---

        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, May 9, 2016, Vol. 17, No. 091


                            Headlines


F R A N C E

EXELTIUM SAS: Moody's Cuts Rating on EUR153MM Sub. Bonds to B3
REXEL SA: S&P Assigns 'BB-' Rating to EUR500MM Unsecured Notes


G E R M A N Y

ADINOTEC AG: Darmstadt Court Sets May 25 Insolvency Plan Vote
BARTEC: Set to Appoint Financial Restructuring Adviser


I R E L A N D

EGRET FUNDING: S&P Affirms 'CCC' Rating on Class E Notes


N O R W A Y

NORWEGIAN AIR: Fitch Assigns BB-(EXP) Rating to Class B Certs


R U S S I A

ABSOLUT BANK: Fitch Assigns B Rating to RUB5BB New-Style Bonds
FAR-EASTERN SHIPPING: S&P Lowers Corporate Credit Rating to CC


S P A I N

ABANCA CORPORACION: Fitch Affirms 'BB+/B' IDRs, Outlook Stable
BANCO MARE: Fitch Affirms BB/B IDRs, Outlook Stable
IBERCAJA BANCO: Fitch Affirms BB+/B IDRs, Outlook Positive


U K R A I N E

BANK SOYUZ: Deposit Guarantee Fund Commences Liquidation
CREDITPROMBANK: Deposit Guarantee Fund Extends Liquidation
IMEXBANK: Deposit Guarantee Fund Extends Liquidation
REAL BANK: Deposit Guarantee Fund Extends Liquidation
SOFIISKYI BANK: Deposit Guarantee Fund Appoints Liquidator


U N I T E D   K I N G D O M

ABENGOA YIELD: S&P Retains B+ CCR on CreditWatch Negative
BHS GROUP: Sir Philip Green Wants MP to Resign From Inquiry
DECO 8-UK: Moody's Lowers Rating on GBP32.4MM Cl. B Notes to C
ELLI INVESTMENTS: Fitch Lowers Rating on Sr. Sec. Notes to B-
PERFORM GROUP: S&P Lowers Long-Term CCR to 'B-', Outlook Stable


X X X X X X X X

* BOND PRICING: For the Week May 2 to May 6, 2016


                            *********


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


EXELTIUM SAS: Moody's Cuts Rating on EUR153MM Sub. Bonds to B3
--------------------------------------------------------------
Moody's Investors Service downgraded the ratings of Exeltium
S.A.S.'s EUR1,000 million 15-year floating rate bank term loan
(Facility A), EUR155 million 15-year floating rate institutional
term loan (Facility B1) and EUR280 million 15-year fixed rate
institutional term loan (Facility B2), together, the Senior Debt,
to Baa3, from Baa2. The Senior Debt matures in June 2030. Moody's
has also downgraded the rating of Exeltium's EUR153 million
subordinated bonds, the Junior Bonds, maturing in December 2031
to B3, from Ba3. The outlook on the ratings is stable.

RATINGS RATIONALE

The downgrade of the Senior Debt ratings reflects i) wholesale
electricity market price falls in France, resulting in a material
risk that Exeltium's customers (Clients) will opt out of
electricity purchases from 2020 to 2024, ii) a fall in the
weighted average credit quality of Clients to Baa3, from Baa2 and
iii) the weakened credit quality of the Put Counterparty, a large
French industrial rated Ba2 negative that is obliged to purchase
51% of volumes subject to Client opt-out (the Put Option).

Moody's has revised its French wholesale electricity price
assumptions downwards, reflecting the current price environment
and Moody's assumption that lower prices will be sustained. The
industrial logic of the project is significantly weakened in a
low electricity price environment. In Moody's revised base case,
the rating agency assumes that Clients would opt-out of
electricity purchases between 2020 and 2024. Over this period,
Moody's assumes that just over half of Exeltium's electricity
would be sold under the Put Option, with the remainder sold at
market rates.

While Senior Debt cover ratios would be weaker than Moody's
financial close expectations in a lower price environment, the
minimum and average debt service cover ratios would continue to
be satisfactory as lower prices and assumed Client opt-out would
be mitigated by Exeltium's ability to i) sell about half of its
electricity at higher than market prices under the Put Option and
ii) purchase about half of its electricity at lower prices under
the price decrease mechanism in the upstream contract with
ElectricitÇ de France (EDF, A1 under review for downgrade).

"However, under an assumed Client opt-out from 2020 to 2024,
Exeltium would be reliant on contracted sales to the Ba2 rated
Put Counterparty at prices significantly above market rates.
Also, we note that the protection provided by both the Put Option
and the price decrease mechanism is subject to caps and would
provide limited benefit at electricity prices below our near-term
assumption of approximately EUR30 per megawatt hour."

"Moody's assumes that Exeltium's exposure to the Ba2 rated Put
Counterparty will be partly mitigated by a second order Client
Counter Guarantee to be put in place with a group of Exeltium's
Clients. The guarantee would cover half of the put option volumes
and 80% of these guaranteed volumes would be backed by investment
grade guarantors or bank guarantees. This second order guarantee
has yet to be contracted. To the extent that the second order
guarantee is not contracted, a cash lock-up would likely be
triggered from 2017 due to the low electricity price environment
and Put Counterparty credit ratings. Therefore, we expect that
Clients will be economically motivated to enter into the Client
Counter Guarantee to prevent a cash lock-up between 2017 and
2019, ensuring price discounts are payable to Clients during this
period."

The Baa3 senior debt ratings also reflect the resilience, in
Moody's revised base case, of Exeltium's financial metrics in the
event that the Put Counterparty failed to honour its obligations
under the Put Option.

"The downgrade of the Junior Bonds rating to B3 reflects the same
factors as noted above for the Senior Debt. However, due to the
potential lock-up from 2017 and the subordinated position of
payments to Junior Bondholders in the contractual cash flow
waterfall, there is a high risk that Exeltium would not be able
to meet some Junior Bonds payments as scheduled if i) electricity
prices are below our revised base case assumptions or ii) a cash
lock-up forbids cash from flowing to pay Junior Bonds interest
and principal. Under Moody's revised price assumptions, the
rating agency expects that Junior Bonds interest and principal
payments can be met as scheduled."

RATIONALE FOR STABLE OUTLOOK

The stable outlook reflects Moody's expectation that key
structural features will serve to provide resilience to
Exeltium's financial metrics in a low market price environment.

WHAT COULD CHANGE THE RATINGS UP/DOWN

A downgrade of the Senior Debt ratings could be triggered if i)
Moody's revises their French wholesale market price forecasts
lower or ii) Moody's assessment of the creditworthiness of the
Put Counterparty deteriorates materially.

Upward rating pressure is not expected in the near term. The
Senior Debt ratings could be upgraded if (i) Moody's revises
their French wholesale market price forecasts back to their
financial close assumptions, (ii) Moody's assessment of the
creditworthiness of Exeltium's Clients improves to Baa2 and (iii)
Moody's assessment of the creditworthiness of the Put
Counterparty improves to investment grade.


REXEL SA: S&P Assigns 'BB-' Rating to EUR500MM Unsecured Notes
--------------------------------------------------------------
S&P Global Ratings said that it had assigned its 'BB-' issue
rating to the EUR500 million unsecured notes due in 2023 to be
issued by France-based electrical parts distributor Rexel S.A.
(BB/Stable/--).

The issue rating is one notch below the long-term corporate
credit rating on Rexel.

The recovery rating of '5' indicates S&P's expectation of
recovery in the higher half of the 10%-30% range in the event of
a payment default.  This reflects the debt's structural
subordination to sizable prior-ranking liabilities (the four
securitization programs and several bilateral facilities at the
subsidiaries), combined with the significant amount of unsecured
and unguaranteed debt, limited protection offered to noteholders,
weak documentation, and reliance on payments from subsidiaries to
pay obligations under the notes.

The proceeds from the proposed notes will be used to refinance
Rexel's existing EUR650 million notes, and S&P will withdraw its
'5' recovery rating and 'BB-' issue ratings on those notes upon
completion of the transaction.

S&P expects the documentation to be broadly in line with that for
the existing notes.  Additional debt will remain constrained only
by a standard minimum 2.0x incurrence-based interest coverage
ratio under the notes, with significant carve-outs and permitted
debt baskets.  Similar to the existing notes, the documentation
will come without a restricted-payments covenant.  The
documentation for the revolving credit facility includes a 3.5x
net total leverage covenant, tested semi-annually, which can be
breached three times: twice for a maximum 3.75x and once at
3.90x. The cross-default and acceleration provisions threshold
will remain in excess of EUR100 million.



