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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, October 28, 2019, Vol. 20, No. 215

                           Headlines



F R A N C E

ACCOR SA: Fitch Assigns BB(EXP) to New EUR500MM Sub. Bond
PROMONTORIA MMB: S&P Assigns 'BB+/B' ICRs, Outlook Stable
VERALLIA SA: Moody's Assigns Ba3 CFR, Outlook Positive


I R E L A N D

ARBOUR CLO: Fitch Raises Rating on EUR12.13MM Class F Debt to BB-
CAPITAL FOUR I: Moody's Gives (P)B3 Rating on EUR8.6MM Cl. F Notes
TIKEHAU BV: Fitch Raises Class F-R Debt Rating to Bsf


I T A L Y

MONTE DEI PASCHI: Italy Wants to Shield Bank From Bad Loan Losses


N E T H E R L A N D S

VODAFONEZIGGO GROUP: Fitch Gives B-(EXP) to New Vendor Notes


R U S S I A

INTERPROMBANK: Moody's Reviews Caa1 Deposit Rating for Downgrade
MOSCOW MORTGAGE: Moody's Affirms Ba3 LT Deposit Ratings


U N I T E D   K I N G D O M

CASHEURONET UK: Enters Administration, Customers Face Uncertainty
DECO 11 - UK CONDUIT 3: S&P Cuts Class A-1A Notes Rating to 'CC'
JOHN LEWIS: Seeks to Ease Pressure on Finances Amid Debts Test
REGIS UK: Cash Flow Issues Prompt Administration
SHOP DIRECT: Moody's Reviews B2 CFR for Downgrade on Fiscal Result

TOTO ENERGY: Goes Bust, Halts Trading
VIRGIN MEDIA: Moody's Alters Outlook on B1 Debt Rating to Negative


X X X X X X X X

[*] BOND PRICING: For the Week October 21 to October 25, 2019

                           - - - - -


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F R A N C E
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ACCOR SA: Fitch Assigns BB(EXP) to New EUR500MM Sub. Bond
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Fitch Ratings assigned Accor SA's (Accor; BBB-/Stable) proposed
EUR500 million undated non-call 5.5-year deeply subordinated
fixed-to-reset rate bond an expected rating of 'BB(EXP)'

The proposed hybrid issue will be deeply subordinated and rank
senior only to Accor's share capital, while coupon payments can be
deferred at the discretion of the issuer. As a result the 'BB(EXP)'
rating is two notches below Accor's 'BBB-' Issuer Default Rating
(IDR), reflecting the notes' higher loss severity and risk of
non-performance relative to senior obligations'.

The proposed securities qualify for 50% equity credit as they meet
Fitch's criteria with regard to subordination, remaining effective
maturity of more than five years, full discretion to defer coupons
for at least five years and limited events of default. Deferrals of
coupon payments are cumulative and there are no look-back
provisions.

The hybrid is callable 5.5 years after its issue date (first
step-up date) and every year subsequently on any interest payment
date. The first call date at the option of Accor will be in April
2025. There will be a coupon step-up of 25bp at the first step-up
date and an additional step-up of 275bp 20 years thereafter. The
deeply subordinated bonds are perpetual notes with no legal
maturity date.

The hybrid instrument will be used to finance the tender offer for
Accor's existing EUR900 million hybrid instrument (EUR514 million
outstanding), while the group has stated their intention to
maintain the current magnitude of hybrid debt (around EUR1 billion)
in its capital structure. The new hybrid issue will rank pari passu
with any remaining portion of the existing hybrid instrument and
with the EUR500 million undated deeply subordinated notes issued in
January 2019.

The assignment of final rating is contingent on the receipt of
final documents conforming to information already reviewed.

KEY RATING DRIVERS

Transformation to Asset-light Ongoing: After the completion of the
sale of 65% of AccorInvest, (the entity owning or leasing the
hotels) to institutional investors in 2018, Accor's business model
is mostly asset-light, with long-term assets essentially made up of
goodwill and other intangibles such as trademarks. This asset-light
model mirrors that of other U.S. lodging groups. The recurrent fee
nature and the underlying diversified brand portfolio help mitigate
revenue and EBITDA volatility in a cyclical sector, which remains
subject to sharp moves in occupancy rate and/or pricing.

Orbis Main Asset: The main exception to this asset-light portfolio
is Orbis, which is asset-heavy. Fitch views the recent acquisition
of 33% of Orbis's shares, increasing Accor's ownership in Orbis to
85.8% and the acquisition of its services business (franchise
agreements and management contracts), as a necessary intermediate
step towards the continuation of this transformation through
further potential monetisation of assets.

Broader Geographic Diversification: Europe currently accounts for
less than 50% of total fee revenue and remains Accor's core market.
Its growth plans lie mainly in Asia and MEA regions, as illustrated
by the Mantra and Movenpick acquisitions. This geographic
diversification strategy is positive for the rating, as it
mitigates a potential decline in a particular region. Accor has a
modest presence in the US, which is not a target area for the group
given the competitive landscape.

Short-Term Pressure on Margins: Integration costs, the deceleration
of some Asian markets, and the start-up costs of a new marketing
plan are expected to put pressure on margins in the short-term, but
Fitch forecasts a positive return from these initiatives with
EBITDA margins increasing towards 24% by 2022. The group reported
solid operating performance in 2018 with fee revenue up 7.2%,
driven by a 5.6% revenue per available room (RevPAR) growth
(recovery of rates particularly in Latam and Europe) and increased
occupancy rates. During 9M19 RevPar growth slowed as a result of
challenges in APAC but like-for-like revenue growth at 4.5%
remained in line with its expectations. EBITDA margin was slightly
lower (2018: 19.7%) due to the impact of asset-heavy acquisitions.

Deleveraging Still to Materialise: Total debt has increased with
the recent refinancing (a new EUR600 million bond, a EUR300 million
loan and a EUR500 million perpetual bond -issued in January 2019-,
the latter of which benefits from 50% equity credit as per Fitch's
criteria), which has been used to repay near-term maturities and
the acquisition of Accor's headquarter building. In parallel, the
transformation to an asset-light hotel operator (substitution of
room revenue by fees) will lower funds from operations (FFO). Fitch
estimates that Accor's FFO adjusted gross leverage will therefore
increase temporarily. Fitch expects the gross and net FFO leverage
metrics - forecasted at 5.8x and 3.4x respectively for 2019 - to
gradually converge and to stabilise at levels consistent with its
'BBB-' investment-grade rating.

Strengthened Position in Luxury Segment: Fitch believes Accor's
strategy of moving more upmarket - as demonstrated by the Movenpick
and SBE acquisitions in April and June 2018 - would make the
group's business model more competitive relative to disruptive
hospitality operators. Premium and upscale hotel guests (both
business and leisure) are generally willing to pay for high-quality
services (e.g. fine-dining, 24-hour room service, valet parking,
fitness centres, spas, reliable internet and security conditions)
that Airbnb does not offer. In 2018, 38% of management fees came
from the luxury segment.

Leader Player Focused on Value Creation: Accor has been acquisitive
during the last year, with more than EUR2 billion spent on M&A,
which has consolidated the group as one of the industry leaders,
particularly in Europe. Accor will now focus its strategy on
developing its main asset, the intangibles, as it operates as a
business service company. Its EUR225 million announced marketing
plan will prioritise marketing initiatives, global sales
distribution, loyalty and brand awareness, which should lay the
foundation for solid recognition of its franchise management and
contracts worldwide.

DERIVATION SUMMARY

Accor's IDR is well-positioned relative to that of European
competitors, NH Hotel Group SA (B+/Stable) and Radisson Hospitality
AB (B+/Stable) on each major operating factor. Accor has a lower
scale than major global peers such as Marriott International Inc.
(BBB/Stable) and Intercontinental Hotel Group based on number of
rooms although it has wider geographical diversification after
consistently expanding across all continents, including in Asia.
Accor operates with a 19.7% EBITDA margin (2018), below that of
players with a similar portfolio mix such as Marriott, and its
leverage is also higher than that of main 'BBB' rating category
peers with a temporary 5.8x FFO lease-adjusted gross leverage as a
result of the ongoing group transformation. Fitch expects Accor's
credit metrics to improve to levels that are more in line with
those of Marriott, given the groups' increasingly comparable
asset-light business models.

KEY ASSUMPTIONS

  - Revenue growth in mid-single digits, driven by more than
190.000 new room openings and low single- digit RevPar growth.

  - Transformation towards the asset-light model with the
monetisation of Orbis and remaining asset-heavy structures.

  - EBITDA margin trending towards 24% over 2019-2022 from 19% in
2018.

  - EUR250 million of capex per year, as per Accor's guidance, in
addition to the estimated EUR225 million marketing plan - to be
spread over four years - being deducted from EBITDA.

  - Use of excess cash for different types of shareholder returns
totalling EUR1.8 billion, spread over four years (this is
exclusively Fitch's forecast assumption).

  - Stable ordinary dividend policy.

RATING SENSITIVITIES

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

  - Successful growth of room numbers under management, including
through well-targeted acquisitions.

  - Convergence between FFO lease-adjusted gross and net leverage
(adjusted for variable leases), sustainably reducing towards 4.0x
(gross) and 2.5x (net), with lease-adjusted net debt /EBITDAR
(adjusted for variable leases) ratio remaining below 3.0x.

  - Lease-adjusted EBITDAR/gross interest plus rents ratio above
2.5x (2018: 3.9x).

  - Sustained positive free cash flow (FCF).

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

  - Negative development of room pipeline and/or cancellation of
management contracts and/or large acquisitions outside Accor's core
activities.

  - FFO-adjusted gross leverage (adjusted for variable leases)
sustainably remaining above 5.0x and lease- adjusted net
debt/EBITDAR (adjusted for variable leases) above 4.0x beyond
2020.

  - Lease-adjusted EBITDAR/gross interest plus rents below 2.0x.

  - Neutral or volatile FCF (post ordinary dividends).

LIQUIDITY AND DEBT STRUCTURE

Strong Liquidity: Accor had EUR2.8 billion readily available cash
at end-2018 following the disposal of AI compared with EUR343
million in short-term debt. The next large debt maturity is in
2021, when the remaining part of the bond not amortised with the
new debt issue is due. Accor reduced its revolving credit facility
to EUR1.2 billion (maturing in 2023) in July 2018 after the
completion of the AI transaction, reflecting lower operational
needs. The EUR600 million senior unsecured notes issued in January
2019 have covered closer maturities and extended the group's debt
maturity profile. In February 2019, Accor established a EUR500
million NEU CP programme to optimise the cost of debt and diversify
sources of short-term financing.

The level of cash left in the business, which Fitch would view as
readily available for debt service instead of being earmarked for
acquisitions or shareholder remuneration, should remain at a
minimum of EUR1 billion, even with the increase in Orbis's
ownership, a share buyback programme or any other excess cash
allocation.

Ring-fenced AI: Accor will continue to own 30% of AI until at least
2023 (currently 35%), but its debt is totally ring-fenced from
Accor's and Accor is not liable for it.


PROMONTORIA MMB: S&P Assigns 'BB+/B' ICRs, Outlook Stable
---------------------------------------------------------
S&P Global Ratings said it assigned its 'BB+/B' issuer credit
ratings (ICRs) to non-operating holding company (NOHC),
France-based Promontoria MMB. The outlook is stable. At the same
time, S&P Global Ratings assigned its 'B' long-term issue rating to
Promontoria's proposed Additional Tier 1 (AT1) notes. The rating is
subject to our review of the notes' final documentation.

Promontoria MMB is the non-operating holding company of the
prudentially regulated financial institutions My Money Bank (MMB;
BBB-/Stable/A-3); and My Partner Bank (MPB; not rated) formerly
Banque Espirito Santo et de la Venetie S.A that Promontoria MMB
acquired at the end of 2018. Our analysis covers the consolidated
perimeter, including MPB. The group credit profile (GCP) and the
group stand-alone credit profile (group SACP) both stand at 'bbb-'.
S&P said, "We assigned our 'BB+' long-term ICR to Promontoria MMB,
one notch below the GCP, in line with our treatment for
non-operating holding company of entities when the GCP is in the
investment-grade category. We believe this standard negative
adjustment of one notch fully captures the NOHC's creditworthiness
relative to that of its operating entities."

S&P said, "The 'B' issue-level rating on the AT1 notes reflects our
analysis of the proposed instrument. We believe that the group SACP
better reflects Promontoria MMB's ability to meet its commitments
on its hybrid debt, and is more consistent with the group profile
in the investment-grade category."

Consequently, the issue-level rating stands five notches below the
group SACP, as S&P deducts:

-- One notch because the notes are contractually subordinated;

-- Two notches to reflect the discretionary coupon nonpayment and
expected regulatory Tier 1 capital status;

-- One notch because the notes contain a contractual write-down
clause; and

-- One more notch to reflect S&P's view of an increased likelihood
of default because the hybrid is issued by the NOHC, which it
believes relies on dividend flows from the operating entities.

The instrument contains a regulatory capital-based trigger, linked
to a regulatory common equity Tier 1 ratio of 5.125% of the
consolidated group. S&P treats this mandatory trigger as a
"nonviability" trigger and don't apply additional notching to this
instrument.

The proposed issuance is neutral to the ICR on MMB because S&P sees
no material impact on its assessment of the group's capitalization.
S&P already acknowledges high solvency as the main rating strength
for MMB.

The stable outlook on Promontoria MMB is aligned with the outlook
on the group's operating entity, MMB. However, a rating action on
MMB would not necessarily result in similar impact on the ratings
on the NOHC and its AT1 in all scenarios.

S&P said, "We may lower the group SACP and the GCP by one notch in
the next 12-24 months if, contrary to our base-case expectations,
the bank's solvency weakened, with a projected risk-adjusted
capital ratio below our 15% threshold. In this case, we would lower
the ratings on Promontoria MMB by two notches consequent to our
wider standard notching for subordination of prudentially regulated
financial institutions when the GCP is speculative-grade.

"Also, if the group SACP fell by one notch, to the
speculative-grade category, we would typically lower the rating on
the AT1 instrument by two notches, reflecting the combined lower
group SACP and the deduction of two notches for subordination
instead of one in the investment grade category.

"MMB's business model is undergoing substantial changes and our
rating assumes the success of some ongoing initiatives. We
therefore do not expect a positive rating action in the next 12
months. However, beyond then, we might consider a positive
one-notch adjustment if we were to assess that the bank was
outperforming its peer group, particularly in demonstrating
superior profitability thanks to high risk-adjusted margins,
competitive funding, and cautious growth of its loan portfolio.

"By doing so, we would revise the GCP upward one notch while the
group SACP would not change. Such a revision of the GCP would
translate into a one-notch upgrade on Promontoria MMB, but would
have no direct impact on its AT1 issue rating, everything else
equal, because we approach the notes using the group SACP as
starting point."


VERALLIA SA: Moody's Assigns Ba3 CFR, Outlook Positive
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Moody's Investors Service assigned a Ba3 corporate family rating to
French glass packaging producer Verallia S.A. The outlook is
positive.

Concurrently, Moody's has withdrawn all ratings of Horizon Holdings
I S.A.S., including its B1 CFR and B1-PD probability of default
rating.

The rating action concludes the review process that was initiated
on September 26, 2019.

Verallia S.A., formerly Horizon Holdings, parent company of Horizon
Holdings I S.A.S., is the new top entity of Verallia's restricted
group as well as the entity listed on Euronext Paris. Verallia
merged with Horizon Holdings I S.A.S., Horizon Holdings II S.A.S.
and Horizon Intermediate Holdings S.C.A. as part of the group
reorganization completed on October 7, 2019.

"Today's action follows the successful completion of Verallia's IPO
and its corporate reorganization and reflects the group's increased
financial flexibility through access to public equity markets, its
improved liquidity profile following the refinancing of its debt,
as well as the track record of steady growth and improvement in
credit metrics over the last 3 years," says Donatella Maso, a
Moody's Vice President -- Senior Analyst and lead analyst for
Verallia. Prior to the IPO, the ratings on Horizon Holdings I
S.A.S. were strongly positioned in the B1 rating category.

"The positive outlook reflects our expectation that Verallia's
operating performance will remain strong, further reducing leverage
over the next 12 to 18 months supported by positive free cash flow
generation," adds Donatella Maso.

RATINGS RATIONALE

The Ba3 rating reflects the successful completion of the IPO with
(1) the repayment of the EUR350 million PIYC notes issued by
Horizon Parent Holdings S.a r.l., an entity above the Verallia's
restricted group, (2) the corporate reorganisation, and (3) the
refinancing of the group's existing debt.

Despite the overall transaction is broadly leverage neutral for
Verallia, it is credit positive because (1) it increases the
group's financial flexibility through access to public equity
markets, and (2) it improves its liquidity profile by extending the
group's debt maturity profile (which prior to these transactions
had a debt maturity wall in 2022), by reducing the group's annual
interest burden approximately by EUR20 million, and by increasing
the size of the revolving facility from EUR325 million to EUR500
million. In addition, Moody's views the transaction as credit
positive as it has simplified the group structure and removed the
overhang that the PIYC debt at the holding company level
represented for Verallia.

Pro forma for the IPO, Moody's expects that Verallia's gross
leverage (as adjusted by Moody's mainly for non-recourse factoring
and pension liabilities) will reach 4.2x by year end 2019,
improving from 4.6x in 2018. Moody's anticipates further gradual
de-leveraging over the next 12 to 18 months towards 4.0x based on
the rating agency's expectation of continued revenue and EBITDA
growth, owing to price increases, strong demand in Europe, and
ongoing cost reduction initiatives. These favourable dynamics could
mitigate input cost inflation, currency movements and political
uncertainty in Latin America, as well as potential disruption from
regulatory actions (e.g. US tariffs on still wines from France and
Spain).

The Ba3 rating positively reflects (1) the company's stable
business environment and meaningful scale as the third largest
glass container manufacturer globally and the largest in Europe in
a relatively consolidated industry; (2) its long-standing customer
relationships, supported by Verallia's track record of being
perceived as a high-quality and reliable supplier; and (3) the high
profitability levels, from its exposure to resilient end-markets,
no material customer concentration, its ability to pass on volatile
input costs, although with some lags, and targeted operational
improvements.

However, the Ba3 rating remains constrained by (1) Verallia's
exposure to low-growth end markets with a degree of pricing
pressure, partly mitigated by the company's focus on the
higher-margin wine/sparkling wine and spirits segments; (2) the
risk of at least temporary margin compression, should input cost
inflation not be managed carefully; and (3) its exposure to
currency and political headwinds because of its presence in some
emerging markets such as Latin America and Russia.

Moody's would like to draw attention to certain governance
considerations with respect to Verallia. Although the main
shareholder post IPO will remain private equity firm Apollo with an
equity stake of around 57%, Verallia will benefit from the
additional transparency associated with becoming a publicly listed
company, as well as the expectation of operating under a more
predictable and stable financial policy (including an annual
dividend payout ratio equal to or exceeding 40% of consolidated net
income, with an annual floor of EUR100 million, and a mid-term
unadjusted financial leverage target between 2x and 3x, with 2.7x
expected at the end of 2019).

LIQUIDITY

Verallia's liquidity profile is considered good as it is supported
by (1) EUR160 million of balance-sheet cash at close; (2) the new
undrawn EUR500 million revolving credit facility (RCF) due 2024;
and (3) no major debt maturities before 2024 when the new EUR1,500
term loan matures. The EUR400 million commercial paper program due
2020 (current utilisation of EUR192 million) is expected to be
rolled over. The company has also access to EUR450 million
factoring facilities, of which around EUR381 million was drawn as
of June 30, 2019. Moody's expects the company to remain free cash
flow positive (after interest, working capital, capex and
dividends) although dividend payments of at least EUR100 million
will more than offset the benefits from the reduced interest
burden.

In addition, there is a net leverage covenant of 5.0x in the
facilities agreement, which is tested semi-annually, under which
Moody's expects the company to retain sufficient headroom.

RATIONALE FOR POSITIVE OUTLOOK

The positive outlook reflects Moody's expectation that Verallia
will continue to grow its revenue and EBITDA over the next 12 to 18
months owing to volume and price increases and continued focus on
cost control, maintaining its profitability and gradual
deleveraging towards 4.0x. The positive outlook assumes that the
company will continue to generate positive free cash flow (after
interest, capex and dividends) of around EUR100 million per annum.

WHAT COULD CHANGE THE RATING UP/DOWN

Further upward pressure on the rating could materialise if (1)
Verallia sustains its EBITDA margins above 20%; (2) it develops a
track record of operating under its well defined leverage policy of
2.0x-3.0x, which translates into a Moody's-adjusted debt/EBITDA
ratio sustainably below 4.0x; and (3) its ratio of free cash flow
(after interest, capex and dividends) to debt is sustained well
above 5%.

Negative pressure on the rating could build if (1) Verallia's
profitability weakens; (2) its Moody's-adjusted debt/EBITDA ratio
increases above 4.75x; and (3) the company's free cash flow and
liquidity profile deteriorate. More aggressive financial policies,
evidenced for example by debt-funded acquisitions, rising
Moody's-adjusted debt or more shareholder-friendly actions, could
also pressure the rating.

LIST OF AFFECTED RATINGS

Assignments:

Issuer: Verallia S.A.

LT Corporate Family Rating, Assigned Ba3

Withdrawals:

Issuer: Horizon Holdings I S.A.S.

LT Corporate Family Rating, Withdrawn, previously rated B1 placed
on review for upgrade

Probability of Default Rating, Withdrawn, previously rated B1-PD
placed on review for upgrade

Outlook Actions:

Issuer: Verallia S.A.

Outlook, Assigned Positive

Issuer: Horizon Holdings I S.A.S.

Outlook, Changed to Rating Withdrawn from Rating Under Review

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Packaging
Manufacturers: Metal, Glass, and Plastic Containers published in
May 2018.

COMPANY PROFILE

Headquartered in France, Verallia is a global leading producer of
glass containers for the food and beverage industry. Verallia
operates 32 manufacturing plants, with 57 furnaces and 13 product
development centres in 11 countries, employing around 10,000
people. For the last twelve months ended June 30, 2019, Verallia
generated revenues of EUR2.5 billion and EBITDA of EUR548 million
(as adjusted by Moody's).

The company is listed on Euronext Paris since October 4, 2019 with
a market capitalization of EUR3.2 billion. Majority shareholder is
the private equity firm Apollo with a 57% stake while the free
float is around 18%.




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I R E L A N D
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ARBOUR CLO: Fitch Raises Rating on EUR12.13MM Class F Debt to BB-
-----------------------------------------------------------------
Fitch Ratings upgraded six tranches of Arbour CLO DAC and affirmed
the rest. The transaction is a structured finance collateralised
loan obligation.

KEY RATING DRIVERS

Shorter Transaction Tenor

The upgrade is driven by a shorter transaction tenor and the
performance of the transaction being in line with Fitch's
expectations. The manager may still reinvest unscheduled principal
proceeds and sale proceeds from credit-improved and credit-impaired
obligations if the weighted average life (WAL) test is satisfied.
The WAL test has not been satisfied since March 2018 and currently
stands at 4.51 versus a maximum covenant of 4.13.

'B' Portfolio Credit Quality

Fitch places the average credit quality of obligors in the 'B'
range. The Fitch-weighted average rating factor (WARF) of the
current portfolio is 32.89, below the maximum covenant WARF of 34.

High Recovery Expectations

Senior secured obligations represent 95.8% of the portfolio. Fitch
views the recovery prospects for these assets as more favourable
than for second-lien, unsecured and mezzanine assets. The
Fitch-weighted average recovery rate of the current portfolio is
65.96%, above a minimum covenant of 61.6%.

Diversified Asset Portfolio

The transaction also includes limits on the maximum industry
exposure based on Fitch's industry definitions. The exposure to the
three-largest Fitch-defined industries in the portfolio is
currently 31.75%, below a maximum covenant of 50%.

Portfolio Management

The transaction is governed by collateral quality and portfolio
profile tests, which limit potential adverse selection by the
manager. These limitations are based, among others, on Fitch
ratings and recovery ratings.

Cash Flow Analysis

Fitch used a customised proprietary cash flow model to replicate
the principal and interest waterfalls and the various structural
features of the transaction, and to assess their effectiveness,
including the structural protection provided by excess spread
diverted through the par value and interest coverage tests.

Portfolio Performance and Surveillance

All of Fitch's coverage tests, quality tests and portfolio profile
tests are in compliance except the WAL test and obligor
concentration. The highest single obligor other than senior secured
bonds and loans is 1.8% versus a maximum covenant of 1.5%

RATING SENSITIVITIES

A 125% default multiplier applied to the portfolio's mean default
rate, and with this increase added to all rating default levels,
would lead to a downgrade of up to three notches for the rated
notes. A 25% reduction in recovery rates would lead to a downgrade
of up to four notches for the rated notes.

USE OF THIRD-PARTY DUE DILIGENCE PURSUANT TO RULE 17G-10

No third-party due diligence was provided or reviewed in relation
to these rating actions.

The rating actions are as follows:

EUR147.4 million Class A-R: affirmed at 'AAAsf'; Outlook Stable

EUR26.25 million Class B-1-R: upgraded to 'AAAsf' from 'AAsf';
Outlook Stable

EUR19.95 million Class B-2-R: upgraded to 'AAAsf' from 'AAsf';
Outlook Stable

EUR11.25 million Class C-1-R: upgraded to 'AAsf' from 'A+sf';
Outlook Stable

EUR11.25 million Class C-2: upgraded to 'AAsf' from 'A+sf'; Outlook
Stable

EUR10.75million Class D: upgraded to 'A+sf' from 'BBB+sf'; Outlook
Stable

EUR26.68 million Class E: affirmed at 'BB+sf'; Outlook Stable

EUR12.13 million Class F: upgraded to 'BB-sf' from 'B-sf'; Outlook
Stable


CAPITAL FOUR I: Moody's Gives (P)B3 Rating on EUR8.6MM Cl. F Notes
------------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following provisional ratings to notes to be issued by Capital Four
CLO I DAC:

EUR233,300,000 Class A Senior Secured Floating Rate Notes due 2033,
Assigned (P)Aaa (sf)

EUR22,500,000 Class B-1 Senior Secured Floating Rate Notes due
2033, Assigned (P)Aa2 (sf)

EUR15,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2033,
Assigned (P)Aa2 (sf)

EUR25,500,000 Class C Senior Secured Deferrable Floating Rate Notes
due 2033, Assigned (P)A2 (sf)

EUR23,600,000 Class D Senior Secured Deferrable Floating Rate Notes
due 2033, Assigned (P)Baa3 (sf)

EUR19,500,000 Class E Senior Secured Deferrable Floating Rate Notes
due 2033, Assigned (P)Ba3 (sf)

EUR8,600,000 Class F Senior Secured Deferrable Floating Rate Notes
due 2033, Assigned (P)B3 (sf)

Moody's issues provisional ratings in advance of the final sale of
financial instruments, but these ratings only represent Moody's
preliminary credit opinions. Upon a conclusive review of a
transaction and associated documentation, Moody's will endeavour to
assign definitive ratings. A definitive rating (if any) may differ
from a provisional rating.

RATINGS RATIONALE

The rationale for the rating is based on a consideration of the
risks associated with the CLO's portfolio and structure as
described in its methodology.

The Issuer is a managed cash flow CLO. At least 90% of the
portfolio must consist of senior secured obligations and up to 10%
of the portfolio may consist of senior unsecured obligations,
second-lien loans, mezzanine obligations and high yield bonds. The
portfolio is expected to be 90 % ramped as of the closing date and
to comprise of predominantly corporate loans to obligors domiciled
in Western Europe. The remainder of the portfolio will be acquired
during the 6 month ramp-up period in compliance with the portfolio
guidelines.

Capital Four CLO Management K/S will manage the CLO. It will direct
the selection, acquisition and disposition of collateral on behalf
of the Issuer and may engage in trading activity, including
discretionary trading, during the transaction's four and a half
-year reinvestment period. Thereafter, subject to certain
restrictions, purchases are permitted using principal proceeds from
unscheduled principal payments and proceeds from sales of credit
risk obligations or credit improved obligations.

The transaction incorporates interest and par coverage tests which,
if triggered, divert interest and principal proceeds to pay down
the notes in order of seniority.

Methodology underlying the rating action:

The principal methodology used in these ratings was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
March 2019.

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

The rated notes' performance is subject to uncertainty. The notes'
performance is sensitive to the performance of the underlying
portfolio, which in turn depends on economic and credit conditions
that may change. The collateral manager's investment decisions and
management of the transaction will also affect the notes'
performance.

Moody's modeled the transaction using a cash flow model based on
the Binomial Expansion Technique, as described in Section 2.3 of
the "Moody's Global Approach to Rating Collateralized Loan
Obligations" rating methodology published in March 2019.

Moody's used the following base-case modeling assumptions:

Par Amount: EUR 375,000,000

Diversity Score: 47

Weighted Average Rating Factor (WARF): 3000

Weighted Average Spread (WAS): 3.8%

Weighted Average Coupon (WAC): 4.5%

Weighted Average Recovery Rate (WARR): 45%

Weighted Average Life (WAL): 8.5 years

Moody's has addressed the potential exposure to obligors domiciled
in countries with local currency ceiling of A1 or below. As per the
portfolio constraints and eligibility criteria, exposures to
countries with LCC of A1 to A3 cannot exceed 10% and obligors
cannot be domiciled in countries with LCC below A3.

TIKEHAU BV: Fitch Raises Class F-R Debt Rating to Bsf
-----------------------------------------------------
Fitch Ratings upgraded three tranches of Tikehau CLO B.V. and
affirmed the rest.

Tikehau CLO B.V.

Class A-1R XS1719253558; LT AAAsf Affirmed; previously at AAAsf

Class A-2 XS1247498329;  LT AAAsf Affirmed; previously at AAAsf

Class B-R XS1719254101;  LT AA+sf Affirmed; previously at AA+sf

Class C-R XS1719254879;  LT A+sf Upgrade;   previously at Asf

Class D-R XS1719255330;  LT BBB+sf Upgrade; previously at BBBsf

Class E-R XS1719255926;  LT BBsf Affirmed;  previously at BBsf

Class F-R XS1719256148;  LT Bsf Upgrade;    previously at B-sf

TRANSACTION SUMMARY

The transaction is a structured finance collateralised loan
obligation (SF CLO).

KEY RATING DRIVERS

Shorter Transaction Tenor

The upgrade is driven by a shorter transaction tenor and the
performance of the transaction being in line with Fitch's
expectations. All of Fitch's coverage tests and portfolio profile
tests are in compliance and the transaction is out of its
reinvestment period

'B-'/'B' Portfolio Credit Quality

Fitch places the average credit quality of obligors in the 'B-'/'B'
range. The Fitch-weighted average rating factor (WARF) of the
current portfolio is 33.14, below a maximum covenant WARF of 34.5.

High Recovery Expectations

Senior secured obligations represent 98.3% of the portfolio. Fitch
views the recovery prospects for these assets as more favourable
than for second-lien, unsecured and mezzanine assets. The
Fitch-weighted average recovery rate of the current portfolio is
65.15%, above a minimum covenant of 62.5%.

Diversified Asset Portfolio

The transaction allows for the manager to choose between two
matrices - one for a top 10 obligor limit at 20% and lower, and
another for a top 10 limit at 26.5% and higher. Additionally, the
manager will be allowed to choose a point in between and
interpolate the WARRs from the two matrices to be used for the WARR
test. The current top 10 obligor concentration is 17.2 % versus a
maximum covenant of 20% .

Portfolio Management

The transaction is governed by collateral quality and portfolio
profile tests, which limit potential adverse selection by the
manager. These limitations are based, among others, on Fitch
ratings and recovery ratings.

Cash Flow Analysis

Fitch used a customised proprietary cash flow model to replicate
the principal and interest waterfalls and the various structural
features of the transaction, and to assess their effectiveness,
including the structural protection provided by excess spread
diverted through the par value and interest coverage tests.

RATING SENSITIVITIES

A 125% default multiplier applied to the portfolio's mean default
rate, and with this increase added to all rating default levels,
would lead to a downgrade of up to three notches for the rated
notes. A 25% reduction in recovery rates would lead to a downgrade
of up to four notches for the rated notes.

USE OF THIRD PARTY DUE DILIGENCE PURSUANT TO SEC RULE 17G -10

No third-party due diligence was provided or reviewed in relation
to these rating actions.

DATA ADEQUACY

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

The majority of the underlying assets have ratings or credit
opinions from Fitch and/or other Nationally Recognised Statistical
Rating Organisations and/or European Securities and Markets
Authority-registered rating agencies. Fitch has relied on the
practices of the relevant Fitch groups and/or other rating agencies
to assess the asset portfolio information.

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



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

MONTE DEI PASCHI: Italy Wants to Shield Bank From Bad Loan Losses
-----------------------------------------------------------------
Valentina Za and Stefano Bernabei at Reuters report that Italy
wants to shield Banca Monte dei Paschi from bad loan losses as it
prepares the bailed-out bank for a sale, but faces resistance from
European Union competition authorities, two sources close to the
matter said.

According to Reuters, Italy's Treasury has a year-end deadline to
present an outline of its strategy for getting out of the world's
oldest bank, which was at the forefront of Italy's banking crisis
until a 2017 state bailout was cleared by Brussels.

Under the terms of the bailout, Rome agreed to a tough
restructuring plan for Monte dei Paschi and committed to
liquidating its 68% stake in the bank by the end of 2021, Reuters
discloses.

But despite disposing of around EUR30 billion in bad loans in
recent years, the Tuscan bank still held EUR16 billion in soured
debt at the end of June, or 16% of total loans, Reuters notes.

This stands in the way of a merger with a rival, several sources
familiar with the matter have said, and complicates the Treasury's
re-privatization efforts, with the bank's future central to the
consolidation expected to kick off next year among Italy's
second-tier lenders, which need to cut costs, Reuters states.

Sources have told Reuters the Treasury wants to lower the impaired
debt ratio to 5% by spinning off some 10 billion euros in problem
loans that would be merged with the assets of Treasury-owned bad
loan manager AMCO.

The proposal entails Monte dei Paschi transferring the loans to
AMCO without changes in their accounting value under a 'common
control transaction', given that the Treasury controls both
entities, Reuters relays, citing four sources familiar with the
plan.

However, two of the sources said the EU Commission's initial
reaction had not been positive, which could delay the latest
clean-up to the first half of 2020, according to Reuters.

The proposed scheme shields Monte dei Paschi from writedowns thanks
to an accounting arrangement, often used by private companies,
whereby the loss would be booked by the Treasury and other
shareholders in the bank, Reuters says.

According to Reuters, one of the sources said a sale would imply a
EUR1.5 billion loss for Monte dei Paschi, hurting the bank's
minority shareholders but not the Treasury, which would benefit
from the lower transfer price since its controls 100% of AMCO.

The source, as cited by Reuters, said the Treasury fears this could
expose it to possible lawsuits from Monte dei Paschi's minority
shareholders, leaving the transfer at book value as the only
option.

               About Banca Monte dei Paschi di Siena

Banca Monte dei Paschi di Siena SpA -- http://www.mps.it/-- is an
Italy-based company engaged in the banking sector.  It provides
traditional banking services, asset management and private banking,
including life insurance, pension funds and investment trusts.  In
addition, it offers investment banking, including project finance,
merchant banking and financial advisory services.  The Company
comprises more than 3,000 branches, and a structure of channels of
distribution.  Banca Monte dei Paschi di Siena Group has
subsidiaries located throughout Italy, Europe, America, Asia and
North Africa.  It has numerous subsidiaries, including Mps Sim SpA,
MPS Capital Services Banca per le Imprese SpA, MPS Banca Personale
SpA, Banca Toscana SpA, Monte Paschi Ireland Ltd. and Banca MP
Belgio SpA.

In February 2017, Italy's lower house of parliament approved a
government bid to increase public debt by up to EUR20 billion
(about US$21.3 billion) to fund a rescue package for Monte dei
Paschi di Siena (MPS) and other ailing banks.  The move comes after
the European Union approved in December 2016 the Italian
government's move to rescue MPS, the country's third-largest lender
and the world's oldest bank.




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

VODAFONEZIGGO GROUP: Fitch Gives B-(EXP) to New Vendor Notes
------------------------------------------------------------
Fitch Ratings assigned VodafoneZiggo Group BV's (VZ; B+/ Stable)
proposed issue of vendor financing notes an expected rating of
'B-(EXP)'/'RR6'. The notes are to be issued by VZ Vendor Financing
B.V.

The assignment of the final ratings is contingent on the receipt of
final documents conforming to information already reviewed.

The rating of VFNs takes into account the obligor structure and
ranking of the notes in VZ's capital structure. The structure
provides that the VFNs are subordinated to VZ's secured debt but
rank above VZ's unsecured notes. Its recovery analysis suggests
that despite a layer of unsecured debt ranking beneath the VFNs the
amount of senior secured debt makes it unlikely that any recovery
value would remain once secured creditor claims have been met.

The ratings of VZ are constrained by the high leverage tolerated by
the shareholder's leverage policy. Positively the company has a
solid operating profile, which reflects a strong convergent
position in the Dutch telecoms market, and generates good cash
flows as reflected in low double-digit free cash flow (FCF)
margins.

Fitch expects funds from operations (FFO) lease adjusted net
leverage to remain close to its downgrade threshold of 6.0x.
Operating and financial visibility is deemed good, allowing a
tolerance of leverage close to downgrade metrics.

Convergence is proving important for the Dutch telecom market with
both VZ and the incumbent reporting increasing convergent
penetration. Fitch expects an improving telecoms market after a
period of significant regulatory pressure in mobile and competition
in fixed line. Market consolidation is also expected to help ease
these pressures over the medium term although Fitch continues to
view the environment as competitive.

KEY RATING DRIVERS

VF Notes Instrument Rating: The obligors of the VF notes (apart
from the parent, VZ) are subsidiaries of the obligors of the
unsecured debt. This means the unsecured notes are structurally
subordinated to the VF notes. Its recovery analysis assumes that
most value will be recovered based on the business being a going
concern by applying a 20% discount to the last 12-month EBITDA to
June 2019 and a distressed enterprise value (EV) multiple of 6x.
These assumptions are typical in its approach to recoveries for the
cable sector. Bespoke analysis implies a recovery of 87% for
secured debt, leaving no recoveries for the VF notes or unsecured
debt despite the VF notes ranking ahead of unsecured debt. The VF
notes are therefore rated 'B-(EXP)''/RR6'.

Incumbent- Like Qualities: The Dutch cable market is one of
Europe's most entrenched markets where VZ exhibits strong incumbent
telecom-like qualities. It is effectively the incumbent in pay-TV
and broadband, and following the creation of the fixed-mobile joint
venture in 2016 it enjoys a strong challenger position in mobile
and convergent services. VZ continues to lose basic video
subscribers but nevertheless enjoys a 50% - 55% market share in
pay-TV. Management has a good track record of merging businesses
and delivering synergies. Margin expansion since the merger (2018
EBITDA margin improved by 1.5 pp) underlines this view.

Importance of a Convergent Offer: Fitch views the Netherlands as an
evolved convergent market with both KPN and VZ reporting good
traction for fixed-mobile take-up. The incumbent has invested
heavily in fibre and IPTV, recognising the importance of matching
the cable sector's bandwidth capability and that content is an
important part of the retail offer. At end-2018 KPN had passed 2.36
million or 30% of Dutch households with fibre to the home (FTTH),
targeting a further one million homes or more than 40% of
households by 2021. KPN reported 46% of broadband access had
converged at end-2018 versus VZ's reported 32%, underlining demand
from consumers.

High Leverage Anchors Rating: Despite difficult trading conditions
and the significant task of integration VZ continues to deliver
strong cash flow with a low double-digit (pre-shareholder payment)
FCF margin over the past couple of years. Fitch expects this FCF
margin to be maintained as synergy benefits build and capital
intensity eases modestly. Despite its organic deleveraging capacity
Fitch expects management to keep leverage somewhat high: its rating
case forecasts FFO lease adjusted net leverage to remain in the
high 5x versus its downgrade threshold of 6x. An operating profile
supportive of a higher rating is offset by high financial
leverage.

Regulated Cable Access: Dutch competition authority, ACM, is
currently in the process of imposing regulated wholesale access to
the country's cable infrastructure, having deemed VZ along with the
incumbent to have significant market power (SMP). While VZ is
resisting ACM's ruling, Fitch believes that wholesale access will
ultimately be forced upon the cable company. Experience / precedent
in the Belgian market where cable has already been opened to
regulated access shows that introduction of this kind of regulation
takes time.

While it is possible regulation will put renewed pressure on VZ's
fixed-line revenue, this is in its view unlikely within the next
two years while a formal regulatory structure is being finalised
and legislated. In the meantime VZ has time to strengthen its
convergent position, and that once wholesale access is agreed it
can partly offset lost retail revenue with high-margin wholesale
access fees.

DERIVATION SUMMARY

VZ's ratings are supported by a solid operating profile, backed by
a strong convergent position following formation of the JV and an
eventual easing in competitive conditions, with the latter helped
by a four-to-three player consolidation of the mobile market. The
cable business is stabilising and supported by a strong B2B
segment. Its mobile operations remain under pressure but are
starting to see recovery in consumer mobile as regulatory impact
gradually fade s away.

The company's closest peers, operationally - Virgin Media Inc. and
Telenet N.V. (both BB-/Stable) - offer similar characteristics in
business and market potential, but deliver better financial
metrics, especially leverage. VZ's flat revenue outlook and
forecast leverage of around 5.7x by 2022 places the company more
consistently at the 'B+' rating. VZ has the scale and operating
potential to support a rating of 'BB-'. Fitch nonetheless expects
cash returns to shareholders to be paid at the high end of
management's guidance and that leverage will remain in line with a
'B+' rating.

KEY ASSUMPTIONS

Fitch's Key Assumptions within its Rating Case for the Issuer

  - Revenue to stabilise and start growing from 2020

  - Adjusted EBITDA margin to improve 0.6pp-0.8pp in 2019-2021,
reflecting the delivery of synergies. The value includes
shareholder recharges of around EUR228 million

  - 27% of shareholder recharges written back to FFO, reflecting
their capex nature

  - Capex at around 21.5% of sales p.a. in 2019-2022, including
EUR60 million capex -related shareholder

recharges

  - Shareholder payments of EUR550 million per year in 2019-2022

RATING SENSITIVITIES

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

  -  FFO adjusted net leverage sustainably below 5.2x (5.9x at
end-2018), with strong and stable FCF generation, reflecting a
stable competitive and regulatory environment

  - Evidence that the announced wholesale access by regulation to
the cable networks is not likely to have an accelerated or dramatic
impact on VZ's cable operations

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

  - FFO adjusted net leverage that is expected to remain above 6.0x
on a consistent basis

  - Further intensification of competitive pressures and inability
to show recovery in operational performance

LIQUIDITY AND DEBT STRUCTURE

Sound Liquidity: At June-2019 the company reported cash balance of
EUR342 million and a fully undrawn credit facility of EUR800
million, whose tenor has recently been extended to 2026. In
addition, the business generates strong FCF of around EUR450
million - EUR550 million each year. Fitch expects VZ to keep its
cash at low levels, as the JV shareholders have a track record of
upstreaming excess cash to the parents.




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

INTERPROMBANK: Moody's Reviews Caa1 Deposit Rating for Downgrade
----------------------------------------------------------------
Moody's Investors Service extended its review for downgrade on the
long-term ratings of Interprombank, JSCB (Interprombank), initiated
on July 24, 2019. Moody's also affirmed the bank's ca Baseline
Credit Assessment and Adjusted BCA, Not Prime short-term deposit
ratings, Not Prime(cr) short-term Counterparty Risk Assessment, and
Not Prime short-term Counterparty Risk Ratings.

RATINGS RATIONALE

The extension of the review of the bank's ratings reflects
continued uncertainty about the extent of the bank's asset
impairment and liquidity position. The focus of the review will be
on governance considerations, specifically: (1) related-party
lending affecting the performance of the bank's corporate loan
book, which, in Moody's view, mainly includes loans to companies
controlled by bank's previous shareholder, and (2) the developments
surrounding a governance-related court claim for about RUB3.5
billion recently filed in Russia. During the review, Moody's will
also focus on the future development of the bank's deposit base,
that contracted by about 25% between June and October 2019 before
more recently stabilizing.

While there has been some credit deterioration since Moody's
initiated its review, risks for depositors and senior creditors are
somewhat offset by the structure of the bank's balance sheet with a
large volume of equity and subordinated debt. In addition, the
rating agency takes into account potential support that the bank
might receive from its shareholders. According to the bank's IFRS
report as of June 30, 2019, equity and subordinated debt accounted
for around 44% of the bank's total assets, offering some protection
for senior creditors and depositors in case of the bank's failure.
In addition, a large share of depositors, being from related
parties, could be converted into equity to address the bank's
solvency problems, in case of need. These considerations explain
Moody's current positioning of the bank's Caa1 long-term ratings
three notches above the bank's adjusted BCA of ca.

WHAT COULD MOVE THE RATINGS UP/DOWN

Various actions undertaken by the bank's shareholders and
management aimed at improving the bank's liquidity and solvency
could lead to upgrade of the bank's BCA and the confirmation of the
long-term ratings. The bank's long-term ratings and its BCA could
be also upgraded in the event of a significant improvement in
liquidity and asset risk, or a successful resolution of the
litigation it faces.

Interprombank's ratings may be downgraded should the bank fail to
stabilize liquidity and solvency, were not able to resolve its
litigation favourably, or face adverse regulatory action leading to
its closure or inability to service its liabilities on a timely
basis.

LIST OF AFFECTED RATINGS

Issuer: Interprombank, JSCB

Extended Review for Downgrade:

Long-term Counterparty Risk Assessment, currently Caa1(cr)

Long-term Counterparty Risk Ratings, currently Caa1

Long-term Bank Deposit Ratings, currently Caa1, Outlook
  remains Rating under Review

Affirmations:

Baseline Credit Assessment, Affirmed ca

Adjusted Baseline Credit Assessment, Affirmed ca

Short-term Counterparty Risk Assessment, Affirmed NP(cr)

Short-term Counterparty Risk Ratings, Affirmed NP

Short-term Bank Deposit Ratings, Affirmed NP

Outlook Action:

Outlook remains Rating under Review

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Banks published
in August 2018.


MOSCOW MORTGAGE: Moody's Affirms Ba3 LT Deposit Ratings
-------------------------------------------------------
Moody's Investors Service affirmed Ba3 long-term local and foreign
currency deposit ratings of Moscow Mortgage Agency. The outlook on
the long-term deposit ratings, as well as the issuer outlook
remains stable. Moody's also affirmed the bank's Baseline Credit
Assessment and Adjusted BCA of b1, its long-term Counterparty Risk
Assessment of Ba2(cr) and long-term local and foreign currency
Counterparty Risk Ratings of Ba2. MMA's short-term CR Assessment of
Not Prime(cr), as well as its short-term deposit ratings and
short-term CRRs of Not Prime were also affirmed.

RATINGS RATIONALE

Moody's affirmation of MMA's ratings with a stable outlook reflects
the bank's robust capital adequacy (tangible common equity at 38.2%
of risk-weighted assets as of July 1, 2019), its large liquidity
buffer (almost 60% of tangible assets) that mainly consists of
Russian liquid fixed-income securities and a moderate probability
of support from the bank's 100% shareholder, the City of Moscow
(Baa3 stable).

At the same time, the bank's ratings remain constrained by social
risk considerations, which result from the bank's business model
being closely linked to the city government's policy objectives.
This potentially exposes the bank's business to changes in the
strategic priorities of the city government. In particular, the
MMA's currently strong profitability metrics and funding profile
strongly depend on the continuity of the government's policy.
Moody's does not have any particular governance concern for MMA,
and does not apply any corporate behavior adjustment to the bank.

The nature of MMA's niche market model additionally results in low
business diversification, as it drives concentration in one region
(Moscow) and one broad segment (real estate). These concentration
risks have materialized in the weak quality of the bank's loan
book: problem loans amounted to a high 43% of gross loans as of
July 1, 2019, but were fully covered with loan loss reserves.

MODERATE PUBLIC SUPPORT

The one-notch uplift of MMA's Ba3 deposit ratings above its b1 BCA
results from Moody's view of a moderate probability of support from
the City of Moscow (Baa3 stable). This assessment reflects the city
government's 100% ownership of the bank, the presence of Moscow
government officials on its supervisory board and MMA's strategic
goals being established by the Moscow government and aligned with
the latter's strategic and social objectives. At the same time, the
bank's small size relative to the scale of the city government's
projects is a limitation on its strategic fit.

WHAT COULD MOVE THE RATINGS UP / DOWN

An upgrade of MMA's ratings could only materialise in the event of
a significant diversification of the bank's business, accompanied
by sustainable strong financial fundamental.

Any indication of a lower probability of support from the city
could result in a downgrade of the bank's long-term deposit
ratings. MMA's BCA and deposit ratings could also be downgraded in
case of a prolonged deterioration in the bank's capital levels,
profitability or liquidity profile.

Issuer: Moscow Mortgage Agency

Affirmations:

Adjusted Baseline Credit Assessment, Affirmed b1

Baseline Credit Assessment, Affirmed b1

Long-term Counterparty Risk Assessment, Affirmed Ba2(cr)

Short-term Counterparty Risk Assessment, Affirmed NP(cr)

Long-term Counterparty Risk Ratings, Affirmed Ba2

Short-term Counterparty Risk Ratings, Affirmed NP

Long-term Bank Deposit Ratings, Affirmed Ba3, Outlook Remains
Stable

Short-term Bank Deposit Ratings, Affirmed NP

Outlook Action:

Outlook, Remains Stable

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Banks published
in August 2018.



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

CASHEURONET UK: Enters Administration, Customers Face Uncertainty
-----------------------------------------------------------------
Sean Farrell and Rupert Jones at The Guardian report that
CashEuroNet UK, the UK's biggest payday lender, has collapsed into
administration, leaving more than a million customers facing
financial uncertainty.

According to The Guardian, CashEuroNet UK, which operates the
QuickQuid and On Stride brands, has stopped lending after
accountancy firm Grant Thornton was appointed as its administrator.


Enova, the Chicago-based owner of the business, had decided to quit
the UK after failing to reach agreement with the UK's financial
ombudsman over how many customers it should compensate over past
loans, The Guardian discloses.

CashEuroNet UK accounts for up to 25% of the UK payday loans
market, The Guardian states.  While CashEuroNet UK's total customer
numbers are not disclosed, the QuickQuid website claims to have
served "1.4 million customers and counting", The Guardian notes.

Payday lenders have been hit by a sharp rise in claims from
customers who say they have been mis-sold loans they cannot afford,
The Guardian relays.

Grant Thornton, as cited by The Guardian, said after it was
appointed on Oct. 25 there would be no new lending by the business
and that customers should continue to make payments as usual.

"The joint administrators are working closely with the Financial
Conduct Authority, supporting the company's creditors and customers
where possible," The Guardian quotes Grant Thornton as saying.

Your Lawyers, a law firm specializing in compensation cases, said
an estimated 10,000 complaints against QuickQuid were outstanding
and that, potentially, around 6,000 of those would be likely to
have had their complaints upheld, according to The Guardian.  It
said these people may now end up out of pocket, The Guardian
notes.


DECO 11 - UK CONDUIT 3: S&P Cuts Class A-1A Notes Rating to 'CC'
----------------------------------------------------------------
S&P Global Ratings lowered to 'CC (sf)' from 'B+ (sf)' its credit
rating on DECO 11 - UK Conduit 3 PLC's class A-1A notes. At the
same time, S&P has affirmed its 'D (sf)' ratings on the class A-1B,
A-2, B, C, D, E, and F notes.

Rating Rationale

Following a special notice (dated Aug. 21, 2019), it has been
confirmed that the existing standstill agreement for the Mapeley
Gamma loan (the largest remaining loan in the transaction) has been
extended by six months to July 15, 2020 to maximize recoveries
under the loan.

Furthermore, there is little evidence that the two other smaller
loans will repay prior to the legal final maturity date. These two
loans, alone, would not be sufficient to repay the full balance of
the class A-1A notes.

The downgrade of the class A-1A notes reflects the increasing risk
of a payment default due to the legal final maturity being
approximately three months away on Jan. 27, 2020.

Transaction Overview

DECO 11 - UK Conduit 3 is a U.K. multi-loan European CMBS
transaction that closed in December 2006, with notes totaling
GBP444.387 million. The original 17 loans were secured on 56
properties throughout the U.K. As of the last available cash
manager report, three loans remain, with a current securitized loan
balance of GBP269.64 million.

All three remaining loans are in special servicing with the
work-out and asset disposal process continuing.

The Mapeley Gamma loan (83.0% of the pool) is secured against 24
office properties located throughout the U.K. The loan entered
special servicing in October 2016 following a loan-to-value (LTV)
event of default. The loan matured in January 2017.

The Wildmoor Northpoint loan (14.2% of the pool) is secured on a
shopping center in Hull, Yorkshire. The loan entered special
servicing in March 2010 following an LTV event of default. The loan
matured in July 2010.

The CPI Retail Active loan (2.8% of the pool) is secured against a
purpose-built, fully-let shopping center in the town of
Ross-on-Wye, 15 miles from Gloucester and 20 miles from Cheltenham.
The loan entered special servicing in March 2010 following an
interest coverage ratio event of default. The loan matured in July
2011.

Rating Actions

S&P's ratings in this transaction address the timely payment of
interest (payable quarterly in arrears) and the payment of
principal no later than the January 2020 legal final maturity
date.

The full repayment of the class A-1A notes by the legal final
maturity date predominantly relies on the Mapeley Gamma loan
repaying. The two other smaller loans, alone, are not sufficient to
repay the full balance of the class A-1A notes.

S&P said, "Given the extension to the loan's existing standstill
agreement to beyond the transaction's legal final maturity date in
order to maximize loan recoveries through asset sales there is an
increasing risk of a principal payment default. We believe
repayment of this class is highly vulnerable to non-payment and
expect default to be a virtual certainty. Therefore, we have
lowered to 'CC (sf)' from 'B+ (sf)' our rating on the class A-1A
notes in line with our criteria for assigning 'CCC' and 'CC'
category ratings.

