/raid1/www/Hosts/bankrupt/TCREUR_Public/191118.mbx        T R O U B L E D   C O M P A N Y   R E P O R T E R

                          E U R O P E

          Monday, November 18, 2019, Vol. 20, No. 230

                           Headlines



G E R M A N Y

ROHM HOLDCO: S&P Assigns 'B' Issuer Credit Rating, Outlook Stable


G R E E C E

EUROBANK: Selling Two Real Estate Portfolios to Brook Lane
TITAN CEMENT: S&P Downgrades ICR to 'BB', Outlook Stable


I R E L A N D

CONTEGO CLO VII: S&P Assigns B- (sf) Rating to Class F Notes
HOLLAND PARK: S&P Assigns B- (sf) Rating to Class E Notes


I T A L Y

EMERALD ITALY: DBRS Finalizes BB (high) Rating on Class D Notes


P O R T U G A L

HEFESTO STC: DBRS Confirms B (low)(sf) Rating on Class B Notes


R U S S I A

ORIENT FINANS: S&P Hikes ICR to B on Strong Financial Performance


S W I T Z E R L A N D

PEACH PROPERTY: S&P Assigns B+ Issuer Credit Rating, Outlook Pos.


U N I T E D   K I N G D O M

BURNTISLAND FABRICATION: 50 Workers to Lose Jobs as Contract Ends
CARPETRIGHT PLC: Agrees to GBP15.2MM Meditor Fund Takeover Deal
CHILANGO: Calls in Restructuring Firm to Explore Options
COLONNADE UK 2017-1: DBRS Confirms BB(high) Rating on Tranche K
EDDIE STOBART: Forced to Accept Emergency Loan to Avert Collapse

PIZZAEXPRESS LTD: Owner Mum on Lenders' Move to Open Debt Talks
TOWD POINT 2019-VANTAGE2: DBRS Rates Class E Notes Prov. BB(sf)


X X X X X X X X

[*] BOND PRICING: For the Week November 11 to November 15, 2019

                           - - - - -


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ROHM HOLDCO: S&P Assigns 'B' Issuer Credit Rating, Outlook Stable
-----------------------------------------------------------------
S&P Global Ratings assigned its 'B' issuer credit rating to Rohm
HoldCo II GmbH (formerly AI PLEX Holdco II GmbH) and its 'B' issue
ratings to the senior secured debt, co-issued by Rohm Holding GmbH
(formerly AI PLEX Acquico GmbH). The recovery rating of '3'
indicates recovery prospects of 50%-70% (rounded estimate 50%).

The rating on Rohm HoldCo II GmbH primarily reflects the high
leverage at the closing of the acquisition, with about 6.0x-6.5x
adjusted gross debt to EBITDA. This is consistent with S&P's view
of the company's private equity ownership after the takeover,
translating into highly leveraged funding structures and financial
policies, both at closing and going forward.

S&P said, "The rating also reflects our view of the business as
commodity-like with a narrow range of product offerings and small
scale compared to other chemicals players. We estimate that about
75% of current profits relate directly to upstream commodities
(bulk monomers and MMA), which are highly sensitive to supply and
demand patterns. Although the company benefits from a strong cost
position in this segment, we forecast that recent supply
constraints will ease in the coming years, resulting in moderating
MMA prices and margins. We believe the business' vertical
integration into hydrogen cyanide (HCN), sound market shares in MMA
and derivatives, and further expansion into specialty-type
downstream products should help mitigate the expected market
softening, sustaining strong free cash flow and leverage of
6.0x-6.5x, which we see as commensurate with the rating."

Key drivers of Rohm's competitive position include its market
position as a major global player in MMA markets: It is the
second-largest globally (12% market share) after Mitsubishi and
market leader in Europe. S&P sees benefits stemming from economies
of scale (with capacity of above one million tons), solidity of
market shares, and business diversity. Rohm enjoys modest
geographical diversification, being slightly concentrated in Europe
with 52% of sales, followed by the Americas (28%), and Asia-Pacific
(20%). S&P views the business as slightly skewed toward cyclical
end-markets given that a large portion of product sales are
destined for the construction (33%) and auto industries (17%). The
rest of the portfolio is fairly diverse, including some more stable
or resilient end-markets such as pharma and healthcare. Business
diversity is helped by downstream product lines being included in
the carve-out, bringing different market exposures and more
specialized product features in sales and profitability.

S&P said, "We view the production process for MMA as rather
commodity-type, subject to cyclical demand patterns and with
pricing that is highly sensitive to supply/demand patterns and
therefore highly volatile. However, we think Rohm's cost position
in MMA production is a relative strength in the business in that it
is largely vertically integrated into HCN and operates the various
divisions according to "Verbund", a supply chain concept that
interlinks energy and procurement under a synergistic model. Rohm
operates four core base monomer plants in Germany, the U.S., and
Asia, using C3 + Acetone and C4 + Isobutene technologies.

"The group's cost position is strong for the sector according to
our estimate, translating into average EBITDA margins for a global
commodity chemicals producer. Cost position and operating
efficiency are key aspects when we assess the competitive position
of a commodity chemicals player. We see risks coming from competing
technology in the production of MMA such as the alpha production
process, which appears highly cost competitive. While Rohm's
current position is reasonably protected in the current
demand/price environment, we do not rule out further
commoditization of MMA and derivatives because of decreasing global
production costs and intensifying competition. Rohm's proprietary
LiMa technology in MMA production based on ethylene, if
implemented, may alleviate some of the competitive risks over the
longer term, in our view.

"We also consider recent very high MMA prices to be unsustainable,
given that they have been linked to material supply constraints.
This has resulted in margins materially above the run-rate for the
sector, and we believe the market is likely to cool down over the
coming quarters as a result of capacity additions and a return to a
mid-cycle supply/demand balance. Although difficult to estimate, we
anticipate nonetheless that demand from key end-markets will help
absorb upcoming capacity additions, supporting continued MMA demand
and resulting in Rohm's margins being sustained around 17%-18% and
free cash flow remaining largely positive.

"Margin pressure is also mitigated by the company's strategy to
expand its downstream products--molding compounds, methacrylate
resins, and acrylic products. We therefore expect a portion of
monomers and MMA production to be progressively reallocated to
specialty products in the coming years. This is despite most of the
profits being generated in the upstream segments, but it should
enable the business to mitigate direct exposure to MMA prices,
acquire additional specialty margins, and diversify its end-market
base, at the expense of upcoming, moderate overall, capital
expenditure (capex) for capacity expansion.

"We view credit metrics as clearly highly leveraged over our rating
horizon to 2020, with the EUR1,530 million term loan B at closing
translating into adjusted gross debt to EBITDA of about 6.0x-6.5x
on average, and adjusted funds from operations (FFO) to debt of
about 8.5%-9.5%. This reflects Advent International's highly
leveraged funding structure, and our expectation of a potential
aggressive financial policy--although our base case does not factor
in any dividends. For that reason, we do not net cash balances from
our adjusted debt calculation.

"We see as relative strengths the business' ability to sustain
supportive metrics under the proposed capital structure, reflected
in its strong recurring free cash flows even in a moderating
business environment, and its ample headroom with EBITDA interest
coverage above 3.0x.

"Our debt adjustments comprise about EUR430 million in pension
liabilities, EUR40 million in future operating lease obligations,
and factoring utilization that management expects to be about
EUR125 million from 2020. Our EBITDA adjustments relate mainly to
operating lease rent for which we add back EUR8 million. We deduct
restructuring costs although consider the carve-out separation
costs to be one-offs.

"The stable outlook reflects our expectation that the company will
sustain adjusted debt to EBITDA of 6.0x-6.5x, supported by growth
in the downstream EBITDA base and materially positive free cash
flows. We also view adjusted EBITDA interest coverage of above 3.0x
in our forecast as comfortable for the rating. There is moderate
leeway for a weakening of credit ratios at the current rating
level, given our expectation of normalizing MMA market conditions.
We also foresee adequate liquidity and comfortable headroom under
the covenants for the rating.

"Rating downside may arise if we see adjusted debt to EBITDA
deteriorate to above 6.5x without short-term recovery prospects,
and EBITDA cash interest decrease below 3.0x. This could stem from
a significantly higher-than-expected decline in MMA prices due to a
large increase in market capacity such that market demand could not
absorb it. A material cut in free cash flow and, as a result, to
liquidity sources could also constrain the rating.