=============
G E R M A N Y
=============


ADINOTEC AG: Darmstadt Court Sets May 25 Insolvency Plan Vote
-------------------------------------------------------------
The insolvency court in Darmstadt, Germany, has ordered by law
that Adinotec AG's proposed insolvency plan is to be put to a
vote on May 25, 2016.

The insolvency plan can be consulted both at the Darmstadt
District Court as well as on Adinotec AG's Web site,
www.adinotec.com, sub-section "Corporate".

Adinotec AG is a German provider of road construction technology,
listed on the Frankfurt Stock Exchange.


BARTEC: Set to Appoint Financial Restructuring Adviser
------------------------------------------------------
Hannah Brenton and Sandrine Bradley at Reuters report that
lenders to Bartec are set to appoint a financial restructuring
adviser by the beginning of this week.

Lenders held a beauty parade on May 4 to appoint a restructuring
adviser as they push for a bigger equity injection from the
company's private equity-owner Charterhouse, Reuters relates.

According to Reuters, two sources close to the situation said
three firms -- Houlihan Lokey, Deloitte and Macquarie -- are in
contention, with a successful party likely to be appointed today,
May 9.

Bartec, which has been hit by the slump in oil prices and is
seeking to diversify, has around EUR384 million of outstanding
debt including a EUR260 million term loan, Reuters discloses.

The private equity firm had proposed supporting the business with
up to an additional EUR50 million to EUR20 million in cash via
new equity and EUR30 million via a new senior loan, in exchange
for looser debt terms.

A second source said lenders now want more of the EUR50 million
in cash via new equity instead of via a senior loan, and are also
pushing back against an 18-month covenant holiday, Reuters notes.

The lenders want to maintain covenants, including a leverage
covenant, but amend the levels based on any new business plan,
Reuters states.

"The more cash Charterhouse is willing to put in, the less
restrictions the lenders will put on the debt and the more
willing they will be to agree to maturity extensions," Reuters
quotes the first source as saying.

Bartec is a German oil and gas safety tools producer.



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


EGRET FUNDING: S&P Affirms 'CCC' Rating on Class E Notes
--------------------------------------------------------
S&P Global Ratings raised its credit rating on Egret Funding CLO
I PLC's class C notes.  At the same time, S&P has affirmed its
ratings on the class B, D, and E notes.

The rating actions follow S&P's review of Egret Funding CLO I's
performance based on the February 2016 performance report.  S&P
has applied its relevant criteria and conducted its credit and
cash flow analysis.

The transaction is in its amortizing phase -- the class A notes
have fully amortized and the class B notes have partially
amortized since S&P's previous review.  The reinvestment period
ended in 2012.  The class B notes' current outstanding balance is
EUR27.46 million, down from EUR28.2 million at S&P's previous
review.  The deleveraging has resulted in an increase in credit
enhancement for all classes of notes.

The deleveraging has also resulted in a higher concentration risk
in terms of number of obligors in the portfolio (24 distinct
obligors down from 32 as of previous last review).  At the same
time, industry and country diversification remains unchanged from
our previous review.

All the overcollateralization tests continue to be above the
required minimum threshold.  S&P has also observed a positive
rating migration in the pool.  The average portfolio rating
remains unchanged from S&P's previous review at 'B'.  Defaulted
assets remained unchanged over the same period.

S&P subjected the capital structure to its cash flow analysis,
based on the methodology and assumptions outlined in S&P's
corporate collateralized debt obligation (CDO) criteria, to
determine the break-even default rates for each class of notes.
S&P used the reported portfolio balance that it considered to be
performing, the principal cash balance, the weighted-average
spread, and the weighted-average recovery rates that S&P
considered to be appropriate.  S&P incorporated various cash flow
stress scenarios using various default patterns, levels, and
timings for each liability rating category, in conjunction with
different interest rate stress scenarios.

Taking into account the results of S&P's credit and cash flow
analysis and developments in the transaction since S&P's previous
review, it considers the available credit enhancement for the
class B, D, and E notes to be commensurate with the currently
assigned ratings.  S&P has therefore affirmed its ratings on
these classes of notes.

The available credit enhancement for the class C notes can
support credit and cash flow stresses at the 'AA- (sf)' rating
level.  S&P has therefore raised to 'AA- (sf)' from 'A+ (sf)' its
rating on the class C notes.

Egret Funding CLO I is a CLO transaction, which closed in
December 2006.  The transaction securitizes loans to primarily
speculative-grade corporate firms.

RATINGS LIST

Egret Funding CLO I PLC
EUR432.9 mil floating-rate notes

                                     Rating           Rating
Class            Identifier          To               From
B                XS0274759900        AAA (sf)         AAA (sf)
C                XS0274760155        AA- (sf)         A+ (sf)
D                XS0274760312        B+ (sf)          B+ (sf)
E                XS0274760585        CCC (sf)         CCC (sf)



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


NORWEGIAN AIR: Fitch Assigns BB-(EXP) Rating to Class B Certs
-------------------------------------------------------------
Fitch Ratings has assigned these expected ratings to Norwegian
Air Shuttle ASA's (NAS) proposed aircraft Enhanced Pass Through
Trust Certificates, Series 2016-1 (NAS 2016-1):

   -- $274.3 million class A Certificates due in May 2028
      'A(EXP)';
   -- $74.8 million class B Certificates due in May 2024
      'BB-(EXP)'.

The final legal maturities for the class A and the class B
Certificates are scheduled to be 18 months after the due dates.

                        KEY RATING DRIVERS

The A-tranche ratings are primarily driven by a top-down analysis
incorporating a series of stress tests, which simulate the
rejection and repossession of the aircraft in a severe aviation
downturn.  The 'A' level rating is supported by a high level of
overcollateralization (OC) and high quality collateral which
support Fitch's expectations that A-tranche holders should
receive full principal recovery prior to default even in a harsh
stress scenario.  The ratings are also supported by the inclusion
of an 18-month liquidity facility, and cross-
collateralization/cross-default features.  The structural
features increase the likelihood that the class A Certificates
could avoid default (i.e. achieve full recovery prior to the
expiration of the liquidity facility) even if NAS were to file
bankruptcy and subsequently reject the aircraft.

The ratings also reflect the transaction's reliance on the Irish
insolvency regime, which Fitch views as protective of creditors'
rights but which has no specific provision protective of aircraft
creditor rights and differs from key aspects of the U.S.
Bankruptcy Code in that regard.  Ireland signed the Cape Town
Convention (CTC) into law in April 2014, but has not yet adopted
Cape Town's Alternative A insolvency regime providing for a
"waiting period" of 60 days.  Although Ireland appears to be
moving toward adopting Alternative A in the not too distant
future, the ratings Fitch assigns today assume current Irish
insolvency laws apply.

The initial A-tranche loan to value (LTV), as cited in the
offering memorandum, is 55.1%, and Fitch's maximum stress case
LTV (the primary driver for the A-tranche rating) through the
life of the transaction is 84.6%.  This level of OC provides a
significant amount of protection for the A-tranche holders.

Transaction Overview:

NAS plans to raise $349.1 million in an EETC transaction to
finance 10 aircraft.  This will be NAS's first public EETC
transaction, and the structure largely follows the U.S. and non
U.S. EETC template (SPV, debt tranching, liquidity facility,
cross-provisions, etc.) with aircraft collateral and initial
LTVs, and amortization schedules comparable to other recent
EETCs.  The structure crosses three legal jurisdictions (Ireland,
Norway and the United States) and it contains several Norwegian
group entities, including one SPV (see below).

Torefjorden DAC (Torefjorden -- an Irish SPV) will issue senior
and junior loans (equipment notes made individually on an
aircraft-by-aircraft basis) to partially fund a purchase of 10
737-800s. Torefjorden is a wholly owned subsidiary of Arctic
Aviation Assets Limited (AAAL -- NAS's wholly-owned Irish leasing
subsidiary). Torefjorden will fund the remainder of the aircraft
balance by either an equity injection or intercompany loans from
AAAL.  The aircraft will be leased (triple net operating leases)
to Norwegian Air International Limited (NAIL -- an Irish-
registered, airline operating company and a wholly-owned
subsidiary of NAS).  The equipment notes will support pass
through certificates issued by NAS Pass Through Trust 2016-1A and
NAS Pass Through Trust 2016-1B.

The leases to NAIL will be standard triple net leases, with the
airline being responsible for all taxes, costs, expenses,
insurance, and maintenance for the aircraft.  The lease end dates
are scheduled to coincide with the maturity dates for the
respective loans.  Lease payments from NAIL will be payable
semiannually, and will be in an amount sufficient to cover all
amounts needed to repay the loans.

NAS will provide an unconditional and irrevocable guarantee of
all NAIL's obligations under each lease agreement which covers
all obligations owed by the lessee to the lessor.  In addition,
NAS will provide guarantees to the security trustee for all
Torefjorden's obligations under the loan agreements which cover
all obligations owed by the lessor to the related finance parties
under the governing documents.

