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

                          E U R O P E

          Monday, September 23, 2019, Vol. 20, No. 190

                           Headlines



B E L A R U S

BELARUSIAN REPUBLICAN: Fitch Affirms B IFS Rating, Outlook Stable


F R A N C E

AIGLE AZUR: Air France-KLM, EasyJet Withdraw Competing Offers
OBOL FRANCE 2: Moody's Lowers CFR to B3, Outlook Stable
XL AIRWAYS: Urges Air France to Discuss Rescue Deal


G E O R G I A

GEORGIA: Moody's Affirms Ba2 LT Issuer Rating, Outlook Stable


I T A L Y

LIMACORPORATE SPA: Moody's Affirms B2 CFR & Alters Outlook to Neg.
PRO-GEST SPA: Moody's Lowers CFR to B3, Outlook Negative


S P A I N

TELEFONICA EUROPE: Moody's Rates Proposed Hybrid Securities 'Ba2'


S W I T Z E R L A N D

SCHMOLZ+BICKENBACH: Moody's Lowers CFR to Caa1, Outlook Negative


U N I T E D   K I N G D O M

BENITO'S HAT: Enters Into Company Voluntary Arrangement
CASTELL PLC 2019-1: Moody's Rates GBP5.92MM Class F Notes 'B2'
CASTELL PLC 2019-1: S&P Assigns BB Rating on Class F Notes
DEBENHAMS PLC: Court Rejects Challenges to Rescue Plan
MBI WALSDEN: Investors to Vote on CVA Proposal in October

THOMAS COOK: Survival Hinges on GBP200-Mil. Extra Funding
WRIGHTBUS: At Risk of Administration After Bidders Withdraw


X X X X X X X X

[*] BOND PRICING: For the Week September 16 to September 20, 2019

                           - - - - -


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B E L A R U S
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BELARUSIAN REPUBLICAN: Fitch Affirms B IFS Rating, Outlook Stable
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Fitch Ratings affirmed Belarusian Republican Unitary Insurance
Company's Insurer Financial Strength Rating at 'B'. The Outlook is
Stable.

KEY RATING DRIVERS

The rating reflects Belgosstrakh's strong market position in the
local insurance sector, the presence of guarantees for insurance
liabilities under compulsory lines and the insurer's leading market
position in a number of segments in Belarus. The rating also
reflects Belgosstrakh's low profitability and capital position, and
the weak quality of the insurer's investment portfolio.

Belgosstrakh has a 'Favourable' business profile compared with that
of other Belarusian insurers. The company maintains its strong
position in the Belarusian insurance market and remains the
exclusive provider of a number of compulsory lines, including
state-guaranteed employers' liability, homeowners' property,
agricultural insurance and other minor lines. Belgosstrakh's
subsidiary also has a life portfolio consisting predominantly of
voluntary pension annuities.

The weak credit quality of Belgosstrakh's investment portfolio
reflects the predominance of instruments mainly invested in state
bonds and in deposits of state-owned banks, which are constrained
to the 'B' category, and the presence of significant concentrations
by issuer. Belgosstrakh's ability to achieve better diversification
is limited by the narrowness of the local investment market and
strict regulation of the insurer's investment policy.

Belgosstrakh is exposed to FX mismatch on its balance sheet. The
insurer holds a significant excess of FX-denominated assets over
FX-denominated liabilities, which exposes its equity to potential
national currency appreciation.

In its analysis, Fitch assesses Belgosstrakh's capitalisation as
weak. From a regulatory capital perspective, Belgosstrakh's
solvency margin coverage, calculated on a formula based on Solvency
I, stood at a strong 9x at end-2018. However, from a risk-adjusted
capital position, Belgosstrakh's score as measured by Fitch's Prism
Factor-Based Capital Model (Prism FBM) based on 2018 IFRS results
remains 'Weak'. The divergence stems from higher charges on
invested assets, which are mainly concentrated in sovereign debt.

In 2018 Belgosstrakh reported a robust net income of BYN72 million,
in line with 2017 net profit of BYN68 million. Unlike in 2017, the
robust bottom-line result in 2018 was mainly driven by larger FX
gains on investments and a stronger investment component, which
together fully offset a negative underwriting result of BYN81
million. The stronger investment component was reflected in an
increased investment yield of 9.4% in 2018 (2017: 7.2%).

Belgostrakh's combined ratio deteriorated to 115% in 2018 from 101%
in 2017, with the loss ratio being the main driver. The worsening
loss ratio to 85% from 68% was fully attributable to an upward
incurred-but-not-reported claims reserve (IBNR) revaluation under
workers' compensation line. The company maintains tight control
over administrative expenses, with the administrative expense ratio
being stable at 29%.

RATING SENSITIVITIES

A change in Belarus's Local-Currency Long-Term IDR is likely to
lead to a corresponding change in the Belgosstrakh's IFS Rating.

A significant change in the insurer's relationship with the
government would also likely have a direct impact on Belgosstrakh's
ratings.




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F R A N C E
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AIGLE AZUR: Air France-KLM, EasyJet Withdraw Competing Offers
-------------------------------------------------------------
Laurence Frost at Reuters reports that Air France-KLM and easyJet
withdrew competing offers for Aigle Azur on Sept. 19 after missing
a court deadline to improve their bids to acquire part of the
collapsed budget airline's operations and staff.

According to Reuters, an Air France spokeswoman confirmed it had
decided against submitting an expected joint offer with long-haul
niche carrier Air Caraibes because "our conditions for doing so
weren't met".

EasyJet said it had also pulled out but remains committed to France
and its operations at Paris Orly airport, Reuters relates.

Aigle Azur, the biggest shareholders of which are China's HNA Group
and Brazilian entrepreneur David Neeleman, has suffered in the wake
of a botched long-haul expansion, Reuters discloses.

Now the withdrawal of three major bidders delivers a blow to
government-backed efforts to sell off parts of Aigle Azur's
business and save a large proportion of its 1,150 jobs, Reuters
notes.

The airline's unfolding bankruptcy is the latest among smaller
European airlines struggling to contend with higher fuel costs and
stiff low-cost competition, Reuters relays.

The privately held carrier, founded in 1946 to serve Algeria and
other North African routes, was granted protection from creditors
this month and grounded its fleet of 11 Airbus jets within days,
stranding about 19,000 passengers, Reuters recounts.

Lionel Guerin, a former Air France executive who had tabled and
then withdrawn an offer, has submitted a new bid that requires a
EUR15 million (US$16.6 million) French government loan, Reuters
relays, citing French news site La Tribune, which first reported
Air France's withdrawal.

Air France, easyJet and other bidders are attracted by Aigle Azur's
valuable take-off and landing slots at Orly as well as flying
rights to foreign destinations, which become harder or impossible
to acquire piecemeal under liquidation, Reuters states.

But absorbing Aigle Azur operations would have required Air France
to negotiate a complex deal with its own unions within days,
waiving internal rules that bar it from granting any senior or
flight captain roles to new hires, according to Reuters.

According to Reuters, a source briefed on the decision said EasyJet
also pulled out because it believed the deadlines were too short
for an adequate assessment of the business and acquisition risks.

During the bankruptcy proceedings, it emerged that Aigle Azur's
debts amounted to EUR148 million -- more than previously estimated
and equating to about half its 2018 revenue, Reuters discloses.

Transport Minister Jean-Baptiste Djebbari remains in contact with
potential buyers and their unions in a "fast-changing situation", a
French official said, adding that bidders can legally cancel any
withdrawal within 48 hours, Reuters notes.

The Evry commercial court near Paris had ordered Aigle Azur's
liquidation under a "going concern" process that buys more time for
a potential rescue, Reuters recounts.  Hearings resume today, Sept.
23, with liquidation scheduled four days later, Reuters discloses.


OBOL FRANCE 2: Moody's Lowers CFR to B3, Outlook Stable
-------------------------------------------------------
Moody's Investors Service downgraded the corporate family rating of
Obol France 2 SAS (a holding company owner of French funeral
operator OGF) to B3 from B2, and its probability of default rating
to B3-PD from B2-PD. Concurrently, Moody's has also downgraded to
B3 from B2 the ratings on the EUR960 million senior secured Term
Loan B due March 2023 and the EUR60 million senior secured
revolving credit facility (RCF) due December 2022, both borrowed by
Obol France 3 SAS, which is fully owned by Obol France 2 SAS. The
outlook on both entities remains stable.

"We expect OGF's earnings to remain under pressure through the
fiscal year ending (FYE) March 2020 because of increased
competition in the French funeral market, low mortality rates and
lower than planned cost-savings achieved," says Giuliana
Cirrincione, Moody's lead analyst for OGF. "As a result, we expect
that OGF's leverage (measured as Moody's-adjusted gross debt to
EBITDA) will remain above 6.5x over the next two years, a level
which is not commensurate with the prior B2 rating," adds Mrs.
Cirrincione.

RATINGS RATIONALE

The rating action reflects OGF's continued operating
underperformance versus its budget and versus Moody's expectations
since 2018, which has led to a spike in the gross debt to EBITDA
ratio (including Moody's-adjustments) to 7.2x in the FYE March
2019, from 6.7x the year before. This is well above Moody's
threshold of an adjusted leverage of 6.0x expected for OGF to
maintain a B2 rating. The rating agency also expects deleveraging
to be slow, with an adjusted gross debt to EBITDA ratio estimated
to remain at or slightly above 7.0x-7.2x through March 2020, and to
progressively trend towards 6.5x by December 2021 or early 2022.

OGF's revenue and EBITDA (as reported by the company) in the 4
months to July 2019 was lower than the same period the year before
(-3% and -10%). Being the largest vertically integrated funeral
operator in France, OGF has seen its market share in terms of
volumes declining to 19.5% in June 2019 from 20.1% the year before,
as a result of aggressive expansion strategies pursued by
competitors. This was also exacerbated by persistently low
mortality rates in the country, which in 2018 and 2019 have
remained well below the long-term trend of 0.7%. Stiff competition
has also limited OGF's ability to complement organic growth with
M&A opportunities.

Lastly, operating underperformance also reflected some pressure
from cost inflation and delays in the implementation of
productivity-enhancing initiatives that were supposed to support
EBITDA growth in a context of declining volumes. Moody's believes
that OGF will be able to maintain its leading market position and
pricing power, but also recognizes that cost-saving measures are
subject to a degree of execution risk and may require a longer time
horizon to be achieved.

More positively, OGF's cash flow generation has remained good
despite decreasing EBITDA. Moody's expects continued positive free
cash flow (i.e. before acquisition spending) in the range of EUR15
million-EUR20 million annually, on the back of manageable working
capital needs and capex levels (i.e. around EUR40 million-EUR45
million per year on average). In addition, Moody's expects the
company to have a prudent approach to M&A -- which will continue to
be a driver of earnings growth - without impairing the company's
liquidity position.

Despite a low cash balance of EUR4 million as of July 2019, OGF's
liquidity is supported by its committed EUR60 million revolving
credit facility (RCF), fully available and expected to remain
undrawn, except for temporary limited drawings to finance M&A or
project-based capex. Access to the RCF is subject to a net leverage
springing covenant of 9.45x to be tested when the facility is 35%
or more drawn, under which the company will maintain ample
flexibility.

Moody's would like to draw attention to certain governance
considerations with respect to OGF. The company, which is tightly
controlled by Ontario Teachers Pension Plan (OTPP), has a high
tolerance for leverage. However, Moody's also acknowledges the
positive track record of OGF in terms of prudent liquidity
management and business acquisition strategy.

OGF's B3 ratings remain supported by (1) its leading market
position in France and the defensive long-term dynamics of the
funeral industry, with an ageing population; (2) its solid margins,
underpinned by an integrated business model and positive track
record in upselling and implementing price increases; and (3) the
successful integration of bolt-on acquisitions in the past.

RATIONALE FOR STABLE OUTLOOK

The stable outlook reflects Moody's expectations that OGF will
stabilise its earnings by defending its market share and pricing
power, and via cost-saving measures, with a Moody's-adjusted gross
debt to EBITDA ratio trending towards 6.5x over the next couple of
years. Expectations also include a cautious approach to M&A
opportunities, a good liquidity profile, and positive cash flow
generation.

WHAT COULD CHANGE THE RATING UP/DOWN

Ratings could be upgraded in case of higher than anticipated
earnings growth, leading the Moody's-adjusted gross debt to EBITDA
ratio to move sustainably below 6.0x. A positive rating action
would also require the company to maintain positive free cash flow
generation.

Downward pressure could materialise if OGF fails to reduce its
leverage from current levels, as a result of continued competitive
pressure and lack of progress in implementing cost-saving
initiatives. The ratings could also be downgraded if OGF's free
cash flow turns negative or if its liquidity deteriorates
significantly, in case of material shareholder distribution or more
aggressive acquisition spending.

LIST OF AFFECTED RATINGS

Issuer: Obol France 2 SAS

Downgrades:

LT Corporate Family Rating, Downgraded to B3 from B2

Probability of Default Rating, Downgraded to B3-PD from B2-PD

Outlook Actions:

Outlook, Remains Stable

Issuer: Obol France 3 SAS

Downgrades:

Senior Secured Bank Credit Facility, Downgraded to B3 from B2

Outlook Actions:

Outlook, Remains Stable

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Business and
Consumer Service Industry published in October 2016.

COMPANY PROFILE

Headquartered in Paris, OGF's activities include funeral services
and monuments and other activities comprising cemetery works,
crematoria management, pre-need services and coffins manufacturing.
In the last twelve months ended July 31, 2019, OGF generated
revenues of EUR615 million (LTM July 2018: 620 million) and EBITDA,
as reported by the company, of EUR136 million (LTM July 2018: 147
million). Since 2017, Ontario Teachers Pension Plan (OTPP) is the
reference shareholder of OGF, with approximately 75% of shares.


XL AIRWAYS: Urges Air France to Discuss Rescue Deal
---------------------------------------------------
Gus Trompiz at Reuters reports that French airline XL Airways has
called on Air France to discuss a rescue deal to avert the collapse
of the budget carrier that halted ticket sales and payments.

XL Airways, which has said it needs EUR35 million (US$38.6 million)
in fresh financing, requested in a statement on Sept. 22 a meeting
with Air France and the French authorities in the coming hours
before a court is expected to put it into receivership today, Sept.
23, Reuters relates.

In an interview with Le Journal du Dimanche, also published on
Sept. 22, XL Airways' Chief Executive Laurent Mignan said his
airline could become Air France's low-cost offer on long-haul
routes, Reuters notes.

In a separate report, Reuters' Geert de Clercq related that XL
Airways said it had suspended ticket sales due to financial
difficulties at the company, in the latest example of low-cost
airlines running into financial problems.

"XL Airways, in major financial difficulty, is unfortunately
obliged to stop ticket sales as from Sept. 19," Reuters quotes the
airline as saying on its website, adding that flights could be
cancelled from Sept. 23 onwards.

The French government has been helping XL Airways try to find new
investors, Reuters discloses.

"The state will help find a solution that protects jobs and insures
the continued economic activity of the company," junior transport
minister Jean-Baptiste Djebbari, as cited by Reuters, said in a
statement.




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G E O R G I A
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GEORGIA: Moody's Affirms Ba2 LT Issuer Rating, Outlook Stable
-------------------------------------------------------------
Moody's Investors Service affirmed the government of Georgia's Ba2
long-term issuer and senior unsecured ratings and maintained the
stable outlook.

The affirmation of the Ba2 ratings is supported by Moody's
assessment that Georgia will continue to benefit from strong
governance and institutions, high growth potential, and a moderate
debt burden financed at low costs; weighed against low income
levels, a small economy subject to shocks, external vulnerability
from the economy's reliance on external financing and latent
geopolitical risks.

The stable outlook indicates that the risks to Georgia's rating are
balanced. The government's on-going policy reforms will continue to
support economic growth and resilience, in particular through
diversifying economic activity and exports, raising domestic
savings and investment efficiency. Ongoing domestic political
consensus will facilitate continued commitment to economic and
fiscal reforms. Downside risks relate to still significant banking
sector risk reflecting elevated levels of dollarization, a large
current account deficit, ongoing geopolitical tensions, notably in
Georgia's relationship with Russia and uncertainties around the
economy's ability to nurture value-added in sectors like
agriculture and manufacturing.

Georgia's local currency bond and deposits ceilings remain at Baa1,
foreign-currency bond ceiling Baa3, and the long-term foreign
currency deposits ceiling remains at Ba3. With regard to the
short-term foreign-currency ceilings, the bond ceiling remains
unchanged at P-3, and the deposits ceiling at Not Prime (NP).

RATINGS RATIONALE

RATIONALE FOR THE RATING AFFIRMATION

STRONG GOVERNANCE AND INSTITUTIONS AND COMMITMENT TO REFORM SUPPORT
ATTRACTIVE BUSINESS ENVIRONMENT AND ECONOMIC GROWTH

Georgia's strong governance and policy-making institutions support
the rating.

The country ranks in the 70th percentile and 60th percentile on
control of corruption and rule of law respectively according to the
Worldwide Governance Indicators amongst the sovereigns rated by
Moody's.

Moreover, Georgia's past and ongoing commitment to reform in
conjunction with the International Monetary Fund (IMF) has resulted
in strong macroeconomic policy frameworks and a supportive business
environment. The reform process continues with the authorities
focusing on development of the domestic capital market and
mobilization of domestic savings which will be boosted by the
effect of pension reform. This will support domestic financing of
investment needs and reduce balance of payments pressure. Reforms
to support the business environment, such as the development of
Insolvency Laws and Value Added Tax (VAT) refund reform, are
another focus of the authorities, which, if executed effectively,
will provide additional support for investment, productivity and
growth.

The macroeconomic policy framework continues to provide a solid
institutional climate for growth. Monetary policy remains focused
on inflation risks and the authorities have built a track record of
adherence to fiscal prudence including through the refinement of
fiscal rules with the assistance of the International Monetary Fund
(IMF). Significant increases in spending on education will be
offset with slower growth in infrastructure investment and
moderation in overall public sector wages growth. Moody's expects
Georgia's government debt burden to remain relatively stable, at
around 46% of GDP in coming years.

Gaps remain. Policy makers are in the process of addressing some
important vulnerabilities including in tax revenue administration,
the containment of fiscal risks including during the process of
reforming State-owned Enterprises to support fiscal sustainability.
Other challenges include development of emergency liquidity
assistance and a fully articulated bank resolution framework to
further strengthen financial stability. The business environment
and private investment growth are currently constrained by delays
in implementation of the new insolvency law and local capital
market development, and the ongoing need for further inroads into
judicial reform.

Within the context of strong policy institutions and ongoing
reform, Moody's expects GDP growth to be robust in the short term,
notwithstanding challenges posed by the overall global economic and
trade climate, slower growth in key trading partners such as
Europe, Turkey and Iran and the recent ban on flights into Georgia
imposed by Russia.

Over the longer term, there are significant upsides to Georgia's
growth potential, which Moody's estimates at around 5.0%, stemming
from increasing economies of scale in agriculture, further
urbanization and development of foreign trade, in terms of both
export types and markets. However, key structural challenges to the
full realization of this potential remain, particularly in
implementing land reform and addressing the lack of a skilled labor
force.

RISKS FROM SIGNIFICANT FOREIGN CURRENCY DEBT AND BANKING SYSTEM
DOLLARIZATION MITIGATED BY MACROPRUDENTIAL POLICIES

Georgia's large current account deficits, which Moody's expects to
hover around 8% of GDP in the next few years, and external
vulnerability remain. A long history of large external deficits has
led to the build-up of a net international investment liability
position of close to 150% of GDP, one of the largest amongst the
sovereigns rated by Moody's. Ongoing pension reform should help
alleviate external risks over time. The pension reforms should lift
domestic savings, which would contribute to a structural narrowing
of Georgia's current account deficit, reduce the economy's current
reliance on external finance and the sovereign's vulnerability to
capital outflows. Continuing engagement with the European Union in
developing access to export markets should help narrow the current
account deficit.

Meanwhile, high levels of dollarisation in loans and deposits
remain a key challenge for Georgia's banks and a potential
substantial local currency depreciation is the main downside risk
to its expectations of stability in the financial system. Recent
government and central bank measures support the de-dollarisation
process but reducing the vulnerability to exchange rate risk will
take time and will depend on Georgian residents' confidence in the
lari.

Notwithstanding this long-standing weakness of Georgia's financial
system, the central bank has implemented measures to constrain
credit growth, notably household borrowing which has grown rapidly
in recent years. Moreover, the banking sector remains well
capitalized, liquid and profitable, and capital and liquidity
buffers are above minimum requirements, lowering the contingent
liability risks for the sovereign. And the inflation-targeting
framework, combined with exchange rate flexibility, and
interventions that help build reserves continue to be an important
contributor to macrofinancial stability.

RATIONALE FOR THE STABLE OUTLOOK

The stable outlook reflects Moody's assessment that the risks to
Georgia's rating are balanced. Moody's expects that the
government's policy measures will further boost economic growth and
resilience, in particular through greater diversification of
economic activity. Ongoing efforts to raise domestic savings and
investment efficiency will complement increased diversity in
exports and export markets, in part through the logistics and
infrastructure spending plans.

Moody's also expects no significant change in the domestic
political and geopolitical environment, which will facilitate
continued commitment to economic and fiscal reforms. Recent renewed
tensions in the relationship with Russia are consistent with
Moody's expectation of recurrent flares, although most likely
without significant credit implications.

Downside risks relate to still significant banking sector risk and
uncertainties around the extent to which the economy will see an
increase in value added in sectors like agriculture and
manufacturing, which are constrained by a business environment that
lacks clarity around land registration, insolvency law, and the
potential for vocational education improvements to boost the
skilled labor supply. As explained, Georgia's large current account
deficit, despite rising savings, and very large net international
liability position represent significant exposure for the sovereign
to potential negative turns in external financing conditions.

ENVIRONMENTAL, SOCIAL, GOVERNANCE CONSIDERATIONS

As mentioned above, Moody's assessment of Georgia's strong
governance underpins the rating.

Environmental considerations are not material to Georgia's credit
profile. While the economy's reliance on agriculture and tourism
exposes it to weather-related events and trends, a mild climate and
abundant inland sources of freshwater mitigate the exposure and
impact of increases in temperatures.

Georgia faces demographic challenges, particularly the shrinking of
its working-age population that shrank over the period 2009-18.
Although the rate of decline is forecast to slow over the coming
decade, demographics will likely continue to weigh on Georgia's
economic strength.

WHAT COULD CHANGE THE RATING UP

Upward pressure on Georgia's rating could develop as a result of
continued institutional and economic reforms leading to higher
domestic savings, a reduction in external vulnerability, greater
diversification and sustained productivity growth. Measures to
bolster the resilience of the banking system would also be credit
positive for the sovereign.

WHAT COULD CHANGE THE RATING DOWN

Downward pressure on Georgia's rating could develop from an
increase in external vulnerability risks that raised risks to
financial stability. Heightening geopolitical tensions that
threatened Georgia's growth potential, and potentially raised
external vulnerability, would also likely lead to a downgrade.

GDP per capita (PPP basis, US$): $11,485 (2018 Actual) (also known
as Per Capita Income)

Real GDP growth (% change): 4.7% (2018 Actual) (also known as GDP
Growth)

Inflation Rate (CPI, % change Dec/Dec): 1.6% (2018 Actual)

Gen. Gov. Financial Balance/GDP: -0.8% (2018 Actual) (also known as
Fiscal Balance)

Current Account Balance/GDP: -7.7% (2018 Actual) (also known as
External Balance)

External debt/GDP: 109.9% (2018 Actual)

Level of economic development: Moderate level of economic
resilience

Default history: No default events (on bonds or loans) have been
recorded since 1983.

On September 16, 2019, a rating committee was called to discuss the
rating of the Government of Georgia. The main points raised during
the discussion were: The issuer's economic fundamentals, including
its economic strength, have not materially changed. The issuer's
institutional strength/framework have not materially changed. The
issuer's fiscal or financial strength, including its debt profile,
has not materially changed. The issuer's susceptibility to event
risks has not materially changed.

The principal methodology used in these ratings was Sovereign Bond
Ratings published in November 2018.




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I T A L Y
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LIMACORPORATE SPA: Moody's Affirms B2 CFR & Alters Outlook to Neg.
------------------------------------------------------------------
Moody's Investors Service affirmed the B2 corporate family rating
and B2-PD probability of default rating of Limacorporate S.p.A.
Concurrently Moody's has affirmed the instrument ratings on the
EUR275 million Senior Secured Floating Rates notes due 2023 at B2
and the EUR60 million Senior Secured Revolving Credit Facility due
2023 at Ba2, both borrowed by Limacorporate S.p.A. Moody's has
changed the outlook to negative from stable.

"The change of outlook reflects Lima's weaker than expected EBITDA
performance and free cash flow generation since the FRNs issuance
in August 2017, including a continuous decline in gross margin and
a high amount of exceptional items. As a result, Lima has shown
very limited deleveraging and Moody's views the current rating as
weakly positioned in its category" says Florent Egonneau, Assistant
Vice-President and Moody's lead analyst for Lima.

"However, Moody's expects Lima's operating performance to gradually
improve following a series of reorganization and initiatives. The
next few quarters will be key for us to assess the success of this
operational turnaround and in particular whether the company can
generate positive free cash flow and if it can demonstrate a clear
deleveraging trajectory with Moody's-adjusted debt/EBITDA declining
towards 5.5x" added Mr Egonneau.

RATINGS RATIONALE

The B2 Corporate Family Rating (CFR) is supported by: 1) attractive
and growing niche positions thanks to a differentiated positioning
in complex implants and customized solutions; 2) a strong track
record of successful R&D investment, product innovation and
manufacturing automation; 3) technological advantage in the
extremities segment; 4) geographic and product diversity within its
niche offering; 5) volume growth underpinned by long-term
demographic and societal drivers such as increasing life
expectancy, active lifestyles, rising consumer awareness and
obesity.

However, the change in outlook to negative reflects the company's
high leverage of 5.8x as of June 2019 and the limited deleveraging
evidenced to date and forecast over the next 12 months. Moody's
also expects free cash flow generation to be limited due to the
capital intensity of the business (around 12% of revenues from
sales and services) and a high amount of non-recurring items in
recent years (EUR11.5 million in 2018).

Lima's ratings are further constrained by a significantly weaker
global position and less diverse product range than much larger
peers and an increased focus from competitors in the higher growth
extremities segment and potential to bridge Lima's technical
advantage in shoulder products. Persistent pricing pressure in the
large joint market resulting from constrained healthcare public
spending also requires constant product innovation and cost
efficiency improvements. Product liability, regulatory and patent
litigation risks exist, albeit in a lower extent than other
industries (e.g. pharma industry).

LIQUIDITY

Lima's liquidity is adequate and supported by: (1) no meaningful
debt amortizations until 2023; (2) a closing cash balances of EUR17
million as of June 30, 2019; and (3) EUR40 million undrawn RCF as
of June 30, 2019. Under the loan documentation, the RCF lenders
benefit from a springing super senior net leverage covenant tested
only when the RCF is drawn by more than 35%. Moody's expects that
Lima will maintain a good headroom under this covenant if it is
tested.

STRUCTURAL CONSIDERATIONS

Using Moody's Loss Given Default for Speculative-Grade Companies
Methodology, the PDR is B2-PD, in line with the CFR, reflecting its
assumption of a 50% recovery rate as is customary for capital
structures including notes and bank debt. The FRNs are rated B2 in
line with the CFR due to a limited amount of super-senior RCF in
the structure. Both the notes and RCF benefit from a senior ranking
security package incorporating guarantees from all material group
entities and some assets security. Moody's notes that the
shareholder funding in the restricted group is in the form of
equity. Additionally, there is a EUR85 million PIK note issued
outside of the restricted group which is not considered for the
purpose of the rating.

OUTLOOK RATIONAL

The negative outlook reflects the lack of deleveraging and free
cash flow generation in the last two years. Moody's expects that
Lima's leverage, as measured by Moody's-adjusted debt/EBITDA, will
remain above 5.5x in the next 12 months. Although this assumes a
gradual improvement in operational performance over the coming
quarters, there are some downside risks to this assumption,
particularly in view of the company's recent track record.

WHAT COULD CHANGE THE RATINGS UP/DOWN

In the light of the negative outlook, upward pressure is currently
unlikely. However, positive rating pressure could arise if:

  - Revenues increase significantly, also leading to an
    increase in EBITDA;

  - Leverage, as measured by Moody's adjusted debt/EBITDA,
    decreases sustainably below 4.5x;

  - Moody's adjusted free cash flow/debt rises sustainably
    above 5.0%.

Moody's could take a negative rating action if the company were
unable to:

  - Demonstrate a clear deleveraging trajectory with
    Moody's-adjusted debt/EBITDA declining towards 5.5x;

  - Improve the quality of earnings through a reduction
    in exceptional items;

  - Generate positive free cash flow.


PRO-GEST SPA: Moody's Lowers CFR to B3, Outlook Negative
--------------------------------------------------------
Moody's Investors Service downgraded Pro-Gest S.p.A.'s corporate
family rating to B3 from B1, its probability of default rating to
B3-PD from B1-PD and the rating on the company's EUR250 million
senior unsecured notes due 2024 to Caa1 from B2. Pro-Gest is an
Italian vertically integrated producer of recycled paper,
containerboard, corrugated cardboard and packaging solutions. The
outlook on all ratings has been revised to negative from stable.

"T[he] action was prompted by the sharp deterioration in the
company's performance and liquidity due to lower selling prices
which led to a build-up of its inventory, the uncertainty on when
the production activities in Mantova will be resumed and the recent
EUR47.5 million fine from the Italian anti-trust authority," says
Donatella Maso, Moody's lead analyst for Pro-Gest. "The rating
downgrade and negative outlook also reflect a potential breach of
financial covenants at year end on part of the company's financial
debt", continued Ms. Maso.

RATINGS RATIONALE

Weaker demand in both Italy and across Europe and the consequent
contraction in selling prices combined with higher fixed costs due
the suspension in the production at Mantova were the main causes
for the 17% fall in the company's reported EBITDA (before the
provision related to the antitrust fine) over the first six months
of 2019. This led the company's leverage (as adjusted by Moody's)
to rise to around 6.0x on an LTM basis June 2019. Even though the
selling prices seem to have stabilised, the trading environment
remains challenging and Moody's does not expects any EBITDA's
recovery in 2019.

In an effort to protect its profitability margins Pro-gest decided
to reduce sale volumes for containerboard and corrugated board and
to increase the stock levels. This move translated in a significant
rise in inventory which absorbed significant cash through June with
no visibility as to whether the company will be able to unwind part
of working capital in the second half of the year.

As a result of the weakening performance and the negative free cash
flow generation, the rating agency expects the company to breach
its net leverage financial covenant of 4x as of December 2019.
Financial covenants are included in the company's bank loans and
mini-bonds documentation for an aggregate debt of approximately
EUR150 million. Moody's understands that some debt, including the
export credit facility, does not include any cure rights or a grace
period. In Moody's view, the company will therefore have to
successfully renegotiate its covenants in order to avoid having to
repay such debt in 2020.

Furthermore, last August, the company was fined with EUR47.5
million from the Italian competition authority for engaging in
alleged anti-competitive practices. The fine becomes due on the 4th
of November. Moody's understands that Pro-Gest will appeal this
decision to the regional administrative court on 4th of October,
which could potentially suspend the payment of the fine until final
appeal. Pro-Gest will also seek to repay the sanction in 30
installments starting in 2020. Despite the uncertainty regarding
the final amount, timing and terms of the payment, it could
represent a significant drain on the company's liquidity sources,
at a time when liquidity has weakened owing to the cash burn linked
to the negative working capital move, and the potential breach of
financial covenants.

Moody's would also like to draw attention to certain governance
considerations with respect to Pro-Gest. The company's approach to
the ramp-up of the Mantova facility and to liquidity management at
a time when operating performance has weakened are risks that have
been factored into Moody's assessment of the credit risk associated
with Pro-Gest.

LIQUIDITY

Pro-Gest's liquidity has deteriorated during Q2, mainly because of
the significant working capital build-up which has absorbed large
amount of cash and it will unlikely unwind during the remainder of
the year. Given the lack of a committed revolving facility, the
company will have to rely on the EUR78 million of cash held on
balance sheet at the end of June 2019 and uncommitted lines,
estimated to be available for around EUR80 million, to withstand
its near term liquidity needs such as mandatory debt repayments,
committed investments, the potential payment of the antitrust fine
and part of its debt in case of a waiver on covenants is not
granted.

STRUCTURAL CONSIDERATIONS

The B3-PD PDR is in line with the CFR. This is based on a 50%
recovery rate, as typical for transactions with both bond and bank
debt. The Caa1 rating on the senior unsecured notes due 2024 is one
notch below the CFR, reflecting the large amount of debt sitting in
the operating subsidiaries that are not guaranteeing the notes and
considered senior to the notes. The capital structure includes an
export credit facility of EUR40 million, medium-and long-term
facilities of EUR104 million, Italian mini bonds of EUR85 million,
and finance leases of EUR18 million.

The 2024 notes are unsecured and guaranteed by the issuer and
certain subsidiaries, which accounted for 60% of total assets on an
aggregated basis, 79% of consolidated revenue and other income, and
62% of EBITDA on an aggregated basis (gross of intragroup
transactions) as of June 2019.

RATIONALE FOR THE NEGATIVE OUTLOOK

The negative outlook on Pro-Gest's ratings reflects the uncertainty
on the prospects for both operational and liquidity improvement,
including (1) the company's plans to unwind the significant working
capital build-up and improve its free cash flow generation; (2) its
ability to timely renegotiate its financial covenants; (3) the
amount, timing and terms of the payment of the antitrust fine; and
(4) the authorisation to restart the activities at its Mantova
facility.

WHAT COULD CHANGE THE RATING UP/DOWN

Upward pressure on the ratings is unlikely in the near term but
could arise over time if Pro-Gest's operating performance were to
improve driven by increasing volumes and selling prices and the
resume of Mantova resulting in (1) its EBITDA margin to remain
around the high teens in percentage terms; (2) Moody's adjusted
debt/EBITDA to stay below 6.0x debt/EBITDA on a sustainable basis;
(3) sustained positive free cash flow generation; and (4) an
adequate liquidity profile.

Downward pressure on the ratings could develop if the company's
performance and liquidity continue to deteriorate, for example if
financial covenants are breached and the company fails to agree on
a waiver on a timely manner. Quantitatively, Moody's could
downgrade the ratings if (1) Moody's adjusted debt/EBITDA rises
above 7.0x on a sustainable basis; (2) Pro-Gest is unable to
improve its free cash flow generation to at least break-even
levels; and (3) is unable to reduce its reliance on uncommitted and
short-term funding.

LIST OF AFFECTED RATINGS:

Downgrades:

Issuer: Pro-Gest S.p.A.

  Corporate Family Rating, Downgraded to B3 from B1

  Probability of Default Rating, Downgraded to B3-PD from B1-PD

  Backed Senior Unsecured Regular Bond/Debenture, Downgraded to
Caa1 from B2

Outlook Actions:

Issuer: Pro-Gest S.p.A.

Outlook, Changed To Negative From Stable

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Paper and
Forest Products Industry published in October 2018.

COMPANY PROFILE

Headquartered in Treviso (Italy), Pro-Gest S.p.A. is an Italian
vertically integrated producer of recycled paper, containerboard,
corrugated cardboard and packaging solutions. The company operates
three recycling plants, six paper mills, four corrugators, eight
packaging plants, and two tissue converting plants or overall 23
production facilities, all located in Italy, and employs over 1,100
people.

For the last twelve months ended June 30, 2019, Pro-Gest reported
core revenue of EUR466 million and EBITDA of EUR91 million (Moody's
adjusted before the provision for the antitrust fine). The company
is family owned, and Bruno Zago, who founded Pro-Gest in 1973, is
also its CEO.




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

TELEFONICA EUROPE: Moody's Rates Proposed Hybrid Securities 'Ba2'
-----------------------------------------------------------------
Moody's Investors Service assigned a Ba2 rating to Telefonica
Europe B.V.'s proposed issuance of undated, deeply subordinated,
guaranteed fixed rate reset securities, which are fully and
unconditionally guaranteed by Telefonica S.A. on a subordinated
basis. The outlook is stable.

"The Ba2 rating we have assigned to the hybrid debt is two notches
below Telefonica's senior unsecured rating, of Baa3, primarily
because the instrument is deeply subordinated to other debt in the
company's capital structure," says Carlos Winzer, a Moody's Senior
Vice President and lead analyst for Telefonica.

Telefonica plans to use the net proceeds for general corporate
purposes, including supporting its liquidity cushion and preserving
its layer of hybrid capital.

RATINGS RATIONALE

The Ba2 rating assigned to the hybrid debt is two notches below the
group's senior unsecured rating of Baa3.

The two-notch rating differential reflects the deeply subordinated
nature of the hybrid debt. The instrument: (1) is perpetual; (2) is
senior only to common equity; (3) provides Telefonica with the
option to defer coupons on a cumulative basis; (4) steps up the
coupon by 25 basis points (bps) at least ten years after the
issuance date and a further 75 bps occurring 20 years after the
first call date; and (5) the issuer must come current on any
deferred interest if there are any payments on parity or junior
instruments. The issuer does not have any preferred shares
outstanding that would rank junior to the hybrid debt, and the
issuer's articles of association do not allow the issuance of such
shares by the issuer.

In Moody's view, the notes have equity-like features that allow
them to receive basket "C" treatment, i.e., 50% equity and 50% debt
for financial leverage purposes.

Telef0nica S.A.'s Baa3 rating reflects (1) the company's large
scale; (2) the diversification benefits associated with its strong
position in its key markets; (3) its rich TV content and bundled
offerings, which provide it with a competitive advantage in Spain;
(4) the ample fibre roll-out of its high-quality network in Spain,
Brazil and specific areas in Latin America; (5) management's track
record of executing a well-defined business strategy; (6) the
company's continued access to debt capital markets and its good
liquidity risk management; and (7) management's commitment to
reduce debt gradually.

However, Telefonica's rating also reflects (1) fierce competition
in the low-end residential mobile segment in Spain; (2) the intense
competition in the UK, despite the fact that O2 UK benefits from
the largest customer base, lowest churn and good commercial
performance; (3) the fact that Mexico and Germany remain
competitive, despite Germany being a more rational market with
competitors keeping moving into larger data bundles propositions;
and (4) uncertainties related to Drillisch's plans after its
spectrum acquisition in the German market and how it might affect
Telefonica. In addition, the rating factors take into consideration
the company's exposure to emerging market risks, foreign-currency
volatility particularly in Argentina and Venezuela and the fact
that Telefonica does not own 100% of all of its consolidated
subsidiaries.

RATIONALE FOR STABLE OUTLOOK

The stable outlook on Telefonica primarily reflects its broadly
stable operating performance, coupled with management's willingness
to continue reducing debt and achieve its deleveraging plan
organically over time. Moody's expects Telefonica to operate in a
challenging domestic market, with tough competition and weaker
underlying economic conditions, which could challenge its revenue
growth.

WHAT COULD CHANGE THE RATING UP/DOWN

As the hybrid debt rating is positioned relative to another rating
of Telefonica, either: (1) a change in Telefonica's senior
unsecured rating; or (2) a re-evaluation of its relative notching
could affect the hybrid debt rating.

A rating downgrade could result if (1) Telef0nica were to deviate
from its financial strengthening plan, as a result of weaker cash
flow generation; and/or (2) the company's operating performance in
Spain and other key markets were to deteriorate, with no likelihood
of short-term improvement in underlying trends. Resulting metrics
would include the ratio of retained cash flow to net adjusted debt
of less than 15% and/or the ratio of net adjusted debt to EBITDA of
3.75x or higher with no expectation of improvement.

Conversely, Moody's could consider an upgrade of Telef0nica's
rating to Baa2 if the company's credit metrics were to strengthen
significantly as a result of improved operational cash flow and
debt reduction. More specifically, the rating could benefit from
positive pressure if it became clear that the company were able to
achieve sustainable improvements in its debt ratios, such as a
ratio of adjusted retained cash flow to net debt above 22% and a
ratio of adjusted net debt to EBITDA comfortably below 3.0x.

LIST OF AFFECTED RATINGS

Assignments:

Issuer: Telefonica Europe B.V.

BACKED Preference Stock Preference Stock, Assigned Ba2

COMPANY PROFILE

Telefonica S.A., domiciled in Madrid, Spain, is a leading global
integrated telecommunications provider, with significant presence
in Spain, Germany, the UK and Latin America. In 2018, Telefonica
generated revenue and EBITDA of EUR48.7 billion and EUR15.6
billion, respectively.




=====================
S W I T Z E R L A N D
=====================

SCHMOLZ+BICKENBACH: Moody's Lowers CFR to Caa1, Outlook Negative
----------------------------------------------------------------
Moody's Investors Service downgraded the Corporate Family Rating
and the Probability of Default Rating of Swiss-based specialty
steel producer SCHMOLZ + BICKENBACH AG to Caa1 from B3 and to
Caa1-PD from B3-PD, respectively. Concurrently, Moody's has
downgraded to Caa1 from B3 the instrument rating of the EUR350
million senior secured notes due 2022 issued by S+B's wholly owned
subsidiary SCHMOLZ+BICKENBACH Luxembourg Finance S.A. The outlook
remains negative.

"The downgrade follows the company's second profit warning this
year on September 11, 2019 and reflects Moody's expectation that
S+B's weaker operational performance will be more severe and
protracted than previously anticipated leading to leverage in the
double digits in 2019 and in 2020," says Maria Maslovsky, a Vice
President -- Senior Analyst at Moody's, and lead analyst for
SCHMOLZ + BICKENBACH.

RATINGS RATIONALE

S+B's latest revision of its full-year EBITDA guidance to EUR70
million - EUR100 million indicates the company's expectation of
severe reduction compared with EBITDA of EUR237 million reported in
2018. This substantial decline is driven by persistent weakness in
the automotive and auto part manufacturing as well as the
mechanical engineering industries. Moody's maintains a negative
outlook for both automotive and auto parts manufacturers and
anticipates a contraction in global light vehicle sales over the
next 12 to 18 months. Moody's expects global sales to fall 3.8% in
2019 and 0.9% in 2020 according to its outlook for global
automotive manufacturing published on August 1, 2019. This forecast
largely reflects a further weakening in demand in China and Western
Europe and puts further pressure on S+B's ability to improve its
earnings in the coming quarters. Based on the revised guidance,
Moody's expects S+B's leverage to rise sharply to exceed 10.0x in
2019 and in 2020.

SCHMOLZ + BICKENBACH's corporate family rating continues to reflect
(1) the company's high and increasing leverage, with 7.7x
Moody's-adjusted gross debt/EBITDA as of June 30, 2019; (2) the
company's relatively small scale and modest profitability; (3) the
cyclical nature of the primary end markets that S+B serves; and (4)
the company's limited pricing power, especially during a market
downturn. These negatives are partially offset by S+B's (1)
production and technological expertise; (2) focus on the less
commoditised quality and engineering, stainless and tool long steel
markets; and (3) well-established, long-term customer
relationships, with a diversified customer base.

LIQUIDITY PROFILE

Moody's views S+B's liquidity as weakened owing to a possible
covenant breach if relief is not granted by the banks. The covenant
levels were relaxed by the banks in the first quarter 2019 at S+B's
request in anticipation of weakened performance in 2019. However,
Moody's considers that covenant headroom may still be very tight in
the coming quarters.

More positively, Moody's notes that in the second quarter S+B has
been able to release EUR48 million from its working capital
supporting free cash flow. The company had a cash balance of around
EUR60.6 million and availability of EUR244.4 million under the
committed EUR375 million (RCF), and also EUR90.2 million available
under the EUR297 million ABS programme. S+B has no debt maturities
until 2022 when both its bonds and RCF are due.

RATIONALE FOR THE NEGATIVE OUTLOOK

The negative rating outlook reflects its expectation of continued
weak operating performance in 2019 which will constrain cash flow
generation, as well as uncertainty regarding compliance with
applicable covenants.

WHAT COULD CHANGE THE RATINGS UP/DOWN

Although not expected at this time, upward pressure on the rating
could occur if the company consistently generates positive free
cash flow after dividends and capital expenditures, and if it
reduces its Moody's-adjusted debt/EBITDA to closer to 6.0x.
Adequate liquidity, including also comfortable headroom under
applicable covenants, would also be necessary.

Further downgrade pressure would likely result from a deterioration
in liquidity or if there is no recovery in earnings.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Steel Industry
published in September 2017.

COMPANY PROFILE

Swiss-based SCHMOLZ + BICKENBACH AG is one of the world's leading
manufacturers, processors and distributors of special long steel
products, operating with a global sales and services network in a
niche market within the larger steel industry. In 2018, S+B
reported revenues of EUR3.3 billion and EBITDA of EUR251 million.




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

BENITO'S HAT: Enters Into Company Voluntary Arrangement
-------------------------------------------------------
Neil Gerrard at The Caterer reports that Benito's Hat has entered
into a Company Voluntary Arrangement (CVA) to renegotiate terms
with its landlords, as it grapples with what it terms a "cashflow
challenge".

The Mexican food chain has eight sites, with six in London, one in
Oxford and one in St Albans, Hertfordshire, The Caterer discloses.

The firm has recently developed a new business model, reducing new
build costs and giving it the ability to open stores without
extraction in smaller footprints, The Caterer relates.  However, it
said the changes have resulted in a number of one-off costs that
have impacted its cashflow, combined with slower-than-expected
maturity of its new sites, The Caterer notes.


CASTELL PLC 2019-1: Moody's Rates GBP5.92MM Class F Notes 'B2'
--------------------------------------------------------------
Moody's Investors Service assigned definitive long-term credit
ratings to the following Classes of Notes issued by Castell 2019-1
PLC:

GBP196.59M Class A Mortgage Backed Floating Rate Notes due July
2052, Definitive Rating Assigned Aaa (sf)

GBP19.73M Class B Mortgage Backed Floating Rate Notes due July
2052, Definitive Rating Assigned Aa1 (sf)

GBP15.78M Class C Mortgage Backed Floating Rate Notes due July
2052, Definitive Rating Assigned A1 (sf)

GBP6.58M Class D Mortgage Backed Floating Rate Notes due July 2052,
Definitive Rating Assigned Baa2 (sf)

GBP5.26M Class E Mortgage Backed Floating Rate Notes due July 2052,
Definitive Rating Assigned Ba1 (sf)

GBP5.92M Class F Mortgage Backed Floating Rate Notes due July 2052,
Definitive Rating Assigned B2 (sf)

Moody's has not assigned any ratings to the GBP 11.84M Class X
Floating Rate Notes due July 2052 and GBP 13.15M Class Z Mortgage
Backed Floating Rate Notes due July 2052.

This transaction is the third term securitisation transaction
launched by Optimum Credit Limited ("Optimum", not rated) and rated
by Moody's. Pepper Money Limited ("Pepper", not rated) acquired
Optimum in 2018. The final portfolio of loans is taken from the
existing warehouse Optimum Three Limited (rated by us) and consists
of loans secured by second charge mortgages on properties located
in the UK. At the final pool cut-off date, the pool has a current
loan balance of approximately GBP 228.1 million, extended to 5,068
borrowers. Approximately, 77.1% of the final pool has been
originated during 2019.

RATINGS RATIONALE

The ratings of the Notes take into account, among other factors:
(i) the performance of the previous transactions launched by
Optimum; (ii) the credit quality of the underlying mortgage loan
pool, from which Moody's determined the MILAN Credit Enhancement
and the portfolio expected loss; (iii) legal considerations; (iv)
the initial credit enhancement provided to the senior Notes by the
junior Notes, the general reserve fund of 2.25% of mortgage backed
Notes as well as the liquidity reserve fund of 1.5% of Classes A
and B; and (v) the ability to add new loans to the collateral pool
during the pre-funding period until October 25, 2019 which could
account for up to 13.3% of the final collateral pool equivalent to
GBP 35 million.

  -- Expected Loss and MILAN CE Analysis

The MILAN CE reflects the loss Moody's expects the portfolio to
suffer in the event of a severe recession scenario. The expected
portfolio loss of 6.0% and the MILAN CE of 21% serve as input
parameters for Moody's cash flow model and tranching model.

Portfolio expected loss of 6.0% is in line with other UK
non-conforming RMBS transactions of ca. 5.9%, owing to: (i) all of
the loans in the pool having a second charge over the properties;
(ii) the performance of Optimum's precedent transactions; (iii) the
current macroeconomic environment in the UK; (iv) the limited
historical information; and (v) benchmarking with similar UK
non-conforming transactions.

MILAN CE of 21% is lower than in other UK non-conforming RMBS
transactions of ca. 24.6%. The MILAN CE figure was derived based on
the following: (i) WA CLTV of 65.4%, which is lower than the UK
owner-occupied average; (ii) all of the loans in the pool having a
second charge over the properties; (iii) the percentage of
self-employed borrowers in the pool of 17.6%; (iv) a high
concentration in London and South East; (v) the limited historical
information; and (vi) benchmarking with similar UK non-conforming
transactions.

  -- Transaction structure

At closing, the general reserve fund equals 2.25% of the closing
principal balance of the Class A-Z Notes (excluding X Notes), i.e.
GBP 5.9 million. The general reserve fund will be replenished after
the PDL cure of the Class F Notes and can be used to pay senior
fees and costs and interest on Classes A-F Notes and clear Classes
A-F PDL.

The liquidity reserve fund equals 1.5% of the outstanding Class A
and B Notes and will be funded by principal proceeds (until the
required amount is funded). The liquidity reserve fund is available
to cover senior fees and costs and Classes A and B interest. After
the liquidity reserve fund reaches its target, it will be
replenished using interest collections.

  -- Operational Risk Analysis

Pepper (UK) Limited is the servicer in the transaction while
Citibank, N.A., London Branch (Aa3/(P)P-1 & Aa3(cr)/P-1(cr)) is
acting as a cash manager. In order to mitigate the operational
risk, Intertrust Management Limited (not rated) acts as backup
servicer facilitator. To ensure payment continuity over the
transaction's lifetime the transaction documents incorporate
estimation language whereby the cash manager can use the three most
recent servicer reports to determine the cash allocation in case no
servicer report is available. The transaction also benefits from
the equivalent of 5.1 months liquidity assuming a stressed SONIA
assumption of 5.7%.

All of the payments under the loans in this pool are paid into a
separate collection account in the name of the originator at
National Westminster Bank Plc ((P)A2/P-1 & Aa3(cr)/P-1(cr)).
Payments are transferred daily from the collection account to the
issuer account held at Citibank, N.A., London Branch with a
transfer requirement if the rating of the account bank falls below
A2/P-1. The seller has declared a trust (between the issuer, the
seller and the collection account bank) over the collection account
in favor of the issuer and itself.

  -- Interest Rate Risk Analysis

82.3% of the loans in the final pool are fixed rate loans reverting
to Optimum's SVR with the remaining proportion already linked to
Optimum's SVR. To mitigate the fixed floating mismatch, there is a
fixed floating balance guaranteed swap provided by NatWest Markets
Plc (Baa2/P-2 & A3(cr)/P-2(cr)), a wholly owned subsidiary of The
Royal Bank of Scotland Group plc (Baa2/P-2).

After the fixed rate loans revert to floating rate, there is a
basis risk mismatch in the transaction, which results from the
mismatch between the Optimum base-rate linked loans in the pool,
where the Optimum base-rate is linked to one-month LIBOR, and the
compounded SONIA used to calculate the interest payments on the
Notes. Moody's has taken into consideration the absence of basis
swap in its cash flow modelling.

  -- Methodology

The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
July 2019.

The analysis undertaken by Moody's at the initial assignment of
ratings for RMBS securities may focus on aspects that become less
relevant or typically remain unchanged during the surveillance
stage.

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

Significantly different loss outcomes compared with its
expectations at close due to either a change in economic conditions
from its central scenario forecast or idiosyncratic performance
factors would lead to rating actions. For instance, should economic
conditions be worse than forecast, the higher defaults and loss
severities resulting from a greater unemployment, worsening
household affordability and a weaker housing market could result in
a downgrade of the ratings. Deleveraging of the capital structure
or conversely a deterioration in the Notes available credit
enhancement could result in an upgrade or a downgrade of the
ratings, respectively.

CASTELL PLC 2019-1: S&P Assigns BB Rating on Class F Notes
----------------------------------------------------------
S&P Global Ratings assigned its credit ratings to Castell 2019-1
PLC's class A, B, C, D, E, and F notes. At closing, Castell 2019-1
also issued unrated class X and Z notes.

The assets backing the notes are second-ranking mortgage loans. The
majority of the pool is considered to be prime, with 93.62%
originated under Optimum's prime product range and with the
remaining balance categorized as "near prime." These are
categorized by lower credit scores and potentially adverse credit
markers such as such as county court judgements.

The loans and their related security took effect in equity only in
England and Wales or via a Scottish declaration of trust in
Scotland on the issue date and on subsequent relevant further
purchase dates during the prefunding period. The issuer granted a
first fixed equitable charge in England or a first-ranking standard
security over its beneficial interest in Scotland in favor of the
trustee over its interests in the loans and related security.

The issuer is an English special-purpose entity, which S&P
considers to be bankruptcy remote for its credit analysis.

Interest is paid monthly on the interest payment dates beginning in
October 2019. The rated notes pay interest equal to daily Sterling
Overnight Index Average plus a class-specific margin with a further
step up in margin following the optional call date in October 2022.
All of the notes reach legal final maturity in July 2052.

S&P said, "The ratings reflect our view of Optimum's underwriting
standards as well as the prior performance of its originated loans,
our assessment of the transaction's payment structure and cash flow
mechanics, and the results of our cash flow analysis to assess
whether the notes would be repaid under stressed scenarios, among
other factors. The ratings address the timely payment of interest
and ultimate payment of principal by legal final maturity.

"Under our credit and cash flow analysis the class E and F notes
could withstand our stresses at higher rating levels than those
currently assigned; however the ratings were constrained by
additional factors we considered. First, we considered the relative
position of those classes in the capital structure and the lower
credit enhancement compared to the senior notes. Additionally, we
factored into our analysis the 0.20% increase in total arrears
since we assigned our preliminary ratings."