"Rating upside is constrained by the group's private equity
ownership and by the high leverage we anticipate. However, much
stronger demand for MMA and its derivatives, with sustainable
prices--such that weighted average adjusted debt to EBITDA improved
toward 5.0x--could result in a positive rating action. An upgrade
would also require a clear financial policy commitment to lower
leverage from the financial sponsor."



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EUROBANK: Selling Two Real Estate Portfolios to Brook Lane
----------------------------------------------------------
George Georgiopoulos at Reuters reports that Greece's Eurobank said
on Nov. 14 it was selling two real estate portfolios worth a
combined EUR84 million (GBP72 million) to Brook Lane Capital and
plans to put a third portfolio up for sale.

Eurobank, which is 2.4% owned by Greece's HFSF bank rescue fund
after being bailed out during the country's debt crisis,
repossessed most of the properties, residential and commercial,
after loan defaults, Reuters discloses.

According to Reuters, the bank, Greece's third largest lender by
assets, said it wanted to focus on other property assets on its
books.

"Eurobank and a Brook Lane Group company signed the initial
agreements and the transactions are expected to be completed in
early 2020," Reuters quotes Eurobank as saying in a statement,
adding that the two portfolios comprised 370 properties.

Eurobank said it has another real estate portfolio for sale in the
pipeline comprising a total of 640 smaller properties, dubbed
project Star, Reuters notes.

Eurobank has cut down its exposure to non-performing loans but has
also seen its profits fall this year, Reuters states.

TITAN CEMENT: S&P Downgrades ICR to 'BB', Outlook Stable
--------------------------------------------------------
S&P Global Ratings lowered its long-term issuer credit and issue
ratings on Titan Cement Co. S.A. (Titan) and its notes to 'BB' from
'BB+'.

S&P said, "The downgrade reflects that Titan's recovery has slowed
again in 2019, following weaker-than-expected performance last
year. We forecast that Titan's adjusted FFO to debt will be about
25% in 2019 (up from 23.8% in 2017), increasing moderately to
26%-29% in 2020. Despite the moderate recovery, this is
significantly below our previous expectation of 31%-34% FFO to debt
in 2019. We expect this ratio to remain below 30% in 2020, the
minimum level commensurate with a higher rating.

"Titan's operating performance in the first nine months of 2019 was
slightly stronger than in the same period of 2018, but lower than
our previous expectation. In the first nine months of 2019, EBITDA
excluding International Financial Reporting Standards 16 effects
was only up EUR2.5 million year on year to EUR199.4 million. We had
previously expected EUR280 million-EUR290 million of EBITDA for
full-year 2019. Despite almost 10% growth in group sales due to
solid construction demand in the U.S. and Europe and favorable
foreign exchange effects, the profitability of U.S. operations was
lower due to a shortage of fly ash and increased costs for imported
cement and distribution, which are likely to persist at least in
the short term. Moreover, market conditions remained tough in Egypt
and Turkey with slightly negative EBITDA generation.

"We forecast a moderate increase in reported EBITDA to EUR285
million-EUR295 million in 2020, which will support moderate
deleveraging. We expect FFO to debt to gradually improve and remain
in the upper end of the 20%-30% range commensurate with the current
rating. The increase in earnings and cash flow in 2020 will stem
from continuously robust demand and a positive pricing environment
in the U.S. and southeastern Europe. However, we note that the
construction market in the U.S. has been on a positive path since
2011, and it may soften in the next couple of years. The Egyptian
market is facing structural challenges with significant
overcapacity and increased levies on cement products, while Turkey
is suffering from geopolitical tensions and a sharp deterioration
in the macroeconomic environment, despite recent signals of a
stabilization. In addition, the improvement in operating
performance is subject to potential risks of adverse weather
conditions, especially in the U.S.; operational issues at
production facilities; headwinds from foreign exchange rates; and
increases in electricity and raw material costs.

"Despite the underperformance versus our previous 2018-2019
forecast, Titan has generated increasingly positive FOCF. Moreover,
Titan has passed a period of high investment, with capital
expenditure (capex) to reduce to about EUR100 million from 2019
onward, compared with EUR120 million-EUR150 million in 2016-2018.
This, combined with a reinforced focus on working capital
management, will result in a continuous strengthening of FOCF
generation. Despite the EUR53 million cash outflow related to the
TCI share exchange offer, and the about EUR20 million negative
foreign currency translation effect, adjusted debt is likely to
remain on par with last year in 2019.

"The ratings reflect Titan's smaller size and and elevated exposure
to higher risk countries compared with other large cement
producers, balanced by its large U.S. exposure. Titan is smaller
than several rated global cement-producing peers, and has a
multi-regional, rather than a global presence. In our view, this
implies that it is more exposed to local construction cycles and
could see more volatility in its profitability. Titan has a high
share of sales (58% in 2018) and EBITDA (68%) generated in the U.S.
market, putting itself in a good position to benefit from ongoing
solid demand there. However, this also exposes it to any material
softening of U.S. fundamentals and the U.S. dollar. In addition,
Titan has greater exposure to higher-risk countries--like Egypt,
Greece, Brazil, and Turkey--compared with most industry peers. As a
heavy building materials company, Titan remains vulnerable to
construction end markets that are not only cyclical and seasonal,
but also capital- and energy-intensive.

"The outlook is stable because we believe that Titan will maintain
robust performance in the U.S. and southeastern Europe, which will
more than offset the weakness in Egypt and Turkey. This will
support a gradual improvement in EBITDA and FOCF generation,
translating into adjusted FFO to debt of 25%-30% in 2019-2020.

"We could lower the ratings if Titan's adjusted FFO to debt
deteriorated to below 20% without a near-term recovery. This could
occur if demand in some of Titan's main markets, notably the U.S.,
were to falter, or if the group were to invest, make acquisitions,
or increase shareholder distributions considerably above our base
case. Pressure on the ratings could also arise if material
foreign-exchange swings harmed Titan's financial results.

"We could raise the ratings if we observed a sustained improvement
in Titan's operating performance, translating into a track record
of adjusted FFO to debt above 30%. We would also expect industry
and market conditions to be supportive of an upgrade, including a
recovery in Egypt and Turkey, combined with sustained growth in the
U.S. and southeastern Europe. For an upgrade, the company's
financial policy, including shareholder distributions and
acquisitions, would need to be supportive of a higher rating."



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CONTEGO CLO VII: S&P Assigns B- (sf) Rating to Class F Notes
------------------------------------------------------------
S&P Global Ratings assigned its credit ratings to Contego CLO VII
DAC's class A, B-1, B-2, C, D, E, and F notes. At closing, the
issuer also issued unrated subordinated notes.

Under the transaction documents, the rated notes pay quarterly
interest unless there is a frequency switch event. Following this,
the notes will switch to semiannual payment.

The portfolio's reinvestment period ends approximately four and a
half years after closing, and the portfolio's maximum average
maturity date will be eight and a half years after closing.

The ratings assigned to the notes reflect S&P's assessment of:

-- The diversified collateral pool, which consists primarily of
broadly syndicated speculative-grade senior secured term loans and
bonds that are governed by collateral quality tests.

-- The credit enhancement provided through the subordination of
cash flows, excess spread, and overcollateralization.

-- The collateral manager's experienced team, which can affect the
performance of the rated notes through collateral selection,
ongoing portfolio management, and trading.

-- The transaction's legal structure, which is bankruptcy remote.

-- The transaction's counterparty risks, which are mitigated and
in line with its counterparty rating framework.

  Portfolio Benchmarks
                                                Current
  S&P weighted-average rating factor            2,743.90
  Default rate dispersion                       488.80
  Weighted-average life (years)                 5.32
  Obligor diversity measure                     111.42
  Industry diversity measure                    14.66
  Regional diversity measure                    1.34

  Transaction Key Metrics
                                                Current
  Total par amount (mil. EUR)                   450
  Identified assets (%)                         96.7
  Ramped-up portfolio (%)                       91.5
  Defaulted assets (mil. EUR)                   0
  Number of performing obligors                 135
  Portfolio weighted-average rating derived
    from our CDO evaluator                      'B'
  'CCC' category rated assets (%)               1.0
  'AAA' weighted-average recovery (%)           36.79
  Weighted-average spread (with floor) (%)      3.79
  Weighted-average coupon (%)                   4.73

S&P said, "Our ratings reflect our assessment of the collateral
portfolio's credit quality, which has a weighted-average rating of
'B'. We consider that the portfolio is well-diversified on the
effective date, primarily comprising broadly syndicated
speculative-grade senior secured term loans and senior secured
bonds. Therefore, we conducted our credit and cash flow analysis by
applying our criteria for corporate cash flow collateralized debt
obligations.

