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        T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

           Monday, April 18, 2016, Vol. 17, No. 075


                            Headlines


G E R M A N Y

DEUTSCHE FORFAIT: Submits Insolvency Plan for Inspection


G R E E C E

FRIGOGLASS SAIC: S&P Raises LT Corporate Credit Rating to CCC+


I R E L A N D

CELF PLC: Moody's Hikes Class D-3 Debt Rating From Ba2(sf)
EIRCOM HOLDINGS: Fitch Affirms B IDR & Revises Outlook to Pos.
PETROCELTIC INT'L: Worldview Capital's Acquisition Offer Lapses
VALLAURIS II: Moody's Hikes 2022 Notes Rating From Ba2(sf)


I T A L Y

BANCA POPOLARE DI MILANO: Moody's Reviews Ba2 Ratings for Upgrade
UNIPOL BANCA: Fitch Assigns BB Long-Term IDR, Outlook Stable


N E T H E R L A N D S

KBC BANK: Fitch Affirms BB+ Rating on Sub. Debt Securities
TAGHLEEF INDUSTRIES: Moody's Assigns Ba3 Corporate Family Rating


N O R W A Y

ATLANTIC OFFSHORE: Completes Agreement to Continue Operation


P O L A N D

KOMPANIA WEGLOWA: Bank Creditors May Opt for Debt-for-Equity Swap


R U S S I A

KOKS GROUP: Fitch Puts LT 'B' IDR on Rating Watch Negative
MECHEL PAO: Board Recommends Shareholders to OK Creditor Deals


S P A I N


GAT FTGENCAT 2006: Fitch Affirms Csf Rating on Series E Notes


U N I T E D   K I N G D O M

AUSTIN REED: Alteri Takes Over Business for Undisclosed Sum
SMALL BUSINESS 2016-1: Moody's Puts (P)Ba2 Rating on Cl. D Notes
S-BOLT 2016-1: S&P Assigns Preliminary B Rating to Cl. D Notes
STORM FUNDING: Claims Submission Deadline Set for April 26
TATA STEEL: Pension Scheme to Put Off Prospective Buyers


X X X X X X X X

* BOND PRICING: For the Week April 11 to April 15, 2016


                            *********


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G E R M A N Y
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DEUTSCHE FORFAIT: Submits Insolvency Plan for Inspection
--------------------------------------------------------
The local court of Cologne (Insolvency Court) finished the
preliminary examination of the insolvency plan as submitted by
the executive board of DF Deutsche Forfait AG on February 29,
2016 and amended on April 8, 2016 and set the hearing and voting
meeting for April 29, 2016.  The insolvency plan is kept for
inspection by the parties involved since April 13, 2016 in the
offices of the local court of Cologne Luxemburger Str. 101,
Room 1303.  The company refers to the key elements disclosed in
the Ad-hoc-Announcement dated February 25, 2016 for the content
of the insolvency plan.  It is planned that the company is
maintained while keeping the stock exchange listing and the
capital structure is restructured by a partial debt waiver by the
creditors, which amounts in a first step to 63.7 % rather than
approximately 61 % after completion of the preliminary
examination by the local court of Cologne, a capital decrease as
well as a subsequent non-cash and cash capital increase.  The
company assumes that the insolvency plan is so appealing that the
vast majority of the creditors will vote in favor of the
insolvency plan.

DF Deutsche Forfait AG is German-based company engaged in the
non-recourse purchase and sale of receivables -- the forfeiting
business -- as well as the acceptance of risks through purchasing
commitments.



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G R E E C E
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FRIGOGLASS SAIC: S&P Raises LT Corporate Credit Rating to CCC+
--------------------------------------------------------------
Standard & Poor's Ratings Services said that it raised to 'CCC+'
from 'CCC' its long-term corporate credit rating on Greek
manufacturer of commercial refrigeration products (also known as
an ice-cold merchandiser) Frigoglass SAIC.

In addition, S&P raised to 'CCC+' from 'CCC' the issue rating on
the EUR250 million senior unsecured bond issued by group
financing vehicle Frigoglass Finance B.V.

S&P also removed the corporate credit and issue ratings from
CreditWatch with developing implications where they were placed
on Feb. 20, 2016.

The negative outlook reflects that S&P expects Frigoglass to face
high refinancing risks on March 31, 2017, when most of the bank
debt matures.  It also reflects the vulnerability of the cash
flow generation to uncertain market conditions in Russia and
Nigeria.

The upgrade reflects S&P's view that near-term liquidity
pressures in 2016 have receded following Frigoglass' ability to
raise a one-year shareholder loan and to have its bank facilities
extended and amended until March, 31 2017.

Frigoglass has secured a one-year EUR30 million loan (maturity on
March 31, 2017) from its main shareholder Truad Verwaltung
(subject to approval at the annual general meeting on April 22,
2016).

The company also successfully concluded an extension and
amendment of its major bank facilities with its main lenders.
S&P understands that the banks have agreed to extend the credit
facilities until March 31, 2017 and to remove all financial
covenants in exchange for a debt amortization schedule of about
EUR24 million by end-2016.  Frigoglass had been technically in
breach of its financial covenants since Jan. 1, 2016.  S&P views
all these measures as credit positive and think Frigoglass should
be able to finance its operations in 2016 and pay its bond
coupons in May and November 2016.

S&P forecasts that Frigoglass' capital structure will remain
highly leveraged in 2016 and generate negative free cash flow
based on S&P's assumption of limited revenue growth in the
volatile markets of Russia and Nigeria and the capital intensity
of its business.  S&P continues to believe that the current
capital structure is unsustainable in the long-term and that the
business still depends on favorable business, financial, and
economic conditions to meet its financial commitments.

In addition, S&P raised to 'CCC+' from 'CCC' the issue rating on
the EUR250 million senior unsecured bonds issued by Frigoglass
Finance B.V., in line with the 'CCC+' corporate credit rating.
According to S&P's calculations, the priority liabilities to
total adjusted assets ratio is above 20%, but the bonds benefit
notably from upstream guarantees from operating subsidiaries
accounting for 98% of group EBITDA and 81% of total assets as of
Dec. 31, 2015.

S&P's base-case projections for 2016 assume:

   -- Revenues of about EUR460 million-EUR480 million for the
      ice-cold merchandising and glass operations, driven by its
      assumption on positive order intake from main customers,
      but sensitive to foreign exchange volatility in Russia and
      Nigeria.  An EBITDA margin of about 11%.

   -- Negative free operating cash flow of EUR10 million-EUR15
      million.  Standard & Poor's-adjusted debt of around
      EUR400 million.

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

   -- EBITDA interest coverage of 1.7x-1.8x.
   -- Standard & Poor's-adjusted debt to EBITDA of 7.0x-8.0x.

The negative outlook reflects S&P's view that there is at least a
one-in-three chance that it could lower the rating in the next 12
months due to the high refinancing risk on March 31, 2017, when
most bank lines (about EUR110 million) will mature.  It also
reflects the high vulnerability of the business to the volatile
market conditions in Russia and Nigeria and possible pressures on
cash flow generation.  S&P continues to believe that the level of
debt in the business is unsustainable but no longer see a near-
term liquidity crisis.  S&P will assess the reorganization plan
of the business and the capital structure when it is finalized in
the coming months.

S&P would revise the outlook to stable if it sees that Frigoglass
is able to raise long-term (more than one year) credit lines to
improve its debt maturity profile and reduce refinancing risks.
S&P would also look at tangible signs of a turnaround in the
company's operating performance.

S&P may lower the rating if it considers that Frigoglass does not
have a credible turnaround plan for its business and capital
structure or that it does not manage its large upcoming debt
maturities proactively leading to an inevitable debt
restructuring or distress exchange to creditors in the next 12
months.



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I R E L A N D
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CELF PLC: Moody's Hikes Class D-3 Debt Rating From Ba2(sf)
----------------------------------------------------------
Moody's Investors Service has upgraded the ratings of the
following notes issued by CELF Low Levered Partners plc:

-- EUR26.5 million Class B Senior Secured Deferrable Floating
    Rate Notes due 4 March 2024, Upgraded to Aa1 (sf); previously
    on May 2, 2014 Upgraded to Aa3 (sf)

-- EUR14 million Class C Senior Secured Deferrable Floating Rate
    Notes due 4 March 2024, Upgraded to A2 (sf); previously on
    May 2, 2014 Affirmed Baa1 (sf)

-- EUR30 million (current rated balance of EUR 2.53 million)
    Class D-1 Subordinated Notes due 4 March 2024, Upgraded to
    Baa1 (sf); previously on May 2, 2014 Affirmed Ba2 (sf)

-- EUR22 million (current rated balance of EUR 2.13 million
    million) Class D-2 Subordinated Notes due 4 March 2024,
    Upgraded to Baa1 (sf); previously on May 2, 2014 Upgraded to
    Ba2 (sf)

-- EUR19 million (current rated balance of EUR 1.84 million)
    Class D-3 Subordinated Notes due 4 March 2024, Upgraded to
    Baa1 (sf); previously on May 2, 2014 Upgraded to Ba2 (sf)

Moody's also has affirmed the ratings on the following notes:

-- EUR70.5 million (current balance of EUR 30,890,354) Class A-1
    Senior Secured Revolving Floating Rate Notes due 4 March
    2024, Affirmed Aaa (sf); previously on May 2, 2014 Affirmed
    Aaa (sf)

-- EUR86.5 million (current balance of EUR 37,900,931) Class A-2
    Senior Secured Delayed Draw Floating Rate Notes due 4 March
    2024, Affirmed Aaa (sf); previously on May 2, 2014 Affirmed
    Aaa (sf)

-- EUR86.5 million (current balance of EUR 37,900,931) Class A-3
    Senior Secured Floating Rate Notes due 4 March 2024, Affirmed
    Aaa (sf); previously on May 2, 2014 Affirmed Aaa (sf)

CELF Low Levered Partners plc., issued in January 2007, is a
Collateralised Loan Obligation ("CLO") backed by a portfolio of
mostly high yield senior secured European loans. The portfolio is
managed by CELF Advisors LLP. This transaction passed its
reinvestment period in March 2014.

RATINGS RATIONALE

The upgrade of the notes is primarily a result of deleveraging
since February 2015. As a result, the class A notes have
collectively paid down approximately EUR64 million (26% of
initial balance) resulting in increases in over-collateralization
levels. The class D1, D2 and D3 current rated balances have also
significantly reduced during this time. As of the February 2016
trustee report, the Class A, B and C overcollateralization ratios
are reported at 171.25%, 140.12% and 127.84% respectively
compared with 151.77%, 118.60% and 114.20% in February 2015.

The ratings of Class D-1, Class D-2 and Class D-3 Notes address
the repayment of the Rated Balance on or before the legal final
maturity. The 'Rated Balance' is equal at any time to the
principal amount of the Class D-1, Class D-2 and Class D-3 on the
Issue Date minus the aggregate of all payments made from the
Issue Date to such date, either through interest or principal
payments. The Rated Balance may not necessarily correspond to the
outstanding notional amount reported by the trustee.

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 analyzed the underlying collateral pool as having
performing par and principal proceeds balance of EUR184.7
million, a defaulted par of EUR9.4 million, a weighted average
default probability of 19.40% (consistent with a WARF of 2828
over a weighted average life of 4.17 years), a weighted average
recovery rate upon default of 46.78% for a Aaa liability target
rating, a diversity score of 29 and a weighted average spread of
3.77%.

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. 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.


EIRCOM HOLDINGS: Fitch Affirms B IDR & Revises Outlook to Pos.
--------------------------------------------------------------
Fitch Ratings has revised Ireland-based eircom Holdings (Ireland)
Limited's (eir) Outlook to Positive from Stable, while affirming
its Long-term Issuer Default Rating at 'B'.

eir's business transformation continues on track.  Network
investment, fibre penetration of the customer base, uptake of the
company's TV product, shift in the postpaid mobile mix, and
successful wholesale strategy, all point to a stable and
improving incumbent business.  Revenues have grown in each of the
past three quarters and EBITDA for each of the past four
quarters, both a function of improving revenues and substantial
cost transformation.  Management has shown good execution,
understanding the need to invest in fibre, taking a measured
approach to TV, developing quad-play and capitalizing on its
wholesale operations.

Fitch expects eir to close financial year to June 2016 with funds
from operations (FFO) net leverage of around 5.1x and to be
either break-even or marginally positive at free cash flow (FCF)
level. Fitch's rating case forecasts net leverage to improve to
4.7x and a FCF margin at 4%-5% in FY17, which combined with eir's
strengthening operating profile, would be consistent with a 'B+'
rating and supports the revision of the Outlook to Positive.

                        KEY RATING DRIVERS

Stable & Improving Operating Fundamentals

eir continues to present an increasingly stable business profile.
The company's fibre investment has been transformational while
its commercial strategy is progressive and delivering solid and
increasingly visible financial results.

In a competitive market place, access losses are stabilizing,
broadband lines and fibre take-up growing well, the former up 9%
year on year and fibre penetration at 26% at end-December 2015.
Its TV product is proving popular with a small but growing base,
while a consistent shift towards postpaid customers, along with
ongoing cost efficiencies, has delivered a strong improvement in
mobile profitability.  eir has delivered group revenue growth in
each of the last three quarters and EBITDA growth for four
consecutive quarters, an achievement for any incumbent operator.

Infrastructure Transformation

eir's fibre build has so far achieved 1.4 million of its target
of 1.9 million homes or 80% of Irish households by end-2020, a
target that remains on plan and within budget, which Fitch views
has been instrumental to the transformation of the business.

Its TV base is small but the ability to provide an attractive but
differentiated TV offer is important in a competitive market.
Fitch views the combination of significant fibre investment, and
measured approach to content aggregation and acquisition as an
effective response in a retail communications market where Sky
and Virgin Media are strongly represented.  4G mobile coverage is
also being emphasized, with the company expecting coverage
exceeding 90% by end-2016, also important in Fitch's view given
the data usage and revenue trends in a number of European
markets.

Crowded, Competitive Market

Ireland is a fairly small market with a population of around 4.6
million and 2.3 million homes and premises.  Despite this Fitch
sees the communications market as crowded and competitive, with
the fixed line market facing intense competition from the likes
of Virgin Media and Sky and with Vodafone also offering a
broadband-only product.  Pricing in a recently consolidated --
four to three players -- mobile market so far shows no signs of
easing.  The network and commercial transformation at eir has
therefore been critical, and the stabilization in its operating
metrics impressive.

The market continues to outperform eir in terms of retail
broadband share gains.  However, the eir Group generates revenues
from Sky and Vodafone, which retail from eir's wholesale segment.

Modest FCF in Sight

The stabilization of eir's business should lead to greater cash
flow generation.  While residual restructuring and voluntary
leaver costs are likely to impact results through to 2017, these
are marginal in terms of the overall cash flow.  Fitch believes
operating cash flows have been stabilized and are likely to
increase over the coming years.

Capex has been the variable that has remained high - mainly as
the company's fibre investment plans have been extended to cover
a higher proportion of premises and management has chosen to
invest selectively in fibre to the premises.  Operationally and
commercially Fitch believes these investments make sound
strategic sense.  Fitch's rating case envisages the business
turning break-even in cash flow in FY16 and delivering FCF after
capex of EUR60 mil. in FY17.  This level of performance in 2017,
subject to leverage and ongoing operational stability, would be
consistent with a 'B+' rating.

Modest Relaxation in Guidelines

eir was first publicly rated in July 2012, at a time when it had
exited Irish Examinership, revenues and cash flow were declining
dramatically and its network was materially under-invested.
Since then management has transformed the business; its network
overhauled, its commercial offer materially improved, and
revenues, profitability and cash flows stabilized.

Fitch's rating guidelines, which had been set in the context of
past operational constraints, have now been loosened moderately.
Fitch views eir as an incumbent business that is performing well
and which, despite the anomaly of a leveraged balance sheet, is
in our opinion now far less likely to see the potential
deterioration implied in Fitch's previous rating sensitivities.
As a result our FFO net leverage guideline for an upgrade to 'B+'
has been revised to around 5.0x (previously set at 4.5x) and for
a downgrade to 'B-' to above 6.0x (previously set at 5.5x).  As
FCF improves over time it is possible that sensitivities may be
loosened further if and when the ratings move further up the
rating scale.

Leverage, Growing Equity Value

Fitch's rating case envisages eir closing FY16 with FFO lease-
adjusted net leverage of 5.1x, and reducing to 4.7x by FY17 as
FCF turns positive and underlying operating cash flow improves.
Leverage at these levels is an anomaly for an incumbent telecom
and a function of past private equity ownership.  Fitch believes
management is committed to reducing leverage, having previously
explored the potential of a public listing, and that the
possibility for external equity capital exists.

Grey market indications for its privately owned shares imply an
equity value of EUR1.1 bil. and an enterprise value/EBITDA
multiple of around 6.9x, based on Fitch's rating case forecast
EBITDA for 2016.  This kind of multiple is consistent with the
wider incumbent telecoms sector.

                         KEY ASSUMPTIONS

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

   -- Low single-digit revenue growth through to FY19

   -- Stable EBITDA margin of around 39% from FY16 to FY19

   -- Cash tax above EUR20m p.a. from FY16

   -- Non-recurring cash outflows related to restructuring
      provisions and onerous contracts around EUR30 mil. in FY16
      and EUR10 mil. in FY17

   -- Capital expenditure at 21% of revenues in FY16 and FY17,
      reducing to 19% and 18% in the following two years

   -- No further acquisitions beyond Setanta Sports

                       RATING SENSITIVITIES

Positive: Future developments that may, individually or
collectively, lead to an upgrade include:

   -- FFO adjusted net leverage expected to remain at or below
      5.0x on a sutained basis when combined with,

   -- FCF margin expected to be consistently in the mid-single
      digit range,

   -- Ongoing revenue stability and EBITDA improvement, achieved
      through the ongoing stabilization of fixed key performance
      indicators (KPIs) and improving mobile trends.

Negative: Future developments that may, individually or
collectively, lead to a downgrade include:

   -- FFO adjusted net leverage approaching 6.0x accompanied by
      negative FCF.  This would imply the stabilization so far
      achieved has not been sustained or that competition is
      continuing to force higher levels of capex than envisaged
      in Fitch's base case, while deteriorating operating trends
      would be a greater risk.

   -- A material reversal in positive operating KPI trends -- key
      measures being fixed access losses, overall broadband
      accesses and the mix in pre- and post-paid mobile
      customers.

                             LIQUIDITY

Liquidity is provided by the company's underlying balance sheet
cash, which stood at EUR186 mil. at end-2015.  Fitch believes
this provides sufficient liquidity as the company approaches FCF-
breakeven in FY16 and is expected to generate positive FCF in
2017.  eir's bank facilities also allow the company to put in
place a revolving credit facility.

FULL LIST OF RATING ACTIONS

eircom Holdings (Ireland) Limited

   -- Long term IDR affirmed at B; Outlook revised to
      Positive from Stable

eircom Finance Limited

   -- Senior secured rating: affirmed at 'B+'/'RR3'

eircom Finco S.a.r.l

   -- Senior secured rating: affirmed at 'B+'/'RR3'


PETROCELTIC INT'L: Worldview Capital's Acquisition Offer Lapses
---------------------------------------------------------------
Jamie Ashcroft at Proactive Investors reports that Worldview
Capital's offer to acquire Petroceltic International Plc, which
is currently in examinership, has lapsed because the level of
acceptances fell short of the required threshold.

According to Proactive Investors, to have succeeded the takeover
proposal required acceptance from 90% of the shares not already
owned by Worldview, and by April 14 (the closing date for the
offer) it had acceptances representing 54.6% of the remaining
shares.

As the takeover will not now proceed, Worldview will retain its
29% shareholding it Petroceltic, Proactive Investors discloses.

The examinership process will see best and final offers received
by early May, Proactive Investors notes.

Petroceltic International is a Dublin-based oil and gas explorer.


VALLAURIS II: Moody's Hikes 2022 Notes Rating From Ba2(sf)
----------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by Vallauris II CLO PLC:

-- EUR25.4 million  (current outstanding balance: EUR22.8
    million) Class III Mezzanine Deferrable Interest Floating
    Rate Notes due 2022, Upgraded to Aaa (sf); previously on
    Oct 23, 2015 Upgraded to Aa2 (sf)

-- EUR8.9 million Class IV Mezzanine Deferrable Interest
    Floating Rate Notes due 2022, Upgraded to Baa2 (sf);
    previously on Oct 23, 2015 Upgraded to Ba2 (sf)

Vallauris II CLO PLC, issued in July 2006, is a Collateralised
Loan Obligation ("CLO") backed by a portfolio of mostly high
yield European senior secured loans managed by Natixis Asset
Management. This transaction's reinvestment period ended in July
2012.

RATINGS RATIONALE

The rating actions on the notes are primarily a result of
deleveraging of the senior notes and subsequent improvement of
over-collateralization ratios. Class II fully repaid on the March
2016 payment date. Class III notes have paid down in total by
EUR2.6 millionsince the last rating action in October 2015.

As a result of the deleveraging, over-collateralization has
increased. As per the latest trustee report dated March 2016, the
Classes III and IV overcollateralization ratios are reported at
173.99% and 129.29% respectively, compared to 138.57% and 116.89%
in the September 2015 report.

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 analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR37.6 million,
defaulted par of EUR15.0 million, a weighted average default
probability of 18.13%, a weighted average recovery rate upon
default of 48.1% for a Aaa liability target rating, and a
weighted average spread of 4.20%.

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. 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.



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BANCA POPOLARE DI MILANO: Moody's Reviews Ba2 Ratings for Upgrade
-----------------------------------------------------------------
Moody's Investors Service has placed on review for upgrade the A2
ratings assigned to Banca Popolare di Milano S.C.a r.l.'s
(deposits, Ba2 review for upgrade; adjusted baseline credit
assessment, b2 review for upgrade; counterparty risk (CR)
assessment, Ba2(cr) review for upgrade) mortgage covered bonds
issued under the issuer's two covered bond programmes, the A2
ratings assigned to Banco Popolare Societa Cooperativa's
(deposits, Ba2 review for upgrade; adjusted baseline credit
assessment, b2 review for upgrade; counterparty risk (CR)
assessment, Ba2(cr) review for upgrade) mortgage covered bonds
issued under the issuer's first programme and the A3 ratings
assigned to Banco Popolare Societa Cooperativa's mortgage covered
bonds issued under the issuer's second programme.

RATINGS RATIONALE

The review for upgrade of the covered bonds issued under all four
affected covered bond programs follows the review for upgrade of
the respective issuers' ratings and in particular the review for
upgrade of the respective issuers' Counterparty Risk Assessments
(CR assessment) on April 13, 2016.

Currently, all affected covered bond ratings are constrained by
the respective CR assessment in Moody's expected loss and Timely
Payment Indicator (TPI) framework analysis. Therefore, a
potential upgrade of the CR assessments would likely lead to an
upgrade of the covered bonds' ratings.

The TPI assigned to all four programmes is Probable. Moody's TPI
framework constrains the ratings assigned to Banca Popolare di
Milano S.C.a r.l.'s covered bonds and the ratings assigned to
Banco Popolare Societa Cooperativa's covered bonds issued under
the first programme. The ratings of Banco Popolare Societa
Cooperativa's covered bonds issued under the second programme are
constrained by the level of committed overcollateralisation (OC)
considered in the expected loss analysis.


UNIPOL BANCA: Fitch Assigns BB Long-Term IDR, Outlook Stable
------------------------------------------------------------
Fitch Ratings has assigned Unipol Banca S.p.A. a Long-Term Issuer
Default Rating of 'BB' with a Stable Outlook, a Support Rating
(SR) of '3' and Viability Rating (VR) of 'ccc'.

Unipol Banca is the banking arm of Unipol Gruppo Finanziario
(UGF), one of Italy's largest insurers.  The bank undertakes
traditional retail and commercial banking activities with a
clientele of individuals, companies and cooperatives.

                        KEY RATING DRIVERS

IDRS, SUPPORT RATING

Unipol Banca's IDRs and SR are based on institutional support
from its ultimate parent company, UGF.  The long-term IDR is
notched twice off UGF's Long-Term IDR of 'BBB-' to reflect that
the potential for disposal is high for the bank given its limited
strategic importance within the insurance group, in Fitch's
opinion.  Its weak performance and financial profile also make
its long-term prospects and attractiveness questionable.

Fitch acknowledges that ordinary support from UGF has been timely
and sufficient when the need has arisen and Fitch expects it to
continue to support the bank in the future.  In Fitch's opinion,
reputational risk for UGF in case of default of its bank
subsidiary would be high since the latter operates in the same
jurisdiction, is subject to the same regulator and shares the
same brand.

The notching also reflects that UGF ratings already incorporate
expectations that its adequate capital and profitability are
likely to be negatively affected by the extremely weak credit
quality of its banking operations in the coming years which are
likely to require support (see also: Fitch Rates Unipol Gruppo
Finanziario 'BBB-' IDR; Outlook Stable).

The Stable Outlook is in line with that of UGF.

VR
Unipol Banca's VR reflects its extremely weak stand-alone
financial profile.  The stock of impaired loans was very high at
34% of gross loans at end-June 2015, materially deviating from
sector averages.  Its impaired loans coverage ratio, including
the protection offered by an Indemnity Agreement signed with UGF,
at 42% at end-June 2015 is not commensurate, in Fitch's view, to
the underlying credit risk of the loan book, which has high
exposure to single names and concentration in the construction
and real estate sectors.  Fitch expects impaired loans to
increase, albeit at a slower pace than in the past, as the legacy
impaired exposures migrate to riskier classes and coverage levels
are re-aligned in the coming quarters.

High encumbrance by unreserved impaired loans (237% of Fitch Core
Capital at end-June 2015, including UGF's indemnities) puts
pressure on Unipol Banca's capitalization.  The bank has to date
benefited from UGF's capital injections as the need has arisen.
However, its capital levels remain weak.  Its CET1 ratio of 8.4%
at end-June 2015 was just above the minimum requirements and
below the average of the Italian banks rated by Fitch.

Unipol Banca's record of low or negative operating results is
long, reflecting its structurally weak revenue base and high
operating costs.  Loan impairment charges (LICs) have been
extremely high in recent years reflecting the composition of its
lending book in a recessionary economy; these in 1H15 eroded
entirely its pre-impairment profits.  More positively, reliance
on more volatile revenues, such as securities gains, has to date
been lower than at other domestic banks.

Fitch's assessment of Unipol Banca's funding and liquidity
considers the bank being part of a wider, stronger group.  Its
funding structure is acceptable with customer deposits accounting
for over 60% of total non-equity funding, but their churn rate is
higher than at other rated Italian banks.  Dependence on the
group's funding is lower than in the past representing about 11%
of total funding but remains a feature of the bank.  While
standalone liquidity is weak, albeit slightly improving, in
Fitch's opinion it benefits from the liquidity available from
group entities.

Unipol Banca standalone assessment also benefits from being part
of a financial conglomerate like UGF.  This contributes to brand
recognition for a bank whose franchise lacks in size and depth
and whose ability to impose pricing is weak when compared to
other rated domestic peers.

                      RATING SENSITIVITIES

IDRS, SUPPORT RATING

Unipol Banca's IDRs and SR are sensitive to a change in Fitch's
assumptions around UGF's ability, as reflected in its Long-Term
IDR of 'BBB-' with a Stable Outlook, and propensity to support
its subsidiary.  This means that the bank's ratings and Outlook
are likely to move in tandem with UGF's.  The ratings would also
be affected by any change in our assessment of the propensity of
UGF to support Unipol Banca which could change in the event of a
disposal, or part-disposal, of the bank.

VR
A material deterioration of asset quality and capitalization
would trigger a downgrade of Unipol Banca's VR.  The rating is
also sensitive to liquidity pressures.  A rating upgrade would
require a material improvement in asset quality, a stronger
capitalization of the bank and a sustainable improvement of its
structural profitability.

The rating actions are:

Unipol Banca S.p.A.

  Long-Term IDR assigned at 'BB'; Outlook Stable
  Short-Term IDR assigned at 'B'
  Viability Rating assigned at 'ccc'
  Support Rating assigned at '3'



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


KBC BANK: Fitch Affirms BB+ Rating on Sub. Debt Securities
----------------------------------------------------------
Fitch Ratings has affirmed KBC Bank's and KBC Groep NV's Long-
Term Issuer Default Ratings and senior debt ratings at 'A-'.  The
Outlooks on the Long-Term IDRs have been revised to Positive from
Stable.  KBC Bank and KBC Group's Viability Ratings (VR) of 'a-'
have also been affirmed.

The ratings' actions are part of a periodic portfolio review of
major Benelux banking groups rated by Fitch.

                        KEY RATING DRIVERS

IDRS, VRS AND SENIOR DEBT

KBC Bank's ratings are underpinned by the bank's strong retail
and corporate franchise in its two key markets, Belgium and the
Czech Republic, its conservative risk appetite, improving
earnings generation, sound capital ratios and robust liquidity.

The Positive Outlook reflects KBC Bank's improved earnings
generation and capitalization, which have reduced its
vulnerability to its still high level of unreserved impaired
loans.  KBC Bank's Irish legacy loan portfolio remains its main
rating weakness, despite continued improvement but the bank can
increasingly absorb any unexpected rise in credit losses.

Asset quality weakness has a high influence on its VR.  Impaired
loans are falling although they will most likely remain high
compared with peers in the medium term.  They totaled 9.3% of
gross loans at end-2015, according to Fitch's calculation that
excludes reverse repos and interbank lending from the
denominator, of which more than half related to Ireland Our base
case is for loan impairment charges (LICs) in Ireland to remain
low, aided by a solid economic recovery, but we also believe
there is still significant downside risk.  The relatively high
amount of total unreserved impaired loans, at about two-thirds of
Fitch core capital at end-2015, makes capital vulnerable to
collateral valuation and represents a risk to the bank.

KBC Bank's risk appetite is supported by the dominance of its
stable and fairly low-risk Belgian operations and stability in
its Czech operations, while exposure to some other central and
eastern European countries gives rise to potential earnings and
risk volatility.  Earnings generation has improved and compares
well with similarly rated peers.  The bank is building a track
record of resilient and stable profitability, underpinned by
management's focus on core banking.

Fitch assess KBC Bank's capital adequacy in conjunction with the
overall capital of the group, which Fitch views as comfortable.
The bank has a solid retail funding base, and nearly all
subsidiaries are self-funded.  Customer deposits are its largest
source of funding and fund most of its lending.  The bank also
has access to the debt capital markets.  Liquidity is strong, and
this drives the short-term IDR of F1, the higher of two potential
short-term IDRs mapping to a Long-Term IDR of 'A-'.

The ratings of KBC Groep NV (KBC Group) are equalized with those
of KBC Bank, reflecting the dominance of the bank in the group
(around 90% of group assets), low double leverage and the use of
the holding company for capital raising, including recent Tier 2
and additional Tier 1 (AT1) transactions.  Liquidity is managed
at bank level.

              SUPPORT RATING AND SUPPORT RATING FLOOR

The Support Rating of '5' and Support Rating Floor of 'No Floor'
reflect Fitch's view that senior creditors can no longer rely on
receiving full extraordinary support from the sovereign in the
event that KBC Bank becomes non-viable.  The EU's Bank Recovery
and Resolution Directive (BRRD) and the Single Resolution
Mechanism (SRM) for eurozone banks provide a framework for
resolving banks that is likely to require senior creditors
participating in losses, instead of or ahead of a bank receiving
sovereign support.

            SUBORDINATED DEBT AND OTHER HYBRID SECURITIES

Subordinated debt and hybrid securities issued by KBC Bank and
KBC Group are notched down from the entities' VRs.

Hybrid securities issued by KBC Bank are rated four notches lower
than KBC Bank's VR (two notches for non-performance and two
notches for relative loss severity).  Subordinated debt issued by
KBC IFIMA N.V is rated one notch lower than KBC Bank's VR (for
relative loss severity).

Subordinated debt issued by KBC Groep is rated one notch lower
than KBC Groep's VR to reflect relative loss severity.  The CRD
IV-compliant undated deeply subordinated additional Tier 1 debt
(AT1) securities issued by KBC Groep are rated five notches below
KBC Groep's VR.  The notching reflects the notes' higher expected
loss severity relative to senior unsecured creditors (two
notches) and higher non-performance risk (three notches).

                SUBSIDIARY AND AFFILIATED COMPANY

KBC IFIMA N.V, KBC Financial Products International, Ltd, KBC
North America Finance Corp and KBC Bank Ireland plc are wholly
owned subsidiaries of KBC Bank.  Their senior debt ratings are
aligned with those of KBC Bank, based on extremely high
probability of support if required.

                     RATING SENSITIVITIES

IDRS, VRS AND SENIOR DEBT

An upgrade of KBC Bank's ratings is contingent on strong earnings
generation and capitalization, including reduced vulnerability to
the Irish legacy book, as problem loans decrease or cash reserve
coverage is raised.  A material set-back in the current
improvement would likely lead to the Outlook being returned to
Stable. Negative rating pressure could arise from an unexpected
rise in loan impairment charges, weaker capitalization or
deterioration in recurring profitability.

The Short-Term IDR is sensitive to the bank maintaining strong
liquidity.  The ratings of KBC Group are likely to move in tandem
with those of KBC Bank.  Double leverage beyond 120% (currently
around 100%) could result in a downgrade of KBC Group's ratings.

              SUPPORT RATING AND SUPPORT RATING FLOOR

An upgrade to KBC Bank or KBC Group's Support Ratings and upward
revision of the entities' Support Rating Floors would be
contingent on a positive change in the Belgian sovereign's
propensity to support its banks.  While not impossible, this is
highly unlikely in Fitch's view.

            SUBORDINATED DEBT AND OTHER HYBRID SECURITIES

Subordinated debt and hybrid securities issued by KBC Bank, KBC
IFIMA N.V or KBC Group are primarily sensitive to the Bank and
the Group's VRs.  The ratings of the hybrid securities are also
sensitive to changes in Fitch's assessment of the probability of
the notes' non-performance risk relative to the risk captured by
the Bank and Group's VRs.  The ratings of notes issued by the
Group are sensitive to a build-up of additional double leverage
at the holding company.

                SUBSIDIARY AND AFFILIATED COMPANIES

The senior debt ratings of KBC IFIMA N.V, KBC Financial Products
International, Ltd, KBC North America Finance Corp and KBC Bank
Ireland plc are sensitive to the same factors that might drive a
change in KBC Bank's IDRs.

The rating actions are:

KBC Bank

   -- Long-Term IDR affirmed at 'A-', Outlook Revised to Positive
      from Stable
   -- Short-Term IDR affirmed at 'F1'
   -- Viability Rating affirmed at 'a-'
   -- Support Rating affirmed at '5'
   -- Support Rating Floor affirmed at 'No Floor' '
   -- Senior debt affirmed at 'A-/F1'
   -- Commercial paper affirmed at 'F1'
   -- Perpetual subordinated debt securities affirmed at 'BB+'

KBC IFIMA N.V.
   -- Senior debt affirmed at 'A-'
   -- Short-Term debt affirmed at 'F1'
   -- Subordinated debt affirmed at 'BBB+'
   -- Market linked securities affirmed at 'A-emr'

KBC Financial Products International, Ltd.
   -- Senior debt affirmed at 'A-'
   -- Commercial paper affirmed at 'F1'

KBC North America Finance Corp.
   -- Commercial paper affirmed at 'F1'

KBC Bank Ireland plc
   -- Commercial paper affirmed at 'F1'

KBC Groep
   -- Long-Term IDR affirmed at 'A-', Outlook Revised to Positive
      from Stable
   -- Short-Term IDR affirmed at 'F1'
   -- Viability Rating affirmed at 'a-'
   -- Support Rating affirmed at '5'
   -- Support Rating Floor affirmed at 'No Floor' '
   -- Senior debt affirmed at 'A-'/'F1'
   -- Subordinated debt affirmed at 'BBB+'
   -- Undated deeply subordinated securities (BE0002463389)
      affirmed at 'BB'


TAGHLEEF INDUSTRIES: Moody's Assigns Ba3 Corporate Family Rating
----------------------------------------------------------------
Moody's Investors Service assigned a corporate family rating
(CFR) of Ba3 and a Ba3-PD Probability of Default rating (PDR) to
Taghleef Industries Topco Limited ("Taghleef"). Concurrently,
Moody's has also assigned Ba3 instrument ratings to the new
senior secured US$325 million equivalent term loan and US$80
million equivalent revolving credit facility, borrowed at
Taghleef B.V. and other subsidiaries. The outlook is stable. This
is the first time Moody's has assigned a rating to Taghleef.

Taghleef seeks to simplify its capital structure through this
refinancing transaction following growth and geographic expansion
over the last years.

RATINGS RATIONALE

"Moody's views the Ba3 rating as weakly positioned, reflecting
(i) the focused product portfolio on BOPP films and labels for
predominantly food/beverage end markets; (ii) exposure to raw
material price volatility as pass-through arrangements do not
cover all sales, and in fact will pressure EBITDA in 2016; (iii)
exposure to more commoditized products for which Taghleef needs
to balance pricing pressure from large customers with volume
growth; (iv) the need to invest in operations to further develop
value-added products to protect and improve margins, and to
improve operating efficiencies, which is expected to turn free
cash flow negative initially and carries some execution risk; and
(v) the company's acquisitive past and room for further debt-
funded acquisitions under its existing credit facilities. We also
note that Moody's adjusted leverage stood at 3.6x pro-forma for
the new capital structure and as of December 2015."

However, the rating also reflects the company's good market
positions in the BOPP packaging segment, its broad and balanced
geographic reach across North America and the EMEA region, and
the typically low cyclicality of food end markets. The company
also benefits from its ability to cost efficiently produce less
value-added products in its lower cost locations, supported by
cheap labor cost and its long-standing relationships with local
suppliers, while producing the most advanced products nearer to
the end markets. Moody's also views positively the company's
efforts to further shift its product portfolio towards value-
added products, diversify its end markets into other consumer
goods segments and its pro-active investment in its facilities,
which should be well invested. The liquidity profile, focus on
deleveraging and expectation of no dividend payments also support
the rating.

In the BOPP market, Taghleef is among the largest producers by
volume globally together with India-based Jindal Poly Films and
Taiwan-based Nan Ya Plastics, although the market remains very
fragmented and highly competitive given that a significant part
of the market consists of commoditized products. In the broader
packaging market the company also competes with more diverse and
larger players, that achieve better margins. Moody's views its
balanced regional profile with a focus on Europe (45% of 2015
revenues), Americas (mainly North America; 37%) and the MEA
region (12%) together with its continued efforts to increase its
share of value-added and specialty products as supportive for the
rating. The company also has a broad manufacturing base with
manufacturing sites spread across 9 countries, which Moody's
understands are well invested.

Polypropylene resin is Taghleef's main raw material. The company
operates under monthly pass-through arrangements for around 35%
of its global sales, with a larger relative share in the US.
Moody's would still expect some lag effect to introduce
meaningful margin volatility. For example, the falling oil prices
in 2015 contributed to the company's improvements in its reported
EBITDA margin to 11.9% from 8.8% in 2014, amongst other factors.

Moody's notes that the company's ability to grow EBITDA
organically will depend on the success of its large planned, but
uncommitted, growth investment projects that carry execution
risks and turn free cash flow negative initially, notwithstanding
the company's investment track record. While the company may be
in a position to gradually deleverage from organic EBITDA growth
over time, Moody's expects some EBITDA headwinds and uncertainty
in 2016 as lower oil prices feed through to customers with
leverage potentially increasing above 3.6x temporarily. Some
deleveraging will also come from the limited debt amortization
under the Egyptian facility, although Moody's expects that the
large growth investments will turn free cash flow initially
negative and absorb essentially all operating cash flows until at
least 2017. Moody's understands that investments are not fully
committed and can be scaled back if needed. Taghleef has also
grown partly through acquisitions in the past and Moody's would
expect the company to assess acquisition opportunities as they
arise, for example to extend its geographic profile or complement
its product portfolio. Any transaction could be debt-funded given
the availability under its US$80 million revolving credit
facility and US$50 million additional facilities basket under the
senior facilities agreement. However, the rating does not
incorporate any debt-funded acquisitions.

The instrument ratings of Ba3 for the US$325 million equivalent
term loan and US$80 million equivalent revolving credit facility,
in line with the CFR, are reflective of the facilities' pari
passu nature. The 50% family recovery rate and resulting Ba3-PD
mainly reflect Moody's recovery assumptions for the capital
structure.

LIQUIDITY PROFILE

Following the refinancing, Moody's expects Taghleef to have US$93
million of cash on the balance sheet and access to a US$80
million equivalent undrawn revolving credit facility due 2022.
For 2016 and 2017, Moody's also expects the company to generate
negative or no free cash flow after growth investments. Given the
company's initially negative free cash flow profile Moody's views
the liquidity buffer as supportive for the rating. There will
also be ca EUR2.6 million (US$2.9 million) annual debt
amortization related to the Egyptian local facilities. The
company is subject to one financial maintenance covenant under
which Moody's expects the company to retain good headroom.

RATING OUTLOOK

"The stable outlook reflects our expectation that Taghleef's
operating performance, including EBITDA and margins, will weaken
slightly in 2016 as lower resin prices fully feed through to
customers, with some potential for growth thereafter from its
planned investments."

WHAT COULD CHANGE THE RATING UP/DOWN

While Moody's does not expect upgrade pressure in the near-term,
positive pressure on the ratings could develop over time if the
company's Moody's-adjusted EBITDA margin moves towards 15% and
Debt/EBITDA falls below 3.0x on a sustainable basis, combined
with further strengthening of Taghleef's market position, a
greater share of high value added products, significant
diversification into different end markets or possibly
substrates. In any case, Moody's would also expect the company to
maintain a good liquidity profile and achieve sustained free cash
flow to debt of above 5% for upgrade pressure.

Negative pressure on the rating could develop if the company's
Moody's-adjusted EBITDA margin were to weaken from current
levels, or if Debt/EBITDA increases above 4.0x. Weakened
liquidity or covenant headroom, negative free cash flow beyond
2016, material debt-funded acquisitions or dividends could also
pressure the ratings.

Headquartered in Dubai, Taghleef Industries Topco Limited
(Taghleef) is a manufacturer of biaxially oriented polypropylene
(BOPP) films with nine manufacturing sites spread across North
America and the EMEA region. Taghleef's films are mostly for food
packaging or labeling, but are also increasingly used for other
non-food consumer goods. The company mainly sells to converters,
but also directly to consumer goods companies. It is ultimately
owned by the Al Ghurair Group, a conglomerate owned by the Al
Ghurair family. In the year ending December 2015, the company
generated revenues of AED3.3 billion (in US$: 901 million).



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


ATLANTIC OFFSHORE: Completes Agreement to Continue Operation
------------------------------------------------------------
Offshore Shipping Online reports that Atlantic Offshore, which
specializes in operating emergency response vessels and other
offshore ships, has completed an agreement securing continued
operation of much of the company and fulfilment of contractual
obligations.

Under the agreement, Atlantic Offshore AS had sold most of its
operations and subsidiaries to Aegopodium AS, a newly established
company owned 100% by H Ogreid & Sonner, Offshore Shipping Online
discloses.  The company, as cited by Offshore Shipping Online,
said its main secured creditors are parties to the agreement.

The parties to the master agreement that has now been agreed are
the company and most of its subsidiaries, the buyer and its 100%
owner H Ogreid & Sonner, as well as the main secured creditors of
the group Offshore Shipping Online, notes.  The master agreement
involves transfer of shares in Atlantic Offshore Gamma AS,
Atlantic Offshore Alpha AS, Atlantic Offshore Epsilon AS,
Atlantic Offshore Eta AS, Atlantic Offshore Zeta AS, Atlantic
Offshore Management AS and Atlantic Offshore Crew AS to the buyer
or subsidiaries of the buyer, Offshore Shipping Online states.

In addition, the buyer has, through its subsidiaries, acquired
certain assets and personnel in Atlantic Offshore Rescue Ltd. and
the shares in Atlantic Offshore Crewing Services Ltd and Atlantic
Offshore Scotland Ltd. from the administrator appointed in the UK
with respect to Atlantic Offshore Rescue Ltd., according to
Offshore Shipping Online.

Subsequent to completion of the transaction, Atlantic Offshore
Beta AS, Atlantic Offshore Delta AS and Team Atlantic AS will
file for bankruptcy, Offshore Shipping Online says.  Scottish
Group companies Atlantic Offshore Rescue Ltd and Atlantic
Offshore Aberdeen Ltd. have become subject to a court-appointed
administration process, for which EY has been nominated as
administrator, relates.

Atlantic Offshore is a Norwegian offshore vessel owner.



===========
P O L A N D
===========


KOMPANIA WEGLOWA: Bank Creditors May Opt for Debt-for-Equity Swap
-----------------------------------------------------------------
Wojciech Zurawski at Reuters reports that a deputy energy
minister said bank creditors of Poland's troubled coal miner
Kompania Weglowa may convert part of its debt into equity.

State-owned Kompania Weglowa is on the brink of bankruptcy as a
result of record-low coal prices and high labor costs, Reuters
relays.  A government rescue plan assumes that new investors will
inject fresh capital, Reuters notes.

Earlier this year, three other state-run firms pledged to provide
KW with PLN1.5 billion, Reuters recounts.

But before they finally agree to do so, the government and KW's
management want trade unions to agree on cost cuts, including
wage reductions, Reuters states.

The plan, Reuters says, is to move KW's assets to a new entity
called PGG, with a new shareholder structure, by May as KW could
run out of money by end of April.

"We see a possibility that the five banks, which are KW's
debtholders convert a part of the debt into a KW stake," Reuters
quotes Grzegorz Tobiszowski, the country's deputy energy
minister, as saying late on Feb. 14.

KW's debtholders are Poland's three Polish banks -- PKO BP, Alior
Bank and BGK -- as well as BZ WBK, which is the Polish unit of
Spain's Banco Santander and France's BGZ BNP Paribas, Reuters
discloss .

The five banks hold KW debt totalling around PLN1 billion (US$262
million), Reuters dsicloses.

"We had initial talks with the managements of the foreign banks
and they initially said that this would be possible,"
Mr. Tobiszowski, as cited by Reuters, said.

Kompania Weglowa is a Polish coal producer.


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


KOKS GROUP: Fitch Puts LT 'B' IDR on Rating Watch Negative
----------------------------------------------------------
Fitch Ratings has placed Russian pig iron company OAO Koks
Group's ratings on Rating Watch Negative (RWN) as:

   -- Long-term foreign currency Issuer Default Rating of 'B' on
      RWN
   -- Short-term IDR of 'B' on RWN
   -- Long-term local currency IDR assigned at 'B', and placed on
      RWN
   -- Senior unsecured rating for Koks Finance Limited's Eurobond
      issues due in 2016 and 2018 of 'B' on RWN.

The RWN reflects the risk of KOKS's failure to repay short-term
debt, which Fitch considers unlikely, and the more likely risk
that KOKS continues to maintain a liquidity position not
commensurate with a 'B' rating.  The former could result in a
default; the latter a downgrade, probably to 'B-'.  Fitch
understand the company is taking steps to address both risks and
expect to resolve the RWN within the next six months once there
is evidence of KOKS's progress on its Eurobond repayment and a
successful short-term debt refinancing, resulting in a more
comfortable liquidity ratio (2015E: 0.5x).

The ratings reflect KOKS's performance being largely in line with
Fitch's expectations except for debt, which increased in 2015 due
to the rouble's sharp devaluation against the US dollar.  This
raised end-2015 funds from operations (FFO) adjusted gross
leverage to 4.5x, above our negative leverage guideline of 4.0x.
Fitch expects that FFO adjusted gross leverage will reverse to
3.8x by end-2016 on the back of positive free cash flow (FCF)
generation of RUB4.6 bil., which will be used for deleveraging.

The ratings also incorporate KOKS' small size and limited
operational diversification compared with other Russian steel
companies.  At the same time KOKS has a strong pig iron and coke
market position and targets 100% self-sufficiency in iron ore and
coking coal by 2020.

                         KEY RATING DRIVERS

Leverage Peak in 2015

As KOKS's reporting currency is the Russian rouble, a sharp fall
of the currency against US dollar has inflated its US dollar-
denominated debt (62% of total debt at end-2015), which caused
its FFO gross leverage to rise to 4.5x at end-2015 from 3.6x at
end-2014 despite the USD debt amount remaining unchanged.  Fitch
expects KOKS's leverage to decline to 3.8x by end-2016 as high
profitability and positive FCF generation contribute to overall
debt reduction.

Weak Liquidity

Fitch views KOKS's liquidity as weak, with a small cash position
and reliance on revolving credit facilities (RCFs) to repay
current maturities.  The company has implemented two exchange
offers to extend its Eurobonds' maturities to December 2018 from
June 2016.  As a result of the exchanges KOKS currently has two
outstanding Eurobonds: USD201 mil. (USD32 mil. of which is on
KOKS's balance sheet) maturing in 2018 and USD134 mil. maturing
in 2016.

KOKS's short-term bank debt was RUB22 bil. as of end-2015 (40% of
total debt).  Of this amount RUB17 bil. was RCFs, which Fitch
expects to be rolled over in due course.  This means KOKS will
need to repay RUB5 bil. non-RCF debt and RUB10 bil. of Eurobonds
(fell to RUB9 bil. during 1Q16 on stronger rouble) maturing in
2016.  Fitch expects KOKS to have just sufficient liquidity for
this repayment, including RUB4.1 bil. of cash, expected positive
FCF of RUB4.6 bil., a recently approved RUB4 bil. two-year credit
line from Rosselhozbank and undrawn credit lines.

Therefore Fitch views KOKS's liquidity management as having
weakened but expects it to improve with the new longer term
facilities the company is currently considering.

Strong Profitability

KOKS's revenue increased 12% yoy in 2015 to RUB53 bil., even
though average USD-denominated export prices of pig iron declined
34% yoy.  The fall in the rouble against US dollar has helped the
company to partly offset the negative effect of softer prices.
EBITDA grew 11% yoy to RUB13.5 bil., partly driven by currency
effect and partly by a structural change in costs as the company
gradually ramped up coal production at its captive Butovskaya
mine, hence reducing purchases from third parties.

Fitch expects further profitability improvement, driven by higher
production of coal at captive mines -- the operating Butovskaya
mine (commissioned in 2014) and at Tikhova mine that is currently
under development (to be commissioned in 2018).

Partial Self-Sufficiency

Currently KOKS is over 100% self-sufficient in coke, 71% in iron
ore and 50% in coking coal.  With the commissioning of Tikhova
mine in 2018 and further production ramp-up at the recently
commissioned Butovskaya mine, KOKS expects to achieve 100% self-
sufficiency in coking coal by 2018.  With Tikhova mine already
operating the company will be a rare producer of high quality ZH-
grade coking coal.  The commissioning of the iron ore deposit at
Kombinat KMA Ruda in 2020 will bring KOKS's self-sufficiency in
iron ore to 100%.

Strong Position in Pig Iron

KOKS is the world's largest exporter of merchant pig iron and top
producer of merchant coke in Russia.  In 2015 it controlled 15%
of the world's pig iron exports and 29% of total CIS pig iron
sales. KOKS accounted for 25% of total coke sales in CIS.  The
company is geographically diversified in its pig iron sales with
a strong presence in markets such as North America (38% of total
sales), Europe (29%), Turkey and The Middle East (25%) and Asia
(8%).  KOKS specializes in commercial pig iron, which is used in
automotive, machinery and tools industries requiring high quality
of pig iron (low content of sulphur and phosphorus).  With its
new de-sulphurising machine KOKS intends to raise the share of
premium pig iron in total sales up to 50% in 2016 from 28% in
2014.

Tula-Steel Project

Along with its two partners, DILON Cooperatif U.A. (DILON) and
LLC Steel, KOKS is developing an up-to-RUB35 bil. steel project
in Tula Region.  All three partners are ultimately controlled by
the Zubitskiy family.  At present LLC Steel and DILON control the
Tula-Steel project through an equity interest of 66.7% and 33.3%
respectively.  KOKS has no control, no legal ties or debt
recourse and does not consolidate the project in its financial
results.  It has only provided a RUB7 bil. loan due 2023 to the
project and may provide a further up to RUB8 bil. depending on
its partners' contribution.  The project has obtained RUB20 bil.
eight-year project financing from Gazprombank.  If the project
incurs unexpected cost overruns it will require KOKS to
contribute the shortfall, together with its partners (unlikely
until 2018), which may negatively affect its leverage metrics.

A 2mtpa steel plant is expected to be commissioned in end-2017
with expected ramp-up in 2018.  The steel plant will produce high
quality specialty steel to be used in the machinery and
automotive industries.  As the plant will be fed with pig iron
produced by KOKS's subsidiary Tulachermet, the steel project
should integrate seamlessly into KOKS's business model.

KOKS may consider consolidating the steel project, provided the
project's leverage becomes moderate.  However, cash outflows to
Tula-Steel that are materially above our expectations or the
project's consolidation into KOKS's financial results may create
leverage and rating pressure.  Consolidating the project may also
create a significant secured debt layer affecting the recoveries
of senior unsecured bondholders.

                           KEY ASSUMPTIONS

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

   -- Average export pig iron price decline of 15% in 2016 with
      mid-single digit recovery after 2016

   -- Further ramp-up at Butovskaya coal mine and commissioning
      of Tikhova coal mine in 2018

   -- Average RUB/USD 75 in 2016 with gradual rouble appreciation
      towards 58 in 2019

   -- Cost inflation at 8% in 2016, declining to 5% thereafter

   -- Capex to moderate to below RUB5 bil. and no dividends until
      2019

   -- RUB6 bil. funding contribution to non-consolidated Tula-
      Steel in 2016-2017

                        RATING SENSITIVITIES

Positive: Fitch does not expect any rating upgrade at this stage.

Future developments that may, individually or collectively, lead
to the ratings being affirmed include:

   -- Positive FCF across the cycle leading to FFO adjusted gross
      leverage below 4x on a sustained basis;

   -- FFO fixed charge cover above 4x on a sustained basis (4.8x
      at end-2014);

   -- Improved liquidity with the liquidity ratio reverting to
      above 1.0x.

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

   -- Failure to repay short-term debt including Eurobonds due
      2016, although considered unlikely, could result in a
      multi-notch downgrade

   -- Failure to improve KOKS's liquidity position could result
      in a downgrade, most likely to 'B-'

   -- Cash outflows to Tula-Steel project that are materially
      above Fitch's expectations;

   -- Significant market deterioration, capex overruns or Tula-
      Steel project consolidation causing FFO adjusted gross
      leverage to remain above 4x after 2016;

                           LIQUIDITY

KOKS's liquidity continues to rely on undrawn committed short-
term facilities and the company's ability to roll over already
drawn funds in due course.  Fitch expects KOKS to have just
sufficient liquidity to repay 2016 maturities, with RUB4.1 bil.
of cash, expected positive FCF of RUB4.6 bil., a recently
approved RUB4 bil. two-year credit line from Rosselhozbank and
undrawn credit lines.


MECHEL PAO: Board Recommends Shareholders to OK Creditor Deals
--------------------------------------------------------------
Mechel PAO, a Russian mining and metals company, on April 14
disclosed that the company's Board of Directors made the
following recommendations for voting at Extraordinary General
Shareholders' Meeting scheduled for May 26, 2016.