  Ratings List

  Castell 2019-1 PLC

  Class  Rating   Amount
                              (mil. GBP)
  A      AAA (sf) 196.592
  B             AA (sf ) 19.725
  C             A (sf)   15.780
  D             BBB (sf) 6.575
  E       BBB- (sf) 5.260
  F             BB (sf)  5.918
  X      NR       11.835
  Z      NR        13.150

  NR--Not rated.


DEBENHAMS PLC: Court Rejects Challenges to Rescue Plan
------------------------------------------------------
Noor Zainab Hussain at Reuters reports that British department
store group Debenhams plc said on Sept. 19 that its company
voluntary arrangement (CVA) will go ahead as planned after a court
rejected challenges to the rescue plan.

Debenhams said on Sept. 19, the challenge to its CVA was rejected
on four of the five grounds, and the remaining has been addressed
by the deletion of a technical provision relating to landlord
forfeiture, Reuters relates.

"Our proposals had unprecedented levels of support from our
landlords and [Thurs]day's outcome is good news for our 25,000
employees, our pensioners and suppliers," Reuters quotes Chief
Executive Officer Stefaan Vansteenkiste as saying in an email.

"We retain the support of our lenders, and everyone at Debenhams
can continue to focus on trading ahead of the important Christmas
period."

The CVA was earlier challenged by Sports Direct and M&G Real
Estate, Reuters notes.

Once the country's biggest department store chain, Debenhams has
been hit by a sharp slowdown in sales, high rents and ballooning
debt, plus a power struggle with former shareholder Mike Ashley's
Sports Direct, Reuters discloses.


MBI WALSDEN: Investors to Vote on CVA Proposal in October
---------------------------------------------------------
Simon Goodley at The Guardian reports that investors in an aborted
Gavin Woodhouse care home project are to vote on whether the
embattled entrepreneur's former business partner is attempting to
"buy them off at a pittance" via a new settlement offer.

According to The Guardian, the October vote will give investors the
chance of accepting 11p for every pound they ploughed into a single
off-plan development in Yorkshire, where the advertised care home
never materialized.

MBI Walsden Care Ltd raised GBP5.8 million from investors in 2014,
but the cash has now vanished from the firm's bank account, The
Guardian discloses.

On Sept. 16, Judge Mark Mullen ruled that Robin Forster, the sole
director of the Woodhouse-owned company, could offer investors a
vote on his proposal next month, rather than the company being
taken immediately into administration, The Guardian relates.

The ruling came after the June publication of an undercover
investigation by the Guardian and ITV News, which posed questions
about the business interests of Woodhouse, who raised more than
GBP80 million from private investors to build care homes and buy
hotels, but whose firms have a multimillion-pound "black hole", The
Guardian notes.

A string of Woodhouse companies were then placed into
administration during the summer, with the insolvency firm Duff &
Phelps taking over the running of the companies, The Guardian
recounts.

MBI Walsden was spared this fate after its sole director Forster
promised the high court he would not dissipate the firm's assets,
The Guardian states.

On Sept. 16, Mr. Forster asked the court to delay Duff & Phelps
taking over the running of MBI Walsden to allow investors to
consider his company voluntary arrangement, an insolvency process
that allows struggling companies to agree to a deal to alleviate
their financial problems, assuming creditors holding at least 75%
of the debt agree, The Guardian relays.

According to The Guardian, Mr. Forster says he was unaware how
Woodhouse had been running shared businesses and that his own
company, Qualia Care, is unconnected to Woodhouse.

Duff & Phelps' applications to take four more Woodhouse firms into
administration -- Giant Hospitality, Campus House, Ideal Rooms and
Ideal Management -- were granted, The Guardian notes.

Woodhouse, who has denied any wrongdoing, wrote to the court to say
he neither consented to or opposed the applications, The Guardian
states.


THOMAS COOK: Survival Hinges on GBP200-Mil. Extra Funding
---------------------------------------------------------
Lauren Walker at The Scotsman reports that Thomas Cook's chances of
survival depend on extra funding, as holidaymakers are left unsure
about trips planned with the firm.

According to The Scotsman, Britain's oldest travelling firm Thomas
Cook is in emergency talks to safeguard its future after it was
given a last-minute demand to secure GBP200 million in extra
contingency funding by its lenders, led by Royal Bank of Scotland
and Lloyds.

The 178-year-old travel agent could face going bust if it does not
manage to come up with the funds, which could urge the government
to launch the biggest peacetime repatriation by the Civil Aviation
Authority of over 150,000 British holidaymakers at a cost of GBP600
million, The Scotsman states.

It has been said the firm held contingency talks with ministers to
prepare for the repatriation, The Scotsman notes.

Thomas Cook announced on Sept. 20 that talks to agree final terms
on the recapitalization and reorganization of the firm with a range
of stakeholders, including Club Med owner Fosun, are ongoing, The
Scotsman relates.

Worried customers and family members of holidaymakers who fear
being stranded abroad have contacted the touring operator on
Twitter to find out what security Thomas Cook will offer, The
Scotsman discloses.

The firm formerly struggled with financial woes in 2011, when it
had major debt problems and took out a GBP100 million loan just one
week after paying the previous loan of the same amount off, The
Scotsman recounts.

                      Contingency Planning

Meanwhile, BBC News reports that UK Foreign Secretary Dominic Raab
has said the government is ready to fly holidaymakers back to the
UK if tour operator Thomas Cook collapses.

Mr. Raab told the BBC's Andrew Marr Show contingency planning was
in place to make sure no-one would be stranded.

But he dampened hopes of a government rescue bid for the firm, BBC
notes.

Mr. Raab, as cited by BBC, said he did not want to undermine the
rescue talks that Thomas Cook is currently conducting with its
biggest shareholder and creditors in the City of London.

The Transport Salaried Staffs Association (TSSA) union, which
represents Thomas Cook staff, is urging the government to step in
with a bail out amid fears the company's collapse could leave about
150,000 British tourists stranded, BBC discloses.

Thomas Cook customers have been reminded on social media that they
have Atol protection -- a fund paid for through industry levies --
"in the event that Thomas Cook goes into administration", BBC
relays.

The travel firm also reassured customers on Sept. 21 that flights
continue to operate as normal, BBC recounts.

                       Emergency Coalition

Separately, The Sunday Telegraph's Oliver Gill reports that an
emergency coalition of some of Europe's biggest airlines, including
British Airways and Virgin Atlantic, is on high alert to rescue
Thomas Cook customers if the tour operator cannot be saved from
collapse within 24 hours.

The Sunday Telegraph understands that the Civil Aviation Authority
has held detailed conversations with a group of five airlines,
which also includes easyJet, German travel operator Tui and package
holiday firm Jet2.


WRIGHTBUS: At Risk of Administration After Bidders Withdraw
-----------------------------------------------------------
Oliver Gill at The Telegraph reports that the future of "Boris Bus"
maker Wrightbus is hanging by a thread after two major bidders
withdrew from a process to rescue the company.

Chinese engineering giant Weichai and Jo Bamford, the son of JCB
founder Lord Bamford, walked away from an auction of the company
within hours of one another on Sept. 20, The Telegraph relates.

According to The Telegraph, with sources warning that the company
has little more than a week of a cash remaining, Wrightbus could
collapse into administration within days, putting 1,400 jobs at
risk.

Weichai formally dropped out on Friday morning, The Telegraph
discloses.  Mr. Bamford walked away later in the day after talks
broke down about the amount of rent he would have to pay to lease
the company's Ballymena headquarters, The Telegraph notes.