"In our cash flow analysis, we used the EUR450 million par amount,
the covenanted weighted-average spread of 3.70%, the covenanted
weighted-average coupon of 4.50%, and the covenanted
weighted-average recovery rates for all rating levels. We applied
various cash flow stress scenarios, using four different default
patterns, in conjunction with different interest rate stress
scenarios for each liability rating category.

"Our credit and cash flow analysis indicates that the available
credit enhancement for the class B to F notes could withstand
stresses commensurate with higher rating levels than those we have
assigned. However, as the CLO is still in its reinvestment phase,
during which the transaction's credit risk profile could
deteriorate, we have capped our assigned ratings on the notes. In
our view the portfolio is granular in nature, and well-diversified
across obligors, industries, and asset characteristics when
compared to other CLO transactions we have rated recently. As such,
we have not applied any additional scenario and sensitivity
analysis when assigning ratings on any classes of notes in this
transaction."

  Break-Even Default Rate And Scenario Default Rate
  Class  Minimum BDR (%)  SDR (%)  Cushion (%)
  A      68.39            64.79    3.60
  B1     64.27            57.08    7.19
  B2     64.27            57.08    7.19
  C      55.94            51.04    4.90
  D      49.05            45.16    3.89
  E      40.25            36.30    3.95
  F      29.86            27.42    2.44

S&P said, "The transaction's documented counterparty replacement
and remedy mechanisms adequately mitigate its exposure to
counterparty risk under our current counterparty criteria.

"Following the application of our structured finance sovereign risk
criteria, we consider the transaction's exposure to country risk to
be limited at the assigned ratings, as the exposure to individual
sovereigns does not exceed the diversification thresholds outlined
in our criteria.

"We also consider the transaction's legal structure to be
bankruptcy remote, in line with our legal criteria.

"Following our analysis of the credit, cash flow, counterparty,
operational, and legal risks, we believe that our ratings are
commensurate with the available credit enhancement for the class A,
B-1, B-2, C, D, E, and F notes."

Contego CLO VII is a European cash flow CLO securitization of a
revolving pool, comprising euro-denominated senior secured loans
and bonds issued mainly by sub-investment grade borrowers. Five
Arrows Managers LLP manages the transaction.

  Ratings List

  Class   Rating    Amount (mil. EUR)
  A       AAA (sf)  279.000
  B-1     AA (sf)   25.000
  B-2     AA (sf)   22.800
  C       A (sf)    32.000
  D       BBB (sf)  26.100
  E       BB (sf)   20.100
  F       B- (sf)   13.600
  Sub     NR        41.300

  NR--Not rated


HOLLAND PARK: S&P Assigns B- (sf) Rating to Class E Notes
---------------------------------------------------------
S&P Global Ratings assigned credit ratings to Holland Park CLO
DAC's class X to E European cash flow collateralized loan
obligation (CLO) notes.

S&P's ratings reflect its assessment of:

-- The diversified collateral pool, which consists primarily of
broadly syndicated speculative-grade senior-secured term loans and
bonds that are governed by collateral quality tests.

-- The credit enhancement provided through the subordination of
cash flows, excess spread, and overcollateralization.

-- The collateral manager's experienced team, which can affect the
performance of the rated notes through collateral selection,
ongoing portfolio management, and trading.

-- The transaction's legal structure, which S&P expects to be
bankruptcy remote.

-- The transaction's counterparty risks, which S&P expects to be
in line with its counterparty rating framework.

-- Under the transaction documents, the rated notes will pay
quarterly interest unless a frequency switch event occurs.
Following this, the notes will switch to semiannual payments. The
portfolio's reinvestment period will end approximately
four-and-a-half years after closing.

  Portfolio Benchmarks
                                                        Current
  S&P Global Ratings' weighted-average rating factor    2,638.19
  Default rate dispersion                               684.93
  Weighted-average life (years)                         4.45
  Obligor diversity measure                             94.35
  Industry diversity measure                            16.60
  Regional diversity measure                            1.38

  Transaction Key Metrics
                                                        Current
  Total par amount (mil. EUR)                           402
  Defaulted assets (mil. EUR)                           0
  Number of performing obligors                         123
  Portfolio weighted-average rating derived
    from our CDO evaluator                              'B'
  'CCC' category rated assets (mil. EUR)                14.01
  Covenanted 'AAA' weighted-average recovery (%)        38.50
  Covenanted weighted-average spread (%)                3.50
  Covenanted weighted-average coupon (%)                4.50

As of closing, the portfolio is well-diversified, comprising
primarily broadly syndicated speculative-grade senior-secured term
loans and senior-secured bonds. Therefore, S&P has conducted its
credit and cash flow analysis by applying its criteria for
corporate cash flow CDOs.

S&P sid, "In our cash flow analysis, we used the EUR402 million
target par amount, the covenanted weighted-average spread (3.50%),
the reference weighted-average coupon (4.50%), and the target 'AAA'
minimum weighted-average recovery rate (38.50%) as indicated by the
issuer. We applied various cash flow stress scenarios, using four
different default patterns, in conjunction with different interest
rate stress scenarios for each liability rating category."

The transaction documentation requires the collateral manager to
meet certain par maintenance conditions during the reinvestment
period, unless the manager has built sufficient excess par in the
transaction such that the principal collateral amount is greater
than or equal to the reinvestment target par of the portfolio after
reinvestment. Typically the definition of reinvestment target par
refers to the initial target par amount after accounting for any
additional issuance and reduction from principal payments made on
the notes. In this transaction, the reinvestment target par balance
may be reduced by a predetermined amount starting from the November
payment date in 2021 but capped at EUR6.5 million. This feature may
allow for a greater erosion of the aggregate collateral par amount
through trading. Therefore, in S&P's cash flow analysis, we have
also considered scenarios in which the target par amount decreases
by EUR6.5 million.

Under S&P's structured finance sovereign risk criteria, it
considers that the transaction's exposure to country risk is
sufficiently mitigated at the assigned ratings.

Until the end of the reinvestment period on May 14, 2024, the
collateral manager may substitute assets in the portfolio for so
long as our CDO Monitor test is maintained or improved in relation
to the initial ratings on the notes. This test looks at the total
amount of losses that the transaction can sustain as established by
the initial cash flows for each rating, and it compares that with
the current portfolio's default potential plus par losses to date.
As a result, until the end of the reinvestment period, the
collateral manager may through trading deteriorate the
transaction's current risk profile, as long as the initial ratings
are maintained.

As of closing, the transaction's documented counterparty
replacement and remedy mechanisms adequately mitigate its exposure
to counterparty risk under our current counterparty criteria.

The transaction's legal structure is bankruptcy remote, in line
with our legal criteria.

S&P said, "Following our analysis of the credit, cash flow,
counterparty, operational, and legal risks, we believe our ratings
are commensurate with the available credit enhancement for the
class X to E notes. Our credit and cash flow analysis indicates
that the available credit enhancement for the class A-2 to E notes
could withstand stresses commensurate with the same or higher
rating levels than those we have assigned. However, as the CLO will
be in its reinvestment phase starting from closing, during which
the transaction's credit risk profile could deteriorate, we have
capped our ratings assigned to the notes.

"In our view, the portfolio is granular in nature, and
well-diversified across obligors, industries, and asset
characteristics when compared to other CLO transactions we have
rated recently. As such, we have not applied any additional
scenario and sensitivity analysis when assigning ratings to any
classes of notes in this transaction."

The transaction securitizes a portfolio of primarily senior-secured
leveraged loans and bonds, and it will be managed by Blackstone/GSO
Debt Funds Management Europe Ltd.

  Ratings List

Class  Rating   Amount   Subordination  Interest
                (mil. EUR)   (%)         rate
X      AAA (sf) 2.00        N/A        Three-month EURIBOR
                                        plus 0.50%
A-1    AAA (sf) 250.00      37.81      Three-month EURIBOR
                                        plus 0.92%
A-2    AA (sf)  40.00       27.86      Three-month EURIBOR
                                        plus 1.65%
B-1    A (sf)   10.00       21.14      Three-month EURIBOR
                                        plus 2.40%
B-2*   A (sf)   17.00       21.14      Three-month EURIBOR
                                        plus 2.68%
C      BBB (sf) 24.30       15.10      Three-month EURIBOR
                                        plus 4.40%
D      BB (sf)  22.70       9.45       Three-month EURIBOR
                                        plus 7.03%
E**    B- (sf)  10.00       6.97       Three-month EURIBOR
                                        plus 8.85%
Sub    NR       54.25       N/A        N/A


*The class B-2 notes are subject to a EURIBOR cap set at 1.50% and
rank pari passu with the class B-1 notes.

