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

                          E U R O P E

          Monday, February 28, 2022, Vol. 23, No. 36

                           Headlines



I R E L A N D

AVOCA CLO XXVI: Moody's Gives (P)B3 Rating to EUR11MM Cl. F Notes
BLUEMOUNTAIN FUJI V: Fitch Raises Class F Notes Rating to 'B'
PENTA CLO 3: Fitch Gives 'B-(EXP)' Rating to F-R Notes
PENTA CLO 6: Fitch Affirms 'B-' Rating on Class F-R Notes
PENTA CLO 9: Fitch Affirms 'B-' Rating on Class F Notes

SEGOVIA EUROPEAN 6-2019: Fitch Raises Class F Notes Rating to 'B'


R U S S I A

PROMSVYAZBANK: Moody's Withdraws Ba2 LongTerm Deposit Ratings


T U R K E Y

PETKIM PETROKIMYA: Fitch Alters Outlook on 'B+' FC IDR to Negative
[*] Fitch Cuts IDRs on 8 Turkish Governmental Units to 'B+'
[*] Fitch Cuts Ratings on Notes on 2 Turkish Ports to 'B+'


U N I T E D   K I N G D O M

BARLEY HILL 2: Moody's Assigns Ba2 Rating to GBP2.4MM E Notes
BARLEY HILL 2: S&P Assigns BB Rating on Class E Notes
CAPITAL COOLING: Enters Administration for Third Time
ELLIOT GROUP: Administrators Ordered to Sell Stalled Site
ETHICAL FORESTRY: GBP50MM+ Paid to Investors, Fraud Probe Ongoing

MCCOLL'S RETAIL: In Race to Secure New Funding to Avert Collapse
PHARMANOVIA BIDCO: Fitch Alters Outlook on 'B+' LT IDR to Stable
STUDIO RETAIL: Bought Out of Administration by Frasers Group
VMS LIVE: Theatr Clwyd Steps In to Help Save Events Venue


X X X X X X X X

[*] BOND PRICING: For the Week February 21 to February 25, 2022

                           - - - - -


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

AVOCA CLO XXVI: Moody's Gives (P)B3 Rating to EUR11MM Cl. F Notes
-----------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following provisional ratings to notes to be issued by Avoca CLO
XXVI Designated Activity Company (the "Issuer"):

EUR248,000,000 Class A Senior Secured Floating Rate Notes due
2035, Assigned (P)Aaa (sf)

EUR22,500,000 Class B-1 Senior Secured Floating Rate Notes due
2035, Assigned (P)Aa2 (sf)

EUR17,500,000 Class B-2 Senior Secured Fixed Rate Notes due 2035,
Assigned (P)Aa2 (sf)

EUR28,000,000 Class C Deferrable Mezzanine Floating Rate Notes due
2035, Assigned (P)A2 (sf)

EUR26,000,000 Class D Deferrable Mezzanine Floating Rate Notes due
2035, Assigned (P)Baa3 (sf)

EUR20,000,000 Class E Deferrable Junior Floating Rate Notes due
2035, Assigned (P)Ba3 (sf)

EUR11,000,000 Class F Deferrable Junior Floating Rate Notes due
2035, Assigned (P)B3 (sf)

RATINGS RATIONALE

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

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

The effective date determination requirements of this transaction
are weaker than those for other European CLOs because satisfaction
of the Caa concentration limit is not required as of the effective
date. Moody's believes that the absence of any requirement to
satisfy the Caa concentration limit as of the effective date could
give rise to a more barbelled portfolio rating distribution.
However, Moody's concedes that satisfaction of (i) the other
concentration limits, (ii) each of the coverage test and (iii) each
of the collateral quality test can mitigate such barbelling risk.
As a result of introducing relatively weaker effective date
determination requirements, the CLO notes' outstanding ratings
could be negatively affected around the effective date, despite
satisfaction of the transaction's effective date determination
requirements.

KKR Credit Advisors (Ireland) Unlimited Company will manage the
CLO. It will direct the selection, acquisition and disposition of
collateral on behalf of the Issuer and may engage in trading
activity, including discretionary trading, during the transaction's
4.6-year reinvestment period. Thereafter, subject to certain
restrictions, purchases are permitted using principal proceeds from
unscheduled principal payments and proceeds from sales of credit
risk obligations or credit improved obligations.

In addition to the seven classes of notes rated by Moody's, the
Issuer will issue EUR33,000,000 of Subordinated Notes which are not
rated.

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

Methodology underlying the rating action:

The principal methodology used in these ratings was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
December 2021.

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

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

Moody's modeled the transaction using a cash flow model based on
the Binomial Expansion Technique, as described in Section 2.3 of
the "Moody's Global Approach to Rating Collateralized Loan
Obligations" rating methodology published in December 2021.

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

Par Amount: EUR400,000,000

Diversity Score: 46

Weighted Average Rating Factor (WARF): 2915

Weighted Average Spread (WAS): 3.78%

Weighted Average Coupon (WAC): 4.00%

Weighted Average Recovery Rate (WARR): 43.5%

Weighted Average Life (WAL): 7.5 years


BLUEMOUNTAIN FUJI V: Fitch Raises Class F Notes Rating to 'B'
-------------------------------------------------------------
Fitch Ratings has upgraded BlueMountain Fuji EUR CLO V DAC's class
D and F notes and affirmed the class A, B, C, and E notes. The
class B through F notes have been removed from Under Criteria
Observation (UCO), and all Rating Outlooks are Stable. The class X
notes were paid in full on the January 2022 payment date.

     DEBT             RATING               PRIOR
     ----             ------               -----
BlueMountain Fuji EUR CLO V DAC

A XS2073824851   LT AAAsf  Affirmed        AAAsf
B XS2073825403   LT AAsf   Affirmed        AAsf
C XS2073825742   LT Asf    Affirmed        Asf
D XS2073826120   LT BBBsf  Upgrade         BBB-sf
E XS2073826559   LT BBsf   Affirmed        BBsf
F XS2073826633   LT Bsf    Upgrade         B-sf
X XS2073824778   LT PIFsf  Paid In Full    AAAsf

TRANSACTION SUMMARY

BlueMountain Fuji EUR CLO V DAC is a cash flow CLO comprised of
mostly senior secured obligations. The transaction is actively
managed by BlueMountain Fuji Management, LLC and will exit its
reinvestment period in July 2024.

KEY RATING DRIVERS

CLO Criteria Update: The rating actions mainly reflect the impact
of Fitch's recently updated CLOs and Corporate CDOs Rating
Criteria, and the shorter risk horizon incorporated in Fitch's
updated stressed portfolio analysis. The analysis considered cash
flow modelling results for the stressed portfolio based on the Jan.
5, 2022 trustee report.

The transaction has four matrices, based on 15% and 23% top 10
obligor limits and 0% and 10% fixed-rate assets. Fitch analyzed the
matrices specifying the 15% top-10 obligor limit and 0% and 10%
fixed-rate assets as the agency viewed these as the most rating
relevant. Fitch also applied a haircut of 1.5% to the weighted
average recovery rate (WARR) as the calculation of the WARR in
transaction documentation reflects an earlier version of Fitch's
CLO criteria.

The Stable Outlooks on all classes reflect Fitch's expectation that
the classes have sufficient levels of credit protection to
withstand potential deterioration in the credit quality of the
portfolio in stress scenarios commensurate with such class's
rating.

Deviation from Model-Implied Ratings: The ratings assigned to all
notes, except the class A notes, are one notch below their
respective model implied ratings. The deviations reflect the
remaining reinvestment period until July 2024, during which the
portfolio can change due to reinvestment or negative portfolio
migration.

Stable Asset Performance: The transaction metrics indicate stable
asset performance. The transaction is passing all coverage tests,
collateral quality tests, and portfolio profile tests except for
the Fitch Minimum Weighted Average Recovery Rate Test. Exposure to
assets with a Fitch-derived rating (FDR) of 'CCC+' and below is
2.3% excluding non-rated assets, as calculated by Fitch.

'B' Portfolio: Fitch assesses the average credit quality of the
transaction's underlying obligors in the 'B' category. The Fitch
weighted average rating factor (WARF), as calculated by the
trustee, was 33.4, which is below the maximum covenant of 35.0. The
WARF, as calculated by Fitch under the updated criteria, was 24.7.

High Recovery Expectations: Senior secured obligations comprise
98.9% of the portfolio as calculated by the trustee. Fitch views
the recovery prospects for these assets as more favorable than for
second-lien, unsecured and mezzanine assets. The Fitch WARR
reported by the trustee was 66.4%, against the covenant at 67.9%.

Diversified Portfolio: The portfolio is well-diversified across
obligors, countries and industries. The top 10 obligor
concentration is 12.6%, and no obligor represents more than 1.5% of
the portfolio balance, as reported by the trustee.

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- An increase of the rating default rate (RDR) at all rating
    levels by 25% of the mean RDR and a decrease of the rating
    recovery rate (RRR) by 25% at all rating levels in the
    stressed portfolio will result in downgrades of up to four
    notches, depending on the notes;

-- Downgrades may occur if the build-up of the notes' credit
    enhancement (CE) does not compensate for a larger loss
    expectation than initially assumed due to unexpectedly high
    levels of defaults and portfolio deterioration.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

-- A reduction of the RDR at all rating levels by 25% of the mean
    RDR and an increase in the RRR by 25% at all rating levels in
    the stressed portfolio would result in an upgrade of up to
    four notches, depending on the notes;

-- Except for the tranches already at the highest 'AAAsf' rating,
    upgrades may occur in the case of better than expected
    portfolio credit quality and deal performance that leads to
    higher CE and excess spread available to cover losses in the
    remaining portfolio.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Structured Finance
transactions have a best-case rating upgrade scenario (defined as
the 99th percentile of rating transitions, measured in a positive
direction) of seven notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of seven notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAAsf' to 'Dsf'. Best- and worst-case scenario credit ratings
are based on historical performance.

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset pool
and the transaction. Fitch has not reviewed the results of any
third party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

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

Overall, and together with any assumptions referred to above,
Fitch's assessment of the information relied upon for the agency's
rating analysis according to its applicable rating methodologies
indicates that it is adequately reliable.


PENTA CLO 3: Fitch Gives 'B-(EXP)' Rating to F-R Notes
------------------------------------------------------
Fitch Ratings has assigned Penta CLO 3 DAC's refinancing notes
expected ratings.

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

DEBT              RATING
----              ------
Penta CLO 3 DAC

X-R   LT AAA(EXP)sf   Expected Rating
A-R   LT AAA(EXP)sf   Expected Rating
B-R   LT AA(EXP)sf    Expected Rating
C-R   LT A(EXP)sf     Expected Rating
D-R   LT BBB-(EXP)sf  Expected Rating
E-R   LT BB-(EXP)sf   Expected Rating
F-R   LT B-(EXP)sf    Expected Rating

TRANSACTION SUMMARY

Penta CLO 3 DAC is a securitisation of mainly senior secured
obligations (at least 90%) with a component of corporate rescue
loans, senior unsecured, mezzanine, second-lien loans and
high-yield bonds. Net proceeds from the note issue will be used to
redeem the outstanding rated notes and to fund a portfolio with a
target size of EUR400 million.

The portfolio is managed Partners Group (UK) Management Limited.
The collateralised loan obligation (CLO) envisages a 4.6-year
reinvestment period and an 8.5-year weighted average life (WAL).

KEY RATING DRIVERS

Average Portfolio Credit Quality (Neutral): Fitch assesses the
average credit quality of obligors at 'B'/'B-'. The Fitch weighted
average rating factor (WARF) of the identified portfolio is 26.

Strong Recovery Expectation (Positive): At least 90% of the
portfolio will comprise senior secured obligations. Fitch views the
recovery prospects for these assets as more favourable than for
second-lien, unsecured and mezzanine assets. The Fitch weighted
average recovery rate (WARR) of the identified portfolio is 64.1%.

Diversified Portfolio (Positive): The indicative maximum exposure
of the 10-largest obligors for assigning the expected ratings is
20%. The transaction also includes various concentration limits,
including the maximum exposure to the three-largest Fitch-defined
industries in the portfolio at 40%. These covenants ensure that the
asset portfolio will not be exposed to excessive concentration.

Portfolio Management (Neutral): The transaction has a 4.6-year
reinvestment period and includes reinvestment criteria similar to
those of other European transactions. Fitch's analysis is based on
a stressed-case portfolio with the aim of testing the robustness of
the transaction structure against its covenants and portfolio
guidelines.

Cash flow Modelling (Neutral): The WAL used for the transaction's
stressed portfolio is 12 months less than the WAL covenant to
account for strict reinvestment conditions after the reinvestment
period, including the over-collateralisation and Fitch 'CCC' limit
tests, together with a linearly decreasing WAL covenant. In Fitch's
opinion, these conditions reduce the effective risk horizon of the
portfolio during stress periods.

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- A 25% increase of the mean default rate (RDR) across all
    ratings and a 25% decrease of the recovery rate (RRR) across
    all ratings would result in downgrades of up to five notches
    across the structure.

-- Downgrades may occur if the build-up of the notes' credit
    enhancement following amortisation does not compensate for a
    larger loss expectation than initially assumed, due to
    unexpectedly high levels of defaults and portfolio
    deterioration.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

-- A 25% reduction of the mean RDR across all ratings and a 25%
    increase in the RRR across all ratings would result in
    upgrades of no more than five notches across the structure,
    apart from the class X-R and A-R notes, which are already at
    the highest rating on Fitch's scale and cannot be upgraded.

-- After the end of the reinvestment period, upgrades may occur
    on better-than-expected portfolio credit quality and deal
    performance, leading to higher credit enhancement and excess
    spread available to cover losses in the remaining portfolio.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Structured Finance
transactions have a best-case rating upgrade scenario (defined as
the 99th percentile of rating transitions, measured in a positive
direction) of seven notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of seven notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAAsf' to 'Dsf'. Best- and worst-case scenario credit ratings
are based on historical performance.

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset pool
and the transaction. Fitch has not reviewed the results of any
third-party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

The majority of the underlying assets or risk-presenting entities
have ratings or credit opinions from Fitch and/or other nationally
recognised statistical rating organisations and/or European
securities and markets authority-registered rating agencies. Fitch
has relied on the practices of the relevant groups within Fitch
and/or other rating agencies to assess the asset portfolio
information or information on the risk-presenting entities.

Overall, and together with any assumptions referred to above,
Fitch's assessment of the information relied upon for the agency's
rating analysis according to its applicable rating methodologies
indicates that it is adequately reliable.


PENTA CLO 6: Fitch Affirms 'B-' Rating on Class F-R Notes
---------------------------------------------------------
Fitch Ratings has upgraded Penta CLO 6 DAC's class D-R and E-R
notes and affirmed all other classes. The class B-1-R, B-2-R, C-R,
D-R, E-R and F-R notes were removed from Under Criteria
Observation. The Rating Outlook for all classes is Stable.

     DEBT                 RATING           PRIOR
     ----                 ------           -----
Penta CLO 6 DAC

A-R XS2367155236     LT AAAsf  Affirmed    AAAsf
B-1-R XS2362602596   LT AAsf   Affirmed    AAsf
B-2-R XS2362602679   LT AAsf   Affirmed    AAsf
C-R XS2362602836     LT Asf    Affirmed    Asf
D-R XS2362602919     LT BBBsf  Upgrade     BBB-sf
E-R XS2362603214     LT BBsf   Upgrade     BB-sf
F-R XS2362603560     LT B-sf   Affirmed    B-sf
X-R XS2362601945     LT AAAsf  Affirmed    AAAsf

TRANSACTION SUMMARY

Penta CLO 6 DAC is a cash flow collateralized loan obligation (CLO)
backed by a portfolio of mainly European leveraged loans and bonds.
The transaction is actively managed by Partners Group (UK)
Management Ltd and will exit its reinvestment period in January
2026.

KEY RATING DRIVERS

CLO Criteria Update: The rating actions mainly reflect the impact
of Fitch's recently updated CLOs and Corporate CDOs Rating Criteria
and the shorter risk horizon incorporated into Fitch's updated
stressed portfolio analysis. The analysis considered cash flow
modelling results for the stressed portfolio based on a Fitch
collateral quality matrix specified in the transaction's
documentation.

The transaction has four Fitch collateral quality matrices based on
top 10 obligor concentration limits of 15% and 20% and fixed-rate
collateral obligations limits of 0% and 5%. Fitch's analysis was
based on the matrix specifying a 15% top 10 obligor concentration
limit and a 5% fixed rate collateral obligations limit, as the
agency considered this matrix as the most relevant.

The Stable Outlooks reflect that the notes have sufficient levels
of credit protection to withstand potential deterioration in the
credit quality of the portfolio in stress scenarios commensurate
with the respective classes' ratings.

Deviation from Model-Implied Ratings: The ratings assigned to all
notes, except the class X-R and A-R notes, are one notch below
their respective model-implied ratings. The deviations reflect the
long remaining reinvestment period until January 2026, during which
the portfolio can change due to reinvestment or negative portfolio
migration.

Diversified Portfolio: The portfolio is well-diversified across
obligors, countries and industries. The largest single issuer and
largest 10 issuers in the portfolio represent 1.3% and 10.8% of the
portfolio, respectively.

Stable Asset Performance: The transaction is passing all collateral
quality, portfolio profile and coverage tests. Exposure to assets
with a Fitch-derived rating of 'CCC+' and below is reported by the
trustee at 3.5%, below the 7.5% limit.

'B'/'B-' Portfolio: Fitch assesses the average credit quality of
the obligors to be at the 'B'/'B-' rating level. The trustee
calculated Fitch weighted-average rating factor (WARF) is at 34.2,
below the covenant maximum limit of 37.0. The Fitch calculated WARF
is at 26.1 after applying the updated Fitch CLOs and Corporate CDOs
Rating Criteria.

High Recovery Expectations: 99.5% of the portfolio comprises senior
secured obligations. Fitch views the recovery prospects for these
assets as being more favorable than for second-lien, unsecured and
mezzanine assets. The Fitch weighted-average recovery rate of the
current portfolio is reported by the trustee at 65.6%, compared
with the covenant minimum of 62.6%.

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- An increase of the rating default rate (RDR) at all rating
    levels by 25% of the mean RDR and a decrease of the rating
    recovery rate (RRR) by 25% at all rating levels in the
    stressed portfolio would result in downgrades of up to three
    notches, depending on the notes;

-- Downgrades may occur if the build-up of the notes' credit
    enhancement (CE) following amortization does not compensate
    for a higher loss expectation than initially assumed due to
    unexpected high level of default and portfolio deterioration.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

-- A reduction of the RDR at all rating levels by 25% of the mean
    RDR and an increase in the RRR by 25% at all rating levels in
    the stressed portfolio would result in upgrades of up to five
    notches, depending on the notes;

-- Except for the tranches already at the highest 'AAAsf' rating,
    upgrades may occur in case of better-than-expected portfolio
    credit quality and deal performance, leading to higher CE
    available to cover for losses on the remaining portfolio.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Structured Finance
transactions have a best-case rating upgrade scenario (defined as
the 99th percentile of rating transitions, measured in a positive
direction) of seven notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of seven notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAAsf' to 'Dsf'. Best- and worst-case scenario credit ratings
are based on historical performance.

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset pool
and the transaction. Fitch has not reviewed the results of any
third-party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

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

Overall, and together with any assumptions referred to above,
Fitch's assessment of the information relied upon for the agency's
rating analysis according to its applicable rating methodologies
indicates that it is adequately reliable.


PENTA CLO 9: Fitch Affirms 'B-' Rating on Class F Notes
-------------------------------------------------------
Fitch Ratings has upgraded Penta CLO 9 DAC's class D to E notes and
affirmed the others. The class B through E notes have been removed
from Under Criteria Observation (UCO).

    DEBT                RATING           PRIOR
    ----                ------           -----
Penta CLO 9 DAC

A XS2344756577     LT AAAsf  Affirmed    AAAsf
B-1 XS2344756494   LT AAsf   Affirmed    AAsf
B-2 XS2344756650   LT AAsf   Affirmed    AAsf
C XS2344756734     LT Asf    Affirmed    Asf
D XS2344756817     LT BBBsf  Upgrade     BBB-sf
E XS2344757898     LT BBsf   Upgrade     BB-sf
F XS2344757971     LT B-sf   Affirmed    B-sf

TRANSACTION SUMMARY

Penta CLO 9 DAC is a cash flow CLO comprising mostly senior secured
obligations. The transaction is actively managed by Partners Group
(UK) Management Limited and will exit its reinvestment period in
July 2026.

KEY RATING DRIVERS

CLO Criteria Update: The rating actions mainly reflect the impact
of the recently updated Fitch CLOs and Corporate CDOs Rating
Criteria and the shorter risk horizon incorporated in Fitch's
updated stressed portfolio analysis. The analysis considered cash
flow modelling results for the current and stressed portfolios
based on the 13 January 2022 trustee report.

The rating actions are based on Fitch's updated stressed portfolio
analysis, which applied the agency's collateral-quality matrix
specified in the transaction documentation. The transaction has
four matrices, two of which were used by Fitch combining both
fixed-rate limits (0% and 5%) with a top-10 obligor concentration
limit of 15% as the portfolio's current top-10 obligor
concentration is below 15%.

The weighted average life (WAL) used for the transaction's stressed
portfolio and matrices analysis is 7.5 years after a 12-month
reduction from the WAL covenant to account for structural and
reinvestment conditions after the reinvestment period, including
the satisfaction of the over-collateralisation test and Fitch 'CCC'
limit, together with a progressively decreasing WAL covenant. These
conditions would, in the agency's opinion, reduce the effective
risk horizon of the portfolio during stress periods.

The Stable Outlooks on all notes reflect Fitch's expectation that
all notes have sufficient credit protection to withstand potential
deterioration in the credit quality of the portfolio in stress
scenarios that are commensurate with their ratings. It also
reflects no expected deleveraging as the transaction is still in
the reinvestment period.

Model-Implied Rating Deviation: The ratings of the class B to E
notes are one notch below their model- implied ratings (MIR). The
deviation reflects the remaining reinvestment period till July 2026
during which the portfolio can change significantly due to
reinvestment or negative portfolio migration.

Stable Asset Performance: The transaction's metrics indicate stable
asset performance. The transaction is passing all coverage,
collateral-quality, and portfolio-profile tests. Exposure to assets
with a Fitch-derived rating (FDR) of 'CCC+' and below is 2.1%,
excluding non-rated assets, as calculated by Fitch.

'B'/'B-' Portfolio: Fitch assesses the average credit quality of
the transaction's underlying obligors at 'B'/'B-'. The weighted
average rating factor (WARF) as calculated by the trustee, was
33.76, which is below a maximum covenant of 35. The WARF, as
calculated by Fitch under the updated criteria, was 25.42.

High Recovery Expectations: Senior secured obligations comprise
100% of the portfolio as calculated by the trustee. Fitch views the
recovery prospects for these assets as more favourable than for
second-lien, unsecured and mezzanine assets. The Fitch WARR
reported by the trustee was 64.2%, against a minimum covenant of
61.4%.

Diversified Portfolio: The portfolio is well-diversified across
obligors, countries and industries. The top 10 obligor
concentration is about 10.4%, while the largest obligor represents
about 1.2% of the portfolio balance, as reported by the trustee.

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- An increase of the rating default rate (RDR) at all rating
    levels by 25% of the mean RDR and a decrease of the rating
    recovery rate (RRR) by 25% at all rating levels in the
    stressed portfolio will result in downgrades of up to five
    notches, depending on the notes.

-- Downgrades may occur if the build-up of the notes' credit
    enhancement (CE) does not compensate for a larger loss
    expectation than initially assumed, due to unexpectedly high
    levels of defaults and portfolio deterioration.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

-- A reduction of the RDR at all rating levels by 25% of the mean
    RDR and an increase in the RRR by 25% at all rating levels in
    the stressed portfolio would result in upgrades of up to four
    notches, depending on the notes.

-- Except for the tranche already at the highest 'AAAsf' rating,
    upgrades may occur on better-than- expected portfolio credit
    quality and deal performance that leads to higher CE and
    excess spread available to cover losses in the remaining
    portfolio.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Structured Finance
transactions have a best-case rating upgrade scenario (defined as
the 99th percentile of rating transitions, measured in a positive
direction) of seven notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of seven notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAAsf' to 'Dsf'. Best- and worst-case scenario credit ratings
are based on historical performance.

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset pool
and the transaction. Fitch has not reviewed the results of any
third-party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

The majority of the underlying assets or risk-presenting entities
have ratings or credit opinions from Fitch and/or other nationally
recognised statistical rating organisations and/or European
securities and markets authority-registered rating agencies. Fitch
has relied on the practices of the relevant groups within Fitch
and/or other rating agencies to assess the asset portfolio
information or information on the risk-presenting entities.

Overall, and together with any assumptions referred to above,
Fitch's assessment of the information relied upon for the agency's
rating analysis according to its applicable rating methodologies
indicates that it is adequately reliable.


SEGOVIA EUROPEAN 6-2019: Fitch Raises Class F Notes Rating to 'B'
-----------------------------------------------------------------
Fitch Ratings has upgraded Segovia European CLO 6-2019 DAC's class
D-R, E and F notes and affirmed all other classes. The class B-1-R,
B-2-R, C-1-R, C-2-R, D-R, E and F notes were removed from Under
Criteria Observation (UCO). The Rating Outlook for all classes is
Stable.