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

[*] BOND PRICING: For the Week September 16 to September 20, 2019
-----------------------------------------------------------------
Issuer                   Coupon   Maturity  Currency  Price
------                    ------  --------  --------  -----
Lecta SA                   6.500     8/1/2023  EUR   40.125
Teva Pharmaceutical Fina   3.150    10/1/2026  USD   72.639
Thomas Cook Group PLC      6.250    6/15/2022  EUR   20.000
Valaris plc                5.750    10/1/2044  USD   49.159
Tereos Finance Groupe I    4.125    6/16/2023  EUR   75.131
Valaris plc                5.200    3/15/2025  USD   61.895
Valaris plc                4.500    10/1/2024  USD   62.423
Valaris plc                8.000    1/31/2024  USD   70.834
Teva Pharmaceutical Fina   1.625   10/15/2028  EUR   68.470
Teva Pharmaceutical Fina   4.100    10/1/2046  USD   62.378
Banca Monte dei Paschi d   5.375    1/18/2028  EUR   65.312
Jain International Tradi   7.125     2/1/2022  USD   54.078
Thomas Cook Finance 2 PL   3.875    7/15/2023  EUR   18.763
Mallinckrodt Internation   4.750    4/15/2023  USD   51.703
Teva Pharmaceutical Fina   1.875    3/31/2027  EUR   72.703
Lecta SA                   6.375     8/1/2022  EUR   39.978
Officine Maccaferri-SpA    5.750     6/1/2021  EUR   57.190
Casino Guichard Perracho   1.133               EUR   34.916
Rallye SA                  4.000     4/2/2021  EUR   21.000
Teva Pharmaceutical Fina   1.000    7/28/2025  CHF   74.129
Mallinckrodt Internation   5.750     8/1/2022  USD   66.135
Pizzaexpress Financing 1   8.625     8/1/2022  GBP   29.550
Casino Guichard Perracho   3.992               EUR   57.361
Nostrum Oil & Gas Financ   8.000    7/25/2022  USD   56.838
Senvion Holding GmbH       3.875   10/25/2022  EUR   28.473
Aldesa Financial Service   7.250     4/1/2021  EUR   53.699
HSBC Bank PLC              2.500               USD   72.206
Astaldi SpA                7.125    12/1/2020  EUR   22.925
Mallinckrodt Internation   5.625   10/15/2023  USD   57.088
La Financiere Atalian SA   4.000    5/15/2024  EUR   65.857
Galapagos Holding SA       7.000    6/15/2022  EUR    7.569
Mallinckrodt Internation   5.500    4/15/2025  USD   54.152
HOCHDORF Holding AG        2.500               CHF   38.465
Aegon NV                   2.139               USD   63.592
Vallourec SA               2.250    9/30/2024  EUR   71.704
HSBC Bank PLC              2.938               USD   72.129
Sudzucker International    2.757               EUR   73.224
Banque Federative du Cre   0.368               EUR   60.487
VIEO BV                    6.750     9/7/2020  EUR   42.520
Boparan Finance PLC        4.375    7/15/2021  EUR   50.052
KCA Deutag UK Finance PL   9.625     4/1/2023  USD   66.756
Air France-KLM             0.125    3/25/2026  EUR   18.446
Kirk Beauty One GmbH       8.750    7/15/2023  EUR   64.417
Cooperativa Muratori & C   6.000    2/15/2023  EUR    3.630
Rallye SA                  4.371    1/23/2023  EUR   20.000
Offshore Drilling Holdin   8.375    9/20/2020  USD   29.415
Paragon GmbH & Co KGaA     4.500     7/5/2022  EUR   68.232
ING Groep NV               0.350               EUR   67.758
Ageasfinlux SA             0.966               EUR   46.364
AXA SA                     0.565               EUR   69.370
Nostrum Oil & Gas Financ   7.000    2/16/2025  USD   57.044
AXA SA                     0.548               EUR   62.484
AXA SA                     1.807               USD   68.863
Moby SpA                   7.750    2/15/2023  EUR   29.148
Intralot Capital Luxembo   6.750    9/15/2021  EUR   70.345
Steinhoff Europe AG        1.875    1/24/2025  EUR   73.214
BNP Paribas Fortis SA      1.680               EUR   68.857
Vallourec SA               4.125    10/4/2022  EUR    5.322
Cooperativa Muratori & C   6.875     8/1/2022  EUR    3.500
Rothschild & Co Continua   0.210               EUR   68.447
Rallye SA                  4.000   11/23/2020  CHF   20.515
KCA Deutag UK Finance PL   7.250    5/15/2021  USD   65.234
Distribuidora Internacio   0.875     4/6/2023  EUR   53.371
Boparan Finance PLC        5.500    7/15/2021  GBP   49.022
Mitsubishi UFJ Investor    4.088   12/15/2050  EUR   55.189
O1 Properties Finance PL   8.250    9/27/2021  USD   69.000
Obrascon Huarte Lain SA    4.750    3/15/2022  EUR   69.373
Intralot Capital Luxembo   5.250    9/15/2024  EUR   50.732
AXA SA                     0.430               EUR   69.368
Greenyard Fresh NV         3.750   12/22/2021  EUR   55.297
Rallye SA                  3.250     2/8/2024  CHF   20.500
KCA Deutag UK Finance PL   9.875     4/1/2022  USD   65.917
EA Partners I BV           6.875    9/28/2020  USD   40.809
Steinhoff Finance Holdin   1.250   10/21/2023  EUR   45.496
La Financiere Atalian SA   5.125    5/15/2025  EUR   65.931
Korian SA                  2.500               EUR   46.207
Rothschild & Co Continua   2.938               USD   55.614
Fuerstenberg Capital II    5.625               EUR   66.309
Abengoa Abenewco 2 Bis S   1.500    4/26/2024  EUR
New Look Secured Issuer    6.500     7/1/2022  GBP   21.817
Caisse Federale du Credi   0.590               EUR   62.403
Debenhams PLC              5.250    7/15/2021  GBP   40.042
AXA SA                     2.330               USD   68.929
Neopost SA                 3.375               EUR   56.178
Bourbon Corp               6.446               EUR    2.560
BNP Paribas SA             0.975               EUR   55.000
Jyske Bank A/S             0.266               EUR   73.000
EA Partners II BV          6.750     6/1/2021  USD   42.000
Fibabanka AS               7.750   11/24/2027  USD   74.649
HSBC Bank PLC              2.250               USD   72.034
Obrascon Huarte Lain SA    5.500    3/15/2023  EUR   69.224
Banco Espirito Santo SA    4.000    1/21/2019  EUR   21.360
Societe Generale SA        2.625               USD   60.125
Astaldi SpA                4.875    6/21/2024  EUR   11.528
CNP Assurances             0.147               EUR   60.259
Constellation Oil Servic   9.500    11/9/2024  USD   43.974
FF Group Finance Luxembo   3.250    11/2/2021  CHF    8.561
Banco Santander SA         0.502               EUR   66.996
Privatbank CJSC Via UK S  10.250    1/23/2018  USD   30.218
FF Group Finance Luxembo   1.750     7/3/2019  EUR    3.538
Maisons du Monde SA        0.125    12/6/2023  EUR   44.938
HOCHDORF Holding AG        3.500    3/30/2020  CHF   15.510
BNP Paribas SA             2.726               USD   59.724
Fortenova Grupa dd         9.875     5/1/2019  EUR   20.218
Rallye SA                  5.250     2/1/2022  EUR   15.809
Air Berlin PLC             8.250    4/19/2018  EUR    2.441
Genfit                     3.500   10/16/2022  EUR   25.486
Credit Mutuel Arkea SA     0.216               EUR   60.670
DNB Bank ASA               2.837               USD   59.750
Jyske Bank A/S             0.735               EUR   73.300
Immigon Portfolioabbau A   6.059               EUR   15.702
Credit Agricole SA         0.711               EUR   69.255
Hema Bondco II BV          8.500    1/15/2023  EUR   70.987
ADLER Real Estate AG       2.500    7/19/2021  EUR   14.737
Bank Otkritie Financial   10.000    4/26/2019  USD    8.360
Grupo Isolux Corsan SA     6.000   12/30/2021  EUR    1.333
Banco Espirito Santo SA    2.625     5/8/2017  EUR   24.862
Pierre & Vacances SA       2.000     4/1/2023  EUR   52.678
Grupo Isolux Corsan SA     0.250   12/30/2021  EUR    0.103
Mallinckrodt Internation   5.750     8/1/2022  USD   64.553
Yuksel Insaat AS           9.500   11/10/2015  USD    1.999
NIBC Bank NV               2.627               USD   58.854
Credit Suisse AG           2.856    2/27/2030  USD  101.730
Air Berlin PLC             6.750     5/9/2019  EUR    2.268
Privatbank CJSC Via UK S  11.000     2/9/2021  USD    0.001
Rallye SA                  3.400    1/31/2022  EUR   17.000
DNB Bank ASA               2.813               USD   60.086
Avangardco Investments P  10.000   10/29/2018  USD    8.250
Banco BPM SpA              1.544               EUR   71.731
Econocom Group SA/NV       0.500     3/6/2023  EUR    7.131
Constellation Oil Servic   6.250    11/9/2019  USD    3.226
Fuerstenberg Capital Ers   1.287               EUR   59.396
Bilt Paper BV              9.640               USD    1.009
KCA Deutag UK Finance PL   9.875     4/1/2022  USD   65.674
Top Gun Realisations 73    8.000     7/1/2023  GBP    1.304
Banco Espirito Santo SA    4.750    1/15/2018  EUR   25.456
Mitsubishi UFJ Investor    3.887   12/30/2099  EUR    4.864
Orient Express Bank PJSC  10.000               USD   41.267
Fortenova Grupa dd         8.875     2/1/2020  USD   18.740
EOS Imaging SA             6.000    5/31/2023  EUR    6.055
Scholz Holding Gmbh        8.500   12/31/2019  EUR    1.625
Transcapitalbank JSC Via  10.000    9/18/2020  USD   56.212
Rickmers Holding AG        8.875    6/11/2018  EUR    1.673
Lambay Capital Securitie   6.250               GBP    1.209
DNB Bank ASA               2.813               USD   59.824
Scandinavian Airlines Sy   0.625               CHF   33.029
House of Fraser Funding    6.512    9/15/2020  GBP    2.687
Virgolino de Oliveira Fi  11.750     2/9/2022  USD    3.125
Nexity SA                  0.125     1/1/2023  EUR   65.936
OGX Austria GmbH           8.375     4/1/2022  USD    0.001
Odea Bank AS               7.625     8/1/2027  USD   70.559
syncreon Group BV / sync   8.625    11/1/2021  USD    6.703
Nexity SA                  0.250     3/2/2025  EUR   68.468
Espirito Santo Financial   6.875   10/21/2019  EUR    0.138
UkrLandFarming PLC        10.875    3/26/2018  USD   10.000
New Look Secured Issuer    4.500     7/1/2022  EUR   24.589
Virgolino de Oliveira Fi  10.500    1/28/2018  USD    3.166
BL Superstores Finance P   5.578    10/4/2025  GBP   99.331
Lecta SA                   6.500     8/1/2023  EUR   40.000
New World Resources NV     8.000     4/7/2020  EUR    1.342
La Financiere Atalian SA   6.625    5/15/2025  GBP   65.535
Fortenova Grupa dd         9.125     2/1/2020  EUR   18.748
FIGEAC-AERO                1.125   10/18/2022  EUR   23.843
Banco Espirito Santo SA    7.125   11/28/2023  EUR    0.156
Aralco Finance SA         10.125     5/7/2020  USD    1.000
Allied Irish Banks PLC    12.500    6/25/2035  GBP   72.000
Dexia Credit Local SA      1.326               EUR    8.674
Mallinckrodt Internation   5.500    4/15/2025  USD   52.541
Rallye SA                  1.000    10/2/2020  EUR   20.271
Afren PLC                  6.625    12/9/2020  USD    0.045
GNB - Cia de Seguros de    3.180               EUR   72.846
Santhera Pharmaceuticals   5.000    2/17/2022  CHF   66.938
OP Corporate Bank plc      0.629               EUR   69.425
Tresu Investment Holding   5.000    9/29/2022  EUR   41.633
Hellenic Bank PCL         10.000               EUR   46.380
Banco Espirito Santo SA    2.238               EUR    0.076
Credit Suisse AG           2.499    8/28/2030  USD   73.550
Hamon & CIE SA             5.500    1/30/2020  EUR   46.750
Barclays Bank PLC          2.938               USD   70.000
KCA Deutag UK Finance PL   9.625     4/1/2023  USD   66.150
NTRP Via Interpipe Ltd    10.250     8/2/2017  USD   30.242
Union Fenosa Preferentes   1.307               EUR   72.000
Eramet                     4.000               EUR   47.955
Air Berlin PLC             5.625     5/9/2019  CHF    2.683
NIBC Bank NV               0.552               EUR   58.833
Dexia SA                   1.405               EUR    8.513
Cirio Holding Luxembourg   6.250    2/16/2004  EUR    1.248
Lehman Brothers UK Capit   3.875               EUR    7.461
Portugal Telecom Interna   6.250    7/26/2016  EUR    1.108
Stichting Afwikkeling On  11.250               EUR    1.336
Mallinckrodt Internation   5.625   10/15/2023  USD   55.394
Virgolino de Oliveira Fi  10.500    1/28/2018  USD    3.166
Alno AG                    8.500    5/14/2018  EUR    6.395
HSBC France SA             0.545               EUR   56.300
OAS Investments GmbH       8.250   10/19/2019  USD    0.307
Norske Skog AS            11.750   12/15/2019  EUR   44.857
Thomas Cook Group PLC      6.250    6/15/2022  EUR   20.295
Kaupthing ehf              7.625    2/28/2015  USD    0.250
BBVA International Prefe   1.640               GBP   63.500
Cattles Ltd                8.125     7/5/2017  GBP    0.237
Banco Santander SA         0.623               EUR   65.980
CBo Territoria             3.750     7/1/2024  EUR    4.760
Alitalia-Societa Aerea I   5.250    7/30/2020  EUR    6.000
Lehman Brothers UK Capit   5.125               EUR    7.572
PNE AG                     3.750   10/10/2019  EUR    3.400
OGX Austria GmbH           8.500     6/1/2018  USD    0.001
New World Resources NV     4.000    10/7/2020  EUR    0.469
EDOB Abwicklungs AG        7.500     4/1/2012  EUR    1.281
Verimatrix SA              6.000    6/29/2022  EUR    3.753
KCA Deutag UK Finance PL   7.250    5/15/2021  USD   65.844
Credit Lyonnais SACA       0.680               EUR   55.000
Capital Raising GmbH       7.500               EUR   59.649
Abengoa Abenewco 2 Bis S   1.500    4/26/2024  USD   11.083
Touax SCA-SGTR-CITE-SGT-   6.000    7/10/2020  EUR   17.128
Hellenic Republic Govern   2.085    7/25/2057  EUR   53.394
Societe Generale SA        0.597               EUR   50.190
Offshore Drilling Holdin   8.375    9/20/2020  USD   32.127
OSX 3 Leasing BV          13.000    3/20/2015  USD   22.029
Stichting Afwikkeling On   6.250   10/26/2020  EUR    1.473
Lloyds Bank PLC            0.516   10/25/2033  USD   65.774
GEWA 5 to 1 GmbH & Co KG   6.500    3/24/2018  EUR    5.750
Mitchells & Butlers Fina   2.911    6/15/2036  GBP   72.333
Waste Italia SpA          10.500   11/15/2019  EUR    0.787
Claranova SADIR            5.000     7/1/2023  EUR    1.120
Russian Federal Bond - O   0.250    7/20/2044  RUB   19.340
Koninklijke Luchtvaart M   0.750               CHF   36.550
International Industrial   9.000     7/6/2011  EUR    0.320
Hellas Telecommunication   6.054    1/15/2015  USD    0.311
Zaklady Miesne Henryk Ka   6.970    3/29/2021  PLN    4.450
WPE International Cooper  10.375    9/30/2020  USD    5.277
German Pellets GmbH        7.250     7/9/2018  EUR    0.581
Afren PLC                 10.250     4/8/2019  USD    0.011
Lloyds Bank PLC            0.516    4/25/2034  USD   72.776
Pizzaexpress Financing 1   8.625     8/1/2022  GBP   29.901
JZ Capital Partners Ltd    6.000    7/30/2021  GBP   10.100
KTG Agrar SE               7.125     6/6/2017  EUR    0.927
Barclays Bank PLC          2.438               USD   70.275
Nostrum Oil & Gas Financ   8.000    7/25/2022  USD   55.537
CBo Territoria             6.000     1/1/2020  EUR    3.730
Lecta SA                   6.375     8/1/2022  EUR   40.640
Afren PLC                 11.500     2/1/2016  USD    0.013
LBI ehf                    6.100    8/25/2011  USD    7.539
Banco Pinto & Sotto Mayo   1.150               EUR   56.050
Deutsche Bank AG/London    0.410   10/31/2034  USD   72.875
Veneto Banca SpA           9.500    12/1/2025  EUR    0.484
CNP Assurances             2.000               EUR   71.000
Lloyds Bank PLC            1.048    2/26/2033  USD   66.670
Barclays Bank PLC          1.750               GBP   69.550
YA Holding AB              7.000    6/18/2022  SEK   61.789
Norske Skog Holding AS     8.000    2/24/2021  EUR    0.359
Del Monte Finance Luxemb   6.625    5/24/2006  EUR    3.229
Deutsche Bank AG/London    0.116    6/30/2034  USD   72.893
Hybrid Raising GmbH        6.625               EUR   59.149
KTG Agrar SE               7.250   10/15/2019  EUR    0.929
OGX Austria GmbH           8.500     6/1/2018  USD    0.001
Cooperatieve Rabobank UA   0.500   10/30/2043  MXN   16.352
Privatbank CJSC Via UK S  10.875    2/28/2018  USD   29.901
Banca Popolare di Vicenz   9.500    9/29/2025  EUR    0.100
BIM SAS                    2.500   11/13/2020  EUR   22.435
EFG International AG       0.791               EUR   38.000
Windreich GmbH             6.500    7/15/2016  EUR    9.631
Lloyds Bank PLC            1.800     7/5/2033  USD   70.365
International Industrial  11.000    2/19/2013  USD    0.411
Lehman Brothers UK Capit   6.900               USD    2.685
Manchester Building Soci   6.750               GBP   13.316
Solstad Offshore ASA       5.050    9/24/2021  NOK    9.617
International Finance Fa   0.500    6/24/2024  ZAR   69.094
SSM Holding AB             8.000     5/9/2020  SEK   71.307
Espirito Santo Financial   9.750   12/19/2025  EUR    0.208
Constellation Oil Servic   9.500    11/9/2024  USD   43.887
Societe Generale SA        1.600     1/9/2020  GBP
Activa Resources AG        0.500   11/15/2021  EUR   17.000
SeniVita Sozial gGmbH      7.000               EUR   58.100
Banco Espirito Santo SA    6.875    7/15/2016  EUR   23.335
Saleza AS                  9.000    7/12/2021  EUR    0.035
ESFIL-Espirito Santo Fin   5.250    6/12/2015  EUR    0.295
Barclays Bank PLC          0.788    6/17/2033  USD   73.719
Thomas Cook Finance 2 PL   3.875    7/15/2023  EUR   19.500
Espirito Santo Financial   3.125    12/2/2018  EUR    0.208
Decipher Production Ltd   12.500    9/27/2019  USD    1.500
Erotik-Abwicklungsgesell   7.750     7/9/2019  EUR    0.779
Praktiker AG               5.875    2/10/2016  EUR    0.089
Breeze Finance SA          6.708    4/19/2027  EUR   28.950
OGX Austria GmbH           8.375     4/1/2022  USD    0.001
Dolphin Drilling ASA       4.490    8/28/2019  NOK    5.431
Officine Maccaferri-SpA    5.750     6/1/2021  EUR   58.304
APP International Financ  11.750    10/1/2005  USD    1.015
Hellas Telecommunication   8.500   10/15/2013  EUR    0.663
Enertronica SpA            7.000   12/31/2022  EUR   60.600
Cirio Del Monte NV         7.750    3/14/2005  EUR    0.369
Banco Espirito Santo SA    2.418               EUR    1.539
Fuerstenberg Capital Dri   5.310               EUR   75.000
EuroChem Mineral & Chemi   7.850    7/19/2023  RUB   71.470
Societe Generale SA       19.760    5/21/2020  USD   68.700
Afren PLC                 10.250     4/8/2019  USD    0.011
Senvion Holding GmbH       3.875   10/25/2022  EUR   28.473
Windreich GmbH             6.500     3/1/2015  EUR    9.631
Elli Investments Ltd      12.250    6/15/2020  GBP   54.125
Barclays Bank PLC          2.875               USD   70.725
Cooperatieve Rabobank UA   0.500    7/30/2043  MXN   16.557
Norske Skog Holding AS     8.000    2/24/2023  USD    0.199
Cirio Finance Luxembourg   7.500    11/3/2002  EUR    3.243
Mifa Mitteldeutsche Fahr   7.500    8/12/2018  EUR    2.320
Kaupthing ehf              5.750    10/4/2011  USD    0.250
KPNQwest NV               10.000    3/15/2012  EUR    0.782
SAG Solarstrom AG          7.500    7/10/2017  EUR   31.000
Alpine Holding GmbH        6.000    5/22/2017  EUR    0.474
Corporate Commercial Ban   8.250     8/8/2014  USD    1.271
Vseukrainsky Aktsinerny   10.900    6/14/2019  USD    1.056
KPNQwest NV                8.875     2/1/2008  EUR    0.788
Cooperatieve Rabobank UA   0.500    2/26/2029  HUF   71.770
Aldesa Financial Service   7.250     4/1/2021  EUR   53.572
Zurcher Kantonalbank Fin  11.880    12/5/2019  USD   54.230
Solship Invest 1 AS        5.000    12/8/2024  NOK   10.543
Mox Telecom AG             7.250    11/2/2017  EUR    1.716
Societe Generale SA       13.200    4/29/2020  USD   40.875
Dogus Holding AS          24.425    7/26/2021  TRY   70.000
Manchester Building Soci   8.000               GBP    8.934
PA Resources AB           13.500     3/3/2016  SEK    0.124
Pescanova SA               8.750    2/17/2019  EUR    0.496
Galapagos Holding SA       7.000    6/15/2022  EUR    7.569
Rosneft Oil Co PJSC        7.950     7/2/2029  RUB   62.630
GE Capital UK Funding Un   2.284     3/5/2038  GBP   71.411
Banca Popolare di Vicenz   2.821   12/20/2017  EUR    0.046
Norske Skogindustrier AS   7.000   12/30/2026  EUR    0.063
Nostrum Oil & Gas Financ   7.000    2/16/2025  USD   57.653
Barclays Bank PLC         10.000    5/28/2020  USD   68.628
A-TEC Industries AG        8.750   10/27/2014  EUR    0.141
Alno AG                    8.000    3/21/2019  EUR    4.010
Bank Nadra Via NDR Finan   8.250    7/31/2018  USD    0.663
Chr Bygga Bostader Holdi   9.000     7/5/2021  SEK   50.000
Kommunekredit              0.500    7/30/2027  TRY   32.675
CRC Breeze Finance SA      6.110     5/8/2026  EUR   45.125
German Pellets GmbH        7.250   11/27/2019  EUR    0.638
Societe Centrale des Boi   2.500    5/15/2023  EUR    6.910
Finmek International SA    7.000    12/3/2004  EUR    2.193
MS Deutschland Beteiligu   6.875   12/18/2017  EUR    2.000
Steilmann SE               7.000     3/9/2017  EUR    1.429
Lehman Brothers UK Capit   5.750               EUR    1.483
Frey                       6.000   11/15/2022  EUR   25.500
Barclays Bank PLC          0.056    5/30/2034  USD   65.552
Astaldi SpA                7.125    12/1/2020  EUR   22.925
Norske Skogindustrier AS   2.000   12/30/2115  EUR    0.001
New World Resources NV     8.000     4/7/2020  EUR    1.342
Sequa Petroleum NV         5.000    4/29/2020  USD   69.472
Banco Espirito Santo SA    6.900    6/28/2024  EUR   24.765
Havila Shipping ASA        6.020    11/7/2020  NOK   60.000
KPNQwest NV                8.125     6/1/2009  USD    0.782
Intralot Capital Luxembo   6.750    9/15/2021  EUR   70.902
Irish Bank Resolution Co   5.454    6/13/2017  HKD   45.254
New Look Secured Issuer    6.500     7/1/2022  GBP   21.817
Deutsche ETP GmbH & Co I   3.000   11/30/2028  EUR   44.950
Boparan Finance PLC        5.500    7/15/2021  GBP   49.468
Lloyds Bank PLC            1.926    7/26/2033  USD   68.404
Tonon Luxembourg SA        9.250    1/24/2020  USD    1.843
Vneshprombank Ltd Via VP   9.000   11/14/2016  USD    0.001
Depfa Funding II LP        6.500               EUR   59.380
BOA Offshore AS            0.409    7/17/2047  NOK    9.127
BNP Paribas SA            13.000    8/24/2027  USD   73.300
Rena GmbH                  7.000   12/15/2015  EUR    2.096
Rena GmbH                  8.250    7/11/2018  EUR    2.096
Intralot Capital Luxembo   5.250    9/15/2024  EUR   51.018
Portigon AG                7.460   12/31/2019  EUR   28.000
Bank Julius Baer & Co Lt   8.450    8/28/2019  CHF   60.100
Agrokor dd Via Aquarius    4.921     8/8/2017  EUR   14.412
Mriya Agro Holding PLC    10.950    3/30/2016  USD    3.011
SAG Solarstrom AG          6.250   12/14/2015  EUR   31.000
Sairgroup Finance BV       4.375     6/8/2006  EUR    9.625
Hema Bondco II BV          8.500    1/15/2023  EUR   71.127
Bulgaria Steel Finance B  12.000     5/4/2013  EUR    0.216
Espirito Santo Financial   5.050   11/15/2025  EUR    0.771
Societe Generale SA       13.000    4/16/2020  USD   52.070
Mriya Agro Holding PLC     9.450    4/19/2018  USD    3.010
Idea Bank SA               5.090    8/14/2020  PLN   59.000
Kirk Beauty One GmbH       8.750    7/15/2023  EUR   64.753
A-TEC Industries AG        2.750    5/10/2014  EUR    0.141
Banca del Monte di Lucca   2.387    6/29/2020  EUR   58.722
TransFin-M PAO            10.250    11/3/2027  RUB  101.000
Podkarpacki Bank Spoldzi   5.090    5/28/2023  PLN   32.220
Finans-Avia OOO           10.000    7/31/2022  RUB    7.380
Boparan Finance PLC        4.375    7/15/2021  EUR   50.260
Portugal Telecom Interna   5.242    11/6/2017  EUR    1.349
Steilmann SE               6.750    6/27/2017  EUR    2.184
Alpine Holding GmbH        5.250     7/1/2015  EUR    0.446
mybet Holding SE           6.250   12/11/2020  EUR   10.000
UniCredit Bank AG          3.150    7/22/2024  EUR   70.420
Golden Gate AG             6.500   10/11/2014  EUR   37.510
Solon SE                   1.375    12/6/2012  EUR    0.488
Afren PLC                  6.625    12/9/2020  USD    0.045
Societe Generale SA       12.000    12/3/2020  USD   73.500
La Financiere Atalian SA   4.000    5/15/2024  EUR   65.540
Caixa Economica Montepio   5.000               EUR   50.000
Afren PLC                 11.500     2/1/2016  USD    0.013
Air Berlin Finance BV      6.000     3/6/2019  EUR    2.510
KPNQwest NV                7.125     6/1/2009  EUR    0.788
Waste Italia SpA          10.500   11/15/2019  EUR    0.787
Vontobel Financial Produ   6.100    1/30/2020  EUR   57.310
Bibby Offshore Services    7.500    6/15/2021  GBP   11.500
Banco Santander SA         2.081               EUR    4.753
Depfa Funding III LP       0.378               EUR   56.280
Virgolino de Oliveira Fi  11.750     2/9/2022  USD    3.682
Tonon Luxembourg SA       12.500    5/14/2024  USD    3.000
Getin Noble Bank SA        4.790    2/15/2021  PLN   60.100
O1 Properties Finance PL   8.250    9/27/2021  USD   68.492
Gebr Sanders GmbH & Co K   8.750   10/22/2018  EUR   16.214
La Financiere Atalian SA   5.125    5/15/2025  EUR   66.214
Getin Noble Bank SA        4.790    8/28/2020  PLN   75.000
Steilmann SE               7.000    9/23/2018  EUR    1.429
Fortenova Grupa dd         8.875     2/1/2020  USD   18.740
German Pellets GmbH        7.250     4/1/2016  EUR    0.864
Natixis SA                 0.300    6/25/2048  USD   47.146
IT Holding Finance SA      9.875   11/15/2012  EUR    0.251
Alpine Holding GmbH        5.250    6/10/2016  EUR    0.446
Bank Julius Baer & Co Lt  15.500     5/4/2020  USD   59.900
Kaupthing ehf              5.750    10/4/2011  USD    0.250
GE Capital European Fund   0.186   10/15/2032  EUR   73.241
Region of Abruzzo Italy    0.150    11/7/2036  EUR   63.949
Spektr OOO                 8.750    3/12/2026  RUB
Lehman Brothers Treasury   2.875    3/14/2013  CHF    3.750
Cooperatieve Rabobank UA   0.500    1/31/2033  MXN   33.112
Ahtium PLC                 4.000   12/16/2015  EUR    0.401
Cooperatieve Rabobank UA   0.500   12/29/2027  MXN   52.749
Otkritie Holding JSC      12.700    9/30/2027  RUB
Norske Skogindustrier AS   7.125   10/15/2033  USD    0.104
Union Technologies Infor   0.100     1/1/2020  EUR    4.860
Deutsche Agrar Holding G   7.250    9/28/2018  EUR    1.254
Stichting Afwikkeling On   2.380               EUR    1.336
Air Berlin Finance BV      8.500     3/6/2019  EUR    2.763
Getin Noble Bank SA        4.540   12/21/2020  PLN   60.050
Governo Portugues Consol   2.750               EUR   73.000
International Bank of Az   8.250    10/9/2024  USD   61.250
EFG International Financ   9.600   10/15/2019  EUR   19.980
Getin Noble Bank SA        4.790    10/7/2020  PLN   74.000
Virgolino de Oliveira Fi  10.875    1/13/2020  USD   15.751
getgoods.de AG             7.750    10/2/2017  EUR    0.126
Havila Shipping ASA        5.000    11/7/2020  NOK   48.000
Fortenova Grupa dd         9.125     2/1/2020  EUR   19.629
syncreon Group BV / sync   8.625    11/1/2021  USD    6.703
Lehman Brothers Treasury   2.144    10/5/2035  EUR    3.400
Getin Noble Bank SA        4.790   11/30/2020  PLN   65.000
PA Urals Optical & Mecha   9.400    5/24/2029  RUB  101.510
O1 Group Finance OOO      11.000    4/22/2027  RUB    1.190
Pierre & Vacances SA       3.500    10/1/2019  EUR   36.368
Moby SpA                   7.750    2/15/2023  EUR   29.388
Region of Molise Italy     0.141   12/15/2033  EUR   59.614
Getin Noble Bank SA        4.790    11/9/2020  PLN   74.000
RENE LEZARD Mode GmbH      7.250   11/25/2017  EUR    1.010
Ahtium PLC                 9.750     4/4/2017  EUR    0.991
Neftegazholding AO         0.010    7/21/2020  RUB   75.000
Municipality Finance PLC   0.500    6/19/2024  ZAR   69.393
Veneto Banca SpA           6.411               EUR    1.000
Banco Espirito Santo SA   10.000    12/6/2021  EUR    0.156
UniCredit Bank AG          5.200    1/14/2021  USD   55.150
Hamburgische Landesbank-   0.012   10/30/2040  EUR   66.709
Sberbank of Russia PJSC    7.550    7/12/2021  RUB   71.470
Zaklady Miesne Henryk Ka   6.970    3/29/2021  PLN    3.630
Privatbank CJSC Via UK S  10.875    2/28/2018  USD   29.901
AKB Peresvet ZAO           0.510    2/14/2032  RUB    6.500
Republic of Italy Govern   0.047    7/31/2035  EUR   73.424
SiC Processing GmbH        7.125     3/1/2016  EUR    2.715
La Financiere Atalian SA   6.625    5/15/2025  GBP   65.823
Marine Subsea AS           9.000   12/16/2019  USD    0.688
DZ Bank AG Deutsche Zent   5.000    9/27/2019  EUR   50.570
Deutsche Bank AG/London    0.716    9/30/2029  USD   68.625
Tonon Luxembourg SA        9.250    1/24/2020  USD    1.843
Phosphorus Holdco PLC     10.000     4/1/2019  GBP    3.303
New Look Secured Issuer    4.500     7/1/2022  EUR   24.589
PSN Pm OOO                 9.500    9/10/2026  RUB   11.200
Raiffeisen Centrobank AG   6.250   11/12/2019  EUR   47.000
Plaza Centers NV           6.000     7/1/2020  ILS   20.200
Mobile TeleSystems PJSC    7.900     7/8/2026  RUB   71.470
Norske Skog Holding AS     8.000    2/24/2021  EUR    0.359
State of Saxony-Anhalt     0.134     7/3/2028  EUR   42.000
UkrLandFarming PLC        10.875    3/26/2018  USD   10.000
Heta Asset Resolution AG   0.142   12/31/2023  EUR    1.669
A-TEC Industries AG        5.750    11/2/2010  EUR    0.141
Forthnet SA                1.000   10/11/2025  EUR   20.000
Bank Soyuz AO              7.550    6/11/2020  RUB   98.000
Virgolino de Oliveira Fi  10.875    1/13/2020  USD   15.751
SpareBank 1 SR-Bank ASA    1.426   12/21/2030  EUR   68.957
Cooperatieve Rabobank UA   0.500   10/29/2027  MXN   54.552
Otkritie Holding JSC      12.620    4/25/2028  RUB
Russian Railways JSC       3.300   11/29/2028  RUB
Credit Suisse AG/Nassau    8.250     9/3/2019  CHF   68.140
Bank Julius Baer & Co Lt  10.060    4/27/2020  CHF   63.050
Stichting Afwikkeling On   6.625    5/14/2018  EUR    1.473
OAS Investments GmbH       8.250   10/19/2019  USD    0.307
UAHM-Finance OOO           5.000    7/25/2025  RUB   98.170
Royalbeach Spielwaren Un   7.375   11/10/2020  EUR    2.400
Ideal Standard Internati  11.750     5/1/2018  EUR    0.050
Anglian Water Services F   1.152    1/26/2057  GBP   73.545
Barclays Bank PLC          0.356   10/30/2034  USD   72.500
Landesbank Hessen-Thueri   0.106    4/23/2041  EUR   70.005
Bank Otkritie Financial   10.000    4/26/2019  USD    8.360
Sberbank of Russia PJSC    1.350     2/9/2023  RUB   71.470
Eniro AB                   6.000    4/14/2020  SEK   31.618
Teksid Aluminum Luxembou  12.375    7/15/2011  EUR    0.117
Societe Generale SA        9.000    7/22/2022  USD   32.000
Podkarpacki Bank Spoldzi   4.990    10/6/2021  PLN   44.100
Lehman Brothers Treasury   2.144    11/2/2035  EUR    3.400
Norddeutsche Landesbank-   6.350    9/27/2019  EUR   36.740
Leonteq Securities AG/Gu  11.000   10/31/2019  USD   65.490
Hamburgische Landesbank-   0.010    1/22/2041  EUR   65.342
Norske Skogindustrier AS   7.125   10/15/2033  USD    0.104
Sberbank of Russia PJSC    0.875    2/15/2023  RUB   71.470
Kardan NV                  6.775     2/2/2020  ILS   25.540
Vontobel Financial Produ   6.500    3/27/2020  EUR   71.150
Sberbank of Russia PJSC    0.880    2/17/2023  RUB   71.470
Lehman Brothers Treasury   2.144    3/16/2035  EUR    3.400
Podkarpacki Bank Spoldzi   5.790    3/31/2025  PLN
Stichting Afwikkeling On   8.450    8/20/2018  USD    1.473
Finance and Credit Bank    9.250    1/25/2019  USD    0.720
Erste Group Bank AG        4.350    2/20/2022  EUR   69.500
DZ Bank AG Deutsche Zent   8.000   12/23/2019  EUR   57.530
SALVATOR Vermoegensverwa   9.500   12/31/2021  EUR    6.200
Pescanova SA               5.125    4/20/2017  EUR    0.496
Norske Skog Holding AS     8.000    2/24/2023  USD    0.199
Top Gun Realisations 73    8.000     7/1/2023  GBP    1.304
Rosneft Oil Co PJSC        7.350   11/25/2026  RUB  100.000
Societe Generale SA       12.000     7/8/2021  USD   65.850
TGC-1 PJSC                 5.800    2/14/2022  RUB   66.000
Bulgaria Steel Finance B  12.000     5/4/2013  EUR    0.216
Getin Noble Bank SA        4.790    3/12/2021  PLN   66.000
Cooperativa Muratori & C   6.000    2/15/2023  EUR    3.630
UBS AG/London              6.250    8/28/2019  EUR   46.650
Landesbank Baden-Wuertte   4.750    3/27/2020  EUR   71.680
Kardan NV                  6.325    9/22/2019  ILS   16.260
Credit Suisse AG/London   12.250    10/7/2019  USD   45.330
Commerzbank AG             3.380    4/19/2021  USD   65.920
BLT Finance BV            12.000    2/10/2015  USD   10.500
Constellation Oil Servic   6.250    11/9/2019  USD    3.226
SAir Group                 2.125    11/4/2004  CHF    7.875
Russian Railways JSC       9.700    5/22/2046  RUB  109.990
EFG International Financ   6.400     4/9/2020  EUR   66.960
Getin Noble Bank SA        4.790     4/7/2021  PLN   65.000
Credit Suisse AG/London    9.000    3/19/2021  USD    9.194
Russian Helicopters JSC   11.900    1/15/2026  RUB  109.800
Cooperatieve Rabobank UA   0.500   11/30/2027  MXN   52.650
HSBC Bank PLC              0.500    7/11/2023  BRL   74.715
International Finance Fa   0.500    6/29/2027  ZAR   50.934
Sberbank of Russia PJSC    7.550    7/12/2021  RUB   71.470
mybet Holding SE           6.250   12/12/2020  EUR    1.000
UBS AG/London              9.000   11/18/2019  CHF   68.800
SAir Group                 5.125     3/1/2003  CHF   13.500
ROSSETI PJSC               9.150    8/18/2026  RUB   60.060
Rosbank PJSC               0.040    4/30/2024  RUB  100.000
Norddeutsche Landesbank-   4.500    8/27/2019  EUR   48.360
Commerzbank AG             1.000    11/2/2020  USD    8.110
Podkarpacki Bank Spoldzi   5.790     7/2/2020  PLN   61.500
Astana Finance BV          7.875     6/8/2010  EUR   16.000
Republic of Italy Govern   0.365    5/31/2035  EUR   74.545
Odea Bank AS               7.625     8/1/2027  USD   70.303
UniCredit Bank AG          4.000    5/14/2020  EUR   64.720
Credit Suisse AG/London   10.000    4/20/2020  USD   65.190
O1 Properties Finance ZA  13.000    10/2/2020  RUB   90.000
Sibur Holding PAO          9.650    9/16/2026  RUB   66.000
Finans-Avia OOO            0.010    7/31/2027  RUB    3.670
Leonteq Securities AG/Gu   6.920   11/13/2019  EUR   70.000
WEB Windenergie AG         6.250               EUR   61.322
Cooperativa Muratori & C   6.875     8/1/2022  EUR    3.500
Norske Skogindustrier AS   7.000   12/30/2026  EUR    0.063
Cooperatieve Rabobank UA   0.500    8/21/2028  MXN   48.953
Plaza Centers NV           6.900     7/1/2020  ILS   21.020
Podkarpacki Bank Spoldzi   5.790   10/24/2024  PLN   40.000
Province of Brescia Ital   0.069   12/22/2036  EUR   59.886
SAir Group                 0.125     7/7/2005  CHF    8.767
Leonteq Securities AG/Gu   2.750    9/15/2022  CHF   33.420
Credit Suisse AG/London    8.000   11/29/2019  USD    2.508
Gazprombank JSC            8.200     1/5/2025  RUB   71.470
COFIDUR SA                 0.100   12/31/2024  EUR   24.540
WPE International Cooper  10.375    9/30/2020  USD    5.277
Heta Asset Resolution AG   7.500   12/31/2023  ATS    1.669
Northland Resources AB     4.000   10/15/2020  NOK    0.138
UBS AG/London             12.000     5/4/2020  USD   70.840
ROSSETI PJSC               9.150    8/18/2026  RUB   60.060
Veneto Banca SpA           6.944    5/15/2025  EUR    0.093
Fortenova Grupa dd         9.875     5/1/2019  EUR   20.218
HPI AG                     3.500               EUR    2.333
Credit Suisse AG/London    9.750    2/18/2020  USD   54.350
Leonteq Securities AG/Gu   2.300    2/21/2020  EUR   40.150
SAir Group                 4.250     2/2/2007  CHF    7.875
Espirito Santo Financial   5.125    5/30/2016  EUR    1.627
Norddeutsche Landesbank-   5.000   10/23/2019  EUR   57.030
Landesbank Baden-Wuertte   5.000    5/22/2020  EUR   68.930
DekaBank Deutsche Giroze  10.150    11/1/2019  EUR   61.520
Bank Julius Baer & Co Lt  11.250     9/4/2019  EUR   57.650
EFG International Financ   9.800    9/21/2021  EUR   59.000
SG Issuer SA               4.000    6/22/2026  EUR   51.310
Societe Generale SA       10.000    6/26/2025  USD   73.400
Rosselkhozbank JSC         0.000    2/13/2025  RUB   63.080
SAir Group                 5.500    7/23/2003  CHF    7.875
Minicentrales Dos SA       0.010     6/6/2047  EUR   65.750
Petromena ASA              9.750    5/24/2016  NOK    0.607
Northland Resources AB    15.000    7/15/2019  USD    2.621
UBS AG/London             10.000     2/6/2020  EUR   68.440
Natixis SA                 3.100    8/27/2019  USD   64.116
VTB Bank PJSC              3.000    9/18/2046  RUB   71.000
Atari SA                   0.100     4/1/2020  EUR    6.500
UAHM-Finance OOO           4.000    3/28/2023  RUB   20.000
Landesbank Schleswig-Hol   2.698     1/5/2040  USD   48.463
Credit Suisse AG/London    6.250   11/28/2025  USD   11.623
Espirito Santo Financial   0.466   10/27/2024  EUR    2.419
Solarwatt GmbH             7.000    11/1/2015  EUR   15.500
Sairgroup Finance BV       6.625    10/6/2010  EUR    9.664
Kaupthing ehf              9.000               USD    0.122
House of Fraser Funding    6.512    9/15/2020  GBP    3.105
Rio Forte Investments SA   4.000    7/22/2014  EUR    5.228
Tonon Luxembourg SA       12.500    5/14/2024  USD    3.000
Societe Generale SA        9.000     2/3/2021  USD   55.600
Credit Suisse AG/Nassau    8.000    9/11/2019  CHF   67.920
UBS AG/London              8.500     1/6/2020  EUR   41.800
UniCredit Bank AG          6.600    7/20/2028  EUR   34.010
DZ Bank AG Deutsche Zent   4.400    9/23/2019  EUR   65.920
Erste Group Bank AG        6.000   10/30/2023  EUR   74.900
SG Issuer SA               5.000     4/2/2024  EUR   61.590
Lehman Brothers Treasury  10.442   11/22/2008  CHF    2.571
Zurcher Kantonalbank Fin  13.550    8/29/2019  CHF   61.580
Bank Julius Baer & Co Lt   6.000   12/29/2020  USD   74.400
Commerzbank AG             3.450   12/23/2019  GBP   72.650
Getin Noble Bank SA        5.790    8/30/2024  PLN   50.000
Bank Julius Baer & Co Lt   7.200   11/11/2019  CHF   59.900
DekaBank Deutsche Giroze   7.000    2/28/2020  EUR   69.440
Praim Finans OOO           9.640    7/13/2021  RUB    0.010
Leonteq Securities AG/Gu   2.380   10/14/2019  EUR
Fast Finance SA           10.500    1/15/2021  PLN    5.000
Russian Railways JSC       5.300    5/30/2040  RUB
Veneto Banca SpA           6.950    2/25/2025  EUR    0.100
Astana Finance BV          9.000   11/16/2011  USD   15.213
Grupo Isolux Corsan SA     0.250   12/30/2018  EUR    0.102
Region Invest OOO         10.500    9/12/2019  RUB   50.000
UBS AG/London             12.000    6/19/2020  USD   64.340
Credit Suisse AG/Nassau    5.500    2/17/2020  CHF   62.970
Rosbank PJSC               0.030    4/30/2024  RUB  100.000
Samaratransneft-Terminal  12.000    4/27/2022  RUB   16.050
Lehman Brothers Treasury   4.000   10/12/2010  USD    2.571
Barclays Bank PLC          0.500    1/28/2033  MXN   32.287
Deutsche Bank AG/London    2.000   10/25/2023  TRY   55.084
SG Issuer SA               6.800     1/6/2020  USD   42.900
Deutsche Bank AG           4.200    9/24/2019  EUR   71.140
Leonteq Securities AG/Gu   1.760     4/2/2020  EUR   39.930
UBS AG/London              6.500    3/30/2020  CHF   58.950
Landesbank Hessen-Thueri   3.000     7/6/2021  EUR   61.500
Bayerische Landesbank      3.000     9/4/2020  EUR   74.440
Volga Sport ZAO            7.880     4/4/2022  RUB   75.000
Metalloinvest Holding Co   0.010     3/7/2022  RUB   67.000
Otkritie Holding JSC      12.420     8/5/2025  RUB
Aralco Finance SA         10.125     5/7/2020  USD    1.580
AKB Peresvet ZAO          13.000    10/7/2017  RUB   18.875
Natixis Structured Issua   1.125     8/9/2021  USD   70.137
Leonteq Securities AG/Gu   3.400    3/20/2024  CHF   51.380
Russian Railways JSC       6.200    9/19/2033  RUB
Mriya Agro Holding PLC    10.950    3/30/2016  USD    3.011
Irish Bank Resolution Co   6.750   11/30/2013  BGN   45.548
Mriya Agro Holding PLC     9.450    4/19/2018  USD    3.010
Russian Railways JSC       6.200    9/20/2039  RUB   91.000
Banca Popolare di Vicenz   9.500    10/2/2025  EUR    0.100
Windreich GmbH             6.750     3/1/2015  EUR    9.631
Lloyds Bank PLC            0.500    7/26/2028  MXN   49.249
Raiffeisen Centrobank AG   5.200   12/30/2019  EUR   44.010
Erste Group Bank AG        5.550    8/30/2022  EUR   71.650
Transneft PJSC             8.750    4/14/2027  RUB   74.100
Raiffeisen Centrobank AG   5.200     2/3/2020  EUR   42.310
Muehl Product & Service    6.750    3/10/2005  DEM    0.010
Kaupthing ehf              6.125    10/4/2016  USD    0.250
Russian Railways JSC      10.300     4/3/2026  RUB  109.270
Northland Resources AB     4.000   10/15/2020  USD    0.138
Elli Investments Ltd      12.250    6/15/2020  GBP   54.125
Bayerische Landesbank      2.300    8/28/2020  EUR   73.360
Natixis SA                 3.100    7/26/2021  USD   50.850
Commerzbank AG             3.900    3/23/2022  USD    6.300
Leonteq Securities AG/Gu   8.000   12/27/2019  EUR   40.860
Raiffeisen Centrobank AG   7.000   10/25/2019  EUR   55.120
Societe Generale SA        8.000     8/9/2022  USD   33.300
Raiffeisen Schweiz Genos   6.450    5/25/2020  CHF   58.930
Leonteq Securities AG/Gu  12.000   10/23/2019  CHF   40.170
UBS AG/London             12.000    10/7/2019  CHF   40.900
Leonteq Securities AG/Gu   7.000   11/13/2019  CHF   54.270
Societe Generale SA       14.720    6/25/2021  USD   73.800
KPNQwest NV                8.875     2/1/2008  EUR    0.788
Turkey Government Bond     8.000    3/12/2025  TRY   71.000
Bank Otkritie Financial    0.010    9/24/2025  RUB   57.810
Region Invest OOO          7.850     5/4/2021  RUB    1.250
Eirles Two DAC             2.894    2/13/2046  USD   71.593
Samaratransneft-Terminal  12.000    9/20/2022  RUB    0.110
Leonteq Securities AG/Gu   7.600    12/4/2019  CHF   68.980
Landesbank Hessen-Thueri   2.600    7/29/2020  EUR   66.300
DZ Bank AG Deutsche Zent   7.750    9/23/2019  EUR   64.390
Credit Suisse AG/Nassau    8.000   11/15/2019  CHF   66.150
Russian Railways JSC       5.300    2/28/2040  RUB
Russian Railways JSC       5.300    2/28/2040  RUB
Leonteq Securities AG/Gu  16.000    2/20/2020  CHF   73.540
Credit Suisse AG/London    7.250    8/26/2019  CHF   65.980
Bank Julius Baer & Co Lt  11.000   10/10/2019  EUR   62.100
Bayerische Landesbank      2.900    9/20/2019  EUR   55.810
WEB Windenergie AG         6.500               EUR   70.010
SAir Group                 6.250   10/27/2002  CHF    7.255
Lehman Brothers Treasury  13.500   11/28/2008  USD    2.571
SAir Group                 6.250    4/12/2005  CHF    7.255
Lehman Brothers Treasury   6.000    3/18/2015  USD    3.400
Samaratransneft-Terminal  17.000    6/20/2021  RUB   12.330
Rosbank PJSC               0.020    4/30/2024  RUB  100.000
Banque Federative du Cre   0.746               EUR   61.250
Kaupthing ehf              4.390   10/14/2008  CZK    0.250
DekaBank Deutsche Giroze   4.250     3/6/2020  EUR   75.650
UBS AG/London              7.000    9/26/2019  EUR   42.810
Getin Noble Bank SA        5.790    6/28/2024  PLN   60.000
Erste Group Bank AG        5.800    1/31/2023  EUR   56.950
UBS AG/London              6.500   12/30/2019  CHF   72.650
Centralnaya Prigorodnaya   7.550   12/15/2027  RUB   65.900
Credit Suisse AG/Nassau    8.000    9/23/2019  CHF   62.420
Corner Banca SA            7.600     2/2/2021  CHF   59.700
Raiffeisen Schweiz Genos   5.700   11/14/2019  EUR   62.190
Leonteq Securities AG/Gu   6.000    1/30/2020  CHF   58.150
Corner Banca SA           14.200    11/6/2019  CHF   68.460
DZ Bank AG Deutsche Zent   8.500    9/25/2019  EUR   52.770
Getin Noble Bank SA        6.790    1/31/2024  PLN   75.000
Sviaz Bank OAO             8.100    12/9/2021  RUB   61.310
Landesbank Hessen-Thueri   2.750    5/20/2021  EUR   59.100
Rosneft Oil Co PJSC        8.700    3/23/2029  RUB   60.060
DekaBank Deutsche Giroze   4.400    9/25/2019  EUR   77.900
Getin Noble Bank SA        6.790    8/31/2023  PLN   60.000
Getin Noble Bank SA        5.790   12/12/2022  PLN   60.000
Lehman Brothers Treasury   7.500    7/31/2013  GBP    2.571
Lehman Brothers Treasury   5.103    6/22/2046  EUR    2.571
Resursosberezhenie HMAO   10.000    6/17/2031  RUB   68.770
Grupo Isolux Corsan SA     6.000   12/30/2021  USD    1.333
Grupo Isolux Corsan SA     0.250   12/30/2021  USD    0.100
Phosphorus Holdco PLC     10.000     4/1/2019  GBP    3.303
Kaupthing ehf              9.750    9/10/2015  USD    0.250
Kommunalbanken AS          5.000   10/11/2022  TRY   75.493
Otkritie Holding JSC      12.140    10/3/2036  RUB    0.074
Municipality Finance PLC   0.250    6/28/2040  CAD   36.277
Raiffeisen Centrobank AG   4.737   12/27/2019  EUR   70.480
UniCredit Bank AG          6.900     1/3/2020  EUR   45.660
Bayerische Landesbank      3.300   10/30/2020  EUR   56.560
Credit Suisse AG/London    8.000   11/17/2021  USD   10.089
UBS AG/London              6.000    8/29/2019  CHF   65.350
UBS AG/London             11.000    9/30/2019  CHF   48.250
Raiffeisen Schweiz Genos   3.000    9/22/2020  CHF    9.160
Er-Telekom Holding ZAO    10.850    12/1/2021  RUB   60.060
UniCredit Bank AG          3.750     9/7/2020  EUR   27.000
Russian Railways JSC       5.600    5/20/2044  RUB
Vontobel Financial Produ   6.000    8/29/2019  EUR   49.200
EFG International Financ  11.400     9/5/2019  CHF   71.890
HSBC Trinkaus & Burkhard   8.200   12/27/2019  EUR   59.580
Metalloinvest Holding Co   0.010     3/7/2022  RUB   63.000
National Capital JSC      10.000    9/15/2020  RUB  100.000
SG Issuer SA               5.000    5/23/2024  EUR   62.350
Rosselkhozbank JSC        12.870   12/21/2021  RUB  116.000
VTB Bank PJSC              3.000    8/14/2043  RUB   71.000
Lehman Brothers Treasury   1.750     2/7/2010  EUR    2.571
Lehman Brothers Treasury   6.650    8/24/2011  AUD    3.400
J&T Banka AS               9.000               EUR   71.853
Lehman Brothers Treasury   6.300   12/21/2018  USD    2.571
Lehman Brothers Treasury   8.000   12/27/2032  JPY    2.571
Bank Otkritie Financial    0.010    7/16/2025  RUB   59.880
La Veggia Finance SA       7.125   11/14/2004  EUR    0.287
OOO SPV Structural Inves   0.010     9/1/2023  RUB   66.740
Kaupthing ehf              3.750     2/1/2045  USD    0.100
Mobylife Holding A/S       7.250    5/23/2020  SEK    8.125
UniCredit Bank AG          4.200     1/3/2020  EUR   57.080
Natixis SA                 3.690    11/9/2020  USD   55.084
Zurcher Kantonalbank Fin   7.500    9/27/2019  CHF   72.480
UBS AG/London             11.000     3/6/2020  USD   61.450
Vontobel Financial Produ  12.080   10/31/2019  EUR   56.780
Raiffeisen Centrobank AG  10.000    5/11/2020  EUR   53.440
Bank Julius Baer & Co Lt   5.750    9/12/2019  CHF   69.450
Credit Suisse AG/Nassau    8.000    8/26/2019  CHF   66.700
Landesbank Baden-Wuertte   2.500   10/23/2020  EUR   45.720
DekaBank Deutsche Giroze   9.600   10/16/2020  EUR   71.710
DZ Bank AG Deutsche Zent   8.750    9/25/2019  EUR   66.600
Credit Suisse AG/London   13.500    8/20/2020  USD    9.620
United Confectioners Fin   8.000     4/3/2023  RUB   71.000
Credit Suisse AG/Nassau    8.250   10/31/2019  CHF   64.920
Landesbank Hessen-Thueri   6.000    8/25/2023  EUR   49.720
Vivid Games SA             7.720     5/5/2020  PLN   70.000
Bank Soyuz AO              7.550   11/22/2019  RUB  100.040
Main Road JSC              4.000   10/30/2028  RUB   69.720
SG Issuer SA               7.350    9/30/2019  CHF   51.150
Irish Bank Resolution Co   4.000    4/23/2018  EUR   45.448
Lehman Brothers Treasury  16.000   10/28/2008  USD    2.571
AKB Peresvet ZAO          13.250    4/25/2018  RUB   18.875
Kaupthing ehf              5.250    7/18/2017  BGN    0.250
Bibby Offshore Services    7.500    6/15/2021  GBP   11.500
Espirito Santo Financial   5.050   11/15/2025  EUR    0.305
Rio Forte Investments SA   3.900    7/10/2014  USD    5.250
ECM Real Estate Investme   5.000    10/9/2011  EUR   15.375
Cerruti Finance SA         6.500    7/26/2004  EUR    1.904
Lehman Brothers Treasury   6.000    6/21/2011  EUR    2.571
Raiffeisen Centrobank AG   5.500    12/6/2019  EUR   60.960
Zurcher Kantonalbank Fin   5.265    9/20/2019  EUR   58.130
Leonteq Securities AG/Gu   7.000    12/4/2019  CHF   58.000
UBS AG/London             10.500    2/28/2020  CHF   40.050
Credit Suisse AG/Nassau    8.000     9/2/2019  CHF   57.220
Getin Noble Bank SA        6.290    5/31/2024  PLN   50.000
Getin Noble Bank SA        6.790     4/4/2024  PLN   61.200
Getin Noble Bank SA        6.790    4/29/2024  PLN   62.500
Leonteq Securities AG     10.200    9/18/2019  CHF   70.620
Raiffeisen Centrobank AG   6.000    7/21/2020  EUR   50.480
Leonteq Securities AG     11.350   12/27/2019  CHF   49.060
UBS AG/London              6.500    2/14/2020  USD   47.700
UBS AG/London             10.750     6/8/2020  CHF   64.950
EFG International Financ   6.400    6/22/2020  CHF   57.650
Landesbank Baden-Wuertte   3.000    4/24/2020  EUR   74.980
Landesbank Hessen-Thueri   5.900    8/25/2023  EUR   71.860
Getin Noble Bank SA        6.790   12/21/2023  PLN   72.000
Getin Noble Bank SA        5.790    7/26/2024  PLN   60.000
Credit Suisse AG/Nassau    8.500     9/2/2019  EUR   66.060
Landesbank Baden-Wuertte   2.230    5/22/2020  EUR   67.740
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   34.170
Credit Suisse AG/Nassau    8.500   12/20/2019  CHF   71.200
Getin Noble Bank SA        6.790    4/28/2023  PLN   60.000
Getin Noble Bank SA        6.790    5/31/2023  PLN   60.000
Leonteq Securities AG/Gu  10.000   10/30/2019  CHF   59.330
Societe Generale SA        8.000   10/31/2019  USD   43.860
Getin Noble Bank SA        6.790   11/30/2023  PLN   66.000
Danske Bank A/S           10.300     7/9/2023  SEK   49.700
Bank Julius Baer & Co Lt   9.600   10/21/2019  CHF   59.700
Leonteq Securities AG/Gu   2.800   10/14/2019  EUR
Home Money LLC            16.000    4/19/2022  RUB    0.220
Norddeutsche Landesbank-   5.000     5/6/2020  EUR   69.410
Getin Noble Bank SA        6.790    11/9/2023  PLN   60.000
Metalloinvest Holding Co   0.010    3/10/2022  RUB   70.000
Landesbank Baden-Wuertte   2.530    9/27/2019  EUR   50.740
Leonteq Securities AG/Gu  11.600   10/16/2019  CHF   64.820
Credit Suisse AG/Nassau   10.000    9/30/2019  CHF   48.580
Getin Noble Bank SA        6.790    7/28/2023  PLN   60.000
SG Issuer SA               5.500    4/10/2021  EUR   69.560
Russian Railways JSC       5.600    8/18/2033  RUB   60.060
Credit Suisse AG           0.500   12/16/2025  BRL   60.907
Centrosolar Group AG       7.000    2/15/2016  EUR    2.387
Deutsche Bank AG/London    0.500     4/5/2038  MXN   19.775