**The class E notes include a redemption feature where an amount
equal to the lesser of EUR500,000 and 20.0% of any remaining
interest proceeds will be used to redeem the class E notes on a pro
rata basis. Such payments are made under the interest waterfall,
after payments of any unpaid trustee fees and expenses but prior to
payments to the subordinated notes.

NR--Not rated

N/A--Not applicable

EURIBOR--Euro Interbank Offered Rate



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EMERALD ITALY: DBRS Finalizes BB (high) Rating on Class D Notes
---------------------------------------------------------------
DBRS Ratings GmbH finalized the following provisional ratings on
the notes issued by Emerald Italy 2019 Srl (the Issuer):

-- Class A rated AA (low) (sf)
-- Class B rated A (low) (sf)
-- Class C rated BBB (low) (sf)
-- Class D rated BB (high) (sf)

All trends are Stable. DBRS Morningstar did not assign ratings to
the Class R, Class X CP, and Class X NCP in this transaction.

Emerald Italy 2019 Srl is the securitization of 100% of an Italian
commercial real estate loan advanced by J.P. Morgan Chase Bank,
N.A., Milan branch (the loan seller) and arranged by J.P. Morgan
Securities PLC (the arranger; together with the loan seller, JPM).
The securitized loan comprises a EUR 100.4 million term facility
and a EUR 5.4 million CAPEX facility, subject to a 62.5%
loan-to-cost ratio (LTC). The loan is secured against a portfolio
of two retail malls and one shopping center located in the Lombardy
region of Northern Italy. The borrower is Investire Societa Di
Gestione Del Risparmio S.P.A., acting on behalf of an Italian real
estate alternative closed-end fund (fondo comune di investimento
immobiliare alternative di tipo chiuso riservato) named Everest,
which is ultimately owned by Kildare Partners (the sponsor).

The three properties in the portfolio are two retail malls,
Metropoli and Rondinelle, and one shopping center, Settimo.
Metropoli and Settimo are located in the suburbs of Milan, whereas
Rondinelle is located in Brescia. All three properties were
previously part of Klepierre's Italian shopping center portfolio.
The sponsor owns Settimo and the galleria/mall sections of
Metropoli and Rondinelle, while the anchored-hypermarket tenants
own the remaining part of the two malls. However, the sponsor has
blocking rights on any major decisions related to the two malls it
co-owns and is free to sell its properties subject to the loan
documents, which explicitly prohibit the partial disposal of any
property of the borrower.

Metropoli is the largest asset in the portfolio with 16,619 square
meters (sqm) of gross lettable area (GLA), and it has a market
value (MV) of EUR 85.6 million. The center was 96.2% occupied as of
the 30 April 2019 cut-off date and generates a gross rental income
(GRI) of EUR 7.3 million. However, the largest tenant at Metropoli,
MediaMarkt, has given notice that it intends to vacate; the sponsor
is in advanced negotiations with potential tenants to re-let the
outgoing tenant's space.

The second-largest asset is Rondinelle, which was 88.8% occupied as
at the cut-off date and recorded a GRI of EUR 5.3 million over
13,590 sqm of GLA. The center has an MV of EUR 60.1 million.
Settimo is the smallest property in the portfolio with 9,725 sqm of
GLA, of which 87.7% is occupied; an EUR 1.6 million GRI; and an MV
of EUR 15.7 million. The sponsor plans to refurbish all three
assets, most importantly the Metropoli and Settimo assets, by
investing EUR 8.6 million of CAPEX partially funded by a EUR 5.4
million CAPEX facility subject to a 62.5% LTC. The overall
loan-to-value (LTV) of the term facility as at the cut-off date is
62.2% or 65.5%, including the fully drawn CAPEX facility.

Based on the EUR 13.6 million estimated rental value (ERV)
estimated by Cushman & Wakefield Debenham Tie Leung Limited (C&W or
the appraiser), the portfolio is 12.8% over-rented. As such, DBRS
Morningstar has marked down GRIs that is 10.0% higher than the
market rent, except for newly signed leases. The portfolio's DBRS
Morningstar net cash flow (NCF) is underwritten at EUR 9.4 million,
which represents a 28.9% haircut to the reported net rent of EUR
13.3 million. DBRS Morningstar then applied a capitalization rate
of 8.0% to the underwritten NCF and arrived at a DBRS
Morningstar-stressed value of EUR 118.1 million, which represents a
26.9% haircut to the EUR 161.4 million MV provided by C&W.

The three-year loan has a one-year extension option that can be
exercised if certain conditions are met. During the loan term, the
borrower is required to amortize the principal amount by 1.5%
annually; if there is sufficient cash flow, another 1.0% annual
amortization is due. The loan's covenants are based on the debt
service coverage ratio (DSCR), LTV and debt yield (DY) derived from
the ERV. The cash trap covenants are set at 1.55 times (x) the
DSCR, 70% LTV for years one to two and 67.5% LTV thereafter and
11.3% ERV DY, while the default covenants are set at 1.38x the
DSCR, 75.0% LTV and/or 10.7% ERV DY.

To hedge against increases in the interest payable under the loans
resulting from three-month Euribor fluctuations, the borrower
purchased an interest cap agreement that covers the term loan
amount (quarterly reduced to match the scheduled amortization of
1.5% per year) with a cap strike rate of 1.0% from SMBC Nikko
Capital Markets Limited. Credit support of the hedging counterparty
is provided by its parent company, Sumitomo Mitsui Banking
Corporation (rated A (high)/R-1 (middle) with Stable trends by DBRS
Morningstar). The CAPEX loan was fully drawn on 4 October 2019 and
is fully hedged based on the same terms as the term facility. In
addition, there is a 5% Euribor cap when calculating the coupons of
the notes after the expected note maturity date.

The loan seller also provided a liquidity facility of EUR 5.29
million to the issuer to cover any potential interest payment
shortfalls on the Class A and Class B notes, including the
corresponding retention tranches. According to DBRS Morningstar's
analysis, the commitment amount at closing is equivalent to
approximately 23 months of coverage based on the hedging term or
approximately ten months' coverage based on the 5% Euribor cap.
DBRS Morningstar does not rate the liquidity provider but maintains
a public rating on JPMorgan Chase Bank, N.A. at AA/R-1 (high) with
Stable trends.

The Class D notes are subject to an available funds cap where the
shortfall is attributable to interest due on the securitized loan
not sufficient to pay senior costs and interest due on the notes.

In addition to the Class X trigger event, the transaction features
a Class X interest diversion structure. The diversion trigger is
aligned with the financial covenants of the loan; once triggered,
any interest and prepayment fees due to the Class X noteholders
will instead be paid directly into the issuer's transaction account
and credited to the Class X diversion ledger. The diverted amount
will be released once the trigger is cured; only following the
expected note maturity or the delivery of a note acceleration
notice can such diverted funds be potentially used to amortize the
notes.

The final legal maturity of the notes is in September 2030, seven
years after the fully extended loan maturity date. DBRS Morningstar
believes that this provides sufficient time to enforce on the loan
collateral and repay the bondholders, given the security structure
and jurisdiction of the underlying loan.

To comply with the applicable regulatory requirements, JPM will
subscribe and retain the Class R notes, which are composed of 5% of
the retention tranches of all the other classes of notes, including
the Class X CP and Class X NCP notes.

Notes: All figures are in Euros unless otherwise noted.



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

HEFESTO STC: DBRS Confirms B (low)(sf) Rating on Class B Notes
--------------------------------------------------------------
DBRS Ratings Limited confirmed its BBB (sf) and B (low) (sf)
ratings of the Class A and Class B notes issued by Hefesto, STC,
S.A.

At cut-off, the notes were backed by a EUR 580 million portfolio by
gross book value (GBV) consisting of secured and unsecured
non-performing loans (NPLs) originated by Caixa Economica Montepio
Geral. The secured loans are serviced by Whitestar Asset Solutions
S.A. (Whitestar) and the unsecured loans are serviced by HG PT,
Unipessoal, Lda (Hipoges) (together, the Special Servicers). Where
a borrower has both secured and unsecured loans, the servicing is
undertaken by Whitestar.

