TCREUR_Public/161128.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 28, 2016, Vol. 17, No. 235


                            Headlines


C R O A T I A

BADEL 1862: Viro Not Interested in Privatization


F R A N C E

PHOTONIS TECHNOLOGIES: Moody's Cuts Corporate Family Rating to B3


G E R M A N Y

SAPPI PAPIER: Moody's Hikes Sr. Unsec. Notes Rating to Ba2


G R E E C E

LARGO INTERMEDIARY: Fitch Assigns 'B-' IDR, Outlook Stable


I C E L A N D

KAUPTHING BANK: Administrators Put Fashion Brands Up for Sale


I R E L A N D

RUSH CREDIT: Joint Liquidators Put Loan Book Up for Sale


N E T H E R L A N D S

AVG TECHNOLOGIES: Moody's Withdraws B1 Corporate Family Rating
EURO GALAXY II: Moody's Affirms Ba3 Rating on Class E Notes
PEER HOLDING: S&P Affirms 'B+' CCR & Rates New EUR475MM Loan 'B+'


P O R T U G A L

LUSITANO SME NO. 3: Moody's Assigns B1 Rating to Class C Notes


R O M A N I A

OLTCHIM RAMNICU: Posts RON16.1MM Net Profit in First 9Mos.


R U S S I A

INKASBANK OAO: Court Orders Former Chairman to Pay RUB5.06 Bil.
SVIAZ-BANK: S&P Affirms 'BB-/B' Counterparty Credit Ratings


S E R B I A

FABRIKA AUTOMOBILA: Serbian Gov't to Retain 95% Stake in Business


S P A I N

ABENGOA SA: Withdrawal of Peru Unit Bankruptcy Proceedings OK'd
BANKIA SA: Moody's Affirms Ba2 Long Term Deposit Ratings
HANJIN SHIPPING: HMM Named Preferred Bidder for Spanish Terminal


S W E D E N

MUNTERS TOPHOLDING: Moody's Hikes Corporate Family Rating to B2


U K R A I N E

BANK MYKHAILIVSKY: Court Seizes Gulliver Shopping Center


U N I T E D   K I N G D O M

ASHTEAD GROUP: Moody's Hikes Corporate Family Rating to Ba1
CYAN BLUE: Moody's Raises Corporate Family Rating to B1
DECO 15 - PAN EUROPE: S&P Lowers Ratings on 2 Note Classes to D
ENQUEST PLC: Moody's Affirms Caa1 Corporate Family Rating
GRICES OF NOTTINGHAM: Closes Doors after 107 Years in Business


X X X X X X X X

* BOND PRICING: For the Week November 21 to November 25, 2016


                            *********


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C R O A T I A
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BADEL 1862: Viro Not Interested in Privatization
------------------------------------------------
SeeNews reports that Croatian sugar maker Viro said it is not
interested in the privatization of Zagreb-based alcoholic and
soft drinks producer Badel 1862, denying a statement by
Slovakia's largest alcoholic drinks maker St. Nicolaus.

Viro is participating in the pre-bankruptcy proceedings for Badel
purely as a creditor, it said in a Zagreb bourse filing on
Nov. 22, SeeNews relates.

"Due to its status as a creditor, Viro is interested in seeing a
quality and efficient restructuring implemented in Badel.  In
this respect it expects Badel's board members to engage in
negotiation with potential strategic partners and creditors with
due care and respect for the company's best interests, its
shareholders and creditors," SeeNews quotes the sugar maker as
saying.

The statement was issued a day after St. Nicolaus said it has
entered into a partnership with Viro in view of jointly
privatizing Badel 1862, as the two companies would compete in a
public call for strategic investors in the ailing company,
SeeNews notes.

According to SeeNews, local media have reported, quoting a Badel
1862 statement, that the press release on the non-existent
partnership issued by a local law firm contained other
inaccuracies as well.


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F R A N C E
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PHOTONIS TECHNOLOGIES: Moody's Cuts Corporate Family Rating to B3
----------------------------------------------------------------
Moody's Investors Service has downgraded the corporate family
rating (CFR) of Photonis Technologies SAS (Photonis) to B3 from
B2 and the probability of default rating (PDR) to B3-PD from B2-
PD. Concurrently, Moody's also downgraded the instrument rating
on the senior secured term loans to B3 from B2 and instrument
rating on the super senior revolving credit facility to Ba3 from
Ba2. The outlook on all ratings remains negative.

RATINGS RATIONALE

The downgrade follows Photonis' weak Q3 performance with company-
reported EBITDA dropping by 67% compared to Q3 2015. As a result,
Moody's-adjusted debt/EBITDA for the last twelve months to
September 2016 reached 8.2x, excluding the value of the debt
swaps which terminated in September 2016. Moody's notes that the
crucial quarter for Photonis is typically Q4, in which the
company generated 42% of EBITDA in 2015. However, even with
significant outperformance of last year's Q4, Photonis is
unlikely to reach leverage commensurate with previously
communicated rating guidance of below 5x.

While Moody's still expects the company to use some of the swap
proceeds of EUR25 million, which the company received in
September 2016, to repay debt as part of the excess cash flow
payment requirement next year, Moody's considers that the weaker
operating performance, if sustained, could also lead to lower
debt repayments. In Moody's view, free cash flow after interest
and before the swap proceeds could turn slightly negative in
2016.

EBITDA generation in the first nine months of 2016 was held back
by a mix effect due to higher sales of lower priced products,
sustained production despite lower volume sales and also from
higher costs following the strengthening of its presence in the
US last year. FX effects given the stronger US dollar also
negatively impacted costs. Revenues also dropped, mostly in the
third quarter of 2016, from lower volumes in the Night Vision
segment. Contributions from Large Programs (include broader
co-operations beyond Night Vision tube sales) and full year's
contributions of last year's acquisitions could still support Q4
2016 results, but the company would require significant EBITDA
growth on last year's Q4 to recover the underperformance in the
nine months to September 2016, which appears unlikely at this
stage. As a result, Moody's-adjusted debt/EBITDA is likely to
remain very high for 2016 and potentially 2017, depending on
operating performance, and notwithstanding the excess cash flow
debt repayment planned in 2017.

Moody's views Photonis' liquidity as currently adequate. As of
September 2016, Photonis had EUR27.5 million in cash on the
balance sheet. This should be sufficient to cover the company's
needs and while Q4 tends to be typically a strong cash flow
quarter, free cash flow after interest payments could
nevertheless turn slightly negative for full year 2016 and
possibly 2017 depending on operating performance. There is also
an undrawn EUR30 million revolving credit facility due in 2018.
The undrawn facility carries one financial maintenance covenant,
a net first lien leverage ratio, with no covenant headroom as of
September 2016. However, the covenant will only be triggered if
at least 25% of the revolver is drawn. The next larger maturity
will be the term loans in 2019.

Rating Outlook

The negative outlook reflects the negative performance trajectory
and current uncertainty as to the 2017 outlook. It also reflects
the very high leverage, which positions the company weakly at B3.

Factors that Could Lead to a Downgrade/Upgrade

Negative rating pressure could occur if the company does not
return to visible EBITDA growth in Q4 2016 and 2017, Moody's-
adjusted debt/EBITDA remains above 6.0x or if EBIT/interest
remains close to 1.0x, both as adjusted by Moody's. In addition,
free cash flow generation turning negative and a deterioration in
the company's liquidity profile could result in further negative
rating pressure. While positive rating pressure is unlikely in
the near-term given the negative outlook, visible EBITDA growth
and deleveraging so that Moody's-adjusted debt/EBITDA falls below
5x, together with sustained free cash flow generation, could lead
to positive rating pressure over time.

The principal methodology used in these ratings was Global
Aerospace and Defense Industry published in April 2014.

France-based Photonis Technologies SAS (Photonis) is a
manufacturer of electro-optic components used in military night
vision and industry & science applications. The company's
products are key components of military night vision equipment
based on image intensification technology and its Night Vision
segment's revenues represented 75% of total revenues in 2015. The
Industry & Science (18%) and Power Tubes (7%) segments leverage
Photonis' know-how in terms of alternative civil and military
uses for the technology, including for nuclear sensors or mass
spectrometry. As of December 2015, the company generated EUR153
million in revenues and EUR48 million in company-adjusted EBITDA.
Photonis was acquired by ARDIAN (former Axa Private Equity) in
2011.


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G E R M A N Y
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SAPPI PAPIER: Moody's Hikes Sr. Unsec. Notes Rating to Ba2
-----------------------------------------------------------
Moody's Investors Service, ("Moody's") has upgraded the corporate
family rating (CFR) of Sappi Limited (Sappi) to Ba2 from Ba3, as
well as its probability of default rating (PDR) to Ba2-PD from
Ba3-PD. Concurrently, Moody's has also upgraded the ratings of
instruments issued by Sappi's guaranteed subsidiary Sappi Papier
Holding GmbH: senior unsecured notes (due 2017, 2022 and 2023)
and revolving credit facility (due 2020) to Ba2 from Ba3 and
senior unsecured notes (due 2032) to B1 from B2. Moody's has also
changed the outlook on all ratings to stable from positive.

"The upgrade reflects Sappi building a track record of solid
operational results as well as Sappi's management delivering on
strengthening the company's balance sheet, including meeting its
capital structure target of below 2x reported net leverage" says
Martin Fujerik, Moody's lead analyst for Sappi.

RATINGS RATIONALE

The action recognizes further improvements in Sappi's credit
metrics, which have by now reached levels commensurate with a Ba2
rating, such as Moody's adjusted EBITDA margin of around 14% or
debt/EBITDA of around 3.5x (rating agency's estimates for Sappi's
financial year ending September 2016 (FYE2016)). In addition,
Sappi's management has indicated that it will repay the USD400
million bond due in 2017 from generated cash, which will further
benefit Moody's adjusted leverage and interest cover, as the bond
carries fairly expensive coupon of 7.75%, and which would
position Sappi solidly in the Ba2 rating category.

The improvements in credit metrics have been driven by marked
improvement in operating profits for the third consecutive year
against the backdrop of declining demand and sales volumes in
graphic paper, driven by (1) cost containment initiatives
resulting in improved fixed and variable costs; (2) positive
growth momentum in specialty paper and (3) strong demand and
rising prices for dissolving wood pulp (DWP), which has driven
the positive momentum through 2016.

In addition, after Sappi had successfully completed two major
projects during FYE2014 aimed at increasing the group's exposure
to the DWP market, as well as the specialty paper machine start-
up at its Alfeld (Germany) production site during 2014, its capex
levels reduced to below USD300 per annum. Improving profitability
and reduced capex have allowed Sappi to return to positive free
cash flow generation since FYE2014, which the company has used to
reduce its debt burden.

Moody's expects that Sappi's specialty paper and DWP businesses
will continue to grow in 2017, thus offsetting continuing decline
in graphic grade paper, and forecasts EBITDA for FYE2017 at or
slightly below levels achieved in FYE2016. This should enable
Sappi to continue generating free cash flow at around mid-single
digit percentage of adjusted debt, even with reinstated dividend
payment of around USD60 million, which was triggered by Sappi
reaching its net leverage target of 2.0x (1.9x for FYE2016).

In order to address the structural decline in demand for graphic
paper, Sappi has formulated its vision 2020, which focuses on
reduction of dependence on its paper operations through
rationalization of the gradually declining graphic paper business
including selective transitioning to specialty paper grades,
moderate growth investments and acceleration of growth in
specialty packaging paper, biomaterials, biochemical and
expansion of its DWP portfolio. That vision will require sizeable
investments in the next 4-5 years, but the management intends to
undertake them without compromising Sappi's balance sheet,
committing to maintain its reported net debt/EBITDA below 2.0x,
which is an important supporting factor for Ba2 rating.

RATIONALE FOR POSITIVE OUTLOOK

The stable rating outlook is based on Moody's expectation that
Sappi will maintain solid operational performance and strong
balance sheet within its guidance of reported net debt/EBITDA
below 2.0.x in the next 12-18 months, with Moody's adjusted
EBITDA margin of around 14% and debt/EBITDA towards 3.0x.

