions within the company include fuel purchasing and pricing,
negotiation of all procurement contracts with non-fuel
wholesalers, and management of the relationships with the
commission retailers. Like all independents, MRH retails fuel
under the banner of oil companies -- currently predominantly Esso
and BP p.l.c. (A2 positive). The company uses an in-house
developed brand, Hursts, for the retail unit at 296 of its sites,
uses Spar at 77 sites, and the legacy oil company brand at the
balance. Finally, the most recent development has been the
introduction, as a franchisee, of food service brands, Greggs and
Subway, at some sites, which the company intend to increase from
the current total of 21 at a pace of around 20 sites per annum.

The nature of fuel retailing, with a largely homogenous product,
means that margins are inherently very low, albeit relatively
stable over the medium term. Independent players price at a
premium to the supermarkets, which have a lowest price model
designed to act as a footfall driver to their core operations.
Generally price and margin differentials are consistent
irrespective of oil price volatility, as operators pass on price
changes to end consumers. However, the period from December 2015
to March 2016 when underlying oil prices made it feasible for
supermarkets to price at less than GBP1 per litre resulted in
lower margins and/or volumes for all other operators.
Nevertheless, larger independents have strong bargaining power
with their fuel suppliers as well as sophisticated pricing models
and therefore the impact on MRH during this period was less
significant than for smaller operators. In broader terms, while
Moody's considers the demand for fuel to be relatively inelastic,
the rating agency believes the company, like sector peers, bears
some fuel volume risk to the extent fuel prices rise materially
or from a general weakening in economic conditions impacting
miles driven by motorists.

Under former ownership MRH had been focused on acquisition
opportunities, and while bolt-ons and portfolio deals remain
likely, the core component of the strategy of Lone Star Funds and
the new executive team will be to focus on optimizing the
performance of the existing portfolio. Moody's recognizes the
scope to, in particular, increase the level of non-fuel
profitability with targeted capex. In this respect, increasing
both the proportion of branded convenience retail units and
extending the size of existing units should be earnings accretive
with moderate execution risk. Furthermore, an increased
penetration of the Greggs and Subway franchises should also drive
additional footfall and in turn, like a stronger convenience
retail offering, lead to higher fuel volumes. These initiatives,
as well as a rolling programme of 'knock down rebuild' (KDRB)
projects, carry execution risk. However, individual projects are
not material in the context of MRH's scale and adjustments to the
scope of future developments can be amended in light of
experience.

On the basis of the stable underlying business characteristics
and the opportunities for growth mentioned above, Moody's expects
the company to steadily increase profitability from the level of
GBP91 million EBITDA (pre-exceptionals) reported by the company
for the 12 months to 30 September 2016. As such, the rating
agency expects steady deleveraging to less than 5.0x on a gross
Moody's-adjusted basis within the next 12-18 months. On this
basis, adjusted EBIT to interest cover will remain rather strong
for the rating category at more than 3.0x. Nevertheless, while
Moody's believes that MRH's well invested estate has relatively
modest maintenance capex requirements, the rating agency expects
the company to spend most available cash generated from
operations on expansionary capex projects, in particular KDRB.

Moody's views MRH's liquidity as good. Pro-forma for the
transaction, the company will have an opening GBP50 million cash
balance and the company has a strong level of underlying cash
generation, supported by structurally negative working capital.
Liquidity is further supported by Moody's expectation of full
availability under the new GBP50 million Revolving Credit
Facility, which Moody's expects will be fully sufficient to cover
intra-quarter working capital needs. The senior secured credit
facilities will have one maintenance covenant based on net senior
secured leverage, to be first tested in September 2017, and
against which Moody's expects MRH to have headroom of more than
30%.

The senior secured credit facilities are rated B1, in line with
the CFR, and will be secured and guaranteed by at least 80% of
assets and EBITDA.

RATING OUTLOOK

Moody's considers the company's leverage to be relatively high
for the B1 rating category. However, in contrast interest cover
is strong as are the underlying cash flow dynamics. The stable
outlook reflects Moody's expectations of broadly stable
underlying volumes, and steady growth in profitability,
positively influenced by a gradual increase the contribution from
convenience retail and food services activities. No material
acquisitions are factored in.

WHAT COULD CHANGE THE RATING UP/DOWN

The rating could experience upward pressure if the company
achieves sustained earnings growth, leading to a debt/EBITDA
ratio falling sustainably below 4.0x. An upgrade would also be
dependent upon confirmation of an intention to pursue a
conservative financial policy without material distributions to
shareholders.