     DEBT                RATING           PRIOR
     ----                ------           -----
Segovia European CLO 6-2019 DAC

A-R XS2357554323    LT AAAsf  Affirmed    AAAsf
B-1-R XS2357555130  LT AAsf   Affirmed    AAsf
B-2-R XS2357555726  LT AAsf   Affirmed    AAsf
C-1-R XS2357556450  LT Asf    Affirmed    Asf
C-2-R XS2357557003  LT Asf    Affirmed    Asf
D-R XS2357557771    LT BBBsf  Upgrade     BBB-sf
E XS1975728848      LT BBsf   Upgrade     BB-sf
F XS1975730406      LT Bsf    Upgrade     B-sf

TRANSACTION SUMMARY

Segovia European CLO 6-2019 DAC is a cash flow collateralized loan
obligation (CLO) backed by a portfolio of mainly European leveraged
loans and bonds. The transaction is actively managed by Segovia
Loan Advisors (UK) LLP and will exit its reinvestment period in
October 2023.

KEY RATING DRIVERS

CLO Criteria Update: The rating actions mainly reflect the impact
of Fitch's recently updated CLOs and Corporate CDOs Rating Criteria
and the shorter risk horizon incorporated into Fitch's updated
stressed portfolio analysis. The analysis considered cash flow
modelling results for the stressed portfolio based on Fitch
collateral quality matrices specified in the transaction's
documentation.

The transaction has four Fitch collateral quality matrices based on
top 10 obligor concentration limits of 18% and 23% and fixed rate
collateral obligations limits of 0% and 7.5%. Fitch's analysis was
based on two matrices specifying an 18% top 10 obligor
concentration limit and 0% and 7.5% fixed rate collateral
obligations limits, as the agency considered these matrices as the
most relevant.

The Stable Outlooks reflect that the notes have sufficient levels
of credit protection to withstand potential deterioration in the
credit quality of the portfolio in stress scenarios commensurate
with the respective classes' ratings.

Deviation from Model-Implied Ratings: The ratings assigned to all
notes, except the class A-R notes, are one notch below their
respective model-implied ratings. The deviations reflect the
remaining reinvestment period until October 2023, during which the
portfolio can change due to reinvestment or negative portfolio
migration.

Diversified Portfolio: The portfolio is well-diversified across
obligors, countries and industries. The largest single issuer and
largest 10 issuers in the portfolio represent 1.4% and 12.4% of the
portfolio, respectively.

Stable Asset Performance: The transaction is failing the Fitch CCC
concentration test and passing all other collateral quality,
portfolio profile and coverage tests. Exposure to assets with a
Fitch-derived rating of 'CCC+' and below is reported by the trustee
at 7.98%, breaching the 7.50% limit. This current Fitch 'CCC'
concentration level reflects an improvement from 8.56% as of
Fitch's last rating review in July 2021.

'B'/'B-' Portfolio: Fitch assesses the average credit quality of
the obligors to be at the 'B'/'B-' rating level. The trustee
calculated Fitch weighted-average rating factor (WARF) is at 34.8,
below the covenant maximum limit of 36.0. The Fitch calculated WARF
is at 25.6 after applying the updated Fitch CLOs and Corporate CDOs
Rating Criteria.

High Recovery Expectations: 99.3% of the portfolio comprises senior
secured obligations. Fitch views the recovery prospects for these
assets as being more favorable than for second-lien, unsecured and
mezzanine assets. The Fitch weighted-average recovery rate of the
current portfolio is reported by the trustee at 65.8%, compared
with the covenant minimum of 61.9%.

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- An increase of the rating default rate (RDR) at all rating
    levels by 25% of the mean RDR and a decrease of the rating
    recovery rate (RRR) by 25% at all rating levels in the
    stressed portfolio would result in downgrades of up to four
    notches, depending on the notes;

-- Downgrades may occur if the build-up of the notes' credit
    enhancement (CE) following amortization does not compensate
    for a higher loss expectation than initially assumed due to
    unexpected high level of default and portfolio deterioration.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

-- A reduction of the RDR at all rating levels by 25% of the mean
    RDR and an increase in the RRR by 25% at all rating levels in
    the stressed portfolio would result in upgrades of up to four
    notches, depending on the notes;

-- Except for the tranches already at the highest 'AAAsf' rating,
    upgrades may occur in case of better-than-expected portfolio
    credit quality and deal performance, leading to higher CE
    available to cover for losses on the remaining portfolio.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Structured Finance
transactions have a best-case rating upgrade scenario (defined as
the 99th percentile of rating transitions, measured in a positive
direction) of seven notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of seven notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAAsf' to 'Dsf'. Best- and worst-case scenario credit ratings
are based on historical performance.

DATA ADEQUACY

Segovia European CLO 6-2019 DAC

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset pool
and the transaction. Fitch has not reviewed the results of any
third-party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

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

Overall, and together with any assumptions referred to above,
Fitch's assessment of the information relied upon for the agency's
rating analysis according to its applicable rating methodologies
indicates that it is adequately reliable.




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

PROMSVYAZBANK: Moody's Withdraws Ba2 LongTerm Deposit Ratings
-------------------------------------------------------------
Moody's Investors Service has withdrawn the following ratings of
Promsvyazbank:

Long-term Bank Deposit Ratings of Ba2

Short-term Bank Deposit Ratings of Not Prime

Senior Unsecured Medium-Term Note Program rating of (P)Ba2

Long-term Counterparty Risk Ratings of Ba1

Short-term Counterparty Risk Ratings of Not Prime

Long-term Counterparty Risk Assessment of Ba1(cr)

Short-term Counterparty Risk Assessment of Not Prime(cr)

Baseline Credit Assessment of b3

Adjusted Baseline Credit Assessment of b3

At the time of the withdrawal, the bank's long-term deposit ratings
carried a positive outlook and the bank's issuer outlook was also
positive.

RATINGS RATIONALE

Moody's has decided to withdraw the ratings for its own business
reasons.




===========
T U R K E Y
===========

PETKIM PETROKIMYA: Fitch Alters Outlook on 'B+' FC IDR to Negative
------------------------------------------------------------------
Fitch Ratings has revised two Turkish corporates' Outlooks to
Negative from Stable, following Fitch's recent sovereign rating
action on Turkey.

Fitch has revised the Outlook on Petkim Petrokimya Holdings A.S.'s
(Petkim) Long term Foreign Currency (LT FC) Issuer Default Rating
(IDR) to Negative from Stable, while affirming the 'B+' rating.
Petkim's LT FC IDR is constrained by the Country Ceiling, due to
the company's sizeable exposure to Turkish economy.

Fitch has also revised the Outlooks on Turkiye Petrol Rafinerileri
A.S.'s (Tupras) LT FC and Long-Term Local-Currency (LT LC) IDRs to
Negative from Stable and affirmed the 'B+' ratings. Tupras's LT LC
IDR is constrained by Turkey's LT LC IDR, due to the company's
large domestic operations and significant cash holdings in Turkish
banks due to preferable interest rates. Weakening of the credit
profiles of Turkish banks could also affect Tupras's access to
liquidity sources.

The Outlooks revision follows the downgrade of Turkey's IDRs and
Country Ceiling to 'B+' with Negative Outlooks on Turkey's LT FC
and LC IDRs.

RATING SENSITIVITIES

Petkim:

Factor that could, individually or collectively, lead to positive
rating action/upgrade:

-- The rating is on Negative Outlook, therefore, positive rating
    action is unlikely at least in the short-term. The revision of
    the Outlook to Stable on Turkey would be replicated for the
    company.

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- A downgrade of Turkey's Country Ceiling;

-- Funds from operations (FFO) net sustainably above 3.0x;

-- Prolonged downturn in petrochemical market leading to
    sustained erosion in margins;

-- Aggressive financial policies increasing debt quantum/leading
    to negative free cash flow (FCF) over a sustained period.

Tupras

Factor that could, individually or collectively, lead to positive
rating action/upgrade:

-- The ratings are on Negative Outlook, therefore, positive
    rating action is unlikely at least in the short-term. The
    revision of the Outlook to Stable on Turkey would be
    replicated for the company.

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- Downgrade of Turkey's ratings;

-- FFO net leverage consistently above 5.0x;

-- Worsening liquidity;

-- Consistently negative FCF.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Non-Financial Corporate
issuers have a best-case rating upgrade scenario (defined as the
99th percentile of rating transitions, measured in a positive
direction) of three notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of four notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAA' to 'D'. Best- and worst-case scenario credit ratings are
based on historical performance.


[*] Fitch Cuts IDRs on 8 Turkish Governmental Units to 'B+'
-----------------------------------------------------------
Fitch Ratings has downgraded eight Turkish local and regional
governments' (LRGs) Long-Term Foreign- and Local-Currency Issuer
Default Ratings (IDRs) to 'B+' from 'BB-'. The Outlooks are
Negative.

Under applicable credit rating agency (CRA) regulations, the
publication of the local and regional government reviews is subject
to restrictions and must take place according to a published
schedule, except where it is necessary for CRAs to deviate from the
schedule in order to comply with the CRAs' obligation to issue
credit ratings based on all available and relevant information and
disclose credit ratings in a timely manner.

Fitch interprets this provision as allowing us to publish a rating
review in situations where there is a material change in the
creditworthiness of the issuer that Fitch believes makes it
inappropriate for us to wait until the next scheduled review date
to update the rating or Outlook/Watch status. The next scheduled
review date for Ankara, Antalya, Bursa, Istanbul is May 6, 2022 and
for Izmir, Manisa, Mersin, Mugla May 27, 2022, but Fitch believes
the developments for the issuer warrant such a deviation from the
calendar and Fitch's rationale for this is set out in the first
part (high weight factors) of the Key Rating Drivers section
below.

KEY RATING DRIVERS

The downgrade of the eight Turkish LRGs' IDRs follow the downgrade
of the Turkish sovereign's Long-Term IDRs to 'B+' on February 11,
2022 (see 'Fitch Downgrades Turkey to 'B+'; Outlook Negative), as
the LRGs' ratings are capped by the sovereign ratings.

Fitch also reassessed the 'Expenditure Sustainability' Key Risk
Factor (KRF) to 'Weaker 'from 'Midrange' for all eight Turkish LRGs
due to the high inflationary operating environment, which could
weaken their control over total expenditure growth prospects.
Additionally, Istanbul's 'Liabilities and Liquidity Flexibility'
KRF has been reassessed to 'Weaker' from 'Midrange' due to a
material deterioration in the operating environment, impeding
access to liquidity from international counterparties and leading
to a concentration of counterparty risk below 'BBB-'.

According to Fitch's International Local and Regional Governments
Rating Criteria, a majority of 'Weaker' KRFs in countries rated in
the 'B' category or below leads to a 'Vulnerable' assessment of the
Risk Profile. This has resulted in a reassessment of risk profiles
from 'Weaker' to 'Vulnerable' for Antalya, Bursa, Izmir, Manisa,
Mersin, Mugla and from 'Low Midrange' to 'Vulnerable' for Istanbul.
Fitch has reassessed Ankara's Risk Profile from 'Low Midrange' to
'Weaker' due to the combination of three 'Weaker' and three
'Midrange' KRFs.

The Debt Sustainability (DS ) scores remain 'aaa' for Ankara and
Mugla, 'aa' for Antalya, Bursa, Istanbul, Manisa, Mersin. Izmir's
DS score has been revised to 'aa' from 'aaa'. This reflects that
significant Turkish lira volatility, which depreciated by almost
65% yoy during 2021, pressurised Izmir's DS due its high unhedged
FX exposure (82% of total debt at end-2020). The DS is no longer
commensurate with a 'aaa' assessment in the context of a material
deterioration of the operating environment.

The combination of the new Risk Profiles and DS scores has led to a
downward reassessment of the Standalone Credit Profiles (SCP) for
as follows:

-- Ankara to 'bbb' from 'a'

-- Antalya to 'b+' from 'bb-'

-- Bursa to 'b+' from 'bb'

-- Istanbul to 'b+' from 'bbb-'

-- Izmir to 'b+' from 'bbb'

-- Manisa to 'b+' from 'bb+'

-- Mersin to 'b+' from ' bb'

-- Mugla to 'bb' from 'bbb'

All eight Turkish LRGs IDRs are constrained by the Turkish
sovereign rating, reflecting high fiscal interdependence between
the central government and Turkish LRGs, which results in a
sovereign rating ceiling for their ratings and constrains their
ratings as well as leading to the Negative Outlooks on the LRGs'
IDRs.

DERIVATION SUMMARY

Ankara's SCP is assessed at 'bbb', reflecting a combination of a
'Weaker' risk profile and debt sustainability metrics assessed in
the 'aaa' category. Ankara's IDRs are capped by the Turkish
sovereign rating.

Mugla's SCP is assessed at 'bb', reflecting a combination of a
'Vulnerable' risk profile and debt sustainability metrics assessed
in the 'aaa' category. Mugla's IDRs are capped by the Turkish
sovereign rating.

The SCPs of Antalya, Bursa, Istanbul, Izmir, Manisa and Mersin are
assessed at 'b+', reflecting a combination of a 'Vulnerable' risk
profile and debt sustainability metrics assessed in the 'aa'
category. Their IDRs are aligned with the Turkish sovereign rating.
Istanbul's senior unsecured debt rating moves in tandem with its
IDRs.

The Negative Outlooks on the LRGs reflect that on the sovereign. In
Fitch's assessment, Fitch does not apply extraordinary support from
the upper-tier government or asymmetric risk for any of LRGs under
consideration. Notch-specific SCP positioning factors in peer
comparison.

KEY ASSUMPTIONS

Qualitative assumptions and assessments and their respective change
since the last review on December 6, 2021 for the eight Turkish
LRGs and weight in the rating decision:

Ankara:

-- Risk Profile: Weaker/ lowered with high weight

-- Revenue Robustness: Midrange/unchanged with low weight

-- Revenue Adjustability: Weaker/unchanged with low weight

-- Expenditure Sustainability: Weaker/ lowered with high weight

-- Expenditure Adjustability: Midrange/unchanged with low weight

-- Liabilities and Liquidity Robustness: Midrange/unchanged with
    low weight

-- Liabilities and Liquidity Flexibility: Weaker/unchanged with
    low weight

-- Debt sustainability: 'aaa' category/unchanged with low weight

-- Budget Loans or Ad Hoc Support: N/A, unchanged low weight

-- Asymmetric Risk: N/A, unchanged with low weight

-- Sovereign Cap: B+, lowered with high weight

-- Rating Floor: N/A, unchanged with low weight

Antalya, Bursa and Manisa:

-- Risk Profiles: Vulnerable/lowered with high weight

-- Revenue Robustness: Weaker/unchanged with low weight

-- Revenue Adjustability: Weaker/unchanged with low weight

-- Expenditure Sustainability: Weaker/ lowered with high weight

-- Expenditure Adjustability: Midrange/unchanged with low weight

-- Liabilities and Liquidity Robustness: Weaker/unchanged with
    low weight

-- Liabilities and Liquidity Flexibility: Weaker/unchanged with
    low weight

-- Debt sustainability: 'aa' category, unchanged with low weight

-- Budget Loans or Ad-Hoc Support: N/A, unchanged with low weight

-- Asymmetric Risk: N/A, unchanged with low weight

-- Sovereign Cap: B+, lowered with high weight

-- Rating Floor: N/A, unchanged with low weight

Istanbul:

-- Risk Profile: Vulnerable/ lowered with high weight

-- Revenue Robustness: Midrange/unchanged with low weight

-- Revenue Adjustability: Weaker/unchanged with low weight

-- Expenditure Sustainability: Weaker/ lowered with high weight

-- Expenditure Adjustability: Midrange/unchanged with low weight

-- Liabilities and Liquidity Robustness: Weaker/unchanged with
    low weight

-- Liabilities and Liquidity Flexibility: Weaker/ lowered with
    high weight

-- Debt sustainability: 'aa' category, unchanged with low weight

-- Budget Loans or Ad Hoc Support: N/A, unchanged with low weight

-- Asymmetric Risk: N/A, unchanged with low weight

-- Sovereign Cap: B+, lowered with high weight

-- Rating Floor: N/A, unchanged with low weight

Izmir:

-- Risk Profile: Vulnerable/ lowered with high weight

-- Revenue Robustness: Midrange/unchanged with low weight

-- Revenue Adjustability: Weaker/unchanged with low weight

-- Expenditure Sustainability: Weaker/ lowered with high weight

-- Expenditure Adjustability: Midrange/unchanged with low weight

-- Liabilities and Liquidity Robustness: Weaker/unchanged with
    low weight

-- Liabilities and Liquidity Flexibility: Weaker/unchanged with
    low weight

-- Debt sustainability: 'aa' category, lowered with high weight

-- Budget Loans or Ad Hoc Support: N/A, unchanged with low weight

-- Asymmetric Risk: N/A, unchanged with low weight

-- Sovereign Cap: B+, lowered with high weight

-- Rating Floor: N/A, unchanged with low weight

Mersin:

-- Risk Profile: Vulnerable/lowered with high weight

-- Revenue Robustness: Weaker/unchanged with low weight

-- Revenue Adjustability: Weaker/unchanged with low weight

-- Expenditure Sustainability: Weaker/ lowered high weight

-- Expenditure Adjustability: Midrange/unchanged with low weight

-- Liabilities and Liquidity Robustness: Midrange/unchanged with
    low weight

-- Liabilities and Liquidity Flexibility: Weaker/unchanged with
    low weight

-- Debt sustainability: 'aa' category, unchanged with low weight

-- Budget Loans or Ad Hoc Support: N/A unchanged with low weight

-- Asymmetric Risk: N/A unchanged with low weight

-- Sovereign Cap: B+, lowered with high weight

-- Rating Floor: N/A, unchanged with low weight

Mugla:

-- Risk Profile: Vulnerable/ lowered with high weight

-- Revenue Robustness: Weaker/unchanged with low weight

-- Revenue Adjustability: Weaker/unchanged with low weight

-- Expenditure Sustainability: Weaker/lowered with high weight

-- Expenditure Adjustability: Midrange/unchanged with low weight

-- Liabilities and Liquidity Robustness: Midrange/unchanged with
    low weight

-- Liabilities and Liquidity Flexibility: Weaker/unchanged with
    low weight

-- Debt sustainability: 'aaa' category, unchanged with low weight

-- Budget Loans or Ad Hoc Support: N/A, unchanged with low weight

-- Asymmetric Risk: N/A, unchanged with low weight

-- Sovereign Cap: B+, lowered with high weight

-- Rating Floor: N/A , unchanged with low weight

Quantitative assumptions - issuer-specific: unchanged with low
weight

Fitch's rating case scenario is a "through-the-cycle" scenario,
which incorporates a combination of revenue, cost and financial
risk stresses. It is based on the 2016-2020 figures and 2021-2025
projected ratios.

Quantitative assumptions - sovereign-related (note that no weights
and changes since the last review are included as none of these
assumptions were material to the rating action)

Figures as per Fitch's sovereign data for 2020 and forecast for
2023, respectively:

-- GDP per capita (US dollar, market exchange rate): 8,540; 8,955

-- Real GDP growth (%): 1.8; 4.0

-- Consumer prices (annual average % change): 12.3; 28.2

-- General government balance (% of GDP): -3.9; -4.5

-- General government debt (% of GDP): 39.7; 36.4

-- Current account balance plus net FDI (% of GDP): -4.3; -2.3

-- Net external debt (% of GDP): 26.1; 26.5

-- IMF Development Classification: EM (emerging market)

-- CDS Market-Implied Rating: 'B+'

RATING SENSITIVITIES

Factor that could, individually or collectively, lead to negative
rating action/downgrade:

-- A downgrade of the Turkish sovereigns IDRs or lowered SCP,
    which may result from a material deterioration in DS with a
    debt payback ratio over nine years and weaker secondary debt
    metrics would lead to a downgrade of the LRGs' IDRs.

Factor that could, individually or collectively, lead to positive
rating action/upgrade:

-- A revision of the Outlook on the sovereign to Stable from
    Negative, would lead to a corresponding change of the LRGs'
    Outlooks.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Sovereigns, Public Finance
and Infrastructure issuers have a best-case rating upgrade scenario
(defined as the 99th percentile of rating transitions, measured in
a positive direction) of three notches over a three-year rating
horizon; and a worst-case rating downgrade scenario (defined as the
99th percentile of rating transitions, measured in a negative
direction) of three notches over three years. The complete span of
best- and worst-case scenario credit ratings for all rating
categories ranges from 'AAA' to 'D'. Best- and worst-case scenario
credit ratings are based on historical performance.

ESG CONSIDERATIONS

Unless otherwise disclosed in this section, the highest level of
ESG credit relevance is a score of '3'. This means ESG issues are
credit-neutral or have only a minimal credit impact on the entity,
either due to their nature or the way in which they are being
managed by the entity.


[*] Fitch Cuts Ratings on Notes on 2 Turkish Ports to 'B+'
----------------------------------------------------------
Fitch Ratings has downgraded Limak Iskenderun Uluslararasi Liman
Isletmeciligi's (LimakPort) USD370 million senior secured notes and
Mersin Uluslararasi Liman Isletmeciligi's USD600 million senior
unsecured notes to 'B+' from 'BB-'. The Outlook is Negative.

RATING RATIONALE

The rating action follows the recent downgrade of Turkey's
sovereign Long-Term Issuer Default Rating (IDR) to 'B+' from 'BB-'.
Turkey's sovereign IDR caps the ratings of both LimakPort and
Mersin due to their linkages to the country's economic and
regulatory environment.

KEY RATING DRIVERS

This rating action is driven solely by the downgrade of Turkey's
Long-Term IDR and therefore is not a full review.

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

LimakPort:

-- A downgrade of Turkey's sovereign rating.

Mersin:

-- A significantly unfavourable revision of the current capital
    structure linked to its debt-funded financial policy.

-- A downgrade of Turkey's sovereign rating.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

LimakPort:

-- Positive action on Turkey's sovereign rating.

Mersin:

-- Positive action on Turkey's sovereign rating.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Sovereigns, Public Finance
and Infrastructure issuers have a best-case rating upgrade scenario
(defined as the 99th percentile of rating transitions, measured in
a positive direction) of three notches over a three-year rating
horizon; and a worst-case rating downgrade scenario (defined as the
99th percentile of rating transitions, measured in a negative
direction) of three notches over three years. The complete span of
best- and worst-case scenario credit ratings for all rating
categories ranges from 'AAA' to 'D'. Best- and worst-case scenario
credit ratings are based on historical performance.

ESG CONSIDERATIONS

Unless otherwise disclosed in this section, the highest level of
ESG credit relevance is a score of '3'. This means ESG issues are
credit-neutral or have only a minimal credit impact on the entity,
either due to their nature or the way in which they are being
managed by the entity.




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

BARLEY HILL 2: Moody's Assigns Ba2 Rating to GBP2.4MM E Notes
-------------------------------------------------------------
Moody's Investors Service has assigned definitive ratings to Notes
issued by Barley Hill No.2 PLC:

GBP219M Class A Mortgage Backed Floating Rate Notes due August
2058, Definitive Rating Assigned Aaa (sf)

GBP17.7M Class B Mortgage Backed Floating Rate Notes due August
2058, Definitive Rating Assigned Aa2 (sf)

GBP8.9M Class C Mortgage Backed Floating Rate Notes due August
2058, Definitive Rating Assigned Aa3 (sf)

GBP6.3M Class D Mortgage Backed Floating Rate Notes due August
2058, Definitive Rating Assigned Baa2 (sf)

GBP2.4M Class E Mortgage Backed Floating Rate Notes due August
2058, Definitive Rating Assigned Ba2 (sf)

GBP13.9M Class X Floating Rate Notes due August 2058, Definitive
Rating Assigned Caa2 (sf)

Moody's has not assigned any ratings to the GBP13.4M Class VRR
Mortgage Backed Notes due August 2058 and to the GBP1.3M Class J
Variable Funding Notes due August 2058.

The Notes are backed by a pool of UK residential mortgage loans
originated by The Mortgage Lender Limited ("TML"). The securitised
portfolio consists of 1554 mortgage loans with a current balance of
GBP266.5 million as of January 31, 2022.

RATINGS RATIONALE

The ratings of the Notes are based on an analysis of the
characteristics and credit quality of the underlying mortgage pool,
sector wide and originator specific performance data, protection
provided by credit enhancement, the roles of external
counterparties and the structural features of the transaction.

MILAN CE for this pool is 12.0% and the expected loss is 2.3%.

The expected loss is 2.3%, and is based on Moody's assessment of
the lifetime loss expectation for the pool taking into account: (i)
the current weighted average (WA) LTV of around 68.7%; (ii) the
above average percentage of loans with an adverse credit history;
(iii) the current macroeconomic environment in the UK; (iv) the
historic data does not cover a full economic cycle; and (v)
benchmarking with similar UK Non-conforming transactions.