WHAT COULD CHANGE THE RATING UP/DOWN

Further upward rating pressure could occur if Sappi continues to
successfully manage the structural demand decline and pricing
pressures in coated fine paper while gradually improving the
diversification of its business profile towards growing and more
profitable paper grades, as reflected by RCF/debt maintained
sustainably around 20% (Moody's estimated around 20% for the
FY2016) and EBITDA margins around 15% (Moody's estimated around
14% for the FY2016). In addition, the rating agency would expect
to see a more permanent improvement in Sappi's Moody's adjusted
leverage to around 3.0 times in terms of debt/EBITDA before
considering a rating upgrade.

The ratings could experience downward pressure over the coming
quarters in case of material weakening of profitability, or the
inability to sustain current credit metrics, reflected in EBITDA
margins sustainably declining towards low double-digit in
percentage terms, RCF/ Debt towards mid-teens in percentage
terms, or debt/EBITDA towards 4.0x. In addition, the rating could
come under pressure in case Sappi makes sizable debt-funded
acquisition resulting in a more permanent deterioration of its
credit metrics.

The principal methodology used in these ratings was Global Paper
and Forest Products Industry published in October 2013.

Sappi Limited, with its head offices in Johannesburg, South
Africa and reported group sales of USD5.2 billion in FYE2016, is
a leading global producer of coated fine paper and dissolving
wood pulp. The company reports by regional segments: North
America (26% of group sales in FYE2016), Europe (49%) and South
Africa (25%). Sappi's Fine Paper Operations, generated a
significant proportion of revenues, with over 70% of group sales,
including the European and North American coated fine paper and
coated magazine manufacturing activities. In addition, the
company produces packaging paper, printing and writing paper and
tissue for the South African market. Sappi's Southern Africa
division produces bleached and unbleached paper pulp for internal
and third-party consumption. Sappi is also the world's largest
producer of dissolving wood pulp. The company owns and manages
various plantations totaling 492,000 hectares in Southern Africa,
that supply over 75% of Sappi South Africa's wood requirements.


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G R E E C E
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LARGO INTERMEDIARY: Fitch Assigns 'B-' IDR, Outlook Stable
----------------------------------------------------------
Fitch Ratings has assigned Largo Intermediary Holdings Limited
(Wind Hellas) a 'B-' final Long-Term Issuer Default Rating with a
Stable Outlook.  In addition, Fitch has assigned a 'B'/RR3 final
rating to Crystal Almond S.a.r.l.'s senior secured notes.

Wind Hellas's rating is supported by its experienced management
team, a stabilizing Greek telecommunications market, and its
position in both its mobile and fixed-line offerings.  In
addition, Wind Hellas has a joint venture with Vodafone that
allows for both cost sharing and network sharing in the
development of their 2G/3G mobile network.  These factors are
offset by the significant challenges the firm and the Greek
telecommunications market have experienced since the Greek debt
crisis, and the strong competition provided by OTE and Vodafone.
In addition, the Greek Country Ceiling caps the potential IDR of
Wind Hellas.

                         KEY RATING DRIVERS

Greek Country Ceiling Constrains Rating

Wind Hellas is domiciled in Greece and all of its revenues are
generated there.  It is therefore subject to the Greek Country
Ceiling of 'B-'.  The Country Ceiling reflects the high degree of
transfer and convertibility stemming from the recent sovereign
debt crisis and the imposition of capital controls.
Specifically, in July 2015, the Greek government imposed capital
controls (bank transfer restrictions) to limit deposit outflows
that threatened to undermine the solvency of the banking system.
Beginning in July 2016, the government began to relax these
capital controls and Fitch Ratings expects this process to
continue through 2017.

Greek Telecoms Market Stabilizing
The Greek telecoms market has gone through a severe contraction,
and revenue has declined over 40% from its pre-recession peak.
This has been driven primarily by the Greek sovereign debt crisis
and the commensurate decline in Greek GDP.  In a very challenging
environment, Wind's ability to maintain its market position
demonstrates the capabilities of the management team.  However,
management's ability to execute its business plan will be
affected by continued developments in the market.

Network Buildout Pressures Free Cash Flow
Wind's capex plan expects increased investments between 2016 and
2019 to fund development of its shared mobile network under the
Victus joint venture with Vodafone, its investments in expanding
its 4G coverage and the development of next-generation fixed-line
products such as fibre-to-the-curb (FTTC) or fibre-to-the-home
(FTTH).  However, these payments lead to negative free cash flow
and are funded by a combination of proceeds from the bond
offering, an equity injection and operating cash flow, and there
is a risk that operating performance may not be sufficient to
fully fund this plan.

JV Supports Mobile Network Development
In March 2013 Wind Hellas and Vodafone agreed to form a joint
venture for the development and sharing of their 2G and 3G
networks.  In addition, Wind Hellas and Vodafone signed a
memorandum of understanding in July 2016 for the development of
next-generation fixed-line infrastructure.  These agreements
reduce the risks and costs associated with maintaining a national
mobile and fixed-line network while allowing Wind to pursue
targeted investments in 4G and FTTC/FTTB.

Fixed/Mobile Convergence
Data Drive Growth: Wind continues to improve its product
offerings and upgrade its technology to allow for the selling of
converged fixed/mobile (FMC) packages.  This has resulted in
decreased customer churn and higher data usage from both prepaid
and FMC subscribers.  Wind Hellas's lower dependency on its
legacy infrastructure will allow it to add more advanced FMC
services as it upgrades its equipment and software.  However,
there may be limited customer demand for premium services such as
IPTV.

Improved Customer Experience
Poor customer service, network performance and network coverage
have contributed to Wind Hellas's sales declines over the past
few years.  In order to correct this, Wind has invested in an
outsourced call centre, renovated its store network, improved its
website so that customers can manage their accounts and add new
services or order handsets, and added a 15-year partnership with
Public, a leading convenience store chain.  Fitch expects that
these actions will gradually improve Wind Hellas's brand.  This
is indicated by the improvement of its net promoter score (NPS)
from -11 in 2011 to +9 in 1H16.

                        DERIVATION SUMMARY

Wind Hellas is the third-largest mobile phone and fixed-line
operator in Greece behind OTE (Cosmote) and Vodafone.  Both OTE
and Vodafone are geographically diversified, either within Europe
or in emerging markets, whereas Wind Hellas only operates in
Greece.  In addition, they include a more diverse product
portfolio with OTE being the incumbent fixed-line provider in
Greece and Vodafone providing TV services in many markets.
Wind's IDR is constrained by the Greek Country Ceiling of 'B-'
and its Recovery Rating is limited to +1 notch.  Greece is in
Group C in Fitch's Country-Specific Treatment of Recovery Ratings
criteria.

                         KEY ASSUMPTIONS

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

   -- Revenue CAGR of 3.8% between 2016 and 2021
   -- EBITDA margin expansion from 17.7% in 2015 to 25.5% in 2021
   -- Capex plan excludes buildout of the next-generation network
      and pay-TV investments
   -- Spectrum payments in line with management expectations

                       RATING SENSITIVITIES

Future Developments That May, Individually or Collectively, Lead
to Positive Rating Action

   -- Due to Greece's country ceiling of 'B-', there is no
      potential for an upgrade beyond this level at present.
      However, if the ceiling were raised, the following factors
      would contribute to a positive action.
   -- Continued maintenance or growth in service revenue market
      share.
   -- A path to sustainable positive free cash flow.
   -- Successful execution of the mobile network buildout.

Future Developments That May, Individually or Collectively, Lead
to Negative Rating Action

   -- A recurrence of the Greek sovereign debt crisis and a
      downgrade of the Greek sovereign rating
   -- Fixed charge cover ratio < 1
   -- Persistent negative FCF leading to liquidity below
      EUR20 mil.

                             LIQUIDITY

With EUR71 mil. in readily available cash in 2015, net proceeds
from the debt issuance of EUR63m and an equity injection of
EUR25 mil., Wind has sufficient liquidity to fund both its growth
and maintenance capex plan, despite projected negative FCF from
2016 to 2018.  In order to fund the buildout of the fibre and
pay-TV infrastructure, Wind's performance will have to exceed the
Fitch case.


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I C E L A N D
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KAUPTHING BANK: Administrators Put Fashion Brands Up for Sale
-------------------------------------------------------------
Dasha Afanasieva and Pamela Barbaglia at Reuters report that
administrators for failed Icelandic bank Kaupthing are looking to
sell off British high street retailers including Coast, Oasis and
Warehouse which employ thousands of people.

The bank was nationalized during Iceland's 2008-2011 financial
crisis, with its domestic operations spun into a new bank known
as Arion Banki, while all non-Icelandic assets remained with the
now defunct Kaupthing, Reuters recounts.

Kaupthing acquired the brands in 2009 from Mosaic Fashions, which
went into administration after shareholder Baugur collapsed in
the wake of the crisis, Reuters relays.  Baugur owed most of its
debts in Mosaic to what was then Iceland's largest bank, Reuters
states.

According to Reuters, two of four sources familiar with the
matter said the administrators are also looking at options for
the more upmarket Karen Millen brand.

Kaupthing invited banks to pitch late last month for a mandate to
auction the retail assets early next year, the sources, as cited
by Reuters, said, but could face a tough sell.

Valuations of clothing retailers have come under pressure, with
Britain's fashion market suffering its steepest decline in sales
since 2009 as consumers increasingly spend their money elsewhere,
according to industry data published last month, Reuters notes.

A sale of Oasis, Warehouse and Coast could be worth less than
GBP100 million, two of the sources told Reuters.  One of them
said it might draw interest from private equity funds, Reuters
notes.

                      About Kaupthing Bank

Headquartered in Reykjavik, Iceland Kaupthing Bank --
http://www.kaupthing.com/-- is Iceland's largest bank and among
the Nordic region's 10 largest banking groups.  With operations
in more than a dozen countries, the bank offers a range of
services including retail banking, corporate finance, asset
management, brokerage, private banking, treasury, and private
wealth management.  Kaupthing was created by the 2003 merger of
Bunadarbanki and Kaupthing Bank.  In October 2008, the Icelandic
government assumed control of Kaupthing Bank after taking similar
measures with rivals Landsbanki and Glitnir.

As reported by the Troubled Company Reporter-Europe, on Nov. 30,
2008, Olafur Gardasson, assistant for Kaupthing Bank hf, filed a
petition under Chapter 15 of title 11 of the United States Code
in the United States Bankruptcy Court for the Southern District
of New York commencing the Debtor's Chapter 15 case ancillary to
the Icelandic Proceeding and seeking recognition for the
Icelandic Proceeding as a "foreign main proceeding" under the
Bankruptcy Code and relief in aid of the Icelandic Proceeding.


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RUSH CREDIT: Joint Liquidators Put Loan Book Up for Sale
--------------------------------------------------------
Ciaran Hancock at The Irish Times reports that the joint
liquidators of Rush Credit Union have put its loan book up for
sale, along with its offices in the north Co Dublin villages of
Rush and Lusk.

In a newspaper advertisement marketing the sale, McStay Luby has
sought indicative bids by noon on Dec. 9, The Irish Times
discloses.

The loan book has a gross value of EUR13 million, The Irish Times
states.  The liquidators continue to facilitate the repayment of
loans at the credit union's office in Rush, The Irish Times
notes.

The liquidators are expected to consider offers for the entire
loan book, or for one of the books as a separate lot, The Irish
Times relays.


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N E T H E R L A N D S
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AVG TECHNOLOGIES: Moody's Withdraws B1 Corporate Family Rating
--------------------------------------------------------------
Moody's Investors Service has withdrawn AVG Technologies N.V.'s
(AVG) B1 Corporate Family Rating (CFR) and Probability of Default
Rating (PDR) of B1-PD as well as the B1 ratings on the $230
million term loan B and $50 million revolving credit facility
(RCF) it borrowed. At the time of the withdrawal, the company's
ratings carried a stable outlook.

Concurrently, Moody's has assigned definitive Ba3 ratings to the
new credit facilities borrowed by Avast Software B.V. and certain
subsidiaries and has withdrawn the ratings of Avast's old credit
facilities.