AKB Peresvet ZAO           0.510     8/4/2034  RUB
Lehman Brothers Treasury   5.000     5/2/2022  EUR    2.571
Heta Asset Resolution AG   0.250   12/31/2023  EUR    1.669
SAir Group                 2.750    7/30/2004  CHF    7.875
Norske Skogindustrier AS   2.000   12/30/2115  EUR    0.001
Pescanova SA               6.750     3/5/2015  EUR    0.451
Lehman Brothers Treasury  10.000    6/11/2038  JPY    2.571
Hellas Telecommunication   8.500   10/15/2013  EUR    0.663
LBI ehf                    2.250    2/14/2011  CHF    7.539
Raiffeisen Schweiz Genos   5.250     2/9/2021  CHF   40.840
Landesbank Hessen-Thueri   4.000    8/26/2020  EUR   53.800
Leonteq Securities AG/Gu   6.600    6/30/2020  CHF   61.500
UBS AG/London             11.000    3/20/2020  USD   73.320
Deutsche Bank AG           4.200   12/24/2019  EUR   74.100
Credit Suisse AG/Nassau    8.250    9/23/2019  EUR   68.440
Leonteq Securities AG      2.750    3/20/2020  CHF   53.670
Societe Generale SA        8.600    7/29/2022  USD   45.400
Credit Suisse AG/London    8.000     4/6/2022  USD    9.970
Bayerische Landesbank      2.200    7/16/2021  EUR   69.930
DekaBank Deutsche Giroze   2.250    1/22/2021  EUR   59.730
Landesbank Baden-Wuertte   2.650    9/25/2020  EUR   68.780
Bank Julius Baer & Co Lt   7.700    9/20/2019  USD   38.450
Leonteq Securities AG      8.000    9/25/2019  CHF   57.500
Raiffeisen Schweiz Genos   6.500   12/18/2019  CHF   46.990
Raiffeisen Switzerland B   7.080    2/15/2021  EUR   73.560
Leonteq Securities AG      5.000     9/2/2020  CHF   67.710
EFG International Financ  12.500   10/24/2019  USD   53.930
getBACK SA                 5.720    2/16/2021  PLN
UBS AG/London              7.000   10/26/2020  CHF   67.900
UBS AG/London              7.000     6/8/2020  CHF   63.800
Leonteq Securities AG/Gu  11.000   11/11/2019  CHF   46.810
Leonteq Securities AG      3.000    9/19/2019  CHF
Societe Generale SA        7.000   10/20/2020  USD    0.190
HSBC Trinkaus & Burkhard   7.650     4/1/2020  EUR   69.270
Leonteq Securities AG      3.900   12/20/2024  CHF   54.840
Leonteq Securities AG      9.400     9/4/2019  CHF   57.100
City of Predeal Romania    4.500    5/15/2026  RON   68.000
Credit Suisse AG/Nassau    8.250    11/7/2019  EUR   71.170
Credit Suisse AG/Nassau    8.000    11/8/2019  CHF   64.630
Bank Julius Baer & Co Lt   7.700   11/11/2019  EUR   60.000
Bank Julius Baer & Co Lt  10.800    1/21/2020  USD   63.450
Russian Railways JSC       5.600    5/29/2035  RUB
Societe Generale SA        3.080    1/31/2033  USD   68.400
Basler Kantonalbank        5.000    10/1/2019  CHF   67.700
VTB Bank PJSC              3.000     9/1/2044  RUB   71.000
UBS AG/London             12.000    9/12/2019  CHF   62.350
Leonteq Securities AG/Gu  13.000   12/10/2019  USD   64.120
Bank Julius Baer & Co Lt   8.000   10/31/2019  CHF   54.900
Corner Banca SA           10.600    1/13/2020  CHF   62.370
UniCredit Bank AG          6.600    8/12/2020  EUR   68.280
Leonteq Securities AG/Gu  10.200   12/17/2019  EUR   69.010
DZ Bank AG Deutsche Zent   5.000    9/25/2019  EUR   27.370
Raiffeisen Centrobank AG   5.250    5/15/2020  EUR   66.130
TransFin-M PAO            10.500    2/26/2025  RUB   71.000
getBACK SA                 5.720    4/30/2021  PLN
SG Issuer SA               0.800   11/30/2020  SEK   14.820
Lehman Brothers Treasury   8.280    7/31/2013  GBP    2.571
Lehman Brothers Treasury   3.600    3/19/2018  JPY    2.571
Bilt Paper BV              9.640               USD    1.009
Lehman Brothers Treasury   2.000    6/28/2011  EUR    2.571
Lehman Brothers Treasury  10.000   10/22/2008  USD    2.571
Nota-Bank OJSC            13.500     4/1/2016  RUB   31.500
MIK OAO                   15.000    2/19/2020  RUB    6.700
Otkritie Holding JSC      12.420    7/20/2028  RUB    6.060
Lehman Brothers Treasury  11.750     3/1/2010  EUR    2.571
ECM Real Estate Investme   5.000    10/9/2011  EUR   15.375
Lehman Brothers Treasury   0.500   12/20/2017  AUD    2.571
New World Resources NV     4.000    10/7/2020  EUR    0.469
Lehman Brothers Treasury   8.050   12/20/2010  HKD    2.571
Kommunalbanken AS          4.800    12/1/2022  TRY   74.058
EDOB Abwicklungs AG        7.500     4/1/2012  EUR    1.281
Kaupthing ehf              6.500    10/8/2010  ISK    0.250
Heta Asset Resolution AG   5.030   12/31/2023  EUR    1.669
Windreich GmbH             6.250     3/1/2015  EUR    9.631
AKB Peresvet ZAO           0.510    6/23/2021  RUB   17.430
Minicentrales Dos SA       0.010     6/6/2047  EUR   65.750
Raiffeisen Centrobank AG   8.000     3/3/2020  EUR   56.020
Leonteq Securities AG/Gu   6.400   10/16/2019  CHF   58.840
EFG International Financ   6.400   10/26/2020  CHF   68.720
EFG International Financ   8.200    1/18/2021  CHF   74.180
Leonteq Securities AG/Gu   7.000    1/29/2020  CHF   65.070
UBS AG/London              6.000    5/27/2021  EUR   73.300
Bayerische Landesbank      3.100    10/4/2019  EUR   52.400
Raiffeisen Schweiz Genos   6.500    9/12/2019  EUR   62.140
Leonteq Securities AG/Gu  10.000     2/8/2021  USD   65.200
Bayerische Landesbank      5.300   10/25/2019  EUR   68.690
Landesbank Hessen-Thueri   6.400    8/18/2020  EUR   44.280
Macquarie Internationale  11.550    8/28/2023  ZAR   17.321
Leonteq Securities AG/Gu  13.000    9/18/2019  USD   33.600
Raiffeisen Schweiz Genos   9.500   12/15/2020  CHF   66.560
HSBC Trinkaus & Burkhard   4.000    1/17/2020  EUR   72.140
Bayerische Landesbank      7.000   11/22/2019  EUR   67.930
Bayerische Landesbank      3.100    7/10/2020  EUR   55.260
Natixis SA                 3.150     6/8/2021  USD   50.112
Federal Grid Co Unified    9.350   10/17/2051  RUB   70.000
Leonteq Securities AG/Gu   8.200     9/1/2020  CHF   62.660
Rosselkhozbank JSC        10.500   11/22/2038  RUB  100.000
Leonteq Securities AG     14.250   11/22/2019  CHF   67.460
Leonteq Securities AG     17.250   11/22/2019  USD   68.260
Bayerische Landesbank      4.000   10/25/2019  EUR   61.060
Leonteq Securities AG/Gu  16.100   10/25/2019  EUR   65.590
Landesbank Baden-Wuertte   4.000    9/27/2019  EUR   57.110
Leonteq Securities AG/Gu   5.500    5/25/2021  CHF   63.400
Bayerische Landesbank      6.000   10/11/2019  EUR   63.260
Bayerische Landesbank      6.100   10/11/2019  EUR   52.070
Raiffeisen Centrobank AG   6.250   11/25/2019  EUR   47.060
Leonteq Securities AG      8.000    1/16/2020  CHF   64.550
Deutsche Bank AG           4.200    9/24/2019  EUR   57.550
Kancelaria Statima SA      8.000   12/13/2019  PLN   70.000
Leonteq Securities AG/Gu   6.000    1/20/2021  CHF   66.030
Leonteq Securities AG     12.000   10/23/2019  CHF   34.610
Leonteq Securities AG     11.000   10/23/2019  CHF   57.640
Leonteq Securities AG     10.400   10/23/2019  CHF   58.180
Leonteq Securities AG      9.400   10/23/2019  CHF   59.830
Bayerische Landesbank      3.550    8/21/2020  EUR   58.390
Leonteq Securities AG      5.400    7/25/2022  CHF   73.010
UniCredit Bank AG          5.050    1/11/2022  EUR   43.990
EFG International Financ   7.200    7/29/2020  EUR    9.040
UBS AG/London             10.000   10/11/2019  USD   44.450
Bayerische Landesbank      3.150    7/31/2020  EUR   57.860
Leonteq Securities AG     11.000   10/17/2019  CHF   59.880
Bayerische Landesbank      2.200   12/11/2020  EUR   71.230
Leonteq Securities AG/Gu   5.000   12/27/2019  EUR   58.910
Deutsche Bank AG           6.200   11/14/2019  EUR   63.870
Bank Julius Baer & Co Lt   9.650    4/27/2020  USD   52.550
UBS AG/London              8.500   11/15/2019  CHF   43.150
Bayerische Landesbank      2.450    7/31/2020  EUR   73.710
Bank Julius Baer & Co Lt   8.000    10/7/2019  EUR   53.050
Opus-Chartered Issuances   5.500   10/26/2024  EUR    0.010
LBI ehf                    6.100    8/25/2011  USD    7.539
Lehman Brothers Treasury   4.350     8/8/2016  SGD    3.750
Otkritie Holding JSC      11.500    7/14/2027  RUB    0.340
Valaris plc                7.750     2/1/2026  USD   61.910
Lehman Brothers Treasury   4.600   10/11/2017  ILS    3.750
Digital Invest OOO         7.850     4/9/2021  RUB    3.030
BNP Paribas SA             0.500   11/16/2032  MXN   32.671
Barclays Bank PLC          1.450    9/24/2038  MXN   28.725
Northland Resources AB    15.000    7/15/2019  USD    2.621
Heta Asset Resolution AG   4.875   12/31/2023  EUR    1.669
Barclays Bank PLC          2.000    6/12/2029  TRY   35.251
Credito Padano Banca di    3.100               EUR   33.833
Credito Padano Banca di    3.100               EUR   34.068
Espirito Santo Financial   5.625    7/28/2017  EUR    2.931
Credit Suisse AG/Nassau    6.000   10/11/2019  EUR   58.300
UniCredit Bank AG          3.630    3/12/2020  EUR   61.240
O1 Group Finance OOO      11.250    5/24/2027  RUB    0.150
Landesbank Hessen-Thueri   3.000   12/16/2020  EUR   73.900
UBS AG/London             21.000    3/26/2020  EUR   72.410
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   60.860
UBS AG/London             12.000    6/12/2020  USD   55.050
Bayerische Landesbank      4.700    9/13/2019  EUR   63.310
Corner Banca SA            6.300    2/17/2020  EUR   69.840
Bayerische Landesbank      2.400   12/20/2019  EUR   55.830
SALVATOR Vermoegensverwa   9.500               EUR   15.800
BNP Paribas Emissions- u  28.000    9/26/2019  EUR   71.720
Gold-Zack AG               7.000   12/14/2005  EUR   11.510
Credit Suisse AG/London    7.350   10/14/2019  CHF   58.930
Credit Suisse AG/London    8.750    10/4/2019  USD   39.860
EFG International Financ   7.000   11/23/2020  CHF   61.530
WEB Windenergie AG         6.500               EUR   55.010
SG Issuer SA               5.000    7/10/2020  EUR   12.440
Bank Julius Baer & Co Lt  13.600     1/3/2020  CHF   54.850
Rosselkhozbank JSC        15.000    1/29/2025  RUB   69.060
Heta Asset Resolution AG   4.350   12/31/2023  EUR    1.669
Lehman Brothers Treasury   7.375    9/20/2008  EUR    2.571
Otkritie Holding JSC      12.150    4/20/2028  RUB
Otkritie Holding JSC      12.090    12/8/2027  RUB    0.010
Digital Invest OOO         7.850     4/7/2021  RUB    2.900
Otkritie Holding JSC      10.770    9/17/2027  RUB    0.290
KPNQwest NV                7.125     6/1/2009  EUR    0.788
Rio Forte Investments SA   4.750   11/10/2015  EUR    5.250
Leonteq Securities AG/Gu  13.000     8/4/2020  CHF   33.270
DekaBank Deutsche Giroze   5.100     3/6/2020  EUR   62.480
Societe Generale Effekte  24.908   12/20/2019  EUR   71.560
Societe Generale Effekte  12.181    9/20/2019  EUR   71.920
Societe Generale Effekte  26.656   12/20/2019  EUR   64.830
Societe Generale Effekte  29.695    3/20/2020  EUR   73.370
Societe Generale Effekte   5.883    3/20/2020  EUR   73.250
Societe Generale Effekte   6.723    3/20/2020  EUR   71.970
Societe Generale Effekte   7.564    3/20/2020  EUR   70.740
Societe Generale Effekte   8.404    3/20/2020  EUR   69.600
Societe Generale Effekte   9.245    3/20/2020  EUR   68.520
Societe Generale Effekte  12.046    3/20/2020  EUR   65.780
Societe Generale Effekte  14.287    3/20/2020  EUR   64.430
Societe Generale Effekte  16.553    9/20/2019  EUR   76.200
Societe Generale Effekte   4.060    9/20/2019  EUR   40.490
Societe Generale Effekte   5.778    9/20/2019  EUR   37.700
Societe Generale Effekte   5.899   12/20/2019  EUR   42.110
Societe Generale Effekte   7.647   12/20/2019  EUR   39.780
Societe Generale Effekte   9.832   12/20/2019  EUR   38.010
Societe Generale Effekte  12.017   12/20/2019  EUR   36.590
Societe Generale Effekte   8.684    3/20/2020  EUR   41.330
Societe Generale Effekte  10.925    3/20/2020  EUR   39.930
Societe Generale Effekte  11.986    6/19/2020  EUR   44.040
Societe Generale Effekte  14.041    6/19/2020  EUR   42.710
Societe Generale Effekte  29.671    9/20/2019  EUR   55.890
Societe Generale Effekte  18.572   12/20/2019  EUR   70.950
Societe Generale Effekte  21.631   12/20/2019  EUR   68.740
Societe Generale Effekte  24.471   12/20/2019  EUR   66.780
Societe Generale Effekte  22.411    3/20/2020  EUR   72.180
Societe Generale Effekte  25.212    3/20/2020  EUR   70.630
Societe Generale Effekte   3.748    9/20/2019  EUR   72.870
Societe Generale Effekte   4.997    9/20/2019  EUR   69.800
Societe Generale Effekte   6.555   12/20/2019  EUR   71.620
Societe Generale Effekte   7.866   12/20/2019  EUR   69.370
Societe Generale Effekte   9.395   12/20/2019  EUR   67.310
Societe Generale Effekte  10.925   12/20/2019  EUR   65.450
Societe Generale Effekte  16.168   12/20/2019  EUR   61.110
Societe Generale Effekte   7.564    3/20/2020  EUR   72.880
Societe Generale Effekte   9.247    6/19/2020  EUR   72.980
Societe Generale Effekte   8.958   12/20/2019  EUR   72.110
Societe Generale Effekte  11.799   12/20/2019  EUR   69.170
Societe Generale Effekte  21.194   12/20/2019  EUR   62.800
Societe Generale Effekte   6.871    9/20/2019  EUR   69.270
Societe Generale Effekte   8.521   12/20/2019  EUR   71.620
Societe Generale Effekte  11.799   12/20/2019  EUR   68.010
Societe Generale Effekte  15.295   12/20/2019  EUR   65.100
Societe Generale Effekte  12.326    3/20/2020  EUR   70.950
Societe Generale Effekte  13.356    6/19/2020  EUR   72.360
SG Issuer SA              16.100   11/21/2019  EUR   75.550
Vontobel Financial Produ  11.500    3/27/2020  EUR   62.910
Landesbank Hessen-Thueri   6.150    3/11/2025  EUR   71.560
Commerzbank AG            18.750    9/27/2019  EUR   54.000
Commerzbank AG            14.250   10/25/2019  EUR   68.580
Commerzbank AG            10.250    1/24/2020  EUR   72.290
Commerzbank AG            12.250    1/24/2020  EUR   70.190
Commerzbank AG            14.750   10/25/2019  EUR   61.740
Commerzbank AG             6.250    1/24/2020  EUR   72.970
Commerzbank AG             8.250    1/24/2020  EUR   69.340
Commerzbank AG            10.250    1/24/2020  EUR   66.610
Commerzbank AG            12.250    1/24/2020  EUR   64.570
Commerzbank AG             5.000     2/1/2020  EUR   67.810
Landesbank Baden-Wuertte   6.000    7/24/2020  EUR   75.200
Landesbank Baden-Wuertte   6.000    7/24/2020  EUR   69.980
Landesbank Baden-Wuertte   4.500    7/24/2020  EUR   73.520
Landesbank Baden-Wuertte   3.000    7/24/2020  EUR   41.050
Landesbank Baden-Wuertte   5.000    7/24/2020  EUR   38.410
Vontobel Financial Produ  16.000    3/13/2020  EUR   71.410
Vontobel Financial Produ  14.000     1/3/2020  EUR   68.590
Vontobel Financial Produ  15.500    3/27/2020  EUR   67.830
Vontobel Financial Produ  18.000    3/13/2020  EUR   65.560
Vontobel Financial Produ  16.500   12/13/2019  EUR   67.330
Vontobel Financial Produ  13.000    3/27/2020  EUR   69.720
Vontobel Financial Produ  17.500     1/3/2020  EUR   66.310
Vontobel Financial Produ   7.000    3/13/2020  EUR   52.198
Vontobel Financial Produ  11.500   12/13/2019  EUR   51.800
HSBC Trinkaus & Burkhard  10.100    6/26/2020  EUR   70.150
HSBC Trinkaus & Burkhard   9.600   12/27/2019  EUR   72.230
HSBC Trinkaus & Burkhard   8.400    6/26/2020  EUR   67.180
HSBC Trinkaus & Burkhard   6.700    9/25/2020  EUR   70.030
HSBC Trinkaus & Burkhard   7.400   10/25/2019  EUR   67.410
HSBC Trinkaus & Burkhard   6.800    2/28/2020  EUR   69.440
HSBC Trinkaus & Burkhard  10.300   12/27/2019  EUR   66.090
HSBC Trinkaus & Burkhard   7.900    3/27/2020  EUR   70.060
HSBC Trinkaus & Burkhard  15.000   12/27/2019  EUR   32.440
HSBC Trinkaus & Burkhard  13.100    3/27/2020  EUR   34.860
HSBC Trinkaus & Burkhard   7.900    3/27/2020  EUR   36.520
HSBC Trinkaus & Burkhard  12.600    6/26/2020  EUR   37.510
HSBC Trinkaus & Burkhard  10.200   11/22/2019  EUR   33.680
HSBC Trinkaus & Burkhard   9.100    2/28/2020  EUR   35.530
HSBC Trinkaus & Burkhard   8.200    3/27/2020  EUR   67.640
HSBC Trinkaus & Burkhard   9.800    6/26/2020  EUR   65.670
DZ Bank AG Deutsche Zent   8.750   10/23/2019  EUR   29.090
DZ Bank AG Deutsche Zent  10.750   12/27/2019  EUR   38.280
Commerzbank AG            14.250   11/22/2019  EUR   71.630
HSBC Trinkaus & Burkhard   8.400    3/27/2020  EUR   73.030
HSBC Trinkaus & Burkhard   9.500    6/26/2020  EUR   71.570
HSBC Trinkaus & Burkhard   5.100    6/26/2020  EUR   47.860
HSBC Trinkaus & Burkhard   3.300    6/26/2020  EUR   52.060
HSBC Trinkaus & Burkhard   8.800    9/25/2020  EUR   44.890
HSBC Trinkaus & Burkhard   6.500    9/25/2020  EUR   46.920
HSBC Trinkaus & Burkhard   4.400    9/25/2020  EUR   50.400
HSBC Trinkaus & Burkhard   2.900    9/25/2020  EUR   54.860
HSBC Trinkaus & Burkhard  10.700   10/25/2019  EUR   37.900
HSBC Trinkaus & Burkhard   6.500   10/25/2019  EUR   41.940
HSBC Trinkaus & Burkhard  10.400   11/22/2019  EUR   38.520
HSBC Trinkaus & Burkhard   6.400   11/22/2019  EUR   42.260
HSBC Trinkaus & Burkhard   3.300   11/22/2019  EUR   47.600
HSBC Trinkaus & Burkhard   6.300    1/24/2020  EUR   43.010
HSBC Trinkaus & Burkhard   3.400    1/24/2020  EUR   47.830
HSBC Trinkaus & Burkhard   9.500    2/28/2020  EUR   40.470
HSBC Trinkaus & Burkhard   6.300    2/28/2020  EUR   43.480
HSBC Trinkaus & Burkhard   3.600    2/28/2020  EUR   48.100
HSBC Trinkaus & Burkhard   6.800    3/27/2020  EUR   71.560
HSBC Trinkaus & Burkhard   2.600    3/27/2020  EUR   51.350
HSBC Trinkaus & Burkhard  12.300    6/26/2020  EUR   41.910
HSBC Trinkaus & Burkhard  10.400    6/26/2020  EUR   42.660
HSBC Trinkaus & Burkhard   7.600    6/26/2020  EUR   44.560
BNP Paribas Emissions- u  17.000    9/26/2019  EUR   70.320
Commerzbank AG            18.000    9/27/2019  EUR   73.510
BNP Paribas Emissions- u  23.000    9/26/2019  EUR   71.410
BNP Paribas Emissions- u   9.000    9/26/2019  EUR   71.250
BNP Paribas Emissions- u  15.000    9/26/2019  EUR   64.320
BNP Paribas Emissions- u   7.000   12/30/2019  EUR   72.400
BNP Paribas Emissions- u  10.000   12/30/2019  EUR   69.750
BNP Paribas Emissions- u  12.000   12/30/2019  EUR   67.080
BNP Paribas Emissions- u  13.000    3/26/2020  EUR   67.160
DekaBank Deutsche Giroze   6.250    1/23/2020  EUR   73.730
Commerzbank AG            11.500    9/27/2019  EUR   71.340
Commerzbank AG            13.500    9/27/2019  EUR   68.630
Commerzbank AG            15.500    9/27/2019  EUR   66.140
Commerzbank AG            18.000    9/27/2019  EUR   31.370
Commerzbank AG            11.500   12/31/2019  EUR   74.220
Commerzbank AG            13.500   12/31/2019  EUR   71.620
Commerzbank AG            12.750    9/27/2019  EUR   67.490
Commerzbank AG            10.500   12/31/2019  EUR   71.690
Commerzbank AG             8.000    9/27/2019  EUR   71.030
Landesbank Baden-Wuertte   4.200     1/3/2020  EUR   72.510
Credit Suisse AG/Nassau    8.000    9/13/2019  CHF   59.620
Banque Cantonale Vaudois   7.500    9/23/2019  CHF   59.230
Leonteq Securities AG/Gu  10.000    9/12/2019  CHF   37.470
UBS AG/London              9.750    9/16/2019  CHF   65.450
UBS AG/London             12.500    3/16/2020  CHF   41.200
UBS AG/London             10.250    3/16/2020  USD   59.500
UBS AG/London             12.250    9/16/2019  CHF   67.350
UBS AG/London              9.000    9/16/2019  CHF   55.400
UBS AG/London              7.500    3/16/2020  EUR   68.400
UBS AG/London              8.250    9/16/2019  CHF   67.100
Leonteq Securities AG/Gu   9.000    3/16/2020  CHF   51.370
Vontobel Financial Produ   7.200    3/13/2020  EUR   73.530
Vontobel Financial Produ   7.050    3/13/2020  EUR   68.290
Vontobel Financial Produ  14.500   12/13/2019  EUR   73.190
Vontobel Financial Produ  16.500    3/13/2020  EUR   68.460
Commerzbank AG             3.500   12/31/2019  EUR   58.810
Commerzbank AG             5.500   12/31/2019  EUR   49.760
Commerzbank AG             7.500   12/31/2019  EUR   43.900
Commerzbank AG             9.500   12/31/2019  EUR   40.330
Commerzbank AG            11.500   12/31/2019  EUR   38.050
Commerzbank AG            13.500   12/31/2019  EUR   36.570
Commerzbank AG            15.500   12/31/2019  EUR   35.640
Commerzbank AG            11.250   12/31/2019  EUR   71.970
Commerzbank AG            13.250   12/31/2019  EUR   69.640
Commerzbank AG            15.250   12/31/2019  EUR   67.120
Vontobel Financial Produ  12.000     1/3/2020  EUR   73.100
Vontobel Financial Produ  10.500    3/27/2020  EUR   71.660
Vontobel Financial Produ  12.500    3/27/2020  EUR   72.270
Vontobel Financial Produ  14.000    3/27/2020  EUR   67.610
Vontobel Financial Produ   7.500    3/27/2020  EUR   50.210
Vontobel Financial Produ   6.500    3/27/2020  EUR   52.440
Vontobel Financial Produ  14.000     1/3/2020  EUR   44.320
Vontobel Financial Produ  12.000     1/3/2020  EUR   45.910
Vontobel Financial Produ  10.000     1/3/2020  EUR   47.780
Vontobel Financial Produ  12.500    3/27/2020  EUR   46.180
Vontobel Financial Produ  10.500    3/27/2020  EUR   47.110
Vontobel Financial Produ   9.000    3/27/2020  EUR   48.540
Vontobel Financial Produ   8.500     1/3/2020  EUR   50.120
Vontobel Financial Produ  16.500    3/27/2020  EUR   69.440
Vontobel Financial Produ  21.000     1/3/2020  EUR   61.870
Vontobel Financial Produ  11.500    3/27/2020  EUR   57.770
Vontobel Financial Produ   8.000    3/27/2020  EUR   72.520
Vontobel Financial Produ  15.500    3/27/2020  EUR   63.490
Vontobel Financial Produ  15.000    3/27/2020  EUR   72.500
Vontobel Financial Produ   9.500    3/27/2020  EUR   57.910
Landesbank Baden-Wuertte   3.000   12/29/2020  EUR   48.560
Landesbank Baden-Wuertte   5.000   12/29/2020  EUR   44.900
Commerzbank AG            13.500    9/27/2019  EUR   72.130
Commerzbank AG            13.000   12/31/2019  EUR   71.960
Commerzbank AG            15.250   12/31/2019  EUR   73.750
Commerzbank AG            10.750    9/27/2019  EUR   70.510
Commerzbank AG            14.750    9/27/2019  EUR   64.940
Commerzbank AG            12.500   12/31/2019  EUR   68.600
Commerzbank AG            14.500   12/31/2019  EUR   66.000
Commerzbank AG            16.000    9/27/2019  EUR   72.870
Commerzbank AG            18.000    9/27/2019  EUR   70.230
Commerzbank AG            17.250    9/27/2019  EUR   73.580
Leonteq Securities AG/Gu   6.800    3/16/2020  CHF   64.330
DekaBank Deutsche Giroze   2.850   11/29/2019  EUR   65.080
Landesbank Hessen-Thueri   2.750   10/23/2020  EUR   71.700
UBS AG/London             10.250    3/23/2020  EUR   57.950
Bayerische Landesbank      3.300   10/18/2019  EUR   58.820
Bank Julius Baer & Co Lt  10.500    9/30/2019  USD   50.700
Commerzbank AG            16.500    9/27/2019  EUR   62.130
Commerzbank AG            19.000    9/27/2019  EUR   71.940
UniCredit Bank AG          3.500    9/19/2021  EUR   47.410
Bank Julius Baer & Co Lt  13.150    12/4/2019  CHF   69.100
Vontobel Financial Produ   5.500    3/27/2020  EUR   58.280
Vontobel Financial Produ  12.000    9/27/2019  EUR   65.440
Commerzbank AG             8.250    9/27/2019  EUR   64.430
Commerzbank AG            10.250   11/22/2019  EUR   60.320
DekaBank Deutsche Giroze   2.400    9/18/2020  EUR   71.480
DekaBank Deutsche Giroze   3.000    9/18/2020  EUR   64.710
DekaBank Deutsche Giroze   2.100    9/18/2020  EUR   72.150
Commerzbank AG             9.750   12/31/2019  EUR   64.120
Commerzbank AG            21.500    9/27/2019  EUR   60.300
EFG International Financ   7.000    2/15/2021  CHF   61.530
EFG International Financ   7.800    2/15/2021  EUR   55.380
EFG International Financ   7.800    2/16/2021  USD   60.360
Bayerische Landesbank      3.900     9/6/2019  EUR   60.960
Raiffeisen Schweiz Genos   7.000    2/12/2020  CHF   67.350
BNP Paribas Emissions- u   7.500    9/26/2019  EUR   64.850
BNP Paribas Emissions- u   3.000    9/26/2019  EUR   31.840
Landesbank Baden-Wuertte   2.900   11/22/2019  EUR   67.890
Landesbank Baden-Wuertte   3.500   11/22/2019  EUR   45.290
DekaBank Deutsche Giroze   3.500    8/21/2020  EUR   70.090
Landesbank Baden-Wuertte   2.750    9/23/2022  EUR   69.360
Zurcher Kantonalbank Fin   4.750   10/10/2019  CHF   69.730
DekaBank Deutsche Giroze   1.000    11/2/2021  EUR   68.170
UBS AG/London              5.600    9/26/2019  EUR   43.540
DekaBank Deutsche Giroze   2.500    11/2/2020  EUR   72.800
DekaBank Deutsche Giroze   3.200    11/1/2019  EUR   49.190
Leonteq Securities AG/Gu   8.000    10/2/2019  CHF   62.650
Landesbank Baden-Wuertte   3.250    7/24/2020  EUR   71.160
Landesbank Baden-Wuertte   2.500    7/24/2020  EUR   70.670
Landesbank Baden-Wuertte   3.500    7/24/2020  EUR   62.100
Bayerische Landesbank      2.100    10/8/2021  EUR   72.330
Bayerische Landesbank      2.100    10/9/2020  EUR   70.350
Bayerische Landesbank      3.100    10/9/2020  EUR   56.550
UBS AG/London              7.500    10/4/2019  EUR   60.450
UBS AG/London             13.250    10/4/2019  CHF   59.550
UBS AG/London              7.250    10/4/2019  CHF   65.600
EFG International Financ   8.400   10/18/2019  EUR   52.780
Vontobel Financial Produ   4.300   11/11/2019  EUR   46.720
Bank Julius Baer & Co Lt   6.250    10/5/2020  CHF   65.200
Societe Generale SA       10.650   10/27/2022  USD   68.500
Leonteq Securities AG/Gu   7.000    4/16/2020  CHF   39.750
Raiffeisen Schweiz Genos   5.750   10/16/2019  USD   33.910
Raiffeisen Schweiz Genos   5.000   10/16/2019  CHF   33.890
UniCredit Bank AG          3.000   11/12/2022  EUR   69.640
Landesbank Baden-Wuertte   2.550   12/27/2021  EUR   70.930
Landesbank Baden-Wuertte   2.500   12/27/2021  EUR   71.910
Raiffeisen Switzerland B   7.000    7/11/2024  USD   60.920
Raiffeisen Schweiz Genos   9.000   10/12/2020  CHF   57.660
DZ Bank AG Deutsche Zent   3.000   10/30/2019  EUR   72.770
Barclays Bank PLC         13.500   10/16/2020  EUR   57.410
Landesbank Hessen-Thueri   4.000   11/10/2021  EUR   58.270
DekaBank Deutsche Giroze   2.000    11/2/2020  EUR   67.730
EFG International Financ   7.200   10/26/2020  USD   44.820
Raiffeisen Centrobank AG   6.316   12/27/2019  EUR   75.170
Leonteq Securities AG/Gu   6.000   10/23/2019  CHF   55.340
Zurcher Kantonalbank Fin   7.250   10/19/2020  CHF   64.410
Landesbank Hessen-Thueri   5.100    2/17/2023  EUR   50.680
DekaBank Deutsche Giroze   4.050    11/6/2020  EUR   74.860
UniCredit Bank AG          4.850    11/1/2020  EUR   55.030
Landesbank Hessen-Thueri   5.450   11/17/2022  EUR   51.180
UniCredit Bank AG          8.600     1/3/2020  EUR   57.540
UniCredit Bank AG         11.700     1/3/2020  EUR   50.350
UniCredit Bank AG         12.100     1/3/2020  EUR   35.630
UniCredit Bank AG         13.200     1/3/2020  EUR   72.150
UniCredit Bank AG         10.300     1/3/2020  EUR   64.780
UniCredit Bank AG          7.500     1/3/2020  EUR   71.390
UniCredit Bank AG          4.300     1/3/2020  EUR   72.560
UniCredit Bank AG          7.000     1/3/2020  EUR   72.820
UniCredit Bank AG          8.300     1/3/2020  EUR   63.470
UniCredit Bank AG          6.800     1/3/2020  EUR   68.860
UniCredit Bank AG          6.300     1/3/2020  EUR   59.930
UniCredit Bank AG         11.900     1/3/2020  EUR   60.090
UniCredit Bank AG          9.800     1/3/2020  EUR   62.840
UniCredit Bank AG         11.600     1/3/2020  EUR   59.310
UniCredit Bank AG          3.400     1/3/2020  EUR   53.210
UniCredit Bank AG          8.900     1/3/2020  EUR   67.280
UniCredit Bank AG          8.000     1/3/2020  EUR   69.110
UniCredit Bank AG          9.800     1/3/2020  EUR   63.450
UniCredit Bank AG          7.500     1/3/2020  EUR   53.760
UniCredit Bank AG          8.700     1/3/2020  EUR   70.370
UniCredit Bank AG          3.100     1/3/2020  EUR   66.090
UniCredit Bank AG          6.300     1/3/2020  EUR   50.760
UniCredit Bank AG          7.300     1/3/2020  EUR   40.480
UniCredit Bank AG          6.000     1/3/2020  EUR   42.710
UniCredit Bank AG          8.800     1/3/2020  EUR   38.670
UniCredit Bank AG          6.800     1/3/2020  EUR   58.000
UniCredit Bank AG          7.100     1/3/2020  EUR   46.100
UniCredit Bank AG          4.700     1/3/2020  EUR   53.940
UniCredit Bank AG          3.300     1/3/2020  EUR   61.410
UniCredit Bank AG          6.500     1/3/2020  EUR   42.800
UniCredit Bank AG          4.300     1/3/2020  EUR   51.520
UniCredit Bank AG          5.400     1/3/2020  EUR   46.660
UniCredit Bank AG          7.800     1/3/2020  EUR   71.570
UniCredit Bank AG         10.000     1/3/2020  EUR   42.910
UniCredit Bank AG         13.000     1/3/2020  EUR   52.150
UniCredit Bank AG          5.900     1/3/2020  EUR   50.950
UniCredit Bank AG          4.000     1/3/2020  EUR   66.720
UniCredit Bank AG          5.000     1/3/2020  EUR    4.300
UniCredit Bank AG         11.900     1/3/2020  EUR   62.750
UniCredit Bank AG          8.600     1/3/2020  EUR   45.220
DekaBank Deutsche Giroze   3.000    6/26/2020  EUR   68.760
UniCredit Bank AG         13.700     1/3/2020  EUR   68.700
UniCredit Bank AG          6.300     1/3/2020  EUR   65.210
UniCredit Bank AG          5.100     1/3/2020  EUR   67.720
UniCredit Bank AG          6.900     1/3/2020  EUR   66.700
UniCredit Bank AG          3.200     1/3/2020  EUR   72.020
UniCredit Bank AG          8.200     1/3/2020  EUR   66.350
UniCredit Bank AG         11.600     1/3/2020  EUR   59.210
UniCredit Bank AG          5.400     1/3/2020  EUR   71.030
UniCredit Bank AG          9.800     1/3/2020  EUR   61.470
UniCredit Bank AG          6.100     1/3/2020  EUR   72.770
UniCredit Bank AG         11.000     1/3/2020  EUR   40.010
UniCredit Bank AG          3.800     1/3/2020  EUR   63.570
UniCredit Bank AG          5.400     1/3/2020  EUR   73.350
UniCredit Bank AG          5.200     1/3/2020  EUR   63.840
UniCredit Bank AG          7.200     1/3/2020  EUR   51.790
UniCredit Bank AG          7.100     1/3/2020  EUR   57.910
UniCredit Bank AG          6.100     1/3/2020  EUR   65.170
UniCredit Bank AG          7.900     1/3/2020  EUR   60.430
UniCredit Bank AG          7.100     1/3/2020  EUR   74.850
UniCredit Bank AG          6.900     1/3/2020  EUR   50.690
UniCredit Bank AG          3.400     1/3/2020  EUR   67.020
UniCredit Bank AG         12.200     1/3/2020  EUR   40.240
UniCredit Bank AG         12.100     1/3/2020  EUR   64.210
UniCredit Bank AG         10.300     1/3/2020  EUR   53.440
UniCredit Bank AG          5.200     1/3/2020  EUR   69.320
UniCredit Bank AG          6.800     1/3/2020  EUR   47.520
UniCredit Bank AG          9.600     1/3/2020  EUR   42.390
UniCredit Bank AG         11.000     1/3/2020  EUR   66.510
UniCredit Bank AG          8.500     1/3/2020  EUR   61.860
UniCredit Bank AG          6.300     1/3/2020  EUR   66.260
UniCredit Bank AG          8.700     1/3/2020  EUR   60.730
UniCredit Bank AG          7.200     1/3/2020  EUR   63.860
UniCredit Bank AG         11.200     1/3/2020  EUR   50.630
UniCredit Bank AG          6.400     1/3/2020  EUR   71.730
UniCredit Bank AG         10.600     1/3/2020  EUR   61.010
UniCredit Bank AG          7.600     1/3/2020  EUR   67.380
UniCredit Bank AG          3.900     1/3/2020  EUR   55.300
UniCredit Bank AG         10.300     1/3/2020  EUR   46.020
UniCredit Bank AG          8.400     1/3/2020  EUR   44.440
UniCredit Bank AG          8.000     1/3/2020  EUR   47.680
UniCredit Bank AG         12.900     1/3/2020  EUR   48.580
UniCredit Bank AG         11.900     1/3/2020  EUR   48.570
UniCredit Bank AG          3.600     1/3/2020  EUR   58.390
UniCredit Bank AG          7.600     1/3/2020  EUR   60.010
UniCredit Bank AG         10.600     1/3/2020  EUR   73.750
UniCredit Bank AG          9.100     1/3/2020  EUR   55.980
UniCredit Bank AG         13.000     1/3/2020  EUR   29.320
UniCredit Bank AG          4.000     1/3/2020  EUR   44.820
UniCredit Bank AG          8.800     1/3/2020  EUR   33.540
UniCredit Bank AG          9.900     1/3/2020  EUR   55.590
UniCredit Bank AG         10.100     1/3/2020  EUR   64.940
UniCredit Bank AG          8.100     1/3/2020  EUR   58.660
UniCredit Bank AG          6.000     1/3/2020  EUR   38.610
UniCredit Bank AG          4.100     1/3/2020  EUR   74.260
UniCredit Bank AG         10.900     1/3/2020  EUR   55.390
UniCredit Bank AG          4.300     1/3/2020  EUR   69.360
UniCredit Bank AG          8.700     1/3/2020  EUR   59.570
UniCredit Bank AG          6.500     1/3/2020  EUR   62.360
UniCredit Bank AG          6.500     1/3/2020  EUR   73.060
UniCredit Bank AG          5.600     1/3/2020  EUR   67.910
UniCredit Bank AG          4.200     1/3/2020  EUR   38.150
UniCredit Bank AG          8.600     1/3/2020  EUR   30.590
UniCredit Bank AG          9.900     1/3/2020  EUR   60.500
UniCredit Bank AG          7.100     1/3/2020  EUR   72.460
UniCredit Bank AG          3.500     1/3/2020  EUR   68.340
UniCredit Bank AG          4.200     1/3/2020  EUR   68.380
UniCredit Bank AG          5.300     1/3/2020  EUR   59.990
UniCredit Bank AG          4.600     1/3/2020  EUR   48.690
UniCredit Bank AG          4.700     1/3/2020  EUR   54.800
UniCredit Bank AG         10.000     1/3/2020  EUR   51.750
UniCredit Bank AG          3.200     1/3/2020  EUR   69.920
UniCredit Bank AG          6.700     1/3/2020  EUR   68.890
UniCredit Bank AG          6.600     1/3/2020  EUR   49.550
UniCredit Bank AG          4.200     1/3/2020  EUR   57.660
UniCredit Bank AG          5.700     1/3/2020  EUR   73.150
UniCredit Bank AG         12.900     1/3/2020  EUR   32.060
UniCredit Bank AG          8.700     1/3/2020  EUR   69.340
UniCredit Bank AG         10.900     1/3/2020  EUR   34.270
UniCredit Bank AG          5.900     1/3/2020  EUR   71.150
UniCredit Bank AG          5.100     1/3/2020  EUR   60.270
UniCredit Bank AG         12.500     1/3/2020  EUR   42.800
UniCredit Bank AG          6.800     1/3/2020  EUR   62.270
UniCredit Bank AG         10.500     1/3/2020  EUR   53.710
UniCredit Bank AG          5.300     1/3/2020  EUR   69.280
UniCredit Bank AG         11.600     1/3/2020  EUR   54.350
UniCredit Bank AG          7.500     1/3/2020  EUR   47.300
UniCredit Bank AG          4.400     1/3/2020  EUR   55.460
UniCredit Bank AG          8.000     1/3/2020  EUR   61.370
UniCredit Bank AG          7.700     1/3/2020  EUR   62.350
UniCredit Bank AG          9.900     1/3/2020  EUR   56.280
UniCredit Bank AG         10.200     1/3/2020  EUR   56.880
UniCredit Bank AG          6.200     1/3/2020  EUR   62.870
UniCredit Bank AG          4.100     1/3/2020  EUR   73.630
UniCredit Bank AG          4.900     1/3/2020  EUR   71.720
Landesbank Hessen-Thueri   8.600   11/17/2022  EUR   52.250
Landesbank Baden-Wuertte   3.000   12/29/2020  EUR   62.420
Landesbank Baden-Wuertte   3.000   12/29/2020  EUR   63.590
Landesbank Baden-Wuertte   3.600   12/29/2020  EUR   59.280
Landesbank Baden-Wuertte   4.400   12/29/2020  EUR   53.670
UniCredit Bank AG          4.250   11/21/2021  EUR   56.940
UniCredit Bank AG          4.200   11/21/2021  EUR   58.320
UniCredit Bank AG          3.700   11/21/2021  EUR   69.610
UniCredit Bank AG          4.350   11/21/2021  EUR   47.790
UniCredit Bank AG          4.050   11/21/2021  EUR   66.420
Leonteq Securities AG/Gu   8.200   10/23/2019  CHF   54.270
Leonteq Securities AG/Gu   6.200   10/23/2019  CHF   58.900
DekaBank Deutsche Giroze   1.400   11/15/2019  EUR   73.390
DekaBank Deutsche Giroze   2.300   11/13/2020  EUR   64.360
UBS AG/London              6.250   10/18/2019  EUR   58.600
Corner Banca SA            8.800   10/30/2019  CHF   55.470
UBS AG/London             12.000   10/18/2019  CHF   54.100
UBS AG/London              9.500    4/20/2020  CHF   64.250
UBS AG/London             10.000   10/18/2019  CHF   59.300
UBS AG/London              9.000   10/18/2019  EUR   67.550
EFG International Financ   7.200    11/2/2020  EUR   55.950
Raiffeisen Switzerland B   4.440    4/19/2021  EUR   70.490
Landesbank Hessen-Thueri   4.000   11/24/2021  EUR   56.290
BNP Paribas Issuance BV    6.800   10/21/2019  EUR
Zurcher Kantonalbank Fin   8.000   10/31/2019  CHF   14.790
Landesbank Baden-Wuertte   2.800    7/24/2020  EUR   70.850
UniCredit Bank AG          3.700    5/28/2021  EUR   65.510
Corner Banca SA           10.000    11/6/2019  CHF   65.010
Landesbank Hessen-Thueri   2.200   11/24/2020  EUR   51.650
BNP Paribas Issuance BV    6.800   10/21/2019  EUR   55.950
Landesbank Baden-Wuertte   3.000    9/25/2020  EUR   71.850
DZ Bank AG Deutsche Zent   5.100    12/4/2019  EUR   65.030
UBS AG/London              5.700     1/2/2020  EUR   53.680
UBS AG/London              5.600    9/26/2019  EUR   45.740
UBS AG/London              4.000     1/2/2020  EUR   55.710
EFG International Financ   7.400   12/21/2020  USD   54.910
UBS AG/London              7.250    12/6/2019  CHF   59.250
UBS AG/London              8.500    12/6/2019  CHF   63.400
UBS AG/London              7.000    12/6/2019  CHF   66.200
UBS AG/London              9.500    12/6/2019  EUR   50.900
UBS AG/London              7.750     6/8/2020  CHF   73.800
DekaBank Deutsche Giroze   2.900     1/4/2021  EUR   61.950
DekaBank Deutsche Giroze   2.100     1/4/2021  EUR   55.200
Zurcher Kantonalbank Fin   5.000   12/14/2020  EUR   66.480
Leonteq Securities AG/Gu   7.000   12/15/2020  CHF   70.210
Leonteq Securities AG/Gu   7.400   12/18/2019  EUR   61.870
Raiffeisen Schweiz Genos   9.000   12/18/2019  CHF   44.740
Raiffeisen Schweiz Genos   6.250   12/18/2019  CHF   27.660
Vontobel Financial Produ   5.400     1/6/2020  EUR   41.420
Leonteq Securities AG/Gu   7.400   12/15/2020  CHF   73.140
Leonteq Securities AG/Gu   7.000   12/15/2020  EUR   67.990
Leonteq Securities AG/Gu   8.400   12/18/2019  CHF   28.590
Commerzbank AG             3.250   12/10/2019  USD   55.070
Landesbank Baden-Wuertte   2.000    2/25/2022  EUR   74.070
Landesbank Baden-Wuertte   2.200    2/25/2022  EUR   73.030
Natixis SA                 3.000   12/11/2019  USD   41.473
Leonteq Securities AG/Gu   8.000    7/22/2020  CHF   57.760
Raiffeisen Schweiz Genos   6.450    1/22/2020  CHF   56.230
Raiffeisen Schweiz Genos   5.500    1/22/2020  CHF   62.390
Raiffeisen Schweiz Genos  10.020    1/15/2020  EUR   61.420
Leonteq Securities AG/Gu   8.000    1/17/2020  CHF   37.680
Bank Julius Baer & Co Lt   8.800    1/24/2020  EUR   51.500
UniCredit Bank AG          4.200    2/12/2021  EUR   59.900
UniCredit Bank AG          4.400    2/12/2021  EUR   49.890
UniCredit Bank AG          5.000    2/12/2021  EUR   62.320
UniCredit Bank AG          5.900    2/12/2021  EUR   68.760
Raiffeisen Schweiz Genos   7.000    1/15/2020  CHF   69.620
Raiffeisen Schweiz Genos   5.300    1/15/2020  CHF   69.940
UniCredit Bank AG          4.550    2/12/2021  EUR   56.060
UBS AG/London              4.000     7/6/2021  EUR   64.840
Bayerische Landesbank      2.200    8/20/2021  EUR   70.980
Landesbank Baden-Wuertte   3.100    3/26/2021  EUR   64.840
Landesbank Baden-Wuertte   3.000    3/26/2021  EUR   69.840
Landesbank Baden-Wuertte   3.550    3/26/2021  EUR   70.490
Landesbank Baden-Wuertte   3.000    3/26/2021  EUR   59.360
Landesbank Baden-Wuertte   2.750   10/25/2019  EUR   71.680
Landesbank Baden-Wuertte   3.000   10/25/2019  EUR   64.290
Landesbank Baden-Wuertte   3.650   10/25/2019  EUR   54.080
Landesbank Baden-Wuertte   3.600   10/25/2019  EUR   46.240
Zurcher Kantonalbank Fin   3.500    1/23/2020  CHF   22.420
Deutsche Bank AG           6.200   12/24/2019  EUR   66.310
Deutsche Bank AG           6.200   12/24/2019  EUR   62.930
Deutsche Bank AG           6.200   12/24/2019  EUR   70.810
Deutsche Bank AG           6.200   12/24/2019  EUR   67.000
Deutsche Bank AG           6.200   12/24/2019  EUR   42.800
Deutsche Bank AG           6.200   12/24/2019  EUR   41.200
Deutsche Bank AG           6.200   12/24/2019  EUR   39.700
Deutsche Bank AG           6.200   12/24/2019  EUR   46.460
Deutsche Bank AG           6.200   12/24/2019  EUR   44.680
Deutsche Bank AG           6.200   12/24/2019  EUR   43.040
Deutsche Bank AG           6.200   12/24/2019  EUR   59.880
Deutsche Bank AG           6.200   12/24/2019  EUR   56.030
Deutsche Bank AG           6.200   12/24/2019  EUR   47.200
Deutsche Bank AG           6.200   12/24/2019  EUR   73.890
Deutsche Bank AG           6.200   12/24/2019  EUR   70.480
Deutsche Bank AG           6.200   12/24/2019  EUR   73.000
Deutsche Bank AG           6.200   12/24/2019  EUR   69.100
Deutsche Bank AG           6.200   12/24/2019  EUR   65.500
Deutsche Bank AG           6.200   12/24/2019  EUR   72.560
Deutsche Bank AG           6.200   12/24/2019  EUR   69.330
Deutsche Bank AG           6.200   12/24/2019  EUR   66.370
Deutsche Bank AG           6.200   12/24/2019  EUR   64.530
Deutsche Bank AG           6.200   12/24/2019  EUR   68.900
Deutsche Bank AG           6.200   12/24/2019  EUR   65.400
Deutsche Bank AG           6.200   12/24/2019  EUR   73.600
Deutsche Bank AG           6.200   12/24/2019  EUR   67.540
Deutsche Bank AG           6.200   12/24/2019  EUR   64.830
Deutsche Bank AG           6.200   12/24/2019  EUR   62.330
Deutsche Bank AG           6.200   12/24/2019  EUR   60.010
Deutsche Bank AG           6.200   12/24/2019  EUR   49.130
Deutsche Bank AG           6.200   12/24/2019  EUR   47.510
Deutsche Bank AG           6.200   12/24/2019  EUR   46.000
Deutsche Bank AG           6.200   12/24/2019  EUR   42.700
Deutsche Bank AG           6.200   12/24/2019  EUR   41.300
Deutsche Bank AG           6.200   12/24/2019  EUR   40.000
Deutsche Bank AG           6.200   12/24/2019  EUR   72.170
Deutsche Bank AG           6.200   12/24/2019  EUR   44.890
Deutsche Bank AG           6.200   12/24/2019  EUR   43.180
Deutsche Bank AG           6.200   12/24/2019  EUR   41.600
Deutsche Bank AG           5.200   12/24/2019  EUR   65.980
Deutsche Bank AG           5.200   12/24/2019  EUR   70.480
Deutsche Bank AG           5.200   12/24/2019  EUR   42.500
Deutsche Bank AG           5.200   12/24/2019  EUR   46.120
Deutsche Bank AG           5.200   12/24/2019  EUR   44.340
Deutsche Bank AG           5.200   12/24/2019  EUR   59.550
Deutsche Bank AG           5.200   12/24/2019  EUR   46.860
Deutsche Bank AG           5.200   12/24/2019  EUR   73.550
Deutsche Bank AG           5.200   12/24/2019  EUR   72.600
Deutsche Bank AG           5.200   12/24/2019  EUR   72.220
Deutsche Bank AG           5.200   12/24/2019  EUR   68.990
Deutsche Bank AG           5.200   12/24/2019  EUR   68.600
Deutsche Bank AG           5.200   12/24/2019  EUR   67.190
Deutsche Bank AG           5.200   12/24/2019  EUR   64.490
Deutsche Bank AG           5.200   12/24/2019  EUR   48.800
Deutsche Bank AG           5.200   12/24/2019  EUR   47.170
Deutsche Bank AG           5.200   12/24/2019  EUR   42.400
Deutsche Bank AG           5.200   12/24/2019  EUR   44.560
Landesbank Baden-Wuertte   2.650    1/27/2023  EUR   65.100
Landesbank Baden-Wuertte   2.750   10/23/2020  EUR   69.530
Leonteq Securities AG/Gu   5.500    1/30/2020  CHF   55.460
Raiffeisen Schweiz Genos   7.840    1/22/2020  CHF   58.720
UBS AG/London              5.500    1/17/2020  CHF   60.400
UBS AG/London              6.250    1/17/2020  CHF   35.100
UBS AG/London              6.750    1/17/2020  CHF   60.850
UniCredit Bank AG          4.130    2/13/2022  EUR   60.240
EFG International Financ   8.000     2/1/2021  CHF   72.940
Landesbank Hessen-Thueri   7.600    2/16/2023  EUR   72.630
Landesbank Hessen-Thueri   6.500    2/16/2023  EUR   68.650
Zurcher Kantonalbank Fin   5.265    1/17/2020  CHF   65.880
Raiffeisen Schweiz Genos   6.800    1/29/2020  CHF   69.870
Raiffeisen Schweiz Genos   6.250    1/29/2020  CHF   62.430
DekaBank Deutsche Giroze   2.900    2/14/2020  EUR   65.060
DekaBank Deutsche Giroze   2.000    2/12/2021  EUR   68.900
DekaBank Deutsche Giroze   2.800    2/12/2021  EUR   60.590
Leonteq Securities AG/Gu   8.200    1/29/2020  EUR   46.930
Leonteq Securities AG/Gu   7.200    7/29/2020  CHF   69.690
Landesbank Hessen-Thueri   3.000    8/26/2020  EUR   71.100
Landesbank Hessen-Thueri   4.000    8/26/2020  EUR   50.900
Landesbank Hessen-Thueri   5.200    2/23/2022  EUR   72.780
Raiffeisen Centrobank AG   9.940   12/27/2019  EUR   55.720
Raiffeisen Centrobank AG   5.665   12/27/2019  EUR   50.730
Landesbank Baden-Wuertte   2.400    2/25/2022  EUR   73.920
Landesbank Baden-Wuertte   2.400    2/25/2022  EUR   70.340
Zurcher Kantonalbank Fin   5.750    1/30/2020  CHF   23.120
UniCredit Bank AG          3.250    2/27/2022  EUR   59.590
Vontobel Financial Produ   5.250    2/21/2020  EUR   50.170
EFG International Financ   7.000     2/8/2021  CHF   66.100
EFG International Financ   7.200     2/8/2021  EUR   69.010
EFG International Financ   8.600     2/7/2020  USD   37.290
Leonteq Securities AG/Gu   8.000     8/5/2020  CHF   72.290
Leonteq Securities AG/Gu   9.000     8/5/2020  USD   58.610
Leonteq Securities AG/Gu  10.000     2/5/2020  EUR   48.770
Landesbank Hessen-Thueri   7.900     6/2/2023  EUR   72.050
Raiffeisen Schweiz Genos   7.500     2/5/2020  CHF   67.130
Landesbank Hessen-Thueri   5.700     6/2/2023  EUR   63.650
Leonteq Securities AG/Gu   7.000     2/5/2020  CHF   24.800
Raiffeisen Schweiz Genos   6.070    1/29/2020  CHF   61.290
UniCredit Bank AG         12.900     1/3/2020  EUR   57.010
UniCredit Bank AG          4.100     1/3/2020  EUR   70.030
UniCredit Bank AG          5.300     1/3/2020  EUR   51.860
UniCredit Bank AG         14.000     1/3/2020  EUR   37.760
UniCredit Bank AG          7.900     1/3/2020  EUR   73.010
UniCredit Bank AG          8.100     1/3/2020  EUR   62.440
UniCredit Bank AG         14.500     1/3/2020  EUR   54.010
UniCredit Bank AG          5.500     1/3/2020  EUR   65.710
UniCredit Bank AG          6.100     1/3/2020  EUR   67.000
UniCredit Bank AG          4.100     1/3/2020  EUR   71.650
UniCredit Bank AG         14.400     1/3/2020  EUR   70.160
UniCredit Bank AG         10.400     1/3/2020  EUR   41.750
UniCredit Bank AG          8.800     1/3/2020  EUR   57.560
UniCredit Bank AG          5.200     1/3/2020  EUR   50.300
UniCredit Bank AG         11.200     1/3/2020  EUR   53.760
UniCredit Bank AG          5.200     1/3/2020  EUR   61.140
UniCredit Bank AG          4.800     1/3/2020  EUR   64.560
UniCredit Bank AG          6.000     1/3/2020  EUR   68.380
UniCredit Bank AG         10.900     1/3/2020  EUR   36.370
UniCredit Bank AG          7.800     1/3/2020  EUR   55.850
UniCredit Bank AG          4.600     1/3/2020  EUR   58.590
UniCredit Bank AG         14.700     1/3/2020  EUR   36.660
UniCredit Bank AG          9.300     1/3/2020  EUR   72.150
UniCredit Bank AG          4.700     1/3/2020  EUR   48.910
UniCredit Bank AG          5.700     1/3/2020  EUR   56.940
UniCredit Bank AG          8.600     1/3/2020  EUR   44.900
UniCredit Bank AG         10.500     1/3/2020  EUR   46.290
UniCredit Bank AG         12.700     1/3/2020  EUR   43.330
UniCredit Bank AG         14.900     1/3/2020  EUR   40.990
UniCredit Bank AG         13.100     1/3/2020  EUR   71.540
UniCredit Bank AG          4.800     1/3/2020  EUR   73.110
UniCredit Bank AG          6.200     1/3/2020  EUR   65.670
UniCredit Bank AG          4.400     1/3/2020  EUR   35.330
UniCredit Bank AG          8.300     1/3/2020  EUR   67.650
UniCredit Bank AG          6.100     1/3/2020  EUR   69.440
UniCredit Bank AG         10.200     1/3/2020  EUR   60.950
UniCredit Bank AG          7.400     1/3/2020  EUR   71.260
UniCredit Bank AG          9.800     1/3/2020  EUR   66.760
UniCredit Bank AG          8.100     1/3/2020  EUR   59.440
UniCredit Bank AG         14.800     1/3/2020  EUR   55.880
UniCredit Bank AG         10.100     1/3/2020  EUR   66.060
UniCredit Bank AG         11.500     1/3/2020  EUR   65.570
UniCredit Bank AG         10.300     1/3/2020  EUR   63.730
UniCredit Bank AG          5.900     1/3/2020  EUR   70.820
UniCredit Bank AG          7.800     1/3/2020  EUR   64.280
UniCredit Bank AG          4.300     1/3/2020  EUR   46.460
UniCredit Bank AG          8.000     1/3/2020  EUR   67.150
UniCredit Bank AG         12.200     1/3/2020  EUR   55.470
UniCredit Bank AG          5.800     1/3/2020  EUR   57.830
UniCredit Bank AG          7.900     1/3/2020  EUR   64.100
UniCredit Bank AG          9.900     1/3/2020  EUR   59.850
UniCredit Bank AG          6.100     1/3/2020  EUR   71.880
UniCredit Bank AG          4.600     1/3/2020  EUR   64.270
UniCredit Bank AG          8.900     1/3/2020  EUR   50.740
UniCredit Bank AG          5.800     1/3/2020  EUR   18.090
UniCredit Bank AG          6.500     1/3/2020  EUR   58.710
UniCredit Bank AG          4.900     1/3/2020  EUR   47.200
UniCredit Bank AG         13.800     1/3/2020  EUR   42.980
UniCredit Bank AG          7.500     1/3/2020  EUR   46.260
UniCredit Bank AG          8.000     1/3/2020  EUR   71.800
UniCredit Bank AG         14.700     1/3/2020  EUR   73.380
UniCredit Bank AG         13.600     1/3/2020  EUR   35.600
UniCredit Bank AG          6.900     1/3/2020  EUR   64.870
UniCredit Bank AG         13.900     1/3/2020  EUR   51.510
UniCredit Bank AG          5.100     1/3/2020  EUR   45.510
UniCredit Bank AG         11.600     1/3/2020  EUR   63.620
UniCredit Bank AG          7.800     1/3/2020  EUR   70.250
UniCredit Bank AG         14.200     1/3/2020  EUR   33.880
UniCredit Bank AG          6.400     1/3/2020  EUR   68.390
UniCredit Bank AG          8.900     1/3/2020  EUR   48.230
UniCredit Bank AG          5.900     1/3/2020  EUR   59.140
UniCredit Bank AG          6.400     1/3/2020  EUR   57.820
UniCredit Bank AG         13.700     1/3/2020  EUR   60.610
UniCredit Bank AG         11.200     1/3/2020  EUR   38.240
UniCredit Bank AG          8.300     1/3/2020  EUR   64.080
UniCredit Bank AG         14.800     1/3/2020  EUR   54.650
Leonteq Securities AG/Gu   7.500     2/6/2020  CHF   57.160
Leonteq Securities AG      3.800    2/15/2021  CHF   40.040
UBS AG/London              6.000    1/31/2020  CHF   58.250
UBS AG/London              5.250    1/31/2020  CHF   33.150
UBS AG/London              6.500    7/31/2020  CHF   56.200
UBS AG/London              6.750    7/31/2020  CHF   59.600
UBS AG/London              7.250    1/31/2020  EUR   71.400
UBS AG/London              5.500    1/31/2020  EUR   58.550
UBS AG/London              7.500    7/31/2020  EUR   41.050
UBS AG/London              6.000    1/31/2020  EUR   55.350
UBS AG/London              7.250    1/31/2020  EUR   64.350
UBS AG/London              6.500    1/31/2020  USD   42.500
Raiffeisen Centrobank AG   5.450     3/3/2020  EUR   63.920
Landesbank Baden-Wuertte   3.000    6/24/2022  EUR   72.650