In compliance with task appointed by the Board, Special Committee
of independent directors commissioned an independent
consultant -- Renaissance Capital - Financial Consultant Ltd --
to prepare a fairness opinion.

Based on the unanimous view of the Special Committee, which was
worked out on the basis of the independent consultant's expert
opinion, the company's Board of Directors recommended Mechel
PAO's extraordinary general shareholders' meeting to approve the
transactions of providing and changing suretyships and pledges
provided by the company to the following lenders: Sberbank PJSC,
Gazprombank (Joint Stock Company), VTB Bank (PAO) and the
syndicate of banks as transactions that meet Mechel PAO's
interests.

Proxy Submission Deadline:

For ADR voting: May, 18, 2016 at 10:00 AM New York City Time
For common share voting: May 24, 2016 at 19:00 Moscow Time

If you have any questions about this process or need assistance
in voting your shares, proxy solicitor may be reached at
INNISFREE M&A INCORPORATED at 1-212-750-266

                  Debt Restructuring Agreement

As reported by the Troubled Company Reporter-Europe on Feb. 8,
2016, PRIME related that Igor Zyuzin, chairman of Mechel OAO's
board of directors, on Feb. 4 told shareholders the company
reached debt restructuring deals with all largest creditors.  In
accordance with the reached agreements, the banks will reduce
interest rates and write off fines, while a part of interest
payments will be capitalized, PRIME disclosed.  Mr. Zyuzin, as
cited by PRIME, said these measures will allow the company to
restore its financial solvency.  According to PRIME, Mechel said
the total volume of debt that will be restructured will amount to
US$5.132 billion and it includes only the company's major
creditors.

Mechel is a Russian steel and coal producer.



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


GAT FTGENCAT 2006: Fitch Affirms Csf Rating on Series E Notes
-------------------------------------------------------------
Fitch Ratings has upgraded GAT FTGENCAT 2006, FTA's Series C
notes and affirmed the others as set out below:

  EUR0.6 mil. Series B (ISIN ES0341097022) affirmed at 'Asf';
   Outlook Stable

  EUR12.3 mil. Series C (ISIN ES0341097030) upgraded to 'BBBsf';
   Outlook Stable from 'BBsf'; Outlook Negative

  EUR13.2 mil. Series D (ISIN ES0341097048) affirmed at 'CCsf';
   Recovery Estimate 50%

  EUR9.5 mil. Series E (ISIN ES0341097055) affirmed at 'Csf';
   Recovery Estimate 0%

GAT FTGENCAT 2006, FTA is a cash flow securitization of an
initial static pool of EUR440m of 6,922 loans to Spanish small
and medium enterprises originated and serviced by Catalunya Banc,
S.A.

The affirmation of the Series B notes and upgrade of the Series C
notes follows amortization of the senior notes and improved
portfolio performance in the 12-month period.  The transaction
has continued to amortize, aided in part by the guarantee on
series A2(G) provided by the Autonomous Community of Catalonia
(BB-/Negative/B).  Fitch affirmed Classes D and E as they remain
under-collateralized, although no principal deficiency is
reported in the transaction documents.

                         KEY RATING DRIVERS

Continued Deleveraging

The Series A2 (G) notes have been repaid and the full amount
drawn on the guarantee was paid as of the latest payment report,
March 15, 2016.  In addition, the series B notes received
principal repayment of EUR4.5 mil. and are now 11.7% outstanding
with a notional value of EUR0.6 mil.  Credit enhancement afforded
to the Series C notes has increased to 47.54% from 21.96% at last
review as a result of the liability amortization.  However, the
concentration of the pool has increased, with the largest obligor
representing 5.3% of the portfolio compared to 4.16% at last
review.  Similarly, the concentration of the top 10 obligors
increased to 30.48% from 27.73%.

Improved Portfolio Performance

Current defaults fell by EUR5 mil. in the 12 months to the latest
payment report, to EUR12.3 mil.  Cumulative defaults increased by
EUR1.09 mil. but recoveries improved, with EUR3.65 mil. received
in the period, taking total recoveries to EUR13.4 mil. from
EUR9.7 mil. at last review.  The weighted average recovery rate
increased to 43.9% from 33.09% at previous review.

Delinquencies improved, with loans in arrears of 90 days or
greater at 1.14% and loans in arrears of 180 days or greater at
0.98%, down from 2.95% and 1.8%, respectively.

Payment Interruption Risk Rating Cap

The transaction is serviced by Catalunya Banc, S.A., which is not
rated by Fitch, and the reserve fund has been reduced to zero.
The transaction is therefore exposed to payment interruption risk
as a default by Catalunya Banc would mean there were no funds
available to mitigate the loss of liquidity.  The transaction
ratings are therefore capped at 'Asf'.

Series D Recovery Estimate Improved

The credit enhancement on the Series D notes has increased to -
6.23% from -14.88% since last review, so the recovery prospect of
the notes has improved.

                       RATING SENSITIVITIES

Fitch tested the ratings' sensitivity to a 25% increase in the
obligor default probability, a 25% reduction in expected recovery
rates and a combined sensitivity of the two, and in all cases
found that there would be no impact on the rated notes.

                       DUE DILIGENCE USAGE

No third- party due diligence was provided or reviewed in
relation to this rating action.

                         DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pool and the transaction.  There were no findings material to
this analysis.  Fitch has not reviewed the results of any third-
party assessment of the asset portfolio information or conducted
a review of origination files as part of its ongoing monitoring.

Fitch did not undertake a review of the information provided
about the underlying asset pool ahead of the transaction's
initial closing.  The subsequent performance of the transaction
over the years is consistent with the agency's expectations given
the operating environment and Fitch is therefore satisfied that
the asset pool information relied on for its initial rating
analysis was adequately reliable.

Overall, Fitch's assessment of the information relied upon for
the agency's rating analysis according to its applicable rating
methodologies indicates that it is adequately reliable.

                      SOURCES OF INFORMATION

The information below was used in the analysis.

   -- Loan-by-loan data as of 8 March 2016 provided by Catalunya
      Banc S.A.
   -- Investor report as of 29 February 2016 provided by
      Catalunya Banc S.A.
   -- Payment report as of 15 March 2016 provided by Catalunya
      Banc S.A.



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


AUSTIN REED: Alteri Takes Over Business for Undisclosed Sum
-----------------------------------------------------------
Oliver Shah at The Sunday Times reports that American hedge fund
Alteri Investors has seized control of Austin Reed, the
struggling 116-year-old tailor whose customers have included
Winston Churchill.

Alteri, which is backed by Apollo Global Management, is
understood to have bought out Austin Reed's owner on April 15,
The Sunday Times relates.  Alteri paid an undisclosed lump sum
for GBP12 million of loan notes and an equity stake held by
Darius Capital, which is run by Guy Naggar, an art-collecting
tycoon whose Dawnay Day investment empire collapsed in the
financial crisis, The Sunday Times discloses.

Alteri's swoop comes amid difficult conditions in the clothing
market, The Sunday Times notes.  Like many other high street
players, Austin Reed is said to have suffered a drop in trading
in the crucial final quarter of last year, The Sunday Times
relays.

Austin Reed is a Thirsk-based fashion retailer.


SMALL BUSINESS 2016-1: Moody's Puts (P)Ba2 Rating on Cl. D Notes
----------------------------------------------------------------
Moody's Investors Service has assigned provisional ratings to
four classes of notes to be issued by Small Business Origination
Loan Trust 2016-1 DAC ("SBOLT 2016-1 DAC", the "Issuer"):

-- GBP[88,400,000] Class A Notes due December 2024, Assigned
    (P)Aa3 (sf)

-- GBP[6,175,000] Class B Notes due December 2024, Assigned
    (P)A2 (sf)

-- GBP[7,800,000] Class C Notes due December 2024, Assigned
    (P)Baa2 (sf)

-- GBP[6,305,000] Class D Notes due December 2024, Assigned
    (P)Ba2 (sf)

Moody's has not assigned ratings to GBP[14,820,000] Class E and
GBP[6,500,000] Class Z also to be issued in the transaction.

SBOLT 2016-1 DAC is the First European marketplace lending
securitization backed by GBP[130,000,000] loans originated and
serviced through Funding Circle Limited ("Funding Circle") online
marketplace lending platform granted to individual entrepreneurs
and small and medium-sized enterprises (SME) domiciled in UK.

RATINGS RATIONALE

According to Moody's, the rating takes into account, among other
factors, (i) a loan-by-loan evaluation of the underlying loan
portfolio, complemented by historical performance information as
provided by Funding Circle, (ii) the structural features of the
transaction with the relative high credit enhancement from
subordination and excess spread compared to a conventional ABS
SME securitization and the inclusion of an amortizing cash
reserve designed to provide liquidity coverage over the life of
the transaction, (iii) the appointment of a back-up servicer at
closing to mitigate counterparty risk; and (iv) the legal and
structural integrity of the transaction.

Moody's notes the transaction's following credit strengths,
amongst others: (i) a static portfolio with a short weighted
average life of less than 2 years; (ii) certain portfolio
characteristics, such as: a) the high granularity as reflected by
the low single obligor concentration (with the top obligor and
top 10 obligor exposure being 0.2% and 2.1% respectively) and an
effective number above 1,300; b) the loans' monthly amortization;
and c) the high yield of the portfolio, with a weighted average
interest rate of 9.6%; (iii) the transaction's structural
features, with include of, inter alia, (a) a GBP [2.21] million
amortizing cash reserve that builds up to GBP [3.25] million. The
reserve provides liquidity coverage and ongoing credit support
over the life of the transaction for the class A to D notes and
(b) a liquidity reserve (GBP [0.39] million) designed to cover
interest deficiencies on the most senior outstanding tranche and
senior expenses; and (iv) no set-off risk, as obligors do not
have deposits or did not enter into a derivative contract with
Funding Circle.

On the other hand, Moody's notes that the transaction also
features a number of credit weaknesses, such as (i) potential
misalignment of interest between Funding Circle and the investors
as Funding Circle does not retain direct economic interest in the
transaction. This is mitigated, amongst other things, by KLS
Diversified Master Fund L.P. (KLS, not rated) acting as a
retention holder and Funding Circle and KLS oblige themselves to
repurchase or indemnify the issuer in case of the representation
and warranties being proven incorrect; (ii) the short operating
history of Funding Circle, not rated, and acting as servicer;
(iii) the potential fraud risk resulting from the origination
through a platform; (iv) the relatively high industry
concentration as almost 40% of the obligors belong to the top two
sectors, namely construction & building (18%) and business
services (19%), and the high exposure to individual entrepreneurs
and micro-SMEs (almost 60% of the portfolio); (v) the portfolio's
low weighted average loan seasoning; (vi) the loans are only
collateralized by a personal guarantee; (vii) partial exposure to
interest rate risk resulting from a partial hedging arrangements
involving interest rate cap to cure any potential interest rate
mismatch between the fixed-rate assets and the floating-rate
liabilities.

As of February 29, 2016, the portfolio principal balance amounted
to GBP 121.11 million (expected to be GBP 130.0 million at
closing). The portfolio comprised 2,497 loan contracts to 2,464
individual entrepreneurs and SMEs. The loans were originated
between November 2014 and February 2016, with a weighted average
seasoning of 6.5 months and a weighted average remaining term of
3.7 years. All loans benefit from a personal guarantee. The
interest rate is fixed for the whole portfolio with a weighted
average interest rate of 9.6%.

In its quantitative assessment, Moody's assumed an inverse normal
default distribution for this securitized portfolio due to the
high level of borrower granularity. The rating agency derived the
default distribution, namely the relevant main inputs such as the
mean default probability and its related standard deviation by
analyzing: (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 cumulative default
probability of the portfolio to be equal to 10% (equivalent to a
B1/B2 rating proxy) with a coefficient of variation (i.e., the
ratio of standard deviation over the mean default rate) of 53%.
The rating agency has assumed stochastic recoveries with a mean
recovery rate of 25%, a standard deviation of 20%. In addition,
Moody's has assumed the prepayments to be 8% per year. The base
case mean loss rate and the CoV assumption results in a Aaa
portfolio credit enhancement of around 41%.

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

Factors or circumstances that could lead to a downgrade of the
ratings affected by the action would be (1) the worse-than-
expected performance of the underlying collateral; and (2)
deterioration in the credit quality of the counterparties.
Factors or circumstances that could lead to an upgrade of the
ratings affected by the action would be a significant improvement
of the underlying collateral.

Stress Scenarios:

Moody's also tested other set of assumptions under its Parameter
Sensitivities analysis. At the time the rating was assigned, the
model output indicated that the Class A would have achieved Aa3
even if the mean default rate was as high as 11.75% with a
recovery rate assumption of 20% (all other factors unchanged).
Additionally Moody's observes that under the same stressed
assumptions Class B, C and D would have achieved A3, Baa3 and Ba2
rating, respectively. For more details, please refer to the full
Parameter Sensitivity analysis included in the Pre-Sale Report of
the transaction.

Parameter Sensitivities provide a quantitative, model-indicated
calculation of the number of notches that a Moody's-rated
structured finance security may vary if certain input parameters
used in the initial rating process differed. The analysis assumes
that the deal has not aged. It is not intended to measure how the
rating of the security might migrate over time, but rather, how
the initial rating of the security might differ as certain key
parameters vary.

Moody's issues provisional ratings in advance of the final sale
of securities, but these ratings only represent Moody's
preliminary credit opinion. Upon a conclusive review of the
transaction and associated documentation, Moody's will endeavor
to assign definitive ratings to the Notes. A definitive rating
may differ from a provisional rating. Moody's will disseminate
the assignment of any definitive ratings through its Client
Service Desk. Moody's will monitor this transaction on an ongoing
basis.

The main source of uncertainty in the analysis relates to the
underwriting of the loans through a marketplace lending platform
and the asset quality.

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 coefficient of variation
of the default distribution of 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 determine the coefficient of variation of
the default distribution for this transaction. The Moody's CDOROM
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 for class A
notes. 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.


S-BOLT 2016-1: S&P Assigns Preliminary B Rating to Cl. D Notes
--------------------------------------------------------------
Standard & Poor's Ratings Services has assigned its 'BBB (sf)',
'BBB (sf)', 'BB- (sf)', and 'B (sf)' preliminary credit ratings
to Small Business Origination Loan Trust 2016-1 DAC's (S-BOLT
2016-1) asset-backed floating-rate class A, B (Dfrd), C (Dfrd),
and D (Dfrd) notes, respectively.  At closing, S-BOLT 2016-1 will
also issue unrated class E and class Z notes.

At closing, S-BOLT 2016-1 will use the issuance proceeds of the
class A, B (Dfrd), C (Dfrd), D (Dfrd), E, and Z notes to fund the
purchase of the collateral.  The collateral in the preliminary
pool comprises amortizing loans granted to small and medium-sized
enterprises (SMEs) resident in the U.K. S-BOLT 2016-1 is a
securitization of KLS Diversified Asset Management L.P.'s/Dorset
Rise DAC's SME loans, advanced through Funding Circle Ltd.'s
peer-to-peer lending platform.

                        RATING RATIONALE

Economic Outlook

In S&P's base-case scenario for the U.K., S&P forecasts that GDP
will grow by 2.0% in 2016 and 2.2% in 2017, from 2.2% in 2015.
At the same time, S&P expects that unemployment will decline to
5.0% in 2016, and 5.2% in 2017 compared with 5.4% in 2015.  In
S&P's view, changes in GDP growth and unemployment are key
determinants of this portfolio's performance.  S&P's near- to
medium-term view is that the U.K. economy will remain resilient
and record positive growth.  S&P sets its credit assumptions to
reflect its economic outlook.

Credit Risk

"We used static cohort data to size our base-case default rate.
Based on the historical data, the rapid expansion of Funding
Circle's business, and the fact that we have not observed the
performance of the loans during an economic downturn or rising
interest rate conditions, we have sized our base-case default
rate at 12% in the securitized pool.  This base-case also
incorporates our current U.K. macroeconomic forecast.  We have
also used high-range multiples to address limited origination
data and to reflect this is the first transaction from a peer-to-
peer lender that we have rated in Europe, the Middle East, and
Africa (EMEA).  We have not given credit to recoveries in our
analysis due to the unsecured nature of the assets, limited
historical recovery data, and the fact that we have only observed
recovery performance in a benign economic environment.  However,
the overall transaction data we have received meets our minimum
data standards and we have sufficient information to rate the
transaction.  We have analyzed credit risk by applying our
European consumer finance criteria," S&P said.

Payment Structure

S&P has analyzed the transaction's payment structure and other
structural features under its European consumer finance criteria.
The transaction will have separate principal and interest
waterfalls. A principal deficiency ledger (PDL), comprising six
sub-ledgers (one each for the class A, B (Dfrd), C (Dfrd), D
(Dfrd), E, and Z notes) will record (i) defaults, and (ii)
principal used to cover senior interest deficiency.  The results
of S&P's cash flow runs are in line with its preliminary ratings
on the notes.

The transaction will have a reserve account, initially sized at
1.7% of the value of the portfolio's closing balance.  The
reserve will initially be structured to increase to 2.5% of the
closing pool balance.  It will then amortize to the lower of (i)
2.5% of the closing pool balance, and (ii) 5% of the outstanding
rated note balance.  Also, there is a nonamortizing liquidity
reserve, sized at 0.3% of the closing pool balance, which
provides liquidity support to the most senior notes outstanding.
Furthermore, if required, available principal proceeds can be
applied to cover any remaining interest deficiency on the most
senior classes of notes.

The interest on the notes will be based on floating-rate one-
month LIBOR.  The loans will pay a fixed rate of interest.  An
interest rate cap with a strike rate of 3% will partially
mitigate the impact of rising interest rates.

Under S&P's European consumer finance criteria, it ran a high and
low prepayment scenario, as well as up, flat, and down interest
rate vectors, and equal, front-loaded, and back-loaded default
curves.  S&P's cash flow runs at the assigned rating levels show
that the rated notes pay timely interest and ultimate principal
for the class A notes, while S&P rated the class B (Dfrd), C
(Dfrd), and D (Dfrd) notes based on the payment of ultimate
interest and principal.

Counterparty Risk

Deutsche Bank AG (London Branch) will be the issuer account bank
and the interest rate cap provider.  S&P's long- and short-term
issuer credit ratings on the bank, and the documented replacement
triggers support S&P's preliminary ratings under its current
counterparty criteria.

Operational Risk

Established in August 2010, Funding Circle operates a marketplace
lending platform, focused on small businesses, which allows
retail and accredited investors, government bodies, and
institutional investors to provide loans to SMEs.

S&P undertook a corporate overview in May 2015 at Funding
Circle's offices.  S&P views the underwriting and servicing of
the loans to be satisfactory.  However, due to Funding Circle's
limited performance history and the esoteric nature of the
assets, S&P has capped the preliminary ratings at 'BBB' based on
the application of its operational risk criteria.  This
incorporates the potential impact of a servicer insolvency, the
ability to replace the servicer, and the likelihood of a
disruption in servicing for this relatively new and esoteric
asset type.  During S&P's operational risk assessment, it
reviewed the credit quality of the assets, Funding Circle's
servicing practices, the market depth of qualified replacement
servicers including systems compatibility, and the ease with
which Funding Circle could be replaced. Furthermore, S&P assessed
the likelihood of a material disruption risk, which covered
aspects such as Funding Circle's internal controls, its
experience and track record, and the regulatory and legal
environment.

Legal Risk

S&P believes that the transaction may be exposed to commingling
risk.  However, a daily sweep into the transaction account will
occur and a declaration of trust in favor of the issuer will be
in place on the collection account.  Therefore, S&P applied
commingling risk as a liquidity stress in its analysis.  S&P has
analyzed legal risk, including the bankruptcy remoteness of the
special-purpose entity (SPE) in line with our European legal
criteria.

Setoff Risk

The pool does not contain loans granted to Funding Circle's
employees and Funding Circle is not a deposit-taking institution.
Therefore, S&P did not consider setoff risk to be a rating
constraint.

Rating Stability

S&P has analyzed the effect of a moderate stress on its credit
assumptions and its ultimate effect on the preliminary ratings
that S&P has assigned.  The scenario results are in line with
S&P's credit stability criteria.

RATINGS LIST

Preliminary Ratings Assigned

Small Business Origination Loan Trust 2016-1 DAC
Peer-To-Peer Originated SME Loans Asset-Backed Floating-Rate
Notes (Including Unrated Subordinated Notes)

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

A                 BBB (sf)           TBD
B (Dfrd)          BBB (sf)           TBD
C (Dfrd)          BB- (sf)           TBD
D (Dfrd)          B (sf)             TBD
E                 NR                 TBD
Z                 NR                 TBD

NR--Not rated.
TBD--To be determined.


STORM FUNDING: Claims Submission Deadline Set for April 26
----------------------------------------------------------
The Joint Administrators of Storm Funding Limited intend to make
a distribution (by way of paying an interim dividend) to the
preferential creditors (if any) and to the unsecured, non-
preferential creditors of Storm.

Proofs of debt may be lodged at any point up to (and including)
April 26, 2015.  Creditors however are requested to lodge their
proofs of debt at the earliest possible opportunity.

Creditors may be required to provide further details or produce
documents or other evidence to their claims as the Joint
Administrators deem necessary.

The Joint Administrators will not be obliged to deal with proofs
lodged after the last date for proving but they may do so if they
think fit.

The Joint Administrators intend to make the announced
distribution within the period of two months from the last date
of proving claims.

For further information, contact details, and proof of debt
forms, please visit http://is.gd/EMIfcF

Creditors must complete and return a proof of debt form together
with relevant supporting documents, to PricewaterhouseCoopers
LLP, 7 More London Riverside, London SE1 2RT marked for the
attention of Sean Dedross.  Alternatively, creditors can email a
completed proof of debt form to storm.claims@uk.pwc.com


TATA STEEL: Pension Scheme to Put Off Prospective Buyers
--------------------------------------------------------
Andrew Bounds and Michael Pooler at The Financial Times reports
that Cardano, a pensions consultancy, said Tata Steel's pension
scheme is a "noose round its neck" that will tip the company into
administration and put off buyers.

Cardano said the company, which was put up for sale at the end of
last month, has a GBP15 billion commitment to 135,000 current and
former steelworkers that no prospective buyer wants to take on,
the FT relates.

Kerrin Rosenberg, chief executive, as cited by the FT, said: "The
pensions system puts British companies at a competitive
disadvantage.  There is a noose round the neck of corporates.  If
we follow the rules the only route is to put Tata Steel into
insolvency and the fund into the Pension Protection Fund."

Companies that have bought assets from Tata have not taken on
pension liabilities, the FT notes.  Liberty House, the
commodities broker that is the only declared bidder for the
sprawling Port Talbot plant, has said it would not sponsor the
pension scheme, the FT relays.

Other pensions experts agreed, the FT states.

"No buyer of the individual Tata Steel plants will take on any
pension liabilities, which will remain with Tata Steel UK.  Once
all the plants are sold or mothballed, there will be no
underlying business to support the GBP15 billion British Steel
pension scheme and it looks certain to end up in the Pension
Protection Fund," the FT quotes John Ralfe, an independent
consultant, as saying.

Tata Steel UK said it was "premature" to talk about the future of
the scheme, the FT relates.  It declined to confirm whether it
would pay in a promised GBP125 million over the next two years to
help plug a GBP485 million deficit, according to the FT.

Tata Steel is the UK's biggest steel company.



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


* BOND PRICING: For the Week April 11 to April 15, 2016
-------------------------------------------------------