"We have also affirmed our 'D (sf)' ratings on the class A-1B, A-2,
B, C, D, E, and F notes as these classes of notes continue to
experience interest shortfalls."


JOHN LEWIS: Seeks to Ease Pressure on Finances Amid Debts Test
--------------------------------------------------------------
Laura Onita at The Telegraph reports that John Lewis and Waitrose
have redoubled efforts to build up a personal finance arm as losses
and GBP2.4 billion debts test the retail institution's strength.

According to The Telegraph, the employee-owned John Lewis
Partnership has been ramping up marketing of loans, foreign
currency and pet and wedding insurance in its department stores and
supermarkets, as well as online, in recent weeks as it seeks new
sources of income to ease the pressure on its own finances.

In May, it also signed a new deal with French insurance firm Covea
to offer overhaul its car insurance and make it more attractive,
The Telegraph relates.


REGIS UK: Cash Flow Issues Prompt Administration
------------------------------------------------
Business Sale reports that Regis UK, which operates the Supercuts
and Regis hairdressing chains, has called in administrators.

According to Business Sale, Deloitte has been appointed to explore
options for the future of the business, which operates 223 salons
across the UK and employs around 1,200 people.

All branches are to remain open during the process while Deloitte's
restructuring experts work on the business' future, Business Sale
discloses.  Industry sources say that they expect a buyer for the
chain to be found, Business Sale notes.

The move to go into administration thwarts a bid by the group's
landlords to overturn Regis' financial restructuring, Business Sale
states.  Last year, the company agreed a Company Voluntary
Arrangement (CVA) with creditors, which would have seen significant
rent cuts at many sites, Business Sale recounts.  Landlords
challenged the proposals in court, Business Sale discloses.

Regis UK's CVA would have seen rent cuts of up to 100% at over 100
of the group's 223 UK stores and concessions, according to Business
Sale.

Landlords have criticized the CVA scheme, claiming it is being used
as a method of cutting rents, Business Sale relays.

Regis, as cited by Business Sale, said its business, which recorded
sales of GBP65 million in 2017, had been hit by a "perfect storm"
of factors, including a decline high-street footfall and higher
wages, which it said contributed to cash flow issues.


SHOP DIRECT: Moody's Reviews B2 CFR for Downgrade on Fiscal Result
------------------------------------------------------------------
Moody's Investors Service placed under review for downgrade the B2
corporate family rating and B1-PD probability of default rating of
UK online department store Shop Direct Limited. Concurrently the
rating agency has placed under review for downgrade the B2 rating
of the GBP550 million November 2022 senior secured notes issued by
the company's subsidiary, Shop Direct Funding plc.

The action follows Shop Direct's announcement of results for the
fiscal year 2019, ended June 30, and the disclosure that the
company is considering its funding options in respect of the higher
than anticipated volume of claims in respect of historic PPI
mis-selling.

Shop Direct increased its provision for customer redress by GBP150
million in the last quarter of fiscal 2019. The company had
previously expected the GBP80 million provision balance at the end
of March would prove sufficient to cover claims submitted by the
end of August, the deadline set by the Financial Conduct Authority
(FCA) in respect of all historic PPI claims against finance
providers.

RATINGS RATIONALE

Moody's decision to place Shop Direct's ratings under review for
downgrade reflects the fact that an increase in debt due to the
higher customer redress costs could result in the company's credit
metrics remaining outside the parameters considered acceptable for
a B2 rating for a prolonged period.

At this stage, pending the company's decision on how to fund the
increased claims, Moody's does not anticipate Shop Direct having
any issues with liquidity in the months ahead. In this regard the
rating agency notes that after the significant spike in PPI claims
across affected companies as the August deadline approached, the
FCA wrote to claims management companies to advise they should
expect claims to take more than six months to be processed, in
contrast to the previously established timescale of less than three
months.

Moody's review of Shop Direct's ratings will focus on the sources
and terms of funding chosen by the company to deal with the
increased customer redress payments, and its impact on the
company's credit profile. During the review the rating agency will
also consider the prospects for Shop Direct's financial performance
in the coming years, the company's ongoing liquidity profile, and
take into consideration the financial policies of the company's
shareholders.

The rating agency believes that Shop Direct's shareholders have
demonstrated a tolerance for high leverage. In addition Moody's
considers the upstreaming of GBP75 million to the company's
immediate parent in the months following the November 2017 bond
refinancing was an aggressive financial policy. However, more
positively in June 2018 the parent (re) injected GBP100 million to
support liquidity in light of the level of PPI claims being
experienced at that time.

WHAT COULD CHANGE THE RATING UP/DOWN

Fully funding an additional GBP150 million cash requirement with
increased debt would result in Shop Direct's Moody's-adjusted
leverage increasing by around 0.6x. On the basis of the rating
agency's current forecasts this would leave Moody's-adjusted
leverage in fiscal 2020 above 8x, the maximum Moody's had
previously signaled as appropriate for the B2 rating category. This
would mean that a B3 CFR would likely be more appropriate. Ongoing
liquidity concerns or a further unexpected increase in the final
value of PPI claims could put more negative pressure on the
ratings.

The CFR could however be confirmed at B2 if the rating agency
believes that Moody's-adjusted leverage can in the future be
sustained at less than 8x and liquidity remains adequate.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Retail Industry
published in May 2018.

COMPANY PROFILE

Shop Direct has a history dating back over 120 years and much of
that included both physical stores and home shopping, via mail
order catalogues printed and distributed twice a year. The company
is a pure-play online retailer, with an integrated retail and
financial services model delivered via two core (digital department
store) brands: Very and Littlewoods.

In its fiscal 2019, the company reported sales of GBP1.99 billion
and EBITDA of GBP271 million. The business has been owned by the
family trusts of entrepreneurs Sir David and Sir Frederick Barclay
since 2002.


TOTO ENERGY: Goes Bust, Halts Trading
-------------------------------------
Jane Bradley at The Scotsman reports that energy supplier Toto
Energy has become the latest small utility firm to cease trading.

The firm's 134,000 domestic customers will be transferred to a
different supplier by regulator Ofgem, The Scotsman discloses.  It
is the seventh supplier to go bust this year, The Scotsman notes.

Customers are advised not to change energy supplier and wait until
their new supplier contacts them, The Scotsman states.

Toto took over customers of defunct Solarplicity just three months
ago, The Scotsman relates.

According to The Scotsman, uSwitch.com energy expert Cordelia
Samson said: "Toto were known to be struggling with customer
service and running their operations efficiently.  They also missed
making their payments for renewable energy this year.  While they
had made improvements, clearly these weren't enough to keep them
afloat."



VIRGIN MEDIA: Moody's Alters Outlook on B1 Debt Rating to Negative
------------------------------------------------------------------
Moody's Investors Service changed the outlook to negative from
stable on Virgin Media Designated Activity Company and Virgin Media
Designated Activity Company II.

RATINGS RATIONALE

"The rating action reflects the change of outlook to negative from
stable for Virgin Media Inc. (VMED)", says Sebastien Cieniewski,
Moody's lead analyst for VMED.

Virgin Media Designated Activity Company and Virgin Media
Designated Activity Company II are the issuers of the Receivables
Financing Notes. The proceeds of the RFNs are used to pay suppliers
for goods and services, and to the extent there are insufficient
trade payables available for the RFN Issuer to fund, notes proceeds
are on-lent from the SPVs to VMED group via unsecured credit
facilities ("the VM Facilities"). While the vendor financing
transaction operates through a rather complex structure, VMED is
ultimately responsible for the payment of coupon and principal on
the RFNs via an irrevocable payment undertaking (IPU) arrangement
and/or an unsecured loan under the VM Facilities.

On September 26, 2019, Moody's changed VMED's outlook to negative
from stable reflecting (1) the high Moody's adjusted leverage ratio
at 5.8x as of the last twelve months (LTM) ending June 30, 2019,
which has been above the trigger of 5.0x set for the Ba3 rating
category for a prolonged period of time (the trigger was changed to
5.0x from 5.5x earlier this year) and (2) the challenging operating
environment which constrains the ability of the company to reduce
leverage from a high level on an organic basis.

Whilst VMED is weakly positioned within the Ba3 rating category
based on leverage while the company is adequately positioned within
the triggers based on CFO/debt, Moody's acknowledged that Liberty
Global plc (Liberty Global, Ba3 Stable), parent of VMED, has
received a total net consideration of around USD11.3 billion from
the sale of its German, certain Central and Eastern European
assets, which closed on July 31, 2019. Shortly after the closing of
the transaction, Liberty Global announced a USD2.5 billion share
buyback. Although it is not clear what the parent intends to do
with the remaining proceeds, Liberty Global could decide to use
some of the proceeds for debt reduction at VMED (its 100% owned
asset, accounting for around 58% of Liberty Global's overall
revenues (from continuing operations as of H1 2019)). Moody's notes
that the company has guided that they will review leverage as part
of broader strategic and budgeting analysis throughout Q4.

The rating also takes into account the following environmental,
social and governance (ESG) considerations. From a corporate
governance perspective, Moody's notes that VMED has historically
operated within a 4.0x to 5.0x net leverage target range as excess
cash flow was up-streamed to its parent. Moody's flags the risk of
further distributions subject to restricted payments limitations.
Moody's notes that this ratio does not take into consideration
vendor financing obligations which have been increasing over time.
As of June 30, 2019, net total leverage (as reported by the
company) was 4.41x or 5.23x including vendor financing
obligations.

STRUCTURAL CONSIDERATIONS

The RFNs have security over both the Receivables and the VM
Facilities. Both of these represent unsecured claims into VMED and
are supported by the key VMED entities (Virgin Media Investment
Holdings Ltd, Virgin Media Senior Investments Limited, Virgin Media
Limited and Virgin Mobile Telecoms Limited), which represent more
than 90% of the company's revenues and assets. Both the Receivables
and the VM Facilities are in particular supported by Virgin Media
Senior Investments Ltd, which sits in a structurally senior
position to the guarantors of the existing unsecured bonds. The B1
ratings on the RFNs therefore reflect the fact that the unsecured
claims related to the RFNs are contractually junior to the existing
Ba3 rated Credit Facilities and Senior Secured Notes, which benefit
from fixed asset security, and structurally senior to the existing
B2 rated Senior Unsecured Notes.

RATING OUTLOOK

The negative outlook reflects Moody's expectation that VMED will
experience continued pressure on revenues over the next 18 months
with limited de-leveraging from a high level.

WHAT COULD MOVE THE RATING UP/ DOWN

While positive pressure on the rating in unlikely in the
short-term, the outlook could be stabilized if (1) operating
performance improves, (2) leverage decreases towards 5.0x through
among others, the use of excess cash for debt prepayment or by way
of an equity injection from the parent. Over time the rating could
be upgraded if VMED's (1) growth returns to healthy levels on a
sustained basis; (2) Moody's-adjusted gross debt/EBITDA falls below
4.0x on a sustained basis; and (3) cash flow generation improves,
such that it achieves a Moody's-adjusted CFO/debt above 20% on a
sustained basis.

Downward rating pressure on the ratings will arise if (1) VMED does
not take effective measures to reduce leverage towards 5.0x in the
short-term; (2) there is a sustained loss of momentum in VMED's
revenue-generating unit (RGU) and ARPU growth, resulting in weak
operating performance in and beyond 2019; and/or (3) VMED's
Moody's-adjusted CFO/debt sustainably deteriorates to below 15%.

LIST OF AFFECTED RATINGS

Affirmations:

Issuer: Virgin Media Designated Activity Company

BACKED Senior Unsecured Regular Bond/Debenture, Affirmed B1

Issuer: Virgin Media Designated Activity Company II

BACKED Senior Unsecured Regular Bond/Debenture, Affirmed B1

Outlook Actions:

Issuer: Virgin Media Designated Activity Company

Outlook, Changed To Negative From Stable

Issuer: Virgin Media Designated Activity Company II

Outlook, Changed To Negative From Stable

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Pay TV
published in December 2018.

COMPANY PROFILE

VMED is a cable communications company, offering broadband
internet, television, mobile telephony and fixed line telephony
services to residential and commercial customers in the UK and in
Ireland. For the last twelve months period ending December 31,
2018, VMED generated GBP5.0 billion in revenue and GBP2.3 billion
in OCF (as defined by VMED).