Landesbank Baden-Wuertte   3.100    7/24/2020  EUR   61.620
Landesbank Baden-Wuertte   3.500    8/28/2020  EUR   69.980
Landesbank Baden-Wuertte   3.050    7/24/2020  EUR   65.760
Landesbank Baden-Wuertte   3.650   11/22/2019  EUR   56.620
Erste Group Bank AG        6.000    6/28/2022  EUR   69.800
DekaBank Deutsche Giroze   2.200    6/26/2020  EUR   72.970
Landesbank Hessen-Thueri   3.000    9/11/2019  EUR   75.000
Leonteq Securities AG/Gu   5.200    6/12/2020  CHF   59.600
Commerzbank AG             6.000     6/6/2022  USD    0.150
Zurcher Kantonalbank Fin   8.500    9/19/2019  CHF   68.020
Citigroup Global Markets   5.600    9/15/2022  SEK   59.140
Societe Generale SA       10.600    9/29/2022  USD   70.320
DekaBank Deutsche Giroze   2.100    10/9/2020  EUR   69.910
DekaBank Deutsche Giroze   3.300   10/11/2019  EUR   55.740
DekaBank Deutsche Giroze   2.200    10/9/2020  EUR   67.810
DekaBank Deutsche Giroze   2.400    10/9/2020  EUR   60.690
DekaBank Deutsche Giroze   2.600    10/9/2020  EUR   71.570
DekaBank Deutsche Giroze   2.900    10/9/2020  EUR   39.010
Commerzbank AG             1.580    9/16/2024  USD    3.490
UBS AG/London              9.500    9/13/2019  CHF   57.350
UBS AG/London              7.250    9/13/2019  EUR   62.600
Zurcher Kantonalbank Fin   7.750    9/26/2019  EUR   64.500
Leonteq Securities AG/Gu   6.400    10/9/2019  CHF   55.630
EFG International Financ   6.600    9/28/2020  EUR   68.390
Leonteq Securities AG/Gu   5.400    9/25/2019  CHF   63.050
DekaBank Deutsche Giroze   2.000    10/9/2020  EUR   66.590
DekaBank Deutsche Giroze   2.750   10/11/2019  EUR   65.700
UniCredit Bank AG          5.400   10/30/2020  EUR   52.410
Landesbank Hessen-Thueri   7.700    1/20/2023  EUR   59.490
Landesbank Hessen-Thueri   7.000   10/20/2022  EUR   65.520
Zurcher Kantonalbank Fin   7.500    9/26/2019  CHF   72.220
Landesbank Baden-Wuertte   2.350    6/26/2020  EUR   74.180
Landesbank Baden-Wuertte   3.700    6/26/2020  EUR   63.420
Landesbank Baden-Wuertte   3.600    6/26/2020  EUR   69.480
EFG International Financ   6.600    10/5/2020  EUR   70.280
EFG International Financ   7.200    10/5/2020  USD   43.310
DekaBank Deutsche Giroze   2.250   10/16/2020  EUR   65.480
DekaBank Deutsche Giroze   2.000   10/16/2020  EUR   46.970
Leonteq Securities AG/Gu   7.000    9/29/2020  CHF   67.000
Leonteq Securities AG/Gu   8.000    9/29/2020  EUR   67.420
Leonteq Securities AG/Gu   6.000     4/2/2020  CHF   59.820
UniCredit Bank AG          5.350   10/18/2020  EUR   54.630
UniCredit Bank AG          4.300   10/18/2021  EUR   62.840
Landesbank Hessen-Thueri   5.700   10/27/2022  EUR   51.930
Landesbank Hessen-Thueri   3.500   10/27/2021  EUR   66.820
Leonteq Securities AG/Gu   7.600    10/6/2020  CHF   65.910
Bayerische Landesbank      2.200   10/30/2020  EUR   69.270
DekaBank Deutsche Giroze  10.000   10/25/2019  EUR   63.740
UBS AG/London              7.200    5/22/2020  EUR   62.930
HSBC Trinkaus & Burkhard   5.600    6/26/2020  EUR   59.580
Commerzbank AG            12.500    3/27/2020  EUR   71.790
HSBC Trinkaus & Burkhard   6.300    6/26/2020  EUR   68.610
Commerzbank AG            11.500    9/27/2019  EUR   65.560
Commerzbank AG             9.500   11/22/2019  EUR   73.350
HSBC Trinkaus & Burkhard   4.300    7/24/2020  EUR   73.320
HSBC Trinkaus & Burkhard   6.800    7/24/2020  EUR   73.910
HSBC Trinkaus & Burkhard   8.600    3/27/2020  EUR   65.280
HSBC Trinkaus & Burkhard   5.100    3/27/2020  EUR   58.590
HSBC Trinkaus & Burkhard   7.700    9/25/2020  EUR   57.460
HSBC Trinkaus & Burkhard   6.100    1/24/2020  EUR   73.790
Commerzbank AG            14.500    3/27/2020  EUR   70.050
HSBC Trinkaus & Burkhard   4.700    3/27/2020  EUR   71.470
HSBC Trinkaus & Burkhard   7.300    6/26/2020  EUR   67.730
HSBC Trinkaus & Burkhard   8.800    7/24/2020  EUR   65.970
HSBC Trinkaus & Burkhard   8.600    6/26/2020  EUR   71.770
Commerzbank AG             9.000    3/27/2020  EUR   69.630
HSBC Trinkaus & Burkhard   4.300   12/28/2020  EUR   74.340
HSBC Trinkaus & Burkhard   3.300    1/24/2020  EUR   74.520
HSBC Trinkaus & Burkhard   5.700    9/25/2020  EUR   60.730
Commerzbank AG            12.000   12/31/2019  EUR   61.920
Credit Suisse AG/London   13.000    3/27/2020  USD   67.100
Landesbank Baden-Wuertte   2.800    3/25/2022  EUR   71.020
Raiffeisen Schweiz Genos   6.750   11/27/2019  CHF   69.360
Leonteq Securities AG/Gu   7.400   11/27/2019  USD   46.590
Leonteq Securities AG/Gu   4.200     6/1/2021  CHF   47.370
Landesbank Baden-Wuertte   3.100    2/25/2022  EUR   67.180
Landesbank Baden-Wuertte   2.300    2/25/2022  EUR   70.600
Landesbank Baden-Wuertte   2.750    2/25/2022  EUR   72.050
Landesbank Hessen-Thueri   4.000   12/22/2021  EUR   47.830
Landesbank Hessen-Thueri   3.500   12/22/2021  EUR   69.350
Zurcher Kantonalbank Fin   5.000   11/28/2019  CHF   72.550
Zurcher Kantonalbank Fin   7.000   11/28/2019  EUR   60.680
Raiffeisen Centrobank AG   4.311    9/24/2019  EUR   48.320
Raiffeisen Centrobank AG   5.389    9/24/2019  EUR   50.290
Raiffeisen Switzerland B   4.800   11/23/2023  CHF   55.560
DekaBank Deutsche Giroze   6.000   11/13/2019  EUR   67.900
Landesbank Hessen-Thueri   6.250   12/22/2022  EUR   61.760
UniCredit Bank AG          4.450   12/29/2022  EUR   55.610
UniCredit Bank AG          5.100   12/19/2020  EUR   48.150
UniCredit Bank AG          4.300   12/19/2021  EUR   56.940
UniCredit Bank AG          4.700   12/19/2021  EUR   53.480
UniCredit Bank AG          5.900   12/19/2020  EUR   67.490
UniCredit Bank AG          5.500   12/19/2020  EUR   71.920
UBS AG/London              5.250   11/22/2019  EUR   63.300
UBS AG/London              5.500   11/22/2019  CHF   59.400
EFG International Financ   8.000    12/6/2019  EUR   62.290
UBS AG/London              7.750   11/22/2019  CHF   49.850
Landesbank Hessen-Thueri   4.400     1/5/2023  EUR   59.550
Leonteq Securities AG/Gu  10.400    12/4/2019  EUR   50.940
EFG International Financ   7.000    5/23/2022  EUR   56.710
Landesbank Hessen-Thueri   3.250     7/8/2020  EUR   60.100
Leonteq Securities AG/Gu   6.400     6/4/2020  CHF   17.610
Leonteq Securities AG/Gu   9.000     6/4/2020  USD   52.790
Raiffeisen Schweiz Genos   8.500   11/27/2019  CHF   62.450
Societe Generale SA        8.000    12/2/2020  USD   71.050
Vontobel Financial Produ   4.500   12/30/2020  EUR   65.120
Landesbank Baden-Wuertte   2.750   11/25/2022  EUR   67.210
UniCredit Bank AG          5.500     1/4/2020  EUR   39.950
DekaBank Deutsche Giroze   3.800   12/18/2020  EUR   53.580
EFG International Financ   8.200   12/13/2019  CHF   64.320
EFG International Financ   8.000   12/13/2019  EUR   69.670
UBS AG/London              5.250     6/1/2020  USD   67.350
UBS AG/London              6.750   11/29/2019  CHF   68.450
UBS AG/London             11.000   11/29/2019  CHF   70.450
UBS AG/London             12.500   11/29/2019  CHF   69.800
Vontobel Financial Produ   7.000   12/27/2019  EUR   39.870
Commerzbank AG             3.100   11/25/2019  USD   45.490
Leonteq Securities AG/Gu  10.000   12/11/2019  CHF   28.890
Landesbank Baden-Wuertte   3.200   12/29/2020  EUR   65.350
Landesbank Baden-Wuertte   3.300   12/29/2020  EUR   70.950
Landesbank Baden-Wuertte   3.750   12/29/2020  EUR   63.410
Landesbank Baden-Wuertte   2.900    9/27/2019  EUR   73.480
Landesbank Baden-Wuertte   2.800    9/27/2019  EUR   72.300
UniCredit Bank AG          3.300   12/29/2022  EUR   69.500
UniCredit Bank AG          3.800   12/29/2022  EUR   49.460
DekaBank Deutsche Giroze   5.150     7/3/2020  EUR   60.870
DekaBank Deutsche Giroze   6.300     7/3/2020  EUR   47.650
Leonteq Securities AG/Gu  10.600    12/8/2020  EUR   57.520
Leonteq Securities AG/Gu   7.200    12/8/2020  USD   53.230
Landesbank Hessen-Thueri   3.500     1/5/2022  EUR   73.840
Landesbank Hessen-Thueri   3.500     1/5/2022  EUR   56.090
Landesbank Hessen-Thueri   4.000     1/5/2022  EUR   54.040
Raiffeisen Centrobank AG   5.200   12/30/2019  EUR   67.970
Leonteq Securities AG/Gu   9.800    6/12/2020  CHF   48.010
DekaBank Deutsche Giroze   3.000   12/29/2022  EUR   66.570
DekaBank Deutsche Giroze   4.050     7/3/2020  EUR   67.690
Landesbank Baden-Wuertte   2.600    4/28/2023  EUR   71.810
Raiffeisen Schweiz Genos   8.500     9/2/2019  CHF   36.900
Raiffeisen Schweiz Genos   5.750     9/2/2020  CHF   43.910
Raiffeisen Schweiz Genos   7.400     3/2/2020  EUR   68.600
Raiffeisen Schweiz Genos   7.000     9/2/2019  EUR   59.640
Raiffeisen Schweiz Genos   7.000     3/2/2020  CHF   60.970
Landesbank Baden-Wuertte   4.450   10/23/2020  EUR   70.330
DekaBank Deutsche Giroze   3.500    3/14/2022  EUR   68.540
DekaBank Deutsche Giroze   3.150     3/5/2021  EUR   55.290
DekaBank Deutsche Giroze   2.250    3/27/2020  EUR   66.480
DekaBank Deutsche Giroze   2.450     3/5/2021  EUR   67.060
DekaBank Deutsche Giroze   2.850     3/6/2020  EUR   60.440
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   59.900
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   53.730
Landesbank Baden-Wuertte   7.000    2/28/2020  EUR   49.090
Landesbank Baden-Wuertte   4.500    2/28/2020  EUR   70.340
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   72.800
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   74.200
Landesbank Baden-Wuertte   2.000    2/28/2020  EUR   67.700
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   64.630
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   65.810
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   58.790
Landesbank Baden-Wuertte   2.500    2/28/2020  EUR   74.250
Landesbank Baden-Wuertte   3.500    2/28/2020  EUR   67.090
Landesbank Baden-Wuertte   2.000    2/28/2020  EUR   60.700
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   57.990
Landesbank Baden-Wuertte   4.000    2/28/2020  EUR   53.010
Landesbank Baden-Wuertte   3.500    2/28/2020  EUR   70.130
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   66.510
Landesbank Baden-Wuertte   2.000    2/28/2020  EUR   61.720
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   58.590
Landesbank Baden-Wuertte   2.500    2/28/2020  EUR   47.240
Landesbank Baden-Wuertte   3.500    2/28/2020  EUR   44.340
Landesbank Baden-Wuertte   4.500    2/28/2020  EUR   43.350
Landesbank Baden-Wuertte   5.500    2/28/2020  EUR   41.120
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   50.810
Landesbank Baden-Wuertte   4.500    2/28/2020  EUR   47.120
Landesbank Baden-Wuertte   6.000    2/28/2020  EUR   44.130
Landesbank Baden-Wuertte   2.500    2/28/2020  EUR   57.840
Landesbank Baden-Wuertte   3.500    2/28/2020  EUR   55.510
Landesbank Baden-Wuertte   4.500    2/28/2020  EUR   52.310
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   71.900
Landesbank Baden-Wuertte   4.000    2/28/2020  EUR   67.930
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   65.420
Landesbank Baden-Wuertte   4.000    2/28/2020  EUR   65.640
Landesbank Baden-Wuertte   5.500    2/28/2020  EUR   60.710
Landesbank Baden-Wuertte   7.000    2/28/2020  EUR   56.730
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   67.720
Landesbank Baden-Wuertte   4.500    2/28/2020  EUR   59.940
Landesbank Baden-Wuertte   6.000    2/28/2020  EUR   56.050
Landesbank Baden-Wuertte   3.500    2/28/2020  EUR   72.250
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   67.710
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   71.660
Landesbank Baden-Wuertte   2.500    2/28/2020  EUR   22.240
Landesbank Baden-Wuertte   4.000    2/28/2020  EUR   20.890
Vontobel Financial Produ   4.000    9/16/2019  EUR   60.020
Bank Julius Baer & Co Lt   7.500     9/4/2019  CHF   57.500
UniCredit Bank AG          4.000     3/2/2020  EUR   34.580
Goldman Sachs & Co Wertp   6.000    9/25/2019  EUR   42.810
Goldman Sachs & Co Wertp   8.000    9/25/2019  EUR   39.590
Goldman Sachs & Co Wertp  10.000    9/25/2019  EUR   36.870
Goldman Sachs & Co Wertp   5.000    9/25/2019  EUR   46.760
Goldman Sachs & Co Wertp   6.000    9/25/2019  EUR   44.740
Goldman Sachs & Co Wertp   7.000    9/25/2019  EUR   70.950
Goldman Sachs & Co Wertp   8.000    9/25/2019  EUR   67.720
Goldman Sachs & Co Wertp  14.000    9/25/2019  EUR   58.760
Goldman Sachs & Co Wertp  16.000    9/25/2019  EUR   56.130
Goldman Sachs & Co Wertp   8.000   12/27/2019  EUR   70.060
Goldman Sachs & Co Wertp  10.000   12/27/2019  EUR   66.100
Goldman Sachs & Co Wertp  14.000   12/27/2019  EUR   59.600
Goldman Sachs & Co Wertp   6.000    9/25/2019  EUR   71.170
Goldman Sachs & Co Wertp   6.000   12/27/2019  EUR   72.680
Goldman Sachs & Co Wertp   7.000   12/27/2019  EUR   70.560
Goldman Sachs & Co Wertp   8.000   12/27/2019  EUR   70.900
Goldman Sachs & Co Wertp   6.000   12/27/2019  EUR   70.580
UBS AG/London              8.750    8/28/2019  CHF   36.550
UBS AG/London              8.500    8/28/2019  CHF   62.750
UBS AG/London              6.500    8/28/2019  CHF   67.700
UBS AG/London              7.000    8/28/2019  EUR   46.750
UBS AG/London              8.000    8/28/2019  CHF   62.750
UBS AG/London              7.250    8/28/2019  CHF   61.450
UBS AG/London              9.500    2/28/2020  EUR   51.400
UBS AG/London             10.000    2/28/2020  EUR   43.750
UBS AG/London              7.500    2/28/2020  EUR   66.500
Leonteq Securities AG     12.000     9/9/2019  CHF   51.490
Commerzbank AG             5.350     3/2/2020  USD   42.310
Bayerische Landesbank      2.000   12/11/2020  EUR   69.950
Bayerische Landesbank      3.400    7/16/2021  EUR   52.570
Bayerische Landesbank      4.000     5/3/2020  EUR   63.350
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   53.060
Bayerische Landesbank      4.000    10/4/2019  EUR   66.620
Credit Suisse AG/Nassau    8.250    9/12/2019  EUR   68.470
Raiffeisen Schweiz Genos   7.600    9/12/2019  CHF   41.040
Raiffeisen Schweiz Genos   6.300    9/12/2019  CHF   61.890
Raiffeisen Schweiz Genos   5.750     9/9/2020  CHF   44.960
DekaBank Deutsche Giroze   3.100    3/27/2020  EUR   56.550
Landesbank Baden-Wuertte   4.150    9/27/2019  EUR   44.940
Landesbank Baden-Wuertte   5.600    9/27/2019  EUR   59.570
Leonteq Securities AG/Gu   8.200     3/2/2020  CHF   29.100
Leonteq Securities AG/Gu   7.000     3/2/2020  CHF   61.020
Deutsche Bank AG           7.200   12/24/2019  EUR   73.300
Deutsche Bank AG           7.200   12/24/2019  EUR   72.900
Deutsche Bank AG           7.200   12/24/2019  EUR   69.660
Deutsche Bank AG           7.200   12/24/2019  EUR   66.710
Erste Group Bank AG        6.250    3/29/2023  EUR   50.550
Samaratransneft-Terminal  10.000    3/20/2023  RUB    2.960
UniCredit Bank AG          6.300    3/26/2021  EUR   63.290
Bank Julius Baer & Co Lt  10.500     9/3/2019  EUR   48.000
Deutsche Bank AG           7.200   12/24/2019  EUR   72.920
Deutsche Bank AG           7.200   12/24/2019  EUR   70.430
Deutsche Bank AG           7.200   12/24/2019  EUR   68.110
Bank Julius Baer & Co Lt   9.500    9/16/2019  USD   39.600
Deutsche Bank AG           7.200   12/24/2019  EUR   71.150
Deutsche Bank AG           7.200   12/24/2019  EUR   68.810
UniCredit Bank AG          4.750    3/26/2021  EUR   68.560
UniCredit Bank AG          4.050    3/26/2021  EUR   67.670
UniCredit Bank AG          5.550    3/26/2021  EUR   54.120
UniCredit Bank AG          4.400    3/26/2021  EUR   61.490
UniCredit Bank AG          4.600    3/26/2021  EUR   52.970
Deutsche Bank AG           7.200   12/24/2019  EUR   44.900
Deutsche Bank AG           7.200   12/24/2019  EUR   43.100
Deutsche Bank AG           7.200   12/24/2019  EUR   54.380
Deutsche Bank AG           7.200   12/24/2019  EUR   53.140
Deutsche Bank AG           7.200   12/24/2019  EUR   51.960
Deutsche Bank AG           7.200   12/24/2019  EUR   50.840
Deutsche Bank AG           7.200   12/24/2019  EUR   49.760
Deutsche Bank AG           7.200   12/24/2019  EUR   48.730
Vontobel Financial Produ   6.700     3/7/2022  EUR   69.690
Deutsche Bank AG           7.200   12/24/2019  EUR   64.670
Deutsche Bank AG           7.200   12/24/2019  EUR   61.920
Deutsche Bank AG           7.200   12/24/2019  EUR   60.220
Deutsche Bank AG           7.200   12/24/2019  EUR   55.040
Deutsche Bank AG           7.200   12/24/2019  EUR   70.810
Deutsche Bank AG           7.200   12/24/2019  EUR   55.120
Deutsche Bank AG           7.200   12/24/2019  EUR   53.100
Deutsche Bank AG           7.200   12/24/2019  EUR   51.220
Deutsche Bank AG           7.200   12/24/2019  EUR   53.740
Deutsche Bank AG           7.200   12/24/2019  EUR   51.320
Deutsche Bank AG           7.200   12/24/2019  EUR   49.110
Deutsche Bank AG           7.200   12/24/2019  EUR   41.700
Deutsche Bank AG           7.200   12/24/2019  EUR   40.400
Deutsche Bank AG           7.200   12/24/2019  EUR   38.100
UniCredit Bank AG          4.250    3/29/2021  EUR   61.480
UniCredit Bank AG          3.250    3/29/2022  EUR   24.490
DekaBank Deutsche Giroze   4.000    7/12/2021  EUR   73.500
UniCredit Bank AG          3.730    3/12/2020  EUR   55.270
DekaBank Deutsche Giroze   2.000     4/1/2021  EUR   73.590
UBS AG/London             11.500     3/9/2020  CHF   56.500
UBS AG/London             10.000     3/9/2020  CHF   51.450
UBS AG/London             12.000     3/9/2020  CHF   40.950
UBS AG/London              9.750     3/9/2020  EUR   52.800
UBS AG/London             11.250     3/9/2020  EUR   53.050
UBS AG/London              7.500     9/9/2019  CHF   45.700
UBS AG/London              7.250     9/9/2019  CHF   63.250
UBS AG/London              5.750     9/9/2019  CHF   64.800
UBS AG/London             10.500     9/9/2019  EUR   47.350
UBS AG/London              8.500     3/9/2020  USD   41.900
Deutsche Bank AG           4.200    9/24/2019  EUR   72.630
Deutsche Bank AG           4.200    9/24/2019  EUR   70.860
Deutsche Bank AG           4.200    9/24/2019  EUR   68.370
Deutsche Bank AG           4.200    9/24/2019  EUR   41.100
Deutsche Bank AG           6.200    9/24/2019  EUR   41.200
Deutsche Bank AG           6.200    9/24/2019  EUR   39.600
Deutsche Bank AG           4.200    9/24/2019  EUR   39.400
Deutsche Bank AG           4.200    9/24/2019  EUR   37.900
Deutsche Bank AG           6.200    9/24/2019  EUR   38.100
Deutsche Bank AG           4.200   12/24/2019  EUR   43.900
Deutsche Bank AG           6.200   12/24/2019  EUR   44.600
Deutsche Bank AG           4.200   12/24/2019  EUR   42.100
Deutsche Bank AG           4.200   12/24/2019  EUR   40.500
Deutsche Bank AG           4.200   12/24/2019  EUR   39.000
Deutsche Bank AG           4.200   12/24/2019  EUR   70.140
Deutsche Bank AG           6.200   12/24/2019  EUR   68.470
Deutsche Bank AG           4.200   12/24/2019  EUR   67.790
Deutsche Bank AG           6.200    9/24/2019  EUR   43.000
Deutsche Bank AG           4.200    9/24/2019  EUR   42.800
Deutsche Bank AG           4.200    9/24/2019  EUR   71.630
Deutsche Bank AG           6.200    9/24/2019  EUR   71.810
Deutsche Bank AG           4.200    9/24/2019  EUR   69.110
Deutsche Bank AG           6.200    9/24/2019  EUR   66.940
Deutsche Bank AG           4.200    9/24/2019  EUR   66.760
Deutsche Bank AG           4.200    9/24/2019  EUR   73.800
Deutsche Bank AG           4.200    9/24/2019  EUR   53.590
Deutsche Bank AG           6.200    9/24/2019  EUR   53.770
Deutsche Bank AG           6.200    9/24/2019  EUR   51.230
Deutsche Bank AG           4.200    9/24/2019  EUR   51.050
Deutsche Bank AG           6.200    9/24/2019  EUR   48.920
Deutsche Bank AG           4.200    9/24/2019  EUR   48.750
Deutsche Bank AG           4.200    9/24/2019  EUR   46.640
Deutsche Bank AG           6.200    9/24/2019  EUR   46.810
Deutsche Bank AG           4.200   12/24/2019  EUR   54.660
Deutsche Bank AG           6.200   12/24/2019  EUR   55.350
Deutsche Bank AG           6.200   12/24/2019  EUR   52.800
Deutsche Bank AG           4.200   12/24/2019  EUR   52.120
Deutsche Bank AG           6.200   12/24/2019  EUR   50.500
Deutsche Bank AG           4.200   12/24/2019  EUR   49.810
Deutsche Bank AG           6.200   12/24/2019  EUR   48.390
Deutsche Bank AG           4.200   12/24/2019  EUR   47.700
Deutsche Bank AG           4.200    9/24/2019  EUR   62.600
Deutsche Bank AG           6.200    9/24/2019  EUR   62.770
Deutsche Bank AG           6.200    9/24/2019  EUR   60.020
Deutsche Bank AG           4.200    9/24/2019  EUR   59.850
Deutsche Bank AG           6.200    9/24/2019  EUR   58.320
Deutsche Bank AG           4.200    9/24/2019  EUR   58.140
Deutsche Bank AG           6.200   12/24/2019  EUR   64.330
Deutsche Bank AG           4.200   12/24/2019  EUR   63.650
Deutsche Bank AG           4.200   12/24/2019  EUR   60.900
Deutsche Bank AG           6.200   12/24/2019  EUR   61.590
Deutsche Bank AG           4.200   12/24/2019  EUR   59.200
Deutsche Bank AG           6.200    9/24/2019  EUR   38.700
Deutsche Bank AG           4.200    9/24/2019  EUR   38.500
Deutsche Bank AG           6.200    9/24/2019  EUR   36.300
Deutsche Bank AG           4.200    9/24/2019  EUR   36.100
Deutsche Bank AG           4.200   12/24/2019  EUR   39.400
Deutsche Bank AG           4.200   12/24/2019  EUR   37.000
Deutsche Bank AG           6.200   12/24/2019  EUR   37.700
Deutsche Bank AG           4.200    9/24/2019  EUR   51.840
Deutsche Bank AG           6.200    9/24/2019  EUR   52.000
Deutsche Bank AG           6.200    9/24/2019  EUR   49.540
Deutsche Bank AG           4.200    9/24/2019  EUR   49.370
Deutsche Bank AG           4.200    9/24/2019  EUR   47.140
Deutsche Bank AG           4.200   12/24/2019  EUR   52.710
Deutsche Bank AG           6.200   12/24/2019  EUR   53.400
Deutsche Bank AG           4.200   12/24/2019  EUR   50.300
Deutsche Bank AG           6.200   12/24/2019  EUR   50.980
Deutsche Bank AG           4.200   12/24/2019  EUR   48.100
Deutsche Bank AG           4.200    9/24/2019  EUR   71.200
Deutsche Bank AG           4.200    9/24/2019  EUR   68.800
Deutsche Bank AG           6.200    9/24/2019  EUR   69.000
Deutsche Bank AG           4.200   12/24/2019  EUR   74.900
Deutsche Bank AG           4.200   12/24/2019  EUR   72.300
Deutsche Bank AG           6.200   12/24/2019  EUR   70.600
Deutsche Bank AG           4.200   12/24/2019  EUR   69.900
Deutsche Bank AG           4.200    9/24/2019  EUR   73.230
Deutsche Bank AG           4.200    9/24/2019  EUR   70.880
Deutsche Bank AG           4.200    9/24/2019  EUR   67.610
Deutsche Bank AG           6.200    9/24/2019  EUR   53.180
Deutsche Bank AG           4.200   12/24/2019  EUR   54.110
Deutsche Bank AG           6.200   12/24/2019  EUR   54.790
Deutsche Bank AG           6.200    9/24/2019  EUR   68.540
Deutsche Bank AG           4.200    9/24/2019  EUR   66.050
Deutsche Bank AG           6.200    9/24/2019  EUR   66.220
Deutsche Bank AG           4.200   12/24/2019  EUR   71.900
Deutsche Bank AG           4.200   12/24/2019  EUR   69.410
Deutsche Bank AG           6.200   12/24/2019  EUR   70.090
Deutsche Bank AG           6.200   12/24/2019  EUR   67.780
Deutsche Bank AG           4.200   12/24/2019  EUR   67.090
Deutsche Bank AG           4.200    9/24/2019  EUR   64.640
Deutsche Bank AG           4.200   12/24/2019  EUR   74.190
Deutsche Bank AG           4.200   12/24/2019  EUR   71.870
Deutsche Bank AG           4.200   12/24/2019  EUR   68.640
Deutsche Bank AG           4.200   12/24/2019  EUR   65.690
Deutsche Bank AG           4.200    9/24/2019  EUR   72.070
Deutsche Bank AG           6.200    9/24/2019  EUR   68.990
Deutsche Bank AG           4.200    9/24/2019  EUR   68.810
Deutsche Bank AG           6.200   12/24/2019  EUR   70.470
Deutsche Bank AG           4.200   12/24/2019  EUR   69.790
Deutsche Bank AG           4.200    9/24/2019  EUR   53.010
Deutsche Bank AG           6.200    9/24/2019  EUR   73.900
Deutsche Bank AG           4.200    9/24/2019  EUR   73.700
Leonteq Securities AG/Gu  10.000    3/16/2020  USD   52.700
Corner Banca SA           15.000    9/16/2019  CHF   35.960
Leonteq Securities AG/Gu  11.000     9/9/2019  CHF   53.770
Leonteq Securities AG/Gu   9.000     9/9/2019  CHF   25.090
UniCredit Bank AG          6.000    10/4/2019  EUR   58.930
Raiffeisen Schweiz Genos  11.420    9/12/2019  CHF   38.790
UBS AG/London             10.000    3/22/2021  EUR   69.220
EFG International Financ   7.600    1/11/2021  CHF   60.860
EFG International Financ   7.400    1/11/2021  USD   53.660
EFG International Financ   8.400    1/10/2020  USD   39.240
UBS AG/London              5.400     1/2/2020  EUR   48.940
EFG International Financ   7.400    1/25/2021  CHF   59.950
EFG International Financ   7.200    1/25/2021  EUR   52.320
EFG International Financ   8.000    1/29/2020  USD   37.570
Corner Banca SA            7.400    7/22/2020  CHF   56.840
Leonteq Securities AG/Gu   6.600    1/22/2020  EUR   67.910
UBS AG/London              5.800    9/26/2019  EUR   72.040
UBS AG/London             24.000     1/2/2020  EUR   72.100
UBS AG/London             21.900     1/2/2020  EUR   62.320
UBS AG/London             27.600     1/2/2020  EUR   70.140
UBS AG/London             14.000    9/26/2019  EUR   66.390
UBS AG/London             25.000     1/2/2020  EUR   70.340
UBS AG/London              6.700    3/26/2020  EUR   73.730
UBS AG/London             14.300     1/2/2020  EUR   64.110
UBS AG/London             25.200     1/2/2020  EUR   60.870
UBS AG/London              6.400    3/26/2020  EUR   73.150
UBS AG/London             11.300     1/2/2020  EUR   69.220
UBS AG/London             27.600    9/26/2019  EUR   72.510
UBS AG/London             29.100    9/26/2019  EUR   72.200
Commerzbank AG             6.000    1/24/2020  EUR   73.050
DZ Bank AG Deutsche Zent   5.550    3/24/2021  EUR   70.690
DZ Bank AG Deutsche Zent   6.500    3/24/2021  EUR   68.950
Commerzbank AG            12.000    9/27/2019  EUR   60.280
Commerzbank AG            10.000    1/24/2020  EUR   63.340
Vontobel Financial Produ   7.500    3/27/2020  EUR   43.250
Vontobel Financial Produ   6.000    3/27/2020  EUR   44.470
Vontobel Financial Produ  14.000     1/3/2020  EUR   38.700
Vontobel Financial Produ  13.000     1/3/2020  EUR   63.900
Vontobel Financial Produ  11.500    3/27/2020  EUR   63.450
Vontobel Financial Produ  13.500    3/27/2020  EUR   64.430
Vontobel Financial Produ  10.500    3/27/2020  EUR   70.650
Commerzbank AG            20.500    9/27/2019  EUR   57.700
Commerzbank AG            23.250    9/27/2019  EUR   65.730
Commerzbank AG            11.000   11/22/2019  EUR   62.190
Commerzbank AG            17.000    9/27/2019  EUR   72.960
Commerzbank AG            10.000    1/24/2020  EUR   69.630
DZ Bank AG Deutsche Zent   4.250   12/27/2019  EUR   58.140
DZ Bank AG Deutsche Zent   8.250    3/25/2020  EUR   63.740
DZ Bank AG Deutsche Zent   5.250    3/25/2020  EUR   63.420
DZ Bank AG Deutsche Zent   6.250   12/27/2019  EUR   73.330
DZ Bank AG Deutsche Zent   6.000    3/25/2020  EUR   72.430
DZ Bank AG Deutsche Zent   5.750    6/24/2020  EUR   71.850
HSBC Trinkaus & Burkhard   5.670    2/12/2021  EUR   64.030
UBS AG/London             10.000    8/13/2020  EUR   69.750
UBS AG/London             10.000    8/13/2020  EUR   70.530
Vontobel Financial Produ   6.000     1/3/2020  EUR   47.380
Vontobel Financial Produ   5.500     1/3/2020  EUR   50.367
Vontobel Financial Produ   8.000    3/27/2020  EUR   53.010
BNP Paribas Emissions- u   6.000    6/25/2020  EUR   62.450
BNP Paribas Emissions- u   7.000    6/25/2020  EUR   60.830
BNP Paribas Emissions- u   5.000   12/30/2019  EUR   59.060
BNP Paribas Emissions- u   5.000    3/26/2020  EUR   62.930
BNP Paribas Emissions- u   4.000    3/26/2020  EUR   59.780
BNP Paribas Emissions- u   4.000    6/25/2020  EUR   67.870
Luzerner Kantonalbank AG  10.000    8/28/2020  CHF   64.960
Bank Julius Baer & Co Lt  10.100    2/14/2020  USD   64.800
UBS AG/London             13.000    1/21/2020  USD   55.040
UBS AG/London              9.000    7/20/2020  CHF   61.100
UBS AG/London              6.000    7/20/2020  CHF   63.200
UBS AG/London              6.500    7/20/2020  EUR   48.100
UBS AG/London              5.500    1/20/2020  CHF   64.550
UBS AG/London              6.500   10/18/2019  EUR   73.450
Natixis SA                 3.450    7/26/2021  RUB   53.460
Leonteq Securities AG/Gu   6.200    7/27/2021  CHF   55.620
UniCredit Bank AG          5.350    8/24/2021  EUR   65.120
Banque Cantonale Vaudois   5.000    1/31/2020  CHF   64.960
Commerzbank AG            16.000    9/27/2019  EUR   71.980
Commerzbank AG            17.000   12/31/2019  EUR   68.110
DekaBank Deutsche Giroze   5.000    1/24/2020  EUR   73.830
HSBC Trinkaus & Burkhard   6.100    6/26/2020  EUR   58.490
HSBC Trinkaus & Burkhard  11.300    9/25/2020  EUR   53.870
Deutsche Bank AG           4.200    9/24/2019  EUR   71.800
Deutsche Bank AG           4.200   12/24/2019  EUR   72.300
Deutsche Bank AG           4.200    3/24/2020  EUR   72.600
Deutsche Bank AG           4.200    6/23/2020  EUR   71.100
Deutsche Bank AG           4.200    9/22/2020  EUR   71.400
Deutsche Bank AG           4.200   12/22/2020  EUR   71.800
Deutsche Bank AG           4.200    6/23/2020  EUR   71.600
Deutsche Bank AG           4.200    9/22/2020  EUR   71.600
Deutsche Bank AG           4.200   12/22/2020  EUR   71.700
Deutsche Bank AG           4.200    9/24/2019  EUR   74.100
Deutsche Bank AG           4.200    3/24/2020  EUR   74.000
Deutsche Bank AG           4.200    9/24/2019  EUR   52.400
Deutsche Bank AG           4.200    9/24/2019  EUR   47.200
Deutsche Bank AG           4.200   12/24/2019  EUR   53.300
Deutsche Bank AG           4.200   12/24/2019  EUR   48.100
Deutsche Bank AG           4.200    3/24/2020  EUR   54.200
Deutsche Bank AG           4.200    3/24/2020  EUR   49.100
Deutsche Bank AG           4.200    6/23/2020  EUR   55.000
Deutsche Bank AG           4.200    6/23/2020  EUR   50.000
Deutsche Bank AG           4.200    9/22/2020  EUR   55.900
Deutsche Bank AG           4.200    9/22/2020  EUR   51.000
Deutsche Bank AG           4.200   12/22/2020  EUR   56.700
Deutsche Bank AG           4.200   12/22/2020  EUR   51.900
Commerzbank AG            10.250   12/31/2019  EUR   66.540
Commerzbank AG            12.250   12/31/2019  EUR   64.150
Commerzbank AG             8.250   12/31/2019  EUR   69.550
Commerzbank AG             5.500    2/28/2020  EUR   64.610
HSBC Trinkaus & Burkhard   2.000    3/27/2020  EUR   71.410
Vontobel Financial Produ   9.500    3/27/2020  EUR   69.890
Commerzbank AG             5.000   12/31/2019  EUR   60.610
Raiffeisen Schweiz Genos   7.500    9/16/2019  CHF   34.160
Natixis SA                 2.750     3/1/2021  USD   59.793
Commerzbank AG             2.450     3/9/2020  EUR   51.830
DekaBank Deutsche Giroze   5.000   10/18/2019  EUR   68.090
DekaBank Deutsche Giroze   4.250    4/14/2022  EUR   60.390
EFG International Financ   7.200   11/30/2020  EUR   61.210
Corner Banca SA            9.600   11/27/2019  CHF   57.090
Vontobel Financial Produ  13.000    6/26/2020  EUR   62.570
Vontobel Financial Produ  12.000    6/26/2020  EUR   68.690
Vontobel Financial Produ   7.000    6/26/2020  EUR   72.740
DZ Bank AG Deutsche Zent   6.250    3/25/2020  EUR   63.010
DZ Bank AG Deutsche Zent  10.000    6/24/2020  EUR   71.810
Vontobel Financial Produ  10.500    3/27/2020  EUR   67.240
Vontobel Financial Produ  15.000    3/27/2020  EUR   64.350
Vontobel Financial Produ   9.500    3/27/2020  EUR   68.700
Vontobel Financial Produ   9.000    6/26/2020  EUR   70.170
DZ Bank AG Deutsche Zent  10.750   12/27/2019  EUR   72.080
BNP Paribas Emissions- u  10.000   12/24/2020  EUR   70.830
BNP Paribas Emissions- u  12.000   12/24/2020  EUR   68.820
BNP Paribas Emissions- u  18.000    3/26/2020  EUR   70.810
BNP Paribas Emissions- u  17.000    9/26/2019  EUR   61.260
BNP Paribas Emissions- u   9.000   12/30/2019  EUR   68.030
BNP Paribas Emissions- u  13.000   12/30/2019  EUR   64.330
BNP Paribas Emissions- u  16.000   12/30/2019  EUR   62.380
BNP Paribas Emissions- u   5.500    3/26/2020  EUR   73.790
BNP Paribas Emissions- u   8.000   12/30/2019  EUR   69.020
BNP Paribas Emissions- u  21.000   12/30/2019  EUR   61.640
BNP Paribas Emissions- u  14.000    9/26/2019  EUR   65.530
BNP Paribas Emissions- u  12.000   12/30/2019  EUR   68.630
BNP Paribas Emissions- u  15.000   12/30/2019  EUR   65.650
BNP Paribas Emissions- u   9.500   12/24/2020  EUR   71.260
BNP Paribas Emissions- u  22.000    9/26/2019  EUR   70.650
BNP Paribas Emissions- u  21.000    9/26/2019  EUR   64.420
BNP Paribas Emissions- u   8.500    6/25/2020  EUR   73.030
BNP Paribas Emissions- u  14.000    6/25/2020  EUR   68.980
BNP Paribas Emissions- u  11.000    9/24/2020  EUR   71.650
BNP Paribas Emissions- u   9.000   12/24/2020  EUR   74.120
BNP Paribas Emissions- u  17.000    3/26/2020  EUR   64.120
BNP Paribas Emissions- u   6.500    6/25/2020  EUR   73.760
BNP Paribas Emissions- u   9.000    6/25/2020  EUR   70.380
BNP Paribas Emissions- u  15.000    6/25/2020  EUR   65.200
BNP Paribas Emissions- u  11.000    9/24/2020  EUR   69.870
BNP Paribas Emissions- u   8.000   12/24/2020  EUR   71.050
Landesbank Hessen-Thueri   5.200    9/30/2022  EUR   64.840
UniCredit Bank AG          5.350    7/28/2020  EUR   49.710
Leonteq Securities AG/Gu   6.000     6/8/2020  CHF   62.800
UniCredit Bank AG          5.750     7/4/2020  EUR   47.280
Landesbank Baden-Wuertte   3.100    2/28/2020  EUR   74.700
Landesbank Baden-Wuertte   4.150    2/28/2020  EUR   56.810
Landesbank Hessen-Thueri   5.200     9/8/2022  EUR   56.920
DekaBank Deutsche Giroze   2.750    6/26/2020  EUR   66.740
DekaBank Deutsche Giroze   2.150    6/28/2021  EUR   72.580
DekaBank Deutsche Giroze   2.150    8/28/2020  EUR   72.090
UniCredit Bank AG          3.200    9/10/2022  EUR   72.890
Landesbank Hessen-Thueri   4.000     7/7/2021  EUR   66.020
Landesbank Hessen-Thueri   7.000     1/9/2023  EUR   36.520
UBS AG/London              5.750     9/6/2019  EUR   62.600
EFG International Financ   5.500    9/21/2020  USD   41.060
Raiffeisen Centrobank AG   6.750    10/7/2019  EUR   47.320
Landesbank Hessen-Thueri   6.000    10/6/2022  EUR   58.800
UBS AG/London              5.300    9/26/2019  EUR   45.380
DekaBank Deutsche Giroze   3.450   10/11/2019  EUR   58.800
Leonteq Securities AG/Gu   7.400    9/18/2019  EUR   55.500
Leonteq Securities AG/Gu   7.600    9/18/2019  USD   69.600
Landesbank Hessen-Thueri   4.000   10/13/2021  EUR   64.040
Raiffeisen Schweiz Genos   5.000     4/3/2020  CHF   31.550
Landesbank Hessen-Thueri   6.000     8/4/2022  EUR   51.970
Landesbank Baden-Wuertte   3.300    7/24/2020  EUR   71.800
Bayerische Landesbank      2.600    6/26/2020  EUR   71.670
Landesbank Baden-Wuertte   4.450    8/28/2020  EUR   48.600
Landesbank Baden-Wuertte   4.700    3/25/2022  EUR   68.390
Landesbank Baden-Wuertte   3.300    3/25/2022  EUR   72.620
Commerzbank AG            17.000    9/27/2019  EUR   62.750
Landesbank Hessen-Thueri   7.000    9/25/2019  EUR   71.800
Credit Suisse AG/Nassau    8.250   10/28/2019  CHF   56.880
UniCredit Bank AG          4.200    8/24/2022  EUR   57.600
UniCredit Bank AG          5.250    8/24/2021  EUR   59.700
Leonteq Securities AG     15.000    5/15/2020  CHF   64.740
Leonteq Securities AG     12.000   10/30/2019  EUR   61.120
Leonteq Securities AG     10.000     8/3/2020  CHF   40.690
Commerzbank AG            20.750    9/27/2019  EUR   71.790
Commerzbank AG            19.000    9/27/2019  EUR   66.030
Commerzbank AG            21.000    9/27/2019  EUR   64.140
Raiffeisen Schweiz Genos   7.500    7/27/2020  CHF   60.030
Raiffeisen Schweiz Genos   6.500    1/30/2020  CHF   56.130
Credit Suisse AG/Nassau    7.250    7/30/2020  EUR   67.350
Landesbank Baden-Wuertte   4.150   10/22/2021  EUR   69.110
Landesbank Baden-Wuertte   4.000   10/22/2021  EUR   64.780
Zurcher Kantonalbank Fin   5.500    1/23/2020  EUR   67.180
Leonteq Securities AG/Gu  10.000    7/27/2020  CHF   52.680
Credit Suisse AG/Nassau    8.000   10/31/2019  EUR   68.240
Bank Julius Baer & Co Lt   5.000    9/27/2019  EUR   67.800
Zurcher Kantonalbank Fin   3.000    9/26/2019  USD   31.080
Zurcher Kantonalbank Fin   8.750    10/4/2019  CHF   69.450
Zurcher Kantonalbank Fin   9.750    10/4/2019  CHF   74.560
Zurcher Kantonalbank Fin   6.250    10/4/2019  CHF   69.640
Vontobel Financial Produ  14.350    9/27/2019  EUR   70.490
HSBC Trinkaus & Burkhard   4.080    9/27/2019  EUR   67.880
Raiffeisen Centrobank AG  10.772   12/27/2019  EUR   69.790
Raiffeisen Centrobank AG   6.950   12/27/2019  EUR   50.580
DZ Bank AG Deutsche Zent   4.750    9/25/2019  EUR   70.350
UniCredit Bank AG          3.750    10/2/2020  EUR   26.210
DZ Bank AG Deutsche Zent   8.250    1/22/2020  EUR   73.120
Landesbank Hessen-Thueri   8.400     5/8/2020  EUR   50.320
Landesbank Baden-Wuertte   3.000    6/26/2020  EUR   67.620
Landesbank Hessen-Thueri   7.400    6/12/2020  EUR   53.130
Landesbank Hessen-Thueri   4.600     7/8/2020  EUR   74.500
HSBC Trinkaus & Burkhard   9.500    3/27/2020  EUR   69.360
HSBC Trinkaus & Burkhard   8.100    9/25/2020  EUR   56.670
HSBC Trinkaus & Burkhard   9.500    7/24/2020  EUR   54.330
HSBC Trinkaus & Burkhard   9.000    9/25/2020  EUR   67.070
HSBC Trinkaus & Burkhard   7.800    9/25/2020  EUR   68.390
HSBC Trinkaus & Burkhard   6.200   12/28/2020  EUR   70.780
HSBC Trinkaus & Burkhard   6.700    1/24/2020  EUR   68.830
HSBC Trinkaus & Burkhard   8.500    3/27/2020  EUR   53.500
HSBC Trinkaus & Burkhard   5.800    3/27/2020  EUR   57.430
HSBC Trinkaus & Burkhard   8.400    6/26/2020  EUR   55.050
Landesbank Hessen-Thueri   8.000    5/15/2020  EUR   37.150
Landesbank Hessen-Thueri   9.500    5/15/2020  EUR   53.750
UniCredit Bank AG          3.600    6/18/2020  EUR   53.815
DekaBank Deutsche Giroze   2.900   10/29/2019  EUR   64.780
Landesbank Hessen-Thueri   6.400     9/4/2020  EUR   57.200
Vontobel Financial Produ   9.000     1/3/2020  EUR   44.860
Vontobel Financial Produ   7.000     1/3/2020  EUR   46.730
DZ Bank AG Deutsche Zent  13.750   12/27/2019  EUR   58.670
DZ Bank AG Deutsche Zent  11.250   12/27/2019  EUR   70.810
EFG International Financ   8.000     3/9/2020  USD   34.660
Landesbank Baden-Wuertte   3.000    3/25/2022  EUR   73.470
Landesbank Baden-Wuertte   3.850    6/26/2020  EUR   69.100
Commerzbank AG            10.000     3/2/2020  EUR   19.440
Bayerische Landesbank      2.800     4/3/2020  EUR   68.790
Landesbank Hessen-Thueri   3.100    10/6/2020  EUR   67.300
Landesbank Baden-Wuertte   3.500    6/26/2020  EUR   69.210
Landesbank Baden-Wuertte   3.250    6/26/2020  EUR   65.420
DekaBank Deutsche Giroze   3.000    6/21/2021  EUR   32.560
Raiffeisen Schweiz Genos   4.400    12/9/2019  CHF   29.350
UniCredit Bank AG          5.500     7/9/2021  EUR   55.500
Corner Banca SA            7.600    6/16/2020  CHF   61.950
Landesbank Baden-Wuertte   3.000    4/25/2022  EUR   72.350
Bayerische Landesbank      2.800     6/5/2020  EUR   69.260
Landesbank Baden-Wuertte   2.550    9/27/2019  EUR   72.610
Commerzbank AG             6.000     5/9/2022  USD    0.280
Landesbank Baden-Wuertte   2.400    7/24/2020  EUR   69.880
Landesbank Hessen-Thueri   8.750     2/6/2020  EUR   69.910
Landesbank Hessen-Thueri   5.000    6/26/2020  EUR   59.310
DZ Bank AG Deutsche Zent  13.250    1/22/2020  EUR   65.580
Landesbank Hessen-Thueri   8.000     4/7/2020  EUR   53.470
Landesbank Hessen-Thueri   6.200    7/24/2020  EUR   66.120
Raiffeisen Schweiz Genos   3.400    3/21/2025  CHF   54.180
Deutsche Bank AG           4.200    9/22/2020  EUR   69.870
Deutsche Bank AG           4.200    9/22/2020  EUR   68.330
Deutsche Bank AG           4.200    9/22/2020  EUR   66.840
Deutsche Bank AG           4.200   12/22/2020  EUR   73.820
Deutsche Bank AG           4.200   12/22/2020  EUR   69.180
Deutsche Bank AG           4.200   12/22/2020  EUR   67.720
Deutsche Bank AG           4.200    9/24/2019  EUR   71.540
Deutsche Bank AG           4.200    3/24/2020  EUR   71.490
Deutsche Bank AG           4.200    6/23/2020  EUR   72.440
HSBC Trinkaus & Burkhard   9.400    3/27/2020  EUR   73.990
HSBC Trinkaus & Burkhard   7.600    6/26/2020  EUR   72.210
HSBC Trinkaus & Burkhard  10.200    9/25/2020  EUR   54.600
HSBC Trinkaus & Burkhard   6.100    9/25/2020  EUR   59.710
HSBC Trinkaus & Burkhard   5.600    9/25/2020  EUR   71.880
HSBC Trinkaus & Burkhard   6.900    7/24/2020  EUR   69.260
HSBC Trinkaus & Burkhard  12.600    3/27/2020  EUR   67.420
HSBC Trinkaus & Burkhard   9.800    6/26/2020  EUR   71.500
Deutsche Bank AG           4.200    9/22/2020  EUR   73.120
Deutsche Bank AG           4.200   12/22/2020  EUR   70.680
Deutsche Bank AG           4.200    9/24/2019  EUR   67.880
Deutsche Bank AG           4.200   12/24/2019  EUR   72.480
Deutsche Bank AG           4.200    3/24/2020  EUR   73.250
Deutsche Bank AG           4.200    6/23/2020  EUR   74.220
Deutsche Bank AG           4.200    6/23/2020  EUR   70.720
Deutsche Bank AG           4.200    9/22/2020  EUR   71.470
Deutsche Bank AG           4.200   12/22/2020  EUR   72.230
Deutsche Bank AG           4.200    9/24/2019  EUR   73.520
Deutsche Bank AG           4.200    9/24/2019  EUR   69.670
Deutsche Bank AG           4.200   12/24/2019  EUR   70.660
Deutsche Bank AG           4.200   12/24/2019  EUR   68.910
Deutsche Bank AG           4.200    3/24/2020  EUR   69.810
Deutsche Bank AG           4.200    3/24/2020  EUR   68.180
Deutsche Bank AG           4.200    6/23/2020  EUR   69.070
Deutsche Bank AG           4.200    6/23/2020  EUR   67.470
Deutsche Bank AG           4.200    6/23/2020  EUR   65.940
Raiffeisen Schweiz Genos  10.000   12/31/2024  CHF   67.720
UniCredit Bank AG          3.600     3/5/2020  EUR   59.930
DZ Bank AG Deutsche Zent  14.000    1/22/2020  EUR   72.370
DZ Bank AG Deutsche Zent  15.750    1/22/2020  EUR   73.140
Vontobel Financial Produ  16.500    9/13/2019  EUR   55.550
Vontobel Financial Produ   6.500   12/13/2019  EUR   71.610
Vontobel Financial Produ  11.000   12/13/2019  EUR   61.750
Vontobel Financial Produ   6.000   12/13/2019  EUR   69.260
Vontobel Financial Produ   8.500   12/13/2019  EUR   53.930
Vontobel Financial Produ   4.500   12/13/2019  EUR   72.370
Vontobel Financial Produ   6.500   12/13/2019  EUR   69.020
Vontobel Financial Produ   7.500   12/13/2019  EUR   70.800
Vontobel Financial Produ   8.000    9/13/2019  EUR   57.700
Vontobel Financial Produ  12.000   12/13/2019  EUR   57.840
Vontobel Financial Produ  16.500    9/13/2019  EUR   52.260
Vontobel Financial Produ  10.500    9/13/2019  EUR   69.920
Vontobel Financial Produ   5.000    9/13/2019  EUR   57.070
Vontobel Financial Produ   6.000    9/13/2019  EUR   72.330
DZ Bank AG Deutsche Zent   8.250    9/25/2019  EUR   63.980
Credit Suisse AG/Nassau    7.250   12/12/2019  CHF   66.010
Leonteq Securities AG/Gu  13.200   12/11/2019  USD   55.210
Deutsche Bank AG           8.200    9/24/2019  EUR   69.340
Deutsche Bank AG           8.200   12/24/2019  EUR   70.280
Vontobel Financial Produ   8.500     1/3/2020  EUR   62.730
Vontobel Financial Produ   7.500     1/3/2020  EUR   44.330
Vontobel Financial Produ   6.000     1/3/2020  EUR   46.380
Vontobel Financial Produ   8.500     1/3/2020  EUR   42.390
Vontobel Financial Produ  10.000     1/3/2020  EUR   40.850
Vontobel Financial Produ  14.000    9/27/2019  EUR   36.440
Vontobel Financial Produ  13.000    9/27/2019  EUR   57.930
Vontobel Financial Produ  10.500    9/27/2019  EUR   60.720
Vontobel Financial Produ   8.500    9/27/2019  EUR   63.880
Vontobel Financial Produ   5.000     1/3/2020  EUR   68.400
Vontobel Financial Produ  10.500     1/3/2020  EUR   60.460
Vontobel Financial Produ   6.500     1/3/2020  EUR   65.310
Commerzbank AG             8.500    9/27/2019  EUR   72.410
Commerzbank AG             9.500    9/27/2019  EUR   70.270
Commerzbank AG            10.500    9/27/2019  EUR   68.360
Commerzbank AG            11.500    9/27/2019  EUR   66.690
Commerzbank AG            12.500    9/27/2019  EUR   65.140
Commerzbank AG            11.000   10/25/2019  EUR   78.770
Commerzbank AG            13.000   10/25/2019  EUR   75.590
Commerzbank AG            11.750    9/27/2019  EUR   73.500
Commerzbank AG            13.750    9/27/2019  EUR   70.510
Commerzbank AG            10.750    9/27/2019  EUR   65.720
Commerzbank AG            11.000    9/27/2019  EUR   49.180
Commerzbank AG             9.000    9/27/2019  EUR   69.010
Commerzbank AG             4.750    9/27/2019  EUR   72.010
Bank Julius Baer & Co Lt  11.000     9/4/2019  CHF   61.650
Erste Group Bank AG        4.250    9/28/2022  EUR   73.150
Landesbank Baden-Wuertte   3.250    8/27/2021  EUR   73.460
DZ Bank AG Deutsche Zent   6.750    9/23/2019  EUR   55.980
Landesbank Baden-Wuertte   3.800    1/28/2022  EUR   73.190
Leonteq Securities AG/Gu   5.000     5/5/2020  EUR   27.580
HSBC Trinkaus & Burkhard   3.900    9/27/2019  EUR   62.840
HSBC Trinkaus & Burkhard   2.900   12/27/2019  EUR   66.810
HSBC Trinkaus & Burkhard   5.500   11/22/2019  EUR   60.120
HSBC Trinkaus & Burkhard   2.800   11/22/2019  EUR   66.830
Bank Julius Baer & Co Lt   8.500    9/12/2019  CHF   67.100
Commerzbank AG            13.000    9/27/2019  EUR   47.070
Commerzbank AG             3.000    9/27/2019  EUR   66.000
Commerzbank AG             9.000    9/27/2019  EUR   51.690
Commerzbank AG            13.250    9/27/2019  EUR   71.610
Commerzbank AG            15.250    9/27/2019  EUR   68.860
Commerzbank AG            14.500   10/25/2019  EUR   70.000
Credit Suisse AG/Nassau    8.000   12/13/2019  CHF   68.970
DZ Bank AG Deutsche Zent   4.750    9/23/2019  EUR   70.320
Bayerische Landesbank      4.400    10/4/2019  EUR   68.100
Bayerische Landesbank      3.900    10/4/2019  EUR   64.390
Raiffeisen Switzerland B   5.600    11/2/2020  CHF   64.750
HSBC Trinkaus & Burkhard   2.700   10/25/2019  EUR   66.840
HSBC Trinkaus & Burkhard   9.800    9/27/2019  EUR   56.110
HSBC Trinkaus & Burkhard   4.000    9/27/2019  EUR   65.850
HSBC Trinkaus & Burkhard   2.100    9/27/2019  EUR   73.860
HSBC Trinkaus & Burkhard   6.000   11/22/2019  EUR   62.410
Bank Julius Baer & Co Lt   7.000    9/12/2019  EUR   62.500
Vontobel Financial Produ  14.000    9/13/2019  EUR   55.010
Vontobel Financial Produ  10.000    9/13/2019  EUR   62.910
Vontobel Financial Produ   8.500   12/13/2019  EUR   62.180
Vontobel Financial Produ   7.000    9/13/2019  EUR   67.210
Vontobel Financial Produ  12.000    9/13/2019  EUR   60.380
Vontobel Financial Produ  11.000   12/13/2019  EUR   60.040
Vontobel Financial Produ   7.000   12/13/2019  EUR   65.130
HSBC Trinkaus & Burkhard   3.700    9/27/2019  EUR   67.320
HSBC Trinkaus & Burkhard   4.600   11/22/2019  EUR   56.710
HSBC Trinkaus & Burkhard   8.200    9/27/2019  EUR   58.290
HSBC Trinkaus & Burkhard   5.100   11/22/2019  EUR   64.270
HSBC Trinkaus & Burkhard   3.700    9/27/2019  EUR   70.730
BNP Paribas Emissions- u   6.000    9/26/2019  EUR   60.130
HSBC Trinkaus & Burkhard   6.500    6/26/2020  EUR   63.870
HSBC Trinkaus & Burkhard   7.000    6/26/2020  EUR   61.170
HSBC Trinkaus & Burkhard   8.700   12/27/2019  EUR   68.200
HSBC Trinkaus & Burkhard   6.200    6/26/2020  EUR   60.590
HSBC Trinkaus & Burkhard   4.000    6/26/2020  EUR   62.550
EFG International Financ  11.600    3/19/2020  USD   71.740
UBS AG/London             12.000    12/6/2019  USD   63.460
UBS AG/London             11.000     3/5/2020  CHF   57.400
UBS AG/London             10.000     9/7/2020  CHF   55.800
Commerzbank AG             4.500    3/27/2020  EUR   68.920
BNP Paribas Emissions- u   6.000   12/30/2019  EUR   69.600
Landesbank Hessen-Thueri   6.000    9/21/2023  EUR   64.230
Bank Julius Baer & Co Lt   9.100     9/9/2019  CHF   50.850
Vontobel Financial Produ   7.500   12/13/2019  EUR   68.910
Vontobel Financial Produ   5.500    9/13/2019  EUR   71.490
Vontobel Financial Produ   7.000    9/13/2019  EUR   69.260
Vontobel Financial Produ   9.500    9/13/2019  EUR   69.340
Raiffeisen Schweiz Genos   7.100    3/10/2020  CHF   69.730
Vontobel Financial Produ  12.500    9/27/2019  EUR   69.970
Vontobel Financial Produ   9.000    9/27/2019  EUR   69.690
Vontobel Financial Produ  13.500    9/27/2019  EUR   63.970
Vontobel Financial Produ  10.500    9/27/2019  EUR   67.660
Vontobel Financial Produ   1.950    9/13/2019  EUR   42.040
Vontobel Financial Produ   7.500    9/27/2019  EUR   71.860
Landesbank Hessen-Thueri   5.000    9/21/2023  EUR   67.540
Vontobel Financial Produ   7.000    9/27/2019  EUR   71.500
Credit Suisse AG/Nassau    8.000    9/12/2019  USD   48.520
Vontobel Financial Produ   8.750    9/27/2019  EUR   57.300
Commerzbank AG             6.000   10/25/2019  EUR   62.860
Commerzbank AG            12.750    9/27/2019  EUR   63.140
HSBC Trinkaus & Burkhard   2.110    9/27/2019  EUR   65.800
Commerzbank AG             8.750    9/27/2019  EUR   68.560
Landesbank Baden-Wuertte   3.250    8/27/2021  EUR   69.960
Bank Julius Baer & Co Lt   8.000    9/12/2019  USD   50.850
HSBC Trinkaus & Burkhard   7.200    9/27/2019  EUR   59.580
HSBC Trinkaus & Burkhard   7.900    9/27/2019  EUR   73.140
HSBC Trinkaus & Burkhard   6.900    9/27/2019  EUR   59.030
HSBC Trinkaus & Burkhard   8.600    9/27/2019  EUR   50.660
HSBC Trinkaus & Burkhard   6.400    9/27/2019  EUR   31.000
HSBC Trinkaus & Burkhard   6.300    9/27/2019  EUR   69.710
BNP Paribas Emissions- u   6.100   11/21/2019  EUR   63.540
BNP Paribas Emissions- u   4.500   12/30/2019  EUR   64.980
HSBC Trinkaus & Burkhard   5.400    6/26/2020  EUR   68.510
Vontobel Financial Produ  15.000   12/31/2019  EUR   35.370
HSBC Trinkaus & Burkhard   4.200   12/27/2019  EUR   66.010
HSBC Trinkaus & Burkhard   8.200    6/26/2020  EUR   59.960
Vontobel Financial Produ   9.000    9/13/2019  EUR   63.580
HSBC Trinkaus & Burkhard   6.000    9/27/2019  EUR   71.870
HSBC Trinkaus & Burkhard   6.000    9/27/2019  EUR   71.870
HSBC Trinkaus & Burkhard   2.500    9/27/2019  EUR   61.050
Vontobel Financial Produ  16.500   12/13/2019  EUR   69.580
HSBC Trinkaus & Burkhard  11.500    9/27/2019  EUR   27.210
HSBC Trinkaus & Burkhard   9.400    9/27/2019  EUR   28.570
HSBC Trinkaus & Burkhard   3.300    9/27/2019  EUR   35.230