Issuer                       Coupon    Maturity Currency  Price
------                       ------    -------- --------  -----
Oi Brasil Holdings Cooperat    5.75   2/10/2022    USD    26.25
Portugal Telecom Internatio    6.25   7/26/2016    EUR    53.13
Portugal Telecom Internatio    4.63    5/8/2020    EUR    25.02
Portugal Telecom Internatio    4.38   3/24/2017    EUR    32.00
Abengoa SA                     8.50   3/31/2016    EUR     9.88
Petrobras Global Finance BV    4.38   5/20/2023    USD    70.54
Portugal Telecom Internatio    5.88   4/17/2018    EUR    25.75
Petrobras Global Finance BV    6.85    6/5/2115    USD    68.21
Ensco PLC                      4.70   3/15/2021    USD    71.50
Oi Brasil Holdings Cooperat    5.63   6/22/2021    EUR    23.00
Portugal Telecom Internatio    5.00   11/4/2019    EUR    26.03
Genel Energy Finance PLC       7.50   5/14/2019    USD    59.98
Vedanta Resources PLC          6.00   1/31/2019    USD    61.48
Portugal Telecom Internatio    4.50   6/16/2025    EUR    24.06
Intelsat Jackson Holdings S    7.25    4/1/2019    USD    74.00
Abengoa Finance SAU            8.88    2/5/2018    EUR     9.75
Intelsat Jackson Holdings S    5.50    8/1/2023    USD    59.50
Ensco PLC                      5.20   3/15/2025    USD    58.73
Heta Asset Resolution AG       4.38   1/24/2017    EUR    68.63
CSN Resources SA               6.50   7/21/2020    USD    45.16
Grupo Isolux Corsan Finance    6.63   4/15/2021    EUR    30.04
Intelsat Jackson Holdings S    7.25  10/15/2020    USD    64.50
Intelsat Jackson Holdings S    6.63  12/15/2022    USD    49.50
Petroleum Geo-Services ASA     7.38  12/15/2018    USD    67.72
Petrobras Global Finance BV    7.25   3/17/2044    USD    75.50
CGG SA                         5.88   5/15/2020    EUR    47.81
Offshore Drilling Holding S    8.38   9/20/2020    USD    46.25
CHC Helicopter SA              9.25  10/15/2020    USD    39.11
RWE AG                         3.50   4/21/2075    EUR    71.30
Abengoa Finance SAU            7.00   4/15/2020    EUR     9.13
Intelsat Luxembourg SA         7.75    6/1/2021    USD    30.25
Frigoglass Finance BV          8.25   5/15/2018    EUR    52.74
Petrobras Global Finance BV    6.88   1/20/2040    USD    71.00
Vedanta Resources PLC          8.25    6/7/2021    USD    52.50
Casino Guichard Perrachon S    1.86                EUR    50.06
Eramet                         4.50   11/6/2020    EUR    73.60
Petrobras Global Finance BV    6.75   1/27/2041    USD    70.03
Petrobras Global Finance BV    4.25   10/2/2023    EUR    69.98
Petrobras Global Finance BV    5.63   5/20/2043    USD    63.38
Banca Popolare di Vicenza      9.50   9/29/2025    EUR    74.13
Ovako AB                       6.50    6/1/2019    EUR    74.25
Gol LuxCo SA                   8.88   1/24/2022    USD    39.00
Vallourec SA                   2.25   9/30/2024    EUR    62.85
Scholz Holding Gmbh            8.50    3/8/2017    EUR    11.88
Aegon NV                       2.07                USD    55.00
Petrobras Global Finance BV    6.25  12/14/2026    GBP    67.99
Ajecorp BV                     6.50   5/14/2022    USD    42.60
Rickmers Holding GmbH & Cie    8.88   6/11/2018    EUR    55.75
Vedanta Resources PLC          7.13   5/31/2023    USD    50.00
Ensco PLC                      4.50   10/1/2024    USD    57.65
Veneto Banca SpA               9.50   12/1/2025    EUR    72.38
Abengoa Greenfield SA          5.50   10/1/2019    EUR     9.00
Petrobras Global Finance BV    4.75   1/14/2025    EUR    69.82
Tullow Oil PLC                 6.00   11/1/2020    USD    71.50
Ensco PLC                      5.75   10/1/2044    USD    54.77
Aegon NV                       0.86                EUR    52.33
CIMPOR Financial Operations    5.75   7/17/2024    USD    72.99
Heta Asset Resolution AG       4.25  10/31/2016    EUR    69.13
Intelsat Luxembourg SA         8.13    6/1/2023    USD    23.86
CGG SA                         6.50    6/1/2021    USD    39.75
Banque Federative du Credit    1.00                EUR    47.63
Abengoa Finance SAU            8.88   11/1/2017    USD    17.75
Intelsat Jackson Holdings S    7.50    4/1/2021    USD    62.20
Premier Oil PLC                5.00  12/11/2020    GBP    55.50
DNO ASA                        8.75   6/18/2020    USD    62.67
Banco Espirito Santo SA        2.63    5/8/2017    EUR    23.25
EnQuest PLC                    5.50   2/15/2022    GBP    39.38
Banco Espirito Santo SA        4.00   1/21/2019    EUR    24.51
Nordea Bank AB                 0.70                EUR    52.16
Indo Energy Finance II BV      6.38   1/24/2023    USD    45.00
Algeco Scotsman Global Fina   10.75  10/15/2019    USD    29.00
Constellium NV                 5.75   5/15/2024    USD    72.75
Bank of New York Mellon Lux    4.30  12/15/2050    EUR    38.63
FF Group Finance Luxembourg    1.75    7/3/2019    EUR    73.82
PagesJaunes Finance & Co SC    8.88    6/1/2018    EUR    54.68
QGOG Constellation SA          6.25   11/9/2019    USD    57.00
Metinvest BV                   8.75   2/14/2018    USD    44.88
Andrade Gutierrez Internati    4.00   4/30/2018    USD    65.50
EnQuest PLC                    7.00   4/15/2022    USD    45.00
Ferrexpo Finance PLC          10.38    4/7/2019    USD    59.50
AXA SA                         1.29                EUR    59.99
Far East Capital Ltd SA        8.00    5/2/2018    USD    53.25
Petrobras Global Finance BV    6.63   1/16/2034    GBP    65.04
Credit Logement SA             0.92                EUR    74.68
Pacific Drilling SA            5.38    6/1/2020    USD    33.00
Fiat Chrysler Automobiles N    7.88  12/15/2016    USD    68.76
HSH Nordbank AG                7.25                USD    19.50
Hema Bondco I BV               6.25   6/15/2019    EUR    73.68
Heta Asset Resolution AG       2.75   5/31/2016    CHF    69.00
Waste Italia SpA              10.50  11/15/2019    EUR    24.63
Brunswick Rail Finance Ltd     6.50   11/1/2017    USD    40.00
Metinvest BV                  10.25   5/27/2016    USD    43.71
VistaJet Malta Finance PLC     7.75    6/1/2020    USD    44.00
IMMOFINANZ AG                  4.25    3/8/2018    EUR     4.25
Tullow Oil PLC                 6.25   4/15/2022    USD    71.88
CGG SA                         6.88   1/15/2022    USD    39.75
Asya Sukuk Co Ltd              7.50   3/28/2023    USD    70.00
Indo Energy Finance BV         7.00    5/7/2018    USD    61.01
KCA Deutag UK Finance PLC      7.25   5/15/2021    USD    64.50
Privatbank CJSC Via UK SPV    10.25   1/23/2018    USD    73.95
Etablissements Maurel et Pr    1.63    7/1/2019    EUR     8.38
ING Groep NV                   1.27                EUR    57.00
HSH Nordbank AG/Luxembourg     2.31                EUR    15.17
Petrobras Global Finance BV    5.38   10/1/2029    GBP    61.99
AXA SA                         0.92                EUR    55.98
CNP Assurances                 0.62                EUR    47.34
Neopost SA                     3.38                EUR    41.34
OAS Investments GmbH           8.25  10/19/2019    USD     0.00
Norske Skogindustrier ASA      7.00   6/26/2017    EUR    19.38
CHC Helicopter SA              9.38    6/1/2021    USD     6.00
CGG SA                         1.75    1/1/2020    EUR     4.55
Avanti Communications Group   10.00   10/1/2019    USD    72.75
Banco Espirito Santo SA        4.75   1/15/2018    EUR    24.75
Banque Federative du Credit    0.65                EUR    44.88
Credit Agricole SA             0.68                EUR    51.75
German Pellets GmbH            7.25  11/27/2019    EUR     0.92
DTEK Finance PLC               7.88    4/4/2018    USD    38.13
Air Berlin Finance BV          6.00    3/6/2019    EUR    70.90
BNP Paribas SA                 2.13                EUR    60.00
Public Power Corp Finance P    5.50    5/1/2019    EUR    73.07
Abengoa Finance SAU            7.75    2/1/2020    USD     8.63
HSBC Bank PLC                  1.13                USD    52.50
BNP Paribas Fortis SA          1.77                EUR    65.00
Takko Luxembourg 2 SCA         9.88   4/15/2019    EUR    56.13
AXA SA                         0.70                EUR    60.50
Oi Brasil Holdings Cooperat    5.75   2/10/2022    USD    25.06
SOITEC                         6.75   9/18/2018    EUR     2.10
Bank of New York Mellon Lux    4.11  12/30/2099    EUR     9.81
Petroleum Geo-Services ASA     7.38  12/15/2018    USD    68.50
BIBBY Offshore Services PLC    7.50   6/15/2021    GBP    66.13
Far East Capital Ltd SA        8.75    5/2/2020    USD    56.75
Air France-KLM                 2.03   2/15/2023    EUR    11.30
Norske Skog AS                11.75  12/15/2019    EUR    62.38
AXA SA                         1.83                USD    67.66
Yuksel Insaat AS               9.50  11/10/2015    USD    48.00
Bluewater Holding BV          10.00  12/10/2019    USD    40.13
AXA SA                         2.25                USD    69.18
HSBC Bank PLC                  0.81                USD    51.81
ING Groep NV                   0.87                EUR    54.75
BPCE SA                        2.54                USD    71.25
Rothschilds Continuation Fi    1.00                EUR    44.63
Johnston Press Bond Plc        8.63    6/1/2019    GBP    69.75
UKRLANDFARMING PLC            10.88   3/26/2018    USD    30.50
Immigon Portfolioabbau AG     10.00                EUR     4.03
Vneshprombank Ltd via VPB F    9.00  11/14/2016    USD    13.00
Abengoa Finance SAU            8.88   11/1/2017    USD    10.50
Aegon NV                       4.26                NLG    72.24
Ageasfinlux SA                 1.18                EUR    55.33
EnQuest PLC                    7.00   4/15/2022    USD    42.50
DTEK Finance PLC              10.38   3/28/2018    USD    38.01
CEVA Group PLC                 9.00    9/1/2021    USD    66.00
Steilmann SE                   6.75   6/27/2017    EUR    65.13
Capital Funding GmbH           2.27                EUR    66.38
Steilmann SE                   7.00   9/23/2018    EUR    63.63
Paragon Offshore PLC           6.75   7/15/2022    USD    27.25
BIM SAS                        2.50  11/13/2020    EUR    25.55
Air Berlin PLC                 5.63    5/9/2019    CHF    79.63
Assystem                       4.50                EUR    28.45
Rothschilds Continuation Fi    0.81                USD    41.13
Virgolino de Oliveira Finan   10.50   1/28/2018    USD     3.95
Abengoa Finance SAU            7.75    2/1/2020    USD     8.63
Abengoa SA                     6.25   1/17/2019    EUR     8.63
German Pellets GmbH            7.25    4/1/2016    EUR     1.95
Tullow Oil PLC                 6.00   11/1/2020    USD    72.63
Econocom Group SA/NV           1.50   1/15/2019    EUR    11.61
Standard Chartered PLC         0.94                USD    59.60
Santander International Pre    2.00                USD    37.88
Novo Banco SA                  5.00   3/15/2022    EUR    70.88
InterGen NV                    7.00   6/30/2023    USD    68.25
Portugal Telecom Internatio    5.24   11/6/2017    EUR    29.63
WPE International Cooperati   10.38   9/30/2020    USD     7.50
European Directories BondCo    7.00   12/9/2018    EUR    65.39
Novo Banco SA                  3.50    1/2/2043    EUR    56.38
Metinvest BV                  10.50  11/28/2017    USD    43.83
Standard Chartered PLC         0.81                GBP    59.58
Hema Bondco II BV              8.50  12/15/2019    EUR    40.39
Transcapitalbank JSC Via Tr   10.00   9/18/2020    USD    59.60
Tesco PLC                      4.88   3/24/2042    GBP    74.58
Petromena ASA                  9.75   5/24/2016    NOK     0.52
Privatbank CJSC Via UK SPV    10.88   2/28/2018    USD    70.66
Caisse Federale du Credit M    1.10                EUR    47.63
Banca Monte dei Paschi di S    2.49   5/15/2018    EUR    56.38
Barclays Bank PLC              1.13                USD    49.00
IGas Energy PLC               10.00   3/22/2018    USD    40.25
Abengoa Greenfield SA          6.50   10/1/2019    USD     7.88
German Pellets GmbH            7.25    7/9/2018    EUR     1.78
Afren PLC                      6.63   12/9/2020    USD     0.30
Lloyds Bank PLC                0.98                USD    56.50
Santander Finance Preferred    0.61                EUR    53.00
Barclays Bank PLC              1.56                GBP    63.63
Prosafe SE                     4.88    2/8/2017    NOK    66.00
Hema Bondco I BV               5.25   6/15/2019    EUR    70.32
HSBC Bank PLC                  0.98                USD    48.75
Lambay Capital Securities P    6.25                GBP     1.77
Singulus Technologies AG       7.75   3/23/2017    EUR    28.38
Meyer Burger Technology AG     4.00   9/24/2020    CHF    68.14
Banco Bilbao Vizcaya Argent    1.10                EUR    68.55
Lloyds Bank PLC                0.81                USD    56.25
Prosafe SE                     4.13    9/9/2019    NOK    50.00
Lloyds Bank PLC                1.06                USD    56.50
Alno AG                        8.50   5/14/2018    EUR    71.38
Songa Offshore                 8.40   5/17/2018    NOK    49.88
Barclays Bank PLC              1.13                USD    54.06
Banco Espirito Santo SA        6.88   7/15/2016    EUR    24.38
Praktiker AG                   5.88   2/10/2016    EUR     0.54
Ferrexpo Finance PLC          10.38    4/7/2019    USD    66.18
OGX Austria GmbH               8.50    6/1/2018    USD     0.11
Standard Chartered PLC         0.94                USD    59.50
Abengoa Greenfield SA          6.50   10/1/2019    USD     9.00
Caixa Geral de Depositos SA    1.34  12/28/2017    EUR    72.88
Paragon Offshore PLC           7.25   8/15/2024    USD    27.00
ATF Capital BV                10.00                USD    59.88
Tullow Oil PLC                 6.25   4/15/2022    USD    71.50
Caixa Terrassa Societat de     1.18                EUR    48.38
Etablissements Maurel et Pr    2.75    7/1/2021    EUR     5.77
Mriya Agro Holding PLC         9.45   4/19/2018    USD     6.02
Nexity SA                      0.63    1/1/2020    EUR    52.59
Sydbank A/S                    0.95                EUR    51.25
DNB Bank ASA                   1.06                USD    55.38
Credit Mutuel Arkea SA         1.11                EUR    44.63
Banca Carige SpA               8.34                EUR    55.63
Bank of Scotland PLC           0.94                USD    56.75
Pohjola Bank Oyj               0.64                EUR    46.00
Kaupthing ehf                  7.63   2/28/2015    USD    17.63
Capital Raising GmbH           7.50                EUR    19.25
OSX 3 Leasing BV              13.00   3/20/2015    USD    25.00
Alcatel-Lucent SA              4.25    7/1/2018    EUR     4.08
CGG SA                         1.25    1/1/2019    EUR    22.53
Tonon Luxembourg SA            7.25   1/24/2020    USD    10.25
Norske Skog Holding AS         8.00   2/24/2021    EUR    25.38
Codere Finance Luxembourg S    8.25   6/15/2015    EUR    70.88
Standard Chartered PLC         1.03                USD    59.50
Kaupthing ehf                  5.75   10/4/2011    USD    17.63
Candyking Holding AB           5.00   1/29/2018    SEK    40.38
Union Fenosa Preferentes SA    1.41                EUR    66.13
Alcatel-Lucent SA              0.13   1/30/2020    EUR     4.16
Beate Uhse AG                  7.75    7/9/2019    EUR    31.00
Steilmann SE                   7.00    3/9/2017    EUR    63.63
Novo Banco SA                  3.00   6/21/2022    USD    64.38
Vedanta Resources PLC          6.00   1/31/2019    USD    60.50
Fred Olsen Energy ASA          4.06   2/28/2019    NOK    47.38
Abengoa SA                     4.50    2/3/2017    EUR     8.63
Standard Chartered PLC         1.09                USD
Volstad Shipping AS            7.06   5/30/2018    NOK    30.88
Cofinoga Funding Two LP        2.27                EUR    60.88
Banca delle Marche SpA         0.75    6/1/2017    EUR     1.12
Virgolino de Oliveira Finan   11.75    2/9/2022    USD     3.95
BLT Finance BV                 7.50   5/15/2014    USD     3.94
Afren PLC                     11.50    2/1/2016    USD     0.53
Aegon NV                       1.51                NLG    50.65
Talvivaara Mining Co PLC       4.00  12/16/2015    EUR     1.78
Kistefos Equity Operations     7.93   4/19/2019    NOK    63.75
Danske Bank Oyj                1.15                EUR    51.75
Privatbank CJSC Via UK SPV    11.00    2/9/2021    USD    60.88
EFG International AG           1.20                EUR    55.25
Pierre & Vacances SA           3.50   10/1/2019    EUR    37.59
Hellenic Republic Governmen    6.14   4/14/2028    EUR    67.75
Phosphorus Holdco PLC         10.00    4/1/2019    GBP     1.18
Island Offshore Shipholding    6.38    4/5/2016    NOK    64.25
National Westminster Bank P    1.19                USD
Scandinavian Airlines Syste    0.63                CHF    27.50
CIMPOR Financial Operations    5.75   7/17/2024    USD    71.00
Iona Energy Co UK PLC         12.50   9/27/2018    USD     3.38
Dexia Kommunalbank Deutschl    4.88  12/31/2016    EUR    24.13
Hybrid Raising GmbH            6.63                EUR    18.88
Assystem                       4.00    1/1/2017    EUR    24.87
Heta Asset Resolution AG       0.61   1/24/2017    EUR    25.50
Eurobank Ergasias SA           1.39    6/8/2017    EUR    69.38
World Wide Supply AS           7.75   5/26/2017    USD    27.00
Afren PLC                     10.25    4/8/2019    USD     0.30
Farstad Shipping ASA           5.30   2/15/2017    NOK    52.38
Atlantic Offshore AS           8.52   5/16/2018    NOK    28.88
Prosafe SE                     4.92   1/17/2020    NOK    50.00
Boardriders SA                 9.50  12/15/2020    EUR    72.25
REC Silicon ASA                6.50   9/11/2018    USD    73.33
NTRP Via Interpipe Ltd        10.25    8/2/2017    USD    29.50
Gol LuxCo SA                   8.88   1/24/2022    USD    39.25
ESFIL-Espirito Santo Financ    5.25   6/12/2015    EUR     1.44
Havila Shipping ASA            9.56   8/30/2016    NOK    20.13
Bank Nadra via NDR Finance     8.25   7/31/2018    USD     0.70
Vedanta Resources PLC          8.25    6/7/2021    USD    53.00
Novo Banco SA                  5.00   2/24/2022    EUR    72.50
OGX Austria GmbH               8.38    4/1/2022    USD     0.08
BNP Paribas SA                 0.61                USD    59.75
DNB Bank ASA                   1.03                USD    54.88
Espirito Santo Financial Gr    6.88  10/21/2019    EUR     0.06
Banco Espanol de Credito SA    0.99                EUR    52.50
Oi Brasil Holdings Cooperat    5.63   6/22/2021    EUR    24.00
DOF ASA                        8.38    2/7/2017    NOK    59.25
Spirit Issuer PLC              1.14  12/28/2028    GBP
Aralco Finance SA             10.13    5/7/2020    USD     2.75
KCA Deutag UK Finance PLC      7.25   5/15/2021    USD    64.00
Dexia Kommunalbank Deutschl    5.63  12/31/2017    EUR    13.13
Tonon Luxembourg SA           10.50   5/14/2024    USD    43.69
Phones4u Finance PLC           9.50    4/1/2018    GBP    55.63
Nordea Bank Norge ASA          0.81                USD    54.50
Prosafe SE                     4.13  10/22/2018    NOK    65.88
Espirito Santo Financial Gr    3.13   12/2/2018    EUR     0.21
Jyske Bank A/S                 1.16                EUR    49.38
Cirio Holding Luxembourg SA    6.25   2/16/2004    EUR     0.50
Offshore Drilling Holding S    8.38   9/20/2020    USD    47.50
Abengoa SA                     5.13    3/5/2017    USD    13.00
Novo Banco SA                  3.50   1/23/2043    EUR    56.25
SNS Bank NV                    6.25  10/26/2020    EUR     3.84
Pescanova SA                   5.13   4/20/2017    EUR     2.87
Songa Offshore                 7.50  12/11/2018    NOK    47.63
Barclays Bank PLC              0.15  12/28/2040    EUR    54.48
Eniro AB                       6.00   4/14/2020    SEK    40.83
Sidetur Finance BV            10.00   4/20/2016    USD     8.25
Banco Espirito Santo SA        2.52                EUR     1.27
IKB Deutsche Industriebank     5.63   3/31/2017    EUR    22.00
Pacific Drilling SA            5.38    6/1/2020    USD    28.25
Mitchells & Butlers Finance    2.72   6/15/2036    GBP    74.75
Ausy                           3.25    1/1/2021    EUR    52.00
Societe Air France SA          2.75    4/1/2020    EUR    21.35
Societe Generale SA            0.44                USD    56.50
Ukreximbank Via Biz Finance    7.87    2/9/2023    USD    72.25
Oceanteam ASA                 11.87  10/24/2017    USD    54.50
Electromagnetic Geoservices    7.02   6/27/2019    NOK    44.13
Popular Capital SA             0.68                EUR    41.00
Dexia Credit Local SA          1.54                EUR    11.50
NIBC Bank NV                   1.84                USD    56.75
Cattles Ltd                    7.13    7/5/2017    GBP     2.00
CBo Territoria                 6.00    1/1/2020    EUR     3.91
Mobylife Holding A/S           7.25   5/23/2018    SEK    70.50
Mriya Agro Holding PLC        10.95   3/30/2016    USD     6.30
Vedanta Resources PLC          7.13   5/31/2023    USD    56.00
Touax SA                       6.00   7/10/2020    EUR    16.46
Algeco Scotsman Global Fina   10.75  10/15/2019    USD    29.25
GNB - Cia de Seguros de Vid    3.27                EUR    62.80
Sydbank A/S                    1.05                EUR    51.25
BDT Media Automation GmbH      8.13   10/9/2017    EUR    67.00
Mitchells & Butlers Finance    1.19  12/15/2033    GBP    73.69
Sazka AS                       9.00   7/12/2021    EUR     0.00
Semper Idem Underberg GmbH     5.00  12/11/2018    EUR    73.38
Island Drilling Co ASA         9.50    4/3/2018    USD    16.25
NIBC Bank NV                   0.66                EUR    47.75
National Westminster Bank P    0.94                USD
Barclays Bank PLC              0.88                USD    54.06
International Industrial Ba    9.00    7/6/2011    EUR     0.49
VistaJet Malta Finance PLC     7.75    6/1/2020    USD    45.00
E Forland AS                   7.80    9/4/2018    NOK    56.13
Kaupthing ehf                  5.75   10/4/2011    USD    17.63
Vseukrainsky Aktsinerny Ban   10.90   6/14/2019    USD     1.13
Elli Investments Ltd          12.25   6/15/2020    GBP    36.13
Jyske Bank A/S                 0.76                EUR    49.63
Farstad Shipping ASA           4.46   5/29/2018    NOK    44.25
Societe Generale SA            1.03                EUR    57.00
DOF ASA                        8.02   9/12/2019    NOK    50.00
Novo Banco SA                  3.50   3/18/2043    EUR    56.25
Viking Supply Ships AS         9.25   3/21/2017    NOK    29.75
EDOB Abwicklungs AG            7.50    4/1/2012    EUR     0.37
Virgolino de Oliveira Finan   10.88   1/13/2020    USD    20.00
DOF Subsea AS                  6.18   5/22/2018    NOK    73.75
Pescanova SA                   8.75   2/17/2019    EUR     3.31
Finance and Credit Bank JSC    9.25   1/25/2019    USD     1.04
SNS Bank NV                   11.25                EUR     0.53
Cirio Finanziaria SpA          8.00  12/21/2005    EUR     4.25
Constellium NV                 5.75   5/15/2024    USD    77.75
Credit Lyonnais SA             1.81                EUR    53.20
CSN Resources SA               6.50   7/21/2020    USD    47.00
Nuova Banca delle Marche Sp    0.93   6/15/2016    EUR     0.90
Rena GmbH                      8.25   7/11/2018    EUR     8.63
JZ Capital Partners Ltd        6.00   7/30/2021    GBP    10.45
Corporate Commercial Bank A    8.25    8/8/2014    USD     0.90
Kaupthing ehf                  9.00                USD     0.13
DOF ASA                        5.88    2/7/2018    NOK    53.00
Banca Carige SpA               1.76  12/29/2018    EUR    54.00
Breeze Finance SA              6.71   4/19/2027    EUR    39.00
Northland Resources AB         4.00  10/15/2020    USD     0.01
DNB Bank ASA                   0.94                USD    55.50
CEVA Group PLC                12.75   3/31/2020    USD    72.63
Golden Energy Offshore Serv    8.31   5/28/2017    NOK    20.75
Paragon Offshore PLC           7.25   8/15/2024    USD    26.25
Laurel GmbH                    7.13  11/16/2017    EUR    26.13
Heta Asset Resolution AG       5.92   2/22/2022    EUR    28.50
Abengoa Finance SAU            8.88    2/5/2018    EUR     9.75
Eramet                         5.10   5/28/2026    EUR    65.50
friedola Gebr Holzapfel Gmb    7.25   4/11/2017    EUR     3.55
BNP Paribas SA                 1.86   4/30/2033    USD    62.00
TGC-2 OJSC                    12.00  10/10/2018    RUB    52.45
TradeDoubler AB                6.75  12/20/2018    SEK    74.50
National Westminster Bank P    1.13                USD    61.00
Tonon Luxembourg SA            7.25   1/24/2020    USD    10.25
Royal Bank of Scotland Grou    1.13                USD
Havila Shipping ASA            5.51   3/30/2017    NOK    50.00
Smart Solutions GmbH           8.00   12/3/2018    EUR    54.88
Heta Asset Resolution AG       4.35   11/3/2016    EUR    23.38
KA Finanz AG                   5.43   2/13/2024    EUR    67.00
Immigon Portfolioabbau AG      7.00    3/6/2021    EUR    16.00
Avanti Communications Group   10.00   10/1/2019    USD    76.00
LBI HF                         6.25                EUR     0.00
Cooperatieve Rabobank UA       0.50  11/26/2021    ZAR    57.70
Heta Asset Resolution AG       1.91   9/29/2016    JPY    70.00
Barclays Bank PLC              2.62   4/19/2033    USD    68.25
Heta Asset Resolution AG       3.42   11/7/2016    EUR    73.25
Dannemora Mineral AB          11.75   3/22/2016    USD     0.14
IGas Energy PLC               10.00  12/11/2018    USD    50.00
Immigon Portfolioabbau AG      8.85   7/26/2024    EUR    15.00
Deutsche Bank AG/London        4.04  11/26/2034    USD    71.85
Abengoa Finance SAU            6.00   3/31/2021    EUR     9.50
Alpha Bank AE                  1.54    2/1/2017    EUR    60.13
Takko Luxembourg 2 SCA         6.86   4/15/2019    EUR    47.42
Koninklijke Luchtvaart Maat    0.75                CHF    36.50
Norske Skogindustrier ASA      7.13  10/15/2033    USD    14.50
Dexia SA                       4.89                EUR     8.63
Comune di Verona               0.09   12/1/2026    EUR    66.90
Codere Finance Luxembourg S    9.25   2/15/2019    USD    70.00
Gebr Sanders GmbH & Co KG      8.75  10/22/2018    EUR    72.25
Hellenic Republic Governmen    5.20   7/17/2034    EUR    58.88
Danske Bank Oyj                1.37                EUR    66.00
Eroski S Coop                  3.02                EUR    43.42
Ajecorp BV                     6.50   5/14/2022    USD    32.25
Lehman Brothers UK Capital     5.13                EUR     0.00
Brunswick Rail Finance Ltd     6.50   11/1/2017    USD    40.25
Novo Banco SA                  3.50   2/19/2043    EUR    56.25
Alpine Holding GmbH            6.00   5/22/2017    EUR     0.00
Olympic Ship AS                6.01   6/18/2019    NOK    29.38
SiC Processing GmbH            7.13    3/1/2016    EUR     1.39
Barclays Bank PLC             10.00   3/28/2034    USD    74.75
Abengoa SA                     5.13    3/5/2017    USD    13.00
Autonomous Community of Cat    1.16    9/8/2024    EUR    70.58
Metinvest BV                  10.50  11/28/2017    USD    44.50
HPI AG                         9.00    7/1/2016    EUR    15.00
Afren PLC                     11.50    2/1/2016    USD     0.83
Kaupthing ehf                  7.13   5/19/2016    USD     0.00
Lehman Brothers Treasury Co    6.00   11/2/2035    EUR    16.25
Petrol AD                      8.38   1/26/2017    EUR    23.25
Global PVQ SE                  6.75  10/21/2015    EUR     1.04
Deutsche Bank AG/London        1.37   3/15/2033    USD    66.00
Veneto Banca SpA               6.95   2/25/2025    EUR    64.00
Hellas Telecommunications L    8.50  10/15/2013    EUR     0.01
Travel24.com AG                7.50   9/17/2017    EUR    29.10
Rena GmbH                      7.00  12/15/2015    EUR     8.63
CHC Helicopter SA              9.25  10/15/2020    USD    40.63
Solstad Offshore ASA           4.52   6/24/2019    NOK    61.88
Barclays Bank PLC              1.67   3/21/2033    USD    67.81
Havila Shipping ASA            8.60   3/30/2017    NOK    46.25
Karlie Group GmbH              6.75   6/25/2018    EUR    32.00
CRC Breeze Finance SA          6.11    5/8/2016    EUR    46.63
Banco Espirito Santo SA        6.90   6/28/2024    EUR    24.00
Selectirente                   3.50    1/1/2020    EUR
International Industrial Ba   11.00   2/19/2013    USD     0.23
Sairgroup Finance BV           4.38    6/8/2006    EUR    18.25
Afren PLC                     10.25    4/8/2019    USD     0.30
Cirio Del Monte NV             7.75   3/14/2005    EUR     4.35
Deutsche Bank AG/London        4.32   6/30/2034    USD    68.65
BOA Offshore AS                7.76  12/18/2018    NOK    31.75
Santander Finance Capital S    2.00                EUR    28.88
QGOG Constellation SA          6.25   11/9/2019    USD    51.00
CGG SA                         6.88   1/15/2022    USD    39.63
SeaBird Exploration Finance    6.00    3/3/2018    USD    19.75
Lehman Brothers Treasury Co    7.25   10/5/2035    EUR    13.88
Landesbeteiligungen Baden-W    1.45   6/15/2046    EUR   100.87
Olympic Ship AS                7.05   9/21/2017    NOK    44.38
More & More AG                 8.13   6/11/2018    EUR    41.88
Afren PLC                      6.63   12/9/2020    USD     0.30
PA Resources AB               13.50    3/3/2016    SEK     0.25
Hellenic Republic Governmen    2.09   7/25/2057    EUR    33.63
Heta Asset Resolution AG       0.23  12/18/2030    EUR    25.75
GNB - Cia de Seguros de Vid    1.97  12/19/2022    EUR    68.80
Teksid Aluminum Luxembourg    11.38   7/15/2011    EUR     0.05
Northland Resources AB        15.00   7/15/2019    USD     1.00
Boardriders SA                 9.50  12/15/2020    EUR    72.25
Commerzbank Holdings UK Ltd    1.06                USD    62.88
Pescanova SA                   6.75    3/5/2015    EUR     2.99
Lehman Brothers Treasury Co    7.00   5/17/2035    EUR    13.88
Sairgroup Finance BV           6.63   10/6/2010    EUR    19.88
MS Deutschland Beteiligungs    6.88  12/18/2017    EUR     8.02
Air Berlin Finance BV          1.50   4/11/2027    EUR    70.63
Frey                           6.00  11/15/2022    EUR    21.50
Cirio Finance Luxembourg SA    7.50   11/3/2002    EUR     9.38
Cyprus Popular Bank PCL        1.55   5/26/2016    EUR     0.64
Alpine Holding GmbH            5.25   6/10/2016    EUR     0.00
Avanti Communications Group   10.00   10/1/2019    USD    65.25
IT Holding Finance SA          9.88  11/15/2012    EUR     0.01
Accentro Real Estate AG        6.25   3/27/2019    EUR     4.95
Talvivaara Mining Co PLC       9.75    4/4/2017    EUR     0.09
Societe Alsacienne et Lorra    1.63    1/1/2022    EUR    59.99
Ferrexpo Finance PLC          10.38    4/7/2019    USD    55.75
State of Carinthia             0.75   7/20/2017    CHF     0.20
Kaupthing ehf                  7.50    2/1/2045    USD     0.00
Depfa Funding III LP           1.35                EUR
Havila Shipping ASA            4.85   11/8/2016    NOK    51.38
Immigon Portfolioabbau AG      8.85   7/26/2019    EUR    15.00
Virgolino de Oliveira Finan   10.50   1/28/2018    USD     3.25
RENE LEZARD Mode GmbH          7.25  11/25/2017    EUR    30.50
Minicentrales Dos SA           4.81  11/29/2034    EUR    62.63
Strenesse AG                   9.00   3/15/2017    EUR    40.00
Mox Telecom AG                 7.25   11/2/2017    EUR     2.92
Lloyds Bank PLC                3.94  12/27/2028    USD    75.00
Novo Banco SA                  3.00  12/16/2021    EUR    62.63
Lehman Brothers Treasury Co    6.00   2/15/2035    EUR    13.88
Belfius Bank SA/NV             1.86                FRF    69.75
CEVA Group PLC                 9.00    9/1/2021    USD    66.75
Abanka Vipa DD Via Afinance    1.74                EUR     0.41
PA Resources AB                3.00  12/27/2017    NOK     0.20
Tonon Luxembourg SA           10.50   5/14/2024    USD    43.69
Lehman Brothers UK Capital     5.75                EUR     0.01
KPNQwest NV                   10.00   3/15/2012    EUR     0.57
OGX Austria GmbH               8.50    6/1/2018    USD     0.11
Alno AG                        8.00   3/21/2019    EUR    73.00
CGG SA                         5.88   5/15/2020    EUR    47.63
Norske Skog Holding AS         8.00   2/24/2023    USD    22.63
Abengoa Finance SAU            7.00   4/15/2020    EUR     9.13
OGX Austria GmbH               8.38    4/1/2022    USD     0.08
Havyard Group ASA              6.52   6/13/2017    NOK    55.00
Indo Energy Finance II BV      6.38   1/24/2023    USD    44.58
Windreich GmbH                 6.50   7/15/2016    EUR    10.88
Immigon Portfolioabbau AG      4.50    9/7/2020    EUR     1.00
Ovako AB                       6.50    6/1/2019    EUR    74.75
Rem Offshore ASA               6.27   9/25/2019    NOK    30.75
CEVA Group PLC                12.75   3/31/2020    USD    90.00
Mechel                         8.40    6/1/2021    RUB    71.61
Grupo Isolux Corsan Finance    6.63   4/15/2021    EUR    30.75
Metinvest BV                   8.75   2/14/2018    USD    42.50
Getin Noble Bank SA            4.74   3/12/2021    PLN    71.02
Waste Italia SpA              10.50  11/15/2019    EUR    24.63
LBI HF                         7.43                USD     0.00
Lloyds Bank PLC                2.62   4/26/2033    USD    65.00
KA Finanz AG                   4.90   6/23/2031    EUR    64.63
Codere Finance Luxembourg S    9.25   2/15/2019    USD    70.00
Volkswagen Bank Rus OOO        9.35   6/29/2019    RUB    60.20
Paragon Offshore PLC           6.75   7/15/2022    USD    23.75
Norske Skog AS                11.75  12/15/2019    EUR    62.38
Windreich GmbH                 6.50    3/1/2015    EUR    10.88
Geotech Seismic Services PJ   10.50  10/17/2018    RUB    56.50
Ferrexpo Finance PLC          10.38    4/7/2019    USD    67.22
Bulgaria Steel Finance BV     12.00    5/4/2013    EUR     0.59
Barclays Bank PLC              5.84  10/10/2029    USD    73.56
Abengoa Greenfield SA          5.50   10/1/2019    EUR     9.00
Heta Asset Resolution AG       0.08   9/11/2017    EUR    27.38
Region of Piemont Italy        0.12  11/27/2036    EUR    62.65
Far East Capital Ltd SA        8.00    5/2/2018    USD    52.00
Heta Asset Resolution AG       0.45  11/29/2032    EUR    30.00
Espirito Santo Financial Gr    9.75  12/19/2025    EUR     1.07
Banco Pastor SA                2.18                EUR    28.13
HPI AG                         9.00   12/1/2016    EUR    11.00
Bank Nederlandse Gemeenten     0.50    8/9/2022    MXN    72.61
Del Monte Finance Luxembour    6.63   5/24/2006    EUR     7.88
Hypo Tirol Bank AG             0.30   7/23/2026    EUR    68.38
Deutsche Bank AG               1.32   6/28/2033    USD    63.85
Heta Asset Resolution AG       4.25   5/31/2016    EUR    68.75
Golden Gate AG                 6.50  10/11/2014    EUR    43.20
Hema Bondco I BV               6.25   6/15/2019    EUR    73.13
CHC Helicopter SA              9.25  10/15/2020    USD    40.63
Nationwide Building Society    1.09                GBP    70.00
Indo Energy Finance BV         7.00    5/7/2018    USD    48.00
Santander Finance Capital S    2.00                EUR    27.25
Royal Bank of Scotland PLC/    0.63  11/16/2030    USD    73.50
HSBC France SA                 1.03                EUR    50.00
WGF Westfaelische Grundbesi    6.35   12/1/2016    EUR     3.50
APP International Finance C   11.75   10/1/2005    USD     0.25
Region of Abruzzo Italy        0.38   11/7/2036    EUR    64.81
Portigon AG                    7.46  12/31/2019    EUR    14.25
Andrade Gutierrez Internati    4.00   4/30/2018    USD    62.80
UniCredit Bank Austria AG      0.33   8/20/2033    EUR    62.38
Minicentrales Dos SA           6.45   4/14/2028    EUR    62.63
Immigon Portfolioabbau AG      7.00    3/8/2021    EUR     5.00
Banca Popolare di Vicenza      5.00    6/4/2024    EUR    54.90
UniCredit Bank Austria AG      0.24  12/27/2031    EUR    65.25
IM Skaugen SE                  9.31   6/30/2016    NOK    66.00
Caixa Geral de Depositos SA    1.50   11/5/2018    EUR    64.13
Immigon Portfolioabbau AG      8.85   7/26/2025    EUR    15.00
Heta Asset Resolution AG       0.09   9/26/2043    EUR    69.00
Barclays Bank PLC              1.78   5/31/2033    USD    67.75
SAG Solarstrom AG              6.25  12/14/2015    EUR    45.00
Lloyds Bank PLC                2.06   2/22/2033    USD    63.66
Lehman Brothers Treasury Co    5.00   2/16/2015    EUR    13.88
Rem Offshore ASA               6.77   3/14/2018    NOK    36.25
getgoods.de AG                 7.75   10/2/2017    EUR     0.25
UKRLANDFARMING PLC            10.88   3/26/2018    USD    31.25
Ideal Standard Internationa   11.75    5/1/2018    EUR    13.75
AgroGeneration                 8.00    4/1/2019    EUR    69.41
Lehman Brothers Treasury Co    8.25   3/16/2035    EUR    13.88
IKB Deutsche Industriebank     4.70   3/31/2017    EUR    23.30
VEB-Leasing OAO               13.50   2/20/2025    RUB   100.00
Petromena ASA                 10.85  11/19/2014    USD     0.52
KPNQwest NV                    8.88    2/1/2008    EUR     0.57
Frigoglass Finance BV          8.25   5/15/2018    EUR    53.09
Abengoa SA                     6.25   1/17/2019    EUR     8.63
Lloyds Bank PLC                2.00   1/31/2033    USD    65.55
wige MEDIA AG                  6.00   3/17/2019    EUR     1.92
Espirito Santo Financial Po    5.13   5/30/2016    EUR     3.61
BLT Finance BV                12.00   2/10/2015    USD    10.50
Gunther Zamek Produktions-U    7.75   5/15/2017    EUR     1.41
Tinkoff Credit Systems Bank   12.50   5/24/2016    RUB   100.00
Privatbank CJSC Via UK SPV    10.88   2/28/2018    USD    70.38
Governo Portugues Consolida    2.75                EUR    63.00
Heta Asset Resolution AG       5.27    4/7/2028    EUR    26.38
InterGen NV                    7.00   6/30/2023    USD    68.25
Mifa Mitteldeutsche Fahrrad    7.50   8/12/2018    EUR     3.20
Mechel                         8.40   5/27/2021    RUB    70.67
Heta Asset Resolution AG       7.50   5/27/2024    ATS    27.63
Oceanic Champion AS            8.00   2/20/2020    USD    73.71
Heta Asset Resolution AG       0.45   5/31/2016    EUR    71.63
PNE Wind AG                    3.75  10/10/2019    EUR     2.80
IVG Immobilien AG              5.62                EUR     0.00
Aralco Finance SA             10.13    5/7/2020    USD     1.00
Virgolino de Oliveira Finan   10.88   1/13/2020    USD    18.75
Finmek International SA        7.00   12/3/2004    EUR     0.13
Rosneft OAO                    7.95  12/11/2023    RUB    90.00
Immigon Portfolioabbau AG      6.00   3/30/2017    EUR    59.00
German Pellets GmbH            8.00                EUR     0.60
Northland Resources AB         4.00  10/15/2020    NOK     0.01
Immigon Portfolioabbau AG      7.00   7/24/2022    EUR    12.50
Depfa Funding II LP            6.50                EUR    55.25
Hema Bondco I BV               5.25   6/15/2019    EUR    69.76
LBI HF                         2.25   2/14/2011    CHF     8.50
Getin Noble Bank SA            4.77   7/10/2020    PLN    74.80
Solarworld AG                  6.38   7/13/2016    EUR    42.63
Societe Generale SA            7.72                EUR    70.00
Heta Asset Resolution AG       4.63    3/4/2018    EUR    69.38
Alpine Holding GmbH            5.25    7/1/2015    EUR     0.00
Solon SE                       1.38   12/6/2012    EUR     0.33
Espirito Santo Financial Gr    5.05  11/15/2025    EUR     0.83
HSBC Bank PLC                  0.50   7/30/2027    NZD    61.25
Marine Subsea AS               9.00  12/16/2019    USD     0.50
Metinvest BV                  10.25   5/27/2016    USD    43.87
Credit Suisse AG/Guernsey      0.88                USD
Takko Luxembourg 2 SCA         9.88   4/15/2019    EUR    56.13
Italy Government Internatio    0.40   7/31/2045    EUR    73.56
Mechel                         8.40   5/27/2021    RUB    71.00
Plaza Centers NV               6.90  12/31/2019    ILS    72.97
Barclays Bank PLC              2.28   6/17/2033    USD    70.81
LBI HF                         6.10   8/25/2011    USD    12.13
Lloyds Bank PLC                3.68   7/29/2033    USD    72.50
Solarworld AG                  6.13   1/21/2017    EUR    42.63
IM Skaugen SE                 10.12   4/11/2017    NOK    36.50
Nuova Banca Popolare dell'E    1.76   9/28/2017    EUR     0.23
Banque Cantonale Vaudoise      6.00   5/26/2016    CHF    59.04
BIBBY Offshore Services PLC    7.50   6/15/2021    GBP    66.13
Banco Espirito Santo SA       10.00   12/6/2021    EUR     0.85
Lehman Brothers Treasury Co    2.88   3/14/2013    CHF    16.25
Alpha Bank AE                  1.44    3/8/2017    EUR    68.50
Hellenic Bank PCL             11.00                EUR    46.13
Heta Asset Resolution AG       1.65   6/30/2019    CHF    69.00
Rosseti PJSC                  11.85   5/26/2025    RUB    65.35
Raiffeisen Versicherung AG     5.08                EUR    22.88
SAir Group                     5.13    3/1/2003    CHF    11.00
Kaupthing ehf                  6.13   10/4/2016    USD    17.63
DEIKON GmbH                    1.00  11/16/2016    EUR    41.00
Royal Bank of Scotland PLC/    2.18  12/13/2028    USD    74.65
International Finance Facil    0.50   6/29/2020    ZAR    66.65
Orient Express Bank PJSC      13.60    8/9/2018    RUB    48.00
Lehman Brothers Treasury Co    5.10    5/8/2017    HKD    13.88
ADLER Real Estate AG           6.00   6/30/2017    EUR    10.50
Transaero Airlines            16.00  10/25/2018    RUB     0.17
Penell GmbH Elektrogroshand    7.75   6/10/2019    EUR     6.10
Banco Comercial Portugues S    5.00                EUR    68.00
LBI HF                         4.65                EUR     0.00
Nordea Bank Finland Abp        4.35   4/20/2020    SEK    72.00
KPNQwest NV                    7.13    6/1/2009    EUR     0.57
Codere Finance Luxembourg S    8.25   6/15/2015    EUR    70.00
Norske Skogindustrier ASA      7.13  10/15/2033    USD    14.88
Region of Abruzzo Italy        0.22   11/7/2031    EUR    71.71
Astana Finance BV              7.88    6/8/2010    EUR    16.88
UniCredit Bank Austria AG      0.20   1/25/2031    EUR    64.38
UniCredit Bank Austria AG      0.26  12/31/2031    EUR    65.00
Kommunekredit                  0.50  10/22/2019    BRL    67.26
Jasper Explorer PLC           13.50   5/27/2016    USD     3.40
Heta Asset Resolution AG       4.88   9/18/2017    EUR    27.63
Ecureuil Vie Developpement     0.72                EUR    17.63
Nuova Banca Popolare dell'E    1.21   7/14/2016    EUR     0.73
SNS Bank NV                    2.61                EUR     0.39
Hamburgische Landesbank Gir    0.22  10/30/2040    EUR    62.37
Russian Helicopters JSC       11.90   1/15/2026    RUB   100.03
Stroika Finance Ltd Via Eme    7.70   6/25/2019    RUB    12.00
Heta Asset Resolution AG       0.08   8/12/2017    EUR    69.00
Heta Asset Resolution AG       4.54   9/22/2017    EUR    69.00
Phones4u Finance PLC           9.50    4/1/2018    GBP    55.63
La Veggia Finance SPA          7.13  11/14/2004    EUR     0.00
Cooperatieve Rabobank UA       0.50  11/30/2027    MXN    46.37
Bank Nederlandse Gemeenten     0.50   7/12/2022    ZAR    54.42
BANIF - Banco Internacional    4.50   1/30/2025    EUR    71.00
Global PVQ Netherlands B.V.    1.38   4/30/2012    EUR    28.63
Montepio Holding SGPS SA       5.00                EUR    50.00
Autonomous Community of Cat    0.16  10/17/2022    EUR    72.68
OAS Investments GmbH           8.25  10/19/2019    USD     1.21
Gazprom PAO                   16.60  10/21/2043    RUB   100.00
Heta Asset Resolution AG       0.08    4/9/2043    EUR    60.00
Solen AG                       7.50    4/8/2016    EUR     1.50
Artea                          6.00    8/4/2019    EUR    14.00
Western High-Speed Diameter    8.75   5/13/2031    RUB    98.90
Banco Espirito Santo SA        1.35   5/27/2018    EUR     0.85
Atari SA                       0.10    4/1/2020    EUR     2.50
Russian Post FGUP             12.00  10/18/2019    RUB    61.50
SV Patrimonia                  4.00   4/19/2016    EUR    60.00
Freshwater Finance PLC         6.06  10/17/2036    GBP    65.00
Cooperatieve Rabobank UA       0.50  10/29/2027    MXN    46.69
Hellenic Republic Governmen    2.27    2/7/2022    EUR    69.66
SAir Group                     6.25   4/12/2005    CHF    11.13
Immigon Portfolioabbau AG      8.85   7/26/2020    EUR    15.00
Veneto Banca SpA               6.94   5/15/2025    EUR    57.75
Exane Finance                  2.70   9/26/2016    USD    42.59
Depfa Funding IV LP            5.03                EUR    56.75
Vnesheconombank               11.20  11/23/2017    RUB   100.00
Barclays Bank PLC              1.52   3/28/2033    USD    69.30
Heta Asset Resolution AG       0.05   3/29/2017    EUR    69.13
Norske Skog Holding AS         8.00   2/24/2021    EUR    25.38
Bank Nederlandse Gemeenten     0.50   8/15/2022    ZAR    54.79
Norske Skog Holding AS         8.00   2/24/2023    USD    22.63
DEMIRE Real Estate AG          6.00  12/30/2018    EUR     3.60
Veneto Banca SpA              10.00  10/22/2022    EUR    52.63
Lehman Brothers Treasury Co    5.00   9/22/2014    EUR    13.88
Johnston Press Bond Plc        8.63    6/1/2019    GBP    69.75
Heta Asset Resolution AG       5.73  12/10/2021    EUR    28.25
Ekotechnika AG                 9.75   5/10/2018    EUR     9.50
LBI HF                         6.10   8/25/2011    USD    12.00
Societe Centrale des Bois e    9.00    7/1/2016    EUR     7.05
A-TEC Industries AG            8.75  10/27/2014    EUR     2.00
DTEK Finance PLC               7.88    4/4/2018    USD    37.25
Landesbank Hessen-Thueringe    0.34    5/3/2041    EUR    64.66
Locko-Bank ZAO                13.75    4/2/2020    RUB    60.17
Societe Generale SA            1.60    1/9/2020    GBP     1.07
Banco Espirito Santo SA        2.66                EUR    10.63
SpareBank 1 SR-Bank ASA        4.00  12/21/2030    EUR    75.04
Commerzbank AG                10.00   5/26/2016    EUR    45.65
Public Power Corp Finance P    5.50    5/1/2019    EUR    73.07
Svensk Exportkredit AB         0.50   1/31/2022    ZAR    57.26
Equity Release Funding No 3    2.69   4/26/2038    GBP
Hema Bondco II BV              8.50  12/15/2019    EUR    40.25
Raiffeisenlandesbank Nieder    5.00    7/1/2026    EUR    71.75
Atari SA                       7.50   2/17/2020    EUR     0.21
PagesJaunes Finance & Co SC    8.88    6/1/2018    EUR    54.38
Nuova Banca Popolare dell'E    4.25  10/30/2016    EUR     0.24
HSBC Bank PLC                  0.50   5/31/2019    IDR    74.03
Codere Finance Luxembourg S    8.25   6/15/2015    EUR    70.88
Lehman Brothers Treasury Co    4.00   2/16/2017    EUR    16.25
Kaupthing ehf                  6.13   10/4/2016    USD    17.63
Kommunalkredit Austria AG      0.87   2/24/2026    EUR    74.33
Podkarpacki Bank Spoldzielc    5.80   3/31/2025    PLN    60.00
BNP Paribas Emissions- und    12.00  12/22/2016    EUR    64.13
International Finance Facil    0.50   6/24/2024    ZAR    44.02
BLT Finance BV                 7.50   5/15/2014    USD     3.94
SAir Group                     0.13    7/7/2005    CHF    11.13
Credit Suisse AG/London       10.00   8/29/2016    USD    33.93
Far East Capital Ltd SA        8.75    5/2/2020    USD    51.88
Raiffeisenbank AO             10.00  10/29/2018    RUB    60.25
BNP Paribas SA                 0.50   7/20/2021    BRL    53.13
Gazprom PAO                   16.60  10/21/2043    RUB   100.00
Heta Asset Resolution AG       6.94   6/10/2017    EUR    69.00
Kerdos Group SA                8.00  12/15/2017    PLN    18.09
Kaupthing ehf                  5.25   7/18/2017    BGN    17.63
Russian Bank for Small and     8.25  11/26/2016    RUB    97.30
Virgolino de Oliveira Finan   11.75    2/9/2022    USD     3.35
OBRAZOVANIE AKIB AO           14.50   5/31/2018    RUB    62.68
Kaupthing ehf                  7.13   5/19/2016    USD     0.00
Enemona AD-Kozloduy           10.00   4/28/2017    BGN     0.04
Sviaz Bank OAO                12.00   2/26/2018    RUB    99.90
SNS Bank NV                    6.63   5/14/2018    EUR     3.83
Immigon Portfolioabbau AG      0.30   3/14/2020    EUR    70.41
Credit Suisse AG/London        3.00  11/15/2025    ZAR    56.02
CARPEVIGO AG                   2.50   6/30/2016    EUR    20.00
Barclays Bank PLC              6.75   6/23/2017    USD    73.12
Tatfondbank PJSC              13.50   5/28/2025    RUB    63.07
BKN biostrom AG                7.50    6/5/2016    EUR     2.50
Banca Popolare di Vicenza      9.50   10/2/2025    EUR    70.88
Deutsche Bank AG/London        8.50   4/29/2016    USD     8.50
Reso-Leasing OOO              13.75   10/3/2025    RUB    98.41
Dolomite Capital Ltd          13.13  12/20/2019    ZAR    58.91
Skue Sparebank                 2.28                NOK    68.39
Santander Finance Capital S    2.00                USD    37.38
Svensk Exportkredit AB         0.50   2/22/2022    ZAR    56.04
Credit Suisse AG/London        7.80   7/16/2025    USD     7.76
Region of Molise Italy         0.36  12/15/2033    EUR    67.35
Royal Bank of Scotland Grou    1.55   1/12/2046    EUR    57.00
Deutsche Bank AG/London        3.08   8/28/2034    USD    68.75
Lehman Brothers Treasury Co    4.50    5/2/2017    EUR     2.60
Lehman Brothers Treasury Co    6.00   3/14/2011    EUR    13.88
RSL Communications PLC        10.13    3/1/2008    USD     0.41
Caixa Geral de Depositos SA    0.53  11/13/2017    EUR    74.00
Kommunekredit                  0.50   2/20/2020    BRL    65.05
Tatfondbank PJSC              14.50    2/3/2026    RUB   100.02
Immigon Portfolioabbau AG      1.42   7/29/2018    EUR    25.00
Deutsche Bank AG/London        1.66   1/31/2033    USD    63.75
Credit Agricole Corporate &    0.50    3/6/2023    RUB    53.90
Lehman Brothers Treasury Co    5.25   5/26/2026    EUR     2.60
Heta Asset Resolution AG       5.04   2/15/2023    EUR    69.00
ADLER Real Estate AG           6.00  12/27/2018    EUR    10.50
Eksportfinans ASA              0.50    5/9/2030    CAD    53.50
Norddeutsche Landesbank Gir   10.50    9/2/2016    EUR    69.49
LBI HF                         3.00   12/7/2010    CHF     8.50
Exane Finance                  6.25  12/20/2019    SEK
UniCredit Bank Austria AG      0.33  10/31/2031    EUR    63.50
Barclays Bank PLC              8.00    3/6/2018    USD
OT-Optima Telekom DD           5.25   5/30/2022    HRK    50.00
RSL Communications PLC         9.88  11/15/2009    USD     0.45
Immigon Portfolioabbau AG      5.26    2/5/2025    EUR    54.38
Kommunekredit                  0.50   7/30/2027    TRY    30.25
A-TEC Industries AG            2.75   5/10/2014    EUR     2.00
HSBC Trinkaus & Burkhardt A    5.10    6/2/2016    EUR    58.27
Credit Suisse AG/London        9.50   5/23/2016    USD    30.44
SG Option Europe SA            7.00    5/5/2017    EUR    50.02
Astana Finance BV              9.00  11/16/2011    USD    16.88
Societe Generale SA            0.52   5/20/2016    USD    48.16
Hamburgische Landesbank Gir    0.24   1/22/2041    EUR    61.14
Lehman Brothers Treasury Co    5.00   3/18/2015    EUR    13.88
Lehman Brothers Treasury Co    4.00   12/2/2012    EUR     2.60
Lehman Brothers Treasury Co    3.03   1/31/2015    EUR     2.60
Lehman Brothers Treasury Co    4.00  10/24/2012    EUR     2.60
Lehman Brothers Treasury Co    6.00  10/30/2012    EUR     2.60
Lehman Brothers Treasury Co   11.00  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    1.00    5/9/2012    EUR     2.60
Solarwatt GmbH                 7.00   11/1/2015    EUR    14.50
SpareBank 1 Nordvest           3.82   3/11/2099    NOK    54.63
Barclays Bank PLC              2.50    3/7/2017    EUR    51.60
Bank Julius Baer & Co Ltd/G   11.73   6/10/2016    CHF    58.35
Mriya Agro Holding PLC         9.45   4/19/2018    USD     8.88
Credit Europe Bank Ltd        13.75    9/5/2016    RUB    92.00
Burovoya Kompaniya Eurasia     8.40   6/20/2018    RUB    98.46
Agroton Public Ltd             6.00   7/14/2019    USD    10.00
Podkarpacki Bank Spoldzielc    5.77    7/2/2020    PLN    71.99
International Finance Facil    0.50   6/29/2027    ZAR    30.66
DekaBank Deutsche Girozentr    2.67   11/7/2016    EUR    67.01
Province of Brescia Italy      0.35   6/30/2036    EUR    65.48
Banca Popolare di Vicenza      4.97   4/20/2027    EUR    59.13
Heta Asset Resolution AG       0.05   3/29/2017    EUR    69.00
Sparebanken Sor                2.56    6/3/2025    NOK    74.56
Bank Julius Baer & Co Ltd/G   11.00   2/14/2017    USD    67.10
Barclays Bank PLC              7.12   10/4/2017    USD
BNP Paribas SA                 0.50  12/20/2018    BRL    70.89
Heta Asset Resolution AG       3.90   1/24/2017    EUR    73.75
Nota-Bank OJSC                13.50  10/13/2016    RUB    31.50
Nuova Banca delle Marche Sp    7.75   6/30/2018    EUR     0.90
Societe Generale SA            1.88   2/28/2033    USD    72.40
Wlodarzewska SA                9.19   5/15/2016    PLN    65.10
Bank Julius Baer & Co Ltd/G   11.40    2/6/2017    USD    66.35
Landesbank Hessen-Thueringe    0.36   4/23/2041    EUR    68.00
Heta Asset Resolution AG       5.03   1/26/2017    EUR    28.13
MirLand Development Corp PL    6.00  11/30/2017    ILS    26.00
Credit Suisse AG              11.00   3/28/2016    USD     4.95