At cut-off, the loan portfolio was composed of secured commercial
and residential loans (46.7% of GBV) and unsecured loans (53.3% of
GBV). The secured loans included in the portfolio are backed by
properties distributed across Portugal, with concentrations in the
judicial districts of Lisbon, Porto, and Setubal. The majority of
loans in the portfolio defaulted between 2011 and 2017.

In its analysis, DBRS Morningstar assumed that all loans are worked
out through an auction process, which generally has the longest
resolution timeline.

According to the most recent semi-annual payment report provided by
Citibank, N.A., London branch (the Principal Paying Agent), the
actual cumulative collections totaled EUR 101.1 million for the
first two years after closing. The expected business plan (BP)
provided by the Special Servicer assumed cumulative gross
disposition proceeds (GDP) of EUR 55.9 million during the relevant
collection period, which is 81% lower than the amount collected so
far. Therefore, the transaction is overperforming by approximately
EUR 45.2 million as compared with the Special Servicers' initial
BP.

At issuance, DBRS Morningstar estimated a GDP for the same two-year
period of EUR 25.3 million in the BBB (sf) stressed scenario, which
is EUR 75.8 million lower as compared with the actual amount of
collections.

The coupon on the Class B notes, which represent the mezzanine
debt, may be repaid prior to the principal of Class A notes unless
certain performance-related triggers are breached. As per the
latest payment report from May 2019, no subordination events have
occurred.

The ratings are based on DBRS Morningstar's analysis of the
projected recoveries of the underlying collateral, the historical
performance and expertise of the Special Servicers, the
availability of liquidity to fund interest shortfalls and
special-purpose vehicle expenses, the cap agreement with J.P.
Morgan AG and the transaction's legal and structural features.

Both the DBRS Morningstar timing and value stresses are based on
the Special Servicers' historical repossessions data. DBRS
Morningstar's BBB (sf) and B (low) (sf) ratings assumed haircuts of
23.6% and 4.9%, respectively, to the Special Servicers' initial BP
for the portfolio.

Notes: All figures are in Euros unless otherwise noted.



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

ORIENT FINANS: S&P Hikes ICR to B on Strong Financial Performance
-----------------------------------------------------------------
S&P Global Ratings raised its long-term issuer credit rating on
Uzbekistan-based Orient Finans Bank (OFB) to 'B' from 'B-' and
affirmed the 'B' short-term rating. The outlook remains positive.

The upgrade reflects OFB's increased capital buffer, which is above
our previous assumptions. This is an effect of the bank's solid
financial performance, with strong recurring profits, no dividend
distributions, and moderate lending growth over the past two
years.

S&P estimates that its risk-adjusted capital (RAC) ratio will have
increased to about 13.4% by year-end 2019 (from 10.6% as of
year-end 2018), and will be 13.0%-13.2% over the next 12-18 months.
S&P bases its forecast on the following key assumptions:

-- Loan growth of 3% in 2019 and about 15%-25% growth per year
over 2020-2021, partly driven by retail lending.

-- Credit costs of 0.9%-1.0% over the next two years.

-- Flat net interest margin (NIM) of about 9%, balancing the shift
toward more profitable retail lending and increasing competition
putting downward pressure on interest rates.

-- No capital injection.

-- No dividends for 2019 and a 15%-18% payout for 2020-2021.

S&P said, "We expect OFB's earnings capacity will remain stable,
with a return on average equity of 23%-27%, which will support the
bank's current capitalization levels over the next 18 months. We
expect the local capital adequacy ratio will remain above 16% over
the next 18 months, compared with the 13% regulatory minimum.

"We positively note that OFB has exhibited quite cautious lending
growth since 2018 (materially lower than the peer and market
average) and continues to demonstrate good asset-quality metrics.
That said, there is high historical performance volatility and
currently a limited track record of sustainable organic growth.
Furthermore, we take into account that recent expansion in retail
lending, still an untested area for the bank, could result in an
accumulation of problem loans while the loan portfolio expands. We
also note that the bank's lending concentration remains high
compared with local peers'. The top-20 group of borrowers accounted
for 60% of OFB's loan portfolio as of Sept. 1, 2019, compared with
about 40% for peers.

"In addition, the bank's funding base is less diversified than
international peers, with the top-20 depositors accounting for 64%
of the total deposit base as of Sept. 1, 2019, but it is in line
with the sector average. We already incorporate funding
concentrations into our ratings on Uzbekistani banks through our
Banking Industry Country Risk Assessment.

"We expect the bank's funding composition to remain broadly
unchanged over the next 18 months and dominated by customer
deposits, which accounted for 78% at Oct. 1 2019. OFB maintains a
stable funding base, with a stable funding ratio of 138% on Oct. 1,
2019, under local generally accepted accounting principles, up from
124% on Dec. 31, 2018. The loan-to-deposit ratio was 89% and 96% on
the same dates. OFB is also prudently managing liquidity, keeping a
sufficient cushion to cover potential outflows. Liquid assets (cash
and dues from the central bank and other banks, net of restricted
cash) covered about 70% of on-demand deposits at Oct. 1, 2019.

"The positive outlook indicates that we could upgrade OFB over the
next 12-18 months.

"We could upgrade the bank if it maintains prudent capital
management, growth in its lending activities does not lead to a
significant increase in credit losses, and we do not observe a
return to an opportunistic risk appetite, which would distort the
bank's concentrations and performance. In addition, we would expect
no deterioration in the bank's funding and liquidity position, with
no increase in the share of demand deposits in the total funding
structure.

"We could revise the outlook to stable if we saw asset-quality
deterioration beyond market-average levels and significantly above
our current projections, which would affect the bank's business
stability or capitalization."

A significant decline in capitalization, either via higher than
expected growth in exposures or large dividend distributions, could
also lead to an outlook revision or even a downgrade. Furthermore,
a material weakness in the funding profile or liquidity position
could lead to a negative rating action.



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

PEACH PROPERTY: S&P Assigns B+ Issuer Credit Rating, Outlook Pos.
-----------------------------------------------------------------
S&P Global Ratings assigned its 'B+' long-term issuer credit rating
to Peach Property Group AG (PPG) and its 'BB-' issue rating to its
senior unsecured notes. S&P's recovery rating on these notes is
'2'.

S&P said, "The rating on Peach Property Group AG (PPG) reflects our
view of the company's relatively small portfolio size, its focus on
secondary cities in Germany, and its relatively high leverage
ratios. We note, positively, that PPG has successfully reshaped its
business from development properties to pure
rental-income-producing properties over the past few years." This
move was further enhanced by PPG's recent acquisition of around
3,650 apartments valued at about Swiss franc (CHF) 292 million,
which took PPG's total ownership to around 12,450 units, worth
about CHF1.1 billion (about EUR1 billion).

PPG's residential portfolio is spread across small-to-midsize
German towns in the catchment areas of larger metropolitan regions,
such as Kaiserslautern (about 2,012 units owned),
Gelsenkirchen/Gladbeck (about 1,260 units owned), and Oberhausen
(about 1,916 units owned). S&P views these locations as having less
dynamic macroeconomic fundamentals than the big seven cities
(Berlin, Hamburg, Munich, Cologne, Frankfurt, Düsseldorf, and
Stuttgart). Nevertheless, rents and real estate prices have also
been increasing in most of PPG's locations in the past 12-24
months. However, S&P estimates that 20%-30% of the portfolio is
located in areas with below-average economic conditions and higher
unemployment rates compared with Germany as a whole. These areas
are also characterized by stagnating, or even slightly declining,
population growth, and a higher proportion of tenants with
low-to-mid range monthly incomes and high sensitivity to rent
increases.

S&P views PPG's asset quality as average to low, underpinned by the
company's strategy to focus on value-add acquisitions with slightly
higher-than-average vacancies and renovation potential. The rents
for most of PPG's apartments are below market rates, with an
average rent per square meter of EUR5.02. The portfolio has a
relatively high vacancy rate of about 10%, which relates to a
couple of distressed assets that PPG purchased a few years ago and
is still stabilizing. S&P notes that the company has successfully
decreased vacancy rates for select properties in the past and it
has a relatively large refurbishment plan to reduce vacancies and
achieve higher rents following the capital expenditure (capex).