Negative pressure could be exerted on MRH's ratings if operating
performance were to deteriorate resulting in leverage continuing
to exceed 5.0x on a sustained basis; or free cash flow were to
turn negative for an extended period of time; or liquidity were
to weaken.

PRINCIPAL METHODOLOGY

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

CORPORATE PROFILE

Headquartered in Essex, England, MRH is one of the leading
independent motor-fuel forecourt operator in the UK, operating
around 450 sites across Great Britain. It has two main segments:
fuel and convenience retail, with growth expected in the
currently modest number of franchises of Greggs and Subway within
the estate. For the financial year ending September 30 2016, the
company reported (unaudited) EBITDA of GBP91 million.


MIDLAND METAL: Bought Out of Administration, 84 Jobs Saved
----------------------------------------------------------
Storm Rannard at Insider Media reports that more than 80 jobs
have been saved following the sale of Midland Metal Products Ltd.
after it entered administration.

Administrators from PKF Cooper Parry were called in on Nov. 8
after it was hit by a decline in orders and a lack of skilled
workers to meet customer demands, Insider Media relates.

The business incurred "significant losses" and despite the
management team's attempts, it entered a company voluntary
arrangement (CVA) in July, Insider Media recounts.

However, shortly after the CVA was agreed, a major customer of
Midland Metal Products announced its plans to stop working with
the company, Insider Media relays.

PKF's restructuring team was called in August to conduct a
pre-pack sale, but a potential buyer withdrew their interest,
Insider Media discloses.

Immediately following the firm's appointment as administrator,
the business and assets of Midland Metal Products were sold to
Midland Metal Fabrications Ltd., Insider Media states.  The deal
safeguarded 84 jobs, Insider Media notes.

Tyrone Courtman -- tyronec@pkfcooperparry.com -- of PKF Cooper
Parry, as cited by Insider Media, said: "The situation would have
been very bleak had an immediate sale not been effected.

"The company's future order book was slim.  My conversations with
the company's workforce without this deal would have likely
resulted in me making virtually all of them redundant immediately
and resulted in the business closure."

Midland Metal Products Ltd. is a steel fabrication business based
at the Merry Lees Industrial estate in Desford.


PREMIER OIL: Reaches Provisional Debt Refinancing Agreement
-----------------------------------------------------------
Andrew Ward at The Financial Times reports that Premier Oil has
moved a step closer to sealing the biggest debt refinancing deal
in the North Sea since the oil price crash after its main lenders
reached provisional agreement on terms for keeping the UK company
afloat.

More than 40 banks have been wrangling for months with Premier
and among themselves -- over the company's debts, which stood at
US$2.8 billion at the end of October, as low oil prices have
strained its balance sheet, the FT relates.

According to the FT, Premier said on Nov. 17 that it had received
a term sheet from its main group of lenders, accounting for about
85% of borrowings, and was on course to reach final agreement by
the end of the year and complete the refinancing early in 2017.

A deal to extend the maturities of Premier's loans and relax its
covenants -- such as limits on its debt-to-earnings ratio -- are
crucial if the company is to complete development of its new
Catcher oilfield in the North Sea, the FT notes.

Under the revised terms, the maturities of all existing loans
would be extended to 2021 or later in return for a 1.5% increase
in interest payments and stronger security and governance
controls for lenders, the FT discloses.

The company must now seek agreement from its convertible and
retail bondholders but Mr. Wilson, as cited by the FT, said the
main obstacle -- reaching consensus among the 40-strong main
creditor group -- had now been cleared.

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


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


* BOND PRICING: For the Week November 14 to November 18, 2016
-------------------------------------------------------------

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



                            *********

Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par.  Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable.  Those sources may not,
however, be complete or accurate.  The Monday Bond Pricing table
is compiled on the Friday prior to publication.  Prices reported
are not intended to reflect actual trades.  Prices for actual
trades are probably different.  Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind.  It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.

Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets.  At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short.  Don't be fooled.  Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets.  A company may establish reserves on its
balance sheet for liabilities that may never materialize.  The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.

Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals.  All titles are
available at your local bookstore or through Amazon.com.  Go to
http://www.bankrupt.com/booksto order any title today.


                            *********


S U B S C R I P T I O N   I N F O R M A T I O N

Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Julie Anne L. Toledo, Ivy B. Magdadaro, and
Peter A. Chapman, Editors.

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

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

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

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


                 * * * End of Transmission * * *