The A-tranche will be sized at $274.3 million with a 12 year
tenor, a weighted average life of nine years and an initial LTV
of 55.1% (per the offering memorandum).  Fitch calculates the
initial LTV at 57.8% using base values provided by several
independent appraisers.

The subordinate B-tranche will be sized at $74.8 million with an
eight year tenor and a weighted average life of six years.  The
initial prospectus LTV for the B-tranche is 69.9%.  Fitch
calculates the initial LTV at 73.3%.

Similar to the majority of the recent transactions, NAS 2016-1
features IIPP waterfall, whereby the interest of the subordinated
B tranche is paid prior to the A tranche principal.

Collateral Pool:

The transaction will be secured by a perfected first-priority
security interest in 10 new delivery Boeing 737-800s.  Fitch
considers the 737-800 to be a solid Tier 1 aircraft due to its
wide user base and large number of aircraft in service.  The
popularity of this aircraft mitigates the risk of remarketing/re-
selling the planes in the event of a bankruptcy/rejection by NAS.
Three of the collateral aircraft were delivered in March and
April of 2016, and the remaining seven aircraft are scheduled for
delivery between May and September of 2016.  The 737-800s in this
pool will feature a maximum take-off weight (MTOW) of 174k lbs,
which is the maximum for the aircraft type.

The future market values of the 737-800 face some risk from the
introduction of the 737-MAX program.  Boeing announced the MAX
program in 2011, which will include three variants, the 737-7,
the 737-8, and the 737-9 intended to replace the 737-700, 737-
800, and 737-900ER, respectively, over time.  The introduction of
the new models will likely place pressure on older variants, but
it is not expected to have a significant immediate impact on
modern 737s such as the ones in the NAS 2016-1 transaction.

Fitch believes that the fleet size and large operator base of the
737-800 aircraft will mitigate the impact of MAX on NG
valuations, possibly into the next decade.  The first delivery of
the 737 MAX 8 is not expected until the third quarter of 2017
(3Q17) and it will take some time to produce a significant number
of the new aircraft before it starts pressuring market values of
the 737-800s. Delivery slots are scarce, and production rates
increased to 42/month in the first half of 2014, and will rise to
47/month in 2017.  Fitch expects the 737-800 will remain one of
the most favored type of collateral in aircraft finance
transactions for the next decade.

Liquidity Facility:

The class A and class B Certificates benefit from dedicated 18-
month liquidity facilities which will be provided by Natixis
(rated 'A'/'F1' with a Stable Outlook).

Depository:

The proceeds from the offered notes will initially be held in
escrow by Natixis, the designated depository, until the three
initially delivered aircraft are refinanced and the remaining
aircraft are delivered.

A-Tranche Ratings:

The ratings of 'A (EXP)' for the class A Certificates are
primarily based on collateral coverage in a stress scenario.  The
analysis utilizes a top-down approach assuming a rejection of the
entire pool in a severe global aviation downturn.  The analysis
incorporates a full draw on the liquidity facility, and an
assumed repossession/remarketing cost of 5% of the total
portfolio value. Fitch then applies immediate haircuts to the
collateral value.

Fitch applies a value haircut of 20% to the 737-800 aircraft,
representing the low-point of its Tier 1 stress range of 20-30%.
We consider a 20% value haircut to be appropriate for the model
given its popularity among operators, large fleet of existing
aircraft spread across many users, and by strong backlog, all of
which support the aircraft's values going forward.

These assumptions produce a maximum stress LTV of 84.6% through
the life of the deal.  This would imply full recovery prior to
default for the senior tranche holders in what Fitch considers to
be a harsh stress scenario.

B-Tranche Ratings:

The rating of 'BB- (EXP)' for the B tranche is reached by
notching up from NAS's stand-alone credit profile.  Fitch notches
subordinated tranche ratings from the airline Issuer Default
Rating (IDR) based on three primary variables; 1) the affirmation
factor (0-2 notches for issuers in the 'BB' category and 0-3
notches for issuers in the 'B' category), 2) the presence of a
liquidity facility, (0-1 notch), and 3) recovery prospects.  In
this case the uplift is based on a moderate affirmation factor,
availability of the liquidity facility and strong recovery
prospects.  The rating is also supported by the class B
Certificate holders' right in certain cases to purchase all of
the class A Certificates at par plus accrued and unpaid interest.

Affirmation Factor:

Fitch considers the affirmation factor for NAS 2016-1 to be
moderate primarily driven by the company's fleet strategy, which
contemplates a significant expansion over the next decade.  As
stated earlier, Fitch considers the 737-800 to be a solid Tier 1
aircraft, but the expected increase in the NAS's fleet size with
newer and more fuel efficient aircraft will result in a
relatively rapid and continual decline in the strategic advantage
of the collateral backing the transaction.

In a typical EETC transaction rated by Fitch, the underlying
collateral has clear affirmation advantages over other aircraft
in the obligor airline's fleet.  In Fitch's view, the collateral
of NAS 2016-1 does not have such an advantage over the remainder
of the fleet.  NAS first started taking deliveries of its 737-
800s in 2008, meaning that the entire fleet is quite young.  The
737-800s in this transaction will not represent the most
attractive/fuel efficient aircraft in NAS' fleet for long because
the company will take its first A320neos' and 737-8 MAXs'
deliveries in 2016 and 2017, respectively.  In addition, this
pool of 10 737-800s does not have a significant age advantage
over the other 737-800s in the company's fleet.

Irish Insolvency Law:

Fitch's EETC rating methodology reflects considerations of the
speed, certainty and costs associated with repossession,
deregistration and export of aircraft in different jurisdictions.
It also reflects consideration of the influence of creditors'
ability to quickly repossess aircraft on airlines' incentive to
affirm aircraft in bankruptcy (while paying all interest and
principal on time and in full).  Section 1110 of the U.S.
Bankruptcy Code (which offers unique legal protection to aircraft
creditors in U.S.) and the Cape Town Convention (which offers
similar protections in countries implementing Cape Town
Alternative A) are two examples of legal frameworks cited in
Fitch's EETC rating methodology.

Neither Section 1110 nor the Alternative A of CTC applies for NAS
2016-1.  However, the creditor-friendly nature and reliability of
the Irish legal regime, precedent under Irish law, and several
structural elements of the transaction that provide significant
credit protection, allow Fitch to apply its EETC criteria to this
transaction.

If NAS were to become subject to insolvency proceedings (assumed
to be examinership rather than liquidation), Fitch believes that
so long as NAS desires to continue to fly the aircraft it is
probable that the certificates will remain current.  In other
words, although NAS insolvency laws do not include a specific
provision geared to protecting the interests of aircraft finance
creditors akin to Section 1110 of the U.S. Bankruptcy Code,
Fitch's opinion is that the Irish regime, combined with the key
structural and other features noted above, practically speaking
leads to a similar outcome: examinership will not necessarily
result in a default on the class A and the class B Certificates.

                           KEY ASSUMPTIONS

Fitch's key assumptions within the rating case for the NAS 2016-1
class A Certificates include:

   -- A top down scenario in which the collateral aircraft are
      rejected in a global aviation downturn;
   -- Collateral value stresses of 20% for the 737-800;
   -- Annual collateral depreciation rates of 5%;
   -- Full 18 month liquidity facility draw along with an assumed
      remarketing/repossession cost of 5% of the collateral
      value.

Key additional assumptions for the class B Certificates include:

   -- A moderate affirmation factor that effectively reduces the
      probability of default for the Certificates.
   -- Strong recovery prospects for the class B notes (RR1 - 90%
      to 100%)

                       RATING SENSITIVITIES

Senior tranche ratings are primarily driven by a top-down
analysis based on the value of the collateral.  Therefore, a
negative rating action could be driven by an unexpected decline
in collateral values.  For the 737-800s in the deal, values could
be impacted by the entrance of the 737-8 MAX, or by an unexpected
bankruptcy by one of its major operators.  Fitch does not expect
to upgrade the senior tranche ratings above the 'A' level.

The ratings of the subordinated tranches are influenced by
Fitch's view of NAS's corporate credit profile.  Fitch will
consider either a negative or a positive rating action if NAS's
credit profile changes in Fitch's view.  Additionally, the
ratings of the subordinated tranches may be changed should Fitch
revise its view of the affirmation factor which may impact the
currently incorporated uplift or if the recovery prospects change
significantly due to an unexpected decline in collateral values.

Fitch may also consider downgrading all or some tranches of the
transaction if the aircraft backing NAS 2016-1 are subleased, de-
registered in Ireland and registered in another legal
jurisdiction which Fitch views as being inferior to the Irish
jurisdiction.