PPG has now transitioned away from its relatively unprofitable
development activities, with only one development project left to
sell, which is a group of high-end apartments in Zurich. S&P said,
"We expect this sale to complete in the coming months. We view
positively the company's focus on the German residential segment,
since we view this segment as more stable, with lower volatility in
rents and asset values than other countries and the commercial real
estate sector as a whole. We believe that demand from German
households for midsize apartments with midmarket rents will remain
stable in the portfolio's main geographic locations." Additionally,
PPG benefits from having no concentration on any single asset and a
broad tenant base. The average tenant stay is about nine years,
with limited tenant rotation, in line with the German industry
standard.

S&P said, "PPG's financial risk profile is based on our view of the
company's relatively high debt leverage compared with other German
residential real estate peers. We project that PPG's S&P Global
Ratings-adjusted ratio of debt to debt plus equity will be about
70% at year-end 2019, with the adjusted EBITDA-to-interest ratio at
about 1.5x. We expect that these ratios will improve, and estimate
that leverage will decrease closer to about 65%, with EBITDA
interest coverage approaching 1.6x by year-end 2020. We take into
account the company's high ratio of debt to EBITDA of about 19x in
2019, but note that the ratio is somewhat distorted due to asset
rotation during the year.

"We understand that PPG is committed to deleveraging and its
financial policy is to achieve a loan-to-value ratio below 55%,
translating into our ratio of adjusted debt to debt plus equity of
60%-65%. For the deleveraging to occur, we note that the company
may have to rely on a capital injection, achieve a positive asset
revaluation, and use cash conservatively. We treat PPG's two
outstanding hybrid instruments, which total about CHF85 million, as
debt, as we understand that the company's intention is to repay the
instruments. We believe there is a strong intention to redeem the
instruments given the significant step-up on the first call date of
at least 625 basis points to 9.25% plus three-month LIBOR."

PPG has an average debt maturity profile of six years, including
the EUR250 million senior unsecured notes, and an average cost of
debt of 2.6%.

S&P said, "Our comparable rating analysis--whereby we assess an
issuer's credit characteristics in aggregate--constrains the rating
on PPG by one notch. This mostly reflects our assessment of PPG's
financial risk profile at the lower end of our aggressive category
because of its higher leverage than peers we rate with the same
financial profile. It also partly reflects PPG's relatively small
cash flow base due its recent ramp-up of property acquisitions and
small scale and portfolio size compared to higher-rated peers'.

"The positive outlook reflects our view that we may raise the
ratings within the next six-to-12 months if PPG's overall credit
profile improves more than we anticipate and if the company reduces
leverage such that our ratio of debt to debt plus equity moves
below 65% on a sustainable basis. This could result from
equity-financed acquisitions or an overall reduction of outstanding
debt.

"We would raise the rating within the next six-to-12 months if PPG
reduces its ratio of adjusted debt to debt plus equity to below 65%
on a sustainable basis, while sustaining its EBITDA interest
coverage above 1.3x. An upgrade would also require PPG's business
operations to continue benefiting from positive fundamentals such
as rising rental income and falling vacancy rates.

"Additionally, we would also view positively a sustainable
reduction in PPG's debt-to-EBITDA ratio to below 13x.

"We might revise our outlook to stable if PPG failed to improve its
credit metrics in the next six-to-12 months and achieve a ratio of
debt to debt plus equity of close to 65% or below, or if EBITDA
interest coverage were to fall to below 1.3x. We would also view
operating fundamentals becoming challenging as credit-negative,
including falling rents, decreasing asset prices, or rising vacancy
rates."



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

BURNTISLAND FABRICATION: 50 Workers to Lose Jobs as Contract Ends
-----------------------------------------------------------------
PA reports that around 50 workers are to lose their jobs at the
Burntisland Fabrication's (BiFab) yard on Lewis as a contract
ends.

The fabrication yard at Arnish secured work to build piles for wind
farms earlier this year, PA discloses.

But the contract is now coming to an end, with no further work
currently available, PA notes.

Canadian firm DF Barnes acquired BiFab's three yards -- at Arnish
and Burntisland and Methil in Fife -- last year in a Scottish
Government-backed rescue package, amid fears they would close for
good, PA relates.

CARPETRIGHT PLC: Agrees to GBP15.2MM Meditor Fund Takeover Deal
---------------------------------------------------------------
Business Sale reports that Carpetright has agreed a deal to be
taken over by its largest shareholder, Meditor Fund.

The deal values Carpetright's issued share capital at GBP15.2
million and sees the company be acquired by Meditor Holdings, a
newly incorporated subsidiary of Meditor Fund, Business Sale
discloses.

The new subsidiary was formed especially for the purposes of the
takeover, Business Sale notes.  Meditor Fund owns 29.9% of
Carpetright, with Meditor Holdings now purchasing the remaining
shares, Business Sale states.

Meditor Fund had purchased the lender's interests in Carpetright's
revolving credit facility in September of this year, Business Sale
relates.  This is set to expire, along with Carpetright's overdraft
facilities, on Dec. 31, according to Business Sale.

The buyout was unanimously recommended by Carpetright's directors,
Business Sale states.

According to Business Sale, Carpetright Chairman Bob Ivell said:
"We believe the MHL offer is in the best interests of all
stakeholders.

"While we have made significant progress with our recovery plan for
the Carpetright Group, our ability to invest in the future of the
business has been constrained against the backdrop of limiting
banking covenants and a very challenging consumer market.

"With a recapitalized business and the backing of a committed new
owner with the resources to invest in Carpetright for the long
term, we will be able to complete our recovery in the private arena
and emerge as a stronger business."


CHILANGO: Calls in Restructuring Firm to Explore Options
--------------------------------------------------------
LaToya Harding at The Telegraph reports that thousands of "burrito
bond" customers may be facing heavy losses as restaurant chain
Chilango calls in a restructuring firm to secure its future.

The UK-based Mexican eatery, which raised millions of pounds this
year from small investors, is in discussions with RSM regarding
business options, including administration or a company voluntary
arrangement, discloses.

According to The Telegraph, Chilango, which has 12 outlets in the
UK, said it "has engaged RSM to assist on working on long-term
planning, options and strategy."

Its latest set of accounts were due to be filed six weeks ago, The
Telegraph relays, citing Companies House.

Parent company Mucho Mas made a GBP1.4 million loss in the year to
March 2018 and a losses of GBP3.19 million the previous year, The
Telegraph states.


COLONNADE UK 2017-1: DBRS Confirms BB(high) Rating on Tranche K
---------------------------------------------------------------
DBRS Ratings Limited discontinued the provisional ratings of the 11
tranches of the unexecuted, unfunded financial guarantee regarding
the Colonnade Global 2017-4 portfolio at the request of Barclays
Bank PLC (Barclays, the Originator, and Beneficiary).

Prior to the discontinuation, DBRS Morningstar conducted an annual
review of the transaction and confirmed the provisional ratings of
the following 11 tranches:

-- USD 1,030,375,004 Tranche A confirmed at AAA (sf)
-- USD 18,625,000 Tranche B confirmed at AA (high) (sf)
-- USD 5,875,000 Tranche C confirmed at AA (sf)
-- USD 7,250,000 Tranche D confirmed at AA (low) (sf)
-- USD 21,000,000 Tranche E confirmed at A (high) (sf)
-- USD 3,250,000 Tranche F confirmed at A (sf)
-- USD 11,375,000 Tranche G confirmed at A (low) (sf)
-- USD 19,875,000 Tranche H confirmed at BBB (high) (sf)
-- USD 4,250,000 Tranche I confirmed at BBB (sf)
-- USD 6,500,000 Tranche J confirmed at BBB (low) (sf)
-- USD 21,625,000 Tranche K confirmed at BB (high) (sf)

DBRS Morningstar also confirmed the following provisional ratings
of 11 tranches of the unexecuted, unfunded financial guarantee
regarding the Colonnade UK 2017-1 portfolio:

-- GBP 2,197,866,667 Tranche A confirmed at AAA (sf)
-- GBP 40,533,333 Tranche B confirmed at AA (high) (sf)
-- GBP 15,466,667 Tranche C confirmed at AA (sf)
-- GBP 18,400,000 Tranche D confirmed at AA (low) (sf)
-- GBP 28,533,333 Tranche E confirmed at A (high) (sf)
-- GBP 8,533,333 Tranche F confirmed at A (sf)
-- GBP 24,800,000 Tranche G confirmed at A (low) (sf)
-- GBP 36,533,333 Tranche H confirmed at BBB (high) (sf)
-- GBP 10,666,667 Tranche I confirmed at BBB (sf)
-- GBP 16,266,667 Tranche J confirmed at BBB (low) (sf)
-- GBP 29,066,667 Tranche K confirmed at BB (high) (sf)

Each transaction is a synthetic balance-sheet collateralized loan
obligation structured in the form of a financial guarantee (the
Guarantee). The tranches are collateralized by a portfolio of
corporate loans and credit facilities (the Guaranteed Portfolio)
originated by Barclays. The rated tranches are unfunded, and the
senior guarantee remains unexecuted.