The MILAN CE for this pool is 12.0% and follows Moody's assessment
of the loan-by-loan information taking into account the following
key drivers: (i) the current WA LTV for the pool of 68.7%; (ii) the
above average percentage of loans with an adverse credit history;
(iii) the share of self-employed borrowers of 50.6% (iv) the
historic data does not cover a full economic cycle; and (v)
benchmarking with similar UK Non-conforming transactions.

At closing, the transaction benefits from amortising liquidity
reserve which is equal to 0.5% of Class A and will amortise
together with the Class A notes. The liquidity reserve fund will be
available to cover senior fees and costs and Class A interest.

Operational Risk Analysis: TML is the servicer in the transaction
whilst U.S. Bank Global Corporate Trust Limited (NR) will be acting
as a cash manager. In order to mitigate the operational risk,
Homeloan Management Limited (NR) will act as a back-up servicer and
Intertrust Management Limited (NR) will act as a back-up cash
manager. To ensure payment continuity over the transaction's
lifetime the transaction documents incorporate estimation language
whereby the cash manager can use the three most recent servicer
reports to determine the cash allocation in case no servicer report
is available.

Interest Rate Risk Analysis: 55.5% of the loans in the pool are
fixed rate loans reverting BBR. The Notes are floating rate
securities with reference to daily SONIA. To mitigate the
fixed-floating mismatch between the fixed-rate asset and floating
liabilities, there will be a scheduled notional fixed-floating
interest rate swap provided by HSBC Bank plc (Aa3(cr)/P-1(cr)).

The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
February 2022.

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

Factors that would lead to an upgrade of the ratings include: (i)
significantly better than expected performance of the pool together
with an increase in credit enhancement of Notes; or (ii) a
deleveraging of the capital structure.

Factors that would lead to a downgrade of the ratings include: (i)
an increase in the level of arrears resulting in a higher level of
losses than forecast; and (ii) economic conditions being worse than
forecast resulting in higher arrears and losses.


BARLEY HILL 2: S&P Assigns BB Rating on Class E Notes
-----------------------------------------------------
S&P Global Ratings assigned ratings to Barley Hill No. 2 PLC's
class A notes and class B-Dfrd to X-Dfrd interest deferrable
notes.

The issuer, Barley Hill No. 2, is an English special-purpose
entity, which S&P considers to be bankruptcy remote. S&P analyzed
its corporate structure in line with its legal criteria. The
transaction documents and legal opinions are in line with its legal
criteria.

Interest on the notes is paid monthly after the first interest
payment date, which will be in March 2022. The rated notes pay
interest equal to compounded daily Sterling Overnight Index Average
(SONIA) plus a class-specific margin, with a further step up in
margin following the step-up date in February 2026. All of the
notes will reach their legal final maturity in August 2058.

Barley Hill No. 2 is a static RMBS transaction that securitizes a
portfolio of owner-occupied mortgage loans secured on properties
located in the U.K. The loans in the pool were originated by The
Mortgage Lender Ltd. (TML).

At closing, the issuer used the issuance proceeds to purchase the
full beneficial interest in the mortgage loans from the seller. The
issuer granted security over all of its assets in the security
trustee's favor.

UK Mortgages Corporate Funding DAC retains an economic interest in
the transaction in the form of a vertical risk retention (VRR) loan
note. The VRR loan note is equal to 5% of the aggregate principal
amount of the class A to X-Dfrd notes and corresponds to 5.30% of
the pool collateral.

S&P's ratings are based on the credit quality of the GBP266 million
pool at the cut-off date of Jan. 31, 2022. Loans were originated
between 2016 and 2020.

S&P considers the collateral to be nonconforming, as the pool
includes complex income borrowers and there is a high exposure to
self-employed borrowers (50.6% of the outstanding balance) and to
first-time buyers (31.2%). In addition, borrowers with prior county
court judgments (CCJs) account for 14.3% of outstanding balance.
Under TML's underwriting policy, loans can be granted to borrowers
with CCJs older than three years, with some exceptions made for
more recent CCJs.

Credit enhancement for the rated notes consists of subordination as
well as excess spread.

Proceeds from the class A to E-Dfrd notes were partly used to fund
the liquidity reserve, as a result these notes are partially
collateralized.

S&P said, "There are no rating constraints in the transaction under
our counterparty, operational risk, or structured finance sovereign
risk criteria. We consider the issuer to be bankruptcy remote in
accordance with our "Legal Criteria: Structured Finance: Asset
Isolation And Special-Purpose Entity Methodology"."

  Ratings

  CLASS       RATING*     CLASS SIZE (%)

  A           AAA (sf)      86.50

  B-Dfrd      AA (sf)        7.00

  C-Dfrd      A (sf)         3.50

  D-Dfrd      BBB- (sf)      2.50

  E-Dfrd      BB (sf)        0.9325

  X-Dfrd      B- (sf)        5.50

  VRR loan note    NR        5.30§

  Class J VFN      NR        N/A†

  Residual certs   NR        N/A

*S&P's ratings address timely receipt of interest and ultimate
repayment of principal on the class A notes, and the ultimate
payment of interest and principal on the other rated notes.

§As a percentage of 95% of the pool for the class A to X-Dfrd
notes. The VRR loan note is equal to 5% of the aggregate principal
amount of the class A to X-Dfrd notes and corresponds to 5.30% of
the pool collateral.

NR--Not rated.

†The class J VFN, which represents an uncommitted facility, had a
principal amount outstanding of GBP1,300,000 on the closing date.

N/A--Not applicable.

VRR--Vertical risk retention.


CAPITAL COOLING: Enters Administration for Third Time
-----------------------------------------------------
Cooling Post reports that beleaguered commercial refrigeration
company Capital Cooling has entered administration for an
astonishing third time in just over four years.

Sarah Collins -- sarah.collins@interpathadvisory.com -- and
Christopher Pole -- chris.pole@interpathadvisory.com -- of
Interpath Ltd were appointed joint administrators of Beheren Ltd,
which trades as Capital Cooling, on Feb. 24, Cooling Post relates.
CEO Steve Steadman resigned his position earlier in the week,
Cooling Post discloses.

Beheren Ltd, a dormant subsidiary company of Capital Cooling's
previous owners, RCapital, had acquired the assets of the business
for GBP4 million in a pre-pack deal from the previous
administrators in July 2020, Cooling Post recounts.

Capital Cooling first went into administration in December 2017
after a number of months of rumoured financial problems and with
debts of over GBP6 million, Cooling Post relays.

Parts of the company's business were subsequently acquired from the
administrators, KPMG, by Sound & Vision 2016, a subsidiary of
London-based private equity company Rcapital Partners LLP, Cooling
Post notes.  It was renamed Capital Cooling Refrigeration Ltd.

"The corporate restructuring will allow Capital Cooling to continue
to operate as normal and build a strong and flourishing business
for the future," Cooling Post quotes a company statement as saying
at the time.  "It will secure jobs, preserve the company's brand,
provide the business with a far stronger balance sheet and protect
the interests of its employees going forward."

Sadly, this wasn't to be the case.  Despite the appointment of
former Viessmann Refrigeration Systems MD Steve Steadman as CEO,
Capital Cooling Refrigeration continued to make losses, according
to Cooling Post.  Then the coronavirus struck, sending Capital
Cooling into administration for a second time in July 2020, Cooling
Post discloses.  A day later, the assets of the business were sold
to Beheren Ltd., Cooling Post notes.

Now the company has been placed into administration for the third
time in a little over four years, Cooling Post discloses.  Details
of its debts have not yet been released.


ELLIOT GROUP: Administrators Ordered to Sell Stalled Site
---------------------------------------------------------
Tom Duffy at Liverpool Echo reports that administrators have been
ordered by a court to sell a stalled site in Liverpool city centre
to a consortium of investors.

Elliot Group scheme Infinity Waters collapsed into administration
in April 2020 along with the Aura and Residence schemes, the ECHO
recounts.

The Elliot Group placed the schemes into administration several
months after the arrest of their owner Elliot Lawless, the ECHO
relates.

Mr. Lawless, from Liverpool, was arrested on suspicion of
conspiracy to defraud, bribery and corruption, the ECHO discloses.
He has denied any wrongdoing.

David Rubin and Partners (DRP) were appointed as administrators
last year, the ECHO states.  DRP has since merged with Begbies
Traynor.

According to the ECHO, the High Court has now ruled that Begbies
Traynor must sell the site to Infinity Development Propco Ltd
(IDPL), a company which represents investors in the scheme.

Liverpool-based property company Legacie had put in a bid to buy
the site.

A spokesperson for IDPL now said that they intended to work to
remove a charge on the site held by the Equity Group Limited, a
Seychelles-based company controlled by Mr. Lawless, the ECHO
notes.

He has previously told the ECHO that Equity Group acquired the site
because it was the contracting party to which the council had
delegated authority to sell.  He also said he had registered the
group in the UK for tax purposes, the ECHO notes.

According to the ECHO, a spokesperson for IDPL said to the ECHO:
"On February 21 2022, our legal team were successful at a hearing
in the High Court, before his Honour Judge Mark Cawson QC, in
obtaining an order for the Infinity Developments site to be sold to
Infinity Development Propco Ltd ( IDPL) rather than Legacie.

"After hearing our barrister's representations, the Judge made an
order in our favour.

"In summary, the order allowed for the Infinity Development Site to
be sold to IDPL free from the legal charge granted to and held by
the second respondent in those proceedings, Virtuoso Investments
Limited.

"The site is to be sold with the following in place: (1) the legal
charge granted to and held by Equity Group Limited ('the EGL
Charge'), (2) the lease granted to Infinity Developments Holdings
Limited, ('the Holdings Lease').  Crucially, however, the terms of
the sale also transfer the rights to challenge the EGL Charge and
the Holdings Lease to IDPL.

"The Judge held that selling the site to IDPL on the terms of its
bid represented a better outcome and therefore better return to
creditors.

"In addition to the above, the Judge also ordered that the three
investor/purchasers who effectively represented the interests of
the wider group would be entitled to recover most of their costs
incurred in relation to the proceedings.

"This is an extremely successful outcome, and our focus will now
move to completing the purchase and taking swift and aggressive
action through the courts to challenge the EGL charge and the
Holdings Lease."

Mr. Lawless unveiled the plans for Infinity Waters in 2016, which
featured a three-tower housing complex off Leeds Street, the ECHO
recounts.

Speaking to the ECHO in 2019, Mr. Lawless said that he began buying
sites on the city's waterfront after launching a building services
company in 2010.

"Paul Cooper and David Rubin were appointed as Joint Administrators
of Infinity Developments Liverpool Limited in March 2020.  The
company owned the development site at Infinity Waters, located in a
prominent position in Liverpool," the ECHO quotes a spokesman for
the administrators as saying.

"The Joint Administrators are pleased to announce that they have
entered into a court approved arrangement to sell the site to the
investor consortium representing the majority of the original
investors into the project.

"This outcome will now pave the way for this well situated
development to realise its full potential to completion creating
best in class apartments in Liverpool."


ETHICAL FORESTRY: GBP50MM+ Paid to Investors, Fraud Probe Ongoing
-----------------------------------------------------------------
Darren Slade at Daily Echo reports that more than GBP50 million has
so far been paid out to people who sunk their money into an
"illegal" Bournemouth-based investment scheme involving Costa Rican
forestry, a report has confirmed.

Ethical Forestry collapsed in 2015 and is still the subject of an
investigation by the Serious Fraud Office, Daily Echo recounts.

The company, which was based in Holdenhurst Road, attracted around
3,500 investors, many of whom ploughed in money from their
self-invested personal pensions (SIPPs), Daily Echo discloses.
Some invested after being cold-called by sales people.

Many were told they owned trees and cropping rights and were even
sent GPS coordinates for trees which they do not in fact own,
liquidators have said, Daily Echo notes.

According to Daily Echo, the latest liquidators' report says the
Financial Services Compensation Scheme has compensated around 2,181
investors to the tune of GBP50.7 million.

Another 78 creditors have lodged claims totalling GBP28.09 million,
with an unknown number of claims still to come in, Daily Echo
states.

According to Daily Echo, liquidators Shane Biddlecombe, Gordon
Johnston and Mark Wilson, of Fortus Recovery Ltd, wrote: "Many
investors were led to believe by the company and its directors that
they had ownership of trees and cropping rights in relation to
trees in Costa Rica and were even given GPS coordinates to their
'trees'.

"However, it is clear that these rights have not been given as they
were not capable of being granted under Costa Rican law.

"Accordingly . . . this investment scheme is being investigated
from a criminal point of view by the authorities.

"For further clarification, this investment scheme was categorised
as an unlawful collective investment scheme (CIS) by the Financial
Conduct Authority, now the Financial Services Authority, and is
subject to ongoing investigation by the Serious Fraud Office."

The report, as cited by Daily Echo, said liquidators were
continuing to consult solicitors in Costa Rica and the UK about the
best way to take control of the Ethical Forestry group of companies
in Costa Rica and sell their assets.

Liquidators were also consulting lawyers about claims against the
directors of Ethical Forestry Ltd., Daily Echo relays.

The liquidators said the Financial Services Compensation Scheme had
paid out GBP50.7 million and would rank as a creditor in the
liquidation process, taking the place of the investors who had been
compensated, Daily Echo notes.

Creditors who have not already been compensated might be able to
claim compensation if they acted on advice from an independent
financial adviser, Daily Echo states.

Otherwise, they would be an unsecured creditor and should submit
proof of debt to the liquidators, according to Daily Echo.

Three directors of Ethical Forestry -- Matthew Pickard, from Poole,
Stephen Greenaway, from Bournemouth, and Paul Laver, from Ferndown
-- were banned as company directors for six years in 2019, Daily
Echo recounts.

The government said they withdrew GBP19 million from the company
through loan accounts, of which GBP7.2 million was taken out after
HMRC began investigating the business's tax liabilities, Daily Echo
relates.


MCCOLL'S RETAIL: In Race to Secure New Funding to Avert Collapse
----------------------------------------------------------------
Mark Kleinman at Sky News reports that McColl's Retail Group, one
of Britain's biggest convenience store chains, is racing to secure
new funding to stave off a collapse that could put thousands of
jobs at risk.

Sky News has learnt that McColl's is working with advisers on
attempts to find a buyer or third parties willing to inject fresh
capital into the business.

According to Sky News, city sources said this weekend that McColl's
had a matter of weeks to secure new funding, with millions of
pounds of its bank debt being sold to hedge funds and few obvious
options to guarantee its future.

EG Group, the petrol stations giant controlled by Mohsin and Zuber
Issa and the private equity firm TDR Capital, is said to have held
discussions about making an offer for McColl's but decided against
doing so earlier this week, Sky News relays, citing people close to
the process.

The company, which is listed on the London Stock Exchange, employs
about 16,000 people, or roughly 6,000 on a full-time equivalent
basis.

It raised GBP30 million from shareholders in a cash call just six
months ago.

McColl's trades from approximately 1,100 convenience stores and
newsagents across Britain, with about 200 of them now trading under
the Morrisons Daily format through a partnership with the
supermarket giant.

Wm Morrison, which agreed to a GBP7 billion sale to the private
equity firm Clayton Dubilier & Rice last year, is understood to be
monitoring McColl's situation closely with a view to possibly
acquiring hundreds of its stores out of insolvency, Sky News
notes.

It is, however, not thought to be in active discussions about a
takeover bid for the company as a whole, Sky News states.

According to Sky News, if McColl's fails to secure new funding and
is forced into administration, it would be the largest insolvency
in the UK retail sector by the size of the workforce since the
collapse of Edinburgh Woollen Mill Group in 2020.

McColl's has endured torrid trading conditions and now has a market
capitalisation of less than GBP20 million, Sky News relates.

The company carries debts of almost GBP170 million, with a lending
syndicate that includes Barclays, HSBC, NatWest Group and Santander
UK, Sky News states.

In recent weeks, however, some of its banks have been trading the
debt, with the hedge fund Silver Point understood to be among those
which have bought into it, Sky News discloses.

Retail industry sources said that McColl's shares were now
effectively "worthless" and that a pre-pack administration or other
forms of insolvency increasingly looked like the most likely
outcome, Sky News notes.


PHARMANOVIA BIDCO: Fitch Alters Outlook on 'B+' LT IDR to Stable
----------------------------------------------------------------
Fitch Ratings has revised the Outlook on Pharmanovia Bidco
Limited's (formerly Atnahs) Long-Term Issuer Default Rating (IDR)
to Stable from Negative and affirmed the IDR at 'B+'. Fitch has
also affirmed Pharmanovia's senior secured debt at 'B+'/'RR4'.

The revision of the Outlook to Stable reflects Fitch's view that
the company's redefined strategy will continue to offer strong
profitability and cash conversion, with greater control around
market access for its specialist generic drug portfolio. The Stable
Outlook assumes a stabilisation of profit margins and a disciplined
approach to M&A targeted to selectively strengthen Pharmanovia's
defined strategic treatment areas.

The 'B+' IDR balances Pharmanovia's limited size and
diversification as well as moderately high leverage with strong
profitability and cash generation.

KEY RATING DRIVERS

Expected Stable Profitability: Fitch anticipates that the company's
greater focus on selective therapeutic areas supported by dedicated
marketing capabilities will lead to a lower, albeit still strong
Fitch-defined EBITDA margin than historically, and relative to
close peers, with an expected margin through to FY25 of around
45%.

Strong Free Cash Flow: The 'B+' IDR remains anchored around
Pharmanovia's strong free cash flow (FCF), which Fitch forecasts at
GBP80 million to GBP100 million from FY23, leading to a FCF margin
of around 28%. Fitch expects FCF to be reinvested in product
additions and portfolio expansion as shareholders pursue their
asset development strategy, rather than towards debt prepayment.
However, Fitch views positively Pharmanovia's strong internal
liquidity, which allows the company to self-fund much of its growth
to sustain operating cash flow as well as maintain adequate
financial flexibility.

Moderately High Financial Leverage: Fitch anticipates total
debt/EBITDA leverage to remain between 4.0x and 5.0x through to
FY25, with a stable deleveraging trend through FCF generation.
These leverage levels are moderate compared with industry peers and
counterbalance the smaller size and more concentrated product
portfolio.

Execution Risks Remain: Pharmanovia's business model depends on
inorganic growth to supplement a regressing existing drug
portfolio. Exercising the same level of discipline previously shown
when targeting product acquisitions will be key to maintaining the
company's credit profile. Some functions brought in-house also
increase execution risks compared with outsourcing, although Fitch
believes this is sufficiently reflected in the rating.

Constrained by Scale: Pharmanovia remains a small-scale
pharmaceutical company, despite recent product additions. Until the
business materially gains scale (e.g. sales above GBP1 billion),
Fitch does not expect an upgrade over the rating horizon to FY25,
even if leverage reduces. Fitch also views the company's narrow
product portfolio as a rating constraint, although Fitch expects
this to improve as the company continues to grow through mid to
large scale acquisitions.

DERIVATION SUMMARY

Fitch rates Pharmanovia based on and conducts peer analysis using
its global navigator framework for innovative pharmaceutical
companies. Fitch considers Pharmanovia's 'B+' rating against other
asset-light scalable niche pharmaceutical companies such as
Cheplapharm Arzneimittel GmbH (B+/Stable), IWH UK Finco Ltd
(Theramex, B/Stable) and Nidda Bondco GmbH (B/Stable). Lack of
business scale and a concentrated brand portfolio, albeit
benefiting from growing product and wide geographic diversification
within each brand, constrain the IDR to the 'B' rating category.

Pharmanovia and Cheplapharm have had almost equally high and stable
operating and cash flow margins, reflecting their asset-light
business models. However, scale, size, and leverage differ, with
Pharmanovia implementing now a more targeted and treatment-focused
strategy.

The difference with lower-rated Theramex is mainly due to the
latter's narrower focus and marketing-intensive operation with
overall weaker operating profitability and cash flow generation
that was further disrupted by the pandemic.

KEY ASSUMPTIONS

-- Sales of existing branded legacy portfolio to decline between
    5%-6% each year through to FY25;

-- M&A of product IPs and commercial infrastructure assets
    projected at around GBP70 million per year from FY22 to FY25
    (funded with internally-generated FCF), with targets acquired
    at an EV/EBITDA multiple of 3.5x, with a forecasted annual
    sales decline of 5% of acquired businesses;

-- EBITDA margin stable at around 45% from FY22 to FY25;

-- Trade working capital outflow of GBP45 million in FY22,
    normalising to an outflow of between GBP5 million-GBP10
    million from FY23 to FY25;

-- Capex (comprising both maintenance and discretionary) of
    between 4%-5% each year;

-- No dividend payments.

KEY RECOVERY RATING ASSUMPTIONS

Pharmanovia's recovery analysis is based on a going-concern (GC)
approach, reflecting the company's asset-light business model
supporting higher realisable values in a distressed scenario
compared with balance-sheet liquidation.

Potential distress could arise primarily from material revenue
contraction following volume losses and price pressure given the
group's exposure to generic pharmaceutical competition, possibly
also in combination with an inability to manage the cost base of a
rapidly growing business.

For the GC EV calculation, Fitch estimates an EBITDA of about GBP70
million. This post-restructuring GC EBITDA reflects organic
portfolio earnings post-distress and implementation of possible
corrective measures. The updated GC EBITDA also takes the
contribution from recently closed acquisitions into account, as
well as a structural shift in the cost structure toward taking some
distribution and marketing functions in-house.

Fitch has applied a 5.0x distressed EV/EBITDA multiple in line with
Pharmanovia's estimated threshold for drug acquisitions, which
would appropriately reflect the company's minimum valuation
multiple before considering value added through portfolio and brand
management.

After deducting 10% for administrative claims, Fitch's principal
waterfall analysis generated a ranked recovery in the 'RR4' band
for the all-senior secured capital structure, comprising the senior
secured term loan B of EUR672 million and the EUR105 million
revolving credit facility, which Fitch assumes to be fully-drawn
prior to distress, and ranking equally among themselves.

This indicates a 'B+'/'RR4' instrument rating for the senior
secured debt with an output percentage based on current metrics and
assumptions at 46% (previously 45%).

RATING SENSITIVITIES

Factor that could, individually or collectively, lead to positive
rating action/upgrade:

-- Fitch does not envisage an upgrade to the 'BB' rating category
    in the medium term until Pharmanovia reaches a more sector
    critical size with revenue in excess of GBP1 billion, combined
    with conservative FFO gross leverage or total debt/operating
    EBITDA at around 4.0x and FCF remaining strong.

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- Unsuccessful management of individual pharmaceutical IP rights
    leading to permanent material loss of revenue and EBITDA, with
   EBITDA margins declining below 45%;

-- (Cash flow from operations - capex)/total net debt falling
    below 5%; and

-- FFO gross leverage or total debt/operating EBITDA sustainably
    above 5.5x, or net leverage above 5.0x, signaling a more
    aggressive financial policy, departure from current
    acquisition principles or operational challenges.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Non-Financial Corporate
issuers have a best-case rating upgrade scenario (defined as the
99th percentile of rating transitions, measured in a positive
direction) of three notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of four notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAA' to 'D'. Best- and worst-case scenario credit ratings are
based on historical performance.

LIQUIDITY AND DEBT STRUCTURE

Comfortable Liquidity: As of September 2021, cash on balance sheet
stood at around EUR47 million, which combined with an unutilised
revolving credit facility of EUR105 million and Fitch's expectation
of consistently positive FCF generation, lead to a comfortable
liquidity position.

The company also benefits from long-dated maturities, albeit
concentrated, with the term loan B maturing in 2026.

ESG Considerations:

Unless otherwise disclosed in this section, the highest level of
ESG credit relevance is a score of '3'. This means ESG issues are
credit-neutral or have only a minimal credit impact on the entity,
either due to their nature or the way in which they are being
managed by the entity.

ISSUER PROFILE

Pharmanovia is a UK-based specialty pharma focused on acquiring and
managing branded off-patent drugs.


STUDIO RETAIL: Bought Out of Administration by Frasers Group
------------------------------------------------------------
Jessica Clark at The Sun reports that Studio Retail Group has been
saved from administration after being bought by Frasers Group.

The online retailer appointed administrators on Feb. 24 after
warning that it was on the brink of collapse, The Sun relates.

It stopped taking orders after failing to secure an emergency GBP25
million loan to keep trading, The Sun discloses.

But Fraser Group, owned by retail tycoon Mike Ashley, has saved the
company from toppling after buying it for GBP26.8 million, The Sun
states.

It means that 1,500 jobs have been saved under the deal, and the
company will be able to start trading again, The Sun notes.


VMS LIVE: Theatr Clwyd Steps In to Help Save Events Venue
---------------------------------------------------------
Andrew Nuttall at NorthWalesLive reports that a North Wales music
and events venue is set to be saved after partnering with a major
local theatre.

In September, VMS Live (Wrexham) Ltd, which operated William Aston
Hall in Wrexham, moved into a state of liquidation, citing "an
incredibly difficult" time for the events industry following the
outbreak of Covid-19, NorthWalesLive recounts.

No events have been held in the venue since March 2020 -- just
before restrictions came into force causing events to be cancelled
or postponed by months at a time, NorthWalesLive notes.

Now, Mold-based Theatr Clwyd has come forward with details of a new
partnership to help the venue rise again, NorthWalesLive
discloses.