                    FULL LIST OF RATING ACTIONS

Fitch has assigned these expected ratings;

Norwegian Air Shuttle ASA Enhanced Pass Through Trust
Certificates, Series 2016-1

   -- Class A Certificates 'A(EXP)';
   -- Class B Certificates 'BB-(EXP)'.



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


ABSOLUT BANK: Fitch Assigns B Rating to RUB5BB New-Style Bonds
--------------------------------------------------------------
Fitch Ratings has assigned Russia-based Absolut Bank's RUB5
billion 'new-style' subordinated bonds with a write-off feature a
Long-term rating of 'B' and a National Long-term rating of
'BBB+(rus)'. The bonds' Recovery Rating is 'RR5'.  They were
placed through the Moscow Exchange on April 29, 2016.

                       KEY RATING DRIVERS

Fitch rates Absolut's 'new-style' Tier 2 subordinated debt one
notch lower than the bank's 'b+' Viability Rating (VR).  This
includes (i) zero notches for additional non-performance risk
relative to the VR, as Fitch believes these instruments should
only absorb losses once a bank reaches, or is very close to, the
point of non-viability (PONV); (ii) one notch for loss severity,
reflecting below-average recoveries in case of default.

The bonds' coupon is 14.5% and payable semi-annually.  The
principal is due on Oct. 22, 2021.

The bonds have a principal and coupon write-down feature
triggered in case of (i) the core Tier 1 capital adequacy ratio
decreasing below 2%; or (ii) bankruptcy prevention measures being
introduced in respect to the bank.  Although legally the latter
is possible as soon as a bank breaches any of its mandatory
capital ratios or is in breach of certain other liquidity and
capital requirements, Fitch's base case assumes the regulator
will not trigger loss absorption until a bank has reached (or is
very likely to reach) PONV.

According to the issue terms, the bank's management defines the
order in which loss-absorbing subordinated instruments are
written down in case of default, which means that these bonds
might not rank pari passu with other subordinated instruments.
At end-1Q16, Absolut had only one other subordinated instrument,
a loan for RUB6bn from the state Deposit Insurance Agency (DIA),
which according to the loan agreement with DIA, is senior to
other subordinated obligations.

                      RATING SENSITIVITIES

The issue rating is notched down once from the bank's VR, which
also drives the bank's Long-term Issuer-Default Ratings of
'B+'/Negative.  The issue rating could be downgraded if Absolut's
VR is downgraded.

The Negative Outlook on Absolut's IDRs reflects the probability
that the bank, and hence the issue rating, will be downgraded in
case of further deterioration of its asset quality and
capitalization.  Thus losses reported in 2H15 (in IFRS accounts)
and 1Q16 (in regulatory accounts) have resulted in greater
pressure on capital since the last review of the bank in October
2015, somewhat increasing the risk of a downgrade of the bank and
the issue rating.

Stabilization of asset quality and an improvement in performance
could lead to the Outlook being revised to Stable and stabilise
the issue at its current levels.

Absolut's other ratings (below) are unaffected:

  Long-term foreign and local currency IDR: 'B+'; Outlook
    Negative

  Short-term foreign currency IDR: 'B'

  National Long-term rating: 'A-(rus)'; Outlook Negative

  Viability Rating: 'b+'

  Support Rating: '5'

  Support Rating Floor: 'No floor'

  Senior unsecured debt: 'B+'/'A-(rus)'; Recovery Rating 'RR4'


FAR-EASTERN SHIPPING: S&P Lowers Corporate Credit Rating to CC
--------------------------------------------------------------
S&P Global Ratings said that it lowered its long-term corporate
credit rating on Far-Eastern Shipping Co. PLC (FESCO) to 'CC'
from 'B-'.

At the same time, S&P lowered the issue rating on the existing
senior secured notes to 'C' from 'B-'.

S&P placed the corporate credit and issue ratings on CreditWatch
with negative implications.

The downgrade reflects S&P's view of FESCO as currently highly
vulnerable to nonpayment of its debt obligations.  As a result of
its eroding liquidity position, FESCO announced that it has hired
external advisors to review its capital structure.  As part of
the restructuring exercise, the company is considering deferring
its coupon payment on the outstanding bonds due on May 4, 2016,
of about $36 million.

FESCO continues to face a challenging macroeconomic and political
environment, with falling transportation volumes exacerbated by
the devaluation in the ruble, which has pressured earnings in
relation to the company's largely U.S. dollar-denominated debt.
About half of FESCO's earnings are delinked from the U.S. dollar.

FESCO's revenues fell by about 40% and its EBITDA by 30% in 2015,
and S&P foresees no significant improvement in the short-term as
overall economic prospects and consumer confidence remain
uncertain in Russia.

While the company has not provided any details on the conditions
of the possible debt restructuring, including the scale or what
next steps would be, S&P is concerned about its overall current
liquidity and its ability to service its debt according to the
original conditions.  The company faces about US$52 million of
debt service charges to end-June 2016 and about US$120 million in
the next six months thereafter, while its operational prospects
remain uncertain, domestic currency weak, and its cash position
is rapidly diminishing.

S&P notes that FESCO was able to refinance about EUR17 million of
its local bank debt as recently as April 2016, which is a
positive development.  Furthermore, the company is undertaking
comprehensive cost saving and cash preserving measures, which S&P
thinks will be beneficial to its cost structure in the medium
term but are currently not sufficient to ease its imminent
liquidity pressure.

S&P is rating FESCO's secured bonds one notch below the corporate
credit rating because S&P calculates that liabilities that it
views as ranking structurally prior to the notes--in light of a
significant value decline of total assets over the last quarter--
comprise more than 15% of the group's total assets.

The CreditWatch negative placement reflects the probability that
S&P will lower the ratings on FESCO to 'SD' (selective default)
or 'D' (default) if the company does not pay its financial
obligations on time and in full, undertakes a debt restructuring
that we consider to be distressed, or enters into a standstill.

S&P thinks upside to the ratings is currently limited in the
short-term but may occur if the company manages to strengthen its
liquidity profile or pays the coupon on its bonds on time
including the grace period.  S&P is likely to affirm the rating
at 'CC' in the short-term.

S&P aims to resolve the CreditWatch placement after it has seen
details of the company's action plan.



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


ABANCA CORPORACION: Fitch Affirms 'BB+/B' IDRs, Outlook Stable
--------------------------------------------------------------
Fitch Ratings has affirmed Abanca Corporacion Bancaria, S.A.'s
Long-Term Issuer Default Rating at 'BB+', Short-term IDR at 'B'
and Viability Rating (VR) at 'bb+'.  The Outlook on its Long-Term
IDR is Stable.

                         KEY RATING DRIVERS

IDRS AND VR

Abanca's Long-Term IDR is driven by the bank's standalone
creditworthiness, as captured by the VR.  The ratings reflect the
bank's weak core banking profitability and a high, albeit
decreasing, stock of problem assets but also adequate
capitalization and comfortable funding and liquidity profile.

Abanca's profits have significantly relied on extraordinary items
in the last couple of years.  In 2015, the bank made capital
gains from its government debt securities portfolio and from its
equity stakes, which enabled it to increase provisions and offset
both a reduction in net interest income and increased non-
recurring operating costs.

Pressure on the bank's core profitability stems from a large
legacy bond portfolio, a low-yielding mortgage book partly
affected by the absence of interest rate floors since May 2013,
and expensive fixed-rate mortgage covered bond issuance.  Abanca
will be challenged to substantially improve its profitability,
but its maturing expensive wholesale debt, improving customer
spreads, lower loan impairment charges and cost-cutting measures
should support earnings.

Asset quality continued to improve in 2015, helped by write-offs
and recoveries.  Its problem asset (NPLs and foreclosed assets)
ratio declined to 11.6% at end-2015 from 14.7% at end-2014, but
this continues to compare unfavorably by international standards.
Asset quality weaknesses are somewhat mitigated by sound NPL
cover of 60%, which is at the higher end of the range for Spanish
banks. Fitch expects problem assets to continue declining, aided
by Spain's economic recovery.

Abanca's Fitch Core Capital (FCC) ratio remained broadly
unchanged at 13.7% at end-2015 and its fully loaded CET1 ratio
was 13.8%.  In our assessment of capital, the FCC does not take
into account any potential dividend distribution relating to the
deferred payments to the Spanish Fund for Orderly Bank
Restructuring (FROB) in connection with its acquisition in 2013
of Abanca from the Spanish government.  If dividends are taken
into account, the FCC ratio would be 12.5%.  Capital at risk from
unreserved problem assets decreased to 48% of FCC at end-2015
(53% when adjusted for the potential distribution of dividends),
from 67% at end-2014.