RATINGS RATIONALE

The rating actions follow the closing of the acquisition of AVG
by Avast Holding B.V. (Avast, Ba3 stable) on September 30, 2016,
which has led to the full repayment of Avast's and AVG's existing
term loans and the cancellation of their undrawn RCFs,
concurrently with the funding of Avast's new credit facilities.

Moody's has withdrawn the ratings for reorganisation reasons.

LIST OF AFFECTED RATINGS

Assignments:

   Issuer: Avast Software B.V.

   -- Senior Secured Bank Credit Facility, Assigned Definitive
      Ba3 from Provisional (P)Ba3

Withdrawals:

   Issuer: AVG Technologies N.V.

   -- LT Corporate Family Rating, Withdrawn , previously rated B1

   -- Probability of Default Rating, Withdrawn , previously rated
      B1-PD

   -- Backed Senior Secured Bank Credit Facility, Withdrawn ,
      previously rated B1

   Issuer: Avast Software B.V.

   -- Senior Secured Bank Credit Facility, Withdrawn , previously
      rated Ba3

Outlook Actions:

   Issuer: AVG Technologies N.V.

   -- Outlook, Changed To Rating Withdrawn From Stable

The principal methodology used in these ratings was Software
Industry published in December 2015.


EURO GALAXY II: Moody's Affirms Ba3 Rating on Class E Notes
-----------------------------------------------------------
Moody's Investors Service has taken rating actions on the
following notes issued by Euro Galaxy II CLO B.V.:

   -- EUR275M (current outstanding balance of EUR81.9M) Class A
      Senior Floating Rate Notes due 2022, Affirmed Aaa (sf);
      previously on Mar 15, 2016 Affirmed Aaa (sf)

   -- EUR36M Class B Senior Floating Rate Notes due 2022,
      Affirmed Aaa (sf); previously on Mar 15, 2016 Upgraded to
      Aaa (sf)

   -- EUR27.5M Class C Deferrable Interest Floating Rate Notes
      due 2022, Upgraded to Aa3 (sf); previously on Mar 15, 2016
      Upgraded to A2 (sf)

   -- EUR20M Class D Deferrable Interest Floating Rate Notes due
      2022, Affirmed Ba1 (sf); previously on Mar 15, 2016
      Upgraded to Ba1 (sf)

   -- EUR13.5M (current outstanding balance of EUR9.6M) Class E
      Deferrable Interest Floating Rate Notes due 2022, Affirmed
      Ba3 (sf); previously on Mar 15, 2016 Upgraded to Ba3 (sf)

Euro Galaxy II CLO BV, issued in July 2007, is a Collateralised
Loan Obligation ("CLO") backed by a portfolio of mostly high
yield European loans. The portfolio is managed by PineBridge
Investments. This transaction exited its reinvestment period in
October 2014.

RATINGS RATIONALE

The rating actions on the notes are primarily a result of
deleveraging since the last rating action in March 2016.

Class A notes have paid down in total by EUR83.7M over the last 2
payment dates in April 2016 and October 2016.

As a result of the deleveraging, the over-collateralisation (OC)
ratios have increased. As per the trustee report dated October
2016, the classes A/B, C, D and E OC ratios are reported at
138.54%, 120.51%, 110.08% and 105.71%. Please note these OC
ratios don't take into account the October 2016 payment. As per
January 2016 report, the OC ratios were reported at 137.33%
120.85%, 111.15% and 107.03% respectively.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analysed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR188.7
million, defaulted par of EUR0.7 million, a weighted average
default probability of 17.27% (consistent with a WARF of 2591 and
a weighted average life of 4.1 years), a weighted average
recovery rate upon default of 44.72% for a Aaa liability target
rating, a diversity score of 29 and a weighted average spread of
3.55%.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool. Moody's generally applies recovery rates
for CLO securities as published in "Moody's Approach to Rating SF
CDOs". In some cases, alternative recovery assumptions may be
considered based on the specifics of the analysis of the CLO
transaction. In each case, historical and market performance and
a collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analyzing.

Methodology Underlying the Rating Action:

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

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

In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes,
for which it assumed a lower weighted average recovery rate in
the portfolio. Moody's ran a model in which it reduced the
weighted average recovery rate by 5%; the model generated outputs
were within one notch of the base-case results.

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
note, in light of uncertainty about credit conditions in the
general economy. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behaviour and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties because of embedded ambiguities.

Additional uncertainty about performance is due to the following:

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

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

   -- Long-dated assets: The presence of assets that mature

      beyond the CLO's legal maturity date exposes the deal to
      liquidation risk on those assets. Moody's assumes that, at
      transaction maturity, the liquidation value of such an
      asset will depend on the nature of the asset as well as the
      extent to which the asset's maturity lags that of the
      liabilities. Liquidation values higher than Moody's
      expectations would have a positive impact on the notes'
      ratings.

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


PEER HOLDING: S&P Affirms 'B+' CCR & Rates New EUR475MM Loan 'B+'
-----------------------------------------------------------------
S&P Global Ratings said that it affirmed its 'B+' long-term
corporate credit rating on Peer Holding B.V., the parent of
Netherlands-based discounter Action Holding B.V. (Action).  The
outlook is stable.

At the same time, S&P assigned its 'B+' issue rating and '3'
recovery rating to the new EUR475 million senior secured term
loan, due in 2022.  The '3' recovery rating indicates S&P's
expectation for meaningful (50%-70%; lower half of the range)
recovery in the event of a payment default.

In addition, S&P has affirmed its 'B+' issue rating and '3'
recovery ratings on the group's EUR75 million revolving credit
facility (RCF), maturing in 2021, and existing EUR1,125 million
senior secured tranche of its term loan B, due in 2022.

The ratings reflect S&P's view of Peer Holding's highly leveraged
financial risk profile and satisfactory business risk profile.

The transaction represents the fourth major dividend
recapitalization since 3i Group PLC and investment entities
managed by 3i Group companies acquired Action in 2011.  Following
dividend recapitalizations in 2013, 2015, and February 2016, the
group has rapidly reduced leverage on the back of EBITDA growth
and cash flow generation.  It has achieved this through a
successful store expansion strategy, which has led to strong
sales and profit growth.  The proceeds from the new loan,
together with cash on the balance sheet of about EUR35 million,
will be used to distribute dividends of EUR500 million and pay
about EUR10 million in transaction fees.

S&P continues to view Action's financial risk profile as highly
leveraged.  This primarily reflects the group's aggressive
financial policy with respect to shareholder returns under its
ownership by a financial sponsor.  Nevertheless, S&P recognizes
that some of its adjusted credit ratios appear stronger than this
assessment would suggest.  Following the transaction, S&P
forecasts that Peer Holding's adjusted debt to EBITDA will remain
at or below 5x (5.0x in 2016 and 4.6x in 2017) and decrease
gradually as a result of strong EBITDA growth.  At the same time,
due to its ongoing store expansion growth strategy and higher
interest costs, S&P anticipates that its EBITDA before rent costs
to interest plus rent (EBITDAR) coverage ratio will remain over
2.2x--a level consistent with an aggressive financial risk
profile.  That said, S&P still considers its overall financial
risk profile as highly leveraged, reflecting the group's
aggressive financial policy with respect to shareholder returns
under its ownership by a financial sponsor.  S&P's view of
financial policy also factors in certain execution risks based on
management's ambitious expansion strategy.

Although S&P anticipates that the group's credit metrics will
continue to improve as a result of the business' rapid growth, as
demonstrated by these recapitalization transactions, S&P
considers that the risk of releveraging from shareholder returns
will remain.  This constrains the group's financial risk profile
to highly leveraged.

S&P's assessment of Action's business risk profile remains
unchanged at satisfactory (albeit at the lower end of the
category), which reflects S&P's view of the group's above-average
profitability and its position as the leading discounter in The
Netherlands.  The group has successfully extended its
international presence in Belgium, Germany, France, Luxembourg,
and Austria.  Out of the total 775 stores that Action currently
operates, 426 are located outside of The Netherlands, from which
the group expects to generate 53% of 2016 revenues.

Action's discount retail format, which includes a broad range of
mostly nonfood merchandise, has performed particularly well in
recent years, expanding reported sales by more than 30% each year
over the past three financial years, mostly through aggressive
store expansion.  This is partly because of weak economic
conditions.  Given its low prices, S&P expects the group should
be able to increase sales from positive like-for-like store sales
and the opening of new stores, particularly outside the Benelux
region.

The business risk profile is constrained by tough price
competition in all of its key markets, which caps any meaningful
gross profit margin expansion.  S&P also considers that the
group's ability to push suppliers to offer low prices so that
Action may raise its gross margins is somewhat limited, because
its sourcing model remains predominantly indirect.  That said,
S&P understands that Action is looking to actively increase its
share of direct sourcing.  S&P's base-case assumptions have not
changed materially since it assigned final ratings to Action and
its debt on March 14, 2016.

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

   -- Uncertainty over Britain's exit process from the E.U. will
      hamper growth in many European economies over the next few
      years.  As such, S&P forecasts real GDP growth of 2.0% in
      both 2016 and 2017 for the Netherlands; 1.4% in 2016 and
      2017 for Belgium; and 1.2% in 2016 and 1.4% in 2017 for
      France.

   -- Strong revenue growth well in excess of real GDP growth for
      Action's key markets, owing to new store growth and low
      levels of positive like-for-like revenue growth from
      existing stores.

   -- Strong pipeline of new store growth; management's base case
      suggests an increase of about 60 stores a year in 2017 and
      2018.  Historically, however, the group has increased the
      number of stores significantly in excess of its base case.

   -- The addition of 60 new stores every year from 2017 could
      result in revenue growth of about 10% in 2017, normalizing
      to around 5% from 2018.

   -- Higher store operating costs, mainly as a result of the
      changing country mix.  In France and Germany, store costs
      are slightly higher due to start-up costs and somewhat
      different cost structures, which are linked to lower
      current volumes.  This should be somewhat offset by
      decreased general expenses as the increasing store
      portfolio leads to productivity gains and economies of
      scale.

   -- Capital expenditures (capex) to continue to grow, remaining
      over EUR100 million in both 2016 and 2017.

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

   -- Adjusted debt to EBITDA of 5.0x in 2016, reducing to 4.6x
      in 2017.
   -- Adjusted funds from operations (FFO) to debt of 13%-14%.
   -- EBITDAR coverage ratio of 2.4x.
   -- Positive free operating cash flow of EUR60 million-
      EUR70 million in 2016, increasing to around EUR100 million
      in 2017.

The stable outlook reflects S&P's view that Action will continue
to successfully implement its expansion strategy, resulting in
sales and profit growth.  S&P anticipates that a moderate
reduction in leverage will stem primarily from a growth in
earnings.  At the same time, due to its ongoing store expansion
strategy and higher interest costs, S&P anticipates that Action's
EBITDAR coverage ratio will remain at just over 2.2x.

S&P considers most downside rating scenarios to be accompanied by
further aggressive financial policy toward shareholder
remuneration, which could lead to sustained weakening of the
credit metrics.  S&P could also lower the rating if it saw
excessive capex on increasing the number of stores without
corresponding sales and profit growth.  In particular, S&P could
lower the rating if -- due to increased capex, lower EBITDA, or
higher debt and resulting debt service requirements -- the
EBITDAR coverage ratio weakened materially below 2x.

Likewise, S&P could lower the rating if it perceived the group's
business risk profile as weakening.  This could occur if Action
were unable to execute its growth strategy or experienced
operating setbacks, unexpected loss of market share, or
considerable revenue or profit decline in its major markets,
leading to weakening profitability.

S&P considers rating upside to be remote at this stage, although
it forecasts a moderate improvement in leverage over the next 12
months.  This is due to the financial sponsor's track record of
regular shareholder returns that render an improvement in
leverage temporary.  However, S&P may consider raising the
ratings if the group committed to a more conservative financial
policy, such that adjusted leverage remained well below 5x, with
the EBITDAR coverage ratio remaining comfortably above 2.2x on a
sustainable basis, and a low risk of releveraging.  A firm
commitment to take the group public may signal a more
conservative financial policy.