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

[*] BOND PRICING: For the Week October 21 to October 25, 2019
-------------------------------------------------------------
Issuer                   Coupon    Maturity  Currency  Price
------                   ------    --------  --------  -----
Hema Bondco I BV          6.250    7/15/2022   EUR     73.739
Tereos Finance Groupe     4.125    6/16/2023   EUR     64.436
Hema Bondco II BV         8.500    1/15/2023   EUR     40.886
Pro-Gest SpA              3.250   12/15/2024   EUR     44.007
Jain International Tra    7.125     2/1/2022   USD     29.250
Thomas Cook Group PLC     6.250    6/15/2022   EUR      8.434
Nostrum Oil & Gas Fina    8.000    7/25/2022   USD     48.093
Valaris plc               7.750     2/1/2026   USD     55.874
Teva Pharmaceutical Fi    1.625   10/15/2028   EUR     71.429
Mallinckrodt Internati    4.875    4/15/2020   USD     59.118
Aldesa Financial Servi    7.250     4/1/2021   EUR     44.953
Lecta SA                  6.500     8/1/2023   EUR     40.474
Astaldi SpA               7.125    12/1/2020   EUR     21.155
Petra Diamonds US Trea    7.250     5/1/2022   USD     74.304
Mallinckrodt Internati    5.750     8/1/2022   USD     39.394
Casino Guichard Perrac    1.033                EUR     33.848
Ferroglobe PLC / Globe    9.375     3/1/2022   USD     64.345
Nostrum Oil & Gas Fina    7.000    2/16/2025   USD     52.812
Moby SpA                  7.750    2/15/2023   EUR     30.068
La Financiere Atalian     4.000    5/15/2024   EUR     66.709
AXA SA                    0.075                EUR     73.516
Banque Federative du C    0.368                EUR     73.393
Ageasfinlux SA            0.966                EUR     50.746
Senvion Holding GmbH      3.875   10/25/2022   EUR      7.049
Mallinckrodt Internati    4.750    4/15/2023   USD     31.375
Valaris plc               5.750    10/1/2044   USD     42.700
Neoen SA                  1.875    10/7/2024   EUR     29.886
Valaris plc               8.000    1/31/2024   USD     66.553
Aggregate Holdings SA     5.000    8/10/2021   EUR     69.725
Casino Guichard Perrac    3.992                EUR     53.886
Obrascon Huarte Lain S    4.750    3/15/2022   EUR     66.603
Kirk Beauty One GmbH      8.750    7/15/2023   EUR     73.558
Vallourec SA              2.250    9/30/2024   EUR     65.661
Boparan Finance PLC       4.375    7/15/2021   EUR     56.907
Intralot Capital Luxem    5.250    9/15/2024   EUR     53.874
Valaris plc               5.200    3/15/2025   USD     55.738
Mallinckrodt Internati    5.500    4/15/2025   USD     33.061
Thomas Cook Finance 2     3.875    7/15/2023   EUR      8.500
Pizzaexpress Financing    8.625     8/1/2022   GBP     14.890
Obrascon Huarte Lain S    5.500    3/15/2023   EUR     66.487
BNP Paribas Fortis SA     1.602                EUR     73.885
InterCement Financial     5.750    7/17/2024   USD     74.075
Rallye SA                 4.000     4/2/2021   EUR     25.500
Sudzucker Internationa    2.687                EUR     73.527
BNP Paribas SA            0.504                EUR     61.000
Mitsubishi UFJ Investo    4.088   12/15/2050   EUR     58.196
Mallinckrodt Internati    5.625   10/15/2023   USD     35.068
Officine Maccaferri-Sp    5.750     6/1/2021   EUR     58.003
Boparan Finance PLC       5.500    7/15/2021   GBP     57.013
Rothschild & Co Contin    2.375                USD     65.259
Naviera Armas SA          4.250   11/15/2024   EUR     71.828
Vallourec SA              4.125    10/4/2022   EUR      5.336
Astaldi SpA               4.875    6/21/2024   EUR     15.986
Valaris plc               4.500    10/1/2024   USD     57.019
Genfit                    3.500   10/16/2022   EUR     21.986
Rallye SA                 4.371    1/23/2023   EUR     25.623
Caisse Federale du Cre    0.590                EUR     71.437
Air France-KLM            0.125    3/25/2026   EUR     18.464
AXA SA                    0.450                EUR     74.537
AXA SA                    1.807                USD     74.630
Ferroglobe PLC / Globe    9.375     3/1/2022   USD     64.586
Aryzta AG                 3.500                CHF     75.836
La Financiere Atalian     5.125    5/15/2025   EUR     66.575
Galapagos Holding SA      7.000    6/15/2022   EUR      5.905
Intralot Capital Luxem    6.750    9/15/2021   EUR     72.011
Quadient                  3.375                EUR     56.868
Sydbank A/S               0.638                EUR     72.583
AXA SA                    2.330                USD     74.813
Debenhams PLC             5.250    7/15/2021   GBP     40.265
EA Partners II BV         6.750     6/1/2021   USD     41.333
Cooperativa Muratori &    6.000    2/15/2023   EUR      2.904
Societe Generale SA       2.625                USD     67.480
Lecta SA                  6.375     8/1/2022   EUR     40.736
Distribuidora Internac    1.000    4/28/2021   EUR     74.400
Distribuidora Internac    0.875     4/6/2023   EUR     46.413
EA Partners I BV          6.875    9/28/2020   USD     42.000
Fuerstenberg Capital I    5.625                EUR     74.559
Banco BPM SpA             1.484                EUR     72.775
Scandinavian Airlines     0.625                CHF     37.128
Korian SA                 2.500                EUR     46.853
Abengoa Abenewco 2 Bis    1.500    4/26/2024   EUR
Odea Bank AS              7.625     8/1/2027   USD     73.553
O1 Properties Finance     8.250    9/27/2021   USD     59.500
Privatbank CJSC Via UK   11.000     2/9/2021   USD     19.754
FF Group Finance Luxem    3.250    11/2/2021   CHF     11.437
BNP Paribas SA            2.139                USD     64.945
KCA Deutag UK Finance     9.625     4/1/2023   USD     62.247
Cooperativa Muratori &    6.875     8/1/2022   EUR      2.575
KCA Deutag UK Finance     9.875     4/1/2022   USD     61.912
Rallye SA                 4.000   11/23/2020   CHF     42.673
Jyske Bank A/S            0.266                EUR     73.583
NIBC Bank NV              0.552                EUR     61.892
FF Group Finance Luxem    1.750     7/3/2019   EUR      4.500
HOCHDORF Holding AG       2.500                CHF     46.137
Rallye SA                 5.250     2/1/2022   EUR     25.381
VIEO BV                   6.750     9/7/2020   EUR     42.200
Offshore Drilling Hold    8.375    9/20/2020   USD     28.584
Econocom Group SA/NV      0.500     3/6/2023   EUR      7.067
KCA Deutag UK Finance     7.250    5/15/2021   USD     61.717
Greenyard Fresh NV        3.750   12/22/2021   EUR     55.406
Credit Mutuel Arkea SA    0.216                EUR     67.523
LA Perla Fashion Finan    7.250    3/29/2023   EUR     24.915
Rallye SA                 3.250     2/8/2024   CHF     25.496
Air Berlin PLC            8.250    4/19/2018   EUR      2.341
BAT International Fina    2.250     9/9/2052   GBP     72.589
Grupo Isolux Corsan SA    0.250   12/30/2021   EUR      0.176
Privatbank CJSC Via UK   10.250    1/23/2018   USD     30.640
Top Gun Realisations 7    6.500     7/1/2022   GBP     18.637
Biocartis NV              4.000     5/9/2024   EUR     73.154
HSBC Bank PLC             2.375                USD     74.959
Banco Espirito Santo S    4.000    1/21/2019   EUR     20.279
DOF Subsea AS             8.810    5/22/2020   NOK     65.000
Scholz Holding Gmbh       8.500   12/31/2019   EUR      2.550
Mallinckrodt Internati    4.875    4/15/2020   USD     59.051
Constellation Oil Serv    6.250    11/9/2019   USD      4.000
ADLER Real Estate AG      2.500    7/19/2021   EUR     14.415
Quant AB                  6.000    2/15/2023   EUR     71.493
Transcapitalbank JSC V   10.000    9/18/2020   USD     56.250
Air Berlin PLC            6.750     5/9/2019   EUR      2.531
HSBC Bank PLC             2.500                USD     74.979
Constellation Oil Serv    9.500    11/9/2024   USD     43.543
NIBC Bank NV              2.627                USD     59.562
Bourbon Corp              6.446                EUR      3.057
Agrokor dd                9.875     5/1/2019   EUR     19.569
Petra Diamonds US Trea    7.250     5/1/2022   USD     74.075
Paragon GmbH & Co KGaA    4.500     7/5/2022   EUR     66.305
Pierre & Vacances SA      2.000     4/1/2023   EUR     52.648
Credit Lyonnais SACA      0.680                EUR     64.767
DNB Bank ASA              2.188                USD     62.500
Melin Group/Norway        7.110   10/30/2022   NOK     67.632
Banco Espirito Santo S    4.750    1/15/2018   EUR     26.623
DOF Subsea AS             9.500    3/14/2022   USD     61.918
Nexity SA                 0.125     1/1/2023   EUR     67.330
Hellenic Bank PCL        10.000                EUR     46.569
Lehman Brothers UK Cap    5.125                EUR      7.153
Evan Group PLC            6.000    7/31/2022   EUR     71.111
Grupo Isolux Corsan SA    6.000   12/30/2021   EUR      1.343
Lambay Capital Securit    6.250                GBP      0.794
EOS Imaging SA            6.000    5/31/2023   EUR      6.144
Rallye SA                 3.400    1/31/2022   EUR     25.501
Mitsubishi UFJ Investo    3.834   12/30/2099   EUR      4.654
Espirito Santo Financi    6.875   10/21/2019   EUR      0.112
Claranova SADIR           5.000     7/1/2023   EUR      1.180
Wasps Finance Plc         6.500    5/13/2022   GBP     69.670
UkrLandFarming PLC       10.875    3/26/2018   USD      8.321
Banco Espirito Santo S    2.625     5/8/2017   EUR     25.501
Nostrum Oil & Gas Fina    7.000    2/16/2025   USD     52.707
Bank Otkritie Financia   10.000    4/26/2019   USD      8.126
Rickmers Holding AG       8.875    6/11/2018   EUR      1.597
Avangardco Investments   10.000   10/29/2018   USD      8.000
Immigon Portfolioabbau    6.059                EUR     14.313
Steinhoff Finance Hold    1.250   10/21/2023   EUR     45.618
House of Fraser Fundin    6.553    9/15/2020   GBP      2.635
Nostrum Oil & Gas Fina    8.000    7/25/2022   USD     47.671
Union Fenosa Preferent    1.237                EUR     70.500
Maisons du Monde SA       0.125    12/6/2023   EUR     44.331
La Financiere Atalian     6.625    5/15/2025   GBP     65.717
Nexity SA                 0.250     3/2/2025   EUR     69.881
Societe Generale SA       0.597                EUR     57.760
Verimatrix SA             6.000    6/29/2022   EUR      3.885
DOF Subsea AS             9.590   11/27/2023   NOK     55.541
Allied Irish Banks PLC   12.500    6/25/2035   GBP     71.818
Afren PLC                 6.625    12/9/2020   USD      0.495
Natixis SA                0.300    6/25/2048   USD     42.588
Mallinckrodt Internati    5.500    4/15/2025   USD     32.864
Fuerstenberg Capital E    1.287                EUR     65.000
NTRP Via Interpipe Ltd   10.250     8/2/2017   USD     30.268
CMA CGM SA                5.250    1/15/2025   EUR     65.328
DNB Bank ASA              2.188                USD     62.850
Linas Matkasse Newco A    8.000    10/9/2022   SEK     55.000
Air Berlin PLC            5.625     5/9/2019   CHF      2.456
Barclays Bank PLC         2.313                USD     74.125
Tennor Finance BV         5.750    6/17/2024   EUR     30.636
Alitalia-Societa Aerea    5.250    7/30/2020   EUR      6.507
SLM Solutions Group AG    5.500   10/11/2022   EUR     72.800
InterCement Financial     5.750    7/17/2024   USD     74.159
FIGEAC-AERO               1.125   10/18/2022   EUR     23.868
Melin Group/Norway        9.610    1/30/2023   NOK     72.694
DNB Bank ASA              2.375                USD     63.120
Cirio Holding Luxembou    6.250    2/16/2004   EUR      1.210
Hema Bondco II BV         8.500    1/15/2023   EUR     43.459
HOCHDORF Holding AG       3.500    3/30/2020   CHF     25.000
KCA Deutag UK Finance     9.875     4/1/2022   USD     62.008
Banca Popolare di Vice    9.500    9/29/2025   EUR      0.579
Barclays Bank PLC         2.438                USD     74.871
Mallinckrodt Internati    5.750     8/1/2022   USD     39.379
OSX 3 Leasing BV         13.000    3/20/2015   USD     22.000
Top Gun Realisations 7    8.000     7/1/2023   GBP      0.637
CNP Assurances            2.000                EUR     74.000
Koninklijke Luchtvaart    0.750                CHF     36.600
Virgolino de Oliveira    10.500    1/28/2018   USD      3.501
Abengoa Abenewco 2 Bis    1.500    4/26/2024   USD     10.318
Paragon GmbH & Co KGaA    4.000    4/23/2024   CHF     70.000
Santhera Pharmaceutica    5.000    2/17/2022   CHF     68.371
Yuksel Insaat AS          9.500   11/10/2015   USD      1.000
Bilt Paper BV             9.640                USD      1.000
New World Resources NV    4.000    10/7/2020   EUR      0.504
Hellenic Republic Gove    2.085    7/25/2057   EUR     51.276
Credit Suisse AG          0.987    8/28/2030   USD     71.500
Thomas Cook Group PLC     6.250    6/15/2022   EUR      8.434
Rallye SA                 1.000    10/2/2020   EUR     26.000
Elli Investments Ltd     12.250    6/15/2020   GBP     55.000
Dexia SA                  1.405                EUR      8.113
Europejskie Centrum Od    5.790    4/14/2020   PLN     49.510
Frey                      6.000   11/15/2022   EUR     27.610
Banco Espirito Santo S    7.125   11/28/2023   EUR      0.126
BBVA International Pre    1.670                GBP     64.047
Prime Living AB           7.000   10/19/2020   SEK      5.000
Agrokor dd                9.125     2/1/2020   EUR     19.049
Mallinckrodt Internati    5.625   10/15/2023   USD     34.746
JZ Capital Partners Lt    6.000    7/30/2021   GBP     10.100
Tresu Investment Holdi    5.000    9/29/2022   EUR     41.625
Dexia Credit Local SA     1.326                EUR      7.925
Enertronica SpA           7.000   12/31/2022   EUR     55.600
Capital Raising GmbH      7.500                EUR     58.874
ESFIL-Espirito Santo F    5.250    6/12/2015   EUR      0.059
Russian Federal Bond -    0.250    7/20/2044   RUB     22.870
Portugal Telecom Inter    6.250    7/26/2016   EUR      0.699
Virgolino de Oliveira    11.750     2/9/2022   USD      4.207
BNP Paribas SA            1.636    4/30/2033   USD     66.165
KCA Deutag UK Finance     9.625     4/1/2023   USD     61.800
Alno AG                   8.500    5/14/2018   EUR      6.510
Stichting Afwikkeling    11.250                EUR      1.039
Privatbank CJSC Via UK   10.875    2/28/2018   USD     31.969
Norske Skog ASA          11.750   12/15/2019   EUR     34.793
SSM Holding AB            8.000     5/9/2020   SEK     68.705
OGX Austria GmbH          8.500     6/1/2018   USD      0.001
Top Gun Realisations 7    4.500     7/1/2022   EUR     28.267
Banco Santander SA        1.967                EUR      3.131
CBo Territoria            3.750     7/1/2024   EUR      4.850
EFG International AG      0.791                EUR     39.729
GNB - Cia de Seguros d    3.102                EUR     74.232
HSBC France SA            0.545                EUR     56.500
Agrokor dd                8.875     2/1/2020   USD     19.235
Barclays Bank PLC         1.750                GBP     74.579
WPE International Coop   10.375    9/30/2020   USD      4.429
Lehman Brothers UK Cap    6.900                USD      3.470
Praktiker AG              5.875    2/10/2016   EUR      0.546
New World Resources NV    8.000     4/7/2020   EUR      1.461
KCA Deutag UK Finance     7.250    5/15/2021   USD     61.547
Pizzaexpress Financing    8.625     8/1/2022   GBP     15.730
Cirio Finance Luxembou    7.500    11/3/2002   EUR      3.294
HPI AG                    3.500                EUR      2.750
Deutsche Bank AG/Londo    0.116    6/30/2034   USD     72.834
Banco Espirito Santo S    2.237                EUR      0.389
Kaupthing ehf             7.625    2/28/2015   USD      0.250
LBI ehf                   6.100    8/25/2011   USD      7.875
Havila Shipping ASA       6.270    11/7/2020   NOK     59.221
Lehman Brothers UK Cap    3.875                EUR      7.137
GEWA 5 to 1 GmbH & Co     6.500    3/24/2018   EUR      5.000
Abengoa Abenewco 2 Bis    1.500    4/26/2024   USD     10.318
Windreich GmbH            6.500     3/1/2015   EUR      8.010
Hybrid Raising GmbH       6.625                EUR     60.699
Banco Pinto & Sotto Ma    1.150                EUR     55.110
Del Monte Finance Luxe    6.625    5/24/2006   EUR      3.331
HSBC Bank PLC             2.350                USD     74.959
Pro-Gest SpA              3.250   12/15/2024   EUR     43.953
Waste Italia SpA         10.500   11/15/2019   EUR      0.662
Hamon & CIE SA            5.500    1/30/2020   EUR     49.474
Stichting Afwikkeling     6.250   10/26/2020   EUR      1.000
KTG Agrar SE              7.125     6/6/2017   EUR      0.561
Afren PLC                11.500     2/1/2016   USD      0.507
Aldesa Financial Servi    7.250     4/1/2021   EUR     45.057
KTG Agrar SE              7.250   10/15/2019   EUR      0.561
Hellas Telecommunicati    6.054    1/15/2015   USD      0.046
Banca Popolare di Vice    2.821   12/20/2017   EUR      0.250
Barclays Bank PLC         2.875                USD     74.875
Eramet                    4.000                EUR     53.895
Deutsche Bank AG/Londo    0.410   10/31/2034   USD     67.911
Cirio Del Monte NV        7.750    3/14/2005   EUR      0.459
OGX Austria GmbH          8.375     4/1/2022   USD      0.001
International Industri    9.000     7/6/2011   EUR      0.289
Hellas Telecommunicati    8.500   10/15/2013   EUR      0.666
Norske Skog Holding AS    8.000    2/24/2021   EUR      0.352
Prime Living AB           4.500    9/29/2020   SEK     36.279
CMA CGM SA                6.500    7/15/2022   EUR     71.343
Activa Resources AG       0.500   11/15/2021   EUR     15.000
Island Offshore Shipho    4.090    6/30/2021   NOK     12.500
Norske Skogindustrier     7.000   12/30/2026   EUR      0.140
Aralco Finance SA        10.125     5/7/2020   USD      1.591
Orient Express Bank PJ   10.000                USD     41.379
Senvion Holding GmbH      3.875   10/25/2022   EUR      7.049
Veneto Banca SpA          9.500    12/1/2025   EUR      0.849
Alno AG                   8.000    3/21/2019   EUR      5.100
Lecta SA                  6.375     8/1/2022   EUR     41.005
German Pellets GmbH       7.250     7/9/2018   EUR      0.549
Breeze Finance SA         6.708    4/19/2027   EUR     20.500
SeniVita Sozial gGmbH     7.000                EUR     51.000
Afren PLC                10.250     4/8/2019   USD      0.507
Finmek International S    7.000    12/3/2004   EUR      2.193
Erotik-Abwicklungsgese    7.750     7/9/2019   EUR      0.779
Cattles Ltd               8.125     7/5/2017   GBP      0.255
German Pellets GmbH       7.250   11/27/2019   EUR      0.617
BIM SAS                   2.500   11/13/2020   EUR     22.345
Norske Skog Holding AS    8.000    2/24/2023   USD      2.246
Solship Invest 1 AS       5.000    12/8/2024   NOK     10.000
Barclays Bank PLC         0.072    6/17/2033   USD     70.980
Offshore Drilling Hold    8.375    9/20/2020   USD     29.645
BOA Offshore AS           0.409    7/17/2047   NOK      8.667
Thomas Cook Finance 2     3.875    7/15/2023   EUR      8.645
Espirito Santo Financi    3.125    12/2/2018   EUR      0.192
Windreich GmbH            6.500    7/15/2016   EUR      8.324
PA Resources AB          13.500     3/3/2016   SEK      0.124
Vseukrainsky Aktsinern   10.900    6/14/2019   USD      1.056
Espirito Santo Financi    9.750   12/19/2025   EUR      0.192
Tonon Luxembourg SA       9.250    1/24/2020   USD      0.464
OGX Austria GmbH          8.500     6/1/2018   USD      0.001
Alpine Holding GmbH       6.000    5/22/2017   EUR      0.652
MS Deutschland Beteili    6.875   12/18/2017   EUR      2.200
Fuerstenberg Capital D    5.310                EUR     74.467
Kaupthing ehf             5.750    10/4/2011   USD      0.250
Rena GmbH                 8.250    7/11/2018   EUR      2.096
Manchester Building So    6.750                GBP     13.501
APP International Fina   11.750    10/1/2005   USD      1.148
Cooperatieve Rabobank     0.500    7/30/2043   MXN     17.144
Corporate Commercial B    8.250     8/8/2014   USD      0.805
Dolphin Drilling ASA      4.490    8/28/2019   NOK      4.411
Manchester Building So    8.000                GBP      9.647
SAG Solarstrom AG         6.250   12/14/2015   EUR     31.000
Cooperatieve Rabobank     0.500   10/29/2027   MXN     56.011
Decipher Production Lt   12.500    9/27/2019   USD      1.500
Virgolino de Oliveira    10.875    1/13/2020   USD     16.000
Norske Skogindustrier     2.000   12/30/2115   EUR      0.096
Lloyds Bank PLC           1.428    1/29/2034   USD     65.300
Lehman Brothers UK Cap    5.750                EUR      1.429
Saleza AS                 9.000    7/12/2021   EUR      0.035
Vneshprombank Ltd Via     9.000   11/14/2016   USD      0.158
Moby SpA                  7.750    2/15/2023   EUR     29.110
Astaldi SpA               7.125    12/1/2020   EUR     21.155
Sairgroup Finance BV      4.375     6/8/2006   EUR      9.125
CRC Breeze Finance SA     6.110     5/8/2026   EUR     50.875
Banco Espirito Santo S    6.875    7/15/2016   EUR     24.766
International Industri   11.000    2/19/2013   USD      0.290
Privatbank CJSC Via UK   10.875    2/28/2018   USD     31.969
German Pellets GmbH       7.250     4/1/2016   EUR      0.757
Cooperatieve Rabobank     0.500    2/26/2029   HUF     71.660
Landesbank Hessen-Thue    0.099     5/3/2041   EUR     72.624
Air Berlin Finance BV     6.000     3/6/2019   EUR      2.427
Intralot Capital Luxem    5.250    9/15/2024   EUR     53.992
Banco Espirito Santo S    2.417                EUR      1.005
Barclays Bank PLC        10.000    5/28/2020   USD     65.500
Bulgaria Steel Finance   12.000     5/4/2013   EUR      0.216
Naviera Armas SA          4.250   11/15/2024   EUR     72.218
Societe Generale SA       2.580   10/29/2032   USD     70.500
Mriya Agro Holding PLC   10.950    3/30/2016   USD      2.029
Lloyds Bank PLC           1.395    7/26/2033   USD     67.194
Heta Asset Resolution     0.066   12/31/2023   EUR      2.000
Banco Espirito Santo S    6.900    6/28/2024   EUR     26.797
Lecta SA                  6.500     8/1/2023   EUR     41.007
Zurcher Kantonalbank F   11.880    12/5/2019   USD     57.110
O1 Properties Finance     7.000    1/29/2021   USD     71.180
Galapagos Holding SA      7.000    6/15/2022   EUR      5.905
Steilmann SE              7.000     3/9/2017   EUR      1.429
O1 Properties Finance     8.250    9/27/2021   USD     57.357
Barclays Bank PLC         0.656   10/10/2029   USD     70.935
Portigon AG               7.460   12/31/2019   EUR     29.000
Stichting Afwikkeling     2.343                EUR      0.605
Alpine Holding GmbH       5.250    6/10/2016   EUR      0.652
Rio Forte Investments     4.000    7/22/2014   EUR      5.239
KPNQwest NV              10.000    3/15/2012   EUR      0.863
Severstal PJSC            8.650    3/27/2026   RUB     66.010
Caixa Economica Montep    5.000                EUR     50.000
La Financiere Atalian     4.000    5/15/2024   EUR     66.624
Constellation Oil Serv    9.500    11/9/2024   USD     43.419
Cooperatieve Rabobank     0.500   10/30/2043   MXN     16.870
Pescanova SA              8.750    2/17/2019   EUR      0.305
International Finance     0.500    6/24/2024   ZAR     70.110
Depfa Funding II LP       6.500                EUR     58.961
Region of Molise Italy    0.141   12/15/2033   EUR     63.784
CBo Territoria            6.000     1/1/2020   EUR      3.750
Agrokor dd Via Aquariu    4.921     8/8/2017   EUR     14.375
Deutsche Bank AG/Londo    0.500   10/18/2038   MXN     19.864
IT Holding Finance SA     9.875   11/15/2012   EUR      0.237
Sequa Petroleum NV        5.000    4/29/2020   USD     69.125
Afren PLC                11.500     2/1/2016   USD      0.507
Eniro AB                  6.000    4/14/2020   SEK     43.245
Sairgroup Finance BV      6.625    10/6/2010   EUR      9.146
Afren PLC                 6.625    12/9/2020   USD      0.495
Intralot Capital Luxem    6.750    9/15/2021   EUR     71.740
Boparan Finance PLC       5.500    7/15/2021   GBP     57.026
Solon SE                  1.375    12/6/2012   EUR      1.356
Rena GmbH                 7.000   12/15/2015   EUR      2.096
Marine Subsea AS          9.000   12/16/2019   USD      0.688
Gebr Sanders GmbH & Co    8.750   10/22/2018   EUR     15.000
Depfa Funding III LP      0.378                EUR     56.332
Otkritie Holding JSC     12.620    4/25/2028   RUB
Societe Generale SA      12.000     7/8/2021   USD     49.470
SpareBank 1 SR-Bank AS    1.426   12/21/2030   EUR     71.663
La Financiere Atalian     6.625    5/15/2025   GBP     65.556
Banque Federative du C    0.746                EUR     72.582
Deutsche Agrar Holding    7.250    9/28/2018   EUR      1.254
getgoods.de AG            7.750    10/2/2017   EUR      0.126
Portugal Telecom Inter    5.242    11/6/2017   EUR      0.694
Zaklady Miesne Henryk     6.970    3/29/2021   PLN      1.000
Societe Generale SA      10.000    6/26/2025   USD     70.950
La Financiere Atalian     5.125    5/15/2025   EUR     66.615
Region of Abruzzo Ital    0.150    11/7/2036   EUR     64.057
Chr Bygga Bostader Hol    9.000     7/5/2021   SEK     50.000
Steilmann SE              7.000    9/23/2018   EUR      1.429
Kommunekredit             0.500    7/30/2027   TRY     40.684
Teva Pharmaceutical Fi    4.100    10/1/2046   USD     68.995
Espirito Santo Financi    5.050   11/15/2025   EUR      0.771
Municipality Finance P    0.500    6/19/2024   ZAR     70.196
Waste Italia SpA         10.500   11/15/2019   EUR      0.662
Ahtium PLC                4.000   12/16/2015   EUR      0.539
Virgolino de Oliveira    10.500    1/28/2018   USD      3.501
Afren PLC                10.250     4/8/2019   USD      0.507
EDOB Abwicklungs AG       7.500     4/1/2012   EUR      1.082
Phosphorus Holdco PLC    10.000     4/1/2019   GBP      3.315
Officine Maccaferri-Sp    5.750     6/1/2021   EUR     56.800
Kirk Beauty One GmbH      8.750    7/15/2023   EUR     73.858
Veneto Banca SpA          6.411                EUR      0.705
Havila Shipping ASA       5.000    11/7/2020   NOK     45.000
Mifa Mitteldeutsche Fa    7.500    8/12/2018   EUR      2.400
Cooperatieve Rabobank     0.500   12/29/2027   MXN     54.537
Agrokor dd                9.125     2/1/2020   EUR     18.588
Mobylife Holding A/S      7.250    5/23/2020   SEK      8.125
Cooperatieve Rabobank     0.500    1/31/2033   MXN     34.729
Touax SCA-SGTR-CITE-SG    6.000    7/10/2020   EUR     17.494
Finance and Credit Ban    9.250    1/25/2019   USD      0.737
KPNQwest NV               8.125     6/1/2009   USD      0.863
Odea Bank AS              7.625     8/1/2027   USD     73.534
Boparan Finance PLC       4.375    7/15/2021   EUR     56.883
OGX Austria GmbH          8.375     4/1/2022   USD      0.001
Tonon Luxembourg SA      12.500    5/14/2024   USD      1.402
Podkarpacki Bank Spold    5.790     7/2/2020   PLN     67.270
Mriya Agro Holding PLC    9.450    4/19/2018   USD      4.818
SiC Processing GmbH       7.125     3/1/2016   EUR      2.391
Teksid Aluminum Luxemb   12.375    7/15/2011   EUR      0.115
Stichting Afwikkeling     6.625    5/14/2018   EUR      1.000
Agrokor dd                8.875     2/1/2020   USD     19.235
Royalbeach Spielwaren     7.375   11/10/2020   EUR      0.500
Mox Telecom AG            7.250    11/2/2017   EUR      2.362
Hamburgische Landesban    0.012   10/30/2040   EUR     66.761
Norske Skogindustrier     7.125   10/15/2033   USD      0.140
Steilmann SE              6.750    6/27/2017   EUR      2.184
Landesbank Schleswig-H    2.373     1/5/2040   USD     49.191
Kaupthing ehf             5.750    10/4/2011   USD      0.250
Constellation Oil Serv    6.250    11/9/2019   USD      4.195
SAG Solarstrom AG         7.500    7/10/2017   EUR     31.000
Bank Julius Baer & Co     7.200   11/11/2019   CHF     69.850
New World Resources NV    8.000     4/7/2020   EUR      1.461
Pescanova SA              5.125    4/20/2017   EUR      0.305
Sberbank of Russia PJS    0.010     4/1/2021   RUB     61.000
New World Resources NV    4.000    10/7/2020   EUR      0.504
International Finance     0.500    6/29/2027   ZAR     52.164
Barclays Bank PLC        10.500    5/29/2020   USD     27.380
UniCredit Bank AG        12.000     1/3/2020   EUR     66.150
Veneto Banca SpA          6.944    5/15/2025   EUR      0.550
Atari SA                  0.100     4/1/2020   EUR
Societe Generale SA       1.600     1/9/2020   GBP      1.110
Norske Skogindustrier     7.125   10/15/2033   USD      0.140
Air Berlin Finance BV     8.500     3/6/2019   EUR      2.507
RSG-Finance LLC          12.000     8/8/2024   RUB     65.240
Kardan NV                 6.325    1/15/2020   ILS      8.900
A-TEC Industries AG       5.750    11/2/2010   EUR      0.141
Bilt Paper BV             9.640                USD      1.000
O1 Properties Finance    13.000    10/2/2020   RUB    100.000
Reso-Leasing OOO          9.500    10/3/2025   RUB     63.380
Veneto Banca SpA          6.950    2/25/2025   EUR      0.100
Lehman Brothers Treasu    1.928    10/5/2035   EUR      3.400
Rosselkhozbank JSC        8.600    7/15/2025   RUB     63.010
Alpine Holding GmbH       5.250     7/1/2015   EUR      0.652
Bibby Offshore Service    7.500    6/15/2021   GBP     11.500
SAir Group                0.125     7/7/2005   CHF      9.875
SG Issuer SA              5.000    7/10/2020   EUR     12.500
Landesbank Hessen-Thue    5.900    8/25/2023   EUR     59.130
KPNQwest NV               8.875     2/1/2008   EUR      0.863
Societe Generale SA       8.000    5/28/2027   USD     32.400
Norske Skog Holding AS    8.000    2/24/2023   USD      2.246
Bank Nadra Via NDR Fin    8.250    7/31/2018   USD      0.618
Top Gun Realisations 7    8.000     7/1/2023   GBP      0.637
Bibby Offshore Service    7.500    6/15/2021   GBP     11.500
Norske Skog Holding AS    8.000    2/24/2021   EUR      0.352
SAir Group                5.125     3/1/2003   CHF     13.500
Finans-Avia OOO          10.000    7/31/2022   RUB      7.380
Rosneft Oil Co PJSC       8.700    3/23/2029   RUB     63.110
Rosselkhozbank JSC       15.000    1/29/2025   RUB     69.020
Lehman Brothers Treasu    2.000    3/16/2035   EUR      3.400
Gold-Zack AG              7.000   12/14/2005   EUR     11.500
UBS AG/London             7.200    5/22/2020   EUR     75.170
International Bank of     8.250    10/9/2024   USD     61.250
Espirito Santo Financi    0.524   10/27/2024   EUR      1.335
Northland Resources AB   15.000    7/15/2019   USD      2.621
Lehman Brothers Treasu    2.875    3/14/2013   CHF      3.750
Minicentrales Dos SA      0.010     6/6/2047   EUR     65.750
Cooperativa Muratori &    6.000    2/15/2023   EUR      2.904
Vontobel Financial Pro    5.650   12/13/2019   EUR     75.300
Credit Suisse AG/Londo    8.000   11/29/2019   USD      2.530
Commerzbank AG            6.000     6/6/2022   USD      2.970
Cooperatieve Rabobank     0.500   11/30/2027   MXN     54.478
Barclays Bank PLC         0.500    1/28/2033   MXN     34.552
La Veggia Finance SA      7.125   11/14/2004   EUR      0.287
Sberbank of Russia PJS    8.800     3/7/2024   RUB     65.700
AKB Peresvet ZAO          0.510    2/14/2032   RUB     11.890
Grupo Isolux Corsan SA    6.000   12/30/2021   USD      1.343
SALVATOR Vermoegensver    9.500                EUR     15.600
Banca del Monte di Luc    2.387    6/29/2020   EUR     68.683
TransFin-M PAO           10.250    11/3/2027   RUB     60.660
Commerzbank AG            6.000     5/9/2022   USD      1.880
Kaupthing ehf             3.328                ISK      0.250
Hellas Telecommunicati    8.500   10/15/2013   EUR      0.666
Er-Telekom Holding ZAO   10.850    12/1/2021   RUB     60.060
Golden Gate AG            6.500   10/11/2014   EUR     37.600
Stichting Afwikkeling     8.450    8/20/2018   USD      1.000
Rosselkhozbank JSC        8.600    7/11/2025   RUB     62.170
EFG International Fina    6.100    7/11/2024   CHF     70.870
J&T Banka AS              9.000                EUR     73.081
UniCredit Bank AG         6.600    7/20/2028   EUR     33.410
Bank Otkritie Financia   10.000    4/26/2019   USD      8.126
Raiffeisen Centrobank     6.250   11/25/2019   EUR     52.570
Transneft PJSC            9.650    6/30/2023   RUB     68.000
Finans-Avia OOO           0.010    7/31/2027   RUB      3.670
UkrLandFarming PLC       10.875    3/26/2018   USD      8.321
Sberbank of Russia PJS    0.010    3/15/2023   RUB     61.000
Deutsche ETP GmbH & Co    3.000   11/30/2028   EUR     11.130
Sibur Holding PAO         9.650    9/16/2026   RUB     66.000
Credit Suisse AG/Londo   23.000    5/13/2020   USD     34.000
BLT Finance BV           12.000    2/10/2015   USD     10.500
Otkritie Holding JSC     11.500    7/14/2027   RUB
ECM Real Estate Invest    5.000    10/9/2011   EUR     15.375
Northland Resources AB    4.000   10/15/2020   USD      0.138
A-TEC Industries AG       8.750   10/27/2014   EUR      0.141
Sberbank of Russia PJS    7.550    7/12/2021   RUB     60.850
Union Technologies Inf    0.100     1/1/2020   EUR      6.500
Vivid Games SA            7.720     5/5/2020   PLN     62.000
Reso-Leasing OOO          9.600   10/30/2025   RUB    100.010
Kaupthing ehf             6.125    10/4/2016   USD      0.250
Otkritie Holding JSC     10.770    9/17/2027   RUB
Ahtium PLC                9.750     4/4/2017   EUR      0.976
Virgolino de Oliveira    11.750     2/9/2022   USD      4.207
KPNQwest NV               7.125     6/1/2009   EUR      0.863
Heta Asset Resolution     0.356   12/31/2023   EUR      2.000
Ideal Standard Interna   11.750     5/1/2018   EUR      0.274
A-TEC Industries AG       2.750    5/10/2014   EUR      0.141
Minicentrales Dos SA      0.010     6/6/2047   EUR     65.750
DekaBank Deutsche Giro    0.010    6/29/2046   EUR     70.490
Credit Suisse AG/Londo    6.250   11/28/2025   USD     11.627
Anglian Water Services    1.152    1/26/2057   GBP     75.155
Solarwatt GmbH            7.000    11/1/2015   EUR     15.500
Agrokor dd                9.875     5/1/2019   EUR     19.569
Lehman Brothers Treasu    1.928    11/2/2035   EUR      3.400
Heta Asset Resolution     0.281   12/31/2023   EUR      2.000
AlphaNotes ETP Dac        0.010     9/9/2029   USD     67.234
Raiffeisen Centrobank     5.500    12/6/2019   EUR     72.010
Leonteq Securities AG/    8.000    7/29/2020   EUR     52.370
BNP Paribas Issuance B    5.000    6/12/2023   SEK     70.070
SG Issuer SA              4.000    6/22/2026   EUR     62.720
getBACK SA                5.720    2/16/2021   PLN
RENE LEZARD Mode GmbH     7.250   11/25/2017   EUR      1.760
AKB Peresvet ZAO         13.250    4/25/2018   RUB     18.625
Grupo Isolux Corsan SA    0.250   12/30/2018   EUR      0.152
Lehman Brothers Treasu    8.875    1/28/2011   HKD      3.400
Federal Grid Co Unifie    5.700    3/23/2050   RUB     73.870
EFG International Fina    6.130    6/20/2024   EUR     70.920
Phosphorus Holdco PLC    10.000     4/1/2019   GBP      3.315
EuroChem Mineral & Che    7.850    7/19/2023   RUB     60.850
SG Issuer SA              6.800     1/6/2020   USD     48.070
Societe Generale SA       9.000    7/22/2022   USD     29.720
Virgolino de Oliveira    10.875    1/13/2020   USD     16.000
Credit Suisse AG/Londo    2.900   10/28/2019   USD
Leonteq Securities AG/    7.000   11/13/2019   CHF     66.300
HSBC Trinkaus & Burkha    8.200   12/27/2019   EUR     69.660
Astana Finance BV         9.000   11/16/2011   USD     15.125
Federal Grid Co Unifie    5.700    6/30/2048   RUB     73.870
AKB Peresvet ZAO          0.510    6/23/2021   RUB     18.100
Top Gun Realisations 7    6.500     7/1/2022   GBP     18.637
Espirito Santo Financi    5.125    5/30/2016   EUR      1.290
Natixis SA                3.150     6/8/2021   USD     59.431
Sberbank of Russia PJS    7.550    7/12/2021   RUB     60.870
Natixis Structured Iss    1.125     8/9/2021   USD     74.170
Transneft PJSC            8.750    4/14/2027   RUB     63.070
Podkarpacki Bank Spold    5.090    5/28/2023   PLN     47.190
Tonon Luxembourg SA      12.500    5/14/2024   USD      1.402
Cooperativa Muratori &    6.875     8/1/2022   EUR      2.575
Top Gun Realisations 7    4.500     7/1/2022   EUR     28.267
Lehman Brothers Treasu    5.500    4/23/2014   EUR      2.571
Commerzbank AG           10.000     3/2/2020   EUR     21.840
Commerzbank AG            3.450   12/23/2019   GBP     43.210
Credit Suisse AG/Londo    9.000    3/19/2021   USD      9.460
Commerzbank AG            3.380    4/19/2021   USD     70.830
Lehman Brothers Treasu    6.650    8/24/2011   AUD      3.400
Astana Finance BV         7.875     6/8/2010   EUR     16.000
Otkritie Holding JSC     12.420     8/5/2025   RUB
Northland Resources AB    4.000   10/15/2020   NOK      0.138
Corner Banca SA          13.000    1/23/2020   CHF     71.000
Zaklady Miesne Henryk     6.970    3/29/2021   PLN      6.560
Plaza Centers NV          6.900     7/1/2020   ILS     21.020
Rosselkhozbank JSC        8.600   12/13/2024   RUB     64.960
O1 Group Finance OOO     11.000    4/22/2027   RUB
BNP Paribas Issuance B   12.600    2/17/2020   CHF     75.800
UniCredit Bank AG         4.250   11/21/2021   EUR     68.450
Podkarpacki Bank Spold    4.990    10/6/2021   PLN     58.280
Opus-Chartered Issuanc    5.500   10/26/2024   EUR      0.010
Leonteq Securities AG/   10.000   10/30/2019   CHF     63.440
COFIDUR SA                0.100   12/31/2024   EUR     24.500
Province of Brescia It    0.069   12/22/2036   EUR     66.358
HSBC Bank PLC             0.500   11/25/2025   BRL     65.119
Bank Otkritie Financia    0.010    9/24/2025   RUB     62.030
State of Saxony-Anhalt    0.134     7/3/2028   EUR     42.020
Lehman Brothers Treasu   11.000    6/29/2009   EUR      2.571
SAir Group                5.500    7/23/2003   CHF      9.875
Banca Popolare di Vice    9.500    10/2/2025   EUR      0.111
Windreich GmbH            6.250     3/1/2015   EUR      8.010
PSN Pm OOO                9.500    9/10/2026   RUB     21.625
Raiffeisen Centrobank     6.250   11/12/2019   EUR     52.130
Raiffeisen Schweiz Gen    6.150   11/13/2019   CHF     64.760
mybet Holding SE          6.250   12/12/2020   EUR      1.000
Societe Generale SA       8.000     6/2/2020   USD     74.000
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     59.160
SG Issuer SA              6.650   10/10/2021   EUR     71.100
Barclays Bank PLC         1.450    9/24/2038   MXN     30.693
Otkritie Holding JSC     12.090    12/8/2027   RUB      0.010
IT Holding Finance SA     9.875   11/15/2012   EUR      0.237
SAir Group                6.250   10/27/2002   CHF      9.875
Banco Espirito Santo S   10.000    12/6/2021   EUR      0.126
Societe Generale SA      14.880   11/29/2019   USD     17.520
Vontobel Financial Pro   11.000    9/25/2020   EUR     72.840
Leonteq Securities AG    10.750   10/30/2019   CHF     23.430
LBI ehf                   7.431                USD      0.001
Rio Forte Investments     3.900    7/10/2014   USD      5.250
Heta Asset Resolution     7.500   12/31/2023   ATS      2.000
Barclays Bank PLC         0.356   10/30/2034   USD     72.505
Credito Padano Banca d    3.100                EUR     34.433
Raiffeisen Centrobank     5.200   12/30/2019   EUR     68.320
Zurcher Kantonalbank F    8.000   10/31/2019   CHF     15.510
Natixis SA                2.100     6/8/2021   EUR     59.221
Vonetize Plc              6.000     8/1/2022   ILS     65.700
Federal Grid Co Unifie    5.300     9/7/2048   RUB     71.270
LBI ehf                   2.250    2/14/2011   CHF      7.875
Kaupthing ehf             9.000                USD      0.122
Heta Asset Resolution     0.250   12/31/2023   EUR      2.000
Credito Padano Banca d    3.100                EUR     34.685
UniCredit Bank AG         5.350   10/18/2020   EUR     63.550
UBS AG/London             8.500     1/6/2020   EUR     45.100
Credit Suisse AG/Nassa    7.000   12/30/2019   CHF     57.660
Raiffeisen Centrobank     5.500    6/30/2020   EUR     62.680
Araratbank OJSC           6.500   10/29/2019   USD     25.394
DZ Bank AG Deutsche Ze    7.000    6/24/2020   EUR     71.450
Irish Bank Resolution     6.750   11/30/2013   BGN     45.375
SG Issuer SA              3.000   10/10/2034   ZAR     42.616
Grupo Isolux Corsan SA    0.250   12/30/2021   USD      0.152
Kreditanstalt fuer Wie    0.250    10/6/2036   CAD     44.902
Barclays Bank PLC        12.860    5/28/2020   USD     65.000
House of Fraser Fundin    6.553    9/15/2020   GBP      3.646
Lehman Brothers Treasu    4.050    9/16/2008   EUR      2.571
SAir Group                4.250     2/2/2007   CHF      9.875
Deutsche Bank AG/Londo    0.500     4/5/2038   MXN     20.722
LBI ehf                   7.431                USD      0.001
Nota-Bank OJSC           13.500     4/1/2016   RUB     31.500
KPNQwest NV               8.875     2/1/2008   EUR      0.863
Natixis SA                3.150     6/9/2021   USD     59.546
Credit Suisse AG/Londo   11.500    7/28/2020   USD      9.610
First Mortgage Co Univ    6.500   12/12/2019   USD     25.290
UniCredit Bank AG         8.400     1/3/2020   EUR     69.030
Landesbank Hessen-Thue    5.450   11/17/2022   EUR     66.520
Raiffeisen Switzerland    7.000    7/11/2024   USD     55.900
Bayerische Landesbank     2.700    1/17/2020   EUR     74.920
Goldman Sachs & Co Wer   10.000    6/24/2020   EUR     74.640
Goldman Sachs & Co Wer   13.000    6/24/2020   EUR     60.050
Center-Invest Commerci    8.250     3/3/2022   RUB     63.110
Getin Noble Bank SA       5.790    8/30/2024   PLN     68.000
City of Predeal Romani    4.500    5/15/2026   RON     60.000
UniCredit Bank AG         4.100    10/1/2020   EUR     36.550
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     73.280
Landesbank Baden-Wuert    3.000    4/24/2020   EUR     73.740
BNP Paribas SA            0.500   11/16/2032   MXN     34.942
Lehman Brothers Treasu    3.860    9/21/2011   SGD      3.750
Centrosolar Group AG      7.000    2/15/2016   EUR      2.387
Lehman Brothers Treasu    7.000    2/15/2012   EUR      2.571
SAir Group                6.250    4/12/2005   CHF      9.875
CMA CGM SA                6.500    7/15/2022   EUR     70.947
Otkritie Holding JSC     12.140    10/3/2036   RUB      0.010
Aralco Finance SA        10.125     5/7/2020   USD      1.591
Vontobel Financial Pro   20.500    9/25/2020   EUR     62.210
Zurcher Kantonalbank F    6.750   10/30/2019   USD     53.110
Zurcher Kantonalbank F   10.000   12/11/2019   CHF     74.920
Bank Julius Baer & Co     6.250    10/5/2020   CHF     63.650
UBS AG/London             7.500   11/12/2019   USD     64.200
SG Issuer SA              5.000    5/23/2024   EUR     61.970
DekaBank Deutsche Giro    7.000    2/28/2020   EUR     66.850
UniCredit Bank AG         5.400   11/29/2019   USD     28.650
UniCredit Bank AG        14.000     1/3/2020   EUR     35.180
Metalloinvest Holding     0.010     3/7/2022   RUB     65.020
Metalloinvest Holding     0.010     3/7/2022   RUB     65.000
UBS AG/London             8.750    11/4/2019   CHF     56.950
Main Road JSC             4.000   10/30/2028   RUB     73.510
Northland Resources AB   12.250    3/26/2016   USD      2.621
Credit Suisse AG/Londo    3.000   11/15/2025   ZAR     72.728
SG Issuer SA              5.500    4/10/2021   EUR     69.550
Lehman Brothers Treasu    4.350     8/8/2016   SGD      3.750
Societe Generale SA       0.500    5/22/2024   MXN     72.131
Lehman Brothers Treasu    4.050    9/16/2008   EUR      2.571
Samaratransneft-Termin   12.000    4/27/2022   RUB     11.220
Pescanova SA              6.750     3/5/2015   EUR      0.309
Bank Otkritie Financia    0.010    7/16/2025   RUB     65.000
Zurcher Kantonalbank F    9.500    11/1/2019   EUR     71.180
Commerzbank AG            1.000    11/2/2020   USD     10.820
DekaBank Deutsche Giro    3.500    1/24/2020   EUR     47.120
Araratbank OJSC           5.500    9/19/2023   USD     24.875
Natixis SA                2.750     3/1/2021   USD     69.997
Raiffeisen Centrobank     8.000     3/3/2020   EUR     64.350
SALVATOR Vermoegensver    9.500   12/31/2021   EUR      6.000
Landesbank Baden-Wuert    3.500   12/29/2020   EUR     61.910
Leonteq Securities AG    16.000    11/4/2019   USD     59.190
Leonteq Securities AG    13.750    11/7/2019   CHF     58.650
EFG International Fina    5.550    7/12/2021   USD     54.890
mybet Holding SE          6.250   12/11/2020   EUR     10.000
Landesbank Hessen-Thue    3.000   11/11/2019   EUR     54.900
Lehman Brothers Treasu    6.300   12/21/2018   USD      2.571
Irish Bank Resolution     4.000    4/23/2018   EUR     45.310
Lloyds Bank PLC           0.500    7/26/2028   MXN     51.517
Cooperatieve Rabobank     0.500    8/21/2028   MXN     51.158
Otkritie Holding JSC     12.420    7/20/2028   RUB      1.940
Elli Investments Ltd     12.250    6/15/2020   GBP     55.000
MIK OAO                  15.000    2/19/2020   RUB     13.550
Barclays Bank PLC         2.000    6/12/2029   TRY     41.307
Lehman Brothers Treasu    4.680   12/12/2045   EUR      2.571
Kaupthing ehf             5.350    5/10/2045   ISK      0.250
Lehman Brothers Treasu    5.120    4/30/2027   EUR      2.571
Norske Skogindustrier     2.000   12/30/2115   EUR      0.096
KPNQwest NV               7.125     6/1/2009   EUR      0.863
Samaratransneft-Termin   17.000    6/20/2021   RUB      7.010
Raiffeisen Centrobank     7.000    10/9/2020   EUR     72.120
Bank Julius Baer & Co    11.750    12/6/2019   USD     55.950
Landesbank Baden-Wuert    5.000    3/26/2021   EUR     68.240
Bank J Safra Sarasin A   10.400     3/5/2020   CHF     59.000
Landesbank Hessen-Thue    2.600    7/29/2020   EUR     64.600
Raiffeisen Centrobank     5.200     2/3/2020   EUR     68.270
Corner Banca SA          10.600    1/13/2020   CHF     72.980
Raiffeisen Schweiz Gen    6.500    1/20/2020   CHF     68.500
Banque Cantonale Vaudo    8.900    11/8/2019   CHF     60.160
Leonteq Securities AG     7.400   11/25/2020   CHF     45.930
Natixis SA                3.100    7/26/2021   USD     61.651
UBS AG/London             8.500   11/15/2019   CHF     47.000
Goldman Sachs & Co Wer   15.000   12/27/2019   EUR     54.280
Societe Generale SA      12.000     4/2/2020   USD     48.200
Leonteq Securities AG     3.900   12/20/2024   CHF     64.010
BNP Paribas Emissions-   14.000   12/30/2019   EUR     66.250
UniCredit Bank AG         6.900     1/3/2020   EUR     52.020
Danske Bank A/S          10.300     7/9/2023   SEK     51.000
Metalloinvest Holding     0.010    3/10/2022   RUB     66.510
Getin Noble Bank SA       6.790    7/28/2023   PLN     73.010
TGC-1 PJSC                5.800    2/14/2022   RUB     66.000
Bank Julius Baer & Co    10.800    1/21/2020   USD     62.300
Commerzbank AG            3.200     4/6/2020   USD     58.200
Raiffeisen Schweiz Gen    4.700    11/4/2020   CHF     61.470
Landesbank Hessen-Thue    4.000    2/17/2021   EUR     65.480
Podkarpacki Bank Spold    5.790   10/24/2024   PLN     40.000
Federal Grid Co Unifie    5.600   10/30/2048   RUB     73.020
Hellas Telecommunicati    6.054    1/15/2015   USD      0.046
Lehman Brothers Treasu    7.375    9/20/2008   EUR      2.571
WPE International Coop   10.375    9/30/2020   USD      4.429
Lehman Brothers Treasu   11.000   12/20/2017   AUD      2.571
Espirito Santo Financi    5.050   11/15/2025   EUR      0.290
Kaupthing ehf             4.730   12/19/2008   SKK      0.250
Lehman Brothers Treasu   11.750     3/1/2010   EUR      2.571
AKB Peresvet ZAO         13.000    10/7/2017   RUB     18.625
Lehman Brothers Treasu    5.103    6/22/2046   EUR      2.571
Muehl Product & Servic    6.750    3/10/2005   DEM      0.010
Podkarpacki Bank Spold    5.790    3/31/2025   PLN     40.100
LBI ehf                   6.100    8/25/2011   USD      7.875
Lehman Brothers Treasu    4.100    6/10/2014   SGD      3.750
Kaupthing ehf             4.390   10/14/2008   CZK      0.250
Tonon Luxembourg SA       9.250    1/24/2020   USD      0.464
SAir Group                2.125    11/4/2004   CHF      9.875
Heta Asset Resolution     5.270   12/31/2023   EUR      2.000
Heta Asset Resolution     5.920   12/31/2023   EUR      2.000
Kaupthing ehf             7.625    2/28/2015   USD      0.250
Samaratransneft-Termin   10.000    3/30/2022   RUB     15.310
OOO SPV Structural Inv    0.010     9/1/2023   RUB     66.740
Raiffeisen Centrobank     6.850   12/27/2019   EUR     59.550
Raiffeisen Centrobank     5.665   12/27/2019   EUR     62.210
Raiffeisen Centrobank     7.468   12/27/2019   EUR     62.040
Landesbank Hessen-Thue    5.700   10/27/2022   EUR     59.440
Bayerische Landesbank     3.300   10/30/2020   EUR     62.760
EFG International Fina    8.000    1/29/2020   USD     41.790
Commerzbank AG            8.000    11/6/2020   USD      3.490
Bayerische Landesbank     3.250    10/2/2020   EUR     71.380
Societe Generale SA       8.600    7/29/2022   USD     37.410
Commerzbank AG            1.580    9/16/2024   USD      3.240
Landesbank Hessen-Thue    7.000   10/20/2022   EUR     72.870
Leonteq Securities AG/    6.400     6/4/2020   CHF     16.850
Bayerische Landesbank     2.400   12/20/2019   EUR     71.390
SG Issuer SA              5.000     4/2/2024   EUR     61.220
BNP Paribas Emissions-   11.000   12/30/2019   EUR     71.510
UBS AG/London            13.000    3/26/2020   EUR     69.100
SG Issuer SA              0.800   11/30/2020   SEK     18.180
Landesbank Hessen-Thue    5.650   10/28/2022   EUR     39.700
UBS AG/London             4.000    11/4/2019   CHF     72.050
Credit Suisse AG/Londo    9.000    1/13/2020   USD     69.157
Credit Suisse AG/Londo    9.000    1/23/2020   USD      8.120
Raiffeisen Schweiz Gen    7.000    9/14/2020   CHF     74.620
EFG International Fina   12.000   12/10/2019   CHF     61.850
Sistema PJSFC            10.900   10/31/2025   RUB     65.000
Derzhava-platforma OOO   10.000    5/18/2023   RUB     63.110
Deutsche Bank AG/Londo    2.000   10/25/2023   TRY     61.275
Otkritie Holding JSC     12.150    4/20/2028   RUB
Nutritek International    8.750   12/11/2008   USD      2.089
Bulgaria Steel Finance   12.000     5/4/2013   EUR      0.216
Petromena ASA            10.850   11/19/2018   USD      0.607
SG Issuer SA              3.300    9/26/2034   ZAR     44.903
SG Issuer SA              2.700   11/28/2034   ZAR     40.103
Petromena ASA             9.750    5/24/2016   NOK      0.607
WEB Windenergie AG        6.250                EUR     62.046
Lehman Brothers Treasu    1.280    11/6/2010   JPY      3.750
Lehman Brothers Treasu    4.150    8/25/2020   EUR      2.571
Kaupthing ehf             3.750     2/1/2045   USD      0.100
Lehman Brothers Treasu    4.870    10/8/2013   USD      2.571
Lehman Brothers Treasu   10.442   11/22/2008   CHF      2.571
Heta Asset Resolution     5.730   12/31/2023   EUR      2.000
Norske Skogindustrier     7.000   12/30/2026   EUR      0.140
Lehman Brothers Treasu    4.820   12/18/2036   EUR      2.571
Lehman Brothers Treasu    5.250     4/1/2023   EUR      2.571
CMA CGM SA                5.250    1/15/2025   EUR     65.533
Lehman Brothers Treasu    6.450    2/20/2010   AUD      2.571
Erste Group Bank AG       5.550    8/30/2022   EUR     71.250
UBS AG/London            10.750     6/8/2020   CHF     67.500
EFG International Fina    6.400    6/22/2020   CHF     58.400
Natixis SA                3.500    3/23/2020   USD     52.929
UBS AG/London             7.000    11/8/2019   EUR     71.300
Bank Julius Baer & Co    19.000    12/5/2019   CHF     41.950
Bayerische Landesbank     3.400    10/2/2020   EUR     71.130
EFG International Fina    8.200   12/13/2019   CHF     72.760
Raiffeisen Centrobank     7.200    6/19/2020   EUR     71.100
UBS AG/London            12.000   12/20/2019   USD     71.490
UBS AG/London            10.000     3/9/2020   CHF     55.950
Corner Banca SA           6.300    2/17/2020   EUR     69.850
Kardan NV                 6.775     2/2/2020   ILS     18.100
Leonteq Securities AG/    2.750    9/15/2022   CHF     41.250
Raiffeisen Centrobank    10.000    5/11/2020   EUR     57.000
Getin Noble Bank SA       6.790    1/31/2024   PLN     72.030