Elli Investments Ltd          12.25   6/15/2020    GBP    36.13
Svensk Exportkredit AB         0.50   8/28/2020    TRY    62.56
Lehman Brothers Treasury Co   11.75    3/1/2010    EUR     2.60
Notenstein Finance Guernsey    1.00   9/17/2019    CHF    59.35
HSBC Bank PLC                  0.50  11/25/2025    BRL    37.29
Heta Asset Resolution AG       0.03   8/28/2017    EUR    70.00
Getin Noble Bank SA            4.80   11/9/2020    PLN    72.21
Erste Group Bank AG            2.90  10/20/2022    EUR    72.80
Barclays Bank PLC             10.00  12/16/2016    USD     8.80
Heta Asset Resolution AG       5.80   6/17/2017    EUR    69.00
Lehman Brothers Treasury Co    5.00    5/2/2022    EUR     2.60
Immigon Portfolioabbau AG      5.27    2/8/2027    EUR    62.75
Lehman Brothers Treasury Co    5.00   2/27/2014    EUR    13.88
SAir Group                     6.25  10/27/2002    CHF    11.13
Takko Luxembourg 2 SCA         6.86   4/15/2019    EUR    47.42
Heta Asset Resolution AG       5.68    7/5/2017    EUR    69.00
Heta Asset Resolution AG       3.72   3/15/2017    EUR    69.00
SAir Group                     4.25    2/2/2007    CHF    11.25
Province of Milan Italy        0.21  12/22/2033    EUR    69.73
BAWAG PSK Versicherungs AG     1.33                EUR    54.91
Vnesheconombank                2.00   6/18/2021    RUB    64.93
Lehman Brothers Treasury Co   11.00    7/4/2011    CHF     2.60
Lehman Brothers Treasury Co   15.00    6/4/2009    CHF     2.60
National Developing Co        15.00   7/19/2018    RUB   100.10
SAG Solarstrom AG              7.50   7/10/2017    EUR    45.00
Heta Asset Resolution AG       0.52   9/20/2017    EUR    27.63
Araratbank OJSC                7.25   6/27/2018    USD    25.33
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    61.35
Heta Asset Resolution AG       0.04    3/4/2018    EUR    69.00
East Syberian Mortgage Agen    8.75   8/11/2046    RUB    57.01
Credit Suisse AG/London        6.25   3/29/2016    CHF    65.10
Bank Nederlandse Gemeenten     0.50   9/20/2022    MXN    72.65
HSBC Bank PLC                  0.50  12/29/2026    AUD    65.21
Europlan PAO                  12.50  10/31/2017    RUB    98.81
Lehman Brothers Treasury Co    4.00   4/13/2011    CHF     2.60
Heta Asset Resolution AG       0.06   3/12/2043    EUR    69.00
ffk environment GmbH           7.25    6/1/2016    EUR     2.60
UniCredit Bank AG              5.20   6/20/2016    EUR    52.53
Svensk Exportkredit AB         0.50   4/25/2019    BRL    69.62
Absolut Bank PAO              12.00   5/28/2018    RUB    60.01
Activa Resources AG            8.00  11/15/2017    EUR    68.00
Lloyds Bank PLC                0.50   4/24/2019    BRL    70.98
Bank Nederlandse Gemeenten     0.50    6/7/2022    ZAR    55.84
Mortgage Agent KHMB-1          9.20   8/25/2045    RUB    97.70
Russian Post FGUP              2.75   12/6/2023    RUB    99.43
SAir Group                     2.13   11/4/2004    CHF    11.13
Podkarpacki Bank Spoldzielc    5.01   10/6/2021    PLN    58.00
Global PVQ Netherlands B.V.    5.75   5/26/2014    EUR    28.00
Immigon Portfolioabbau AG      3.55   4/12/2022    EUR    15.00
Exane Finance                  5.00  12/20/2019    SEK
Region Kapital OOO            18.00  10/23/2017    RUB   100.00
Sidetur Finance BV            10.00   4/20/2016    USD     7.63
Melhus Sparebank               2.62   9/16/2024    NOK    69.96
Credit Suisse AG/London        1.64    6/1/2042    USD    50.24
Bank Nederlandse Gemeenten     0.50   5/12/2021    ZAR    62.05
Immigon Portfolioabbau AG      5.05    8/5/2030    EUR    43.50
Ideal Standard Internationa   11.75    5/1/2018    EUR    13.75
Moscow United Electric Grid   11.00   9/12/2024    RUB   104.13
Lehman Brothers Treasury Co    1.46   2/19/2012    JPY    13.88
HPI AG                         4.50   12/1/2016    EUR    28.60
Republika Srpska               1.50   9/25/2026    BAM    71.51
Dresdner Bank AG               0.58  11/19/2029    EUR    63.63
UBS AG/London                 12.00   11/4/2016    CHF    33.20
VEB-Leasing OAO               13.09   6/23/2020    RUB    61.85
Western High-Speed Diameter    9.15    2/6/2032    RUB    60.11
Lehman Brothers Treasury Co    5.00   5/12/2011    CHF     2.60
Rusfinans Bank OOO            12.10   9/29/2020    RUB    61.01
Salvator Grundbesitz-AG        9.50                EUR    37.50
Bayerische Landesbank          5.00  12/19/2016    EUR    73.38
Credit Suisse AG/London        7.00   4/25/2016    CHF    73.15
Landesbank Hessen-Thueringe    5.50   5/27/2016    EUR    60.70
Blaker Sparebank               4.77                NOK    72.82
A-TEC Industries AG            5.75   11/2/2010    EUR     2.00
Lehman Brothers Treasury Co    6.65   8/24/2011    AUD    13.88
MirLand Development Corp PL    8.50   8/31/2016    ILS    25.50
Lehman Brothers Treasury Co    7.00  11/26/2013    EUR    13.88
RZD Rasvytie vokzalov         12.50  10/21/2016    RUB     9.99
Svensk Exportkredit AB         0.50   6/29/2029    AUD    58.43
Vnesheconombank               11.50   8/20/2020    RUB   100.50
KPNQwest NV                    8.13    6/1/2009    USD     0.57
Orient Express Bank PJSC      18.00   5/28/2020    RUB    90.00
Bank National Factoring Co    14.00  10/17/2016    RUB    95.00
Heta Asset Resolution AG       0.11    7/1/2017    EUR    69.00
Univer Capital LLC            12.00    3/6/2019    RUB    62.70
Landesbank Hessen-Thueringe    3.83   8/18/2016    EUR    73.00
Ingra DD                       6.13   12/6/2016    HRK    12.99
Nuova Banca Popolare dell'E    3.50   6/28/2018    EUR     0.24
Ukreximbank Via Biz Finance    7.87    2/9/2023    USD    72.00
Barclays Bank PLC              8.75   3/30/2016    USD    64.00
Baltijskij Bereg ZAO           8.25  12/22/2017    RUB    29.52
Freshwater Finance PLC         6.18   4/20/2035    GBP    67.63
Ipotechny Agent Moskovsky      7.00   9/17/2028    RUB    67.63
ENEL RUSSIA PJSC              12.10   5/22/2025    RUB   102.30
Metalloinvest Holding Co OA    0.01   3/10/2022    RUB    75.00
Ladya Finans LLC              12.00  10/29/2021    RUB    60.55
Heta Asset Resolution AG       4.40   6/20/2017    EUR    69.00
Espirito Santo Financial Gr    5.05  11/15/2025    EUR     0.69
Societe Generale SA           13.44    2/9/2017    USD    68.23
Kaupthing ehf                  9.75   9/10/2015    USD    17.63
UBS AG                        12.75   3/29/2016    EUR    54.35
Bank Nederlandse Gemeenten     0.50   6/22/2021    ZAR    61.72
Oberoesterreichische Landes    0.32   11/6/2030    EUR    61.75
HSBC Bank PLC                  0.50   5/29/2020    IDR    66.91
Heta Asset Resolution AG       4.70    4/2/2018    EUR    69.00
Lehman Brothers Treasury Co    4.00   7/20/2012    EUR     2.60
Kerdos Group SA                8.00    3/9/2018    PLN    49.00
Heta Asset Resolution AG       0.83   5/28/2017    EUR    69.63
COFIDUR SA                     0.10  12/31/2024    EUR    15.16
Heta Asset Resolution AG       0.04   3/10/2018    EUR    69.00
Heta Asset Resolution AG       0.21    4/9/2018    EUR    69.00
Lehman Brothers Treasury Co    8.00   4/20/2009    EUR     2.60
Heta Asset Resolution AG       0.20   4/22/2018    EUR    69.00
Northland Resources AB        15.00   7/15/2019    USD     1.00
Credit Suisse AG/London        8.00   7/31/2020    USD     9.50
RSL Communications PLC        10.50  11/15/2008    USD     0.41
Deutsche Bank AG               8.50   1/27/2017    USD     9.85
BNP Paribas SA                 0.50  10/19/2018    TRY
Akademiska Hus AB              2.08   4/17/2045    SEK    74.01
CaixaBank SA                   1.71                EUR    79.13
Rusfinans Bank OOO            13.90   4/24/2018    RUB    62.40
Banca delle Marche SpA         6.00   6/12/2018    EUR     0.75
Araratbank OJSC                8.50   6/13/2016    USD    25.16
Konservenfabrik Zachow GmbH    8.00    4/1/2016    EUR     0.20
Credit Europe Bank Ltd        14.50    6/5/2018    RUB    60.01
Credit Europe Bank Ltd        15.00    4/6/2018    RUB    60.13
Lehman Brothers Treasury Co    3.86   9/21/2011    SGD    16.25
Alpha Bank AE                  2.50   6/20/2022    EUR    55.77
Finans-Avia OOO                8.25   7/31/2022    RUB    62.84
Oravita City Council           2.61   6/15/2027    RON    68.00
MORTGAGE AGENT AHML 13-1       8.50    9/9/2045    RUB    60.00
LBBW                           3.43   8/26/2016    EUR    63.34
HSBC Bank PLC                  0.50   1/29/2027    NZD    62.44
KFW                            0.25   10/6/2036    CAD    38.95
Lehman Brothers Treasury Co    7.63   7/22/2011    HKD     2.60
SG Issuer SA                   4.21   7/10/2020    EUR    69.74
Mechel                         8.00    2/9/2021    RUB    60.00
Municipiul Timisoara           0.69   5/12/2026    RON    60.00
Societe Generale SA            8.40   5/24/2016    USD    55.41
Anglian Water Services Fina    1.08   1/26/2057    GBP    63.40
Vontobel Financial Products    7.55   6/24/2016    EUR    73.18
Mobile TeleSystems PJSC        5.00   6/29/2021    RUB    68.88
Bank Otkritie Financial Cor   12.00   2/28/2017    RUB    98.71
Societe Generale SA          12/28/2029    USD    72.50
Cooperatieve Rabobank UA       0.50  12/29/2027    MXN    46.89
Emova Group                    4.30    5/2/2022    EUR
UniCredit Bank AG              4.00   3/21/2017    EUR    64.80
Municipality Finance PLC       0.50  11/25/2020    ZAR    64.70
HSBC Bank PLC                  0.50   7/30/2019    IDR    73.57
Heta Asset Resolution AG       0.16   5/17/2017    EUR    69.00
Lehman Brothers Treasury Co    8.00  12/27/2032    JPY     2.60
Heta Asset Resolution AG       0.17   5/10/2017    EUR    69.00
Heta Asset Resolution AG       0.07   7/28/2017    EUR    69.00
Finans-Avia OOO                0.01   7/31/2027    RUB    13.25
Pongs & Zahn AG                8.50                EUR     0.30
Cooperatieve Rabobank UA       0.50   8/21/2028    MXN    44.70
Vegarshei Sparebank            5.16                NOK    66.31
Kaupthing ehf                  7.00   7/24/2009    ISK    17.63
Bayerische Landesbank          5.00  10/17/2016    EUR    51.32
Municipality Finance PLC       0.50    8/8/2029    NZD    59.01
Svensk Exportkredit AB         0.50   8/25/2021    ZAR    60.56
Raiffeisen Centrobank AG       6.70   3/13/2017    EUR    50.96
Vontobel Financial Products    5.35    3/3/2017    EUR    58.32
UniCredit Bank AG              5.00    4/1/2016    EUR    68.68
Heta Asset Resolution AG       0.06   2/10/2018    EUR    69.00
Heta Asset Resolution AG       0.20    4/2/2018    EUR    69.00
Nuova Banca delle Marche Sp    7.20   6/30/2018    EUR     0.90
Rinol AG                       5.50  10/15/2006    DEM     0.00
HSBC Bank PLC                  0.50   2/24/2027    NZD    62.73
Bank MIA OAO                  12.75    3/7/2025    RUB    60.20
Efesk Group                   13.25   6/14/2016    RUB     7.00
VEB-Leasing OAO               12.40  10/20/2021    RUB    60.00
Lehman Brothers Treasury Co    8.00   3/19/2012    USD     2.60
Soyuz AKB OAO                 14.50   6/11/2020    RUB   100.02
Heta Asset Resolution AG       0.11   5/17/2017    EUR    69.00
City of Moscow Russia          7.00   6/13/2017    RUB    60.01
Vontobel Financial Products    6.70   4/22/2016    EUR    66.74
Svensk Exportkredit AB         0.50   6/20/2029    AUD    67.31
Banca Popolare di Vicenza      1.60   1/16/2020    EUR    71.50
EFG International Finance G    7.20   2/25/2019    EUR    43.09
Kaupthing ehf                  7.63   2/28/2015    USD    17.63
UBS AG                         4.83   4/21/2016    USD
KA Finanz AG                   4.44  12/20/2030    EUR    62.63
Societe Generale SA            1.35   3/31/2034    USD    69.06
Barclays Bank PLC              5.00   5/14/2029    USD    74.50
UniCredit Bank Austria AG      0.24   1/24/2031    EUR    64.63
Lehman Brothers Treasury Co    6.00  12/30/2017    EUR     2.60
Credit Europe Bank Ltd        15.00   3/22/2018    RUB   100.00
ZapSib-Transservice OOO       15.00   4/17/2018    RUB   100.00
Nuova Banca Popolare dell'E    5.00  10/30/2023    EUR     0.24
Municipality Finance PLC       0.50   6/19/2024    ZAR    46.17
Societe Generale SA           12.00   5/27/2016    USD    46.02
NIBC Bank NV                  25.98    5/7/2029    EUR    60.63
WPE International Cooperati   10.38   9/30/2020    USD     7.75
WGF Westfaelische Grundbesi    6.35    8/1/2017    EUR     4.49
Windreich GmbH                 6.75    3/1/2015    EUR    10.88
MT-Energie GmbH & Co KG        8.25    4/4/2017    EUR     9.00
HSBC Bank PLC                  0.50    6/9/2023    MXN    64.65
Kommunalbanken AS              0.50   5/27/2022    ZAR    56.26
Deutsche Bank AG/London        0.50   10/5/2021    IDR    55.65
Deutsche Bank AG/London        8.00   2/28/2020    USD     8.72
EFG International Finance G    6.48   5/29/2018    EUR     9.00
UBS AG                        10.00   3/29/2016    EUR    62.55
Getin Noble Bank SA            4.81    4/7/2021    PLN    72.50
Commerzbank AG                 2.50   6/19/2017    USD    59.06
Credit Suisse AG/London        8.00  11/29/2019    USD     5.27
IT Holding Finance SA          9.88  11/15/2012    EUR     0.01
Lehman Brothers Treasury Co    5.10   6/22/2046    EUR     2.60
Agentstvo po Ipotechnomu Zh    8.00   7/15/2023    RUB    60.10
Russian Railways JSC          12.40   2/28/2040    RUB
Getin Noble Bank SA            4.91   4/27/2020    PLN    72.62
City of Hunedoara Romania      1.43   8/15/2026    RON    68.25
RSL Communications PLC         9.13    3/1/2008    USD     0.41
Polski Bank Spoldzielczy w     5.24   9/14/2027    PLN    59.00
Banca Popolare di Vicenza      1.60   5/29/2020    EUR    70.88
Oberoesterreichische Landes    0.30   4/25/2042    EUR    44.13
Lehman Brothers Treasury Co    5.50    7/8/2013    EUR     2.60
Lehman Brothers Treasury Co   10.00   6/11/2038    JPY     2.60
Lehman Brothers Treasury Co    4.00   2/28/2010    EUR     2.60
Lehman Brothers Treasury Co    5.25    4/1/2023    EUR     2.60
Driver & Bengsch AG            8.50  12/31/2027    EUR     0.00
Credit Suisse AG/London       10.50    5/3/2016    USD    33.00
Immigon Portfolioabbau AG      3.88   3/15/2022    EUR    58.75
Santander Finance Capital S    2.00                USD    37.38
UBS AG/London                 11.25    4/1/2016    CHF    70.83
UniCredit Bank Austria AG      0.33   1/22/2031    EUR    65.13
UniCredit Bank Austria AG      0.46  12/27/2026    EUR    72.25
UniCredit Bank AO             10.50    8/6/2019    RUB    99.00
Lehman Brothers Treasury Co    7.50  10/24/2008    USD     2.60
Lehman Brothers Treasury Co    5.55   3/12/2015    EUR     2.60
Salvator Grundbesitz-AG        9.50  12/31/2021    EUR    11.00
Getin Noble Bank SA            4.79    6/5/2020    PLN    74.61
Republika Srpska               1.50   9/26/2027    BAM    71.50
Heta Asset Resolution AG       0.05   8/21/2017    EUR    69.63
UBS AG                         6.74   3/15/2017    USD
Bank Nederlandse Gemeenten     0.50   9/20/2022    ZAR    54.24
Bank Julius Baer & Co Ltd/G    5.20   9/25/2017    EUR    63.60
Vontobel Financial Products    5.40    3/3/2017    EUR    72.67
Vontobel Financial Products    7.00   4/22/2016    EUR    52.89
Banca Popolare di Vicenza      5.20   3/28/2024    EUR    67.50
Raiffeisen-Holding Niederoe    5.08                EUR    72.92
Svensk Exportkredit AB         0.50   3/28/2029    AUD    69.26
Phosphorus Holdco PLC         10.00    4/1/2019    GBP     1.18
Lehman Brothers Treasury Co    9.25   6/20/2012    USD     2.60
Lehman Brothers Treasury Co    6.60    2/9/2009    EUR     2.60
Bulgaria Steel Finance BV     12.00    5/4/2013    EUR     0.59
Codere Finance Luxembourg S    8.25   6/15/2015    EUR    70.00
Fonciere Volta SA              4.50   7/30/2020    EUR     2.52
RSL Communications PLC        12.00   11/1/2008    USD     0.41
Araratbank OJSC                8.00   6/10/2018    USD    25.35
Kommunekredit                  0.50   9/19/2019    BRL    68.92
Podkarpacki Bank Spoldzielc    5.10   5/28/2023    PLN    69.40
MirLand Development Corp PL    6.50   9/30/2019    ILS    23.21
Credit Suisse AG/London        7.00  11/15/2019    USD     9.45
Eksportfinans ASA              0.25   7/14/2033    CAD    42.25
Probanka dd                    1.36                EUR    65.13
Western High-Speed Diameter    8.75   5/13/2031    RUB    99.60
UniCredit Bank AO             10.50   5/17/2019    RUB    60.20
Lehman Brothers Treasury Co    6.72  12/29/2008    EUR     2.60
Lehman Brothers Treasury Co    4.50    3/6/2013    CHF     2.60
Lehman Brothers Treasury Co    6.00  10/24/2008    EUR     2.60
Lehman Brothers Treasury Co    5.50  11/30/2012    CZK     2.60
Lehman Brothers Treasury Co    7.80   3/31/2018    USD     2.60
Rossiysky Capital OJSC        13.00  11/22/2019    RUB    60.11
Interregional Distribution    11.58  11/11/2025    RUB   100.00
Nuova Banca Popolare dell'E    2.31   5/21/2018    EUR     0.23
Vontobel Financial Products   21.75   6/24/2016    EUR    48.18
Sparebanken Sor                2.63   8/25/2025    NOK    74.39
Muehl Product & Service AG     6.75   3/10/2005    DEM     2.00
City of Alba Iulia Romania     2.50   4/15/2025    RON    68.00
Nuova Banca delle Marche Sp    8.00   6/30/2018    EUR     0.90
Vontobel Financial Products    4.45    9/5/2016    EUR    61.70
UBS AG                         9.45   11/8/2016    USD
Societe Generale SA            2.95    8/1/2016    USD    69.60
EFG International Finance G    7.19    5/6/2019    EUR    30.95
Lehman Brothers Treasury Co    7.55  12/29/2008    USD     2.60
United Confectioners Financ   10.50    4/3/2023    RUB    99.60
Russian Post FGUP             12.00  10/18/2019    RUB   100.95
Metallurgical Commercial Ba   11.00    9/8/2016    RUB    92.00
UNGP-Finance OOO              10.00  12/16/2020    RUB    60.20
Heta Asset Resolution AG       4.07   3/21/2017    EUR    69.00
Lehman Brothers Treasury Co    5.12   4/30/2027    EUR     2.60
Lehman Brothers Treasury Co    6.75    4/5/2012    EUR     2.60
UniCredit Bank AG              4.05   6/23/2016    EUR    59.87
Bank Julius Baer & Co Ltd/G    4.90    5/6/2016    CHF    62.05
Immigon Portfolioabbau AG      4.81   7/29/2025    EUR    61.00
Nesset Sparebank               2.47                NOK    50.39
Union Technologies Informat    0.10    1/1/2020    EUR     5.32
BNP Paribas SA                 0.50  11/16/2032    MXN    34.79
Barclays Bank PLC              0.50   4/24/2023    MXN    62.96
Kaupthing ehf                  3.75   2/15/2024    ISK    17.63
Banca Popolare di Vicenza      1.60   3/20/2020    EUR    71.13
Banca Popolare di Vicenza      1.60    1/9/2020    EUR    70.50
HSBC Trinkaus & Burkhardt A   12.50   9/23/2016    EUR    61.21
UBS AG/London                 15.50   5/23/2016    USD    45.50
Societe Generale Effekten G    3.14    8/8/2016    EUR    71.49
Bayerische Landesbank          3.70   10/7/2016    EUR    69.33
Vontobel Financial Products    8.00   7/22/2016    EUR    56.11
Lehman Brothers Treasury Co    8.28   3/26/2009    USD     2.60
Lehman Brothers Treasury Co    7.60   3/26/2009    EUR     2.60
Hellas Telecommunications L    8.50  10/15/2013    EUR     0.01
Russian Railways JSC          11.20  10/16/2025    RUB    60.30
Banca delle Marche SpA         6.00    5/8/2018    EUR     0.94
Transcapitalbank JSC          13.00   5/30/2023    RUB    61.00
KPNQwest NV                    7.13    6/1/2009    EUR     0.57
Lehman Brothers Treasury Co    7.60   1/31/2013    AUD     2.60
Kommunalbanken AS              0.50  12/16/2020    TRY    68.49
SAir Group                     5.50   7/23/2003    CHF    11.13
Nota-Bank OJSC                13.50    4/1/2016    RUB    31.50
LBI HF                         7.43                USD     0.00
UBS AG                        10.18    9/1/2016    USD
Espirito Santo Financial Po    5.63   7/28/2017    EUR     2.80
DekaBank Deutsche Girozentr    0.12   6/23/2034    EUR    71.33
Societe Generale SA            0.50   5/30/2023    MXN    64.83
Promnefteservis OOO           10.50  11/21/2019    RUB     4.00
Svensk Exportkredit AB         0.50   8/29/2029    AUD    58.00
HSBC Bank PLC                  0.50  10/30/2026    NZD    63.31
Bayerische Landesbank          4.00   9/16/2016    EUR    71.50
Leonteq Securities AG/Guern    4.40   8/28/2017    CHF    61.29
Notenstein La Roche Private    4.50  10/31/2018    CHF    72.99
Zurcher Kantonalbank Financ   10.90    6/3/2016    CHF    60.18
EFG International Finance G    8.99    9/4/2017    EUR    27.26
UniCredit Bank AG              4.60    7/2/2018    EUR    61.05
Banque Cantonale Vaudoise/G    8.70    8/3/2016    USD    73.02
TransFin-M PAO                12.50   2/21/2017    RUB    60.01
Lehman Brothers Treasury Co   14.90   9/15/2008    EUR     2.60
Lehman Brothers Treasury Co    7.06  12/29/2008    EUR     2.60
Lehman Brothers Treasury Co    8.50    7/5/2016    EUR    13.88
Deutsche Bank AG               7.50  10/17/2016    USD     9.60
Lehman Brothers Treasury Co    8.25   12/3/2015    EUR    13.88
Dollfus-Mieg & Co SAS          1.00    8/9/2016    EUR
ING Bank NV                    5.05   10/7/2024    EUR    66.77
MirLand Development Corp PL    6.50   3/31/2016    ILS    24.00
HSBC Bank PLC                  0.50   1/31/2020    BRL    66.19
UBS AG                        13.20   11/8/2016    USD     8.96
Zurcher Kantonalbank Financ    3.80   5/22/2017    EUR    57.60
LBBW                           4.00   4/22/2016    EUR    59.97
Deutsche Bank AG               6.20   6/21/2016    EUR    53.40
SG Option Europe SA            7.00   9/22/2017    EUR    70.97
Lehman Brothers Treasury Co    5.50   6/22/2010    USD    16.25
Open Mortgage Agent 1          9.10   2/25/2045    RUB    61.00
BNP Paribas Emissions- und     2.50   6/30/2022    EUR    73.29
Credit Suisse AG/Nassau       12.20    6/3/2016    EUR    64.08
Kommunekredit                  0.50  12/14/2020    ZAR    64.82
HSBC Bank PLC                  0.50   12/8/2026    AUD    65.99
Leonteq Securities AG         17.00    5/4/2016    CHF    57.32
UniCredit Bank AG              5.05   6/10/2016    EUR    66.51
LBBW                           9.35   9/23/2016    EUR    69.23
Europlan PAO                   9.78   9/25/2019    RUB    94.20
Svensk Exportkredit AB         0.50   6/26/2019    TRY    70.84
Lehman Brothers Treasury Co   13.00   2/16/2009    CHF     2.60
Lehman Brothers Treasury Co    7.00   2/15/2010    CHF     2.60
Western High-Speed Diameter    9.15    2/6/2032    RUB    93.61
Upravlenie Othodamu ZAO       15.40    5/7/2024    RUB   100.02
Leonteq Securities AG          3.50   4/10/2018    EUR    53.08
Mriya Agro Holding PLC        10.95   3/30/2016    USD     8.84
MirLand Development Corp PL    7.21   5/31/2020    ILS    23.50
Immigon Portfolioabbau AG      5.45    8/2/2019    EUR    72.70
Kerdos Group SA                8.00   4/30/2016    PLN    39.00
UBS AG/London                 10.84   9/27/2016    USD
HSBC Bank PLC                  0.50   4/11/2023    MXN    65.44
Municipality Finance PLC       0.50   4/26/2022    ZAR    55.07
Municipality Finance PLC       0.50   5/31/2022    ZAR    54.29
Landesbank Hessen-Thueringe    8.25    3/6/2020    EUR    67.45
Notenstein Finance Guernsey    7.19    5/6/2019    EUR    56.11
Biomed-Lublin Wytwornia Sur    7.24   8/14/2018    PLN    66.01
UBS AG/London                  7.86  10/19/2016    USD
Lehman Brothers Treasury Co    6.00   3/18/2015    USD    13.88
Bank Julius Baer & Co Ltd/G   12.50   6/20/2016    USD    59.55
Bayerische Landesbank          3.10   11/4/2016    EUR    64.77
UniCredit Bank AG              4.00   6/24/2016    EUR    46.54
Barclays Bank PLC             11.00   5/31/2016    USD     4.74
ECA                            2.50    1/1/2018    EUR    12.05
HSBC Bank PLC                  0.50   2/21/2019    BRL    73.78
Svensk Exportkredit AB         0.50   6/28/2022    ZAR    53.99
EDOB Abwicklungs AG            7.50    4/1/2012    EUR     0.37
IFK Soyuz OAO                 14.00   7/18/2028    RUB   100.00
Lehman Brothers Treasury Co   11.00  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    4.70   3/23/2016    EUR     2.60
Lehman Brothers Treasury Co    7.38   9/20/2008    EUR     2.60
Lehman Brothers Treasury Co    1.75    2/7/2010    EUR     2.71
DZ Bank AG Deutsche Zentral    6.70   9/19/2016    EUR    60.03
DEIKON GmbH                    1.00    7/1/2016    EUR    20.50
Lehman Brothers Treasury Co    1.28   11/6/2010    JPY    13.88
Lehman Brothers Treasury Co    8.88   1/28/2011    HKD    13.88
Northland Resources AB        12.25   3/26/2016    USD     1.00
Naturex                        4.40   6/30/2019    EUR
ECM Real Estate Investments    5.00   10/9/2011    EUR    10.38
Barclays Bank PLC              0.50   3/26/2021    MXN    72.96
UBS AG                        20.80    6/6/2016    USD
DekaBank Deutsche Girozentr    5.20   8/11/2016    EUR    69.30
LBBW                           3.00   9/22/2017    EUR    59.10
Russian Railways JSC           9.10   9/19/2033    RUB
Banca Popolare di Vicenza      1.60   2/20/2020    EUR    71.00
Credit Suisse AG               0.50  12/16/2025    BRL    32.41
Property Lease Fund SA         9.00  12/23/2016    PLN    70.70
UBS AG                        21.92   9/22/2016    USD
Natixis Structured Issuance   11.70   12/8/2023    EUR    51.05
HSBC Trinkaus & Burkhardt A    5.00   1/30/2018    EUR    64.23
EFG International Finance G    7.20   2/25/2019    EUR    70.55
Strommen Sparebank             2.20                NOK    36.96
Societe Generale SA            1.00  12/22/2017    GBP     0.99
EFG International Finance G    7.00  11/27/2019    EUR    41.63
LBBW                           7.00   3/29/2016    EUR    74.57
JP Morgan Structured Produc    1.25   4/11/2016    USD    58.39
Notenstein La Roche Private    8.99   7/22/2019    EUR    49.74
Leonteq Securities AG          5.00   7/31/2019    CHF    72.15
Immigon Portfolioabbau AG      1.75    9/9/2020    EUR    59.38
Veneto Banca SpA               1.82   5/15/2019    EUR    73.25
Immigon Portfolioabbau AG      0.87    7/3/2019    EUR    66.00
Vesta ZAO                     12.50   12/4/2026    RUB    98.62
Fininvest OOO                 15.00   11/9/2018    RUB   100.00
Lehman Brothers Treasury Co    2.50  12/15/2011    GBP     2.60
Lehman Brothers Treasury Co    0.50  12/20/2017    AUD     2.60
DekaBank Deutsche Girozentr    3.00    5/6/2016    EUR    60.80
Bank Julius Baer & Co Ltd/G   12.10    5/6/2016    CHF    59.50
Credit Suisse AG/Nassau        7.25   2/27/2017    CHF    70.07
Lehman Brothers Treasury Co    7.59  11/22/2009    MXN    13.88
Barclays Bank PLC              2.38   8/15/2033    USD    74.50
EFG International Finance G   12.86  10/30/2017    EUR    21.75
UBS AG/London                 10.98  10/25/2016    USD
Nutritek International Corp    8.75  12/11/2008    USD     2.00
Sparebanken Din                2.22                NOK    67.01
Drangedal Sparebank            2.24                NOK    67.30
Getin Noble Bank SA            4.75   2/15/2021    PLN    72.01
HSBC Bank PLC                  0.50   4/27/2027    NZD    62.19
UBS AG                        13.82  11/10/2016    USD     8.88
Nordea Bank Finland Abp        5.70   1/20/2021    SEK    75.00
Bayerische Landesbank          3.00    3/9/2018    EUR    56.03
UBS AG                         5.60    3/4/2019    EUR    70.49
City of Hunedoara Romania      1.43   8/15/2026    RON    68.00
UBS AG/London                  7.00   6/24/2016    CHF    54.59
Credit Europe Bank Ltd        10.41   9/14/2018    RUB   100.02
Cybits Holding AG              5.00   6/30/2017    EUR
Leonteq Securities AG/Guern    9.07    5/3/2016    GBP    40.31
UBS AG/London                 24.50   9/23/2016    EUR    67.53
Credit Suisse AG/Nassau        6.25  10/17/2016    EUR    47.95
UBS AG/London                  9.20   6/20/2016    USD
BPCE SA                        0.91                EUR    51.38
Province of Rovigo Italy       0.20  12/28/2035    EUR    65.65
IFK Soyuz OAO                  2.00   12/9/2027    RUB    96.80
Immigon Portfolioabbau AG      5.20    4/1/2020    EUR    72.75
Lehman Brothers Treasury Co    6.85  12/22/2008    EUR     2.60
Lehman Brothers Treasury Co    3.40   3/19/2018    JPY     2.60
Lehman Brothers Treasury Co    6.00   2/19/2023    USD     2.60
Lehman Brothers Treasury Co    7.60   5/21/2013    USD     2.60
Zurcher Kantonalbank Financ    9.00   7/17/2017    EUR    67.00
Kaupthing ehf                  5.00    1/4/2027    SKK    17.63
Leonteq Securities AG         17.60  10/24/2016    CHF    62.92
Cerruti Finance SA             6.50   7/26/2004    EUR     1.55
UWC Finance                   15.50   9/10/2019    RUB    62.70
Lloyds Bank PLC                0.50   7/26/2028    MXN    46.80
Kaupthing ehf                  7.50   12/5/2014    ISK    17.63
Raiffeisen Centrobank AG       5.00   4/18/2016    EUR    66.61
UniCredit Bank AG              6.25   5/16/2016    EUR    46.28
Royal Bank of Scotland PLC/    6.20    9/7/2018    GBP     1.05
Kerdos Group SA                8.00   5/31/2016    PLN    75.00
Getin Noble Bank SA            4.80  11/30/2020    PLN    70.01
Russian Railways JSC          16.70  10/11/2038    RUB
Alpha Bank AE                  2.50   6/20/2022    EUR    55.78
Municipality Finance PLC       0.50   7/30/2029    AUD    67.53
Municipality Finance PLC       0.50  12/15/2020    BRL    61.62
Norddeutsche Landesbank Gir    3.75    9/2/2016    EUR    70.21
Notenstein La Roche Private    4.10  10/10/2018    CHF    73.27
Credit Suisse AG/Nassau       10.35   5/30/2016    CHF    57.36
Vontobel Financial Products    6.00   5/27/2016    EUR    49.11
UniCredit Bank AG              5.50    8/1/2016    EUR    50.61
Goldman Sachs & Co Wertpapi    4.00   4/20/2016    EUR    68.32
Credit Suisse AG/Nassau       14.00   5/12/2016    USD    59.03
Credit Suisse AG/Nassau        6.00  11/28/2016    CHF    69.16
Notenstein La Roche Private    7.25   4/22/2016    CHF    63.36
Societe Generale SA            0.50    7/6/2021    BRL    55.00
Banca di Cividale SpA          0.03   10/2/2036    EUR    56.27
HSBC Bank PLC                  0.50   12/7/2018    BRL    74.79
Svensk Exportkredit AB         0.50   3/15/2022    ZAR    55.71
Bank Julius Baer & Co Ltd/G    7.00   10/7/2016    CHF    48.05
LBBW                           3.00   6/24/2016    EUR    49.89
UBS AG/Jersey                  6.24   3/29/2016    EUR    71.51
UBS AG/London                 10.00   7/15/2016    CHF    62.55
Svensk Exportkredit AB         0.50   4/24/2029    AUD    61.20
Municipality Finance PLC       0.50    5/8/2029    AUD    60.44
Deutsche Bank AG/London        0.50   4/18/2019    BRL    70.84
Raiffeisen-Holding Niederoe    2.31                EUR    57.88
KIT Finance Capital OOO       10.00  10/26/2016    RUB    99.96
Immigon Portfolioabbau AG      5.25  12/20/2022    EUR    61.13
Rossiysky Capital OJSC         9.00    9/6/2016    RUB    97.90
Stroytemp CJSC                 9.00  11/13/2019    RUB    92.70
Lehman Brothers Treasury Co    4.00   3/10/2011    EUR     2.60
KPNQwest NV                    8.88    2/1/2008    EUR     0.57
Lehman Brothers Treasury Co    4.25   3/13/2021    EUR     2.60
Vontobel Financial Products    8.35  12/23/2016    EUR    70.76
Credit Suisse AG/Nassau        7.90   2/27/2017    CHF    71.76
Lehman Brothers Treasury Co    3.00   6/23/2009    EUR    13.88
Goldman Sachs International    8.00   7/18/2017    GBP
Raiffeisen Centrobank AG       2.40  12/19/2016    EUR    42.07
UniCredit Bank AG              5.00   6/16/2016    EUR    61.55
BNP Paribas SA                 0.50   9/29/2029    AUD    56.72
Lloyds Bank PLC                0.50   7/26/2021    BRL    55.30
Immigon Portfolioabbau AG      0.80    3/1/2021    EUR    53.50
Banque Cantonale Vaudoise      1.00    7/7/2016    CHF    17.93
Credit Suisse AG/Nassau        5.75   9/19/2016    CHF    71.61
UniCredit Bank AG              4.00  10/14/2019    EUR    52.30
UBS AG/London                 12.00   5/23/2016    CHF    42.20
Vontobel Financial Products    7.65   12/9/2016    EUR    59.36
UniCredit Bank AG              5.10    7/1/2016    EUR    54.23
UniCredit Bank AG              5.00   6/25/2019    EUR    63.62
UBS AG                         7.40   5/17/2021    CHF    57.57
Vontobel Financial Products    5.50   6/24/2016    EUR    51.76
Vontobel Financial Products    5.00    7/1/2016    EUR    46.14
UniCredit Bank AG              6.00    7/4/2016    EUR    72.66
UBS AG                        21.75   3/29/2016    EUR    22.97
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    68.90
Credit Suisse AG/Nassau        8.25   6/22/2016    EUR    56.64
Leonteq Securities AG/Guern    9.00   5/17/2016    EUR    41.03
Vontobel Financial Products    6.85    7/1/2016    EUR    63.31
UniCredit Bank AG              4.50   6/24/2016    EUR    67.31
Immigon Portfolioabbau AG      0.81   5/20/2025    EUR    34.13
Immigon Portfolioabbau AG      4.78    6/7/2030    EUR    42.13
Vontobel Financial Products   13.95  12/23/2016    EUR    63.14
Credit Suisse AG/Nassau        7.00  10/24/2016    CHF    68.87
HSBC Trinkaus & Burkhardt A   12.40   6/24/2016    EUR    63.66
LBBW                           3.00   6/28/2019    EUR    63.55
Landesbank Hessen-Thueringe    6.30  10/17/2016    EUR    52.40
Leonteq Securities AG/Guern    8.76   7/21/2016    USD    58.24
Barclays Bank PLC              9.00   5/31/2016    USD     2.94
UBS AG/London                  9.52    5/5/2016    USD
Credit Suisse AG/Nassau        8.00   7/18/2016    EUR    57.84
TGK-1 OAO                     14.40   2/14/2022    RUB    98.40
Polyus Perspectiva OOO        11.00  12/15/2020    RUB    64.33
iMoneyBank KB OOO             16.00  10/27/2016    RUB    95.10
Lehman Brothers Treasury Co   10.00    1/3/2012    BRL     2.60
Lehman Brothers Treasury Co    1.00   2/26/2010    USD     2.60
Lehman Brothers Treasury Co    8.00  10/17/2014    EUR     2.60
Lehman Brothers Treasury Co    2.50   8/23/2012    GBP     2.60
Lehman Brothers Treasury Co    0.50  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    7.00   9/20/2011    USD     2.60
Lehman Brothers Treasury Co   23.30   9/16/2008    USD     2.60
Lehman Brothers Treasury Co    2.00   6/21/2011    EUR     2.60
Lehman Brothers Treasury Co    4.35    8/8/2016    SGD    13.88
LBBW                           3.00   6/28/2019    EUR    64.24
Leonteq Securities AG          5.20   3/27/2018    CHF    71.59
Dayli Polska Sp zoo            8.50    9/5/2016    PLN    15.00
Commerzbank AG                 2.50   1/30/2018    USD    72.13
Leonteq Securities AG          9.00   12/8/2016    CHF    58.11
Totens Sparebank               2.64                NOK    69.26
hkw personalkonzepte GmbH      8.25  11/15/2016    EUR     3.62
Haltdalen Sparebank            2.42                NOK    52.05
Royal Bank of Scotland PLC/    1.33  10/26/2018    GBP
ECM Real Estate Investments    5.00   10/9/2011    EUR    10.38
DekaBank Deutsche Girozentr    3.25   8/11/2016    EUR    66.65
SAir Group                     2.75   7/30/2004    CHF    11.13
Raiffeisen-Landesbank Tirol    5.00    9/2/2024    EUR    72.30
Deutsche Bank AG/London        0.50   3/14/2019    BRL    71.57
Banca Popolare di Vicenza      2.00   11/7/2019    EUR    72.63
Credit Suisse AG/Nassau        7.25    3/8/2017    CHF    59.33
Leonteq Securities AG         18.50    9/9/2016    CHF    61.90
LBBW                           3.10   9/28/2018    EUR    73.80
UBS AG/London                 15.25  10/30/2017    USD    71.70
UBS AG/London                  5.00   8/14/2017    CHF    53.65
Raiffeisen Centrobank AG       7.00   8/22/2016    EUR    41.18
DZ Bank AG Deutsche Zentral    5.60   3/30/2017    EUR    39.48
Credit Suisse AG/London       10.25   5/31/2016    USD    25.74
Norddeutsche Landesbank Gir    4.75    6/3/2016    EUR    57.31
Bayerische Landesbank          2.60   3/29/2018    EUR    66.15
Norddeutsche Landesbank Gir    5.00    6/3/2016    EUR    55.56
Norddeutsche Landesbank Gir    3.50    7/1/2016    EUR    50.04
Credit Suisse AG/Nassau        7.00   9/16/2016    CHF    49.65
Barclays Bank PLC             11.50  10/10/2018    SEK    71.09
UBS AG/London                  5.00    7/4/2016    CHF    54.02
Erste Group Bank AG            6.80   8/28/2016    EUR    69.30
Credit Suisse AG/Nassau        7.00   3/22/2017    CHF    57.75
Credit Suisse AG/London        7.00   2/20/2017    CHF    67.48
Goldman Sachs & Co Wertpapi   14.00   3/22/2017    EUR    59.68
Bayerische Landesbank          3.70    6/3/2016    EUR    50.13
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    67.37
LBBW                           3.25   6/23/2017    EUR    73.31
DekaBank Deutsche Girozentr    3.45    6/1/2018    EUR    60.35
Goldman Sachs International    0.67   4/24/2020    GBP
Immigon Portfolioabbau AG      4.50  10/21/2020    EUR    67.88
Province of Teramo Italy       0.06  12/30/2030    EUR    72.55
Province of Brescia Italy      0.25  12/22/2036    EUR    64.71
DZ Bank AG Deutsche Zentral    5.00   3/29/2016    EUR    73.47
Bank Julius Baer & Co Ltd/G    6.60   4/25/2016    CHF    72.05
Credit Suisse AG/Nassau       10.20   4/14/2016    EUR    72.45
Credit Suisse AG/London        6.25   4/14/2016    CHF    62.29
LBBW                           4.00   3/24/2017    EUR    49.60
LBBW                           4.50   3/23/2018    EUR    53.21
LBBW                           3.00   6/28/2019    EUR    64.39
LBBW                           2.50   6/28/2019    EUR    60.53
LBBW                           3.00   6/22/2018    EUR    72.41
Erste Group Bank AG            8.25   5/21/2016    CHF    72.70
Bayerische Landesbank          2.20   5/20/2016    EUR    62.23
Bayerische Landesbank          3.70   11/4/2016    EUR    57.69
Leonteq Securities AG         11.00  10/31/2016    CHF    66.20
UBS AG                         3.35    9/1/2016    USD
UBS AG/London                  7.00   7/13/2016    USD
Barclays Bank PLC              8.00   4/29/2016    USD     3.03
UBS AG/London                  6.43   4/14/2016    USD
DekaBank Deutsche Girozentr    5.15   12/9/2016    EUR    56.91
Province of Treviso Italy      0.19  12/31/2034    EUR    67.59
Province of Treviso Italy      0.09  12/31/2034    EUR    65.91
Region Kapital OOO            14.50   7/10/2018    RUB   100.00
Lehman Brothers Treasury Co   14.90  11/16/2010    EUR     2.60
Lehman Brothers Treasury Co    0.50    7/2/2020    EUR     2.60
Lehman Brothers Treasury Co   11.00  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    6.00   5/12/2017    EUR     2.60
Lehman Brothers Treasury Co    6.00  10/30/2012    USD     2.60
Lehman Brothers Treasury Co    0.50  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    2.00   6/28/2011    EUR     2.60
Lehman Brothers Treasury Co    8.25    2/3/2016    EUR     2.60
Lehman Brothers Treasury Co    4.00   7/27/2011    EUR     2.60
Lehman Brothers Treasury Co    6.00   2/14/2012    EUR     2.60
Lehman Brothers Treasury Co    5.00  11/22/2012    EUR     2.60
Lehman Brothers Treasury Co   10.00   6/17/2009    USD     2.60
Lenta Center OOO              11.00  10/14/2020    RUB    64.50
Societe Generale SA            0.50    4/3/2023    RUB    53.60
Lehman Brothers Treasury Co    5.00   8/16/2017    EUR    13.88
BNP Paribas SA                 0.50    5/6/2021    MXN    72.80
Lehman Brothers Treasury Co    4.60  10/11/2017    ILS    13.88
Leonteq Securities AG          9.00  10/24/2016    EUR    71.26
DZ Bank AG Deutsche Zentral    8.50   8/26/2016    EUR    71.13
Notenstein La Roche Private    5.00   8/18/2016    CHF    69.04
Immigon Portfolioabbau AG      4.90   8/18/2025    EUR    61.30
DekaBank Deutsche Girozentr    3.05   3/25/2025    EUR    72.10
Leonteq Securities AG/Guern   29.61  10/26/2017    EUR     7.18
Transgazservice LLP           10.50   11/8/2019    RUB     0.55
Credit Suisse AG/London        0.50    1/8/2026    BRL    31.12
Leonteq Securities AG/Guern    6.70    6/6/2016    USD    42.66
UBS AG/London                  6.75    6/3/2016    CHF    53.04
Landesbank Hessen-Thueringe    5.10   4/15/2016    EUR    43.40
LBBW                           4.00   7/22/2016    EUR    58.80
Wlodarzewska SA                9.19   5/15/2016    PLN    75.00
Leonteq Securities AG          6.75   12/5/2016    CHF    65.80
UniCredit Bank AG              4.00   6/23/2016    EUR    57.98
Credit Suisse AG/Nassau        8.00   6/20/2016    CHF    67.91
Zurcher Kantonalbank Financ   12.29   4/22/2016    EUR    68.25
UBS AG/London                 10.00   4/15/2016    CHF    62.14
Landesbank Hessen-Thueringe    5.00  11/15/2016    EUR    52.80
Zurcher Kantonalbank Financ    7.00   4/13/2016    CHF    73.39
Deutsche Bank AG               7.50  12/20/2016    EUR    61.72
Lehman Brothers Treasury Co    7.32   7/31/2013    GBP     2.60
Agentstvo po Ipotechnomu Zh    9.91   11/1/2032    RUB    20.15
Ipotechny Agent KM OOO         0.37   6/30/2022    RUB    53.89
Abengoa Finance SAU            6.00   3/31/2021    EUR     9.50
Center-Invest Commercial Ba   11.25  11/13/2018    RUB    98.70
Lehman Brothers Treasury Co    3.50   9/19/2017    EUR     2.60
Lehman Brothers Treasury Co    4.87   10/8/2013    USD     2.60
Lehman Brothers Treasury Co    5.22    3/1/2024    EUR     2.60
Lehman Brothers Treasury Co    5.00   4/24/2017    EUR     2.60
Lehman Brothers Treasury Co    7.05    4/8/2015    USD     2.60
Lehman Brothers Treasury Co    4.60    7/6/2016    EUR     2.72
Commerzbank AG                 3.00   9/15/2016    EUR    68.28
Commerzbank AG                 7.75   6/23/2016    EUR    61.52
BNP Paribas Arbitrage Issua    6.55   3/28/2025    EUR    65.39
Deutsche Bank AG               5.20   3/21/2017    EUR    68.50
Lehman Brothers Treasury Co    4.20   12/3/2008    HKD    16.25
LBI HF                         8.65    5/1/2011    ISK     8.50
Housing Financing Fund         2.70    1/1/2020    ISK    55.16
Central European Estates BV    7.80   4/10/2016    ILS     7.21
HSBC Trinkaus & Burkhardt A    7.30   3/24/2017    EUR    70.87
HSBC Bank PLC                  0.50  12/22/2025    BRL    37.03
Commerzbank AG                 4.60    4/7/2016    EUR    60.08
Credit Suisse AG/Nassau        6.25   10/6/2016    CHF    72.39
Credit Suisse AG/London        7.25    4/1/2016    CHF    54.16
Vontobel Financial Products    6.50   3/29/2016    EUR    64.77
DZ Bank AG Deutsche Zentral    6.75   6/24/2016    EUR    47.19
LBBW                           4.25   3/29/2016    EUR    63.44
LBBW                           5.00   3/29/2016    EUR    41.46
UBS AG                         5.75   3/29/2016    EUR    38.25
SG Issuer SA                   6.65  10/10/2021    EUR    60.89
Getin Noble Bank SA            4.81   10/7/2020    PLN    73.12
LBBW                           3.40   9/28/2018    EUR    74.05
Vontobel Financial Products    8.50   8/26/2016    EUR    71.38
Commerzbank AG                 8.25   5/26/2016    EUR    57.93
Credit Suisse AG/Nassau        7.13   6/26/2017    CHF    65.14
UBS AG/London                 10.00  11/25/2016    CHF    63.80
UniCredit Bank AG              4.30  12/22/2017    EUR    65.24
Commerzbank AG                14.00   5/26/2016    EUR    64.45
Immigon Portfolioabbau AG      4.80    5/9/2025    EUR    52.00
Societe Generale Effekten G    8.35   9/23/2016    EUR    74.38
Leonteq Securities AG         11.00    5/4/2016    USD    56.99
LBBW                           2.70   7/27/2018    EUR    68.17
Banque Cantonale Vaudoise/G    6.13   9/20/2016    USD    57.46
Leonteq Securities AG         12.20    7/7/2016    USD    63.52
Credit Suisse AG/Nassau        8.05   9/27/2016    CHF    50.30
UBS AG                        11.50   9/23/2016    EUR    72.05
Credit Agricole Corporate &    2.00    7/9/2020    BRL    66.43
Kommunekredit                  0.50   5/11/2029    CAD    71.07
Lehman Brothers Treasury Co   13.43    1/8/2009    ILS     2.60
Lehman Brothers Treasury Co    7.00  10/22/2010    EUR     2.60
Lehman Brothers Treasury Co    7.00    6/6/2017    EUR     2.60
Lehman Brothers Treasury Co    4.50  12/30/2010    USD     2.60
Commerzbank AG                 4.50   6/23/2016    EUR    62.67
Commerzbank AG                 5.75   6/23/2016    EUR    60.99
Commerzbank AG                 6.00   6/23/2016    EUR    60.41
Commerzbank AG                 7.75   6/23/2016    EUR    58.43
Commerzbank AG                 6.50   6/23/2016    EUR    65.77
Commerzbank AG                 7.25   6/23/2016    EUR    64.62
Commerzbank AG                 7.50   6/23/2016    EUR    57.03
Commerzbank AG                11.25   6/23/2016    EUR    70.72
Commerzbank AG                 7.00   6/23/2016    EUR    72.35
Commerzbank AG                 7.75   6/23/2016    EUR    73.61
Commerzbank AG                 9.50   6/23/2016    EUR    71.21
Commerzbank AG                 6.75   6/23/2016    EUR    56.04
Commerzbank AG                 4.50   6/23/2016    EUR    67.77
Commerzbank AG                 5.25   6/23/2016    EUR    66.04
Commerzbank AG                 6.25   6/23/2016    EUR    71.25
Commerzbank AG                 7.75   6/23/2016    EUR    68.81
Commerzbank AG                10.25   6/23/2016    EUR    65.41
Commerzbank AG                 9.00   5/26/2016    EUR    71.10
UBS AG/London                 15.27   9/14/2016    USD
Commerzbank AG                10.50   6/23/2016    EUR    66.01
Commerzbank AG                10.75   6/23/2016    EUR    59.15
Commerzbank AG                11.25   6/23/2016    EUR    58.72
Commerzbank AG                10.25   6/23/2016    EUR    73.09
Commerzbank AG                 9.75   6/23/2016    EUR    62.80
Commerzbank AG                11.50   6/23/2016    EUR    66.02
Zurcher Kantonalbank Financ    7.02   9/23/2016    CHF    58.94
Zurcher Kantonalbank Financ    8.02   9/23/2016    EUR    71.02
Goldman Sachs & Co Wertpapi    4.00  12/21/2016    EUR    58.45
Goldman Sachs & Co Wertpapi    3.00   4/20/2016    EUR    54.50
Goldman Sachs & Co Wertpapi    3.00   5/25/2016    EUR    54.75
Goldman Sachs & Co Wertpapi    3.00   6/22/2016    EUR    54.96
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    57.23
Zurcher Kantonalbank Financ    8.12    7/8/2016    CHF    69.14
Commerzbank AG                11.75   6/23/2016    EUR    68.51
Commerzbank AG                 9.25   6/23/2016    EUR    50.98
Commerzbank AG                 9.75   6/23/2016    EUR    71.34
Commerzbank AG                13.50   6/23/2016    EUR    65.49
Commerzbank AG                10.25   6/23/2016    EUR    69.99
Commerzbank AG                14.50   6/23/2016    EUR    64.29
Leonteq Securities AG         10.00  10/13/2016    CHF    68.18
UBS AG/London                  5.50    7/3/2017    CHF    71.68
Zurcher Kantonalbank Financ   11.06    7/1/2016    CHF    67.64
Goldman Sachs & Co Wertpapi   19.00   6/22/2016    EUR    73.52
Vontobel Financial Products    3.70    9/9/2016    EUR    61.29
Vontobel Financial Products    4.35    9/9/2016    EUR    65.38
Vontobel Financial Products    4.35   6/10/2016    EUR    64.69
Vontobel Financial Products    9.05   6/17/2016    EUR    58.90
Vontobel Financial Products    7.95   6/10/2016    EUR    59.97
UBS AG/London                  7.00    7/3/2017    CHF    69.16
UBS AG/London                  8.50    1/3/2017    CHF    62.38
Vontobel Financial Products    4.75    9/9/2016    EUR    71.70
Goldman Sachs & Co Wertpapi    7.00  10/26/2016    EUR    63.70
Commerzbank AG                 6.50   6/23/2016    EUR    50.77
Commerzbank AG                10.00   6/23/2016    EUR    47.68
Vontobel Financial Products    4.65   9/16/2016    EUR    53.28
Landesbank Hessen-Thueringe    3.00  10/31/2016    EUR    72.20
UBS AG/London                 15.02   9/15/2016    USD
Banque Cantonale Vaudoise      7.25    7/3/2017    CHF    56.51
Deutsche Bank AG               3.20   8/24/2016    EUR    70.30
Deutsche Bank AG               3.20   9/20/2016    EUR    70.40
Deutsche Bank AG               3.20   9/20/2016    EUR    73.40
Deutsche Bank AG               3.20   8/24/2016    EUR    63.70
Deutsche Bank AG               3.20  10/26/2016    EUR    61.80
Deutsche Bank AG               3.20  12/20/2016    EUR    70.60
Deutsche Bank AG               3.20   7/20/2016    EUR    66.10
Deutsche Bank AG               3.20  10/26/2016    EUR    73.40
Deutsche Bank AG               3.20  11/23/2016    EUR    61.90
Deutsche Bank AG               3.20  12/20/2016    EUR    64.30
Deutsche Bank AG               3.20  10/26/2016    EUR    70.50
Deutsche Bank AG               3.20  10/26/2016    EUR    64.00
Deutsche Bank AG               3.20  11/23/2016    EUR    64.20
Deutsche Bank AG               3.20  11/23/2016    EUR    70.60
Deutsche Bank AG               3.20   6/21/2016    EUR    70.90
Deutsche Bank AG               3.20   8/24/2016    EUR    71.10
Deutsche Bank AG               3.20  10/26/2016    EUR    71.10
Deutsche Bank AG               3.20   7/20/2016    EUR    71.00
LBBW                           6.00   9/23/2016    EUR    72.93
Deutsche Bank AG               3.20   7/20/2016    EUR    68.10
LBBW                           4.50   9/23/2016    EUR    65.59
Deutsche Bank AG               3.20   9/20/2016    EUR    71.10
Deutsche Bank AG               3.20  12/20/2016    EUR    71.20
Deutsche Bank AG               3.20   9/20/2016    EUR    74.00
Deutsche Bank AG               3.20   8/24/2016    EUR    74.00
Deutsche Bank AG               3.20   9/20/2016    EUR    68.30
Deutsche Bank AG               3.20  12/20/2016    EUR    68.60
Deutsche Bank AG               3.20   8/24/2016    EUR    68.20
Deutsche Bank AG               3.20  10/26/2016    EUR    58.30
Deutsche Bank AG               3.20   6/21/2016    EUR    64.30
Deutsche Bank AG               3.20   8/24/2016    EUR    64.90
Deutsche Bank AG               3.20  11/23/2016    EUR    65.00
Deutsche Bank AG               3.20  12/20/2016    EUR    64.90
Deutsche Bank AG               3.20   7/20/2016    EUR    57.50
Deutsche Bank AG               3.20  11/23/2016    EUR    58.60
Deutsche Bank AG               3.20   8/24/2016    EUR    64.00
Deutsche Bank AG               3.20  10/26/2016    EUR    61.80
Leonteq Securities AG         10.00   9/28/2016    CHF    59.09
Deutsche Bank AG               3.20   9/20/2016    EUR    65.00
Deutsche Bank AG               3.20   7/20/2016    EUR    63.80
Deutsche Bank AG               3.20   7/20/2016    EUR    60.50
Deutsche Bank AG               3.20   8/24/2016    EUR    57.80
Deutsche Bank AG               4.20  10/26/2016    EUR    71.70
Deutsche Bank AG               4.20   6/21/2016    EUR    71.20
Deutsche Bank AG               4.20  12/20/2016    EUR    74.10
Deutsche Bank AG               4.20   9/20/2016    EUR    73.90
Vontobel Financial Products    6.00  12/23/2016    EUR    66.29
Deutsche Bank AG               4.20  11/23/2016    EUR    69.20
Deutsche Bank AG               4.20   6/21/2016    EUR    68.20
Deutsche Bank AG               4.20  10/26/2016    EUR    74.00
Deutsche Bank AG               4.20  11/23/2016    EUR    71.80
Deutsche Bank AG               4.20  11/23/2016    EUR    74.00
Deutsche Bank AG               4.20   7/20/2016    EUR    71.30
Deutsche Bank AG               4.20  12/20/2016    EUR    62.80
Deutsche Bank AG               4.20  12/20/2016    EUR    65.00
Deutsche Bank AG               3.20   6/21/2016    EUR    71.70
Deutsche Bank AG               4.20  12/20/2016    EUR    71.90
Deutsche Bank AG               8.20  12/20/2016    EUR    69.20
Deutsche Bank AG               8.20  10/26/2016    EUR    72.00
Deutsche Bank AG               8.20  10/26/2016    EUR    59.00
Deutsche Bank AG               4.20   6/21/2016    EUR    61.50
Deutsche Bank AG               8.20  10/26/2016    EUR    64.20
Deutsche Bank AG               8.20   9/20/2016    EUR    58.30
Deutsche Bank AG               8.20   9/20/2016    EUR    65.70
Deutsche Bank AG               4.20   9/20/2016    EUR    61.50
Deutsche Bank AG               8.20   6/21/2016    EUR    56.50
Deutsche Bank AG               8.20  12/20/2016    EUR    60.10
Deutsche Bank AG               3.20   6/21/2016    EUR    66.90
Deutsche Bank AG               3.20   6/21/2016    EUR    62.90
Deutsche Bank AG               8.20  11/23/2016    EUR    59.50
Deutsche Bank AG               8.20  10/26/2016    EUR    66.40
Deutsche Bank AG               3.20   9/20/2016    EUR    67.10
Deutsche Bank AG               3.20  12/20/2016    EUR    69.30
Deutsche Bank AG               3.20  12/20/2016    EUR    67.30
Deutsche Bank AG               4.20  12/20/2016    EUR    62.50
Deutsche Bank AG               8.20  11/23/2016    EUR    61.20
Deutsche Bank AG               8.20   6/21/2016    EUR    63.90
Deutsche Bank AG               8.20   9/20/2016    EUR    67.40
Deutsche Bank AG               8.20  10/26/2016    EUR    68.10
Deutsche Bank AG               8.20   9/20/2016    EUR    63.40
Notenstein La Roche Private    6.40   9/25/2017    EUR    68.81
Deutsche Bank AG               4.20  10/26/2016    EUR    61.90
Deutsche Bank AG               8.20  12/20/2016    EUR    67.50
Deutsche Bank AG               8.20  11/23/2016    EUR    66.90
Deutsche Bank AG               8.20  12/20/2016    EUR    61.70
Deutsche Bank AG               3.20   9/20/2016    EUR    71.70
Deutsche Bank AG               3.20  12/20/2016    EUR    69.10