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


LUSITANO SME NO. 3: Moody's Assigns B1 Rating to Class C Notes
--------------------------------------------------------------
Moody's Investors Service has assigned the following definitive
ratings to Lusitano SME No.3 ABS notes to be issued by SAGRES
Sociedade de Titularizacao de Creditos S.A. (the "Issuer"):

   -- EUR385.6M Class A asset backed Floating Rate Notes due
      2037, Definitive Rating Assigned A3 (sf)

   -- EUR62.7M Class B asset backed Floating Rate Notes due 2037,
      Definitive Rating Assigned Baa3 (sf)

   -- EUR62.7M Class C asset backed Floating Rate Notes due 2037,
      Definitive Rating Assigned B1 (sf)

Moody's has not assigned ratings to the EUR116.0M Class D asset
backed Floating Rate Notes due 2037, EUR9.5M Class E Notes due
2037 and EUR88.8M Class S asset backed residual variable funding
Notes due 2037 also issued in the transaction.

Deutsche Bank AG (acting through its London branch) and
J.P.Morgan Securities plc have acted as co-arrangers and lead
managers.

Lusitano SME No.3 is a cash securitisation of EUR627.0M SME loan
receivables originated by Novo Banco S.A. (Caa1 /NP, "Novo
Banco") and granted to small and medium-sized enterprises (SME)
domiciled in Portugal. Novo Banco was created in August 2014 as a
bridge bank by Bank of Portugal's resolution measure on Banco
Espirito Santo. The bank will service the securitized portfolio
and a back-up servicer, Finsolutia, SA (not rated), will be
appointed at closing ready to step in as needed upon a servicer
termination event.

RATINGS RATIONALE

According to Moody's, the rating takes into account, among other
factors, (i) a loan-by-loan evaluation of the underlying
portfolio, complemented by the historical performance information
as provided by Novo Banco, (ii) the structural features of the
transaction with the inclusion of an amortising cash reserve (EUR
9.5 million, amortizing down to the lowest of 0.5% of outstanding
A, B, C and D notes at closing and 1.5% of A, B, C and D notes at
that date if certain conditions are met) designed to provide
liquidity coverage over the life of the transaction (only to
provide credit support at maturity); and (iii) the sound legal
structure of the transaction.

Moody's notes that the transaction benefits from a series of
credit strengths, such as (i) the presence of a third party
highly rated account bank where the issuer accounts sit; (ii) the
relative low concentration in the construction and real estate
sector (20%); and (iii) a set-off dedicated reserve (either in
form of cash or in form of extra collateral) to cover for
potential set-off risk in the transaction.

On the other hand, Moody's notes that the transaction features a
number of credit weaknesses, including (i) the poor credit
quality of the originator; (ii) the back-up servicer arrangement
is rather cold, as Finsolutia, SA (not rated) in order to be
ready to step in within 90 days still needs to review in detail
Novo Banco's internal procedures; (iii) some borrower
concentration exposure with top 1, 10 and 20 accounting for
2.26%, 20.5% and 31.1%, respectively of the total portfolio
(corresponding to an effective number of 188); (iv) Novo Banco
has retained the option to replace loans whose warranties or
representation are proven untrue or have been renegotiated
outside of the permitted variations. Such substitutions may
affect up to 30% of the pool; (v) lack of a hedging mechanism to
mitigate any potential interest rate mismatch between the
portfolio and the notes, mainly related to the 35.4% of the
floating rate loans paying 1 or 6 months Euribor, the notes are
paying 3 months Euribor; and (vi) the interest on the class B and
C notes will be subordinated below principal repayments on the
class A notes in case the cumulative net default rate is above
15% of the initial portfolio. These characteristics, amongst
others, were considered in Moody's analysis and ratings.

As of the cut-off date (September 9th 2016) the portfolio
principal balance amounted to EUR 627.0 million. The portfolio is
composed of 4,545 amortizing contracts granted to 3,321 borrowers
groups, mainly small and medium-sized companies. The loans were
originated between 2004 and 2016, with a weighted average
seasoning of 4.1 years and a weighted average remaining term of
4.1 years. Around 40% of the pool is made up of mortgage loans,
mainly on commercial real estate properties. The interest rate is
floating for 99.3% of the pool current principal balance, with a
weighted average margin of 3.53%.

In its quantitative assessment and because of relative low
industry concentration of the securitised portfolio, Moody's
assumed an inverse normal default distribution for this
securitised portfolio. The rating agency derived the default
distribution, namely the relevant main inputs such as the mean
default probability and its related standard deviation, via the
analysis of: (i) the characteristics of the loan-by-loan
portfolio information, complemented by the available historical
vintage data; (ii) the potential fluctuations in the
macroeconomic environment during the lifetime of this
transaction; and (iii) the portfolio concentrations in terms of
industry sectors and single obligors. Moody's assumed the mean
cumulative default probability of the portfolio to be equal to
around 16% (equivalent to a rating proxy of B2/B3) with a
coefficient of variation (i.e. the ratio of standard deviation
over mean default rate) of around 51%. The coefficient of
variation takes into account also the uncertainties regarding the
selling process of Novo Banco and the cold backup servicer
arrangement in place. The rating agency has assumed stochastic
recoveries with a mean recovery rate of 40%, a standard deviation
of 20% and a weighted average recovery time of around 4 years
after the default occurrence. In addition, Moody's has assumed
the prepayments to be 5% per year. The base case mean loss rate
and the coefficient of variation assumption results in a
portfolio credit enhancement of around 32%.

Furthermore, Moody's has considered: the amortisation and a
stressed yield vector of the portfolio, accounting for 100% of
the portfolio being un-hedged, and some renegotiations
possibilities. Commingling risk was also factored into the
analysis assuming the loss of the equivalent of 3 month
collection upon originator insolvency, driven also by a cold
back-up servicer arrangement.

The resolution measure and the decisions of BoP are currently
being challenged in court proceedings. "However, we believe that
it is unlikely the court will declare the resolution measure
invalid and, even if it were to do so, we consider it highly
likely that the claimants would be awarded financial compensation
as an alternative to annulment of the resolution," Moody's said.

The main source of uncertainty in the analysis relates to (i) the
originator credit quality (also due to the selling process); (ii)
the servicer's renegotiation possibilities (that are however
limited by contract provisions); (iii) the potential
deterioration in the portfolio credit quality due to the addition
of substituted loans (that are however limited by contract
provisions), as well as (iv) the sovereign risk.

Stress Scenarios:

Moody's also tested other assumptions under its Parameter
Sensitivities analysis. The results show that the model output
would have been Baa2, Ba2 and Caa1 for Class A, B and C
respectively if the mean default rate assumption was to increase
to 20% (corresponding to a weak B3 proxy rating) and the mean
recovery rate was to decrease to 30%, all other parameters being
kept unchanged. For more details, please refer to the full
Parameter Sensitivity analysis included in the New Issue Report
of this transaction.

For rating this transaction Moody's used the following models:
(i) ABSROM to model the cash flows and determine the loss for
each tranche and (ii) CDOROM to derive the default distribution
applicable to this transaction.

More specifically, Moody's ABSROM cash flow model evaluates all
default scenarios occurring that are then weighted considering
the probabilities of such default scenarios as defined by the
transaction-specific default distribution. On the recovery side
Moody's assumes a stochastic (normal) recovery distribution which
is correlated to the default distribution. In each default
scenario, the corresponding loss for each class of notes is
calculated given the incoming cash flows from the assets and the
outgoing payments to third parties and noteholders. Therefore,
the expected loss for each tranche is the sum product of (i) the
probability of occurrence of each default scenario; and (ii) the
loss derived from the cash flow model in each default scenario
for each tranche. As such, Moody's analysis encompasses the
assessment of stressed scenarios.

Moody's used CDOROM to derive the coefficient of variation of the
default distribution for this transaction. The Moody's CDOROM(TM)
model is a Monte Carlo simulation which takes borrower specific
Moody's default probabilities as input. Each borrower reference
entity is modelled individually with a standard multi-factor
model incorporating intra- and inter-industry correlation. The
correlation structure is based on a Gaussian copula. In each
Monte Carlo scenario, defaults are simulated.

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

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

Factors or circumstances that could lead to a downgrade of the
rating affected by today's action would be (1) the worse-than-
expected performance of the underlying collateral; (2)
deterioration in the credit quality of the counterparties; and
(3) an increase in Portugal's sovereign risk.

Factors or circumstances that could lead to an upgrade of the
ratings affected by today's action would be a marked improvement
in Novo Banco credit profile.

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Global Approach to Rating SME Balance Sheet Securitizations"
published in October 2015.


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


OLTCHIM RAMNICU: Posts RON16.1MM Net Profit in First 9Mos.
----------------------------------------------------------
Business Review reports that Oltchim Ramnicu Valcea, which is in
insolvency, has registered a net profit of RON16.1 million in the
first nine months of this year (EUR3.6 million), compared with
the losses of RON 15.7 million (EUR3.5 million) in the same
period of last year, said the company in a statement submitted to
the Bucharest Stock Exchange (BVB).

"Oltchim SA has registered the best results from the current
activity during January-September since the entering into
insolvency, making profit unlike the previous periods when losses
were registered," stated the company, Business Review relays.

During January-September, the company registered a turnover of
RON555.1 million (EUR123.7 million), a decrease by 2.7 percent
compared with the same period of the last year, when Oltchim made
a turnover of RON570.5 million (EUR126.8 million), Business
Review discloses.

"Although the company increased its finished products quantities
compared with the same period of the last year, the turnover is
lower after nine months because of the sale price of the oil-
chemical products on the international markets," Oltchim, as
cited by Business Review, said.

Oltchim SA makes 74% of the turnover from exports and the sale
prices evolution was determined by the oil price drop, Business
Review notes.

"The exports sales and on the inter-community market valued at
EUR18 million determined a positive external balance of the
company of EUR73 million," the company's report concluded.

Oltchim went into insolvency in early 2012 due to its big
outstanding debts, Romania Insider discloses. The company, which
had a turnover of almost EUR500 million in 2007, was forced into
insolvency by a series of bad management decision and by the
conflicts between the Romanian state and the minority shareholder
PCC, Romania Insider reports.


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


INKASBANK OAO: Court Orders Former Chairman to Pay RUB5.06 Bil.
---------------------------------------------------------------
RAPSI reports that the Commercial Court of St. Petersburg and
Leningrad Region has ordered recovery of RUB5.06 billion
($77.6 million) from Alexander Gitelson, former chairman of
Inkasbank, on the lawsuit filed by the bank, according to court
records.

RAPSI relates that the court also granted an application lodged
by the Deposit Insurance Agency (DIA) to collect RUB6.01 billion
($92 million) from another ex-board chairperson, Tatyana
Lebedeva, and RUB284.1 million ($4.4 mln) from her deputy
Lyudmila Samorukova. According to the report, the court held that
actions committed by Mr. Gitelson, Lebedeva and Samorukova
between Feb. 1, 2007 and Feb. 19, 2009, had caused a 7.49-
billion-ruble damage ($115 million) to Inkasbank and led to its
bankruptcy.

In July 2014, the St. Petersburg and Leningrad Region Commercial
Court, upon request of the Deposit Insurance Agency, the bankrupt
bank's insolvency administrator, charged Mr. Gitelson and two
other former top managers of Inkasbank with subsidiary liability,
RAPSI recalls. In December 2014, the court of appeals upheld the
ruling. The ex-bank managers appealed the rulings in a court of
cassation. In May 2015, the Commercial Court of North-West
District reversed the lower courts' rulings and ordered
reconsideration of the case, says RAPSI.

Inkasbank was declared bankrupt in May 2009. The bank's
administrator conducted an inquiry into the circumstances of the
bank's insolvency. As a result, the Russian Federal Security
Service received a motion to open a criminal case (premeditated
bankruptcy) against the bank's former management.

Mr. Gitelson was arrested in Austria in April 2013 and extradited
to Russia in December.

In March 2015, Mr. Gitelson was convicted and sentenced to three
years for embezzling over RUB2 billion ($30.7 million) in public
funds from Inkasbank. A court in St. Petersburg also fined the
banker RUB500,000 ($7,700).

In April 2011, Moscow's Meshchansky District Court sentenced Mr.
Gitelson in absentia to five years in prison and a RUB1 million
($15,300) fine for embezzling RUB495 million ($7.6million) from
his acquaintance, MP Adnan Muzykayev.