Abanca's funding structure is comfortable for the ratings.  The
bank funds loans with retail deposits.  However, ECB funding
remains comparatively higher than most peers' as it is used to
fund a large stock of legacy debt securities, including those
related to the transfer of real estate assets to Spain's bad bank
(SAREB).  Liquidity reserves are ample in the context of
scheduled debt repayments.

              SUPPORT RATING AND SUPPORT RATING FLOOR

The Support Rating (SR) of '5' and Support Rating Floor (SRF) of
'No Floor' of Abanca reflect Fitch's belief that senior creditors
of the bank can no longer rely on receiving full extraordinary
support from the sovereign in the event that the bank becomes
non-viable.

In Fitch's view the EU's Bank Recovery and Resolution Directive
(BRRD) and Single Resolution Mechanism (SRM) provides a framework
for resolving banks that is likely to require senior creditors
participating in losses, if necessary, instead of or ahead of a
bank receiving sovereign support.  BRRD has been effective in EU
member states since Jan. 1, 2015, including minimum loss
absorption requirements before resolution financing or
alternative financing (eg, government stabilization funds) can be
used.  Full application of BRRD, including the bail-in tool, is
required from Jan. 1, 2016.  BRRD was transposed into Spanish
legislation on June 18, 2015.

                        RATING SENSITIVITIES

IDRS AND VR

While upside is currently limited, the bank's IDRs and VR would
benefit if Abanca sustainably enhances the profitability of its
core banking business, diversifies income sources and reduces
costs.  These would support its capacity to distribute dividends
without compromising capital.  Continued asset quality
improvement leading to a decrease in loan impairments as well as
capital at risk from unreserved problem assets, could also be
rating-positive.

Downward rating pressure would arise from loan quality and
capital deterioration, or a significant increase in the bank's
appetite for profits that compromises the risk profile.
Similarly, a deterioration of the bank's funding and liquidity
profile would put pressure on the ratings.

SUPPORT RATING AND SUPPORT RATING FLOOR

An upgrade of the SR and upward revision of the SRF would be
contingent on a positive change in the sovereign's propensity to
support its banks.  While not impossible, this is highly
unlikely, in Fitch's view.

The rating actions are:

  Long-term IDR affirmed at 'BB+'; Outlook Stable
  Short-term IDR affirmed at 'B'
  Viability Rating affirmed at 'bb+'
  Support Rating affirmed at '5'
  Support Rating Floor affirmed at 'No Floor'


BANCO MARE: Fitch Affirms BB/B IDRs, Outlook Stable
---------------------------------------------------
Fitch Ratings has affirmed Banco Mare Nostrum S.A.'s (BMN)
Long-Term Issuer Default Ratings at 'BB', Short-Term IDR at 'B'
and Viability Rating (VR) at 'bb'.  The Outlook on its Long-term
IDR is Stable.

                        KEY RATING DRIVERS

IDRS, VR AND SENIOR DEBT

BMN's Long-Term IDR is driven by the bank's standalone
creditworthiness, as captured by the VR.  The ratings reflect
capitalization that is maintained with moderate buffers, but
which continues to be highly vulnerable to unreserved problem
assets (which include non-performing loans and foreclosed
assets), and the challenge to improve core profitability.  The
ratings also factor in the bank's sound regional franchise,
improved but still weak asset quality, and adequate funding and
liquidity.

Despite having decreased in 2015, the volume of non-performing
loans (NPLs) remained higher than at many peers at 11.9% of total
loans at end-2015 (15.4% when including foreclosed assets).  This
is despite transfers of most real estate developer exposures to
Spain's bad bank, SAREB in 2012.  At 41%, reserves for NPLs
remained broadly stable but still at the low end of Spanish
banks. Some protection is provided by high mortgage
collateralization. Fitch expects asset quality to continue
improving, aided by Spain's economic recovery.

BMN's Fitch core capital (FCC) declined to 11.2% at end-2015,
from 11.7% at end-2014, due to lower unrealised capital gains
from the bank's securities portfolio.  However, its fully-loaded
CET 1 ratio (which excludes unrealised capital gains) improved to
10.9% from 10% during the same period, supported by internal
capital generation and a reduction in risk-weighted assets.
BMN's capacity to absorb losses remains challenged by potential
stress from unreserved problem assets, which despite having
reduced still represented in excess of 125% of FCC at end-2015.

BMN is targeting an initial public offering (IPO), which would
allow the FROB to reduce its majority stake in the bank.  While
there is no defined exit strategy or a deadline to the
restructuring plan, Fitch expects a partial disposal or IPO of
the bank to take place by end-2017, depending on market
conditions.

BMN's core profitability remained modest in 2015 as the current
low interest rate environment continued to pose challenges to net
interest income, its main revenue line.  Despite cost
containment, pre-impairment operating profits declined in 2015.
BMN continued to boost loan impairment charges -- which however
weighed on its operating profits -- as it took advantage of
significant capital gains from the sale of government bonds.  BMN
will be challenged to improve its profitability, but lower loan
impairment charges on the back of improved asset quality,
increased fee-based business and further cost-cutting measures
should support earnings.

The bank's funding and liquidity are adequate.  At end-2015,
retail deposits broadly funded the loan book.  Wholesale funding
is in the form of covered bonds and ECB funding and is primarily
used to fund the securities portfolio.  Liquidity reserves are
ample in the context of scheduled debt repayments.

SUPPORT RATING AND SUPPORT RATING FLOOR

The Support Rating (SR) of '5' and Support Rating Floor (SRF) of
'No Floor' of BMN reflect Fitch's belief that senior creditors of
the bank can no longer rely on receiving full extraordinary
support from the sovereign in the event that the bank becomes
non-viable.

In Fitch's view the EU's Bank Recovery and Resolution Directive
(BRRD) and Single Resolution Mechanism (SRM) provide a framework
for resolving banks that is likely to require senior creditors
participating in losses, if necessary, instead of or ahead of a
bank receiving sovereign support.  BRRD has been effective in EU
member states since Jan. 1, 2015, including minimum loss
absorption requirements before resolution financing or
alternative financing (eg, government stabilization funds) can be
used.  Full application of BRRD, including the bail-in tool, is
required from Jan. 1, 2016.  BRRD was transposed into Spanish
legislation on June 18, 2015.

                         RATING SENSITIVITIES

IDRS, VR AND SENIOR DEBT

BMN's ratings are mainly sensitive to developments in asset
quality and capitalization.  Evidence of a sustained and material
reduction in problem assets, providing capital relief from
unreserved problem assets could be positive for the VR.  A VR
upgrade would also be contingent on improvements to core banking
earnings.  The ratings are also sensitive to capital developments
relating to the bank's planned IPO.

Downgrade pressure could come from loan quality and capital
shocks or a significant increase in the appetite for profits that
compromises its risk profile.  Similarly, a deterioration of the
bank's funding and liquidity profile would put pressure on the
ratings

               SUPPORT RATING AND SUPPORT RATING FLOOR

An upgrade of the SR and upward revision of the SRF would be
contingent on a positive change in the sovereign's propensity to
support its banks.  While not impossible, this is highly
unlikely, in Fitch's view.

The rating actions are:

Banco Mare Nostrum, S.A.

  Long-term IDR affirmed at 'BB'; Outlook Stable
  Short-term IDR affirmed at 'B'
  Viability Rating: affirmed at 'bb'
  Support Rating: affirmed at '5'
  Support Rating Floor: affirmed at 'No Floor'
  Commercial paper Long-term rating: affirmed at 'BB'
  Commercial paper Short-term rating: affirmed at 'B'
  Senior unsecured debt Long-term rating: affirmed at 'BB'
  Senior unsecured debt Short-term rating: affirmed at 'B'


IBERCAJA BANCO: Fitch Affirms BB+/B IDRs, Outlook Positive
----------------------------------------------------------
Fitch Ratings has affirmed Ibercaja Banco S.A.'s Long-term Issuer
Default Rating at 'BB+', Short-term IDR at 'B' and Viability
Rating (VR) at 'bb+'.  The Outlook is Positive.

                        KEY RATING DRIVERS

IDRS AND VR

Ibercaja Banco's IDRs are driven by the bank's standalone credit
profile, as captured by the VR.  The ratings reflect the bank's
strong regional franchise, broader business diversification than
peers, which supports earnings resilience, adequate funding and
liquidity profile and improving, albeit still weak, asset quality
metrics.  At the same time the VR factors in Ibercaja Banco's
challenge to improve capital to levels more in line with higher
rated peers.

The Positive Outlook reflects potential ratings upside, based on
Fitch's expectation that capital levels will be strengthened in
the next 18 months in light of a planned IPO and capital raising
plan.  Fitch anticipates that part of the IPO proceeds will be
used to pay back state-owned CoCos.  Fitch also expects further
asset quality improvements, which should reduce the exposure of
capital to unreserved problem assets.