Theatr Clwyd and Glyndŵr University say they will protect William
Aston Hall together as a community asset, NorthWalesLive relays.

Over 2022, Theatr Clwyd will be running a limited programme before
a full roster of events returns in 2023, according to
NorthWalesLive.




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

[*] BOND PRICING: For the Week February 21 to February 25, 2022
---------------------------------------------------------------
Issuer                   Coupon    Maturity   Currency  Price
------                   ------    --------   --------  -----

Korian SA                  0.875   03/06/2027    EUR    48.930
Mitsubishi UFJ Investor    3.928  12/15/2050     EUR    44.271
Korian SA                  1.875                 EUR    36.137
Banca Monte dei Paschi d   5.375   1/18/2028     EUR    72.211
Aggregate Holdings SA      6.875   11/09/2025    EUR    59.375
Casino Guichard Perracho   3.992                 EUR    54.780
Delivery Hero SE           2.125   03/10/2029    EUR    73.197
Casino Guichard Perracho   1.413                 EUR    28.781
Banca Monte dei Paschi d   8.000   1/22/2030     EUR    73.835
BAT International Financ   2.250   09/09/2052    GBP    61.542
Arrival SA                 3.500   12/01/2026    USD    66.587
United Kingdom Gilt        0.500  10/22/2061     GBP    74.789
NAK Naftogaz Ukraine via   7.625   11/08/2026    USD    74.849
Moby SpA                   7.750   2/15/2023     EUR    66.699
Carnival PLC               1.000  10/28/2029     EUR    74.867
Accor SA                   0.700   12/07/2027    EUR    50.880
PB International BV        7.625  12/31/2025     USD    52.250
Banca Monte dei Paschi d   8.500   09/10/2030    EUR    75.224
State of North Rhine-Wes   0.950   01/10/2121    EUR    68.143
Voltalia SA                1.000   1/13/2025     EUR    28.299
Global Fashion Group SA    1.250   3/15/2028     EUR    74.912
Paragon GmbH & Co KGaA     4.500   07/05/2022    EUR    51.779
Air France-KLM             0.125   3/25/2026     EUR    16.330
Mallinckrodt Internation   5.750   08/01/2022    USD    51.500
Rallye SA                  4.000   2/28/2030     EUR    16.985
Andrade Gutierrez Intern   9.500  12/30/2024     USD    53.000
MorphoSys AG               0.625  10/16/2025     EUR    73.595
Econocom Group SA/NV       0.500   03/06/2023    EUR     8.036
Union Fenosa Preferentes   1.067                 EUR    69.825
Fuerstenberg Capital II    5.625                 EUR    56.884
Ekosem-Agrar AG            7.500   08/01/2024    EUR    69.186
Rallye SA                  4.371   1/23/2023     EUR    17.518
Mallinckrodt Internation   5.625  10/15/2023     USD    52.938
Shell International Fina   1.750   09/10/2052    GBP    75.861
Nostrum Oil & Gas Financ   7.000   2/16/2025     USD    24.300
Pierre Et Vacances SA      2.000   04/01/2023    EUR    25.385
Offshore Drilling Holdin   8.375   9/20/2020     USD     5.000
Nostrum Oil & Gas Financ   8.000   7/25/2022     USD    27.167
Maisons du Monde SA        0.125   12/06/2023    EUR    47.418
Wirecard AG                0.500   09/11/2024    EUR    11.000
Senvion Holding GmbH       3.875  10/25/2022     EUR     0.799
Rallye SA                  5.250   02/01/2022    EUR    19.320
Orpea SA                   3.000  11/25/2041     EUR    71.974
Mallinckrodt Internation   4.750   4/15/2023     USD    41.000
Neoen SA                   1.875   10/07/2024    EUR    36.103
Aggregate Holdings SA      5.500   5/17/2024     EUR    57.780
Paragon GmbH & Co KGaA     4.000   4/23/2023     CHF    58.000
FF Group Finance Luxembo   1.750   07/03/2019    EUR     3.583
Intelsat Jackson Holding   8.500  10/15/2024     USD    45.500
Nexity SA                  0.250   03/02/2025    EUR    64.154
Intelsat Jackson Holding   5.500   08/01/2023    USD    42.750
Quadient SA                3.375                 EUR    57.545
HOCHDORF Holding AG        2.500                 CHF    52.769
Yell Bondco PLC            8.500   05/02/2023    GBP    69.786
Slovenia Government Bond   0.688   03/03/2081    EUR    68.390
Societe Du Grand Paris E   0.700  10/15/2060     EUR    75.878
Hylea Group SA             7.250   12/01/2022    EUR     6.000
Metro Bank PLC             5.500   6/26/2028     GBP    64.390
Intu Debenture PLC         5.562  12/31/2027     GBP    40.583
Mallinckrodt Internation   5.500   4/15/2025     USD    53.500
Intelsat Luxembourg SA     8.125   06/01/2023    USD     0.550
Neoen SA                   2.000   06/02/2025    EUR    47.392
Genfit                     3.500  10/16/2025     EUR    25.587
Basque Government          1.375  10/31/2070     EUR    69.483
Andrade Gutierrez Intern  11.000   8/20/2021     USD    57.560
FIGEAC-AERO                1.125  10/18/2022     EUR    22.283
EYEMAXX Real Estate AG     5.500   4/26/2023     EUR     4.937
Intelsat Jackson Holding   9.750   7/15/2025     USD    44.500
Intelsat Connect Finance   9.500   2/15/2023     USD    15.750
Rallye SA                  3.400   1/31/2022     EUR    19.251
Deutsche Lichtmiete AG     5.250   09/01/2025    EUR    13.250
Deutsche Lichtmiete AG     5.250   02/01/2027    EUR    14.000
Nexity SA                  0.875   4/19/2028     EUR    54.333
Turkey Government Bond    11.000   2/24/2027     TRY    68.550
Claranova SE               5.000   07/01/2023    EUR     1.090
Societe Nationale SNCF S   1.000   1/19/2061     EUR    76.251
Rallye SA                  3.250   02/08/2024    CHF    19.585
Travelex Financing PLC     8.000   5/15/2022     EUR     1.828
Rickmers Holding AG        8.875   06/11/2018    EUR     0.818
Scandinavian Airlines Sy   0.625                 CHF    19.450
Transcapitalbank JSC Via  10.000                 USD    68.500
EA Partners II BV          6.750   06/01/2021    USD     0.705
Deutsche Lichtmiete AG     5.750   12/01/2023    EUR    12.784
Hellenic Bank PCL         10.000                 EUR    58.021
Thomas Cook Group PLC      6.250   6/15/2022     EUR     0.510
O1 Properties Finance PL   0.500   9/27/2028     USD    11.769
Deutsche Lichtmiete Fina   5.750   01/01/2023    EUR    14.000
Pentracor GmbH             8.500   5/29/2025     EUR    22.000
Turkey Government Bond     8.000   03/12/2025    TRY    71.600
Debenhams PLC              5.250   7/15/2021     GBP     0.500
Virgolino de Oliveira Fi  11.750   02/09/2022    USD     0.010
Intelsat SA                4.500   6/15/2025     USD    15.000
Air Berlin PLC             6.750   05/09/2019    EUR     0.502
Koninklijke Luchtvaart M   0.750                 CHF    21.000
Banco Espirito Santo SA    7.125  11/28/2023     EUR     0.510
Lloyds Bank PLC            0.352   4/26/2033     USD    69.666
Rallye SA                  4.000  11/23/2020     CHF    14.360
Air Berlin PLC             8.250   4/19/2018     EUR     0.789
Galapagos Holding SA       7.000   6/15/2022     EUR     0.500
Lehman Brothers UK Capit   5.125                 EUR    35.000
Privatbank CJSC Via UK S  10.250   1/23/2018     USD     4.394
UkrLandFarming PLC        10.875   3/26/2018     USD     1.648
Bourbon Corp               8.305                 EUR     0.596
Fuerstenberg Capital Ers   1.020                 EUR    55.442
Immigon Portfolioabbau A   5.772                 EUR    12.030
DOF Subsea AS              8.810  11/27/2023     NOK    29.589
Hamon & CIE SA             3.300   1/31/2035     EUR    46.000
Intelsat Luxembourg SA     7.750   06/01/2021    USD     0.098
EYEMAXX Real Estate AG     5.500   9/24/2024     EUR     4.937
Hellenic Republic Govern   2.085   7/25/2057     EUR    43.458
Norddeutsche Landesbank-   7.490                 EUR    60.575
OGX Austria GmbH           8.500   06/01/2018    USD     0.002
PREOS Global Office Real   7.500   12/09/2024    EUR    66.000
EDOB Abwicklungs AG        7.500   04/01/2012    EUR     2.248
Officine Maccaferri-SpA    5.750   06/01/2021    EUR    17.334
Autonomous Community of    2.965   09/08/2039    JPY    67.336
Republic of Ireland Inte   1.200   4/15/2120     EUR    74.427
Thomas Cook Finance 2 PL   3.875   7/15/2023     EUR     0.538
Yuksel Insaat AS           9.500   11/10/2015    USD     0.102
Stichting Afwikkeling On   6.250  10/26/2020     EUR     5.375
International Industrial   9.000   07/06/2011    EUR     0.052
Virgolino de Oliveira Fi  10.500   1/28/2018     USD     0.715
Jain International Tradi   7.125   3/31/2026     USD    28.000
Alno AG                    8.500   5/14/2018     EUR    17.913
Green City Energy Kraftw   4.000  12/30/2026     EUR   109.484
EA Partners I BV           6.875   9/28/2020     USD     0.770
Societe Centrale des Boi   2.500   5/15/2023     EUR     6.880
Ziton A/S                  7.900   10/03/2022    EUR    70.000
Stichting Afwikkeling On  11.250                 EUR     0.416
Mitsubishi UFJ Investor    3.687  12/30/2099     EUR     5.000
Basque Government          1.000  10/31/2050     EUR    75.273
Bilt Paper BV             10.360                 USD     1.267
Praktiker AG               5.875   02/10/2016    EUR     0.069
Bank Gospodarstwa Krajow   2.375  11/27/2040     PLN    70.240
FF Group Finance Luxembo   3.250   11/02/2021    CHF     8.249
Dexia Credit Local SA      1.206                 EUR     3.067
OGX Austria GmbH           8.375   04/01/2022    USD     0.002
Elli Finance UK PLC        8.750   6/15/2019     GBP    64.555
Allied Irish Banks PLC    12.500   6/25/2035     GBP    61.249
Avangardco Investments P  10.000  10/29/2018     USD     0.348
Tresu Investment Holding   5.000   02/02/2025    EUR    48.788
Jain International Tradi   7.125   02/01/2022    USD    22.415
Norwegian Air Shuttle AS   5.000   02/07/2023    SEK    41.410
Privatbank CJSC Via UK S  11.000   02/09/2021    USD     1.000
DOF Subsea AS              9.500   3/14/2022     USD    29.838
Verimatrix SA              6.000   6/29/2022     EUR     3.789
EYEMAXX Real Estate AG     5.500   7/22/2025     EUR    75.000
Hellas Telecommunication   6.054   1/15/2015     USD     0.001
Windreich GmbH             6.500   7/15/2016     EUR     4.475
LBI ehf                    6.100   8/25/2011     USD    10.598
Barclays Bank PLC         12.000   9/24/2025     TRY    65.629
Aralco Finance SA         10.125   05/07/2020    USD     3.137
Alitalia-Societa Aerea I   5.250   7/30/2020     EUR     0.100
Solarworld AG              9.691   2/24/2019     EUR    19.897
Air Berlin PLC             5.625   05/09/2019    CHF     0.636
Espirito Santo Financial   6.875  10/21/2019     EUR     0.244
Bank Otkritie Financial   10.000   4/26/2019     USD     9.032
Banco Espirito Santo SA    2.302                 EUR     0.236
Hema Bondco II BV          8.500   1/15/2023     EUR     0.105
EOS Imaging SA             6.000   5/31/2023     EUR     7.250
German Pellets GmbH        7.250  11/27/2019     EUR     1.949
Lloyds Bank PLC            1.836  10/25/2033     USD    69.619
Orient Express Bank PJSC   2.000                 USD    54.787
Offshore Drilling Holdin   8.375   9/20/2020     USD     5.000
Russian Federal Bond - O   0.250   7/20/2044     RUB    12.450
Communaute Francaise de    0.782   02/08/2061    EUR    72.678
Caixa Economica Montepio   5.000                 EUR    25.000
WD Invest Sarl             1.900   10/02/2024    EUR    11.279
Sberbank of Russia PJSC    0.615   06/10/2024    USD    73.932
Veneto Banca SpA           9.878   12/01/2025    EUR     0.571
Banca Popolare di Vicenz   9.500   9/29/2025     EUR     0.049
Phosphorus Holdco PLC     10.000   04/01/2019    GBP     1.934
Andrade Gutierrez Intern   9.500  12/30/2024     USD    52.750
SAS AB                     4.377                 SEK    27.944
Lehman Brothers UK Capit   3.875                 EUR    35.000
Lloyds Bank PLC            1.836   4/25/2034     USD    73.550
ESFIL-Espirito Santo Fin   5.250   06/12/2015    EUR     0.111
Havila Shipping ASA        5.460   01/02/2025    NOK    25.319
Lloyds Bank PLC            2.380  11/27/2033     USD    67.238
Fuerstenberg Capital Dri   1.609                 EUR    58.241
Deutsche Bank AG/London    1.625  10/31/2034     USD    68.648
Espirito Santo Financial   3.125   12/02/2018    EUR     0.288
Banco Espirito Santo SA    6.875   7/15/2016     EUR    24.500
Cirio Holding Luxembourg   6.250   2/16/2004     EUR     0.723
Dexia SA                   1.230                 EUR     2.916
EFG International AG       0.551                 EUR    70.501
Cooperatieve Rabobank UA   0.500   7/30/2043     MXN    15.883
Sairgroup Finance BV       4.375   06/08/2006    EUR     1.568
Banco Espirito Santo SA    2.122                 EUR     0.094
Senivita Social Estate A   4.000   05/12/2025    EUR     7.010
Green City Energy Kraftw   4.750  12/30/2023     EUR   100.063
Barclays Bank PLC          0.652   4/19/2033     USD    70.856
Lehman Brothers UK Capit   6.900                 USD     3.986
KTG Agrar SE               7.125   06/06/2017    EUR     1.868
Nostrum Oil & Gas Financ   8.000   7/25/2022     USD    27.330
Corporate Commercial Ban   8.250   08/08/2014    USD     0.308
OR PJSC                   12.000   9/22/2022     RUB    46.590
Enertronica Santerno SpA   7.000  12/31/2022     EUR    67.500
Ghelamco Invest            4.500   5/23/2022     EUR    40.010
REM Saltire Holding AS     7.000  12/31/2024     NOK    51.784
Kommunekredit              0.500   7/30/2027     TRY    20.737
International Industrial  11.000   2/19/2013     USD     0.052
Raiffeisen Centrobank AG  10.500   9/22/2022     EUR    49.550
Cirio Finanziaria SpA      8.000  12/21/2005     EUR     0.832
Island Offshore Shiphold   6.230   6/30/2022     NOK     4.539
Barclays Bank PLC          1.092   7/28/2034     USD    67.445
Norske Skogindustrier AS   7.000  12/30/2026     EUR     0.010
niiio finance group AG     4.000   5/31/2026     EUR    51.000
Intelsat Jackson Holding   8.500  10/15/2024     USD    44.823
Bank Nadra Via NDR Finan   8.250   7/31/2018     USD     0.208
Rallye SA                  1.000   10/02/2020    EUR    21.738
Mallinckrodt Internation   5.500   4/15/2025     USD    57.750
Societe Nationale SNCF S   1.280   3/27/2120     EUR    71.860
Agrokor dd                 9.875   05/01/2019    EUR    15.000
Barclays Bank PLC          1.089   9/29/2034     USD    65.368
Windreich GmbH             6.500   03/01/2015    EUR     4.475
Cooperatieve Rabobank UA   0.500  10/30/2043     MXN    15.381
Waste Italia SpA          10.500  11/15/2019     EUR     0.550
Andrade Gutierrez Intern  11.000   8/20/2021     USD    57.560
Norske Skogindustrier AS   7.125  10/15/2033     USD     0.010
Saleza AS                  9.000   07/12/2021    EUR     0.203
Mallinckrodt Internation   5.750   08/01/2022    USD    56.063
Raiffeisen Schweiz Genos   4.800   04/07/2022    EUR    63.040
UBS AG/London             13.250   05/04/2022    USD    43.000
Joh Friedrich Behrens AG   6.250   6/18/2024     EUR    29.250
Ukraine Government Bond    6.000   1/28/2032     UAH    49.676
New World Resources NV     4.000   10/07/2020    EUR     0.524
Hellas Telecommunication   8.500  10/15/2013     EUR     0.834
SG Issuer SA               5.500   1/20/2025     SEK    75.860
Civitas Properties Finan   4.000  11/24/2022     EUR    65.000
New World Resources NV     8.000   04/07/2020    EUR     0.488
Norwegian Air Shuttle AS   6.375  11/15/2024     USD    47.132
Lloyds Bank PLC            0.444   7/29/2033     USD    65.660
Lehman Brothers UK Capit   5.750                 EUR     7.000
Windreich GmbH             6.250   03/01/2015    EUR     4.475
Sidetur Finance BV        10.000   4/20/2016     USD     0.770
Finmek International SA    7.000   12/03/2004    EUR     2.193
Depfa Funding II LP        6.500                 EUR    58.625
Bank Vontobel AG          15.000   11/07/2022    EUR    50.300
Portugal Telecom Interna   6.250   7/26/2016     EUR     0.285
Virgolino de Oliveira Fi  11.750   02/09/2022    USD     0.797
Veragold Mining Co GmbH    5.000  12/31/2022     EUR    52.000
Cooperatieve Rabobank UA   0.500   1/31/2033     MXN    40.245
Espirito Santo Financial   9.750  12/19/2025     EUR     0.283
Norske Skogindustrier AS   2.000  12/30/2115     EUR     0.113
Grupo Isolux Corsan SA     1.000  12/30/2021     EUR     0.104
Region Wallonne Belgium    0.850   1/26/2071     EUR    71.157
OR PJSC                   11.500   7/28/2024     RUB    38.000
TMK PJSC                   7.350   2/28/2025     RUB    62.000
Irish Bank Resolution Co   0.566   6/21/2016     EUR     0.500
Deutsche Bank AG/London    1.780   8/28/2034     USD    65.738
Futureal Development Hol   3.500  11/16/2036     HUF    74.000
Tennor Finance BV          5.750   6/17/2024     EUR    75.000
Agrokor dd                 8.875   02/01/2020    USD    15.000
Republic of Ireland Inte   0.740  11/27/2120     EUR    67.948
Agrokor dd                 8.875   02/01/2020    USD    15.000
Mallinckrodt Internation   5.625  10/15/2023     USD    57.280
Barclays Bank PLC          0.035   6/17/2033     USD    72.020
CBo Territoria             3.750   07/01/2024    EUR #N/A N/A
Ministeries Van de Vlaam   0.634  11/19/2060     EUR    73.647
CRC Breeze Finance SA      6.110   05/08/2026    EUR    31.541
Cirio Finance Luxembourg   7.500   11/03/2002    EUR     1.650
Barclays Bank PLC          1.032   3/21/2033     USD    70.338
Bulgaria Steel Finance B  12.000   05/04/2013    EUR     0.216
Credit Suisse AG/London   20.000   11/05/2024    USD    50.500
Privatbank CJSC Via UK S  10.875   2/28/2018     USD     7.866
Norske Skog Holding AS     8.000   2/24/2021     EUR     0.006
Kardan NV                  6.325   2/21/2021     ILS    12.250
Banco Espirito Santo SA    6.900   6/28/2024     EUR    24.495
BNG Bank NV               10.010   6/17/2025     TRY    62.915
Banca Popolare di Vicenz   2.821  12/20/2017     EUR     0.100
Alno AG                    8.000   3/21/2019     EUR    16.000
Yell Bondco PLC            8.500   05/02/2023    GBP    69.786
Virgolino de Oliveira Fi  10.500   1/28/2018     USD     0.715
Bank Julius Baer & Co Lt  13.250   01/05/2023    USD    48.100
Alpine Holding GmbH        6.000   5/22/2017     EUR     3.084
Region Wallonne Belgium    1.150   09/02/2120    EUR    72.462
Single Platform Investme   1.548  10/31/2050     EUR    61.020
Virgolino de Oliveira Fi  10.875   1/13/2020     USD    36.000
Erotik-Abwicklungsgesell   7.750   07/09/2019    EUR     0.779
Barclays Bank PLC          0.836   4/25/2034     USD    72.553
Intelsat Connect Finance   9.500   2/15/2023     USD    17.000
Finance and Credit Bank    9.250   1/25/2019     USD     0.137
Havila Shipping ASA        4.710   01/02/2025    NOK    40.000
DekaBank Deutsche Giroze   7.650   03/10/2023    EUR    47.500
SG Issuer SA               8.800   7/20/2023     SEK    73.260
Sibur Holding PAO          1.500   10/02/2031    USD    70.650
Stichting Afwikkeling On   2.197                 EUR     0.416
SiC Processing GmbH        7.125   03/01/2016    EUR     2.427
Banco Santander SA         1.815                 EUR     1.666
Cooperatieve Rabobank UA   0.500  11/30/2027     MXN    62.445
Lloyds Bank PLC            1.376   07/05/2033    USD    74.680
Elli Investments Ltd      12.250   6/15/2020     GBP    52.250
Joh Friedrich Behrens AG   7.750   11/11/2020    EUR    29.500
Sibur Holding PAO          1.500   10/01/2032    USD    67.600
Nostrum Oil & Gas Financ   7.000   2/16/2025     USD    25.340
Stichting Afwikkeling On   6.625   5/14/2018     EUR     5.375
Barclays Bank PLC          1.444  10/30/2034     USD    72.124
Cirio Del Monte NV         7.750   3/14/2005     EUR     0.352
Credit Suisse AG           7.000  10/28/2022     USD    10.120
SG Issuer SA               8.410   1/20/2027     SEK    59.170
Intelsat Luxembourg SA    12.500  11/15/2024     USD    65.750
Ukraine Government Bond    8.750   2/16/2033     UAH    62.113
Republic of Belarus Inte   6.200   2/28/2030     USD    74.650
Sibur Holding PAO          1.500   10/02/2030    USD    73.710
Deutsche Bank AG/London    1.796   6/30/2034     USD    66.436
Alpine Holding GmbH        5.250   07/01/2015    EUR     3.084
Barclays Bank PLC          1.072  12/30/2030     USD    72.635
Agrokor dd                 9.125   02/01/2020    EUR    15.000
A-TEC Industries AG        8.750  10/27/2014     EUR     0.100
Rena GmbH                  7.000  12/15/2015     EUR     2.096
Moby SpA                   7.750   2/15/2023     EUR    66.699
Region de Bruxelles-Capi   0.845   9/30/2059     EUR    76.007
Vneshprombank Ltd Via VP   9.000  11/14/2016     USD     0.078
ECM Real Estate Investme   5.000   10/09/2011    EUR    15.375
Depfa Funding III LP       0.235                 EUR    82.821
Agrokor dd                 9.875   05/01/2019    EUR    15.000
Steilmann SE               7.000   9/23/2018     EUR     1.429
OGX Austria GmbH           8.500   06/01/2018    USD     0.002
Turkey Government Intern   4.875   4/16/2043     USD    71.610
Commerzbank AG             0.060  11/19/2029     EUR    69.501
Windreich GmbH             6.750   03/01/2015    EUR     4.475
OR PJSC                   11.000  12/29/2024     RUB    31.800
Sairgroup Finance BV       6.625   10/06/2010    EUR     1.568
Portugal Telecom Interna   5.242   11/06/2017    EUR     0.694
German Pellets GmbH        7.250   04/01/2016    EUR     1.949
Barclays Bank PLC          2.812   5/30/2034     USD    70.822
Green City Energy Kraftw   5.000  12/31/2036     EUR   132.904
Elli Investments Ltd      12.250   6/15/2020     GBP    52.250
Espirito Santo Financial   5.050  11/15/2025     EUR     0.283