The bank was founded in 1994 as AKB Animabank and, following a
merger with OAO Inkasbank in 1998, the new combined bank was
named OAO Inkasbank.


SVIAZ-BANK: S&P Affirms 'BB-/B' Counterparty Credit Ratings
-----------------------------------------------------------
S&P Global Ratings said that it had affirmed its foreign and
local currency long- and short-term counterparty credit ratings
on Russia-based Sviaz-Bank at 'BB-/B'.  The outlook is negative.
At the same time, S&P affirmed the Russia national scale rating
at 'ruAA-'.

Historically, Sviaz-Bank's key strength was the loyalty of its
largest clients.  For many years, the bank has maintained a
strategic relationship with Post of Russia, the state-owned
postal services company with the widest branch network across
Russia. Through Post of Russia, the bank continues to act as a
payment agent for pension payouts (with a peak number of around
15 million people, or about 10% of Russia's population).
However, S&P expects this activity to move gradually to Post
Bank, the new joint project between Post of Russian and JSC VTB
Bank launched in 2016.  Consequently, S&P revised its assessment
of Sviaz-Bank's systemic importance to low from moderate.
However, this revision has no impact on our ratings on Sviaz-
Bank, which are supported by S&P's expectation of continued
support from the Vnesheconombank (VEB) group.  The other rating
factors remain unchanged.

As S&P understands, Russian government-owned development bank VEB
keeps planning to divest Sviaz-Bank, but S&P still sees the
disposal of the bank as highly unlikely over the next 12-18
months, given the subsidiary's weak financial profile and a lack
of interest in acquiring Sviaz-Bank.  The divestment of Sviaz-
Bank is possible only with government approval because of VEB's
special role as a government development group.  This, combined
with the Russian ruble 15.9 billion capital injection anticipated
by year-end 2016, leads S&P to expect that VEB will continue
providing timely and sufficient support to Sviaz-Bank in the form
of both liquidity and capital in most foreseeable circumstances.

Therefore, S&P continues to assess Sviaz-Bank as a strategically
important subsidiary within the VEB group, incorporating three
notches of support above Sviaz-Bank's stand-alone credit profile
(SACP) into S&P's rating.  However, S&P might revise down its
assessment of the bank's status within the VEB group if S&P
observes that VEB's ability to provide support to Sviaz-Bank is
increasingly limited because of VEB's own financial constraints.

In S&P's view, Sviaz-Bank continues to face challenges in
building capital internally, given losses incurred over 2015 and
in the first half of 2016 because of deteriorated asset quality
and increased credit costs.  After the additional capital
injection that S&P anticipates VEB will provide by year-end 2016,
it expects Sviaz-Bank's risk-adjusted capital (RAC) ratio after
adjustments for diversification to improve temporarily to 3.8%,
and to decline over the next 12-18 months to 3.2% owing to flat
growth, a stable net interest margin of about 2.0%-2.2%, and
credit costs of 2.2%-2.9% over 2016-2017.

Despite shrinking business volumes with some of its key clients
and poor performance over the last two years, however, S&P
continues to believe that Sviaz-Bank's franchise remains solid
and that its management is capable of steering the bank through
these turbulent times and attracting new clients.  Thus, S&P's
overall view of the stand-alone rating factors for Sviaz-Bank,
and therefore S&P's assessment of its SACP at 'b-', remain
unchanged.

The negative outlook on Sviaz-Bank reflects the likely impact of
Russia's weakened operating environment on the bank's financial
profile.  S&P expects the bank's capitalization and business
profile will remain under pressure, owing to declining business
activity and revenues and still substantial credit costs over the
next 12-18 months.

"We could lower the rating if the weakening in Sviaz-Bank's SACP
continued and we revised down our SACP assessment because we
considered that the bank's viability could be jeopardized,
particularly if capitalization fell.  This could be reflected in
a RAC ratio before adjustments at about 3% or below in the next
12-18 months, due to a significant credit costs and low earnings
generation capacity.  A negative rating action could also be
triggered by a decline in the bank's market share and weakening
of the franchise without revenue stabilization.  Moreover, we
could lower the rating by up to three notches if we perceived
over the next 12-18 months that the bank's disposal had been
accelerated or VEB's commitment to providing timely and
sufficient support had diminished, particularly if VEB's own
financial constraints make support to its subsidiaries less
predictable," S&P said.

Although unlikely at this stage, S&P could revise the outlook to
stable if it saw a pronounced strengthening of Sviaz-Bank's
capital or better-than-expected loss performance.


===========
S E R B I A
===========


FABRIKA AUTOMOBILA: Serbian Gov't to Retain 95% Stake in Business
-----------------------------------------------------------------
IHS Jane's 360 reports that the Serbian state is to retain a 95%
stake in local commercial and military truck manufacturer Fabrika
Automobila Priboj (FAP).

According to IHS Jane's 360, the move follows a ruling by a
Serbian court that approved a restructuring of the company's
debt, allowing it to avoid bankruptcy.

FAP's continuing operations had been threatened by its
accumulation of over RSD8.6 billion (USD74.5 million) in debt,
IHS Jane's 360 discloses.  Following the restructure, this has
been converted into equity in the company, the majority of which
will be held by the Serbian state, with 3% owned by private
creditors and the remaining 2% by FAP workers, IHS Jane's 360
relays.


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


ABENGOA SA: Withdrawal of Peru Unit Bankruptcy Proceedings OK'd
---------------------------------------------------------------
SeeNews reports that Peru's regulatory agency has approved the
request of Abengoa SA to discontinue preventive bankruptcy
proceedings for its local unit.

Abengoa announced on Nov. 17 that its Peruvian unit had continued
doing business in the South American country in recent months and
has been able to normalise its situation with the backing of
creditors, says SeeNews. The Spanish group noted it has been
present in Peru for more than 20 years now and considers the
country to be one of its most significant markets.

Abengoa initiated insolvency proceedings at home in November 2015
and in August 2016 reached a debt restructuring and
recapitalisation agreement with a group of investors and
creditors. In Peru, Abengoa began preventive bankruptcy
proceedings in May 2016, SeeNews discloses.

Late last month, about 86% of the financial creditors of Abengoa
approved its restructuring agreement and the group then filed it
for court clearance. The judicial approval was issued a bit over
couple of weeks ago, according to SeeNews.

                        About Abengoa S.A.

Spanish energy giant Abengoa S.A. is an engineering and clean
technology company with operations in more than 50 countries
worldwide that provides innovative solutions for a diverse range
of customers in the energy and environmental sectors.  Abengoa is
one of the world's top builders of power lines transporting
energy across Latin America and a top engineering and
construction business, making massive renewable-energy power
plants worldwide.

As of the end of 2015, Abengoa, S.A. was the parent company of
687 other companies around the world, including 577 subsidiaries,
78 associates, 31 joint ventures, and 211 Spanish partnerships.
Additionally, the Abengoa Group held a number of other interests
of less than 20% in other entities.

On Nov. 25, 2015 in Spain, Abengoa S.A. announced its intention
to seek protection under Article 5bis of Spanish insolvency law,
a pre-insolvency statute that permits a company to enter into
negotiations with certain creditors for restricting of its
financial affairs.  The Spanish company is facing a March 28,
2016, deadline to agree on a viability plan or restructuring plan
with its banks and bondholders, without which it could be forced
to declare bankruptcy.

On March 16, 2016, Abengoa presented its Business Plan and
Financial Restructuring Plan in Madrid to all of its
stakeholders.

                        U.S. Bankruptcy

Abengoa, S.A., and 24 of its subsidiaries filed Chapter 15
petitions (Bankr. D. Del. Case Nos. 16-10754 to 16-10778) on
March 28, 2016, to seek U.S. recognition of its restructuring
proceedings in Spain.  Christopher Morris signed the petitions as
foreign representative.  DLA Piper LLP (US) represents the
Debtors as counsel.

Involuntary petitions were filed against the three affiliated
entities -- Abengoa Bioenergy of Nebraska, LLC, Abengoa Bioenergy
Company, LLC, and Abengoa Bioenergy Biomass of Kansas, LLC
under Chapter 7 of the Bankruptcy Code in the United States
Bankruptcy Court for the District of Nebraska and the United
States Bankruptcy Court for the District of Kansas.  The
bankruptcy cases for affiliate Abengoa Bioenergy of Nebraska, LLC
and Abengoa Bioenergy Company, LLC were converted to cases under
chapter 11 of the Bankruptcy Code and transferred to the United
States Bankruptcy Court for the Eastern District of Missouri.

On Feb. 24, 2016, Abengoa Bioenergy US Holding, LLC and 5 five
other U.S. units of Abengoa S.A., which collectively own,
operate, and/or service four ethanol plants in Ravenna, York,
Colwich, and Portales, each filed a voluntary petition for relief
under Chapter 11 of the United States Bankruptcy Code in the
United States Bankruptcy Court for the Eastern District of
Missouri.  The cases are pending before the Honorable Kathy A.
Surratt-States and are jointly administered under Case No. 16-
41161.

Abeinsa Holding Inc., and 12 other affiliates, which are energy,
engineering and environmental companies and indirect subsidiaries
of Abengoa, filed Chapter 11 bankruptcy petitions (Bankr. D. Del.
Proposed Lead Case No. 16-10790) on March 29, 2016.

The Chapter 11 petitions were signed by Javier Ramirez as
treasurer. They listed $1 billion to $10 billion in both assets
and liabilities.

Abener Teyma Hugoton General Partnership and five other entities
filed separate Chapter 11 petitions on April 6, 2016; and Abengoa
US Holding, LLC, Abengoa US, LLC and Abengoa US Operations, LLC
filed Chapter 11 petitions on April 7, 2016.  The cases are
consolidated under Lead Case No. 16-10790.

DLA Piper LLP (US) represents the Debtors as counsel.  Prime
Clerk serves as the Debtors' claims and noticing agent.

Andrew Vara, acting U.S. trustee for Region 3, appointed five
creditors of Abeinsa Holding Inc. and its affiliates to serve on
the official committee of unsecured creditors.

The Abeinsa Committee is represented by MORRIS, NICHOLS, ARSHT &
TUNNELL LLP's Robert J. Dehney, Esq., Andrew R. Remming, Esq.,
and Marcy J. McLaughlin, Esq.; and HOGAN LOVELLS US LLP's
Christopher R. Donoho, III, Esq., Ronald J. Silverman, Esq., and
M. Shane Johnson, Esq.


BANKIA SA: Moody's Affirms Ba2 Long Term Deposit Ratings
--------------------------------------------------------
Moody's Investors Service has affirmed Bankia, S.A.'s long-term
deposit and senior debt ratings at Ba2 and Ba3 respectively and
changed the outlook on these ratings to positive from stable. The
rating agency has also affirmed the bank's Baseline Credit
Assessment (BCA)/ adjusted BCA at b1 and its short-term deposit
and senior programme ratings at Ba2/Not-Prime. The bank's
Counterparty Risk Assessment was also affirmed at Baa3(cr)/Prime-
3(cr).

The rating action reflects the positive pressure that could
develop on Bankia's ratings if the improving trend observed on
the bank's credit fundamentals, namely asset risk and capital
continues over the next 12-18 months.

Today's rating action does not incorporate the impact of any
potential merger of Bankia with government-owned Banco Mare
Nostrum, S.A. (unrated). The merger of both banks is considered
by Fondo de Reestructuracion Ordenada Bancaria as an option to
reorganize its investment in both credit institutions. Moody's
will assess the impact of such a transaction on the credit
profile of Bankia when, and if, such transaction is announced.

RATINGS RATIONALE

RATIONALE FOR THE AFFIRMATION OF BANKIA'S RATINGS

The affirmation of Bankia's BCA at b1 reflects the progressive
improvement of the bank's performance in recent years following
its challenges during the period of Spanish financial crisis. The
continued improvements include a strengthening of its asset
quality, capitalization and liquidity profile.