Deutsche Bank AG               4.20  12/20/2016    EUR    59.60
Deutsche Bank AG               8.20   6/21/2016    EUR    57.90
Deutsche Bank AG               4.20  11/23/2016    EUR    62.50
Deutsche Bank AG               4.20   9/20/2016    EUR    62.10
Deutsche Bank AG               8.20   9/20/2016    EUR    59.80
Deutsche Bank AG               8.20  11/23/2016    EUR    56.80
Deutsche Bank AG               3.20   9/20/2016    EUR    71.80
Deutsche Bank AG               4.20  12/20/2016    EUR    69.80
Deutsche Bank AG               4.20  12/20/2016    EUR    67.40
Commerzbank AG                 7.50   6/23/2016    EUR    64.70
Deutsche Bank AG               4.20   7/20/2016    EUR    69.10
Deutsche Bank AG               4.20   8/24/2016    EUR    69.30
Commerzbank AG                 9.50   6/23/2016    EUR    56.78
Deutsche Bank AG               4.20  10/26/2016    EUR    67.00
DZ Bank AG Deutsche Zentral    8.00   6/20/2016    EUR    60.74
Commerzbank AG                10.50   6/23/2016    EUR    71.45
Commerzbank AG                 8.50   6/23/2016    EUR    71.32
Commerzbank AG                 5.50   6/23/2016    EUR    52.95
DZ Bank AG Deutsche Zentral    6.20   9/19/2016    EUR    61.73
DZ Bank AG Deutsche Zentral    5.30   6/20/2016    EUR    60.60
DZ Bank AG Deutsche Zentral    6.70   6/20/2016    EUR    58.61
Deutsche Bank AG               4.20  10/26/2016    EUR    64.00
Deutsche Bank AG               4.20   8/24/2016    EUR    72.10
Deutsche Bank AG               3.20   8/24/2016    EUR    68.90
Deutsche Bank AG               3.20  10/26/2016    EUR    71.70
Vontobel Financial Products    8.95   6/13/2016    EUR    72.80
Deutsche Bank AG               3.20   7/20/2016    EUR    67.00
Deutsche Bank AG               3.20  10/26/2016    EUR    69.30
Deutsche Bank AG               3.20  10/26/2016    EUR    67.20
Deutsche Bank AG               3.20  10/26/2016    EUR    63.40
Deutsche Bank AG               3.20  11/22/2017    EUR    67.50
Deutsche Bank AG               3.20  11/22/2017    EUR    64.10
Deutsche Bank AG               3.20    7/6/2016    EUR    73.60
UniCredit Bank AG              4.15   6/23/2016    EUR    54.56
UniCredit Bank AG              5.00   6/23/2016    EUR    61.56
UniCredit Bank AG              4.50   6/23/2016    EUR    69.67
Deutsche Bank AG               4.20  10/26/2016    EUR    72.50
UniCredit Bank AG              4.00   6/23/2016    EUR    55.66
UniCredit Bank AG              4.30   6/23/2016    EUR    65.01
UniCredit Bank AG              4.20   6/23/2016    EUR    66.30
UniCredit Bank AG              4.80   6/23/2016    EUR    68.30
UniCredit Bank AG              4.85   6/23/2016    EUR    60.98
UniCredit Bank AG              4.45   6/23/2016    EUR    63.48
UniCredit Bank AG              4.00   6/23/2016    EUR    56.80
UniCredit Bank AG              4.15   6/23/2016    EUR    66.97
UniCredit Bank AG              4.20   6/23/2016    EUR    65.16
UniCredit Bank AG              6.00   6/23/2016    EUR    65.87
UniCredit Bank AG              4.25   6/23/2016    EUR    53.49
UniCredit Bank AG              4.00   6/23/2016    EUR    69.04
UniCredit Bank AG              4.90   6/23/2016    EUR    60.69
UniCredit Bank AG              4.75   6/23/2016    EUR    61.59
UniCredit Bank AG              4.25   6/23/2016    EUR    64.82
UniCredit Bank AG              4.30   6/23/2016    EUR    52.97
Commerzbank AG                 5.50   6/23/2016    EUR    71.13
Commerzbank AG                 9.75   6/23/2016    EUR    65.18
DZ Bank AG Deutsche Zentral    8.25   6/24/2016    EUR    56.18
UBS AG/London                 16.36   10/6/2016    USD
Vontobel Financial Products   12.50   6/24/2016    EUR    55.03
Commerzbank AG                 5.25   6/23/2016    EUR    61.51
Commerzbank AG                 6.50   6/23/2016    EUR    59.91
Commerzbank AG                 6.75   6/23/2016    EUR    59.37
Commerzbank AG                 8.50   6/23/2016    EUR    57.49
Commerzbank AG                 5.00   6/23/2016    EUR    68.24
Commerzbank AG                 9.25   6/23/2016    EUR    62.55
Commerzbank AG                 9.25   6/23/2016    EUR    73.71
Commerzbank AG                 6.00   6/23/2016    EUR    73.55
Commerzbank AG                 4.50   6/23/2016    EUR    61.31
Commerzbank AG                 3.75   6/23/2016    EUR    60.27
Commerzbank AG                 5.25   6/23/2016    EUR    58.05
Commerzbank AG                 6.00   6/23/2016    EUR    57.02
Commerzbank AG                 7.75   6/23/2016    EUR    55.17
Commerzbank AG                 8.50   6/23/2016    EUR    54.28
Commerzbank AG                 6.00   6/23/2016    EUR    64.42
Commerzbank AG                 9.75   6/23/2016    EUR    59.01
Commerzbank AG                 8.50   6/23/2016    EUR    67.57
Commerzbank AG                 9.50   6/23/2016    EUR    66.50
Commerzbank AG                10.75   6/23/2016    EUR    52.97
Commerzbank AG                10.00   6/23/2016    EUR    66.50
Commerzbank AG                12.75   6/23/2016    EUR    56.89
Commerzbank AG                 7.50   6/23/2016    EUR    73.52
Commerzbank AG                10.25   6/23/2016    EUR    59.59
Commerzbank AG                 9.75   6/23/2016    EUR    73.68
Commerzbank AG                10.75   6/23/2016    EUR    72.55
Commerzbank AG                10.25   6/23/2016    EUR    62.33
Commerzbank AG                10.50   6/23/2016    EUR    67.05
Commerzbank AG                11.00   6/23/2016    EUR    66.53
Goldman Sachs & Co Wertpapi   11.00   7/20/2016    EUR    66.70
Goldman Sachs & Co Wertpapi    9.00  12/21/2016    EUR    69.36
Goldman Sachs & Co Wertpapi    4.00   9/21/2016    EUR    57.52
Goldman Sachs & Co Wertpapi    4.00   7/20/2016    EUR    55.46
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    57.23
Commerzbank AG                15.25   6/23/2016    EUR    63.10
Commerzbank AG                15.75   6/23/2016    EUR    68.38
Commerzbank AG                 7.50   6/23/2016    EUR    53.27
Commerzbank AG                11.25   6/23/2016    EUR    49.02
Commerzbank AG                11.50   6/23/2016    EUR    68.21
Zurcher Kantonalbank Financ    8.50   7/17/2017    CHF    61.15
Vontobel Financial Products    9.70  10/28/2016    EUR    71.33
Notenstein La Roche Private    6.00   1/10/2017    CHF    67.03
Vontobel Financial Products    2.05  12/12/2016    EUR    65.94
Goldman Sachs & Co Wertpapi   23.00   7/20/2016    EUR    70.48
Vontobel Financial Products    2.50    9/9/2016    EUR    64.01
Goldman Sachs & Co Wertpapi    8.00   4/20/2016    EUR    71.55
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    73.08
Goldman Sachs & Co Wertpapi   22.00   9/21/2016    EUR    59.36
Goldman Sachs & Co Wertpapi   21.00  10/26/2016    EUR    60.93
Goldman Sachs & Co Wertpapi   16.00   3/22/2017    EUR    64.42
Vontobel Financial Products    5.70    9/9/2016    EUR    62.63
Vontobel Financial Products    6.30   6/10/2016    EUR    61.55
Vontobel Financial Products    5.10    9/9/2016    EUR    64.22
Vontobel Financial Products    7.00   6/17/2016    EUR    59.55
Leonteq Securities AG/Guern    9.12   7/13/2016    CHF    62.77
Leonteq Securities AG         10.00   7/13/2016    EUR    63.26
UBS AG/London                 12.00    7/1/2016    USD    47.10
UBS AG/London                  7.50    7/3/2017    EUR    58.20
Vontobel Financial Products    4.45   12/9/2016    EUR    72.19
Goldman Sachs & Co Wertpapi    8.00   4/20/2016    EUR    60.63
Commerzbank AG                 8.25   6/23/2016    EUR    49.14
Vontobel Financial Products    3.00    9/9/2016    EUR    55.15
Vontobel Financial Products    3.05   6/10/2016    EUR    54.37
Vontobel Financial Products    4.35    9/9/2016    EUR    53.73
Goldman Sachs & Co Wertpapi   11.00  10/26/2016    EUR    72.52
Vontobel Financial Products    4.60   6/10/2016    EUR    52.67
Goldman Sachs & Co Wertpapi   11.00  10/26/2016    EUR    72.52
Bank Julius Baer & Co Ltd/G    7.65   9/16/2016    CHF    72.65
Deutsche Bank AG               3.20   7/20/2016    EUR    70.20
Deutsche Bank AG               3.20   7/20/2016    EUR    73.30
Deutsche Bank AG               3.20   8/24/2016    EUR    73.40
Deutsche Bank AG               3.20   9/20/2016    EUR    66.30
Deutsche Bank AG               3.20  12/20/2016    EUR    73.40
Deutsche Bank AG               3.20   7/20/2016    EUR    63.60
Deutsche Bank AG               3.20  11/23/2016    EUR    73.40
Deutsche Bank AG               3.20   8/24/2016    EUR    61.40
Deutsche Bank AG               3.20   7/20/2016    EUR    61.20
Deutsche Bank AG               3.20  12/20/2016    EUR    62.10
Deutsche Bank AG               3.20   8/24/2016    EUR    66.20
Deutsche Bank AG               3.20  11/23/2016    EUR    66.50
Deutsche Bank AG               3.20   9/20/2016    EUR    61.60
Deutsche Bank AG               3.20   9/20/2016    EUR    63.90
Deutsche Bank AG               3.20  12/20/2016    EUR    66.60
LBBW                           6.00   9/23/2016    EUR    72.65
Deutsche Bank AG               3.20  10/26/2016    EUR    66.40
Deutsche Bank AG               3.20  10/26/2016    EUR    74.00
Deutsche Bank AG               3.20  10/26/2016    EUR    68.40
LBBW                           3.00   9/23/2016    EUR    59.58
LBBW                           3.00   9/23/2016    EUR    69.00
LBBW                           6.50   9/23/2016    EUR    62.33
Deutsche Bank AG               3.20   6/21/2016    EUR    74.10
Deutsche Bank AG               3.20  11/23/2016    EUR    73.90
Deutsche Bank AG               3.20   6/21/2016    EUR    68.00
Deutsche Bank AG               3.20   7/20/2016    EUR    74.10
Deutsche Bank AG               3.20  12/20/2016    EUR    73.90
Deutsche Bank AG               3.20  11/23/2016    EUR    68.50
Credit Suisse AG/Nassau        6.30    1/3/2017    CHF    64.41
Deutsche Bank AG               3.20  11/23/2016    EUR    71.20
Deutsche Bank AG               3.20   9/20/2016    EUR    58.00
Deutsche Bank AG               3.20  11/23/2016    EUR    61.50
Deutsche Bank AG               3.20   9/20/2016    EUR    61.00
Deutsche Bank AG               3.20  12/20/2016    EUR    61.70
Deutsche Bank AG               3.20  12/20/2016    EUR    65.00
Deutsche Bank AG               3.20  10/26/2016    EUR    61.30
Deutsche Bank AG               3.20   9/20/2016    EUR    64.20
Deutsche Bank AG               3.20  12/20/2016    EUR    61.90
Deutsche Bank AG               3.20  10/26/2016    EUR    64.50
Deutsche Bank AG               3.20   8/24/2016    EUR    60.80
Deutsche Bank AG               3.20   9/20/2016    EUR    61.70
Deutsche Bank AG               3.20  10/26/2016    EUR    65.00
Deutsche Bank AG               3.20  12/20/2016    EUR    58.80
Deutsche Bank AG               3.20   7/20/2016    EUR    64.90
Deutsche Bank AG               3.20   7/20/2016    EUR    61.40
Deutsche Bank AG               3.20   8/24/2016    EUR    61.60
Deutsche Bank AG               3.20   6/21/2016    EUR    64.80
Deutsche Bank AG               3.20  11/23/2016    EUR    61.80
Deutsche Bank AG               3.20  11/23/2016    EUR    64.70
Deutsche Bank AG               3.20   6/21/2016    EUR    61.30
Deutsche Bank AG               4.20   9/20/2016    EUR    71.60
Deutsche Bank AG               4.20  10/26/2016    EUR    69.00
Deutsche Bank AG               4.20   9/20/2016    EUR    68.80
Deutsche Bank AG               4.20  12/20/2016    EUR    69.30
Vontobel Financial Products    5.50   6/24/2016    EUR    72.07
Deutsche Bank AG               4.20  10/26/2016    EUR    64.60
Deutsche Bank AG               4.20   9/20/2016    EUR    62.10
Deutsche Bank AG               4.20  10/26/2016    EUR    71.10
Deutsche Bank AG               4.20  10/26/2016    EUR    62.40
Deutsche Bank AG               4.20  11/23/2016    EUR    64.80
Deutsche Bank AG               4.20  11/23/2016    EUR    62.60
Deutsche Bank AG               4.20   9/20/2016    EUR    64.40
Deutsche Bank AG               4.20  11/23/2016    EUR    71.20
Deutsche Bank AG               4.20   8/24/2016    EUR    71.50
Deutsche Bank AG               8.20   6/21/2016    EUR    61.60
Deutsche Bank AG               8.20  10/26/2016    EUR    56.20
Deutsche Bank AG               8.20  11/23/2016    EUR    68.70
Deutsche Bank AG               8.20  12/20/2016    EUR    73.00
Deutsche Bank AG               8.20  10/26/2016    EUR    60.60
Deutsche Bank AG               3.20   6/21/2016    EUR    69.10
Deutsche Bank AG               4.20  11/23/2016    EUR    59.30
Deutsche Bank AG               3.20   9/20/2016    EUR    69.20
Deutsche Bank AG               8.20  11/23/2016    EUR    72.50
Deutsche Bank AG               3.20   9/20/2016    EUR    63.30
Deutsche Bank AG               3.20  12/20/2016    EUR    63.60
Deutsche Bank AG               4.20  10/26/2016    EUR    62.40
Deutsche Bank AG               8.20  12/20/2016    EUR    57.40
Deutsche Bank AG               8.20  11/23/2016    EUR    64.70
Deutsche Bank AG               4.20  11/23/2016    EUR    62.20
Deutsche Bank AG               8.20   9/20/2016    EUR    55.30
Deutsche Bank AG               8.20  12/20/2016    EUR    65.20
Deutsche Bank AG               4.20  10/26/2016    EUR    58.90
Deutsche Bank AG               3.20   9/20/2016    EUR    68.90
Deutsche Bank AG               4.20   9/20/2016    EUR    58.50
Deutsche Bank AG               3.20  12/20/2016    EUR    71.60
Deutsche Bank AG               4.20  12/20/2016    EUR    62.60
Deutsche Bank AG               3.20  12/20/2016    EUR    72.20
Deutsche Bank AG               4.20   9/20/2016    EUR    69.40
Deutsche Bank AG               4.20   9/20/2016    EUR    66.80
Deutsche Bank AG               3.18    7/6/2016    EUR    67.20
Commerzbank AG                10.50   6/23/2016    EUR    56.15
Deutsche Bank AG               4.20  10/26/2016    EUR    69.60
Commerzbank AG                 9.00   6/23/2016    EUR    56.47
Deutsche Bank AG               4.20  11/22/2017    EUR    71.70
DZ Bank AG Deutsche Zentral    7.20   6/20/2016    EUR    62.53
Commerzbank AG                10.50   4/21/2016    EUR    70.10
DZ Bank AG Deutsche Zentral    5.10   6/20/2016    EUR    73.79
DZ Bank AG Deutsche Zentral    5.70   9/19/2016    EUR    63.41
DZ Bank AG Deutsche Zentral    7.40   6/20/2016    EUR    57.62
Deutsche Bank AG               4.20   8/24/2016    EUR    63.60
Deutsche Bank AG               4.20    7/6/2016    EUR    71.70
Deutsche Bank AG               3.20   7/20/2016    EUR    71.70
Deutsche Bank AG               3.20   7/20/2016    EUR    68.80
Deutsche Bank AG               3.20   8/24/2016    EUR    71.70
Deutsche Bank AG               3.20  10/26/2016    EUR    69.00
Deutsche Bank AG               3.20  11/22/2017    EUR    67.90
Vontobel Financial Products    7.55   6/17/2016    EUR    72.17
Deutsche Bank AG               3.20   7/20/2016    EUR    69.20
Deutsche Bank AG               3.20   7/20/2016    EUR    63.00
Deutsche Bank AG               3.20   8/24/2016    EUR    69.20
Deutsche Bank AG               3.20   8/24/2016    EUR    67.10
Deutsche Bank AG               3.20   8/24/2016    EUR    63.10
Leonteq Securities AG/Guern    5.14    7/6/2016    EUR    68.49
UniCredit Bank AG              5.00   6/23/2016    EUR    66.97
UniCredit Bank AG              7.00   6/23/2016    EUR    64.83
UniCredit Bank AG              4.65   6/23/2016    EUR    62.21
UniCredit Bank AG              4.00   6/23/2016    EUR    66.57
UniCredit Bank AG              4.10   6/23/2016    EUR    55.11
UniCredit Bank AG              4.70   6/23/2016    EUR    61.90
UniCredit Bank AG              4.50   6/23/2016    EUR    63.16
UniCredit Bank AG              4.35   6/23/2016    EUR    64.38
UniCredit Bank AG              4.05   6/23/2016    EUR    68.33
UniCredit Bank AG              4.05   6/23/2016    EUR    66.21
UniCredit Bank AG              4.35   6/23/2016    EUR    64.14
UniCredit Bank AG              4.80   6/23/2016    EUR    61.28
UniCredit Bank AG              4.20   6/23/2016    EUR    54.02
UniCredit Bank AG              5.50   6/23/2016    EUR    60.07
UniCredit Bank AG              4.25   6/23/2016    EUR    71.10
UniCredit Bank AG              4.10   6/23/2016    EUR    67.64
UniCredit Bank AG              4.00   6/23/2016    EUR    72.58
UniCredit Bank AG              4.55   6/23/2016    EUR    62.84
UniCredit Bank AG              4.30   6/23/2016    EUR    64.48
UniCredit Bank AG              4.15   6/23/2016    EUR    65.51
UniCredit Bank AG              4.00   6/23/2016    EUR    64.81
UniCredit Bank AG              4.10   6/23/2016    EUR    65.86
UniCredit Bank AG              4.25   6/23/2016    EUR    65.65
UniCredit Bank AG              4.50   6/23/2016    EUR    63.14
UniCredit Bank AG              4.40   6/23/2016    EUR    63.81
UniCredit Bank AG              4.60   6/23/2016    EUR    62.52
Credit Suisse AG/London        5.00   7/13/2016    CHF    72.02
Commerzbank AG                 6.75   6/23/2016    EUR    66.83
Commerzbank AG                 8.75   6/23/2016    EUR    64.04
Commerzbank AG                 7.50   6/23/2016    EUR    68.00
Commerzbank AG                10.00   6/23/2016    EUR    74.39
DZ Bank AG Deutsche Zentral    7.40   7/20/2016    EUR    70.56
DZ Bank AG Deutsche Zentral    5.90   7/20/2016    EUR    63.36
DZ Bank AG Deutsche Zentral    6.80   7/20/2016    EUR    58.74
DZ Bank AG Deutsche Zentral    6.75   9/23/2016    EUR    57.08
UBS AG/London                  9.52   9/15/2016    USD    16.97
UBS AG                         9.76   3/30/2016    USD
Vontobel Financial Products    9.00   9/23/2016    EUR    69.36
Commerzbank AG                 6.25   9/22/2016    EUR    70.86
UBS AG/London                  7.47   7/20/2016    USD
Commerzbank AG                 7.50   9/22/2016    EUR    68.73
UBS AG/London                  7.65   7/20/2016    USD
Commerzbank AG                 9.00   9/22/2016    EUR    66.85
Commerzbank AG                10.50   9/22/2016    EUR    65.20
Commerzbank AG                 8.75   9/22/2016    EUR    72.56
Deutsche Bank AG               7.50   6/21/2016    EUR    73.30
Deutsche Bank AG               7.50  12/20/2016    EUR    68.17
Vontobel Financial Products    6.00   6/24/2016    EUR    56.45
HSBC Trinkaus & Burkhardt A    6.70   4/22/2016    EUR    71.79
HSBC Trinkaus & Burkhardt A    7.60   5/27/2016    EUR    72.50
HSBC Trinkaus & Burkhardt A   17.60  12/23/2016    EUR    65.54
HSBC Trinkaus & Burkhardt A   15.20  12/23/2016    EUR    67.23
HSBC Trinkaus & Burkhardt A   13.40  10/28/2016    EUR    68.78
HSBC Trinkaus & Burkhardt A   13.20   9/23/2016    EUR    68.90
HSBC Trinkaus & Burkhardt A    9.10   9/23/2016    EUR    73.55
UBS AG/London                 15.17   9/21/2016    USD
Deutsche Bank AG               9.20   6/21/2016    EUR    64.80
Deutsche Bank AG               8.20   6/21/2016    EUR    62.20
Deutsche Bank AG               9.20   6/21/2016    EUR    62.40
Deutsche Bank AG               8.20   9/20/2016    EUR    66.30
Deutsche Bank AG               9.20   9/20/2016    EUR    66.80
Deutsche Bank AG               9.20   9/20/2016    EUR    64.50
Deutsche Bank AG               8.20   9/20/2016    EUR    64.00
Deutsche Bank AG               9.20  12/20/2016    EUR    68.70
Deutsche Bank AG               8.20  12/20/2016    EUR    65.80
Deutsche Bank AG               9.20  12/20/2016    EUR    66.50
Deutsche Bank AG               9.20   6/21/2016    EUR    59.10
Deutsche Bank AG               8.20   6/21/2016    EUR    58.80
Deutsche Bank AG               9.20   9/20/2016    EUR    61.10
Deutsche Bank AG               8.20  12/20/2016    EUR    62.40
Deutsche Bank AG               9.20  12/20/2016    EUR    63.10
Deutsche Bank AG               8.20   9/20/2016    EUR    60.60
Deutsche Bank AG               8.20   6/21/2016    EUR    69.20
Deutsche Bank AG               9.20   6/21/2016    EUR    69.40
Deutsche Bank AG               8.20   9/20/2016    EUR    70.30
Deutsche Bank AG               9.20   9/20/2016    EUR    70.80
Deutsche Bank AG               8.20  12/20/2016    EUR    72.10
Deutsche Bank AG               9.20  12/20/2016    EUR    72.90
Commerzbank AG                 7.50   9/22/2016    EUR    64.15
Commerzbank AG                 9.50   9/22/2016    EUR    62.00
Commerzbank AG                11.50   9/22/2016    EUR    60.17
Commerzbank AG                 8.50   9/22/2016    EUR    72.14
Commerzbank AG                10.00   9/22/2016    EUR    69.34
Commerzbank AG                11.75   9/22/2016    EUR    66.93
Commerzbank AG                13.50   9/22/2016    EUR    64.80
Goldman Sachs & Co Wertpapi    8.00   8/24/2016    EUR    63.13
Goldman Sachs & Co Wertpapi    8.00   7/20/2016    EUR    62.50
Goldman Sachs & Co Wertpapi    7.00   3/22/2017    EUR    65.72
UBS AG/London                 14.14   9/22/2016    USD
Bank Julius Baer & Co Ltd/G   10.85   9/30/2016    EUR    67.40
Leonteq Securities AG         11.00   10/5/2016    CHF    64.08
UBS AG/London                 11.89   9/22/2016    USD
DZ Bank AG Deutsche Zentral    8.75   3/29/2016    EUR    55.85
DZ Bank AG Deutsche Zentral    5.50   9/23/2016    EUR    58.61
DZ Bank AG Deutsche Zentral    6.10   9/19/2016    EUR    57.27
DZ Bank AG Deutsche Zentral    4.50   9/19/2016    EUR    68.08
Vontobel Financial Products    8.00   7/22/2016    EUR    57.56
Vontobel Financial Products    8.00   7/22/2016    EUR    63.39
Vontobel Financial Products    8.65   6/24/2016    EUR    72.67
Vontobel Financial Products    8.30   9/23/2016    EUR    74.04
Vontobel Financial Products   10.95   3/29/2016    EUR    73.54
Vontobel Financial Products    7.95   6/24/2016    EUR    56.16
Vontobel Financial Products    7.60   3/29/2016    EUR    55.60
Vontobel Financial Products    7.60   9/23/2016    EUR    56.38
Vontobel Financial Products    8.85   6/24/2016    EUR    55.36
Vontobel Financial Products    5.00   1/10/2017    EUR    57.65
LBBW                           2.75   7/26/2019    EUR    66.22
Vontobel Financial Products    4.15  12/23/2016    EUR    63.95
Vontobel Financial Products    7.45   3/29/2016    EUR    71.52
Credit Suisse AG/Nassau        7.25   6/20/2016    CHF    53.18
Deutsche Bank AG               5.00   8/12/2016    EUR    70.23
UBS AG                        13.50   6/24/2016    EUR    67.87
UBS AG                         8.50   6/24/2016    EUR    63.47
UBS AG                        10.50   6/24/2016    EUR    72.54
UBS AG                         8.50   6/24/2016    EUR    31.94
Leonteq Securities AG         15.00   11/7/2016    CHF    30.75
Leonteq Securities AG         12.00   11/7/2016    CHF    53.26
Leonteq Securities AG          9.20   11/7/2016    USD    65.76
Lehman Brothers Treasury Co    0.50  12/20/2017    AUD    16.25
Vontobel Financial Products    3.50   9/23/2016    EUR    58.29
UBS AG/London                 15.22   9/20/2016    USD
DekaBank Deutsche Girozentr    3.90   5/18/2016    EUR    59.93
Commerzbank AG                 5.75   9/22/2016    EUR    72.03
Commerzbank AG                 7.00   9/22/2016    EUR    69.84
Commerzbank AG                 8.25   9/22/2016    EUR    67.78
Commerzbank AG                 9.75   9/22/2016    EUR    66.00
Commerzbank AG                 7.75   9/22/2016    EUR    73.42
Commerzbank AG                 9.50   9/22/2016    EUR    71.59
Zurcher Kantonalbank Financ    7.52   7/29/2016    CHF    65.30
Bank Julius Baer & Co Ltd/G    9.00    8/2/2016    EUR    61.20
Bank Julius Baer & Co Ltd/G    7.30    8/2/2016    CHF    49.80
DZ Bank AG Deutsche Zentral    7.40   6/20/2016    EUR    67.28
UBS AG/London                 11.29   8/11/2016    USD
UBS AG/London                  7.68   8/11/2016    USD
Bank Julius Baer & Co Ltd/G   10.00   8/12/2016    EUR    56.05
Vontobel Financial Products    6.60   6/24/2016    EUR    71.65
Vontobel Financial Products   10.55   3/29/2016    EUR    68.22
Vontobel Financial Products    9.05   3/29/2016    EUR    61.57
Vontobel Financial Products    8.80   6/24/2016    EUR    58.01
Bank Julius Baer & Co Ltd/G   12.50    7/8/2016    USD    64.55
Vontobel Financial Products   10.55   3/29/2016    EUR    73.53
DZ Bank AG Deutsche Zentral    5.90   6/20/2016    EUR    59.22
DZ Bank AG Deutsche Zentral    7.10   6/20/2016    EUR    57.65
DZ Bank AG Deutsche Zentral    5.40   9/19/2016    EUR    60.27
DZ Bank AG Deutsche Zentral    6.30   9/19/2016    EUR    58.90
DZ Bank AG Deutsche Zentral    7.30   9/19/2016    EUR    57.67
DZ Bank AG Deutsche Zentral    5.00   6/20/2016    EUR    62.46
DZ Bank AG Deutsche Zentral    6.00   6/20/2016    EUR    60.81
DZ Bank AG Deutsche Zentral    7.90   6/20/2016    EUR    64.42
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    65.13
DZ Bank AG Deutsche Zentral    7.30   9/19/2016    EUR    73.17
DZ Bank AG Deutsche Zentral    7.10   6/20/2016    EUR    55.26
DZ Bank AG Deutsche Zentral    5.00   9/19/2016    EUR    57.88
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    54.77
DZ Bank AG Deutsche Zentral    5.75   6/20/2016    EUR    54.49
DZ Bank AG Deutsche Zentral    7.50   9/19/2016    EUR    56.63
EFG International Finance G    7.20   6/26/2017    GBP    40.19
Vontobel Financial Products    3.10    1/2/2017    EUR    53.46
Commerzbank AG                 5.00   6/23/2016    EUR    62.10
Commerzbank AG                 7.25   6/23/2016    EUR    58.89
Commerzbank AG                 8.25   6/23/2016    EUR    57.99
Commerzbank AG                 4.25   6/23/2016    EUR    69.50
Commerzbank AG                 5.75   6/23/2016    EUR    66.98
Commerzbank AG                 8.25   6/23/2016    EUR    63.63
Commerzbank AG                 6.00   6/23/2016    EUR    59.06
Commerzbank AG                 6.75   6/23/2016    EUR    58.02
Commerzbank AG                 8.50   6/23/2016    EUR    56.14
Commerzbank AG                 9.25   6/23/2016    EUR    55.24
Vontobel Financial Products    5.35  12/16/2016    EUR    66.29
Commerzbank AG                10.25   6/23/2016    EUR    72.18
Commerzbank AG                 5.00   6/23/2016    EUR    60.10
Commerzbank AG                 8.50   6/23/2016    EUR    72.36
Commerzbank AG                 4.50   6/23/2016    EUR    59.13
Commerzbank AG                 6.75   6/23/2016    EUR    62.90
Commerzbank AG                 8.75   6/23/2016    EUR    60.23
Commerzbank AG                 5.75   6/23/2016    EUR    72.74
Commerzbank AG                 7.00   6/23/2016    EUR    70.04
Commerzbank AG                 9.75   6/23/2016    EUR    53.74
Commerzbank AG                10.25   6/23/2016    EUR    53.34
Commerzbank AG                 9.50   6/23/2016    EUR    67.01
Commerzbank AG                13.25   6/23/2016    EUR    56.49
Commerzbank AG                13.50   6/23/2016    EUR    56.04
Commerzbank AG                 8.00   6/23/2016    EUR    72.93
Commerzbank AG                 9.25   6/23/2016    EUR    63.28
Lehman Brothers Treasury Co    4.00   8/11/2010    USD    13.88
Vontobel Financial Products    8.10   6/24/2016    EUR    73.00
Vontobel Financial Products   10.25   6/24/2016    EUR    72.41
DZ Bank AG Deutsche Zentral    4.50   6/22/2016    EUR    58.13
UBS AG                         2.60   12/9/2016    EUR    63.42
UniCredit Bank AG              4.10   6/23/2016    EUR    63.08
UniCredit Bank AG              4.00   6/23/2016    EUR    63.67
UniCredit Bank AG              5.25   6/23/2016    EUR    58.62
UniCredit Bank AG              4.20   6/23/2016    EUR    62.50
UniCredit Bank AG              4.20   6/23/2016    EUR    50.31
UniCredit Bank AG              6.50   6/23/2016    EUR    71.35
UniCredit Bank AG              7.00   6/23/2016    EUR    70.06
UniCredit Bank AG              4.10   6/23/2016    EUR    51.89
UniCredit Bank AG              4.30   6/23/2016    EUR    58.46
UniCredit Bank AG              4.10   6/23/2016    EUR    51.19
UniCredit Bank AG              4.80   6/23/2016    EUR    47.14
UniCredit Bank AG              4.30   6/23/2016    EUR    50.95
UniCredit Bank AG              5.00   6/23/2016    EUR    46.43
UniCredit Bank AG              4.25   6/23/2016    EUR    49.45
UniCredit Bank AG              4.60   6/23/2016    EUR    55.46
UniCredit Bank AG              4.20   6/23/2016    EUR    59.04
UniCredit Bank AG              5.00   6/23/2016    EUR    59.63
UniCredit Bank AG              4.70   6/23/2016    EUR    54.82
UniCredit Bank AG              4.35   6/23/2016    EUR    58.21
UniCredit Bank AG              4.40   6/23/2016    EUR    69.13
UniCredit Bank AG              4.40   6/23/2016    EUR    50.26
LBBW                           3.00   6/23/2017    EUR    60.62
LBBW                           4.50   6/23/2017    EUR    57.35
LBBW                           3.50   6/23/2017    EUR    69.06
LBBW                           5.50   6/23/2017    EUR    69.35
LBBW                           2.50   6/23/2017    EUR    69.63
LBBW                           2.50   6/23/2017    EUR    67.43
LBBW                           4.50   6/23/2017    EUR    63.34
LBBW                           4.00   6/23/2017    EUR    73.52
LBBW                           4.00   6/23/2017    EUR    58.69
LBBW                           3.00   6/23/2017    EUR    62.43
UBS AG/London                 13.60   8/12/2016    EUR    73.59
UBS AG                         2.90   12/9/2016    EUR    67.47
UniCredit Bank AG              6.00   6/23/2016    EUR    56.76
UniCredit Bank AG              4.50   6/23/2016    EUR    56.12
UniCredit Bank AG              5.50   6/23/2016    EUR    74.04
UniCredit Bank AG              4.15   6/23/2016    EUR    51.65
UniCredit Bank AG              5.00   6/23/2016    EUR    52.98
UniCredit Bank AG              7.50   6/23/2016    EUR    69.53
UniCredit Bank AG              4.20   6/23/2016    EUR    51.42
UniCredit Bank AG              4.35   6/23/2016    EUR    70.23
UniCredit Bank AG              4.30   6/23/2016    EUR    57.50
UniCredit Bank AG              6.75   6/23/2016    EUR    70.71
UniCredit Bank AG              6.00   6/23/2016    EUR    72.67
UniCredit Bank AG              4.10   6/23/2016    EUR    59.61
UniCredit Bank AG              4.25   6/23/2016    EUR    61.92
UniCredit Bank AG              4.90   6/23/2016    EUR    53.58
UniCredit Bank AG              4.50   6/23/2016    EUR    61.78
UniCredit Bank AG              4.75   6/23/2016    EUR    60.68
UniCredit Bank AG              5.75   6/23/2016    EUR    73.33
UBS AG/London                 10.00    6/3/2016    CHF    49.95
UBS AG/London                  6.00    6/3/2016    EUR    49.08
LBBW                           4.00   6/23/2017    EUR    65.68
LBBW                           3.50   6/23/2017    EUR    65.05
LBBW                           5.00   6/23/2017    EUR    71.84
LBBW                           2.50   6/23/2017    EUR    62.09
LBBW                           5.50   6/23/2017    EUR    56.42
LBBW                           4.00   6/23/2017    EUR    60.27
LBBW                           6.00   6/23/2017    EUR    57.35
Vontobel Financial Products    3.65   6/10/2016    EUR    65.98
Vontobel Financial Products    5.40   6/10/2016    EUR    61.33
Vontobel Financial Products    5.45   6/10/2016    EUR    72.61
Credit Suisse AG/Nassau        7.00   4/14/2016    EUR    55.05
Leonteq Securities AG         10.94    4/7/2016    USD    70.37
Norddeutsche Landesbank Gir    3.00    5/6/2016    EUR    68.00
Leonteq Securities AG/Guern    9.00    4/8/2016    USD     2.40
DZ Bank AG Deutsche Zentral    4.00    5/6/2016    EUR    57.12
Zurcher Kantonalbank Financ    5.52   4/29/2016    CHF    72.72
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    67.88
Goldman Sachs & Co Wertpapi   11.00   5/25/2016    EUR    68.34
Goldman Sachs & Co Wertpapi   11.00   5/25/2016    EUR    68.34
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    72.97
Goldman Sachs & Co Wertpapi    6.00   5/25/2016    EUR    65.34
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    73.00
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    49.97
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    50.71
Goldman Sachs & Co Wertpapi    6.00   4/20/2016    EUR    54.82
Goldman Sachs & Co Wertpapi    8.00   4/20/2016    EUR    54.93
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    55.54
Goldman Sachs & Co Wertpapi   12.00   6/22/2016    EUR    54.56
Goldman Sachs & Co Wertpapi   12.00   6/22/2016    EUR    54.56
Goldman Sachs & Co Wertpapi    6.00   5/25/2016    EUR    44.36
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    44.66
UBS AG/London                  6.50   4/22/2016    CHF    65.25
UBS AG/London                  7.75   4/22/2016    EUR    72.08
UBS AG/London                 11.25   4/22/2016    CHF    67.17
Bank Julius Baer & Co Ltd/G    7.50   4/29/2016    USD    71.85
Leonteq Securities AG          5.00    5/7/2019    CHF    57.44
Leonteq Securities AG          6.00    5/5/2017    CHF    73.65
Leonteq Securities AG         12.40    5/6/2016    CHF    48.72
Leonteq Securities AG         10.00    5/6/2016    EUR    73.24
Leonteq Securities AG         10.00    5/6/2016    USD    73.16
Notenstein La Roche Private    8.00   11/4/2016    CHF    72.28
Notenstein La Roche Private    5.20   11/4/2016    EUR    53.51
Notenstein La Roche Private    4.50    5/6/2019    CHF    73.23
Notenstein La Roche Private    3.60   11/4/2016    CHF    72.60
Notenstein La Roche Private    3.70    5/4/2018    CHF    70.93
Vontobel Financial Products    4.55   5/27/2016    EUR    71.35
Vontobel Financial Products    5.10   5/27/2016    EUR    48.37
Vontobel Financial Products    4.65   5/27/2016    EUR    73.31
Leonteq Securities AG/Guern    3.22   11/8/2016    USD    67.25
LBBW                           3.25   8/25/2017    EUR    63.96
Vontobel Financial Products    7.00   5/27/2016    EUR    72.16
Vontobel Financial Products    6.50   5/27/2016    EUR    50.99
Vontobel Financial Products    7.50   5/27/2016    EUR    70.74
Credit Suisse AG/Nassau        5.25   11/7/2016    CHF    73.86
Banque Cantonale Vaudoise      5.85    5/6/2016    CHF    63.50
Vontobel Financial Products    5.60   5/27/2016    EUR    69.57
Commerzbank AG                 7.24   4/27/2017    EUR    56.83
Leonteq Securities AG          8.00   4/24/2017    USD    65.94
Credit Suisse AG/Nassau        7.00    5/9/2016    CHF    69.41
Vontobel Financial Products    7.10   4/28/2016    EUR    71.14
Vontobel Financial Products    6.60   7/28/2016    EUR    70.43
Bank Julius Baer & Co Ltd/G    5.45    5/6/2016    CHF    57.20
Vontobel Financial Products    9.10   5/27/2016    EUR    70.41
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    54.70
DZ Bank AG Deutsche Zentral    6.75   6/24/2016    EUR    71.04
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    55.59
DZ Bank AG Deutsche Zentral    5.75   3/29/2016    EUR    54.51
Landesbank Hessen-Thueringe    4.00   8/15/2016    EUR    60.10
Landesbank Hessen-Thueringe    4.30   8/15/2016    EUR    67.40
Landesbank Hessen-Thueringe    4.00    6/5/2019    EUR    66.09
Vontobel Financial Products    5.55   5/27/2016    EUR    69.43
Landesbank Hessen-Thueringe    6.75   4/17/2020    EUR    60.73
DZ Bank AG Deutsche Zentral    5.90   6/20/2016    EUR    70.51
DZ Bank AG Deutsche Zentral    5.00   6/20/2016    EUR    69.78
DZ Bank AG Deutsche Zentral    5.60   6/20/2016    EUR    71.71
DZ Bank AG Deutsche Zentral    5.90   6/20/2016    EUR    51.54
Leonteq Securities AG          8.00   3/31/2017    CHF    70.55
Leonteq Securities AG          4.75   3/30/2016    CHF    74.85
DekaBank Deutsche Girozentr    3.75   3/10/2017    EUR    48.07
DekaBank Deutsche Girozentr    3.15    2/3/2017    EUR    57.03
UBS AG/London                  6.25   3/29/2016    EUR    73.24
Notenstein Finance Guernsey    4.00   3/19/2018    CHF    71.18
Notenstein La Roche Private    4.00   9/27/2019    CHF    64.42
Notenstein La Roche Private    4.50   3/27/2018    EUR    51.45
Notenstein La Roche Private    6.50   9/27/2016    CHF    60.07
Notenstein La Roche Private    6.50   9/27/2016    CHF    64.89
Notenstein La Roche Private    5.50   3/27/2017    CHF    73.30
Notenstein La Roche Private    5.00   3/27/2019    CHF    62.35
Notenstein La Roche Private    4.60   9/27/2016    CHF    73.10
Leonteq Securities AG          9.00   6/27/2016    CHF    59.07
Leonteq Securities AG          7.00   6/27/2016    CHF    68.73
Leonteq Securities AG          8.00   6/27/2016    EUR    64.98
Vontobel Financial Products   10.15   3/29/2016    EUR    66.47
Vontobel Financial Products    9.35   6/24/2016    EUR    47.98
Vontobel Financial Products   10.00   3/29/2016    EUR    46.86
Notenstein La Roche Private    9.72   6/20/2016    EUR    71.58
DZ Bank AG Deutsche Zentral    6.40   6/20/2016    EUR    56.36
DZ Bank AG Deutsche Zentral    4.80   6/20/2016    EUR    67.10
DZ Bank AG Deutsche Zentral    5.10   6/20/2016    EUR    65.20
DZ Bank AG Deutsche Zentral    5.60   6/20/2016    EUR    50.33
HSBC Trinkaus & Burkhardt A    9.00   6/24/2016    EUR    66.55
Zurcher Kantonalbank Financ   10.00   3/31/2016    CHF    64.86
Credit Suisse AG/Nassau        7.00   10/3/2016    CHF    63.67
Credit Suisse AG/Nassau        6.00   10/3/2016    EUR    49.19
Vontobel Financial Products    5.00   4/22/2016    EUR    73.16
Vontobel Financial Products    8.00   4/22/2016    EUR    59.94
Bank Julius Baer & Co Ltd/G    5.25   3/31/2016    EUR    67.30
Vontobel Financial Products   17.15   6/24/2016    EUR    59.78
Vontobel Financial Products   21.10   6/24/2016    EUR    49.70
Vontobel Financial Products   17.40   6/24/2016    EUR    59.45
Vontobel Financial Products   20.00   6/24/2016    EUR    43.82
Vontobel Financial Products   17.35   6/24/2016    EUR    55.66
Vontobel Financial Products   16.10   6/24/2016    EUR    73.79
Vontobel Financial Products   19.65   6/24/2016    EUR    73.03
Vontobel Financial Products   18.40   6/24/2016    EUR    59.95
Vontobel Financial Products   11.00   4/22/2016    EUR    48.24
Vontobel Financial Products    9.00   4/22/2016    EUR    69.17
Erste Group Bank AG            6.50   4/17/2016    EUR    68.60
DZ Bank AG Deutsche Zentral   11.75   3/29/2016    EUR    67.76
DZ Bank AG Deutsche Zentral    7.00   3/29/2016    EUR    67.69
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    47.77
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    65.97
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    65.97
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    65.97
Goldman Sachs & Co Wertpapi    6.00   6/22/2016    EUR    71.85
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    66.61
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    52.58
Goldman Sachs & Co Wertpapi    5.00   6/22/2016    EUR    61.52
Goldman Sachs & Co Wertpapi   16.00   6/22/2016    EUR    58.35
DekaBank Deutsche Girozentr    2.50  12/16/2016    EUR    71.31
DZ Bank AG Deutsche Zentral    5.00    2/6/2018    EUR    63.80
UBS AG                         4.00   1/15/2019    EUR    72.63
Raiffeisen Centrobank AG       7.90   7/20/2016    EUR    59.14
Raiffeisen Centrobank AG       9.21   7/20/2016    EUR    58.78
Raiffeisen Centrobank AG       4.61   7/20/2016    EUR    73.44
Raiffeisen Centrobank AG       6.58   7/20/2016    EUR    58.45
Raiffeisen Centrobank AG       6.58   7/20/2016    EUR    57.18
Vontobel Financial Products   10.70   6/24/2016    EUR    65.16
Vontobel Financial Products    8.95   6/24/2016    EUR    61.74
Vontobel Financial Products    7.65   6/24/2016    EUR    65.44
Vontobel Financial Products    4.60   6/24/2016    EUR    72.59
DekaBank Deutsche Girozentr    3.20   1/14/2019    EUR    58.89
Zurcher Kantonalbank Financ   10.00    8/3/2016    EUR    60.97
Landesbank Hessen-Thueringe    3.25   7/15/2016    EUR    74.00
DZ Bank AG Deutsche Zentral    8.00   6/24/2016    EUR    58.77
DZ Bank AG Deutsche Zentral    8.00   3/29/2016    EUR    65.34
DZ Bank AG Deutsche Zentral    8.25   6/24/2016    EUR    61.69
DZ Bank AG Deutsche Zentral    7.75   3/29/2016    EUR    65.46
Credit Suisse AG/London        7.15   7/26/2016    EUR    48.56
Credit Suisse AG/Nassau        8.70   7/13/2016    CHF    58.45
Credit Suisse AG/London        7.00   7/18/2016    CHF    58.74
DZ Bank AG Deutsche Zentral    7.75   6/24/2016    EUR    48.51
DZ Bank AG Deutsche Zentral    6.50   6/24/2016    EUR    58.76
DZ Bank AG Deutsche Zentral   10.00   3/29/2016    EUR    46.12
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    62.27
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    62.27
Goldman Sachs & Co Wertpapi    7.00   6/22/2016    EUR    72.08
Goldman Sachs & Co Wertpapi   14.00   6/22/2016    EUR    58.82
Goldman Sachs & Co Wertpapi    9.00   6/22/2016    EUR    66.84
Goldman Sachs & Co Wertpapi   16.00   6/22/2016    EUR    69.90
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    56.22
Goldman Sachs & Co Wertpapi   15.00   6/22/2016    EUR    46.98
Goldman Sachs & Co Wertpapi   18.00   6/22/2016    EUR    44.46
LBBW                           5.00  11/25/2016    EUR    69.85
Vontobel Financial Products   18.30   6/24/2016    EUR    70.90
Vontobel Financial Products   15.05   9/23/2016    EUR    72.43
Financial Sovetnik OOO        11.00   6/11/2018    RUB     0.05
SG Issuer SA                   5.50   4/10/2021    EUR    58.44
Deutsche Bank AG               7.50   9/20/2016    EUR    64.97
Deutsche Bank AG               7.50   9/20/2016    EUR    70.53
Deutsche Bank AG               7.50   9/20/2016    EUR    59.87
DZ Bank AG Deutsche Zentral    8.90   9/23/2016    EUR    72.81
DZ Bank AG Deutsche Zentral    5.50   9/23/2016    EUR    70.75
DZ Bank AG Deutsche Zentral    5.60   6/24/2016    EUR    69.89
DZ Bank AG Deutsche Zentral    6.90   9/23/2016    EUR    67.72
DZ Bank AG Deutsche Zentral    6.30   6/24/2016    EUR    53.41
DZ Bank AG Deutsche Zentral    8.20   9/23/2016    EUR    69.85
DZ Bank AG Deutsche Zentral    9.00   9/23/2016    EUR    58.68
Vontobel Financial Products    6.30   8/26/2016    EUR    58.41
Leonteq Securities AG          9.40  10/24/2016    EUR    60.27
Vontobel Financial Products    6.50   7/22/2016    EUR    61.89
Goldman Sachs & Co Wertpapi   21.00   7/20/2016    EUR    69.49
Goldman Sachs & Co Wertpapi    4.00   8/24/2016    EUR    66.45
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    60.79
Goldman Sachs & Co Wertpapi    6.00   5/25/2016    EUR    64.83
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    61.61
Goldman Sachs & Co Wertpapi    6.00   6/22/2016    EUR    65.25
Goldman Sachs & Co Wertpapi    6.00   7/20/2016    EUR    65.62
Goldman Sachs & Co Wertpapi    6.00   8/24/2016    EUR    66.02
Goldman Sachs & Co Wertpapi    6.00   4/20/2016    EUR    64.34
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    58.24
UBS AG                         8.85   7/21/2016    USD    33.77
UBS AG/London                  5.75   7/22/2016    CHF    57.83
UBS AG/London                  8.00   7/22/2016    CHF    64.73
UBS AG/London                  8.50   7/22/2016    CHF    71.07
Vontobel Financial Products    8.90   3/29/2016    EUR    57.47
Vontobel Financial Products    8.65   6/24/2016    EUR    54.27
Vontobel Financial Products    7.40   9/23/2016    EUR    55.81
Vontobel Financial Products    3.20   9/23/2016    EUR    61.66
Vontobel Financial Products    4.00   3/29/2016    EUR    63.75
Vontobel Financial Products    3.40   6/24/2016    EUR    61.06
Vontobel Financial Products    9.35   3/29/2016    EUR    55.64
Vontobel Financial Products    9.60   6/24/2016    EUR    56.54
Vontobel Financial Products    8.15   9/23/2016    EUR    58.16
Vontobel Financial Products   11.50   6/24/2016    EUR    72.61
Vontobel Financial Products    7.25   6/24/2016    EUR    71.96
Vontobel Financial Products   11.15   3/29/2016    EUR    73.54
Vontobel Financial Products    9.60   6/24/2016    EUR    72.66
Vontobel Financial Products    8.30   9/23/2016    EUR    74.04
Vontobel Financial Products    8.10   6/24/2016    EUR    55.61
Vontobel Financial Products    8.65   3/29/2016    EUR    57.47
Bank Julius Baer & Co Ltd/G    7.50   7/22/2016    CHF    71.60
Zurcher Kantonalbank Financ    5.00   7/27/2017    CHF    73.52
UBS AG/London                  7.88   7/21/2016    USD
Bank Julius Baer & Co Ltd/G    5.60   7/24/2017    EUR    70.15
Vontobel Financial Products    5.65   3/29/2016    EUR    60.69
Vontobel Financial Products    5.70   6/24/2016    EUR    58.10
Vontobel Financial Products   10.30   6/24/2016    EUR    53.35
Vontobel Financial Products   11.65   3/29/2016    EUR    54.58
Vontobel Financial Products    6.45   8/26/2016    EUR    73.19
Vontobel Financial Products    7.45   8/26/2016    EUR    69.58
Commerzbank AG                 4.00   7/21/2016    EUR    59.37
Commerzbank AG                 4.25   7/21/2016    EUR    58.79
Commerzbank AG                 4.50   7/21/2016    EUR    58.25
Commerzbank AG                 5.00   7/21/2016    EUR    57.78
Commerzbank AG                 5.50   7/21/2016    EUR    57.33
Commerzbank AG                 5.75   7/21/2016    EUR    56.83
Commerzbank AG                 6.25   7/21/2016    EUR    56.40
Commerzbank AG                 6.75   7/21/2016    EUR    55.98
Commerzbank AG                 7.00   7/21/2016    EUR    55.51
Commerzbank AG                 7.50   7/21/2016    EUR    55.11
Commerzbank AG                 8.00   7/21/2016    EUR    54.73
Commerzbank AG                 8.50   7/21/2016    EUR    54.37
Commerzbank AG                 9.00   7/21/2016    EUR    54.01
Commerzbank AG                 4.00   7/21/2016    EUR    71.44
Commerzbank AG                 4.50   7/21/2016    EUR    70.83
Commerzbank AG                 4.75   7/21/2016    EUR    70.22
Commerzbank AG                 5.25   7/21/2016    EUR    69.64
Commerzbank AG                 5.50   7/21/2016    EUR    69.04
Commerzbank AG                 6.00   7/21/2016    EUR    68.48
Commerzbank AG                 6.50   7/21/2016    EUR    67.99
Commerzbank AG                 7.00   7/21/2016    EUR    67.45
Commerzbank AG                 7.50   7/21/2016    EUR    66.97
Commerzbank AG                 7.75   7/21/2016    EUR    66.38
Commerzbank AG                 8.25   7/21/2016    EUR    65.93
Commerzbank AG                 8.75   7/21/2016    EUR    65.44
Commerzbank AG                 9.25   7/21/2016    EUR    65.01
Commerzbank AG                 4.75   7/21/2016    EUR    62.62
Commerzbank AG                 5.75   7/21/2016    EUR    61.23
Commerzbank AG                 6.75   7/21/2016    EUR    59.91
Commerzbank AG                 7.75   7/21/2016    EUR    58.65
Commerzbank AG                 8.75   7/21/2016    EUR    57.54
Commerzbank AG                 9.75   7/21/2016    EUR    56.46
Commerzbank AG                11.00   7/21/2016    EUR    55.52
Commerzbank AG                 5.00   7/21/2016    EUR    74.02
Commerzbank AG                 6.00   7/21/2016    EUR    72.87
Commerzbank AG                 7.00   7/21/2016    EUR    71.76
Commerzbank AG                 4.50   7/21/2016    EUR    63.53
Zurcher Kantonalbank Financ    7.00    8/4/2016    EUR    63.32
Vontobel Financial Products    6.80   1/27/2017    EUR    72.76
Vontobel Financial Products    4.00   6/24/2016    EUR    71.15
Credit Suisse AG/Nassau        6.00    8/7/2017    CHF    71.53
DZ Bank AG Deutsche Zentral    5.50   8/26/2016    EUR    73.03
DZ Bank AG Deutsche Zentral    6.00   8/26/2016    EUR    66.98
DZ Bank AG Deutsche Zentral    5.50   8/26/2016    EUR    64.94
DZ Bank AG Deutsche Zentral    6.25   8/26/2016    EUR    63.51
DZ Bank AG Deutsche Zentral    5.00   8/26/2016    EUR    66.92
DZ Bank AG Deutsche Zentral    5.75  12/23/2016    EUR    61.41
DZ Bank AG Deutsche Zentral    5.25  12/23/2016    EUR    65.18
DZ Bank AG Deutsche Zentral    5.75  12/23/2016    EUR    58.00
Bank Julius Baer & Co Ltd/G    6.70    8/4/2016    EUR    61.90
Commerzbank AG                 7.25   7/21/2016    EUR    69.97
Commerzbank AG                 7.75   7/21/2016    EUR    69.10
Commerzbank AG                 8.25   7/21/2016    EUR    68.19
Commerzbank AG                 9.00   7/21/2016    EUR    67.45
Commerzbank AG                 9.50   7/21/2016    EUR    66.65
Commerzbank AG                10.25   7/21/2016    EUR    65.96
Commerzbank AG                11.25   6/23/2016    EUR    71.22
Commerzbank AG                15.50   6/23/2016    EUR    65.48
Commerzbank AG                 7.75   6/23/2016    EUR    51.21
Commerzbank AG                 9.75   6/23/2016    EUR    49.08
Commerzbank AG                12.00   6/23/2016    EUR    47.29
Commerzbank AG                 9.00   7/21/2016    EUR    72.88
Commerzbank AG                 6.50   7/21/2016    EUR    69.08
Commerzbank AG                 8.00   7/21/2016    EUR    66.61
Commerzbank AG                 9.50   7/21/2016    EUR    64.31
Commerzbank AG                11.00   7/21/2016    EUR    62.27
Commerzbank AG                12.75   7/21/2016    EUR    60.50
Commerzbank AG                10.00   7/21/2016    EUR    68.83
Commerzbank AG                14.25   7/21/2016    EUR    63.66
Commerzbank AG                12.25   7/21/2016    EUR    75.38
Commerzbank AG                14.00   7/21/2016    EUR    73.17
Commerzbank AG                12.25   7/21/2016    EUR    72.55
UBS AG                         9.57   7/26/2016    USD
Commerzbank AG                 5.50   7/21/2016    EUR    72.76
Commerzbank AG                 6.00   7/21/2016    EUR    71.73
Commerzbank AG                 6.75   7/21/2016    EUR    70.88
Bank Julius Baer & Co Ltd/G   10.20   7/27/2016    EUR    69.10
Vontobel Financial Products    8.95   3/29/2016    EUR    60.04
Vontobel Financial Products    8.80   6/24/2016    EUR    60.82
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    55.08
DZ Bank AG Deutsche Zentral    6.60   6/20/2016    EUR    54.36
DZ Bank AG Deutsche Zentral    6.10   9/19/2016    EUR    55.72
DZ Bank AG Deutsche Zentral    7.60   6/20/2016    EUR    66.67
DZ Bank AG Deutsche Zentral    6.70   9/19/2016    EUR    67.81
Commerzbank AG                 8.25   7/21/2016    EUR    72.12
Commerzbank AG                 6.00   7/21/2016    EUR    63.01
Commerzbank AG                 6.75   7/21/2016    EUR    61.96
Commerzbank AG                 7.50   7/21/2016    EUR    60.95
Commerzbank AG                 8.50   7/21/2016    EUR    60.11
Commerzbank AG                 9.25   7/21/2016    EUR    59.20
Commerzbank AG                 8.25   7/21/2016    EUR    73.16
Commerzbank AG                 9.25   7/21/2016    EUR    72.09
Commerzbank AG                 4.25   7/21/2016    EUR    66.03
Commerzbank AG                 5.00   7/21/2016    EUR    64.89
Commerzbank AG                 6.00   7/21/2016    EUR    63.87
Commerzbank AG                 6.75   7/21/2016    EUR    62.82
Commerzbank AG                 7.75   7/21/2016    EUR    61.90
Commerzbank AG                 8.50   7/21/2016    EUR    60.96
Commerzbank AG                 4.25   7/21/2016    EUR    71.46
Commerzbank AG                 5.25   7/21/2016    EUR    69.86
Commerzbank AG                 6.00   7/21/2016    EUR    68.29
Commerzbank AG                 7.00   7/21/2016    EUR    66.87
Commerzbank AG                 8.25   7/21/2016    EUR    65.62
Commerzbank AG                 9.25   7/21/2016    EUR    64.36
Commerzbank AG                 6.75   7/21/2016    EUR    72.70
Commerzbank AG                 9.00   7/21/2016    EUR    69.91
Commerzbank AG                 5.25   7/21/2016    EUR    69.46
Commerzbank AG                 6.75   7/21/2016    EUR    67.16
Commerzbank AG                 8.50   7/21/2016    EUR    65.09
Commerzbank AG                 6.50   7/21/2016    EUR    64.26
Commerzbank AG                 8.75   7/21/2016    EUR    61.85
Commerzbank AG                 5.00   7/21/2016    EUR    65.56
Commerzbank AG                 6.50   7/21/2016    EUR    63.46
Commerzbank AG                 8.25   7/21/2016    EUR    61.55
Commerzbank AG                 5.25   7/21/2016    EUR    72.88
Commerzbank AG                 7.50   7/21/2016    EUR    70.07
Commerzbank AG                 7.00   6/23/2016    EUR    52.48
Commerzbank AG                 8.75   6/23/2016    EUR    50.77
Commerzbank AG                10.75   6/23/2016    EUR    49.32
Leonteq Securities AG         10.00  12/22/2016    CHF    62.58
UBS AG                         8.53   7/28/2016    USD
UBS AG                         4.39   7/27/2017    USD
UBS AG                         4.57   7/27/2017    USD
UBS AG                         8.42   7/27/2016    USD
Zurcher Kantonalbank Financ    7.52    8/5/2016    EUR    69.45
Bank J Safra Sarasin AG/Gue    7.45   7/28/2016    CHF    72.93
Vontobel Financial Products    8.95   7/22/2016    EUR    66.11
Vontobel Financial Products    8.15   9/23/2016    EUR    67.11
Vontobel Financial Products   10.60   3/29/2016    EUR    68.23
Vontobel Financial Products    7.80   7/22/2016    EUR    54.68
Vontobel Financial Products   10.65   7/22/2016    EUR    52.27
Vontobel Financial Products    5.30   7/22/2016    EUR    57.62
Vontobel Financial Products    5.45   6/24/2016    EUR    57.25
Vontobel Financial Products    4.95   3/29/2016    EUR    61.49