The ratings address the likelihood of a loss under the guarantee on
the respective tranche resulting from borrower defaults at the
legal final maturity dates falling in December 2024 for Colonnade
Global 2017-4 and in December 2025 for Colonnade UK 2017-1.
Borrower default events are limited to failure to pay, bankruptcy
and restructuring events. The ratings assigned by DBRS Morningstar
to each tranche are expected to remain provisional until the senior
guarantee is executed. The ratings do not address counterparty risk
nor the likelihood of any event of default or termination events
under the agreement occurring.

The confirmations follow an annual review of the transactions and
are based on the following analytical considerations:

-- Portfolio performance, in terms of cumulative defaults, and
compliance with portfolio profile tests under the replenishment
period as of the reporting date of August 2019 for Colonnade Global
2017-4 and September 2019 for Colonnade UK 2017-1;

-- Updated default rate, recovery rate and expected loss
assumptions for the reference portfolios; and

-- The currently available credit enhancement to the rated
tranches and capacity to withstand losses under stressed interest
scenarios.

PORTFOLIO PERFORMANCE

The transactions are currently within their three-year
replenishment periods during which time the Beneficiary can add new
reference obligations or increase the notional amount of existing
reference obligations provided that they meet eligibility criteria,
portfolio profile tests and are made according to replenishment
guidelines. The replenishment period for Colonnade Global 2017-4
ends on December 21, 2019, and on December 14, 2020, for Colonnade
UK 2017-1.

On October 4, 2019, Barclays introduced an amendment to the
selection methodology of the Potential Guaranteed Obligation to be
included in the Guaranteed Portfolio of each transaction during its
replenishment period. DBRS Morningstar viewed the changes to be
neutral to positive for maintaining the portfolio credit quality
during the replenishment period, with no impact on the outstanding
ratings on both transactions, due to DBRS Morningstar's assessment
of a worst-case portfolio in its analysis.

The Guaranteed Portfolio of Colonnade Global 2017-4 currently
stands at USD 1,211 million, below the maximum Guaranteed Portfolio
notional amount of USD 1,250 million. The Guaranteed Portfolio of
Colonnade UK 2017-1 currently stands at GBP 2,514 million, below
the maximum Guaranteed Portfolio notional amount of GBP 2,667
million. For both transactions, the Guaranteed Portfolios are
non-granular, composed mainly of revolving credit facilities, bear
a floating interest rate and are mainly unsecured. The facilities
in each Guaranteed Portfolio are mainly drawn in the Protection
Currency, which is U.S. dollars for Colonnade Global 2017-4 and
British pound sterling for Colonnade UK 2017-1.

The composition of the Guaranteed Portfolio of Colonnade Global
2017-4 collateral has improved in terms of DBRS ratings with an
increased concentration in the AA (low) - BBB (high) rating range
since closing but shows deterioration below the B (low) rating. In
addition, the weighted-average remaining term of the Guaranteed
Portfolio has been increasing consistently and, although not
preventing replenishment, is currently above the prescribed limit
defined in the Portfolio Tests.

The composition of the Guaranteed Portfolio of Colonnade UK 2017-1
collateral has improved in terms of DBRS ratings with migration
toward the "A" rating range since closing but shows deterioration
below the BB rating. Both Colonnade Global 2017-4 and Colonnade UK
2017-1 Guaranteed Portfolios are concentrated in DBRS Country Tier
1 by design.

As of September 2019, the Colonnade UK 2017-1 transaction has
recorded defaults leading to a reduction of the guarantee amount to
GBP 231 million from GBP 240 million. The cumulative defaulted
amount represents 0.6% of the maximum Guaranteed Portfolio notional
amount. As of the August 2019 monthly report, the Colonnade Global
2017-4 transaction has not recorded any defaults.

The performance observed in terms of defaults and the deterioration
in DBRS ratings below investment grade is compensated by the
decrease in the weighted-average remaining term of the portfolio,
which continues to allow the rated tranches in both transactions to
withstand losses at their current rating levels.

PORTFOLIO ASSUMPTIONS

The transactions are subject to interest rate risk as the loans in
the Guaranteed Portfolios bear floating interest rates which could
lead to higher losses under the Guarantee in an upward interest
scenario. In addition, up to 2% of each Guaranteed Portfolio amount
can be drawn in currencies other than the U.S. dollar, British
pound sterling, euro, Canadian dollar, Swedish krona, Norwegian
krone, Danish krone, Australian dollar and Japanese yen (Minority
Currencies). To mitigate the interest rate risk, additional
covenants on the spread and the weighted-average payment frequency
of the portfolio are in place.

Based on its "Interest Rate Stresses for European Structured
Finance Transactions" methodology and incorporating these
covenants, DBRS Morningstar calculated a stressed interest rate
index at each rating level for the obligations denominated in
Eligible Currencies and Minority Currencies. For example, at the
AAA (sf) stress level, for the three transactions, the stressed
interest rate index for the obligations denominated in Eligible
Currencies is 6.1% and the stressed interest rate index for the
obligations denominated in Minority Currencies is 30.3%.

DBRS Morningstar calculated the weighted-average recovery rate at
each rating level based on the worst-case concentrations in terms
of borrower group, DBRS Industry classification and security levels
permissible under the portfolio profile tests and adjusted its
assumptions with the projected loss on the guarantee under stressed
interest rate scenarios. For example, at the AAA (sf) stress level,
the recovery rate was reduced to 35.2% from 39.1% for Colonnade
Global 2017-4 and to 24.7% from 28.5% for Colonnade UK 2017-1.

DBRS Morningstar used its CLO Asset Model to update its expected
default rates for the portfolio at each rating level. To determine
the credit risk of each underlying reference obligation, DBRS
Morningstar relied on either public ratings or a mapping from
Barclays' internal rating models to DBRS ratings. The mapping was
completed in accordance with DBRS Morningstar's "Mapping Financial
Institution Internal Ratings to DBRS Ratings for Global Structured
Credit Transactions" methodology.

CREDIT ENHANCEMENT

For Colonnade Global 2017-4, the credit enhancement levels remain
the same as at closing, given that no loss has been recorded to
date. For Colonnade UK 2017-1, the credit enhancement level of each
tranche has decreased since closing, given that losses have been
recorded.

Currency risk is mitigated in these transactions. Although the
obligations in the Guaranteed Portfolio can be drawn in various
currencies, any negative impact from currency movements is overall
neutralized and therefore movements in the foreign exchange rate
should not have a negative impact on the rated tranches.

Notes: All figures are in U.S. dollars or British pound sterling
unless otherwise noted.

EDDIE STOBART: Forced to Accept Emergency Loan to Avert Collapse
----------------------------------------------------------------
Oliver Gill at The Telegraph reports that scandal-hit trucking firm
Eddie Stobart Logistics has been forced to accept an emergency
high-interest loan to avoid a collapse before Christmas that would
put more than 6,500 jobs at risk.

According to The Telegraph, the firm is taking a GBP55 million loan
from investment firm Dbay Advisors, with interest charged at an
initial rate of 25%.

The deal will give Dbay a majority stake in the company, saddling
existing shareholders with massive losses, The Telegraph states.

The cash injection came after Eddie Stobart's banks refused to lend
it more money, as it grapples with a multimillion-pound accounting
black hole, The Telegraph notes.

"If the deal doesn't happen extremely soon, it could be curtains,"
The Telegraph quotes one insider as saying.



PIZZAEXPRESS LTD: Owner Mum on Lenders' Move to Open Debt Talks
---------------------------------------------------------------
Antonio Vanuzzo and Katie Linsell at Bloomberg News report that an
attempt by lenders to get PizzaExpress Ltd. to open talks on ways
to prop up the troubled restaurant chain has failed to bring its
Chinese owner to the negotiating table.