JP Morgan Structured Pro  11.000  12/30/2026     ZMW    67.712
SG Issuer SA               6.500   1/20/2025     SEK    68.880
Barclays Bank PLC          0.956   3/28/2033     USD    70.859
Del Monte Finance Luxemb   6.625   5/24/2006     EUR     4.343
NTRP Via Interpipe Ltd    10.250   08/02/2017    USD    29.500
Leonteq Securities AG/Gu   8.510   5/27/2022     USD    33.020
Credit Suisse AG/London #N/A N/A   8/18/2022     USD     9.500
Cooperatieve Rabobank UA   0.500  10/29/2027     MXN    63.316
OGX Austria GmbH           8.375   04/01/2022    USD     0.002
Grupo Isolux Corsan SA     6.000  12/30/2021     EUR     0.192
Barclays Bank PLC          3.800   9/30/2031     USD    70.568
Solon SE                   1.375   12/06/2012    EUR     0.745
Resa SA/Belgium            1.950   7/22/2036     EUR    50.010
Barclays Bank PLC          0.500   1/28/2033     MXN    37.146
KTG Agrar SE               7.250  10/15/2019     EUR     1.868
Gebr Sanders GmbH & Co K   8.750  10/22/2018     EUR     9.375
Green City Energy Kraftw   5.750  12/30/2033     EUR   100.044
Rio Forte Investments SA   4.000   7/22/2014     EUR     4.333
Bank Otkritie Financial   10.000   4/26/2019     USD     9.032
Deutsche Bank AG/London    2.952  11/26/2034     USD    80.500
getgoods.de AG             7.750   10/02/2017    EUR     0.527
Turkey Government Bond     1.500   10/09/2024    TRY    63.052
International Finance Fa   0.500   6/29/2027     ZAR    65.292
OR PJSC                   12.000  11/14/2024     RUB    36.100
Region de Bruxelles-Capi   0.562  12/23/2065     EUR    67.781
Kingdom of Belgium Gover   0.650   6/22/2071     EUR    72.342
Steilmann SE               7.000   03/09/2017    EUR     1.429
Tonon Luxembourg SA       12.500   5/14/2024     USD     0.399
Alpine Holding GmbH        5.250   06/10/2016    EUR     3.084
Societe Generale SA       20.000   03/02/2022    USD    59.875
Barclays Bank PLC          1.268   3/28/2034     USD    73.314
Barclays Bank PLC          3.392   8/31/2031     USD    72.347
Kingdom of Belgium Gover   0.558   9/24/2077     EUR    70.058
Rena GmbH                  8.250   07/11/2018    EUR     2.096
Barclays Bank PLC          0.433   3/14/2023     USD     9.747
Credit Suisse AG/London   10.000   6/16/2022     USD    56.660
Intelsat Jackson Holding   9.750   7/15/2025     USD    43.870
Peine GmbH                 2.000   07/05/2023    EUR    44.500
Deutsche Agrar Holding G   7.250   9/28/2018     EUR     0.812
Ukraine Government Bond    6.000   1/14/2026     UAH    71.068
BOA Offshore AS            0.409   7/17/2047     NOK     5.257
Barclays Bank PLC          1.450   9/24/2038     MXN    31.882
RUSAL Bratsk OJSC          0.010   04/07/2026    RUB    65.680
Deutsche Bank AG           0.687   10/11/2049    EUR    57.285
DekaBank Deutsche Giroze   7.050   4/28/2023     EUR    65.440
Ukraine Government Bond    6.000  12/24/2025     UAH    71.455
Dolphin Drilling ASA       4.490   8/28/2019     NOK     0.644
Elli Finance UK PLC        8.750   6/15/2019     GBP    64.555
Norske Skog Holding AS     8.000   2/24/2021     EUR     0.006
Pescanova SA               5.125   4/20/2017     EUR     0.319
SG Issuer SA               0.263   2/20/2025     EUR    19.730
Barclays Bank PLC          5.000   11/01/2029    BRL    63.795
Ukraine Government Bond    8.310   11/10/2034    UAH    57.151
Region de Bruxelles-Capi   0.444   3/19/2057     EUR    66.740
Sequa Petroleum NV         5.000   4/29/2020     USD    30.250
Air Berlin Finance BV      8.500   03/06/2019    EUR     0.338
BrokerCreditService Stru   1.299   12/06/2031    USD    75.204
Societe Generale SA       20.000   2/29/2024     USD    17.600
Societe Generale Effekte   4.000  11/22/2022     USD    67.700
Irish Bank Resolution Co   6.750  11/30/2013     BGN    33.250
Lloyds Bank PLC            0.500   7/26/2028     MXN    59.393
Kingdom of Belgium Gover   0.459   7/23/2079     EUR    65.878
UBS AG/London             14.750   2/17/2023     CHF    51.150
Wingholding Zrt            3.000   9/22/2031     HUF #N/A N/A
Credit Suisse AG/London    4.450   6/28/2023     USD     9.350
SG Issuer SA               6.940   1/20/2025     SEK    70.990
Region de Bruxelles-Capi   0.650   2/15/2061     EUR    74.660
Golden Gate AG             6.500   10/11/2014    EUR    35.100
State of Lower Austria     0.550  11/13/2080     EUR    74.712
Eiendomskreditt AS         2.600   9/17/2029     NOK    70.904
WPE International Cooper  10.375   9/30/2020     USD     5.000
JP Morgan Structured Pro  12.000   01/04/2027    ZMW #N/A N/A
SG Issuer SA               8.700   1/20/2025     SEK    57.080
DekaBank Deutsche Giroze  11.200  12/23/2022     EUR    63.940
EFG International Financ  11.120  12/27/2024     EUR    49.270
Ukraine Government Bond    8.750   11/10/2032    UAH    61.786
Credito Padano Banca di    3.100                 EUR    33.854
State of Mecklenburg-Wes   0.239  11/17/2070     EUR    73.560
German Pellets GmbH        7.250   07/09/2018    EUR     1.949
AlphaNotes ETP Dac         0.010   09/09/2029    USD    69.837
SG Issuer SA               0.021   8/15/2033     EUR    18.230
Skandinaviska Enskilda B   9.500   7/17/2023     SEK    70.170
Ukraine Government Bond    5.000   2/20/2032     UAH    44.703
MTS-Bank PAO               9.500  10/28/2029     RUB    44.710
Norske Skogindustrier AS   7.125  10/15/2033     USD     0.010
SG Issuer SA               8.300   7/21/2025     SEK    66.370
Credit Suisse AG/London    7.370  12/28/2022     USD     9.730
Credit Suisse AG/London    4.600   3/31/2023     USD     9.580
Credit Suisse AG/London    4.600   11/09/2022    USD     9.653
Luzerner Kantonalbank AG  23.000   06/07/2022    CHF    36.350
WEB Windenergie AG         4.000  12/17/2025     EUR     0.010
Credit Suisse AG           0.500  12/16/2025     BRL    64.054
International Bank of Az   8.250   10/09/2024    USD    60.375
Northland Resources AB     4.000  10/15/2020     USD     0.271
Kingdom of Belgium Gover   0.675   07/07/2080    EUR    74.295
Erste Group Bank AG        6.250   02/01/2026    EUR    74.850
EFG International Financ   7.000   4/20/2022     USD    48.140
Pongs & Zahn AG            8.500   11/01/2014    EUR     0.030
Sberbank CIB JSC           0.010   01/04/2030    RUB    50.426
Ukraine Government Bond    8.120   11/10/2035    UAH    55.164
Cooperatieve Rabobank UA   0.500   8/21/2028     MXN    58.773
Phosphorus Holdco PLC     10.000   04/01/2019    GBP     1.934
DZ Bank AG Deutsche Zent  19.400   3/25/2022     EUR    48.960
City of Predeal Romania    4.050   5/15/2026     RON    69.000
Intelsat Luxembourg SA    12.500  11/15/2024     USD    65.750
Virgolino de Oliveira Fi  10.875   1/13/2020     USD    36.000
Stichting Afwikkeling On   8.450   8/20/2018     USD     5.375
BRAbank ASA/NO             7.780                 NOK    54.895
Lehman Brothers Treasury   1.000   10/05/2035    EUR     0.100
Cattles Ltd                8.125   07/05/2017    GBP     0.027
Erste Group Bank AG        4.350   2/20/2022     EUR    43.250
Societe Generale SA       16.000   8/30/2024     USD    46.250
Barclays Bank PLC          0.333   11/08/2023    USD     9.490
Credit Suisse AG/London   20.000  11/29/2024     USD    13.800
Mox Telecom AG             7.250   11/02/2017    EUR     2.270
UkrLandFarming PLC        10.875   3/26/2018     USD     1.648
AKB Peresvet ZAO           0.510   08/04/2034    RUB    31.000
Intelsat Jackson Holding   9.750   7/15/2025     USD    43.870
UBS AG/London              0.120   5/25/2040     MXN    17.687
La Veggia Finance SA       7.125  11/14/2004     EUR     0.287
Societe Generale SA       18.000   08/01/2024    USD    38.700
Credit Suisse AG/London    6.190   9/14/2022     USD     9.690
Bank Julius Baer & Co Lt  22.500   05/03/2022    CHF    55.450
Ukraine Government Bond    9.700   03/10/2032    UAH    67.363
Agrokor dd Via Aquarius    4.921   08/08/2017    EUR    14.625
Credito Padano Banca di    3.100                 EUR    34.070
O1 Properties Finance PL   8.250   9/27/2021     USD    11.769
Pescanova SA               8.750   2/17/2019     EUR     0.319
BBI Development SA        11.610   2/22/2023     PLN     0.010
Kreditanstalt fuer Wiede   0.250   10/06/2036    CAD    51.195
Veneto Banca SpA           6.950   2/25/2025     EUR     0.571
Credit Suisse AG/London    6.500   3/28/2022     USD     3.840
HSBC Bank PLC             10.300  12/20/2024     TRY    69.618
Air Berlin Finance BV      6.000   03/06/2019    EUR     0.315
Minicentrales Dos SA       0.010   06/06/2047    EUR    66.787
HSBC Bank PLC              0.500   6/23/2027     MXN    64.411
Northland Resources AB     4.000  10/15/2020     NOK     0.271
WEB Windenergie AG         5.500   04/08/2023    EUR     0.010
Agrokor dd                 9.125   02/01/2020    EUR    15.000
Veneto Banca SpA           6.411                 EUR     0.345
New World Resources NV     8.000   04/07/2020    EUR     0.488
Nordic Corporate Bank AS   6.430                 NOK    65.455
SG Issuer SA               7.740   7/20/2025     SEK    63.880
DZ Bank AG Deutsche Zent   9.410   8/26/2022     EUR    39.030
Zurcher Kantonalbank Fin  30.000   08/09/2022    USD    39.640
Gold-Zack AG               7.000  12/14/2005     EUR     1.511
Dr Wiesent Sozial gGmbH    7.000                 EUR     0.010
Sberbank of Russia PJSC    0.010   8/25/2025     RUB    75.990
Astana Finance BV          9.000  11/16/2011     USD    15.250
Mriya Agro Holding PLC     9.450   4/19/2018     USD     4.667
Thomas Cook Finance 2 PL   3.875   7/15/2023     EUR     0.538
Ville de Paris             0.650  11/25/2070     EUR    67.476
SAir Group                 4.250   02/02/2007    CHF    12.625
SG Issuer SA               7.600   1/20/2025     SEK    55.800
DZ Bank AG Deutsche Zent  15.400   6/24/2022     EUR    73.050
Region de Bruxelles-Capi   0.556  12/23/2064     EUR    68.110
Single Platform Investme   0.656   9/20/2050     EUR    74.912
Steilmann SE               6.750   6/27/2017     EUR     2.184
SAir Group                 5.500   7/23/2003     CHF    12.625
AKB Peresvet ZAO           0.510   2/14/2032     RUB    13.000
Ahtium PLC                 9.750   04/04/2017    EUR     0.726
Turkiye Ihracat Kredi Ba  12.540   9/14/2028     TRY    56.156
Communaute Francaise de    1.000   10/08/2069    EUR    74.062
SG Issuer SA               2.100   2/14/2033     EUR    25.620
Skandinaviska Enskilda B   8.300   7/17/2023     SEK    68.660
SG Issuer SA              11.170   7/20/2025     SEK    45.460
LP Portfolio Vagyonkezel   2.800  11/30/2030     HUF #N/A N/A
Credit Suisse AG/London   14.000   6/16/2022     USD    68.740
Credit Suisse AG/London    4.180   9/14/2022     USD     9.660
SG Issuer SA               7.500   1/20/2025     SEK    54.290
Ukraine Government Bond    6.000   1/27/2027     UAH    65.535
Region Wallonne Belgium    1.222   6/24/2080     EUR    76.567
Credit Agricole Corporat  11.550   1/28/2026     TRY    64.861
Region de Bruxelles-Capi   0.592   12/10/2061    EUR    72.315
Ukraine Government Bond    9.700   12/08/2032    UAH    66.423
Banco Espirito Santo SA   10.000   12/06/2021    EUR     0.510
Grupo Isolux Corsan SA     0.250  12/30/2018     EUR     0.073
Sberbank of Russia PJSC    0.010   09/04/2025    RUB    74.600
Purple Protected Asset     1.580   5/25/2060     EUR    63.730
Leonteq Securities AG     12.000   06/08/2022    CHF    48.280
Appeninn Holding           3.500  11/22/2029     HUF #N/A N/A
Single Platform Investme   0.559   2/15/2047     EUR    74.571
Pervyi Konteinernyi Term   0.010   02/06/2026    RUB    66.230
BNP Paribas SA             0.500  11/16/2032     MXN    35.044
Senvion Holding GmbH       3.875  10/25/2022     EUR     0.799
Heta Asset Resolution AG   4.350  12/31/2023     EUR     1.156
Barclays Bank PLC          0.500   10/01/2031    TRY    12.228
Espirito Santo Financial   5.050  11/15/2025     EUR     0.283
Getin Noble Bank SA        8.290   7/28/2023     PLN    78.075
BRAbank ASA                7.210                 NOK    69.348
Bank Julius Baer & Co Lt  11.300   3/21/2022     USD    42.050
Vontobel Financial Produ   9.400   5/13/2022     EUR    50.140
Credit Suisse AG/London    4.700  11/30/2022     USD     9.583
Bank Vontobel AG          11.000   02/06/2023    CHF    64.800
Banque Internationale a    7.500   7/28/2022     USD    71.100
Skandinaviska Enskilda B   8.600   7/17/2023     SEK    69.030
Societe Generale SA       18.000   11/02/2023    USD    76.950
Muehl Product & Service    6.750   03/10/2005    DEM     0.104
COFIDUR SA                 0.100  12/31/2024     EUR    24.050
Purple Protected Asset     2.100   4/15/2060     EUR    66.497
Bilt Paper BV             10.360                 USD     1.267
Societe Generale SA        1.580   9/16/2024     USD     3.560
Ahtium PLC                 4.000  12/16/2015     EUR     0.586
UniCredit Bank AG          6.600   7/20/2028     EUR    51.240
Golfino AG                 8.000  11/18/2023     EUR     0.020
Societe Generale SA       21.000  11/30/2023     USD    18.300
Zurcher Kantonalbank Fin  15.200   9/21/2022     USD    50.860
Societe Generale SA        4.000   5/28/2031     USD    72.909
SALVATOR Vermoegensverwa   9.500                 EUR     8.100
Ukraine Government Bond    9.990   12/10/2031    UAH    69.075
Premium Green PLC          0.600  10/31/2046     EUR    51.609
Hellas Telecommunication   8.500  10/15/2013     EUR     0.834
Lehman Brothers Treasury   2.875   3/14/2013     CHF     0.100
New World Resources NV     4.000   10/07/2020    EUR     0.524
Deutsche Bank AG/London    0.500  10/18/2038     MXN    16.488
Northland Resources AB    15.000   7/15/2019     USD     2.621
SG Issuer SA               8.120   7/20/2023     SEK    71.540
BNP Paribas Emissions- u   7.700   4/22/2022     EUR    68.140
EFG International Financ   7.500   7/26/2022     USD    61.720
Banque Internationale a   15.000   01/05/2023    EUR    52.910
Societe Generale SA       22.000   11/03/2022    USD    63.450
HPI AG                     3.500                 EUR     3.011
Mifa Mitteldeutsche Fahr   7.500   08/12/2018    EUR     2.150
Landesbank Baden-Wuertte   5.400   2/25/2022     EUR    74.970
DeltaCredit Bank JSC       1.000   5/18/2026     RUB    67.750
Privatbank CJSC Via UK S  10.875   2/28/2018     USD     7.866
Russian Federal Bond - O   6.100   7/18/2035     RUB    74.000
Dyadya Doner OOO          13.500   4/25/2023     RUB    21.690
Sberbank of Russia PJSC    0.010   4/22/2026     RUB    74.600
Ministeries Van de Vlaam   0.600  11/19/2055     EUR    74.745
Cerruti Finance SA         6.500   7/26/2004     EUR     2.058
Credit Agricole Corporat   5.400   1/31/2028     BRL    72.179
Veneto Banca SpA           6.944   5/15/2025     EUR     0.571
Banca Popolare di Vicenz   9.500   10/02/2025    EUR     0.049
Republic of Belarus Inte   6.200   2/28/2030     USD    75.359
Credit Agricole Corporat   9.450   03/08/2027    TRY    55.357
Bank Julius Baer & Co Lt  10.000   06/02/2022    CHF    66.300
Bank Julius Baer & Co Lt  29.500   6/27/2022     CHF    42.350
Leonteq Securities AG/Gu  20.000   01/10/2023    CHF    61.790
Societe Generale SA       20.000  12/18/2025     USD    73.000
Leonteq Securities AG/Gu   6.770   5/27/2022     USD    70.380
VTB Bank PJSC              0.010   12/06/2024    RUB    80.480
Nizhniy Novgorod Region    6.750   6/14/2025     RUB    71.140
Ukraine Government Bond    9.980   03/06/2030    UAH    71.710
Ukraine Government Bond    6.000   1/22/2031     UAH    51.962
Santander Consumer Bank    5.890                 NOK    50.508
Bank2 ASA                  6.120                 NOK    59.747
Espirito Santo Financial   5.125   5/30/2016     EUR     0.528
Pescanova SA               6.750   03/05/2015    EUR     0.319
Region of Stavropol Russ   6.200  12/14/2027     RUB    58.670
Krakowski Bank Spoldziel   3.580   9/20/2023     PLN    69.170
French Republic Governme   0.500   5/25/2072     EUR    68.115
Officine Maccaferri-SpA    5.750   06/01/2021    EUR    18.651
Nutritek International C   8.750   12/11/2008    USD     2.089
Lehman Brothers Treasury   5.000   05/02/2022    EUR     0.100
Deutsche Bank AG/London   13.750   6/20/2026     TRY    69.399
Centrosolar Group AG       7.000   2/15/2016     EUR     2.505
SG Issuer SA               9.180   1/20/2025     SEK    58.200
UBS AG/London              7.000   8/18/2022     USD    67.050
Luzerner Kantonalbank AG  22.620   6/20/2022     CHF    43.030
Zurcher Kantonalbank Fin   6.750   7/27/2022     USD    38.040
Credit Agricole Corporat  10.150   02/05/2025    TRY    68.197
Mostotrest PJSC            0.010   7/29/2026     RUB    60.250
Credit Agricole Corporat  10.320   7/22/2026     TRY    60.728
Credit Agricole Corporat  11.190   1/15/2026     TRY    65.574
Single Platform Investme   0.457   2/15/2046     EUR    74.354
Credit Agricole Corporat  11.640   3/24/2027     TRY    63.107
Credit Agricole Corporat  11.190   03/12/2027    TRY    61.307
Minicentrales Dos SA       0.010   06/06/2047    EUR    59.125
IT Holding Finance SA      9.875  11/15/2012     EUR     0.015
Credit Agricole Corporat  10.200   08/06/2026    TRY    60.284
Sberbank of Russia PJSC    0.010  12/17/2025     RUB    74.200
Getin Noble Bank SA        7.640  12/21/2023     PLN    68.878
Credit Agricole Corporat  11.400  10/28/2025     TRY    67.896
HSBC Bank PLC             10.300   12/10/2024    TRY    69.776
WPE International Cooper  10.375   9/30/2020     USD     5.000
Irish Bank Resolution Co   4.000   4/23/2018     EUR    33.250
Solarwatt GmbH             7.000   11/01/2015    EUR    15.500
Sberbank of Russia PJSC    0.010   3/25/2026     RUB    69.000
City of Novosibirsk Russ   7.300   10/08/2026    RUB    61.820
Sberbank of Russia PJSC    0.010   11/07/2024    RUB    78.400
Luminis SA                 1.800   09/02/2059    EUR    58.274
Societe Generale SA        8.000   5/28/2027     USD    48.100
Epito-Es Epuletkarbantar   3.000   11/11/2030    HUF    73.600
Societe Generale SA       15.000   08/01/2024    USD    44.300
UniCredit Bank AG         10.700   2/17/2025     EUR    72.260
Bank Vontobel AG          11.000   02/06/2023    EUR    44.200
Leonteq Securities AG/Gu   8.380   7/20/2022     CHF    64.890
DZ Bank AG Deutsche Zent   9.270   6/24/2022     EUR    49.070
EFG International Financ   7.000   5/23/2022     EUR    36.550
Axial Javito Kereskedelm   2.000   9/23/2030     HUF    73.585
A-TEC Industries AG        2.750   05/10/2014    EUR     0.100
Cooperatieve Rabobank UA   0.500  12/29/2027     MXN    61.821
Ukraine Government Bond    8.750   4/20/2033     UAH    61.212
Ukraine Government Bond    9.760   7/23/2031     UAH    68.534
Ukraine Government Bond    6.000   06/04/2031    UAH    51.081
Rio Forte Investments SA   4.750   11/10/2015    EUR     5.272
Lehman Brothers Treasury   6.000  10/24/2008     EUR     0.100
Thomas Cook Group PLC      6.250   6/15/2022     EUR     0.510
SAG Solarstrom AG          6.250  12/14/2015     EUR    31.000
Hema Bondco II BV          8.500   1/15/2023     EUR     0.105
Societe Generale SA        6.000   05/09/2022    USD    17.380
Norske Skog Holding AS     8.000   2/24/2023     USD     0.006
Societe Generale SA        9.000   7/22/2022     USD    48.700
Societe Generale SA        8.600   7/29/2022     USD    56.800
Skandinaviska Enskilda B   7.800   7/15/2024     SEK    71.910
Credit Suisse AG/London   11.000   2/23/2022     USD    46.350
Corner Banca SA            6.500  11/21/2022     CHF    46.520
UBS AG/London             18.000   6/16/2022     USD    63.600
Bank Julius Baer & Co Lt  11.700   4/26/2022     CHF    36.900
Vontobel Financial Produ   3.750   01/03/2023    EUR    45.800
Vontobel Financial Produ   9.250  12/23/2022     EUR    50.440
HC Finance OOO            10.500   11/11/2024    RUB   100.000
Raiffeisen Schweiz Genos  16.000   9/20/2022     CHF    43.620
Bank Julius Baer & Co Lt   9.850  11/16/2022     CHF    55.000
Credit Suisse AG/London   19.500   12/12/2022    USD    52.020
Landesbank Baden-Wuertte   5.650   5/27/2022     EUR    52.580
UBS AG/London              9.250   2/20/2023     CHF    55.400
Bank Vontobel AG           7.000   10/02/2023    CHF    68.300
Bank Vontobel AG          13.500   3/31/2023     CHF    59.200
UBS AG/London              8.250   6/23/2022     CHF    49.050
UBS AG/London              4.520   09/07/2023    USD     9.400
Bank Julius Baer & Co Lt  16.500  11/30/2022     USD    66.400
Ukraine Government Bond    9.150   05/10/2031    UAH    65.949
Ukraine Government Bond    8.630   05/10/2033    UAH    60.535
SAir Group                 0.125   07/07/2005    CHF    12.625
Ukraine Government Bond    6.000   11/12/2025    UAH    72.245
Ukraine Government Bond    9.700   06/02/2032    UAH    67.051
Ukraine Government Bond    9.730   9/24/2031     UAH    68.124
Tonon Luxembourg SA        9.250   1/24/2020     USD     0.500
Santander Consumer Bank    5.890                 NOK    50.508
Sberbank of Russia PJSC    0.010   7/24/2028     RUB    72.700
Hellas Telecommunication   6.054   1/15/2015     USD     0.001
Republic of Austria Gove   0.850   6/30/2120     EUR    72.935
Sberbank of Russia PJSC    0.010  10/20/2025     RUB    75.400
Grupo Isolux Corsan SA     6.000  12/30/2021     USD     0.192
AKB Peresvet ZAO           0.510   6/23/2021     RUB    30.010
LBI ehf                    7.431                 USD     0.001
Lehman Brothers Treasury   4.050   9/16/2008     EUR     0.100
Societe Generale SA        6.000   06/06/2022    USD     3.240