Since 2014, Bankia has displayed a sustained improvement in its
asset risk metrics, with its non-performing loan (NPL) ratio
declining to 9.4% at end-September 2016 versus a Moody's
calculated system average of 8.6% and well below the 11.4%
reported a year earlier. Since December 2013, Bankia has reduced
its stock of NPLs by 45%, while this reduction for the Spanish
banking system stood at 40%.

Moody's also notes that the bank has been able to reduce its
stock of real estate assets (calculated according to the rating
agency's criteria) by 15% in the period from December 2013 to
June 2016, versus an increase of 12% for the system during the
same period.

At the same time, the bank benefits from improving capital
buffers, with Moody's tangible common equity (TCE) ratio standing
at 9.0% at end-June 2016, almost 150 basis points higher than a
7.5% ratio at end-June 2015, driven by an increase in retained
profits and continued balance sheet deleveraging and asset de-
risking. This positive tendency is also visible in bank's sound
regulatory CET1 capital ratios which stood at 14.8% on a phased-
in basis (13.2% fully loaded) at end-September 2016, increasing
from 13.9% (12.3% fully loaded) at end-December 2015. The
significant difference between Moody's calculated TCE ratio and
regulatory CET1 ratio is primarily explained by the fact that the
rating agency only recognizes a portion of deferred tax assets
(DTAs) as a TCE component as well as a more conservative risk
weighting Moody's applies to banks' sovereign exposure.

While Moody's assessment of Bankia's capital position has been
negatively impacted by a relatively high leverage, Moody's
calculated leverage ratio has been gradually improving as well,
reaching 4.8% at end-June 2016, up from 4.1% a year earlier.

On the liquidity side, Bankia has decreased its reliance on
market funding over the last few years, aided by the positive
impact of the deleveraging process. Bankia's gross loans to
customers deposits (excluding repos transaction and mortgage
securities) ratio has improved to 118% at end-June 2016, from
close to 150% at end-2012.

Despite the mentioned improvements, Bankia's BCA also reflects
the pressures on its recurrent profitability stemming mainly from
the very low interest rates environment -- that affects not only
the re-pricing of the loan book but also the bank's large bond
portfolio -- and subdued business growth. Further, Moody's notes
a still high volume of problematic exposures -- measured as
non-performing loans (NPLs), real estate assets and performing
refinanced loans -- which accounted for 146% of the banks
shareholder equity and loss reserves as of end-June 2016 compared
to 103% for the Spanish banking system as of end-December 2015
(latest data available).

The affirmation of Bankia's deposit ratings at Ba2/Not-Prime and
its senior debt ratings at Ba3 also reflects: (1) The affirmation
of the bank's BCA and adjusted BCA at b1 (2) the result from the
rating agency's Advanced Loss-Given Failure (LGF) analysis which
remains unchanged with a one notch of uplift for the deposit
ratings and no uplift for the senior debt ratings; and (3)
Moody's assessment of moderate probability of government support
for Bankia, which results in an unchanged further one notch of
uplift for both the deposit and the senior debt ratings.

RATIONALE FOR THE POSITIVE OUTLOOK

The change of outlook on Bankia's long-term deposit and senior
debt ratings to positive from stable primarily reflects Moody's
expectations that Bankia will be able to maintain current
positive trends on its financial metrics, namely asset risk and
capital, over the outlook period of 12-18 months. The good
performance of the Spanish economy as well as the bank's strong
focus on reducing non-strategic assets and increasing the share
of more profitable businesses should continue to support the
currently observed positive credit trends.

In particular, a stronger assessment of Bankia's asset risk
profile could result from a decline of the NPL ratio below 8%
over the outlook period if accompanied by a reduction in the
stock of real estate assets and performing refinanced loans.
This, together with an improved leverage ratio and stronger TCE
levels in line with Moody's expectations of future capital
generation over the next 12-18 months could exert positive
pressure on Bankia's ratings.

RATIONALE FOR THE AFFIRMATION OF THE CR ASSESSMENT

As part of today's rating action, Moody's has also affirmed at
Baa3(cr)/Prime-3(cr) the CR Assessment of Bankia, four notches
above the adjusted BCA of b1. The CR Assessment is driven by the
banks' adjusted BCA, moderate likelihood of systemic support and
by the cushion against default provided to the senior obligations
represented by the CR Assessment by subordinated instruments
amounting to 15% of tangible banking assets.

WHAT COULD CHANGE THE RATING - UP

Upward pressure on Bankia's BCA could arise from (1) further
improvement of asset risk indicators, namely a material reduction
of the stock of problematic assets; (2) stronger tangible common
equity (TCE) levels; (3) a sustained recovery of recurrent
profitability levels; and/or (4) further reduction of the
reliance on market funds.

Bankia's deposit and senior debt ratings could also experience
upward pressure from movements in the loss-given-failure faced by
these securities. Along these lines, upward pressure on ratings
could develop with the issuance of senior or subordinated
instruments.

WHAT COULD CHANGE THE RATING - DOWN

Given the positive outlook, Bankia's ratings show limited
downward pressures. However, the bank's BCA could be downgraded
as a result of (1) the reversal in current asset risk trends,
with an increase in the stock of NPLs and/or other problematic
exposures; and (2) significant deterioration of profitability
levels which would negatively affect Bankia's internal capital-
generation and risk-absorption capacity.

A downward movement in Bankia's BCA would likely result in
downgrades of all other rating classes. At the same time, based
on current liability structure there is no downward pressure on
debt and deposit ratings resulting from our LGF analysis.

LIST OF AFFECTED RATINGS

Issuer: Bankia, S.A.

Affirmations:

   -- Long-term Counterparty Risk Assessment, affirmed Baa3(cr)

   -- Short-term Counterparty Risk Assessment, affirmed P-3(cr)

   -- Long-term Deposit Ratings, affirmed Ba2outlook changed to
      Positive from Stable

   -- Short-term Deposit Ratings, affirmed NP

   -- Senior Unsecured Regular Bond/Debenture, affirmed Ba3,
      outlook changed to Positive from Stable

   -- Senior Unsecured Medium-Term Note Program, affirmed (P)Ba3

   -- Commercial Paper, affirmed NP

   -- Adjusted Baseline Credit Assessment, affirmed b1

   -- Baseline Credit Assessment, affirmed b1

Outlook Action:

   -- Outlook changed to Positive from Stable

Issuer: Bancaja Emisiones, S.A. Unipersonal

   Affirmations:

   -- Backed Senior Unsecured Regular Bond/Debenture, affirmed
      Ba3, outlook changed to Positive from Stable

Outlook Action:

   -- Outlook changed to Positive from Stable

Issuer: Caymadrid International Ltd.

Affirmations:

   -- Backed Senior Unsecured Regular Bond/Debenture, affirmed
      Ba3, outlook changed to Positive from Stable

   -- Backed Senior Unsecured Medium-Term Note Program, affirmed
      (P)Ba3

Outlook Action:

   -- Outlook changed to Positive from Stable

PRINCIPAL METHODOLOGY

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


HANJIN SHIPPING: HMM Named Preferred Bidder for Spanish Terminal
----------------------------------------------------------------
The Korea Herald reports that Hyundai Merchant Marine was named
as the preferred bidder for near-bankrupt Hanjin Shipping's
Spanish terminal.

According to The Korea Herald, the company said it would complete
the official contract to take over Total Terminal International
Algeciras late next month after two or three weeks of due
diligence.  The exact value of the deal has not been disclosed,
The Korea Herald relates.

Located in Algeciras, Spain, the TTI Algeciras is considered as a
global strategic logistics hub as it serves as the intersecting
point of the route connecting Europe with South America, and the
other route linking Asia with North America, The Korea Herald
notes.  The 358,000-square-meter terminal, which has an annual
capacity of 1.8 million twenty-foot equivalent units, is one of
the most lucrative assets of the cash-strapped shipper, The Korea
Herald discloses.  It can accommodate super large containerships
capable of carrying over 10,000 TEUs, The Korea Herald states.

                    About Hanjin Shipping

Hanjin Shipping Co., Ltd., is mainly engaged in the
transportation business through containerships, transportation
business through bulk carriers and terminal operation business.
The Debtor is a stock-listed corporation with a total of
245,269,947 issued shares (common shares, KRW 5000 per share) and
paid-in capital totaling KRW 1,226,349,735,000.  Of these shares
33.23% is owned by Korean Air Lines Co., Ltd., 3.08% by Debtor
and 0.34% by employee shareholders' association.

The Company operates approximately 60 regular lines worldwide,
with 140 container or bulk vessels transporting over 100 million
tons of cargo per year.  It also operates 13 terminals
specialized for containers, two distribution centers and six Off
Dock Container Yards in major ports and inland areas around the
world.  The Company is a member of "CKYHE," a global shipping
conference and also a partner of "The Alliance," another global
shipping conference to be launched in April 2017.

Hanjin Shipping listed total current liabilities of KRW 6,028,543
million and total current assets of KRW 6,624,326 million as of
June 30, 2016.

As a result of the severe lack of liquidity, Hanjin applied to
the Seoul Central District Court 6th Bench of Bankruptcy Division
for the commencement of rehabilitation under the Debtor
Rehabilitation and Bankruptcy Act on Aug. 31, 2016.  On the same
day, it requested and was granted a general injunction and the
preservation of disposition of the Company's assets.  The Korean
Court's decision to commence the rehabilitation was made on
Sept. 1, 2016.  Tai-Soo Suk was appointed as the Debtor's
custodian.

The Chapter 15 case is pending in the U.S. Bankruptcy Court for
the District of New Jersey (Bankr. D.N.J. Case No. 16-27041)
before Judge John K. Sherwood.

Cole Schotz P.C. serves as counsel to Tai-Soo Suk, the Chapter 15
petitioner and the duly appointed foreign representative of
Hanjin Shipping.


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S W E D E N
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MUNTERS TOPHOLDING: Moody's Hikes Corporate Family Rating to B2
---------------------------------------------------------------
Moody's Investors Service, ("Moody's") has upgraded the corporate
family rating (CFR) of Munters Topholding AB (Munters) to B2 from
B3, as well as the probability of default rating (PDR) to B2-PD
from B3-PD. The instrument ratings assigned to the senior secured
bank facilities of Munters Corporation, the main subsidiary of
Munters, were also upgraded to B2 from B3. Concurrently, Moody's
has changed the outlook on all ratings to positive from stable.

RATINGS RATIONALE

"The upgrade in combination with the outlook change on Munters'
ratings reflects the group's strong double digit sales and orders
growth during the first three quarters of 2016 in combination
with improving profitability," says Scott Phillips, a Moody's
Vice President -- Senior Analyst and lead analyst for Munters.
Since Moody's changed the outlook to stable in September 2015,
Munter's financial performance has substantially improved, with
Moody's adjusted EBITDA at SEK786 million in the twelve months
ending September 30, 2016, compared to SEK550 million in the same
period ending September 30, 2015.

Furthermore, Moody's adjusted EBITA margins have improved
significantly from 4.3% at the end of 2014 to 11% by the end of
September 2016. This reflects the divestment in 2015 of the loss-
making HumiCool business line and the effects of previous
restructuring initiatives. "We believe that these improvements
are largely sustainable, supported by the current order backlog
of the company. Additionally, the group acquired in 2015 the
Dutch company HB Group and the German company Reventa to
strengthen its core business," Moody's said. Munters financed
these transactions with a credit facility (USD20 million) backed
by its owner Nordic Capital.

Munters' B2 ratings reflect the group's relatively small scale
(revenues of SEK4,217 million / USD480 million in the first nine
months of 2016), limited business diversification and addressable
markets as well as the company's overall aggressive financial
policy. These weaknesses are mitigated by Munters' broad
geographic and end-market diversification, leading market
positions, reduced adjusted debt-to-EBITDA (4.0x for the 12
months to September 30, 2016) and ongoing measures to increase
market penetration and lower procurement costs.

"The group's liquidity situation is adequate, as we expect that
the cash on balance (SEK248 million by the end of September 2016
of which SEK121 million are restricted) and the group revolving
credit facilities (a total of USD50 million /SEK436 million of
which USD22 million SEK192 million / are undrawn) should be
sufficient to cover all cash needs over the next 12 months.
Additionally, the group has access to a third undrawn USD20
million credit facility, which matures in Q4 of 2016," Moody's
said.