HSBC Trinkaus & Burkhard   8.000   11/22/2019  EUR   30.320
HSBC Trinkaus & Burkhard   5.000   12/27/2019  EUR   64.690
Bayerische Landesbank      3.350     8/7/2020  EUR   70.110
HSBC Trinkaus & Burkhard   3.600   12/27/2019  EUR   62.430
BNP Paribas Emissions- u   4.500    9/26/2019  EUR   63.130
BNP Paribas Emissions- u   6.500    9/26/2019  EUR   66.770
BNP Paribas Emissions- u   4.500   12/30/2019  EUR   63.140
BNP Paribas Emissions- u   5.000   12/30/2019  EUR   67.530
Leonteq Securities AG/Gu  10.400   12/13/2019  CHF   58.300
Bank Julius Baer & Co Lt  10.100     9/5/2019  USD   36.500
UBS AG/London              7.250     3/5/2020  CHF   65.850
UBS AG/London              9.000     9/5/2019  CHF   60.850
UBS AG/London              7.000     9/6/2019  USD   64.050
UBS AG/London              6.250     3/5/2021  CHF   68.550
UBS AG/London              5.200     1/2/2020  EUR   69.610
UBS AG/London             18.900    9/26/2019  EUR   50.740
UBS AG/London              5.900    9/26/2019  EUR   57.890
UBS AG/London              4.200    9/26/2019  EUR   72.450
UBS AG/London             11.400    9/26/2019  EUR   58.670
UBS AG/London             15.500    9/26/2019  EUR   71.500
UBS AG/London              5.000     1/2/2020  EUR   64.880
UBS AG/London              4.100    9/26/2019  EUR   63.650
UBS AG/London              6.200     1/2/2020  EUR   68.010
UBS AG/London              6.600    9/26/2019  EUR   60.750
UBS AG/London             19.700    9/26/2019  EUR   44.050
UBS AG/London              4.600     1/2/2020  EUR   71.470
UBS AG/London              3.600    9/26/2019  EUR   66.470
UBS AG/London             15.900    9/26/2019  EUR   64.640
Vontobel Financial Produ  10.050    9/20/2019  EUR   73.930
UBS AG/London             10.500    12/5/2019  CHF   52.100
UBS AG/London              6.000     9/5/2019  CHF   60.600
UBS AG/London              9.500     9/5/2019  CHF   57.500
UBS AG/London              8.000     9/7/2020  CHF   68.050
UBS AG/London             10.000     9/7/2020  EUR   69.450
UBS AG/London              9.700    9/26/2019  EUR   56.030
UBS AG/London              2.600    9/26/2019  EUR   67.230
UBS AG/London              5.800    9/26/2019  EUR   70.860
UBS AG/London              6.600    9/26/2019  EUR   73.000
UBS AG/London              7.400    9/26/2019  EUR   43.200
UBS AG/London             11.000    9/26/2019  EUR   70.490
UBS AG/London              4.100     1/2/2020  EUR   73.480
UBS AG/London             16.900    9/26/2019  EUR   45.410
UBS AG/London             10.300    9/26/2019  EUR   52.740
UBS AG/London              5.500     1/2/2020  EUR   63.600
UBS AG/London              7.500    9/26/2019  EUR   70.960
UBS AG/London              2.600    9/26/2019  EUR   50.970
UBS AG/London              7.400    9/26/2019  EUR   68.640
UBS AG/London              6.800    9/26/2019  EUR   67.240
UBS AG/London             16.800    9/26/2019  EUR   61.510
UBS AG/London             12.500    9/26/2019  EUR   65.740
UBS AG/London              2.900    9/26/2019  EUR   49.420
UBS AG/London              9.200     1/2/2020  EUR   58.570
Bank Julius Baer & Co Lt   5.000    9/13/2019  EUR   59.450
UniCredit Bank AG          4.700    10/5/2022  EUR   63.910
HSBC Trinkaus & Burkhard   4.390     9/6/2019  EUR   69.070
Raiffeisen Centrobank AG   5.500    10/9/2020  EUR   59.960
Zurcher Kantonalbank Fin   5.000    9/11/2019  CHF   72.610
Zurcher Kantonalbank Fin   5.000    9/11/2019  CHF   72.460
Bank Julius Baer & Co Lt   6.400    9/11/2019  CHF   46.450
Vontobel Financial Produ  10.500    9/13/2019  EUR   70.470
Vontobel Financial Produ  12.500   12/13/2019  EUR   60.890
Vontobel Financial Produ   4.500    9/13/2019  EUR   72.170
Vontobel Financial Produ  10.500    9/13/2019  EUR   61.480
Vontobel Financial Produ  15.500    9/13/2019  EUR   49.520
Vontobel Financial Produ  10.000    9/13/2019  EUR   55.390
Vontobel Financial Produ   8.500   12/13/2019  EUR   57.350
Vontobel Financial Produ   7.000    9/13/2019  EUR   65.600
Vontobel Financial Produ  16.500    9/13/2019  EUR   60.760
Vontobel Financial Produ   7.500    9/13/2019  EUR   70.380
Vontobel Financial Produ   8.000    9/13/2019  EUR   52.030
Vontobel Financial Produ  12.000    9/13/2019  EUR   47.890
Vontobel Financial Produ  13.000    9/13/2019  EUR   66.720
Vontobel Financial Produ  17.500    9/27/2019  EUR   56.270
Vontobel Financial Produ   4.770     9/4/2019  EUR   42.360
UniCredit Bank AG          4.400   11/27/2019  EUR   43.930
HSBC Trinkaus & Burkhard   4.700   11/22/2019  EUR   69.010
HSBC Trinkaus & Burkhard   4.300    6/26/2020  EUR   61.490
HSBC Trinkaus & Burkhard   6.100   12/27/2019  EUR   63.060
BNP Paribas Emissions- u   4.000   12/30/2019  EUR   70.150
HSBC Trinkaus & Burkhard   5.700    6/26/2020  EUR   60.090
HSBC Trinkaus & Burkhard   9.500    6/26/2020  EUR   69.090
EFG International Financ  10.400    9/19/2019  CHF   62.540
Bank Julius Baer & Co Lt  10.400     9/5/2019  USD   49.250
Vontobel Financial Produ  11.000   12/13/2019  EUR   73.980
Vontobel Financial Produ  11.500    3/13/2020  EUR   73.670
Vontobel Financial Produ  12.000    3/13/2020  EUR   72.240
Vontobel Financial Produ  11.500   12/13/2019  EUR   72.630
Vontobel Financial Produ   7.000   12/13/2019  EUR   71.890
Vontobel Financial Produ   9.500   12/13/2019  EUR   67.780
Vontobel Financial Produ  14.000   12/13/2019  EUR   61.600
Vontobel Financial Produ  10.500    3/13/2020  EUR   66.440
Vontobel Financial Produ  14.500    3/13/2020  EUR   62.040
Vontobel Financial Produ  15.000    3/13/2020  EUR   70.760
Vontobel Financial Produ  15.000   12/13/2019  EUR   70.550
Vontobel Financial Produ   6.500   12/13/2019  EUR   65.690
Vontobel Financial Produ  10.500   12/13/2019  EUR   60.110
Vontobel Financial Produ  13.000    3/13/2020  EUR   57.470
HSBC Trinkaus & Burkhard   2.620   12/30/2019  EUR   65.560
Leonteq Securities AG/Gu   6.000    9/17/2020  CHF   53.570
Leonteq Securities AG/Gu   8.000    3/17/2020  CHF   54.400
Raiffeisen Centrobank AG   9.626    3/24/2020  EUR   65.370
Raiffeisen Centrobank AG   5.143    3/24/2020  EUR   71.780
Raiffeisen Centrobank AG  10.286    3/24/2020  EUR   58.790
Raiffeisen Centrobank AG   3.857    3/24/2020  EUR   69.960
Raiffeisen Centrobank AG  10.929    3/24/2020  EUR   58.000
Raiffeisen Centrobank AG   7.714    3/24/2020  EUR   71.220
Raiffeisen Centrobank AG   9.643    3/24/2020  EUR   70.040
Raiffeisen Centrobank AG   9.000    3/24/2020  EUR   71.320
Raiffeisen Centrobank AG   9.643    3/24/2020  EUR   59.740
UBS AG/London              7.500    9/26/2019  EUR   59.500
UBS AG/London              5.100    9/26/2019  EUR   60.420
UBS AG/London              4.600    9/26/2019  EUR   73.290
UBS AG/London              5.300    9/26/2019  EUR   70.260
UBS AG/London              9.700    9/26/2019  EUR   68.600
UBS AG/London              3.800     1/2/2020  EUR   67.560
UBS AG/London              6.200    9/26/2019  EUR   71.780
UBS AG/London             12.100    9/26/2019  EUR   66.250
UBS AG/London              6.100     1/2/2020  EUR   62.430
UBS AG/London              8.700    9/26/2019  EUR   41.150
UBS AG/London              6.700    9/26/2019  EUR   57.580
UBS AG/London              7.800    9/26/2019  EUR   55.060
UBS AG/London              4.100    9/26/2019  EUR   74.130
UBS AG/London              3.400    9/26/2019  EUR   47.970
UBS AG/London              8.600    9/26/2019  EUR   55.040
UBS AG/London              7.600     1/2/2020  EUR   60.370
UBS AG/London              6.900     1/2/2020  EUR   61.390
UBS AG/London              4.400    9/26/2019  EUR   61.120
UBS AG/London              7.800    9/26/2019  EUR   71.460
UBS AG/London              8.800    9/26/2019  EUR   64.530
UBS AG/London              5.300    9/26/2019  EUR   45.430
UBS AG/London              6.700    3/26/2020  EUR   68.680
UBS AG/London             11.400    9/26/2019  EUR   38.520
UBS AG/London              5.500    9/26/2019  EUR   71.660
UBS AG/London              2.900    9/26/2019  EUR   64.760
UBS AG/London              6.300    9/26/2019  EUR   68.210
UBS AG/London              5.700    9/26/2019  EUR   62.060
UBS AG/London             11.500    9/26/2019  EUR   54.000
UBS AG/London              5.000    9/26/2019  EUR   70.370
Credit Suisse AG/London    6.000   12/12/2019  CHF   70.840
DekaBank Deutsche Giroze   2.250     6/8/2020  EUR   72.240
UniCredit Bank AG          4.300    7/18/2021  EUR   73.800
UniCredit Bank AG          3.600    7/18/2021  EUR   47.050
Landesbank Baden-Wuertte   4.000    6/26/2020  EUR   67.810
Leonteq Securities AG      9.000    3/27/2020  USD   33.690
Landesbank Hessen-Thueri   4.000    6/16/2022  EUR   69.440
Leonteq Securities AG/Gu   6.800    7/21/2020  CHF   69.500
DekaBank Deutsche Giroze   3.100    7/17/2020  EUR   67.410
EFG International Financ   6.600     8/3/2020  EUR   64.570
Leonteq Securities AG/Gu   6.000   11/19/2019  CHF   30.470
Leonteq Securities AG/Gu   5.400    6/30/2020  CHF   59.510
Corner Banca SA            8.600    6/16/2020  CHF   60.000
Landesbank Baden-Wuertte   3.500    6/26/2020  EUR   67.500
Landesbank Hessen-Thueri   4.000    1/13/2021  EUR   44.200
Citigroup Global Markets   7.000    6/16/2022  SEK   44.300
Landesbank Hessen-Thueri   3.250    2/10/2021  EUR   72.500
Landesbank Baden-Wuertte   3.200    7/24/2020  EUR   59.410
Landesbank Baden-Wuertte   4.000    7/24/2020  EUR   68.860
Landesbank Baden-Wuertte   3.150   11/22/2019  EUR   56.500
Landesbank Hessen-Thueri   5.650   10/28/2022  EUR   30.530
Bayerische Landesbank      2.600    2/21/2020  EUR   71.680
Bayerische Landesbank      2.700    2/21/2020  EUR   72.990
DekaBank Deutsche Giroze   3.600   12/20/2019  EUR   57.110
EFG International Financ   8.000    10/7/2019  EUR   67.390
DekaBank Deutsche Giroze   2.750    3/29/2021  EUR   73.440
EFG International Financ   6.000     8/3/2020  USD   36.980
Landesbank Hessen-Thueri   5.300    9/23/2022  EUR   63.180
UniCredit Bank AG          3.600    8/23/2021  EUR   49.770
Bayerische Landesbank      2.900    2/21/2020  EUR   70.920
Landesbank Hessen-Thueri   4.000    8/18/2021  EUR   35.860
UniCredit Bank AG          5.200     5/4/2020  USD   27.980
DekaBank Deutsche Giroze   2.800    3/13/2020  EUR   71.180
Leonteq Securities AG/Gu   6.000    5/22/2020  CHF   60.480
Leonteq Securities AG/Gu   6.200    7/28/2020  CHF   73.170
Leonteq Securities AG/Gu   5.200    7/28/2020  CHF   64.010
Landesbank Baden-Wuertte   2.800    1/24/2020  EUR   72.250
Landesbank Hessen-Thueri   3.000   12/16/2020  EUR   67.700
Landesbank Baden-Wuertte   3.300    6/25/2021  EUR   72.630
EFG International Financ   8.000    5/26/2020  USD   37.230
DekaBank Deutsche Giroze   6.050    9/13/2019  EUR   59.440
DekaBank Deutsche Giroze   3.000    3/13/2020  EUR   65.860
DekaBank Deutsche Giroze   3.350    3/15/2021  EUR   65.740
UniCredit Bank AG          4.300    8/29/2020  EUR   68.390
Landesbank Baden-Wuertte   3.400    7/24/2020  EUR   72.300
Leonteq Securities AG/Gu   8.000   12/27/2019  CHF   58.950
DekaBank Deutsche Giroze   3.000     6/8/2021  EUR   71.330
Leonteq Securities AG     10.400   11/22/2019  EUR   39.530
DekaBank Deutsche Giroze   2.900     8/7/2020  EUR   73.360
HSBC Trinkaus & Burkhard   5.980    2/21/2020  EUR   70.440
Landesbank Hessen-Thueri   2.750   12/16/2020  EUR   70.600
Landesbank Baden-Wuertte   3.170    5/22/2020  EUR   65.610
Landesbank Baden-Wuertte   3.400    6/26/2020  EUR   70.940
Leonteq Securities AG      3.600    9/22/2026  CHF   62.290
Landesbank Hessen-Thueri   4.000    4/13/2021  EUR   71.310
Leonteq Securities AG/Gu   7.000    7/14/2020  CHF   59.630
Leonteq Securities AG/Gu   6.000    6/23/2020  CHF   59.630
Landesbank Hessen-Thueri   5.000    8/11/2021  EUR   56.150
DekaBank Deutsche Giroze   2.250     6/8/2020  EUR   72.450
DekaBank Deutsche Giroze   2.750     6/8/2020  EUR   74.190
Raiffeisen Schweiz Genos   7.410    7/13/2020  CHF   58.670
Landesbank Hessen-Thueri   5.900     7/7/2022  EUR   71.750
Leonteq Securities AG/Gu   9.000     3/3/2020  CHF   69.550
Landesbank Baden-Wuertte   3.410    2/28/2020  EUR   72.320
Vontobel Financial Produ   8.500   12/13/2019  EUR   74.250
Vontobel Financial Produ   9.500    9/13/2019  EUR   65.180
HSBC Trinkaus & Burkhard   2.520    9/27/2019  EUR   69.180
Vontobel Financial Produ  10.000   12/13/2019  EUR   65.740
Vontobel Financial Produ   8.500    9/13/2019  EUR   67.160
Vontobel Financial Produ   7.500   12/13/2019  EUR   50.730
Raiffeisen Centrobank AG   9.396    6/23/2020  EUR   69.500
Zurcher Kantonalbank Fin  10.750    8/29/2019  CHF   60.580
UBS AG/London              6.000    8/29/2019  CHF   65.550
UBS AG/London              9.000    8/31/2020  CHF   65.950
UBS AG/London             10.000     3/2/2020  EUR   52.850
Vontobel Financial Produ   8.500    9/27/2019  EUR   50.520
Vontobel Financial Produ  11.000    9/27/2019  EUR   69.780
Vontobel Financial Produ  15.050    9/13/2019  EUR   55.340
Vontobel Financial Produ   5.100    9/13/2019  EUR   60.510
Corner Banca SA            9.000   12/10/2019  CHF   67.830
Leonteq Securities AG      6.000     9/7/2020  CHF   68.330
Bank Julius Baer & Co Lt   8.300     9/6/2019  USD   64.300
Credit Suisse AG/Nassau    8.000    12/9/2019  CHF   68.560
HSBC Trinkaus & Burkhard   4.330     9/3/2019  EUR   70.750
Zurcher Kantonalbank Fin   9.750    9/11/2019  CHF   60.540
Vontobel Financial Produ   4.000   12/13/2019  EUR   66.980
Vontobel Financial Produ  10.500   12/13/2019  EUR   70.590
Vontobel Financial Produ  14.500   12/13/2019  EUR   66.580
Vontobel Financial Produ   8.500    9/13/2019  EUR   66.760
Vontobel Financial Produ   8.500   12/13/2019  EUR   65.190
Vontobel Financial Produ   8.500   12/13/2019  EUR   66.080
Vontobel Financial Produ   9.000    9/13/2019  EUR   64.700
Vontobel Financial Produ  10.500   12/13/2019  EUR   66.050
Vontobel Financial Produ  13.500    9/13/2019  EUR   51.320
Vontobel Financial Produ  11.500   12/13/2019  EUR   54.030
Vontobel Financial Produ  16.000   12/13/2019  EUR   53.610
Vontobel Financial Produ  16.000    9/13/2019  EUR   44.420
Vontobel Financial Produ  12.000    9/13/2019  EUR   63.580
Vontobel Financial Produ  10.000    9/13/2019  EUR   66.230
Vontobel Financial Produ  17.500    9/27/2019  EUR   52.980
DZ Bank AG Deutsche Zent   5.000    9/25/2019  EUR   32.230
DZ Bank AG Deutsche Zent  10.250    9/25/2019  EUR   44.320
DZ Bank AG Deutsche Zent   7.500    9/25/2019  EUR   58.700
Barclays Bank PLC          2.500     3/4/2020  EUR   74.000
Vontobel Financial Produ   6.750    9/27/2019  EUR   68.700
Commerzbank AG             8.750   12/31/2019  EUR   67.430
Commerzbank AG             8.250   12/31/2019  EUR   74.640
Vontobel Financial Produ   6.000   12/13/2019  EUR   61.610
Vontobel Financial Produ  12.500    9/13/2019  EUR   60.610
Vontobel Financial Produ   9.500   12/13/2019  EUR   65.670
Vontobel Financial Produ  16.000   12/13/2019  EUR   57.170
Vontobel Financial Produ   8.000    9/13/2019  EUR   64.960
Vontobel Financial Produ   4.000   12/13/2019  EUR   74.240
Vontobel Financial Produ  14.500    9/13/2019  EUR   66.120
Vontobel Financial Produ   4.500    9/13/2019  EUR   71.070
Vontobel Financial Produ  11.500    9/13/2019  EUR   53.260
Vontobel Financial Produ   8.500   12/13/2019  EUR   63.510
Vontobel Financial Produ  11.000    9/13/2019  EUR   58.090
Commerzbank AG            13.750   12/31/2019  EUR   64.960
Commerzbank AG             3.000   12/31/2019  EUR   71.180
Vontobel Financial Produ  10.000    9/13/2019  EUR   72.250
Vontobel Financial Produ   5.500   12/13/2019  EUR   73.120
Vontobel Financial Produ   3.500   12/13/2019  EUR   56.500
Vontobel Financial Produ  11.500    9/13/2019  EUR   46.220
Vontobel Financial Produ  12.000     1/3/2020  EUR   61.610
Vontobel Financial Produ  11.500    9/27/2019  EUR   62.140
Bayerische Landesbank      2.600   11/13/2020  EUR   69.350
Bayerische Landesbank      2.400   11/13/2020  EUR   69.510
Leonteq Securities AG/Gu   7.000    12/1/2020  CHF   72.720
DekaBank Deutsche Giroze   5.000    2/28/2020  EUR   57.170
EFG International Financ  13.600    2/20/2020  USD   63.960
UBS AG/London              5.750     2/3/2020  CHF   58.900
Credit Suisse AG/Nassau    8.000     9/2/2019  EUR   66.460
UBS AG/London              6.000     8/3/2020  CHF   39.350
DZ Bank AG Deutsche Zent  12.000    3/25/2020  EUR   56.830
DZ Bank AG Deutsche Zent   6.500    3/25/2020  EUR   65.330
Raiffeisen Schweiz Genos   6.000     9/1/2020  CHF   67.350
Raiffeisen Schweiz Genos   8.800     3/1/2021  EUR   68.420
DZ Bank AG Deutsche Zent  11.000   12/27/2019  EUR   70.100
DZ Bank AG Deutsche Zent   4.250    3/25/2020  EUR   53.840
DZ Bank AG Deutsche Zent  11.500   12/27/2019  EUR   67.200
Landesbank Baden-Wuertte   4.600    3/27/2020  EUR   65.950
HSBC Trinkaus & Burkhard   0.750    4/22/2020  EUR   62.690
Landesbank Baden-Wuertte   3.000    3/26/2021  EUR   72.850
Landesbank Baden-Wuertte   4.500    3/26/2021  EUR   69.360
Landesbank Baden-Wuertte   6.000    3/26/2021  EUR   67.780
Landesbank Baden-Wuertte   3.000    3/26/2021  EUR   54.280
Landesbank Baden-Wuertte   5.500    3/26/2021  EUR   50.380
Landesbank Baden-Wuertte   5.000    3/26/2021  EUR   74.150
Bank J Safra Sarasin AG/  10.400     3/5/2020  CHF   52.820
UBS AG/London              9.000     9/7/2020  EUR   60.890
UBS AG/London              6.500    9/26/2019  EUR   67.100
UBS AG/London              3.900    6/25/2020  EUR   70.780
UBS AG/London             14.000    3/26/2020  EUR   60.390
UBS AG/London              6.400    3/26/2020  EUR   69.500
UBS AG/London              4.000    3/26/2020  EUR   75.410
UBS AG/London              4.400    9/26/2019  EUR   70.810
UBS AG/London             22.100     1/2/2020  EUR   72.720
UBS AG/London              9.000    3/26/2020  EUR   64.250
UBS AG/London             18.700    9/26/2019  EUR   73.470
UBS AG/London              9.200    3/26/2020  EUR   67.750
UBS AG/London              9.400    3/26/2020  EUR   65.580
UBS AG/London              6.000    6/25/2020  EUR   70.020
UBS AG/London              5.800    6/25/2020  EUR   66.200
UBS AG/London              4.300    6/25/2020  EUR   69.480
UBS AG/London              5.500    6/25/2020  EUR   67.400
UBS AG/London              4.800    6/25/2020  EUR   68.330
UBS AG/London              7.300    3/26/2020  EUR   66.880
UBS AG/London              5.300    3/26/2020  EUR   67.640
UBS AG/London              4.800    3/26/2020  EUR   68.890
UBS AG/London             20.500    3/26/2020  EUR   74.540
UBS AG/London              6.400    6/25/2020  EUR   65.300
UBS AG/London              8.200    6/25/2020  EUR   64.200
UBS AG/London             15.600    3/26/2020  EUR   63.310
UBS AG/London              8.400    3/26/2020  EUR   65.210
UBS AG/London              7.400    3/26/2020  EUR   65.980
UBS AG/London              7.400    3/26/2020  EUR   69.120
UBS AG/London              5.500    3/26/2020  EUR   73.370
UBS AG/London              5.000    3/26/2020  EUR   72.040
UBS AG/London              3.000    3/26/2020  EUR   72.840
UBS AG/London             12.900    6/25/2020  EUR   60.470
UBS AG/London              7.700    6/25/2020  EUR   65.070
UBS AG/London              6.300    3/26/2020  EUR   66.750
UBS AG/London              8.700    6/25/2020  EUR   63.380
UBS AG/London              6.000    3/26/2020  EUR   70.890
UBS AG/London              4.100    3/26/2020  EUR   70.080
UBS AG/London             18.100    3/26/2020  EUR   73.820
UBS AG/London             12.200    3/26/2020  EUR   72.120
Commerzbank AG             6.000   12/31/2019  EUR   70.130
Bank Julius Baer & Co Lt   7.000     3/6/2020  EUR   62.450
BNP Paribas Emissions- u   3.000    3/26/2020  EUR   70.790
BNP Paribas Emissions- u   6.000    3/26/2020  EUR   67.080
BNP Paribas Emissions- u   4.000    9/24/2020  EUR   71.270
BNP Paribas Emissions- u   5.000    9/24/2020  EUR   69.310
BNP Paribas Emissions- u   6.000    9/24/2020  EUR   67.560
Commerzbank AG            17.000   12/31/2019  EUR   72.600
Commerzbank AG            15.750   12/31/2019  EUR   67.750
BNP Paribas Emissions- u   5.000   12/30/2019  EUR   68.250
BNP Paribas Emissions- u   7.000   12/30/2019  EUR   65.810
Commerzbank AG            21.000    9/27/2019  EUR   68.890
Societe Generale Effekte  15.978   12/20/2019  EUR   72.070
Societe Generale Effekte  19.159    3/20/2020  EUR   72.250
Societe Generale Effekte   8.026    3/20/2020  EUR   66.850
Societe Generale Effekte   8.803    3/20/2020  EUR   65.880
Societe Generale Effekte  16.052    3/20/2020  EUR   61.610
Societe Generale Effekte   5.782    6/19/2020  EUR   72.350
Societe Generale Effekte   6.425    6/19/2020  EUR   71.080
Societe Generale Effekte   7.388    6/19/2020  EUR   70.150
Societe Generale Effekte   8.031    6/19/2020  EUR   68.940
Societe Generale Effekte   8.995    6/19/2020  EUR   68.150
Societe Generale Effekte   9.637    6/19/2020  EUR   67.120
Societe Generale Effekte  10.601    6/19/2020  EUR   66.380
Societe Generale Effekte  11.564    6/19/2020  EUR   65.670
Societe Generale Effekte  12.528    6/19/2020  EUR   65.020
Societe Generale Effekte  18.632    6/19/2020  EUR   62.330
Societe Generale Effekte  16.327    9/20/2019  EUR   71.450
Societe Generale Effekte  20.510    9/20/2019  EUR   67.600
Societe Generale Effekte  24.558    9/20/2019  EUR   64.240
Societe Generale Effekte  26.716    9/20/2019  EUR   61.080
Societe Generale Effekte  17.753   12/20/2019  EUR   76.420
Societe Generale Effekte   4.142   12/20/2019  EUR   60.990
Societe Generale Effekte   6.312   12/20/2019  EUR   55.430
Societe Generale Effekte   9.074   12/20/2019  EUR   51.370
Societe Generale Effekte  12.230   12/20/2019  EUR   48.400
Societe Generale Effekte   4.660    3/20/2020  EUR   61.620
Societe Generale Effekte   7.249    3/20/2020  EUR   56.740
Societe Generale Effekte  10.097    3/20/2020  EUR   53.180
Societe Generale Effekte  13.204    3/20/2020  EUR   50.660
Societe Generale Effekte   9.637    6/19/2020  EUR   58.760
Societe Generale Effekte  12.849    6/19/2020  EUR   55.730
Societe Generale Effekte  10.740    9/18/2020  EUR   59.920
Societe Generale Effekte  14.192    9/18/2020  EUR   57.320
Societe Generale Effekte  28.268    6/19/2020  EUR   73.910
Societe Generale Effekte   7.767    3/20/2020  EUR   70.550
Societe Generale Effekte   9.321    3/20/2020  EUR   68.840
Societe Generale Effekte  10.874    3/20/2020  EUR   67.300
Societe Generale Effekte  15.793    3/20/2020  EUR   63.870
Vontobel Financial Produ  11.000    3/27/2020  EUR   61.950
Deutsche Bank AG           8.200    9/24/2019  EUR   74.400
Deutsche Bank AG           8.200    9/24/2019  EUR   52.700
Deutsche Bank AG           8.200    9/24/2019  EUR   47.500
Deutsche Bank AG           8.200    9/24/2019  EUR   43.200
Deutsche Bank AG           8.200   12/24/2019  EUR   54.600
Deutsche Bank AG           8.200   12/24/2019  EUR   49.500
Deutsche Bank AG           8.200   12/24/2019  EUR   45.200
Deutsche Bank AG           8.200    3/24/2020  EUR   56.500
Deutsche Bank AG           8.200    3/24/2020  EUR   51.400
Deutsche Bank AG           8.200    3/24/2020  EUR   47.200
Deutsche Bank AG           8.200    6/23/2020  EUR   58.400
Deutsche Bank AG           8.200    6/23/2020  EUR   53.400
Deutsche Bank AG           8.200    6/23/2020  EUR   49.200
Deutsche Bank AG           8.200    9/22/2020  EUR   60.200
Deutsche Bank AG           8.200    9/22/2020  EUR   55.300
Deutsche Bank AG           8.200    9/22/2020  EUR   51.200
Deutsche Bank AG           8.200   12/22/2020  EUR   62.100
Deutsche Bank AG           8.200   12/22/2020  EUR   57.300
Deutsche Bank AG           8.200   12/22/2020  EUR   53.200
Deutsche Bank AG           8.200    9/24/2019  EUR   72.100
Commerzbank AG            16.000    9/27/2019  EUR   65.110
Commerzbank AG             6.000   12/31/2019  EUR   71.890
HSBC Trinkaus & Burkhard   1.250    4/22/2020  EUR   67.920
DekaBank Deutsche Giroze   3.000   12/13/2019  EUR   46.720
Zurcher Kantonalbank Fin   9.000   12/19/2019  CHF   68.640
UniCredit Bank AG          4.200     1/4/2021  EUR   43.030
Leonteq Securities AG/Gu   7.400   12/22/2020  CHF   54.610
Leonteq Securities AG/Gu   4.000   12/29/2020  CHF   46.770
UBS AG/London              7.000    6/15/2020  CHF   73.150
UBS AG/London              6.750   12/13/2019  USD   32.300
UBS AG/London              7.000   12/13/2019  CHF   71.750
UBS AG/London              8.500    6/15/2020  CHF   55.300
UBS AG/London              6.250   12/13/2019  USD   32.200
UBS AG/London              8.250   12/13/2019  USD   46.250
Leonteq Securities AG/Gu   7.000   12/27/2019  CHF   67.470
EFG International Financ   7.200   12/29/2020  EUR   55.930
EFG International Financ   8.000     1/3/2020  CHF   66.990
DekaBank Deutsche Giroze   3.000    6/17/2020  EUR   69.100
Raiffeisen Schweiz Genos   9.400   12/27/2019  CHF   48.070
Vontobel Financial Produ   8.300   12/18/2019  EUR   63.550
Landesbank Baden-Wuertte   2.800   12/23/2022  EUR   66.150
UniCredit Bank AG          4.500     8/6/2021  EUR   63.540
DekaBank Deutsche Giroze   5.700    7/31/2020  EUR   68.640
UniCredit Bank AG          6.000    1/18/2021  EUR   65.690
UniCredit Bank AG          4.500    1/18/2022  EUR   45.570
UniCredit Bank AG          5.300    7/19/2021  EUR   65.960
DekaBank Deutsche Giroze   5.000    7/31/2020  EUR   41.130
UniCredit Bank AG          4.100    2/13/2023  EUR   68.880
UniCredit Bank AG          3.500    2/13/2023  EUR   62.160
Landesbank Baden-Wuertte   2.550   10/25/2019  EUR   72.970
Landesbank Baden-Wuertte   2.200   10/25/2019  EUR   69.250
Landesbank Baden-Wuertte   3.000    2/26/2021  EUR   64.950
Landesbank Baden-Wuertte   3.000    2/26/2021  EUR   69.450
Landesbank Baden-Wuertte   3.800    2/26/2021  EUR   44.460
Landesbank Baden-Wuertte   3.200    2/26/2021  EUR   60.060
UBS AG/London              8.500    6/22/2020  EUR   72.250
UBS AG/London              5.750    6/22/2020  EUR   71.850
UBS AG/London             11.250   12/20/2019  EUR   46.500
Leonteq Securities AG/Gu  10.000     1/3/2020  USD   44.940
Raiffeisen Schweiz Genos   7.000   12/30/2019  CHF   65.430
DekaBank Deutsche Giroze   3.550     1/5/2022  EUR   70.720
DekaBank Deutsche Giroze   2.100     1/5/2021  EUR   55.210
Landesbank Hessen-Thueri   3.000    7/29/2020  EUR   64.100
UniCredit Bank AG          3.500     1/5/2021  EUR   45.460
UniCredit Bank AG          3.500     1/5/2021  EUR   37.710
UniCredit Bank AG          3.500     1/5/2021  EUR   54.670
UniCredit Bank AG          4.000     1/5/2021  EUR   53.610
DekaBank Deutsche Giroze   4.550    7/31/2020  EUR   57.550
DekaBank Deutsche Giroze   6.050    7/31/2020  EUR   49.940
UniCredit Bank AG          3.750    1/18/2022  EUR   69.190
EFG International Financ  12.520     1/2/2020  USD   68.250
Landesbank Hessen-Thueri   4.600     5/2/2023  EUR   68.460
Landesbank Baden-Wuertte   2.300    2/25/2022  EUR   70.870
Landesbank Baden-Wuertte   2.400    2/25/2022  EUR   67.540
Landesbank Baden-Wuertte   3.000    2/25/2022  EUR   57.690
Raiffeisen Centrobank AG   5.200     2/3/2020  EUR   66.780
UBS AG/London              6.000   12/30/2019  CHF   66.350
UBS AG/London              5.250   12/30/2019  CHF   62.750
DekaBank Deutsche Giroze   3.250    1/24/2020  EUR   50.500
Bayerische Landesbank      2.700    8/20/2021  EUR   65.630
Leonteq Securities AG/Gu   7.600     1/9/2020  CHF   67.130
Leonteq Securities AG/Gu   7.200     1/4/2021  CHF   70.340
Leonteq Securities AG/Gu  10.000     1/3/2020  CHF   44.350
Leonteq Securities AG/Gu   8.400     1/3/2020  CHF   60.640
Raiffeisen Schweiz Genos   6.900   12/30/2019  EUR   50.800
Leonteq Securities AG/Gu   8.000    1/12/2021  EUR   70.850
Leonteq Securities AG/Gu   9.000    1/12/2021  USD   37.960
UBS AG/London              9.750     7/6/2020  EUR   70.200
UBS AG/London              6.250     1/6/2020  CHF   45.200
UBS AG/London             12.000     1/6/2020  CHF   53.250
UBS AG/London              7.000     1/6/2020  CHF   66.050
Landesbank Baden-Wuertte   2.000    2/28/2020  EUR   57.330
Landesbank Baden-Wuertte   3.000    2/28/2020  EUR   52.440
Landesbank Baden-Wuertte   4.000    2/28/2020  EUR   50.610
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   46.930
Landesbank Hessen-Thueri   4.000    1/26/2022  EUR   58.350
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   50.800
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   47.710
Landesbank Baden-Wuertte   6.000    1/24/2020  EUR   45.080
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   58.910
Landesbank Baden-Wuertte   4.500    1/24/2020  EUR   52.880
Landesbank Baden-Wuertte   6.000    1/24/2020  EUR   49.850
Landesbank Baden-Wuertte   3.500    1/24/2020  EUR   66.670
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   62.590
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   73.860
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   70.950
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   73.890
Landesbank Baden-Wuertte   2.500    1/24/2020  EUR   73.530
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   65.920
Landesbank Baden-Wuertte   2.500    1/24/2020  EUR   56.410
Landesbank Baden-Wuertte   3.500    1/24/2020  EUR   52.750
Landesbank Baden-Wuertte   4.500    1/24/2020  EUR   49.510
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   72.440
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   68.780
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   66.300
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   74.450
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   71.380
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   67.950
Landesbank Baden-Wuertte   2.500    1/24/2020  EUR   66.240
Landesbank Baden-Wuertte   3.500    1/24/2020  EUR   63.090
Landesbank Baden-Wuertte   2.000    1/24/2020  EUR   53.100
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   49.120
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   45.870
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   44.650
Landesbank Baden-Wuertte   2.500    1/24/2020  EUR   20.280
Landesbank Baden-Wuertte   3.500    1/24/2020  EUR   19.280
Landesbank Baden-Wuertte   2.000    1/24/2020  EUR   59.130
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   55.160
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   41.270
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   38.820
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   50.630
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   48.650
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   44.890
Landesbank Baden-Wuertte   2.000    1/24/2020  EUR   60.540
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   56.410
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   52.880
Landesbank Baden-Wuertte   2.500    1/24/2020  EUR   70.250
Landesbank Baden-Wuertte   3.500    1/24/2020  EUR   66.340
Landesbank Baden-Wuertte   4.500    1/24/2020  EUR   63.810
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   54.470
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   62.670
Landesbank Baden-Wuertte   4.500    1/24/2020  EUR   57.740
Landesbank Baden-Wuertte   6.000    1/24/2020  EUR   51.720
Landesbank Baden-Wuertte   2.000    1/24/2020  EUR   65.500
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   69.780
UBS AG/London              9.000     1/6/2020  USD   45.750
UBS AG/London              5.750     1/6/2020  CHF   62.850
UBS AG/London              5.750     7/6/2020  EUR   60.400
UBS AG/London              7.750     1/6/2020  EUR   54.650
Commerzbank AG             2.800   12/30/2019  USD   47.640
DekaBank Deutsche Giroze   3.500    1/24/2020  EUR   43.180
DekaBank Deutsche Giroze   2.400    1/24/2020  EUR   67.080
DekaBank Deutsche Giroze   2.000    1/22/2021  EUR   64.810
DekaBank Deutsche Giroze   2.000    1/22/2021  EUR   56.230
DekaBank Deutsche Giroze   3.400    1/24/2020  EUR   46.170
Bank Julius Baer & Co Lt  10.350     5/4/2020  EUR   71.850
Vontobel Financial Produ   9.720   10/31/2019  EUR   62.300
Vontobel Financial Produ  13.500     1/3/2020  EUR   64.450
Vontobel Financial Produ  11.000     1/3/2020  EUR   66.880
Vontobel Financial Produ  14.000    3/27/2020  EUR   64.770
Vontobel Financial Produ   4.400    8/24/2020  EUR   68.980
Vontobel Financial Produ   9.500    2/28/2020  EUR   42.390
Vontobel Financial Produ  13.000    2/28/2020  EUR   64.730
Landesbank Baden-Wuertte   4.800    2/25/2022  EUR   69.400
Deutsche Bank AG           7.400    3/24/2020  EUR   73.100
Deutsche Bank AG           5.400    3/24/2020  EUR   68.960
Deutsche Bank AG           5.400    3/24/2020  EUR   65.900
Deutsche Bank AG           7.400    3/24/2020  EUR   64.270
Deutsche Bank AG           5.400    1/21/2020  EUR   64.990
Deutsche Bank AG           5.400    2/25/2020  EUR   65.490
Deutsche Bank AG           5.400    3/24/2020  EUR   74.500
Deutsche Bank AG           7.400    3/24/2020  EUR   71.500
Leonteq Securities AG/Gu   9.600     8/4/2020  CHF   63.790
Leonteq Securities AG     10.000    9/18/2019  CHF   59.430
Leonteq Securities AG     13.000    9/18/2019  USD   60.420
Corner Banca SA           11.000   12/18/2019  CHF   48.960
Leonteq Securities AG      5.000    6/15/2021  CHF   52.160
Leonteq Securities AG     12.000    9/18/2019  CHF   47.120
Leonteq Securities AG      8.200    9/18/2019  CHF   73.230
UBS AG/London              7.100     1/2/2020  EUR   54.200
UBS AG/London              3.000    9/26/2019  EUR   55.050
UBS AG/London              4.700    9/26/2019  EUR   51.300
UBS AG/London              4.200    3/26/2020  EUR   72.020
UBS AG/London              4.400    9/26/2019  EUR   65.340
UBS AG/London              3.000    9/26/2019  EUR   70.830
UBS AG/London              8.100    9/26/2019  EUR   58.500
UBS AG/London              4.400    9/26/2019  EUR   62.950
UBS AG/London              7.200    9/26/2019  EUR   52.210
UBS AG/London              4.500    9/26/2019  EUR   61.280
UBS AG/London              6.100    6/25/2020  EUR   53.210
UBS AG/London              4.800    9/26/2019  EUR   50.140
UBS AG/London              4.300     1/2/2020  EUR   53.740
UBS AG/London              8.100     1/2/2020  EUR   52.000
UBS AG/London              6.000    9/26/2019  EUR   68.270
UBS AG/London              6.100    9/26/2019  EUR   65.100
UBS AG/London             12.400    9/26/2019  EUR   54.000
UBS AG/London              4.300    9/26/2019  EUR   64.710
UBS AG/London              3.700    9/26/2019  EUR   66.540
UBS AG/London              9.200    9/26/2019  EUR   58.400
UBS AG/London              5.200    9/26/2019  EUR   65.260
UBS AG/London              4.100    9/26/2019  EUR   73.010
HSBC Trinkaus & Burkhard   5.400    9/27/2019  EUR   72.640
HSBC Trinkaus & Burkhard   3.900   10/25/2019  EUR   62.670
HSBC Trinkaus & Burkhard   3.600    9/27/2019  EUR   70.000
HSBC Trinkaus & Burkhard   5.600   10/25/2019  EUR   63.970
HSBC Trinkaus & Burkhard   5.000   10/25/2019  EUR   70.340
HSBC Trinkaus & Burkhard   5.900   10/25/2019  EUR   52.730
HSBC Trinkaus & Burkhard   3.600   10/25/2019  EUR   56.930
HSBC Trinkaus & Burkhard   5.200   10/25/2019  EUR   58.110
HSBC Trinkaus & Burkhard   4.000   10/25/2019  EUR   64.020
Credit Suisse AG/Nassau    8.000   12/18/2019  EUR   64.850
Raiffeisen Schweiz Genos   7.100    6/15/2020  CHF   59.760
Raiffeisen Schweiz Genos   5.300   12/15/2020  EUR   69.290
Landesbank Hessen-Thueri   3.100   10/16/2019  EUR   66.500
Credit Suisse AG/Nassau    7.000   12/30/2019  CHF   58.430
DZ Bank AG Deutsche Zent   4.200    9/23/2019  EUR   72.800
DZ Bank AG Deutsche Zent   4.700    9/23/2019  EUR   71.100
DZ Bank AG Deutsche Zent   4.500    9/23/2019  EUR   50.160
DZ Bank AG Deutsche Zent   5.000    9/23/2019  EUR   69.380
DZ Bank AG Deutsche Zent   8.250    9/23/2019  EUR   71.950
DZ Bank AG Deutsche Zent   5.750    9/23/2019  EUR   42.680
DZ Bank AG Deutsche Zent   5.000    9/23/2019  EUR   60.830
DZ Bank AG Deutsche Zent   9.250    9/23/2019  EUR   61.140
DZ Bank AG Deutsche Zent   8.000    9/23/2019  EUR   66.820
DZ Bank AG Deutsche Zent   5.000    9/23/2019  EUR   50.500
DZ Bank AG Deutsche Zent   6.500    9/23/2019  EUR   55.830
DZ Bank AG Deutsche Zent   6.500    9/23/2019  EUR   65.690
DZ Bank AG Deutsche Zent   8.500    9/23/2019  EUR   60.620
DZ Bank AG Deutsche Zent   4.750    9/23/2019  EUR   63.350
DZ Bank AG Deutsche Zent   6.250    9/23/2019  EUR   70.430
Deutsche Bank AG           5.500    9/24/2019  EUR   68.000
Deutsche Bank AG           5.500   12/24/2019  EUR   69.400
Deutsche Bank AG           5.500    9/24/2019  EUR   58.500
Deutsche Bank AG           5.500    9/24/2019  EUR   54.300
Deutsche Bank AG           5.500   12/24/2019  EUR   59.900
Deutsche Bank AG           5.500   12/24/2019  EUR   55.700
Deutsche Bank AG           5.500    9/24/2019  EUR   63.700
Deutsche Bank AG           5.500    9/24/2019  EUR   58.700
Deutsche Bank AG           5.500   12/24/2019  EUR   64.700
Deutsche Bank AG           5.500   12/24/2019  EUR   59.700
Deutsche Bank AG           5.500    9/24/2019  EUR   62.140
Deutsche Bank AG           5.500    9/24/2019  EUR   58.280
Deutsche Bank AG           5.500    9/24/2019  EUR   54.870
Deutsche Bank AG           5.500   12/24/2019  EUR   63.420
Deutsche Bank AG           5.500   12/24/2019  EUR   59.610
Deutsche Bank AG           5.500   12/24/2019  EUR   56.430
Deutsche Bank AG           5.500    9/24/2019  EUR   73.100
Deutsche Bank AG           5.500    9/24/2019  EUR   69.200
Deutsche Bank AG           5.500    9/24/2019  EUR   64.600
Deutsche Bank AG           5.500   12/24/2019  EUR   70.400
Deutsche Bank AG           5.500   12/24/2019  EUR   65.800
Deutsche Bank AG           5.500    9/24/2019  EUR   71.800
Deutsche Bank AG           5.500    9/24/2019  EUR   67.000
Deutsche Bank AG           5.500   12/24/2019  EUR   73.100
Deutsche Bank AG           5.500   12/24/2019  EUR   68.300
Deutsche Bank AG           5.500    9/24/2019  EUR   54.800
Deutsche Bank AG           5.500    9/24/2019  EUR   52.100
Deutsche Bank AG           5.500   12/24/2019  EUR   56.100
Deutsche Bank AG           5.500   12/24/2019  EUR   53.400
Deutsche Bank AG           5.500    9/24/2019  EUR   49.900
Deutsche Bank AG           5.500    9/24/2019  EUR   45.400
Deutsche Bank AG           5.500   12/24/2019  EUR   51.000
Deutsche Bank AG           5.500   12/24/2019  EUR   46.500
Deutsche Bank AG           5.500    9/24/2019  EUR   69.200
Deutsche Bank AG           5.500    9/24/2019  EUR   63.000
Deutsche Bank AG           5.500   12/24/2019  EUR   70.300
Deutsche Bank AG           5.500    9/24/2019  EUR   49.400
Deutsche Bank AG           5.500    9/24/2019  EUR   44.500
Deutsche Bank AG           5.500   12/24/2019  EUR   50.800
Deutsche Bank AG           5.500   12/24/2019  EUR   45.900
Deutsche Bank AG           5.500    9/24/2019  EUR   39.700
Deutsche Bank AG           5.500    9/24/2019  EUR   37.800
Deutsche Bank AG           5.500    9/24/2019  EUR   35.400
Deutsche Bank AG           5.500   12/24/2019  EUR   41.000
Deutsche Bank AG           5.500   12/24/2019  EUR   39.200
Deutsche Bank AG           5.500   12/24/2019  EUR   36.700
Deutsche Bank AG           5.500   12/24/2019  EUR   64.100
Deutsche Bank AG           5.500    9/24/2019  EUR   19.900
Deutsche Bank AG           5.500    9/24/2019  EUR   19.200
Deutsche Bank AG           5.500   12/24/2019  EUR   21.300
Deutsche Bank AG           5.500   12/24/2019  EUR   20.500
Deutsche Bank AG           5.500    9/24/2019  EUR   73.000
Deutsche Bank AG           5.500   12/24/2019  EUR   73.800
Credit Suisse AG/London    7.000   12/18/2019  CHF   55.790
Credit Suisse AG/London    8.250    9/18/2019  USD   62.570
Bank Julius Baer & Co Lt   5.200    9/19/2019  CHF   63.650
Landesbank Hessen-Thueri   3.050   10/16/2019  EUR   47.500
Leonteq Securities AG     10.000   12/27/2019  EUR   70.830
DekaBank Deutsche Giroze   5.600     1/4/2021  EUR   72.840
DekaBank Deutsche Giroze   4.300     1/4/2021  EUR   55.170
Leonteq Securities AG/Gu  10.000    9/12/2019  USD   59.330
Credit Suisse AG/London    7.000   12/23/2019  EUR   62.490
UBS AG/London              8.500    6/15/2020  USD   66.900
UBS AG/London             10.250    6/15/2020  CHF   50.700
UBS AG/London              8.000    6/15/2020  CHF   67.850
UBS AG/London              7.000   12/14/2020  CHF   58.350
UBS AG/London              8.750    6/15/2020  EUR   61.650
UBS AG/London              6.500   12/14/2020  EUR   66.000
UBS AG/London              5.500   12/13/2019  CHF   65.300
UBS AG/London              5.750   12/13/2019  EUR   72.300
UBS AG/London              6.500   12/13/2019  CHF   62.300
Landesbank Hessen-Thueri   3.500    7/19/2021  EUR   74.100
Bayerische Landesbank      3.000    7/17/2020  EUR   64.450
EFG International Financ   8.400     1/3/2020  CHF   30.250
Credit Suisse AG/Nassau    7.000    6/22/2021  CHF   63.800
Bank Julius Baer & Co Lt   7.250   12/23/2019  CHF   64.350
Bank Julius Baer & Co Lt   8.500   12/23/2019  EUR   62.650
Vontobel Financial Produ   4.200    9/27/2019  EUR   62.887
DekaBank Deutsche Giroze   3.350    7/10/2020  EUR   62.450
DekaBank Deutsche Giroze   2.450    7/10/2020  EUR   75.140
Bank Julius Baer & Co Lt   4.350    9/20/2019  EUR   66.250
SecurAsset SA              5.250    6/30/2022  EUR   43.700
Leonteq Securities AG      5.200   12/22/2020  CHF   60.320
Leonteq Securities AG     14.000    9/25/2019  CHF   47.280
Leonteq Securities AG     12.200    9/25/2019  CHF   59.470
Raiffeisen Schweiz Genos   6.100    6/22/2020  CHF   64.490
Raiffeisen Schweiz Genos   6.000     1/6/2020  CHF   47.130
Raiffeisen Schweiz Genos  10.900     1/6/2020  USD   66.570
Raiffeisen Schweiz Genos   6.300     1/6/2020  CHF   57.160
Raiffeisen Schweiz Genos   5.000   12/22/2020  CHF   71.280
BNP Paribas Emissions- u   7.000   12/30/2019  EUR   56.570
BNP Paribas Emissions- u   9.000   12/30/2019  EUR   57.250
BNP Paribas Emissions- u  12.000   12/30/2019  EUR   58.270
BNP Paribas Emissions- u   3.500   12/30/2019  EUR   69.940
BNP Paribas Emissions- u   4.500   12/30/2019  EUR   69.820
BNP Paribas Emissions- u   3.500    9/26/2019  EUR   72.510
BNP Paribas Emissions- u  18.000   12/30/2019  EUR   66.970
BNP Paribas Emissions- u   6.500   12/30/2019  EUR   59.550
BNP Paribas Emissions- u   8.500   12/30/2019  EUR   60.230
BNP Paribas Emissions- u  11.000   12/30/2019  EUR   61.080
BNP Paribas Emissions- u  15.000   12/30/2019  EUR   62.440
BNP Paribas Emissions- u  19.000   12/30/2019  EUR   63.800
BNP Paribas Emissions- u   5.000   12/30/2019  EUR   55.890
BNP Paribas Emissions- u   4.500    9/26/2019  EUR   63.150
BNP Paribas Emissions- u   6.000    9/26/2019  EUR   60.410
BNP Paribas Emissions- u   3.000   12/30/2019  EUR   70.230
BNP Paribas Emissions- u   4.500   12/30/2019  EUR   64.260
BNP Paribas Emissions- u   6.500   12/30/2019  EUR   69.290
BNP Paribas Emissions- u   8.500   12/30/2019  EUR   69.970
BNP Paribas Emissions- u  11.000   12/30/2019  EUR   70.820
BNP Paribas Emissions- u  15.000   12/30/2019  EUR   72.180
BNP Paribas Emissions- u   5.000   12/30/2019  EUR   67.480
BNP Paribas Emissions- u   7.000   12/30/2019  EUR   68.160
BNP Paribas Emissions- u   9.000   12/30/2019  EUR   68.840
BNP Paribas Emissions- u  12.000   12/30/2019  EUR   69.860
BNP Paribas Emissions- u   5.500   12/30/2019  EUR   61.550
BNP Paribas Emissions- u   7.500   12/30/2019  EUR   62.230
BNP Paribas Emissions- u   9.500   12/30/2019  EUR   62.910
BNP Paribas Emissions- u  13.000   12/30/2019  EUR   64.100
BNP Paribas Emissions- u  17.000   12/30/2019  EUR   65.440
BNP Paribas Emissions- u   9.500   12/30/2019  EUR   54.600
BNP Paribas Emissions- u  13.000   12/30/2019  EUR   55.790
BNP Paribas Emissions- u  17.000   12/30/2019  EUR   57.150
BNP Paribas Emissions- u   4.000   12/30/2019  EUR   50.180
BNP Paribas Emissions- u   6.000   12/30/2019  EUR   50.860
BNP Paribas Emissions- u   8.000   12/30/2019  EUR   51.540
BNP Paribas Emissions- u  10.000   12/30/2019  EUR   52.220
BNP Paribas Emissions- u  14.000   12/30/2019  EUR   53.580
BNP Paribas Emissions- u  18.000   12/30/2019  EUR   54.940
BNP Paribas Emissions- u  16.000   12/30/2019  EUR   59.630
BNP Paribas Emissions- u  20.000   12/30/2019  EUR   60.990
BNP Paribas Emissions- u   4.500   12/30/2019  EUR   52.900
BNP Paribas Emissions- u   7.500   12/30/2019  EUR   53.920
Raiffeisen Centrobank AG   6.061    9/24/2019  EUR   74.460
Raiffeisen Centrobank AG   4.242    9/24/2019  EUR   71.110
Raiffeisen Centrobank AG   7.273    9/24/2019  EUR   70.550
Raiffeisen Centrobank AG   5.455    9/24/2019  EUR   62.660
Raiffeisen Centrobank AG   3.030    9/24/2019  EUR   63.580
Raiffeisen Centrobank AG   7.273    9/24/2019  EUR   52.660
Raiffeisen Centrobank AG   6.061    9/24/2019  EUR   55.230
Landesbank Baden-Wuertte   3.000    2/26/2021  EUR   71.950
Landesbank Baden-Wuertte   3.000    2/26/2021  EUR   62.800
DekaBank Deutsche Giroze   2.050   12/11/2020  EUR   54.240
DekaBank Deutsche Giroze   2.750   12/11/2020  EUR   51.490
DekaBank Deutsche Giroze   3.000    2/14/2020  EUR   53.750
DekaBank Deutsche Giroze   4.250    8/21/2020  EUR   59.150
DekaBank Deutsche Giroze   6.550    8/21/2020  EUR   54.190
DekaBank Deutsche Giroze   3.000    8/27/2021  EUR   60.280
DekaBank Deutsche Giroze   2.000   12/13/2019  EUR   55.870
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   58.020
Landesbank Baden-Wuertte   4.800    9/27/2019  EUR   47.950
Landesbank Baden-Wuertte   5.100    9/27/2019  EUR   68.330
Landesbank Hessen-Thueri   3.500     3/9/2022  EUR   57.000
Leonteq Securities AG/Gu   7.500    2/12/2021  CHF   72.870
Zurcher Kantonalbank Fin   4.704     2/5/2021  CHF   63.720
UniCredit Bank AG          4.000    3/13/2022  EUR   59.240
DZ Bank AG Deutsche Zent   4.000   12/31/2019  EUR   66.560
Landesbank Baden-Wuertte   2.750   11/27/2020  EUR   71.990
Landesbank Baden-Wuertte   3.500   11/27/2020  EUR   70.990
Landesbank Baden-Wuertte   2.600   11/27/2020  EUR   46.570
DekaBank Deutsche Giroze   2.050    2/14/2020  EUR   47.930
DekaBank Deutsche Giroze   3.900     9/5/2019  EUR   58.850
Credit Suisse AG/Nassau   10.250    9/19/2019  CHF   43.880
UBS AG/London              6.250     2/7/2020  CHF   34.350
UBS AG/London              6.500     2/7/2020  CHF   55.550
UBS AG/London              8.250     2/7/2020  EUR   47.850
UBS AG/London              5.000     2/7/2020  CHF   61.250
UBS AG/London              8.000     2/7/2020  CHF   59.250
Vontobel Financial Produ   5.000     9/9/2020  EUR   64.168
Leonteq Securities AG/Gu   8.000    8/19/2020  CHF   68.140
Raiffeisen Centrobank AG   5.816    9/24/2019  EUR   56.400
Raiffeisen Centrobank AG   4.758   12/27/2019  EUR   75.230
Raiffeisen Centrobank AG   9.796    9/24/2019  EUR   68.200
Raiffeisen Centrobank AG   5.204    9/24/2019  EUR   74.870
Raiffeisen Centrobank AG   5.815   12/27/2019  EUR   58.010
Raiffeisen Centrobank AG   6.735    9/24/2019  EUR   74.810
Raiffeisen Centrobank AG   6.344   12/27/2019  EUR   68.680
UBS AG/London              6.300    9/26/2019  EUR   45.800
UBS AG/London              4.800    9/26/2019  EUR   69.380
Bayerische Landesbank      2.100    9/10/2021  EUR   72.370
Bayerische Landesbank      2.500    9/10/2021  EUR   65.940
EFG International Financ   7.200    2/22/2021  CHF   32.450
Raiffeisen Schweiz Genos   6.900    2/19/2020  EUR   61.490
Raiffeisen Schweiz Genos   7.200    2/19/2020  CHF   62.110
Leonteq Securities AG/Gu   2.300     2/8/2023  CHF   68.660
UniCredit Bank AG          6.400     3/5/2021  EUR   64.850
UniCredit Bank AG          5.350     3/5/2021  EUR   62.280
UniCredit Bank AG          5.500     9/5/2019  EUR   72.200
UniCredit Bank AG          5.100     3/5/2021  EUR   51.740
UniCredit Bank AG          4.650     3/5/2021  EUR   58.510
DekaBank Deutsche Giroze   3.700     3/6/2020  EUR   54.210
Landesbank Baden-Wuertte   2.810    3/24/2023  EUR   69.320
Zurcher Kantonalbank Fin   6.000    2/20/2020  CHF   72.060
Raiffeisen Centrobank AG   5.150    2/10/2020  EUR   60.170
DZ Bank AG Deutsche Zent   0.060    9/10/2019  EUR   71.860
Landesbank Hessen-Thueri   8.900    3/16/2023  EUR   72.390
Landesbank Baden-Wuertte   3.000    4/25/2022  EUR   70.210
Erste Group Bank AG        4.350    2/28/2022  EUR   69.100
UBS AG/London              7.500    2/14/2020  EUR   68.800
Leonteq Securities AG/Gu   3.750    2/20/2023  CHF   55.540
Leonteq Securities AG/Gu  11.000     3/2/2020  CHF   42.960
Raiffeisen Schweiz Genos   5.250    8/26/2020  CHF   71.380
Landesbank Hessen-Thueri   4.000    9/22/2020  EUR   59.100
Credit Suisse AG/London    5.240    9/16/2019  EUR   71.740
Raiffeisen Schweiz Genos  10.300    2/19/2020  EUR   62.450
Landesbank Hessen-Thueri   3.500    9/22/2020  EUR   63.000
Credit Suisse AG/London    7.000    8/27/2019  EUR   69.860
DekaBank Deutsche Giroze   5.000    9/14/2020  EUR   63.370
DekaBank Deutsche Giroze   7.000    9/14/2020  EUR   56.450
Landesbank Hessen-Thueri   4.000    3/23/2022  EUR   73.750
Landesbank Hessen-Thueri   4.000    3/23/2022  EUR   66.260
UniCredit Bank AG          8.000     1/3/2020  EUR   70.400
UniCredit Bank AG          7.800     1/3/2020  EUR   69.770
UniCredit Bank AG          7.000     1/3/2020  EUR   69.930
UniCredit Bank AG          7.200     1/3/2020  EUR   69.080
UniCredit Bank AG          9.100     1/3/2020  EUR   30.890
UniCredit Bank AG         11.400     1/3/2020  EUR   44.870
UniCredit Bank AG          7.000     1/3/2020  EUR   62.180
UniCredit Bank AG         10.800     1/3/2020  EUR   70.510
UniCredit Bank AG         10.500     1/3/2020  EUR   57.050
UniCredit Bank AG         11.300     1/3/2020  EUR   50.520
UniCredit Bank AG         13.800     1/3/2020  EUR   65.140
UniCredit Bank AG          7.300     1/3/2020  EUR   70.930
UniCredit Bank AG         12.400     1/3/2020  EUR   62.270
UniCredit Bank AG         11.000     1/3/2020  EUR   72.370
UniCredit Bank AG          8.500     1/3/2020  EUR   41.110
UniCredit Bank AG         11.300     1/3/2020  EUR   64.450