Credit Agricole Corporat  11.340   02/12/2026    TRY    66.289
Norske Skog Holding AS     8.000   2/24/2023     USD     0.006
WEB Windenergie AG         4.500                 EUR     0.010
Bank Vontobel AG          21.502   05/12/2022    CHF    44.500
UniCredit Bank AG          8.000   3/25/2022     EUR    39.350
Credit Suisse AG/London    5.200   8/17/2022     USD     9.860
Societe Generale SA       16.000   08/01/2024    USD    35.850
Societe Generale SA       16.000   08/01/2024    USD    47.500
Credit Suisse AG/London   11.000   4/19/2022     CHF    50.780
UBS AG/London             17.500   7/28/2022     CHF    60.700
EFG International Financ   4.800   08/05/2022    USD    45.600
BNP Paribas Issuance BV    3.300   5/23/2022     EUR    72.850
EFG International Financ   8.700   7/13/2023     EUR    57.660
Credit Suisse AG/London    5.880   6/28/2023     USD     9.450
Bank Julius Baer & Co Lt  13.000   4/20/2022     USD    40.600
EFG International Financ   6.500   4/20/2022     CHF    46.990
Credit Suisse AG/London   15.000   11/02/2022    USD    47.780
Opus Global Nyrt           2.800  10/29/2029     HUF    74.500
Alteo Nyrt                 3.150  10/28/2029     HUF    73.600
Skandinaviska Enskilda B  10.150   1/15/2025     SEK    66.610
Hell Energy Magyarorszag   2.700  12/18/2029     HUF    72.900
Societe Wallonne de Fina   0.904  10/23/2047     EUR    71.885
Ukraine Government Bond    8.520   11/10/2033    UAH    59.356
Sberbank of Russia PJSC    0.010   11/12/2025    RUB    74.600
Lehman Brothers Treasury   6.650   8/24/2011     AUD     0.100
Lehman Brothers Treasury   7.000   4/14/2009     EUR     0.100
Communaute Francaise de    0.750   02/04/2061    EUR    73.034
Spain Government Bond      1.450  10/31/2071     EUR    75.621
Norske Skogindustrier AS   7.000  12/30/2026     EUR     0.010
Waste Italia SpA          10.500  11/15/2019     EUR     0.550
Teksid Aluminum Luxembou  12.375   7/15/2011     EUR     0.122
Bayerische Landesbank      2.000   2/18/2022     EUR    64.930
Leonteq Securities AG/Gu   4.000   08/10/2022    CHF    65.690
Leonteq Securities AG     12.000   06/01/2022    CHF    35.690
Bank Julius Baer & Co Lt   8.350   03/04/2022    USD    49.250
Zurcher Kantonalbank Fin  11.000   4/19/2022     EUR    61.540
Credit Suisse AG/London    2.920   04/02/2022    USD    66.350
MOL Hungarian Oil & Gas    1.900   04/12/2031    HUF    68.600
UBS AG/London             11.750  11/14/2022     CHF    60.000
Raiffeisen Schweiz Genos  10.000  12/14/2022     CHF    65.940
Bank Vontobel AG          12.500   1/24/2023     CHF    56.100
Corner Banca SA           10.400  12/14/2022     CHF    58.210
Raiffeisen Switzerland B  12.000  10/26/2022     CHF    58.840
Leonteq Securities AG/Gu  21.100   4/21/2022     CHF    51.000
UBS AG/London              6.800   6/15/2026     USD    70.590
EFG International Financ   9.800   6/21/2023     EUR    61.110
Leonteq Securities AG     13.000   2/22/2023     CHF    56.270
Zurcher Kantonalbank Fin  29.000   9/29/2022     CHF    57.610
VTB Bank PJSC              0.010  10/14/2026     RUB    70.040
Aranynektar Termekgyarto   3.500   04/03/2030    HUF    68.993
Bank Julius Baer & Co Lt   8.350   1/30/2023     CHF    69.200
Leonteq Securities AG/Gu   3.400   3/20/2024     CHF    61.740
WEB Windenergie AG         6.250                 EUR     0.010
Main Road JSC              6.900  10/30/2029     RUB    85.000
UniCredit Bank AG          7.550  11/17/2022     EUR    64.650
Bank Julius Baer & Co Lt   9.900  10/21/2022     USD    49.500
State of Saxony-Anhalt     0.616   07/03/2028    EUR    60.000
Sberbank of Russia PJSC    0.950   06/11/2025    RUB    75.500
Ukraine Government Bond    6.000  12/23/2026     UAH    65.990
Instabank ASA              9.830                 NOK    49.975
Nizhniy Novgorod Region    6.100   5/27/2026     RUB    89.850
Lehman Brothers Treasury   9.000   3/17/2009     GBP     0.100
Lehman Brothers Treasury   3.860   9/21/2011     SGD     0.100
Region de Bruxelles-Capi   0.450  12/22/2056     EUR    71.623
Bank Otkritie Financial    0.010   7/16/2025     RUB    69.330
Espirito Santo Financial   0.387  10/27/2024     EUR     0.297
Petromena ASA             10.850  11/19/2018     USD     0.622
SG Issuer SA               0.100   06/11/2029    NZD    72.938
Lehman Brothers Treasury  13.000   2/16/2009     CHF     0.100
KPNQwest NV               10.000   3/15/2012     EUR     0.453
KPNQwest NV                8.875   02/01/2008    EUR     0.453
WEB Windenergie AG         2.250   9/25/2028     EUR     0.010
SAir Group                 5.125   03/01/2003    CHF    12.750
Leonteq Securities AG     12.000   3/15/2022     CHF    67.680
Pannon Work Szemelyzeti    3.000  10/30/2030     HUF #N/A N/A
Credit Suisse AG/London   11.750   2/18/2022     USD    32.200
EFG International Financ  16.000   3/24/2022     USD    63.520
Credit Suisse AG/London   12.000   05/09/2022    USD    44.420
Leonteq Securities AG     14.000   4/26/2022     CHF    40.530
Zurcher Kantonalbank Fin   7.000   08/10/2022    USD    59.450
Raiffeisen Switzerland B  12.500   05/10/2022    EUR    38.760
Credit Suisse AG/London   20.500   7/20/2022     USD    65.250
Raiffeisen Schweiz Genos  14.000   7/19/2022     USD    66.980
Bank Julius Baer & Co Lt  12.650   4/26/2022     USD    37.000
UBS AG/London             14.000   05/05/2022    CHF    37.750
UBS AG/London              7.800   4/20/2026     EUR    74.030
UBS AG/London             11.500   4/21/2022     CHF    51.400
Credit Suisse AG/London   10.250   11/09/2022    USD    53.970
Leonteq Securities AG/Gu  11.000  10/31/2022     USD    59.270
UBS AG/London             10.000  12/30/2022     CHF    64.250
Leonteq Securities AG     23.400   9/28/2022     CHF    44.310
Societe Generale SA       16.000   07/03/2024    USD    49.266
Leonteq Securities AG/Gu  10.000   09/07/2023    USD    69.810
Leonteq Securities AG/Gu  10.000   1/30/2023     USD    42.900
Bank Julius Baer & Co Lt  11.000   6/27/2022     CHF    46.450
VTB Bank PJSC              0.010  11/25/2026     RUB    67.200
Leonteq Securities AG/Gu  12.000   4/13/2022     USD    35.630
Skandinaviska Enskilda B   5.800   1/15/2025     SEK    71.420
UBS AG/London              9.500   2/28/2022     CHF    50.650
Leonteq Securities AG/Gu   2.750   9/15/2022     CHF    43.460
DeloPorts LLC              0.010  11/14/2025     RUB    65.000
Santander International    1.700   12/12/2049    EUR    60.199
OR PJSC                   12.600   9/28/2025     RUB    40.000
Ukraine Government Bond    6.000  10/15/2031     UAH    50.265
Ukraine Government Bond    6.000   9/19/2029     UAH    55.598
SAir Group                 6.250  10/27/2002     CHF    12.625
Lehman Brothers Treasury   2.000   3/16/2035     EUR     0.100
Sberbank of Russia PJSC    0.010   9/21/2028     RUB    70.200
Lehman Brothers Treasury   7.000  11/28/2008     CHF     0.100
LBI ehf                    6.100   8/25/2011     USD    10.598
Turkey Government Bond    12.400   03/08/2028    TRY    71.300
IT Holding Finance SA      9.875  11/15/2012     EUR     0.015
Mriya Agro Holding PLC    10.950   3/30/2016     USD     4.667
Tonon Luxembourg SA        9.250   1/24/2020     USD     0.500
Sberbank of Russia PJSC    0.010   10/05/2028    RUB    71.500
Lehman Brothers Treasury  14.900   9/15/2008     EUR     0.100
SFO Akkord Finans         10.000   02/12/2024    RUB    60.290
OOO SPV Structural Inves   0.010   09/01/2023    RUB    66.740
KPNQwest NV                8.875   02/01/2008    EUR     0.453
JP Morgan Structured Pro  12.000   8/28/2026     ZMW    71.835
Decipher Production Ltd   12.500   9/27/2019     USD     1.500
Bank Otkritie Financial    0.010   9/24/2025     RUB    64.700
SAG Solarstrom AG          7.500   07/10/2017    EUR    31.000
Raiffeisen Switzerland B   4.000   8/30/2022     CHF    38.860
TransKomplektHolding OOO   9.500   11/02/2028    RUB #N/A N/A
Luzerner Kantonalbank AG  25.000   03/09/2022    CHF    18.450
Leonteq Securities AG/Gu   7.450   1/25/2023     EUR    67.500
Societe Generale SA       16.000   08/01/2024    USD    39.150
UBS AG/London             14.000   07/07/2022    USD    57.300
Bank Vontobel AG          24.000   08/09/2022    CHF    58.600
Banque Cantonale Vaudois  21.150   8/22/2022     CHF    47.080
Zurcher Kantonalbank Fin  26.500   9/13/2022     USD    57.810
Barclays Bank PLC          0.600   3/14/2023     USD     9.917
Credit Suisse AG/London   12.400   9/25/2023     EUR    64.590
AutoWallis Nyrt            3.000   7/27/2031     HUF #N/A N/A
Societe Generale SA       15.000   8/30/2024     USD    46.300
Leonteq Securities AG/Gu  16.600   6/17/2022     USD    46.930
Societe Generale Effekte   4.000   7/22/2022     USD    47.360
Credit Suisse AG/London    9.000  11/28/2022     USD    57.590
Landesbank Baden-Wuertte   6.750  11/25/2022     EUR    64.180
Raiffeisen Schweiz Genos   5.000   9/13/2022     CHF    69.350
Landesbank Baden-Wuertte   3.000   2/25/2022     EUR    72.490
Ukraine Government Bond    8.220   05/10/2035    UAH    56.175
Sberbank of Russia PJSC    0.010   10/09/2026    RUB    60.000
Sberbank of Russia PJSC    0.010  10/21/2026     RUB    73.700
Lehman Brothers Treasury   7.375   9/20/2008     EUR     0.100
Sberbank of Russia PJSC    0.016   3/15/2032     RUB    60.800
Sberbank of Russia PJSC    0.010   8/21/2028     RUB    71.000
Sberbank of Russia PJSC    0.010  12/17/2025     RUB    73.300
KPNQwest NV                7.125   06/01/2009    EUR     0.453
Getin Noble Bank SA        8.870  11/30/2023     PLN    66.875
Grupo Isolux Corsan SA     1.000  12/30/2021     USD     0.073
Sberbank of Russia PJSC    0.010   04/06/2026    RUB    76.100
Turkey Government Bond    10.600   02/11/2026    TRY    72.350
Sberbank of Russia PJSC    0.010   09/04/2026    RUB    73.500
Lehman Brothers Treasury   1.500   10/12/2010    EUR     0.100
Bulgaria Steel Finance B  12.000   05/04/2013    EUR     0.216
Sberbank of Russia PJSC    0.010   10/03/2028    RUB    73.800
Bibby Offshore Services    7.500   6/15/2021     GBP    11.625
Sberbank of Russia PJSC    0.010   11/02/2028    RUB    95.500
Sberbank of Russia PJSC    0.010   11/03/2026    RUB    73.500
Lehman Brothers Treasury   6.600   02/09/2009    EUR     0.100
Deutsche Bank AG/London    2.000  10/25/2023     TRY    63.199
Societe Wallonne de Fina   1.066   9/18/2046     EUR    75.262
Sberbank of Russia PJSC    0.010   8/31/2028     RUB    71.800
Barclays Bank PLC          2.000   06/12/2029    TRY    22.572
Raiffeisen Switzerland B  12.000   9/22/2022     CHF    50.800
Vasutvillamosito Kft       3.000   02/03/2031    HUF    73.200
Societe Generale Effekte  10.250  10/28/2022     EUR    64.100
Luzerner Kantonalbank AG  12.400   8/30/2022     USD    63.170
Zurcher Kantonalbank Fin  21.748   3/29/2022     EUR    72.060
Zurcher Kantonalbank Fin  30.000   8/17/2022     USD    38.240
UBS AG/London              9.000   11/10/2022    USD     6.710
Societe Generale Effekte  20.750   2/25/2022     EUR    40.240
Bank Vontobel AG          25.000  12/27/2022     CHF    65.400
Stelius Befektetoe Zartk   3.100   9/17/2030     HUF    74.500
Turkey Government Bond    11.700  11/13/2030     TRY    63.900
Laurel GmbH                7.125  11/16/2017     EUR     7.750
Ukraine Government Bond    6.000   5/16/2029     UAH    56.659
City of Novosibirsk Russ   7.850  11/27/2027     RUB    72.765
Region de Bruxelles-Capi   0.460  12/15/2051     EUR    74.763
EDOB Abwicklungs AG        7.500   04/01/2012    EUR     2.248
Sidetur Finance BV        10.000   4/20/2016     USD     0.770
Deutsche Bank AG/London    0.500   04/05/2038    MXN    26.753
Turkey Government Bond    10.500   08/11/2027    TRY    66.200
KPNQwest NV                7.125   06/01/2009    EUR     0.453
Lehman Brothers Treasury   5.220   03/01/2024    EUR     0.100
Ukraine Government Inter   4.375   1/27/2030     EUR    72.193
Astana Finance BV          7.875   06/08/2010    EUR    16.000
Leonteq Securities AG/Gu   4.000   2/21/2022     EUR    68.760
Leonteq Securities AG/Gu   8.130   2/21/2022     EUR    69.140
Societe Generale SA        7.280   05/06/2024    USD    61.300
Landesbank Baden-Wuertte   4.700   3/25/2022     EUR    46.970
Landesbank Baden-Wuertte   3.300   3/25/2022     EUR    58.460
UniCredit Bank AG          5.450   3/15/2022     EUR    47.490
UniCredit Bank AG          7.000   3/29/2022     EUR    33.490
Landesbank Baden-Wuertte   3.050   9/23/2022     EUR    63.310
Leonteq Securities AG      5.400   7/25/2022     CHF    61.700
UniCredit Bank AG          3.500   8/24/2022     EUR    59.960
UniCredit Bank AG          4.200   8/24/2022     EUR    68.510
Leonteq Securities AG      7.000   03/09/2022    CHF    70.200
Landesbank Baden-Wuertte   2.250   3/25/2022     EUR    73.140
BNP Paribas Issuance BV    7.980   1/20/2025     SEK    72.610
DekaBank Deutsche Giroze   2.500  10/24/2023     EUR    66.950
UniCredit Bank AG          3.600   10/05/2022    EUR    63.220
UniCredit Bank AG          4.200   9/21/2022     EUR    53.700
Landesbank Baden-Wuertte   2.150  12/23/2022     EUR    71.350
Landesbank Baden-Wuertte   3.000  12/23/2022     EUR    62.400
UniCredit Bank AG          3.750   9/14/2022     EUR    62.450
Landesbank Baden-Wuertte   3.000   9/23/2022     EUR    58.820
Societe Generale Effekte   5.600   09/04/2023    EUR    49.960
Landesbank Baden-Wuertte   2.800   4/25/2022     EUR    65.500
Erste Group Bank AG        4.350   2/28/2022     EUR    44.300
EFG International Financ   7.000   2/21/2022     CHF    66.880
Leonteq Securities AG/Gu   6.000   2/20/2023     CHF    69.650
Zurcher Kantonalbank Fin   8.000   2/25/2022     CHF    65.470
Vontobel Financial Produ  17.500   3/25/2022     EUR    69.630
Vontobel Financial Produ  16.000   3/25/2022     EUR    37.510
Vontobel Financial Produ  24.500   3/25/2022     EUR    29.730
Vontobel Financial Produ  19.000   3/25/2022     EUR    66.410
UBS AG/London              7.750   08/10/2022    CHF    43.000
UBS AG/London             14.250   08/10/2022    USD    72.400
EFG International Financ   4.500   02/12/2024    USD    68.740
Corner Banca SA           15.000   05/12/2022    CHF    53.890
Leonteq Securities AG/Gu  15.740   08/10/2022    USD    39.870
Bank Vontobel AG          16.000   05/12/2022    CHF    33.000
UniCredit Bank AG          3.800   6/28/2022     EUR    45.760
Leonteq Securities AG/Gu   2.500   06/05/2024    EUR    70.000
UniCredit Bank AG          4.250   6/28/2022     EUR    51.680
UniCredit Bank AG          3.700   6/25/2022     EUR    53.740
Zurcher Kantonalbank Fin  15.000   2/23/2022     CHF    52.360
DZ Bank AG Deutsche Zent   5.000  12/23/2022     EUR    46.010
DZ Bank AG Deutsche Zent   3.000  12/23/2022     EUR    52.820
DZ Bank AG Deutsche Zent   7.000  12/23/2022     EUR    42.700
Leonteq Securities AG/Gu  10.000   08/12/2022    CHF    63.040
Leonteq Securities AG     12.400   05/12/2022    CHF    60.230
Rosseti South PJSC         9.240   07/01/2022    RUB    70.020
Raiffeisen Switzerland B  10.500   07/11/2024    USD    17.020
Erste Group Bank AG        5.550   8/30/2022     EUR    53.000
UniCredit Bank AG          3.200   09/10/2022    EUR    56.070
Societe Generale SA        8.000   08/09/2022    USD    50.000
UniCredit Bank AG          3.500   10/08/2022    EUR    51.740
Vontobel Financial Produ   6.700   03/07/2022    EUR    52.220
UniCredit Bank AG          3.250   3/29/2022     EUR    19.550
UniCredit Bank AG          3.750   3/26/2022     EUR    60.440
DekaBank Deutsche Giroze   4.250   4/14/2022     EUR    40.810
DekaBank Deutsche Giroze   3.900   4/25/2022     EUR    41.940
UniCredit Bank AG          3.750   4/19/2022     EUR    59.640
UniCredit Bank AG          4.200   7/26/2022     EUR    34.140
UniCredit Bank AG          3.650   7/23/2022     EUR    54.390
Landesbank Baden-Wuertte   2.300   7/22/2022     EUR    65.110
Citigroup Global Markets   7.200   5/24/2023     SEK    64.270
UniCredit Bank AG          3.350   6/14/2022     EUR    54.990
UniCredit Bank AG          3.700   06/04/2022    EUR    57.120
Leonteq Securities AG      5.600   5/16/2022     CHF    60.820
Landesbank Baden-Wuertte   3.250  12/23/2022     EUR    67.340
Danske Bank A/S            8.050   07/09/2023    SEK    70.180
Landesbank Baden-Wuertte   3.400  11/25/2022     EUR    62.350
Landesbank Baden-Wuertte   3.400   1/27/2023     EUR    66.650
UniCredit Bank AG          5.150   01/02/2023    EUR    65.560
Landesbank Baden-Wuertte   3.400   2/24/2023     EUR    69.070
Vontobel Financial Produ  14.000   3/25/2022     EUR    24.100
Vontobel Financial Produ  17.000   3/25/2022     EUR    64.660
Vontobel Financial Produ  15.000   3/25/2022     EUR    38.710
Societe Generale SA       18.000   01/03/2024    USD    45.000
EFG International Financ   6.000  12/22/2023     USD    44.070
Landesbank Baden-Wuertte   3.250   2/24/2023     EUR    69.810
Vontobel Financial Produ  16.500   3/25/2022     EUR    65.650
Vontobel Financial Produ  18.000   3/25/2022     EUR    41.370
Vontobel Financial Produ  13.500   3/25/2022     EUR    47.020
Vontobel Financial Produ  15.000   3/25/2022     EUR    67.690
Vontobel Financial Produ  13.500   3/25/2022     EUR    69.870
DZ Bank AG Deutsche Zent  15.300   3/25/2022     EUR    67.180
Societe Generale Effekte   5.250   3/25/2022     EUR    64.320
Vontobel Financial Produ  16.500   3/25/2022     EUR    69.950
Societe Generale Effekte   7.250   3/25/2022     EUR    54.200
Raiffeisen Switzerland B  11.000   08/05/2022    EUR    53.030
UBS AG/London             22.500   6/16/2022     USD    63.550
UBS AG/London             11.750   6/16/2022     CHF    74.400
Vontobel Financial Produ  19.000   3/25/2022     EUR    34.400
Vontobel Financial Produ  16.500   3/25/2022     EUR    58.230
Societe Generale Effekte  15.250   3/25/2022     EUR    37.400
Vontobel Financial Produ   4.050   7/15/2022     EUR    33.300
Leonteq Securities AG/Gu  16.000   6/21/2022     USD    46.750
Leonteq Securities AG     13.000   6/21/2022     CHF    48.940
SG Issuer SA               6.700   07/10/2024    EUR    74.970
Zurcher Kantonalbank Fin   8.000   2/23/2022     CHF    43.240
UniCredit Bank AG          9.100   3/16/2022     EUR    67.160
UniCredit Bank AG         13.200   3/16/2022     EUR    51.400
Bank Vontobel AG           9.504   6/30/2022     CHF    49.000
VTB Bank PJSC              0.010  11/18/2025     RUB    74.510
VTB Bank PJSC              0.010   12/02/2025    RUB    95.860
VTB Bank PJSC              0.010   12/09/2025    RUB    72.800
VTB Bank PJSC              0.010  11/25/2025     RUB    74.560
Vontobel Financial Produ   9.750   3/25/2022     EUR    37.800
Bank Julius Baer & Co Lt  13.200   3/16/2022     CHF    42.150
Vontobel Financial Produ   6.650   3/16/2022     EUR    59.000
Vontobel Financial Produ  11.100   3/16/2022     EUR    59.250
Bank Vontobel AG          15.004   8/26/2022     CHF    43.200
Bank Julius Baer & Co Lt   7.000   06/10/2022    CHF    64.850
Leonteq Securities AG     16.000   06/10/2022    CHF    46.780
UniCredit Bank AG          6.250   04/07/2022    EUR    52.690
Vontobel Financial Produ  19.500   3/25/2022     EUR    64.430
Landesbank Baden-Wuertte   4.800   3/25/2022     EUR    67.670
UniCredit Bank AG          3.450   04/02/2024    EUR    64.000
Leonteq Securities AG/Gu  15.000   6/22/2022     EUR    66.890
Leonteq Securities AG/Gu  18.000   3/22/2022     USD    42.000
Vontobel Financial Produ  14.500   3/25/2022     EUR    71.810
Vontobel Financial Produ  17.500   3/25/2022     EUR    68.010
Vontobel Financial Produ  13.500   3/25/2022     EUR    29.450
Vontobel Financial Produ  11.500   3/25/2022     EUR    31.030
Vontobel Financial Produ   7.500   3/25/2022     EUR    34.960
Vontobel Financial Produ  16.000   3/25/2022     EUR    28.110
Vontobel Financial Produ  23.500   3/25/2022     EUR    70.460
Raiffeisen Switzerland B   9.000   03/08/2022    CHF    65.110
Zurcher Kantonalbank Fin  18.500   3/18/2022     CHF    54.780
Societe Generale Effekte  16.000   3/25/2022     EUR    50.720
Vontobel Financial Produ  17.750   3/25/2022     EUR    35.300
Goldman Sachs & Co Wertp  19.000   4/21/2022     EUR    67.610
Goldman Sachs & Co Wertp  20.000   3/23/2022     EUR    67.270
Societe Generale Effekte  17.750   3/25/2022     EUR    46.420
Credit Suisse AG/London   14.000   03/04/2022    EUR    43.320
Zurcher Kantonalbank Fin   8.500   06/10/2022    EUR    61.640
Corner Banca SA           11.000   9/15/2022     CHF    51.380
Leonteq Securities AG     16.000   3/15/2022     CHF    42.070
Leonteq Securities AG/Gu  17.600   03/08/2022    USD    23.850
Leonteq Securities AG/Gu  16.000   3/15/2022     EUR    64.140
Zurcher Kantonalbank Fin  19.000   3/24/2022     CHF    63.820
Zurcher Kantonalbank Fin  15.000   3/24/2022     USD    55.250
Landesbank Baden-Wuertte   2.700   4/25/2022     EUR    36.880
Bank Vontobel AG          11.500   4/25/2022     USD    39.400
Corner Banca SA           15.000   05/02/2022    USD    43.220
UBS AG/London             16.000   9/19/2022     CHF    61.050
Credit Suisse AG/London   10.000   3/17/2022     USD    50.070
BNP Paribas Issuance BV    6.240   3/28/2022     JPY    50.810
Leonteq Securities AG/Gu  10.000   3/22/2022     CHF    38.020
Barclays Bank PLC         14.250   3/20/2023     USD    59.350
Landesbank Baden-Wuertte   7.650   4/25/2022     EUR    75.340
Landesbank Baden-Wuertte   4.700   4/25/2022     EUR    32.680
Landesbank Baden-Wuertte   7.050   4/25/2022     EUR    29.540