Credit Suisse AG          0.500   12/16/2025   BRL     64.830
Lehman Brothers Treasu    6.000    3/18/2015   USD      3.400
Rio Forte Investments     4.750   11/10/2015   EUR      5.250
Lehman Brothers Treasu   23.300    9/16/2008   USD      2.571
Windreich GmbH            6.750     3/1/2015   EUR      8.010
UBS AG/London             5.700    9/24/2020   EUR     73.040
BNP Paribas Emissions-   10.000    9/24/2020   EUR     73.570
UBS AG/London             6.600    6/25/2020   EUR     72.830
UBS AG/London             8.500    3/26/2020   EUR     71.740
UBS AG/London            22.700    3/26/2020   EUR     73.470
Landesbank Baden-Wuert    4.500    8/28/2020   EUR     74.670
Landesbank Baden-Wuert    6.750    8/28/2020   EUR     71.580
UBS AG/London            12.300    3/26/2020   EUR     68.190
UBS AG/London             8.600    6/25/2020   EUR     69.020
BNP Paribas Emissions-    9.500   12/30/2019   EUR     74.390
BNP Paribas Emissions-   19.000   12/30/2019   EUR     68.480
UBS AG/London            18.000    6/25/2020   EUR     74.370
UBS AG/London             6.800    6/25/2020   EUR     72.530
UBS AG/London             5.100    6/25/2020   EUR     73.970
Vontobel Financial Pro    9.000     1/3/2020   EUR     64.310
HSBC Trinkaus & Burkha   28.800    1/24/2020   EUR     56.620
HSBC Trinkaus & Burkha   29.100    1/24/2020   EUR     60.420
HSBC Trinkaus & Burkha   11.600   12/27/2019   EUR     44.710
HSBC Trinkaus & Burkha    7.300    3/27/2020   EUR     50.520
Commerzbank AG           16.250   11/22/2019   EUR     63.880
HSBC Trinkaus & Burkha    3.030    3/27/2020   EUR     74.990
Landesbank Hessen-Thue    5.550    3/16/2023   EUR     67.030
UBS AG/London             6.500    2/14/2020   USD     50.550
UBS AG/London             7.500    2/14/2020   EUR     69.150
Leonteq Securities AG/    3.750    2/20/2023   CHF     63.800
Leonteq Securities AG/   11.000     3/2/2020   CHF     47.800
Raiffeisen Schweiz Gen    5.250    8/26/2020   CHF     71.200
Landesbank Hessen-Thue    4.000    9/22/2020   EUR     65.900
UniCredit Bank AG         4.500    3/12/2022   EUR     62.520
DekaBank Deutsche Giro    7.000    9/14/2020   EUR     64.870
UniCredit Bank AG         5.600     1/3/2020   EUR     74.140
UniCredit Bank AG        14.200     1/3/2020   EUR     70.310
UniCredit Bank AG         9.100     1/3/2020   EUR     41.370
UniCredit Bank AG        11.400     1/3/2020   EUR     51.280
UniCredit Bank AG         7.000     1/3/2020   EUR     69.560
UniCredit Bank AG        10.500     1/3/2020   EUR     65.520
UniCredit Bank AG        11.300     1/3/2020   EUR     55.220
UniCredit Bank AG        11.000     1/3/2020   EUR     74.840
UniCredit Bank AG         5.500     1/3/2020   EUR     59.000
UniCredit Bank AG        14.800     1/3/2020   EUR     46.190
UniCredit Bank AG         7.500     1/3/2020   EUR     73.970
UniCredit Bank AG         6.300     1/3/2020   EUR     60.370
UniCredit Bank AG        14.600     1/3/2020   EUR     50.850
UniCredit Bank AG        14.300     1/3/2020   EUR     63.970
UniCredit Bank AG         9.800     1/3/2020   EUR     75.100
UniCredit Bank AG        12.500     1/3/2020   EUR     24.070
UniCredit Bank AG        11.000     1/3/2020   EUR     53.420
UniCredit Bank AG         5.100     1/3/2020   EUR     64.190
UBS AG/London             7.500    2/21/2020   EUR     46.250
UBS AG/London             8.500    8/21/2020   EUR     73.650
EFG International Fina    6.400     3/8/2021   EUR     61.430
Leonteq Securities AG     7.400     3/2/2020   CHF     23.040
Leonteq Securities AG     7.200     3/2/2020   CHF     72.340
Leonteq Securities AG    10.000     3/2/2020   EUR     63.080
Raiffeisen Schweiz Gen    5.750     9/2/2020   CHF     46.540
Raiffeisen Schweiz Gen    7.400     3/2/2020   EUR     68.150
Raiffeisen Schweiz Gen    7.000     3/2/2020   CHF     67.130
DekaBank Deutsche Giro    3.150     3/5/2021   EUR     65.190
DekaBank Deutsche Giro    2.850     3/6/2020   EUR     71.040
Landesbank Baden-Wuert    3.000    2/28/2020   EUR     67.630
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     60.100
Landesbank Baden-Wuert    7.000    2/28/2020   EUR     54.300
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     73.380
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     67.020
Landesbank Baden-Wuert    3.000    2/28/2020   EUR     73.310
Landesbank Baden-Wuert    4.000    2/28/2020   EUR     66.970
Landesbank Baden-Wuert    3.000    2/28/2020   EUR     58.340
Landesbank Baden-Wuert    2.500    2/28/2020   EUR     55.340
Landesbank Baden-Wuert    3.500    2/28/2020   EUR     51.630
Landesbank Baden-Wuert    4.500    2/28/2020   EUR     50.160
Landesbank Baden-Wuert    5.500    2/28/2020   EUR     47.250
Landesbank Baden-Wuert    3.000    2/28/2020   EUR     55.510
Landesbank Baden-Wuert    4.500    2/28/2020   EUR     51.070
Landesbank Baden-Wuert    6.000    2/28/2020   EUR     47.440
Landesbank Baden-Wuert    2.500    2/28/2020   EUR     66.120
Landesbank Baden-Wuert    3.500    2/28/2020   EUR     63.190
Landesbank Baden-Wuert    4.500    2/28/2020   EUR     59.190
Landesbank Baden-Wuert    4.000    2/28/2020   EUR     72.550
Landesbank Baden-Wuert    5.500    2/28/2020   EUR     66.720
Landesbank Baden-Wuert    7.000    2/28/2020   EUR     61.860
Landesbank Baden-Wuert    4.500    2/28/2020   EUR     70.380
Landesbank Baden-Wuert    6.000    2/28/2020   EUR     65.410
Landesbank Baden-Wuert    2.500    2/28/2020   EUR     64.470
Landesbank Baden-Wuert    3.500    2/28/2020   EUR     59.830
Landesbank Baden-Wuert    4.500    2/28/2020   EUR     57.540
Landesbank Baden-Wuert    3.500    2/28/2020   EUR     72.340
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     65.810
Landesbank Baden-Wuert    2.500    2/28/2020   EUR     26.880
Landesbank Baden-Wuert    4.000    2/28/2020   EUR     24.770
Landesbank Baden-Wuert    4.500    2/28/2020   EUR     75.090
Landesbank Baden-Wuert    4.000    2/28/2020   EUR     73.450
UniCredit Bank AG         4.000     3/2/2020   EUR     35.460
Goldman Sachs & Co Wer   14.000   12/27/2019   EUR     68.300
Goldman Sachs & Co Wer    6.000   12/27/2019   EUR     69.790
UBS AG/London            10.500    2/28/2020   CHF     45.750
UBS AG/London             9.500    2/28/2020   EUR     56.950
UBS AG/London            10.000    2/28/2020   EUR     50.650
UBS AG/London             7.500    2/28/2020   EUR     70.650
Commerzbank AG            5.350     3/2/2020   USD     45.190
Bayerische Landesbank     3.400    7/16/2021   EUR     57.660
Bayerische Landesbank     4.000     5/3/2020   EUR     74.790
Raiffeisen Schweiz Gen    5.750     9/9/2020   CHF     47.610
DekaBank Deutsche Giro    3.100    3/27/2020   EUR     68.670
Leonteq Securities AG/    8.200     3/2/2020   CHF     24.840
Leonteq Securities AG/    7.000     3/2/2020   CHF     68.710
Deutsche Bank AG          7.200   12/24/2019   EUR     75.300
Deutsche Bank AG          7.200   12/24/2019   EUR     73.500
Deutsche Bank AG          7.200   12/24/2019   EUR     70.900
Deutsche Bank AG          7.200   12/24/2019   EUR     73.560
Deutsche Bank AG          7.200   12/24/2019   EUR     71.230
Deutsche Bank AG          7.200   12/24/2019   EUR     67.990
Deutsche Bank AG          7.200   12/24/2019   EUR     65.030
Erste Group Bank AG       6.250    3/29/2023   EUR     62.950
UniCredit Bank AG         6.300    3/26/2021   EUR     61.190
HSBC Trinkaus & Burkha    8.100    1/24/2020   EUR     44.580
HSBC Trinkaus & Burkha    7.100    1/24/2020   EUR     74.400
DZ Bank AG Deutsche Ze    7.500   12/23/2019   EUR     73.800
DZ Bank AG Deutsche Ze    5.000   11/20/2019   EUR     56.500
DZ Bank AG Deutsche Ze    8.000   11/20/2019   EUR     45.360
DZ Bank AG Deutsche Ze    8.500   12/23/2019   EUR     68.760
Landesbank Baden-Wuert    5.000   10/23/2020   EUR     49.640
BNP Paribas Emissions-   13.000   12/30/2019   EUR     60.560
BNP Paribas Emissions-   18.000   12/30/2019   EUR     68.510
HSBC Trinkaus & Burkha    4.430   12/30/2019   EUR     69.220
UniCredit Bank AG        14.000   12/29/2020   EUR     34.420
UBS AG/London             9.000   10/19/2020   USD     58.300
HSBC Trinkaus & Burkha    6.000   12/30/2019   EUR     72.930
UBS AG/London            10.000    4/24/2020   USD     52.970
UBS AG/London             9.000    4/24/2020   EUR     59.150
UBS AG/London            10.000    4/17/2020   EUR     66.900
Vontobel Financial Pro   13.000     1/3/2020   EUR     71.650
Vontobel Financial Pro   12.000     1/3/2020   EUR     73.610
Landesbank Baden-Wuert    5.800   11/22/2019   EUR     35.420
Vontobel Financial Pro   12.500     1/3/2020   EUR     64.370
UniCredit Bank AG         4.350   10/26/2021   EUR     48.790
DekaBank Deutsche Giro    5.150    5/21/2021   EUR     63.600
Societe Generale Effek   10.171    6/19/2020   EUR     72.960
Societe Generale Effek   10.985    6/19/2020   EUR     72.400
Societe Generale Effek   11.392    6/19/2020   EUR     70.940
Societe Generale Effek   12.205    6/19/2020   EUR     70.470
Societe Generale Effek   13.019    6/19/2020   EUR     69.650
Societe Generale Effek   13.833    6/19/2020   EUR     68.860
Societe Generale Effek   14.647    6/19/2020   EUR     68.110
Vontobel Financial Pro    7.550   12/31/2019   EUR     58.250
UniCredit Bank AG         4.400   11/27/2019   EUR     54.620
Vontobel Financial Pro    6.000     1/3/2020   EUR     51.280
Vontobel Financial Pro   10.000     1/3/2020   EUR     44.100
Vontobel Financial Pro    9.500     1/3/2020   EUR     73.160
Vontobel Financial Pro   13.500     1/3/2020   EUR     65.980
Vontobel Financial Pro   10.500     1/3/2020   EUR     71.200
Vontobel Financial Pro   14.500     1/3/2020   EUR     64.440
Vontobel Financial Pro   10.000     1/3/2020   EUR     69.760
Vontobel Financial Pro   10.000     1/3/2020   EUR     66.730
Vontobel Financial Pro    6.500     1/3/2020   EUR     72.940
Vontobel Financial Pro    4.500     1/3/2020   EUR     69.230
Vontobel Financial Pro   11.000     1/3/2020   EUR     59.840
Vontobel Financial Pro   11.500     1/3/2020   EUR     70.590
Leonteq Securities AG/    5.000     5/5/2020   EUR     36.000
Vontobel Financial Pro    8.500   12/13/2019   EUR     70.820
Vontobel Financial Pro   11.000   12/13/2019   EUR     69.560
HSBC Trinkaus & Burkha    7.600    6/26/2020   EUR     64.290
HSBC Trinkaus & Burkha    5.700    6/26/2020   EUR     74.420
HSBC Trinkaus & Burkha    6.200    6/26/2020   EUR     70.800
Vontobel Financial Pro   11.000   12/13/2019   EUR     71.530
Vontobel Financial Pro    9.500   12/13/2019   EUR     73.690
Vontobel Financial Pro   14.500    3/13/2020   EUR     65.750
HSBC Trinkaus & Burkha    2.620   12/30/2019   EUR     64.560
Vontobel Financial Pro   16.000     1/3/2020   EUR     68.280
Vontobel Financial Pro    5.500     1/3/2020   EUR     70.680
Leonteq Securities AG/    7.000   10/29/2020   CHF     58.300
Bank Julius Baer & Co     4.200    11/6/2019   CHF     65.550
HSBC Trinkaus & Burkha   11.100   12/27/2019   EUR     73.510
HSBC Trinkaus & Burkha   11.800   12/27/2019   EUR     40.470
Vontobel Financial Pro   11.000   12/12/2019   EUR     69.870
HSBC Trinkaus & Burkha    6.100   12/27/2019   EUR     69.100
HSBC Trinkaus & Burkha    6.500    6/26/2020   EUR     69.630
HSBC Trinkaus & Burkha    8.200   12/27/2019   EUR     64.070
HSBC Trinkaus & Burkha    4.200   12/27/2019   EUR     63.430
HSBC Trinkaus & Burkha    5.200    6/26/2020   EUR     65.200
HSBC Trinkaus & Burkha    7.000    6/26/2020   EUR     75.280
Vontobel Financial Pro   15.000   12/31/2019   EUR     40.470
HSBC Trinkaus & Burkha    8.200    6/26/2020   EUR     67.590
Vontobel Financial Pro   11.500    3/13/2020   EUR     71.170
Vontobel Financial Pro   14.000   12/13/2019   EUR     65.750
Vontobel Financial Pro   10.500    3/13/2020   EUR     71.620
Vontobel Financial Pro   10.500   12/13/2019   EUR     75.130
Vontobel Financial Pro   13.000    3/13/2020   EUR     70.100
Vontobel Financial Pro   10.000   12/31/2019   EUR     37.180
Vontobel Financial Pro   12.000     1/3/2020   EUR     57.950
Raiffeisen Schweiz Gen    7.000    4/30/2020   EUR     70.110
DZ Bank AG Deutsche Ze    6.250   12/23/2019   EUR     70.270
Vontobel Financial Pro   11.550   12/31/2019   EUR     56.170
Leonteq Securities AG/    4.750    11/1/2021   CHF     46.010
HSBC Trinkaus & Burkha   11.400   12/27/2019   EUR     70.130
HSBC Trinkaus & Burkha   10.500   12/27/2019   EUR     71.720
HSBC Trinkaus & Burkha    4.300   12/27/2019   EUR     50.950
UBS AG/London            10.000    11/7/2019   CHF     41.650
Vontobel Financial Pro    9.000     1/3/2020   EUR     68.020
Vontobel Financial Pro   10.500     1/3/2020   EUR     65.290
Vontobel Financial Pro   12.000     1/3/2020   EUR     42.330
BNP Paribas Emissions-    9.000   12/24/2020   EUR     74.820
UBS AG/London            10.400    3/26/2020   EUR     69.900
Vontobel Financial Pro   13.000     1/3/2020   EUR     68.740
Vontobel Financial Pro    6.000     1/3/2020   EUR     69.500
HSBC Trinkaus & Burkha   29.800    1/24/2020   EUR     71.420
HSBC Trinkaus & Burkha   29.000    1/24/2020   EUR     66.530
HSBC Trinkaus & Burkha    7.600   12/27/2019   EUR     49.400
HSBC Trinkaus & Burkha   10.600    3/27/2020   EUR     46.670
HSBC Trinkaus & Burkha   30.000    1/24/2020   EUR     60.200
Commerzbank AG           14.250   11/22/2019   EUR     70.510
Commerzbank AG           18.250   11/22/2019   EUR     63.920
UniCredit Bank AG         5.050    1/11/2022   EUR     52.800
HSBC Trinkaus & Burkha    3.750   12/30/2019   EUR     72.990
HSBC Trinkaus & Burkha    1.550   12/30/2019   EUR     69.760
HSBC Trinkaus & Burkha    1.620    3/27/2020   EUR     71.500
Societe Generale Effek   29.411   12/20/2019   EUR     63.570
Vontobel Financial Pro    6.950   12/13/2019   EUR     67.020
Vontobel Financial Pro   17.650    1/22/2020   EUR     35.030
Landesbank Baden-Wuert    2.000    7/24/2020   EUR     69.000
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     63.140
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     59.260
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     72.190
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     67.840
Landesbank Baden-Wuert    5.500    7/24/2020   EUR     76.300
Landesbank Baden-Wuert    2.500    7/24/2020   EUR     62.040
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     54.630
Landesbank Baden-Wuert    7.000    7/24/2020   EUR     52.010
UBS AG/London            20.700     1/2/2020   EUR     61.440
Vontobel Financial Pro   14.000   12/31/2019   EUR     70.187
Vontobel Financial Pro    4.000   12/20/2019   EUR     36.502
Commerzbank AG            5.500   11/22/2019   EUR     57.840
Bank Julius Baer & Co    10.740   12/10/2019   USD     67.800
DZ Bank AG Deutsche Ze    6.500   12/27/2019   EUR     75.960
Vontobel Financial Pro   11.500     1/3/2020   EUR     71.750
Vontobel Financial Pro    9.500     1/3/2020   EUR     74.980
Vontobel Financial Pro   14.950    12/6/2019   EUR     61.003
UBS AG/London             7.100    9/24/2020   EUR     69.680
UBS AG/London            21.700     1/2/2020   EUR     70.960
UBS AG/London             8.200     1/2/2020   EUR     75.090
UBS AG/London             8.500     1/2/2020   EUR     58.080
UBS AG/London             4.400     1/2/2020   EUR     73.340
UBS AG/London            19.800     1/2/2020   EUR     61.440
UBS AG/London            21.400     1/2/2020   EUR     69.170
UBS AG/London            19.000     1/2/2020   EUR     73.860
UBS AG/London             4.500     1/2/2020   EUR     66.330
UBS AG/London             7.200     1/2/2020   EUR     68.710
UBS AG/London             3.500     1/2/2020   EUR     68.860
HSBC Trinkaus & Burkha   13.900   12/27/2019   EUR     43.560
HSBC Trinkaus & Burkha    4.800   12/27/2019   EUR     55.790
HSBC Trinkaus & Burkha   12.500    3/27/2020   EUR     45.940
HSBC Trinkaus & Burkha    5.000    3/27/2020   EUR     56.160
HSBC Trinkaus & Burkha   10.000   11/22/2019   EUR     47.470
HSBC Trinkaus & Burkha    9.200    2/28/2020   EUR     48.870
Commerzbank AG           13.750   11/22/2019   EUR     69.380
Vontobel Financial Pro   14.500    3/13/2020   EUR     75.140
Vontobel Financial Pro   10.500   12/13/2019   EUR     73.820
Vontobel Financial Pro   18.500   12/13/2019   EUR     62.750
Vontobel Financial Pro   16.000    3/13/2020   EUR     66.310
Commerzbank AG            5.250   11/22/2019   EUR     73.310
Zurcher Kantonalbank F   10.000   12/13/2019   EUR     67.800
Commerzbank AG            7.250   11/22/2019   EUR     67.300
Commerzbank AG           13.250   11/22/2019   EUR     56.970
Commerzbank AG           11.750   11/22/2019   EUR     72.820
Zurcher Kantonalbank F    7.500    3/13/2020   EUR     63.420
Societe Generale Effek   16.052    3/20/2020   EUR     69.340
Societe Generale Effek    7.249    3/20/2020   EUR     68.310
Societe Generale Effek   10.097    3/20/2020   EUR     63.190
Societe Generale Effek   13.204    3/20/2020   EUR     59.120
Societe Generale Effek    9.637    6/19/2020   EUR     69.590
Societe Generale Effek   12.849    6/19/2020   EUR     65.270
Societe Generale Effek   10.740    9/18/2020   EUR     70.210
Societe Generale Effek   20.195    3/20/2020   EUR     72.430
Societe Generale Effek   22.486    6/19/2020   EUR     74.570
Vontobel Financial Pro   11.000    3/27/2020   EUR     63.530
Deutsche Bank AG          8.200   12/24/2019   EUR     66.400
Deutsche Bank AG          8.200   12/24/2019   EUR     60.000
Deutsche Bank AG          8.200   12/24/2019   EUR     54.700
Deutsche Bank AG          8.200    3/24/2020   EUR     67.700
Deutsche Bank AG          8.200    3/24/2020   EUR     61.700
Deutsche Bank AG          8.200    3/24/2020   EUR     56.600
Deutsche Bank AG          8.200    6/23/2020   EUR     68.600
Deutsche Bank AG          8.200    6/23/2020   EUR     63.100
Deutsche Bank AG          8.200    6/23/2020   EUR     58.200
Deutsche Bank AG          8.200    9/22/2020   EUR     69.900
Deutsche Bank AG          8.200    9/22/2020   EUR     64.600
Deutsche Bank AG          8.200    9/22/2020   EUR     59.900
Deutsche Bank AG          8.200   12/22/2020   EUR     71.200
Deutsche Bank AG          8.200   12/22/2020   EUR     66.100
Deutsche Bank AG          8.200   12/22/2020   EUR     61.600
Deutsche Bank AG          8.200   12/24/2019   EUR     75.800
Commerzbank AG           10.750   12/31/2019   EUR     69.860
Commerzbank AG            6.000   12/31/2019   EUR     72.310
HSBC Trinkaus & Burkha    1.250    4/22/2020   EUR     67.290
Vontobel Financial Pro   14.000     1/3/2020   EUR     73.720
Vontobel Financial Pro    5.500    3/27/2020   EUR     73.260
Vontobel Financial Pro   11.000    3/27/2020   EUR     67.980
Vontobel Financial Pro    9.000    3/27/2020   EUR     56.200
Vontobel Financial Pro   11.500    3/27/2020   EUR     57.230
Vontobel Financial Pro    8.500     1/3/2020   EUR     54.060
Vontobel Financial Pro   11.500     1/3/2020   EUR     54.600
DZ Bank AG Deutsche Ze   10.000    3/25/2020   EUR     67.190
DZ Bank AG Deutsche Ze    7.000   12/27/2019   EUR     70.660
Commerzbank AG            7.750   12/31/2019   EUR     66.600
Commerzbank AG            9.750   12/31/2019   EUR     63.600
Landesbank Baden-Wuert    5.500    3/26/2021   EUR     59.980
Landesbank Baden-Wuert    3.000    3/26/2021   EUR     74.250
UBS AG/London            11.000     9/7/2020   EUR     63.150
UBS AG/London             9.000     9/7/2020   EUR     70.400
UBS AG/London             5.400   12/28/2020   EUR     69.310
UBS AG/London            14.000    3/26/2020   EUR     68.320
UBS AG/London             9.000    3/26/2020   EUR     74.370
UBS AG/London             9.200    3/26/2020   EUR     69.280
UBS AG/London            19.000     1/2/2020   EUR     71.000
UBS AG/London             9.400    3/26/2020   EUR     66.880
UBS AG/London             6.000    6/25/2020   EUR     72.350
UBS AG/London             8.200    6/25/2020   EUR     74.500
UBS AG/London            15.600    3/26/2020   EUR     63.070
UBS AG/London             7.700    3/26/2020   EUR     64.050
UBS AG/London             7.400    3/26/2020   EUR     71.160
UBS AG/London            22.400     1/2/2020   EUR     68.290
UBS AG/London             5.300   12/28/2020   EUR     71.380
UBS AG/London             5.900    3/26/2020   EUR     67.440
UBS AG/London            12.900    6/25/2020   EUR     68.500
UBS AG/London             6.000    3/26/2020   EUR     73.390
UBS AG/London             3.800    6/25/2020   EUR     68.050
Bank Julius Baer & Co     7.000     3/6/2020   EUR     72.850
Commerzbank AG           15.750   12/31/2019   EUR     74.440
Societe Generale Effek   12.528    6/19/2020   EUR     74.900
Societe Generale Effek   18.632    6/19/2020   EUR     70.150
Societe Generale Effek   17.753   12/20/2019   EUR     73.100
Societe Generale Effek    4.142   12/20/2019   EUR     74.880
Societe Generale Effek    6.312   12/20/2019   EUR     67.300
Societe Generale Effek    9.074   12/20/2019   EUR     61.300
Societe Generale Effek   12.230   12/20/2019   EUR     56.550
Societe Generale Effek    4.660    3/20/2020   EUR     74.580
Societe Generale Effek   14.192    9/18/2020   EUR     66.640
Societe Generale Effek   19.134   12/20/2019   EUR     68.490
Societe Generale Effek   25.249   12/20/2019   EUR     63.780
Societe Generale Effek   25.890    3/20/2020   EUR     68.790
Societe Generale Effek    7.767    3/20/2020   EUR     72.200
Societe Generale Effek    9.321    3/20/2020   EUR     70.090
Societe Generale Effek   10.874    3/20/2020   EUR     68.170
Societe Generale Effek   15.793    3/20/2020   EUR     63.610
Societe Generale Effek    9.589    9/18/2020   EUR     75.560
Landesbank Hessen-Thue    7.600     3/9/2023   EUR     67.970
HSBC Trinkaus & Burkha    7.600   12/27/2019   EUR     73.150
DZ Bank AG Deutsche Ze   10.500   12/27/2019   EUR     71.480
DZ Bank AG Deutsche Ze    6.000   12/27/2019   EUR     74.620
DZ Bank AG Deutsche Ze    6.250   12/27/2019   EUR     74.330
DZ Bank AG Deutsche Ze    5.000   11/20/2019   EUR     70.330
DZ Bank AG Deutsche Ze    5.250   11/20/2019   EUR     72.810
DZ Bank AG Deutsche Ze   10.250   11/20/2019   EUR     60.920
Raiffeisen Schweiz Gen    9.500    4/22/2020   CHF     73.030
DZ Bank AG Deutsche Ze    6.250   12/27/2019   EUR     46.350
DZ Bank AG Deutsche Ze   10.500   12/27/2019   EUR     75.900
DZ Bank AG Deutsche Ze    6.250   12/23/2019   EUR     64.600
Landesbank Baden-Wuert    6.000   10/23/2020   EUR     74.300
Landesbank Baden-Wuert    5.000   10/23/2020   EUR     73.140
Landesbank Baden-Wuert    2.500   10/23/2020   EUR     56.140
Landesbank Baden-Wuert    5.500    8/28/2020   EUR     76.380
UniCredit Bank AG        12.800   12/29/2020   EUR     34.360
UniCredit Bank AG         8.600     1/3/2020   EUR     29.540
UniCredit Bank AG         7.800   12/29/2020   EUR     36.870
UniCredit Bank AG         9.200   12/29/2020   EUR     35.810
Raiffeisen Centrobank     3.921    3/24/2020   EUR     75.000
UBS AG/London             7.000   10/26/2020   CHF     72.850
UBS AG/London             8.500   10/26/2020   EUR     72.000
Vontobel Financial Pro   15.500     1/3/2020   EUR     74.360
Vontobel Financial Pro   12.000     1/3/2020   EUR     72.110
Vontobel Financial Pro   11.000     1/3/2020   EUR     73.740
Vontobel Financial Pro   15.500     1/3/2020   EUR     63.210
Landesbank Baden-Wuert    5.850   11/22/2019   EUR     64.910
Landesbank Baden-Wuert    2.700   10/23/2020   EUR     74.980
Vontobel Financial Pro   11.000     1/3/2020   EUR     72.130
BNP Paribas Emissions-    8.000   12/30/2019   EUR     65.650
UBS AG/London            12.000   10/26/2020   CHF     70.250
Societe Generale Effek    8.951    6/19/2020   EUR     75.150
Societe Generale Effek    9.358    6/19/2020   EUR     74.350
Societe Generale Effek   15.867    6/19/2020   EUR     66.560
Societe Generale Effek   16.690   12/20/2019   EUR     71.940
Vontobel Financial Pro    9.500   12/31/2019   EUR     58.580
Vontobel Financial Pro   14.500     1/3/2020   EUR     69.890
Vontobel Financial Pro    8.500     1/3/2020   EUR     73.300
Vontobel Financial Pro    7.500     1/3/2020   EUR     48.610
Vontobel Financial Pro    8.500     1/3/2020   EUR     46.180
Vontobel Financial Pro   10.500     1/3/2020   EUR     70.070
Vontobel Financial Pro    7.000   12/31/2019   EUR     68.060
Vontobel Financial Pro   14.000     1/3/2020   EUR     73.500
Vontobel Financial Pro   11.500     1/3/2020   EUR     69.350
Vontobel Financial Pro   12.500     1/3/2020   EUR     67.610
Vontobel Financial Pro   14.000     1/3/2020   EUR     69.890
Vontobel Financial Pro   13.500     1/3/2020   EUR     37.350
Vontobel Financial Pro   10.500     1/3/2020   EUR     40.150
Vontobel Financial Pro    7.500     1/3/2020   EUR     73.840
Vontobel Financial Pro   12.500     1/3/2020   EUR     66.200
Vontobel Financial Pro    8.500     1/3/2020   EUR     69.710
Vontobel Financial Pro    7.500     1/3/2020   EUR     64.040
Raiffeisen Switzerland    5.600    11/2/2020   CHF     71.630
UBS AG/London            11.000    12/2/2019   CHF     53.650
UBS AG/London             7.250    12/2/2019   CHF     65.150
EFG International Fina    7.000    6/15/2020   CHF     74.790
UniCredit Bank AG         3.800    6/28/2022   EUR     66.430
Raiffeisen Schweiz Gen    4.800    12/8/2020   CHF     54.290
BNP Paribas Issuance B    6.600     6/1/2020   EUR     74.250
DekaBank Deutsche Giro    3.000    6/26/2020   EUR     73.700
DekaBank Deutsche Giro    2.000    6/25/2021   EUR     51.530
UniCredit Bank AG         4.300   10/18/2021   EUR     74.830
Goldman Sachs & Co Wer   25.000   12/27/2019   EUR     74.640
Goldman Sachs & Co Wer   24.000    2/26/2020   EUR     75.540
Vontobel Financial Pro    7.000    6/19/2020   USD     64.576
Landesbank Baden-Wuert    5.500    9/25/2020   EUR     75.900
Landesbank Baden-Wuert    5.000    9/25/2020   EUR     72.740
Landesbank Baden-Wuert    7.000    9/25/2020   EUR     69.910
Landesbank Baden-Wuert    5.000    9/25/2020   EUR     75.250
Landesbank Baden-Wuert    7.000    9/25/2020   EUR     72.530
Commerzbank AG           14.250   12/31/2019   EUR     64.230
Vontobel Financial Pro    3.500    3/13/2020   EUR     50.750
HSBC Trinkaus & Burkha    3.700   12/27/2019   EUR     73.350
HSBC Trinkaus & Burkha    5.400   12/27/2019   EUR     66.520
HSBC Trinkaus & Burkha    3.200   12/27/2019   EUR     73.630
HSBC Trinkaus & Burkha    5.200   12/27/2019   EUR     67.550
HSBC Trinkaus & Burkha    3.500   12/27/2019   EUR     66.080
Landesbank Hessen-Thue    3.500     8/3/2022   EUR     64.910
Leonteq Securities AG/   10.000     1/9/2020   CHF     66.550
Raiffeisen Schweiz Gen    6.200     1/6/2020   CHF     65.210
Raiffeisen Schweiz Gen    5.200     1/6/2021   CHF     62.060
Raiffeisen Schweiz Gen    5.000     7/6/2020   CHF     71.550
Landesbank Hessen-Thue    5.750     8/3/2023   EUR     59.870
Leonteq Securities AG/   10.000    1/13/2020   CHF     66.600
Vontobel Financial Pro    5.250    2/21/2020   EUR     59.200
Vontobel Financial Pro   27.500    8/12/2020   USD     67.140
DekaBank Deutsche Giro    4.050     7/3/2020   EUR     66.220
UBS AG/London             5.700     1/2/2020   EUR     67.870
UBS AG/London             4.000     1/2/2020   EUR     70.960
UBS AG/London             8.500    12/6/2019   CHF     55.500
UBS AG/London             7.000    12/6/2019   CHF     74.550
Leonteq Securities AG/    7.000   12/15/2020   CHF     70.350
Societe Generale SA      13.200   12/11/2020   USD     38.000
Raiffeisen Schweiz Gen    9.400   12/27/2019   CHF     55.040
Vontobel Financial Pro    8.300   12/18/2019   EUR     61.950
DekaBank Deutsche Giro    5.700    7/31/2020   EUR     75.720
UniCredit Bank AG         6.000    1/18/2021   EUR     63.720
UniCredit Bank AG         4.500    1/18/2022   EUR     59.160
DekaBank Deutsche Giro    5.000    7/31/2020   EUR     47.110
UniCredit Bank AG         4.100    2/13/2023   EUR     73.910
UniCredit Bank AG         3.500    2/13/2023   EUR     72.570
Landesbank Baden-Wuert    3.000    2/26/2021   EUR     69.140
Landesbank Baden-Wuert    3.800    2/26/2021   EUR     48.460
UBS AG/London             8.500    6/22/2020   EUR     71.850
UBS AG/London            11.250   12/20/2019   EUR     54.150
Leonteq Securities AG/   10.000     1/3/2020   USD     51.330
Raiffeisen Schweiz Gen    7.000   12/30/2019   CHF     73.930
DekaBank Deutsche Giro    2.100     1/5/2021   EUR     64.740
Landesbank Hessen-Thue    3.000    7/29/2020   EUR     75.600
UniCredit Bank AG         3.500     1/5/2021   EUR     51.120
UniCredit Bank AG         3.500     1/5/2021   EUR     38.630
UniCredit Bank AG         3.500     1/5/2021   EUR     64.600
UniCredit Bank AG         3.500     1/5/2021   EUR     59.270
UniCredit Bank AG         4.000     1/5/2021   EUR     63.580
DekaBank Deutsche Giro    4.550    7/31/2020   EUR     72.210
DekaBank Deutsche Giro    6.050    7/31/2020   EUR     57.530
Landesbank Baden-Wuert    3.000    2/25/2022   EUR     62.740
Raiffeisen Centrobank     5.200     2/3/2020   EUR     43.000
UBS AG/London             6.000   12/30/2019   CHF     68.600
UBS AG/London             5.250   12/30/2019   CHF     70.600
UniCredit Bank AG         4.350   11/21/2021   EUR     62.820
DekaBank Deutsche Giro    1.400   11/15/2019   EUR     72.440
Deutsche Bank AG          6.200   12/24/2019   EUR     73.320
Deutsche Bank AG          6.200   12/24/2019   EUR     71.030
Deutsche Bank AG          6.200   12/24/2019   EUR     68.880
Deutsche Bank AG          6.200   12/24/2019   EUR     69.200
Deutsche Bank AG          6.200   12/24/2019   EUR     76.250
Deutsche Bank AG          6.200   12/24/2019   EUR     72.700
Deutsche Bank AG          6.200   12/24/2019   EUR     69.600
Deutsche Bank AG          6.200   12/24/2019   EUR     67.600
Deutsche Bank AG          6.200   12/24/2019   EUR     65.800
Deutsche Bank AG          6.200   12/24/2019   EUR     75.100
Deutsche Bank AG          6.200   12/24/2019   EUR     73.390
Deutsche Bank AG          6.200   12/24/2019   EUR     65.800
Deutsche Bank AG          6.200   12/24/2019   EUR     74.770
Deutsche Bank AG          6.200   12/24/2019   EUR     71.040
Deutsche Bank AG          6.200   12/24/2019   EUR     67.610
Deutsche Bank AG          6.200   12/24/2019   EUR     61.610
Vontobel Financial Pro    5.750   11/27/2020   EUR     70.610
Deutsche Bank AG          6.200   12/24/2019   EUR     70.000
Deutsche Bank AG          6.200   12/24/2019   EUR     69.300
Deutsche Bank AG          6.200   12/24/2019   EUR     66.210
Deutsche Bank AG          6.200   12/24/2019   EUR     58.900
Deutsche Bank AG          6.200   12/24/2019   EUR     51.200
Deutsche Bank AG          6.200   12/24/2019   EUR     62.600
Deutsche Bank AG          6.200   12/24/2019   EUR     56.200
Deutsche Bank AG          6.200   12/24/2019   EUR     52.600
Deutsche Bank AG          6.200   12/24/2019   EUR     72.100
Deutsche Bank AG          6.200   12/24/2019   EUR     29.000
Deutsche Bank AG          6.200   12/24/2019   EUR     52.200
Zurcher Kantonalbank F    5.750    1/16/2020   EUR     72.530
Landesbank Hessen-Thue    3.500    8/17/2022   EUR     74.270
Commerzbank AG           11.250   11/22/2019   EUR     59.890
Commerzbank AG            5.250   11/22/2019   EUR     74.730
Commerzbank AG            7.250   11/22/2019   EUR     68.310
Leonteq Securities AG/   10.200     6/3/2020   USD     61.900
Citigroup Global Marke   13.200   12/18/2023   SEK     74.910
HSBC Trinkaus & Burkha   11.530   11/28/2019   EUR     70.520
Vontobel Financial Pro   10.500     1/3/2020   EUR     74.320
Vontobel Financial Pro   15.500     1/3/2020   EUR     66.760
DZ Bank AG Deutsche Ze   11.000   12/27/2019   EUR     72.930
Bank Julius Baer & Co    13.150    12/4/2019   CHF     61.350
Leonteq Securities AG/    7.600    10/6/2020   CHF     71.900
UniCredit Bank AG         4.500   11/12/2022   EUR     67.740
Landesbank Baden-Wuert    3.000   10/23/2020   EUR     61.380
DekaBank Deutsche Giro    4.150    4/30/2020   EUR     74.440
UniCredit Bank AG         3.120    9/25/2020   EUR     50.330
UniCredit Bank AG         4.920    9/25/2020   EUR     64.850
UniCredit Bank AG         3.800   10/24/2021   EUR     67.860
UBS AG/London             7.000    3/27/2020   CHF     54.450
EFG International Fina    7.000   10/12/2020   EUR     60.810
UniCredit Bank AG         4.750   10/24/2021   EUR      6.760
UniCredit Bank AG         3.900   10/24/2021   EUR     55.740
UniCredit Bank AG         4.050   10/24/2021   EUR     64.070
Leonteq Securities AG/    8.100     4/6/2020   CHF     68.320
Landesbank Hessen-Thue    3.350     8/6/2021   EUR     76.800
Landesbank Hessen-Thue    3.000     8/6/2021   EUR     59.800
Leonteq Securities AG/    7.000    4/16/2020   CHF     42.650
Landesbank Baden-Wuert    2.500    7/24/2020   EUR     70.420
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     70.590
Bayerische Landesbank     3.100    10/9/2020   EUR     62.820
Vontobel Financial Pro    4.300   11/11/2019   EUR     60.520
Raiffeisen Centrobank     5.200   12/30/2019   EUR     49.170
Leonteq Securities AG/    9.800    6/12/2020   CHF     50.570
EFG International Fina    7.400   12/21/2020   USD     62.220
UBS AG/London             7.250    12/6/2019   CHF     75.650
UBS AG/London             9.500    12/6/2019   EUR     51.500
DekaBank Deutsche Giro    2.100     1/4/2021   EUR     64.740
Raiffeisen Schweiz Gen    9.000   12/18/2019   CHF     51.210
Raiffeisen Schweiz Gen    6.250   12/18/2019   CHF     23.840
Raiffeisen Schweiz Gen    8.000   12/18/2019   CHF     74.120
Vontobel Financial Pro    5.400     1/6/2020   EUR     45.460
Leonteq Securities AG/    7.000   12/15/2020   EUR     69.260
Leonteq Securities AG/    8.400   12/18/2019   CHF     24.320
Commerzbank AG            3.250   12/10/2019   USD     58.700
Natixis SA                3.000   12/11/2019   USD     46.333
DekaBank Deutsche Giro    2.300     1/8/2021   EUR     65.830
DekaBank Deutsche Giro    3.200   12/13/2019   EUR     43.340
DekaBank Deutsche Giro    3.000   12/13/2019   EUR     51.200
UniCredit Bank AG         4.200     1/4/2021   EUR     51.920
Leonteq Securities AG/    7.400   12/22/2020   CHF     60.800
Leonteq Securities AG/    8.000   12/27/2019   CHF     66.380
Leonteq Securities AG/    4.000   12/29/2020   CHF     43.090
UBS AG/London             8.000    6/15/2020   EUR     55.600
UBS AG/London             6.750   12/13/2019   USD     34.800
UBS AG/London             8.500    6/15/2020   CHF     62.550
UBS AG/London             6.250   12/13/2019   USD     34.850
UBS AG/London             8.250   12/13/2019   USD     45.250
Leonteq Securities AG/    7.000   12/27/2019   CHF     65.060
Leonteq Securities AG/    8.000   12/27/2019   EUR     43.810
EFG International Fina    7.200   12/29/2020   EUR     63.500
Leonteq Securities AG/    7.600    7/13/2020   CHF     71.410
BNP Paribas Emissions-    8.500   12/30/2019   EUR     62.040
BNP Paribas Emissions-   11.000   12/30/2019   EUR     61.840
BNP Paribas Emissions-    6.500   12/30/2019   EUR     32.200
BNP Paribas Emissions-   10.000   12/30/2019   EUR     59.990
BNP Paribas Emissions-   10.000   12/30/2019   EUR     59.870
BNP Paribas Emissions-   12.000   12/30/2019   EUR     62.410
BNP Paribas Emissions-    7.000   12/30/2019   EUR     74.230
BNP Paribas Emissions-   10.000   12/30/2019   EUR     68.690
Bank Julius Baer & Co     9.900   11/22/2019   USD     68.050
BNP Paribas Emissions-   10.000   12/30/2019   EUR     57.730
Vontobel Financial Pro    9.500     1/3/2020   EUR     70.230
Commerzbank AG           15.000   11/22/2019   EUR     71.790
Commerzbank AG           11.250   11/22/2019   EUR     73.370
Commerzbank AG           14.000   11/22/2019   EUR     69.560
Commerzbank AG           13.500   11/22/2019   EUR     68.700
Commerzbank AG            5.500   11/22/2019   EUR     69.620
Commerzbank AG            9.500   11/22/2019   EUR     59.520
Commerzbank AG            3.250   11/22/2019   EUR     69.710
Commerzbank AG           11.250   11/22/2019   EUR     54.240
Commerzbank AG            8.500   11/22/2019   EUR     56.750
Commerzbank AG           12.500   11/22/2019   EUR     51.060
Commerzbank AG            5.750   11/22/2019   EUR     64.450
Commerzbank AG            9.750   11/22/2019   EUR     53.750
Commerzbank AG           13.750   11/22/2019   EUR     47.620
Commerzbank AG           13.250   11/22/2019   EUR     69.980
Commerzbank AG           12.000   11/22/2019   EUR     62.020
Commerzbank AG           13.500   11/22/2019   EUR     53.660
Commerzbank AG            9.250   11/22/2019   EUR     69.930
Commerzbank AG           12.000   11/22/2019   EUR     73.170
Commerzbank AG            4.500   11/22/2019   EUR     66.370
Commerzbank AG            6.000   11/22/2019   EUR     73.280
Commerzbank AG           12.000   11/22/2019   EUR     68.130
Commerzbank AG            7.750   11/22/2019   EUR     67.110
Commerzbank AG           11.750   11/22/2019   EUR     60.320
Vontobel Financial Pro   10.000     1/3/2020   EUR     59.660
Landesbank Baden-Wuert    4.850    2/28/2020   EUR     73.560
Landesbank Baden-Wuert    4.000    2/28/2020   EUR     59.920
Vontobel Financial Pro    3.850    1/27/2020   EUR     62.820
Leonteq Securities AG/    6.000    1/20/2021   CHF     65.370
Credit Suisse AG/Londo    6.750    1/23/2020   EUR     65.730
UBS AG/London             5.500    1/13/2020   CHF     64.100
UBS AG/London             6.250    7/13/2020   CHF     30.500
UBS AG/London             6.000    1/13/2020   CHF     64.800
UBS AG/London             5.250    7/13/2020   CHF     62.600
Landesbank Baden-Wuert    4.820   11/22/2019   EUR     64.360
Landesbank Hessen-Thue    2.750    5/20/2021   EUR     67.000
Leonteq Securities AG/   10.000    1/23/2020   CHF     71.410
HSBC Trinkaus & Burkha    7.300   12/27/2019   EUR     72.840
HSBC Trinkaus & Burkha   11.400   12/27/2019   EUR     48.090
HSBC Trinkaus & Burkha    7.300   12/27/2019   EUR     53.710
HSBC Trinkaus & Burkha    5.000   12/27/2019   EUR     58.530
HSBC Trinkaus & Burkha   11.500    3/27/2020   EUR     48.640
HSBC Trinkaus & Burkha   10.300    3/27/2020   EUR     49.880
HSBC Trinkaus & Burkha    6.900    3/27/2020   EUR     54.570
HSBC Trinkaus & Burkha    5.000    3/27/2020   EUR     58.730
HSBC Trinkaus & Burkha   10.400   11/22/2019   EUR     49.450
HSBC Trinkaus & Burkha    9.400    2/28/2020   EUR     50.830
HSBC Trinkaus & Burkha    6.600   12/27/2019   EUR     57.500
HSBC Trinkaus & Burkha    3.900   12/27/2019   EUR     63.570
HSBC Trinkaus & Burkha    9.500    3/27/2020   EUR     71.880
HSBC Trinkaus & Burkha    7.300   12/27/2019   EUR     55.740
HSBC Trinkaus & Burkha    4.100   12/27/2019   EUR     63.000
DZ Bank AG Deutsche Ze    5.000   12/27/2019   EUR     61.360
DZ Bank AG Deutsche Ze    5.500   12/27/2019   EUR     70.610
DZ Bank AG Deutsche Ze   11.250   12/27/2019   EUR     64.400
DZ Bank AG Deutsche Ze    5.250   12/27/2019   EUR     59.500
Deutsche Bank AG          6.200   12/24/2019   EUR     73.700
Deutsche Bank AG          6.200   12/24/2019   EUR     65.200
Deutsche Bank AG          6.200   12/24/2019   EUR     74.040
Deutsche Bank AG          6.200   12/24/2019   EUR     71.960
Deutsche Bank AG          6.200   12/24/2019   EUR     69.980
Deutsche Bank AG          6.200   12/24/2019   EUR     68.120
Deutsche Bank AG          6.200   12/24/2019   EUR     66.350
Deutsche Bank AG          6.200   12/24/2019   EUR     64.670
Deutsche Bank AG          6.200   12/24/2019   EUR     73.300
Deutsche Bank AG          6.200   12/24/2019   EUR     72.600
Deutsche Bank AG          6.200   12/24/2019   EUR     69.000
Deutsche Bank AG          6.200   12/24/2019   EUR     62.800
Deutsche Bank AG          6.200   12/24/2019   EUR     72.700
Deutsche Bank AG          6.200   12/24/2019   EUR     64.800
Deutsche Bank AG          6.200   12/24/2019   EUR     71.170
Deutsche Bank AG          6.200   12/24/2019   EUR     61.870
Deutsche Bank AG          6.200   12/24/2019   EUR     73.800
Deutsche Bank AG          6.200   12/24/2019   EUR     54.700
Deutsche Bank AG          6.200   12/24/2019   EUR     66.400
Deutsche Bank AG          6.200   12/24/2019   EUR     59.200
Deutsche Bank AG          6.200   12/24/2019   EUR     57.800
Deutsche Bank AG          6.200   12/24/2019   EUR     65.000
Deutsche Bank AG          6.200   12/24/2019   EUR     31.900
Deutsche Bank AG          6.200   12/24/2019   EUR     30.400
Landesbank Hessen-Thue    3.600   11/20/2019   EUR     66.800
Raiffeisen Schweiz Gen    6.800    7/20/2020   CHF     61.700
Bayerische Landesbank     3.550    8/21/2020   EUR     68.260
Deutsche Bank AG          6.200   12/24/2019   EUR     47.800
Deutsche Bank AG          6.200   12/24/2019   EUR     44.100
Deutsche Bank AG          6.200   12/24/2019   EUR     65.800
Bank Julius Baer & Co     9.300   11/28/2019   EUR     67.100
UBS AG/London             9.000   11/28/2019   CHF     68.550
Leonteq Securities AG     5.400    7/25/2022   CHF     73.080
Commerzbank AG            9.250   11/22/2019   EUR     63.630
Commerzbank AG           13.250   11/22/2019   EUR     56.810
Leonteq Securities AG/    8.000    1/12/2021   EUR     69.300
Leonteq Securities AG/    9.000    1/12/2021   USD     43.320
UBS AG/London             6.250     1/6/2020   CHF     44.400
Landesbank Baden-Wuert    2.000    2/28/2020   EUR     72.900
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     52.230
Landesbank Baden-Wuert    6.000    1/24/2020   EUR     49.070
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     69.580
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     74.040
Landesbank Baden-Wuert    2.000    1/24/2020   EUR     68.790
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     59.650
Landesbank Baden-Wuert    2.000    1/24/2020   EUR     62.410
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     57.480
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     51.640
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     54.790
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     42.790
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     55.260
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     52.900
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     70.750
UBS AG/London             7.750     1/6/2020   EUR     61.850
Vontobel Financial Pro   20.000    9/25/2020   EUR     66.440
Vontobel Financial Pro   16.000    6/25/2020   EUR     72.270
DekaBank Deutsche Giro    2.000    1/22/2021   EUR     65.900
EFG International Fina    7.400    1/11/2021   USD     60.800
UBS AG/London             5.400     1/2/2020   EUR     61.810
EFG International Fina    7.400    1/25/2021   CHF     66.140
EFG International Fina    7.200    1/25/2021   EUR     59.110
Corner Banca SA           7.400    7/22/2020   CHF     62.220
Leonteq Securities AG/    6.600    1/22/2020   EUR     66.000
Raiffeisen Schweiz Gen    5.500    1/22/2020   CHF     72.760
UniCredit Bank AG         4.400    2/12/2021   EUR     67.250
UniCredit Bank AG         5.900    2/12/2021   EUR     67.200
Raiffeisen Schweiz Gen    7.000    1/15/2020   CHF     68.580
Deutsche Bank AG          6.200   12/24/2019   EUR     44.700
Deutsche Bank AG          6.200   12/24/2019   EUR     43.000
Deutsche Bank AG          6.200   12/24/2019   EUR     50.650
Deutsche Bank AG          6.200   12/24/2019   EUR     71.200
Deutsche Bank AG          6.200   12/24/2019   EUR     70.800
Deutsche Bank AG          6.200   12/24/2019   EUR     64.860
Deutsche Bank AG          6.200   12/24/2019   EUR     74.200
Deutsche Bank AG          6.200   12/24/2019   EUR     71.070
Deutsche Bank AG          6.200   12/24/2019   EUR     57.640
Deutsche Bank AG          6.200   12/24/2019   EUR     53.860
Deutsche Bank AG          6.200   12/24/2019   EUR     49.500
Deutsche Bank AG          6.200   12/24/2019   EUR     46.200
Deutsche Bank AG          6.200   12/24/2019   EUR     56.570
Deutsche Bank AG          5.200   12/24/2019   EUR     52.560
Deutsche Bank AG          5.200   12/24/2019   EUR     52.050
Deutsche Bank AG          5.200   12/24/2019   EUR     70.900
Deutsche Bank AG          5.200   12/24/2019   EUR     74.000
Deutsche Bank AG          5.200   12/24/2019   EUR     57.480
Raiffeisen Schweiz Gen    7.840    1/22/2020   CHF     63.910
UBS AG/London             5.500    1/17/2020   CHF     67.950
UBS AG/London             6.750    1/17/2020   CHF     64.450
Natixis SA                2.500    7/12/2021   EUR     72.790
DekaBank Deutsche Giro    3.000    7/31/2020   EUR     60.210
Landesbank Baden-Wuert    2.000    7/24/2020   EUR     55.270
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     50.140
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     47.400
Landesbank Baden-Wuert    6.500    7/24/2020   EUR     70.170
Landesbank Baden-Wuert    2.000    7/24/2020   EUR     73.160
Landesbank Baden-Wuert    3.000    7/24/2020   EUR     68.640
Landesbank Baden-Wuert    4.000    7/24/2020   EUR     65.670
Landesbank Baden-Wuert    3.000    7/24/2020   EUR     74.610
Landesbank Baden-Wuert    4.000    7/24/2020   EUR     70.710
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     67.700
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     71.830
Landesbank Baden-Wuert    2.000    7/24/2020   EUR     71.930
Landesbank Baden-Wuert    3.000    7/24/2020   EUR     68.030
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     68.990
Landesbank Baden-Wuert    6.500    7/24/2020   EUR     64.450
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     69.230
Landesbank Baden-Wuert    5.500    7/24/2020   EUR     62.210
Landesbank Baden-Wuert    6.500    7/24/2020   EUR     73.540
Landesbank Baden-Wuert    3.000    7/24/2020   EUR     72.110
Landesbank Baden-Wuert    4.000    7/24/2020   EUR     68.660
Landesbank Baden-Wuert    4.000    7/24/2020   EUR     73.830
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     71.690
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     70.190
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     70.090
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     65.470
Landesbank Baden-Wuert    2.000    7/24/2020   EUR     59.360
Landesbank Baden-Wuert    2.500    7/24/2020   EUR     28.730
Landesbank Baden-Wuert    4.000    7/24/2020   EUR     26.840
Landesbank Baden-Wuert    2.500    7/24/2020   EUR     56.760
Landesbank Baden-Wuert    3.500    7/24/2020   EUR     53.580
Landesbank Baden-Wuert    4.500    7/24/2020   EUR     51.550
Landesbank Baden-Wuert    4.000    7/24/2020   EUR     72.710
Bank Julius Baer & Co     6.150    1/10/2020   CHF     75.400
UBS AG/London            11.000    6/29/2020   CHF     66.250
UBS AG/London             7.000    6/29/2020   CHF     72.550
UBS AG/London            12.100   12/27/2019   EUR     72.650
UBS AG/London             5.750    6/29/2020   CHF     70.950
UBS AG/London             6.500    6/29/2020   CHF     60.500
DekaBank Deutsche Giro    7.000     2/1/2021   EUR     63.750
Leonteq Securities AG     8.000    1/16/2020   CHF     73.600
UBS AG/London            10.250   12/27/2019   EUR     46.850
UBS AG/London             3.800     1/2/2020   EUR     64.520
UBS AG/London             3.200    3/26/2020   EUR     53.000
UBS AG/London             7.300     1/2/2020   EUR     69.790
Erste Group Bank AG       4.650    7/27/2022   EUR     72.250
Credit Suisse AG/Nassa    7.000    1/13/2021   CHF     65.990
Leonteq Securities AG     7.600    7/13/2021   CHF     68.940
Leonteq Securities AG/    6.200    1/13/2021   CHF     66.520
BNP Paribas Emissions-    9.000   12/30/2019   EUR     70.660
BNP Paribas Emissions-    6.500   12/30/2019   EUR     49.750
BNP Paribas Emissions-   10.000   12/30/2019   EUR     60.480
Bank Julius Baer & Co     7.700   11/22/2019   USD     69.100
Raiffeisen Schweiz Gen    6.000    7/13/2020   CHF     72.940
Bayerische Landesbank     3.150    7/31/2020   EUR     67.790
Vontobel Financial Pro   13.500     1/3/2020   EUR     64.710
Credit Suisse AG/Londo    6.600    5/22/2020   CHF     57.020
Credit Suisse AG/Londo    8.750    5/21/2020   USD     57.170
Landesbank Hessen-Thue    5.000   11/13/2019   EUR     70.300
Commerzbank AG           12.500   11/22/2019   EUR     69.300
Commerzbank AG            7.500   11/22/2019   EUR     63.970
Commerzbank AG           11.500   11/22/2019   EUR     56.300
Commerzbank AG            7.250   11/22/2019   EUR     60.900
Commerzbank AG           10.500   11/22/2019   EUR     53.650
Commerzbank AG            3.750   11/22/2019   EUR     73.380
Commerzbank AG            7.750   11/22/2019   EUR     58.190
Commerzbank AG           11.750   11/22/2019   EUR     50.340
Commerzbank AG           15.750   11/22/2019   EUR     45.530
Commerzbank AG           10.000   11/22/2019   EUR     64.960
Commerzbank AG            7.250   11/22/2019   EUR     78.060
Commerzbank AG           11.250   11/22/2019   EUR     66.080
Commerzbank AG           13.250   11/22/2019   EUR     62.890
Commerzbank AG            6.500   11/22/2019   EUR     60.740
Commerzbank AG            8.000   11/22/2019   EUR     69.370
Commerzbank AG           10.000   11/22/2019   EUR     71.050
Commerzbank AG            5.750   11/22/2019   EUR     71.800
Commerzbank AG            9.750   11/22/2019   EUR     63.090
Commerzbank AG           12.000   11/22/2019   EUR     73.470
Vontobel Financial Pro    6.500     1/3/2020   EUR     63.860
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     68.380
HSBC Trinkaus & Burkha    5.000    2/10/2020   EUR     53.660
UBS AG/London             7.000    1/13/2020   EUR     65.000
Landesbank Hessen-Thue    2.200   11/24/2020   EUR     65.970
Leonteq Securities AG/    6.400    11/3/2020   EUR     57.880
Landesbank Hessen-Thue    3.000     6/4/2021   EUR     76.100
Landesbank Baden-Wuert    2.450    7/24/2020   EUR     72.960
DekaBank Deutsche Giro    2.800   11/22/2019   EUR     56.340
DekaBank Deutsche Giro    2.650   11/22/2019   EUR     66.450
Corner Banca SA           8.800   10/30/2019   CHF     68.040
UBS AG/London             9.500    4/20/2020   CHF     56.550
EFG International Fina    7.200    11/2/2020   EUR     65.870
Landesbank Hessen-Thue    4.000   11/24/2021   EUR     63.640
Corner Banca SA          10.000    11/6/2019   CHF     70.560
Landesbank Hessen-Thue    4.700    2/24/2023   EUR     73.210
Leonteq Securities AG/    6.400    11/3/2021   CHF     68.830
Landesbank Hessen-Thue    4.000     6/4/2021   EUR     51.400
Raiffeisen Schweiz Gen    5.000    11/6/2019   CHF     61.480
Societe Generale SA       8.000   10/31/2019   USD
DekaBank Deutsche Giro    6.000    5/29/2020   EUR     56.980
Raiffeisen Schweiz Gen    6.900   12/30/2019   EUR     52.970
UBS AG/London            12.000     1/6/2020   CHF     57.550
UBS AG/London             7.000     1/6/2020   CHF     64.400
Landesbank Baden-Wuert    4.000    2/28/2020   EUR     63.980
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     59.010
Landesbank Hessen-Thue    4.000    1/26/2022   EUR     65.230
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     55.920
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     62.000
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     75.220
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     72.210
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     69.090
Landesbank Baden-Wuert    3.500    1/24/2020   EUR     54.450
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     70.520
Landesbank Baden-Wuert    2.500    1/24/2020   EUR     23.760
Landesbank Baden-Wuert    3.500    1/24/2020   EUR     22.950
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     40.020
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     48.610