Non-performing loans (NPL) declined by about 21% in 2015 helped
by the sale of a large portfolio of real estate development
loans, while foreclosed assets declined only slightly.  As a
result, Ibercaja Banco's NPL ratio declined to 9.1% at end-2015
(around 11.4% including foreclosed assets) which is better than
the sector average, supported by the resilience of its large
residential mortgage book.  However, asset quality metrics
continue to compare unfavorably to international standards.
Coverage levels for problem assets are sound.  Fitch expects
asset quality to continue improving on the back of Spain's
economic recovery.

The Caja3 acquisition in 2013 and stricter real estate
provisioning in 2012 affected loss-absorbing buffers and the bank
has since focused on restoring capital via de-risking and
earnings generation.  Although there has been some progress in
restoring capital, at end-2015, the Fitch core capital
(FCC)/weighted risks ratio was relatively weak at 8.4% and
vulnerable to shocks from unreserved problem assets (NPLs and
foreclosed assets represented a high 1.2x of FCC, albeit trending
down).  The EUR407 mil. of state-owned CoCos are excluded from
the FCC and the fully loaded CET1 ratio (9.75% at end-2015) as
they have to be repaid by end-2017.

The bank has announced plans to raise capital and launch an IPO.
This should help repay the CoCos and be capital supportive.
However, the size of the equity increase and timing of this
remains uncertain and contingent on market conditions.  The bank
expects to successfully complete this process before the state-
owned CoCos mature.

Ibercaja's focus on low-risk/low-margin retail lending means
banking earnings are modest in the context of low interest rates
and muted volumes.  The bank also relies on carry-trade revenues
to support margins, although this is set to progressively reduce.
Positively, revenues from non-banking subsidiaries, particularly
the insurance and asset management businesses, provide some
diversification and stability for the group's earnings profile.
Together with lower loan impairment charges, this should support
operating profits.

The group is mostly funded by retail deposits and a combination
of mortgage covered bonds, repos and central bank funding.  This
funding structure reflects the bank's retail nature and large
portfolios of sovereign debt.  The gross loans/deposits ratio was
close to 100% at end-2015 and available liquid assets are
comfortable in the context of debt maturities.

             SUPPORT RATING AND SUPPORT RATING FLOOR

The Support Rating (SR) of '5' and Support Rating Floor (SRF) of
'No Floor' reflect Fitch's belief that Ibercaja's senior
creditors can no longer rely on receiving full extraordinary
support from the sovereign in the event that they become non-
viable.

Fitch views the EU's Bank Recovery and Resolution Directive
(BRRD) and Single Resolution Mechanism (SRM) are now sufficiently
progressed to provide a framework for resolving banks that is
likely to require senior creditors participating in losses, if
necessary, instead of or ahead of a bank receiving sovereign
support.  BRRD has been effective in EU member states since 1
January 2015, including minimum loss absorption requirements
before resolution financing or alternative financing (eg,
government stabilization funds) can be used.  Full application of
BRRD, including the bail-in tool, is required from Jan. 1, 2016.
BRRD was transposed into Spanish legislation on June 18, 2015,
with full implementation from Jan. 1, 2016.

SUBORDINATED DEBT AND OTHER HYBRID SECURITIES

The bank's subordinated debt is notched down one level from the
bank's VR for loss severity because of lower recovery
expectations relative to senior unsecured debt.  These securities
are subordinated to all senior unsecured creditors.

                       RATING SENSITIVITIES

IDRS AND VR

Ibercaja Banco's ratings are sensitive to changes to its VR.  The
VR could be upgraded if the bank successfully raises capital
while paying back state-owned CoCos, resulting in strengthened
capital levels.  Combined with a continued effective reduction of
the total volume of problem assets, this should provide relief to
capital from unreserved problem assets and be rating positive.
Similarly, maintaining its earnings generation capacity would
contribute to an upgrade.

Downward pressure on the VR could arise from the bank's failure
to achieve capital improvement plans, a negative asset quality
shock or weakening of profitability.  Similarly, a deterioration
of the bank's funding and liquidity profile would put pressure on
the ratings.

              SUPPORT RATING AND SUPPORT RATING FLOOR

An upgrade of the SR and upward revision of the SRF would be
contingent on a positive change in the sovereign's propensity to
support Ibercaja Banco.  While not impossible, this is highly
unlikely, in Fitch's view.

            SUBORDINATED DEBT AND OTHER HYBRID SECURITIES

Subordinated debt ratings are sensitive to changes in Ibercaja
Banco's VR and therefore to the same factors that would determine
a change in the VR.

The rating actions are:

  Long-term IDR: affirmed at 'BB+'; Outlook Positive
  Short-term IDR: affirmed at 'B'
  Viability Rating: affirmed at 'bb+'
  Support Rating: affirmed at '5'
  Support Rating Floor: affirmed at 'No Floor'
  Subordinated debt: affirmed at 'BB'



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


BANK SOYUZ: Deposit Guarantee Fund Commences Liquidation
--------------------------------------------------------
Ukrainian News Agency reports that the Deposit Guarantee Fund has
commenced liquidation of Bank Soyuz.

Andrii Matviyenko was appointed as the liquidator of the bank for
two years, through April 29, 2016 into April 28, 2018, Ukrainian
News discloses.

According to Ukrainian News, compensations to depositors will be
made within the amount of the deposits including the interests
accrued as at the day of start of the liquidation procedure but
not more than UAH200,000.

The National Bank of Ukraine decided to dissolve Bank Soyuz again
April 28, Ukrainian News recounts.

Bank Soyuz is a universal commercial bank, founded in 1993.


CREDITPROMBANK: Deposit Guarantee Fund Extends Liquidation
----------------------------------------------------------
Ukrainian News Agency reports that the Deposit Guarantee Fund has
prolonged the liquidation of Creditprombank.

According to Ukrainian News, the liquidation of Creditprombank
was prolonged by two years into June 2, 2018.

The liquidator of of Creditprombank is Oleksandr Timonin,
Ukrainian News discloses.

The Deposit Guarantee Fund took Creditprombank into provisional
administration for three months from March 3, 2015, Ukrainian
News relates.

On June 2, 2015, the National Bank of Ukraine decided to withdraw
the banking license and dissolve Creditprombank, Ukrainian News
recounts.


IMEXBANK: Deposit Guarantee Fund Extends Liquidation
----------------------------------------------------
Ukrainian News Agency reports that the Deposit Guarantee Fund has
prolonged the liquidation of Imexbank.

According to Ukrainian News, the liquidation of Imexbank was
prolonged by two years into May 26, 2018.

The liquidator of Imexbank is Serhii Hadzhiyev, Ukrainian News
discloses.

The National Bank of Ukraine with its resolution No.330 of
May 21, 2015 decided to withdraw the banking license and dissolve
Imexbank, Ukrainian News relates.

Imexbank is one of the largest commercial banks in Ukraine and is
based in the city of Odessa.


REAL BANK: Deposit Guarantee Fund Extends Liquidation
-----------------------------------------------------
Ukrainian News Agency reports that the Deposit Guarantee Fund has
prolonged the liquidation of Real Bank.

According to Ukrainian News, the liquidation of Real Bank was
prolonged by one year into May 20, 2017.

The liquidator of Real Bank is Valerii Yermak, Ukrainian News
discloses.

The National Bank of Ukraine on May 21, 2015, decided to dissolve
Real Bank, which was taken into provisional administration
March 3 through June 2, 2014, Ukrainian News relates.


SOFIISKYI BANK: Deposit Guarantee Fund Appoints Liquidator
----------------------------------------------------------
Ukrainian News Agency reports that the Deposit Guarantee Fund has
appointed Viktor Kulish as the liquidator of Sofiiskyi Bank.

The fund has also commenced the liquidation of the bank, which
will be held two years until April 24, 2018 inclusively,
Ukrainian News relates.

On December 23, 2015, the Deposit Guarantee Fund took Sofiiskyi
Bank into provisional administration, Ukrainian News recounts.



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


ABENGOA YIELD: S&P Retains B+ CCR on CreditWatch Negative
---------------------------------------------------------
S&P Global Ratings stated that its ratings on Abengoa Yield PLC
(ABY), including the 'B+' corporate credit rating, remain on
CreditWatch, where they were placed with negative implications on
Nov. 26, 2015.

The 'BB' ratings on the senior secured debt remain on CreditWatch
negative; the recovery rating on this debt is '1', indicating
expectations for very high (90%-100%) recovery for investors in
the event of default.