Vontobel Financial Products    2.45   3/29/2016    EUR    66.18
Notenstein La Roche Private    2.75    8/7/2019    CHF    69.78
Notenstein La Roche Private    3.10   8/14/2019    CHF    72.21
Vontobel Financial Products    9.05   3/29/2016    EUR    58.56
Vontobel Financial Products    9.45   6/24/2016    EUR    59.36
Vontobel Financial Products    8.05   9/23/2016    EUR    60.89
Vontobel Financial Products    8.50   7/22/2016    EUR    60.80
Vontobel Financial Products    4.70   3/29/2016    EUR    64.94
Vontobel Financial Products    5.30   7/22/2016    EUR    64.63
UniCredit Bank AG              4.88   8/25/2017    EUR    73.33
Commerzbank AG                 7.50   7/21/2016    EUR    54.06
Commerzbank AG                 7.50   7/21/2016    EUR    65.10
Commerzbank AG                 8.00   7/21/2016    EUR    72.79
Notenstein La Roche Private    7.50    2/7/2017    EUR    71.01
Notenstein La Roche Private    7.00    2/7/2017    CHF    70.83
Notenstein La Roche Private    5.50    8/7/2018    CHF    69.68
Notenstein La Roche Private    5.00    8/7/2018    CHF    70.02
Goldman Sachs & Co Wertpapi   21.00   7/20/2016    EUR    70.33
Goldman Sachs & Co Wertpapi   21.00   7/20/2016    EUR    69.30
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    71.69
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    67.37
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    58.62
Goldman Sachs & Co Wertpapi    8.00   8/24/2016    EUR    57.12
Goldman Sachs & Co Wertpapi   13.00   3/22/2017    EUR    56.20
Goldman Sachs & Co Wertpapi    9.00   6/21/2017    EUR    59.71
Goldman Sachs & Co Wertpapi   12.00   6/21/2017    EUR    58.14
Bank Julius Baer & Co Ltd/G   13.68   7/28/2016    CHF    51.20
DZ Bank AG Deutsche Zentral    6.75   6/24/2016    EUR    58.25
DZ Bank AG Deutsche Zentral    5.25   6/24/2016    EUR    58.91
DZ Bank AG Deutsche Zentral    4.90   9/19/2016    EUR    67.32
DZ Bank AG Deutsche Zentral    4.80   9/19/2016    EUR    60.04
DZ Bank AG Deutsche Zentral    4.90   6/20/2016    EUR    67.44
Vontobel Financial Products    9.00   7/22/2016    EUR    72.46
Vontobel Financial Products    7.35   9/23/2016    EUR    73.45
Vontobel Financial Products    9.50   6/24/2016    EUR    72.64
Vontobel Financial Products    6.90   9/23/2016    EUR    57.56
Vontobel Financial Products    9.00   3/29/2016    EUR    54.47
EFG International Finance G    7.20   7/29/2020    EUR    63.70
Vontobel Financial Products    8.70   3/29/2016    EUR    65.99
Vontobel Financial Products    6.90   6/24/2016    EUR    67.14
Vontobel Financial Products    9.15   6/24/2016    EUR    71.72
Vontobel Financial Products    5.15   6/24/2016    EUR    73.40
UBS AG                         5.00   6/24/2016    EUR    62.56
UBS AG                        11.50   6/24/2016    EUR    54.20
Leonteq Securities AG          8.00   11/7/2016    CHF    71.12
Notenstein La Roche Private    6.00    8/7/2017    CHF    72.61
UBS AG/London                  8.90    6/9/2017    EUR    75.69
UBS AG/London                  9.60   3/10/2017    EUR    74.16
UBS AG/London                  8.40    6/9/2017    EUR    74.91
UBS AG/London                 12.00   8/12/2016    EUR    72.86
UBS AG/London                  9.00   3/10/2017    EUR    73.43
Vontobel Financial Products    4.65   12/9/2016    EUR    69.13
Commerzbank AG                 5.50   8/25/2016    EUR    63.04
Vontobel Financial Products    4.95   9/23/2016    EUR    68.90
UBS AG                         4.75   9/23/2016    EUR    71.23
Credit Suisse AG/Nassau        8.00   9/16/2016    CHF    73.16
DZ Bank AG Deutsche Zentral    6.00   6/24/2016    EUR    71.80
DZ Bank AG Deutsche Zentral    9.50   9/23/2016    EUR    73.56
DZ Bank AG Deutsche Zentral    5.50   6/24/2016    EUR    62.36
DZ Bank AG Deutsche Zentral   10.00   8/26/2016    EUR    75.67
Barclays Bank PLC              8.50   9/16/2016    USD     9.62
DZ Bank AG Deutsche Zentral    5.00   6/17/2016    EUR    72.79
UniCredit Bank AG              5.10   6/15/2016    EUR    62.92
Leonteq Securities AG          9.40   8/17/2016    EUR    66.38
Leonteq Securities AG          6.77   8/17/2017    CHF    56.82
DZ Bank AG Deutsche Zentral    4.70   8/24/2016    EUR    58.31
DZ Bank AG Deutsche Zentral    5.75  12/23/2016    EUR    57.40
DZ Bank AG Deutsche Zentral    6.50   3/29/2016    EUR    62.91
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    61.04
Banque Cantonale Vaudoise/G    8.25   8/17/2016    EUR    65.05
Vontobel Financial Products    5.10   12/2/2016    EUR    63.72
Vontobel Financial Products    7.85   8/26/2016    EUR    70.08
DZ Bank AG Deutsche Zentral    7.25   3/29/2016    EUR    62.85
Deutsche Bank AG               6.20   9/20/2016    EUR    63.00
Deutsche Bank AG               6.20   9/20/2016    EUR    60.90
Deutsche Bank AG               4.20   9/20/2016    EUR    59.90
Deutsche Bank AG               4.20  12/20/2016    EUR    60.70
Deutsche Bank AG               5.20   6/21/2016    EUR    71.40
Deutsche Bank AG               6.20   6/21/2016    EUR    71.70
Deutsche Bank AG               6.20   9/20/2016    EUR    72.60
Deutsche Bank AG               5.20   9/20/2016    EUR    72.10
Deutsche Bank AG               5.20  12/20/2016    EUR    72.70
Deutsche Bank AG               6.20  12/20/2016    EUR    73.40
Deutsche Bank AG               4.20   6/21/2016    EUR    68.20
Deutsche Bank AG               6.20   9/20/2016    EUR    73.30
Deutsche Bank AG               5.20   9/20/2016    EUR    72.80
Deutsche Bank AG               4.20   9/20/2016    EUR    72.30
Deutsche Bank AG               4.20   9/20/2016    EUR    68.30
Deutsche Bank AG               5.20   9/20/2016    EUR    68.80
Deutsche Bank AG               6.20   9/20/2016    EUR    69.30
Deutsche Bank AG               5.20   9/20/2016    EUR    65.20
Deutsche Bank AG               4.20   9/20/2016    EUR    64.70
Deutsche Bank AG               6.20   9/20/2016    EUR    65.70
Deutsche Bank AG               5.20  12/20/2016    EUR    73.60
Deutsche Bank AG               4.20  12/20/2016    EUR    72.90
Deutsche Bank AG               5.20  12/20/2016    EUR    69.90
Deutsche Bank AG               6.20  12/20/2016    EUR    70.60
Deutsche Bank AG               4.20  12/20/2016    EUR    69.20
Deutsche Bank AG               5.20  12/20/2016    EUR    66.40
Deutsche Bank AG               6.20  12/20/2016    EUR    67.20
Deutsche Bank AG               4.20  12/20/2016    EUR    65.70
Deutsche Bank AG               5.20   3/21/2017    EUR    72.90
Deutsche Bank AG               5.20   3/21/2017    EUR    64.60
Deutsche Bank AG               7.20   3/21/2017    EUR    66.60
Deutsche Bank AG               5.20   3/21/2017    EUR    62.60
Deutsche Bank AG               7.20   3/21/2017    EUR    64.50
Deutsche Bank AG               7.20   3/21/2017    EUR    62.60
Deutsche Bank AG               5.20   3/21/2017    EUR    60.60
Deutsche Bank AG               7.20   3/21/2017    EUR    60.80
Deutsche Bank AG               5.20   3/21/2017    EUR    58.80
Deutsche Bank AG               5.20   3/21/2017    EUR    57.10
Deutsche Bank AG               7.20   3/21/2017    EUR    59.10
Deutsche Bank AG               5.20   3/21/2017    EUR    73.50
Deutsche Bank AG               7.20   3/21/2017    EUR    70.50
Deutsche Bank AG               5.20   3/21/2017    EUR    66.90
Deutsche Bank AG               7.20   3/21/2017    EUR    68.90
Deutsche Bank AG               7.20   3/21/2017    EUR    66.00
Deutsche Bank AG               5.20   3/21/2017    EUR    64.00
Deutsche Bank AG               5.20   3/21/2017    EUR    61.30
Deutsche Bank AG               7.20   3/21/2017    EUR    63.30
Deutsche Bank AG               5.20   6/21/2016    EUR    65.20
Deutsche Bank AG               4.20   6/21/2016    EUR    65.00
Deutsche Bank AG               6.20   6/21/2016    EUR    65.50
Deutsche Bank AG               5.20   6/21/2016    EUR    61.70
Deutsche Bank AG               6.20   6/21/2016    EUR    62.00
Deutsche Bank AG               6.20   9/20/2016    EUR    66.40
Deutsche Bank AG               5.20   9/20/2016    EUR    65.90
Deutsche Bank AG               4.20   9/20/2016    EUR    65.40
Deutsche Bank AG               6.20   9/20/2016    EUR    63.10
Deutsche Bank AG               5.20   9/20/2016    EUR    62.60
Deutsche Bank AG               6.20  12/20/2016    EUR    67.20
Deutsche Bank AG               5.20  12/20/2016    EUR    66.50
Deutsche Bank AG               4.20  12/20/2016    EUR    65.80
Deutsche Bank AG               5.20  12/20/2016    EUR    63.40
Deutsche Bank AG               6.20  12/20/2016    EUR    64.10
Deutsche Bank AG               5.20   3/21/2017    EUR    73.30
Deutsche Bank AG               7.20   3/21/2017    EUR    72.90
Deutsche Bank AG               5.20   3/21/2017    EUR    70.90
Deutsche Bank AG               5.20   3/21/2017    EUR    67.60
Deutsche Bank AG               7.20   3/21/2017    EUR    69.50
Deutsche Bank AG               7.20   7/20/2016    EUR    71.50
Deutsche Bank AG               7.20   8/24/2016    EUR    72.00
Deutsche Bank AG               5.20  10/26/2016    EUR    71.70
Deutsche Bank AG               7.20  10/26/2016    EUR    72.90
Deutsche Bank AG               7.20  11/23/2016    EUR    73.20
Deutsche Bank AG               5.20  11/23/2016    EUR    71.90
Deutsche Bank AG               7.20   7/20/2016    EUR    62.50
Deutsche Bank AG               7.20   7/20/2016    EUR    60.30
Deutsche Bank AG               7.20   7/20/2016    EUR    58.20
Deutsche Bank AG               7.20   7/20/2016    EUR    56.30
Deutsche Bank AG               7.20   7/20/2016    EUR    54.50
Deutsche Bank AG               7.20   8/24/2016    EUR    63.10
Deutsche Bank AG               7.20   8/24/2016    EUR    60.90
Deutsche Bank AG               7.20   8/24/2016    EUR    58.90
Deutsche Bank AG               7.20   8/24/2016    EUR    57.00
Deutsche Bank AG               7.20   8/24/2016    EUR    55.20
Deutsche Bank AG               5.20  10/26/2016    EUR    63.00
Deutsche Bank AG               7.20  10/26/2016    EUR    64.10
Deutsche Bank AG               7.20  10/26/2016    EUR    62.00
Deutsche Bank AG               5.20  10/26/2016    EUR    60.80
Deutsche Bank AG               7.20  10/26/2016    EUR    60.00
Deutsche Bank AG               5.20  10/26/2016    EUR    58.80
Deutsche Bank AG               7.20  10/26/2016    EUR    58.10
Deutsche Bank AG               5.20  10/26/2016    EUR    57.00
Deutsche Bank AG               5.20  10/26/2016    EUR    55.20
Deutsche Bank AG               7.20  10/26/2016    EUR    56.40
Deutsche Bank AG               7.20  11/23/2016    EUR    64.60
Deutsche Bank AG               5.20  11/23/2016    EUR    63.30
Deutsche Bank AG               5.20  11/23/2016    EUR    61.10
Deutsche Bank AG               7.20  11/23/2016    EUR    62.50
Deutsche Bank AG               5.20  11/23/2016    EUR    59.20
Deutsche Bank AG               7.20  11/23/2016    EUR    60.50
Deutsche Bank AG               5.20  11/23/2016    EUR    57.30
Deutsche Bank AG               7.20  11/23/2016    EUR    58.60
Deutsche Bank AG               7.20  11/23/2016    EUR    56.90
Deutsche Bank AG               5.20  11/23/2016    EUR    55.50
Deutsche Bank AG               7.20   7/20/2016    EUR    72.30
Deutsche Bank AG               5.20   7/20/2016    EUR    71.60
Deutsche Bank AG               7.20   7/20/2016    EUR    66.70
Deutsche Bank AG               5.20   7/20/2016    EUR    66.10
Deutsche Bank AG               7.20   8/24/2016    EUR    72.70
Deutsche Bank AG               5.20   8/24/2016    EUR    71.90
Deutsche Bank AG               5.20   8/24/2016    EUR    66.40
Deutsche Bank AG               7.20   8/24/2016    EUR    67.30
Deutsche Bank AG               5.20  10/26/2016    EUR    72.30
Deutsche Bank AG               7.20  10/26/2016    EUR    73.50
Deutsche Bank AG               5.20  10/26/2016    EUR    67.10
Deutsche Bank AG               7.20  10/26/2016    EUR    68.20
Deutsche Bank AG               7.20  11/23/2016    EUR    73.80
Deutsche Bank AG               5.20  11/23/2016    EUR    72.50
Deutsche Bank AG               5.20  11/23/2016    EUR    67.30
Deutsche Bank AG               7.20  11/23/2016    EUR    68.70
Deutsche Bank AG               5.20   7/20/2016    EUR    65.50
Deutsche Bank AG               7.20   7/20/2016    EUR    66.20
Deutsche Bank AG               7.20   7/20/2016    EUR    62.70
Deutsche Bank AG               5.20   7/20/2016    EUR    62.10
Deutsche Bank AG               7.20   7/20/2016    EUR    59.60
Deutsche Bank AG               5.20   8/24/2016    EUR    65.80
Deutsche Bank AG               7.20   8/24/2016    EUR    66.60
Deutsche Bank AG               7.20   8/24/2016    EUR    63.20
Deutsche Bank AG               5.20   8/24/2016    EUR    62.40
Deutsche Bank AG               7.20   8/24/2016    EUR    60.20
Deutsche Bank AG               5.20  10/26/2016    EUR    66.20
Deutsche Bank AG               7.20  10/26/2016    EUR    67.40
Deutsche Bank AG               5.20  10/26/2016    EUR    62.90
Deutsche Bank AG               7.20  10/26/2016    EUR    64.10
Deutsche Bank AG               7.20  10/26/2016    EUR    61.20
Deutsche Bank AG               5.20  10/26/2016    EUR    60.00
Deutsche Bank AG               7.20  11/23/2016    EUR    67.70
Deutsche Bank AG               5.20  11/23/2016    EUR    66.30
Deutsche Bank AG               5.20  11/23/2016    EUR    63.20
Deutsche Bank AG               7.20  11/23/2016    EUR    64.50
Deutsche Bank AG               5.20  11/23/2016    EUR    60.20
Deutsche Bank AG               7.20  11/23/2016    EUR    61.60
Deutsche Bank AG               7.20   7/20/2016    EUR    72.60
Deutsche Bank AG               7.20   8/24/2016    EUR    73.10
Deutsche Bank AG               5.20  10/26/2016    EUR    72.80
Deutsche Bank AG               5.20  11/23/2016    EUR    73.00
Deutsche Bank AG               5.20    7/6/2016    EUR    71.90
Deutsche Bank AG               7.20    7/6/2016    EUR    72.50
Deutsche Bank AG               5.20    7/6/2016    EUR    67.90
Deutsche Bank AG               7.20    7/6/2016    EUR    68.40
Deutsche Bank AG               7.20    7/6/2016    EUR    64.80
Deutsche Bank AG               5.20    7/6/2016    EUR    64.20
Deutsche Bank AG               5.20   8/24/2016    EUR    72.50
Deutsche Bank AG               7.20   8/24/2016    EUR    73.30
Deutsche Bank AG               5.20   8/24/2016    EUR    68.50
Deutsche Bank AG               7.20   8/24/2016    EUR    69.30
Deutsche Bank AG               7.20   8/24/2016    EUR    65.70
Deutsche Bank AG               5.20   8/24/2016    EUR    64.90
Deutsche Bank AG               5.20  10/26/2016    EUR    73.10
Deutsche Bank AG               5.20  10/26/2016    EUR    69.30
Deutsche Bank AG               7.20  10/26/2016    EUR    70.40
Deutsche Bank AG               5.20  10/26/2016    EUR    65.70
Deutsche Bank AG               7.20  10/26/2016    EUR    66.90
Deutsche Bank AG               5.20  11/23/2016    EUR    73.40
Deutsche Bank AG               5.20  11/23/2016    EUR    69.60
Deutsche Bank AG               7.20  11/23/2016    EUR    70.90
Deutsche Bank AG               7.20  11/23/2016    EUR    67.40
Deutsche Bank AG               5.20  11/23/2016    EUR    66.10
DZ Bank AG Deutsche Zentral    6.70   6/20/2016    EUR    71.21
DZ Bank AG Deutsche Zentral    5.10   9/19/2016    EUR    71.25
DZ Bank AG Deutsche Zentral    7.60   9/19/2016    EUR    64.54
DZ Bank AG Deutsche Zentral   12.00   6/20/2016    EUR    72.72
DZ Bank AG Deutsche Zentral    8.25   6/20/2016    EUR    72.01
DZ Bank AG Deutsche Zentral    6.50   6/20/2016    EUR    58.69
DZ Bank AG Deutsche Zentral    6.00   9/19/2016    EUR    59.49
DZ Bank AG Deutsche Zentral    6.75   9/19/2016    EUR    59.85
Notenstein La Roche Private    6.34   8/19/2016    CHF    65.61
Vontobel Financial Products    5.00  12/23/2016    EUR    63.68
Vontobel Financial Products   13.40  12/23/2016    EUR    68.10
Vontobel Financial Products    7.60  12/23/2016    EUR    70.43
Vontobel Financial Products    6.75   8/26/2016    EUR    64.54
Vontobel Financial Products    9.00   8/26/2016    EUR    72.61
DekaBank Deutsche Girozentr    5.40   8/12/2016    EUR    61.97
DZ Bank AG Deutsche Zentral    4.90   6/20/2016    EUR    61.81
DZ Bank AG Deutsche Zentral    5.60   9/19/2016    EUR    70.19
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    58.97
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    68.49
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    68.49
Goldman Sachs & Co Wertpapi   13.00   4/20/2016    EUR    68.83
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    69.06
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    69.21
Goldman Sachs & Co Wertpapi   10.00   5/25/2016    EUR    69.51
Goldman Sachs & Co Wertpapi   12.00   5/25/2016    EUR    69.82
Goldman Sachs & Co Wertpapi    4.00   6/22/2016    EUR    65.56
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    66.48
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    66.48
Goldman Sachs & Co Wertpapi   13.00   6/22/2016    EUR    67.63
Goldman Sachs & Co Wertpapi    5.00   8/24/2016    EUR    66.30
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    68.49
Goldman Sachs & Co Wertpapi   12.00   8/24/2016    EUR    69.11
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    69.36
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    69.36
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    69.35
Goldman Sachs & Co Wertpapi    5.00  12/21/2016    EUR    67.17
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    69.35
Goldman Sachs & Co Wertpapi    9.00   3/22/2017    EUR    71.81
Goldman Sachs & Co Wertpapi    9.00   3/22/2017    EUR    71.81
Goldman Sachs & Co Wertpapi   11.00   4/20/2016    EUR    60.99
Goldman Sachs & Co Wertpapi   11.00   4/20/2016    EUR    60.99
Goldman Sachs & Co Wertpapi    5.00   5/25/2016    EUR    61.08
Goldman Sachs & Co Wertpapi    7.00  12/21/2016    EUR    64.27
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    65.70
Goldman Sachs & Co Wertpapi   12.00   4/20/2016    EUR    64.39
Goldman Sachs & Co Wertpapi    8.00   7/20/2016    EUR    65.48
Goldman Sachs & Co Wertpapi   10.00   7/20/2016    EUR    66.09
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    66.95
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    66.95
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    67.35
Goldman Sachs & Co Wertpapi    8.00   9/21/2016    EUR    66.66
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    67.61
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    67.61
Goldman Sachs & Co Wertpapi    6.00  12/21/2016    EUR    66.87
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    68.32
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    68.32
Goldman Sachs & Co Wertpapi    7.00   3/22/2017    EUR    69.01
Goldman Sachs & Co Wertpapi    8.00   3/22/2017    EUR    69.99
Goldman Sachs & Co Wertpapi    8.00   3/22/2017    EUR    69.99
Goldman Sachs & Co Wertpapi    8.00   3/22/2017    EUR    69.99
Goldman Sachs & Co Wertpapi    7.00   6/21/2017    EUR    69.35
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    70.57
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    70.57
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    70.57
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    70.57
Vontobel Financial Products   13.95   9/23/2016    EUR    56.39
Vontobel Financial Products    6.00  12/23/2016    EUR    64.17
Vontobel Financial Products   10.00  12/23/2016    EUR    59.58
Vontobel Financial Products   11.70  12/23/2016    EUR    58.28
UBS AG/London                  8.90   8/18/2016    USD
UBS AG/London                  4.91   8/18/2016    USD
LBBW                           4.50   8/26/2016    EUR    65.52
LBBW                           5.50   8/26/2016    EUR    64.31
LBBW                           2.50   8/26/2016    EUR    69.86
LBBW                           3.50   8/26/2016    EUR    66.78
LBBW                           5.50   8/26/2016    EUR    72.90
LBBW                           3.00   8/26/2016    EUR    61.24
LBBW                           4.00   8/26/2016    EUR    59.05
LBBW                           5.00   8/26/2016    EUR    57.64
LBBW                           6.00   8/26/2016    EUR    56.34
LBBW                           3.00   8/26/2016    EUR    73.44
LBBW                           4.00   8/26/2016    EUR    71.49
LBBW                           5.00   8/26/2016    EUR    70.20
LBBW                           2.50   8/26/2016    EUR    50.63
LBBW                           3.50   8/26/2016    EUR    49.55
LBBW                           4.50   8/26/2016    EUR    48.76
LBBW                           6.00   8/26/2016    EUR    71.42
LBBW                           5.50   8/26/2016    EUR    71.47
LBBW                           3.00   8/26/2016    EUR    67.97
LBBW                           4.00   8/26/2016    EUR    66.17
LBBW                           5.00   8/26/2016    EUR    64.47
LBBW                           6.00   8/26/2016    EUR    71.68
LBBW                           4.00   8/26/2016    EUR    73.47
LBBW                           5.50   8/26/2016    EUR    71.46
LBBW                           2.50   8/26/2016    EUR    70.77
LBBW                           3.50   8/26/2016    EUR    68.86
LBBW                           4.50   8/26/2016    EUR    67.29
LBBW                           5.50   8/26/2016    EUR    65.95
LBBW                           6.50   8/26/2016    EUR    64.82
UBS AG/London                  8.25   2/20/2017    CHF    70.73
UBS AG/London                  8.25   8/19/2016    CHF    41.20
Vontobel Financial Products   21.40   9/23/2016    EUR    62.01
Vontobel Financial Products    9.00  12/23/2016    EUR    69.40
Vontobel Financial Products    7.10  12/23/2016    EUR    71.38
Vontobel Financial Products   11.15  12/23/2016    EUR    67.85
Vontobel Financial Products   13.30  12/23/2016    EUR    66.52
Vontobel Financial Products   15.45  12/23/2016    EUR    65.43
Vontobel Financial Products    4.75   9/23/2016    EUR    70.62
Vontobel Financial Products   13.00   9/23/2016    EUR    62.95
Vontobel Financial Products    8.80  12/23/2016    EUR    66.10
Vontobel Financial Products    5.00  12/23/2016    EUR    69.90
Vontobel Financial Products    6.85  12/23/2016    EUR    67.83
Vontobel Financial Products   10.80  12/23/2016    EUR    64.67
Vontobel Financial Products   15.60   9/23/2016    EUR    61.52
Leonteq Securities AG          5.40   8/28/2017    CHF    57.46
Leonteq Securities AG         18.00  11/28/2016    CHF    71.87
Banque Cantonale Vaudoise/G    6.72   8/19/2016    EUR    71.83
UBS AG                         5.50   9/23/2016    EUR    73.65
UBS AG                        13.50   6/24/2016    EUR    73.52
Goldman Sachs & Co Wertpapi    8.00   9/21/2016    EUR    73.60
Goldman Sachs & Co Wertpapi    7.00  12/21/2016    EUR    74.24
Goldman Sachs & Co Wertpapi    8.00   4/20/2016    EUR    64.40
Goldman Sachs & Co Wertpapi    7.00   6/22/2016    EUR    69.37
Goldman Sachs & Co Wertpapi   22.00   6/22/2016    EUR    56.85
Goldman Sachs & Co Wertpapi    7.00   7/20/2016    EUR    69.74
Goldman Sachs & Co Wertpapi   20.00   7/20/2016    EUR    57.93
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    57.90
Vontobel Financial Products    7.05   8/26/2016    EUR    65.17
Zurcher Kantonalbank Financ    5.80   8/21/2017    CHF    69.93
Leonteq Securities AG          5.80   8/24/2017    CHF    73.92
Vontobel Financial Products   12.65   3/29/2016    EUR    71.59
Vontobel Financial Products   27.85   3/29/2016    EUR    61.66
Vontobel Financial Products   17.15   9/23/2016    EUR    64.39
Vontobel Financial Products   14.45  12/23/2016    EUR    66.30
Vontobel Financial Products    8.90   9/23/2016    EUR    69.09
Vontobel Financial Products    9.80  12/23/2016    EUR    67.97
Vontobel Financial Products   14.30   3/29/2016    EUR    73.27
Vontobel Financial Products   13.65   6/24/2016    EUR    70.05
Vontobel Financial Products   11.15   9/23/2016    EUR    72.26
Vontobel Financial Products   10.70  12/23/2016    EUR    72.79
Vontobel Financial Products   11.50   6/24/2016    EUR    74.10
Vontobel Financial Products   15.35   3/29/2016    EUR    71.28
Vontobel Financial Products    8.85   9/23/2016    EUR    72.85
Vontobel Financial Products   11.50  11/22/2016    EUR    67.25
Vontobel Financial Products   15.00  12/23/2016    EUR    73.86
Leonteq Securities AG         10.00  11/21/2016    CHF    62.60
UniCredit Bank AG              5.70   8/19/2016    EUR    61.55
Vontobel Financial Products    5.85   3/29/2016    EUR    54.68
Vontobel Financial Products    9.35   3/29/2016    EUR    52.28
Vontobel Financial Products    3.75   9/23/2016    EUR    52.94
Vontobel Financial Products    4.85  12/23/2016    EUR    52.39
Vontobel Financial Products    6.50  12/23/2016    EUR    51.39
Vontobel Financial Products    8.35  12/23/2016    EUR    50.72
Ekspatel OOO                  18.00   8/22/2018    RUB    61.00
DZ Bank AG Deutsche Zentral    6.50  12/23/2016    EUR    64.98
DZ Bank AG Deutsche Zentral    7.50   6/24/2016    EUR    69.92
DZ Bank AG Deutsche Zentral    8.25  12/23/2016    EUR    62.59
DZ Bank AG Deutsche Zentral    7.50   8/26/2016    EUR    67.48
DZ Bank AG Deutsche Zentral   16.00   8/26/2016    EUR    32.63
DZ Bank AG Deutsche Zentral    6.25   8/26/2016    EUR    73.40
Credit Suisse AG/Nassau        7.00   8/25/2016    CHF    51.41
LBBW                           2.90   8/23/2019    EUR    73.32
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    58.05
Vontobel Financial Products   14.25   3/29/2016    EUR    51.91
Vontobel Financial Products    9.45   3/29/2016    EUR    55.65
Vontobel Financial Products    9.60   6/24/2016    EUR    53.06
Vontobel Financial Products   13.00   6/24/2016    EUR    50.35
Vontobel Financial Products   11.00   9/23/2016    EUR    52.67
Vontobel Financial Products    8.50   9/23/2016    EUR    54.95
Vontobel Financial Products    7.65  12/23/2016    EUR    56.44
Vontobel Financial Products   10.00  12/23/2016    EUR    54.75
Vontobel Financial Products   16.70   9/23/2016    EUR    72.88
DZ Bank AG Deutsche Zentral    5.80   9/19/2016    EUR    62.97
DZ Bank AG Deutsche Zentral    7.30  12/19/2016    EUR    61.65
DZ Bank AG Deutsche Zentral    5.60  12/19/2016    EUR    66.03
DZ Bank AG Deutsche Zentral    6.50  12/19/2016    EUR    63.00
DZ Bank AG Deutsche Zentral    5.70  12/19/2016    EUR    72.52
DZ Bank AG Deutsche Zentral    6.80  12/19/2016    EUR    71.26
Commerzbank AG                13.50   4/21/2016    EUR    59.18
Commerzbank AG                 9.00   8/25/2016    EUR    71.06
Zurcher Kantonalbank Financ    7.50   2/27/2017    EUR    70.34
Vontobel Financial Products   10.45   3/29/2016    EUR    70.93
Vontobel Financial Products   13.80   3/29/2016    EUR    67.88
Vontobel Financial Products   14.75   6/24/2016    EUR    68.54
Vontobel Financial Products   12.00   9/23/2016    EUR    70.35
Vontobel Financial Products   10.50  12/23/2016    EUR    72.23
Vontobel Financial Products   11.90   3/29/2016    EUR    74.45
Vontobel Financial Products   11.35   6/24/2016    EUR    72.27
UBS AG/London                 10.50   8/26/2016    CHF    71.45
UBS AG/London                  7.49   8/24/2016    USD
UBS AG/London                  7.49   8/24/2016    USD
UBS AG/London                  9.28   8/24/2016    USD
Commerzbank AG                 9.00   8/25/2016    EUR    58.40
DZ Bank AG Deutsche Zentral    5.25   8/26/2016    EUR    69.32
DZ Bank AG Deutsche Zentral    6.25  12/23/2016    EUR    57.98
UBS AG/London                  8.50   6/24/2016    EUR    45.36
UBS AG/London                 11.25   6/24/2016    EUR    55.04
Vontobel Financial Products   10.50   9/23/2016    EUR    65.55
Vontobel Financial Products    8.00   9/23/2016    EUR    64.09
WGZ-Bank AG Westdeutsche Ge    3.50    2/7/2017    EUR    69.27
WGZ-Bank AG Westdeutsche Ge    2.50   9/27/2016    EUR    71.31
WGZ-Bank AG Westdeutsche Ge    3.25   9/27/2016    EUR    68.99
WGZ-Bank AG Westdeutsche Ge    4.25   9/27/2016    EUR    66.93
WGZ-Bank AG Westdeutsche Ge    5.00   9/27/2016    EUR    64.87
WGZ-Bank AG Westdeutsche Ge    6.00   9/27/2016    EUR    63.09
Zurcher Kantonalbank Financ    6.02    9/2/2016    CHF    65.12
Leonteq Securities AG          5.00    9/4/2018    CHF    56.94
Leonteq Securities AG         10.00   12/8/2016    CHF    68.98
Leonteq Securities AG         12.80   12/8/2016    USD    69.34
Banque Cantonale Vaudoise      5.36   8/25/2017    CHF    72.87
Commerzbank AG                 5.50   8/25/2016    EUR    63.71
Commerzbank AG                 5.75   8/25/2016    EUR    63.16
Commerzbank AG                 6.00   8/25/2016    EUR    62.61
Commerzbank AG                 6.50   8/25/2016    EUR    62.19
Commerzbank AG                 6.75   8/25/2016    EUR    61.67
Commerzbank AG                 7.25   8/25/2016    EUR    61.28
Commerzbank AG                 7.75   8/25/2016    EUR    60.87
Commerzbank AG                 8.00   8/25/2016    EUR    60.39
Commerzbank AG                 8.50   8/25/2016    EUR    60.03
Commerzbank AG                 9.00   8/25/2016    EUR    59.64
Commerzbank AG                 9.25   8/25/2016    EUR    59.18
Commerzbank AG                 8.50   8/25/2016    EUR    74.33
Commerzbank AG                 9.25   8/25/2016    EUR    73.38
Commerzbank AG                 4.50   8/25/2016    EUR    71.75
Commerzbank AG                 5.25   8/25/2016    EUR    70.09
Commerzbank AG                 6.00   8/25/2016    EUR    68.47
Commerzbank AG                 7.00   8/25/2016    EUR    67.08
Commerzbank AG                 7.75   8/25/2016    EUR    65.67
Commerzbank AG                 8.75   8/25/2016    EUR    64.45
Commerzbank AG                 9.50   8/25/2016    EUR    63.19
Commerzbank AG                10.50   8/25/2016    EUR    62.11
Commerzbank AG                11.50   8/25/2016    EUR    61.09
Commerzbank AG                 9.50   8/25/2016    EUR    75.03
Commerzbank AG                10.50   8/25/2016    EUR    74.17
Commerzbank AG                 6.25   8/25/2016    EUR    73.06
Commerzbank AG                 7.25   8/25/2016    EUR    72.07
Commerzbank AG                 8.00   8/25/2016    EUR    71.00
Commerzbank AG                 9.00   8/25/2016    EUR    70.08
Commerzbank AG                 8.75   8/25/2016    EUR    57.59
Goldman Sachs & Co Wertpapi   18.00   5/25/2016    EUR    53.89
Lehman Brothers Treasury Co    3.00   9/12/2036    JPY    13.88
Commerzbank AG                 4.25  12/22/2016    EUR    74.30
Commerzbank AG                 5.25  12/22/2016    EUR    71.70
Commerzbank AG                 6.50  12/22/2016    EUR    69.35
Commerzbank AG                 5.25   4/21/2016    EUR    56.41
Commerzbank AG                 6.25   4/21/2016    EUR    54.96
Commerzbank AG                 7.25   4/21/2016    EUR    53.59
Commerzbank AG                 8.25   4/21/2016    EUR    52.29
Commerzbank AG                 9.25   4/21/2016    EUR    51.06
Commerzbank AG                11.00   7/22/2016    EUR    60.47
Commerzbank AG                 6.00   6/24/2016    EUR    74.23
Commerzbank AG                 5.50   6/23/2016    EUR    73.53
Commerzbank AG                 6.00   6/23/2016    EUR    71.85
Commerzbank AG                 6.75   6/23/2016    EUR    70.30
Commerzbank AG                 4.50   4/21/2016    EUR    57.96
Lehman Brothers Treasury Co    3.00   9/13/2010    JPY    13.88
Property Lease Fund SA         9.00    6/5/2016    PLN    24.00
UBS AG/London                  7.50   2/10/2017    EUR    72.90
UBS AG/London                  9.10   4/18/2017    EUR    73.91
UBS AG/London                  8.40    7/8/2016    EUR    70.32
UBS AG/London                 12.20   2/10/2017    EUR    74.31
UBS AG/London                 14.60    7/8/2016    EUR    73.23
UBS AG/London                  7.40   2/10/2017    EUR    72.92
UBS AG/London                  7.20   4/18/2017    EUR    73.71
UBS AG/London                  7.30   4/18/2017    EUR    73.71
UBS AG/London                 15.40    7/8/2016    EUR    73.00
UBS AG/London                  9.40   4/18/2017    EUR    74.16
UBS AG/London                  9.60   2/10/2017    EUR    72.53
UBS AG/London                  8.70    7/8/2016    EUR    69.76
UBS AG/London                 10.20    7/8/2016    EUR    70.31
UBS AG/London                 13.20    7/8/2016    EUR    72.48
UBS AG/London                  9.90   2/10/2017    EUR    72.73
Bank Julius Baer & Co Ltd/G    9.00   1/19/2017    CHF    71.30
Upravlenie Othodamu ZAO       11.00    6/1/2025    RUB    59.01
TOPMEDICAL SA                  7.75    8/1/2016    PLN    74.48
Property Lease Fund SA         9.00   9/17/2016    PLN    19.00
Bank Spoldzielczy w Limanow    5.00   5/13/2021    PLN    71.00
Neftegazovaya Promishlennay   17.50  12/26/2017    RUB   100.00
Zarechnaya Coal Co LLC        13.00  12/21/2018    RUB    89.02
Ipotechny Agent Uralsib 01     8.75   4/15/2045    RUB    97.95
Mortgage Agent Raiffeisen 0    7.85   6/20/2040    RUB    94.27
Municipiul Timisoara           0.69   5/15/2026    RON    63.00
Municipiul Timisoara           0.69   5/15/2026    RON    64.20
Municipiul Timisoara           0.69   5/15/2026    RON    71.10
Kaupthing ehf                  6.50   10/8/2010    ISK    17.63
Gold-Zack AG                   7.00  12/14/2005    EUR    12.50
LBI HF                         5.08    3/1/2013    ISK     8.50
City of Siret Romania          2.77    3/1/2028    RON    58.00
Societe Generale Effekten G    2.50   10/7/2016    EUR    58.37
Raiffeisen Centrobank AG       2.80  11/14/2016    EUR    41.07
EFG International Finance G    6.00  11/30/2017    EUR    17.82
LBBW                           3.85   8/25/2017    EUR    63.58
DekaBank Deutsche Girozentr    4.00   8/19/2016    EUR    54.60
LBBW                           3.33   9/23/2016    EUR    71.36
Vontobel Financial Products    4.45   4/15/2016    EUR    54.00
Leonteq Securities AG/Guern    4.50    4/4/2016    EUR    26.39
Zurcher Kantonalbank Financ    4.23   3/29/2016    CHF    60.86
Notenstein La Roche Private    5.90   4/11/2016    CHF    65.22
LBBW                           3.25   6/24/2016    EUR    68.82
LBBW                           3.00   6/24/2016    EUR    55.53
Commerzbank AG                 6.00  10/27/2016    EUR    67.12
Commerzbank AG                 7.25  10/27/2016    EUR    65.37
Commerzbank AG                 5.75  10/27/2016    EUR    73.38
Commerzbank AG                 7.25  10/27/2016    EUR    70.68
Commerzbank AG                 9.00  10/27/2016    EUR    68.34
Commerzbank AG                10.75  10/27/2016    EUR    66.22
Commerzbank AG                12.75  10/27/2016    EUR    64.53
DZ Bank AG Deutsche Zentral    5.50  10/28/2016    EUR    64.04
DZ Bank AG Deutsche Zentral    9.20   6/20/2016    EUR    65.58
DZ Bank AG Deutsche Zentral    6.30   9/19/2016    EUR    68.28
Commerzbank AG                 7.50  10/27/2016    EUR    67.52
Lehman Brothers Treasury Co    4.10   6/10/2014    SGD    16.25
Barclays Bank PLC              0.50   3/19/2021    MXN    73.06
Barclays Bank PLC              0.50   1/28/2033    MXN    31.42
Lehman Brothers Treasury Co    4.60   11/9/2011    EUR    13.88
Goldman Sachs & Co Wertpapi    9.00   6/22/2016    EUR    72.86
Goldman Sachs & Co Wertpapi    7.00   9/21/2016    EUR    73.08
Notenstein La Roche Private    6.00   7/11/2017    CHF    66.35
UBS AG                         7.45   6/22/2017    USD
UBS AG                         7.45   6/22/2017    USD
Credit Suisse AG/Nassau        7.25   7/13/2017    CHF    66.36
Bank Julius Baer & Co Ltd/G   11.60    1/5/2017    CHF    69.45
UBS AG                        14.75  12/29/2016    USD
UBS AG                        17.39  12/29/2016    USD
UBS AG                         7.11   6/28/2017    USD
UBS AG/London                 12.50    1/3/2017    CHF    69.86
Raiffeisen Centrobank AG       7.14   9/20/2017    EUR    73.53
Raiffeisen Centrobank AG       9.52   9/20/2017    EUR    72.29
BNP Paribas Emissions- und    19.00   9/22/2016    EUR    69.82
BNP Paribas Emissions- und    22.00   9/22/2016    EUR    68.97
BNP Paribas Emissions- und    22.00   3/23/2017    EUR    69.70
BNP Paribas Emissions- und    26.00   3/23/2017    EUR    70.02
DekaBank Deutsche Girozentr    3.00   6/30/2017    EUR    67.67
DekaBank Deutsche Girozentr   10.30    9/2/2016    EUR    71.10
Vontobel Financial Products    8.50   9/23/2016    EUR    62.53
Vontobel Financial Products    7.00   9/23/2016    EUR    65.46
Vontobel Financial Products   25.00   6/24/2016    EUR    71.86
DZ Bank AG Deutsche Zentral    7.70   6/20/2016    EUR    72.31
DZ Bank AG Deutsche Zentral    6.40   9/19/2016    EUR    72.85
DZ Bank AG Deutsche Zentral    5.40  12/19/2016    EUR    72.84
DekaBank Deutsche Girozentr    7.65   6/30/2016    EUR    72.51
DekaBank Deutsche Girozentr    4.90    9/2/2016    EUR    68.15
DekaBank Deutsche Girozentr   10.50  11/15/2016    EUR    67.18
Commerzbank AG                12.58   9/22/2016    EUR    52.48
DZ Bank AG Deutsche Zentral    7.00   9/23/2016    EUR    64.17
DZ Bank AG Deutsche Zentral    5.00   6/24/2016    EUR    62.76
DZ Bank AG Deutsche Zentral   12.50   3/29/2016    EUR    66.23
DZ Bank AG Deutsche Zentral   11.75   6/24/2016    EUR    63.94
DZ Bank AG Deutsche Zentral    9.25   9/23/2016    EUR    65.46
DZ Bank AG Deutsche Zentral    6.25  10/28/2016    EUR    70.23
DZ Bank AG Deutsche Zentral    9.50  10/28/2016    EUR    66.36
DZ Bank AG Deutsche Zentral    7.75  12/23/2016    EUR    66.32
DZ Bank AG Deutsche Zentral    8.50  10/28/2016    EUR    66.24
HSBC Trinkaus & Burkhardt A   10.50   3/24/2017    EUR    67.74
HSBC Trinkaus & Burkhardt A    9.40   3/24/2017    EUR    68.65
HSBC Trinkaus & Burkhardt A    8.20   6/23/2017    EUR    71.23
HSBC Trinkaus & Burkhardt A   14.60   3/24/2017    EUR    66.20
HSBC Trinkaus & Burkhardt A   12.60   3/24/2017    EUR    67.68
HSBC Trinkaus & Burkhardt A   10.70   3/24/2017    EUR    69.60
HSBC Trinkaus & Burkhardt A   11.30  12/23/2016    EUR    70.05
HSBC Trinkaus & Burkhardt A    8.10  12/23/2016    EUR    73.95
DekaBank Deutsche Girozentr    4.75   6/20/2016    EUR    68.92
Credit Suisse AG/London        7.50   10/6/2016    CHF    61.10
Vontobel Financial Products   13.50   9/23/2016    EUR    66.62
Vontobel Financial Products   17.00   6/24/2016    EUR    64.22
DZ Bank AG Deutsche Zentral   10.00   6/20/2016    EUR    64.87
DZ Bank AG Deutsche Zentral    6.00   9/19/2016    EUR    65.12
DZ Bank AG Deutsche Zentral    8.50   9/19/2016    EUR    70.81
UBS AG                         5.50   9/23/2016    EUR    70.86
UBS AG                         9.00   3/29/2016    EUR    65.82
UBS AG                         5.25  12/23/2016    EUR    71.07
Commerzbank AG                16.50   9/22/2016    EUR    66.52
Commerzbank AG                11.00   7/21/2016    EUR    65.97
Commerzbank AG                10.00   9/22/2016    EUR    67.14
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    66.23
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    66.38
Goldman Sachs & Co Wertpapi    7.00   7/20/2016    EUR    67.09
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    68.93
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    67.53
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    68.93
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    68.93
Goldman Sachs & Co Wertpapi    7.00  12/21/2016    EUR    69.13
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    68.94
Goldman Sachs & Co Wertpapi    7.00   6/21/2017    EUR    70.83
Goldman Sachs & Co Wertpapi    7.00   6/21/2017    EUR    70.83
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    72.05
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    72.05
UBS AG/London                  7.50  10/28/2016    EUR    63.21
Vontobel Financial Products    8.00   9/29/2017    EUR    57.31
LBBW                           6.00   9/22/2017    EUR    72.00
LBBW                           4.00   9/22/2017    EUR    74.09
LBBW                           5.00   9/22/2017    EUR    72.03
LBBW                           3.00   9/22/2017    EUR    67.25
LBBW                           4.00   9/22/2017    EUR    65.21
Commerzbank AG                 8.00   9/22/2016    EUR    71.88
Commerzbank AG                 9.00   9/22/2016    EUR    70.71
Commerzbank AG                10.00   9/22/2016    EUR    69.59
Commerzbank AG                11.00   9/22/2016    EUR    68.53
Leonteq Securities AG         10.00  10/12/2016    CHF    63.99
SAir Group                     2.75   7/30/2004    CHF    11.13
UniCredit Bank AG              4.50   9/19/2017    EUR    60.38
Landesbank Hessen-Thueringe    5.00  10/17/2017    EUR    65.32
UniCredit Bank AG              5.40   6/30/2017    EUR    61.91
Windreich GmbH                 6.25    3/1/2015    EUR    10.88
BNP Paribas SA                 0.50   11/6/2018    TRY
World of Building Technolog    7.70   6/25/2019    RUB     1.73
Eiendomskreditt                4.32                NOK    64.97
Getin Noble Bank SA            4.52  12/21/2020    PLN    70.01
KIT Finance Capital OOO       10.00  12/22/2016    RUB   100.00
Immigon Portfolioabbau AG      1.37   5/18/2020    EUR    61.00
Immigon Portfolioabbau AG      1.37   5/18/2020    EUR    60.63
Immigon Portfolioabbau AG      3.50   5/23/2022    EUR    54.00
BNP Paribas SA                 0.50   2/13/2024    NZD    72.17
HSBC Bank PLC                  0.50   6/28/2019    IDR    73.89
Immigon Portfolioabbau AG      2.15   3/25/2019    EUR    71.13
Immigon Portfolioabbau AG      4.20   2/22/2033    EUR    35.63
Immigon Portfolioabbau AG      0.98    3/1/2022    EUR    49.13
DekaBank Deutsche Girozentr    3.00   3/17/2017    EUR    71.00
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    71.66
BNP Paribas Emissions- und    12.00  12/22/2016    EUR    70.82
BNP Paribas Emissions- und     9.00   9/22/2016    EUR    58.83
BNP Paribas Emissions- und     8.00   6/23/2016    EUR    69.96
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    70.19
BNP Paribas Emissions- und     8.00   9/22/2016    EUR    71.23
BNP Paribas Emissions- und     9.50   9/22/2016    EUR    68.98
BNP Paribas Emissions- und    17.00   9/22/2016    EUR    60.61
BNP Paribas Emissions- und     8.50  12/22/2016    EUR    70.02
BNP Paribas Emissions- und    14.00  12/22/2016    EUR    64.49
BNP Paribas Emissions- und    15.00  12/22/2016    EUR    63.22
Vontobel Financial Products   28.05   3/29/2016    EUR    61.94
Vontobel Financial Products   20.00   3/29/2016    EUR    71.09
Vontobel Financial Products   22.40   3/29/2016    EUR    68.85
Vontobel Financial Products   25.05   3/29/2016    EUR    66.76
Vontobel Financial Products   18.55   6/24/2016    EUR    68.34
Vontobel Financial Products   16.50   6/24/2016    EUR    69.95
Vontobel Financial Products   14.50   6/24/2016    EUR    71.69
Vontobel Financial Products   11.50   9/23/2016    EUR    73.27
Vontobel Financial Products   14.50   9/23/2016    EUR    70.64
Vontobel Financial Products   15.50   9/23/2016    EUR    69.23
Vontobel Financial Products   17.00   9/23/2016    EUR    68.16
Vontobel Financial Products    9.50  12/23/2016    EUR    74.21
Bank Julius Baer & Co Ltd/G    7.50   9/30/2016    EUR    62.45
Goldman Sachs & Co Wertpapi   18.00   6/22/2016    EUR    66.69
BNP Paribas Emissions- und    22.00   9/22/2016    EUR    71.06
BNP Paribas Emissions- und    12.00   9/22/2016    EUR    70.58
BNP Paribas Emissions- und    14.00   9/22/2016    EUR    69.08
BNP Paribas Emissions- und     6.00  12/22/2016    EUR    62.07
BNP Paribas Emissions- und    17.00   6/23/2016    EUR    60.88
BNP Paribas Emissions- und    21.00   6/23/2016    EUR    57.45
BNP Paribas Emissions- und    16.00   9/22/2016    EUR    62.18
BNP Paribas Emissions- und     7.00  12/22/2016    EUR    71.75
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    67.22
Vontobel Financial Products   22.50   6/24/2016    EUR    61.21
Vontobel Financial Products   11.50  12/23/2016    EUR    68.46
Vontobel Financial Products   14.50  12/23/2016    EUR    66.56
Vontobel Financial Products   17.60   3/29/2016    EUR    73.48
Vontobel Financial Products   18.50   9/23/2016    EUR    67.17
Vontobel Financial Products   12.00  12/23/2016    EUR    72.15
Vontobel Financial Products   13.00  12/23/2016    EUR    70.88
Vontobel Financial Products   14.00  12/23/2016    EUR    70.06
Vontobel Financial Products   15.00  12/23/2016    EUR    69.13
Goldman Sachs & Co Wertpapi   15.00   6/22/2016    EUR    68.57
Goldman Sachs & Co Wertpapi   22.00   9/21/2016    EUR    64.37
Commerzbank AG                10.75   8/25/2016    EUR    55.59
Commerzbank AG                12.75   8/25/2016    EUR    53.87
Commerzbank AG                10.50   8/25/2016    EUR    74.08
Commerzbank AG                11.25   8/25/2016    EUR    72.62
Commerzbank AG                12.25   8/25/2016    EUR    71.36
Commerzbank AG                13.25   8/25/2016    EUR    70.17
Commerzbank AG                14.25   8/25/2016    EUR    69.00
Commerzbank AG                 9.75   8/25/2016    EUR    71.68
Commerzbank AG                13.75   8/25/2016    EUR    66.73
Notenstein La Roche Private    5.00   8/31/2016    CHF    73.37
Vontobel Financial Products    6.35    9/9/2016    EUR    72.91
Vontobel Financial Products   14.65   3/29/2016    EUR    74.08
Vontobel Financial Products   11.50   6/24/2016    EUR    70.76
Vontobel Financial Products   15.00   6/24/2016    EUR    67.41
Vontobel Financial Products   12.50   9/23/2016    EUR    69.90
Vontobel Financial Products   10.50  12/23/2016    EUR    71.64
Vontobel Financial Products   15.75   3/29/2016    EUR    71.73
Vontobel Financial Products   10.15  12/23/2016    EUR    72.72
Goldman Sachs & Co Wertpapi   23.00   6/22/2016    EUR    72.31
Goldman Sachs & Co Wertpapi   14.00   4/20/2016    EUR    71.51
Goldman Sachs & Co Wertpapi   21.00   4/20/2016    EUR    65.85
Goldman Sachs & Co Wertpapi   12.00   7/20/2016    EUR    72.73
Goldman Sachs & Co Wertpapi   16.00   8/24/2016    EUR    69.78
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    67.01
Goldman Sachs & Co Wertpapi   13.00  12/21/2016    EUR    72.47
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    54.45
Goldman Sachs & Co Wertpapi   25.00   4/20/2016    EUR    64.31
Goldman Sachs & Co Wertpapi   16.00   5/25/2016    EUR    70.52
Goldman Sachs & Co Wertpapi   18.00   6/22/2016    EUR    68.91
Goldman Sachs & Co Wertpapi   24.00   6/22/2016    EUR    65.37
Goldman Sachs & Co Wertpapi   22.00   7/20/2016    EUR    66.56
Goldman Sachs & Co Wertpapi   16.00   7/20/2016    EUR    69.59
Goldman Sachs & Co Wertpapi   16.00  12/21/2016    EUR    71.14
Goldman Sachs & Co Wertpapi   22.00   5/25/2016    EUR    69.55
Goldman Sachs & Co Wertpapi   24.00   6/22/2016    EUR    68.27
Goldman Sachs & Co Wertpapi   19.00   7/20/2016    EUR    72.06
Goldman Sachs & Co Wertpapi   23.00   7/20/2016    EUR    69.97
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    71.38
Goldman Sachs & Co Wertpapi   19.00   9/21/2016    EUR    72.02
Goldman Sachs & Co Wertpapi   12.00   4/20/2016    EUR    73.15
Goldman Sachs & Co Wertpapi   17.00   4/20/2016    EUR    68.91
Goldman Sachs & Co Wertpapi   22.00   4/20/2016    EUR    65.20
Goldman Sachs & Co Wertpapi   18.00   5/25/2016    EUR    70.62
Goldman Sachs & Co Wertpapi   14.00   5/25/2016    EUR    74.42
Goldman Sachs & Co Wertpapi   22.00   5/25/2016    EUR    67.28
Goldman Sachs & Co Wertpapi   13.00   6/22/2016    EUR    75.05
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    71.67
Goldman Sachs & Co Wertpapi   12.00   7/20/2016    EUR    75.43
Goldman Sachs & Co Wertpapi   19.00   7/20/2016    EUR    69.60
Goldman Sachs & Co Wertpapi   23.00   7/20/2016    EUR    67.38
Goldman Sachs & Co Wertpapi   14.00   8/24/2016    EUR    72.92
Goldman Sachs & Co Wertpapi   18.00   8/24/2016    EUR    70.83
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    68.66
Goldman Sachs & Co Wertpapi   14.00   9/21/2016    EUR    73.70
Goldman Sachs & Co Wertpapi   20.00   9/21/2016    EUR    69.66
Goldman Sachs & Co Wertpapi   14.00  12/21/2016    EUR    73.00
Goldman Sachs & Co Wertpapi   17.00  12/21/2016    EUR    72.06
Goldman Sachs & Co Wertpapi   15.00   3/22/2017    EUR    73.85
Goldman Sachs & Co Wertpapi   14.00   6/21/2017    EUR    75.19
Goldman Sachs & Co Wertpapi   25.00   6/22/2016    EUR    73.21
Goldman Sachs & Co Wertpapi   24.00   4/20/2016    EUR    59.00
Goldman Sachs & Co Wertpapi    4.00   3/22/2017    EUR    70.91
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    72.60
Goldman Sachs & Co Wertpapi   12.00   6/22/2016    EUR    73.06
Goldman Sachs & Co Wertpapi    8.00   7/20/2016    EUR    72.50
Goldman Sachs & Co Wertpapi    9.00   7/20/2016    EUR    72.80
Goldman Sachs & Co Wertpapi    9.00   7/20/2016    EUR    72.80
Goldman Sachs & Co Wertpapi   11.00   7/20/2016    EUR    73.42
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    73.71
Goldman Sachs & Co Wertpapi    5.00   9/21/2016    EUR    71.78
Goldman Sachs & Co Wertpapi    6.00   9/21/2016    EUR    72.26
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    74.17
Goldman Sachs & Co Wertpapi    5.00   4/20/2016    EUR    72.72
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    72.83
Goldman Sachs & Co Wertpapi   10.00   4/20/2016    EUR    73.01
Goldman Sachs & Co Wertpapi   12.00   4/20/2016    EUR    73.12
Goldman Sachs & Co Wertpapi   12.00   4/20/2016    EUR    73.12
Goldman Sachs & Co Wertpapi    6.00   5/25/2016    EUR    73.10
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    73.40
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    74.17
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    74.17
Goldman Sachs & Co Wertpapi    6.00   6/22/2016    EUR    73.27
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    73.73
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    74.19
Goldman Sachs & Co Wertpapi   13.00   6/22/2016    EUR    74.88
Goldman Sachs & Co Wertpapi    8.00   7/20/2016    EUR    73.95
Goldman Sachs & Co Wertpapi    6.00   7/20/2016    EUR    73.34
Goldman Sachs & Co Wertpapi   10.00   7/20/2016    EUR    74.56
Goldman Sachs & Co Wertpapi   12.00   7/20/2016    EUR    75.17
Goldman Sachs & Co Wertpapi   12.00   7/20/2016    EUR    75.17
Goldman Sachs & Co Wertpapi    6.00   8/24/2016    EUR    73.34
Goldman Sachs & Co Wertpapi    8.00   8/24/2016    EUR    74.14
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    75.35
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    74.94
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    75.35
Goldman Sachs & Co Wertpapi    6.00   9/21/2016    EUR    73.31
Goldman Sachs & Co Wertpapi    8.00   9/21/2016    EUR    74.26
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    75.22
Goldman Sachs & Co Wertpapi    6.00  12/21/2016    EUR    73.39
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    74.84
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    73.49
Goldman Sachs & Co Wertpapi    7.00   3/22/2017    EUR    74.47
Goldman Sachs & Co Wertpapi    8.00   3/22/2017    EUR    75.44
Goldman Sachs & Co Wertpapi    7.00   6/21/2017    EUR    74.39
Goldman Sachs & Co Wertpapi    6.00   4/20/2016    EUR    67.79
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    68.52
Goldman Sachs & Co Wertpapi   10.00   5/25/2016    EUR    68.98
Goldman Sachs & Co Wertpapi   11.00   5/25/2016    EUR    68.87
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    69.67
Goldman Sachs & Co Wertpapi    7.00   7/20/2016    EUR    68.83
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    69.35
Goldman Sachs & Co Wertpapi    8.00   8/24/2016    EUR    69.75
Goldman Sachs & Co Wertpapi    7.00   9/21/2016    EUR    69.73
Goldman Sachs & Co Wertpapi    7.00  12/21/2016    EUR    70.98
HSBC Trinkaus & Burkhardt A   10.60   6/24/2016    EUR    71.90
HSBC Trinkaus & Burkhardt A   14.60   6/24/2016    EUR    63.57
HSBC Trinkaus & Burkhardt A   10.30   9/23/2016    EUR    67.85
HSBC Trinkaus & Burkhardt A    8.10   9/23/2016    EUR    70.69
HSBC Trinkaus & Burkhardt A   12.50   6/24/2016    EUR    73.41
HSBC Trinkaus & Burkhardt A   12.20   6/24/2016    EUR    69.20
HSBC Trinkaus & Burkhardt A    8.80   9/23/2016    EUR    73.26
HSBC Trinkaus & Burkhardt A   12.90   6/24/2016    EUR    55.43
HSBC Trinkaus & Burkhardt A    8.10   9/23/2016    EUR    59.98
HSBC Trinkaus & Burkhardt A   11.30   6/24/2016    EUR    70.35
HSBC Trinkaus & Burkhardt A    7.90   9/23/2016    EUR    73.79
HSBC Trinkaus & Burkhardt A   12.90   6/24/2016    EUR    70.85
HSBC Trinkaus & Burkhardt A    9.60   9/23/2016    EUR    73.63
HSBC Trinkaus & Burkhardt A   11.50   6/24/2016    EUR    66.55
HSBC Trinkaus & Burkhardt A    7.30   9/23/2016    EUR    70.17
HSBC Trinkaus & Burkhardt A   12.30   6/24/2016    EUR    70.08
HSBC Trinkaus & Burkhardt A   15.90   6/24/2016    EUR    62.74
HSBC Trinkaus & Burkhardt A   12.60   9/23/2016    EUR    66.62