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     64.350
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     60.260
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     70.710
Landesbank Baden-Wuert    6.000    1/24/2020   EUR     57.550
UBS AG/London             9.000     1/6/2020   USD     44.600
UBS AG/London             5.750     1/6/2020   CHF     70.550
UBS AG/London             5.750     7/6/2020   EUR     55.500
Commerzbank AG            2.800   12/30/2019   USD     47.990
Vontobel Financial Pro    6.500    6/26/2020   EUR     54.138
Vontobel Financial Pro    6.500    9/25/2020   EUR     55.700
DekaBank Deutsche Giro    3.400    1/24/2020   EUR     54.130
EFG International Fina    7.600    1/11/2021   CHF     66.950
EFG International Fina    8.400    1/10/2020   USD     43.690
UBS AG/London             5.000   11/22/2019   EUR     57.000
UBS AG/London             6.750    12/6/2019   EUR     60.450
UBS AG/London             7.000     6/8/2020   CHF     70.800
UBS AG/London             6.500    12/7/2020   EUR     63.950
UBS AG/London             7.250     6/8/2020   USD     64.510
Corner Banca SA          11.000   12/18/2019   CHF     55.900
Leonteq Securities AG     5.000    6/15/2021   CHF     56.030
Leonteq Securities AG/   10.280    6/11/2020   CHF     65.390
Leonteq Securities AG/    7.000    6/15/2020   CHF     59.860
UBS AG/London             8.100     1/2/2020   EUR     56.310
Credit Suisse AG/Nassa    8.000   12/18/2019   EUR     68.620
Deutsche Bank AG          5.500   12/24/2019   EUR     69.900
Deutsche Bank AG          5.500   12/24/2019   EUR     64.900
Deutsche Bank AG          5.500   12/24/2019   EUR     61.760
Deutsche Bank AG          5.500   12/24/2019   EUR     57.960
Deutsche Bank AG          5.500   12/24/2019   EUR     54.800
Deutsche Bank AG          5.500   12/24/2019   EUR     73.700
Deutsche Bank AG          5.500   12/24/2019   EUR     54.600
Deutsche Bank AG          5.500   12/24/2019   EUR     51.100
Deutsche Bank AG          5.500   12/24/2019   EUR     56.000
Deutsche Bank AG          5.500   12/24/2019   EUR     53.300
Deutsche Bank AG          5.500   12/24/2019   EUR     57.700
Deutsche Bank AG          5.500   12/24/2019   EUR     52.500
Deutsche Bank AG          5.500   12/24/2019   EUR     64.900
Deutsche Bank AG          5.500   12/24/2019   EUR     65.700
Deutsche Bank AG          5.500   12/24/2019   EUR     59.200
Deutsche Bank AG          5.500   12/24/2019   EUR     41.900
Deutsche Bank AG          5.500   12/24/2019   EUR     39.900
Deutsche Bank AG          5.500   12/24/2019   EUR     37.300
Deutsche Bank AG          5.500   12/24/2019   EUR     59.100
Deutsche Bank AG          5.500   12/24/2019   EUR     25.400
Deutsche Bank AG          5.500   12/24/2019   EUR     24.400
Credit Suisse AG/Londo    7.000   12/18/2019   CHF     55.080
Landesbank Baden-Wuert    3.000    3/26/2021   EUR     65.030
UBS AG/London             9.600    3/26/2020   EUR     62.970
UBS AG/London             7.300    3/26/2020   EUR     75.800
UBS AG/London             6.600    3/26/2020   EUR     65.590
UBS AG/London             6.700   12/28/2020   EUR     66.840
UBS AG/London             6.100   12/28/2020   EUR     68.070
UBS AG/London            15.100     1/2/2020   EUR     73.980
UBS AG/London             5.500    3/26/2020   EUR     76.180
UBS AG/London             8.700    6/25/2020   EUR     73.380
UBS AG/London             4.400    3/26/2020   EUR     71.530
UBS AG/London             4.900    3/26/2020   EUR     69.300
UBS AG/London             7.400   12/28/2020   EUR     65.840
Leonteq Securities AG/    7.000    1/29/2020   CHF     67.530
Leonteq Securities AG/    8.200    1/29/2020   EUR     54.070
Leonteq Securities AG/    7.200    7/29/2020   CHF     67.810
UniCredit Bank AG         3.250    2/27/2022   EUR     62.230
EFG International Fina    7.200     2/8/2021   EUR     71.220
EFG International Fina    8.600     2/7/2020   USD     41.470
Leonteq Securities AG/    8.000     8/5/2020   CHF     73.070
Leonteq Securities AG/    9.000     8/5/2020   USD     67.390
Leonteq Securities AG/   10.000     2/5/2020   EUR     59.360
Leonteq Securities AG/    8.000    7/22/2020   CHF     62.000
Raiffeisen Schweiz Gen    6.450    1/22/2020   CHF     62.900
Raiffeisen Schweiz Gen   10.020    1/15/2020   EUR     62.670
Leonteq Securities AG/    8.000    1/17/2020   CHF     39.680
Bank Julius Baer & Co     8.800    1/24/2020   EUR     59.150
UniCredit Bank AG         4.200    2/12/2021   EUR     73.760
UniCredit Bank AG         5.000    2/12/2021   EUR     71.450
UniCredit Bank AG         4.550    2/12/2021   EUR     64.720
Landesbank Baden-Wuert    3.000    3/26/2021   EUR     69.740
Zurcher Kantonalbank F    3.500    1/23/2020   CHF     20.390
Deutsche Bank AG          6.200   12/24/2019   EUR     74.910
Deutsche Bank AG          6.200   12/24/2019   EUR     46.500
Deutsche Bank AG          6.200   12/24/2019   EUR     52.720
Deutsche Bank AG          6.200   12/24/2019   EUR     48.740
Deutsche Bank AG          6.200   12/24/2019   EUR     52.210
Deutsche Bank AG          6.200   12/24/2019   EUR     66.900
Deutsche Bank AG          6.200   12/24/2019   EUR     63.400
Deutsche Bank AG          6.200   12/24/2019   EUR     71.060
Deutsche Bank AG          6.200   12/24/2019   EUR     67.820
Deutsche Bank AG          6.200   12/24/2019   EUR     63.030
Deutsche Bank AG          6.200   12/24/2019   EUR     70.400
Deutsche Bank AG          6.200   12/24/2019   EUR     73.970
Deutsche Bank AG          6.200   12/24/2019   EUR     68.380
Deutsche Bank AG          6.200   12/24/2019   EUR     55.680
Deutsche Bank AG          6.200   12/24/2019   EUR     47.800
Deutsche Bank AG          6.200   12/24/2019   EUR     54.350
Deutsche Bank AG          6.200   12/24/2019   EUR     52.300
Deutsche Bank AG          5.200   12/24/2019   EUR     46.300
Deutsche Bank AG          5.200   12/24/2019   EUR     50.490
Deutsche Bank AG          5.200   12/24/2019   EUR     76.050
Deutsche Bank AG          5.200   12/24/2019   EUR     70.600
Deutsche Bank AG          5.200   12/24/2019   EUR     67.660
Deutsche Bank AG          5.200   12/24/2019   EUR     73.810
Deutsche Bank AG          5.200   12/24/2019   EUR     55.520
Deutsche Bank AG          5.200   12/24/2019   EUR     49.300
Deutsche Bank AG          5.200   12/24/2019   EUR     56.410
Leonteq Securities AG/    5.500    1/30/2020   CHF     60.780
UBS AG/London            12.500    7/20/2020   USD     74.150
UBS AG/London             6.250    1/17/2020   CHF     37.750
UniCredit Bank AG         4.130    2/13/2022   EUR     70.870
Landesbank Baden-Wuert    5.750    1/22/2021   EUR     74.900
Landesbank Hessen-Thue    4.000    8/26/2020   EUR     59.400
Landesbank Hessen-Thue    4.000    8/26/2020   EUR     60.100
Credit Suisse AG/Londo    7.000   11/28/2019   CHF     56.070
Leonteq Securities AG/    8.000   12/27/2019   CHF     64.980
UniCredit Bank AG         3.850    6/28/2022   EUR     70.860
Credit Suisse AG/Nassa    7.250     6/8/2020   EUR     66.710
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     49.490
Landesbank Baden-Wuert    4.500    2/28/2020   EUR     74.700
Landesbank Hessen-Thue    3.500     7/6/2022   EUR     69.030
BNP Paribas Issuance B    6.400     6/1/2020   EUR     53.450
Bayerische Landesbank     3.100    7/10/2020   EUR     64.960
Leonteq Securities AG/    2.500     6/5/2024   EUR     61.000
UBS AG/London             5.250    12/6/2019   CHF     67.250
UBS AG/London             5.750   11/23/2020   CHF     62.650
UBS AG/London             8.000     6/8/2020   CHF     71.450
UBS AG/London             7.100     1/2/2020   EUR     58.990
UBS AG/London             5.400     1/2/2020   EUR     64.680
UBS AG/London             6.100    6/25/2020   EUR     66.280
UBS AG/London             4.300     1/2/2020   EUR     61.510
Erste Group Bank AG       4.650    6/29/2022   EUR     74.600
Raiffeisen Schweiz Gen    7.100    6/15/2020   CHF     58.550
Raiffeisen Schweiz Gen    6.500   12/18/2019   CHF     54.890
Raiffeisen Schweiz Gen    5.300   12/15/2020   EUR     70.410
Leonteq Securities AG/    7.600     1/9/2020   CHF     66.400
Leonteq Securities AG/    7.200     1/4/2021   CHF     70.590
Leonteq Securities AG/   10.000     1/3/2020   CHF     46.300
UBS AG/London            21.300     1/2/2020   EUR     60.610
UBS AG/London            13.900     1/2/2020   EUR     52.280
UBS AG/London             6.800     1/2/2020   EUR     59.760
UBS AG/London            14.500     1/2/2020   EUR     44.810
UBS AG/London             5.300     1/2/2020   EUR     63.970
UBS AG/London             9.800     1/2/2020   EUR     56.450
UBS AG/London             7.100    9/24/2020   EUR     71.930
UBS AG/London             5.600     1/2/2020   EUR     61.700
UBS AG/London            18.700     1/2/2020   EUR     71.900
UBS AG/London             6.600     1/2/2020   EUR     71.090
UBS AG/London            19.600     1/2/2020   EUR     75.440
HSBC Trinkaus & Burkha    6.500   12/27/2019   EUR     66.500
HSBC Trinkaus & Burkha    3.500   12/27/2019   EUR     74.860
HSBC Trinkaus & Burkha    6.900    3/27/2020   EUR     52.380
Vontobel Financial Pro    7.600    12/9/2019   EUR     61.260
Commerzbank AG            3.500   11/22/2019   EUR     65.740
UBS AG/London             7.000     6/2/2020   CHF     57.600
UBS AG/London            11.000    12/2/2019   EUR     66.950
Leonteq Securities AG/    9.000   12/27/2019   CHF     71.540
UniCredit Bank AG         6.000     1/3/2020   EUR     49.920
UniCredit Bank AG         3.200     1/3/2020   EUR     72.780
UniCredit Bank AG         3.800     1/3/2020   EUR     73.820
UniCredit Bank AG         7.100     1/3/2020   EUR     68.030
UniCredit Bank AG        12.100     1/3/2020   EUR     68.950
UniCredit Bank AG        11.200     1/3/2020   EUR     49.210
UniCredit Bank AG         9.400     1/3/2020   EUR     74.180
UniCredit Bank AG        11.900     1/3/2020   EUR     55.580
UniCredit Bank AG         4.000     1/3/2020   EUR     63.090
UniCredit Bank AG        10.100     1/3/2020   EUR     62.710
UniCredit Bank AG         4.100     1/3/2020   EUR     73.320
UniCredit Bank AG        10.900     1/3/2020   EUR     53.260
UniCredit Bank AG         4.700     1/3/2020   EUR     64.830
UniCredit Bank AG        10.000     1/3/2020   EUR     54.920
UniCredit Bank AG         5.700     1/3/2020   EUR     71.180
UniCredit Bank AG         5.100     1/3/2020   EUR     69.910
UniCredit Bank AG        10.600     1/3/2020   EUR     62.690
UniCredit Bank AG        11.600     1/3/2020   EUR     68.870
UniCredit Bank AG         4.400     1/3/2020   EUR     70.780
UniCredit Bank AG         7.700     1/3/2020   EUR     64.080
UniCredit Bank AG         9.900     1/3/2020   EUR     57.260
Landesbank Baden-Wuert    3.000   12/29/2020   EUR     62.800
Landesbank Baden-Wuert    3.600   12/29/2020   EUR     78.670
UniCredit Bank AG         4.200   11/21/2021   EUR     68.420
UniCredit Bank AG         9.800   12/28/2020   EUR     74.280
DZ Bank AG Deutsche Ze    5.250    7/22/2020   EUR     69.410
UniCredit Bank AG        11.300    6/25/2021   EUR     75.700
UniCredit Bank AG         8.000    6/25/2021   EUR     73.730
UniCredit Bank AG        10.200    6/25/2021   EUR     72.410
UniCredit Bank AG         7.000    6/25/2021   EUR     74.790
UniCredit Bank AG        11.300    6/25/2021   EUR     71.980
UniCredit Bank AG         5.100    6/25/2021   EUR     72.130
UniCredit Bank AG         7.000    6/25/2021   EUR     70.210
UniCredit Bank AG         8.000    6/25/2021   EUR     69.540
UniCredit Bank AG         7.700   12/24/2021   EUR     70.240
UniCredit Bank AG         8.500   12/28/2020   EUR     75.640
UniCredit Bank AG        12.700   12/28/2020   EUR     72.420
UniCredit Bank AG        10.100    6/26/2020   EUR     66.120
Vontobel Financial Pro   19.500    6/26/2020   EUR     74.800
UniCredit Bank AG        14.200   12/28/2020   EUR     71.800
UniCredit Bank AG         9.000    6/25/2021   EUR     69.030
UniCredit Bank AG         8.600   12/24/2021   EUR     70.210
UniCredit Bank AG         6.200   12/24/2021   EUR     71.350
UniCredit Bank AG         6.300    3/27/2020   EUR     71.270
UniCredit Bank AG        10.800    3/27/2020   EUR     66.920
UniCredit Bank AG         6.200    6/26/2020   EUR     69.040
UniCredit Bank AG        12.300    6/26/2020   EUR     65.130
UniCredit Bank AG        11.800    6/26/2020   EUR     74.410
Vontobel Financial Pro   15.500    9/25/2020   EUR     74.840
UniCredit Bank AG         5.500   12/24/2021   EUR     72.220
UniCredit Bank AG         7.000   12/24/2021   EUR     70.840
UniCredit Bank AG         9.500   12/24/2021   EUR     73.350
UniCredit Bank AG        13.800    6/26/2020   EUR     72.660
UniCredit Bank AG         6.000    6/25/2021   EUR     71.010
UniCredit Bank AG        10.100    6/25/2021   EUR     68.820
UniCredit Bank AG         8.700   12/24/2021   EUR     73.810
UniCredit Bank AG         6.200   12/24/2021   EUR     75.800
Raiffeisen Schweiz Gen    7.500     4/3/2020   CHF     72.240
UniCredit Bank AG         5.100    4/16/2021   EUR     74.540
HSBC Trinkaus & Burkha    8.200    3/27/2020   EUR     68.640
HSBC Trinkaus & Burkha   10.000    1/24/2020   EUR     75.190
HSBC Trinkaus & Burkha    8.800    7/24/2020   EUR     74.770
UniCredit Bank AG         4.850    11/1/2020   EUR     64.140
DekaBank Deutsche Giro    3.900    4/25/2022   EUR     72.820
Landesbank Hessen-Thue    2.000    3/29/2022   EUR     74.320
UniCredit Bank AG        11.600     1/3/2020   EUR     53.340
UniCredit Bank AG        12.200     1/3/2020   EUR     59.800
UniCredit Bank AG         9.800     1/3/2020   EUR     57.450
UniCredit Bank AG         7.500     1/3/2020   EUR     52.310
UniCredit Bank AG         7.300     1/3/2020   EUR     46.910
UniCredit Bank AG         6.800     1/3/2020   EUR     62.490
UniCredit Bank AG         6.500     1/3/2020   EUR     43.030
UniCredit Bank AG         5.400     1/3/2020   EUR     47.230
UniCredit Bank AG        10.000     1/3/2020   EUR     55.100
UniCredit Bank AG        11.000     1/3/2020   EUR     42.490
UniCredit Bank AG         7.200     1/3/2020   EUR     59.160
UniCredit Bank AG         6.900     1/3/2020   EUR     56.440
UniCredit Bank AG        12.200     1/3/2020   EUR     43.240
UniCredit Bank AG         6.800     1/3/2020   EUR     56.250
UniCredit Bank AG         9.600     1/3/2020   EUR     49.250
UniCredit Bank AG         8.500     1/3/2020   EUR     69.310
UniCredit Bank AG         8.700     1/3/2020   EUR     72.000
UniCredit Bank AG         3.900     1/3/2020   EUR     54.380
UniCredit Bank AG        10.300     1/3/2020   EUR     51.640
UniCredit Bank AG         4.200     1/3/2020   EUR     63.170
UniCredit Bank AG         8.400     1/3/2020   EUR     48.030
UniCredit Bank AG         8.000     1/3/2020   EUR     52.710
UniCredit Bank AG        12.900     1/3/2020   EUR     55.350
UniCredit Bank AG         3.600     1/3/2020   EUR     70.290
UniCredit Bank AG         7.600     1/3/2020   EUR     70.430
UniCredit Bank AG         9.100     1/3/2020   EUR     65.210
UniCredit Bank AG        13.000     1/3/2020   EUR     37.800
UniCredit Bank AG         8.800     1/3/2020   EUR     45.280
UniCredit Bank AG         6.000     1/3/2020   EUR     53.490
UniCredit Bank AG         8.700     1/3/2020   EUR     57.800
UniCredit Bank AG         8.600     1/3/2020   EUR     33.640
UniCredit Bank AG         9.900     1/3/2020   EUR     44.910
UniCredit Bank AG         3.300     1/3/2020   EUR     66.160
UniCredit Bank AG        10.700     1/3/2020   EUR     63.630
UniCredit Bank AG         4.600     1/3/2020   EUR     54.920
UniCredit Bank AG         6.600     1/3/2020   EUR     65.120
UniCredit Bank AG        12.900     1/3/2020   EUR     30.730
UniCredit Bank AG        10.900     1/3/2020   EUR     33.390
UniCredit Bank AG         7.500     1/3/2020   EUR     59.420
UniCredit Bank AG         5.600    4/16/2021   EUR     69.650
Vontobel Financial Pro   10.500    3/27/2020   EUR     69.190
Vontobel Financial Pro   12.500    6/26/2020   EUR     66.480
Vontobel Financial Pro   17.000    6/26/2020   EUR     64.980
Raiffeisen Schweiz Gen    6.600     4/3/2020   EUR     60.470
UniCredit Bank AG         6.300   10/16/2021   EUR     61.480
UniCredit Bank AG         4.650    4/16/2021   EUR     66.410
Landesbank Baden-Wuert    5.300    2/28/2020   EUR     57.530
Leonteq Securities AG     5.200    6/11/2020   CHF     57.550
UniCredit Bank AG         3.700    6/25/2022   EUR     72.690
Landesbank Baden-Wuert    2.500    3/27/2020   EUR     75.070
EFG International Fina   10.900    5/29/2020   USD     71.780
Zurcher Kantonalbank F    8.500   11/29/2019   EUR     67.180
Leonteq Securities AG     6.200     6/8/2021   CHF     71.450
Deutsche Bank AG         15.000   12/24/2019   EUR     55.280
Deutsche Bank AG         15.000   12/24/2019   EUR     59.300
Deutsche Bank AG         15.000   12/24/2019   EUR     68.300
Deutsche Bank AG         15.000   12/24/2019   EUR     63.460
Deutsche Bank AG         15.000   12/24/2019   EUR     51.000
Deutsche Bank AG         15.000   12/24/2019   EUR     58.030
UBS AG/London            11.000    12/2/2019   CHF     52.000
UBS AG/London            10.000    12/2/2019   EUR     65.850
UBS AG/London             5.500    12/2/2019   CHF     64.950
DekaBank Deutsche Giro    3.250    1/24/2020   EUR     55.430
Centralnaya Prigorodna    7.550   12/15/2027   RUB     68.250
Leonteq Securities AG/    8.400     1/3/2020   CHF     65.710
Landesbank Baden-Wuert    3.000    2/28/2020   EUR     66.560
Landesbank Baden-Wuert    6.000    1/24/2020   EUR     58.000
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     72.190
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     73.090
Landesbank Baden-Wuert    2.500    1/24/2020   EUR     58.510
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     50.980
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     66.710
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     63.330
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     53.350
Landesbank Baden-Wuert    2.000    1/24/2020   EUR     58.970
Landesbank Baden-Wuert    2.000    1/24/2020   EUR     69.420
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     60.040
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     64.820
UniCredit Bank AG         4.600   11/22/2019   EUR     72.900
Raiffeisen Schweiz Gen    5.200    12/1/2020   CHF     55.000
Raiffeisen Schweiz Gen    6.400    12/4/2019   CHF     53.420
Credit Suisse AG/Londo    7.000   11/18/2019   CHF     56.020
Zurcher Kantonalbank F   10.000   11/18/2019   CHF     70.500
Commerzbank AG            8.250   11/22/2019   EUR     72.840
Commerzbank AG           10.250   11/22/2019   EUR     68.360
Commerzbank AG           14.250   11/22/2019   EUR     62.400
Landesbank Hessen-Thue    6.500    2/16/2023   EUR     58.250
Raiffeisen Schweiz Gen    6.250    1/29/2020   CHF     68.660
DekaBank Deutsche Giro    2.900    2/14/2020   EUR     71.880
DekaBank Deutsche Giro    2.800    2/12/2021   EUR     70.440
Zurcher Kantonalbank F    5.750    1/30/2020   CHF     21.140
EFG International Fina    7.000   11/16/2020   EUR     64.230
Leonteq Securities AG/    5.000   11/27/2019   CHF     63.870
Bank Julius Baer & Co     8.000   10/31/2019   CHF     64.350
DZ Bank AG Deutsche Ze    7.250    8/26/2020   EUR     74.650
DekaBank Deutsche Giro    4.700    5/29/2020   EUR     76.160
UniCredit Bank AG         5.700   11/27/2019   EUR     52.080
Leonteq Securities AG/    5.000   11/27/2019   CHF     71.110
UniCredit Bank AG         4.200    12/8/2021   EUR     66.590
Leonteq Securities AG/    6.000   11/13/2019   CHF     59.220
Leonteq Securities AG/    5.000   11/13/2019   CHF     64.740
Raiffeisen Schweiz Gen    6.400   11/13/2019   EUR     73.950
Bayerische Landesbank     2.000   12/11/2020   EUR     72.320
Commerzbank AG           11.250   11/22/2019   EUR     61.120
UBS AG/London            10.000    12/5/2019   EUR     69.650
UBS AG/London            10.000    12/5/2019   USD     62.350
Commerzbank AG            9.250   11/22/2019   EUR     63.130
Commerzbank AG           12.250   11/22/2019   EUR     65.640
Raiffeisen Schweiz Gen    6.000    12/4/2019   CHF     75.110
Landesbank Hessen-Thue    4.000   11/10/2021   EUR     69.670
EFG International Fina    7.200   10/26/2020   USD     46.550
Zurcher Kantonalbank F    7.250   10/19/2020   CHF     69.050
Landesbank Hessen-Thue    5.100    2/17/2023   EUR     67.920
Landesbank Baden-Wuert    2.550   12/27/2021   EUR     70.600
Barclays Bank PLC        13.500   10/16/2020   EUR     71.410
EFG International Fina    7.200   10/26/2020   EUR     53.160
Vontobel Financial Pro    8.000     1/3/2020   EUR     69.960
Vontobel Financial Pro    8.000    3/27/2020   EUR     71.590
Raiffeisen Schweiz Gen    9.000   10/12/2020   CHF     60.870
Vontobel Financial Pro   12.000    3/27/2020   EUR     67.180
DekaBank Deutsche Giro    3.050   11/20/2020   EUR     73.950
EFG International Fina    8.000   11/23/2020   EUR     56.270
Commerzbank AG           11.000    7/24/2020   EUR     71.050
Landesbank Baden-Wuert    3.000   12/29/2020   EUR     68.370
Commerzbank AG            7.000    7/24/2020   EUR     74.420
Commerzbank AG            9.000    7/24/2020   EUR     72.460
EFG International Fina    7.800   11/24/2020   USD     61.570
EFG International Fina    7.000   11/23/2020   CHF     73.910
Landesbank Baden-Wuert    4.250   12/29/2020   EUR     66.740
UniCredit Bank AG        12.100     1/3/2020   EUR     40.160
UniCredit Bank AG        10.300     1/3/2020   EUR     70.190
UniCredit Bank AG         6.300     1/3/2020   EUR     72.670
UniCredit Bank AG         9.800     1/3/2020   EUR     65.450
UniCredit Bank AG         8.800     1/3/2020   EUR     44.340
UniCredit Bank AG         5.000     1/3/2020   EUR      3.200
UniCredit Bank AG        11.900     1/3/2020   EUR     71.750
UniCredit Bank AG        11.600     1/3/2020   EUR     67.660
Landesbank Hessen-Thue    8.600   11/17/2022   EUR     58.980
Landesbank Baden-Wuert    4.400   12/29/2020   EUR     62.920
Leonteq Securities AG/    8.000    9/10/2020   CHF     68.870
Landesbank Hessen-Thue    3.500    9/28/2022   EUR     72.350
Leonteq Securities AG    10.000   11/27/2019   CHF     57.530
DZ Bank AG Deutsche Ze    5.800   12/23/2019   EUR     69.390
Vontobel Financial Pro    5.600   11/15/2019   EUR     53.760
DZ Bank AG Deutsche Ze   10.750   12/27/2019   EUR     32.770
Raiffeisen Centrobank     5.359    3/24/2020   EUR     75.590
Landesbank Baden-Wuert    4.000    8/28/2020   EUR     59.060
Landesbank Baden-Wuert    3.000    8/28/2020   EUR     42.150
Landesbank Baden-Wuert    2.500    8/28/2020   EUR     73.210
Landesbank Baden-Wuert    4.500    8/28/2020   EUR     71.220
HSBC Trinkaus & Burkha    6.100   11/22/2019   EUR     69.030
DekaBank Deutsche Giro    3.000   10/31/2019   EUR     72.600
Leonteq Securities AG/    7.400     3/3/2020   CHF     77.350
Macquarie Internationa   11.550    8/28/2023   ZAR     15.955
Vontobel Financial Pro    3.500   12/13/2019   EUR     67.080
Vontobel Financial Pro   10.000   12/13/2019   EUR     74.290
Vontobel Financial Pro    7.500   12/13/2019   EUR     59.230
Commerzbank AG           10.000    1/24/2020   EUR     73.720
Vontobel Financial Pro    7.500     1/3/2020   EUR     69.870
Vontobel Financial Pro    6.000    3/27/2020   EUR     49.590
Vontobel Financial Pro   13.000    3/27/2020   EUR     59.100
Vontobel Financial Pro   16.000   12/13/2019   EUR     61.660
Vontobel Financial Pro    8.500   12/13/2019   EUR     63.190
Vontobel Financial Pro    4.500   12/13/2019   EUR     70.310
Vontobel Financial Pro   10.500   12/13/2019   EUR     74.280
Vontobel Financial Pro    8.500   12/13/2019   EUR     67.120
Vontobel Financial Pro   11.500   12/13/2019   EUR     62.400
Vontobel Financial Pro   15.000    3/27/2020   EUR     63.280
Vontobel Financial Pro    7.500    3/27/2020   EUR     47.710
Vontobel Financial Pro    8.500   12/13/2019   EUR     63.450
Vontobel Financial Pro    3.000   12/13/2019   EUR     74.490
Corner Banca SA          11.000    3/10/2020   CHF     73.550
Leonteq Securities AG    14.200   12/10/2019   CHF     76.210
Leonteq Securities AG/   10.000     2/8/2021   USD     71.360
Raiffeisen Schweiz Gen    7.200    3/10/2020   CHF     67.160
Raiffeisen Schweiz Gen    7.100    3/10/2020   CHF     68.470
Landesbank Hessen-Thue    5.200     1/8/2024   EUR     56.550
Commerzbank AG            9.000   12/31/2019   EUR     70.560
Raiffeisen Centrobank     5.500    10/9/2020   EUR     67.140
Vontobel Financial Pro    6.500   12/13/2019   EUR     66.670
Vontobel Financial Pro   16.000   12/13/2019   EUR     56.390
HSBC Trinkaus & Burkha    8.700   12/27/2019   EUR     68.930
HSBC Trinkaus & Burkha    7.400   12/27/2019   EUR     65.610
Credit Suisse AG/Londo    5.000    6/23/2020   EUR     49.570
DZ Bank AG Deutsche Ze    6.750   12/27/2019   EUR     69.550
Raiffeisen Centrobank     6.620    3/24/2020   EUR     50.660
Raiffeisen Centrobank     8.511    3/24/2020   EUR     51.800
Banque Cantonale Vaudo    6.300     9/7/2020   CHF     70.330
Landesbank Baden-Wuert    4.000    8/28/2020   EUR     74.070
Landesbank Baden-Wuert    3.000    8/28/2020   EUR     73.810
UBS AG/London            28.400     1/2/2020   EUR     74.950
UBS AG/London             3.900    9/24/2020   EUR     73.830
DekaBank Deutsche Giro    7.700    3/26/2021   EUR     68.740
UBS AG/London            10.500    8/31/2020   EUR     67.450
UBS AG/London            10.000     3/2/2020   EUR     49.800
UBS AG/London            10.000     9/7/2020   CHF     55.100
Banque Cantonale Vaudo    5.000    1/31/2020   CHF     74.130
Leonteq Securities AG    10.000     8/3/2020   CHF     38.570
Commerzbank AG            9.000   12/31/2019   EUR     64.600
Vontobel Financial Pro    7.500    3/27/2020   EUR     55.110
Landesbank Baden-Wuert    4.150   10/22/2021   EUR     75.440
Vontobel Financial Pro    6.000     1/3/2020   EUR     54.330
Bank Julius Baer & Co     5.750   10/31/2019   CHF     61.350
Luzerner Kantonalbank    10.000    8/28/2020   CHF     71.170
Vontobel Financial Pro   14.000     1/3/2020   EUR     40.770
Vontobel Financial Pro   13.000     1/3/2020   EUR     68.730
Vontobel Financial Pro    6.500    3/27/2020   EUR     65.360
Commerzbank AG           11.000   11/22/2019   EUR     62.890
Vontobel Financial Pro   12.500   12/13/2019   EUR     66.670
Vontobel Financial Pro    8.500   12/13/2019   EUR     67.740
Vontobel Financial Pro    8.500   12/13/2019   EUR     69.070
DZ Bank AG Deutsche Ze    4.750   12/23/2019   EUR     62.320
DZ Bank AG Deutsche Ze    7.500   12/23/2019   EUR     62.730
Bank Julius Baer & Co     6.150    12/5/2019   CHF     61.450
UBS AG/London            10.000     2/6/2020   EUR     75.100
DZ Bank AG Deutsche Ze    5.000   12/27/2019   EUR     35.060
Raiffeisen Centrobank     6.935    3/24/2020   EUR     74.670
Vontobel Financial Pro    9.000    3/27/2020   EUR     56.210
Landesbank Baden-Wuert    3.000    8/28/2020   EUR     75.830
Landesbank Baden-Wuert    4.000    8/28/2020   EUR     52.310
Landesbank Baden-Wuert    5.000    8/28/2020   EUR     68.030
Landesbank Hessen-Thue    4.650    9/28/2023   EUR     67.370
UBS AG/London            15.900     1/2/2020   EUR     71.800
HSBC Trinkaus & Burkha    7.100   12/27/2019   EUR     73.360
HSBC Trinkaus & Burkha    3.200   12/27/2019   EUR     65.350
Leonteq Securities AG/   10.400   12/13/2019   CHF     68.760
UBS AG/London             9.000    7/20/2020   CHF     70.000
Credit Suisse AG/Nassa    8.250   10/28/2019   CHF     54.830
UBS AG/London            11.000     3/5/2020   CHF     66.750
UBS AG/London            10.000    8/13/2020   EUR     75.300
Vontobel Financial Pro    6.500     1/3/2020   EUR     52.930
HSBC Trinkaus & Burkha    5.500   12/27/2019   EUR     65.010
HSBC Trinkaus & Burkha    4.400    6/26/2020   EUR     64.950
Zurcher Kantonalbank F    6.750    2/19/2020   EUR     67.150
HSBC Trinkaus & Burkha    5.670    2/12/2021   EUR     74.060
UBS AG/London            13.000    1/21/2020   USD     59.440
UBS AG/London             6.000    7/20/2020   CHF     62.350
Leonteq Securities AG/    6.200    7/27/2021   CHF     58.690
UBS AG/London            11.000     3/6/2020   USD     70.450
UBS AG/London            12.000    12/6/2019   USD     73.980
UBS AG/London            10.500    12/5/2019   CHF     62.500
HSBC Trinkaus & Burkha    8.900   11/22/2019   EUR     68.250
HSBC Trinkaus & Burkha    8.000   11/22/2019   EUR     36.030
HSBC Trinkaus & Burkha    5.400    6/26/2020   EUR     65.620
HSBC Trinkaus & Burkha    3.700    6/26/2020   EUR     64.490
HSBC Trinkaus & Burkha    7.300   12/27/2019   EUR     69.270
UBS AG/London             6.500    7/20/2020   EUR     49.500
UBS AG/London             5.500    1/20/2020   CHF     68.900
Natixis SA                3.450    7/26/2021   RUB     64.400
Credit Suisse AG/Nassa    7.250   12/12/2019   CHF     75.820
Leonteq Securities AG/   13.200   12/11/2019   USD     44.740
Erste Group Bank AG       8.000    9/28/2023   EUR     69.650
HSBC Trinkaus & Burkha    6.900    6/26/2020   EUR     66.310
HSBC Trinkaus & Burkha    5.600    6/26/2020   EUR     65.450
DZ Bank AG Deutsche Ze    8.250    3/25/2020   EUR     71.450
HSBC Trinkaus & Burkha    4.600   11/22/2019   EUR     67.090
HSBC Trinkaus & Burkha    5.400   12/27/2019   EUR     73.080
UBS AG/London             7.250     3/5/2020   CHF     72.000
UniCredit Bank AG         4.000    8/24/2021   EUR     72.920
Commerzbank AG            5.000   12/31/2019   EUR     72.250
UBS AG/London             5.250   11/22/2019   EUR     61.900
Raiffeisen Schweiz Gen    8.500   11/27/2019   CHF     70.140
EFG International Fina    8.000    4/21/2020   USD     34.970
Landesbank Baden-Wuert    3.300   12/29/2020   EUR     70.660
Leonteq Securities AG/    7.200    12/8/2020   USD     59.420
Landesbank Hessen-Thue    3.500     1/5/2022   EUR     74.120
DekaBank Deutsche Giro    6.300     7/3/2020   EUR     54.830
UniCredit Bank AG         5.200     5/4/2020   USD     30.820
Raiffeisen Schweiz Gen    5.000     4/3/2020   CHF     33.350
Landesbank Hessen-Thue    6.250   12/22/2022   EUR     61.340
UniCredit Bank AG         5.100   12/19/2020   EUR     65.080
UBS AG/London             5.500   11/22/2019   CHF     76.250
DekaBank Deutsche Giro    2.800    4/24/2020   EUR     68.300
Leonteq Securities AG/    9.000     6/4/2020   USD     57.680
EFG International Fina    8.000    12/6/2019   EUR     66.180
UBS AG/London             7.750   11/22/2019   CHF     51.200
Leonteq Securities AG/    7.000    12/4/2019   CHF     68.490
Leonteq Securities AG/   10.400    12/4/2019   EUR     57.640
UniCredit Bank AG         4.450   12/29/2022   EUR     65.380
UniCredit Bank AG         4.300   12/19/2021   EUR     66.610
Raiffeisen Switzerland    4.800   11/23/2023   CHF     63.360
DekaBank Deutsche Giro    2.800    3/13/2020   EUR     69.640
Landesbank Hessen-Thue    7.250    3/15/2023   EUR     54.300
Societe Generale SA      11.500   11/30/2020   USD     66.050
EFG International Fina    7.200   11/30/2020   EUR     68.060
Leonteq Securities AG/    7.000   11/27/2019   CHF     76.410
Bayerische Landesbank     2.700    2/21/2020   EUR     73.140
Raiffeisen Schweiz Gen    6.750   11/27/2019   CHF     75.950
Leonteq Securities AG/    7.400   11/27/2019   USD     53.220
getBACK SA                5.720    4/30/2021   PLN
UBS AG/London             9.000   11/15/2019   EUR     48.000
EFG International Fina   10.560   11/22/2019   USD     87.740
Corner Banca SA           9.600   11/27/2019   CHF     69.720
Commerzbank AG            3.900    3/23/2022   USD      5.960
Leonteq Securities AG/    4.200     6/1/2021   CHF     44.100
Landesbank Baden-Wuert    3.100    2/25/2022   EUR     74.680
Landesbank Hessen-Thue    4.000   12/22/2021   EUR     59.520
DekaBank Deutsche Giro    4.300     1/4/2021   EUR     62.890
UBS AG/London             8.500    6/15/2020   USD     74.300
UBS AG/London             8.000    6/15/2020   CHF     74.000
UBS AG/London             8.750    6/15/2020   EUR     67.650
Bayerische Landesbank     3.000    7/17/2020   EUR     74.090
Credit Suisse AG/Nassa    7.000    6/22/2021   CHF     62.950
Bank Julius Baer & Co     8.500   12/23/2019   EUR     70.800
Vontobel Financial Pro    7.500    3/27/2020   EUR     71.380
Vontobel Financial Pro   11.500    3/27/2020   EUR     70.920
Vontobel Financial Pro   13.500    3/27/2020   EUR     68.850
UBS AG/London            12.000     3/5/2020   CHF     63.600
Vontobel Financial Pro    9.000     1/3/2020   EUR     62.290
Vontobel Financial Pro   10.500     1/3/2020   EUR     60.660
Vontobel Financial Pro    6.000   12/13/2019   EUR     72.830
Vontobel Financial Pro    9.500   12/13/2019   EUR     72.800
Vontobel Financial Pro   11.000   12/13/2019   EUR     59.350
Vontobel Financial Pro    6.000   12/13/2019   EUR     67.670
Vontobel Financial Pro    4.000   12/13/2019   EUR     73.010
Vontobel Financial Pro   12.000   12/13/2019   EUR     61.950
Credit Suisse AG/Londo    8.000   12/23/2019   USD     62.750
Credit Suisse AG/Londo    8.500    2/26/2020   CHF     66.280
Bank Julius Baer & Co     7.250   12/23/2019   CHF     72.350
DekaBank Deutsche Giro    3.350    7/10/2020   EUR     68.700
Leonteq Securities AG    11.350   12/27/2019   CHF     55.700
SecurAsset SA             5.250    6/30/2022   EUR     59.200
HSBC Trinkaus & Burkha    5.300    6/26/2020   EUR     55.730
HSBC Trinkaus & Burkha    4.300   12/27/2019   EUR     64.520
UBS AG/London             7.000   12/14/2020   CHF     59.450
UBS AG/London             6.500   12/14/2020   EUR     65.950
UBS AG/London             5.500   12/13/2019   CHF     73.550
Leonteq Securities AG    10.000   12/27/2019   EUR     68.090
BNP Paribas Emissions-   10.000   12/30/2019   EUR     57.380
BNP Paribas Emissions-   11.000   12/30/2019   EUR     58.960
Landesbank Hessen-Thue    6.000    12/1/2022   EUR     74.440
Landesbank Hessen-Thue    5.200     9/8/2022   EUR     68.530
Leonteq Securities AG    16.200     6/4/2020   EUR     66.890
BNP Paribas Emissions-    9.000   12/30/2019   EUR     74.760
BNP Paribas Emissions-    4.500   12/30/2019   EUR     65.120
BNP Paribas Emissions-    5.000   12/30/2019   EUR     72.850
BNP Paribas Emissions-    5.500   12/30/2019   EUR     71.850
BNP Paribas Emissions-    6.000   12/30/2019   EUR     73.150
BNP Paribas Emissions-    7.000   12/30/2019   EUR     68.060
BNP Paribas Emissions-   10.000   12/30/2019   EUR     51.460
BNP Paribas Emissions-   11.000   12/30/2019   EUR     49.470
UniCredit Bank AG         3.500   11/22/2019   EUR     74.460
UniCredit Bank AG         8.100   12/29/2020   EUR     57.060
UniCredit Bank AG         5.400     1/3/2020   EUR      1.730
UniCredit Bank AG         7.300   12/29/2020   EUR     69.790
UniCredit Bank AG         9.800   12/29/2020   EUR     74.910
UniCredit Bank AG         4.450    7/23/2022   EUR     71.550
UniCredit Bank AG         5.350    7/28/2020   EUR     60.560
UniCredit Bank AG         3.350    6/14/2022   EUR     73.640
DekaBank Deutsche Giro    2.000    7/30/2021   EUR     68.880
BNP Paribas Emissions-    8.000   12/30/2019   EUR     67.500
BNP Paribas Emissions-    9.000   12/30/2019   EUR     65.030
BNP Paribas Emissions-    8.000   12/30/2019   EUR     66.520
BNP Paribas Emissions-    7.000   12/30/2019   EUR     71.100
BNP Paribas Emissions-    9.500   12/30/2019   EUR     75.000
BNP Paribas Emissions-   10.000   12/30/2019   EUR     75.120
Raiffeisen Schweiz Gen    5.300   11/23/2020   CHF     60.820
Landesbank Baden-Wuert    4.450    8/28/2020   EUR     56.160
Bank Julius Baer & Co     6.000    5/11/2020   CHF     72.150
Bank Julius Baer & Co     7.700   11/11/2019   EUR     69.850
Vontobel Financial Pro    9.000     6/5/2020   EUR     59.950
DekaBank Deutsche Giro    2.150    8/28/2020   EUR     71.560
Deutsche Bank AG          4.200   12/22/2020   EUR     68.400
Deutsche Bank AG          4.200    6/23/2020   EUR     73.600
UniCredit Bank AG         4.000    6/11/2020   EUR     52.920
HSBC Trinkaus & Burkha    5.070   11/22/2019   EUR     72.180
Deutsche Bank AG          4.200   12/24/2019   EUR     69.100
Landesbank Hessen-Thue    3.500   12/18/2019   EUR     67.000
UniCredit Bank AG         8.300   12/29/2020   EUR     75.290
UniCredit Bank AG         9.600   12/29/2020   EUR     70.270
UniCredit Bank AG         6.900   12/29/2020   EUR     58.780
UniCredit Bank AG         7.700   12/29/2020   EUR     70.820
UniCredit Bank AG        10.000   12/29/2020   EUR     55.270
UniCredit Bank AG         6.600   12/29/2020   EUR     56.610
UniCredit Bank AG        10.500   12/29/2020   EUR     46.230
UniCredit Bank AG         7.000   12/29/2020   EUR     45.740
UniCredit Bank AG         9.400   12/29/2020   EUR     65.900
UniCredit Bank AG         9.200   12/29/2020   EUR     47.500
UniCredit Bank AG         8.500   12/29/2020   EUR     62.280
UniCredit Bank AG         7.500   12/29/2020   EUR     68.790
UniCredit Bank AG        12.000   12/29/2020   EUR     33.790
UniCredit Bank AG         7.800   12/29/2020   EUR     63.780
UniCredit Bank AG        10.600   12/29/2020   EUR     63.410
Credit Suisse AG/Nassa    7.200     7/5/2021   CHF     66.810
UniCredit Bank AG         4.200    7/26/2022   EUR     67.540
UniCredit Bank AG         3.650    7/23/2022   EUR     72.900
BNP Paribas Emissions-    9.500   12/30/2019   EUR     74.080
BNP Paribas Emissions-    4.000   12/30/2019   EUR     62.860
Landesbank Baden-Wuert    4.150    2/28/2020   EUR     62.640
Leonteq Securities AG/    5.600    5/25/2021   CHF     58.670
UniCredit Bank AG         4.000     6/7/2022   EUR     53.120
Landesbank Baden-Wuert    4.650    3/27/2020   EUR     63.580
Deutsche Bank AG          4.200    9/22/2020   EUR     67.600
Deutsche Bank AG          4.200   12/22/2020   EUR     74.200
Deutsche Bank AG          4.200    3/24/2020   EUR     75.300
Deutsche Bank AG          4.200    3/24/2020   EUR     70.000
UBS AG/London             7.000   11/18/2019   CHF     56.150
UBS AG/London             5.500   11/18/2019   CHF     69.850
HSBC Trinkaus & Burkha   12.600    3/27/2020   EUR     67.180
UniCredit Bank AG        11.400     1/3/2020   EUR     49.510
UniCredit Bank AG         9.600     1/3/2020   EUR     64.130
UniCredit Bank AG         8.400   12/29/2020   EUR     70.130
UniCredit Bank AG         9.200   12/29/2020   EUR     74.800
UniCredit Bank AG         7.500   12/29/2020   EUR     71.600
UniCredit Bank AG         8.500   12/29/2020   EUR     56.140
UniCredit Bank AG         6.100   12/29/2020   EUR     59.660
UniCredit Bank AG         9.800   12/29/2020   EUR     54.090
UniCredit Bank AG         7.200   12/29/2020   EUR     72.090
UniCredit Bank AG         6.800   12/29/2020   EUR     58.330
UniCredit Bank AG         9.400   12/29/2020   EUR     64.350
UniCredit Bank AG         6.300   12/29/2020   EUR     71.160
UniCredit Bank AG         7.300   12/29/2020   EUR     68.330
UniCredit Bank AG         9.800   12/29/2020   EUR     66.130
UniCredit Bank AG         8.700   12/29/2020   EUR     68.980
UniCredit Bank AG         8.700   12/29/2020   EUR     68.740
UniCredit Bank AG         8.100   12/29/2020   EUR     66.920
HSBC Trinkaus & Burkha    5.800    3/27/2020   EUR     68.110
HSBC Trinkaus & Burkha   11.300    9/25/2020   EUR     60.250
UniCredit Bank AG         8.400   12/29/2020   EUR     74.570
UniCredit Bank AG         3.750    8/23/2021   EUR     61.270
UniCredit Bank AG         8.400   12/29/2020   EUR     30.240
UniCredit Bank AG         7.300   12/29/2020   EUR     55.720
UniCredit Bank AG         6.600   12/29/2020   EUR     57.510
UniCredit Bank AG         8.300   12/29/2020   EUR     54.530
UniCredit Bank AG         9.300   12/29/2020   EUR     60.360
UniCredit Bank AG         8.400   12/29/2020   EUR     61.980
UniCredit Bank AG         8.000   12/29/2020   EUR     44.860
UniCredit Bank AG         6.400   12/29/2020   EUR     60.060
UniCredit Bank AG         8.300   12/29/2020   EUR     67.260
UniCredit Bank AG        13.900   12/29/2020   EUR     32.780
UniCredit Bank AG         8.700   12/29/2020   EUR     41.830
UniCredit Bank AG         8.400   12/29/2020   EUR     56.250
UniCredit Bank AG        10.800   12/29/2020   EUR     59.560
UniCredit Bank AG         8.100   12/29/2020   EUR     62.520
BNP Paribas Emissions-    7.000   12/30/2019   EUR     68.300
UniCredit Bank AG        11.000   11/22/2019   EUR     68.290
UniCredit Bank AG         5.100   11/22/2019   EUR     72.220
UniCredit Bank AG         3.800   11/22/2019   EUR     65.700
Deutsche Bank AG          4.200    9/22/2020   EUR     73.700
Deutsche Bank AG          4.200    6/23/2020   EUR     66.000
Deutsche Bank AG          4.200    9/22/2020   EUR     60.900
Deutsche Bank AG          4.200   12/22/2020   EUR     66.500
Commerzbank AG           10.250   12/31/2019   EUR     70.370
UBS AG/London            10.250    6/15/2020   CHF     57.850
UBS AG/London             5.750   12/13/2019   EUR     63.750
UBS AG/London             6.500   12/13/2019   CHF     56.400
Credit Suisse AG/Londo    7.000   12/23/2019   EUR     59.870
EFG International Fina    8.400     1/3/2020   CHF     27.960
Raiffeisen Centrobank     6.000    7/21/2020   EUR     57.160
BNP Paribas Emissions-    8.500   12/30/2019   EUR     65.780
BNP Paribas Emissions-   15.000   12/30/2019   EUR     66.860
BNP Paribas Emissions-    8.500   12/30/2019   EUR     69.580
BNP Paribas Emissions-   11.000   12/30/2019   EUR     70.000
BNP Paribas Emissions-    7.000   12/30/2019   EUR     67.970
BNP Paribas Emissions-    9.500   12/30/2019   EUR     69.860
BNP Paribas Emissions-    8.000   12/30/2019   EUR     56.090
BNP Paribas Emissions-   18.000   12/30/2019   EUR     57.750
BNP Paribas Emissions-    9.500   12/30/2019   EUR     74.170
BNP Paribas Emissions-    4.500   12/30/2019   EUR     71.810
BNP Paribas Emissions-    6.500   12/30/2019   EUR     72.140
BNP Paribas Emissions-    5.000   12/30/2019   EUR     71.140
BNP Paribas Emissions-   16.000   12/30/2019   EUR     66.290
BNP Paribas Emissions-   19.000   12/30/2019   EUR     65.030
EFG International Fina   15.000   11/25/2019   USD     65.970
Raiffeisen Schweiz Gen    6.000     1/6/2020   CHF     55.230
Raiffeisen Schweiz Gen    5.000   12/22/2020   CHF     70.010
BNP Paribas Emissions-    6.500   12/30/2019   EUR     69.250
BNP Paribas Emissions-   19.000   12/30/2019   EUR     71.320
BNP Paribas Emissions-    9.500   12/30/2019   EUR     59.210
BNP Paribas Emissions-   20.000   12/30/2019   EUR     64.140
BNP Paribas Emissions-    4.500   12/30/2019   EUR     58.380
BNP Paribas Emissions-    5.500   12/30/2019   EUR     73.510
BNP Paribas Emissions-   16.000   12/30/2019   EUR     72.970
BNP Paribas Emissions-   20.000   12/30/2019   EUR     73.640
BNP Paribas Emissions-   20.000   12/30/2019   EUR     70.130
Corner Banca SA           8.000    5/25/2021   CHF     67.740
Leonteq Securities AG     5.200   12/22/2020   CHF     59.530
Raiffeisen Schweiz Gen    6.100    6/22/2020   CHF     71.410
Raiffeisen Schweiz Gen    6.300     1/6/2020   CHF     56.130
BNP Paribas Emissions-    3.500   12/30/2019   EUR     64.720
BNP Paribas Emissions-    3.500   12/30/2019   EUR     70.960
BNP Paribas Emissions-   20.000   12/30/2019   EUR     66.960
BNP Paribas Emissions-    4.500   12/30/2019   EUR     62.620
BNP Paribas Emissions-   18.000   12/30/2019   EUR     74.660
UBS AG/London            10.500    4/20/2020   EUR     60.150
Vontobel Financial Pro    4.400    12/2/2019   EUR     59.720
UBS AG/London             6.250    4/20/2020   CHF     56.600
UBS AG/London             6.500   11/11/2019   CHF     73.950
UniCredit Bank AG         5.000    6/11/2021   EUR     62.250
Vontobel Financial Pro    8.300    6/19/2020   CHF     64.830
Raiffeisen Schweiz Gen    5.750    5/18/2020   CHF     59.930
Bank Julius Baer & Co    10.500   11/12/2019   USD     67.600
Citigroup Global Marke    7.200    5/24/2023   SEK     39.100
Landesbank Baden-Wuert    3.500    8/28/2020   EUR     69.320
EFG International Fina   11.400    6/28/2021   USD     69.530
UBS AG/London            11.000   12/20/2019   CHF     54.850
Landesbank Hessen-Thue    4.000    6/22/2022   EUR     66.540
Credit Suisse AG/Nassa    8.000   11/22/2019   EUR     66.250
Raiffeisen Centrobank     5.300    7/21/2020   EUR     64.190
UniCredit Bank AG         5.000    7/24/2021   EUR     72.420
UBS AG/London             6.250   11/11/2019   EUR     47.300
UBS AG/London             6.000   11/11/2019   CHF     64.700
UBS AG/London             6.000   11/11/2019   CHF     67.200
UniCredit Bank AG         5.400     6/4/2021   EUR     67.330
Landesbank Hessen-Thue    4.000    7/20/2022   EUR     68.650
BNP Paribas Emissions-   12.000   12/30/2019   EUR     62.810
Bayerische Landesbank     2.300   11/26/2021   EUR     74.130
DekaBank Deutsche Giro    3.000    1/18/2021   EUR     70.470
Raiffeisen Schweiz Gen    8.000   11/22/2019   EUR     59.320
Raiffeisen Schweiz Gen    6.500    5/18/2020   CHF     24.890
Corner Banca SA          11.200     1/3/2020   CHF     60.200
Landesbank Hessen-Thue    5.650    7/20/2023   EUR     68.760
UBS AG/London             6.250    6/21/2021   CHF     62.200
UBS AG/London            10.000   12/20/2019   EUR     66.400
Bayerische Landesbank     2.300    8/28/2020   EUR     73.750
Leonteq Securities AG/    5.500    5/25/2021   CHF     63.830
Leonteq Securities AG     7.800    5/14/2021   CHF     34.070
Leonteq Securities AG     6.800    5/11/2021   EUR     71.660
HSBC Trinkaus & Burkha    4.680   11/22/2019   EUR     43.480
Landesbank Hessen-Thue    3.000   12/18/2019   EUR     74.900
UniCredit Bank AG         7.700   12/29/2020   EUR     62.430
UniCredit Bank AG        12.100     1/3/2020   EUR     25.270
UniCredit Bank AG        11.800     1/3/2020   EUR     59.560
UniCredit Bank AG        10.200     1/3/2020   EUR     61.920
HSBC Trinkaus & Burkha    8.100    9/25/2020   EUR     64.380
HSBC Trinkaus & Burkha    6.100    9/25/2020   EUR     68.140
UniCredit Bank AG         7.400     1/3/2020   EUR     45.290
UniCredit Bank AG        12.900     1/3/2020   EUR     57.850
UniCredit Bank AG         9.300   12/29/2020   EUR     67.390
HSBC Trinkaus & Burkha    8.500    3/27/2020   EUR     62.950
UniCredit Bank AG         7.300   12/29/2020   EUR     73.760
UniCredit Bank AG        10.200   12/29/2020   EUR     73.120
UniCredit Bank AG         9.200   12/29/2020   EUR     69.980
UniCredit Bank AG         8.000     1/3/2020   EUR     67.140
HSBC Trinkaus & Burkha    9.500    7/24/2020   EUR     62.170
UniCredit Bank AG         6.600   12/29/2020   EUR     53.860
UniCredit Bank AG         8.700   12/29/2020   EUR     10.820
UniCredit Bank AG         8.800   12/29/2020   EUR     54.130
UniCredit Bank AG        11.000   12/29/2020   EUR     72.160
UniCredit Bank AG         8.400   12/29/2020   EUR     51.940
UniCredit Bank AG         8.100   12/29/2020   EUR     66.620
UniCredit Bank AG         9.300   12/29/2020   EUR     55.970
HSBC Trinkaus & Burkha   10.200    9/25/2020   EUR     61.430
HSBC Trinkaus & Burkha    6.100    6/26/2020   EUR     68.050
UniCredit Bank AG         6.700   12/29/2020   EUR     46.010
UniCredit Bank AG         5.300     1/3/2020   EUR     67.420
Raiffeisen Schweiz Gen    6.000    6/29/2020   CHF     75.140
Raiffeisen Schweiz Gen    5.700   12/29/2020   EUR     69.750
UniCredit Bank AG         6.200   12/29/2020   EUR     61.900
UniCredit Bank AG         8.200   12/29/2020   EUR     61.460
UniCredit Bank AG         6.200   12/29/2020   EUR     72.680
UniCredit Bank AG         8.800   12/29/2020   EUR     67.570
HSBC Trinkaus & Burkha    8.400    6/26/2020   EUR     63.700
UniCredit Bank AG         6.700   12/29/2020   EUR     71.250
UniCredit Bank AG        11.800   12/29/2020   EUR     50.340
UniCredit Bank AG         9.500   12/29/2020   EUR     53.170
UniCredit Bank AG        11.500   12/29/2020   EUR     71.190
UniCredit Bank AG         7.600   12/29/2020   EUR     44.720
UniCredit Bank AG         8.100   12/29/2020   EUR     73.220
UniCredit Bank AG         9.200   12/29/2020   EUR     64.600
UniCredit Bank AG         8.100   12/29/2020   EUR     53.980
UniCredit Bank AG         6.600   12/29/2020   EUR     56.020
UniCredit Bank AG         8.900   12/29/2020   EUR     30.150
UniCredit Bank AG         8.500   12/29/2020   EUR     72.780
UniCredit Bank AG         7.600   12/29/2020   EUR     43.150
UniCredit Bank AG         9.400   12/29/2020   EUR     70.730
UniCredit Bank AG         8.000   12/29/2020   EUR     72.820
UniCredit Bank AG         9.200   12/29/2020   EUR     61.230
UniCredit Bank AG         8.900   12/29/2020   EUR     61.210
BNP Paribas Emissions-   19.000   12/30/2019   EUR     67.520
BNP Paribas Emissions-    5.000   12/30/2019   EUR     67.640
BNP Paribas Emissions-   12.000   12/30/2019   EUR     68.800
BNP Paribas Emissions-   17.000   12/30/2019   EUR     71.110
BNP Paribas Emissions-    4.000   12/30/2019   EUR     55.420
BNP Paribas Emissions-   14.000   12/30/2019   EUR     57.090
BNP Paribas Emissions-    9.000   12/30/2019   EUR     65.130
BNP Paribas Emissions-    6.500   12/30/2019   EUR     62.950
Societe Generale SA       9.000    6/18/2020   USD     69.750
UniCredit Bank AG         4.200    8/24/2022   EUR     74.190
Leonteq Securities AG    12.000   10/30/2019   EUR     65.970
Leonteq Securities AG     7.200     2/2/2021   EUR     65.980
DekaBank Deutsche Giro    3.100    8/21/2020   EUR     72.250
DekaBank Deutsche Giro    4.000    8/21/2020   EUR     63.960
BNP Paribas Emissions-    3.000   12/30/2019   EUR     73.780
BNP Paribas Emissions-    3.000   12/30/2019   EUR     70.880
Landesbank Baden-Wuert    2.300    8/27/2021   EUR     69.100
Deutsche Bank AG          4.200   12/24/2019   EUR     69.660
Deutsche Bank AG          4.200   12/24/2019   EUR     67.790
Deutsche Bank AG          4.200   12/24/2019   EUR     66.020
Deutsche Bank AG          4.200   12/24/2019   EUR     69.200
Deutsche Bank AG          4.200   12/24/2019   EUR     69.000
Deutsche Bank AG          9.000   12/24/2019   EUR     68.000
Deutsche Bank AG          9.000   12/24/2019   EUR     63.550
Deutsche Bank AG          6.200   12/24/2019   EUR     75.100
Deutsche Bank AG          4.200   12/24/2019   EUR     65.500
Deutsche Bank AG          9.000   12/24/2019   EUR     68.280
Deutsche Bank AG          9.000   12/24/2019   EUR     71.200
Deutsche Bank AG          4.200   12/24/2019   EUR     68.700
Bank Julius Baer & Co     5.800    1/27/2020   CHF     71.750
Credit Suisse AG/Nassa    8.250    11/4/2019   EUR     70.410
Raiffeisen Schweiz Gen    6.300     2/3/2020   CHF     72.000
Leonteq Securities AG    15.000    5/15/2020   CHF     53.650
UBS AG/London             9.000    7/20/2020   CHF     75.000
UBS AG/London            10.000    7/20/2020   EUR     71.300
UBS AG/London             8.000    7/20/2020   EUR     64.050
Vontobel Financial Pro    9.000     1/3/2020   EUR     63.590
Vontobel Financial Pro   10.500     1/3/2020   EUR     61.160
Vontobel Financial Pro    6.500     1/3/2020   EUR     43.470
Vontobel Financial Pro    9.500     1/3/2020   EUR     70.560
Vontobel Financial Pro   10.500     1/3/2020   EUR     69.270
Vontobel Financial Pro   11.500     1/3/2020   EUR     67.720
Vontobel Financial Pro    3.500     1/3/2020   EUR     63.320
Vontobel Financial Pro   11.000   10/29/2019   EUR     68.520
Vontobel Financial Pro   10.500   12/31/2019   EUR     56.330
Goldman Sachs & Co Wer    8.000    6/24/2020   EUR     64.060
Leonteq Securities AG    13.200     1/8/2020   CHF     64.610
Vontobel Financial Pro   11.500     1/3/2020   EUR     75.100