According to Bloomberg, people familiar with the matter said the
investors, holding 70% of PizzaExpress's most senior bonds, sent a
letter to the company a week ago pledging to provide new funds.

The people, who asked not to be identified because the matter's
private, said Hony Capital, which acquired PizzaExpress in a GBP900
million (US$1.2 billion) leveraged buyout five years ago, has so
far met the approach with silence, Bloomberg relates.

A spokesman for PizzaExpress declined to comment on the debt
situation, Bloomberg notes.

The clock is ticking for PizzaExpress to reduce the chain's GBP1.1
billion-debt pile with its first debt maturity looming in August
next year, Bloomberg states.

The people, as cited by Bloomberg, said the bondholders see value
in the company, especially in the U.K. operations, and want to
avoid the loss of a viable business.

Hony has overseen an expansion of PizzaExpress into China just as a
malaise took hold in Britain's retail sector amid changing consumer
habits and flagging consumer confidence, Bloomberg discloses.

Creditors are concerned that the expansion is draining cash from
the business, Bloomberg states.

Options to support PizzaExpress may include refinancing a GBP20
million-revolving credit facility which comes due next year and
exchanging debt for shares, Bloomberg relays, citing the people
familiar with the matter.

PizzaExpress's senior secured bondholders have included Cyrus
Capital Partners Europe LLP, HIG Capital LLC and Marathon Asset
Management LP, Bloomberg discloses.  

So far, the owner's only public move has been to offer to buy back
as much as GBP80 million of the company's GBP200 million of
unsecured notes at a steep discount and that's been met with
opposition, Bloomberg notes.

Unsecured bondholders are planning to raise capital to buy out
PizzaExpress's senior notes and write them off, Bloomberg relays,
citing the Sunday Telegraph.

In exchange, Hony Capital would give up control of the company and
write down a GBP500 million shareholder loan, according to
Bloomberg.

TOWD POINT 2019-VANTAGE2: DBRS Rates Class E Notes Prov. BB(sf)
---------------------------------------------------------------
DBRS Ratings Limited assigned the following provisional ratings to
the notes to be issued by Towd Point Mortgage Funding 2019-Vantage2
Plc (Vantage2 or the Issuer):

-- Class A Notes rated AAA (sf)
-- Class B Notes rated AA (low) (sf)
-- Class C Notes rated A (low) (sf)
-- Class D Notes rated BBB (sf)
-- Class E Notes rated BB (sf)
-- Class F Notes rated B (sf)

DBRS Morningstar does not rate the Class Z and Class XA Notes.

The provisional rating assigned to the Class A Notes addresses the
timely payment of interest and ultimate payment of principal by the
legal final maturity date in February 2054. The provisional rating
on the Class B Notes addresses the timely payment of interest when
they are the most senior notes, after the redemption of the Class A
Notes, and the ultimate payment of principal. The provisional
ratings on the Class C to Class F Notes address the ultimate
payment of principal and interest. An increased margin on all the
rated notes is payable from the step-up date in November 2022.

Towd Point Mortgage Funding 2019-Vantage2 Plc is a
bankruptcy-remote special-purpose vehicle incorporated in England
and Wales. The proceeds of the notes will fund the purchase of
residential mortgage loans secured over properties located in the
U.K. (rated AAA with a Stable trend by DBRS Morningstar). Cerberus
European Residential Holdings B.V. (the Seller) acquired the
portfolio from GE Money Home Lending Limited, First National Bank
plc and Igroup Limited. The loans were previously securitized by
Towd Point Mortgage Funding 2016-Vantage1 Plc.

As of the 30 September 2019 cut-off date, the provisional mortgage
portfolio consisted of 6,106 loans with a total portfolio balance
of approximately GBP 636.3 million. The weighted-average (WA)
current indexed loan-to-value is 61.5% with a WA seasoning of 13.0
years. Approximately 1.8% of the portfolio by loan balance
comprises loans granted for buy-to-let purposes, and 17.8% of the
loans have been in arrears for three months or more. The majority
of the loans in the portfolio consist of interest-only loans
(62.9%) or Part & Part loans (12.1%).

The notes pay a coupon linked to the daily compounded SONIA (i.e.,
the Sterling Overnight Index Average). All the loans in the
provisional portfolio are floating-rate loans and the majority
(98.9% of the portfolio) are linked to the Bank of England Base
Rate, with the remaining linked to the Standard Variable Rate.
There will be no swap in the structure and thus the basis mismatch
remains unhedged. DBRS Morningstar considered the mismatch due to
differing indices along with the daily note interest accrual versus
loans resetting with a time lag in its cash flow analysis.

Credit enhancement for the Class A Notes is calculated at 35.0% and
is provided by the subordination of Class B to Class Z Notes.
Credit enhancement for the Class B Notes is calculated at 32.3% and
is provided by the subordination of the Class C to Z Notes. Credit
enhancement for the Class C Notes is calculated at 25.3% and is
provided by the subordination of the Class D to Z Notes. Credit
enhancement for the Class D Notes is calculated at 20.0% and is
provided by the subordination of the Class E to Z Notes. Credit
enhancement for the Class E Notes is calculated at 15.3% and is
provided by the subordination of Class F to Z Notes. Credit
enhancement for the Class F Notes is calculated at 12.3% and is
provided by the subordination of the Class Z Notes. Class Z and XA
are unrated, and Class XA is uncollateralized.

The transaction benefits from a Liquidity Facility, an amortizing
Class A Liquidity Reserve Fund and an Excess Cash Flow Reserve Fund
(ECRF). The Liquidity Facility will be established at closing,
provided by Wells Fargo Bank N.A. and sized at [1.7%] of the
principal amount outstanding of Class A Notes. The Liquidity
Facility will cover senior fees and interest payment on Class A
Notes up to the Liquidity Facility (LF) Cancellation Date. The
Class A Liquidity Reserve Fund will cover senior fees and interest
payments on Class A Notes on and from the Liquidity Facility
Replacement Date in November 2025, and will be funded by available
principal and revenue receipts. It will be amortizing and sized at
[1.7%] of the principal amount outstanding of the Class A Notes.
The ECRF Fund will be established from the First Optional
Redemption Date (November 2022, if redemption is not exercised)
until all the Subordinated Rated Notes have been repaid in full,
and it will be available to pay the interest due on the
Subordinated Rated Notes, after applying any principal addition
amounts. The ECRF will be funded with available revenue receipts,
and relevant amounts will continue to be credited until no more
Subordinated Rated Notes are outstanding.

The structure includes a PDL comprising seven sub-ledgers (one for
each class of notes) that provisions for realized losses as well as
the use of any principal receipts applied to meet any shortfall in
the payment of senior fees and interest on the senior-most class of
notes outstanding. The losses will be allocated starting from Class
Z PDL and then to sub-ledgers of each class of notes in
reverse-sequential order.

Borrower collections are held with Barclays Bank plc and estimated
collections are deposited on the next business day into the Issuer
transaction account held with Elavon Financial Services D.A.C., UK
Branch. DBRS Morningstar's private rating of the Issuer Account
Bank is consistent with the threshold for the Account Bank outlined
in DBRS Morningstar's "Legal Criteria for European Structured
Finance Transactions" methodology, given the ratings assigned to
the notes.

The ratings are based on DBRS Morningstar's review of the following
analytical considerations:

-- The transaction's capital structure, including the form and
sufficiency of available credit enhancement.

-- The characteristics of the mortgage portfolio and the ability
of the servicer to perform collection and resolution activities.
DBRS Morningstar calculated probability of default (PD), loss given
default (LGD) and expected loss outputs on the mortgage portfolio
to analyze with DBRS Morningstar's cash flow tool. The mortgage
portfolio was analyzed in accordance with DBRS Morningstar's
"European RMBS Insight Methodology" and "European RMBS Insight:
U.K. Addendum".

-- The ability of the transaction to withstand stressed cash flow
assumptions and repay the notes according to the terms of the
transaction documents. The transaction structure was analyzed using
Intex DealMaker.

-- The sovereign rating of the United Kingdom of Great Britain and
Northern Ireland, which is rated AAA/R-1 (high) with Stable trends
as of the date of this report.

-- The consistency of the transaction's legal structure with DBRS
Morningstar's "Legal Criteria for European Structured Finance
Transactions" methodology and the legal opinions addressing the
assignment of the assets to the Issuer.

Notes: All figures are in British pound sterling unless otherwise
noted.



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

[*] BOND PRICING: For the Week November 11 to November 15, 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.


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