Leonteq Securities AG/Gu  10.000   4/29/2022     USD    41.540
Landesbank Baden-Wuertte   3.200  11/25/2022     EUR    41.390
UBS AG/London             15.000   06/03/2022    USD    48.900
EFG International Financ  10.000   06/02/2022    CHF    53.010
Societe Generale SA       20.000   01/03/2024    USD    13.000
UBS AG/London             10.500   06/09/2022    CHF    52.850
UBS AG/London             12.250   06/09/2022    CHF    54.250
EFG International Financ  11.000   06/10/2022    USD    50.210
Nordea Bank Abp            4.100   7/20/2023     SEK    51.380
DekaBank Deutsche Giroze   4.250   05/03/2022    EUR    56.610
Corner Banca SA           15.000   03/07/2022    USD    41.440
DekaBank Deutsche Giroze   2.900   1/13/2023     EUR    66.990
Bank Vontobel AG           7.504   6/13/2022     CHF    46.300
Bank Vontobel AG           9.006   6/14/2022     CHF    71.900
Leonteq Securities AG     12.000   6/15/2022     CHF    40.670
EFG International Financ   6.200  12/18/2023     USD    39.860
Vontobel Financial Produ  14.500   3/25/2022     EUR    45.410
Vontobel Financial Produ  15.500   3/25/2022     EUR    43.940
Vontobel Financial Produ  17.000   3/25/2022     EUR    42.610
Vontobel Financial Produ  12.000   3/25/2022     EUR    48.720
Vontobel Financial Produ  22.000   3/25/2022     EUR    54.850
Vontobel Financial Produ  16.500   3/25/2022     EUR    63.970
Vontobel Financial Produ  12.000   3/25/2022     EUR    25.070
Vontobel Financial Produ  17.500   3/25/2022     EUR    22.430
Vontobel Financial Produ  16.000   3/25/2022     EUR    23.250
Vontobel Financial Produ  11.000   3/25/2022     EUR    50.610
Bank Vontobel AG           8.008   08/05/2022    EUR    68.400
Bank Vontobel AG           8.002   08/05/2022    EUR    68.400
Bank Vontobel AG          11.002   08/10/2022    CHF    70.400
Landesbank Baden-Wuertte   3.000   9/23/2022     EUR    64.640
Landesbank Baden-Wuertte   5.100  11/25/2022     EUR    37.820
Skandinaviska Enskilda B   9.020   7/17/2023     SEK    68.600
SecurAsset SA              5.250   6/30/2022     EUR    51.050
UniCredit Bank AG          4.450   7/23/2022     EUR    60.110
UniCredit Bank AG          4.150   7/26/2022     EUR    58.100
EFG International Financ  16.000   2/24/2022     CHF    58.470
EFG International Financ   5.870   2/25/2022     USD    45.500
Leonteq Securities AG/Gu  14.000   8/26/2022     USD    44.370
Societe Generale Effekte  10.500   3/25/2022     EUR    53.100
Societe Generale Effekte  12.500   3/25/2022     EUR    48.520
Societe Generale Effekte  14.500   3/25/2022     EUR    44.980
Societe Generale Effekte  16.500   3/25/2022     EUR    42.110
Leonteq Securities AG     11.000   8/26/2022     CHF    44.740
SG Issuer SA              24.300   03/02/2022    EUR    48.540
DZ Bank AG Deutsche Zent  12.500   3/23/2022     EUR    65.700
DZ Bank AG Deutsche Zent  13.700   3/25/2022     EUR    66.060
DZ Bank AG Deutsche Zent   7.900   3/25/2022     EUR    67.160
DZ Bank AG Deutsche Zent  16.300   3/25/2022     EUR    32.680
DZ Bank AG Deutsche Zent  19.400   3/25/2022     EUR    63.730
DZ Bank AG Deutsche Zent  21.800   3/25/2022     EUR    59.120
Societe Generale Effekte   9.250   3/25/2022     EUR    62.080
UBS AG/London             10.000   03/03/2022    CHF    50.450
UBS AG/London              9.500   03/03/2022    EUR    45.900
EFG International Financ  12.000   03/03/2022    CHF    68.100
Vontobel Financial Produ  11.000   3/25/2022     EUR    52.790
Vontobel Financial Produ   8.500   3/25/2022     EUR    57.470
Bank Vontobel AG          23.008   06/02/2022    CHF    60.100
Bank Vontobel AG           8.758   06/02/2022    CHF    51.300
Bank Vontobel AG           7.250   06/03/2022    CHF    64.400
Bank Vontobel AG          14.004   09/02/2022    CHF    72.500
Leonteq Securities AG     14.000   06/08/2022    CHF    56.410
Bank Vontobel AG          25.504   5/24/2022     CHF    51.500
Bank Vontobel AG          15.004   8/26/2022     CHF    43.200
EFG International Financ   8.200   03/01/2023    USD    62.850
Bank Vontobel AG          15.004   03/01/2022    EUR    28.700
UniCredit Bank AG         16.840   03/01/2022    NOK    64.630
Vontobel Financial Produ  16.500   3/25/2022     EUR    66.180
Vontobel Financial Produ  18.000   3/25/2022     EUR    64.740
Vontobel Financial Produ  19.000   3/25/2022     EUR    63.330
Vontobel Financial Produ   9.000   3/25/2022     EUR    30.800
Vontobel Financial Produ  15.000   3/25/2022     EUR    26.610
Vontobel Financial Produ   7.500   3/25/2022     EUR    32.670
Vontobel Financial Produ  14.500   3/25/2022     EUR    70.740
Vontobel Financial Produ  16.500   3/25/2022     EUR    36.350
Vontobel Financial Produ  19.500   3/25/2022     EUR    33.450
Vontobel Financial Produ  20.500   3/25/2022     EUR    32.610
Vontobel Financial Produ  17.500   3/25/2022     EUR    35.320
Vontobel Financial Produ  21.000   3/25/2022     EUR    31.770
Vontobel Financial Produ  22.000   3/25/2022     EUR    31.030
Vontobel Financial Produ  23.000   3/25/2022     EUR    30.340
Vontobel Financial Produ  24.000   3/25/2022     EUR    29.690
Bank Vontobel AG           6.507   8/17/2022     CHF    63.100
Vontobel Financial Produ   7.500   3/25/2022     EUR    22.370
Leonteq Securities AG/Gu   4.000   4/19/2022     EUR    73.530
Corner Banca SA           20.000   03/08/2022    CHF    49.100
Leonteq Securities AG/Gu  17.000   06/08/2022    USD    42.030
Vontobel Financial Produ  14.000   6/24/2022     EUR    67.290
Vontobel Financial Produ   7.500   3/25/2022     EUR    74.250
Vontobel Financial Produ   7.000   6/24/2022     EUR    74.290
Vontobel Financial Produ  19.500   6/24/2022     EUR    68.560
Vontobel Financial Produ  17.500   6/24/2022     EUR    71.320
Vontobel Financial Produ  20.500   3/25/2022     EUR    69.570
Vontobel Financial Produ  13.000   3/25/2022     EUR    68.060
UniCredit Bank AG          8.700   7/22/2022     EUR    70.270
UniCredit Bank AG          9.600   7/22/2022     EUR    68.450
Vontobel Financial Produ  18.000   3/25/2022     EUR    72.990
Vontobel Financial Produ   7.500   3/25/2022     EUR    60.210
Vontobel Financial Produ  20.500   3/25/2022     EUR    41.600
Bank Vontobel AG           8.001   10/07/2022    CHF    47.700
Landesbank Baden-Wuertte   4.450   4/25/2022     EUR    59.250
Leonteq Securities AG     26.140   4/14/2022     CHF    32.920
Zurcher Kantonalbank Fin  15.000   4/26/2022     USD    43.320
Zurcher Kantonalbank Fin  15.000   4/22/2022     CHF    61.510
UBS AG/London             11.250   4/14/2023     CHF    53.200
UBS AG/London             11.750  10/14/2022     CHF    62.700
UniCredit Bank AG          9.250   5/16/2022     EUR    47.540
Vontobel Financial Produ   9.000   6/24/2022     EUR    71.560
Vontobel Financial Produ  19.500   3/25/2022     EUR    70.780
UniCredit Bank AG          9.400  11/25/2022     EUR    68.200
Vontobel Financial Produ  11.250   3/25/2022     EUR    66.090
Vontobel Financial Produ  14.500   3/25/2022     EUR    70.810
Vontobel Financial Produ  18.500   3/25/2022     EUR    63.800
Landesbank Baden-Wuertte   4.450   4/25/2022     EUR    47.160
Landesbank Baden-Wuertte   3.750   4/25/2022     EUR    68.810
Landesbank Baden-Wuertte  10.000   4/25/2022     EUR    48.130
Leonteq Securities AG     22.340   4/14/2022     CHF    36.500
DZ Bank AG Deutsche Zent  18.200   3/25/2022     EUR    70.200
Vontobel Financial Produ  17.000   3/25/2022     EUR    56.590
Vontobel Financial Produ  23.500   3/25/2022     EUR    72.080
Landesbank Baden-Wuertte   4.000   3/25/2022     EUR    71.150
Leonteq Securities AG     20.000   3/15/2022     CHF    51.940
Leonteq Securities AG/Gu  18.000   3/15/2022     USD    41.700
Bank Vontobel AG          25.008   3/14/2022     CHF    43.600
Vontobel Financial Produ   8.000   3/25/2022     EUR    63.410
Vontobel Financial Produ  22.500   3/25/2022     EUR    46.160
Vontobel Financial Produ   7.000   3/25/2022     EUR    23.470
Vontobel Financial Produ  11.500   3/25/2022     EUR    64.550
UniCredit Bank AG         13.900   4/21/2022     EUR    67.430
Vontobel Financial Produ   9.000   4/13/2022     EUR    44.430
DZ Bank AG Deutsche Zent  16.700   3/25/2022     EUR    57.560
DZ Bank AG Deutsche Zent  13.900   3/25/2022     EUR    62.070
UBS AG/London             10.500   03/10/2022    CHF    59.600
UBS AG/London              9.250   03/10/2023    CHF    74.450
UBS AG/London             10.750   09/12/2022    CHF    72.850
Societe Generale Effekte  12.000   3/25/2022     EUR    59.260
Societe Generale Effekte  14.000   3/25/2022     EUR    54.520
Goldman Sachs & Co Wertp  17.000   6/22/2022     EUR    69.390
Goldman Sachs & Co Wertp  15.000   9/21/2022     EUR    72.400
DekaBank Deutsche Giroze   3.100   04/08/2022    EUR    65.570
DekaBank Deutsche Giroze   3.300   04/08/2022    EUR    51.490
Leonteq Securities AG/Gu   4.000   03/08/2022    EUR    61.660
Leonteq Securities AG     23.390   4/19/2022     CHF    36.850
Credit Suisse AG/London   11.000   4/15/2022     USD    38.560
Landesbank Baden-Wuertte   2.500   6/24/2022     EUR    67.370
Vontobel Financial Produ  10.000   3/25/2022     EUR    70.970
Vontobel Financial Produ  19.000   6/24/2022     EUR    69.500
Vontobel Financial Produ  21.500   3/25/2022     EUR    68.410
Vontobel Financial Produ  11.500   6/24/2022     EUR    69.290
Vontobel Financial Produ  18.000   6/24/2022     EUR    70.300
UniCredit Bank AG         10.600   7/22/2022     EUR    66.760
UniCredit Bank AG          8.600  11/25/2022     EUR    71.070
Vontobel Financial Produ  14.500   3/25/2022     EUR    68.630
Vontobel Financial Produ  14.500   3/25/2022     EUR    67.860
DekaBank Deutsche Giroze   1.000   1/20/2025     EUR    63.510
DZ Bank AG Deutsche Zent  10.250   3/23/2022     EUR    31.380
Zurcher Kantonalbank Fin  12.250   03/11/2022    CHF    55.720
Leonteq Securities AG/Gu  17.600   06/08/2022    USD    33.480
Leonteq Securities AG/Gu  16.400   06/02/2022    CHF    33.060
Landesbank Baden-Wuertte   4.050   3/24/2023     EUR    40.470
Landesbank Baden-Wuertte   3.150   3/24/2023     EUR    74.520
DZ Bank AG Deutsche Zent  17.700   3/25/2022     EUR    59.230
DZ Bank AG Deutsche Zent  16.700   3/25/2022     EUR    28.950
DZ Bank AG Deutsche Zent  12.600   3/25/2022     EUR    36.370
DZ Bank AG Deutsche Zent  20.200   3/25/2022     EUR    29.810
Societe Generale Effekte   7.250   3/25/2022     EUR    71.060
Vontobel Financial Produ   9.750   3/25/2022     EUR    61.340
Landesbank Baden-Wuertte   7.200   4/25/2022     EUR    42.070
Landesbank Baden-Wuertte   2.000   4/25/2022     EUR    73.480
Landesbank Baden-Wuertte   6.700   4/25/2022     EUR    53.360
EFG International Financ  18.000   4/14/2022     CHF    40.770
DZ Bank AG Deutsche Zent  14.900   6/24/2022     EUR    71.420
Vontobel Financial Produ  15.000   3/25/2022     EUR    61.500
Leonteq Securities AG/Gu  15.000   4/13/2022     CHF    34.010
Goldman Sachs & Co Wertp  22.000   6/22/2022     EUR    68.150
Bank Julius Baer & Co Lt   7.400   7/13/2022     CHF    72.200
DZ Bank AG Deutsche Zent  12.600   3/25/2022     EUR    72.330
UBS AG/London             12.500   6/23/2022     USD    52.000
Nordea Bank Abp            9.000   7/20/2024     SEK    73.050
Credit Suisse AG/London   16.300  12/26/2023     USD    62.150
UniCredit Bank AG          5.350   2/27/2023     EUR    58.990
EFG International Financ   7.000  12/29/2022     USD    25.280
UBS AG/London             13.000   6/23/2022     CHF    52.350
UBS AG/London              6.250  12/23/2022     CHF    55.600
UBS AG/London              8.750   6/23/2022     CHF    51.200
Landesbank Baden-Wuertte   8.100   8/26/2022     EUR    59.840
Landesbank Baden-Wuertte   3.150   8/26/2022     EUR    75.710
Vontobel Financial Produ   0.212   02/03/2023    EUR    59.000
Raiffeisen Switzerland B   9.000   7/29/2022     CHF    68.820
UBS AG/London             11.250   02/03/2023    CHF    62.100
UBS AG/London             10.250   08/03/2022    CHF    72.850
Leonteq Securities AG     12.000   05/03/2022    CHF    61.420
Landesbank Baden-Wuertte   6.000   8/26/2022     EUR    65.800
Landesbank Baden-Wuertte   4.050   8/26/2022     EUR    33.960
UniCredit Bank AG          8.300   03/02/2022    EUR    39.770
Vontobel Financial Produ  18.500   3/25/2022     EUR    64.380
Vontobel Financial Produ  16.000   3/25/2022     EUR    69.370
EFG International Financ   6.200   08/05/2022    EUR    50.820
Vontobel Financial Produ  21.500   3/25/2022     EUR    60.470
Societe Generale Effekte  13.250   3/25/2022     EUR    40.080
Societe Generale Effekte   9.250   3/25/2022     EUR    47.890
Societe Generale Effekte  11.250   3/25/2022     EUR    43.500
BNP Paribas Emissions- u  11.000   6/23/2022     EUR    39.340
BNP Paribas Emissions- u  13.000   6/23/2022     EUR    38.050
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    36.150
BNP Paribas Emissions- u   8.500   3/24/2022     EUR    39.730
BNP Paribas Emissions- u  10.000   3/24/2022     EUR    38.060
BNP Paribas Emissions- u  13.000   3/24/2022     EUR    36.670
BNP Paribas Emissions- u   8.500   6/23/2022     EUR    41.900
BNP Paribas Emissions- u   9.000   6/23/2022     EUR    40.300
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    70.880
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    66.400
EFG International Financ   7.100   04/06/2022    EUR    70.520
Zurcher Kantonalbank Fin  15.000   4/20/2022     CHF    68.350
Vontobel Financial Produ   5.500   6/17/2022     USD    51.940
Bank Vontobel AG          13.005   10/03/2022    CHF    49.300
Bank Julius Baer & Co Lt  14.650   07/07/2022    USD    46.350
Leonteq Securities AG     18.000   04/08/2022    CHF    47.390
Raiffeisen Switzerland B  10.000   04/06/2022    CHF    69.670
UBS AG/London             14.250   10/07/2022    USD    55.050
BNP Paribas Emissions- u   9.500   3/24/2022     EUR    72.960
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    71.100
BNP Paribas Emissions- u   9.500   3/24/2022     EUR    52.170
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    50.740
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    48.260
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    46.170
BNP Paribas Emissions- u  18.000   3/24/2022     EUR    42.570
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    55.540
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    52.910
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    49.620
Landesbank Baden-Wuertte   5.000   3/25/2022     EUR    33.320
Leonteq Securities AG     14.000   5/19/2022     CHF    36.220
Bank Vontobel AG          10.507   8/19/2022     CHF    47.900
Bank Vontobel AG          12.008   8/19/2022     CHF    39.400
Bank Vontobel AG          12.006   8/19/2022     CHF    70.000
Leonteq Securities AG     15.000   5/19/2022     CHF    31.940
Vontobel Financial Produ   7.000   3/25/2022     EUR    42.130
Vontobel Financial Produ   8.750   3/25/2022     EUR    70.520
Vontobel Financial Produ   8.250   3/25/2022     EUR    69.410
Leonteq Securities AG/Gu   9.300   8/24/2022     USD    49.060
UBS AG/London             11.000   8/24/2022     CHF    66.650
UBS AG/London             15.250   2/24/2022     USD    31.500
Leonteq Securities AG/Gu   9.450   5/13/2022     USD    29.850
Leonteq Securities AG/Gu  28.960   5/17/2022     CHF    57.990
Vontobel Financial Produ  12.000   3/25/2022     EUR    71.160
Zurcher Kantonalbank Fin  23.000   2/25/2022     USD    52.780
Zurcher Kantonalbank Fin  20.500   2/25/2022     USD    52.150
Credit Suisse AG/London    7.250   5/18/2022     CHF    65.690
Credit Suisse AG/London    8.100   8/23/2022     CHF    67.220
Credit Suisse AG/London   10.000   5/13/2022     USD    45.350
Vontobel Financial Produ  18.500   6/24/2022     EUR    59.360
Corner Banca SA           11.000  11/17/2022     EUR    66.290
Leonteq Securities AG/Gu  18.000   5/17/2022     USD    46.850
Leonteq Securities AG/Gu  13.200   5/13/2022     USD    48.250
Leonteq Securities AG/Gu  10.000   8/17/2022     CHF    48.560
Vontobel Financial Produ  11.300   5/17/2022     USD    44.150
Vontobel Financial Produ  11.750   6/24/2022     EUR    63.700
Vontobel Financial Produ  11.750   6/24/2022     EUR    71.590
Vontobel Financial Produ  21.000   6/24/2022     EUR    67.880
Vontobel Financial Produ  19.000   6/24/2022     EUR    70.180
Vontobel Financial Produ  21.000   3/25/2022     EUR    70.290
Vontobel Financial Produ  22.500   3/25/2022     EUR    70.430
Vontobel Financial Produ   5.550   5/18/2022     EUR    57.840
Bank Julius Baer & Co Lt  11.200   5/18/2022     CHF    56.850
EFG International Financ   6.300   5/18/2023     USD    57.460
Societe Generale Effekte   9.250   5/27/2022     EUR    53.980
Societe Generale Effekte  11.250   5/27/2022     EUR    50.250
Societe Generale Effekte  13.250   5/27/2022     EUR    47.460
Societe Generale Effekte  15.250   5/27/2022     EUR    45.260
Corner Banca SA            7.600  11/18/2022     USD    46.660
Credit Suisse AG/London   10.000   5/19/2022     CHF    55.970
UBS AG/London             10.250  11/21/2022     CHF    59.900
Vontobel Financial Produ  14.500   3/25/2022     EUR    55.520
Vontobel Financial Produ  19.500   3/25/2022     EUR    50.270
Vontobel Financial Produ   8.000   3/25/2022     EUR    66.530
Bank Julius Baer & Co Lt  10.000   3/28/2022     USD    49.750
DVM Construction Fovalla   3.000   7/29/2030     HUF    72.500
Landesbank Baden-Wuertte   3.500   8/26/2022     EUR    33.660
Landesbank Baden-Wuertte   5.450   8/26/2022     EUR    29.640
Landesbank Baden-Wuertte   3.050   3/25/2022     EUR    36.680
Landesbank Baden-Wuertte   7.300   3/25/2022     EUR    30.620
Landesbank Baden-Wuertte   3.500   3/25/2022     EUR    74.350
Raiffeisen Centrobank AG  10.000   3/24/2023     EUR    60.410
Bank Vontobel AG          10.508   8/19/2022     CHF    47.900
Leonteq Securities AG     15.000   8/19/2022     CHF    59.110
Corner Banca SA           19.000   5/23/2022     USD    32.610
Leonteq Securities AG/Gu  10.000   5/19/2022     CHF    48.660
Leonteq Securities AG/Gu   5.700   8/19/2022     USD    54.940
Vontobel Financial Produ  10.500   3/25/2022     EUR    64.460
Vontobel Financial Produ  13.500   3/25/2022     EUR    60.200
Vontobel Financial Produ   8.000   3/25/2022     EUR    69.510
Leonteq Securities AG     17.000   2/23/2022     CHF    38.660
Vontobel Financial Produ  13.000   3/25/2022     EUR    65.660
Vontobel Financial Produ  11.000   3/25/2022     EUR #N/A N/A
Vontobel Financial Produ  23.500   3/25/2022     EUR    67.970
Vontobel Financial Produ  22.000   3/25/2022     EUR    70.320
Vontobel Financial Produ  22.000   3/25/2022     EUR    65.940
UBS AG/London             10.000   3/23/2026     USD    50.990
Zurcher Kantonalbank Fin  18.000   04/01/2022    USD    64.290
UniCredit Bank AG          8.000   4/20/2022     EUR    58.750
DZ Bank AG Deutsche Zent  14.400   3/25/2022     EUR    34.890
DZ Bank AG Deutsche Zent  16.700   3/25/2022     EUR    32.790
DZ Bank AG Deutsche Zent  21.700   3/25/2022     EUR    55.170
DZ Bank AG Deutsche Zent  17.900   3/25/2022     EUR    68.930
DZ Bank AG Deutsche Zent  18.600   3/25/2022     EUR    63.880
UBS AG/London             12.250   3/24/2022     CHF    52.600
UBS AG/London             13.250   4/29/2022     CHF    64.900
Bank Vontobel AG          10.000   5/16/2022     CHF    41.100
DZ Bank AG Deutsche Zent  17.700   3/25/2022     EUR    62.430
Bank Vontobel AG           4.255   6/27/2022     CHF    61.500
Bank Vontobel AG          28.506   3/28/2022     CHF    58.700
Societe Generale Effekte  10.750   3/25/2022     EUR    65.490
Societe Generale Effekte  12.750   3/25/2022     EUR    62.310
Raiffeisen Switzerland B  14.000   3/29/2022     CHF    71.380
UBS AG/London             16.750   3/31/2022     CHF    52.600
Credit Suisse AG/London   11.000   3/28/2022     USD    38.610
DZ Bank AG Deutsche Zent   8.000   6/24/2022     EUR    72.670
DZ Bank AG Deutsche Zent   8.000   6/24/2022     EUR    65.830
Zurcher Kantonalbank Fin  17.250   4/14/2022     CHF    57.680
BNP Paribas Emissions- u   9.000   3/24/2022     EUR    74.390
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    74.920
BNP Paribas Emissions- u   9.500   6/23/2022     EUR    74.010
BNP Paribas Emissions- u  13.000   3/24/2022     EUR    47.410
BNP Paribas Emissions- u  15.000   3/24/2022     EUR    45.000
BNP Paribas Emissions- u  16.000   3/24/2022     EUR    44.280
BNP Paribas Emissions- u   9.500   6/23/2022     EUR    56.490
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    51.160
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    48.720
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    47.180
BNP Paribas Emissions- u   8.500   3/24/2022     EUR    54.420
BNP Paribas Emissions- u   9.000   3/24/2022     EUR    53.270
Vontobel Financial Produ   9.500   3/25/2022     EUR    61.400
Corner Banca SA           16.000   04/06/2022    CHF    44.720
Vontobel Financial Produ   6.000   3/25/2022     EUR    66.660
Leonteq Securities AG/Gu   2.700   04/01/2026    EUR    44.860
Leonteq Securities AG/Gu  19.000   04/08/2022    USD    47.550
UBS AG/London             15.500   04/07/2022    USD    72.650
UBS AG/London              9.500   04/11/2022    CHF    56.800
Leonteq Securities AG     18.000   3/29/2022     CHF    37.630
DZ Bank AG Deutsche Zent   6.250   3/23/2022     EUR    73.740