Vontobel Financial Pro    7.500     1/3/2020   EUR     41.530
Vontobel Financial Pro    8.500     1/3/2020   EUR     74.880
Vontobel Financial Pro   12.000     1/3/2020   EUR     67.560
Vontobel Financial Pro    8.000     1/3/2020   EUR     55.180
Bayerische Landesbank     2.400   11/13/2020   EUR     69.520
Vontobel Financial Pro    6.500   12/31/2019   EUR     55.650
Vontobel Financial Pro    7.500   12/31/2019   EUR     55.820
Vontobel Financial Pro    9.000   12/31/2019   EUR     56.080
DZ Bank AG Deutsche Ze    7.500   12/27/2019   EUR     66.340
Vontobel Financial Pro   11.000   12/31/2019   EUR     56.420
UniCredit Bank AG         4.700   12/19/2021   EUR     63.610
UniCredit Bank AG         5.900   12/19/2020   EUR     65.750
EFG International Fina    7.000    5/23/2022   EUR     71.520
Leonteq Securities AG    10.200     1/8/2020   CHF     71.180
Vontobel Financial Pro    9.000     1/3/2020   EUR     39.880
Vontobel Financial Pro   11.500     1/3/2020   EUR     51.870
Vontobel Financial Pro   12.500     1/3/2020   EUR     66.260
Vontobel Financial Pro   14.000     1/3/2020   EUR     48.990
Vontobel Financial Pro    4.500     1/3/2020   EUR     64.220
Vontobel Financial Pro    5.500     1/3/2020   EUR     58.860
Vontobel Financial Pro    9.500     1/3/2020   EUR     70.910
Vontobel Financial Pro    8.500     1/3/2020   EUR     72.640
Vontobel Financial Pro    7.500     1/3/2020   EUR     74.480
Vontobel Financial Pro   10.500     1/3/2020   EUR     38.410
Vontobel Financial Pro   11.000     1/3/2020   EUR     52.130
Leonteq Securities AG     7.400    4/24/2020   USD     35.040
Vontobel Financial Pro    7.500     1/3/2020   EUR     66.280
Vontobel Financial Pro   12.500     1/3/2020   EUR     59.040
Vontobel Financial Pro   13.000     1/3/2020   EUR     71.730
Vontobel Financial Pro    7.500     1/3/2020   EUR     57.150
Credit Suisse AG/Londo    7.000     1/6/2020   CHF     69.820
Vontobel Financial Pro   15.500     1/3/2020   EUR     63.790
Vontobel Financial Pro    5.500     1/3/2020   EUR     45.640
Vontobel Financial Pro   10.500     1/3/2020   EUR     70.530
Vontobel Financial Pro    7.500    6/26/2020   EUR     74.560
Vontobel Financial Pro    9.000    6/26/2020   EUR     72.970
Vontobel Financial Pro   11.000    6/26/2020   EUR     71.870
Vontobel Financial Pro   13.000    6/26/2020   EUR     70.930
Vontobel Financial Pro    6.500    9/25/2020   EUR     75.230
Vontobel Financial Pro   10.000    9/25/2020   EUR     72.420
Vontobel Financial Pro   14.000    9/25/2020   EUR     70.930
DekaBank Deutsche Giro    2.000    9/18/2020   EUR     70.710
Leonteq Securities AG/    8.200     9/1/2020   CHF     73.360
Commerzbank AG            2.100    8/28/2020   EUR     66.100
UniCredit Bank AG         4.600    10/8/2022   EUR     67.380
UniCredit Bank AG         5.000    9/26/2021   EUR     50.840
Landesbank Baden-Wuert    2.650    2/28/2020   EUR     73.810
Landesbank Baden-Wuert    4.250    2/28/2020   EUR     64.060
Landesbank Baden-Wuert    2.550    2/28/2020   EUR     77.020
Leonteq Securities AG/    5.000     9/8/2020   CHF     40.450
Leonteq Securities AG/    6.200    3/11/2020   CHF     65.100
Landesbank Hessen-Thue    3.000     7/6/2021   EUR     60.300
DekaBank Deutsche Giro    3.650    3/27/2020   EUR     62.930
Landesbank Baden-Wuert    2.900   10/23/2020   EUR     66.260
Landesbank Hessen-Thue    7.000     1/9/2023   EUR     49.540
EFG International Fina    8.000     3/9/2020   USD     34.720
Landesbank Hessen-Thue    3.100    10/6/2020   EUR     65.700
Leonteq Securities AG     9.000    3/27/2020   USD     35.480
UniCredit Bank AG         4.050    3/26/2021   EUR     61.550
UniCredit Bank AG         5.550    3/26/2021   EUR     71.480
UniCredit Bank AG         4.400    3/26/2021   EUR     74.850
UniCredit Bank AG         4.600    3/26/2021   EUR     63.680
Deutsche Bank AG          7.200   12/24/2019   EUR     48.600
Deutsche Bank AG          7.200   12/24/2019   EUR     46.700
Deutsche Bank AG          7.200   12/24/2019   EUR     61.740
Deutsche Bank AG          7.200   12/24/2019   EUR     60.290
Deutsche Bank AG          7.200   12/24/2019   EUR     58.910
Deutsche Bank AG          7.200   12/24/2019   EUR     57.600
Deutsche Bank AG          7.200   12/24/2019   EUR     56.350
Deutsche Bank AG          7.200   12/24/2019   EUR     55.140
Vontobel Financial Pro    6.700     3/7/2022   EUR     72.310
Deutsche Bank AG          7.200   12/24/2019   EUR     60.920
Deutsche Bank AG          7.200   12/24/2019   EUR     64.610
Deutsche Bank AG          7.200   12/24/2019   EUR     62.170
Deutsche Bank AG          7.200   12/24/2019   EUR     59.910
Deutsche Bank AG          7.200   12/24/2019   EUR     67.780
Deutsche Bank AG          7.200   12/24/2019   EUR     64.650
Deutsche Bank AG          7.200   12/24/2019   EUR     61.780
Deutsche Bank AG          7.200   12/24/2019   EUR     48.100
Deutsche Bank AG          7.200   12/24/2019   EUR     46.500
Deutsche Bank AG          7.200   12/24/2019   EUR     43.700
UniCredit Bank AG         4.250    3/29/2021   EUR     64.200
UniCredit Bank AG         3.250    3/29/2022   EUR     29.100
UniCredit Bank AG         3.630    3/12/2020   EUR     64.700
UBS AG/London            11.500     3/9/2020   CHF     61.500
UBS AG/London            12.000     3/9/2020   CHF     46.300
UBS AG/London             9.750     3/9/2020   EUR     58.950
UBS AG/London            11.250     3/9/2020   EUR     60.550
UBS AG/London             8.500     3/9/2020   USD     45.300
Deutsche Bank AG          4.200   12/24/2019   EUR     48.100
Deutsche Bank AG          6.200   12/24/2019   EUR     48.500
Deutsche Bank AG          4.200   12/24/2019   EUR     46.200
Deutsche Bank AG          4.200   12/24/2019   EUR     44.300
Deutsche Bank AG          4.200   12/24/2019   EUR     42.700
Deutsche Bank AG          4.200   12/24/2019   EUR     62.750
Deutsche Bank AG          6.200   12/24/2019   EUR     63.080
Deutsche Bank AG          6.200   12/24/2019   EUR     60.120
Deutsche Bank AG          4.200   12/24/2019   EUR     59.790
Deutsche Bank AG          6.200   12/24/2019   EUR     57.430
Deutsche Bank AG          4.200   12/24/2019   EUR     57.100
Deutsche Bank AG          6.200   12/24/2019   EUR     54.970
Deutsche Bank AG          4.200   12/24/2019   EUR     54.650
Deutsche Bank AG          4.200   12/24/2019   EUR     75.880
Deutsche Bank AG          4.200   12/24/2019   EUR     46.000
Deutsche Bank AG          4.200   12/24/2019   EUR     43.200
Deutsche Bank AG          6.200   12/24/2019   EUR     43.500
Deutsche Bank AG          4.200   12/24/2019   EUR     67.280
Deutsche Bank AG          6.200   12/24/2019   EUR     67.610
Deutsche Bank AG          4.200   12/24/2019   EUR     64.150
Deutsche Bank AG          6.200   12/24/2019   EUR     64.480
Deutsche Bank AG          4.200   12/24/2019   EUR     61.280
Deutsche Bank AG          4.200   12/24/2019   EUR     74.800
Deutsche Bank AG          4.200   12/24/2019   EUR     73.000
Deutsche Bank AG          4.200   12/24/2019   EUR     70.400
Deutsche Bank AG          6.200   12/24/2019   EUR     68.400
Deutsche Bank AG          4.200   12/24/2019   EUR     68.100
Deutsche Bank AG          4.200   12/24/2019   EUR     64.110
Deutsche Bank AG          6.200   12/24/2019   EUR     64.440
Deutsche Bank AG          4.200   12/24/2019   EUR     73.070
Deutsche Bank AG          4.200   12/24/2019   EUR     70.730
Deutsche Bank AG          4.200   12/24/2019   EUR     67.490
Deutsche Bank AG          4.200   12/24/2019   EUR     64.530
Leonteq Securities AG/   10.000    3/16/2020   USD     54.440
Commerzbank AG            2.450     3/9/2020   EUR     52.200
DekaBank Deutsche Giro    4.250    4/14/2022   EUR     70.360
UBS AG/London            12.500    3/16/2020   CHF     44.650
UBS AG/London            10.250    3/16/2020   USD     67.300
UBS AG/London             7.500    3/16/2020   EUR     72.050
EFG International Fina    7.400    3/29/2021   EUR     63.710
Zurcher Kantonalbank F    7.150    3/19/2020   CHF     22.160
Leonteq Securities AG/    9.000    3/16/2020   CHF     56.090
Leonteq Securities AG/    6.800    3/16/2020   CHF     70.120
Raiffeisen Schweiz Gen    7.000    9/23/2020   EUR     66.120
Landesbank Hessen-Thue    2.750   10/23/2020   EUR     70.800
DekaBank Deutsche Giro    7.050    10/9/2020   EUR     51.130
DekaBank Deutsche Giro    6.300    10/9/2020   EUR     63.830
DekaBank Deutsche Giro    4.250    10/9/2020   EUR     58.050
Landesbank Hessen-Thue    4.000    4/20/2022   EUR     67.830
UBS AG/London            10.250    3/23/2020   EUR     55.000
DekaBank Deutsche Giro    2.300    4/16/2021   EUR     71.710
Societe Generale SA       7.000   10/20/2020   USD      0.190
Landesbank Hessen-Thue    3.350    8/13/2020   EUR     69.700
Landesbank Hessen-Thue    3.100    8/13/2020   EUR     67.700
EFG International Fina    5.500    9/21/2020   USD     43.410
Landesbank Hessen-Thue    6.000    10/6/2022   EUR     69.380
Landesbank Hessen-Thue    4.000   10/13/2021   EUR     68.820
Citigroup Global Marke    5.600    9/15/2022   SEK     70.790
Societe Generale SA      10.600    9/29/2022   USD     70.320
DekaBank Deutsche Giro    2.400    10/9/2020   EUR     58.930
DekaBank Deutsche Giro    2.900    10/9/2020   EUR     45.570
EFG International Fina    6.600    9/28/2020   EUR     65.200
DekaBank Deutsche Giro    2.000    10/9/2020   EUR     74.990
UniCredit Bank AG         5.400   10/30/2020   EUR     64.130
Landesbank Hessen-Thue    7.700    1/20/2023   EUR     70.220
Landesbank Baden-Wuert    2.350    6/26/2020   EUR     74.110
Landesbank Baden-Wuert    3.700    6/26/2020   EUR     69.950
EFG International Fina    7.200    10/5/2020   USD     44.770
DekaBank Deutsche Giro    2.000   10/16/2020   EUR     54.900
Leonteq Securities AG/    7.000    9/29/2020   CHF     65.660
Leonteq Securities AG/    6.000     4/2/2020   CHF     70.450
Landesbank Hessen-Thue    2.250    7/13/2020   EUR     40.400
Getin Noble Bank SA       6.790   12/21/2023   PLN     72.300
Vontobel Financial Pro   24.000     1/3/2020   EUR     72.010
Commerzbank AG           10.500   12/31/2019   EUR     63.660
Commerzbank AG           12.500   12/31/2019   EUR     60.840
Commerzbank AG           14.500   12/31/2019   EUR     58.480
Commerzbank AG            6.500   12/31/2019   EUR     72.320
UniCredit Bank AG        11.000   12/29/2020   EUR     61.300
Bank Julius Baer & Co     9.650    1/17/2020   USD     46.350
Bank Julius Baer & Co     9.100    1/17/2020   EUR     74.100
HSBC Trinkaus & Burkha   15.300   12/27/2019   EUR     38.640
HSBC Trinkaus & Burkha   13.500    3/27/2020   EUR     41.290
HSBC Trinkaus & Burkha   11.300    3/27/2020   EUR     42.750
HSBC Trinkaus & Burkha   13.000    6/26/2020   EUR     43.840
HSBC Trinkaus & Burkha   11.200    6/26/2020   EUR     44.980
HSBC Trinkaus & Burkha   10.500   11/22/2019   EUR     42.500
HSBC Trinkaus & Burkha    9.500    2/28/2020   EUR     44.100
HSBC Trinkaus & Burkha    7.900    3/27/2020   EUR     71.130
HSBC Trinkaus & Burkha    9.200   12/27/2019   EUR     70.390
BNP Paribas Emissions-   15.000    3/26/2020   EUR     73.360
BNP Paribas Emissions-    8.000    9/24/2020   EUR     71.770
Commerzbank AG           14.750   12/31/2019   EUR     70.610
Vontobel Financial Pro    5.500     1/3/2020   EUR     59.282
Vontobel Financial Pro    8.000    3/27/2020   EUR     61.530
Credit Suisse AG/Nassa    8.000   10/31/2019   EUR     68.630
BNP Paribas Emissions-    5.000   12/30/2019   EUR     68.340
DekaBank Deutsche Giro    3.150    8/21/2020   EUR     71.940
Bank Julius Baer & Co    10.100    2/14/2020   USD     63.700
Deutsche Bank AG          4.200   12/24/2019   EUR     73.400
Deutsche Bank AG          4.200   12/24/2019   EUR     68.900
Deutsche Bank AG          4.200   12/24/2019   EUR     71.630
Deutsche Bank AG          4.200   12/24/2019   EUR     64.350
Deutsche Bank AG          9.000   12/24/2019   EUR     63.300
Deutsche Bank AG          9.000   12/24/2019   EUR     62.080
Deutsche Bank AG          4.200   12/24/2019   EUR     69.600
Deutsche Bank AG          4.200   12/24/2019   EUR     72.400
Deutsche Bank AG          4.200   12/24/2019   EUR     34.200
Deutsche Bank AG          4.200   12/24/2019   EUR     31.600
Deutsche Bank AG          4.200   12/24/2019   EUR     30.000
Deutsche Bank AG          9.000   12/24/2019   EUR     65.700
Deutsche Bank AG          9.000   12/24/2019   EUR     63.600
Deutsche Bank AG          4.200   12/24/2019   EUR     47.500
Deutsche Bank AG          4.200   12/24/2019   EUR     43.800
Deutsche Bank AG          9.000   12/24/2019   EUR     74.590
Deutsche Bank AG          4.200   12/24/2019   EUR     65.500
Leonteq Securities AG/    5.600     8/6/2020   CHF     71.290
Raiffeisen Schweiz Gen    5.800     8/3/2020   EUR     61.380
Leonteq Securities AG/    7.800    2/16/2021   USD     68.380
Leonteq Securities AG/    4.900    2/16/2021   CHF     65.950
UBS AG/London             8.000    7/20/2020   CHF     61.800
UBS AG/London             9.750    7/20/2020   EUR     69.500
Credit Suisse AG/Nassa    5.000     2/6/2020   CHF     59.840
DekaBank Deutsche Giro    8.150    2/26/2021   EUR     65.570
Leonteq Securities AG/   10.000     2/3/2020   USD     57.040
Landesbank Hessen-Thue    2.750    8/31/2020   EUR     61.400
Leonteq Securities AG     6.200     8/6/2020   CHF     62.160
Leonteq Securities AG    16.000    11/6/2019   CHF     73.730
Leonteq Securities AG    10.800    11/6/2019   CHF     66.630
Leonteq Securities AG     7.000     8/3/2020   EUR     71.690
Leonteq Securities AG/    9.200    11/6/2019   USD     49.430
Goldman Sachs & Co Wer   10.000   12/27/2019   EUR     75.460
Goldman Sachs & Co Wer   14.000   12/27/2019   EUR     67.120
Goldman Sachs & Co Wer   16.000   12/27/2019   EUR     64.910
Goldman Sachs & Co Wer   10.000    3/25/2020   EUR     74.600
Goldman Sachs & Co Wer   14.000    3/25/2020   EUR     68.070
Goldman Sachs & Co Wer   13.000    6/24/2020   EUR     68.850
Goldman Sachs & Co Wer   15.000   12/27/2019   EUR     74.700
Goldman Sachs & Co Wer   14.000   12/27/2019   EUR     72.670
Goldman Sachs & Co Wer   12.000    3/25/2020   EUR     75.370
Credit Suisse AG/Nassa    8.000    11/7/2019   CHF     59.730
Leonteq Securities AG    13.200   10/30/2019   USD     48.200
Leonteq Securities AG     7.800    1/30/2020   CHF     47.600
Leonteq Securities AG    11.200   10/30/2019   CHF     47.770
Leonteq Securities AG    10.000   10/30/2019   CHF     47.470
Araratbank OJSC           5.250    9/11/2022   USD     24.927
HSBC Trinkaus & Burkha    7.100   11/22/2019   EUR     30.520
HSBC Trinkaus & Burkha    4.800   11/22/2019   EUR     65.250
HSBC Trinkaus & Burkha    2.700   12/27/2019   EUR     74.250
HSBC Trinkaus & Burkha    4.700   11/22/2019   EUR     67.230
HSBC Trinkaus & Burkha    2.600   11/22/2019   EUR     74.470
HSBC Trinkaus & Burkha    6.700   11/22/2019   EUR     73.350
HSBC Trinkaus & Burkha    3.300   12/27/2019   EUR     73.750
HSBC Trinkaus & Burkha    3.300   11/22/2019   EUR     73.440
HSBC Trinkaus & Burkha    5.300   11/22/2019   EUR     71.380
HSBC Trinkaus & Burkha    5.300   12/27/2019   EUR     68.220
HSBC Trinkaus & Burkha    5.400   11/22/2019   EUR     67.830
HSBC Trinkaus & Burkha    3.300   11/22/2019   EUR     72.880
HSBC Trinkaus & Burkha    7.900   11/22/2019   EUR     68.840
Landesbank Hessen-Thue    4.000    8/31/2022   EUR     73.950
Credit Suisse AG/Nassa    8.250    11/7/2019   EUR     69.280
Credit Suisse AG/Nassa    7.000    11/8/2019   CHF     73.120
Landesbank Hessen-Thue    1.950     9/3/2021   EUR     61.490
Goldman Sachs & Co Wer   12.000    6/24/2020   EUR     58.600
Goldman Sachs & Co Wer    5.000   12/27/2019   EUR     73.720
Goldman Sachs & Co Wer    6.000   12/27/2019   EUR     69.650
Goldman Sachs & Co Wer    7.000   12/27/2019   EUR     66.030
Goldman Sachs & Co Wer    9.000   12/27/2019   EUR     62.950
Goldman Sachs & Co Wer   14.000   12/27/2019   EUR     57.920
Goldman Sachs & Co Wer   16.000   12/27/2019   EUR     55.720
Goldman Sachs & Co Wer   10.000   12/27/2019   EUR     60.860
Goldman Sachs & Co Wer    4.000    3/25/2020   EUR     74.750
Goldman Sachs & Co Wer    5.000    3/25/2020   EUR     71.170
Goldman Sachs & Co Wer    6.000    3/25/2020   EUR     67.970
Goldman Sachs & Co Wer    7.000    3/25/2020   EUR     65.120
Goldman Sachs & Co Wer   10.000    3/25/2020   EUR     60.710
Goldman Sachs & Co Wer   13.000    3/25/2020   EUR     57.230
Goldman Sachs & Co Wer    4.000    6/24/2020   EUR     73.800
Goldman Sachs & Co Wer    5.000    6/24/2020   EUR     70.650
Goldman Sachs & Co Wer    6.000    6/24/2020   EUR     67.850
Goldman Sachs & Co Wer    7.000    6/24/2020   EUR     65.360
Goldman Sachs & Co Wer   10.000    6/24/2020   EUR     61.860
Goldman Sachs & Co Wer    5.000    3/25/2020   EUR     72.070
Goldman Sachs & Co Wer    6.000    3/25/2020   EUR     68.550
Goldman Sachs & Co Wer    8.000    3/25/2020   EUR     65.810
Goldman Sachs & Co Wer    9.000    3/25/2020   EUR     62.990
Goldman Sachs & Co Wer   15.000    3/25/2020   EUR     57.440
Goldman Sachs & Co Wer    5.000    6/24/2020   EUR     72.950
Goldman Sachs & Co Wer    6.000    6/24/2020   EUR     69.890
Goldman Sachs & Co Wer    7.000    6/24/2020   EUR     67.120
Goldman Sachs & Co Wer    8.000    6/24/2020   EUR     64.640
Goldman Sachs & Co Wer   10.000    6/24/2020   EUR     63.090
Goldman Sachs & Co Wer    4.000   12/27/2019   EUR     73.810
Goldman Sachs & Co Wer    5.000   12/27/2019   EUR     69.910
Goldman Sachs & Co Wer    7.000   12/27/2019   EUR     66.610
Goldman Sachs & Co Wer    8.000   12/27/2019   EUR     63.500
Leonteq Securities AG    14.800   10/30/2019   USD     48.340
Leonteq Securities AG/   11.000    1/30/2020   USD     48.400
Societe Generale SA       8.000    7/28/2020   USD     51.150
DekaBank Deutsche Giro    5.500    2/26/2021   EUR     71.190
Bank Julius Baer & Co     6.700    11/7/2019   CHF     50.300
Bank Julius Baer & Co     7.300    11/7/2019   CHF     65.900
Credit Suisse AG/Nassa    8.000    11/8/2019   CHF     71.290
Raiffeisen Centrobank     9.511   12/27/2019   EUR     72.210
Raiffeisen Centrobank     8.454   12/27/2019   EUR     73.800
Raiffeisen Centrobank    13.033   12/27/2019   EUR     71.860
Raiffeisen Centrobank    12.681   12/27/2019   EUR     73.840
Raiffeisen Centrobank    14.442   12/27/2019   EUR     73.790
Raiffeisen Centrobank    11.272   12/27/2019   EUR     74.640
Landesbank Baden-Wuert    2.500    1/24/2020   EUR     55.310
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     49.340
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     72.780
Landesbank Baden-Wuert    7.000    1/24/2020   EUR     69.790
Landesbank Baden-Wuert    2.500    1/24/2020   EUR     75.790
Landesbank Baden-Wuert    3.500    1/24/2020   EUR     71.750
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     69.260
Landesbank Baden-Wuert    2.500    1/24/2020   EUR     74.350
Landesbank Baden-Wuert    3.500    1/24/2020   EUR     70.200
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     66.530
Landesbank Baden-Wuert    5.500    1/24/2020   EUR     64.110
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     71.070
Landesbank Baden-Wuert    6.000    1/24/2020   EUR     65.180
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     73.130
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     69.930
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     67.030
Landesbank Baden-Wuert    3.500    1/24/2020   EUR     72.090
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     68.600
Landesbank Baden-Wuert    2.500    1/24/2020   EUR     54.190
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     35.240
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     32.800
Landesbank Baden-Wuert    6.000    1/24/2020   EUR     29.850
Landesbank Baden-Wuert    5.500    1/24/2020   EUR     70.680
Landesbank Baden-Wuert    4.000    2/28/2020   EUR     70.250
Landesbank Baden-Wuert    5.500    2/28/2020   EUR     67.530
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     74.220
Landesbank Baden-Wuert    2.500    1/24/2020   EUR     55.830
Landesbank Baden-Wuert    3.500    1/24/2020   EUR     53.000
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     51.150
DekaBank Deutsche Giro    2.400    8/21/2020   EUR     61.370
Credit Suisse AG/Nassa    7.000    2/10/2020   CHF     74.400
Landesbank Hessen-Thue    6.100    12/4/2023   EUR     62.810
DZ Bank AG Deutsche Ze    5.100   12/31/2019   EUR     33.330
DekaBank Deutsche Giro    5.000    2/28/2020   EUR     57.040
Leonteq Securities AG/    6.200    2/10/2021   CHF     66.180
UBS AG/London             9.500     2/3/2020   CHF     68.550
UBS AG/London             7.000     2/3/2020   CHF     67.500
UBS AG/London             5.750     2/3/2020   CHF     58.400
UBS AG/London            10.000     8/3/2020   CHF     72.100
UBS AG/London             5.000     2/2/2021   CHF     70.000
UBS AG/London             6.000     8/3/2020   CHF     75.450
UBS AG/London             6.000     8/3/2020   CHF     38.950
UBS AG/London             9.000     8/3/2020   EUR     74.550
EFG International Fina    6.000     8/3/2020   USD     41.820
DZ Bank AG Deutsche Ze   13.750   12/27/2019   EUR     65.150
EFG International Fina    6.600     8/3/2020   EUR     65.880
UniCredit Bank AG         3.600    8/23/2021   EUR     63.760
Leonteq Securities AG/    5.200    7/28/2020   CHF     63.120
Landesbank Baden-Wuert    2.800    1/24/2020   EUR     71.710
Leonteq Securities AG/    6.600    6/30/2020   CHF     72.500
Leonteq Securities AG/    5.400    6/30/2020   CHF     58.100
Landesbank Baden-Wuert    3.050    7/24/2020   EUR     64.450
Credit Suisse AG/Londo    8.000     4/6/2022   USD      9.970
Leonteq Securities AG/    7.000    7/14/2020   CHF     69.850
Raiffeisen Schweiz Gen    7.410    7/13/2020   CHF     69.100
Landesbank Hessen-Thue    5.000    8/11/2021   EUR     63.660
Landesbank Hessen-Thue    4.000    8/18/2021   EUR     42.880
Raiffeisen Schweiz Gen    7.500    7/27/2020   CHF     60.070
Raiffeisen Schweiz Gen    6.500    1/30/2020   CHF     66.680
Credit Suisse AG/Nassa    7.250    7/30/2020   EUR     72.700
Commerzbank AG            7.000   12/31/2019   EUR     67.640
Zurcher Kantonalbank F    5.500    1/23/2020   EUR     66.360
Leonteq Securities AG/   10.000    7/27/2020   CHF     60.290
Landesbank Hessen-Thue    6.000     8/4/2022   EUR     63.590
UniCredit Bank AG         4.300    8/29/2020   EUR     68.940
UniCredit Bank AG         5.200    1/14/2021   USD     62.270
UBS AG/London             5.250     6/1/2020   USD     70.850
UBS AG/London            11.000   11/29/2019   CHF     74.250
Vontobel Financial Pro    7.000   12/27/2019   EUR     44.920
Commerzbank AG            3.100   11/25/2019   USD     48.340
Leonteq Securities AG/   10.000   12/11/2019   CHF     24.290
UniCredit Bank AG         5.500     1/4/2020   EUR     43.710
UBS AG/London            11.000    1/10/2020   EUR     42.400
Vontobel Financial Pro    6.000     1/3/2020   EUR     73.960
Vontobel Financial Pro   11.000     1/3/2020   EUR     65.000
Vontobel Financial Pro    5.500     1/3/2020   EUR     74.640
Vontobel Financial Pro   12.000     1/3/2020   EUR     62.780
Vontobel Financial Pro    8.500     1/3/2020   EUR     68.090
Vontobel Financial Pro    7.000     1/3/2020   EUR     71.220
Vontobel Financial Pro   10.000     1/3/2020   EUR     65.260
Vontobel Financial Pro    3.500     1/3/2020   EUR     70.790
Vontobel Financial Pro    7.000     1/3/2020   EUR     63.390
Vontobel Financial Pro    4.000     1/3/2020   EUR     71.280
Vontobel Financial Pro    3.000     1/3/2020   EUR     74.630
Vontobel Financial Pro    6.000     1/3/2020   EUR     66.920
Vontobel Financial Pro    6.000     1/3/2020   EUR     65.040
Vontobel Financial Pro    8.000     1/3/2020   EUR     69.400
Vontobel Financial Pro   12.000     1/3/2020   EUR     62.590
Vontobel Financial Pro   14.000     1/3/2020   EUR     59.760
Vontobel Financial Pro   16.000     1/3/2020   EUR     57.260
Vontobel Financial Pro   11.500     1/3/2020   EUR     73.650
UniCredit Bank AG         3.800   12/29/2022   EUR     57.970
DekaBank Deutsche Giro    5.150     7/3/2020   EUR     76.260
Leonteq Securities AG/   10.600    12/8/2020   EUR     63.540
Landesbank Hessen-Thue    3.500     1/5/2022   EUR     64.170
Landesbank Hessen-Thue    4.000     1/5/2022   EUR     65.420
DekaBank Deutsche Giro    2.200    5/15/2020   EUR     69.100
Natixis SA                3.690    11/9/2020   USD     59.779
DekaBank Deutsche Giro    3.800   12/18/2020   EUR     60.930
UniCredit Bank AG         8.000    6/26/2020   EUR     67.380
UniCredit Bank AG        14.700    6/26/2020   EUR     64.440
Credit Suisse AG/Londo    7.000    1/16/2020   CHF     75.020
DZ Bank AG Deutsche Ze    7.000   12/23/2019   EUR     69.450
UBS AG/London            11.000    4/17/2020   CHF     54.050
DekaBank Deutsche Giro    2.500   11/14/2019   EUR     67.140
Vontobel Financial Pro    8.000     1/3/2020   EUR     68.780
Vontobel Financial Pro   11.500     1/3/2020   EUR     63.780
Vontobel Financial Pro   12.500     1/3/2020   EUR     62.700
Vontobel Financial Pro   15.000     1/3/2020   EUR     60.770
Vontobel Financial Pro   13.500     1/3/2020   EUR     58.170
Vontobel Financial Pro    5.500     1/3/2020   EUR     73.270
Vontobel Financial Pro    7.000     1/3/2020   EUR     70.170
Vontobel Financial Pro   14.500     1/3/2020   EUR     56.950
Vontobel Financial Pro   12.000     1/3/2020   EUR     59.370
Vontobel Financial Pro   10.500     1/3/2020   EUR     64.920
Vontobel Financial Pro   11.500     1/3/2020   EUR     72.740
Vontobel Financial Pro   10.500     1/3/2020   EUR     74.760
Vontobel Financial Pro   13.000     1/3/2020   EUR     70.930
Vontobel Financial Pro   17.000     1/3/2020   EUR     66.070
Vontobel Financial Pro   16.000     1/3/2020   EUR     67.650
Vontobel Financial Pro   14.500     1/3/2020   EUR     69.230
Vontobel Financial Pro   13.500     1/3/2020   EUR     61.670
Vontobel Financial Pro   17.500     1/3/2020   EUR     58.750
Vontobel Financial Pro   16.000     1/3/2020   EUR     60.890
UniCredit Bank AG         8.400    3/27/2020   EUR     68.910
UniCredit Bank AG        13.600    3/27/2020   EUR     65.330
UniCredit Bank AG        12.500    3/27/2020   EUR     74.500
UniCredit Bank AG         7.000   12/24/2021   EUR     74.930
DekaBank Deutsche Giro    2.100    5/15/2020   EUR     70.860
DZ Bank AG Deutsche Ze   10.000   12/27/2019   EUR     72.690
DZ Bank AG Deutsche Ze    8.250   12/27/2019   EUR     26.260
HSBC Trinkaus & Burkha    6.100   12/27/2019   EUR     69.360
DekaBank Deutsche Giro    5.100   10/31/2019   EUR     70.850
Leonteq Securities AG/   14.000    1/15/2020   USD     45.760
Leonteq Securities AG/   10.600    1/15/2020   CHF     45.240
DekaBank Deutsche Giro    2.800    6/19/2020   EUR     60.900
Zurcher Kantonalbank F    6.600   11/22/2019   CHF     57.920
Leonteq Securities AG/    6.600    8/18/2020   CHF     71.310
UBS AG/London             6.750   11/25/2019   CHF     57.950
UBS AG/London            13.000   11/25/2019   CHF     52.950
UBS AG/London             6.500   11/25/2019   CHF     69.400
Leonteq Securities AG/    6.000    8/18/2020   CHF     67.160
Zurcher Kantonalbank F    8.900    12/6/2019   CHF     27.740
UniCredit Bank AG         5.900   11/22/2019   EUR     67.140
DekaBank Deutsche Giro    2.000    9/18/2020   EUR     64.010
Leonteq Securities AG/    5.000    8/25/2020   CHF     65.780
BNP Paribas Emissions-    8.000   12/30/2019   EUR     67.350
UniCredit Bank AG         8.900   12/29/2020   EUR     63.370
UniCredit Bank AG         6.700   12/29/2020   EUR     67.030
UniCredit Bank AG         8.900   12/29/2020   EUR     51.300
UniCredit Bank AG         7.800   12/29/2020   EUR     74.120
UniCredit Bank AG         6.500   12/29/2020   EUR     55.440
UniCredit Bank AG         7.300   12/29/2020   EUR     54.290
UniCredit Bank AG         9.000   12/29/2020   EUR     65.660
UniCredit Bank AG         6.100     1/3/2020   EUR     73.040
Zurcher Kantonalbank F    6.500     7/3/2020   CHF     31.860
Landesbank Baden-Wuert    2.100    8/27/2021   EUR     71.930
Bank Julius Baer & Co    13.600     1/3/2020   CHF     60.400
Raiffeisen Schweiz Gen    6.000     9/1/2020   CHF     68.610
Commerzbank AG           11.500    5/22/2020   EUR     73.180
Vontobel Financial Pro   13.500     1/3/2020   EUR     74.670
Vontobel Financial Pro   14.000    3/27/2020   EUR     74.250
Vontobel Financial Pro   11.500     1/3/2020   EUR     71.380
Vontobel Financial Pro   10.500    3/27/2020   EUR     72.770
Vontobel Financial Pro   13.000     1/3/2020   EUR     69.620
Vontobel Financial Pro   11.500     1/3/2020   EUR     64.360
Commerzbank AG           14.250   12/31/2019   EUR     69.880
Vontobel Financial Pro    9.500    2/28/2020   EUR     46.320
Vontobel Financial Pro   13.000    2/28/2020   EUR     73.200
Deutsche Bank AG          7.400    3/24/2020   EUR     74.960
Deutsche Bank AG          5.400    1/21/2020   EUR     70.500
Deutsche Bank AG          5.400    1/21/2020   EUR     68.500
Deutsche Bank AG          5.400    2/25/2020   EUR     72.800
Deutsche Bank AG          5.400    2/25/2020   EUR     70.800
Deutsche Bank AG          5.400    2/25/2020   EUR     68.800
Deutsche Bank AG          5.400    3/24/2020   EUR     72.900
Deutsche Bank AG          5.400    3/24/2020   EUR     70.900
Deutsche Bank AG          5.400    3/24/2020   EUR     69.000
Deutsche Bank AG          7.400    1/21/2020   EUR     73.100
Deutsche Bank AG          7.400    1/21/2020   EUR     72.200
Deutsche Bank AG          7.400    1/21/2020   EUR     71.000
Deutsche Bank AG          7.400    1/21/2020   EUR     69.800
Deutsche Bank AG          7.400    1/21/2020   EUR     69.000
Deutsche Bank AG          7.400    2/25/2020   EUR     73.500
Deutsche Bank AG          7.400    2/25/2020   EUR     72.600
Deutsche Bank AG          7.400    2/25/2020   EUR     71.400
Deutsche Bank AG          7.400    2/25/2020   EUR     70.200
Deutsche Bank AG          7.400    2/25/2020   EUR     69.500
Deutsche Bank AG          7.400    3/24/2020   EUR     73.700
Deutsche Bank AG          7.400    3/24/2020   EUR     72.900
Deutsche Bank AG          7.400    3/24/2020   EUR     71.800
Deutsche Bank AG          7.400    3/24/2020   EUR     70.600
Deutsche Bank AG          7.400    3/24/2020   EUR     69.900
Deutsche Bank AG          5.400    1/21/2020   EUR     72.600
Vontobel Financial Pro   14.500     1/3/2020   EUR     67.970
Vontobel Financial Pro   12.500    3/27/2020   EUR     69.920
Vontobel Financial Pro   13.500    3/27/2020   EUR     68.610
Vontobel Financial Pro   16.000     1/3/2020   EUR     66.420
Societe Generale Effek   21.194   12/20/2019   EUR     56.650
Societe Generale Effek   22.068   12/20/2019   EUR     56.010
Leonteq Securities AG/   13.000     8/4/2020   CHF     50.710
DekaBank Deutsche Giro    5.100     3/6/2020   EUR     68.760
Societe Generale Effek   26.656   12/20/2019   EUR     66.040
Societe Generale Effek   14.287    3/20/2020   EUR     73.510
Societe Generale Effek    5.899   12/20/2019   EUR     50.860
Societe Generale Effek    7.647   12/20/2019   EUR     47.380
Societe Generale Effek    9.832   12/20/2019   EUR     44.520
Societe Generale Effek   12.017   12/20/2019   EUR     42.080
Societe Generale Effek    8.684    3/20/2020   EUR     49.090
Societe Generale Effek   10.925    3/20/2020   EUR     46.660
Societe Generale Effek   11.986    6/19/2020   EUR     51.530
Societe Generale Effek   14.041    6/19/2020   EUR     49.320
Societe Generale Effek   15.732   12/20/2019   EUR     74.710
Societe Generale Effek   18.572   12/20/2019   EUR     71.430
Societe Generale Effek   24.471   12/20/2019   EUR     65.980
Societe Generale Effek   19.890    3/20/2020   EUR     75.110
Societe Generale Effek   24.471   12/20/2019   EUR     73.370
Societe Generale Effek    6.555   12/20/2019   EUR     73.380
Societe Generale Effek    7.866   12/20/2019   EUR     70.720
Societe Generale Effek    9.395   12/20/2019   EUR     68.230
Societe Generale Effek   10.925   12/20/2019   EUR     65.950
Societe Generale Effek   16.168   12/20/2019   EUR     60.280
Societe Generale Effek    7.564    3/20/2020   EUR     74.800
Societe Generale Effek    9.247    6/19/2020   EUR     74.830
Societe Generale Effek   21.194   12/20/2019   EUR     74.650
Societe Generale Effek   10.269   12/20/2019   EUR     74.620
Societe Generale Effek   14.421   12/20/2019   EUR     68.400
Societe Generale Effek   15.968    3/20/2020   EUR     70.970
SG Issuer SA             16.100   11/21/2019   EUR     71.520
Vontobel Financial Pro    4.000     1/3/2020   EUR     50.009
Vontobel Financial Pro    2.500    3/27/2020   EUR     50.228
Vontobel Financial Pro    4.000    3/27/2020   EUR     50.894
Vontobel Financial Pro    5.000    3/27/2020   EUR     51.332
Vontobel Financial Pro    7.500    3/27/2020   EUR     52.825
Vontobel Financial Pro    5.000     1/3/2020   EUR     50.218
Commerzbank AG           12.250    1/24/2020   EUR     74.580
Landesbank Baden-Wuert    4.000    7/24/2020   EUR     70.120
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     68.490
Landesbank Baden-Wuert    3.000    7/24/2020   EUR     49.550
Landesbank Baden-Wuert    5.000    7/24/2020   EUR     45.690
Vontobel Financial Pro    9.500   12/12/2019   EUR     63.450
Vontobel Financial Pro    5.500    3/13/2020   EUR     70.790
Vontobel Financial Pro   12.000    3/13/2020   EUR     61.580
Vontobel Financial Pro    5.500   12/12/2019   EUR     69.210
Vontobel Financial Pro   14.000   12/12/2019   EUR     58.790
Vontobel Financial Pro   10.500   12/13/2019   EUR     73.260
Vontobel Financial Pro   11.500   12/13/2019   EUR     71.640
Vontobel Financial Pro    9.500    3/13/2020   EUR     74.540
Vontobel Financial Pro    5.000    3/13/2020   EUR     51.153
Vontobel Financial Pro    2.500    3/13/2020   EUR     50.138
Vontobel Financial Pro   10.500    3/13/2020   EUR     72.930
Vontobel Financial Pro   11.500    3/13/2020   EUR     71.400
Vontobel Financial Pro   16.500   12/13/2019   EUR     74.550
Vontobel Financial Pro    7.000    3/13/2020   EUR     60.854
Vontobel Financial Pro   11.500   12/13/2019   EUR     59.720
HSBC Trinkaus & Burkha    6.500    3/27/2020   EUR     71.390
HSBC Trinkaus & Burkha   10.300   12/27/2019   EUR     75.170
HSBC Trinkaus & Burkha   15.000   12/27/2019   EUR     36.470
HSBC Trinkaus & Burkha   13.100    3/27/2020   EUR     39.020
HSBC Trinkaus & Burkha    7.900    3/27/2020   EUR     42.660
HSBC Trinkaus & Burkha   12.600    6/26/2020   EUR     41.530
HSBC Trinkaus & Burkha   10.200   11/22/2019   EUR     39.700
HSBC Trinkaus & Burkha    9.100    2/28/2020   EUR     41.250
Vontobel Financial Pro    8.000    9/25/2020   EUR     74.118
UBS AG/London            13.500    9/11/2020   USD     75.420
Vontobel Financial Pro   13.400    9/16/2020   USD     71.600
Vontobel Financial Pro   19.000    9/25/2020   EUR     66.780
Vontobel Financial Pro   22.000    6/26/2020   EUR     65.490
Vontobel Financial Pro   24.000    9/25/2020   EUR     66.720
Vontobel Financial Pro   21.500    9/25/2020   EUR     64.450
Vontobel Financial Pro    7.500    6/26/2020   EUR     70.430
Vontobel Financial Pro   12.500    6/26/2020   EUR     66.536
Vontobel Financial Pro    5.500    9/25/2020   EUR     73.710
Vontobel Financial Pro   11.500    9/25/2020   EUR     68.556
Vontobel Financial Pro   16.000    9/25/2020   EUR     74.150
Vontobel Financial Pro   15.000    9/25/2020   EUR     73.600
Vontobel Financial Pro   20.000    6/26/2020   EUR     73.820
Vontobel Financial Pro   21.500    6/26/2020   EUR     74.490
Vontobel Financial Pro   12.000     1/3/2020   EUR     49.420
Vontobel Financial Pro   10.500    3/27/2020   EUR     51.450
Vontobel Financial Pro    9.000    3/27/2020   EUR     53.620
Vontobel Financial Pro    8.500     1/3/2020   EUR     55.030
Vontobel Financial Pro   10.500     1/3/2020   EUR     70.410
Vontobel Financial Pro   12.500     1/3/2020   EUR     67.510
Vontobel Financial Pro   14.000     1/3/2020   EUR     59.450
Vontobel Financial Pro    8.000     1/3/2020   EUR     73.800
Vontobel Financial Pro    9.000    3/27/2020   EUR     72.020
Vontobel Financial Pro    7.000     1/3/2020   EUR     50.646
Vontobel Financial Pro   13.000     1/3/2020   EUR     59.270
Vontobel Financial Pro   15.500     1/3/2020   EUR     59.720
Vontobel Financial Pro   11.000     1/3/2020   EUR     67.600
Vontobel Financial Pro   10.500     1/3/2020   EUR     51.382
Vontobel Financial Pro    8.500     1/3/2020   EUR     50.964
Vontobel Financial Pro   10.500     1/3/2020   EUR     58.200
Vontobel Financial Pro    6.900   12/16/2019   EUR     63.150
HSBC Trinkaus & Burkha    1.650    3/27/2020   EUR     74.420
HSBC Trinkaus & Burkha    4.000   12/30/2019   EUR     66.940
HSBC Trinkaus & Burkha    9.800    1/24/2020   EUR     50.290
HSBC Trinkaus & Burkha    7.200   12/27/2019   EUR     69.330
HSBC Trinkaus & Burkha   11.500   12/27/2019   EUR     68.760
DZ Bank AG Deutsche Ze    6.750   12/27/2019   EUR     69.640
Leonteq Securities AG    11.200   12/17/2019   CHF     73.630
Bank Julius Baer & Co     5.450   12/18/2019   CHF     71.600
UBS AG/London            12.000    6/12/2020   USD     53.160
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     71.250
Landesbank Baden-Wuert    3.000    1/24/2020   EUR     65.370
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     57.930
Landesbank Baden-Wuert    7.000    1/24/2020   EUR     55.720
Landesbank Baden-Wuert    4.500    1/24/2020   EUR     73.710
Landesbank Baden-Wuert    6.000    1/24/2020   EUR     69.960
Commerzbank AG            2.980   12/28/2021   USD     74.200
DekaBank Deutsche Giro    6.000    6/11/2021   EUR     67.040
HSBC Trinkaus & Burkha    9.400   12/27/2019   EUR     64.270
HSBC Trinkaus & Burkha    7.400   12/27/2019   EUR     63.940
HSBC Trinkaus & Burkha    9.400    6/26/2020   EUR     67.370
HSBC Trinkaus & Burkha    8.600    6/26/2020   EUR     66.960
HSBC Trinkaus & Burkha    7.400    6/26/2020   EUR     66.160
HSBC Trinkaus & Burkha   11.400   12/27/2019   EUR     49.880
HSBC Trinkaus & Burkha    5.600   12/28/2020   EUR     52.990
HSBC Trinkaus & Burkha    7.500   12/27/2019   EUR     69.670
HSBC Trinkaus & Burkha    5.700   12/27/2019   EUR     69.380
HSBC Trinkaus & Burkha    7.400    6/26/2020   EUR     69.430
HSBC Trinkaus & Burkha    6.400    6/26/2020   EUR     68.770
HSBC Trinkaus & Burkha    3.360   12/30/2019   EUR     65.770
HSBC Trinkaus & Burkha    1.410    3/27/2020   EUR     70.810
HSBC Trinkaus & Burkha    5.100    6/26/2020   EUR     56.450
HSBC Trinkaus & Burkha    3.300    6/26/2020   EUR     61.740
HSBC Trinkaus & Burkha    8.800    9/25/2020   EUR     50.660
HSBC Trinkaus & Burkha    6.500    9/25/2020   EUR     53.870
HSBC Trinkaus & Burkha    4.400    9/25/2020   EUR     58.510
HSBC Trinkaus & Burkha    2.900    9/25/2020   EUR     63.790
HSBC Trinkaus & Burkha   10.400   11/22/2019   EUR     45.700
HSBC Trinkaus & Burkha    6.400   11/22/2019   EUR     51.300
HSBC Trinkaus & Burkha    3.300   11/22/2019   EUR     58.710
HSBC Trinkaus & Burkha    6.300    1/24/2020   EUR     51.520
HSBC Trinkaus & Burkha    3.400    1/24/2020   EUR     58.220
HSBC Trinkaus & Burkha    9.500    2/28/2020   EUR     47.230
HSBC Trinkaus & Burkha    6.300    2/28/2020   EUR     51.850
HSBC Trinkaus & Burkha    3.600    2/28/2020   EUR     58.170
HSBC Trinkaus & Burkha    6.800    3/27/2020   EUR     73.460
HSBC Trinkaus & Burkha    2.600    3/27/2020   EUR     62.020
HSBC Trinkaus & Burkha   12.300    6/26/2020   EUR     46.990
HSBC Trinkaus & Burkha   10.400    6/26/2020   EUR     48.570
HSBC Trinkaus & Burkha    7.600    6/26/2020   EUR     51.810
BNP Paribas Emissions-   13.000    3/26/2020   EUR     67.800
Raiffeisen Schweiz Gen    3.000    9/22/2020   CHF     17.170
Raiffeisen Schweiz Gen    3.000    9/21/2029   CHF     72.730
UniCredit Bank AG         3.500    1/29/2020   EUR     30.790
UniCredit Bank AG         3.500   12/19/2019   EUR     32.820
DZ Bank AG Deutsche Ze    5.250    3/25/2020   EUR     67.350
Bank Julius Baer & Co     4.950   11/20/2019   CHF     68.000
Vontobel Financial Pro   16.000     1/3/2020   EUR     74.320
UBS AG/London             8.000    2/21/2020   EUR     61.200
UBS AG/London            10.000   11/21/2019   CHF     55.650
Vontobel Financial Pro   16.000     1/3/2020   EUR     72.180
Vontobel Financial Pro   16.000     1/3/2020   EUR     63.300
Vontobel Financial Pro   18.000     1/3/2020   EUR     74.810
Vontobel Financial Pro   14.500     1/3/2020   EUR     75.090
Vontobel Financial Pro    6.500    3/13/2020   EUR     51.710
Vontobel Financial Pro    4.000   12/13/2019   EUR     49.750
Vontobel Financial Pro    8.500    3/13/2020   EUR     52.516
Vontobel Financial Pro   14.000    3/27/2020   EUR     75.070
Vontobel Financial Pro    7.500    3/27/2020   EUR     56.160
Vontobel Financial Pro    6.500    3/27/2020   EUR     59.270
Vontobel Financial Pro   14.000     1/3/2020   EUR     47.160
Vontobel Financial Pro   10.000     1/3/2020   EUR     52.000
Vontobel Financial Pro   12.500    3/27/2020   EUR     49.770
Vontobel Financial Pro    9.000    3/27/2020   EUR     72.000
Vontobel Financial Pro   15.000     1/3/2020   EUR     64.980
Vontobel Financial Pro   12.500    3/27/2020   EUR     67.840
Vontobel Financial Pro    9.500     1/3/2020   EUR     71.390
Vontobel Financial Pro   11.500     1/3/2020   EUR     69.260
Vontobel Financial Pro    8.500    3/27/2020   EUR     60.000
Vontobel Financial Pro   10.500    3/27/2020   EUR     61.200
Vontobel Financial Pro   12.500    3/27/2020   EUR     62.020
Vontobel Financial Pro   12.000     1/3/2020   EUR     59.090
Vontobel Financial Pro    9.000     1/3/2020   EUR     57.930
Vontobel Financial Pro   21.000     1/3/2020   EUR     69.380
Landesbank Baden-Wuert    3.000   12/29/2020   EUR     58.960
Landesbank Baden-Wuert    5.000   12/29/2020   EUR     54.070
Commerzbank AG            9.750   12/31/2019   EUR     71.840
Commerzbank AG           12.750   12/31/2019   EUR     72.050
Commerzbank AG           11.750   12/31/2019   EUR     68.850
Commerzbank AG           10.500   12/31/2019   EUR     71.340
Commerzbank AG           12.500   12/31/2019   EUR     69.310
Commerzbank AG           14.500   12/31/2019   EUR     64.750
Vontobel Financial Pro   12.000   12/31/2019   EUR     65.680
Vontobel Financial Pro   12.700   12/13/2019   EUR     54.675
Vontobel Financial Pro   10.450   12/13/2019   EUR     54.610
Vontobel Financial Pro    9.500    3/13/2020   EUR     72.290
Vontobel Financial Pro   16.500   12/12/2019   EUR     64.290
Vontobel Financial Pro   16.500    3/13/2020   EUR     75.540
Commerzbank AG           12.500   12/31/2019   EUR     73.510
Commerzbank AG           11.250   12/31/2019   EUR     74.060
Commerzbank AG           13.250   12/31/2019   EUR     71.580
Commerzbank AG            3.500   12/31/2019   EUR     72.050
Commerzbank AG           16.500   12/31/2019   EUR     67.250
Leonteq Securities AG     3.600    9/22/2026   CHF     67.090
Raiffeisen Schweiz Gen    2.700    9/22/2026   CHF     60.830
EFG International Fina    7.000   11/27/2019   EUR      1.600
Bank Julius Baer & Co    10.800    6/12/2020   CHF     72.650
Vontobel Financial Pro    5.500    3/20/2020   EUR     57.043
Raiffeisen Schweiz Gen    3.200   12/18/2026   CHF     70.510
Raiffeisen Schweiz Gen   10.000   12/31/2024   CHF     72.440
UniCredit Bank AG         3.600     3/5/2020   EUR     58.310
HSBC Trinkaus & Burkha    2.000    4/22/2020   EUR     72.280
Vontobel Financial Pro   11.500    3/27/2020   EUR     64.710
UniCredit Bank AG         3.700    9/14/2022   EUR     61.320
Societe Generale Effek    6.325   12/20/2019   EUR     73.020
Societe Generale Effek   15.533    6/19/2020   EUR     69.180
BNP Paribas Emissions-    9.000   12/30/2019   EUR     74.680
BNP Paribas Emissions-    6.500   12/30/2019   EUR     71.460
BNP Paribas Emissions-    8.000   12/30/2019   EUR     68.470
BNP Paribas Emissions-    9.500   12/30/2019   EUR     65.760
BNP Paribas Emissions-    9.000   12/30/2019   EUR     60.050
BNP Paribas Emissions-    8.000   12/30/2019   EUR     66.800
BNP Paribas Emissions-   11.000   12/30/2019   EUR     70.110
BNP Paribas Emissions-    8.500   12/30/2019   EUR     74.260
BNP Paribas Emissions-    9.500   12/30/2019   EUR     45.150
BNP Paribas Emissions-   10.000   12/30/2019   EUR     59.980
BNP Paribas Emissions-   12.000   12/30/2019   EUR     63.900
BNP Paribas Emissions-    9.000   12/30/2019   EUR     65.630
SG Issuer SA              3.000     9/2/2021   EUR     60.930
Vontobel Financial Pro   18.000     1/3/2020   EUR     70.940
Commerzbank AG            8.500   12/31/2019   EUR     67.350
UniCredit Bank AG        12.300    6/26/2020   EUR     57.780
UniCredit Bank AG         9.600   12/27/2021   EUR     66.130
UniCredit Bank AG        13.900   12/29/2020   EUR     57.330
Leonteq Securities AG    20.000   11/13/2019   CHF     72.200
Raiffeisen Centrobank     5.333     3/5/2020   EUR     67.940
DekaBank Deutsche Giro    3.450    7/31/2020   EUR     58.430
Leonteq Securities AG/    5.000    8/17/2020   CHF     65.970
UBS AG/London             6.300     1/2/2020   EUR     74.090
UBS AG/London             3.800    3/26/2020   EUR     51.880
UBS AG/London             4.000     1/2/2020   EUR     69.860
Credit Suisse AG/Nassa    8.000   11/18/2019   CHF     74.690
Credit Suisse AG/Nassa    8.250   11/18/2019   EUR     70.940
Leonteq Securities AG/   10.600    2/17/2020   CHF     61.360
Leonteq Securities AG    10.000   11/20/2019   CHF     40.380
Leonteq Securities AG     6.000    8/17/2021   CHF     75.190
Leonteq Securities AG     5.000    2/17/2021   CHF     54.400
Leonteq Securities AG/   10.000   11/20/2019   EUR     71.930
UBS AG/London            10.000    8/10/2020   USD     55.130
UBS AG/London             6.000    2/10/2020   EUR     49.850
UBS AG/London             6.500    8/10/2020   CHF     65.600
UBS AG/London            10.000    8/10/2020   CHF     67.650
UBS AG/London             6.500     2/8/2021   EUR     71.800
Raiffeisen Schweiz Gen    5.300    8/17/2020   CHF     76.160
Raiffeisen Schweiz Gen    6.000    2/17/2020   CHF     67.800
Bank Julius Baer & Co    12.000   11/11/2019   EUR     67.900
Zurcher Kantonalbank F    6.250    2/13/2020   EUR     64.920
Credit Suisse AG/Londo    9.500    2/24/2020   USD     65.240
Landesbank Baden-Wuert    2.750   11/26/2021   EUR     71.010
DZ Bank AG Deutsche Ze    6.750   12/27/2019   EUR     59.410
DZ Bank AG Deutsche Ze    8.750   12/27/2019   EUR     67.030
DZ Bank AG Deutsche Ze    5.750   12/27/2019   EUR     69.100
DZ Bank AG Deutsche Ze    9.000   12/27/2019   EUR     28.620
DZ Bank AG Deutsche Ze   11.250   12/27/2019   EUR     70.280
Landesbank Hessen-Thue    4.000    9/14/2022   EUR     71.530
DZ Bank AG Deutsche Ze    6.250   12/23/2019   EUR     64.380
DZ Bank AG Deutsche Ze    4.800   12/23/2019   EUR     65.500
DZ Bank AG Deutsche Ze    6.000   12/23/2019   EUR     65.690
DZ Bank AG Deutsche Ze    5.000   12/23/2019   EUR     72.380
DZ Bank AG Deutsche Ze    4.800   12/23/2019   EUR     73.870
DZ Bank AG Deutsche Ze    5.400   12/23/2019   EUR     72.630
DZ Bank AG Deutsche Ze    8.000   12/23/2019   EUR     52.160
DZ Bank AG Deutsche Ze    4.700   12/23/2019   EUR     64.230
DZ Bank AG Deutsche Ze    4.300   12/23/2019   EUR     66.970
DZ Bank AG Deutsche Ze    5.100   12/23/2019   EUR     65.340
DZ Bank AG Deutsche Ze    5.900   12/23/2019   EUR     64.160
Zurcher Kantonalbank F    5.125    2/14/2020   CHF     66.720
Leonteq Securities AG/    5.600    8/24/2021   CHF     59.530
Credit Suisse AG/Nassa    7.000   11/22/2019   CHF     63.900
UBS AG/London             8.750    8/17/2020   CHF     43.250
UBS AG/London             9.500    8/17/2020   CHF     68.500
UBS AG/London            10.000    8/17/2020   CHF     69.600
UBS AG/London             9.000    8/17/2020   EUR     68.950
UBS AG/London             8.000    8/17/2020   EUR     52.750
UBS AG/London             7.000    8/17/2020   EUR     71.250
UBS AG/London             8.000    8/17/2020   CHF     55.750
Landesbank Baden-Wuert    5.000    3/27/2020   EUR     73.470
Landesbank Baden-Wuert    4.750    3/27/2020   EUR     69.720
Corner Banca SA          11.800   11/13/2019   CHF     66.600
Leonteq Securities AG    14.000    11/6/2019   CHF     44.370
Credit Suisse AG/Nassa    7.250   11/15/2019   CHF     60.210
Leonteq Securities AG/    7.000    8/17/2020   CHF     73.440
Leonteq Securities AG/   10.000     2/7/2020   CHF     70.670
Bayerische Landesbank     3.000    9/11/2020   EUR     74.220
Bayerische Landesbank     3.300    9/11/2020   EUR     69.670
Credit Suisse AG/Nassa    7.000   11/15/2019   EUR     67.900
Credit Suisse AG/Nassa    9.500   11/18/2019   CHF     63.110
Credit Suisse AG/Nassa    8.000   11/15/2019   CHF     72.850
Vontobel Financial Pro    4.000   11/18/2019   EUR     73.020
Raiffeisen Schweiz Gen    5.340    8/17/2020   CHF     70.000
Leonteq Securities AG/   10.000   11/27/2019   EUR     67.820
Leonteq Securities AG/   12.800   11/27/2019   CHF     72.030
DekaBank Deutsche Giro    3.000    9/11/2020   EUR     67.400
Vontobel Financial Pro    3.840    2/17/2020   EUR     74.610
Raiffeisen Schweiz Gen    6.250    2/17/2020   CHF     64.970
Leonteq Securities AG     8.000    8/24/2020   CHF     68.040
Leonteq Securities AG    12.400   11/27/2019   CHF     73.950
Leonteq Securities AG    10.200   11/27/2019   CHF     53.100
Leonteq Securities AG/   15.000   11/27/2019   USD     42.440
Raiffeisen Schweiz Gen    6.500    2/24/2020   CHF     66.570
Raiffeisen Schweiz Gen    5.250    2/24/2020   CHF     67.980
Corner Banca SA           5.800    2/17/2020   CHF     69.710
Corner Banca SA           8.700    2/20/2020   USD     70.610
Societe Generale Effek    5.600     9/4/2023   EUR     72.920
Vontobel Financial Pro   13.000    3/27/2020   EUR     67.600
BNP Paribas Emissions-   12.000   12/30/2019   EUR     69.630
BNP Paribas Emissions-   12.000   12/30/2019   EUR     52.080
BNP Paribas Emissions-   12.000   12/30/2019   EUR     60.320
BNP Paribas Emissions-    8.000    3/26/2020   EUR     72.070
BNP Paribas Emissions-    7.500    6/25/2020   EUR     73.470
Commerzbank AG           12.750   12/31/2019   EUR     73.770
UniCredit Bank AG         6.100    8/12/2020   EUR     64.930
Raiffeisen Schweiz Gen    6.400     4/8/2020   CHF     71.910
UBS AG/London            12.000    4/13/2020   USD     52.620
Vontobel Financial Pro    9.000     1/3/2020   EUR     68.250
Vontobel Financial Pro    5.500     1/3/2020   EUR     66.890
Vontobel Financial Pro    4.500     1/3/2020   EUR     68.770
Vontobel Financial Pro    9.500     1/3/2020   EUR     60.470
Vontobel Financial Pro    8.500     1/3/2020   EUR     61.930
Vontobel Financial Pro    7.000     1/3/2020   EUR     65.670
Vontobel Financial Pro    3.000     1/3/2020   EUR     73.040
Landesbank Baden-Wuert    4.350    7/24/2020   EUR     48.750
Vontobel Financial Pro    6.500     1/3/2020   EUR     73.610
Vontobel Financial Pro   10.000     1/3/2020   EUR     65.770
DekaBank Deutsche Giro    4.000   10/31/2019   EUR     74.390
Citigroup Global Marke   12.379   11/13/2023   SEK     74.220
Vontobel Financial Pro    2.400     1/6/2020   EUR     73.480
UBS AG/London             9.330     4/9/2020   USD      5.865
Leonteq Securities AG/   14.200    1/15/2020   USD     40.930
Leonteq Securities AG/   11.000    1/15/2020   CHF     40.450
Leonteq Securities AG/   10.400    1/15/2020   CHF     75.500
Vontobel Financial Pro   14.000     1/3/2020   EUR     70.710