HSBC Trinkaus & Burkhardt A    8.90   9/23/2016    EUR    71.14
Notenstein La Roche Private    7.00    9/7/2016    CHF    69.31
Bank Julius Baer & Co Ltd/G   11.40    9/6/2016    USD    66.60
UBS AG/London                  8.00   8/26/2016    CHF    43.09
UBS AG/London                  7.50   8/26/2016    CHF    71.86
Vontobel Financial Products   10.00   9/23/2016    EUR    72.44
Vontobel Financial Products    4.50   3/29/2016    EUR    71.41
Vontobel Financial Products   10.65   9/23/2016    EUR    72.99
Vontobel Financial Products   23.50   3/29/2016    EUR    57.75
Vontobel Financial Products   19.35   6/24/2016    EUR    56.74
Notenstein La Roche Private    6.30   8/28/2017    CHF    73.10
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    70.79
DZ Bank AG Deutsche Zentral    8.40   6/20/2016    EUR    68.81
DZ Bank AG Deutsche Zentral    6.30   9/19/2016    EUR    71.56
DZ Bank AG Deutsche Zentral    5.50  12/19/2016    EUR    71.77
DZ Bank AG Deutsche Zentral    6.50  12/19/2016    EUR    70.52
DZ Bank AG Deutsche Zentral    7.20  12/19/2016    EUR    69.25
DZ Bank AG Deutsche Zentral    9.10   6/20/2016    EUR    71.55
DZ Bank AG Deutsche Zentral   10.20   6/20/2016    EUR    69.66
DZ Bank AG Deutsche Zentral    7.90   9/19/2016    EUR    72.63
DZ Bank AG Deutsche Zentral    8.80   9/19/2016    EUR    71.06
DZ Bank AG Deutsche Zentral   10.00   9/19/2016    EUR    69.60
DZ Bank AG Deutsche Zentral    7.50  12/19/2016    EUR    73.53
DZ Bank AG Deutsche Zentral    8.20  12/19/2016    EUR    72.16
DZ Bank AG Deutsche Zentral    8.80  12/19/2016    EUR    70.67
Vontobel Financial Products    8.00   9/23/2016    EUR    70.52
Zurcher Kantonalbank Financ    7.30    9/8/2016    CHF    61.05
Vontobel Financial Products    7.00   9/23/2016    EUR    70.63
Credit Suisse AG/Nassau        8.75    9/9/2016    EUR    72.95
Bank Julius Baer & Co Ltd/G    6.40    9/8/2016    CHF    56.60
DZ Bank AG Deutsche Zentral   12.25   6/24/2016    EUR    65.62
DZ Bank AG Deutsche Zentral    9.50   9/23/2016    EUR    67.08
DZ Bank AG Deutsche Zentral    9.00  12/23/2016    EUR    68.67
DZ Bank AG Deutsche Zentral   14.50   6/24/2016    EUR    63.10
DZ Bank AG Deutsche Zentral    8.00   9/23/2016    EUR    70.94
DZ Bank AG Deutsche Zentral    9.50  12/23/2016    EUR    66.19
UniCredit Bank AG             10.00   5/13/2016    EUR    60.82
Vontobel Financial Products   12.70   3/29/2016    EUR    68.94
Vontobel Financial Products    8.80   3/29/2016    EUR    73.14
Vontobel Financial Products   12.00   6/24/2016    EUR    70.18
DZ Bank AG Deutsche Zentral    3.60   9/15/2017    EUR    71.13
UniCredit Bank AG              5.00   9/22/2016    EUR    67.32
UniCredit Bank AG              6.40   9/22/2016    EUR    73.62
UniCredit Bank AG              4.25  12/22/2016    EUR    58.48
UniCredit Bank AG              5.50  12/22/2016    EUR    62.03
UniCredit Bank AG              4.25  12/22/2016    EUR    69.84
UniCredit Bank AG              4.00  12/22/2016    EUR    58.89
UniCredit Bank AG              4.00  12/22/2016    EUR    70.88
UniCredit Bank AG              6.00  12/22/2016    EUR    61.24
UniCredit Bank AG              6.70   9/22/2016    EUR    72.58
UniCredit Bank AG              4.50  12/22/2016    EUR    63.79
UniCredit Bank AG              5.00  12/22/2016    EUR    66.85
UniCredit Bank AG              5.00  12/22/2016    EUR    57.31
UniCredit Bank AG              4.50  12/22/2016    EUR    68.82
UniCredit Bank AG              4.50   9/22/2016    EUR    72.35
UniCredit Bank AG              6.50   9/22/2016    EUR    73.27
UniCredit Bank AG              4.75  12/22/2016    EUR    67.82
UniCredit Bank AG              4.75  12/22/2016    EUR    57.69
UniCredit Bank AG              6.90   9/22/2016    EUR    71.90
UniCredit Bank AG              6.60   9/22/2016    EUR    72.92
UniCredit Bank AG              4.75   9/22/2016    EUR    69.77
UniCredit Bank AG              4.50  12/22/2016    EUR    58.08
UniCredit Bank AG              4.00  12/22/2016    EUR    64.68
UniCredit Bank AG              6.80   9/22/2016    EUR    72.24
UniCredit Bank AG              5.00  12/22/2016    EUR    62.87
UBS AG/London                 17.47   8/30/2016    USD
UBS AG/London                 15.53   8/30/2016    USD
UBS AG/London                 11.29   8/30/2016    USD
Commerzbank AG                 7.75   8/25/2016    EUR    58.06
Commerzbank AG                 9.50   8/25/2016    EUR    56.53
Commerzbank AG                11.25   8/25/2016    EUR    55.15
Commerzbank AG                 8.25   8/25/2016    EUR    72.78
Commerzbank AG                 9.75   8/25/2016    EUR    69.70
Commerzbank AG                11.50   8/25/2016    EUR    67.13
Commerzbank AG                13.50   8/25/2016    EUR    64.84
DZ Bank AG Deutsche Zentral    8.00   6/20/2016    EUR    70.40
DZ Bank AG Deutsche Zentral    6.00  12/19/2016    EUR    71.47
DZ Bank AG Deutsche Zentral   11.75   6/20/2016    EUR    62.28
DZ Bank AG Deutsche Zentral    9.50   6/20/2016    EUR    63.20
DZ Bank AG Deutsche Zentral    7.50  12/19/2016    EUR    65.75
Leonteq Securities AG          5.60   9/11/2017    CHF    55.90
HSBC Trinkaus & Burkhardt A   15.10   6/24/2016    EUR    71.78
HSBC Trinkaus & Burkhardt A    8.60   6/24/2016    EUR    67.41
HSBC Trinkaus & Burkhardt A    7.70   9/23/2016    EUR    68.78
HSBC Trinkaus & Burkhardt A    7.00  12/23/2016    EUR    69.55
HSBC Trinkaus & Burkhardt A    7.50   3/24/2017    EUR    68.85
HSBC Trinkaus & Burkhardt A   10.60   4/22/2016    EUR    63.52
HSBC Trinkaus & Burkhardt A    6.40   4/22/2016    EUR    68.67
HSBC Trinkaus & Burkhardt A   11.10   5/27/2016    EUR    64.62
HSBC Trinkaus & Burkhardt A    7.10   5/27/2016    EUR    69.37
HSBC Trinkaus & Burkhardt A    6.70   7/22/2016    EUR    70.13
HSBC Trinkaus & Burkhardt A    8.70  10/28/2016    EUR    67.47
HSBC Trinkaus & Burkhardt A    6.20  10/28/2016    EUR    70.97
HSBC Trinkaus & Burkhardt A   11.20   6/24/2016    EUR    70.21
HSBC Trinkaus & Burkhardt A    8.00   6/24/2016    EUR    73.60
HSBC Trinkaus & Burkhardt A    7.00   9/23/2016    EUR    73.74
HSBC Trinkaus & Burkhardt A   10.40  12/23/2016    EUR    70.41
HSBC Trinkaus & Burkhardt A    8.30  12/23/2016    EUR    72.31
HSBC Trinkaus & Burkhardt A    7.30   4/22/2016    EUR    72.11
HSBC Trinkaus & Burkhardt A    7.00   5/27/2016    EUR    72.91
Vontobel Financial Products   12.00   8/26/2016    EUR    68.97
Vontobel Financial Products   12.00   8/26/2016    EUR    68.48
Vontobel Financial Products    6.55    9/9/2016    EUR    73.29
Vontobel Financial Products    7.65    9/9/2016    EUR    71.79
Vontobel Financial Products    5.40    6/9/2017    EUR    72.92
Goldman Sachs & Co Wertpapi   24.00   4/20/2016    EUR    73.84
Goldman Sachs & Co Wertpapi   21.00   5/25/2016    EUR    72.45
Goldman Sachs & Co Wertpapi    9.00   7/20/2016    EUR    70.51
Vontobel Financial Products   11.75    7/8/2016    EUR    67.98
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    60.57
Goldman Sachs & Co Wertpapi    9.00   4/20/2016    EUR    60.69
Goldman Sachs & Co Wertpapi   15.00   4/20/2016    EUR    61.03
Goldman Sachs & Co Wertpapi   15.00   4/20/2016    EUR    61.03
Goldman Sachs & Co Wertpapi    9.00   5/25/2016    EUR    61.55
Goldman Sachs & Co Wertpapi   15.00   5/25/2016    EUR    62.46
Goldman Sachs & Co Wertpapi   15.00   5/25/2016    EUR    62.46
Goldman Sachs & Co Wertpapi   10.00   7/20/2016    EUR    63.11
Goldman Sachs & Co Wertpapi   14.00   7/20/2016    EUR    64.34
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    63.93
Goldman Sachs & Co Wertpapi   13.00   8/24/2016    EUR    65.13
Goldman Sachs & Co Wertpapi   13.00   8/24/2016    EUR    65.13
Goldman Sachs & Co Wertpapi    7.00   9/21/2016    EUR    63.11
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    64.55
Goldman Sachs & Co Wertpapi   12.00   9/21/2016    EUR    65.50
Goldman Sachs & Co Wertpapi   12.00   9/21/2016    EUR    65.50
Goldman Sachs & Co Wertpapi   12.00   9/21/2016    EUR    65.50
Goldman Sachs & Co Wertpapi   10.00  12/21/2016    EUR    66.83
Goldman Sachs & Co Wertpapi   10.00  12/21/2016    EUR    66.83
Goldman Sachs & Co Wertpapi   11.00  12/21/2016    EUR    67.55
Goldman Sachs & Co Wertpapi   11.00  12/21/2016    EUR    67.55
Goldman Sachs & Co Wertpapi   10.00   3/22/2017    EUR    68.64
Goldman Sachs & Co Wertpapi   10.00   3/22/2017    EUR    68.64
Goldman Sachs & Co Wertpapi   10.00   3/22/2017    EUR    68.64
Goldman Sachs & Co Wertpapi   10.00   6/21/2017    EUR    70.50
Goldman Sachs & Co Wertpapi   10.00   6/21/2017    EUR    70.50
Goldman Sachs & Co Wertpapi   10.00   4/20/2016    EUR    68.02
Goldman Sachs & Co Wertpapi   14.00   4/20/2016    EUR    68.25
Goldman Sachs & Co Wertpapi   14.00   4/20/2016    EUR    68.25
Goldman Sachs & Co Wertpapi   15.00   5/25/2016    EUR    69.74
Goldman Sachs & Co Wertpapi   14.00   6/22/2016    EUR    70.61
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    70.66
Goldman Sachs & Co Wertpapi   12.00   8/24/2016    EUR    71.36
Goldman Sachs & Co Wertpapi   12.00   8/24/2016    EUR    71.36
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    71.17
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    71.64
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    71.64
Goldman Sachs & Co Wertpapi   10.00  12/21/2016    EUR    73.15
Goldman Sachs & Co Wertpapi   10.00  12/21/2016    EUR    73.15
Bank Julius Baer & Co Ltd/G    7.00    9/9/2016    CHF    72.95
Notenstein La Roche Private    7.70   3/14/2017    EUR    74.03
LBBW                           5.50   2/24/2017    EUR    73.06
LBBW                           3.50   2/24/2017    EUR    70.76
LBBW                           4.50   2/24/2017    EUR    68.61
LBBW                           5.50   2/24/2017    EUR    67.04
LBBW                           4.00   2/24/2017    EUR    72.85
LBBW                           5.50   2/24/2017    EUR    69.55
DZ Bank AG Deutsche Zentral    8.00   9/21/2016    EUR    66.31
UBS AG/London                  9.50    9/4/2017    CHF    48.48
UBS AG/London                 10.00    9/2/2016    USD    68.15
UBS AG                         6.30   12/9/2016    EUR    71.54
UBS AG                         7.00    9/9/2016    EUR    70.88
UBS AG                         8.30    9/9/2016    EUR    68.88
Vontobel Financial Products    4.35   6/10/2016    EUR    61.80
Vontobel Financial Products    7.75    9/9/2016    EUR    58.30
Vontobel Financial Products    4.65    9/9/2016    EUR    62.86
Vontobel Financial Products    8.10   6/10/2016    EUR    56.47
Vontobel Financial Products   10.50   6/17/2016    EUR    50.90
Vontobel Financial Products    5.75    9/9/2016    EUR    70.11
Vontobel Financial Products    4.50    9/9/2016    EUR    72.33
Vontobel Financial Products    6.95    9/9/2016    EUR    68.01
Vontobel Financial Products    4.25   12/9/2016    EUR    72.59
Vontobel Financial Products    5.25   12/9/2016    EUR    70.74
Vontobel Financial Products    6.35   12/9/2016    EUR    69.05
Societe Generale Effekten G    4.00  11/25/2016    EUR    71.13
Societe Generale Effekten G    5.58  11/25/2016    EUR    68.37
Societe Generale Effekten G    6.63   6/23/2017    EUR    71.40
Societe Generale Effekten G    8.47   6/23/2017    EUR    69.57
Societe Generale Effekten G    5.29  11/25/2016    EUR    70.44
Societe Generale Effekten G    5.97  11/25/2016    EUR    69.10
Societe Generale Effekten G    7.75  11/25/2016    EUR    66.38
Societe Generale Effekten G    8.81   6/23/2017    EUR    70.81
Societe Generale Effekten G    9.62   6/23/2017    EUR    69.82
Societe Generale Effekten G   11.68   6/23/2017    EUR    67.82
Commerzbank AG                 7.50  10/27/2016    EUR    64.55
Commerzbank AG                 9.50  10/27/2016    EUR    62.67
Commerzbank AG                11.75  10/27/2016    EUR    61.19
Commerzbank AG                 8.50  10/27/2016    EUR    72.81
Commerzbank AG                10.00  10/27/2016    EUR    70.22
Commerzbank AG                11.75  10/27/2016    EUR    68.03
Commerzbank AG                13.50  10/27/2016    EUR    66.10
Credit Suisse AG/Nassau        8.00   11/7/2016    CHF    58.79
LBBW                           3.00   4/28/2017    EUR    71.13
LBBW                           4.00   4/28/2017    EUR    68.90
LBBW                           5.00   4/28/2017    EUR    67.47
LBBW                           3.00   4/28/2017    EUR    66.70
LBBW                           4.00   4/28/2017    EUR    65.34
Leonteq Securities AG         16.40    2/6/2017    CHF    60.92
Leonteq Securities AG         10.00    2/6/2017    CHF    63.42
Commerzbank AG                 7.00  10/27/2016    EUR    65.62
UBS AG/London                  7.68   4/28/2016    USD
Vontobel Financial Products    8.50   3/29/2016    EUR    63.84
Vontobel Financial Products   20.05   3/29/2016    EUR    57.69
Vontobel Financial Products   12.55   6/24/2016    EUR    56.71
Vontobel Financial Products    6.05   6/24/2016    EUR    61.53
Vontobel Financial Products   10.00   9/23/2016    EUR    58.65
Vontobel Financial Products   13.00   9/23/2016    EUR    57.40
Vontobel Financial Products    4.50  12/23/2016    EUR    63.50
Vontobel Financial Products   10.50  12/23/2016    EUR    58.98
DZ Bank AG Deutsche Zentral    5.75  11/25/2016    EUR    66.02
DZ Bank AG Deutsche Zentral    7.10  12/19/2016    EUR    63.44
UBS AG                        10.05    5/2/2016    USD
Vontobel Financial Products    7.15  12/16/2016    EUR    65.12
Vontobel Financial Products    8.65   3/10/2017    EUR    63.96
Vontobel Financial Products    5.45   6/17/2016    EUR    66.42
Vontobel Financial Products   26.55   6/24/2016    EUR    72.22
DekaBank Deutsche Girozentr    3.10    5/5/2017    EUR    67.60
DekaBank Deutsche Girozentr    3.00   4/16/2018    EUR    64.34
DekaBank Deutsche Girozentr    3.40    4/9/2018    EUR    60.25
HSBC Trinkaus & Burkhardt A    6.00   12/6/2016    EUR    40.26
Vontobel Financial Products    7.10   5/27/2016    EUR    60.30
Leonteq Securities AG/Guern    7.68   5/16/2016    EUR    64.15
Notenstein La Roche Private    6.60   5/19/2016    CHF    61.40
UBS AG/London                 13.75   3/29/2016    EUR    73.91
UBS AG/London                 13.75  12/23/2016    EUR    65.86
UBS AG/London                 11.75  12/23/2016    EUR    70.84
Raiffeisen Centrobank AG       5.60   6/15/2016    EUR    46.95
Credit Suisse AG/Nassau        5.00    6/6/2016    CHF    61.43
DekaBank Deutsche Girozentr    3.15   5/18/2018    EUR    45.58
Vontobel Financial Products    6.15   6/24/2016    EUR    64.96
Vontobel Financial Products    8.60   6/24/2016    EUR    53.00
Vontobel Financial Products    5.00    7/4/2016    EUR    60.60
Credit Suisse AG/Nassau        5.50   6/13/2016    CHF    54.15
DekaBank Deutsche Girozentr    3.00    5/4/2018    EUR    68.17
Goldman Sachs International    0.67    6/8/2020    GBP    70.50
Credit Suisse AG/Nassau        6.38   6/20/2016    CHF    66.92
Zurcher Kantonalbank Financ    7.38   6/17/2016    CHF    60.18
Landesbank Hessen-Thueringe    3.45    7/7/2016    EUR    70.10
Barclays Bank PLC              2.30   9/13/2016    EUR    39.23
Notenstein La Roche Private    7.50   6/23/2016    CHF    56.47
Credit Suisse AG/Nassau        5.00    7/4/2016    CHF    66.27
DekaBank Deutsche Girozentr    2.35   6/13/2016    EUR    62.36
EFG International Finance G    7.05   6/30/2016    USD    48.95
Notenstein La Roche Private    6.50    7/2/2018    USD    58.40
DekaBank Deutsche Girozentr    3.00   6/12/2018    EUR    69.86
Vontobel Financial Products    5.00   7/28/2016    EUR    62.60
Credit Suisse AG/Nassau        6.50   7/15/2016    CHF    68.96
UBS AG                         9.00    7/3/2017    CHF    47.07
Vontobel Financial Products    6.30   6/10/2016    EUR    63.91
Vontobel Financial Products    4.60   6/10/2016    EUR    68.96
Vontobel Financial Products    6.90   6/10/2016    EUR    36.35
Vontobel Financial Products    4.75   6/10/2016    EUR    39.69
Vontobel Financial Products    5.15   6/10/2016    EUR    58.89
Vontobel Financial Products    3.65   6/10/2016    EUR    63.44
Vontobel Financial Products    3.45   6/10/2016    EUR    70.09
Vontobel Financial Products    5.40   6/10/2016    EUR    64.01
Vontobel Financial Products    4.55   6/10/2016    EUR    66.36
Vontobel Financial Products    4.00   6/10/2016    EUR    68.17
Credit Suisse AG/Nassau        6.50   7/25/2016    CHF    67.78
Notenstein La Roche Private    4.70   7/21/2016    EUR    70.78
Raiffeisen Centrobank AG       5.69   6/22/2016    EUR    70.78
Raiffeisen Centrobank AG       6.34   6/22/2016    EUR    72.03
Raiffeisen Centrobank AG       6.59   6/22/2016    EUR    70.49
Raiffeisen Centrobank AG       5.30   6/22/2016    EUR    71.80
Leonteq Securities AG/Guern    8.04   7/25/2016    CHF    49.41
Leonteq Securities AG/Guern    8.08   7/25/2016    EUR    49.41
Vontobel Financial Products    9.30   6/24/2016    EUR    57.10
Leonteq Securities AG/Guern    8.00    8/8/2016    EUR    66.73
Vontobel Financial Products    6.21   7/28/2016    EUR    73.68
Zurcher Kantonalbank Financ    5.50   8/14/2017    CHF    66.86
Leonteq Securities AG/Guern    8.00    8/5/2016    USD    70.95
Vontobel Financial Products    4.55    4/8/2016    EUR    65.39
Leonteq Securities AG/Guern    8.00   8/15/2016    CHF    55.32
UBS AG/London                  8.75   6/24/2016    EUR    58.16
UBS AG/London                  5.75  12/23/2016    EUR    53.29
UBS AG/London                  4.25  12/23/2016    EUR    64.58
UBS AG/London                 15.00   6/24/2016    EUR    49.98
UBS AG/London                 22.50   6/24/2016    EUR    66.78
UBS AG/London                  5.75   3/29/2016    EUR    59.53
UBS AG/London                 15.75   6/24/2016    EUR    56.83
UBS AG/London                  6.00  12/23/2016    EUR    66.61
UBS AG/London                  4.50   6/24/2016    EUR    62.97
UBS AG/London                  6.00   6/24/2016    EUR    66.81
UBS AG/London                 10.75   6/24/2016    EUR    37.56
UBS AG/London                 23.00   3/29/2016    EUR    52.81
UBS AG/London                 20.75   3/29/2016    EUR    43.97
UBS AG/London                  7.00  12/22/2017    EUR    67.23
UBS AG/London                 14.00  12/23/2016    EUR    43.01
UBS AG/London                  7.50   6/24/2016    EUR    55.25
UBS AG/London                 23.75   6/24/2016    EUR    37.05
UBS AG/London                 11.00  12/23/2016    EUR    57.40
UBS AG/London                  7.50   3/29/2016    EUR    65.16
UBS AG/London                  5.00  12/23/2016    EUR    70.54
UBS AG/London                 13.25   6/24/2016    EUR    42.01
UBS AG/London                  4.00  12/22/2017    EUR    73.04
UBS AG/London                 19.25   6/24/2016    EUR    62.29
UBS AG/London                 22.50   6/24/2016    EUR    57.40
UBS AG/London                 25.00   3/29/2016    EUR    54.70
UBS AG/London                  6.00   6/24/2016    EUR    58.81
UBS AG/London                  4.00  12/22/2017    EUR    65.60
UBS AG/London                 13.75   3/29/2016    EUR    53.20
UBS AG/London                 11.25   6/24/2016    EUR    55.16
UBS AG/London                  5.50  12/23/2016    EUR    68.53
UBS AG/London                 24.50   3/29/2016    EUR    62.37
UBS AG/London                  6.75  12/23/2016    EUR    58.46
UBS AG/London                 12.25  12/23/2016    EUR    55.52
UBS AG/London                  9.50   6/24/2016    EUR    58.45
UBS AG/London                  4.75   6/24/2016    EUR    57.13
UBS AG/London                  5.50   6/24/2016    EUR    50.34
UBS AG/London                 12.50  12/22/2017    EUR    71.83
UBS AG/London                 20.75   6/24/2016    EUR    56.55
UBS AG/London                 10.00   6/24/2016    EUR    69.03
UBS AG/London                 24.50   6/24/2016    EUR    54.69
UBS AG/London                  9.50  12/22/2017    EUR    71.70
UBS AG/London                 15.00   3/29/2016    EUR    60.42
UBS AG/London                  4.25  12/23/2016    EUR    72.46
UBS AG/London                  9.00  12/22/2017    EUR    64.51
UBS AG/London                  7.50   6/24/2016    EUR    62.22
UBS AG/London                  5.00  12/23/2016    EUR    59.49
UBS AG/London                  4.25  12/23/2016    EUR    67.42
UBS AG/London                 15.25   6/24/2016    EUR    64.88
UBS AG/London                  8.25  12/23/2016    EUR    62.12
UBS AG/London                  6.75  12/23/2016    EUR    65.00
UBS AG/London                  5.75  12/22/2017    EUR    69.92
UBS AG/London                  6.75   6/24/2016    EUR    64.42
UBS AG/London                 11.00  12/22/2017    EUR    73.41
UBS AG/London                  5.25   6/24/2016    EUR    69.38
UBS AG/London                  5.00  12/22/2017    EUR    63.61
UBS AG/London                  4.50   6/24/2016    EUR    72.16
UBS AG/London                 13.00   6/24/2016    EUR    52.35
UBS AG/London                  6.25  12/22/2017    EUR    69.43
UBS AG/London                  7.75   3/29/2016    EUR    60.44
UBS AG/London                  9.00  12/23/2016    EUR    72.59
UBS AG/London                 12.75   3/29/2016    EUR    65.13
UBS AG/London                 23.25   6/24/2016    EUR    53.40
UBS AG/London                  5.00  12/22/2017    EUR    73.01
UBS AG/London                  9.50   3/29/2016    EUR    60.59
UBS AG/London                 15.75   6/24/2016    EUR    48.86
UBS AG/London                 24.50   3/29/2016    EUR    37.72
UBS AG/London                 15.25   3/29/2016    EUR    67.69
UBS AG/London                  5.75   6/24/2016    EUR    70.87
UBS AG/London                 19.00   6/24/2016    EUR    72.35
UBS AG/London                  6.50   6/24/2016    EUR    55.89
UBS AG/London                 22.25   6/24/2016    EUR    27.48
UBS AG/London                 24.75   6/24/2016    EUR    67.43
UBS AG/London                 22.50   6/24/2016    EUR    45.30
UBS AG/London                  5.50  12/23/2016    EUR    72.34
UBS AG/London                  5.25   6/24/2016    EUR    58.75
UBS AG/London                  4.25   3/29/2016    EUR    67.00
UBS AG/London                 23.50   6/24/2016    EUR    64.81
UBS AG/London                  7.75  12/22/2017    EUR    45.14
UBS AG/London                 19.25   6/24/2016    EUR    49.02
UBS AG/London                 24.75   3/29/2016    EUR    22.06
UBS AG/London                  5.75   6/24/2016    EUR    41.74
UBS AG/London                 16.50   6/24/2016    EUR    63.67
UBS AG/London                  5.50   3/29/2016    EUR    69.77
UBS AG/London                 10.00   3/29/2016    EUR    53.83
UniCredit Bank AG              4.25   9/12/2017    EUR    60.42
Leonteq Securities AG/Guern    5.00   8/22/2016    CHF    48.95
Commerzbank AG                 5.25   6/23/2016    EUR    71.83
Commerzbank AG                 5.75   6/23/2016    EUR    70.09
Commerzbank AG                 6.50   6/23/2016    EUR    68.53
Commerzbank AG                 7.00   6/23/2016    EUR    66.95
Commerzbank AG                 7.50   6/23/2016    EUR    65.48
Commerzbank AG                 7.75   6/23/2016    EUR    64.57
Commerzbank AG                 5.00   6/23/2016    EUR    65.99
Commerzbank AG                 5.75   6/23/2016    EUR    64.47
Commerzbank AG                 6.25   6/23/2016    EUR    62.96
Commerzbank AG                 6.75   6/23/2016    EUR    61.52
Commerzbank AG                 7.50   6/23/2016    EUR    60.19
Commerzbank AG                 5.00   6/23/2016    EUR    44.70
Commerzbank AG                 5.75   6/23/2016    EUR    43.21
Commerzbank AG                 6.25   6/23/2016    EUR    42.16
Commerzbank AG                 6.75   6/23/2016    EUR    41.25
Commerzbank AG                 7.25   6/23/2016    EUR    40.34
Commerzbank AG                 8.00   6/23/2016    EUR    39.56
Notenstein La Roche Private    4.90   8/15/2017    CHF    71.20
Vontobel Financial Products    5.00   9/23/2016    EUR    36.58
Zurcher Kantonalbank Financ    8.00    9/1/2016    CHF    62.47
Zurcher Kantonalbank Financ    7.50    9/1/2016    CHF    66.34
DekaBank Deutsche Girozentr    3.40   6/10/2016    EUR    74.25
DekaBank Deutsche Girozentr    2.15    8/5/2016    EUR    70.79
Notenstein La Roche Private    5.00   8/29/2018    CHF    60.23
Notenstein La Roche Private    9.10   8/29/2016    CHF    69.48
Notenstein La Roche Private    9.10   8/29/2016    CHF    25.08
Commerzbank AG                 5.50   6/23/2016    EUR    61.54
Commerzbank AG                 6.00   6/23/2016    EUR    60.09
Commerzbank AG                 6.50   6/23/2016    EUR    58.71
Commerzbank AG                 7.25   6/23/2016    EUR    57.46
Commerzbank AG                 5.25   6/23/2016    EUR    70.97
Commerzbank AG                 6.50   6/23/2016    EUR    67.80
Notenstein La Roche Private    6.90   8/25/2016    CHF    68.54
Leonteq Securities AG/Guern    5.80   9/12/2016    CHF    60.74
Raiffeisen Centrobank AG       7.25   9/26/2016    EUR    39.61
Leonteq Securities AG/Guern    8.04   8/29/2016    EUR    72.00
Bank Julius Baer & Co Ltd/G    8.20   8/29/2016    CHF    54.80
Zurcher Kantonalbank Financ    7.50   9/12/2016    CHF    56.38
Notenstein La Roche Private    5.04   8/28/2017    CHF    55.00
Notenstein La Roche Private    5.00    9/5/2018    CHF    69.42
Notenstein La Roche Private   10.00    9/5/2016    CHF    65.92
Notenstein La Roche Private    7.00    9/5/2016    EUR    69.13
Notenstein La Roche Private    7.00    9/5/2016    CHF    72.79
Leonteq Securities AG/Guern    4.68   8/29/2017    CHF    54.54
Leonteq Securities AG/Guern    9.50    9/8/2016    USD    74.67
Bank Julius Baer & Co Ltd/G    7.00   9/12/2016    CHF    39.00
Leonteq Securities AG/Guern    5.99   9/11/2017    EUR    43.65
Notenstein La Roche Private    7.50   9/12/2016    CHF    71.51
Notenstein La Roche Private    7.50   9/12/2016    EUR    56.28
Zurcher Kantonalbank Financ    7.60   9/16/2016    CHF    72.51
Zurcher Kantonalbank Financ    7.15   9/16/2016    CHF    65.64
Vontobel Financial Products    5.84    9/9/2016    EUR    31.49
Leonteq Securities AG          6.00   9/26/2016    CHF    69.06
Leonteq Securities AG          7.20   9/26/2016    EUR    69.29
Notenstein La Roche Private    7.20   9/19/2016    CHF    66.79
Notenstein La Roche Private    6.50   9/19/2016    CHF    69.70
Credit Suisse AG/Nassau        6.25   9/26/2016    CHF    69.73
Notenstein La Roche Private    4.00   9/26/2018    CHF    72.86
Notenstein La Roche Private    7.50   9/26/2016    EUR    67.28
Notenstein La Roche Private    7.00   9/26/2016    CHF    64.94
Notenstein La Roche Private    7.00   9/26/2016    CHF    70.56
Notenstein La Roche Private    5.50   9/26/2016    CHF    49.85
Notenstein La Roche Private    6.50   9/26/2016    CHF    67.76
Notenstein La Roche Private    5.00   9/26/2016    CHF    52.11
Zurcher Kantonalbank Financ    5.35    4/1/2016    CHF    73.35
Notenstein La Roche Private    8.00   10/3/2016    CHF    47.97
Notenstein La Roche Private    7.50   10/3/2016    CHF    67.83
WGZ-Bank AG Westdeutsche Ge    5.00   6/10/2016    EUR    64.30
Zurcher Kantonalbank Financ    7.20   4/14/2016    CHF    55.64
Deutsche Bank AG               5.20   6/21/2016    EUR    66.60
Deutsche Bank AG               6.20   6/21/2016    EUR    66.90
Deutsche Bank AG               5.20   6/21/2016    EUR    63.90
Deutsche Bank AG               6.20   6/21/2016    EUR    64.10
Deutsche Bank AG               5.20   6/21/2016    EUR    61.50
Deutsche Bank AG               6.20   6/21/2016    EUR    61.70
Deutsche Bank AG               5.20   6/21/2016    EUR    59.30
Deutsche Bank AG               6.20   6/21/2016    EUR    59.50
Deutsche Bank AG               5.20   6/21/2016    EUR    58.60
Deutsche Bank AG               6.20   6/21/2016    EUR    58.90
Deutsche Bank AG               5.20   6/21/2016    EUR    56.60
Deutsche Bank AG               6.20   6/21/2016    EUR    56.80
Deutsche Bank AG               5.20   6/21/2016    EUR    38.80
Deutsche Bank AG               6.20   6/21/2016    EUR    39.10
Deutsche Bank AG               5.20   6/21/2016    EUR    37.60
Deutsche Bank AG               6.20   6/21/2016    EUR    37.80
Deutsche Bank AG               5.20   6/21/2016    EUR    68.50
Deutsche Bank AG               5.20   6/21/2016    EUR    72.60
Deutsche Bank AG               6.20   6/21/2016    EUR    72.80
Deutsche Bank AG               6.20   6/21/2016    EUR    68.70
Bank Julius Baer & Co Ltd/G    4.90   3/30/2016    CHF    70.85
Notenstein Finance Guernsey    8.68    4/1/2016    USD    31.41
Bank Julius Baer & Co Ltd/G    4.75  10/10/2016    CHF    68.95
HSBC Trinkaus & Burkhardt A   23.70   6/24/2016    EUR    68.46
HSBC Trinkaus & Burkhardt A   23.70   6/24/2016    EUR    68.46
HSBC Trinkaus & Burkhardt A   19.70   9/23/2016    EUR    71.02
HSBC Trinkaus & Burkhardt A   19.70   9/23/2016    EUR    71.02
Bank Julius Baer & Co Ltd/G   12.60  11/17/2016    CHF    59.35
Goldman Sachs & Co Wertpapi    5.00  10/26/2016    EUR    62.55
Goldman Sachs & Co Wertpapi    5.00  11/23/2016    EUR    62.88
Vontobel Financial Products   18.00   6/24/2016    EUR    72.56
Goldman Sachs & Co Wertpapi   21.00  12/21/2016    EUR    73.71
Goldman Sachs & Co Wertpapi   21.00  11/23/2016    EUR    62.58
Deutsche Bank AG               5.20   7/20/2016    EUR    74.00
Deutsche Bank AG               5.20   7/20/2016    EUR    72.40
Deutsche Bank AG               5.20   7/20/2016    EUR    69.50
Deutsche Bank AG               5.20   7/20/2016    EUR    66.70
Deutsche Bank AG               5.20   7/20/2016    EUR    64.20
Deutsche Bank AG               5.20   8/24/2016    EUR    69.80
Deutsche Bank AG               5.20   8/24/2016    EUR    67.10
Deutsche Bank AG               5.20   8/24/2016    EUR    64.60
Deutsche Bank AG               5.20  10/26/2016    EUR    67.70
Deutsche Bank AG               5.20  10/26/2016    EUR    65.30
Deutsche Bank AG               5.20  11/23/2016    EUR    67.90
Deutsche Bank AG               5.20  11/23/2016    EUR    65.50
Deutsche Bank AG               6.50   6/21/2016    EUR    73.50
Deutsche Bank AG               5.50   6/21/2016    EUR    73.30
Deutsche Bank AG               5.50   9/20/2016    EUR    74.40
Deutsche Bank AG               6.50   6/21/2016    EUR    62.00
Deutsche Bank AG               6.50   9/20/2016    EUR    63.10
Deutsche Bank AG               5.50   9/20/2016    EUR    62.60
Deutsche Bank AG               6.50  12/20/2016    EUR    64.10
Deutsche Bank AG               5.50  12/20/2016    EUR    63.30
Bank Julius Baer & Co Ltd/G   11.35  11/18/2016    CHF    62.75
UBS AG/London                  9.00  11/11/2016    CHF    59.26
Leonteq Securities AG          7.40  11/20/2017    EUR    69.49
Bank J Safra Sarasin AG/Gue    8.30  11/11/2016    CHF    70.85
Vontobel Financial Products    7.05   6/24/2016    EUR    68.23
Vontobel Financial Products   13.00   3/29/2016    EUR    69.03
Vontobel Financial Products   15.00   3/29/2016    EUR    67.74
Vontobel Financial Products   17.10   3/29/2016    EUR    66.48
Vontobel Financial Products   19.20   3/29/2016    EUR    65.25
Vontobel Financial Products   15.55   6/24/2016    EUR    61.68
Vontobel Financial Products   16.55   6/24/2016    EUR    60.86
Vontobel Financial Products   16.55   6/24/2016    EUR    60.86
Vontobel Financial Products   18.50   6/24/2016    EUR    60.30
Vontobel Financial Products   14.50   6/24/2016    EUR    62.53
Vontobel Financial Products   13.05   6/24/2016    EUR    63.32
Vontobel Financial Products   11.50   6/24/2016    EUR    64.13
Vontobel Financial Products    6.10   6/24/2016    EUR    69.42
Vontobel Financial Products    5.05   6/24/2016    EUR    70.63
Vontobel Financial Products    4.05   6/24/2016    EUR    71.90
Vontobel Financial Products    4.50   9/23/2016    EUR    72.41
Vontobel Financial Products    5.00   9/23/2016    EUR    71.28
Vontobel Financial Products    6.00   9/23/2016    EUR    70.38
Vontobel Financial Products    6.55   3/29/2016    EUR    74.90
Vontobel Financial Products   10.55   6/24/2016    EUR    65.12
Vontobel Financial Products    9.00   6/24/2016    EUR    66.02
Vontobel Financial Products    8.05   6/24/2016    EUR    67.11
Vontobel Financial Products    8.55   3/29/2016    EUR    71.81
Vontobel Financial Products    6.50   9/23/2016    EUR    69.30
Vontobel Financial Products    7.50   9/23/2016    EUR    68.49
Vontobel Financial Products    8.50   9/23/2016    EUR    67.73
Vontobel Financial Products    9.05   9/23/2016    EUR    66.78
Vontobel Financial Products   10.00   9/23/2016    EUR    66.07
Vontobel Financial Products   11.00   9/23/2016    EUR    65.42
Vontobel Financial Products   12.00   9/23/2016    EUR    64.80
Vontobel Financial Products   13.00   9/23/2016    EUR    64.22
Vontobel Financial Products   15.00   9/23/2016    EUR    63.15
Vontobel Financial Products   12.00  12/23/2016    EUR    64.72
Vontobel Financial Products   10.50  12/23/2016    EUR    65.61
Vontobel Financial Products    9.00  12/23/2016    EUR    67.24
Credit Suisse AG/London        7.25  11/23/2016    CHF    61.41
Vontobel Financial Products   25.10   6/24/2016    EUR    75.36
Commerzbank AG                17.50  10/27/2016    EUR    68.99
DZ Bank AG Deutsche Zentral   11.75  11/25/2016    EUR    67.80
DZ Bank AG Deutsche Zentral    5.00  11/25/2016    EUR    63.06
Vontobel Financial Products    5.05  10/28/2016    EUR    72.89
Vontobel Financial Products    5.00  12/23/2016    EUR    73.21
Vontobel Financial Products    6.05  12/23/2016    EUR    71.47
Vontobel Financial Products    8.50  12/23/2016    EUR    68.49
Vontobel Financial Products   10.00  12/23/2016    EUR    67.35
UBS AG                         9.89  11/16/2016    USD     9.06
Bank Julius Baer & Co Ltd/G   10.60   12/9/2016    CHF    65.20
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    70.07
DZ Bank AG Deutsche Zentral   14.80   9/23/2016    EUR    62.62
DZ Bank AG Deutsche Zentral   17.80   9/23/2016    EUR    60.61
DZ Bank AG Deutsche Zentral   11.10  12/23/2016    EUR    65.23
DZ Bank AG Deutsche Zentral   13.10  12/23/2016    EUR    63.58
DZ Bank AG Deutsche Zentral   15.50  12/23/2016    EUR    62.11
DZ Bank AG Deutsche Zentral   11.30   3/24/2017    EUR    66.86
DZ Bank AG Deutsche Zentral   12.90   3/24/2017    EUR    65.51
DZ Bank AG Deutsche Zentral   14.70   3/24/2017    EUR    64.24
DZ Bank AG Deutsche Zentral   12.70   9/23/2016    EUR    66.55
DZ Bank AG Deutsche Zentral   12.40   9/23/2016    EUR    64.84
DZ Bank AG Deutsche Zentral    7.60   9/23/2016    EUR    67.33
DZ Bank AG Deutsche Zentral    5.90  12/23/2016    EUR    70.31
DZ Bank AG Deutsche Zentral    8.60  12/23/2016    EUR    69.82
DZ Bank AG Deutsche Zentral    4.50   3/24/2017    EUR    70.04
DZ Bank AG Deutsche Zentral    5.80   3/24/2017    EUR    68.95
HSBC Trinkaus & Burkhardt A   24.20   9/23/2016    EUR    58.59
HSBC Trinkaus & Burkhardt A   24.30   9/23/2016    EUR    58.64
HSBC Trinkaus & Burkhardt A   20.30  12/23/2016    EUR    61.32
HSBC Trinkaus & Burkhardt A   20.30  12/23/2016    EUR    61.32
HSBC Trinkaus & Burkhardt A   17.60   3/24/2017    EUR    63.26
HSBC Trinkaus & Burkhardt A   17.60   3/24/2017    EUR    63.26
HSBC Trinkaus & Burkhardt A   23.80   7/22/2016    EUR    57.54
HSBC Trinkaus & Burkhardt A   17.00   1/27/2017    EUR    63.21
LBBW                           4.00  11/25/2016    EUR    71.75
Bank Julius Baer & Co Ltd/G    9.50  12/16/2016    CHF    67.20
Vontobel Financial Products    4.70   3/29/2016    EUR    67.52
Vontobel Financial Products   13.55   3/29/2016    EUR    60.58
Vontobel Financial Products   16.55   6/24/2016    EUR    54.95
Vontobel Financial Products    9.05   6/24/2016    EUR    58.89
Vontobel Financial Products    5.00   9/23/2016    EUR    62.56
Vontobel Financial Products    7.50   9/23/2016    EUR    60.43
Vontobel Financial Products    8.00  12/23/2016    EUR    59.82
Vontobel Financial Products    6.00  12/23/2016    EUR    61.32
Bank Julius Baer & Co Ltd/G    9.40  11/10/2016    CHF    53.40
DZ Bank AG Deutsche Zentral   13.00   6/24/2016    EUR    70.79
Vontobel Financial Products    3.00   6/24/2016    EUR    65.78
Vontobel Financial Products    6.10   6/10/2016    EUR    59.11
Vontobel Financial Products   17.15   9/16/2016    EUR    58.49
Vontobel Financial Products    7.10   6/17/2016    EUR    64.19
Vontobel Financial Products    3.90   6/17/2016    EUR    68.86
Vontobel Financial Products   13.50   6/24/2016    EUR    73.50
BNP Paribas Emissions- und     5.50   9/22/2016    EUR    70.76
BNP Paribas Emissions- und     5.50  12/22/2016    EUR    71.83
Deutsche Bank AG               6.50  12/20/2016    EUR    69.00
DZ Bank AG Deutsche Zentral    8.80   6/20/2016    EUR    68.90
DZ Bank AG Deutsche Zentral    4.70  12/19/2016    EUR    72.95
Goldman Sachs & Co Wertpapi    7.00   1/25/2017    EUR    69.47
Goldman Sachs & Co Wertpapi   10.00   1/25/2017    EUR    71.93
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi    5.00  12/20/2017    EUR    70.08
Goldman Sachs & Co Wertpapi    6.00  12/20/2017    EUR    71.79
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi    8.00   1/25/2017    EUR    72.96
Goldman Sachs & Co Wertpapi   14.00   1/25/2017    EUR    69.11
Goldman Sachs & Co Wertpapi   18.00   1/25/2017    EUR    68.63
Goldman Sachs & Co Wertpapi   11.00  12/20/2017    EUR    72.37
Goldman Sachs & Co Wertpapi   24.00   9/21/2016    EUR    74.41
Vontobel Financial Products   10.00   9/23/2016    EUR    73.07
HSBC Trinkaus & Burkhardt A    9.70  12/23/2016    EUR    69.24
HSBC Trinkaus & Burkhardt A    7.00   6/23/2017    EUR    71.87
HSBC Trinkaus & Burkhardt A   10.20   5/27/2016    EUR    67.04
HSBC Trinkaus & Burkhardt A    9.40   7/22/2016    EUR    68.24
HSBC Trinkaus & Burkhardt A   18.60  12/23/2016    EUR    62.81
HSBC Trinkaus & Burkhardt A    8.20   3/24/2017    EUR    71.04
HSBC Trinkaus & Burkhardt A   12.80   1/27/2017    EUR    66.50
Leonteq Securities AG         10.20  11/30/2016    CHF    65.84
Vontobel Financial Products   10.00  12/23/2016    EUR    68.98
Bank Julius Baer & Co Ltd/G    6.00  11/25/2016    EUR    68.45
Notenstein La Roche Private    9.68   6/15/2017    CHF    70.94
Vontobel Financial Products   15.50  12/23/2016    EUR    72.50
Vontobel Financial Products   15.55   9/23/2016    EUR    72.38
DZ Bank AG Deutsche Zentral    5.70   6/20/2016    EUR    72.61
DZ Bank AG Deutsche Zentral    7.20   6/20/2016    EUR    70.68
DZ Bank AG Deutsche Zentral    4.90   9/19/2016    EUR    72.82
Goldman Sachs & Co Wertpapi    4.00   1/25/2017    EUR    67.00
Goldman Sachs & Co Wertpapi    6.00   1/25/2017    EUR    68.65
Goldman Sachs & Co Wertpapi    8.00   1/25/2017    EUR    70.29
Goldman Sachs & Co Wertpapi   10.00   1/25/2017    EUR    71.93
Goldman Sachs & Co Wertpapi    4.00   3/22/2017    EUR    66.99
Goldman Sachs & Co Wertpapi    6.00  12/20/2017    EUR    71.79
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi   23.00   7/20/2016    EUR    64.96
Goldman Sachs & Co Wertpapi   10.00   1/25/2017    EUR    72.26
UBS AG                         9.09   12/8/2016    USD
UBS AG/London                 11.00  11/18/2016    USD    70.85
Vontobel Financial Products   11.50  12/23/2016    EUR    70.69
Leonteq Securities AG          8.80   6/21/2017    CHF    71.22
HSBC Trinkaus & Burkhardt A   10.80   9/23/2016    EUR    67.86
HSBC Trinkaus & Burkhardt A    7.00   9/23/2016    EUR    71.04
HSBC Trinkaus & Burkhardt A    6.80  12/23/2016    EUR    71.89
HSBC Trinkaus & Burkhardt A    7.90   1/27/2017    EUR    70.77
HSBC Trinkaus & Burkhardt A   18.20   9/23/2016    EUR    61.94
HSBC Trinkaus & Burkhardt A   14.80   9/23/2016    EUR    64.34
HSBC Trinkaus & Burkhardt A   16.10   3/24/2017    EUR    64.37
HSBC Trinkaus & Burkhardt A   16.30   7/22/2016    EUR    62.76
DZ Bank AG Deutsche Zentral    5.00  12/12/2016    EUR    52.73
Vontobel Financial Products   16.45  11/25/2016    EUR    63.34
Leonteq Securities AG         14.00  11/30/2016    CHF    59.71
UBS AG                        23.78   6/12/2017    USD     5.96
Zurcher Kantonalbank Financ    8.50  12/22/2016    CHF    70.11
DZ Bank AG Deutsche Zentral    7.00   3/24/2017    EUR    65.73
DZ Bank AG Deutsche Zentral   10.00   9/23/2016    EUR    70.64
Vontobel Financial Products   16.55  12/23/2016    EUR    72.16
DZ Bank AG Deutsche Zentral    7.00   6/24/2016    EUR    67.34
Vontobel Financial Products   19.05   6/24/2016    EUR    71.04
Vontobel Financial Products   21.05   6/24/2016    EUR    70.15
Vontobel Financial Products   16.50  11/25/2016    EUR    71.97
Vontobel Financial Products   19.00  11/25/2016    EUR    71.42
DZ Bank AG Deutsche Zentral    7.25  12/19/2016    EUR    72.30
DZ Bank AG Deutsche Zentral   11.50   6/24/2016    EUR    68.54
DZ Bank AG Deutsche Zentral    9.75  11/25/2016    EUR    71.43
DZ Bank AG Deutsche Zentral    6.25   3/24/2017    EUR    70.26
Vontobel Financial Products   18.00  12/23/2016    EUR    70.13
Vontobel Financial Products   21.00  12/23/2016    EUR    69.37
Vontobel Financial Products   11.50  12/23/2016    EUR    72.28
Bank Julius Baer & Co Ltd/G    5.50  11/24/2016    CHF    71.35
DZ Bank AG Deutsche Zentral    7.25  12/19/2016    EUR    68.35
DZ Bank AG Deutsche Zentral    9.00   9/19/2016    EUR    68.01
DZ Bank AG Deutsche Zentral    9.25  12/19/2016    EUR    69.80
Commerzbank AG                12.50   4/21/2016    EUR    66.71
Commerzbank AG                 9.50   8/25/2016    EUR    69.25
DekaBank Deutsche Girozentr    4.20    4/1/2016    EUR    59.13
Deutsche Bank AG               5.20   6/20/2017    EUR    71.90
Leonteq Securities AG/Guern   10.40   4/27/2016    CHF    35.51
Commerzbank AG                10.00  11/24/2016    EUR    68.79
EFG International Finance G    8.32  12/21/2016    CHF    71.71
Zurcher Kantonalbank Financ    7.40   5/11/2016    CHF    69.57
UniCredit Bank AG              4.60   6/22/2017    EUR    72.02
UniCredit Bank AG              4.60   6/22/2017    EUR    72.56
UniCredit Bank AG              4.80   6/22/2017    EUR    71.19
DekaBank Deutsche Girozentr    4.00  10/21/2016    EUR    53.10
UBS AG                        11.43    5/3/2016    USD
DZ Bank AG Deutsche Zentral    7.10  11/23/2016    EUR    65.37
UBS AG/London                  8.30   2/10/2017    EUR    71.44
UBS AG/London                  9.40   12/9/2016    EUR    70.97
UBS AG/London                  4.70   2/10/2017    EUR    66.01
Vontobel Financial Products   10.00   9/23/2016    EUR    58.64
UBS AG/London                  8.10   12/9/2016    EUR    69.91
UBS AG                         6.54    5/4/2016    USD
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    59.93
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    59.93
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    62.16
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    62.16
Goldman Sachs & Co Wertpapi    4.00  10/26/2016    EUR    59.86
Goldman Sachs & Co Wertpapi    4.00  11/23/2016    EUR    60.13
Goldman Sachs & Co Wertpapi   10.00  11/23/2016    EUR    64.03
Goldman Sachs & Co Wertpapi   10.00  11/23/2016    EUR    64.03
Goldman Sachs & Co Wertpapi    5.00   9/20/2017    EUR    63.53
Goldman Sachs & Co Wertpapi   14.00  11/23/2016    EUR    61.24
Goldman Sachs & Co Wertpapi   17.00  11/23/2016    EUR    59.98
Bank Julius Baer & Co Ltd/G    9.80   11/7/2016    EUR    61.75
UBS AG/London                 12.00   11/4/2016    CHF    49.54
Bank Julius Baer & Co Ltd/G    9.90  11/11/2016    USD    59.55
UBS AG                         7.50  12/23/2016    EUR    66.66
UBS AG                         7.00   6/24/2016    EUR    66.50
UBS AG                         6.50  12/23/2016    EUR    65.07
UBS AG                         5.50  12/23/2016    EUR    70.72
Vontobel Financial Products    6.50  12/23/2016    EUR    69.72
Bank Julius Baer & Co Ltd/G    5.50   11/6/2017    CHF    59.55
Credit Suisse AG/London        7.00   5/16/2017    CHF    69.74
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    67.18
DZ Bank AG Deutsche Zentral    5.75   9/23/2016    EUR    66.74
DZ Bank AG Deutsche Zentral    6.00  12/23/2016    EUR    66.46
DZ Bank AG Deutsche Zentral    5.25   3/24/2017    EUR    67.97
Deutsche Bank AG               4.20   7/20/2016    EUR    72.00
Deutsche Bank AG               6.20   7/20/2016    EUR    69.80
Deutsche Bank AG               6.20   7/20/2016    EUR    67.10
Deutsche Bank AG               6.20   7/20/2016    EUR    64.50
Deutsche Bank AG               4.20   8/24/2016    EUR    72.10
Deutsche Bank AG               6.20   8/24/2016    EUR    70.10
Deutsche Bank AG               6.20   8/24/2016    EUR    67.50
Deutsche Bank AG               6.20   8/24/2016    EUR    65.00
Deutsche Bank AG               4.20  10/26/2016    EUR    72.20
Deutsche Bank AG               6.20  10/26/2016    EUR    68.20
Deutsche Bank AG               6.20  10/26/2016    EUR    65.80
Deutsche Bank AG               6.20  10/26/2016    EUR    63.50
Deutsche Bank AG               4.20  11/23/2016    EUR    72.30
Deutsche Bank AG               4.20  11/23/2016    EUR    69.70
Deutsche Bank AG               6.20  11/23/2016    EUR    68.50
Deutsche Bank AG               4.20  11/23/2016    EUR    67.20
Deutsche Bank AG               6.20  11/23/2016    EUR    66.20
Deutsche Bank AG               6.20  11/23/2016    EUR    63.90
Deutsche Bank AG               3.20  11/23/2016    EUR    71.60
Deutsche Bank AG               3.20  11/23/2016    EUR    69.00
Deutsche Bank AG               7.20   7/20/2016    EUR    64.80
Deutsche Bank AG               7.20   8/24/2016    EUR    65.40
Deutsche Bank AG               7.20  10/26/2016    EUR    66.40
Deutsche Bank AG               7.20  11/23/2016    EUR    66.80
Deutsche Bank AG               9.20   7/20/2016    EUR    63.10
Deutsche Bank AG               9.20   8/24/2016    EUR    63.90
Deutsche Bank AG               9.20  10/26/2016    EUR    65.30
Deutsche Bank AG               9.20  11/23/2016    EUR    65.90
Deutsche Bank AG               9.20   3/21/2017    EUR    68.60
DZ Bank AG Deutsche Zentral    4.00   5/20/2016    EUR    61.48
Notenstein La Roche Private    6.00  11/21/2016    CHF    64.65
Vontobel Financial Products    7.00   6/24/2016    EUR    70.47
WGZ-Bank AG Westdeutsche Ge    3.00   6/22/2016    EUR    70.77
WGZ-Bank AG Westdeutsche Ge    4.00   6/22/2016    EUR    68.09
WGZ-Bank AG Westdeutsche Ge    5.00   6/22/2016    EUR    65.61
WGZ-Bank AG Westdeutsche Ge    6.00   6/22/2016    EUR    63.30
Vontobel Financial Products   10.10   5/27/2016    EUR    71.87
Notenstein La Roche Private    4.10    6/5/2019    CHF    66.88
Notenstein La Roche Private    3.30    6/5/2019    CHF    74.18
Leonteq Securities AG          3.00    6/4/2020    CHF    70.14
HSBC Trinkaus & Burkhardt A   12.60   6/24/2016    EUR    51.22
HSBC Trinkaus & Burkhardt A   11.10   9/23/2016    EUR    53.17
HSBC Trinkaus & Burkhardt A   10.90   5/27/2016    EUR    52.64
HSBC Trinkaus & Burkhardt A   10.90   9/23/2016    EUR    72.15
HSBC Trinkaus & Burkhardt A   13.20   6/24/2016    EUR    71.31
HSBC Trinkaus & Burkhardt A   12.20   9/23/2016    EUR    72.72
HSBC Trinkaus & Burkhardt A   10.90   9/23/2016    EUR    72.26
HSBC Trinkaus & Burkhardt A    7.10  12/23/2016    EUR    68.31
HSBC Trinkaus & Burkhardt A    8.20   5/27/2016    EUR    64.99
HSBC Trinkaus & Burkhardt A   11.30   6/24/2016    EUR    55.05
HSBC Trinkaus & Burkhardt A    7.10   6/24/2016    EUR    59.84
HSBC Trinkaus & Burkhardt A   10.00   9/23/2016    EUR    57.23
HSBC Trinkaus & Burkhardt A    6.60   9/23/2016    EUR    61.33
HSBC Trinkaus & Burkhardt A    8.10  12/23/2016    EUR    59.96
HSBC Trinkaus & Burkhardt A    9.30   5/27/2016    EUR    55.47
HSBC Trinkaus & Burkhardt A   10.70   6/24/2016    EUR    72.12
HSBC Trinkaus & Burkhardt A   10.40   9/23/2016    EUR    56.83
HSBC Trinkaus & Burkhardt A    8.20   6/24/2016    EUR    72.12
HSBC Trinkaus & Burkhardt A    7.20   9/23/2016    EUR    73.59
HSBC Trinkaus & Burkhardt A    9.70   9/23/2016    EUR    50.01
HSBC Trinkaus & Burkhardt A   12.10   6/24/2016    EUR    70.79
HSBC Trinkaus & Burkhardt A   12.70   9/23/2016    EUR    70.15
HSBC Trinkaus & Burkhardt A   10.90   9/23/2016    EUR    72.66
HSBC Trinkaus & Burkhardt A   11.50   9/23/2016    EUR    68.20
HSBC Trinkaus & Burkhardt A   11.50   9/23/2016    EUR    51.09
HSBC Trinkaus & Burkhardt A   10.30   5/27/2016    EUR    70.27
HSBC Trinkaus & Burkhardt A   10.10   6/24/2016    EUR    73.08
HSBC Trinkaus & Burkhardt A    9.80   6/24/2016    EUR    74.12
HSBC Trinkaus & Burkhardt A    7.10   6/24/2016    EUR    51.25
HSBC Trinkaus & Burkhardt A    8.40   6/24/2016    EUR    51.34
HSBC Trinkaus & Burkhardt A    9.70   6/24/2016    EUR    73.92
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    55.02
Goldman Sachs & Co Wertpapi   11.00   4/20/2016    EUR    52.75
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    54.63
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    54.63
LBBW                           3.00   6/24/2016    EUR    62.34
LBBW                           4.50   6/24/2016    EUR    58.86
LBBW                           3.50   6/24/2016    EUR    69.00
LBBW                           4.50   6/24/2016    EUR    66.99
LBBW                           5.00   6/24/2016    EUR    70.93
LBBW                           3.00   6/24/2016    EUR    69.10
LBBW                           4.50   6/24/2016    EUR    65.05
LBBW                           6.00   6/24/2016    EUR    62.20
LBBW                           3.00   6/24/2016    EUR    66.90
LBBW                           4.00   6/24/2016    EUR    64.50
LBBW                           3.00   6/24/2016    EUR    52.84
LBBW                           5.50   6/24/2016    EUR    72.69
LBBW                           3.00   6/24/2016    EUR    58.18
LBBW                           4.00   6/24/2016    EUR    56.11
LBBW                           5.00   6/24/2016    EUR    54.21
LBBW                           3.00   6/24/2016    EUR    60.45
LBBW                           4.00   6/24/2016    EUR    58.25
LBBW                           5.00   6/24/2016    EUR    56.53
LBBW                           6.00   6/24/2016    EUR    55.06
Notenstein La Roche Private    6.00  11/29/2016    EUR    54.82
Notenstein La Roche Private    5.80   5/29/2017    CHF    70.19
Notenstein La Roche Private    5.50   5/30/2016    CHF    73.36
Credit Suisse AG/Nassau        6.00   12/2/2016    EUR    53.63
Leonteq Securities AG         11.20   8/29/2016    CHF    61.00
Leonteq Securities AG         10.40    9/1/2016    CHF    51.51
Goldman Sachs & Co Wertpapi   19.00   5/25/2016    EUR    66.81
Goldman Sachs & Co Wertpapi   19.00   4/20/2016    EUR    67.55
Goldman Sachs & Co Wertpapi   14.00   5/25/2016    EUR    72.42
Goldman Sachs & Co Wertpapi   19.00   5/25/2016    EUR    67.33
Goldman Sachs & Co Wertpapi   15.00   9/21/2016    EUR    71.59
Goldman Sachs & Co Wertpapi   24.00   4/20/2016    EUR    72.71
Goldman Sachs & Co Wertpapi   24.00   5/25/2016    EUR    72.47
Goldman Sachs & Co Wertpapi   21.00   6/22/2016    EUR    50.64
Goldman Sachs & Co Wertpapi   20.00   4/20/2016    EUR    61.99
Goldman Sachs & Co Wertpapi   21.00   4/20/2016    EUR    69.84
Goldman Sachs & Co Wertpapi   19.00   6/22/2016    EUR    73.10
Goldman Sachs & Co Wertpapi   15.00   4/20/2016    EUR    46.16
Goldman Sachs & Co Wertpapi   20.00   4/20/2016    EUR    42.96
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    54.24
Goldman Sachs & Co Wertpapi   13.00   9/21/2016    EUR    51.59
Vontobel Financial Products    7.35   4/22/2016    EUR    72.31
Goldman Sachs & Co Wertpapi   17.00   9/21/2016    EUR    48.50
Goldman Sachs & Co Wertpapi   19.00   6/22/2016    EUR    61.68
UBS AG/London                  5.50   5/23/2016    CHF    73.89
UBS AG/London                  7.00   5/22/2017    CHF    53.54
UBS AG/London                 10.50   5/23/2016    CHF    67.62
Vontobel Financial Products    7.40   6/24/2016    EUR    61.40
Vontobel Financial Products    6.60   5/27/2016    EUR    63.80
Vontobel Financial Products    7.15   3/29/2016    EUR    66.53
Zurcher Kantonalbank Financ   10.00    6/3/2016    CHF    63.28
EFG International Finance G    5.44   5/26/2016    CHF    72.33
DekaBank Deutsche Girozentr    3.15   6/20/2016    EUR    71.52
DekaBank Deutsche Girozentr    6.00   6/20/2016    EUR    54.54
DekaBank Deutsche Girozentr    4.10   6/20/2017    EUR    72.94
LBBW                           2.50  12/22/2017    EUR    66.94
Credit Suisse AG/Nassau        7.25   12/5/2016    CHF    72.55
Notenstein La Roche Private    8.22  11/25/2016    EUR    56.61
DZ Bank AG Deutsche Zentral    5.00   6/24/2016    EUR    58.98
DZ Bank AG Deutsche Zentral    5.00   9/23/2016    EUR    57.25
DZ Bank AG Deutsche Zentral   10.00   5/27/2016    EUR    72.98
DZ Bank AG Deutsche Zentral    5.50   9/23/2016    EUR    73.32
Bank Julius Baer & Co Ltd/G    4.30    6/2/2016    CHF    58.95
Vontobel Financial Products    8.50   6/24/2016    EUR    50.68
Vontobel Financial Products   21.15   3/29/2016    EUR    49.52