UniCredit Bank AG          7.800     1/3/2020  EUR   65.440
UniCredit Bank AG          9.600     1/3/2020  EUR   63.990
UniCredit Bank AG          8.200     1/3/2020  EUR   63.310
UniCredit Bank AG          8.700     1/3/2020  EUR   69.400
UniCredit Bank AG         12.000     1/3/2020  EUR   67.560
UniCredit Bank AG         12.900     1/3/2020  EUR   72.420
UniCredit Bank AG          6.200     1/3/2020  EUR   56.720
UniCredit Bank AG         14.800     1/3/2020  EUR   41.360
UniCredit Bank AG          9.100     1/3/2020  EUR   59.260
UniCredit Bank AG          6.300     1/3/2020  EUR   51.540
UniCredit Bank AG          9.500     1/3/2020  EUR   49.630
UniCredit Bank AG          7.500     1/3/2020  EUR   56.300
UniCredit Bank AG          6.300     1/3/2020  EUR   52.630
UniCredit Bank AG         13.900     1/3/2020  EUR   69.520
UniCredit Bank AG         14.600     1/3/2020  EUR   45.190
UniCredit Bank AG         14.300     1/3/2020  EUR   52.030
UniCredit Bank AG          5.900     1/3/2020  EUR   61.980
UniCredit Bank AG          7.200     1/3/2020  EUR   72.510
UniCredit Bank AG          9.800     1/3/2020  EUR   70.340
UniCredit Bank AG         10.400     1/3/2020  EUR   73.930
UniCredit Bank AG         11.900     1/3/2020  EUR   68.310
UniCredit Bank AG          7.300     1/3/2020  EUR   64.560
UniCredit Bank AG          5.600     1/3/2020  EUR   63.690
UniCredit Bank AG         12.600     1/3/2020  EUR   55.750
UniCredit Bank AG         12.500     1/3/2020  EUR   28.000
UniCredit Bank AG         11.400     1/3/2020  EUR   56.200
UniCredit Bank AG          7.800     1/3/2020  EUR   70.430
UniCredit Bank AG         11.000     1/3/2020  EUR   43.430
UniCredit Bank AG          5.100     1/3/2020  EUR   64.990
DekaBank Deutsche Giroze   4.000    9/21/2021  EUR   70.690
UBS AG/London              7.500    2/21/2020  EUR   40.400
UBS AG/London              9.000    2/21/2020  CHF   70.150
EFG International Financ   6.400     3/8/2021  EUR   57.850
Citigroup Global Markets  13.600    1/25/2023  SEK   62.130
Leonteq Securities AG      5.200     9/2/2020  EUR   67.980
Leonteq Securities AG      7.400     3/2/2020  CHF   26.840
Leonteq Securities AG      7.200     3/2/2020  CHF   73.780
Leonteq Securities AG     10.000     3/2/2020  EUR   52.550
Bank Julius Baer & Co Lt   9.300    3/16/2020  USD   49.350
Commerzbank AG            19.000    9/27/2019  EUR   65.500
Commerzbank AG            12.250   11/22/2019  EUR   74.300
HSBC Trinkaus & Burkhard   4.000   12/30/2019  EUR   56.540
HSBC Trinkaus & Burkhard   9.800    1/24/2020  EUR   42.760
HSBC Trinkaus & Burkhard  11.800    9/27/2019  EUR   72.580
HSBC Trinkaus & Burkhard  11.400    9/27/2019  EUR   61.520
HSBC Trinkaus & Burkhard   7.200   12/27/2019  EUR   67.830
HSBC Trinkaus & Burkhard  10.200    9/27/2019  EUR   69.620
HSBC Trinkaus & Burkhard   9.200   12/27/2019  EUR   70.930
HSBC Trinkaus & Burkhard   8.600    3/27/2020  EUR   71.210
HSBC Trinkaus & Burkhard  11.500   12/27/2019  EUR   68.650
BNP Paribas Emissions- u  14.000    9/26/2019  EUR   74.330
BNP Paribas Emissions- u  17.000    9/26/2019  EUR   70.720
BNP Paribas Emissions- u  20.000    9/26/2019  EUR   67.480
BNP Paribas Emissions- u  16.000   12/30/2019  EUR   71.360
DZ Bank AG Deutsche Zent   7.000   12/27/2019  EUR   60.150
DZ Bank AG Deutsche Zent   8.500   12/27/2019  EUR   56.030
DZ Bank AG Deutsche Zent   6.750   12/27/2019  EUR   61.050
DZ Bank AG Deutsche Zent  10.000   12/27/2019  EUR   73.070
Vontobel Financial Produ   6.930   12/18/2019  EUR   65.290
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   73.420
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   68.530
Landesbank Baden-Wuertte   3.000    1/24/2020  EUR   53.670
Landesbank Baden-Wuertte   5.000    1/24/2020  EUR   49.300
Landesbank Baden-Wuertte   7.000    1/24/2020  EUR   46.460
Landesbank Baden-Wuertte   4.500    1/24/2020  EUR   76.900
Landesbank Baden-Wuertte   6.000    1/24/2020  EUR   74.050
Commerzbank AG             7.750    9/27/2019  EUR   46.510
DZ Bank AG Deutsche Zent   7.000   12/27/2019  EUR   69.460
EFG International Financ  20.000   12/19/2019  CHF   69.260
Commerzbank AG             4.000   12/30/2019  EUR   58.460
HSBC Trinkaus & Burkhard   1.750    3/27/2020  EUR   68.360
Commerzbank AG            15.500    9/27/2019  EUR   73.530
Commerzbank AG            21.750    9/27/2019  EUR   68.440
HSBC Trinkaus & Burkhard   9.400   12/27/2019  EUR   63.410
HSBC Trinkaus & Burkhard   7.400   12/27/2019  EUR   62.740
HSBC Trinkaus & Burkhard   9.400    6/26/2020  EUR   66.360
HSBC Trinkaus & Burkhard   8.600    6/26/2020  EUR   65.690
HSBC Trinkaus & Burkhard   7.400    6/26/2020  EUR   64.690
HSBC Trinkaus & Burkhard   6.900   12/27/2019  EUR   69.880
HSBC Trinkaus & Burkhard   6.700    6/26/2020  EUR   70.570
HSBC Trinkaus & Burkhard   6.200   12/28/2020  EUR   71.810
HSBC Trinkaus & Burkhard   6.900    6/26/2020  EUR   70.720
HSBC Trinkaus & Burkhard   9.300    6/26/2020  EUR   72.880
HSBC Trinkaus & Burkhard  11.400   12/27/2019  EUR   42.440
HSBC Trinkaus & Burkhard   5.600   12/28/2020  EUR   45.610
HSBC Trinkaus & Burkhard   9.400   12/27/2019  EUR   72.500
HSBC Trinkaus & Burkhard   8.300    6/26/2020  EUR   72.700
HSBC Trinkaus & Burkhard   6.800    6/25/2021  EUR   73.860
Vontobel Financial Produ   9.500    9/27/2019  EUR   74.180
Vontobel Financial Produ  14.500    9/27/2019  EUR   64.180
Vontobel Financial Produ  18.500    9/27/2019  EUR   70.890
HSBC Trinkaus & Burkhard   3.360   12/30/2019  EUR   55.440
HSBC Trinkaus & Burkhard   1.880    3/27/2020  EUR   64.770
HSBC Trinkaus & Burkhard   1.410    3/27/2020  EUR   71.450
Commerzbank AG            21.250    9/27/2019  EUR   65.060
Commerzbank AG            17.250    9/27/2019  EUR   61.190
DZ Bank AG Deutsche Zent   8.250   12/27/2019  EUR   54.370
DZ Bank AG Deutsche Zent   8.250   12/27/2019  EUR   66.020
Landesbank Baden-Wuertte   4.000    1/24/2020  EUR   44.620
Landesbank Baden-Wuertte   6.500    1/24/2020  EUR   42.050
HSBC Trinkaus & Burkhard   4.000    7/24/2020  EUR   72.760
Bank Julius Baer & Co Lt   9.700    1/24/2020  USD   57.400
HSBC Trinkaus & Burkhard  10.500    6/26/2020  EUR   41.550
HSBC Trinkaus & Burkhard   7.700    6/26/2020  EUR   43.130
HSBC Trinkaus & Burkhard   5.200    6/26/2020  EUR   46.000
HSBC Trinkaus & Burkhard  11.100   11/22/2019  EUR   37.360
HSBC Trinkaus & Burkhard   9.700    2/28/2020  EUR   39.260
Deutsche Bank AG           4.200    9/24/2019  EUR   64.710
Deutsche Bank AG           4.200   12/24/2019  EUR   73.150
Deutsche Bank AG           4.200   12/24/2019  EUR   65.050
Deutsche Bank AG           6.200    3/24/2020  EUR   73.290
Deutsche Bank AG           6.200    3/24/2020  EUR   69.380
Deutsche Bank AG           4.200    3/24/2020  EUR   72.100
Landesbank Hessen-Thueri   4.000     3/1/2023  EUR   74.710
Commerzbank AG             4.750   12/31/2019  EUR   72.980
Commerzbank AG             6.750   12/31/2019  EUR   68.670
Commerzbank AG             8.750   12/31/2019  EUR   65.270
Commerzbank AG            10.750   12/31/2019  EUR   62.650
Commerzbank AG            12.750   12/31/2019  EUR   60.320
Commerzbank AG            14.750   12/31/2019  EUR   58.580
Commerzbank AG            15.000   12/31/2019  EUR   68.260
Commerzbank AG            17.000   12/31/2019  EUR   65.880
Commerzbank AG            10.500   12/31/2019  EUR   71.330
Commerzbank AG            12.500   12/31/2019  EUR   68.720
Commerzbank AG             3.500   12/31/2019  EUR   50.470
Commerzbank AG             5.500   12/31/2019  EUR   43.550
Commerzbank AG             7.500   12/31/2019  EUR   39.450
Vontobel Financial Produ  11.250    1/24/2020  EUR   63.630
Commerzbank AG            15.750    9/27/2019  EUR   64.810
Commerzbank AG             9.500   12/31/2019  EUR   74.530
Citigroup Global Markets  12.000    2/13/2024  SEK   73.550
UBS AG/London             20.000    1/24/2020  CHF   59.100
DZ Bank AG Deutsche Zent   5.250   12/27/2019  EUR   63.660
DZ Bank AG Deutsche Zent   5.000    2/26/2020  EUR   72.070
DZ Bank AG Deutsche Zent   4.250    3/25/2020  EUR   70.850
DZ Bank AG Deutsche Zent   6.250    3/25/2020  EUR   65.480
Commerzbank AG            15.500    9/27/2019  EUR   61.440
Commerzbank AG             6.000   12/31/2019  EUR   61.690
Commerzbank AG             8.000   12/31/2019  EUR   58.420
Commerzbank AG            10.000   12/31/2019  EUR   55.810
Commerzbank AG            12.000   12/31/2019  EUR   54.110
Commerzbank AG            14.000   12/31/2019  EUR   52.400
Commerzbank AG             7.000   12/31/2019  EUR   72.310
Commerzbank AG             9.000   12/31/2019  EUR   68.930
Commerzbank AG            11.000   12/31/2019  EUR   66.370
Commerzbank AG            13.000   12/31/2019  EUR   64.400
DekaBank Deutsche Giroze   2.300    4/16/2021  EUR   72.360
Corner Banca SA           14.000    10/3/2019  CHF   38.670
Raiffeisen Schweiz Genos   6.600     4/3/2020  EUR   54.490
UniCredit Bank AG          6.300   10/16/2021  EUR   63.220
UniCredit Bank AG          5.100    4/16/2021  EUR   66.040
Bank Julius Baer & Co Lt   8.900    10/7/2019  USD   63.650
Natixis SA                 4.975    3/23/2020  USD   38.270
UBS AG/London              9.000    9/30/2019  CHF   59.600
UBS AG/London             12.000    9/30/2019  CHF   35.300
UBS AG/London              8.000    9/30/2019  EUR   36.650
UBS AG/London              5.500    9/30/2019  CHF   54.750
UBS AG/London              8.250    9/30/2019  CHF   63.050
Bayerische Landesbank      3.000    11/5/2021  EUR   71.520
DekaBank Deutsche Giroze   3.800   10/23/2020  EUR   62.460
DekaBank Deutsche Giroze   2.050     5/3/2021  EUR   44.800
Raiffeisen Schweiz Genos   6.500    10/9/2020  CHF   48.820
Raiffeisen Schweiz Genos   6.250    10/9/2019  CHF   40.280
HSBC Trinkaus & Burkhard   6.400    9/27/2019  EUR   66.850
HSBC Trinkaus & Burkhard   5.500    9/27/2019  EUR   63.820
HSBC Trinkaus & Burkhard   3.500    9/27/2019  EUR   71.120
HSBC Trinkaus & Burkhard   5.200    9/27/2019  EUR   53.350
HSBC Trinkaus & Burkhard   6.500    9/27/2019  EUR   57.970
HSBC Trinkaus & Burkhard   4.700    9/27/2019  EUR   63.550
HSBC Trinkaus & Burkhard   5.400    9/27/2019  EUR   68.230
HSBC Trinkaus & Burkhard   6.300    9/27/2019  EUR   55.730
HSBC Trinkaus & Burkhard   3.700    9/27/2019  EUR   63.380
HSBC Trinkaus & Burkhard   4.500    9/27/2019  EUR   53.920
4FINANS MFK OOO           15.000    3/24/2023  RUB   65.590
Leonteq Securities AG/Gu  14.200   10/10/2019  USD   62.170
Leonteq Securities AG/Gu  11.000   10/10/2019  CHF   41.810
Landesbank Hessen-Thueri   4.750    5/11/2023  EUR   55.340
Landesbank Hessen-Thueri   6.500    5/11/2023  EUR   71.520
Landesbank Hessen-Thueri   3.500    5/11/2022  EUR   74.120
Landesbank Hessen-Thueri   4.000    5/11/2022  EUR   70.090
Raiffeisen Schweiz Genos   6.750    9/11/2019  CHF   75.160
HSBC Trinkaus & Burkhard   3.000    8/10/2020  EUR   63.340
HSBC Trinkaus & Burkhard   6.000    2/28/2020  EUR   60.310
HSBC Trinkaus & Burkhard   2.250    4/22/2020  EUR   60.100
HSBC Trinkaus & Burkhard   1.000    4/22/2020  EUR   65.140
Landesbank Baden-Wuertte   2.400   10/23/2020  EUR   72.100
Landesbank Baden-Wuertte   2.900   10/23/2020  EUR   67.040
Landesbank Baden-Wuertte   3.000   10/23/2020  EUR   66.620
UBS AG/London             11.000    3/15/2021  EUR   70.530
Deutsche Bank AG           3.200   12/24/2019  EUR   74.050
Deutsche Bank AG           3.200    3/24/2020  EUR   70.900
Deutsche Bank AG           3.200    3/24/2020  EUR   67.590
Deutsche Bank AG           3.200   12/22/2020  EUR   69.330
Deutsche Bank AG           3.200   12/22/2020  EUR   66.380
Deutsche Bank AG           4.200    10/1/2020  EUR   68.400
Commerzbank AG            15.250   12/31/2019  EUR   74.730
Commerzbank AG            24.000    9/27/2019  EUR   73.580
Commerzbank AG            17.250    9/27/2019  EUR   60.690
HSBC Trinkaus & Burkhard   1.750    3/27/2020  EUR   73.890
HSBC Trinkaus & Burkhard   2.750    3/27/2020  EUR   69.540
Landesbank Hessen-Thueri   3.400    7/29/2020  EUR   73.400
Landesbank Hessen-Thueri   6.400    1/29/2020  EUR   69.200
Landesbank Baden-Wuertte   3.000    3/27/2020  EUR   74.910
Landesbank Baden-Wuertte   5.000    3/27/2020  EUR   70.200
Landesbank Baden-Wuertte   3.000    3/27/2020  EUR   61.890
Landesbank Baden-Wuertte   5.000    3/27/2020  EUR   58.190
Landesbank Baden-Wuertte   7.000    3/27/2020  EUR   55.110
Landesbank Baden-Wuertte   4.500    3/27/2020  EUR   72.190
Landesbank Baden-Wuertte   6.000    3/27/2020  EUR   69.730
Commerzbank AG            20.250    9/27/2019  EUR   73.500
Commerzbank AG            19.500    9/27/2019  EUR   67.300
Landesbank Baden-Wuertte   3.750    3/26/2021  EUR   71.520
Goldman Sachs & Co Wertp  23.000    9/25/2019  EUR   72.470
Goldman Sachs & Co Wertp  23.000   10/23/2019  EUR   72.050
Goldman Sachs & Co Wertp  24.000   12/27/2019  EUR   72.390
Goldman Sachs & Co Wertp  25.000    9/25/2019  EUR   71.500
Goldman Sachs & Co Wertp  25.000   11/20/2019  EUR   71.620
Goldman Sachs & Co Wertp   5.000    9/25/2019  EUR   73.330
Goldman Sachs & Co Wertp  18.000    9/25/2019  EUR   59.550
Goldman Sachs & Co Wertp  22.000    9/25/2019  EUR   57.420
Goldman Sachs & Co Wertp   5.000   10/23/2019  EUR   73.690
Goldman Sachs & Co Wertp   7.000   10/23/2019  EUR   70.190
Goldman Sachs & Co Wertp   9.000   10/23/2019  EUR   66.850
Goldman Sachs & Co Wertp  11.000   10/23/2019  EUR   64.030
Goldman Sachs & Co Wertp  20.000   10/23/2019  EUR   58.770
Goldman Sachs & Co Wertp  24.000   10/23/2019  EUR   57.120
Goldman Sachs & Co Wertp   5.000   11/20/2019  EUR   74.020
Goldman Sachs & Co Wertp   6.000   11/20/2019  EUR   70.480
Goldman Sachs & Co Wertp   8.000   11/20/2019  EUR   67.510
Goldman Sachs & Co Wertp  15.000   11/20/2019  EUR   61.650
Goldman Sachs & Co Wertp  18.000   11/20/2019  EUR   59.880
Goldman Sachs & Co Wertp  25.000   11/20/2019  EUR   57.100
Goldman Sachs & Co Wertp  14.000   12/27/2019  EUR   62.870
Goldman Sachs & Co Wertp  20.000   12/27/2019  EUR   60.110
Goldman Sachs & Co Wertp  23.000   12/27/2019  EUR   59.010
Zurcher Kantonalbank Fin  12.000    3/20/2020  CHF   62.320
Vontobel Financial Produ  11.000    4/22/2020  EUR   67.490
UBS AG/London             15.200    3/26/2020  EUR   64.870
UBS AG/London              5.500    9/24/2020  EUR   74.480
UBS AG/London              5.700    6/25/2020  EUR   74.190
Landesbank Baden-Wuertte   3.000   10/25/2019  EUR   61.980
Landesbank Baden-Wuertte   3.500   10/25/2019  EUR   68.130
Landesbank Baden-Wuertte   2.000   10/25/2019  EUR   47.610
Landesbank Baden-Wuertte   3.500   10/25/2019  EUR   43.900
Landesbank Baden-Wuertte   5.000   10/25/2019  EUR   41.860
Landesbank Baden-Wuertte   6.000   10/25/2019  EUR   65.120
Landesbank Baden-Wuertte   4.000   10/25/2019  EUR   71.040
Landesbank Baden-Wuertte   2.500   10/25/2019  EUR   73.650
Landesbank Baden-Wuertte   4.000   10/25/2019  EUR   69.710
Landesbank Baden-Wuertte   2.500   10/25/2019  EUR   62.420
Landesbank Baden-Wuertte   4.000   10/25/2019  EUR   59.400
Leonteq Securities AG/Gu  10.000    9/23/2019  CHF   59.880
Landesbank Baden-Wuertte   3.000    5/26/2023  EUR   73.880
Landesbank Hessen-Thueri   3.500   10/23/2020  EUR   69.200
DekaBank Deutsche Giroze   7.050    10/9/2020  EUR   45.340
DekaBank Deutsche Giroze   6.300    10/9/2020  EUR   55.530
DekaBank Deutsche Giroze   4.250    10/9/2020  EUR   52.010
Landesbank Hessen-Thueri   4.000    4/20/2022  EUR   58.040
UBS AG/London             12.500    9/23/2019  CHF   34.650
UBS AG/London             10.000    9/23/2019  EUR   42.700
Bayerische Landesbank      3.400   10/18/2019  EUR   63.150
Bank Julius Baer & Co Lt   9.250    9/30/2019  CHF   62.700
UBS AG/London             10.000    9/23/2019  USD   49.400
Credit Suisse AG/Nassau    8.250    10/3/2019  EUR   70.720
Credit Suisse AG/Nassau    7.250    10/3/2019  CHF   62.380
DekaBank Deutsche Giroze   2.500    4/17/2020  EUR   71.560
DekaBank Deutsche Giroze   2.750    4/16/2021  EUR   64.590
Vontobel Financial Produ   6.500    4/20/2020  EUR   68.130
Vontobel Financial Produ   5.000    4/20/2020  EUR   73.350
Natixis SA                 3.500    3/23/2020  USD   48.695
Raiffeisen Schweiz Genos   7.750    10/3/2019  CHF   37.230
Raiffeisen Schweiz Genos   7.500     4/3/2020  CHF   65.640
UniCredit Bank AG          4.850    10/9/2021  EUR   66.440
UniCredit Bank AG          4.650    4/16/2021  EUR   55.210
DekaBank Deutsche Giroze   3.900    4/25/2022  EUR   62.150
UniCredit Bank AG          5.600    4/16/2021  EUR   52.940
Landesbank Hessen-Thueri   2.000    3/29/2022  EUR   63.670
Banque Cantonale Vaudois   7.500    10/4/2019  CHF   67.280
DekaBank Deutsche Giroze   2.750    4/17/2020  EUR   60.830
DekaBank Deutsche Giroze   2.700    4/17/2020  EUR   51.000
DekaBank Deutsche Giroze   2.200    4/16/2021  EUR   58.220
Landesbank Baden-Wuertte   3.000    9/27/2019  EUR   64.050
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   55.090
Landesbank Baden-Wuertte   7.000    9/27/2019  EUR   50.500
Landesbank Baden-Wuertte   3.000    9/27/2019  EUR   21.720
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   19.690
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   49.770
Landesbank Baden-Wuertte   6.000    9/27/2019  EUR   45.380
Landesbank Baden-Wuertte   2.500    9/27/2019  EUR   60.000
Landesbank Baden-Wuertte   3.500    9/27/2019  EUR   56.940
Landesbank Baden-Wuertte   4.500    9/27/2019  EUR   54.130
Landesbank Baden-Wuertte   2.500    9/27/2019  EUR   60.400
Landesbank Baden-Wuertte   3.500    9/27/2019  EUR   56.210
Landesbank Baden-Wuertte   4.500    9/27/2019  EUR   53.960
Landesbank Baden-Wuertte   4.000    9/27/2019  EUR   70.800
Landesbank Baden-Wuertte   5.500    9/27/2019  EUR   66.380
Landesbank Baden-Wuertte   7.000    9/27/2019  EUR   63.520
Landesbank Baden-Wuertte   2.500    9/27/2019  EUR   71.240
Landesbank Baden-Wuertte   4.000    9/27/2019  EUR   64.270
Landesbank Baden-Wuertte   5.500    9/27/2019  EUR   58.610
Landesbank Baden-Wuertte   7.000    9/27/2019  EUR   53.860
Landesbank Baden-Wuertte   3.000    9/27/2019  EUR   66.520
Landesbank Baden-Wuertte   6.000    9/27/2019  EUR   73.170
Landesbank Baden-Wuertte   4.000    9/27/2019  EUR   70.910
Landesbank Baden-Wuertte   5.500    9/27/2019  EUR   65.670
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   69.950
Landesbank Baden-Wuertte   6.500    9/27/2019  EUR   63.760
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   73.950
Landesbank Baden-Wuertte   3.500    9/27/2019  EUR   62.900
Landesbank Baden-Wuertte   6.000    9/27/2019  EUR   56.850
Landesbank Baden-Wuertte   2.000    9/27/2019  EUR   61.090
Landesbank Baden-Wuertte   3.500    9/27/2019  EUR   57.920
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   52.280
Landesbank Baden-Wuertte   2.000    9/27/2019  EUR   72.270
Landesbank Baden-Wuertte   3.500    9/27/2019  EUR   65.580
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   61.120
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   73.490
Landesbank Baden-Wuertte   2.500    9/27/2019  EUR   68.620
Landesbank Baden-Wuertte   4.000    9/27/2019  EUR   61.960
Landesbank Baden-Wuertte   5.500    9/27/2019  EUR   56.410
Landesbank Baden-Wuertte   7.000    9/27/2019  EUR   51.890
Landesbank Baden-Wuertte   4.500    9/27/2019  EUR   70.840
Landesbank Baden-Wuertte   5.200    1/24/2020  EUR   57.080
Landesbank Baden-Wuertte   5.600    1/24/2020  EUR   40.530
Landesbank Baden-Wuertte   2.500    9/27/2019  EUR   70.080
Landesbank Baden-Wuertte   4.000    9/27/2019  EUR   64.210
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   58.090
Landesbank Baden-Wuertte   7.000    9/27/2019  EUR   53.600
Landesbank Baden-Wuertte   3.000    9/27/2019  EUR   55.130
Landesbank Baden-Wuertte   4.000    9/27/2019  EUR   52.330
Landesbank Baden-Wuertte   2.000    9/27/2019  EUR   60.940
Landesbank Baden-Wuertte   3.500    9/27/2019  EUR   56.300
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   52.340
UniCredit Bank AG         12.800   12/29/2020  EUR   38.620
UniCredit Bank AG          7.800   12/29/2020  EUR   40.950
UniCredit Bank AG          9.200   12/29/2020  EUR   39.930
Vontobel Financial Produ   9.460   10/24/2019  EUR   46.490
HSBC Trinkaus & Burkhard   6.000   12/30/2019  EUR   74.660
Landesbank Baden-Wuertte   5.800   11/22/2019  EUR   30.360
Landesbank Baden-Wuertte   5.850   11/22/2019  EUR   55.720
Vontobel Financial Produ  15.000    9/27/2019  EUR   64.000
Vontobel Financial Produ  12.500     1/3/2020  EUR   67.060
Commerzbank AG            19.750    9/27/2019  EUR   59.560
BNP Paribas Emissions- u   7.000   12/30/2019  EUR   73.630
BNP Paribas Emissions- u   8.000   12/30/2019  EUR   73.970
BNP Paribas Emissions- u   9.000   12/30/2019  EUR   74.290
Vontobel Financial Produ  11.500    9/27/2019  EUR   52.530
Vontobel Financial Produ   9.650   10/21/2019  CHF   70.360
Landesbank Hessen-Thueri   4.000   11/22/2019  EUR   78.100
Commerzbank AG             9.250    9/27/2019  EUR   71.210
Commerzbank AG            10.250    9/27/2019  EUR   67.530
Commerzbank AG            12.250    9/27/2019  EUR   64.870
DZ Bank AG Deutsche Zent   6.250   12/27/2019  EUR   41.000
DZ Bank AG Deutsche Zent  10.750    9/25/2019  EUR   64.390
DZ Bank AG Deutsche Zent   8.000   12/27/2019  EUR   69.850
Bank Julius Baer & Co Lt   5.700   10/23/2019  CHF   65.200
UBS AG/London              7.000     6/2/2020  CHF   58.350
UBS AG/London             11.000    12/2/2019  CHF   46.450
UBS AG/London              7.250    12/2/2019  CHF   58.400
UBS AG/London             11.000    12/2/2019  CHF   44.500
Leonteq Securities AG/Gu   8.000   12/27/2019  CHF   59.360
UniCredit Bank AG          3.850    6/28/2022  EUR   59.730
Natixis SA                 2.970     6/8/2021  USD   70.473
EFG International Financ   7.000    6/15/2020  CHF   66.160
Raiffeisen Centrobank AG   7.258    6/23/2020  EUR   67.800
UniCredit Bank AG          3.800    6/28/2022  EUR   57.340
UniCredit Bank AG          4.250    6/28/2022  EUR   68.500
Landesbank Baden-Wuertte   5.000    2/28/2020  EUR   44.300
Landesbank Baden-Wuertte   5.300    2/28/2020  EUR   49.600
Landesbank Hessen-Thueri   3.500     7/6/2022  EUR   53.010
Leonteq Securities AG     12.000    9/11/2019  CHF   27.440
BNP Paribas Issuance BV    5.800     6/1/2020  EUR   64.050
BNP Paribas Issuance BV    6.400     6/1/2020  EUR   48.000
BNP Paribas Issuance BV    6.200     6/1/2020  EUR   69.400
DekaBank Deutsche Giroze   3.000    6/26/2020  EUR   61.490
Leonteq Securities AG     10.000     9/4/2019  CHF   45.300
Bayerische Landesbank      2.500    7/10/2020  EUR   67.030
Leonteq Securities AG     16.000    9/11/2019  CHF   55.010
Landesbank Hessen-Thueri   2.000    6/13/2022  EUR   70.820
BNP Paribas Emissions- u  12.000    9/26/2019  EUR   55.460
BNP Paribas Emissions- u  19.000    9/26/2019  EUR   47.650
BNP Paribas Emissions- u  13.000   12/30/2019  EUR   64.360
BNP Paribas Emissions- u  15.000   12/30/2019  EUR   59.680
BNP Paribas Emissions- u  10.000    9/26/2019  EUR   72.290
BNP Paribas Emissions- u  11.000    9/26/2019  EUR   70.500
BNP Paribas Emissions- u   8.000   12/30/2019  EUR   69.320
BNP Paribas Emissions- u  17.000    9/26/2019  EUR   54.280
BNP Paribas Emissions- u  12.000    9/26/2019  EUR   48.600
BNP Paribas Emissions- u  12.000   12/30/2019  EUR   61.730
BNP Paribas Emissions- u  20.000    9/26/2019  EUR   65.260
BNP Paribas Emissions- u   6.500    9/26/2019  EUR   69.480
BNP Paribas Emissions- u  13.000    9/26/2019  EUR   70.010
BNP Paribas Emissions- u   6.000    9/26/2019  EUR   60.050
BNP Paribas Emissions- u  18.000    9/26/2019  EUR   72.910
BNP Paribas Emissions- u   7.500    9/26/2019  EUR   70.100
BNP Paribas Emissions- u  17.000    9/26/2019  EUR   70.820
BNP Paribas Emissions- u   6.500    9/26/2019  EUR   64.700
Commerzbank AG             4.750    9/27/2019  EUR   71.350
BNP Paribas Issuance BV    5.000    11/7/2023  SEK   67.850
UniCredit Bank AG         14.000   12/29/2020  EUR   38.750
UniCredit Bank AG          8.600     1/3/2020  EUR   33.920
UniCredit Bank AG          8.600    9/27/2019  EUR   31.600
UBS AG/London             10.000    4/24/2020  USD   49.860
UBS AG/London              9.000    4/24/2020  EUR   50.900
UBS AG/London             10.000    4/17/2020  EUR   63.300
DekaBank Deutsche Giroze   3.200   12/13/2019  EUR   39.680
Leonteq Securities AG/Gu   8.000   12/27/2019  CHF   60.520
Zurcher Kantonalbank Fin   7.000   10/16/2019  CHF   57.450
DZ Bank AG Deutsche Zent   7.500   12/23/2019  EUR   66.260
DZ Bank AG Deutsche Zent   6.250   12/23/2019  EUR   68.900
DZ Bank AG Deutsche Zent   8.250   12/23/2019  EUR   70.750
DZ Bank AG Deutsche Zent   6.500   12/23/2019  EUR   70.190
Zurcher Kantonalbank Fin   6.750   10/30/2019  USD   47.830
Commerzbank AG            11.000    9/27/2019  EUR   59.220
DZ Bank AG Deutsche Zent  10.500   12/27/2019  EUR   66.880
BNP Paribas Emissions- u   6.000    9/26/2019  EUR   46.610
BNP Paribas Emissions- u  13.000   12/30/2019  EUR   54.520
BNP Paribas Emissions- u   8.000   12/30/2019  EUR   50.830
BNP Paribas Emissions- u   6.000   12/30/2019  EUR   48.310
BNP Paribas Emissions- u  19.000   12/30/2019  EUR   52.730
BNP Paribas Emissions- u   5.500   12/30/2019  EUR   71.020
BNP Paribas Emissions- u   9.500   12/30/2019  EUR   72.380
BNP Paribas Emissions- u  18.000   12/30/2019  EUR   72.680
BNP Paribas Emissions- u   7.500   12/30/2019  EUR   66.650
BNP Paribas Emissions- u  15.000   12/30/2019  EUR   69.190
BNP Paribas Emissions- u   8.500    9/26/2019  EUR   53.620
BNP Paribas Emissions- u   8.500   12/30/2019  EUR   54.430
BNP Paribas Emissions- u  17.000   12/30/2019  EUR   57.310
BNP Paribas Emissions- u   8.500    9/26/2019  EUR   59.350
BNP Paribas Emissions- u   7.000   12/30/2019  EUR   66.150
BNP Paribas Emissions- u  16.000   12/30/2019  EUR   69.160
BNP Paribas Emissions- u   6.500   12/30/2019  EUR   60.950
BNP Paribas Emissions- u  13.000   12/30/2019  EUR   63.150
BNP Paribas Emissions- u   9.000    9/26/2019  EUR   65.390
BNP Paribas Emissions- u  16.000    9/26/2019  EUR   65.910
UBS AG/London             12.300    3/26/2020  EUR   67.250
UBS AG/London              5.800    3/26/2020  EUR   73.470
UBS AG/London              5.700    9/24/2020  EUR   70.360
UBS AG/London              3.800    3/26/2020  EUR   77.810
Bank Julius Baer & Co Lt   6.900    1/22/2020  CHF   66.500
Commerzbank AG            13.000   12/31/2019  EUR   68.540
Vontobel Financial Produ   9.000     1/3/2020  EUR   42.560
Vontobel Financial Produ  10.500     1/3/2020  EUR   41.030
Vontobel Financial Produ  11.000    3/27/2020  EUR   41.640
Vontobel Financial Produ   9.500    3/27/2020  EUR   42.500
Vontobel Financial Produ  12.500     1/3/2020  EUR   39.870
BNP Paribas Emissions- u   6.500   12/30/2019  EUR   39.680
DekaBank Deutsche Giroze   6.250    1/31/2020  EUR   74.200
HSBC Trinkaus & Burkhard   5.000    2/10/2020  EUR   45.760
Commerzbank AG            10.500   10/25/2019  EUR   67.570
HSBC Trinkaus & Burkhard   5.800    3/27/2020  EUR   72.830
HSBC Trinkaus & Burkhard   7.300   12/27/2019  EUR   63.550
HSBC Trinkaus & Burkhard  13.000    9/27/2019  EUR   38.850
HSBC Trinkaus & Burkhard   5.000   12/27/2019  EUR   48.220
HSBC Trinkaus & Burkhard  11.500    3/27/2020  EUR   42.280
HSBC Trinkaus & Burkhard   5.300    3/27/2020  EUR   73.240
HSBC Trinkaus & Burkhard   6.200   11/22/2019  EUR   71.930
HSBC Trinkaus & Burkhard   6.200    2/28/2020  EUR   71.550
HSBC Trinkaus & Burkhard   8.500   12/27/2019  EUR   68.250
HSBC Trinkaus & Burkhard  10.300    3/27/2020  EUR   66.060
HSBC Trinkaus & Burkhard   5.000    3/27/2020  EUR   49.080
HSBC Trinkaus & Burkhard   9.400    2/28/2020  EUR   43.390
HSBC Trinkaus & Burkhard   8.100    3/27/2020  EUR   72.270
HSBC Trinkaus & Burkhard   7.500   10/25/2019  EUR   72.780
HSBC Trinkaus & Burkhard   9.000    9/27/2019  EUR   67.300
Vontobel Financial Produ   9.750   12/31/2019  EUR   72.550
Bank Julius Baer & Co Lt   9.300   11/28/2019  EUR   60.400
UBS AG/London              9.000   11/28/2019  CHF   63.500
Leonteq Securities AG/Gu   6.600    8/18/2020  CHF   58.880
Commerzbank AG            13.250   11/22/2019  EUR   54.500
Commerzbank AG             8.750    9/27/2019  EUR   60.230
Commerzbank AG            16.000   10/25/2019  EUR   51.120
Vontobel Financial Produ  15.000    9/27/2019  EUR   72.490
Leonteq Securities AG/Gu  10.200     6/3/2020  USD   58.500
Commerzbank AG            13.750   11/22/2019  EUR   72.000
Bayerische Landesbank      2.700    9/18/2020  EUR   57.390
EFG International Financ   5.800    8/31/2020  EUR   68.320
DekaBank Deutsche Giroze   4.400    2/21/2020  EUR   65.630
DekaBank Deutsche Giroze   2.000    9/18/2020  EUR   51.060
UniCredit Bank AG          4.300    8/24/2021  EUR   68.120
DZ Bank AG Deutsche Zent  13.000    9/25/2019  EUR   49.630
DZ Bank AG Deutsche Zent   8.250   12/27/2019  EUR   61.770
DZ Bank AG Deutsche Zent  11.000   12/27/2019  EUR   67.510
Vontobel Financial Produ  15.000    9/27/2019  EUR   62.430
Vontobel Financial Produ  10.500     1/3/2020  EUR   68.580
Vontobel Financial Produ  15.500     1/3/2020  EUR   62.840
Commerzbank AG            10.000   12/31/2019  EUR   71.810
Commerzbank AG            14.250   12/31/2019  EUR   61.620
BNP Paribas Emissions- u   8.000    3/26/2020  EUR   70.330
BNP Paribas Emissions- u   8.000   12/30/2019  EUR   68.590
Goldman Sachs & Co Wertp  14.000    9/25/2019  EUR   71.880
Goldman Sachs & Co Wertp  13.000   10/23/2019  EUR   73.000
Commerzbank AG             8.250   12/31/2019  EUR   71.290
Commerzbank AG             8.000    3/27/2020  EUR   71.580
Commerzbank AG            12.000    3/27/2020  EUR   68.060
Commerzbank AG            16.000   12/31/2019  EUR   57.870
Goldman Sachs & Co Wertp  12.000   11/20/2019  EUR   73.710
Goldman Sachs & Co Wertp  20.000   11/20/2019  EUR   68.520
Goldman Sachs & Co Wertp  24.000   11/20/2019  EUR   66.490
Goldman Sachs & Co Wertp  14.000   12/27/2019  EUR   72.000
Goldman Sachs & Co Wertp  18.000   12/27/2019  EUR   70.090
Goldman Sachs & Co Wertp  25.000   12/27/2019  EUR   66.560
Goldman Sachs & Co Wertp  13.000    1/22/2020  EUR   72.580
Goldman Sachs & Co Wertp  20.000    1/22/2020  EUR   69.040
Goldman Sachs & Co Wertp  23.000    1/22/2020  EUR   67.570
Goldman Sachs & Co Wertp  15.000    2/26/2020  EUR   71.350
Goldman Sachs & Co Wertp  18.000    2/26/2020  EUR   69.910
Goldman Sachs & Co Wertp  24.000    2/26/2020  EUR   67.770
Goldman Sachs & Co Wertp  14.000    3/25/2020  EUR   71.850
Goldman Sachs & Co Wertp  19.000    4/22/2020  EUR   70.790
Goldman Sachs & Co Wertp  20.000    6/24/2020  EUR   70.290
Goldman Sachs & Co Wertp  17.000    9/23/2020  EUR   71.990
Goldman Sachs & Co Wertp  15.000   12/23/2020  EUR   73.490
Vontobel Financial Produ   7.000    6/19/2020  USD   64.158
Commerzbank AG             5.000    1/22/2020  EUR   71.930
UniCredit Bank AG          3.500    10/8/2022  EUR   66.820
Vontobel Financial Produ   7.000    3/13/2020  EUR   69.640
Vontobel Financial Produ  18.500   12/13/2019  EUR   59.760
Vontobel Financial Produ   6.500    9/13/2019  EUR   71.380
Vontobel Financial Produ   7.000   12/13/2019  EUR   72.830
UniCredit Bank AG          3.450    9/26/2021  EUR   69.000
Landesbank Baden-Wuertte   4.000    2/28/2020  EUR   70.160
Leonteq Securities AG/Gu   9.200    9/11/2019  CHF   49.320
Leonteq Securities AG/Gu   5.200    9/11/2019  CHF   63.970
DekaBank Deutsche Giroze   3.650    3/27/2020  EUR   64.370
Deutsche Bank AG           3.200   12/24/2019  EUR   70.310
Deutsche Bank AG           3.200   12/24/2019  EUR   66.900
Deutsche Bank AG           3.200    6/23/2020  EUR   71.600
Deutsche Bank AG           3.200    6/23/2020  EUR   68.230
Deutsche Bank AG           3.200    6/23/2020  EUR   65.100
Deutsche Bank AG           3.200    9/22/2020  EUR   72.040
Deutsche Bank AG           3.200    9/22/2020  EUR   68.790
Deutsche Bank AG           3.200    9/22/2020  EUR   65.740
Deutsche Bank AG           4.200   12/22/2020  EUR   68.200
Deutsche Bank AG           3.200   12/22/2020  EUR   72.480
Deutsche Bank AG           4.200    6/23/2020  EUR   68.800
Leonteq Securities AG/Gu   6.000    8/18/2020  CHF   66.960
Commerzbank AG            11.250   11/22/2019  EUR   57.020
Commerzbank AG            10.750    9/27/2019  EUR   56.920
Commerzbank AG            16.750    9/27/2019  EUR   50.000
Commerzbank AG             7.250   11/22/2019  EUR   64.060
Vonetize Plc               6.000     8/1/2022  ILS
UniCredit Bank AG          5.250    9/19/2020  EUR   55.500
Zurcher Kantonalbank Fin   6.250    8/24/2020  CHF   62.930
Vontobel Financial Produ  10.500   12/31/2019  EUR   72.650
Commerzbank AG            15.250    9/27/2019  EUR   62.110
Leonteq Securities AG/Gu   7.400    8/28/2019  CHF   65.220
Leonteq Securities AG/Gu   5.000    8/25/2020  CHF   65.000
Citigroup Global Markets  13.200   12/18/2023  SEK   66.700
HSBC Trinkaus & Burkhard  11.530   11/28/2019  EUR   65.320
Vontobel Financial Produ   9.000    9/27/2019  EUR   70.550
Vontobel Financial Produ  12.000    9/27/2019  EUR   66.230
Vontobel Financial Produ   8.500     1/3/2020  EUR   72.330
Vontobel Financial Produ  16.500    9/27/2019  EUR   71.420
DZ Bank AG Deutsche Zent   5.750   12/27/2019  EUR   70.360
DZ Bank AG Deutsche Zent  11.000   12/27/2019  EUR   63.030
Commerzbank AG             4.250    9/27/2019  EUR   73.060
Commerzbank AG            12.500   10/25/2019  EUR   66.720
Commerzbank AG            14.500   10/25/2019  EUR   64.000
Commerzbank AG            15.250    9/27/2019  EUR   63.060
Commerzbank AG            10.500    9/27/2019  EUR   72.330
Commerzbank AG            12.500    9/27/2019  EUR   69.500
Commerzbank AG            14.500    9/27/2019  EUR   67.030
Commerzbank AG             9.750   10/25/2019  EUR   73.750
Commerzbank AG            11.750   10/25/2019  EUR   70.690
Commerzbank AG            13.750   10/25/2019  EUR   68.160
Vontobel Financial Produ  17.650   12/17/2019  EUR   71.020
Vontobel Financial Produ   7.000     1/6/2020  EUR   70.080
Vontobel Financial Produ  11.500    6/12/2020  EUR   71.550
Vontobel Financial Produ  14.500    3/13/2020  EUR   70.530
Commerzbank AG            12.000   12/31/2019  EUR   70.030
BNP Paribas Emissions- u   9.000    6/25/2020  EUR   70.440
Vontobel Financial Produ  10.500     4/3/2020  EUR   72.600
Goldman Sachs & Co Wertp  24.000    9/25/2019  EUR   65.750
Goldman Sachs & Co Wertp  17.000   10/23/2019  EUR   69.990
Goldman Sachs & Co Wertp  22.000   10/23/2019  EUR   67.300
EFG International Financ   7.400    3/29/2021  EUR   59.860
Zurcher Kantonalbank Fin   7.150    3/19/2020  CHF   27.780
Raiffeisen Schweiz Genos   7.000    9/23/2020  EUR   54.820
Raiffeisen Schweiz Genos   5.250    9/23/2019  CHF   72.360
Raiffeisen Schweiz Genos  10.000    9/23/2019  CHF   35.720
Landesbank Baden-Wuertte   4.100    6/25/2021  EUR   67.840
Societe Generale Effekte   6.100     4/3/2023  EUR   63.490
Goldman Sachs & Co Wertp  20.000    3/25/2020  EUR   69.740
Goldman Sachs & Co Wertp  22.000    3/25/2020  EUR   68.440
Goldman Sachs & Co Wertp  14.000    4/22/2020  EUR   73.060
Goldman Sachs & Co Wertp  21.000    4/22/2020  EUR   69.650
Goldman Sachs & Co Wertp  14.000    6/24/2020  EUR   72.950
Goldman Sachs & Co Wertp  14.000    9/23/2020  EUR   73.560
Vontobel Financial Produ  16.000    6/12/2020  EUR   69.760
Vontobel Financial Produ  17.000    3/13/2020  EUR   69.080
Landesbank Baden-Wuertte   5.500    9/25/2020  EUR   73.140
Landesbank Baden-Wuertte   3.000    9/25/2020  EUR   68.430
Landesbank Baden-Wuertte   5.000    9/25/2020  EUR   64.500
Landesbank Baden-Wuertte   7.000    9/25/2020  EUR   61.980
Commerzbank AG            14.000   12/31/2019  EUR   68.530
BNP Paribas Emissions- u   6.000    6/25/2020  EUR   73.290
BNP Paribas Emissions- u   9.000   12/30/2019  EUR   68.930
Vontobel Financial Produ  11.500    3/27/2020  EUR   72.220
Goldman Sachs & Co Wertp  19.000    9/25/2019  EUR   68.630
Commerzbank AG            13.750   11/22/2019  EUR   65.490
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   65.560
Vontobel Financial Produ   6.950   12/13/2019  EUR   52.910
UniCredit Bank AG          4.600    10/8/2022  EUR   61.680
Vontobel Financial Produ   5.000   12/13/2019  EUR   73.460
UBS AG/London              6.000    8/30/2019  CHF   11.040
Vontobel Financial Produ   8.000   12/13/2019  EUR   72.190
Vontobel Financial Produ  16.000    3/13/2020  EUR   71.310
UniCredit Bank AG          5.000    9/26/2021  EUR   37.770
Landesbank Baden-Wuertte   2.650    2/28/2020  EUR   74.080
Leonteq Securities AG/Gu   5.000     9/8/2020  CHF   38.410
Leonteq Securities AG/Gu   9.000    9/11/2019  EUR   62.180
HSBC Trinkaus & Burkhard   2.250    4/22/2020  EUR   60.100
HSBC Trinkaus & Burkhard   2.000    4/22/2020  EUR   72.960
HSBC Trinkaus & Burkhard   1.750    4/22/2020  EUR   73.290
Bank Julius Baer & Co Lt   5.700   10/23/2019  CHF   52.750
Bank Julius Baer & Co Lt   5.700   10/23/2019  CHF   69.500
BNP Paribas Emissions- u   5.500    9/26/2019  EUR   69.440
BNP Paribas Emissions- u   9.500    9/26/2019  EUR   69.750
BNP Paribas Emissions- u  10.000    9/26/2019  EUR   60.750
BNP Paribas Emissions- u  13.000    9/26/2019  EUR   51.000
BNP Paribas Emissions- u   8.000    9/26/2019  EUR   48.610
BNP Paribas Emissions- u  10.000   12/30/2019  EUR   71.800
BNP Paribas Emissions- u  19.000    9/26/2019  EUR   70.480
BNP Paribas Emissions- u   7.500   12/30/2019  EUR   71.830
BNP Paribas Emissions- u   7.000    9/26/2019  EUR   48.210
BNP Paribas Emissions- u   6.000   12/30/2019  EUR   59.690
BNP Paribas Emissions- u  20.000   12/30/2019  EUR   64.440
BNP Paribas Emissions- u   7.000   12/30/2019  EUR   48.910
BNP Paribas Emissions- u  12.000   12/30/2019  EUR   50.620
BNP Paribas Emissions- u  19.000    9/26/2019  EUR   71.100
BNP Paribas Emissions- u  12.000    9/26/2019  EUR   64.640
BNP Paribas Emissions- u   9.500   12/30/2019  EUR   72.830
BNP Paribas Emissions- u   5.000    9/26/2019  EUR   65.080
BNP Paribas Emissions- u  12.000    9/26/2019  EUR   60.520
BNP Paribas Emissions- u  20.000    9/26/2019  EUR   61.140
BNP Paribas Emissions- u   7.000    9/26/2019  EUR   67.290
BNP Paribas Emissions- u  16.000    9/26/2019  EUR   67.990
BNP Paribas Emissions- u  11.000    9/26/2019  EUR   65.050
BNP Paribas Emissions- u  29.000    9/26/2019  EUR   73.360
BNP Paribas Emissions- u  14.000    3/26/2020  EUR   72.380
DZ Bank AG Deutsche Zent   6.500   12/27/2019  EUR   71.330
DZ Bank AG Deutsche Zent   8.750   12/27/2019  EUR   70.490
Commerzbank AG             6.250    9/27/2019  EUR   68.600
Commerzbank AG             9.250   11/22/2019  EUR   63.500
Commerzbank AG            11.250   11/22/2019  EUR   60.580
Commerzbank AG            13.250   11/22/2019  EUR   58.130
Commerzbank AG            14.250   10/25/2019  EUR   69.200
Commerzbank AG             6.250   11/22/2019  EUR   68.720
Commerzbank AG             8.250   11/22/2019  EUR   63.790
Commerzbank AG            13.250    9/27/2019  EUR   65.880
Commerzbank AG            14.250   11/22/2019  EUR   55.210
Commerzbank AG            17.750    9/27/2019  EUR   68.670
Commerzbank AG             7.750   12/31/2019  EUR   66.670
Vontobel Financial Produ   7.250    9/13/2019  EUR   51.580
Commerzbank AG             2.100    8/28/2020  EUR   59.430
UBS AG/London             10.000    12/5/2019  EUR   64.550
Societe Generale Effekte   7.027   12/20/2019  EUR   72.500
Landesbank Baden-Wuertte   3.500    9/27/2019  EUR   70.870
Vontobel Financial Produ   5.500   12/13/2019  EUR   52.480
Vontobel Financial Produ  10.500   12/13/2019  EUR   68.070
Vontobel Financial Produ  16.000    3/13/2020  EUR   62.860
Commerzbank AG             9.500   10/25/2019  EUR   68.780
Commerzbank AG             5.250   11/22/2019  EUR   72.650
EFG International Financ   7.400    9/13/2019  USD   36.490
UBS AG/London              6.900    3/26/2020  EUR   71.350
Leonteq Securities AG/Gu   3.000    9/20/2022  CHF   69.650
UBS AG/London             10.000    12/5/2019  USD   63.300
Commerzbank AG            11.750   11/22/2019  EUR   68.190
Societe Generale Effekte  29.411   12/20/2019  EUR   61.250
Landesbank Baden-Wuertte   4.250    2/28/2020  EUR   58.090
Landesbank Baden-Wuertte   2.550    2/28/2020  EUR   73.720
Landesbank Hessen-Thueri   3.000    10/9/2019  EUR   70.300
Leonteq Securities AG/Gu   6.200    3/11/2020  CHF   66.840
Vontobel Financial Produ  14.000     1/3/2020  EUR   60.160
Vontobel Financial Produ  18.000     1/3/2020  EUR   71.220
Vontobel Financial Produ  11.500     1/3/2020  EUR   65.920
DZ Bank AG Deutsche Zent  10.000    3/25/2020  EUR   72.240
DZ Bank AG Deutsche Zent  11.000    9/25/2019  EUR   64.260
Commerzbank AG            13.750   10/25/2019  EUR   57.260
DZ Bank AG Deutsche Zent   7.000   12/27/2019  EUR   62.180
Commerzbank AG            10.500   10/25/2019  EUR   70.120
Commerzbank AG             9.750   11/22/2019  EUR   71.510
DekaBank Deutsche Giroze   2.700    9/18/2020  EUR   66.290
DekaBank Deutsche Giroze   2.300    9/20/2019  EUR   74.360
DekaBank Deutsche Giroze   2.000    9/18/2020  EUR   71.300
Vontobel Financial Produ   5.650   12/13/2019  EUR   69.090
Vontobel Financial Produ  10.250    9/13/2019  EUR   51.820
Bank Julius Baer & Co Lt  10.800    6/12/2020  CHF   68.050
UBS AG/London             10.000    12/5/2019  EUR   64.600
UBS AG/London              6.600    6/25/2020  EUR   70.380
UBS AG/London              8.500    3/26/2020  EUR   71.460
UBS AG/London             10.400    3/26/2020  EUR   68.400
UBS AG/London              5.900   12/28/2020  EUR   72.150
Bayerische Landesbank      2.700   11/26/2021  EUR   69.410
Leonteq Securities AG     13.750    11/7/2019  CHF   48.400
Leonteq Securities AG     16.000    11/4/2019  USD   50.010
Bayerische Landesbank      2.500   11/12/2021  EUR   70.100
Raiffeisen Schweiz Genos   6.750     5/4/2020  CHF   71.760
Raiffeisen Schweiz Genos   5.500     5/4/2020  CHF   60.510
Raiffeisen Schweiz Genos   5.300     5/4/2020  EUR   66.170
Raiffeisen Schweiz Genos   4.700    11/4/2020  CHF   60.960
Bank Julius Baer & Co Lt   8.500   10/28/2019  EUR   55.200
Raiffeisen Switzerland B   7.800    4/27/2020  EUR   72.160
UniCredit Bank AG          3.700    5/18/2022  CHF   63.240
Landesbank Baden-Wuertte   2.750    7/23/2021  EUR   71.050
Landesbank Baden-Wuertte   3.700    7/23/2021  EUR   66.550
DekaBank Deutsche Giroze   2.500    5/28/2021  EUR   66.870
Vontobel Financial Produ   3.250   10/25/2019  EUR   58.980
Vontobel Financial Produ   6.100   10/25/2019  EUR   56.510
Bayerische Landesbank      2.300   11/26/2021  EUR   73.730
UBS AG/London             10.500    4/20/2020  EUR   50.800
UBS AG/London              6.250    4/20/2020  CHF   61.150
UBS AG/London              6.500   11/11/2019  CHF   68.200
UBS AG/London              6.000   11/11/2019  CHF   57.750
UBS AG/London              6.000   11/11/2019  EUR   63.300
UBS AG/London              6.250   11/11/2019  EUR   56.250
UBS AG/London              6.000   11/11/2019  CHF   69.250
Vontobel Financial Produ   4.400    12/2/2019  EUR   50.890
UniCredit Bank AG          5.400     6/4/2021  EUR   51.100
Corner Banca SA            8.000    5/25/2021  CHF   65.410
UniCredit Bank AG          5.000    6/11/2021  EUR   52.680
UniCredit Bank AG          4.650     6/4/2022  EUR   72.140
Citigroup Global Markets   7.200    5/24/2023  SEK   32.500
Citigroup Global Markets   7.000    5/17/2023  SEK   57.790
Raiffeisen Schweiz Genos   5.750    5/18/2020  CHF   59.060
Raiffeisen Schweiz Genos   8.000   11/22/2019  EUR   46.380
Raiffeisen Schweiz Genos   6.500    5/18/2020  CHF   27.070
Raiffeisen Schweiz Genos   5.300   11/23/2020  CHF   60.460
Bank Julius Baer & Co Lt  10.500   11/12/2019  USD   63.100
Bank Julius Baer & Co Lt   6.000    5/11/2020  CHF   63.900
Landesbank Hessen-Thueri   4.000    6/22/2022  EUR   54.390
HSBC Trinkaus & Burkhard   4.680   11/22/2019  EUR   42.730
Natixis SA                 3.150     6/9/2021  USD   50.327
Landesbank Baden-Wuertte   4.500    2/28/2020  EUR   67.470
Raiffeisen Schweiz Genos   5.800   12/11/2019  CHF   70.330
Raiffeisen Schweiz Genos   4.800    12/8/2020  CHF   50.570
Leonteq Securities AG      5.200    6/11/2020  CHF   58.370
Leonteq Securities AG      9.000    9/11/2019  CHF   56.930
Leonteq Securities AG      8.400    9/11/2019  CHF   67.360
Leonteq Securities AG     10.000    9/11/2019  EUR   67.500
Bank Julius Baer & Co Lt   8.000     9/2/2019  CHF   56.250
BNP Paribas Issuance BV    7.000     6/1/2020  EUR   72.500
BNP Paribas Issuance BV    6.600     6/1/2020  EUR   71.350
BNP Paribas Issuance BV    5.800     6/1/2020  EUR   69.900
BNP Paribas Issuance BV    6.800     6/1/2020  EUR   75.200
DekaBank Deutsche Giroze   2.000    6/25/2021  EUR   50.220
Leonteq Securities AG     14.800     9/4/2019  CHF   35.570
Credit Suisse AG/London    7.000     9/9/2019  CHF   54.420
Credit Suisse AG/Nassau    8.000    9/12/2019  EUR   66.560
UniCredit Bank AG          5.600     7/2/2021  EUR   58.540
UniCredit Bank AG          3.700    6/25/2022  EUR   73.450
Landesbank Baden-Wuertte   2.500    8/25/2023  EUR   68.640
Credit Suisse AG/Nassau    8.000    9/13/2019  CHF   73.170
Credit Suisse AG/Nassau    8.000    9/13/2019  EUR   60.420
DZ Bank AG Deutsche Zent   5.250    9/25/2019  EUR   53.600
DZ Bank AG Deutsche Zent   5.000    9/25/2019  EUR   66.940
DZ Bank AG Deutsche Zent   5.250    9/25/2019  EUR   70.920
Societe Generale SA       11.000    6/18/2020  USD   50.125
Landesbank Hessen-Thueri   7.600     7/6/2023  EUR   66.550
Leonteq Securities AG/Gu   2.500     6/5/2024  EUR   60.780
UBS AG/London              8.000     9/6/2019  CHF   65.450
UBS AG/London              5.250    12/6/2019  CHF   59.900
UBS AG/London              5.000   11/22/2019  EUR   58.000
UBS AG/London              6.750    12/6/2019  EUR   56.850
UBS AG/London              5.750   11/23/2020  CHF   63.100
UBS AG/London              8.000     6/8/2020  CHF   64.150
UBS AG/London              6.500    12/7/2020  EUR   57.400
UBS AG/London              7.250     6/8/2020  USD   68.890
Credit Suisse AG/Nassau    7.250    9/16/2019  CHF   54.260
Bank Julius Baer & Co Lt   6.950    9/13/2019  EUR   60.100
Credit Suisse AG/London    7.500    9/13/2019  CHF   71.300
Natixis SA                 2.100     6/8/2021  EUR   50.885
Leonteq Securities AG     10.600    9/18/2019  CHF   56.730
Leonteq Securities AG     10.200    9/18/2019  CHF   27.450
Leonteq Securities AG     10.000    9/18/2019  EUR   44.220
Leonteq Securities AG/Gu  10.280    6/11/2020  CHF   66.120
Leonteq Securities AG/Gu   7.000    6/15/2020  CHF   61.320
UBS AG/London              3.500    9/26/2019  EUR   68.470
UBS AG/London              7.000    9/26/2019  EUR   57.370
UBS AG/London              5.400     1/2/2020  EUR   51.150
UBS AG/London              3.200    9/26/2019  EUR   69.620
UBS AG/London              5.400    9/26/2019  EUR   59.740
UBS AG/London              6.900    9/26/2019  EUR   47.100
UBS AG/London              6.900    9/26/2019  EUR   58.160
UBS AG/London              5.400    9/26/2019  EUR   49.060
UBS AG/London              4.200     1/2/2020  EUR   71.520
UBS AG/London              4.100    9/26/2019  EUR   66.320
UBS AG/London              3.800    9/26/2019  EUR   52.460
UBS AG/London              3.800    9/26/2019  EUR   72.220
UBS AG/London              4.500    9/26/2019  EUR   71.750
UBS AG/London              4.700    9/26/2019  EUR   64.150
HSBC Trinkaus & Burkhard   4.200    9/27/2019  EUR   73.180
HSBC Trinkaus & Burkhard   4.200   10/25/2019  EUR   73.990
HSBC Trinkaus & Burkhard   3.900   10/25/2019  EUR   51.190
HSBC Trinkaus & Burkhard   5.200   10/25/2019  EUR   68.780
HSBC Trinkaus & Burkhard   3.900   10/25/2019  EUR   66.040
HSBC Trinkaus & Burkhard   5.100   10/25/2019  EUR   67.690
HSBC Trinkaus & Burkhard   2.300    9/27/2019  EUR   57.510
HSBC Trinkaus & Burkhard   4.300   10/25/2019  EUR   52.250
HSBC Trinkaus & Burkhard   2.300   10/25/2019  EUR   57.630
HSBC Trinkaus & Burkhard   5.200    9/27/2019  EUR   67.310
HSBC Trinkaus & Burkhard   5.200   10/25/2019  EUR   20.890
HSBC Trinkaus & Burkhard   3.600   10/25/2019  EUR   70.270
HSBC Trinkaus & Burkhard   7.100   10/25/2019  EUR   62.480
HSBC Trinkaus & Burkhard   3.600    9/27/2019  EUR   56.650
Leonteq Securities AG/Gu   5.000    8/17/2020  CHF   65.690
UBS AG/London              2.600    9/26/2019  EUR   64.870
UBS AG/London              4.000     1/2/2020  EUR   60.820
Credit Suisse AG/Nassau    8.000   11/18/2019  CHF   66.610
Societe Generale Effekte  14.115    9/20/2019  EUR   71.460
Leonteq Securities AG      6.000    8/17/2021  CHF   63.050
Leonteq Securities AG      5.000    2/17/2021  CHF   49.760
Leonteq Securities AG/Gu  16.000   11/20/2019  USD   65.750
UBS AG/London             10.000    8/10/2020  USD   58.660
UBS AG/London             10.000    8/10/2020  CHF   59.150
Raiffeisen Schweiz Genos   5.300    8/17/2020  CHF   72.850
HSBC Trinkaus & Burkhard   5.500    8/14/2020  EUR   64.370
DZ Bank AG Deutsche Zent   6.750   12/27/2019  EUR   50.500
DZ Bank AG Deutsche Zent   6.500   12/27/2019  EUR   70.450
DZ Bank AG Deutsche Zent   8.750   12/27/2019  EUR   60.570
DZ Bank AG Deutsche Zent   5.750   12/27/2019  EUR   69.290
DZ Bank AG Deutsche Zent   9.000   12/27/2019  EUR   24.370
Landesbank Hessen-Thueri   4.000    9/14/2022  EUR   72.480
DZ Bank AG Deutsche Zent   6.250   12/23/2019  EUR   57.810
DZ Bank AG Deutsche Zent   7.000    9/23/2019  EUR   54.290
DZ Bank AG Deutsche Zent   4.800   12/23/2019  EUR   55.320
DZ Bank AG Deutsche Zent   6.000   12/23/2019  EUR   55.710
DZ Bank AG Deutsche Zent   5.000   12/23/2019  EUR   62.930
DZ Bank AG Deutsche Zent   6.000   12/23/2019  EUR   70.750
DZ Bank AG Deutsche Zent   7.700   12/23/2019  EUR   65.570
DZ Bank AG Deutsche Zent   4.750    9/23/2019  EUR   69.190
DZ Bank AG Deutsche Zent   8.500    9/23/2019  EUR   63.730
DZ Bank AG Deutsche Zent   6.250    9/23/2019  EUR   61.410
DZ Bank AG Deutsche Zent   6.750    9/23/2019  EUR   67.820