Vontobel Financial Pro   16.000     1/3/2020   EUR     67.970
BNP Paribas Emissions-   16.000   12/30/2019   EUR     63.240
BNP Paribas Emissions-    6.500   12/30/2019   EUR     73.900
BNP Paribas Emissions-   15.000   12/30/2019   EUR     60.120
BNP Paribas Emissions-   13.000   12/30/2019   EUR     67.200
BNP Paribas Emissions-   10.000   12/30/2019   EUR     72.980
BNP Paribas Emissions-   12.000   12/30/2019   EUR     73.310
BNP Paribas Emissions-   14.000   12/30/2019   EUR     63.050
Landesbank Baden-Wuert    5.200    3/27/2020   EUR     60.100
Raiffeisen Schweiz Gen    6.000    2/10/2020   CHF     66.210
Leonteq Securities AG    10.000   11/13/2019   CHF     63.230
EFG International Fina    6.000    8/13/2021   CHF     74.650
Vontobel Financial Pro    4.200     2/3/2020   EUR     67.130
Vontobel Financial Pro   15.500    3/27/2020   EUR     71.900
Vontobel Financial Pro    9.500    3/27/2020   EUR     71.670
UniCredit Bank AG         5.000    9/14/2021   EUR     71.570
Societe Generale Effek   12.982   12/20/2019   EUR     66.310
BNP Paribas Emissions-    8.000   12/30/2019   EUR     30.920
BNP Paribas Emissions-   11.000   12/30/2019   EUR     57.600
BNP Paribas Emissions-    7.500   12/30/2019   EUR     68.480
BNP Paribas Emissions-   10.000   12/30/2019   EUR     63.860
BNP Paribas Emissions-   11.000   12/30/2019   EUR     67.790
BNP Paribas Emissions-    7.500   12/30/2019   EUR     68.740
DekaBank Deutsche Giro    6.100    2/13/2020   EUR     73.960
Vontobel Financial Pro    8.000    3/27/2020   EUR     60.257
Vontobel Financial Pro   11.000    3/27/2020   EUR     61.591
Vontobel Financial Pro    6.500     1/3/2020   EUR     76.700
Vontobel Financial Pro    5.000    3/27/2020   EUR     69.630
Vontobel Financial Pro    8.500     1/3/2020   EUR     58.850
Vontobel Financial Pro   10.000     1/3/2020   EUR     58.874
Vontobel Financial Pro   12.000     1/3/2020   EUR     59.292
Vontobel Financial Pro   13.500     1/3/2020   EUR     59.610
UBS AG/London             6.200     1/2/2020   EUR     75.560
UBS AG/London             9.100    6/25/2020   EUR     48.400
UBS AG/London             7.200    3/26/2020   EUR     51.710
UBS AG/London             9.700     1/2/2020   EUR     47.110
UBS AG/London             7.200     1/2/2020   EUR     72.530
UBS AG/London            18.200     1/2/2020   EUR     58.070
UBS AG/London             9.100    3/26/2020   EUR     48.870
UniCredit Bank AG         5.300     1/3/2020   EUR     72.060
Landesbank Baden-Wuert    3.350    8/28/2020   EUR     61.730
Raiffeisen Schweiz Gen    7.000   11/20/2019   CHF     75.830
Leonteq Securities AG/    6.400   11/20/2019   CHF     61.880
Leonteq Securities AG/    5.400   11/20/2019   EUR     61.940
Leonteq Securities AG/    7.400   11/20/2019   USD     47.300
Leonteq Securities AG/    7.000    12/6/2019   CHF     62.340
Commerzbank AG           17.250    3/27/2020   EUR     73.880
Leonteq Securities AG/   10.000   12/20/2019   CHF     64.790
Vontobel Financial Pro    4.250   12/30/2019   EUR     64.150
BNP Paribas Emissions-   12.000   12/30/2019   EUR     71.050
BNP Paribas Emissions-   10.000   12/30/2019   EUR     68.320
BNP Paribas Emissions-   10.000   12/30/2019   EUR     63.920
BNP Paribas Emissions-   11.000   12/30/2019   EUR     62.460
BNP Paribas Emissions-   12.000   12/30/2019   EUR     66.230
BNP Paribas Emissions-   13.000   12/30/2019   EUR     61.200
Societe Generale Effek   10.214   12/20/2019   EUR     74.640
Societe Generale Effek   14.363   12/20/2019   EUR     69.060
Societe Generale Effek   16.278   12/20/2019   EUR     66.340
Societe Generale Effek    9.256   12/20/2019   EUR     39.010
Societe Generale Effek    9.901    3/20/2020   EUR     40.470
DZ Bank AG Deutsche Ze    5.000   12/23/2019   EUR     71.840
DZ Bank AG Deutsche Ze    5.000   12/23/2019   EUR     61.400
Leonteq Securities AG/   10.200    3/18/2020   CHF     66.110
Leonteq Securities AG    10.200   12/27/2019   CHF     71.580
Leonteq Securities AG/   10.600   12/27/2019   EUR     75.180
Raiffeisen Schweiz Gen    8.500   12/27/2019   CHF     72.320
Credit Suisse AG/Londo    7.500   12/30/2019   CHF     69.340
UniCredit Bank AG         3.450    9/14/2022   EUR     69.150
BNP Paribas Emissions-   13.000   12/30/2019   EUR     59.240
BNP Paribas Emissions-    3.000   12/30/2019   EUR     72.460
BNP Paribas Emissions-    6.000   12/30/2019   EUR     72.960
BNP Paribas Emissions-    8.000   12/30/2019   EUR     73.680
BNP Paribas Emissions-    9.000   12/30/2019   EUR     70.730
BNP Paribas Emissions-    7.000   12/30/2019   EUR     70.980
BNP Paribas Emissions-    8.000   12/30/2019   EUR     71.140
BNP Paribas Emissions-    8.000   12/30/2019   EUR     62.320
BNP Paribas Emissions-   10.000   12/30/2019   EUR     62.650
Bank Julius Baer & Co     6.650   12/27/2019   CHF     71.150
Bank Julius Baer & Co     6.750   12/27/2019   CHF     74.300
Credit Suisse AG/Nassa    7.000   12/27/2019   CHF     70.630
UniCredit Bank AG         3.400    10/9/2020   EUR     72.870
UniCredit Bank AG         3.750    10/9/2020   EUR     68.380
UBS AG/London             7.500    9/21/2020   USD     51.900
UBS AG/London            10.000    9/21/2020   EUR     68.900
UBS AG/London             8.000    9/21/2020   EUR     71.150
UBS AG/London            11.000    9/21/2020   CHF     75.450
UBS AG/London            10.000   12/19/2019   USD     75.230
UBS AG/London            11.000    9/21/2020   CHF     73.100
UBS AG/London             6.000    3/19/2020   CHF     70.450
UBS AG/London             7.000    3/19/2020   CHF     70.800
Bayerische Landesbank     3.100   10/23/2020   EUR     70.850
Vontobel Financial Pro    5.500    4/15/2020   EUR     64.610
Leonteq Securities AG/    8.000     1/3/2020   CHF     71.120
Vontobel Financial Pro    4.600    4/15/2020   EUR     65.910
Corner Banca SA          12.000     1/3/2020   CHF     72.070
EFG International Fina    9.800    9/21/2021   EUR     58.200
Vontobel Financial Pro   18.500    6/26/2020   EUR     74.240
Vontobel Financial Pro   24.000    3/27/2020   EUR     74.150
Bank Julius Baer & Co    15.500     5/4/2020   USD     59.700
Vontobel Financial Pro   11.500    3/27/2020   EUR     71.310
Vontobel Financial Pro    9.500     1/3/2020   EUR     66.970
Vontobel Financial Pro   10.500    3/27/2020   EUR     66.570
Commerzbank AG           13.750   12/31/2019   EUR     64.780
Commerzbank AG           12.250   12/31/2019   EUR     73.140
Leonteq Securities AG/   14.000   11/25/2019   CHF     55.500
UBS AG/London            10.500   11/25/2019   CHF     60.250
UBS AG/London            10.250   11/25/2019   EUR     45.850
UBS AG/London             7.500   11/25/2019   EUR     49.000
UniCredit Bank AG         8.400   11/22/2019   EUR     55.210
UniCredit Bank AG         5.500   11/22/2019   EUR     74.540
UniCredit Bank AG         5.250    9/19/2020   EUR     64.920
Zurcher Kantonalbank F    6.250    8/24/2020   CHF     71.620
Bayerische Landesbank     2.700    9/18/2020   EUR     63.900
EFG International Fina    5.800    8/31/2020   EUR     65.470
DekaBank Deutsche Giro    4.400    2/21/2020   EUR     64.080
UniCredit Bank AG         4.300    8/24/2021   EUR     68.470
UniCredit Bank AG         3.800    9/19/2021   EUR     55.540
UniCredit Bank AG         3.850    9/19/2021   EUR     71.720
UniCredit Bank AG         3.500    9/19/2021   EUR     60.140
DZ Bank AG Deutsche Ze    5.000    7/22/2020   EUR     68.460
Raiffeisen Schweiz Gen    4.600    5/25/2020   CHF     58.720
UBS AG/London             9.000   11/18/2019   CHF     74.200
Raiffeisen Schweiz Gen    8.600    5/28/2020   CHF     61.280
BNP Paribas Emissions-    7.000   12/30/2019   EUR     61.990
BNP Paribas Emissions-    6.000   12/30/2019   EUR     67.370
BNP Paribas Emissions-    7.000   12/30/2019   EUR     51.820
UniCredit Bank AG         6.700   12/29/2020   EUR     47.710
UniCredit Bank AG        10.100   12/29/2020   EUR     51.860
UniCredit Bank AG         7.900   12/29/2020   EUR     74.460
UniCredit Bank AG         7.400   12/29/2020   EUR     47.760
UniCredit Bank AG         9.300   12/29/2020   EUR     59.580
UniCredit Bank AG         9.400   12/29/2020   EUR     71.620
UniCredit Bank AG         9.300   12/29/2020   EUR     53.910
UniCredit Bank AG         6.900   12/29/2020   EUR     70.340
UniCredit Bank AG        10.600   12/29/2020   EUR     54.920
UniCredit Bank AG        11.900   12/29/2020   EUR     73.230
UniCredit Bank AG        10.700   12/29/2020   EUR     73.760
UniCredit Bank AG         7.300   12/29/2020   EUR     65.800
UniCredit Bank AG         8.200   12/29/2020   EUR     63.180
UniCredit Bank AG         9.400   12/29/2020   EUR     72.360
UniCredit Bank AG         8.700   12/29/2020   EUR     70.950
UniCredit Bank AG         7.600   12/29/2020   EUR     71.730
UniCredit Bank AG         9.700   12/29/2020   EUR     72.170
UBS AG/London             6.000   12/27/2019   EUR     69.750
UBS AG/London             9.500   12/27/2019   CHF     60.950
UBS AG/London             6.000    6/29/2020   CHF     48.700
UBS AG/London             6.250    6/29/2020   CHF     60.700
HSBC Trinkaus & Burkha    3.150   12/30/2019   EUR     70.850
UBS AG/London             3.700    6/25/2020   EUR     73.020
Leonteq Securities AG    20.000    5/12/2020   CHF     38.070
Vontobel Financial Pro   11.000    9/16/2020   EUR     67.270
Landesbank Baden-Wuert    6.200   11/22/2019   EUR     40.500
Vontobel Financial Pro   16.000     1/3/2020   EUR     71.720
DZ Bank AG Deutsche Ze    5.500   11/20/2019   EUR     68.340
Bank Julius Baer & Co     6.950    2/13/2020   CHF     74.600
Raiffeisen Centrobank     7.394   12/27/2019   EUR     70.090
Landesbank Baden-Wuert    2.500   11/22/2019   EUR     73.690
Landesbank Baden-Wuert    4.500   11/22/2019   EUR     41.730
Landesbank Baden-Wuert    2.500   11/22/2019   EUR     56.730
Landesbank Baden-Wuert    5.000   11/22/2019   EUR     74.190
DZ Bank AG Deutsche Ze    4.750   12/23/2019   EUR     70.210
UBS AG/London            11.000   11/14/2019   CHF     67.200
UBS AG/London            12.000    5/14/2020   EUR     71.250
Bank Julius Baer & Co     8.650   11/15/2019   EUR     70.600
EFG International Fina    7.200    2/22/2021   CHF     30.510
Barclays Bank PLC         3.500    8/17/2020   USD     69.770
UniCredit Bank AG         6.400     3/5/2021   EUR     62.810
BNP Paribas Emissions-   13.000    3/26/2020   EUR     74.680
UBS AG/London            12.000    6/19/2020   USD     58.480
Vontobel Financial Pro    7.500    6/26/2020   EUR     74.560
Landesbank Baden-Wuert    3.500   11/22/2019   EUR     52.840
DekaBank Deutsche Giro    3.000    2/14/2020   EUR     64.620
DekaBank Deutsche Giro    2.000   12/13/2019   EUR     66.000
UniCredit Bank AG         4.000    3/13/2022   EUR     69.490
Landesbank Baden-Wuert    2.600   11/27/2020   EUR     54.360
UBS AG/London             6.250     2/7/2020   CHF     37.000
UBS AG/London             6.500     2/7/2020   CHF     59.450
UBS AG/London             8.250     2/7/2020   EUR     55.750
UBS AG/London             8.000     2/7/2020   CHF     56.600
Raiffeisen Centrobank     5.286   12/27/2019   EUR     74.300
Raiffeisen Centrobank     5.815   12/27/2019   EUR     66.900
Raiffeisen Centrobank     6.344   12/27/2019   EUR     74.510
Raiffeisen Schweiz Gen    7.200    2/19/2020   CHF     70.280
Leonteq Securities AG/    2.300     2/8/2023   CHF     51.310
UniCredit Bank AG         5.350     3/5/2021   EUR     71.200
UniCredit Bank AG         5.100     3/5/2021   EUR     68.960
UniCredit Bank AG         4.650     3/5/2021   EUR     71.980
DekaBank Deutsche Giro    3.700     3/6/2020   EUR     60.620
Raiffeisen Schweiz Gen    7.500     2/5/2020   CHF     70.760
Leonteq Securities AG/    7.000     2/5/2020   CHF     22.740
Raiffeisen Schweiz Gen    6.070    1/29/2020   CHF     68.270
UniCredit Bank AG         4.200    2/19/2022   EUR     57.310
UniCredit Bank AG        12.900     1/3/2020   EUR     64.720
UniCredit Bank AG        14.500     1/3/2020   EUR     52.050
UniCredit Bank AG        10.400     1/3/2020   EUR     45.390
UniCredit Bank AG         5.200     1/3/2020   EUR     59.340
UniCredit Bank AG        10.900     1/3/2020   EUR     38.420
UniCredit Bank AG         7.800     1/3/2020   EUR     70.820
UniCredit Bank AG        14.700     1/3/2020   EUR     38.580
UniCredit Bank AG         5.700     1/3/2020   EUR     67.240
UniCredit Bank AG         8.600     1/3/2020   EUR     49.400
UniCredit Bank AG        14.700     1/3/2020   EUR     70.580
UniCredit Bank AG        10.200     1/3/2020   EUR     64.730
UniCredit Bank AG         8.100     1/3/2020   EUR     67.170
UniCredit Bank AG         5.200     1/3/2020   EUR     56.800
UniCredit Bank AG        12.200     1/3/2020   EUR     61.760
UniCredit Bank AG         8.900     1/3/2020   EUR     49.100
UniCredit Bank AG        13.800     1/3/2020   EUR     44.460
UniCredit Bank AG        13.600     1/3/2020   EUR     39.460
UniCredit Bank AG        13.900     1/3/2020   EUR     48.290
UniCredit Bank AG        11.600     1/3/2020   EUR     72.870
UniCredit Bank AG         6.400     1/3/2020   EUR     66.710
UniCredit Bank AG        12.700     1/3/2020   EUR     66.280
UniCredit Bank AG        11.200     1/3/2020   EUR     46.630
UniCredit Bank AG         8.300     1/3/2020   EUR     74.250
Leonteq Securities AG     3.800    2/15/2021   CHF     37.150
Credit Suisse AG/Nassa    5.500    2/17/2020   CHF     69.420
UBS AG/London             6.500    7/31/2020   CHF     63.400
UBS AG/London             7.500    7/31/2020   EUR     43.900
UBS AG/London             7.250    1/31/2020   EUR     73.500
UBS AG/London             6.500    1/31/2020   USD     44.950
EFG International Fina    7.800    2/16/2021   USD     68.700
UniCredit Bank AG        11.200     1/3/2020   EUR     59.350
UniCredit Bank AG        12.700     1/3/2020   EUR     49.080
UniCredit Bank AG        14.900     1/3/2020   EUR     45.700
UniCredit Bank AG         4.400     1/3/2020   EUR     49.310
UniCredit Bank AG         8.300     1/3/2020   EUR     73.830
UniCredit Bank AG        11.500     1/3/2020   EUR     68.040
UniCredit Bank AG         7.800     1/3/2020   EUR     73.070
UniCredit Bank AG         4.300     1/3/2020   EUR     53.230
UniCredit Bank AG         5.800     1/3/2020   EUR     21.050
UniCredit Bank AG         4.900     1/3/2020   EUR     55.570
UniCredit Bank AG         4.200     1/3/2020   EUR     73.490
UniCredit Bank AG         5.100     1/3/2020   EUR     60.110
UniCredit Bank AG        14.200     1/3/2020   EUR     41.600
UniCredit Bank AG         8.900     1/3/2020   EUR     61.550
UniCredit Bank AG        13.700     1/3/2020   EUR     68.770
UniCredit Bank AG        14.800     1/3/2020   EUR     61.480
Leonteq Securities AG/    7.500     2/6/2020   CHF     64.120
UBS AG/London             6.000    1/31/2020   CHF     58.550
UBS AG/London             5.250    1/31/2020   CHF     35.900
UBS AG/London             6.750    7/31/2020   CHF     66.050
UBS AG/London             7.250    1/31/2020   EUR     70.350
UBS AG/London             5.500    1/31/2020   EUR     62.800
UBS AG/London             6.000    1/31/2020   EUR     58.550
EFG International Fina    7.000    2/15/2021   CHF     73.710
EFG International Fina    7.800    2/15/2021   EUR     64.880
Raiffeisen Schweiz Gen    5.250     2/9/2021   CHF     44.380
Raiffeisen Schweiz Gen    7.000    2/12/2020   CHF     67.910
Societe Generale SA       9.000     2/3/2021   USD     55.600
Vontobel Financial Pro    6.100    1/30/2020   EUR     68.260
DekaBank Deutsche Giro    3.500    8/21/2020   EUR     68.920
Corner Banca SA           7.600     2/2/2021   CHF     66.690
DekaBank Deutsche Giro    2.050   12/11/2020   EUR     67.170
DekaBank Deutsche Giro    2.750   12/11/2020   EUR     56.350
DekaBank Deutsche Giro    4.250    8/21/2020   EUR     74.300
DekaBank Deutsche Giro    6.550    8/21/2020   EUR     62.370
DekaBank Deutsche Giro    3.000    8/27/2021   EUR     66.610
Landesbank Hessen-Thue    3.500     3/9/2022   EUR     72.180
DekaBank Deutsche Giro    2.050    2/14/2020   EUR     56.020
UBS AG/London             5.000     2/7/2020   CHF     68.500
UniCredit Bank AG         8.400   12/29/2020   EUR     71.740
UniCredit Bank AG         6.600   12/29/2020   EUR     54.030
UniCredit Bank AG         7.200   12/29/2020   EUR     31.150
UniCredit Bank AG         6.500   12/29/2020   EUR     31.220
UniCredit Bank AG         8.000   12/29/2020   EUR     72.480
UniCredit Bank AG         7.200   12/29/2020   EUR     69.220
UniCredit Bank AG        12.900     1/3/2020   EUR     28.490
Societe Generale SA       8.000     8/9/2022   USD     36.750
Landesbank Hessen-Thue    3.500     9/8/2022   EUR     60.580
UBS AG/London            15.200    3/26/2020   EUR     64.970
UBS AG/London            17.600     1/2/2020   EUR     74.460
Vontobel Financial Pro    4.600    10/8/2020   EUR     71.470
DZ Bank AG Deutsche Ze    6.500   12/23/2019   EUR     74.640
Vontobel Financial Pro   12.000     1/3/2020   EUR     66.130
Vontobel Financial Pro   16.500     1/3/2020   EUR     60.210
Vontobel Financial Pro   10.000     1/3/2020   EUR     69.750
Raiffeisen Centrobank     8.362   12/27/2019   EUR     66.000
Landesbank Baden-Wuert    4.500   11/22/2019   EUR     67.950
Landesbank Baden-Wuert    2.500   11/22/2019   EUR     45.750
Landesbank Baden-Wuert    4.500   11/22/2019   EUR     52.370
Vontobel Financial Pro   11.000     1/3/2020   EUR     70.200
Vontobel Financial Pro   12.000     1/3/2020   EUR     68.720
UBS AG/London            11.000    11/7/2019   EUR     40.150
UBS AG/London             9.000    5/14/2020   CHF     70.500
Vontobel Financial Pro   12.030   11/15/2019   EUR     72.540
Zurcher Kantonalbank F    7.500   11/15/2019   USD     54.840
Credit Suisse AG/Londo    9.750    2/18/2020   USD     59.070
Vontobel Financial Pro    8.500   12/13/2019   EUR     50.447
Commerzbank AG           16.000   12/31/2019   EUR     59.820
Raiffeisen Centrobank    10.181    6/23/2020   EUR     68.670
UBS AG/London             8.400    3/26/2020   EUR     70.800
UBS AG/London            21.600     1/2/2020   EUR     71.500
UBS AG/London             4.800    3/26/2020   EUR     74.310
Landesbank Baden-Wuert    5.750    8/27/2021   EUR     74.510
UBS AG/London            13.700     1/2/2020   EUR     70.570
Vontobel Financial Pro   11.000    3/27/2020   EUR     74.120
Vontobel Financial Pro   11.500    6/26/2020   EUR     71.050
Zurcher Kantonalbank F    8.500    7/10/2020   CHF     74.000
Deutsche Bank AG          4.200    9/22/2020   EUR     73.500
Deutsche Bank AG          4.200   12/24/2019   EUR     59.400
Deutsche Bank AG          4.200    9/22/2020   EUR     66.200
Deutsche Bank AG          4.200   12/22/2020   EUR     61.500
UniCredit Bank AG         3.200    9/10/2022   EUR     74.420
Commerzbank AG           12.250   12/31/2019   EUR     64.190
UBS AG/London             7.000     5/4/2020   CHF     68.350
Raiffeisen Schweiz Gen    7.500    5/25/2020   CHF     26.090
Raiffeisen Schweiz Gen    6.450    5/25/2020   CHF     66.670
BNP Paribas Emissions-    5.000   12/30/2019   EUR     61.300
BNP Paribas Emissions-    5.000   12/30/2019   EUR     51.450
UniCredit Bank AG         8.300   12/29/2020   EUR     67.840
UniCredit Bank AG         7.500   12/29/2020   EUR     64.430
UniCredit Bank AG         8.100   12/29/2020   EUR     52.270
UniCredit Bank AG        10.900   12/29/2020   EUR     69.750
UniCredit Bank AG         8.300   12/29/2020   EUR     52.370
UBS AG/London            11.000    8/24/2020   CHF     75.050
Vontobel Financial Pro    7.500    9/25/2020   EUR     60.740
Vontobel Financial Pro   11.500    9/25/2020   EUR     64.178
Vontobel Financial Pro    9.000   12/31/2019   EUR     57.810
Leonteq Securities AG/   10.000    8/31/2020   EUR     73.240
Leonteq Securities AG/   10.400    12/3/2019   EUR     55.910
Leonteq Securities AG    12.000   11/20/2019   CHF     53.270
Vontobel Financial Pro   15.500    6/25/2020   EUR     71.960
Landesbank Hessen-Thue    3.150    9/28/2020   EUR     66.800
Raiffeisen Centrobank     9.755    3/24/2020   EUR     70.860
DZ Bank AG Deutsche Ze    6.250   12/23/2019   EUR     62.540
DZ Bank AG Deutsche Ze    4.750   12/23/2019   EUR     65.710
DZ Bank AG Deutsche Ze    4.300   12/23/2019   EUR     73.950
UBS AG/London             6.500    2/24/2020   CHF     53.100
UBS AG/London             9.000    8/24/2020   CHF     71.100
UBS AG/London            10.000    8/24/2020   CHF     70.950
Vontobel Financial Pro    5.500    6/26/2020   EUR     66.490
Vontobel Financial Pro    7.500    6/26/2020   EUR     58.950
Vontobel Financial Pro   13.000    9/25/2020   EUR     65.580
Raiffeisen Schweiz Gen    7.200    2/24/2020   CHF     65.930
Leonteq Securities AG/    8.000    12/4/2019   CHF     75.380
UBS AG/London             6.000    2/24/2020   CHF     65.650
UBS AG/London             9.000    8/24/2020   EUR     68.350
UBS AG/London            11.000    8/24/2020   CHF     62.500
Vontobel Financial Pro   11.500   12/31/2019   EUR     74.760
Vontobel Financial Pro    8.000   12/31/2019   EUR     59.200
Vontobel Financial Pro    7.000   12/31/2019   EUR     60.310
Credit Suisse AG/Nassa    8.250   10/31/2019   CHF     71.960
Vontobel Financial Pro   13.500    6/25/2020   EUR     70.630
Vontobel Financial Pro   14.000   12/31/2019   EUR     60.250
UniCredit Bank AG         4.750    9/18/2020   EUR     70.280
Raiffeisen Schweiz Gen    7.000    12/6/2019   CHF     68.860
DZ Bank AG Deutsche Ze    4.750   12/23/2019   EUR     74.060
Landesbank Baden-Wuert    3.500    8/28/2020   EUR     68.190
Landesbank Baden-Wuert    4.500    8/28/2020   EUR     66.370
Landesbank Baden-Wuert    4.000    8/28/2020   EUR     74.270
Vontobel Financial Pro   11.000    3/27/2020   EUR     57.030
Landesbank Baden-Wuert    2.500    8/28/2020   EUR     57.640
UBS AG/London             7.800     1/2/2020   EUR     68.830
UBS AG/London             3.800    9/24/2020   EUR     71.210
UBS AG/London            11.700     1/2/2020   EUR     67.260
UBS AG/London            13.000    3/26/2020   EUR     73.390
Leonteq Securities AG/   13.000   12/10/2019   USD     73.360
Leonteq Securities AG    12.600   12/10/2019   CHF     64.330
Landesbank Baden-Wuert    7.000    8/28/2020   EUR     74.760
Vontobel Financial Pro   12.000     1/3/2020   EUR     54.690
UBS AG/London            21.900     1/2/2020   EUR     74.420
UBS AG/London            25.000     1/2/2020   EUR     73.200
UBS AG/London             6.250     3/2/2020   CHF     65.300
UBS AG/London             9.000    8/31/2020   CHF     68.800
Leonteq Securities AG/    9.000   12/10/2019   CHF     67.450
Vontobel Financial Pro    5.000    3/20/2020   EUR     61.222
UniCredit Bank AG         3.800    8/30/2023   EUR     59.190
Credit Suisse AG/Nassa    7.750    2/24/2020   EUR     71.060
UBS AG/London            12.000    2/24/2020   USD     42.780
Vontobel Financial Pro    4.000    9/25/2020   EUR     70.330
Vontobel Financial Pro    6.000    9/25/2020   EUR     67.030
Leonteq Securities AG/   10.000    12/4/2019   CHF     40.990
Leonteq Securities AG/   10.500    12/4/2019   CHF     65.360
Vontobel Financial Pro   16.000    6/25/2020   EUR     72.270
Raiffeisen Schweiz Gen    7.300     3/5/2020   CHF     64.790
Raiffeisen Schweiz Gen    6.000     3/5/2020   CHF     65.220
Credit Suisse AG/Nassa    6.250    12/3/2019   CHF     72.610
Vontobel Financial Pro   10.000   12/31/2019   EUR     71.610
Vontobel Financial Pro   10.000   12/31/2019   EUR     60.300
Landesbank Baden-Wuert    7.000    8/28/2020   EUR     67.190
Landesbank Baden-Wuert    2.500    8/28/2020   EUR     63.520
Landesbank Baden-Wuert    4.000    8/28/2020   EUR     75.550
Landesbank Baden-Wuert    5.000    8/28/2020   EUR     37.740
Landesbank Baden-Wuert    6.000    8/28/2020   EUR     67.110
Landesbank Baden-Wuert    6.500    8/28/2020   EUR     73.140
Vontobel Financial Pro    9.000     1/3/2020   EUR     54.150
Credit Suisse AG/Londo    4.590    2/28/2020   EUR     52.540
UBS AG/London            14.300     1/2/2020   EUR     73.420
UBS AG/London            25.200     1/2/2020   EUR     71.630
DekaBank Deutsche Giro    7.250     4/1/2021   EUR     68.840
UBS AG/London            10.000    8/31/2020   CHF     73.250
Corner Banca SA           9.000   12/10/2019   CHF     73.290
UniCredit Bank AG         5.750     7/9/2020   EUR     72.630
Vontobel Financial Pro    2.000    3/27/2020   EUR     76.570
Vontobel Financial Pro   11.000    6/26/2020   EUR     61.073
Vontobel Financial Pro    5.000    6/26/2020   EUR     57.220
Vontobel Financial Pro    5.000    3/27/2020   EUR     59.210
Vontobel Financial Pro    2.500    6/26/2020   EUR     69.280
Fonciere Volta SA         4.500    7/30/2020   EUR      2.360
Landesbank Baden-Wuert    3.000    4/24/2020   EUR     74.870
Landesbank Baden-Wuert    4.500    4/24/2020   EUR     70.130
Landesbank Baden-Wuert    6.000    4/24/2020   EUR     74.430
Vontobel Financial Pro    3.500    3/27/2020   EUR     69.130
Vontobel Financial Pro   11.500    3/27/2020   EUR     71.890
Leonteq Securities AG    14.000    6/12/2020   CHF     51.390
HSBC Trinkaus & Burkha    3.000    8/10/2020   EUR     62.350
HSBC Trinkaus & Burkha    2.250    4/22/2020   EUR     70.480
UniCredit Bank AG         3.750    10/2/2020   EUR     28.830
BNP Paribas Emissions-   16.000    3/26/2020   EUR     75.170
BNP Paribas Emissions-   16.000   12/30/2019   EUR     74.070
Landesbank Hessen-Thue    6.200    7/24/2020   EUR     67.410
Raiffeisen Schweiz Gen    3.400    3/21/2025   CHF     62.250
Landesbank Hessen-Thue    6.400    8/18/2020   EUR     69.930
Landesbank Hessen-Thue    8.000    5/15/2020   EUR     37.360
Deutsche Bank AG          4.200   12/24/2019   EUR     69.630
Deutsche Bank AG          4.200   12/24/2019   EUR     66.600
Deutsche Bank AG          4.200   12/24/2019   EUR     65.100
Deutsche Bank AG          4.200   12/24/2019   EUR     62.500
Deutsche Bank AG          4.200   12/24/2019   EUR     59.800
Deutsche Bank AG          4.200   12/24/2019   EUR     74.450
Vontobel Financial Pro    7.000   12/31/2019   EUR     72.000
Landesbank Baden-Wuert    5.000    3/27/2020   EUR     72.910
Landesbank Baden-Wuert    3.000    3/27/2020   EUR     73.100
UniCredit Bank AG         3.800    7/23/2020   EUR     28.430
Landesbank Baden-Wuert    5.000    3/27/2020   EUR     72.920
DZ Bank AG Deutsche Ze    5.700   12/23/2019   EUR     71.530
Luzerner Kantonalbank     6.000     4/8/2020   CHF     72.480
Goldman Sachs & Co Wer   14.000   12/27/2019   EUR     72.850
Goldman Sachs & Co Wer   20.000   12/27/2019   EUR     68.090
Deutsche Bank AG          4.200   12/24/2019   EUR     39.800
Deutsche Bank AG          4.200   12/24/2019   EUR     37.400
Deutsche Bank AG          4.200   12/24/2019   EUR     72.200
Deutsche Bank AG          4.200   12/24/2019   EUR     68.000
Deutsche Bank AG          4.200   12/24/2019   EUR     64.300
Deutsche Bank AG          4.200   12/24/2019   EUR     60.900
Deutsche Bank AG          4.200   12/24/2019   EUR     57.500
Deutsche Bank AG          4.200   12/24/2019   EUR     64.400
Deutsche Bank AG          4.200   12/24/2019   EUR     58.600
DZ Bank AG Deutsche Ze    8.750   12/27/2019   EUR     69.870
UBS AG/London            10.000    9/28/2020   EUR     55.500
BNP Paribas Emissions-   16.000    6/25/2020   EUR     75.270
Landesbank Hessen-Thue    8.400     5/8/2020   EUR     50.180
Bank Julius Baer & Co     9.300    3/16/2020   USD     53.650
Landesbank Hessen-Thue    6.400     9/4/2020   EUR     72.680
Landesbank Hessen-Thue    7.400    6/12/2020   EUR     72.730
Bank Julius Baer & Co     7.000    3/23/2020   CHF     73.100
Landesbank Hessen-Thue    9.500    5/15/2020   EUR     43.780
DekaBank Deutsche Giro    2.900   10/29/2019   EUR     72.400
Commerzbank AG           18.250   12/31/2019   EUR     67.680
HSBC Trinkaus & Burkha    1.750    3/27/2020   EUR     73.260
HSBC Trinkaus & Burkha    2.750    3/27/2020   EUR     69.820
DZ Bank AG Deutsche Ze    6.500   12/23/2019   EUR     73.590
DZ Bank AG Deutsche Ze    8.250   12/23/2019   EUR     67.480
Deutsche Bank AG          6.200   12/24/2019   EUR     73.070
Goldman Sachs & Co Wer   23.000   12/27/2019   EUR     66.040
HSBC Trinkaus & Burkha    4.170    3/27/2020   EUR     67.970
Landesbank Baden-Wuert    2.500   12/27/2021   EUR     71.150
Deutsche Bank AG          4.200   12/24/2019   EUR     72.750
Deutsche Bank AG          4.200   12/24/2019   EUR     70.710
Deutsche Bank AG          4.200   12/24/2019   EUR     72.400
Vontobel Financial Pro    8.000   12/31/2019   EUR     72.170
Landesbank Hessen-Thue    8.900    10/6/2020   EUR     38.120
Landesbank Baden-Wuert    5.000    3/27/2020   EUR     68.820
Landesbank Baden-Wuert    7.000    3/27/2020   EUR     68.810
DZ Bank AG Deutsche Ze    7.500   12/23/2019   EUR     61.770
UBS AG/London             6.000    5/18/2020   CHF     59.950
UBS AG/London            10.000    5/18/2020   CHF     55.950
Landesbank Hessen-Thue    2.350   12/21/2020   EUR     69.100
BNP Paribas Emissions-    8.000   12/30/2019   EUR     59.190
BNP Paribas Emissions-    5.000   12/30/2019   EUR     74.160
BNP Paribas Emissions-    8.000   12/30/2019   EUR     74.310
UniCredit Bank AG        10.100     1/3/2020   EUR     65.930
BNP Paribas Emissions-    4.000   12/30/2019   EUR     52.580
UniCredit Bank AG         7.900   12/29/2020   EUR     69.430
BNP Paribas Emissions-    5.000   12/30/2019   EUR     74.200
UniCredit Bank AG         6.800   12/29/2020   EUR     52.660
BNP Paribas Emissions-    5.000   12/30/2019   EUR     50.380
BNP Paribas Emissions-    7.000   12/30/2019   EUR     51.060
UniCredit Bank AG         6.700   12/29/2020   EUR     72.250
UniCredit Bank AG         6.000   12/29/2020   EUR     61.880
UniCredit Bank AG         9.200   12/29/2020   EUR     61.110
UniCredit Bank AG         8.500   12/29/2020   EUR     53.900
UniCredit Bank AG         6.600   12/29/2020   EUR     63.190
UniCredit Bank AG        14.800   12/29/2020   EUR     35.320
UniCredit Bank AG        11.200   12/29/2020   EUR     54.280
UniCredit Bank AG         9.500   12/29/2020   EUR     73.170
UniCredit Bank AG         7.000   12/29/2020   EUR     53.750
UniCredit Bank AG        12.000   12/29/2020   EUR     60.470
UniCredit Bank AG         7.900   12/29/2020   EUR     67.650
UniCredit Bank AG         5.000     1/3/2020   EUR     68.270
BNP Paribas Emissions-    8.500   12/30/2019   EUR     59.530
BNP Paribas Emissions-    9.500   12/30/2019   EUR     61.630
BNP Paribas Emissions-   10.000   12/30/2019   EUR     62.760
BNP Paribas Emissions-   11.000   12/30/2019   EUR     60.670
BNP Paribas Emissions-    9.000   12/30/2019   EUR     74.730
BNP Paribas Emissions-    9.500   12/30/2019   EUR     63.960
Deutsche Bank AG          4.200   12/24/2019   EUR     75.100
Deutsche Bank AG          4.200   12/22/2020   EUR     73.600
Vontobel Financial Pro    4.450   12/31/2019   EUR     64.530
UBS AG/London            11.000     5/4/2020   USD     68.500
UBS AG/London             9.500   11/16/2020   USD     56.650
Raiffeisen Schweiz Gen    6.000    5/25/2020   EUR     65.960
BNP Paribas Emissions-    5.000   12/30/2019   EUR     67.720
BNP Paribas Emissions-    6.000   12/30/2019   EUR     67.890
UniCredit Bank AG        12.000     1/3/2020   EUR     72.030
Leonteq Securities AG/    5.200    6/12/2020   CHF     57.880
Landesbank Baden-Wuert    3.650   11/22/2019   EUR     62.560
Goldman Sachs & Co Wer   10.000    2/26/2020   EUR     72.360
Raiffeisen Schweiz Gen    4.400    12/9/2019   CHF     31.260
Bank Julius Baer & Co     8.100     5/5/2020   USD     66.450
Goldman Sachs & Co Wer    9.000   12/27/2019   EUR     70.640
Goldman Sachs & Co Wer    9.000    1/22/2020   EUR     71.220
Landesbank Hessen-Thue    4.000     7/7/2021   EUR     66.090
Vontobel Financial Pro   10.500    6/26/2020   EUR     60.650
Landesbank Hessen-Thue    4.000    1/13/2021   EUR     47.900
Corner Banca SA           8.600    6/16/2020   CHF     70.220
Corner Banca SA           7.600    6/16/2020   CHF     59.960
DekaBank Deutsche Giro    3.000    6/21/2021   EUR     37.490
Vontobel Financial Pro    5.000    3/27/2020   EUR     66.880
Vontobel Financial Pro    8.000    3/27/2020   EUR     63.960
Vontobel Financial Pro    9.500    3/27/2020   EUR     62.690
Vontobel Financial Pro   17.000    3/27/2020   EUR     60.890
Landesbank Hessen-Thue    2.750    1/13/2021   EUR     73.800
UBS AG/London            15.000    8/21/2020   CHF     74.610
Bank Julius Baer & Co     8.150    5/26/2020   EUR     75.250
Zurcher Kantonalbank F    8.500    5/29/2020   CHF     76.260
Vontobel Financial Pro   10.300   11/25/2019   EUR     65.680
Sviaz Bank OAO            8.100    12/9/2021   RUB    100.000
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     74.050
Landesbank Baden-Wuert    6.000    4/24/2020   EUR     69.980
Landesbank Hessen-Thue    7.770    7/15/2021   EUR     27.220
Landesbank Hessen-Thue    4.000    4/29/2020   EUR     69.630
Landesbank Hessen-Thue    7.000    4/29/2022   EUR     51.170
Fast Finance SA          10.500    1/15/2021   PLN
Leonteq Securities AG/    5.000    1/20/2020   CHF     28.590
Leonteq Securities AG/    5.000   12/27/2019   EUR     58.900
Leonteq Securities AG/    3.400    3/20/2024   CHF     57.900
EFG International Fina    7.200    7/29/2020   EUR      8.870
SG Issuer SA              5.000    7/10/2021   EUR     12.500
Commerzbank AG           16.000   12/31/2019   EUR     74.370
Commerzbank AG           16.500   12/31/2019   EUR     64.710
Vontobel Financial Pro    6.500    3/27/2020   EUR     59.571
Vontobel Financial Pro    5.500    6/26/2020   EUR     57.272
Vontobel Financial Pro    8.500    3/27/2020   EUR     60.456
Vontobel Financial Pro    9.000    6/26/2020   EUR     59.690
DekaBank Deutsche Giro    2.500    7/29/2020   EUR     68.150
Commerzbank AG           10.250   11/22/2019   EUR     70.610
Vontobel Financial Pro    5.000    3/27/2020   EUR     54.834
Vontobel Financial Pro    6.500    3/27/2020   EUR     55.461
Vontobel Financial Pro    6.000    6/26/2020   EUR     53.750
Vontobel Financial Pro    5.000    6/26/2020   EUR     53.370
Vontobel Financial Pro    9.000    6/26/2020   EUR     55.859
Vontobel Financial Pro   12.000    6/26/2020   EUR     73.560
Vontobel Financial Pro   13.000    3/27/2020   EUR     72.630
Getin Noble Bank SA       6.790    11/9/2023   PLN     72.000
Leonteq Securities AG     7.000    11/1/2019   EUR     73.130
Vontobel Financial Pro   13.500    6/25/2020   EUR     70.620
Vontobel Financial Pro    4.000    6/26/2020   EUR     72.210
Vontobel Financial Pro    9.500    6/26/2020   EUR     64.460
Credit Suisse AG/Londo   10.000    4/20/2020   USD     64.460
Leonteq Securities AG     9.200    7/23/2020   CHF     75.380
Vontobel Financial Pro    7.500    6/26/2020   EUR     54.785
Societe Generale SA       8.900    11/1/2021   USD     67.700
Pongs & Zahn AG           8.500                EUR      0.002
Vontobel Financial Pro    6.500    6/26/2020   EUR     67.710
Vontobel Financial Pro    9.500    3/27/2020   EUR     66.600
Vontobel Financial Pro   13.000    3/27/2020   EUR     64.140
Commerzbank AG            8.750    3/27/2020   EUR     73.220
Commerzbank AG           10.750    3/27/2020   EUR     70.760
Commerzbank AG           12.000    3/27/2020   EUR     70.330
DZ Bank AG Deutsche Ze   11.500    2/26/2020   EUR     70.620
Vontobel Financial Pro    8.500    3/27/2020   EUR     50.630
Vontobel Financial Pro    5.500    3/27/2020   EUR     55.330
Vontobel Financial Pro   12.000    3/27/2020   EUR     47.300
Vontobel Financial Pro   11.000    3/27/2020   EUR     66.770
Vontobel Financial Pro    9.000     1/3/2020   EUR     48.880
Vontobel Financial Pro    7.000     1/3/2020   EUR     51.460
Landesbank Baden-Wuert    4.000    1/24/2020   EUR     52.620
Landesbank Baden-Wuert    6.500    1/24/2020   EUR     48.950
Commerzbank AG            6.750    3/27/2020   EUR     69.370
Commerzbank AG           10.750    3/27/2020   EUR     63.580
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     62.670
Landesbank Baden-Wuert    5.000    2/28/2020   EUR     71.230
Landesbank Baden-Wuert    7.500    2/28/2020   EUR     66.190
Leonteq Securities AG/   15.600     4/8/2020   EUR     64.000
Vontobel Financial Pro   14.000    3/27/2020   EUR     74.250
Vontobel Financial Pro   17.500    6/26/2020   EUR     70.330
UniCredit Bank AG         6.400    5/11/2020   EUR     65.570
Commerzbank AG           11.000   12/31/2019   EUR     66.870
Leonteq Securities AG/   18.400     4/8/2020   USD     64.560
UBS AG/London            10.000    8/20/2020   EUR     74.200
Commerzbank AG            8.750   12/31/2019   EUR     73.460
Commerzbank AG            3.000   12/31/2019   EUR     72.130
Commerzbank AG           12.000   12/31/2019   EUR     62.110
Vontobel Financial Pro   13.000    6/26/2020   EUR     66.540
Vontobel Financial Pro   11.500    6/26/2020   EUR     74.920
Vontobel Financial Pro   16.000    3/27/2020   EUR     75.050
BNP Paribas Emissions-    5.500    3/26/2020   EUR     74.780
BNP Paribas Emissions-    7.000    3/26/2020   EUR     71.550
BNP Paribas Emissions-    8.500    3/26/2020   EUR     68.670
BNP Paribas Emissions-   10.000    3/26/2020   EUR     67.140
BNP Paribas Emissions-   14.000    3/26/2020   EUR     63.950
BNP Paribas Emissions-    5.000    9/24/2020   EUR     75.100
BNP Paribas Emissions-    5.500    9/24/2020   EUR     73.020
BNP Paribas Emissions-    7.000    9/24/2020   EUR     70.860
BNP Paribas Emissions-    8.500    9/24/2020   EUR     69.010
BNP Paribas Emissions-   12.000    9/24/2020   EUR     65.750
BNP Paribas Emissions-   12.000   12/24/2020   EUR     75.020
Vontobel Financial Pro    6.000     1/3/2020   EUR     50.845
Vontobel Financial Pro    6.000     1/3/2020   EUR     68.280
Vontobel Financial Pro    7.000     1/3/2020   EUR     66.120
Vontobel Financial Pro   10.500    3/27/2020   EUR     62.200
Vontobel Financial Pro    5.000    3/27/2020   EUR     70.370
Vontobel Financial Pro    3.500    3/27/2020   EUR     66.320
Deutsche Bank AG          6.200    3/24/2020   EUR     70.800
Raiffeisen Schweiz Gen    6.250    4/27/2020   CHF     60.690
Raiffeisen Schweiz Gen    7.250    4/27/2020   CHF     69.560
Societe Generale SA      13.200    4/29/2020   USD     40.720
BNP Paribas Emissions-    6.000    9/24/2020   EUR     70.140
Vontobel Financial Pro    5.000    6/25/2020   EUR     65.800
Vontobel Financial Pro   12.500    3/27/2020   EUR     57.650
BNP Paribas Emissions-   19.000   12/30/2019   EUR     70.640
Vontobel Financial Pro    4.500     1/3/2020   EUR     50.370
Vontobel Financial Pro    3.500    3/27/2020   EUR     50.920
Bank Julius Baer & Co     6.400    2/21/2020   EUR     64.200
BNP Paribas Emissions-    4.000   12/30/2019   EUR     71.430
BNP Paribas Emissions-   12.000    3/26/2020   EUR     63.260
BNP Paribas Emissions-    3.000   12/30/2019   EUR     73.960
BNP Paribas Emissions-   14.000    3/26/2020   EUR     71.830
Vontobel Financial Pro    6.550    6/26/2020   EUR     70.950
Landesbank Baden-Wuert    5.400    7/24/2020   EUR     71.680
Vontobel Financial Pro    7.500    6/25/2020   EUR     56.980
Vontobel Financial Pro   12.000    6/25/2020   EUR     60.260
Vontobel Financial Pro    9.500    3/27/2020   EUR     56.410
Landesbank Baden-Wuert   14.420   11/22/2019   EUR     61.300
Deutsche Bank AG          6.200    9/22/2020   EUR     75.400
Deutsche Bank AG          6.200   12/22/2020   EUR     70.800
UBS AG/London            10.000    8/20/2020   EUR     73.950
Commerzbank AG            8.250   12/31/2019   EUR     69.530
Zurcher Kantonalbank F   12.250    2/27/2020   USD     63.900
BNP Paribas Emissions-    5.000    9/24/2020   EUR     71.500
HSBC Trinkaus & Burkha    6.600   12/27/2019   EUR     24.070
HSBC Trinkaus & Burkha    3.200   12/27/2019   EUR     23.520
HSBC Trinkaus & Burkha    3.500   12/27/2019   EUR     58.580
HSBC Trinkaus & Burkha    3.400   12/27/2019   EUR     65.570
Landesbank Baden-Wuert    5.000    6/26/2020   EUR     51.570
Credit Suisse AG/Londo   11.250    5/15/2020   USD     59.500
Zurcher Kantonalbank F   10.750    5/21/2021   CHF     73.020
DZ Bank AG Deutsche Ze   10.250   12/27/2019   EUR     73.120
DZ Bank AG Deutsche Ze    8.500    3/25/2020   EUR     74.700
DZ Bank AG Deutsche Ze    8.500    6/24/2020   EUR     74.780
DZ Bank AG Deutsche Ze   11.000    6/24/2020   EUR     72.920
Vontobel Financial Pro   18.000    6/12/2020   EUR     72.800
Vontobel Financial Pro    8.000    6/12/2020   EUR     58.705
Vontobel Financial Pro    6.000    6/12/2020   EUR     57.402
Vontobel Financial Pro   10.000    6/12/2020   EUR     59.999
Vontobel Financial Pro    4.500    6/12/2020   EUR     56.710
Vontobel Financial Pro   18.500    3/13/2020   EUR     68.270
Vontobel Financial Pro   17.000    6/12/2020   EUR     72.620
Commerzbank AG           12.500   12/31/2019   EUR     64.220
UniCredit Bank AG         5.400    9/25/2020   EUR     72.110
Commerzbank AG           20.250   12/31/2019   EUR     72.900
Commerzbank AG           12.750    1/24/2020   EUR     72.650
Commerzbank AG           10.000    4/24/2020   EUR     74.960
Commerzbank AG           12.000    4/24/2020   EUR     72.890
Commerzbank AG           18.250   12/31/2019   EUR     74.430
Commerzbank AG           10.750    1/24/2020   EUR     74.780
Commerzbank AG           12.500    3/27/2020   EUR     72.420
DekaBank Deutsche Giro    2.700     7/1/2020   EUR     75.910
Credit Suisse AG/Londo    6.250   10/31/2025   USD     11.534
Citigroup Global Marke    7.000    6/16/2022   SEK     64.400
Landesbank Baden-Wuert    2.400    7/24/2020   EUR     68.680
Getin Noble Bank SA       5.790    6/28/2024   PLN     70.000
Leonteq Securities AG/    6.000    6/23/2020   CHF     57.960
Leonteq Securities AG/    8.000   12/27/2019   CHF     69.470
Getin Noble Bank SA       6.290    5/31/2024   PLN     71.200
Landesbank Baden-Wuert    3.500    6/26/2020   EUR     68.450
UniCredit Bank AG         5.500     7/9/2021   EUR     66.410
BNP Paribas Emissions-   15.000    6/25/2020   EUR     73.590
BNP Paribas Emissions-   17.000   12/30/2019   EUR     65.430
Landesbank Baden-Wuert    3.200    7/24/2020   EUR     57.570
BNP Paribas Emissions-    5.500   12/24/2020   EUR     74.230
BNP Paribas Emissions-    7.500   12/24/2020   EUR     69.930
BNP Paribas Emissions-    9.500   12/24/2020   EUR     68.450
BNP Paribas Emissions-   21.000   12/30/2019   EUR     67.050
Landesbank Baden-Wuert    3.150   11/22/2019   EUR     62.520
BNP Paribas Emissions-   14.000    3/26/2020   EUR     74.800
UniCredit Bank AG         3.600    7/18/2021   EUR     60.650
BNP Paribas Emissions-    9.000   12/24/2020   EUR     69.710
BNP Paribas Emissions-   12.000   12/30/2019   EUR     65.160
BNP Paribas Emissions-   15.000   12/30/2019   EUR     75.280
BNP Paribas Emissions-    9.500   12/30/2019   EUR     66.910
Vontobel Financial Pro   14.500    3/27/2020   EUR     55.690
BNP Paribas Emissions-   22.000   12/30/2019   EUR     71.890
BNP Paribas Emissions-    7.000   12/24/2020   EUR     72.510
BNP Paribas Emissions-   13.000   12/30/2019   EUR     74.900
BNP Paribas Emissions-   18.000    3/26/2020   EUR     70.590
BNP Paribas Emissions-   16.000   12/30/2019   EUR     71.780
BNP Paribas Emissions-   17.000    3/26/2020   EUR     72.770
Raiffeisen Schweiz Gen    5.200   11/11/2020   CHF     62.100
DZ Bank AG Deutsche Ze    5.000    6/24/2020   EUR     68.510
Banque Cantonale Vaudo    8.000   11/15/2019   CHF     59.960
Landesbank Baden-Wuert    4.500    6/26/2020   EUR     70.650
Landesbank Baden-Wuert    5.250    6/26/2020   EUR     62.630
Zurcher Kantonalbank F   12.000    3/27/2020   CHF     69.000
Finca Uco Cjsc            6.000    2/25/2022   USD     25.791
HSBC Trinkaus & Burkha   10.300    6/26/2020   EUR     62.320
HSBC Trinkaus & Burkha   10.300    1/24/2020   EUR     61.300
HSBC Trinkaus & Burkha    9.400    7/24/2020   EUR     63.390
HSBC Trinkaus & Burkha    7.200    6/26/2020   EUR     68.520
Vontobel Financial Pro    7.000    3/27/2020   EUR     64.580
Vontobel Financial Pro    9.250    3/26/2020   EUR     64.570
Commerzbank AG            4.750    3/27/2020   EUR     72.890
Commerzbank AG            6.750    3/27/2020   EUR     68.550
Commerzbank AG            8.750    3/27/2020   EUR     65.490
Commerzbank AG           10.750    3/27/2020   EUR     63.210
Commerzbank AG           13.500    3/27/2020   EUR     73.790
Commerzbank AG           15.500    3/27/2020   EUR     71.610
Commerzbank AG            5.500    3/27/2020   EUR     74.020
Commerzbank AG            7.500    3/27/2020   EUR     69.100
Commerzbank AG            9.500    3/27/2020   EUR     66.160
Commerzbank AG           10.250    3/27/2020   EUR     73.870
Commerzbank AG           12.250    3/27/2020   EUR     70.970
Commerzbank AG           14.250    3/27/2020   EUR     68.570
Commerzbank AG           11.000    3/27/2020   EUR     73.120
DZ Bank AG Deutsche Ze    7.500    6/24/2020   EUR     75.080
Commerzbank AG           11.500    3/27/2020   EUR     64.460
Commerzbank AG           12.750    3/27/2020   EUR     73.670
DZ Bank AG Deutsche Ze    8.500    6/24/2020   EUR     72.240
Commerzbank AG           10.750    3/27/2020   EUR     74.670
Commerzbank AG            9.000    3/27/2020   EUR     74.510
Commerzbank AG            8.000    3/27/2020   EUR     71.400
Commerzbank AG           10.000    3/27/2020   EUR     68.700
Commerzbank AG           12.000    3/27/2020   EUR     66.540
DZ Bank AG Deutsche Ze    6.250    3/25/2020   EUR     72.760
UBS AG/London            10.000    3/29/2021   EUR     68.400
Credit Suisse AG/Londo   13.000    3/27/2020   USD     65.660
DZ Bank AG Deutsche Ze    5.500    4/22/2020   EUR     74.740
EFG International Fina   15.000    4/23/2020   USD     46.230
DZ Bank AG Deutsche Ze   12.500    4/22/2020   EUR     67.570
DZ Bank AG Deutsche Ze    5.000    4/22/2020   EUR     63.620
DZ Bank AG Deutsche Ze    8.300    4/22/2020   EUR     74.690
HSBC Trinkaus & Burkha    9.000   12/27/2019   EUR     72.550
HSBC Trinkaus & Burkha    7.200   12/27/2019   EUR     69.470
HSBC Trinkaus & Burkha    9.700   12/27/2019   EUR     36.640
HSBC Trinkaus & Burkha    6.200   12/27/2019   EUR     40.650
HSBC Trinkaus & Burkha    6.200   12/27/2019   EUR     74.020
Leonteq Securities AG    13.000     1/3/2020   CHF     74.050
Leonteq Securities AG/   13.400     1/3/2020   EUR     67.600
DZ Bank AG Deutsche Ze   10.250   12/27/2019   EUR     62.780
DZ Bank AG Deutsche Ze    4.500   12/27/2019   EUR     70.230
DZ Bank AG Deutsche Ze    6.250   12/27/2019   EUR     75.220
DZ Bank AG Deutsche Ze    5.250   12/27/2019   EUR     68.320
DZ Bank AG Deutsche Ze    6.500   12/27/2019   EUR     68.530
Bayerische Landesbank     6.400    11/1/2019   EUR     64.080
Societe Generale Effek   12.468   12/20/2019   EUR     70.030
Societe Generale Effek    7.315    3/20/2020   EUR     41.060
Societe Generale Effek    8.778    3/20/2020   EUR     67.430
Societe Generale Effek   14.901   12/20/2019   EUR     67.900
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     41.010
Landesbank Baden-Wuert    3.500    4/24/2020   EUR     68.150
Landesbank Baden-Wuert    2.500    4/24/2020   EUR     66.620
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     71.200
Landesbank Baden-Wuert    6.000    5/22/2020   EUR     68.600
Landesbank Baden-Wuert    6.500    4/24/2020   EUR     75.420
Landesbank Baden-Wuert    3.000    4/24/2020   EUR     69.260
Vontobel Financial Pro   15.000   12/13/2019   EUR     74.830
Vontobel Financial Pro   11.000   12/13/2019   EUR     60.630
Vontobel Financial Pro   13.000    9/25/2020   EUR     64.060
Vontobel Financial Pro    8.000    6/26/2020   EUR     76.160
Vontobel Financial Pro   10.000    9/25/2020   EUR     73.520
Vontobel Financial Pro   14.000    6/26/2020   EUR     67.920
Vontobel Financial Pro   12.500    9/25/2020   EUR     69.850
DZ Bank AG Deutsche Ze    4.750   12/23/2019   EUR     70.210
Kancelaria Statima SA     8.000   12/13/2019   PLN     55.000
Zurcher Kantonalbank F   12.000    3/20/2020   CHF     62.000
Deutsche Bank AG          4.200   12/24/2019   EUR     58.900
Deutsche Bank AG          4.200   12/24/2019   EUR     63.400
Deutsche Bank AG          4.200   12/24/2019   EUR     54.400
Vontobel Financial Pro    8.500    3/27/2020   EUR     64.944
UBS AG/London            12.000    3/26/2020   EUR     44.700
Deutsche Bank AG          6.200   12/24/2019   EUR     34.600
Deutsche Bank AG          6.200   12/24/2019   EUR     73.800
Deutsche Bank AG          6.200   12/24/2019   EUR     68.300
Deutsche Bank AG          6.200   12/24/2019   EUR     61.300
Deutsche Bank AG          6.200   12/24/2019   EUR     53.400
Deutsche Bank AG          6.200   12/24/2019   EUR     63.700
HSBC Trinkaus & Burkha   13.200   12/27/2019   EUR     65.930
HSBC Trinkaus & Burkha   10.500   11/22/2019   EUR     73.080
HSBC Trinkaus & Burkha    6.300   12/27/2019   EUR     72.870
HSBC Trinkaus & Burkha    8.500   12/27/2019   EUR     74.150
HSBC Trinkaus & Burkha    8.900   12/27/2019   EUR     65.770
HSBC Trinkaus & Burkha    7.300   11/22/2019   EUR     68.840
HSBC Trinkaus & Burkha    3.900   12/27/2019   EUR     45.110
DekaBank Deutsche Giro    8.100    4/23/2021   EUR     72.400
DZ Bank AG Deutsche Ze    5.500   12/27/2019   EUR     59.460
DZ Bank AG Deutsche Ze    4.500   12/27/2019   EUR     57.220
Societe Generale Effek   15.205   12/20/2019   EUR     67.890
Societe Generale Effek    6.690   12/20/2019   EUR     39.940
Societe Generale Effek   17.942   12/20/2019   EUR     65.300
Societe Generale Effek    7.603   12/20/2019   EUR     66.130
Societe Generale Effek    9.732   12/20/2019   EUR     73.780
Societe Generale Effek   28.586   12/20/2019   EUR     59.800
Landesbank Baden-Wuert    2.000    4/24/2020   EUR     74.410
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     64.000
Landesbank Baden-Wuert    3.000    4/24/2020   EUR     49.750
Landesbank Baden-Wuert    2.500    4/24/2020   EUR     43.220
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     74.720
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     74.040
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     72.660
Landesbank Baden-Wuert    4.500    5/22/2020   EUR     72.430
Landesbank Baden-Wuert    5.500    4/24/2020   EUR     72.950
Landesbank Baden-Wuert    6.500    5/22/2020   EUR     72.700
Landesbank Baden-Wuert    6.000    4/24/2020   EUR     60.090
DZ Bank AG Deutsche Ze    7.500   12/23/2019   EUR     64.790
Credit Suisse AG/Londo    8.000   12/30/2019   CHF     74.420
UBS AG/London             8.000     4/3/2020   USD     52.500
UBS AG/London             7.500    9/28/2020   EUR     70.250
UBS AG/London             9.000    10/5/2020   EUR     74.950
Vontobel Financial Pro   11.500   12/13/2019   EUR     62.260
Vontobel Financial Pro    9.850   12/13/2019   EUR     60.760
Vontobel Financial Pro    2.900   12/13/2019   EUR     58.210
Raiffeisen Schweiz Gen    8.500     4/1/2020   CHF     68.660
Vontobel Financial Pro    7.450   12/13/2019   EUR     64.230
Vontobel Financial Pro    5.550   12/13/2019   EUR     64.000
Vontobel Financial Pro    2.100   12/13/2019   EUR     50.310
Vontobel Financial Pro    4.800   12/13/2019   EUR     50.190
UBS AG/London             4.300    6/25/2020   EUR     62.940
UBS AG/London             3.900     1/2/2020   EUR     64.660
UBS AG/London             9.100     1/2/2020   EUR     69.420
UBS AG/London             7.200     1/2/2020   EUR     65.770
UBS AG/London            10.700     1/2/2020   EUR     66.970
UBS AG/London             5.800    6/25/2020   EUR     59.310
UBS AG/London             7.300    3/26/2020   EUR     67.270