Vontobel Financial Products   21.65   3/29/2016    EUR    53.90
Vontobel Financial Products   10.55   6/24/2016    EUR    72.05
Vontobel Financial Products    6.30   9/23/2016    EUR    49.52
Vontobel Financial Products    7.35   6/24/2016    EUR    48.15
Vontobel Financial Products    3.50   6/24/2016    EUR    51.90
Vontobel Financial Products    7.05   3/29/2016    EUR    52.23
Vontobel Financial Products    5.30   9/23/2016    EUR    71.59
Vontobel Financial Products    8.00   6/24/2016    EUR    70.28
Credit Suisse AG/London        5.00    6/3/2016    CHF    72.08
DZ Bank AG Deutsche Zentral    6.50   9/19/2016    EUR    48.76
DZ Bank AG Deutsche Zentral    5.50   6/20/2016    EUR    73.32
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    72.49
DZ Bank AG Deutsche Zentral    6.25   9/19/2016    EUR    73.96
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    56.97
DZ Bank AG Deutsche Zentral    6.00   9/19/2016    EUR    56.52
DZ Bank AG Deutsche Zentral    8.25   6/20/2016    EUR    47.90
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    71.60
DZ Bank AG Deutsche Zentral    6.00   6/20/2016    EUR    71.37
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    73.61
DZ Bank AG Deutsche Zentral    7.75   9/19/2016    EUR    73.76
DZ Bank AG Deutsche Zentral    7.50   9/19/2016    EUR    73.02
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    72.78
DZ Bank AG Deutsche Zentral    6.00   9/19/2016    EUR    72.31
DZ Bank AG Deutsche Zentral    5.75   9/19/2016    EUR    72.69
DZ Bank AG Deutsche Zentral    9.00   6/20/2016    EUR    55.29
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    56.63
DZ Bank AG Deutsche Zentral    8.75   6/20/2016    EUR    67.46
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    72.35
DZ Bank AG Deutsche Zentral    7.50   9/19/2016    EUR    72.59
DZ Bank AG Deutsche Zentral    8.00   9/19/2016    EUR    49.16
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    48.80
DZ Bank AG Deutsche Zentral    6.50   9/19/2016    EUR    48.45
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    58.21
DZ Bank AG Deutsche Zentral    5.00   9/19/2016    EUR    62.74
DZ Bank AG Deutsche Zentral    5.80   9/19/2016    EUR    61.14
DZ Bank AG Deutsche Zentral    6.50   9/19/2016    EUR    59.63
DZ Bank AG Deutsche Zentral    5.10   9/19/2016    EUR    64.18
DZ Bank AG Deutsche Zentral    6.10   9/19/2016    EUR    73.60
DZ Bank AG Deutsche Zentral    5.50   6/20/2016    EUR    53.75
DZ Bank AG Deutsche Zentral    6.70   9/19/2016    EUR    71.89
Credit Suisse AG/Nassau        7.55  11/28/2016    CHF    53.03
Bank J Safra Sarasin AG/Gue    5.00   5/26/2016    CHF    55.47
Vontobel Financial Products    3.95   5/27/2016    EUR    49.41
UBS AG/London                  8.00   5/26/2017    EUR    60.73
UBS AG/London                  6.50   5/30/2016    CHF    57.55
Deutsche Bank AG               4.20   8/24/2016    EUR    71.80
Deutsche Bank AG               4.20   8/24/2016    EUR    67.90
Deutsche Bank AG               4.20   7/20/2016    EUR    59.30
Deutsche Bank AG               4.20   8/24/2016    EUR    74.20
Deutsche Bank AG               4.20   7/20/2016    EUR    66.40
Deutsche Bank AG               4.20   8/24/2016    EUR    57.60
Deutsche Bank AG               4.20   7/20/2016    EUR    68.40
Deutsche Bank AG               4.20   8/24/2016    EUR    59.10
Deutsche Bank AG               4.20   7/20/2016    EUR    73.70
Deutsche Bank AG               4.20   7/20/2016    EUR    63.90
Deutsche Bank AG               4.20   8/24/2016    EUR    64.20
Deutsche Bank AG               4.20   8/24/2016    EUR    63.50
Deutsche Bank AG               4.20   8/24/2016    EUR    61.20
Deutsche Bank AG               4.20   8/24/2016    EUR    59.70
Deutsche Bank AG               4.20   8/24/2016    EUR    68.70
Deutsche Bank AG               4.20   8/24/2016    EUR    66.00
Deutsche Bank AG               4.20   8/24/2016    EUR    69.60
Deutsche Bank AG               4.20   8/24/2016    EUR    73.80
Deutsche Bank AG               4.20   7/20/2016    EUR    61.50
Deutsche Bank AG               4.20   8/24/2016    EUR    66.60
Deutsche Bank AG               4.20   8/24/2016    EUR    70.80
Deutsche Bank AG               4.20   8/24/2016    EUR    65.20
Deutsche Bank AG               4.20   8/24/2016    EUR    61.80
Deutsche Bank AG               4.20   8/24/2016    EUR    56.10
Deutsche Bank AG               4.20   7/20/2016    EUR    57.80
Deutsche Bank AG               4.20   7/20/2016    EUR    61.70
Deutsche Bank AG               4.20   8/24/2016    EUR    53.60
Deutsche Bank AG               4.20   8/24/2016    EUR    53.10
Deutsche Bank AG               4.20   7/20/2016    EUR    58.60
Deutsche Bank AG               4.20   8/24/2016    EUR    58.90
Deutsche Bank AG               4.20   8/24/2016    EUR    61.20
Deutsche Bank AG               4.20   8/24/2016    EUR    62.00
Deutsche Bank AG               4.20   7/20/2016    EUR    60.80
Deutsche Bank AG               4.20   8/24/2016    EUR    71.80
Vontobel Financial Products    8.40   6/24/2016    EUR    72.37
Deutsche Bank AG               4.20   8/24/2016    EUR    55.50
Deutsche Bank AG               4.20   7/20/2016    EUR    55.80
Deutsche Bank AG               4.20   8/24/2016    EUR    58.20
Deutsche Bank AG               5.20   8/24/2016    EUR    73.00
Deutsche Bank AG               5.20   7/20/2016    EUR    59.60
Deutsche Bank AG               6.20   7/20/2016    EUR    60.00
Deutsche Bank AG               5.20   7/20/2016    EUR    57.60
Deutsche Bank AG               5.20   8/24/2016    EUR    58.00
Deutsche Bank AG               5.20   7/20/2016    EUR    65.30
Deutsche Bank AG               6.20   7/20/2016    EUR    62.20
Deutsche Bank AG               6.20   8/24/2016    EUR    56.60
Deutsche Bank AG               5.20   8/24/2016    EUR    71.20
Deutsche Bank AG               5.20   7/20/2016    EUR    72.50
Deutsche Bank AG               5.20   8/24/2016    EUR    60.10
Deutsche Bank AG               6.20   8/24/2016    EUR    68.70
Deutsche Bank AG               5.20   8/24/2016    EUR    63.20
Deutsche Bank AG               5.20   7/20/2016    EUR    68.00
Deutsche Bank AG               5.20   7/20/2016    EUR    55.70
Deutsche Bank AG               6.20   8/24/2016    EUR    66.10
Deutsche Bank AG               6.20   8/24/2016    EUR    63.60
Deutsche Bank AG               5.20   8/24/2016    EUR    62.20
Deutsche Bank AG               6.20   8/24/2016    EUR    58.50
Deutsche Bank AG               5.20   8/24/2016    EUR    56.10
Deutsche Bank AG               6.20   8/24/2016    EUR    54.80
Deutsche Bank AG               5.20   7/20/2016    EUR    70.90
Deutsche Bank AG               6.20   8/24/2016    EUR    71.60
Deutsche Bank AG               6.20   8/24/2016    EUR    73.40
Deutsche Bank AG               6.20   8/24/2016    EUR    60.50
Deutsche Bank AG               5.20   7/20/2016    EUR    62.70
Deutsche Bank AG               5.20   8/24/2016    EUR    68.30
Deutsche Bank AG               5.20   8/24/2016    EUR    65.70
Deutsche Bank AG               5.20   7/20/2016    EUR    61.80
Deutsche Bank AG               6.20   8/24/2016    EUR    62.70
Deutsche Bank AG               5.20   8/24/2016    EUR    54.40
Deutsche Bank AG               5.20   7/20/2016    EUR    57.00
Deutsche Bank AG               5.20   7/20/2016    EUR    53.90
Deutsche Bank AG               5.20   7/20/2016    EUR    59.00
Deutsche Bank AG               5.20   7/20/2016    EUR    61.20
Credit Suisse AG/Nassau        7.50   12/5/2016    CHF    58.37
Deutsche Bank AG               5.20   8/24/2016    EUR    64.00
Deutsche Bank AG               6.20   8/24/2016    EUR    62.10
Deutsche Bank AG               6.20   8/24/2016    EUR    57.90
Deutsche Bank AG               5.20   7/20/2016    EUR    63.60
Deutsche Bank AG               6.20   8/24/2016    EUR    64.40
Deutsche Bank AG               5.20   8/24/2016    EUR    59.50
Deutsche Bank AG               6.20   8/24/2016    EUR    59.90
Deutsche Bank AG               5.20   8/24/2016    EUR    61.60
Deutsche Bank AG               5.20   8/24/2016    EUR    57.50
Deutsche Bank AG               5.20   7/20/2016    EUR    72.10
Deutsche Bank AG               6.20   8/24/2016    EUR    68.30
Deutsche Bank AG               5.20   7/20/2016    EUR    56.10
Deutsche Bank AG               6.20   7/20/2016    EUR    56.40
Deutsche Bank AG               5.20   7/20/2016    EUR    53.50
Deutsche Bank AG               6.20   8/24/2016    EUR    59.70
Deutsche Bank AG               5.20   8/24/2016    EUR    70.00
Deutsche Bank AG               5.20   8/24/2016    EUR    59.30
Deutsche Bank AG               6.20   8/24/2016    EUR    57.00
Deutsche Bank AG               5.20   7/20/2016    EUR    74.50
Deutsche Bank AG               5.20   7/20/2016    EUR    67.60
Deutsche Bank AG               5.20   8/24/2016    EUR    51.60
Deutsche Bank AG               6.20   8/24/2016    EUR    72.70
Deutsche Bank AG               5.20   8/24/2016    EUR    67.90
Deutsche Bank AG               6.20   7/20/2016    EUR    59.30
Deutsche Bank AG               5.20   7/20/2016    EUR    69.80
Deutsche Bank AG               5.20   8/24/2016    EUR    72.30
Deutsche Bank AG               5.20   7/20/2016    EUR    51.20
Deutsche Bank AG               5.20   8/24/2016    EUR    54.00
Deutsche Bank AG               5.20   7/20/2016    EUR    58.90
Deutsche Bank AG               5.20   8/24/2016    EUR    56.50
Deutsche Bank AG               6.20   8/24/2016    EUR    52.10
Deutsche Bank AG               6.20   8/24/2016    EUR    70.40
Deutsche Bank AG               6.20   8/24/2016    EUR    54.40
Deutsche Bank AG               5.20   8/24/2016    EUR    72.30
Deutsche Bank AG               6.20   8/24/2016    EUR    67.50
Deutsche Bank AG               5.20   8/24/2016    EUR    53.50
Deutsche Bank AG               5.20   8/24/2016    EUR    51.30
Deutsche Bank AG               5.20   5/25/2016    EUR    70.30
Deutsche Bank AG               6.20   5/25/2016    EUR    64.70
Deutsche Bank AG               5.20   7/20/2016    EUR    66.60
Deutsche Bank AG               6.20   7/20/2016    EUR    67.00
Deutsche Bank AG               6.20   8/24/2016    EUR    70.00
Deutsche Bank AG               5.20   7/20/2016    EUR    55.40
Deutsche Bank AG               5.20   7/20/2016    EUR    58.10
Deutsche Bank AG               5.20   7/20/2016    EUR    50.80
Deutsche Bank AG               6.20   8/24/2016    EUR    53.90
Deutsche Bank AG               6.20   5/25/2016    EUR    70.50
Deutsche Bank AG               5.20   8/24/2016    EUR    69.60
Deutsche Bank AG               5.20   8/24/2016    EUR    58.60
Deutsche Bank AG               6.20   8/24/2016    EUR    56.40
Deutsche Bank AG               6.20   8/24/2016    EUR    72.70
Deutsche Bank AG               5.20   8/24/2016    EUR    67.00
Deutsche Bank AG               6.20   7/20/2016    EUR    58.50
Deutsche Bank AG               6.20   8/24/2016    EUR    51.70
Deutsche Bank AG               5.20   5/25/2016    EUR    74.30
Deutsche Bank AG               6.20   5/25/2016    EUR    74.50
Deutsche Bank AG               6.20   5/25/2016    EUR    72.00
Deutsche Bank AG               5.20   5/25/2016    EUR    71.80
Deutsche Bank AG               6.20   5/25/2016    EUR    69.60
Deutsche Bank AG               5.20   5/25/2016    EUR    69.40
Deutsche Bank AG               6.20   5/25/2016    EUR    67.30
Deutsche Bank AG               5.20   5/25/2016    EUR    67.20
Deutsche Bank AG               5.20   5/25/2016    EUR    55.40
Deutsche Bank AG               6.20   5/25/2016    EUR    55.50
Deutsche Bank AG               5.20   5/25/2016    EUR    52.80
Deutsche Bank AG               6.20   5/25/2016    EUR    52.90
Deutsche Bank AG               6.20   5/25/2016    EUR    50.60
Deutsche Bank AG               5.20   5/25/2016    EUR    50.40
Deutsche Bank AG               6.20   5/25/2016    EUR    71.50
Deutsche Bank AG               5.20   5/25/2016    EUR    71.30
Deutsche Bank AG               6.20   5/25/2016    EUR    68.70
Deutsche Bank AG               5.20   5/25/2016    EUR    68.50
Deutsche Bank AG               4.20   5/25/2016    EUR    70.60
Deutsche Bank AG               4.20   5/25/2016    EUR    67.70
Deutsche Bank AG               4.20   5/25/2016    EUR    65.00
Deutsche Bank AG               4.20   5/25/2016    EUR    74.20
Deutsche Bank AG               5.20   5/25/2016    EUR    55.30
Deutsche Bank AG               6.20   5/25/2016    EUR    55.40
Deutsche Bank AG               5.20   5/25/2016    EUR    52.80
Deutsche Bank AG               6.20   5/25/2016    EUR    53.00
Deutsche Bank AG               5.20   5/25/2016    EUR    50.50
Deutsche Bank AG               6.20   5/25/2016    EUR    50.70
Deutsche Bank AG               4.20   5/25/2016    EUR    73.40
Deutsche Bank AG               4.20   5/25/2016    EUR    70.10
Deutsche Bank AG               4.20   5/25/2016    EUR    61.20
Deutsche Bank AG               4.20   5/25/2016    EUR    58.10
Deutsche Bank AG               4.20   5/25/2016    EUR    60.80
Deutsche Bank AG               4.20   5/25/2016    EUR    57.80
Deutsche Bank AG               8.20   5/25/2016    EUR    72.40
Deutsche Bank AG               8.20   5/25/2016    EUR    73.30
Deutsche Bank AG               8.20   5/25/2016    EUR    65.00
Deutsche Bank AG               8.20   5/25/2016    EUR    62.50
Deutsche Bank AG               8.20   5/25/2016    EUR    60.20
Deutsche Bank AG               8.20   5/25/2016    EUR    72.20
Deutsche Bank AG               8.20   5/25/2016    EUR    60.80
Deutsche Bank AG               8.20   5/25/2016    EUR    58.70
Deutsche Bank AG               8.20   5/25/2016    EUR    56.70
Deutsche Bank AG               8.20   5/25/2016    EUR    48.80
Deutsche Bank AG               8.20   5/25/2016    EUR    69.00
Deutsche Bank AG               8.20   5/25/2016    EUR    66.40
Deutsche Bank AG               8.20   5/25/2016    EUR    51.00
Deutsche Bank AG               8.20   5/25/2016    EUR    49.00
Deutsche Bank AG               8.20   4/20/2016    EUR    73.90
Deutsche Bank AG               8.20   5/25/2016    EUR    69.90
Deutsche Bank AG               8.20   5/25/2016    EUR    67.70
Deutsche Bank AG               8.20   5/25/2016    EUR    71.30
Deutsche Bank AG               8.20   5/25/2016    EUR    50.90
Deutsche Bank AG               8.20   4/20/2016    EUR    73.10
Deutsche Bank AG               8.20   4/20/2016    EUR    65.50
Deutsche Bank AG               8.20   4/20/2016    EUR    62.90
Deutsche Bank AG               8.20   4/20/2016    EUR    60.50
Deutsche Bank AG               8.20   4/20/2016    EUR    71.40
Deutsche Bank AG               8.20   4/20/2016    EUR    56.50
Deutsche Bank AG               8.20   4/20/2016    EUR    54.60
Deutsche Bank AG               8.20   4/20/2016    EUR    52.80
Deutsche Bank AG               8.20   4/20/2016    EUR    61.00
Deutsche Bank AG               8.20   4/20/2016    EUR    58.80
Deutsche Bank AG               8.20   4/20/2016    EUR    56.80
Deutsche Bank AG               8.20   4/20/2016    EUR    72.40
Deutsche Bank AG               8.20   4/20/2016    EUR    70.00
Deutsche Bank AG               8.20   4/20/2016    EUR    71.90
Deutsche Bank AG               8.20   4/20/2016    EUR    71.30
Deutsche Bank AG               8.20   4/20/2016    EUR    50.10
Deutsche Bank AG               8.20   4/20/2016    EUR    48.00
Deutsche Bank AG               8.20   4/20/2016    EUR    68.20
Deutsche Bank AG               8.20   4/20/2016    EUR    65.60
Deutsche Bank AG               8.20   4/20/2016    EUR    50.20
Deutsche Bank AG               8.20   4/20/2016    EUR    48.20
Deutsche Bank AG               5.20   4/20/2016    EUR    71.20
Deutsche Bank AG               6.20   4/20/2016    EUR    71.30
Deutsche Bank AG               6.20   4/20/2016    EUR    68.20
Deutsche Bank AG               5.20   4/20/2016    EUR    68.10
Deutsche Bank AG               5.20   4/20/2016    EUR    65.30
Deutsche Bank AG               6.20   4/20/2016    EUR    65.40
Deutsche Bank AG               6.20   4/20/2016    EUR    62.80
Deutsche Bank AG               5.20   4/20/2016    EUR    62.70
Deutsche Bank AG               6.20   4/20/2016    EUR    60.70
Deutsche Bank AG               5.20   4/20/2016    EUR    60.60
Deutsche Bank AG               5.20   4/20/2016    EUR    58.40
Deutsche Bank AG               6.20   4/20/2016    EUR    58.50
Deutsche Bank AG               5.20   4/20/2016    EUR    56.30
Deutsche Bank AG               6.20   4/20/2016    EUR    56.40
Deutsche Bank AG               5.20   4/20/2016    EUR    54.40
Deutsche Bank AG               6.20   4/20/2016    EUR    54.50
Deutsche Bank AG               6.20   4/20/2016    EUR    65.60
Deutsche Bank AG               5.20   4/20/2016    EUR    65.60
Deutsche Bank AG               5.20   4/20/2016    EUR    63.10
Deutsche Bank AG               6.20   4/20/2016    EUR    63.10
Deutsche Bank AG               6.20   4/20/2016    EUR    60.80
Deutsche Bank AG               5.20   4/20/2016    EUR    60.70
Deutsche Bank AG               6.20   4/20/2016    EUR    58.70
Deutsche Bank AG               5.20   4/20/2016    EUR    58.60
Deutsche Bank AG               5.20   4/20/2016    EUR    72.20
Deutsche Bank AG               6.20   4/20/2016    EUR    72.30
Deutsche Bank AG               6.20   4/20/2016    EUR    69.90
Deutsche Bank AG               5.20   4/20/2016    EUR    69.80
Deutsche Bank AG               5.20   4/20/2016    EUR    54.90
Deutsche Bank AG               6.20   4/20/2016    EUR    54.90
Deutsche Bank AG               5.20   4/20/2016    EUR    52.30
Deutsche Bank AG               6.20   4/20/2016    EUR    52.30
Deutsche Bank AG               6.20   4/20/2016    EUR    50.00
Deutsche Bank AG               5.20   4/20/2016    EUR    49.90
Deutsche Bank AG               6.20   4/20/2016    EUR    70.90
Deutsche Bank AG               5.20   4/20/2016    EUR    70.80
Deutsche Bank AG               5.20   4/20/2016    EUR    68.00
Deutsche Bank AG               6.20   4/20/2016    EUR    68.10
Deutsche Bank AG               5.20   4/20/2016    EUR    54.80
Deutsche Bank AG               6.20   4/20/2016    EUR    54.80
Deutsche Bank AG               5.20   4/20/2016    EUR    52.30
Deutsche Bank AG               6.20   4/20/2016    EUR    52.40
Deutsche Bank AG               6.20   4/20/2016    EUR    50.10
Deutsche Bank AG               5.20   4/20/2016    EUR    50.00
Deutsche Bank AG               5.20   5/25/2016    EUR    64.50
Deutsche Bank AG               5.20   5/25/2016    EUR    62.00
Deutsche Bank AG               6.20   5/25/2016    EUR    62.20
Deutsche Bank AG               5.20   7/20/2016    EUR    71.90
Deutsche Bank AG               5.20   7/20/2016    EUR    69.20
Deutsche Bank AG               5.20   7/20/2016    EUR    53.00
Deutsche Bank AG               6.20   8/24/2016    EUR    59.00
Deutsche Bank AG               5.20   8/24/2016    EUR    55.90
Deutsche Bank AG               6.20   5/25/2016    EUR    67.50
Deutsche Bank AG               5.20   5/25/2016    EUR    67.30
Deutsche Bank AG               5.20   5/25/2016    EUR    65.10
Deutsche Bank AG               6.20   5/25/2016    EUR    58.40
Deutsche Bank AG               5.20   5/25/2016    EUR    62.70
Deutsche Bank AG               6.20   5/25/2016    EUR    62.80
Deutsche Bank AG               6.20   5/25/2016    EUR    60.50
Deutsche Bank AG               5.20   5/25/2016    EUR    60.30
Deutsche Bank AG               5.20   5/25/2016    EUR    58.20
Deutsche Bank AG               6.20   5/25/2016    EUR    65.30
UBS AG                         7.40   5/17/2021    CHF    63.62
DekaBank Deutsche Girozentr    9.65   8/22/2016    EUR    69.48
UBS AG                        14.75   6/24/2016    EUR    70.79
UBS AG                         7.50   6/24/2016    EUR    52.76
UBS AG                        12.25   6/24/2016    EUR    64.99
UBS AG                        11.00   6/24/2016    EUR    69.83
UBS AG                        13.50   6/24/2016    EUR    58.03
UBS AG                        12.25   6/24/2016    EUR    61.23
UBS AG                         8.25   6/24/2016    EUR    54.97
UBS AG                        13.25   6/24/2016    EUR    70.66
UBS AG                        14.50   6/24/2016    EUR    65.57
UBS AG                         9.75   6/24/2016    EUR    72.94
UBS AG                        11.00   6/24/2016    EUR    73.26
UBS AG                         7.25   6/24/2016    EUR    62.25
UBS AG                        10.00   6/24/2016    EUR    44.16
UBS AG                        13.75   6/24/2016    EUR    55.05
LBBW                           2.80  12/23/2016    EUR    70.59
Leonteq Securities AG          9.92   5/29/2017    EUR    60.99
Notenstein La Roche Private    4.30    6/5/2019    CHF    63.60
Notenstein La Roche Private    8.20   12/5/2016    EUR    72.76
Notenstein La Roche Private    6.70   12/5/2016    CHF    60.48
Notenstein La Roche Private    5.00   12/5/2016    CHF    72.90
UBS AG/London                  6.25   5/30/2016    CHF    50.08
UBS AG/London                  5.00   5/30/2016    CHF    56.41
UBS AG/London                  7.50  11/28/2016    EUR    51.96
UBS AG/London                  7.50   5/30/2016    CHF    43.65
Credit Suisse AG/London        7.00    6/6/2016    CHF    58.07
Bank Julius Baer & Co Ltd/G    5.50    6/6/2016    EUR    69.85
Bank Julius Baer & Co Ltd/G    4.80    6/6/2016    EUR    72.40
Bank Julius Baer & Co Ltd/G    6.30    6/6/2016    USD    59.75
Bank Julius Baer & Co Ltd/G    7.60    6/3/2016    CHF    73.30
Leonteq Securities AG         10.00    9/8/2016    CHF    59.20
Leonteq Securities AG         13.00    9/8/2016    USD    48.89
Societe Generale SA            2.56   5/27/2016    CHF    71.50
Vontobel Financial Products    7.00   6/24/2016    EUR    56.07
Vontobel Financial Products   10.50   6/24/2016    EUR    56.07
WGZ-Bank AG Westdeutsche Ge    2.00   6/29/2016    EUR    66.35
WGZ-Bank AG Westdeutsche Ge    3.00   6/29/2016    EUR    63.07
WGZ-Bank AG Westdeutsche Ge    4.00   6/29/2016    EUR    60.15
WGZ-Bank AG Westdeutsche Ge    5.00   6/29/2016    EUR    57.53
WGZ-Bank AG Westdeutsche Ge    6.00   6/29/2016    EUR    56.46
WGZ-Bank AG Westdeutsche Ge    2.25   6/29/2016    EUR    64.39
WGZ-Bank AG Westdeutsche Ge    3.25   6/29/2016    EUR    61.16
WGZ-Bank AG Westdeutsche Ge    4.25   6/29/2016    EUR    58.26
WGZ-Bank AG Westdeutsche Ge    5.50   6/29/2016    EUR    55.73
WGZ-Bank AG Westdeutsche Ge    6.50   6/29/2016    EUR    54.68
DZ Bank AG Deutsche Zentral    5.25   6/24/2016    EUR    46.00
DZ Bank AG Deutsche Zentral   10.25   6/24/2016    EUR    58.47
DZ Bank AG Deutsche Zentral    7.25   6/24/2016    EUR    66.65
DZ Bank AG Deutsche Zentral    9.25   6/24/2016    EUR    60.45
Commerzbank AG                 6.76   6/22/2017    EUR    60.75
Vontobel Financial Products    4.00   12/9/2016    EUR    73.67
Vontobel Financial Products    4.90   12/9/2016    EUR    71.49
Vontobel Financial Products    5.90   12/9/2016    EUR    69.51
Vontobel Financial Products    6.95   12/9/2016    EUR    67.72
Vontobel Financial Products    4.05   12/9/2016    EUR    65.09
Vontobel Financial Products    4.85   12/9/2016    EUR    63.39
Vontobel Financial Products    5.75   12/9/2016    EUR    61.90
Vontobel Financial Products    6.70   12/9/2016    EUR    60.57
Vontobel Financial Products    3.65   12/9/2016    EUR    66.50
Vontobel Financial Products    5.40   12/9/2016    EUR    63.12
Commerzbank AG                10.00   5/26/2016    EUR    67.22
Vontobel Financial Products    5.30   6/17/2016    EUR    63.17
Vontobel Financial Products    6.85    9/9/2016    EUR    72.92
Vontobel Financial Products    8.90    9/9/2016    EUR    69.62
Vontobel Financial Products    5.10    9/9/2016    EUR    62.58
Vontobel Financial Products    6.85    9/9/2016    EUR    59.60
Vontobel Financial Products    8.80    9/9/2016    EUR    57.14
Vontobel Financial Products    4.15   12/9/2016    EUR    59.68
Vontobel Financial Products    5.15   12/9/2016    EUR    57.69
Vontobel Financial Products    5.25   6/17/2016    EUR    61.88
Vontobel Financial Products    4.85   6/24/2016    EUR    72.98
Vontobel Financial Products    6.30   12/9/2016    EUR    56.01
Vontobel Financial Products    7.55   12/9/2016    EUR    54.61
Vontobel Financial Products    4.25    9/9/2016    EUR    58.92
Vontobel Financial Products    5.55    9/9/2016    EUR    56.70
Vontobel Financial Products    6.90    9/9/2016    EUR    54.75
Vontobel Financial Products    8.40    9/9/2016    EUR    53.09
Vontobel Financial Products    4.60   6/10/2016    EUR    50.79
Vontobel Financial Products    6.20   6/10/2016    EUR    48.52
Vontobel Financial Products    7.35   6/10/2016    EUR    47.16
Vontobel Financial Products    6.55    9/9/2016    EUR    48.68
Vontobel Financial Products    5.55    9/9/2016    EUR    49.81
Vontobel Financial Products    4.00  12/12/2016    EUR    59.55
Vontobel Financial Products    7.50  12/12/2016    EUR    54.69
Vontobel Financial Products    4.35   6/10/2016    EUR    51.93
Vontobel Financial Products    6.40   6/10/2016    EUR    49.89
Vontobel Financial Products    5.70    9/9/2016    EUR    51.21
Vontobel Financial Products    4.05    9/9/2016    EUR    52.89
Vontobel Financial Products    8.60   12/9/2016    EUR    73.16
Vontobel Financial Products    8.20    9/9/2016    EUR    73.74
Vontobel Financial Products    4.25    9/9/2016    EUR    51.79
Vontobel Financial Products    7.95   6/10/2016    EUR    73.52
Bank Julius Baer & Co Ltd/G    8.20    6/9/2016    CHF    58.45
Bank Julius Baer & Co Ltd/G    5.20    6/9/2016    CHF    72.30
DZ Bank AG Deutsche Zentral    5.00   6/24/2016    EUR    58.01
DZ Bank AG Deutsche Zentral    6.50   9/19/2016    EUR    68.05
DZ Bank AG Deutsche Zentral    8.25   6/20/2016    EUR    71.40
DZ Bank AG Deutsche Zentral    5.75   6/20/2016    EUR    47.08
DZ Bank AG Deutsche Zentral    5.75   9/19/2016    EUR    48.09
DZ Bank AG Deutsche Zentral    6.00   9/23/2016    EUR    67.85
DZ Bank AG Deutsche Zentral    6.25   3/29/2016    EUR    69.32
DZ Bank AG Deutsche Zentral    6.25   9/23/2016    EUR    48.40
DZ Bank AG Deutsche Zentral    6.00   9/23/2016    EUR    70.17
DZ Bank AG Deutsche Zentral    4.60   6/20/2016    EUR    64.24
DZ Bank AG Deutsche Zentral    4.60   9/19/2016    EUR    57.69
DZ Bank AG Deutsche Zentral    5.50   9/19/2016    EUR    55.85
Vontobel Financial Products    3.60    9/9/2016    EUR    51.83
Vontobel Financial Products    4.50   6/24/2016    EUR    51.65
Vontobel Financial Products    7.85   9/23/2016    EUR    66.96
Vontobel Financial Products    8.75   6/24/2016    EUR    65.43
Vontobel Financial Products    9.90   3/29/2016    EUR    68.21
Vontobel Financial Products    6.55   9/23/2016    EUR    62.60
Vontobel Financial Products    7.80   9/23/2016    EUR    69.39
Vontobel Financial Products    7.80   9/23/2016    EUR    59.68
Vontobel Financial Products    8.95   6/24/2016    EUR    58.07
Vontobel Financial Products    9.00   3/29/2016    EUR    61.57
Vontobel Financial Products    8.30   9/23/2016    EUR    53.36
Vontobel Financial Products    9.50   6/24/2016    EUR    51.58
Vontobel Financial Products    9.40   6/24/2016    EUR    68.29
Vontobel Financial Products    9.60   3/29/2016    EUR    70.88
Vontobel Financial Products    6.30   6/24/2016    EUR    73.48
Vontobel Financial Products    6.50   3/29/2016    EUR    72.52
Vontobel Financial Products    9.40   3/29/2016    EUR    50.63
Vontobel Financial Products    5.65    9/9/2016    EUR    69.68
BNP Paribas Emissions- und     3.25  11/24/2017    EUR    61.98
Vontobel Financial Products    8.20   6/24/2016    EUR    52.83
Vontobel Financial Products    8.20   3/29/2016    EUR    52.02
Vontobel Financial Products    8.60   9/23/2016    EUR    71.55
Vontobel Financial Products    9.70   6/24/2016    EUR    69.91
Vontobel Financial Products   11.15   3/29/2016    EUR    70.61
Vontobel Financial Products    7.15   9/23/2016    EUR    53.86
Landesbank Hessen-Thueringe    8.90   10/6/2020    EUR    52.60
Vontobel Financial Products    6.05    9/9/2016    EUR    51.85
Vontobel Financial Products    5.05    9/9/2016    EUR    51.41
Vontobel Financial Products    5.00   12/9/2016    EUR    73.93
Vontobel Financial Products    5.00   6/24/2016    EUR    64.83
Vontobel Financial Products    6.50   6/24/2016    EUR    55.74
Vontobel Financial Products    8.00   6/24/2016    EUR    72.36
Vontobel Financial Products    7.00   6/24/2016    EUR    56.07
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    72.90
DZ Bank AG Deutsche Zentral    6.75   9/19/2016    EUR    57.93
LBBW                           3.50   7/27/2018    EUR    64.68
LBBW                           3.50   7/27/2018    EUR    60.44
LBBW                           3.40   7/27/2018    EUR    60.11
Vontobel Financial Products    8.15   6/24/2016    EUR    51.64
DZ Bank AG Deutsche Zentral   10.10   6/22/2016    EUR    60.26
DZ Bank AG Deutsche Zentral    5.40   6/22/2016    EUR    62.42
DZ Bank AG Deutsche Zentral    6.10   6/22/2016    EUR    62.19
UBS AG                         4.30   12/9/2016    EUR    73.13
UBS AG                         3.30   12/9/2016    EUR    62.45
UBS AG                         3.60   12/9/2016    EUR    60.62
UBS AG                         3.70   6/10/2016    EUR    61.54
UniCredit Bank AG              5.44    7/1/2016    EUR    54.76
UniCredit Bank AG              4.30   6/23/2016    EUR    71.37
UniCredit Bank AG              4.20   6/23/2016    EUR    58.21
UniCredit Bank AG              4.50   6/23/2016    EUR    57.41
UniCredit Bank AG              4.00   6/23/2016    EUR    52.38
UniCredit Bank AG              4.25   6/23/2016    EUR    58.76
UniCredit Bank AG              4.35   6/23/2016    EUR    50.72
UniCredit Bank AG              4.05   6/23/2016    EUR    52.13
UniCredit Bank AG              4.40   6/23/2016    EUR    48.64
UniCredit Bank AG              4.45   6/23/2016    EUR    57.65
UniCredit Bank AG              4.50   6/23/2016    EUR    61.39
UniCredit Bank AG              4.50   6/23/2016    EUR    49.82
UniCredit Bank AG              4.40   6/23/2016    EUR    56.80
UniCredit Bank AG              4.25   6/23/2016    EUR    51.18
UniCredit Bank AG              4.20   6/23/2016    EUR    73.76
UniCredit Bank AG              4.25   6/23/2016    EUR    62.91
UniCredit Bank AG              5.50   6/23/2016    EUR    57.64
UniCredit Bank AG              4.25   6/23/2016    EUR    72.56
UniCredit Bank AG              4.00   6/23/2016    EUR    52.10
UniCredit Bank AG              5.00   6/23/2016    EUR    73.37
UniCredit Bank AG              4.40   6/23/2016    EUR    57.94
UniCredit Bank AG              4.15   6/23/2016    EUR    59.30
UniCredit Bank AG              4.00   6/23/2016    EUR    60.16
UniCredit Bank AG              6.25   6/23/2016    EUR    71.99
UniCredit Bank AG              4.60   6/23/2016    EUR    47.85
UniCredit Bank AG              4.80   6/23/2016    EUR    54.19
DZ Bank AG Deutsche Zentral    8.75   6/22/2016    EUR    72.17
UBS AG/London                  9.50    6/3/2016    CHF    62.27
LBBW                           4.00   6/23/2017    EUR    72.36
LBBW                           5.50   6/23/2017    EUR    63.00
LBBW                           5.00   6/23/2017    EUR    58.53
Societe Generale SA            5.10    9/5/2017    EUR    62.00
Leonteq Securities AG          5.00   1/26/2017    CHF    69.19
Zurcher Kantonalbank Financ    8.65    8/4/2016    CHF    70.74
Leonteq Securities AG          6.00   1/30/2017    CHF    64.00
UniCredit Bank AG              3.75    9/7/2020    EUR    69.68
DekaBank Deutsche Girozentr    2.75   7/17/2019    EUR    70.74
Vontobel Financial Products    6.20    2/4/2019    EUR    71.82
BNP Paribas Emissions- und     6.00   6/23/2016    EUR    70.37
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    62.74
BNP Paribas Emissions- und     9.50   6/23/2016    EUR    74.72
BNP Paribas Emissions- und     6.50   6/23/2016    EUR    58.82
BNP Paribas Emissions- und     8.50   6/23/2016    EUR    53.84
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    51.84
BNP Paribas Emissions- und    11.00   6/23/2016    EUR    49.92
BNP Paribas Emissions- und    14.00   6/23/2016    EUR    46.82
BNP Paribas Emissions- und     5.50  12/22/2016    EUR    60.69
BNP Paribas Emissions- und     7.50  12/22/2016    EUR    57.04
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    52.60
BNP Paribas Emissions- und     3.00   6/23/2016    EUR    56.95
BNP Paribas Emissions- und     4.00   6/23/2016    EUR    55.41
BNP Paribas Emissions- und     5.00   6/23/2016    EUR    53.97
BNP Paribas Emissions- und     5.00   6/23/2016    EUR    51.90
BNP Paribas Emissions- und     6.00   6/23/2016    EUR    50.68
BNP Paribas Emissions- und     7.00   6/23/2016    EUR    49.55
BNP Paribas Emissions- und     8.00   6/23/2016    EUR    48.90
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    48.29
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    47.32
BNP Paribas Emissions- und     6.50   6/23/2016    EUR    58.60
BNP Paribas Emissions- und     8.00   6/23/2016    EUR    56.68
BNP Paribas Emissions- und    12.00   6/23/2016    EUR    73.58
BNP Paribas Emissions- und     7.50   6/23/2016    EUR    63.88
BNP Paribas Emissions- und     9.50   6/23/2016    EUR    61.16
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    59.80
BNP Paribas Emissions- und     4.00  12/22/2016    EUR    72.91
BNP Paribas Emissions- und     5.00  12/22/2016    EUR    69.97
BNP Paribas Emissions- und     6.00  12/22/2016    EUR    67.27
BNP Paribas Emissions- und     7.00  12/22/2016    EUR    64.85
BNP Paribas Emissions- und     7.50  12/22/2016    EUR    63.73
BNP Paribas Emissions- und     4.00   6/23/2016    EUR    72.67
Societe Generale Effekten G    7.81    7/1/2016    EUR    56.50
Societe Generale Effekten G    9.86    7/1/2016    EUR    54.01
Societe Generale Effekten G   10.64    7/1/2016    EUR    33.75
Societe Generale Effekten G   12.56    7/1/2016    EUR    32.40
Societe Generale Effekten G    4.75    7/1/2016    EUR    69.99
Societe Generale Effekten G    6.46    7/1/2016    EUR    66.51
Societe Generale Effekten G    5.32    7/1/2016    EUR    71.60
Societe Generale Effekten G    7.10    7/1/2016    EUR    68.03
Societe Generale Effekten G   11.85    7/1/2016    EUR    69.99
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    74.75
Societe Generale Effekten G    7.10    7/1/2016    EUR    65.51
Societe Generale Effekten G    8.94    7/1/2016    EUR    63.20
Societe Generale Effekten G    8.09    7/1/2016    EUR    69.87
Societe Generale Effekten G    6.39    7/1/2016    EUR    70.03
Societe Generale Effekten G    8.30    7/1/2016    EUR    66.47
Societe Generale Effekten G    5.32    7/1/2016    EUR    50.87
Societe Generale Effekten G    7.24    7/1/2016    EUR    48.02
Societe Generale Effekten G    5.25    7/1/2016    EUR    70.42
BNP Paribas Emissions- und     7.50   6/23/2016    EUR    69.79
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    67.37
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    65.03
BNP Paribas Emissions- und     6.50  12/22/2016    EUR    71.52
BNP Paribas Emissions- und     8.00  12/22/2016    EUR    67.93
BNP Paribas Emissions- und     9.00  12/22/2016    EUR    66.46
BNP Paribas Emissions- und     5.00   6/23/2016    EUR    67.85
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    73.06
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    70.85
BNP Paribas Emissions- und    12.00   6/23/2016    EUR    69.00
BNP Paribas Emissions- und     6.50   6/23/2016    EUR    68.82
BNP Paribas Emissions- und     8.50   6/23/2016    EUR    64.02
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    62.01
BNP Paribas Emissions- und    11.00   6/23/2016    EUR    60.05
BNP Paribas Emissions- und    12.00   6/23/2016    EUR    58.24
BNP Paribas Emissions- und     5.00  12/22/2016    EUR    72.55
BNP Paribas Emissions- und     5.50  12/22/2016    EUR    70.34
BNP Paribas Emissions- und     7.50  12/22/2016    EUR    67.02
BNP Paribas Emissions- und     8.00  12/22/2016    EUR    65.18
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    62.61
BNP Paribas Emissions- und    13.00   6/23/2016    EUR    68.24
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    72.14
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    70.86
BNP Paribas Emissions- und    12.00   6/23/2016    EUR    67.71
Goldman Sachs & Co Wertpapi    6.00   6/22/2016    EUR    48.59
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    70.93
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    51.75
Deutsche Bank AG               5.20   6/21/2016    EUR    69.20
Deutsche Bank AG               6.20   6/21/2016    EUR    66.70
Deutsche Bank AG               6.20   6/21/2016    EUR    64.10
Deutsche Bank AG               6.20   6/21/2016    EUR    70.80
Deutsche Bank AG               5.20   6/21/2016    EUR    70.60
Deutsche Bank AG               6.20   6/21/2016    EUR    69.40
Deutsche Bank AG               4.20   6/21/2016    EUR    61.20
Deutsche Bank AG               4.20   6/21/2016    EUR    63.60
Deutsche Bank AG               4.20   6/21/2016    EUR    70.30
Deutsche Bank AG               6.20   6/21/2016    EUR    66.00
Deutsche Bank AG               5.20   6/21/2016    EUR    60.80
Deutsche Bank AG               4.20   6/21/2016    EUR    60.60
Deutsche Bank AG               5.20   6/21/2016    EUR    65.70
Deutsche Bank AG               6.20   6/21/2016    EUR    61.10
Deutsche Bank AG               4.20   6/21/2016    EUR    65.50
Notenstein La Roche Private    8.00    2/6/2017    EUR    63.33
Deutsche Bank AG               5.20   6/21/2016    EUR    53.10
Deutsche Bank AG               6.20   6/21/2016    EUR    53.40
Deutsche Bank AG               4.20   6/21/2016    EUR    52.90
Deutsche Bank AG               6.20   6/21/2016    EUR    51.00
Deutsche Bank AG               4.20   6/21/2016    EUR    50.50
Deutsche Bank AG               5.20   6/21/2016    EUR    50.80
Deutsche Bank AG               4.20   6/21/2016    EUR    48.40
Deutsche Bank AG               5.20   6/21/2016    EUR    48.60
Deutsche Bank AG               6.20   6/21/2016    EUR    48.90
Deutsche Bank AG               4.20   6/21/2016    EUR    64.50
Deutsche Bank AG               4.20   6/21/2016    EUR    61.20
Deutsche Bank AG               6.20   6/21/2016    EUR    61.60
Deutsche Bank AG               5.20   6/21/2016    EUR    61.40
Landesbank Hessen-Thueringe    4.25   5/27/2016    EUR    57.70
DZ Bank AG Deutsche Zentral    8.25   3/29/2016    EUR    61.63
DZ Bank AG Deutsche Zentral    8.00   6/24/2016    EUR    59.75
DZ Bank AG Deutsche Zentral    8.75   6/24/2016    EUR    69.04
DZ Bank AG Deutsche Zentral    5.25   6/24/2016    EUR    74.30
DZ Bank AG Deutsche Zentral    8.25   3/29/2016    EUR    45.02
DZ Bank AG Deutsche Zentral    9.00   6/24/2016    EUR    47.72
DZ Bank AG Deutsche Zentral    8.25   6/24/2016    EUR    72.31
DZ Bank AG Deutsche Zentral    5.50   6/24/2016    EUR    58.53
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    58.58
BNP Paribas Emissions- und     3.00   7/21/2016    EUR    61.65
BNP Paribas Emissions- und     4.50   7/21/2016    EUR    58.40
BNP Paribas Emissions- und     6.50   7/21/2016    EUR    54.69
Vontobel Financial Products    5.00   8/26/2016    EUR    57.12
Vontobel Financial Products    5.35   6/10/2016    EUR    72.11
Vontobel Financial Products    9.95   6/10/2016    EUR    71.07
Vontobel Financial Products    3.10    4/8/2016    EUR    67.45
Vontobel Financial Products    3.70    4/8/2016    EUR    65.53
Vontobel Financial Products    6.15   6/10/2016    EUR    61.54
Vontobel Financial Products    6.85   6/10/2016    EUR    60.11
Vontobel Financial Products    7.60   6/10/2016    EUR    58.81
Vontobel Financial Products    6.65   6/10/2016    EUR    53.04
Vontobel Financial Products    9.05   6/10/2016    EUR    49.02
Leonteq Securities AG          6.00   2/20/2017    CHF    50.62
Goldman Sachs & Co Wertpapi    9.00   6/22/2016    EUR    59.38
Vontobel Financial Products    6.00   6/10/2016    EUR    56.93
Goldman Sachs & Co Wertpapi   16.00   6/22/2016    EUR    68.10
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    70.09
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    64.17
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    50.09
Notenstein La Roche Private    5.80   2/13/2019    CHF    70.83
Notenstein La Roche Private    7.60   2/13/2017    CHF    70.31
Notenstein La Roche Private    5.60   2/13/2019    CHF    66.94
Notenstein La Roche Private    6.50   2/13/2017    CHF    68.00
UniCredit Bank AG              4.00   6/24/2016    EUR    46.16
UniCredit Bank AG              4.00   6/24/2016    EUR    69.30
UniCredit Bank AG              4.00   6/24/2016    EUR    59.92
UniCredit Bank AG              4.00   6/24/2016    EUR    72.17
Banque Cantonale Vaudoise      6.40    8/5/2016    CHF    68.49
Vontobel Financial Products    6.50   3/29/2016    EUR    73.35
Vontobel Financial Products    7.55   7/22/2016    EUR    58.74
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    72.76
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    72.76
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    72.76
Goldman Sachs & Co Wertpapi   13.00   6/22/2016    EUR    65.74
Goldman Sachs & Co Wertpapi   16.00   6/22/2016    EUR    63.43
Notenstein La Roche Private    8.00   8/23/2016    EUR    73.26
DekaBank Deutsche Girozentr    2.75    2/2/2018    EUR    62.16
Landesbank Hessen-Thueringe    3.60   6/13/2016    EUR    58.80
Vontobel Financial Products    7.30   3/29/2016    EUR    68.94
Vontobel Financial Products    9.90   3/29/2016    EUR    63.83
Vontobel Financial Products    6.00   3/29/2016    EUR    58.17
Zurcher Kantonalbank Financ   18.00   8/25/2016    CHF    59.39
Zurcher Kantonalbank Financ   11.00   8/25/2016    EUR    57.46
Leonteq Securities AG         10.40   8/26/2016    CHF    60.35
Leonteq Securities AG         11.60   8/26/2016    CHF    71.22
DZ Bank AG Deutsche Zentral    6.75   3/29/2016    EUR    58.00
DZ Bank AG Deutsche Zentral    6.50   6/24/2016    EUR    56.01
DZ Bank AG Deutsche Zentral    7.00   6/24/2016    EUR    58.88
DZ Bank AG Deutsche Zentral    8.00   6/24/2016    EUR    64.76
DZ Bank AG Deutsche Zentral    5.75   3/29/2016    EUR    47.10
DZ Bank AG Deutsche Zentral    8.00   6/24/2016    EUR    62.39
Vontobel Financial Products    7.50   3/29/2016    EUR    44.10
Vontobel Financial Products    6.75   3/29/2016    EUR    51.50
Vontobel Financial Products    6.50   3/29/2016    EUR    72.42
Vontobel Financial Products    5.50   3/29/2016    EUR    51.75
Leonteq Securities AG          7.20    3/6/2017    CHF    62.75
Leonteq Securities AG          7.80   2/27/2017    EUR    56.46
Notenstein La Roche Private    5.00   2/27/2019    CHF    59.78
Notenstein La Roche Private    6.00   2/27/2017    CHF    64.88
Notenstein La Roche Private    5.70   2/27/2019    CHF    58.86
Landesbank Hessen-Thueringe    4.70   6/20/2016    EUR    66.70
Credit Suisse AG/London        5.11   8/15/2016    CHF    66.29
HSBC Trinkaus & Burkhardt A    8.90   6/24/2016    EUR    62.53
HSBC Trinkaus & Burkhardt A    6.70   6/24/2016    EUR    67.04
HSBC Trinkaus & Burkhardt A    9.50   6/24/2016    EUR    62.24
HSBC Trinkaus & Burkhardt A    6.00   6/24/2016    EUR    68.65
HSBC Trinkaus & Burkhardt A   10.20   6/24/2016    EUR    49.63
HSBC Trinkaus & Burkhardt A    6.40   6/24/2016    EUR    55.81
HSBC Trinkaus & Burkhardt A    7.40   6/24/2016    EUR    58.77
HSBC Trinkaus & Burkhardt A    9.50   6/24/2016    EUR    71.75
HSBC Trinkaus & Burkhardt A    8.80   6/24/2016    EUR    73.24
Vontobel Financial Products    8.50   6/24/2016    EUR    57.96
Vontobel Financial Products    5.40   6/24/2016    EUR    63.92
Vontobel Financial Products    2.95   6/24/2016    EUR    71.64
Vontobel Financial Products    8.70   3/29/2016    EUR    61.58
Vontobel Financial Products    5.20   3/29/2016    EUR    68.87
Vontobel Financial Products   11.85   3/29/2016    EUR    68.25
Zurcher Kantonalbank Financ    9.00   8/23/2016    EUR    57.31
DekaBank Deutsche Girozentr    2.40   2/17/2017    EUR    58.67
Vontobel Financial Products    7.50   3/29/2016    EUR    70.11
Vontobel Financial Products   11.50   3/29/2016    EUR    58.15
Vontobel Financial Products    5.00   3/29/2016    EUR    57.92
Vontobel Financial Products    5.10   6/24/2016    EUR    73.57
Vontobel Financial Products    8.10   3/29/2016    EUR    70.38
Vontobel Financial Products    7.00   3/29/2016    EUR    58.56
Landesbank Hessen-Thueringe    5.00   3/27/2019    EUR    53.31
Credit Suisse AG/Nassau        7.00    9/5/2016    EUR    53.18
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    59.00
DZ Bank AG Deutsche Zentral    6.25   6/20/2016    EUR    58.83
DZ Bank AG Deutsche Zentral    8.50   6/20/2016    EUR    71.46
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    71.12
DZ Bank AG Deutsche Zentral    8.00   6/20/2016    EUR    71.34
DZ Bank AG Deutsche Zentral    7.25   6/20/2016    EUR    56.46
DZ Bank AG Deutsche Zentral    6.50   6/20/2016    EUR    56.29
DZ Bank AG Deutsche Zentral    6.50   6/20/2016    EUR    47.06
DZ Bank AG Deutsche Zentral    7.50   6/20/2016    EUR    47.29
DZ Bank AG Deutsche Zentral    6.00   6/20/2016    EUR    58.58
DZ Bank AG Deutsche Zentral    5.50   6/20/2016    EUR    58.47
DZ Bank AG Deutsche Zentral    5.40   6/20/2016    EUR    66.63
DZ Bank AG Deutsche Zentral    5.60   6/20/2016    EUR    63.53
DZ Bank AG Deutsche Zentral    6.50   6/20/2016    EUR    61.70
DZ Bank AG Deutsche Zentral    7.20   6/20/2016    EUR    59.98
DZ Bank AG Deutsche Zentral    6.30   6/20/2016    EUR    64.68
DZ Bank AG Deutsche Zentral    6.80   6/20/2016    EUR    63.48
DZ Bank AG Deutsche Zentral    6.90   6/20/2016    EUR    53.14
DZ Bank AG Deutsche Zentral    8.60   6/20/2016    EUR    50.70
DZ Bank AG Deutsche Zentral    3.90   6/20/2016    EUR    62.58
DZ Bank AG Deutsche Zentral    4.90   6/20/2016    EUR    60.51
DZ Bank AG Deutsche Zentral    5.90   6/20/2016    EUR    58.44
Vontobel Financial Products    8.00   3/29/2016    EUR    73.68
Credit Suisse AG/Nassau        7.25    9/6/2016    CHF    69.32
HSBC Trinkaus & Burkhardt A    9.30   6/24/2016    EUR    58.15
HSBC Trinkaus & Burkhardt A    6.20   6/24/2016    EUR    64.07
HSBC Trinkaus & Burkhardt A    6.00   6/24/2016    EUR    66.36
HSBC Trinkaus & Burkhardt A    7.00   6/24/2016    EUR    53.48
HSBC Trinkaus & Burkhardt A   10.20   6/24/2016    EUR    68.93
Notenstein La Roche Private    9.00    9/2/2016    CHF    37.58
Notenstein La Roche Private    7.50    9/2/2016    EUR    53.29
Notenstein La Roche Private    6.80    3/6/2017    CHF    73.31
Notenstein La Roche Private    5.50    3/6/2017    CHF    71.32
WGZ-Bank AG Westdeutsche Ge    3.50   7/13/2016    EUR    61.49
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    72.53
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    72.05
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    72.53
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    56.22
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    56.22
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    56.45
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    56.45
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    53.94
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    53.94
UniCredit Bank AG              3.75   10/2/2020    EUR    67.25
Goldman Sachs & Co Wertpapi   18.00   6/22/2016    EUR    68.03
Goldman Sachs & Co Wertpapi   14.00   6/22/2016    EUR    67.64
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    71.74
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    68.52
Goldman Sachs & Co Wertpapi    9.00   6/22/2016    EUR    54.51
Vontobel Financial Products    4.50   5/27/2016    EUR    72.30
Vontobel Financial Products    7.00   5/27/2016    EUR    50.59
Landesbank Hessen-Thueringe    4.00    6/8/2016    EUR    64.20
LBBW                           3.15  11/25/2016    EUR    69.67
Deutsche Bank AG               5.14   4/26/2016    EUR    59.40
DZ Bank AG Deutsche Zentral    8.00   6/20/2016    EUR    71.34
DZ Bank AG Deutsche Zentral   10.25   6/20/2016    EUR    48.09
DZ Bank AG Deutsche Zentral    4.80   6/20/2016    EUR    62.65
DZ Bank AG Deutsche Zentral    6.90   6/20/2016    EUR    55.20
Credit Suisse AG/Nassau        7.25  11/11/2016    CHF    72.94
Commerzbank AG                 8.50   4/21/2016    EUR    72.72
Commerzbank AG                 8.50   4/21/2016    EUR    73.87
Commerzbank AG                 9.50   4/21/2016    EUR    72.10
Commerzbank AG                 3.25   4/21/2016    EUR    67.28
Commerzbank AG                 4.00   4/21/2016    EUR    65.40
Commerzbank AG                 5.00   4/21/2016    EUR    63.70
Commerzbank AG                 9.25   4/21/2016    EUR    72.94
Commerzbank AG                 3.25   4/21/2016    EUR    60.61
Commerzbank AG                 4.00   4/21/2016    EUR    58.90
Commerzbank AG                 4.75   4/21/2016    EUR    57.26
Commerzbank AG                 5.75   4/21/2016    EUR    55.74
Commerzbank AG                 6.50   4/21/2016    EUR    54.30
Commerzbank AG                 7.50   4/21/2016    EUR    52.95
Commerzbank AG                 8.50   4/21/2016    EUR    51.66
Commerzbank AG                 9.75   4/21/2016    EUR    50.47
Commerzbank AG                 5.75   4/21/2016    EUR    62.02
Commerzbank AG                 6.75   4/21/2016    EUR    60.45
Commerzbank AG                 8.00   4/21/2016    EUR    58.97
Commerzbank AG                 9.00   4/21/2016    EUR    57.58
Commerzbank AG                 6.00   4/21/2016    EUR    73.65
Commerzbank AG                 7.00   4/21/2016    EUR    71.74
Commerzbank AG                 8.00   4/21/2016    EUR    69.93
Commerzbank AG                 9.25   4/21/2016    EUR    68.23
Commerzbank AG                10.25   4/21/2016    EUR    66.63
Commerzbank AG                 4.50   4/21/2016    EUR    73.05
Commerzbank AG                 5.50   4/21/2016    EUR    71.25
Commerzbank AG                 6.75   4/21/2016    EUR    69.56
Commerzbank AG                 6.00   4/21/2016    EUR    72.11
Commerzbank AG                 7.00   4/21/2016    EUR    70.37
Commerzbank AG                 3.50   4/21/2016    EUR    54.69
Commerzbank AG                 4.25   4/21/2016    EUR    53.15
Commerzbank AG                 5.00   4/21/2016    EUR    51.67
Commerzbank AG                 6.00   4/21/2016    EUR    50.32
Commerzbank AG                 7.00   4/21/2016    EUR    49.03
Commerzbank AG                 8.00   4/21/2016    EUR    47.82
Commerzbank AG                 9.00   4/21/2016    EUR    46.66
Commerzbank AG                10.25   4/21/2016    EUR    45.60
Commerzbank AG                 7.75   4/21/2016    EUR    73.09
Commerzbank AG                 8.75   4/21/2016    EUR    71.28
Commerzbank AG                 9.75   4/21/2016    EUR    69.59
Commerzbank AG                 4.00   4/21/2016    EUR    60.55
Commerzbank AG                 5.00   4/21/2016    EUR    58.94
Commerzbank AG                 5.75   4/21/2016    EUR    57.40
Commerzbank AG                 6.75   4/21/2016    EUR    55.97
Commerzbank AG                 7.75   4/21/2016    EUR    54.61
Commerzbank AG                 9.00   4/21/2016    EUR    53.34
HSBC Trinkaus & Burkhardt A   10.00    7/1/2016    EUR    51.80
Leonteq Securities AG          6.00    5/4/2017    CHF    73.62
Zurcher Kantonalbank Financ    8.15    5/6/2016    CHF    69.33
Leonteq Securities AG          7.00   5/18/2016    CHF    71.80
Vontobel Financial Products    8.60   3/29/2016    EUR    68.18
Vontobel Financial Products    9.25   6/24/2016    EUR    57.60
Vontobel Financial Products    9.25   6/24/2016    EUR    57.60
Vontobel Financial Products    6.05   5/27/2016    EUR    56.65
Vontobel Financial Products    8.05   6/24/2016    EUR    54.13
Vontobel Financial Products    8.15   3/29/2016    EUR    57.45
Vontobel Financial Products    7.90   6/24/2016    EUR    65.23
Vontobel Financial Products    9.15   3/29/2016    EUR    61.82
Vontobel Financial Products    9.50   3/29/2016    EUR    70.88
Vontobel Financial Products    6.65   3/29/2016    EUR    70.47
Vontobel Financial Products    8.55   6/24/2016    EUR    68.09
Vontobel Financial Products    6.40   6/24/2016    EUR    71.50
Vontobel Financial Products    5.85   3/29/2016    EUR    74.04


                            *********

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, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.

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

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

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

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


                 * * * End of Transmission * * *