DZ Bank AG Deutsche Zent   4.500   12/23/2019  EUR   65.410
DZ Bank AG Deutsche Zent   6.250    9/23/2019  EUR   56.280
DZ Bank AG Deutsche Zent   5.400   12/23/2019  EUR   72.790
DZ Bank AG Deutsche Zent   7.000   12/23/2019  EUR   72.060
DZ Bank AG Deutsche Zent   4.700   12/23/2019  EUR   70.180
DZ Bank AG Deutsche Zent   5.100    9/23/2019  EUR   64.390
DZ Bank AG Deutsche Zent   6.600    9/23/2019  EUR   62.710
DZ Bank AG Deutsche Zent   4.300   12/23/2019  EUR   67.930
DZ Bank AG Deutsche Zent   5.100   12/23/2019  EUR   66.450
DZ Bank AG Deutsche Zent   5.900   12/23/2019  EUR   65.540
DZ Bank AG Deutsche Zent   6.500   12/23/2019  EUR   71.190
Zurcher Kantonalbank Fin   5.125    2/14/2020  CHF   66.750
Leonteq Securities AG/Gu   5.600    8/24/2021  CHF   52.740
Vontobel Financial Produ  11.500    9/27/2019  EUR   58.270
Vontobel Financial Produ   8.000    9/27/2019  EUR   72.980
Landesbank Baden-Wuertte   5.000    9/27/2019  EUR   70.990
Credit Suisse AG/Nassau    7.000   11/22/2019  CHF   64.560
DZ Bank AG Deutsche Zent   4.750    9/23/2019  EUR   59.630
BNP Paribas Emissions- u   6.300    9/26/2019  EUR   56.870
UBS AG/London              8.750    8/17/2020  CHF   47.150
UBS AG/London              9.500    8/17/2020  CHF   60.450
UBS AG/London             10.000    8/17/2020  CHF   64.150
UBS AG/London              9.000    8/17/2020  EUR   62.250
UBS AG/London              8.000    8/17/2020  EUR   50.350
UBS AG/London              7.000    8/17/2020  EUR   72.350
UBS AG/London              8.000    8/17/2020  CHF   56.800
Raiffeisen Schweiz Genos   6.000    8/17/2020  CHF   67.880
Vontobel Financial Produ   4.000   11/18/2019  EUR   74.243
Raiffeisen Schweiz Genos   5.340    8/17/2020  CHF   71.160
Leonteq Securities AG/Gu  12.800   11/27/2019  CHF   56.840
DekaBank Deutsche Giroze   3.000    9/12/2019  EUR   66.890
Vontobel Financial Produ   3.840    2/17/2020  EUR   62.400
Raiffeisen Schweiz Genos   6.250    2/17/2020  CHF   63.620
Leonteq Securities AG      8.000    8/24/2020  CHF   63.750
Leonteq Securities AG     12.400   11/27/2019  CHF   58.840
Leonteq Securities AG     10.200   11/27/2019  CHF   47.610
Leonteq Securities AG/Gu  15.000   11/27/2019  USD   39.210
Raiffeisen Schweiz Genos   6.500    2/24/2020  CHF   66.070
Raiffeisen Schweiz Genos   5.500    2/24/2020  CHF   67.270
Raiffeisen Schweiz Genos   5.250    2/24/2020  CHF   58.030
Landesbank Hessen-Thueri   5.800    9/24/2024  EUR   65.610
Credit Suisse AG/Nassau    8.000   11/27/2019  CHF   67.320
Corner Banca SA            5.800    2/17/2020  CHF   69.880
Corner Banca SA            8.700    2/20/2020  USD   70.410
Bayerische Landesbank      4.800    9/13/2019  EUR   58.790
Landesbank Baden-Wuertte   3.000    9/23/2022  EUR   69.690
Bayerische Landesbank      5.100    9/13/2019  EUR   60.770
Vontobel Financial Produ   6.000    9/27/2019  EUR   68.400
Vontobel Financial Produ   6.500    9/27/2019  EUR   53.800
Vontobel Financial Produ   7.500    9/27/2019  EUR   68.130
Societe Generale Effekte   5.600     9/4/2023  EUR   62.710
Vontobel Financial Produ   8.000    9/27/2019  EUR   49.060
Vontobel Financial Produ  12.000    9/27/2019  EUR   60.540
Vontobel Financial Produ  13.500    9/27/2019  EUR   51.180
Vontobel Financial Produ  15.500    9/27/2019  EUR   60.830
UBS AG/London              6.000    2/10/2020  EUR   48.700
Raiffeisen Schweiz Genos   6.000    2/17/2020  CHF   55.880
UBS AG/London              6.500     6/1/2020  EUR   66.400
UBS AG/London             10.000    12/2/2019  EUR   57.400
UBS AG/London             11.000    12/2/2019  EUR   66.750
UBS AG/London              5.500    12/2/2019  CHF   57.900
Credit Suisse AG/London    7.000   11/28/2019  CHF   56.860
Raiffeisen Centrobank AG   8.226    6/23/2020  EUR   65.800
Raiffeisen Centrobank AG   9.507   12/27/2019  EUR   68.070
Credit Suisse AG/Nassau    7.250     6/8/2020  EUR   63.700
Credit Suisse AG/Nassau    8.000     9/9/2019  CHF   44.900
DZ Bank AG Deutsche Zent   6.250    9/23/2019  EUR   68.010
Commerzbank AG             7.250    9/27/2019  EUR   67.520
Commerzbank AG             9.250    9/27/2019  EUR   64.330
Commerzbank AG            11.250    9/27/2019  EUR   61.720
Commerzbank AG            10.250    9/27/2019  EUR   71.970
Commerzbank AG            12.250    9/27/2019  EUR   68.590
Commerzbank AG             3.000    9/27/2019  EUR   69.000
Commerzbank AG             9.000    9/27/2019  EUR   54.260
Commerzbank AG            12.500    9/27/2019  EUR   69.510
Commerzbank AG            10.500    9/27/2019  EUR   72.730
Commerzbank AG             3.000    9/27/2019  EUR   73.140
Credit Suisse AG/London    7.250   10/14/2019  CHF   70.000
Landesbank Baden-Wuertte   3.600    7/23/2021  EUR   72.190
Vontobel Financial Produ   8.000     1/3/2020  EUR   71.410
Vontobel Financial Produ  11.500     1/3/2020  EUR   66.920
Vontobel Financial Produ  13.500     1/3/2020  EUR   60.980
Vontobel Financial Produ  14.500     1/3/2020  EUR   59.920
Vontobel Financial Produ  17.500    9/27/2019  EUR   71.500
Vontobel Financial Produ   9.000     1/3/2020  EUR   65.770
Vontobel Financial Produ  13.000     1/3/2020  EUR   61.660
Vontobel Financial Produ  17.000     1/3/2020  EUR   58.420
Vontobel Financial Produ  16.000     1/3/2020  EUR   59.530
Vontobel Financial Produ  14.500     1/3/2020  EUR   60.550
Vontobel Financial Produ   5.000    9/27/2019  EUR   72.430
Vontobel Financial Produ   7.500    9/27/2019  EUR   67.670
Vontobel Financial Produ  15.500    9/27/2019  EUR   63.000
Vontobel Financial Produ  13.500     1/3/2020  EUR   65.110
Vontobel Financial Produ  13.000    9/27/2019  EUR   65.410
Vontobel Financial Produ   5.500     1/3/2020  EUR   71.180
Vontobel Financial Produ   8.000     1/3/2020  EUR   67.500
Vontobel Financial Produ   9.000    9/27/2019  EUR   65.560
Vontobel Financial Produ  12.500    9/27/2019  EUR   61.810
Vontobel Financial Produ  14.000    9/27/2019  EUR   60.090
Vontobel Financial Produ  16.000    9/27/2019  EUR   58.530
Vontobel Financial Produ  17.500    9/27/2019  EUR   57.030
Commerzbank AG             9.500    9/27/2019  EUR   64.750
Commerzbank AG            11.500    9/27/2019  EUR   61.590
Commerzbank AG            15.500    9/27/2019  EUR   56.600
Commerzbank AG             8.000    9/27/2019  EUR   53.920
Commerzbank AG            10.000    9/27/2019  EUR   51.350
Commerzbank AG            12.000    9/27/2019  EUR   49.060
Commerzbank AG             8.000    9/27/2019  EUR   71.180
Commerzbank AG            10.000    9/27/2019  EUR   68.240
Commerzbank AG             5.500    9/27/2019  EUR   66.550
Commerzbank AG             9.750    9/27/2019  EUR   57.350
Commerzbank AG            11.750    9/27/2019  EUR   54.430
Commerzbank AG            13.750    9/27/2019  EUR   51.930
Commerzbank AG             4.000    9/27/2019  EUR   63.080
Commerzbank AG             6.000    9/27/2019  EUR   57.770
Commerzbank AG             4.500    9/27/2019  EUR   73.150
Commerzbank AG            10.500    9/27/2019  EUR   61.430
Bank Julius Baer & Co Lt   8.150   10/18/2019  USD   48.400
Vontobel Financial Produ   5.500    9/27/2019  EUR   61.130
Vontobel Financial Produ  17.500     1/3/2020  EUR   49.010
Vontobel Financial Produ  16.000     1/3/2020  EUR   50.350
Vontobel Financial Produ   4.000     1/3/2020  EUR   65.080
Vontobel Financial Produ  14.000    9/27/2019  EUR   50.290
Vontobel Financial Produ  16.500    9/27/2019  EUR   48.270
Vontobel Financial Produ  15.000    9/27/2019  EUR   55.680
Vontobel Financial Produ   6.000     1/3/2020  EUR   71.460
Vontobel Financial Produ  14.500    9/27/2019  EUR   72.490
Commerzbank AG             7.250    9/27/2019  EUR   74.160
Commerzbank AG             8.250    9/27/2019  EUR   72.600
Vontobel Financial Produ   8.500   12/31/2019  EUR   72.360
Zurcher Kantonalbank Fin   5.000   10/15/2019  EUR   64.740
Commerzbank AG             8.250    9/27/2019  EUR   70.810
Vontobel Financial Produ   6.910   10/22/2019  EUR   46.650
Commerzbank AG            10.000    3/27/2020  EUR   69.600
Landesbank Baden-Wuertte   3.000   10/25/2019  EUR   70.930
Landesbank Baden-Wuertte   4.000   10/25/2019  EUR   69.360
Landesbank Baden-Wuertte   2.000   10/25/2019  EUR   39.710
Landesbank Baden-Wuertte   3.500   10/25/2019  EUR   36.960
Landesbank Baden-Wuertte   5.000   10/25/2019  EUR   34.590
Landesbank Baden-Wuertte   3.000   10/25/2019  EUR   71.660
Landesbank Baden-Wuertte   4.500   10/25/2019  EUR   68.610
Landesbank Baden-Wuertte   5.000   10/25/2019  EUR   72.280
Landesbank Baden-Wuertte   6.000   10/25/2019  EUR   74.610
Landesbank Baden-Wuertte   7.500   10/25/2019  EUR   71.010
DZ Bank AG Deutsche Zent   8.250    9/23/2019  EUR   68.140
DZ Bank AG Deutsche Zent   6.250   12/23/2019  EUR   69.360
Commerzbank AG             5.250    9/27/2019  EUR   71.670
Commerzbank AG             7.000    9/27/2019  EUR   57.640
Commerzbank AG            11.000    9/27/2019  EUR   51.550
Commerzbank AG            13.000    9/27/2019  EUR   49.220
UBS AG/London             11.000    4/17/2020  CHF   53.800
Bayerische Landesbank      4.000   11/15/2019  EUR   71.220
Vontobel Financial Produ  18.000    9/27/2019  EUR   71.300
Vontobel Financial Produ  12.500     1/3/2020  EUR   65.990
Vontobel Financial Produ  14.000    9/27/2019  EUR   64.160
Vontobel Financial Produ  15.000     1/3/2020  EUR   64.450
Vontobel Financial Produ  16.500    9/27/2019  EUR   57.730
Vontobel Financial Produ   7.000     1/3/2020  EUR   72.650
Vontobel Financial Produ  12.000     1/3/2020  EUR   61.940
Vontobel Financial Produ  13.000    9/27/2019  EUR   60.470
Vontobel Financial Produ  15.000    9/27/2019  EUR   59.080
Vontobel Financial Produ  17.500     1/3/2020  EUR   71.420
Vontobel Financial Produ  10.500     1/3/2020  EUR   67.910
Vontobel Financial Produ  11.500     1/3/2020  EUR   62.860
Vontobel Financial Produ  10.500     1/3/2020  EUR   64.350
Vontobel Financial Produ   6.500    9/27/2019  EUR   69.980
Vontobel Financial Produ  11.500    9/27/2019  EUR   66.680
Vontobel Financial Produ   4.500     1/3/2020  EUR   73.320
Vontobel Financial Produ   6.500     1/3/2020  EUR   69.180
Vontobel Financial Produ  11.000    9/27/2019  EUR   63.640
Commerzbank AG             3.000    9/27/2019  EUR   47.220
Commerzbank AG            13.000    9/27/2019  EUR   31.900
Commerzbank AG            15.000    9/27/2019  EUR   30.660
Commerzbank AG             7.500    9/27/2019  EUR   68.590
Commerzbank AG            13.500    9/27/2019  EUR   59.000
Commerzbank AG             7.750    9/27/2019  EUR   61.120
Commerzbank AG             6.500    9/27/2019  EUR   67.740
Commerzbank AG             8.500    9/27/2019  EUR   63.980
Landesbank Hessen-Thueri   3.250    8/13/2020  EUR   71.700
Landesbank Hessen-Thueri   3.100    8/13/2020  EUR   56.100
DekaBank Deutsche Giroze   3.000    1/10/2020  EUR   68.620
Raiffeisen Schweiz Genos   5.000    11/4/2019  CHF   60.740
HSBC Trinkaus & Burkhard   6.630    5/22/2020  EUR   68.820
DekaBank Deutsche Giroze   2.200    5/28/2021  EUR   60.300
DekaBank Deutsche Giroze   2.000    5/29/2020  EUR   73.000
DekaBank Deutsche Giroze   2.500    5/29/2020  EUR   63.080
DekaBank Deutsche Giroze   2.900    5/29/2020  EUR   45.050
Corner Banca SA           14.000   11/14/2019  CHF   72.340
DekaBank Deutsche Giroze   3.000    5/29/2020  EUR   71.760
DekaBank Deutsche Giroze   2.700    5/29/2020  EUR   51.030
DekaBank Deutsche Giroze   3.100    5/28/2021  EUR   56.120
Deutsche Bank AG           6.200    9/24/2019  EUR   71.040
Deutsche Bank AG           6.200   12/24/2019  EUR   72.570
Landesbank Baden-Wuertte   2.750    5/31/2021  EUR   58.190
Deutsche Bank AG           6.200    9/24/2019  EUR   69.280
Deutsche Bank AG           6.200    9/24/2019  EUR   65.460
Deutsche Bank AG           6.200    9/24/2019  EUR   64.040
Deutsche Bank AG           6.200   12/24/2019  EUR   65.590
Deutsche Bank AG           6.200    9/24/2019  EUR   47.000
Deutsche Bank AG           6.200    9/24/2019  EUR   44.900
Deutsche Bank AG           6.200   12/24/2019  EUR   48.600
Deutsche Bank AG           6.200   12/24/2019  EUR   46.500
Deutsche Bank AG           6.200    9/24/2019  EUR   52.000
Deutsche Bank AG           6.200   12/24/2019  EUR   53.500
Deutsche Bank AG           6.200   12/24/2019  EUR   51.500
Deutsche Bank AG           6.200    9/24/2019  EUR   67.960
Deutsche Bank AG           6.200    9/24/2019  EUR   65.790
Deutsche Bank AG           6.200   12/24/2019  EUR   69.510
Deutsche Bank AG           6.200   12/24/2019  EUR   67.340
Deutsche Bank AG           6.200    9/24/2019  EUR   55.460
Deutsche Bank AG           6.200    9/24/2019  EUR   53.170
Deutsche Bank AG           6.200   12/24/2019  EUR   56.980
Deutsche Bank AG           6.200   12/24/2019  EUR   54.700
Deutsche Bank AG           6.200    9/24/2019  EUR   72.250
Deutsche Bank AG           6.200    9/24/2019  EUR   47.310
Deutsche Bank AG           6.200    9/24/2019  EUR   45.270
Deutsche Bank AG           6.200   12/24/2019  EUR   46.750
Deutsche Bank AG           6.200    9/24/2019  EUR   41.400
Deutsche Bank AG           6.200    9/24/2019  EUR   40.000
Deutsche Bank AG           6.200    9/24/2019  EUR   51.160
Deutsche Bank AG           6.200   12/24/2019  EUR   52.760
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   56.330
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   53.300
Landesbank Baden-Wuertte   2.000    4/24/2020  EUR   66.130
Landesbank Baden-Wuertte   3.500    4/24/2020  EUR   60.520
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   55.360
Landesbank Baden-Wuertte   3.000    4/24/2020  EUR   71.790
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   69.040
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   66.640
Landesbank Baden-Wuertte   6.000    4/24/2020  EUR   61.770
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   74.290
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   73.440
Landesbank Baden-Wuertte   2.500    5/22/2020  EUR   69.550
Landesbank Baden-Wuertte   4.500    5/22/2020  EUR   61.010
Landesbank Baden-Wuertte   4.500    4/24/2020  EUR   72.050
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   72.050
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   71.660
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   69.160
Landesbank Baden-Wuertte   2.500    4/24/2020  EUR   24.130
Landesbank Baden-Wuertte   4.500    4/24/2020  EUR   22.630
Landesbank Baden-Wuertte   2.000    4/24/2020  EUR   57.420
Landesbank Baden-Wuertte   3.000    4/24/2020  EUR   55.380
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   53.400
Landesbank Baden-Wuertte   2.000    4/24/2020  EUR   67.270
Landesbank Baden-Wuertte   3.500    4/24/2020  EUR   60.470
Landesbank Baden-Wuertte   2.000    4/24/2020  EUR   61.350
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   55.890
Landesbank Baden-Wuertte   2.500    5/22/2020  EUR   62.830
Landesbank Baden-Wuertte   4.000    5/22/2020  EUR   57.470
Landesbank Baden-Wuertte   5.500    5/22/2020  EUR   53.220
Landesbank Baden-Wuertte   4.000    5/22/2020  EUR   71.720
Landesbank Baden-Wuertte   6.000    5/22/2020  EUR   66.770
Landesbank Baden-Wuertte   2.000    5/22/2020  EUR   71.080
Landesbank Baden-Wuertte   3.500    5/22/2020  EUR   65.580
Landesbank Baden-Wuertte   5.000    5/22/2020  EUR   58.610
Landesbank Baden-Wuertte   4.000    5/22/2020  EUR   70.110
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   70.950
Landesbank Baden-Wuertte   2.500    4/24/2020  EUR   44.990
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   41.690
Landesbank Baden-Wuertte   2.500    4/24/2020  EUR   65.790
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   59.550
Landesbank Baden-Wuertte   2.500    4/24/2020  EUR   62.480
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   55.910
Landesbank Baden-Wuertte   5.500    4/24/2020  EUR   52.710
Landesbank Baden-Wuertte   4.000    4/24/2020  EUR   70.550
Landesbank Baden-Wuertte   4.500    4/24/2020  EUR   73.960
Landesbank Baden-Wuertte   5.500    4/24/2020  EUR   72.240
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   74.050
Landesbank Baden-Wuertte   2.000    4/24/2020  EUR   67.490
Landesbank Baden-Wuertte   3.000    4/24/2020  EUR   64.720
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   72.470
Landesbank Baden-Wuertte   2.000    4/24/2020  EUR   60.950
Landesbank Baden-Wuertte   3.000    4/24/2020  EUR   58.490
Landesbank Baden-Wuertte   2.000    4/24/2020  EUR   61.620
Landesbank Baden-Wuertte   3.500    4/24/2020  EUR   54.500
Landesbank Baden-Wuertte   5.000    4/24/2020  EUR   51.140
Landesbank Baden-Wuertte   2.580    9/27/2019  EUR   69.830
UBS AG/London             15.000    11/4/2019  USD   52.040
UBS AG/London              5.700    9/26/2019  EUR   49.690
UBS AG/London              4.800     1/2/2020  EUR   64.950
UBS AG/London              4.300    9/26/2019  EUR   53.810
UBS AG/London              7.000    9/26/2019  EUR   49.610
UBS AG/London              5.100    3/26/2020  EUR   51.200
UBS AG/London              7.700    9/26/2019  EUR   47.350
UBS AG/London              5.600    9/26/2019  EUR   63.810
UBS AG/London              5.700    9/26/2019  EUR   67.110
UBS AG/London              5.800    11/4/2019  CHF   62.000
UBS AG/London             13.000     5/4/2020  CHF   54.850
UBS AG/London              8.750    11/4/2019  CHF   49.600
UBS AG/London             10.500    11/3/2020  CHF   62.000
Bayerische Landesbank      3.100    1/31/2020  EUR   68.280
Bayerische Landesbank      2.600    1/31/2020  EUR   72.030
Corner Banca SA            9.000   11/11/2019  CHF   25.170
EFG International Financ   7.000   11/17/2020  CHF   61.240
DekaBank Deutsche Giroze   5.950    12/4/2020  EUR   55.330
DekaBank Deutsche Giroze   4.350    12/4/2020  EUR   72.090
Raiffeisen Schweiz Genos   6.400   11/14/2019  CHF   25.150
Raiffeisen Schweiz Genos   5.200   11/11/2020  CHF   61.740
Raiffeisen Schweiz Genos   3.400    5/14/2020  CHF   58.880
Corner Banca SA            8.200    5/14/2020  CHF   28.640
Vontobel Financial Produ   4.300   11/25/2019  EUR   53.770
Vontobel Financial Produ   4.000   11/25/2019  EUR   47.630
Landesbank Hessen-Thueri   4.000     6/8/2022  EUR   60.520
Landesbank Hessen-Thueri   4.000     6/8/2022  EUR   73.060
Landesbank Hessen-Thueri   4.000     6/8/2022  EUR   67.990
Leonteq Securities AG/Gu   8.000    5/14/2020  CHF   64.470
Landesbank Baden-Wuertte   2.800    7/22/2022  EUR   72.510
UBS AG/London              5.000    11/4/2019  CHF   66.350
UBS AG/London              4.000    11/4/2019  CHF   71.150
UBS AG/London              5.000    11/4/2019  EUR   65.750
HSBC Trinkaus & Burkhard   6.600   12/27/2019  EUR   20.690
HSBC Trinkaus & Burkhard   5.000   12/27/2019  EUR   20.150
HSBC Trinkaus & Burkhard   3.200   12/27/2019  EUR   19.550
HSBC Trinkaus & Burkhard   3.100   12/27/2019  EUR   56.010
HSBC Trinkaus & Burkhard   3.500   12/27/2019  EUR   64.030
HSBC Trinkaus & Burkhard   3.400   12/27/2019  EUR   58.260
HSBC Trinkaus & Burkhard   4.600   12/27/2019  EUR   64.400
DekaBank Deutsche Giroze   5.400    12/4/2020  EUR   70.410
Banque Cantonale Vaudois   8.000   11/15/2019  CHF   59.370
Landesbank Baden-Wuertte   4.500    6/26/2020  EUR   64.060
Landesbank Baden-Wuertte   4.850    6/26/2020  EUR   55.240
Landesbank Baden-Wuertte   5.000    6/26/2020  EUR   44.450
Landesbank Baden-Wuertte   5.250    6/26/2020  EUR   55.500
Bank Julius Baer & Co Lt   7.100   11/18/2019  CHF   68.350
Credit Suisse AG/London    4.950    11/4/2019  EUR   72.780
EFG International Financ  15.000   11/25/2019  USD   61.940
Raiffeisen Schweiz Genos   3.000    9/21/2029  CHF   69.650
Raiffeisen Schweiz Genos   2.700    9/22/2026  CHF   56.430
UniCredit Bank AG          3.500    1/29/2020  EUR   27.510
UniCredit Bank AG          3.500   12/19/2019  EUR   28.950
UBS AG/London              8.750    4/27/2020  EUR   65.400
UBS AG/London              8.000    4/27/2020  EUR   56.800
UBS AG/London              7.500   10/25/2019  CHF   73.350
Vontobel Financial Produ  14.000     1/3/2020  EUR   72.420
Vontobel Financial Produ  10.500     1/3/2020  EUR   37.480
Vontobel Financial Produ  12.500     1/3/2020  EUR   68.900
Vontobel Financial Produ   8.500     1/3/2020  EUR   59.760
Commerzbank AG            18.250   10/25/2019  EUR   62.500
Commerzbank AG             6.250   10/25/2019  EUR   68.830
Commerzbank AG            12.000   10/25/2019  EUR   67.040
Commerzbank AG             4.000   10/25/2019  EUR   62.540
Commerzbank AG             6.000   10/25/2019  EUR   56.910
Commerzbank AG            13.750   10/25/2019  EUR   70.110
Commerzbank AG             7.250   10/25/2019  EUR   45.080
Commerzbank AG             9.750    9/27/2019  EUR   72.470
Commerzbank AG             9.250   10/25/2019  EUR   73.300
Commerzbank AG            14.250   10/25/2019  EUR   69.540
Commerzbank AG             5.750   10/25/2019  EUR   70.140
Commerzbank AG            12.750   10/25/2019  EUR   51.490
BNP Paribas Emissions- u   6.000   12/30/2019  EUR   60.830
Commerzbank AG            13.000   10/25/2019  EUR   59.310
Commerzbank AG            15.000   10/25/2019  EUR   57.020
Commerzbank AG            10.000   10/25/2019  EUR   50.350
Commerzbank AG            11.000   10/25/2019  EUR   69.060
Commerzbank AG            12.000   10/25/2019  EUR   67.470
Commerzbank AG            12.250   10/25/2019  EUR   73.220
Commerzbank AG             8.500    9/27/2019  EUR   67.110
Commerzbank AG             6.000   10/25/2019  EUR   72.390
Commerzbank AG             8.000   10/25/2019  EUR   67.900
BNP Paribas Emissions- u   6.000   12/30/2019  EUR   71.630
BNP Paribas Emissions- u   8.000   12/30/2019  EUR   72.300
BNP Paribas Emissions- u   7.000    9/26/2019  EUR   73.400
Vontobel Financial Produ  10.000   12/31/2019  EUR   34.520
Vontobel Financial Produ  10.000   12/31/2019  EUR   71.170
Commerzbank AG            11.250    9/27/2019  EUR   70.850
Commerzbank AG             8.750    9/27/2019  EUR   67.510
Commerzbank AG            10.750    9/27/2019  EUR   64.600
Commerzbank AG            14.000    9/27/2019  EUR   59.760
Commerzbank AG            16.000    9/27/2019  EUR   57.520
Commerzbank AG            10.000    9/27/2019  EUR   43.890
Commerzbank AG            20.000   10/25/2019  EUR   63.200
Vontobel Financial Produ  11.500    9/27/2019  EUR   64.360
Vontobel Financial Produ   9.000    9/27/2019  EUR   55.170
Raiffeisen Schweiz Genos   7.000    4/30/2020  EUR   57.080
Leonteq Securities AG/Gu   7.000   10/29/2020  CHF   54.450
Vontobel Financial Produ  11.550   12/31/2019  EUR   57.500
HSBC Trinkaus & Burkhard  10.500   12/27/2019  EUR   61.870
HSBC Trinkaus & Burkhard   9.600   10/25/2019  EUR   63.130
HSBC Trinkaus & Burkhard   8.800    9/27/2019  EUR   70.890
HSBC Trinkaus & Burkhard   6.200    9/27/2019  EUR   45.530
HSBC Trinkaus & Burkhard   5.500    9/27/2019  EUR   70.110
HSBC Trinkaus & Burkhard   7.400   12/27/2019  EUR   72.420
HSBC Trinkaus & Burkhard   6.900    9/27/2019  EUR   57.450
HSBC Trinkaus & Burkhard   2.600    9/27/2019  EUR   70.430
HSBC Trinkaus & Burkhard   6.200    1/24/2020  EUR   67.870
HSBC Trinkaus & Burkhard   4.500    9/27/2019  EUR   41.400
HSBC Trinkaus & Burkhard   4.300   12/27/2019  EUR   41.940
HSBC Trinkaus & Burkhard   8.000    9/27/2019  EUR   70.750
HSBC Trinkaus & Burkhard  10.000    9/27/2019  EUR   73.970
HSBC Trinkaus & Burkhard   3.100    9/27/2019  EUR   51.050
HSBC Trinkaus & Burkhard   7.600   12/27/2019  EUR   58.120
HSBC Trinkaus & Burkhard  10.000   12/27/2019  EUR   62.280
UniCredit Bank AG          4.400     1/9/2021  EUR   69.980
Commerzbank AG            16.250   10/25/2019  EUR   65.460
Commerzbank AG             8.500   10/25/2019  EUR   73.720
Commerzbank AG             8.000    9/27/2019  EUR   40.650
Commerzbank AG            12.000    9/27/2019  EUR   35.950
Commerzbank AG             6.750    9/27/2019  EUR   71.030
Commerzbank AG            12.000    9/27/2019  EUR   58.330
Vontobel Financial Produ  16.000     1/3/2020  EUR   61.030
Vontobel Financial Produ  12.000     1/3/2020  EUR   51.970
DZ Bank AG Deutsche Zent   6.250   12/23/2019  EUR   71.650
UniCredit Bank AG          7.000   10/25/2019  EUR   41.830
HSBC Trinkaus & Burkhard  11.400   12/27/2019  EUR   60.720
HSBC Trinkaus & Burkhard   8.500    1/24/2020  EUR   64.950
HSBC Trinkaus & Burkhard   8.400    9/27/2019  EUR   72.800
HSBC Trinkaus & Burkhard   4.400    9/27/2019  EUR   65.950
HSBC Trinkaus & Burkhard   4.300    9/27/2019  EUR   63.180
HSBC Trinkaus & Burkhard   6.300   10/25/2019  EUR   66.510
HSBC Trinkaus & Burkhard  11.800   12/27/2019  EUR   35.010
HSBC Trinkaus & Burkhard   9.000   10/25/2019  EUR   36.290
HSBC Trinkaus & Burkhard   8.100    1/24/2020  EUR   37.770
HSBC Trinkaus & Burkhard   5.800    3/27/2020  EUR   60.930
HSBC Trinkaus & Burkhard   5.900    1/24/2020  EUR   60.960
HSBC Trinkaus & Burkhard   3.200    1/24/2020  EUR   66.880
HSBC Trinkaus & Burkhard   3.900    9/27/2019  EUR   71.070
HSBC Trinkaus & Burkhard   7.500   12/27/2019  EUR   65.610
HSBC Trinkaus & Burkhard   4.200   12/27/2019  EUR   71.910
Commerzbank AG             6.000    9/27/2019  EUR   69.350
Commerzbank AG             6.250    9/27/2019  EUR   71.290
Commerzbank AG             6.500   10/25/2019  EUR   75.870
Commerzbank AG             4.250    9/27/2019  EUR   55.630
Commerzbank AG            13.750    9/27/2019  EUR   35.460
Commerzbank AG             7.250   10/25/2019  EUR   43.710
Commerzbank AG            21.500    9/27/2019  EUR   68.150
Commerzbank AG            11.250   10/25/2019  EUR   38.230
Commerzbank AG            15.250   10/25/2019  EUR   35.000
Commerzbank AG            10.750    9/27/2019  EUR   65.230
Commerzbank AG            12.750    9/27/2019  EUR   62.580
DZ Bank AG Deutsche Zent   5.250   11/20/2019  EUR   71.080
Raiffeisen Centrobank AG   9.674   12/23/2020  EUR   76.630
Landesbank Hessen-Thueri   3.350    8/13/2020  EUR   71.000
DekaBank Deutsche Giroze   3.750   11/22/2019  EUR   67.030
Bayerische Landesbank      3.200     7/3/2020  EUR   67.260
Commerzbank AG             7.750    9/27/2019  EUR   36.410
Commerzbank AG             9.750    9/27/2019  EUR   34.140
UBS AG/London             12.000   10/26/2020  CHF   69.100
HSBC Trinkaus & Burkhard  11.550   10/25/2019  EUR   33.230
Vontobel Financial Produ  12.500    9/27/2019  EUR   34.630
Vontobel Financial Produ   6.500    9/27/2019  EUR   63.720
Vontobel Financial Produ   5.000     1/3/2020  EUR   64.780
Vontobel Financial Produ   8.000    9/27/2019  EUR   65.890
Landesbank Hessen-Thueri   4.750     3/3/2020  EUR   68.400
Commerzbank AG             4.500   10/25/2019  EUR   73.150
Commerzbank AG             8.500   10/25/2019  EUR   64.050
Commerzbank AG            10.250   10/25/2019  EUR   63.050
Commerzbank AG            11.250   10/25/2019  EUR   61.580
Commerzbank AG            11.000   10/25/2019  EUR   54.050
Commerzbank AG            13.000   10/25/2019  EUR   51.900
Commerzbank AG             3.500   10/25/2019  EUR   47.400
Commerzbank AG             5.500   10/25/2019  EUR   42.490
Commerzbank AG             7.500   10/25/2019  EUR   39.050
Commerzbank AG            13.500   10/25/2019  EUR   33.120
Commerzbank AG            15.500   10/25/2019  EUR   31.930
Commerzbank AG            12.250   10/25/2019  EUR   71.340
Commerzbank AG            10.000   10/25/2019  EUR   69.740
Commerzbank AG             9.500   10/25/2019  EUR   73.440
Commerzbank AG             8.250   10/25/2019  EUR   65.550
Commerzbank AG             9.500   10/25/2019  EUR   72.410
Commerzbank AG             8.000   10/25/2019  EUR   73.190
Commerzbank AG             8.000   10/25/2019  EUR   53.130
Commerzbank AG             3.250   10/25/2019  EUR   52.710
Commerzbank AG             5.250   10/25/2019  EUR   48.100
Commerzbank AG            11.250   10/25/2019  EUR   41.080
Commerzbank AG            16.250   10/25/2019  EUR   66.630
BNP Paribas Emissions- u   6.000    9/26/2019  EUR   69.820
Commerzbank AG             5.500   10/25/2019  EUR   61.780
Commerzbank AG             7.500   10/25/2019  EUR   58.170
Commerzbank AG            11.500   10/25/2019  EUR   53.060
Commerzbank AG             9.750   10/25/2019  EUR   63.090
BNP Paribas Emissions- u   6.000    9/26/2019  EUR   59.500
BNP Paribas Emissions- u   4.000   12/30/2019  EUR   60.150
Commerzbank AG             3.500   10/25/2019  EUR   73.950
Commerzbank AG             9.500   10/25/2019  EUR   61.750
Commerzbank AG             9.000   10/25/2019  EUR   65.690
Commerzbank AG            11.000   10/25/2019  EUR   62.190
Commerzbank AG            10.000   10/25/2019  EUR   70.760
Commerzbank AG             6.500    9/27/2019  EUR   71.180
Commerzbank AG            13.250    9/27/2019  EUR   68.150
Commerzbank AG             6.000    9/27/2019  EUR   44.110
Commerzbank AG            10.000    9/27/2019  EUR   38.020
Commerzbank AG             3.250   10/25/2019  EUR   52.590
Commerzbank AG            12.750    9/27/2019  EUR   62.150
Commerzbank AG             8.000    9/27/2019  EUR   46.100
Commerzbank AG            12.000    9/27/2019  EUR   42.040
Commerzbank AG             8.500    9/27/2019  EUR   64.120
Vontobel Financial Produ  14.500    9/27/2019  EUR   49.090
Vontobel Financial Produ   5.500     1/3/2020  EUR   64.210
HSBC Trinkaus & Burkhard   7.100    1/24/2020  EUR   68.020
Commerzbank AG            20.500   10/25/2019  EUR   69.550
Commerzbank AG            11.750   10/25/2019  EUR   61.950
Commerzbank AG             8.250    9/27/2019  EUR   66.960
Commerzbank AG             5.000    9/27/2019  EUR   79.430
Commerzbank AG             8.500   10/25/2019  EUR   71.950
Commerzbank AG            12.500   10/25/2019  EUR   66.090
Commerzbank AG            13.250   10/25/2019  EUR   36.390
DZ Bank AG Deutsche Zent  10.500   12/27/2019  EUR   65.120
DZ Bank AG Deutsche Zent   6.250   12/27/2019  EUR   66.920
DZ Bank AG Deutsche Zent   5.250   11/20/2019  EUR   71.610
DZ Bank AG Deutsche Zent   5.000   11/20/2019  EUR   48.740
DZ Bank AG Deutsche Zent   4.250   12/27/2019  EUR   62.470
DZ Bank AG Deutsche Zent   5.250   11/20/2019  EUR   66.760
Commerzbank AG             8.500    9/27/2019  EUR   64.120
Commerzbank AG            10.000   10/25/2019  EUR   62.020
Commerzbank AG            12.000   10/25/2019  EUR   59.410
Commerzbank AG            14.000   10/25/2019  EUR   58.100
Commerzbank AG            12.000   10/25/2019  EUR   46.610
Commerzbank AG            13.000    9/27/2019  EUR   65.520
Commerzbank AG             8.500   10/25/2019  EUR   72.960
Commerzbank AG             9.500    9/27/2019  EUR   74.740
Vontobel Financial Produ   4.850    9/13/2019  EUR   72.530
Vontobel Financial Produ   9.150    9/13/2019  EUR   66.780
BNP Paribas Emissions- u  14.000    9/26/2019  EUR   58.820
BNP Paribas Emissions- u  16.000   12/30/2019  EUR   58.160
Commerzbank AG            14.500    9/27/2019  EUR   57.200
Commerzbank AG             8.000   10/25/2019  EUR   67.800
Commerzbank AG            10.000   10/25/2019  EUR   63.870
BNP Paribas Emissions- u   5.000   12/30/2019  EUR   65.350
Leonteq Securities AG     10.000   11/13/2019  CHF   62.520
Vontobel Financial Produ   3.750    9/13/2019  EUR   70.120
Vontobel Financial Produ  10.250    9/13/2019  EUR   54.850
Vontobel Financial Produ  11.250    9/13/2019  EUR   57.820
Vontobel Financial Produ   2.850    9/13/2019  EUR   62.980
Vontobel Financial Produ   5.950    9/13/2019  EUR   56.490
Vontobel Financial Produ   2.450    9/13/2019  EUR   55.630
Vontobel Financial Produ   6.600    9/13/2019  EUR   48.860
Vontobel Financial Produ  14.900    9/13/2019  EUR   41.550
Vontobel Financial Produ   9.050    9/13/2019  EUR   68.070
Vontobel Financial Produ   5.100    9/13/2019  EUR   70.300
Vontobel Financial Produ  13.750    9/13/2019  EUR   74.400
Vontobel Financial Produ   2.750    9/13/2019  EUR   73.360
Vontobel Financial Produ   7.300    9/13/2019  EUR   63.080
Vontobel Financial Produ  10.250    9/13/2019  EUR   59.020
Vontobel Financial Produ   8.550    9/13/2019  EUR   67.540
Vontobel Financial Produ  11.950    9/13/2019  EUR   61.050
Vontobel Financial Produ   3.950    9/13/2019  EUR   73.480
Vontobel Financial Produ   8.300    9/13/2019  EUR   63.180
Vontobel Financial Produ   6.400    9/13/2019  EUR   73.660
Vontobel Financial Produ   6.700    9/13/2019  EUR   47.150
Vontobel Financial Produ   4.600    9/13/2019  EUR   60.940
EFG International Financ   6.000    8/13/2021  CHF   71.990
Corner Banca SA           11.800   11/13/2019  CHF   55.120
Leonteq Securities AG/Gu   7.000    8/17/2020  CHF   70.940
Bank Julius Baer & Co Lt  14.400    7/27/2020  USD   76.150
Vontobel Financial Produ   7.550   12/31/2019  EUR   73.910
HSBC Trinkaus & Burkhard   7.000   10/25/2019  EUR   42.120
DZ Bank AG Deutsche Zent   5.250    9/23/2019  EUR   65.700
HSBC Trinkaus & Burkhard   5.400   12/27/2019  EUR   71.490
Commerzbank AG             9.750   10/25/2019  EUR   64.670
Commerzbank AG             8.750   10/25/2019  EUR   58.320
Commerzbank AG            10.750   10/25/2019  EUR   55.270
Commerzbank AG            10.250    9/27/2019  EUR   63.660
Commerzbank AG            10.500   10/25/2019  EUR   68.790
Commerzbank AG             6.250    9/27/2019  EUR   51.420
Commerzbank AG            15.750    9/27/2019  EUR   34.060
Commerzbank AG             5.250   10/25/2019  EUR   48.040
Commerzbank AG             9.250   10/25/2019  EUR   40.600
DZ Bank AG Deutsche Zent   5.000   11/20/2019  EUR   71.750
DZ Bank AG Deutsche Zent   5.250   11/20/2019  EUR   73.330
DZ Bank AG Deutsche Zent   8.000   11/20/2019  EUR   37.290
DZ Bank AG Deutsche Zent  10.250   11/20/2019  EUR   68.710
Vontobel Financial Produ   6.000    9/27/2019  EUR   67.010
Vontobel Financial Produ  12.000    9/27/2019  EUR   58.280
Vontobel Financial Produ   8.000    9/27/2019  EUR   63.160
Commerzbank AG            12.500    9/27/2019  EUR   58.610
Commerzbank AG             6.000   10/25/2019  EUR   69.080
Commerzbank AG             8.000   10/25/2019  EUR   65.180
Landesbank Baden-Wuertte   6.000   10/23/2020  EUR   69.200
Landesbank Baden-Wuertte   3.000   10/23/2020  EUR   72.730
Landesbank Baden-Wuertte   5.000   10/23/2020  EUR   66.400
Vontobel Financial Produ   9.900    9/13/2019  EUR   64.710
Vontobel Financial Produ  14.850    9/13/2019  EUR   62.310
Commerzbank AG            12.000   10/25/2019  EUR   60.700
Landesbank Baden-Wuertte   5.000    3/27/2020  EUR   66.530
Landesbank Baden-Wuertte   4.750    3/27/2020  EUR   59.350
Vontobel Financial Produ  10.000     1/3/2020  EUR   60.440
Vontobel Financial Produ  15.500     1/3/2020  EUR   59.700
Raiffeisen Centrobank AG   5.333     3/5/2020  EUR   60.810
UBS AG/London              3.000    9/26/2019  EUR   71.640
UBS AG/London              7.400    9/26/2019  EUR   66.630
Leonteq Securities AG/Gu  10.000   11/20/2019  EUR   64.500
UBS AG/London              6.500    8/10/2020  CHF   66.400
Zurcher Kantonalbank Fin   6.250    2/13/2020  EUR   64.960
Landesbank Baden-Wuertte   2.750   11/26/2021  EUR   72.210
EFG International Financ   9.200    8/27/2020  USD   72.710
EFG International Financ   7.100    8/14/2020  EUR   68.070
Vontobel Financial Produ   9.000    3/27/2020  EUR   74.020
Vontobel Financial Produ   7.000    3/27/2020  EUR   63.100
DZ Bank AG Deutsche Zent  15.500    9/25/2019  EUR   40.760
Deutsche Bank AG           8.200   12/24/2019  EUR   64.700
Commerzbank AG             5.750    9/27/2019  EUR   39.360
Vontobel Financial Produ   9.500   12/31/2019  EUR   74.580
Vontobel Financial Produ  13.500     1/3/2020  EUR   35.580
Vontobel Financial Produ  10.500    9/27/2019  EUR   57.720
Vontobel Financial Produ   8.500    9/27/2019  EUR   60.550
Vontobel Financial Produ   6.500     1/3/2020  EUR   62.030
Vontobel Financial Produ   7.000    9/27/2019  EUR   57.860
Vontobel Financial Produ   9.500    9/27/2019  EUR   70.840
Vontobel Financial Produ  14.000    9/27/2019  EUR   67.720
Commerzbank AG             6.500   10/25/2019  EUR   67.740
Commerzbank AG             9.750    9/27/2019  EUR   68.080
Commerzbank AG            11.750    9/27/2019  EUR   64.840
Commerzbank AG            13.750    9/27/2019  EUR   62.160
Commerzbank AG             6.250   10/25/2019  EUR   71.390
Commerzbank AG             7.250   10/25/2019  EUR   68.850
Commerzbank AG             8.250   10/25/2019  EUR   66.680
Commerzbank AG             9.250   10/25/2019  EUR   64.720
Commerzbank AG            12.250   10/25/2019  EUR   60.230
Commerzbank AG            13.250   10/25/2019  EUR   58.960
Commerzbank AG             5.000   10/25/2019  EUR   66.080
Commerzbank AG             7.000   10/25/2019  EUR   60.750
Commerzbank AG             9.000   10/25/2019  EUR   56.990
Commerzbank AG            10.000   10/25/2019  EUR   64.600
Commerzbank AG            12.000   10/25/2019  EUR   61.930
Commerzbank AG             9.500   10/25/2019  EUR   36.550
Commerzbank AG            11.500   10/25/2019  EUR   34.630
Commerzbank AG            12.000   10/25/2019  EUR   67.050
Commerzbank AG            11.500   10/25/2019  EUR   70.380
Commerzbank AG            13.250    9/27/2019  EUR   71.150
Commerzbank AG            15.250    9/27/2019  EUR   68.100
Commerzbank AG            17.250    9/27/2019  EUR   65.420
Commerzbank AG             9.000   10/25/2019  EUR   69.720
Commerzbank AG            11.000   10/25/2019  EUR   66.190
Commerzbank AG            13.000   10/25/2019  EUR   63.320
Commerzbank AG             4.750   10/25/2019  EUR   65.200
Commerzbank AG             6.750   10/25/2019  EUR   60.220
Commerzbank AG             8.750   10/25/2019  EUR   56.680
Commerzbank AG            10.750   10/25/2019  EUR   53.860
Commerzbank AG            10.250   10/25/2019  EUR   62.940
Commerzbank AG             5.000   10/25/2019  EUR   66.870
Commerzbank AG             7.000   10/25/2019  EUR   62.050
Commerzbank AG             9.000   10/25/2019  EUR   58.730
Commerzbank AG            11.000   10/25/2019  EUR   56.220
Commerzbank AG             4.000   10/25/2019  EUR   73.720
Commerzbank AG             8.000   10/25/2019  EUR   65.840
Commerzbank AG            12.000   10/25/2019  EUR   60.840
Commerzbank AG            14.250   10/25/2019  EUR   68.960
Commerzbank AG             4.250   10/25/2019  EUR   73.300
BNP Paribas Emissions- u   4.000   12/30/2019  EUR   68.800
Commerzbank AG            10.000   10/25/2019  EUR   69.770
Commerzbank AG            10.500   10/25/2019  EUR   61.610
Commerzbank AG             9.250   10/25/2019  EUR   42.870
Commerzbank AG             3.500   10/25/2019  EUR   67.010
Commerzbank AG             9.500   10/25/2019  EUR   55.360
Commerzbank AG             7.750   10/25/2019  EUR   66.150
Commerzbank AG            11.750   10/25/2019  EUR   60.630
Commerzbank AG             5.500   10/25/2019  EUR   68.570
Commerzbank AG             7.500   10/25/2019  EUR   64.720
Commerzbank AG            11.500   10/25/2019  EUR   59.360
Commerzbank AG             7.000   10/25/2019  EUR   70.360
Commerzbank AG            12.000   10/25/2019  EUR   48.150
Landesbank Hessen-Thueri   3.250    7/13/2020  EUR   70.300
Landesbank Hessen-Thueri   4.100    7/13/2020  EUR   59.600
Landesbank Hessen-Thueri   2.250    7/13/2020  EUR   34.500
DekaBank Deutsche Giroze   3.000   12/20/2019  EUR   69.810
Credit Suisse AG/Nassau    7.250   11/15/2019  CHF   60.860
HSBC Trinkaus & Burkhard   4.430   12/30/2019  EUR   70.540
UBS AG/London              6.000    4/16/2020  CHF   69.000
Landesbank Baden-Wuertte   3.500    6/26/2020  EUR   70.040
Vontobel Financial Produ   8.000     1/3/2020  EUR   62.980
Vontobel Financial Produ  19.000    9/27/2019  EUR   64.630
Vontobel Financial Produ   5.000     1/3/2020  EUR   69.290
Vontobel Financial Produ  11.000     1/3/2020  EUR   74.570
UBS AG/London              4.200    9/26/2019  EUR   59.650
UBS AG/London              6.600    9/26/2019  EUR   65.880
UBS AG/London             12.900    9/26/2019  EUR   48.650
UBS AG/London              3.800    3/26/2020  EUR   68.870
UBS AG/London              5.100    9/26/2019  EUR   71.650
Commerzbank AG            10.000   10/25/2019  EUR   48.700
Commerzbank AG             6.500    9/27/2019  EUR   73.660
Commerzbank AG             7.500    9/27/2019  EUR   78.610
Commerzbank AG            13.500    9/27/2019  EUR   68.790
Vontobel Financial Produ  12.850    9/13/2019  EUR   61.450
Vontobel Financial Produ   9.000    9/13/2019  EUR   69.330
Vontobel Financial Produ  11.850    9/13/2019  EUR   65.610
Landesbank Baden-Wuertte   3.000   10/23/2020  EUR   66.390
Raiffeisen Schweiz Genos   8.700   11/13/2019  USD   67.070
Vontobel Financial Produ   6.650    9/13/2019  EUR   61.500
Vontobel Financial Produ   7.900    9/13/2019  EUR   63.410
Vontobel Financial Produ  15.000    9/13/2019  EUR   53.200
Vontobel Financial Produ   4.300    9/13/2019  EUR   59.550
Vontobel Financial Produ   7.900    9/13/2019  EUR   53.760
Vontobel Financial Produ  10.050    9/13/2019  EUR   51.310
Vontobel Financial Produ   4.350    9/13/2019  EUR   52.010
Vontobel Financial Produ   9.200    9/13/2019  EUR   46.110
Vontobel Financial Produ  12.000    9/13/2019  EUR   43.690
Vontobel Financial Produ  13.000    9/13/2019  EUR   63.030
Vontobel Financial Produ  17.250    9/13/2019  EUR   58.750
Vontobel Financial Produ   4.750    9/13/2019  EUR   67.800
Vontobel Financial Produ   6.600    9/13/2019  EUR   69.080
Vontobel Financial Produ   5.250    9/13/2019  EUR   69.670
Vontobel Financial Produ   6.700    9/13/2019  EUR   66.260
Vontobel Financial Produ  10.100    9/13/2019  EUR   60.400
Vontobel Financial Produ  10.200    9/13/2019  EUR   68.180
Vontobel Financial Produ   1.950    9/13/2019  EUR   57.370
Vontobel Financial Produ   4.000    9/13/2019  EUR   51.720
Vontobel Financial Produ  11.600    9/13/2019  EUR   41.730
Vontobel Financial Produ   8.500    9/27/2019  EUR   58.470
Vontobel Financial Produ  10.000    9/27/2019  EUR   58.590
Vontobel Financial Produ   9.500    9/27/2019  EUR   57.980
Vontobel Financial Produ  15.500     1/3/2020  EUR   68.220
Vontobel Financial Produ  12.000     1/3/2020  EUR   58.260
Vontobel Financial Produ  11.500    9/27/2019  EUR   74.170
Bayerische Landesbank      3.100    7/31/2020  EUR   66.730
Leonteq Securities AG/Gu  10.000     2/7/2020  CHF   65.340
DZ Bank AG Deutsche Zent  10.000    9/25/2019  EUR   53.530
DZ Bank AG Deutsche Zent  11.000    9/25/2019  EUR   61.150
DZ Bank AG Deutsche Zent  10.000    9/25/2019  EUR   59.160
DZ Bank AG Deutsche Zent   8.000    9/25/2019  EUR   53.740
Credit Suisse AG/Nassau    7.000   11/15/2019  EUR   67.260
Credit Suisse AG/Nassau    9.500   11/18/2019  CHF   53.510
Zurcher Kantonalbank Fin   8.750    8/14/2020  CHF   69.540
UBS AG/London             10.000   10/10/2019  USD   66.040
UBS AG/London              9.000   10/19/2020  USD   53.600
Raiffeisen Centrobank AG   6.092    9/24/2019  EUR   70.600
Raiffeisen Centrobank AG   3.921    3/24/2020  EUR   66.750
Vontobel Financial Produ  13.000    9/27/2019  EUR   73.080
Vontobel Financial Produ  15.000     1/3/2020  EUR   69.960
Vontobel Financial Produ   5.500     1/3/2020  EUR   67.490
Vontobel Financial Produ   7.000     1/3/2020  EUR   64.340
Vontobel Financial Produ   9.000     1/3/2020  EUR   61.690
Vontobel Financial Produ  11.000     1/3/2020  EUR   59.330
Vontobel Financial Produ   8.000    9/27/2019  EUR   70.470
Luzerner Kantonalbank AG   8.250    5/15/2020  CHF   71.990
Commerzbank AG            10.750   10/25/2019  EUR   71.660
Commerzbank AG            12.750   10/25/2019  EUR   68.590
Commerzbank AG            12.000    9/27/2019  EUR   72.590
Commerzbank AG            14.000    9/27/2019  EUR   69.830
Commerzbank AG            11.250    9/27/2019  EUR   70.190
Commerzbank AG            10.500   10/25/2019  EUR   71.380
Commerzbank AG            12.500   10/25/2019  EUR   68.460
DekaBank Deutsche Giroze   3.450    7/31/2020  EUR   58.140
BNP Paribas Emissions- u   7.000    9/26/2019  EUR   71.850
BNP Paribas Emissions- u   9.000    9/26/2019  EUR   72.020
UniCredit Bank AG          4.350   10/26/2021  EUR   39.330
Vontobel Financial Produ  14.000    9/27/2019  EUR   72.400
Vontobel Financial Produ  10.000     1/3/2020  EUR   72.030
Vontobel Financial Produ  13.000    9/27/2019  EUR   55.220
Vontobel Financial Produ  10.000     1/3/2020  EUR   57.580
Vontobel Financial Produ   9.000    9/27/2019  EUR   55.010
Vontobel Financial Produ  10.500    9/27/2019  EUR   71.730
Vontobel Financial Produ   5.750   11/27/2020  EUR   65.130
Raiffeisen Switzerland B   5.000    8/14/2020  EUR   36.950
Landesbank Hessen-Thueri   4.500     9/8/2021  EUR   66.160
Commerzbank AG            16.000    9/27/2019  EUR   65.140
Commerzbank AG            10.000    9/27/2019  EUR   57.640
Commerzbank AG             9.250   11/22/2019  EUR   60.090
Commerzbank AG            15.250   11/22/2019  EUR   52.320
Commerzbank AG            12.750    9/27/2019  EUR   54.250
Commerzbank AG             5.250   11/22/2019  EUR   69.540
Landesbank Baden-Wuertte   4.820   11/22/2019  EUR   62.680
HSBC Trinkaus & Burkhard   7.000    2/28/2020  EUR   70.630
HSBC Trinkaus & Burkhard  11.400   12/27/2019  EUR   41.080
HSBC Trinkaus & Burkhard   7.300   12/27/2019  EUR   44.780
HSBC Trinkaus & Burkhard   9.100    3/27/2020  EUR   67.510
HSBC Trinkaus & Burkhard  10.700    9/27/2019  EUR   68.870
HSBC Trinkaus & Burkhard   9.400   12/27/2019  EUR   71.000
HSBC Trinkaus & Burkhard   8.400    3/27/2020  EUR   72.570
HSBC Trinkaus & Burkhard  10.300    3/27/2020  EUR   43.010
HSBC Trinkaus & Burkhard   6.900    3/27/2020  EUR   46.040
HSBC Trinkaus & Burkhard   3.900   12/27/2019  EUR   61.790
HSBC Trinkaus & Burkhard  12.400   12/27/2019  EUR   69.140
HSBC Trinkaus & Burkhard  10.100   12/27/2019  EUR   72.220
HSBC Trinkaus & Burkhard   6.500   11/22/2019  EUR   71.470
HSBC Trinkaus & Burkhard  13.300    9/27/2019  EUR   70.640
HSBC Trinkaus & Burkhard   7.300   12/27/2019  EUR   55.420
DZ Bank AG Deutsche Zent   5.000   12/27/2019  EUR   66.690
Commerzbank AG            11.500    9/27/2019  EUR   42.430
Commerzbank AG            17.500    9/27/2019  EUR   37.440
DZ Bank AG Deutsche Zent   6.750   12/27/2019  EUR   67.300
DZ Bank AG Deutsche Zent   5.250   12/27/2019  EUR   58.020
Commerzbank AG            10.250   10/25/2019  EUR   69.790
Commerzbank AG            12.250   10/25/2019  EUR   66.610
Commerzbank AG             9.000   10/25/2019  EUR   57.790
DZ Bank AG Deutsche Zent   5.250   12/27/2019  EUR   69.270
HSBC Trinkaus & Burkhard   4.100   12/27/2019  EUR   61.850
Commerzbank AG             9.500    9/27/2019  EUR   44.920
DZ Bank AG Deutsche Zent   5.500   12/27/2019  EUR   68.870
Commerzbank AG             9.500    9/27/2019  EUR   70.900
Commerzbank AG             9.250   10/25/2019  EUR   71.640
Commerzbank AG            11.250   10/25/2019  EUR   68.110
Commerzbank AG            14.250   10/25/2019  EUR   64.000
Vontobel Financial Produ   7.000    8/28/2019  EUR   49.530
Landesbank Hessen-Thueri   4.000     3/8/2021  EUR   53.800
EFG International Financ   6.000    8/24/2020  CHF   65.620
Commerzbank AG            15.000    9/27/2019  EUR   49.720
Commerzbank AG            12.000    9/27/2019  EUR   55.120
HSBC Trinkaus & Burkhard   5.900   11/22/2019  EUR   72.080
HSBC Trinkaus & Burkhard   4.700   12/27/2019  EUR   69.400
HSBC Trinkaus & Burkhard   8.100    9/27/2019  EUR   43.570
HSBC Trinkaus & Burkhard   5.300    9/27/2019  EUR   47.600
HSBC Trinkaus & Burkhard   9.800    3/27/2020  EUR   66.490
HSBC Trinkaus & Burkhard   5.900    6/26/2020  EUR   72.250
HSBC Trinkaus & Burkhard   6.300   10/25/2019  EUR   71.880
HSBC Trinkaus & Burkhard  10.400   11/22/2019  EUR   41.520
HSBC Trinkaus & Burkhard   6.900    6/26/2020  EUR   73.600
HSBC Trinkaus & Burkhard   6.600   12/27/2019  EUR   56.470
HSBC Trinkaus & Burkhard   9.500    3/27/2020  EUR   66.470
HSBC Trinkaus & Burkhard  11.700   12/27/2019  EUR   73.340
DZ Bank AG Deutsche Zent  11.250   12/27/2019  EUR   72.070
Commerzbank AG            13.250   10/25/2019  EUR   65.280
Commerzbank AG            13.750    9/27/2019  EUR   51.820
Commerzbank AG             5.000   10/25/2019  EUR   65.910
HSBC Trinkaus & Burkhard  11.000    3/27/2020  EUR   71.140
HSBC Trinkaus & Burkhard   9.600    3/27/2020  EUR   73.610
HSBC Trinkaus & Burkhard   7.700    3/27/2020  EUR   69.270
HSBC Trinkaus & Burkhard   6.100    3/27/2020  EUR   72.620
HSBC Trinkaus & Burkhard   6.200    2/28/2020  EUR   72.400
HSBC Trinkaus & Burkhard   2.000   12/27/2019  EUR   70.850
Commerzbank AG            15.500    9/27/2019  EUR   38.790
Commerzbank AG            16.750   10/25/2019  EUR   38.560
Commerzbank AG             9.000   10/25/2019  EUR   71.710
Commerzbank AG             7.000   10/25/2019  EUR   61.220
Commerzbank AG            11.000   10/25/2019  EUR   55.150
Landesbank Hessen-Thueri   3.500     9/8/2022  EUR   55.870
UBS AG/London              7.000    5/21/2020  EUR   65.700
Bank Julius Baer & Co Lt  15.300    3/23/2020  USD   56.900
DekaBank Deutsche Giroze   3.100   12/21/2020  EUR   74.710
Raiffeisen Centrobank AG  12.438   12/23/2020  EUR   76.290
Commerzbank AG            17.250    9/27/2019  EUR   72.220
Commerzbank AG            11.250    9/27/2019  EUR   71.900
Commerzbank AG            12.750    9/27/2019  EUR   72.570
Vontobel Financial Produ  10.000    3/27/2020  EUR   70.590
DZ Bank AG Deutsche Zent   7.000    3/25/2020  EUR   72.080
DZ Bank AG Deutsche Zent  10.000    3/25/2020  EUR   58.520
Vontobel Financial Produ  14.000    9/27/2019  EUR   63.660
Vontobel Financial Produ  13.000     1/3/2020  EUR   64.730
DZ Bank AG Deutsche Zent  10.250   12/27/2019  EUR   69.130
DZ Bank AG Deutsche Zent   8.250    3/25/2020  EUR   72.330
Commerzbank AG             7.250   11/22/2019  EUR   67.230



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

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

Copyright 2019.  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,
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