Vontobel Financial Pro    1.700   12/13/2019   EUR     54.610
UBS AG/London            12.700     1/2/2020   EUR     73.530
UBS AG/London            13.600     1/2/2020   EUR     62.970
Raiffeisen Schweiz Gen    7.400     4/1/2020   CHF     72.100
Raiffeisen Schweiz Gen    5.800    9/28/2021   CHF     59.330
Raiffeisen Schweiz Gen    7.200    9/28/2020   EUR     67.260
Landesbank Baden-Wuert    7.000    3/27/2020   EUR     64.980
Commerzbank AG           14.500   12/31/2019   EUR     64.120
Deutsche Bank AG          6.200   12/24/2019   EUR     65.500
Deutsche Bank AG          6.200   12/24/2019   EUR     60.200
Deutsche Bank AG          6.200   12/24/2019   EUR     69.950
Luzerner Kantonalbank    10.000     4/8/2020   CHF     56.070
Raiffeisen Schweiz Gen    7.200    9/15/2020   CHF     73.990
Commerzbank AG            3.800    10/4/2021   USD     73.970
Deutsche Bank AG          4.200   12/24/2019   EUR     62.300
Deutsche Bank AG          4.200   12/24/2019   EUR     55.800
Deutsche Bank AG          4.200   12/24/2019   EUR     67.500
Deutsche Bank AG          4.200   12/24/2019   EUR     63.800
Deutsche Bank AG          4.200   12/24/2019   EUR     60.400
Deutsche Bank AG          4.200   12/24/2019   EUR     41.600
Deutsche Bank AG          4.200   12/24/2019   EUR     71.800
Deutsche Bank AG          4.200   12/24/2019   EUR     70.840
Deutsche Bank AG          4.200   12/24/2019   EUR     65.880
Natixis SA                1.500    10/4/2021   EUR     62.308
DZ Bank AG Deutsche Ze    6.500    3/25/2020   EUR     70.080
UBS AG/London            11.000    9/28/2020   EUR     73.950
Deutsche Bank AG          6.200   12/24/2019   EUR     40.200
Deutsche Bank AG          6.200   12/24/2019   EUR     37.700
Deutsche Bank AG          6.200   12/24/2019   EUR     68.400
Deutsche Bank AG          6.200   12/24/2019   EUR     72.500
Deutsche Bank AG          6.200   12/24/2019   EUR     64.600
Deutsche Bank AG          6.200   12/24/2019   EUR     42.000
Deutsche Bank AG          6.200   12/24/2019   EUR     69.870
HSBC Trinkaus & Burkha    9.500    3/27/2020   EUR     74.440
HSBC Trinkaus & Burkha   10.500   12/27/2019   EUR     63.780
HSBC Trinkaus & Burkha    9.000   12/27/2019   EUR     66.490
HSBC Trinkaus & Burkha    8.800   12/27/2019   EUR     71.530
HSBC Trinkaus & Burkha    5.600   12/27/2019   EUR     73.720
HSBC Trinkaus & Burkha   11.600   12/27/2019   EUR     34.950
HSBC Trinkaus & Burkha    8.000   11/22/2019   EUR     38.300
HSBC Trinkaus & Burkha    9.000   12/27/2019   EUR     70.580
Leonteq Securities AG/    7.200    9/28/2020   EUR     60.800
Bank Julius Baer & Co     6.900    1/22/2020   CHF     72.300
Vontobel Financial Pro   10.000    3/27/2020   EUR     48.740
Vontobel Financial Pro   13.500     1/3/2020   EUR     72.110
Vontobel Financial Pro   10.000    3/27/2020   EUR     76.750
Landesbank Baden-Wuert    6.000    1/24/2020   EUR     72.290
Leonteq Securities AG    10.400   11/22/2019   EUR     43.920
Landesbank Baden-Wuert    3.170    5/22/2020   EUR     64.000
Landesbank Hessen-Thue    4.000    6/16/2022   EUR     68.090
DekaBank Deutsche Giro    3.600   12/20/2019   EUR     55.600
EFG International Fina    8.000    5/26/2020   USD     41.660
Landesbank Hessen-Thue    5.300    9/23/2022   EUR     62.540
Leonteq Securities AG/    6.000    5/22/2020   CHF     60.530
Leonteq Securities AG/    6.000   11/19/2019   CHF     33.520
Landesbank Baden-Wuert    3.100    7/24/2020   EUR     59.910
Raiffeisen Schweiz Gen    5.750    2/25/2021   CHF     65.280
Vontobel Financial Pro   10.000    6/25/2020   EUR     58.950
Vontobel Financial Pro    6.500    3/27/2020   EUR     54.700
Deutsche Bank AG          6.200   12/24/2019   EUR     75.500
Deutsche Bank AG          6.200   12/24/2019   EUR     69.400
Deutsche Bank AG          6.200    6/23/2020   EUR     74.300
Deutsche Bank AG          6.200    6/23/2020   EUR     68.100
Deutsche Bank AG          6.200    6/23/2020   EUR     74.900
Deutsche Bank AG          6.200    9/22/2020   EUR     75.500
Deutsche Bank AG          6.200   12/22/2020   EUR     75.900
Deutsche Bank AG          6.200    9/22/2020   EUR     69.500
Vontobel Financial Pro    7.000    3/27/2020   EUR     52.790
Vontobel Financial Pro   11.000     1/3/2020   EUR     75.240
Vontobel Financial Pro   12.000    3/27/2020   EUR     74.250
Bank Julius Baer & Co     9.700    1/24/2020   USD     61.850
HSBC Trinkaus & Burkha   10.500    6/26/2020   EUR     47.170
HSBC Trinkaus & Burkha    7.700    6/26/2020   EUR     50.050
HSBC Trinkaus & Burkha    5.200    6/26/2020   EUR     54.250
HSBC Trinkaus & Burkha   11.100   11/22/2019   EUR     44.090
HSBC Trinkaus & Burkha    9.700    2/28/2020   EUR     45.670
Commerzbank AG           10.750   12/31/2019   EUR     71.640
Commerzbank AG           12.750   12/31/2019   EUR     68.490
Commerzbank AG           14.750   12/31/2019   EUR     65.090
Commerzbank AG           15.000   12/31/2019   EUR     71.360
Commerzbank AG           17.000   12/31/2019   EUR     68.330
Vontobel Financial Pro   11.250    1/24/2020   EUR     73.730
UBS AG/London            20.000    1/24/2020   CHF     57.900
Vontobel Financial Pro   13.000     1/3/2020   EUR     73.790
Commerzbank AG            6.500   12/31/2019   EUR     72.840
Commerzbank AG            8.500   12/31/2019   EUR     68.730
Commerzbank AG           10.500   12/31/2019   EUR     65.160
Commerzbank AG           12.500   12/31/2019   EUR     62.740
Commerzbank AG            6.000   12/31/2019   EUR     71.580
Commerzbank AG            8.000   12/31/2019   EUR     67.230
Commerzbank AG           10.000   12/31/2019   EUR     63.770
Commerzbank AG           12.000   12/31/2019   EUR     61.320
Commerzbank AG           14.000   12/31/2019   EUR     58.840
Commerzbank AG           13.000   12/31/2019   EUR     73.680
Vontobel Financial Pro   10.500    3/27/2020   EUR     62.200
Vontobel Financial Pro    8.500     1/3/2020   EUR     64.220
Vontobel Financial Pro    9.000     1/3/2020   EUR     46.260
Vontobel Financial Pro   10.500     1/3/2020   EUR     44.180
Vontobel Financial Pro   11.000    3/27/2020   EUR     44.830
Vontobel Financial Pro    9.500    3/27/2020   EUR     46.270
Vontobel Financial Pro   12.500     1/3/2020   EUR     42.420
BNP Paribas Emissions-    6.500   12/30/2019   EUR     47.980
DekaBank Deutsche Giro    2.750    4/17/2020   EUR     71.380
DekaBank Deutsche Giro    2.700    4/17/2020   EUR     59.400
DekaBank Deutsche Giro    2.200    4/16/2021   EUR     67.090
Natixis SA                4.975    3/23/2020   USD     44.752
UBS AG/London             6.500    3/30/2020   CHF     65.500
DekaBank Deutsche Giro    3.800   10/23/2020   EUR     69.230
DekaBank Deutsche Giro    2.050     5/3/2021   EUR     45.620
Raiffeisen Schweiz Gen    6.500    10/9/2020   CHF     51.680
Societe Generale SA      13.000    4/16/2020   USD     38.500
Landesbank Hessen-Thue    4.750    5/11/2023   EUR     64.570
Landesbank Hessen-Thue    3.500    5/11/2022   EUR     74.660
Landesbank Baden-Wuert    4.400    1/24/2020   EUR     63.250
Landesbank Baden-Wuert    3.550    1/24/2020   EUR     74.240
Landesbank Baden-Wuert    4.100    1/24/2020   EUR     63.200
Leonteq Securities AG/   10.000    4/17/2020   CHF     50.770
UBS AG/London             5.500     4/6/2020   CHF     68.000
Leonteq Securities AG/    5.000   10/13/2020   CHF     66.700
UBS AG/London             3.900     1/2/2020   EUR     60.600
UBS AG/London             4.500    3/26/2020   EUR     67.340
UBS AG/London             5.000     1/2/2020   EUR     72.610
Leonteq Securities AG/    9.000    11/4/2019   USD     55.270
Societe Generale Effek    3.750    5/24/2021   EUR     60.080
Bayerische Landesbank     3.200   11/20/2020   EUR     60.710
Landesbank Hessen-Thue    3.150    5/11/2022   EUR     73.810
DekaBank Deutsche Giro    4.250     5/3/2022   EUR     60.480
Vontobel Financial Pro    4.300    11/4/2019   EUR     69.440
UBS AG/London             9.000    4/14/2020   CHF     59.950
UBS AG/London             7.000    4/14/2020   CHF     68.500
DekaBank Deutsche Giro    4.250    11/9/2020   EUR     68.110
DekaBank Deutsche Giro    6.200    11/9/2020   EUR     66.810
DekaBank Deutsche Giro    2.200     5/8/2020   EUR     63.860
DekaBank Deutsche Giro    3.300     5/8/2020   EUR     67.360
EFG International Fina    5.600    4/26/2021   CHF     64.340
Landesbank Hessen-Thue    2.850   11/30/2020   EUR     66.200
Commerzbank AG            2.540    4/15/2020   EUR     59.410
Deutsche Bank AG          4.200   12/24/2019   EUR     67.300
Deutsche Bank AG          4.200   12/24/2019   EUR     65.400
Deutsche Bank AG          4.200   12/24/2019   EUR     62.800
Deutsche Bank AG          4.200   12/24/2019   EUR     60.500
Deutsche Bank AG          4.200   12/24/2019   EUR     59.000
Deutsche Bank AG          6.200   12/24/2019   EUR     59.300
Deutsche Bank AG          4.200   12/24/2019   EUR     57.500
Deutsche Bank AG          6.200   12/24/2019   EUR     57.900
Deutsche Bank AG          8.200   12/24/2019   EUR     63.500
Deutsche Bank AG          8.200   12/24/2019   EUR     61.100
Deutsche Bank AG          8.200   12/24/2019   EUR     59.600
Deutsche Bank AG          8.200   12/24/2019   EUR     58.200
Leonteq Securities AG/    5.000   10/20/2020   CHF     63.730
Vontobel Financial Pro    7.500    5/14/2020   EUR     68.610
Landesbank Baden-Wuert    5.200    1/24/2020   EUR     62.950
Landesbank Baden-Wuert    5.600    1/24/2020   EUR     46.760
UniCredit Bank AG         6.850    5/14/2021   EUR     66.240
UniCredit Bank AG         5.700    5/14/2021   EUR     65.380
UniCredit Bank AG         4.900   11/14/2021   EUR     69.540
Landesbank Hessen-Thue    5.500    5/25/2023   EUR     62.690
UniCredit Bank AG         6.350    5/14/2021   EUR     56.280
Landesbank Baden-Wuert    4.650    2/28/2020   EUR     63.500
Landesbank Baden-Wuert    4.550    2/28/2020   EUR     64.500
Landesbank Baden-Wuert    6.500    2/28/2020   EUR     46.970
EFG International Fina    6.200     5/3/2021   CHF     68.070
UBS AG/London             7.000    4/20/2020   CHF     65.150
UBS AG/London             6.500    4/20/2020   CHF     74.050
Landesbank Baden-Wuert    2.700    6/25/2021   EUR     74.310
UniCredit Bank AG         4.000    7/31/2020   EUR     62.150
Commerzbank AG           30.000    6/30/2020   USD      0.010
Landesbank Baden-Wuert    3.250    6/26/2020   EUR     63.930
Getin Noble Bank SA       6.790    4/29/2024   PLN     61.000
UBS AG/London             8.000    4/27/2020   EUR     62.400
Vontobel Financial Pro    3.700   12/20/2019   EUR     71.670
Vontobel Financial Pro    3.700   12/20/2019   EUR     71.660
UBS AG/London             9.250   10/26/2020   EUR     75.050
Societe Generale Effek   21.992   12/20/2019   EUR     75.190
Societe Generale Effek   14.077    3/20/2020   EUR     73.410
Deutsche Bank AG          3.200   12/24/2019   EUR     72.900
Deutsche Bank AG          3.200   12/24/2019   EUR     69.460
Deutsche Bank AG          3.200   12/24/2019   EUR     74.280
Bank Julius Baer & Co    10.060    4/27/2020   CHF     68.300
Bank Julius Baer & Co     8.500    4/27/2020   EUR     71.900
Bank Julius Baer & Co     9.650    4/27/2020   USD     64.150
UBS AG/London             8.750    4/27/2020   EUR     69.250
Raiffeisen Schweiz Gen    5.500     5/4/2020   CHF     60.960
Raiffeisen Schweiz Gen    5.300     5/4/2020   EUR     71.740
Raiffeisen Switzerland    7.800    4/27/2020   EUR     70.450
Societe Generale Effek   26.581   12/20/2019   EUR     71.900
Societe Generale Effek   17.562   12/20/2019   EUR     69.600
Societe Generale Effek    4.905   12/20/2019   EUR     75.230
Societe Generale Effek   22.874    3/20/2020   EUR     66.750
Societe Generale Effek   19.471    6/19/2020   EUR     71.540
Deutsche Bank AG          3.200   12/24/2019   EUR     62.500
Deutsche Bank AG          3.200   12/24/2019   EUR     61.200
Deutsche Bank AG          3.200   12/24/2019   EUR     59.800
Deutsche Bank AG          3.200   12/24/2019   EUR     58.000
Deutsche Bank AG          3.200   12/24/2019   EUR     56.200
Deutsche Bank AG          3.200   12/24/2019   EUR     55.100
Deutsche Bank AG          3.200   12/24/2019   EUR     69.490
Deutsche Bank AG          3.200   12/24/2019   EUR     65.860
Deutsche Bank AG          3.200   12/24/2019   EUR     62.590
Deutsche Bank AG          3.200   12/24/2019   EUR     59.630
Deutsche Bank AG          3.200   12/24/2019   EUR     72.200
Deutsche Bank AG          3.200   12/24/2019   EUR     69.100
Deutsche Bank AG          3.200   12/24/2019   EUR     67.100
Deutsche Bank AG          3.200   12/24/2019   EUR     65.300
Deutsche Bank AG          3.200   12/24/2019   EUR     62.700
Deutsche Bank AG          3.200   12/24/2019   EUR     73.640
Deutsche Bank AG          3.200   12/24/2019   EUR     72.190
Deutsche Bank AG          3.200   12/24/2019   EUR     65.690
Deutsche Bank AG          3.200   12/24/2019   EUR     59.700
Deutsche Bank AG          3.200   12/24/2019   EUR     57.200
Deutsche Bank AG          3.200   12/24/2019   EUR     54.900
Deutsche Bank AG          3.200   12/24/2019   EUR     52.800
Deutsche Bank AG          3.200   12/24/2019   EUR     50.900
Deutsche Bank AG          3.200   12/24/2019   EUR     74.600
Deutsche Bank AG          3.200   12/24/2019   EUR     63.950
Deutsche Bank AG          3.200   12/24/2019   EUR     63.980
Commerzbank AG            3.000    3/27/2020   EUR     73.460
Landesbank Baden-Wuert    3.750    1/24/2020   EUR     63.720
DekaBank Deutsche Giro    2.200    5/28/2021   EUR     69.250
DekaBank Deutsche Giro    2.700    5/29/2020   EUR     60.890
DekaBank Deutsche Giro    3.100    5/28/2021   EUR     66.780
Landesbank Baden-Wuert    2.750    5/31/2021   EUR     59.970
Deutsche Bank AG          6.200   12/24/2019   EUR     53.000
Deutsche Bank AG          6.200   12/24/2019   EUR     50.600
Deutsche Bank AG          6.200   12/24/2019   EUR     63.200
Deutsche Bank AG          6.200   12/24/2019   EUR     60.800
Deutsche Bank AG          6.200   12/24/2019   EUR     63.350
Deutsche Bank AG          6.200   12/24/2019   EUR     60.750
Deutsche Bank AG          6.200   12/24/2019   EUR     58.990
Deutsche Bank AG          6.200   12/24/2019   EUR     62.000
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     64.380
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     71.940
Landesbank Baden-Wuert    4.500    5/22/2020   EUR     71.540
Landesbank Baden-Wuert    2.000    4/24/2020   EUR     63.560
Landesbank Baden-Wuert    2.000    4/24/2020   EUR     75.770
Landesbank Baden-Wuert    2.500    4/24/2020   EUR     28.240
Landesbank Baden-Wuert    2.000    4/24/2020   EUR     72.610
Landesbank Baden-Wuert    2.500    5/22/2020   EUR     68.880
Landesbank Baden-Wuert    2.000    4/24/2020   EUR     72.050
Landesbank Baden-Wuert    3.500    4/24/2020   EUR     63.520
DekaBank Deutsche Giro    3.100    1/10/2020   EUR     35.890
Landesbank Hessen-Thue    4.350    2/24/2023   EUR     39.950
DekaBank Deutsche Giro    2.800    1/24/2020   EUR     69.650
Landesbank Hessen-Thue    3.450     9/9/2020   EUR     66.500
DekaBank Deutsche Giro    2.900    1/31/2020   EUR     69.620
DekaBank Deutsche Giro    2.900    2/21/2020   EUR     69.540
Commerzbank AG           11.500   12/31/2019   EUR     74.300
Commerzbank AG            8.750    3/27/2020   EUR     63.060
Commerzbank AG           12.750    3/27/2020   EUR     58.780
Zurcher Kantonalbank F    1.003     4/9/2020   CHF     68.590
Leonteq Securities AG     8.000    1/27/2020   EUR     67.080
Landesbank Hessen-Thue    6.600    2/17/2023   EUR     56.760
Landesbank Hessen-Thue    4.000    2/17/2021   EUR     39.070
Vontobel Financial Pro   13.000    6/26/2020   EUR     74.520
Landesbank Baden-Wuert    3.000    2/28/2020   EUR     68.330
Leonteq Securities AG    15.400     4/8/2020   CHF     63.960
Commerzbank AG           13.750   12/31/2019   EUR     75.460
Leonteq Securities AG     4.000   12/18/2026   CHF     75.760
UniCredit Bank AG         3.750     9/7/2020   EUR     30.487
HSBC Trinkaus & Burkha    6.000    2/28/2020   EUR     72.540
HSBC Trinkaus & Burkha    2.250    4/22/2020   EUR     70.480
HSBC Trinkaus & Burkha    1.000    4/22/2020   EUR     64.540
Landesbank Hessen-Thue    8.000     4/7/2020   EUR     66.260
UBS AG/London            10.500    11/3/2020   CHF     69.700
Corner Banca SA           9.000   11/11/2019   CHF     23.200
EFG International Fina    7.000   11/17/2020   CHF     64.370
DekaBank Deutsche Giro    5.950    12/4/2020   EUR     62.540
Landesbank Hessen-Thue    4.000     6/8/2022   EUR     53.620
Leonteq Securities AG/    8.000    5/14/2020   CHF     72.840
HSBC Trinkaus & Burkha    5.000   12/27/2019   EUR     23.810
HSBC Trinkaus & Burkha    3.100   12/27/2019   EUR     66.560
HSBC Trinkaus & Burkha    4.600   12/27/2019   EUR     58.760
Landesbank Baden-Wuert    4.850    6/26/2020   EUR     64.980
Bank Julius Baer & Co     7.100   11/18/2019   CHF     66.200
UBS AG/London            10.000    3/22/2021   EUR     74.800
HSBC Trinkaus & Burkha    5.100    3/27/2020   EUR     69.530
HSBC Trinkaus & Burkha    5.600    6/26/2020   EUR     69.290
HSBC Trinkaus & Burkha    7.700    9/25/2020   EUR     65.350
HSBC Trinkaus & Burkha    5.700    9/25/2020   EUR     69.260
Commerzbank AG           12.000   12/31/2019   EUR     60.990
HSBC Trinkaus & Burkha    8.600    3/27/2020   EUR     66.360
HSBC Trinkaus & Burkha    6.300    6/26/2020   EUR     70.400
Bank Julius Baer & Co    15.300    3/23/2020   USD     56.850
Societe Generale Effek   12.168    6/19/2020   EUR     75.330
Societe Generale Effek   13.981    6/19/2020   EUR     73.890
Societe Generale Effek   15.793    6/19/2020   EUR     72.610
Leonteq Securities AG/    8.950    3/19/2020   USD     53.210
Bank Julius Baer & Co     8.500   10/28/2019   EUR     65.100
Vontobel Financial Pro   10.500    6/12/2020   EUR     58.814
DekaBank Deutsche Giro    2.900    5/29/2020   EUR     52.900
Vontobel Financial Pro   17.000    6/12/2020   EUR     69.190
Leonteq Securities AG/   11.000   11/11/2019   CHF     56.470
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     63.980
Landesbank Baden-Wuert    3.500    4/24/2020   EUR     70.960
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     53.870
Landesbank Baden-Wuert    3.000    4/24/2020   EUR     72.390
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     66.000
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     63.480
Landesbank Baden-Wuert    2.000    4/24/2020   EUR     63.830
Landesbank Baden-Wuert    2.500    4/24/2020   EUR     70.560
Landesbank Baden-Wuert    2.000    4/24/2020   EUR     69.840
Landesbank Baden-Wuert    3.000    4/24/2020   EUR     66.740
UBS AG/London             3.300     1/2/2020   EUR     57.770
UBS AG/London            13.000     5/4/2020   CHF     60.750
Vontobel Financial Pro   13.500    6/12/2020   EUR     71.860
DekaBank Deutsche Giro    2.500    5/29/2020   EUR     74.320
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     60.150
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     73.350
Landesbank Baden-Wuert    6.000    4/24/2020   EUR     67.680
Landesbank Baden-Wuert    3.500    4/24/2020   EUR     57.760
Landesbank Baden-Wuert    4.500    4/24/2020   EUR     26.600
Landesbank Baden-Wuert    3.000    4/24/2020   EUR     69.860
Landesbank Baden-Wuert    5.000    5/22/2020   EUR     68.920
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     69.240
Landesbank Baden-Wuert    5.500    4/24/2020   EUR     58.730
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     73.300
UBS AG/London             4.800     1/2/2020   EUR     72.580
UBS AG/London             5.800    11/4/2019   CHF     68.850
Raiffeisen Schweiz Gen    6.400   11/14/2019   CHF     22.990
Vontobel Financial Pro    4.300   11/25/2019   EUR     64.610
Vontobel Financial Pro    4.000   11/25/2019   EUR     57.480
Vontobel Financial Pro    5.000    6/26/2020   EUR     70.150
Raiffeisen Schweiz Gen    5.000    11/4/2019   CHF     69.020
UniCredit Bank AG         3.700    5/18/2022   CHF     63.720
Vontobel Financial Pro   13.500    6/12/2020   EUR     60.665
Leonteq Securities AG/    5.000     5/3/2021   EUR     59.880
Vontobel Financial Pro   11.500    6/12/2020   EUR     73.300
Vontobel Financial Pro   11.500    6/12/2020   EUR     75.150
Vontobel Financial Pro   14.500    6/12/2020   EUR     70.960
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     67.180
Landesbank Baden-Wuert    3.500    4/24/2020   EUR     60.200
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     57.640
Landesbank Baden-Wuert    4.000    5/22/2020   EUR     62.600
Landesbank Baden-Wuert    5.500    5/22/2020   EUR     57.540
Landesbank Baden-Wuert    2.500    4/24/2020   EUR     46.820
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     42.990
Landesbank Baden-Wuert    5.000    4/24/2020   EUR     67.760
Landesbank Baden-Wuert    4.000    4/24/2020   EUR     62.760
UBS AG/London            15.000    11/4/2019   USD     60.980
UBS AG/London             5.100    3/26/2020   EUR     64.690
Vontobel Financial Pro    6.750    6/19/2020   EUR     73.630
Raiffeisen Schweiz Gen    3.400    5/14/2020   CHF     59.510
Corner Banca SA           8.200    5/14/2020   CHF     26.600
Commerzbank AG           10.750    3/27/2020   EUR     68.240
Commerzbank AG           10.250    3/27/2020   EUR     64.600
Commerzbank AG           14.750   12/31/2019   EUR     74.320
Landesbank Hessen-Thue    4.000     6/8/2022   EUR     68.570
Raiffeisen Schweiz Gen    6.600    4/27/2020   EUR     69.700
UBS AG/London            11.000    4/27/2020   CHF     70.050
Landesbank Baden-Wuert    5.500    6/25/2021   EUR     70.720
Landesbank Baden-Wuert    5.000    6/25/2021   EUR     67.990
Landesbank Baden-Wuert    6.000    6/25/2021   EUR     77.010
Landesbank Baden-Wuert    2.000    6/25/2021   EUR     69.930
Landesbank Baden-Wuert    3.500    6/25/2021   EUR     65.270
Vontobel Financial Pro   15.500    6/26/2020   EUR     66.350
Leonteq Securities AG/    8.000   10/27/2020   CHF     65.130
Landesbank Hessen-Thue    6.000    8/25/2023   EUR     64.010
Societe Generale Effek   22.214    3/20/2020   EUR     68.280
Societe Generale Effek   18.915    3/20/2020   EUR     73.970
Societe Generale Effek    7.619    6/19/2020   EUR     75.750
Societe Generale Effek    8.958    9/18/2020   EUR     75.940
Societe Generale Effek   21.992   12/20/2019   EUR     61.640
Deutsche Bank AG          3.200   12/24/2019   EUR     70.540
Deutsche Bank AG          3.200   12/24/2019   EUR     67.120
Landesbank Baden-Wuert    5.000    1/24/2020   EUR     61.560
Landesbank Hessen-Thue    5.200    9/30/2022   EUR     64.230
Leonteq Securities AG/    6.000     6/8/2020   CHF     60.920
UniCredit Bank AG         5.750     7/4/2020   EUR     54.340
Raiffeisen Schweiz Gen    8.250   10/30/2019   CHF     58.780
Landesbank Baden-Wuert    4.000    6/25/2021   EUR     74.070
Landesbank Baden-Wuert    3.000    6/25/2021   EUR     72.160
Landesbank Baden-Wuert    6.500    6/25/2021   EUR     66.520
Societe Generale Effek   25.074    3/20/2020   EUR     66.790
Societe Generale Effek   21.447    6/19/2020   EUR     75.390
Societe Generale Effek   17.156    3/20/2020   EUR     69.490
Deutsche Bank AG          3.200   12/24/2019   EUR     72.580
Deutsche Bank AG          3.200   12/24/2019   EUR     66.590
UniCredit Bank AG         7.200    6/26/2020   EUR     73.150
DekaBank Deutsche Giro    2.900    10/2/2020   EUR     72.290
BNP Paribas Emissions-    5.500   12/30/2019   EUR     73.400
BNP Paribas Emissions-   10.000   12/30/2019   EUR     64.250
Societe Generale Effek   16.597   12/20/2019   EUR     63.150
Societe Generale Effek   11.171   12/20/2019   EUR     72.850
UBS AG/London            11.000    3/12/2020   USD     58.940
UBS AG/London            11.000    3/12/2020   CHF     67.800
UniCredit Bank AG         5.550    10/5/2021   EUR     70.340
UBS AG/London            11.000    3/12/2020   CHF     67.550
UBS AG/London             7.500    3/12/2020   EUR     73.400
UBS AG/London            12.000    3/12/2020   EUR     44.500
Leonteq Securities AG/    9.000   12/27/2019   CHF     71.230
Leonteq Securities AG/   10.200   12/20/2019   CHF     71.390
Leonteq Securities AG/    9.400   12/27/2019   CHF     71.210
UniCredit Bank AG         6.000    6/25/2021   EUR     74.230
UniCredit Bank AG         7.500    6/25/2021   EUR     72.600
Raiffeisen Centrobank     9.643    3/24/2020   EUR     68.290
UBS AG/London             6.100     1/2/2020   EUR     73.440
UBS AG/London             6.700    3/26/2020   EUR     75.090
UBS AG/London             4.200    6/25/2020   EUR     57.370
UBS AG/London             9.200     1/2/2020   EUR     68.030
Raiffeisen Centrobank    10.929    3/24/2020   EUR     65.840
UBS AG/London             6.900     1/2/2020   EUR     72.000
UBS AG/London             3.000     1/2/2020   EUR     63.420
UniCredit Bank AG         8.900   12/24/2021   EUR     72.270
EFG International Fina   15.200   12/10/2019   USD     62.710
DekaBank Deutsche Giro    3.150    10/2/2020   EUR     67.820
BNP Paribas Emissions-   10.000   12/30/2019   EUR     72.360
BNP Paribas Emissions-    8.500   12/30/2019   EUR     69.920
BNP Paribas Emissions-   10.000   12/30/2019   EUR     68.050
BNP Paribas Emissions-    8.500   12/30/2019   EUR     71.080
BNP Paribas Emissions-    9.000   12/30/2019   EUR     69.140
BNP Paribas Emissions-   12.000   12/30/2019   EUR     75.220
DZ Bank AG Deutsche Ze    6.500   12/23/2019   EUR     74.050
DZ Bank AG Deutsche Ze    6.250   12/23/2019   EUR     72.010
Credit Suisse AG/Londo   10.500    3/23/2020   USD     66.050
Leonteq Securities AG    10.000    3/17/2020   CHF     70.490
DZ Bank AG Deutsche Ze   10.250   12/27/2019   EUR     61.500
DZ Bank AG Deutsche Ze    7.000   12/27/2019   EUR     70.700
DZ Bank AG Deutsche Ze    5.250   12/27/2019   EUR     65.860
DZ Bank AG Deutsche Ze   12.000    3/25/2020   EUR     50.700
HSBC Trinkaus & Burkha    0.750    4/22/2020   EUR     62.140
UniCredit Bank AG         8.200   11/22/2019   EUR     53.140
UniCredit Bank AG         9.000   11/22/2019   EUR     61.400
UniCredit Bank AG         6.700   11/22/2019   EUR     56.980
Landesbank Hessen-Thue    5.200     8/9/2024   EUR     74.720
Bank Julius Baer & Co     6.750    7/13/2020   EUR     66.350
Getin Noble Bank SA       5.790    7/26/2024   PLN     61.000
Leonteq Securities AG/    7.000    12/1/2020   CHF     72.370
Landesbank Hessen-Thue    4.000     3/8/2021   EUR     58.500
EFG International Fina    7.000     6/8/2021   EUR     67.140
Leonteq Securities AG/    6.000    9/17/2020   CHF     56.940
Raiffeisen Centrobank    10.286    3/24/2020   EUR     66.970
UBS AG/London             7.600     1/2/2020   EUR     70.600
UBS AG/London             5.500     1/2/2020   EUR     75.000
UBS AG/London            10.100     1/2/2020   EUR     65.560
UniCredit Bank AG        13.800    3/27/2020   EUR     68.590
Credit Suisse AG/Londo    6.000   12/12/2019   CHF     70.330
UniCredit Bank AG         6.000    3/27/2020   EUR     74.790
Leonteq Securities AG    13.000   12/17/2019   CHF     68.120
Leonteq Securities AG     9.000   12/17/2019   CHF     72.000
Raiffeisen Schweiz Gen    8.500    3/17/2020   CHF     71.920
Credit Suisse AG/Nassa    7.000   12/17/2019   CHF     69.920
Landesbank Hessen-Thue    4.150    1/15/2020   EUR     75.600
Societe Generale Effek   12.545     1/2/2020   EUR     70.230
Societe Generale Effek   17.167     1/2/2020   EUR     63.310
Societe Generale Effek   13.866     1/2/2020   EUR     73.810
Societe Generale Effek   18.488     1/2/2020   EUR     67.960
Societe Generale Effek    9.904     1/2/2020   EUR     73.790
Societe Generale Effek   13.205     1/2/2020   EUR     68.250
Societe Generale Effek   15.847     1/2/2020   EUR     71.530
Societe Generale Effek    9.244     1/2/2020   EUR     68.310
Societe Generale Effek   15.186     1/2/2020   EUR     60.770
Societe Generale Effek    9.244     1/2/2020   EUR     67.490
Societe Generale Effek   15.186     1/2/2020   EUR     61.700
Societe Generale Effek    5.942     1/2/2020   EUR     73.700
Societe Generale Effek    9.244     1/2/2020   EUR     68.560
Societe Generale Effek   11.885     1/2/2020   EUR     64.140
Societe Generale Effek   15.186     1/2/2020   EUR     75.390
Societe Generale Effek   11.885     1/2/2020   EUR     68.630
Societe Generale Effek   16.507     1/2/2020   EUR     63.300
DekaBank Deutsche Giro    3.700    10/2/2020   EUR     64.330
BNP Paribas Emissions-    8.000   12/30/2019   EUR     73.130
BNP Paribas Emissions-   11.000   12/30/2019   EUR     67.940
Societe Generale Effek   15.959   12/20/2019   EUR     72.160
Societe Generale Effek   12.129   12/20/2019   EUR     71.720
Leonteq Securities AG/    8.000    3/17/2020   CHF     71.280
Raiffeisen Centrobank     9.626    3/24/2020   EUR     72.260
Vontobel Financial Pro    9.500    3/27/2020   EUR     60.904
Vontobel Financial Pro    7.500    3/27/2020   EUR     60.018
Getin Noble Bank SA       6.790   11/30/2023   PLN     72.000
DZ Bank AG Deutsche Ze   14.000    1/22/2020   EUR     71.710
Deutsche Bank AG          4.200    6/23/2020   EUR     72.900
Deutsche Bank AG          4.200    6/23/2020   EUR     66.800
Deutsche Bank AG          4.200   12/24/2019   EUR     65.800
Deutsche Bank AG          4.200    3/24/2020   EUR     66.000
Deutsche Bank AG          4.200    3/24/2020   EUR     60.000
Deutsche Bank AG          4.200    6/23/2020   EUR     60.400
Commerzbank AG            8.250   12/31/2019   EUR     74.040
BNP Paribas Emissions-    7.000   12/30/2019   EUR     67.540
UniCredit Bank AG         7.400   12/29/2020   EUR     52.020
UniCredit Bank AG         9.100   12/29/2020   EUR     57.220
UniCredit Bank AG         8.400   12/29/2020   EUR     62.180
UniCredit Bank AG         9.100   12/29/2020   EUR     72.000
UniCredit Bank AG         7.100   12/29/2020   EUR     74.560
UniCredit Bank AG         6.800   12/29/2020   EUR     48.970
UniCredit Bank AG         6.100   12/29/2020   EUR     65.850
UniCredit Bank AG         6.800   12/29/2020   EUR     64.400
Leonteq Securities AG     5.600    5/16/2022   CHF     73.110
Leonteq Securities AG/   12.000   11/29/2019   CHF     53.640
UniCredit Bank AG         6.500   12/29/2020   EUR     57.950
UniCredit Bank AG        12.200   12/29/2020   EUR     37.480
UniCredit Bank AG         6.200   12/29/2020   EUR     72.070
UniCredit Bank AG         8.300   12/29/2020   EUR     68.580
UniCredit Bank AG        10.100   12/29/2020   EUR     61.890
UniCredit Bank AG         6.200   12/29/2020   EUR     72.350
UniCredit Bank AG         7.900   12/29/2020   EUR     53.180
UniCredit Bank AG         9.500   12/29/2020   EUR     69.650
Credit Suisse AG/Nassa    9.000   11/11/2019   EUR     66.110
UniCredit Bank AG        10.700   12/29/2020   EUR     54.550
UniCredit Bank AG         9.100   12/29/2020   EUR     56.720
UniCredit Bank AG         8.100   12/29/2020   EUR     70.200
UniCredit Bank AG        13.000     1/3/2020   EUR     65.100
UniCredit Bank AG         6.100     1/3/2020   EUR     65.110
UniCredit Bank AG         5.700     1/3/2020   EUR     55.950
UniCredit Bank AG        13.800     1/3/2020   EUR     27.030
UniCredit Bank AG         6.400     1/3/2020   EUR     72.280
HSBC Trinkaus & Burkha    2.000    3/27/2020   EUR     72.030
UBS AG/London            10.000   12/27/2019   CHF     57.000
UBS AG/London             7.000    6/22/2020   CHF     66.250
UBS AG/London             7.500    6/29/2020   EUR     61.650
UBS AG/London             8.000   12/27/2019   CHF     65.600
UBS AG/London             6.000   12/28/2020   CHF     61.250
Raiffeisen Switzerland    5.000    8/14/2020   EUR     41.480
Landesbank Hessen-Thue    4.500     9/8/2021   EUR     69.450
DZ Bank AG Deutsche Ze    6.500    3/25/2020   EUR     75.380
Landesbank Hessen-Thue    5.350    9/22/2023   EUR     63.180
EFG International Fina    6.000    8/24/2020   CHF     65.900
Vontobel Financial Pro   12.000    6/29/2020   EUR     64.168
Getin Noble Bank SA       5.790   12/12/2022   PLN     72.000
SG Issuer SA              0.800   10/21/2020   SEK     35.300
Landesbank Hessen-Thue    4.000   12/18/2019   EUR     68.820
SG Issuer SA              0.820     8/2/2021   SEK     20.850
Landesbank Hessen-Thue    4.000   10/14/2020   EUR     36.450
Vontobel Financial Pro    3.000    6/26/2020   EUR     63.870
Landesbank Hessen-Thue    8.000   11/17/2020   EUR     43.840
UniCredit Bank AG         3.500    9/22/2020   EUR     67.150
Landesbank Hessen-Thue    4.000    11/6/2019   EUR     67.630
UniCredit Bank AG         3.900    11/3/2019   EUR     55.870
DekaBank Deutsche Giro    3.100   10/28/2019   EUR     61.370
DekaBank Deutsche Giro    3.500   10/28/2019   EUR     28.190
Landesbank Hessen-Thue    3.100   11/25/2019   EUR     79.000
Landesbank Hessen-Thue    3.150    12/3/2019   EUR     74.100
Landesbank Hessen-Thue    6.250    7/15/2022   EUR     55.350
Getin Noble Bank SA       6.790    5/31/2023   PLN     77.000
UniCredit Bank AG         4.500   11/18/2020   EUR     66.210
Landesbank Hessen-Thue    4.250   12/11/2019   EUR     73.120
Federal Grid Co Unifie    5.600   10/30/2048   RUB     72.150
Main Road JSC             4.000   11/22/2028   RUB     72.670
Business-Consulting OA    8.500    3/26/2020   RUB    100.000
Commerzbank AG           12.250    2/28/2020   EUR     72.080
DZ Bank AG Deutsche Ze   14.250    6/24/2020   EUR     68.360
DZ Bank AG Deutsche Ze    5.250    6/24/2020   EUR     68.880
Archer Finance OOO        9.250    3/29/2022   RUB     35.350
Business-Consulting OA    6.000    12/6/2030   RUB     65.000
Plaza Centers NV          6.000     7/1/2020   ILS     21.700
Lehman Brothers Treasu   13.500   11/28/2008   USD      2.571
Lehman Brothers Treasu    0.250   10/19/2012   CHF      2.571
Lehman Brothers Treasu    6.750     4/5/2012   EUR      2.571
Lehman Brothers Treasu    5.000     5/2/2022   EUR      2.571
Lehman Brothers Treasu    1.680     3/5/2015   EUR      2.571
Lehman Brothers Treasu    3.500   10/31/2011   USD      2.571
Lehman Brothers Treasu    5.100     5/8/2017   HKD      3.400
Lehman Brothers Treasu    3.500   10/24/2011   USD      2.571
Lehman Brothers Treasu    1.750     2/7/2010   EUR      2.571
Kaupthing ehf             5.000     1/4/2027   SKK      0.250
Lehman Brothers Treasu    4.000    12/2/2012   EUR      2.571
Lehman Brothers Treasu   11.000   12/19/2011   USD      2.571
Lehman Brothers Treasu    3.350   10/13/2016   EUR      2.571
Lehman Brothers Treasu    2.480    5/12/2009   USD      2.571
Kaupthing ehf             5.250    7/18/2017   BGN      0.250
Lehman Brothers Treasu    4.000    5/17/2010   USD      2.571
Digital Invest OOO        7.850    11/3/2020   RUB      0.100
Lehman Brothers Treasu    2.250    5/12/2009   USD      2.571
Lehman Brothers Treasu    4.000    5/30/2010   USD      2.571
Lehman Brothers Treasu    6.000    3/17/2011   EUR      2.571
Lehman Brothers Treasu    4.000    4/24/2009   USD      2.571
Lehman Brothers Treasu    9.000    6/13/2009   USD      2.571
Lehman Brothers Treasu    9.000    3/17/2009   GBP      2.571
Lehman Brothers Treasu    4.500     3/6/2013   CHF      2.571
Lehman Brothers Treasu    7.000   11/28/2008   CHF      2.571
Lehman Brothers Treasu    3.600    3/19/2018   JPY      2.571
Lehman Brothers Treasu    7.250    10/6/2008   EUR      2.571
Heta Asset Resolution     4.350   12/31/2023   EUR      2.000
Lehman Brothers Treasu    6.000   10/24/2008   EUR      2.571
Lehman Brothers Treasu    7.750    1/30/2009   EUR      2.571
Lehman Brothers Treasu    7.500    7/31/2013   GBP      2.571
Lehman Brothers Treasu    8.280    7/31/2013   GBP      2.571
Lehman Brothers Treasu    8.600    7/31/2013   GBP      2.571
Lehman Brothers Treasu    8.000     8/3/2009   USD      2.571
Lehman Brothers Treasu    7.585   11/22/2009   MXN      3.750
Lehman Brothers Treasu    7.320    7/31/2013   GBP      2.571
Lehman Brothers Treasu    3.500   12/20/2027   USD      2.571
Lehman Brothers Treasu   16.000    10/8/2008   CHF      2.571
Lehman Brothers Treasu    4.800   11/16/2012   HKD      2.571
Lehman Brothers Treasu    1.500   10/12/2010   EUR      2.571
Lehman Brothers Treasu    4.000   10/12/2010   USD      2.571
Lehman Brothers Treasu   14.900   11/16/2010   EUR      2.571
ECM Real Estate Invest    5.000    10/9/2011   EUR     15.375
HSBC Bank PLC             0.500   12/22/2025   BRL     64.748
Ideal Standard Interna   11.750     5/1/2018   EUR      0.274
Lehman Brothers Treasu    3.400    9/21/2009   HKD      2.571
Lehman Brothers Treasu    5.200    11/9/2011   EUR      3.400
Lehman Brothers Treasu    4.600   10/11/2017   ILS      3.750
Lehman Brothers Treasu   11.000   12/20/2017   AUD      2.571
Lehman Brothers Treasu    8.800   12/27/2009   EUR      2.571
HSBC Bank PLC             0.500    6/23/2027   MXN     56.434
Lehman Brothers Treasu    4.250    3/13/2021   EUR      2.571
Lehman Brothers Treasu    8.000    4/20/2009   EUR      2.571
Lehman Brothers Treasu    0.500   12/20/2017   AUD      2.571
Lehman Brothers Treasu    0.500   12/20/2017   AUD      2.571
Lehman Brothers Treasu   11.000   12/20/2017   AUD      2.571
Lehman Brothers Treasu    4.000     1/4/2011   USD      2.571
Lehman Brothers Treasu    9.300   12/21/2010   EUR      2.571
Lehman Brothers Treasu   10.000    2/16/2009   CHF      2.571
Lehman Brothers Treasu    8.000    3/21/2018   USD      2.571
Lehman Brothers Treasu    1.000    2/26/2010   USD      2.571
Lehman Brothers Treasu    0.500   12/20/2017   AUD      2.571
Lehman Brothers Treasu    0.500   12/20/2017   AUD      2.571
Lehman Brothers Treasu    0.500   12/20/2017   USD      2.571
Lehman Brothers Treasu    0.500   12/20/2017   USD      2.571
Lehman Brothers Treasu    0.500   12/20/2017   AUD      3.400
Lehman Brothers Treasu    0.500   12/20/2017   USD      2.571
Lehman Brothers Treasu    7.000    2/15/2010   CHF      2.571
Lehman Brothers Treasu    0.500   12/20/2017   USD      2.571
Lehman Brothers Treasu   11.000    2/16/2009   CHF      2.571
Lehman Brothers Treasu   13.000    2/16/2009   CHF      2.571
Lehman Brothers Treasu    5.375     2/4/2014   USD      2.571
RGS Nedvizhimost OOO     12.000   10/18/2017   RUB      0.335
Derzhava-Garant OOO      10.000    6/24/2020   RUB     60.430
Kaupthing ehf             6.125    10/4/2016   USD      0.250
Lehman Brothers Treasu   10.000    3/27/2009   USD      2.571
Lehman Brothers Treasu    5.750    6/15/2009   CHF      2.571
Lehman Brothers Treasu    4.000    4/13/2011   CHF      2.571
Lehman Brothers Treasu    5.000   10/24/2008   CHF      2.571
Lehman Brothers Treasu    8.000    5/22/2009   USD      2.571
Lehman Brothers Treasu    3.850    4/24/2009   USD      2.571
Lehman Brothers Treasu   10.500     8/9/2010   EUR      2.571
Lehman Brothers Treasu    0.250    7/21/2014   EUR      2.571
Lehman Brothers Treasu    5.500    6/15/2009   CHF      2.571
Lehman Brothers Treasu    7.500   10/24/2008   USD      2.571
Lehman Brothers Treasu    7.000    4/14/2009   EUR      2.571
Lehman Brothers Treasu    9.250    6/20/2012   USD      2.571
Lehman Brothers Treasu    3.000    9/13/2010   JPY      3.750
Mriya Agro Holding PLC   10.950    3/30/2016   USD      2.029
Lehman Brothers Treasu    3.000    8/13/2011   EUR      2.571
Lehman Brothers Treasu    6.000    9/20/2011   EUR      2.571
Lehman Brothers Treasu    2.500    8/23/2012   GBP      2.571
Lehman Brothers Treasu   13.000    7/25/2012   EUR      2.571
Lehman Brothers Treasu    6.000    5/23/2018   CZK      2.571
Lehman Brothers Treasu   10.000     1/3/2012   BRL      2.571
Kaupthing ehf             3.750    2/15/2024   ISK      0.250
Lehman Brothers Treasu    5.000    4/24/2017   EUR      2.571
Lehman Brothers Treasu    0.800   12/30/2016   EUR      2.571
Laurel GmbH               7.125   11/16/2017   EUR      7.750
AKB Peresvet ZAO          0.510     8/4/2034   RUB
Lehman Brothers Treasu    5.200    3/19/2018   EUR      2.571
SAir Group                2.750    7/30/2004   CHF      9.875
Lehman Brothers Treasu    6.600    2/22/2012   EUR      2.571
Lehman Brothers Treasu   14.900    9/15/2008   EUR      2.571
Lehman Brothers Treasu    1.500   10/25/2011   EUR      2.571
Lehman Brothers Treasu    2.500   12/15/2011   GBP      2.571
Lehman Brothers Treasu    4.000   11/24/2016   EUR      2.571
Lehman Brothers Treasu    3.700     6/6/2009   EUR      2.571
Lehman Brothers Treasu    7.500    9/13/2009   CHF      2.571
Lehman Brothers Treasu    0.500    2/16/2009   EUR      2.571
Lehman Brothers Treasu    8.500     7/6/2009   CHF      2.571
Lehman Brothers Treasu    3.000     8/8/2017   EUR      2.571
Lehman Brothers Treasu    6.000    12/6/2016   USD      2.571
Vontobel Financial Pro    9.720   10/31/2019   EUR     67.970
Vontobel Financial Pro   12.080   10/31/2019   EUR     61.330
DekaBank Deutsche Giro    3.200    11/1/2019   EUR     57.440
Vontobel Financial Pro   17.000    3/27/2020   EUR     69.010
Vontobel Financial Pro   15.000    6/26/2020   EUR     74.645
Vontobel Financial Pro    5.500    3/27/2020   EUR     59.133
Vontobel Financial Pro   13.000    3/27/2020   EUR     67.110
Vontobel Financial Pro   20.000    3/27/2020   EUR     70.250
Vontobel Financial Pro   15.500    6/25/2020   EUR     71.940
Vontobel Financial Pro    8.000    6/26/2020   EUR     59.004
Vontobel Financial Pro    6.000    6/26/2020   EUR     72.530
Bank Julius Baer & Co     5.250     6/5/2020   CHF     73.900
Vontobel Financial Pro    5.200    9/18/2020   EUR     67.302
DZ Bank AG Deutsche Ze   15.250   12/27/2019   EUR     69.320
DZ Bank AG Deutsche Ze   11.750   12/27/2019   EUR     70.290
Lehman Brothers Treasu    4.200    12/3/2008   HKD      3.400
Lehman Brothers Treasu    4.500     8/2/2009   USD      2.571
SAir Group                2.750    7/30/2004   CHF      9.875
Lehman Brothers Treasu    6.000    2/14/2012   EUR      2.571
Lehman Brothers Treasu    4.690    2/19/2017   EUR      2.571
Lehman Brothers Treasu   15.000    3/30/2011   EUR      2.571
Lehman Brothers Treasu    8.000   12/31/2010   USD      2.571
Eirles Two DAC            2.614    2/13/2046   USD     72.493
Municipality Finance P    0.250    6/28/2040   CAD     36.297
Lehman Brothers Treasu    4.500   12/30/2010   USD      2.571
Lehman Brothers Treasu    6.000    7/28/2010   EUR      2.571
Lehman Brothers Treasu    6.000    7/28/2010   EUR      2.571
Lehman Brothers Treasu    6.000    6/21/2011   EUR      2.571
Lehman Brothers Treasu    2.000    6/21/2011   EUR      2.571
Eirles Two DAC            2.621    2/13/2046   USD     72.492
Lehman Brothers Treasu    4.500     3/7/2015   EUR      2.571
Lehman Brothers Treasu    7.000    7/11/2010   EUR      2.571
Lehman Brothers Treasu    3.820   10/20/2009   USD      2.571
EDOB Abwicklungs AG       7.500     4/1/2012   EUR      1.082
Lehman Brothers Treasu    3.630     3/2/2012   EUR      2.571
Lehman Brothers Treasu    1.600    6/21/2010   JPY      2.571
Lehman Brothers Treasu    0.750    3/29/2012   EUR      2.571
Lehman Brothers Treasu    3.025    1/31/2015   EUR      2.571
Lehman Brothers Treasu    2.400    6/20/2011   JPY      2.571
Bank Julius Baer & Co     8.500    11/1/2019   USD     54.650
LBI ehf                   8.650     5/1/2011   ISK      7.875
Lehman Brothers Treasu   10.000    6/11/2038   JPY      2.571
KPNQwest NV               8.875     2/1/2008   EUR      0.863
Kaupthing ehf             7.000    7/24/2009   ISK      0.250
LBI ehf                   5.080     3/1/2013   ISK      7.875
Lehman Brothers Treasu   12.000    7/13/2037   JPY      2.571
Lehman Brothers Treasu   12.400    6/12/2009   USD      2.571
Lehman Brothers Treasu    7.500    5/30/2010   AUD      2.571
Lehman Brothers Treasu    4.000     6/5/2011   USD      2.571
Kaupthing ehf             9.750    9/10/2015   USD      0.250
Lehman Brothers Treasu   13.150   10/30/2008   USD      2.571
Lehman Brothers Treasu    4.300     6/4/2012   USD      2.571
Lehman Brothers Treasu    1.460    2/19/2012   JPY      3.750
Lehman Brothers Treasu    7.250     7/8/2014   EUR      2.571
Lehman Brothers Treasu    2.300     6/6/2013   USD      2.571
Lehman Brothers Treasu    2.370    7/15/2013   USD      2.571
Lehman Brothers Treasu    2.300    6/27/2013   USD      2.571
Kaupthing ehf             6.500    10/8/2010   ISK      0.250
Kaupthing ehf             7.500    12/5/2014   ISK      0.250
Lehman Brothers Treasu   18.250    10/2/2008   USD      2.571
Lehman Brothers Treasu    7.000   10/22/2010   EUR      2.571
Lehman Brothers Treasu    8.000   10/23/2008   USD      2.571
Lehman Brothers Treasu   13.000   12/14/2012   USD      2.571
Lehman Brothers Treasu    3.000     6/3/2010   EUR      2.571
Lehman Brothers Treasu   10.000    6/17/2009   USD      2.571
Lehman Brothers Treasu   10.600    4/22/2014   MXN      2.571
Lehman Brothers Treasu    4.600     8/1/2013   EUR      2.571
Lehman Brothers Treasu    8.000    5/22/2009   USD      2.571
Lehman Brothers Treasu   10.000    5/22/2009   USD      2.571
Lehman Brothers Treasu    9.000     5/6/2011   CHF      2.571
Lehman Brothers Treasu   11.000     7/4/2011   USD      2.571
Lehman Brothers Treasu   11.000     7/4/2011   CHF      2.571
Lehman Brothers Treasu   13.432     1/8/2009   ILS      2.571
Lehman Brothers Treasu    5.550    3/12/2015   EUR      2.571
Lehman Brothers Treasu    2.000    6/28/2011   EUR      2.571
Lehman Brothers Treasu    7.600    5/21/2013   USD      2.571
Lehman Brothers Treasu    0.500     6/2/2020   EUR      2.571
Lehman Brothers Treasu   12.000     7/4/2011   EUR      2.571
Lehman Brothers Treasu    7.600     3/4/2010   NZD      2.571
Lehman Brothers Treasu   13.500     6/2/2009   USD      2.571
Lehman Brothers Treasu   15.000     6/4/2009   CHF      2.571
Lehman Brothers Treasu   17.000     6/2/2009   USD      2.571
Lehman Brothers Treasu    7.550   12/29/2008   USD      2.571
Lehman Brothers Treasu   10.000   10/23/2008   USD      2.571
Lehman Brothers Treasu   10.000   10/22/2008   USD      2.571
Lehman Brothers Treasu    8.000    3/19/2012   USD      2.571
Lehman Brothers Treasu    5.250   11/21/2009   USD      2.571
Lehman Brothers Treasu   11.250   12/31/2008   USD      2.571
Lehman Brothers Treasu    6.000     8/7/2013   EUR      2.571
Lehman Brothers Treasu   16.800    8/21/2009   USD      2.571
Lehman Brothers Treasu   14.100   11/12/2008   USD      2.571
Lehman Brothers Treasu    6.000     3/4/2015   USD      2.571
Lehman Brothers Treasu    0.500     8/1/2020   EUR      2.571
Lehman Brothers Treasu   16.000   12/26/2008   USD      2.571
Lehman Brothers Treasu    3.100     6/4/2010   USD      2.571
Lehman Brothers Treasu    2.500    8/15/2012   CHF      2.571
Societe Generale SA       0.500     4/4/2024   MXN     72.845
Lehman Brothers Treasu    7.060   12/29/2008   EUR      2.571
Lehman Brothers Treasu    7.750    2/21/2016   EUR      2.571
Cerruti Finance SA        6.500    7/26/2004   EUR      1.901
Lehman Brothers Treasu    7.625    7/22/2011   HKD      2.571
Mriya Agro Holding PLC    9.450    4/19/2018   USD      4.818
Lehman Brothers Treasu    6.720   12/29/2008   EUR      2.571
Lehman Brothers Treasu    0.010    9/20/2011   USD      2.571
Region Invest OOO         7.850     5/4/2021   RUB      0.300
Lehman Brothers Treasu    8.000   12/27/2032   JPY      2.571
Lehman Brothers Treasu    1.500     2/8/2012   CHF      2.571
Lehman Brothers Treasu    8.050   12/20/2010   HKD      2.571
Lehman Brothers Treasu    6.250     9/5/2011   EUR      2.571
Lehman Brothers Treasu    4.100    8/23/2010   USD      2.571
Credit Suisse AG/Londo    0.500     1/8/2026   BRL     64.546
Lehman Brothers Treasu    6.700    4/21/2011   USD      2.571
KPNQwest NV               7.125     6/1/2009   EUR      0.863
Lehman Brothers Treasu    3.000    9/12/2036   JPY      3.750
Lehman Brothers Treasu    7.000    4/24/2009   USD      2.571
Lehman Brothers Treasu    8.280    3/26/2009   USD      2.571
Lehman Brothers Treasu   16.200    5/14/2009   USD      2.571
Lehman Brothers Treasu    4.000    3/10/2011   EUR      2.571
Lehman Brothers Treasu    7.600    1/31/2013   AUD      2.571
Lehman Brothers Treasu    1.000     5/9/2012   EUR      2.571
Lehman Brothers Treasu   16.000    11/9/2008   USD      2.571
Lehman Brothers Treasu    0.500     7/2/2020   EUR      2.571
Lehman Brothers Treasu    7.750     1/3/2012   AUD      2.571
Lehman Brothers Treasu    7.500    2/14/2010   AUD      2.571
Lehman Brothers Treasu    7.150    3/21/2013   USD      2.571
Lehman Brothers Treasu    3.500    6/20/2011   EUR      2.571
Lehman Brothers Treasu    6.600    5/23/2012   AUD      2.571
Lehman Brothers Treasu    6.850   12/22/2008   EUR      2.571
Lehman Brothers Treasu    7.600    3/26/2009   EUR      2.571
Lehman Brothers Treasu   16.000   10/28/2008   USD      2.571
Lehman Brothers Treasu    3.450    5/23/2013   USD      2.571
Lehman Brothers Treasu    5.500    6/22/2010   USD      3.400
Heta Asset Resolution     5.030   12/31/2023   EUR      2.000
Heta Asset Resolution     4.875   12/31/2023   EUR      2.000
Lehman Brothers Treasu    5.220     3/1/2024   EUR      2.571
Lehman Brothers Treasu    4.100    5/20/2009   USD      2.571
Lehman Brothers Treasu    4.000    2/28/2010   EUR      2.571
Lehman Brothers Treasu    2.000    5/17/2010   EUR      2.571
Lehman Brothers Treasu    1.950    11/4/2013   EUR      2.571
Raiffeisen Centrobank     6.197   12/27/2019   EUR     59.570
DZ Bank AG Deutsche Ze    5.000    2/26/2020   EUR     70.210
Raiffeisen Centrobank     9.507   12/27/2019   EUR     74.730
DZ Bank AG Deutsche Ze    9.000    3/25/2020   EUR     71.550
DZ Bank AG Deutsche Ze    6.800    4/22/2020   EUR     72.660
DZ Bank AG Deutsche Ze   11.250   12/27/2019   EUR     67.980
DZ Bank AG Deutsche Ze    5.250    8/26/2020   EUR     69.140
Raiffeisen Centrobank     6.728   12/27/2019   EUR     60.660
Raiffeisen Centrobank     9.325   12/27/2019   EUR     60.920
DZ Bank AG Deutsche Ze    9.500    2/26/2020   EUR     71.810
DZ Bank AG Deutsche Ze    7.000    3/25/2020   EUR     72.420
Raiffeisen Centrobank     7.258    6/23/2020   EUR     74.500
Raiffeisen Centrobank     6.767   12/27/2019   EUR     65.920
Raiffeisen Centrobank     7.992   12/27/2019   EUR     69.250
Raiffeisen Centrobank     8.687   12/27/2019   EUR     50.710
Lehman Brothers Treasu    6.600     2/9/2009   EUR      2.571
Raiffeisen Centrobank     7.731   12/27/2019   EUR     74.230
Raiffeisen Centrobank     8.226    6/23/2020   EUR     72.010
Raiffeisen Centrobank     6.429   12/27/2019   EUR     16.290
Raiffeisen Centrobank     8.571   12/27/2019   EUR     65.530
Raiffeisen Centrobank     8.395   12/27/2019   EUR     59.750
DZ Bank AG Deutsche Ze    5.000    8/26/2020   EUR     71.990
Vontobel Financial Pro   11.000   12/31/2019   EUR     68.460
Raiffeisen Centrobank     7.895   12/27/2019   EUR     64.100
Raiffeisen Centrobank     6.767   12/27/2019   EUR     64.070
Raiffeisen Centrobank     6.950   12/27/2019   EUR     52.050
DZ Bank AG Deutsche Ze    5.000    6/24/2020   EUR     75.000
DZ Bank AG Deutsche Ze    5.250    2/26/2020   EUR     74.000
Raiffeisen Centrobank     8.852   12/27/2019   EUR     74.420
Raiffeisen Centrobank    10.210   12/27/2019   EUR     62.330
Raiffeisen Centrobank     8.852   12/27/2019   EUR     63.950
Raiffeisen Centrobank     6.197   12/27/2019   EUR     63.560
Raiffeisen Centrobank     3.383   12/27/2019   EUR     62.960
Raiffeisen Centrobank     4.737   12/27/2019   EUR     65.890
Raiffeisen Centrobank     7.444   12/27/2019   EUR     65.500



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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,
contact Peter Chapman at 215-945-7000.


                * * * End of Transmission * * *