RATIONALE FOR THE POSITIVE OUTLOOK

The positive outlook reflects Munters' very strong credit metrics
for the B2 rating category, balanced by the company's history of
very volatile operating profits (which resulted in negative free
cash flow generation in 2012 and 2014) and its fairly aggressive
external growth strategy financed by drawings under its two
revolving credit facilities.

WHAT COULD CHANGE THE RATING UP / DOWN

Munters' ratings could be upgraded if the group continues to
build a track record of positive free cash flow and further
strengthens its liquidity position. Quantitatively, the rating
agency would expect the group to maintain its Moody's adjusted
debt-to-EBITDA below 4.5 times and to reach FCF to debt above 5%.

Given the improvement in Munter's profitability and positive free
cash flow generation, Moody's considers a downgrade to be
unlikely over the next 12 - 18 months. However, the rating could
be lowered if the company's operating performance or liquidity
deteriorated again, as evidenced by debt-to-EBITDA of above 5.5
times on a sustained basis and negative free cash flow
generation.

The principal methodology used in these ratings was Global
Manufacturing Companies published in July 2014.


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


BANK MYKHAILIVSKY: Court Seizes Gulliver Shopping Center
--------------------------------------------------------
Kyiv Post reports that Shevchenkivsky District Court of Kyiv has
seized the property of Viktor Polishchuk -- the Gulliver shopping
center, as part of the inquiry into the case on embezzlements in
Bank Mykhailivsky, Ukraine's Prosecutor General Yuriy Lutsenko
has said.

"During the investigation of embezzlements within Bank
Mykhailivsky, they established that the bank is owned by Ekosipan
LLC, 92.5% of which belongs to Mr. Polishchuk. Today, at the
proposal of the prosecutor's office of Kyiv, Shevchenkivsky
District Court of Kyiv has decided to seize the property of
Polishchuk -- Gulliver property complex," Lutsenko wrote on his
page on Facebook page on Nov. 14, Kyiv Post relays.

Kyiv Post says the prosecutor general recalled that the board
chairman of the bank is under arrest.

The National Bank of Ukraine (NBU) placed bank Mykhailivsky on
the list of insolvent banks on May 23, 2015 due to risky
transactions, Kyiv Post discloses.  The central bank also accused
the bank of perpetrating a fraud on May 20. The burden on the
Individual Deposit Guarantee Fund increased from UAH1.6 billion
to UAH2.6 billion.

According to Kyiv Post, the owner of the Eldorado electronics
retail chain Viktor Polishchuk several days before bank
Mykhailivsky was declared insolvent sold his controlling stake of
92.501% in Ekosipan LLC, which is 100% owned by a group of
individual investors.

However, the NBU didn't recognize the change of ownership, noting
that it didn't agree this deal and did not receive relevant
documents from the new shareholders, the report says.


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


ASHTEAD GROUP: Moody's Hikes Corporate Family Rating to Ba1
-----------------------------------------------------------
Moody's Investors Service upgraded Ashtead Group plc's (Ashtead)
corporate family rating (CFR) to Ba1 from Ba2 and probability of
default rating (PDR) to Ba1-PD from Ba2-PD. Concurrently, Moody's
has upgraded to Ba2 from Ba3 the USD900 million Second Priority
Senior Secured Notes due 2022 and the USD500 million Second
Priority Senior Secured Notes due 2024 issued by Ashtead Capital,
Inc., a subsidiary of Ashtead Group plc. The rating outlook is
stable.

RATINGS RATIONALE

"The rating action reflects (1) Ashtead's conservative financial
policy of maintaining net leverage as reported by the company
between 1.5x and 2.0x, (2) the company's prolonged period of
strong performance over the last 5 years resulting in de-
leveraging in spite of a large capex programme, and (3) the
expectation for continued improvement of its business profile
thanks to good growth prospects over the next 24 months due to
favorable cyclical and structural market trends, as well as the
company's ambitious expansion plan via greenfield openings and
bolt-on acquisitions", says Sebastien Cieniewski, Moody's lead
analyst for Ashtead. Nevertheless, the rating remains constrained
by (1) the company's exposure to cyclical end markets, (2) its
weak free cash flow (FCF) generation after its large fleet capex
spend and share repurchases, (3) the volatility of prices of used
equipment, and (4) the expectation that metrics are unlikely to
improve materially going forward.

The rating action mainly reflects Moody's view that Ashtead will
maintain a relatively conservative financial policy based on its
target of maintaining net leverage at between 1.5x and 2.0x (as
reported by the company). This conservative leverage will allow
the company to exhibit a strong balance sheet when it faces the
next market downturn, which we do not foresee for at least the
next 12-18 months. Ashtead's credit profile is supported by the
company's large fleet amounting to GBP4.5 billion based on
original equipment cost with a relatively young average age at 25
months as of fiscal year ending (FYE) 30 April 2016. The young
fleet age provides the company with a cushion to significantly
reduce fleet capital expenditures for a longer period of time
when the market experiences a reversal. The rating agency expects
that in such a scenario Ashtead would use the excess cash flow
from the reduction in capex to reduce debt thus mitigating the
negative impact from a decline in EBITDA on leverage. Moody's
estimates that the company should be able to maintain adjusted
gross leverage below 2.5x (as adjusted by Moody's mainly for
operating leases) through the cycle based on the rating agency's
simulations of a severe downturn scenario.

Ashtead's adjusted leverage decreased to 1.8x as of FYE 2016 from
2.0x in the prior year. Moody's does not expect, however, any
further de-leveraging going forward despite continued EBITDA
growth and reduction in fleet capex resulting in positive FCF, as
increases in shareholders' distribution and continued bolt-on
acquisitions are likely to absorb the excess FCF generation and
possibly lead to increased drawings under the Asset Based Loan
(ABL) facility. In June 2016, Ashtead announced its intention to
launch a share buyback of up to GBP200 million and to increase
its dividend for the FY 2016 by 48% over the previous year.

The rating also reflects Ashtead's increased national footprint
and scale over the last 5 years which have consolidated the
company's #2 position in the US market behind United Rentals
(North America), Inc. (Ba3, stable) and positioned it as the #1
player in the UK. The scale and geographical diversification
within the US and the UK provide the company with fleet
procurement advantages compared to its smaller competitors and an
exposure to a wider range of end-markets.

"We view Ashtead's liquidity profile as adequate at this stage in
the investment cycle. We expect Ashtead to start generating
positive FCF in the next 3 years benefitting from the sustained
top-line growth and margin improvement, while replacement capex
will decrease significantly." Moody's said. The reduced spend
reflects the low level of fleet purchased during the economic
downturn coming for replacement over the next three years.
Availability under the ABL facility which amounted to GBP709
million as at July 31, 2016, is sufficient to support the
company's planned investment schedule and is expected to remain
above the USD260 million (10% of the ABL facility) of available
headroom required so that covenants are not tested. "We note that
ABL availability is largely dependent on asset valuations."
Moody's said. The company's liquidity benefits from strong used
equipment values and a high level of suppressed availability
under the ABL, which reflects the difference between the value of
the borrowing base and the committed amount under the facility.

As the company's capital structure incorporates both bank loans
and bonds, we assume a group loss given default rate of 50%,
giving rise to a Ba1 probability of default rating. The Ba2
ratings on the outstanding USD900 million 2022 senior secured
notes and USD500 million 2024 senior secured notes, both issued
by Ashtead Capital, Inc. are one notch below the CFR, reflecting
the ABL ranking ahead.

RATIONALE FOR STABLE OUTLOOK

The stable outlook assumes that the company will maintain a
conservative financial policy with no major debt-funded
acquisitions, excessive shareholder returns, or fleet
overspending leading to lower utilization, and our expectation
for continued moderate growth in the industry.

WHAT COULD CHANGE THE RATING UP/DOWN

"We believe that further upward pressure is constrained due to
the company's exposure to an inherently cyclical industry." Fitch
said. While not expected in the near future, positive pressure
could arise if (1) Ashtead further improves its client mix such
that exposure to the cyclical construction industry reduces
significantly, (2) the company tightens its publicly-stated net
leverage target, and (3) the company maintains a good liquidity
position.

On the other hand, negative pressure on the ratings could arise
if (1) a sharp market reversal were to result in fleet
utilization and margins decreasing at a higher rate than
previously expected leading to adjusted leverage remaining above
2.5x, (3) liquidity deteriorates due to a significant capex spend
while existing facilities are not upsized, or (4) the company
loosens its net leverage targets or adopts a more aggressive
shareholder return policy.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Equipment and
Transportation Rental Industry published in December 2014.

Ashtead Group plc is a London-based equipment rental company with
national networks across North America (under the Sunbelt Rentals
brand operating through a network of 546 stores in 45 states and
13 stores in Canada) and the UK (under the A-Plant brand, through
a network of 156 stores). The company rents a full range of
construction and industrial equipment across a wide variety of
applications to a diverse customer base. Equipment is used to
lift, power, generate, move, dig, compact, drill, support, scrub,
pump, direct, heat and ventilate. Ashtead operates as Sunbelt
Rentals (Sunbelt) in the US (86% of total revenue) and as A-Plant
(14% of total revenue) in the UK. While the primary source of
revenues is from renting equipment, the company also sells
equipment and related parts and services. Ashtead recorded
revenues of GBP2,546 million in fiscal year ending (FYE) 30 April
2016.


CYAN BLUE: Moody's Raises Corporate Family Rating to B1
-------------------------------------------------------
Moody's Investors Service upgraded the corporate family rating
(CFR) of the UK online gaming operator Cyan Blue Holdco 2 Limited
(Sky Bet) to B1 from B2 as well as its probability of default
rating (PDR) to B1-PD from B2-PD, as a result of its stronger-
than-expected operating performance, rapid deleveraging, very
good liquidity and expectations that it can continue growing
revenue and EBITDA over the next 12-18 months.

Concurrently, Moody's has upgraded the ratings of the GBP340
million term loan B due 2022, issued by Cyan Blue Holdco 3
Limited, a subsidiary of Sky Bet, and of the GBP35 million
revolving credit facility (RCF) due 2021, to be borrowed by Cyan
Blue Holdco 3 Limited and Cyan Bidco Limited, an indirect
subsidiary of Sky Bet, to B1 from B2. The outlook on all ratings
is stable.

RATINGS RATIONALE

The action follows the stronger-than-anticipated operating
performance of Sky Bet since the first public rating was assigned
which resulted in rapid deleveraging and a very good liquidity
profile. Moody's also expects that the company will continue to
grow over the next 12 to 18 months supported by favourable
industry trends, the benefits from its commercial relationship
with Sky plc (Sky, Baa2 stable), which recently renewed its
Premier League rights until May 2019, and continued investment in
technology and marketing. This is despite anticipated tax
increases and intensified competition given the recent wave of
consolidation in the sector.

Since October 2014, Sky Bet almost doubled its revenues and
EBITDA and generated strong cash flow despite the introduction of
a Point of Consumption Tax from December 2014, a degree of
volatility in sports betting margins and GBP26.5 million
investment in NYX and Core Gaming (GBP1.8 million of which is
deferred), outperforming its competitors and the UK online
gambling market in terms of growth rates.

In fiscal year ended 30 June 2016, Sky Bet increased its revenues
by 51% to GBP374 million and its EBITDA by 37% to GBP107 million
and generated GBP48 million of cash, taking the unrestricted cash
balances to GBP88.5 million. As a result, the company improved
its Moody's adjusted gross debt to EBITDA ratio to 3.2x from 5.2x
at close and its free cash flow (FCF) to debt ratio to 20%. Sky
Bet continued to grow at a similar pace during the first quarter
of fiscal year 2017.

Despite the significant reduction in financial leverage, Moody's
notes that the company has the ability within senior facilities
documentation to increase total net leverage to 6x through the
use of incremental facilities.

Moody's expects that Sky Bet will continue to grow at attractive
pace over the next 12 to 18 months driven by underlying positive
industry trend, the significant benefits from the company's
association with Sky, providing brand strength, editorial links
and direct channels for sourcing new customers, its strong
technology focus and continued marketing efforts.