In addition, the 'B+' rating on the senior unsecured debt remains
on CreditWatch with negative implications.  The recovery rating
on this debt is '3', indicating expectations for meaningful
(upper half of the 50%-70% range) recovery in a default,

"From a methodology standpoint, we view the ratings on ABY as
distinct from those on Abengoa S.A., its 41.5% owner, because of
its minority ownership position, as well as the corporate
governance provisions at ABY," said S&P Global Ratings credit
analyst Aneesh Prabhu.  Specifically, Abengoa S.A.-related
decisions must be agreed by a majority of the independent
directors and the company is required to maintain a minority
number of board members regardless of its equity stake.  The
company is implementing measures to further insulate itself from
its sponsor and is changing its name to Atlantica Yield pending a
shareholder vote in May 2016.

"We have been monitoring developments on the cross-default
provisions between Abengoa S.A. and a number of ABY's project
finance arrangements (Solana, Mojave, Kaxu, Palmatir, Cadonal,
PS-10/20, Solaben 2/3, and Helios 1/2).  The provisions related
to Solaben 2/3, Helios 1/2, and Palmatir expired by year-end 2015
(and Cadonal will expire in September 2016), but the remaining
requirements will be outstanding over the long term.  While
negotiations have occurred, no waivers have been secured yet.
Even in the scenario in which ABY does not secure waivers related
to these cross-default provisions and dividends are halted, we
expect ABY to service its debt obligations.  However, in this
scenario, credit measures will be materially weaker than we
expect.  To be clear, Abengoa S.A. has not entered into
bankruptcy proceedings and the cross-default provisions have not
yet been triggered, to the best of our knowledge," S&P said.

S&P expects to resolve the CreditWatch within the next few
months. S&P is monitoring developments as ABY seeks to secure
waivers related to the cross-default provisions.  S&P expects to
update its financial projections and size the downside risk
associated with the cross-defaults in the event that they are
triggered.


BHS GROUP: Sir Philip Green Wants MP to Resign From Inquiry
-----------------------------------------------------------
The Scotsman reports that Sir Philip Green has called for the MP
leading the inquiries into BHS to resign because he is
"prejudiced".

The retail boss first broke his silence over the high street
chain's collapse claiming that he wanted to correct "inaccurate
and misleading" reports about his conduct when he faces MPs, and
warned them not to jump to conclusions, The Scotsman relays.

According to The Scotsman, after MP Frank Field, chairman of the
work and pensions committee, suggested his knighthood could be at
stake over a huge BHS pension gap, Sir Philip hit back in a
statement to a national newspaper, saying he was "horrified" by
Mr. Field's comments.

Sir Philip, as cited by The Scotsman, said: "Clearly he has
already made his decision as to what he feels the punishment
should be without even hearing any evidence from anybody about
BHS or the circumstances of the last 15 years."

Sir Philip criticized Mr. Field for failing to understand BHS's
finances and asked how the hearing he is due to attend on June 15
could be balanced, The Scotsman relates.

"I think Mr. Field needs to stand down from the inquiry
immediately as he is clearly prejudiced," The Scotsman quotes Sir
Philip as saying.

Sir Philip has come in for widespread criticism after the
retailer collapsed, a year after he sold it for GBP1, putting
11,000 jobs at risk and leaving a GBP571 million pension fund
black hole, The Scotsman discloses.

As reported by the Troubled Company Reporter-Europe on April 26,
2016, Reuters related that BHS was placed into administration on
April 25.  Once a mainstay of the British high street, BHS has
been in decline for years, unable to keep up with demand for fast
fashion, online sales and improved customer services, Reuters
disclosed.  Saddled with over 1 billion pounds of debt, including
the pension deficit, BHS failed to raise the additional funds it
required, particularly from planned asset sales, to meet all its
contractual payments, prompting the administration process,
according to Reuters.

BHS Group is a department store chain.


DECO 8-UK: Moody's Lowers Rating on GBP32.4MM Cl. B Notes to C
--------------------------------------------------------------
Moody's Investors Service has taken the following rating actions
following a performance review of Deco 8 -- UK Conduit 2 plc.

Moody's rating actions are as follows:

Issuer: Deco 8 - UK Conduit 2 plc

-- GBP256.6M A2 Notes, Downgraded to B3 (sf); previously on
    Jul 1, 2014 Affirmed Ba3 (sf)

-- GBP32.4M B Notes, Downgraded to C (sf); previously on Jul 1,
    2014 Affirmed Ca (sf)

-- GBP34M C Notes, Affirmed C (sf); previously on Jul 1, 2014
    Downgraded to C (sf)

-- GBP23.5M D Notes, Affirmed C (sf); previously on Jul 1, 2014
    Affirmed C (sf)

-- GBP61.1M E Notes, Affirmed C (sf); previously on Jul 1, 2014
    Affirmed C (sf)

-- GBP64.92815M Swap Reference 1475920L - Fairhold Loan Notes,
    Downgraded to B1 (sf); previously on Sep 17, 2014 Affirmed
    Baa3 (sf)

Moody's does not rate the Class F and Class G Notes.

RATINGS RATIONALE

The downgrade actions of the Class A2 and Class B Notes reflect
Moody's increased loss expectation with respect to the two
largest remaining loans, Mapeley II Loan (69% of current pool
balance) and the Fairhold Loan (22%).

The ratings of Class C, D and E Notes are affirmed as their
ratings reflect our continued high loss expectations for these
notes.

"Moody's rating actions reflect a base case expected loss in the
range of 20%-30% of the current balance, compared with 30%-40% at
the last review. The base case expected loss is now lower due to
the redemption of the Lea Valley Loan which was the key driver
for our loss expectation at our last review. However, due to the
significant losses on the Lea Valley Loan and the respective NAI
amounts applied to the Classes D, E, F and G Notes, the credit
enhancement levels for the Class A2, B and C Notes have reduced
accordingly. Moody's derives this loss expectation from the
analysis of the default probability of the securitized loans
(both during the term and at maturity) and its value assessment
of the collateral."

The counterparty instrument rating (CIR) relating to the interest
rate swap on the Fairhold Loan has been downgraded due to the
increased risk of a note event of default of the Class A2 Notes
on the legal final maturity date in April 2018 and due to
uncertainties with respect to the workout strategy of the loan.
In the event of a note event of default, payments under the swap
agreement rank pari passu with the note principal in 2018.
Therefore, in such a scenario the rating of the swap would be the
same as the rating of the Class A2 Notes. The current rating of
the instrument above the Class A2 Notes reflects the probability
of the Class A2 Notes or the Fairhold Loan being repaid prior to
April 2018.


ELLI INVESTMENTS: Fitch Lowers Rating on Sr. Sec. Notes to B-
-------------------------------------------------------------
Fitch Ratings has downgraded UK care provider Elli Investments
Ltd's senior secured notes to 'B-'/Recovery Rating 'RR2' (85%
recoveries) from 'B'/'RR1' (100%) and senior unsecured notes to
'CC'/'RR6' (0%) from 'CCC+'/'RR3' (52%) based on its updated
recovery analysis.  Elli's Long-Term Issuer Default Rating (IDR)
has been affirmed at 'CCC'.

                         KEY RATING DRIVERS

Operational Challenges

The affirmation of the 'CCC' IDR reflects Fitch's views that Elli
will continue to face operational challenges and constraints on
profitability and cash flows.  This is based on pressures on the
group's cost base associated with the increase in national living
wage from April 2016 and uncertainty around the impact of the
consequent increase in local authorities' fees.

According to management, the majority of local authorities that
are Elli Investments' customers have adopted the 2% "social care"
levy permitted by the UK Treasury this year.  This increases
flexibility around fee payments, although local authorities also
have other competing spending priorities for social care.  Fitch
therefore expects continued pressure on the group's underlying
operating performance despite a stabilization of occupancy rates
and increasing care standards as evidenced by a declining embargo
rate.

The affirmation of the IDR also assumes that a liquidity
shortfall and payment default on the notes can be avoided over
the next nine to 12 months if the group continues to supplement
depressed operating cash flows with permitted non-core asset
disposals throughout the year (Fitch assumes GBP50 mil. disposal
proceeds during 2016, similar to 2015).  Fitch therefore views
the strategic options still available to the group with regard to
asset disposals to bolster liquidity as underpinning the 'CCC'
rating; however, failure to raise such proceeds would put
pressure on liquidity and ratings in the short-term.  Fitch also
views continued asset disposals to bolster liquidity as a
prerequisite to facilitating discussions with stakeholders in
debt restructuring and achieving a sustainable capital structure,
expected in 2H16.

Recovery Prospects

Fitch has updated its recovery analysis to reflect the
independent, external valuation published as part of the group's
2015 annual results (leading to a GBP224 mil. property
impairment). In its recovery analysis, Fitch has adopted the
liquidation value approach as the resultant enterprise value is
higher than the going concern enterprise value, primarily derived
from the group's freehold and long-leasehold properties.  Fitch
believes that a 35% discount to the assets' current market value
provided by an independent valuer in April 2016 is deemed fair in
a distress case.