These positives provide strong mitigants to (1) ongoing
regulatory pressure and tax increases such as the new regime for
free play on online gaming from August 2017 and the potential
horse racing reform or levy to be extended to online horse
betting operators from April 2017; (2) the highly competitive
nature of the on-line gaming industry, with limited
differentiation in offer between players, no clear market leader,
high customer churn and a reliance on marketing and free bet
offers to win new customers and the fact that Sky Bet is now
competing with fewer but larger gaming companies following
mergers which occurred in 2015 and 2016; (3) its exposure to
sports results volatility; and (4) its limited geographic and
business diversity outside the UK, as the recently set-up Italian
operations are likely to take time to become profitable.

Both Sky Bet's B1 instrument ratings and B1-PD PDR are aligned
with the CFR, reflecting Moody's assumption of a 50% family
recovery rate, customary for capital structures including first
lien bank loans with covenant-lite documentation. The facilities
are secured over all material assets of Sky Bet and its
subsidiaries, except for the SPV which holds the Sky brand
license agreement (Cyan Blue IPco Limited), and subject to an 85%
guarantor coverage test.

LIQUIDITY

Moody's considers Sky Bet's liquidity position to be very good
for its near-term requirements with GBP101 million of
unrestricted cash at the end of September 2016, a GBP35 million
undrawn RCF, low capital expenditure and negative working
capital. Free cash flow to debt is expected to exceed 20% per
annum going forward resulting in a significant build-up of cash
balances, which is permitted to be used for dividend
distributions subject to restricted payment tests within the
documentation. The facilities have to comply with a net leverage
ratio of 8.25x, which is tested only when the RCF is drawn more
than GBP20 million.

RATIONALE FOR STABLE OUTLOOK

The stable outlook reflects Moody's view that Sky Bet will likely
be able to continue deleveraging, as well as growing its revenue
and EBITDA. The stable outlook also assumes that the group will
maintain its existing relationship with Sky and that it will not
engage in material debt-funded acquisitions or shareholder
distributions.

WHAT COULD CHANGE THE RATINGS UP/DOWN

Upward pressure on the ratings is constrained by the limited
business profile and geographic scope of the company, coupled
with the potential event risk of a re-capitalisation. However,
positive pressure on the ratings could arise over time if (1)
leverage falls well below 3.0x on a sustainable basis, (2) free
cash flow to debt trends towards 25%, and (3) the company
maintains good liquidity.

Negative ratings pressure could develop if (1) the company's
Moody's adjusted debt/EBITDA rises above 4.0x on a sustainable
basis; (2) free cash flow to debt falls below 15%; (3) liquidity
concerns arise; or (4) aggressive financial policies lead to a
re-leveraging.

LIST OF AFFECTED RATINGS

Upgrades:

   Issuer: Cyan Blue Holdco 2 Limited

   -- LT Corporate Family Rating, Upgraded to B1 from B2

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

   Issuer: Cyan Blue Holdco 3 Limited

   -- Backed Senior Secured Bank Credit Facility, Upgraded to B1
      from B2

Outlook Actions:

   Issuer: Cyan Blue Holdco 2 Limited

   -- Outlook, Remains Stable

   Issuer: Cyan Blue Holdco 3 Limited

   -- Outlook, Remains Stable

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Global Gaming
Industry published in June 2014.

Sky Bet, based in Leeds (UK), is a leading operator of on-line
betting and gaming in the UK. For the year ended June 2016 it
generated net revenues of GBP375 million and reported an EBITDA
of GBP107 million. The company is owned by funds managed by CVC
Capital Partners and Sky plc.


DECO 15 - PAN EUROPE: S&P Lowers Ratings on 2 Note Classes to D
---------------------------------------------------------------
S&P Global Ratings lowered its credit ratings on DECO 15 - Pan
Europe 6 Ltd.'s class D and E notes.  At the same time, S&P has
affirmed its 'D (sf)' ratings on the class F and G notes.

On the most recent interest payment date (IPD), EUR38.2 million
in principal proceeds were applied to fully repay DECO 15's class
D and E notes and partially repay the class F notes.

Two loans remain in the reference pool, with a total principal
balance of EUR32.4 million.  S&P has assumed principal losses in
its 'B' rating stress scenario for both of the remaining loans.

                         RATING RATIONALE

S&P's ratings on DECO 15's floating-rate notes address the timely
payment of interest and the ultimate payment of principal no
later than the April 2018 legal final maturity date.

On the October 2016 IPD, none of the classes received any
interest.  The interest shortfalls represent a failure to pay
timely interest, which S&P believes is unlikely to repay within
12 months.  S&P has therefore lowered to 'D (sf)' from 'CCC+
(sf)' and 'CCC- (sf)' its ratings on the class D and E notes,
respectively, and affirmed S&P's 'D (sf)' ratings on the class F
and G notes in line with S&P's criteria.

DECO 15 - Pan Europe 6 is a vintage commercial mortgage-backed
securities (CMBS) transaction that closed in 2007.

RATINGS LIST

Class            Rating
          To               From

DECO 15 - Pan Europe 6 Ltd.
EUR1.445 Billion Commercial Mortgage-Backed Floating-Rate Notes

Ratings Lowered

D         D (sf)           CCC+ (sf)
E         D (sf)           CCC- (sf)

Ratings Affirmed

F         D (sf)
G         D (sf)


ENQUEST PLC: Moody's Affirms Caa1 Corporate Family Rating
---------------------------------------------------------
Moody's Investors Service, ("Moody's") has affirmed EnQuest plc's
corporate family rating (CFR) at Caa1 and senior unsecured rating
on the $650 million notes at Caa2. At the same time, Moody's has
upgraded the company's probability of default rating (PDR) to
Caa1-PD/LD from Ca-PD and changed the outlook on all ratings to
positive from negative. Moody's views the non-payment of interest
due on 16th November 2016, after considering the grace period of
30 days, as a missed payment default and hence the PDR is
appended with the "/LD" (limited default) designation, which will
be removed after 3 business days. This rating action follows the
company's announcement on November 21, 2016, of the debt
restructuring becoming effective after all the conditions were
met, which were a pre-requisite for the implementation of the
debt restructuring. Moody's would have viewed this as a
distressed exchange if all the conditions were met and the
restructuring would have been effective before 16th November
2016, i.e. before the lapse of the grace period.

RATINGS RATIONALE

On October 13, 2016, EnQuest announced a proposal for a debt
restructuring of the group. As stated in the prospectus for the
placing and open offer dated October 14, 2016, without further
action, the company did not have sufficient working capital
available to fund its requirements in the coming 12 months. The
restructuring became effective on 21st November 2016 after all
the conditions required for the restructuring to be implemented
were met. The key amendments to the existing RCF include
extending the final maturity date to October 2021 from October
2019, amend the amortisation profile and the margins and reset
certain financial covenants. The key changes to the bonds include
interest payments to be capitalised if oil price is lower than
$65/bbl over the last 6 months, amend the maturity dates of both
the bonds to April 2022, with an option exercisable by the
company at its discretion to extend it further to April 2023 and
an automatic extension to October 2023 if the RCF is not fully
repaid or refinanced by October 2020. The company has also
successfully completed an equity offering and raised net proceeds
of $95 million.

The change of outlook to positive reflects the successful
completion of the debt restructuring which will result in an
improved liquidity position of the company. Implementation of the
restructuring will result in lower cash interest payments in
2016-17 in turn benefitting the funds from operations (FFO), no
debt maturities in 2017 as the amortisation profile for the
existing RCF will be amended and proceeds of $100 million from
the equity issuance. This together with $100 million lower capex
estimate for the Kraken project, down to a total of $2.5 billion,
should improve the liquidity cushion and enable the company to be
better positioned to ramp-up the Kraken project and produce first
oil in H1 2017. Moody's expects leverage ratio (adjusted
debt/EBITDA) to not be impacted by the restructuring and to
remain in the range of 4.0x -4.5x in 2016-17 from 5.2x in 2015.
Leverage should then fall back to around 3.0x in 2018 after the
ramp-up of the Kraken project to its full production capacity.

The Caa1 CFR reflects EnQuest's execution risk and still high
capex that needs to be spent to bring Kraken into production in
H1 2017 even after the restructuring is successful. The company's
capex spending is expected to remain high at around $650 million
in 2016 and at around $450-500 million in 2017 to complete the
Kraken project and produce the first oil. This, coupled with oil
price assumptions of $40/BOE in 2016, $45/BOE in 2017 and $50/BOE
in 2018 and after considering the recent hedges for 4.5 million
barrels for H1 2017, is expected to result in negative free cash
flow (FCF) generation of around $-250 million in 2016 and $-20 to
-100 million in 2017. Moody's expects the company to return to
positive FCF generation in 2018 assuming lower capex after Kraken
ramp up.

The first oil delivery of the Kraken project is anticipated to be
on track in H1 2017 with the Floating, Production, Storage and
Offloading (FPSO) vessel expected to sail away for the North Sea
in the coming days and should complete its journey around mid-
January 2017. Moody's notes that production from Kraken should
improve the cash flow generation capacity of the company
resulting into an improved liquidity profile and deleveraging
thereafter, however, producing first oil from Kraken and ramping
its production remain key rating drivers. Moody's continues to
see Enquest as an efficient and strong operator in the North Sea,
as demonstrated by its ability to quickly bring down operating
costs from $42/BOE in 2014 to around $26/BOE in 2016, delivering
successful production growth on its Malaysian assets and
producing first oil from Scolty/Crathes in November 2016.

Liquidity

Moody's views Enquest's liquidity profile as adequate after the
completion of the debt restructuring. Enquest has access to $1.2
billion of facility, split into $1.125 billion of term loan
facility and $75 million revolving credit facility (RCF), out of
which $198 million remains undrawn as of October 2016. This
coupled with cash balance of $163 million as of 30 June 2016
combined with the net equity issuance proceeds of $95 million
raised in November 2016, should enable the company to fund its
liquidity needs for the next 12-18 months, despite expected
negative FCF generation.

Rating Outlook

The positive outlook on the ratings reflects the improved
liquidity profile of the company after the completion of the debt
restructuring. It also reflects the expectation that the cash
flow generation capacity of the company will improve leading to a
stronger liquidity profile and ability of the company to delever,
once Kraken is on stream in 2017.

What Could Change the Rating - Up

Successful ramping up of the Kraken project leading to
deleveraging and stronger liquidity profile could lead to an
upgrade on the rating.

What Could Change the Rating - Down

The Caa1 corporate family rating could come under pressure should
there be (i) a material delay and/or cost overruns in the
development of Kraken oil field; or (ii) a significant
deterioration in liquidity position of the company, as a result
of lower price realisations, delayed growth or operating issues.

The principal methodology used in these ratings was Global
Independent Exploration and Production Industry published in
December 2011.

EnQuest Plc (EnQuest) is an independent oil and gas development &
production company with the majority of its asset base on the
United Kingdom Continental Shelf (UKCS) region of the North Sea.
The company also is building new production base in Malaysia,
which contributed about 22% of total production in H1 2016. The
company focusses on exploiting its existing reserves,
commercialising and developing discoveries, pursuing selective
acquisitions and converting contingent resources into reserves.

At the end of 2015 EnQuest had 2P reserves of 216mmboe, with an
average daily production of 42,520 boepd in H1 2016, up from
36,567 boepd in 2015.


GRICES OF NOTTINGHAM: Closes Doors after 107 Years in Business
--------------------------------------------------------------
West Bridgford Wire reports that Grices of Nottingham have been
serving the people of West Bridgford and Nottingham for over a
century.  On Nov. 15, they closed the doors as the business
became insolvent.

West Bridgford Wire relates that shelves were emptied of stock
and waiting vans were loaded up outside the Grices store on Nov.
15. A sign on the door states 'Closed' and notes the insolvency
agency contact details. The phone number has been disconnected.

The business started in 1909, founded by Reuben Grice and was a
member of Euronics, Europe's largest electrical buying group.

The business was based on Wilford Road in Ruddington for 101
years, moving to Compton Acres in September 2010. Then, two years
ago the shop on Central Avenue opened, the report discloses.


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


* BOND PRICING: For the Week November 21 to November 25, 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.


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