Recovery expectation for the super senior term loan is still high
at 100%/'RR1' while recovery expectation on the senior secured
notes and the senior unsecured notes has respectively
deteriorated to 85%/'RR2' and 0%/'RR6'.

                         KEY ASSUMPTIONS

Fitch's expectations are based on the agency's internally
produced, conservative rating case forecasts.  They do not
represent the forecasts of rated issuers individually or in
aggregate.  Fitch's key assumptions within the rating case for
2016 include:

   -- EBITDA in line with 2015 performance.
   -- Capex of GBP48 mil. in 2016
   -- Disposals of uneconomic care homes for GBP50 mil., in line
      with proceeds raised in 2015

                        RATING SENSITIVITIES

Negative: Future developments that could, individually or
collectively, lead to negative rating actions include:

   -- Absence of committed additional liquidity within the next
      six months in a context of unchanged or deteriorating
      operating performance.

Positive: Fitch would expect a restructure of the underlying
business model, supported by a sustainable capital structure and
adequate liquidity as prerequisite for a positive rating action.
Future developments that could, individually or collectively,
lead to a positive rating action include:

   -- Funds from operations (FFO) adjusted gross leverage to or
      below 6.5x (2015: 11.4x) on a sustained basis.

   -- FFO fixed charge cover at 1.1x or above (2015: 0.8x) on a
      sustained basis.

   -- Improvement in liquidity providing visibility on the
      repayment of the GBP40m term loan maturing in December
      2017.

                            LIQUIDITY

Fitch expects Elli Investments to rely on additional liquidity by
end-2016 to avoid a liquidity shortfall, with permitted property
disposals being the most obvious source.  At end-March 2016, the
group's cash balance was GBP50 mil..  The group currently has no
other available or committed liquidity buffers.

FULL LIST OF RATING ACTIONS

Elli Investments Limited
  Long-term IDR: affirmed at 'CCC'
  Senior unsecured notes: downgraded to 'CC'/'RR6'/0% from
   'CCC+'/'RR3'/52%

Elli Finance (UK) plc
  Super senior term loan: affirmed at 'B'/'RR1'/100%
  Senior secured notes: downgraded to 'B-'/'RR2' /85%' from
   'B'/'RR1'/100%


PERFORM GROUP: S&P Lowers Long-Term CCR to 'B-', Outlook Stable
---------------------------------------------------------------
S&P Global Ratings said it has lowered its long-term corporate
credit rating on U.K.-based multimedia sports content provider
Perform Group Ltd. to 'B-' from 'B'.  The outlook is stable.

S&P also lowered its issue rating on Perform's GBP175 million
senior secured notes to 'B-' from 'B', and S&P's issue rating on
the group's GBP50 million super senior revolving credit facility
(RCF) to 'B+' from 'BB-'.  The recovery ratings are unchanged at
'4' and '1', respectively.  These indicate S&P's expectation of
average recovery in the lower half of the 30%-50% range for the
notes and very high recovery (90%-100%) for the RCF in the event
of a payment default.

The downgrade reflects S&P's view that OTT-related cash
outflows -- excluded from S&P's analysis previously -- have
negatively affected consolidated results for the group, although
are not part of the restricted group that guarantees the GBP175
million notes.  In S&P's opinion, Perform's credit quality has
weakened following higher-than-expected volatility in the media
segment in 2015, product development costs accounting for a large
portion of EBITDA, and high cash outflows on account of the OTT
business reported in the year to Dec. 31, 2015.  At the same
time, the group benefitted from strong demand for its betting and
data products underpinning the 13% year-over-year revenue growth
in the content segment.  Perform's free operating cash flow
(FOCF) reported losses of GBP37 million (including investment in
OTT), corresponding to a GBP9 million outflow for the restricted
group (excluding the OTT business).  As a result, S&P estimates
that S&P Global Ratings-adjusted EBITDA totaled about GBP17
million in 2015, on a fully-consolidated basis, and GBP26.5
million excluding the OTT business.  The debt-to-EBITDA ratio was
about 11x (7x excluding the OTT) and the EBITDA-to-interest cover
ratio was 2.0x (3.2x excluding the OTT).  When calculating
adjusted EBITDA, S&P deducts product development costs of about
GBP15 million (GBP11 million excluding OTT).

S&P believes that Perform's credit metrics will remain weak in
2016 as the company continues investing in its OTT business.  At
the same time, S&P estimates that leverage will decline in 2017
and beyond when Perform starts to deliver on its larger-scale
contracts with the WTA and FIBA.  S&P therefore anticipates that
Perform's fully consolidated leverage will reach debt to EBITDA
of less than 9.0x (5.2x excluding OTT) and EBITDA to interest
cover of close to 1.5x (1.9x excluding OTT) by the end of 2017.

Perform provides sports-related content and media to a diverse
range of business customers and end consumers.  Limiting factors
for S&P's assessment of Perform's business risk profile are the
group's small scale, which limits its ability to absorb shocks in
the event of an unfavorable operating environment in any of its
end markets; its dependence on the online sports betting market,
which S&P considers is exposed to greater regulatory risk than
other industries; and its reliance on advertising revenues, which
S&P considers sensitive to economic cycles. Perform's limited
geographic diversification -- about 30% of its earnings are
generated in the U.K. and a further 40% in other European
countries -- also constrains our assessment of its business risk
profile.

However, S&P also incorporates into its assessment of Perform's
business risk profile the group's leadership in the niche sports
data market, where Perform generates revenues by licensing
content to business customers.  The group has a broad portfolio
of sports rights and proprietary technology.  In addition,
Perform generates revenues from selling advertisements across a
number of its platforms, including its embeddable video-on-demand
ePlayer sports platform.  The group's niche focus means that it
has limited direct competition globally.  In S&P's view,
Perform's global network infrastructure, its longstanding
relationships with a variety of sports rights providers, and the
breadth of its rights and sports data portfolio guard it, to some
extent, from direct competition from new entrants and larger
players in the sports media market.

S&P's base-case assumes:

   -- Growth in the U.K. economy of 2.0%-2.2% in 2016 and 2017.
      S&P forecasts 1.5%-1.6% growth in the eurozone and 2.7%-
      2.6% in the U.S. over the same period.  This will support
      consumers' disposable income, driving demand in the gaming
      markets.  The media segment will benefit from the digital
      advertising segment growing faster than GDP, but will be
      tempered by fierce competition.

   -- Moderate revenue and EBITDA growth in 2016, accelerating in
      2017 and beyond, on the back of the group starting to
      deliver on its WTA and FIBA contracts and bundling
      products, and extending its existing platforms across
      multiple devices.

   -- Continued investment in the OTT business will affect both
      EBITDA and cash flow generation, leading to negative FOCF
      of more than GBP50 million in 2016 on a consolidated basis.

   -- Payment on account of deferred considerations for previous
      acquisitions of about GBP31 million in 2016.

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

   -- Adjusted debt to EBITDA of about 15.0x in 2016 and 9.0x in
      2017 (5.5x and 5.2x excluding OTT, respectively).

   -- Adjusted EBITDA to interest coverage of about 1.0x in 2016
      and 1.4x in 2017 (1.6x and 1.9x, excluding OTT,
      respectively).

The stable outlook on Perform mainly reflects S&P's view that,
over the next 12 months, Perform will maintain its adequate
liquidity and post EBITDA growth in its restricted group
(excluding the start-up OTT business).  Despite weak credit
metrics on a consolidated basis, S&P believes the group's capital
structure is sustainable over the long term due to solid earnings
generation prospects in Perform's media and content segments,
which should fully cover the group's interest expense and
required investment in operating assets over the near term.

S&P could lower the ratings if Perform does not expand its
revenues at the rate S&P anticipates, and if it fails to maintain
profitability in the event of a revenue shortfall by reducing
costs in a timely fashion.  Specifically, S&P could lower the
ratings if EBITDA interest coverage drops to materially less than
1x and maintains this level.  The ratings could also come under
pressure if ambitious growth results in a higher working capital
outflow than S&P currently expects, or if FOCF generation is
undermined for other reasons, leading to materially negative FOCF
or weakened liquidity.  In addition, S&P could lower the ratings
if it sees evidence of Perform providing financial support to its
start-up OTT business.

S&P considers an upgrade as unlikely at present, as it already
incorporates an assumption of material growth in Perform's
earnings into S&P's forecasts.  Perform's negative FOCF and
financial sponsor ownership also limit the potential for a
positive rating action in the near term.



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


* BOND PRICING: For the Week May 2 to May 6, 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 * * *