DZ Bank AG Deutsche Zent  10.500   4/22/2022     EUR    35.890
UniCredit Bank AG          7.950   4/27/2022     EUR    67.600
UniCredit Bank AG          9.250   4/27/2022     EUR    64.920
Landesbank Baden-Wuertte   4.050  10/28/2022     EUR    46.870
Landesbank Baden-Wuertte   3.500  10/28/2022     EUR    46.800
Corner Banca SA           12.000   06/01/2022    CHF    51.150
UBS AG/London             16.250   07/07/2022    CHF    69.500
UBS AG/London             16.300   01/08/2024    EUR     8.690
EFG International Financ   9.350   01/12/2023    CHF    60.550
Zurcher Kantonalbank Fin   8.250   7/20/2022     EUR    58.590
EFG International Financ   8.000   7/22/2022     CHF    63.380
Leonteq Securities AG     13.000   05/09/2022    CHF    41.780
Corner Banca SA           14.000   05/09/2022    CHF    41.940
UBS AG/London             13.250   05/12/2022    USD    45.300
UBS AG/London             13.500   05/12/2022    USD    45.350
UniCredit Bank AG          5.250   12/01/2023    EUR    44.520
Leonteq Securities AG     15.000   3/30/2022     CHF    60.280
Landesbank Baden-Wuertte   6.350  10/28/2022     EUR    42.680
Landesbank Baden-Wuertte   5.750  10/28/2022     EUR    43.070
DZ Bank AG Deutsche Zent  20.300   3/25/2022     EUR    69.160
DZ Bank AG Deutsche Zent  17.100   3/25/2022     EUR    41.900
DZ Bank AG Deutsche Zent  22.700   3/25/2022     EUR    65.970
Bank Vontobel AG           6.007   9/26/2022     CHF    63.500
Bank Vontobel AG           6.007   9/26/2022     CHF    63.500
Bank Vontobel AG           9.000   9/26/2022     EUR    65.200
Bank Vontobel AG           9.009   9/26/2022     EUR    65.200
Bank Vontobel AG          14.006   9/26/2022     CHF    39.800
Bank Vontobel AG          12.751   6/27/2022     CHF    42.000
Bank Vontobel AG          15.009   6/27/2022     CHF    34.400
Bank Vontobel AG          22.008   6/27/2022     CHF    54.400
Societe Generale Effekte   8.750   3/25/2022     EUR    69.390
UBS AG/London             16.000   9/30/2022     CHF    48.500
Zurcher Kantonalbank Fin  14.250   4/19/2022     CHF    57.500
Leonteq Securities AG     18.000   04/12/2022    CHF    36.000
Leonteq Securities AG     22.860   04/12/2022    CHF    29.850
DZ Bank AG Deutsche Zent   8.000   6/22/2022     EUR    67.210
Vontobel Financial Produ  18.000   3/25/2022     EUR    50.460
Vontobel Financial Produ   8.500   3/25/2022     EUR    38.510
Vontobel Financial Produ  13.250   3/25/2022     EUR    70.750
Vontobel Financial Produ  10.250   3/25/2022     EUR    38.690
Goldman Sachs & Co Wertp  23.000   5/25/2022     EUR    66.750
Corner Banca SA           14.000   9/26/2022     USD    58.430
Goldman Sachs & Co Wertp  11.000   6/22/2022     EUR    70.190
BNP Paribas Emissions- u  16.000   3/24/2022     EUR    67.750
BNP Paribas Emissions- u   8.000   3/24/2022     EUR    40.980
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    35.740
BNP Paribas Emissions- u  15.000   3/24/2022     EUR    34.860
BNP Paribas Emissions- u  17.000   3/24/2022     EUR    32.450
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    43.010
Societe Generale SA       18.000   05/02/2024    USD    55.600
UniCredit Bank AG          6.200   4/13/2022     EUR    40.820
Landesbank Baden-Wuertte   5.200   5/27/2022     EUR    40.140
Landesbank Baden-Wuertte   7.750   5/27/2022     EUR    37.030
Landesbank Baden-Wuertte   6.500   5/27/2022     EUR    38.120
EFG International Financ  17.000   3/17/2022     USD    45.950
UBS AG/London              7.500   3/17/2023     CHF    73.550
Bank Vontobel AG           6.002   08/12/2022    EUR    63.100
EFG International Financ  23.000   3/17/2022     CHF    42.270
Vontobel Financial Produ  15.000   3/25/2022     EUR    41.390
UBS AG/London              9.750   3/17/2023     CHF    64.150
Bank Julius Baer & Co Lt  12.050   3/18/2022     USD    58.800
Leonteq Securities AG/Gu  15.000   6/16/2022     USD    51.840
Leonteq Securities AG/Gu  10.000   4/26/2022     EUR    56.580
Erste Group Bank AG        7.250   03/03/2026    EUR    51.400
Goldman Sachs & Co Wertp  10.000   3/23/2022     EUR    73.030
Goldman Sachs & Co Wertp  13.000   6/22/2022     EUR    71.380
UniCredit Bank AG          4.450   09/11/2023    EUR    28.620
Landesbank Baden-Wuertte   3.150   6/24/2022     EUR    32.950
Landesbank Baden-Wuertte   4.850   6/24/2022     EUR    28.500
Bank Julius Baer & Co Lt  10.200   5/30/2023     EUR    12.650
Societe Generale SA       20.000   8/31/2023     USD    61.250
Landesbank Baden-Wuertte   3.000  10/25/2024     EUR    37.310
Vontobel Financial Produ  16.500   3/25/2022     EUR    55.650
Vontobel Financial Produ  12.000   3/25/2022     EUR    44.640
Vontobel Financial Produ  11.000   3/25/2022     EUR #N/A N/A
Vontobel Financial Produ  12.000   3/25/2022     EUR    69.880
EFG International Financ   7.000   3/23/2023     USD    33.820
Vontobel Financial Produ  10.000   3/25/2022     EUR    62.330
Credit Suisse AG/London    8.500   06/08/2022    CHF    70.010
DZ Bank AG Deutsche Zent  14.800   3/25/2022     EUR    70.150
DZ Bank AG Deutsche Zent  23.500   3/25/2022     EUR    52.340
DZ Bank AG Deutsche Zent  21.600   3/25/2022     EUR    61.700
DZ Bank AG Deutsche Zent  16.600   3/25/2022     EUR    69.340
DZ Bank AG Deutsche Zent  15.100   3/25/2022     EUR    50.720
DZ Bank AG Deutsche Zent  16.600   3/25/2022     EUR    48.360
DZ Bank AG Deutsche Zent  19.800   3/25/2022     EUR    44.330
BNP Paribas SA            29.000   3/28/2022     USD    64.370
UniCredit Bank AG          8.200   2/16/2022     EUR    52.850
Leonteq Securities AG/Gu  13.000   7/25/2022     USD    44.740
UniCredit Bank AG          6.000   7/28/2023     EUR    41.350
UBS AG/London             10.000   07/08/2022    CHF    60.550
Bank Julius Baer & Co Lt  10.150   4/25/2022     USD    50.000
UBS AG/London             14.000   1/18/2024     USD    51.260
Leonteq Securities AG/Gu  17.680   05/06/2022    CHF    56.380
EFG International Financ  15.000   9/26/2022     CHF    60.680
UBS AG/London             26.250   9/26/2022     USD    70.150
UBS AG/London             15.500   3/24/2022     CHF    58.550
Vontobel Financial Produ   9.200   3/23/2022     EUR    37.260
Vontobel Financial Produ   6.400   2/28/2022     EUR    47.980
Vontobel Financial Produ  13.500   3/25/2022     EUR    60.800
Vontobel Financial Produ  18.000   3/25/2022     EUR    53.430
Vontobel Financial Produ  11.000   3/25/2022     EUR    67.400
UBS AG/London             11.250   07/01/2022    CHF #N/A N/A
Vontobel Financial Produ  10.500   3/25/2022     EUR    21.610
Vontobel Financial Produ  17.000   3/25/2022     EUR    52.730
Vontobel Financial Produ  12.000   3/25/2022     EUR    58.680
Leonteq Securities AG/Gu  11.000   08/10/2022    USD    45.940
UniCredit Bank AG          6.500   9/15/2022     EUR    47.420
UniCredit Bank AG          7.300   6/14/2024     EUR    70.510
DZ Bank AG Deutsche Zent  24.100   3/25/2022     EUR    68.530
Bank Julius Baer & Co Lt  11.200   05/12/2022    CHF    67.800
EFG International Financ  22.000   05/12/2022    CHF    59.860
EFG International Financ  14.000   05/12/2022    USD    58.580
UBS AG/London             14.750  11/14/2022     CHF    65.500
UBS AG/London             10.500  11/14/2022     CHF    64.800
Corner Banca SA           15.000   5/25/2022     CHF    49.200
Corner Banca SA           15.000  11/21/2022     USD    64.980
Leonteq Securities AG/Gu  13.000  11/21/2022     USD    43.400
Corner Banca SA           16.000   08/10/2022    EUR    61.230
Credit Suisse AG/London    9.500   05/10/2022    CHF    54.530
Leonteq Securities AG/Gu  21.530   5/17/2022     CHF    34.570
Leonteq Securities AG/Gu  21.420   05/11/2022    CHF    35.320
Credit Suisse AG/London   13.250   05/04/2022    USD    45.090
Vontobel Financial Produ  16.500   6/24/2022     EUR    58.690
Leonteq Securities AG/Gu   7.000   7/22/2022     CHF    71.680
Goldman Sachs & Co Wertp  14.000   3/23/2022     EUR    70.220
Goldman Sachs & Co Wertp  12.000   3/23/2022     EUR    68.530
Leonteq Securities AG/Gu  22.080   05/06/2022    CHF    39.500
Leonteq Securities AG/Gu   7.000   11/07/2022    CHF    77.020
Leonteq Securities AG/Gu  11.000   08/10/2022    CHF    55.780
DZ Bank AG Deutsche Zent  12.700   3/25/2022     EUR    67.570
UBS AG/London             21.250   3/24/2022     USD    61.300
UBS AG/London             15.500   3/24/2022     CHF    47.300
UBS AG/London             29.750   3/24/2022     CHF    58.950
Bank Julius Baer & Co Lt  16.000   05/11/2022    EUR    31.450
Bank Vontobel AG          20.004   08/10/2022    CHF    72.400
UBS AG/London              6.500   8/24/2022     CHF    39.600
Bank Julius Baer & Co Lt   8.550   5/13/2022     USD    53.850
DekaBank Deutsche Giroze   6.000   3/24/2022     EUR    60.950
Zurcher Kantonalbank Fin  19.800   2/25/2022     CHF    51.980
Vontobel Financial Produ  16.000   6/24/2022     EUR    68.390
Vontobel Financial Produ  16.000   3/25/2022     EUR    50.530
Vontobel Financial Produ  13.500   3/25/2022     EUR    54.070
Vontobel Financial Produ  18.500   3/25/2022     EUR    47.480
Vontobel Financial Produ  21.000   3/25/2022     EUR    44.840
Vontobel Financial Produ  13.500   6/24/2022     EUR    70.200
Vontobel Financial Produ  17.500   6/24/2022     EUR    65.210
Bank Vontobel AG           9.003  11/14/2022     CHF    66.400
EFG International Financ  13.000  11/14/2022     CHF    49.590
Societe Generale Effekte   7.000   3/25/2022     EUR    61.740
Societe Generale Effekte   7.500   5/27/2022     EUR    60.040
Landesbank Baden-Wuertte   2.200   1/27/2023     EUR    32.220
UBS AG/London             14.750   5/25/2022     CHF    46.950
UBS AG/London             12.250  11/18/2022     EUR #N/A N/A
Landesbank Baden-Wuertte   3.400   8/23/2024     EUR    33.220
DekaBank Deutsche Giroze   3.500   11/04/2022    EUR    57.220
Zurcher Kantonalbank Fin  11.500   3/25/2022     CHF    52.560
Landesbank Baden-Wuertte   3.000   5/27/2022     EUR    44.250
Landesbank Baden-Wuertte   5.300   6/24/2022     EUR    72.920
Landesbank Baden-Wuertte   3.500   5/27/2022     EUR    43.400
EFG International Financ   9.070   3/17/2022     USD    61.470
Bank Julius Baer & Co Lt   7.300   2/22/2022     EUR    63.700
UBS AG/London             13.500   5/18/2022     CHF    39.200
Leonteq Securities AG/Gu  11.000   05/05/2022    CHF    47.970
Leonteq Securities AG/Gu   9.000   02/08/2023    CHF    67.360
Societe Generale SA       16.000   2/29/2024     USD    24.300
Nordea Bank Abp            6.063   7/20/2024     SEK    72.660
Vontobel Financial Produ   7.500   6/24/2022     EUR    65.990
Vontobel Financial Produ  18.000   6/24/2022     EUR    66.930
Credit Suisse AG/London   11.000   6/15/2022     CHF    51.440
Vontobel Financial Produ  18.000   6/24/2022     EUR    69.830
Raiffeisen Centrobank AG   7.500   07/07/2023    EUR    69.420
Vontobel Financial Produ  23.950   06/03/2022    EUR    19.380
Vontobel Financial Produ  12.400   3/16/2022     EUR    35.630
Vontobel Financial Produ  15.500   06/02/2022    EUR    72.440
Landesbank Baden-Wuertte   5.100  11/25/2022     EUR    50.780
Landesbank Baden-Wuertte   3.800  11/25/2022     EUR    71.600
Landesbank Baden-Wuertte   8.600   6/24/2022     EUR    44.030
Landesbank Baden-Wuertte   5.100   6/24/2022     EUR    50.620
DZ Bank AG Deutsche Zent  24.400   6/24/2022     EUR    60.660
DZ Bank AG Deutsche Zent  14.000   6/24/2022     EUR    51.310
DZ Bank AG Deutsche Zent  20.000   6/24/2022     EUR    45.610
DZ Bank AG Deutsche Zent  17.600   6/24/2022     EUR    39.570
Landesbank Baden-Wuertte   4.350  11/25/2022     EUR    58.100
Landesbank Baden-Wuertte   6.600  11/25/2022     EUR    54.650
DZ Bank AG Deutsche Zent  15.400   6/24/2022     EUR    67.740
DZ Bank AG Deutsche Zent  19.500   6/24/2022     EUR    62.130
DZ Bank AG Deutsche Zent  21.700   3/25/2022     EUR    62.310
DZ Bank AG Deutsche Zent  15.800   3/25/2022     EUR    63.730
DZ Bank AG Deutsche Zent  12.000   6/24/2022     EUR    69.490
DZ Bank AG Deutsche Zent  15.800   6/24/2022     EUR    64.410
DZ Bank AG Deutsche Zent  19.500   3/25/2022     EUR    61.060
DZ Bank AG Deutsche Zent  24.500   6/24/2022     EUR    58.950
Landesbank Baden-Wuertte   2.500   6/24/2022     EUR    62.150
Landesbank Baden-Wuertte   7.150   6/24/2022     EUR    53.370
Vontobel Financial Produ   3.500   07/03/2023    EUR    68.300
EFG International Financ  24.000   06/07/2022    USD    25.870
Zurcher Kantonalbank Fin  19.000   06/10/2022    USD    66.010
Zurcher Kantonalbank Fin  22.750   06/10/2022    USD    53.080
Credit Suisse AG/London   13.000   6/16/2022     CHF    68.850
UBS AG/London             12.500  12/16/2022     CHF    62.150
UBS AG/London              9.000   6/16/2022     CHF    51.750
UBS AG/London             10.250   6/16/2022     CHF    54.050
UBS AG/London             11.500   6/16/2022     CHF    71.050
Vontobel Financial Produ  17.000   6/24/2022     EUR    58.840
Vontobel Financial Produ  10.500   6/24/2022     EUR    69.170
Vontobel Financial Produ  15.000   6/24/2022     EUR    64.360
Zurcher Kantonalbank Fin  11.000   6/24/2022     CHF    68.560
Zurcher Kantonalbank Fin  21.500   6/24/2022     USD    58.820
Leonteq Securities AG/Gu  16.000   06/01/2022    USD    33.590
BNP Paribas SA            20.200   5/31/2022     USD    72.500
Leonteq Securities AG/Gu   6.000   12/01/2023    CHF    77.420
Bank Julius Baer & Co Lt   7.250   06/02/2022    CHF    67.200
Zurcher Kantonalbank Fin  10.000   06/08/2022    USD    43.140
UniCredit Bank AG         12.000   6/16/2022     EUR    45.490
Societe Generale Effekte  11.250   6/24/2022     EUR    53.640
Societe Generale Effekte  13.250   6/24/2022     EUR    50.820
Societe Generale Effekte  15.250   6/24/2022     EUR    48.490
Vontobel Financial Produ  18.750   6/24/2022     EUR    32.060
Vontobel Financial Produ  18.250   6/24/2022     EUR    61.390
Vontobel Financial Produ  14.750   6/24/2022     EUR    67.450
Vontobel Financial Produ   7.750   6/24/2022     EUR    67.340
Vontobel Financial Produ   9.000   6/24/2022     EUR    67.730
Vontobel Financial Produ  12.500   6/24/2022     EUR    67.200
Vontobel Financial Produ  17.000   6/24/2022     EUR    49.330
Vontobel Financial Produ  14.500   6/24/2022     EUR    30.690
Societe Generale Effekte   5.250   6/24/2022     EUR    68.920
Societe Generale Effekte   7.250   6/24/2022     EUR    62.250
Societe Generale Effekte   9.250   6/24/2022     EUR    57.370
Leonteq Securities AG/Gu   7.400   12/01/2023    USD    76.710
DZ Bank AG Deutsche Zent   7.250   6/22/2022     EUR    70.010
DekaBank Deutsche Giroze   4.000   8/18/2022     EUR    62.870
DZ Bank AG Deutsche Zent  10.750   8/24/2022     EUR    58.270
DZ Bank AG Deutsche Zent  12.500   8/24/2022     EUR    47.480
Leonteq Securities AG/Gu  10.600   7/19/2022     USD    29.270
Leonteq Securities AG/Gu  13.000   7/19/2022     USD    38.100
Vontobel Financial Produ  13.500   9/23/2022     EUR    71.360
Leonteq Securities AG/Gu  27.800   4/22/2022     CHF    48.420
Leonteq Securities AG/Gu  20.000   7/20/2022     CHF    56.890
Vontobel Financial Produ  10.500   9/23/2022     EUR    37.590
Zurcher Kantonalbank Fin  16.000   7/28/2022     CHF    56.280
Vontobel Financial Produ  11.700   1/24/2023     USD    57.150
Bank Vontobel AG          15.000  10/13/2022     CHF    59.300
UniCredit Bank AG          9.550   8/17/2022     EUR    45.060
UniCredit Bank AG          8.050   8/17/2022     EUR    64.890
DZ Bank AG Deutsche Zent  23.000   6/24/2022     EUR    65.060
DZ Bank AG Deutsche Zent  22.400   6/24/2022     EUR    71.940
DZ Bank AG Deutsche Zent  24.400   3/25/2022     EUR    52.090
DZ Bank AG Deutsche Zent  21.000   6/24/2022     EUR    57.030
DZ Bank AG Deutsche Zent  22.400   3/25/2022     EUR    68.560
DZ Bank AG Deutsche Zent  19.100   3/25/2022     EUR    64.770
DZ Bank AG Deutsche Zent  15.400   6/24/2022     EUR    67.820
DZ Bank AG Deutsche Zent  18.300   6/24/2022     EUR    55.560
DZ Bank AG Deutsche Zent  22.800   6/24/2022     EUR    63.640
DZ Bank AG Deutsche Zent  19.600   6/24/2022     EUR    70.180
Vontobel Financial Produ   7.500   6/24/2022     EUR    71.410
Vontobel Financial Produ   8.500   6/24/2022     EUR    70.570
EFG International Financ  11.000   1/23/2023     CHF    56.720
EFG International Financ  12.000   7/21/2022     CHF    65.860
Zurcher Kantonalbank Fin   8.000   7/29/2022     USD    66.620
Raiffeisen Schweiz Genos  10.000   1/16/2023     CHF    66.840
Societe Generale Effekte  18.000   3/25/2022     EUR    63.330
Societe Generale Effekte  15.750   6/24/2022     EUR    66.940
Vontobel Financial Produ  13.000   6/24/2022     EUR    72.040
Vontobel Financial Produ  10.000   9/23/2022     EUR    48.280
Vontobel Financial Produ  14.000   9/23/2022     EUR    46.100
Vontobel Financial Produ  12.500   9/23/2022     EUR    46.620
Vontobel Financial Produ  11.500   9/23/2022     EUR    47.540
Vontobel Financial Produ  12.000   6/24/2022     EUR    47.060
Vontobel Financial Produ  15.000   6/24/2022     EUR    44.860
Vontobel Financial Produ  15.000   9/23/2022     EUR    45.380
Vontobel Financial Produ  13.500   6/24/2022     EUR    45.900
Vontobel Financial Produ  16.500   6/24/2022     EUR    43.930
Vontobel Financial Produ  18.000   6/24/2022     EUR    43.100
Leonteq Securities AG/Gu  13.000   7/22/2022     CHF    63.900
Leonteq Securities AG/Gu  27.290   4/26/2022     CHF    33.240
UBS AG/London             12.000   1/16/2023     CHF    62.200
Vontobel Financial Produ  17.250   6/24/2022     EUR    50.520
Vontobel Financial Produ  16.750   6/24/2022     EUR    63.040
Raiffeisen Schweiz Genos  16.000   7/19/2022     EUR    70.110
Societe Generale Effekte  13.500   8/26/2022     EUR    44.930
Societe Generale Effekte   3.500   8/26/2022     EUR    64.270
Societe Generale Effekte   5.500   8/26/2022     EUR    56.880
Societe Generale Effekte   7.500   8/26/2022     EUR    52.040
Societe Generale Effekte   9.500   8/26/2022     EUR    48.790
Societe Generale Effekte  11.500   8/26/2022     EUR    46.580
Leonteq Securities AG/Gu  11.000   1/26/2023     USD    61.020
Leonteq Securities AG/Gu  10.000   7/26/2022     CHF    60.240
Leonteq Securities AG/Gu  10.000  10/26/2022     CHF    66.750
Vontobel Financial Produ  10.500   9/23/2022     EUR    63.010
Vontobel Financial Produ  12.000   6/24/2022     EUR    60.870
Vontobel Financial Produ   7.000   6/24/2022     EUR    68.960
Vontobel Financial Produ   7.500   9/23/2022     EUR    66.730
Zurcher Kantonalbank Fin  10.000   08/03/2022    CHF    67.630
Zurcher Kantonalbank Fin  12.500   08/03/2022    CHF    63.760
Vontobel Financial Produ  11.200   7/26/2022     EUR    59.460
Zurcher Kantonalbank Fin  28.500   08/02/2022    USD    47.990
Zurcher Kantonalbank Fin  27.500   08/02/2022    CHF    61.720
Bank Julius Baer & Co Lt  10.000   7/26/2022     USD    67.550
Bank Vontobel AG          12.500   1/24/2023     CHF    56.100
Leonteq Securities AG     10.000  10/26/2022     CHF    55.740
Leonteq Securities AG     12.000   1/26/2023     CHF    55.220
Raiffeisen Schweiz Genos   5.500   06/07/2023    CHF    76.830
Leonteq Securities AG/Gu  17.000   07/05/2022    EUR    48.010
Zurcher Kantonalbank Fin   8.100  12/14/2022     USD    61.050
Zurcher Kantonalbank Fin  12.500   7/13/2022     USD    69.940
Zurcher Kantonalbank Fin  15.000   7/13/2022     CHF    50.830
Leonteq Securities AG/Gu  10.000   10/05/2022    CHF    49.000
Vontobel Financial Produ   7.350   6/15/2022     USD    61.390
Vontobel Financial Produ   8.700   04/04/2022    CHF    60.610
Leonteq Securities AG/Gu  24.870   6/14/2022     CHF    26.460
EFG International Financ  18.000   6/30/2022     EUR    65.100
Zurcher Kantonalbank Fin  24.000   6/17/2022     CHF    58.720
Zurcher Kantonalbank Fin  11.250   07/06/2022    EUR    50.100
Vontobel Financial Produ  20.000   6/24/2022     EUR    58.780
DZ Bank AG Deutsche Zent   7.250   6/22/2022     EUR    73.130
DZ Bank AG Deutsche Zent   7.000   9/21/2022     EUR    71.520
Vontobel Financial Produ   7.500   6/24/2022     EUR    69.130
Vontobel Financial Produ  14.500   6/24/2022     EUR    60.860
Vontobel Financial Produ  16.000   6/24/2022     EUR    59.910
Leonteq Securities AG/Gu  14.000   9/14/2022     CHF    65.530
Vontobel Financial Produ  13.500   6/24/2022     EUR    70.360
Vontobel Financial Produ  12.500   6/24/2022     EUR    62.600
Vontobel Financial Produ   5.000   6/24/2022     EUR    69.210
Zurcher Kantonalbank Fin  12.000   6/21/2022     CHF    63.670
Vontobel Financial Produ  19.500   6/24/2022     EUR    64.560
Zurcher Kantonalbank Fin  12.000   7/14/2022     CHF    53.510
Bank Vontobel AG          11.250   01/03/2023    EUR    72.500
Bank Vontobel AG           7.500   01/03/2023    EUR    47.200
Bank Vontobel AG          17.500   07/04/2022    CHF    45.300
Corner Banca SA           12.000   6/14/2022     CHF    68.200
UniCredit Bank AG          3.500   2/13/2023     EUR    46.910
Danske Bank A/S            5.300   7/15/2023     SEK    40.950
UBS AG/London             10.750   07/07/2022    EUR    72.700
UBS AG/London             16.500   6/30/2022     USD    43.200
Credit Suisse AG/London   12.000   4/15/2022     USD    51.280
Raiffeisen Schweiz Genos  11.000   7/14/2022     CHF    51.230
DZ Bank AG Deutsche Zent   7.000   3/23/2022     EUR    73.800
UniCredit Bank AG         10.900   2/16/2022     EUR    48.160
Vontobel Financial Produ  14.500   3/25/2022     EUR    74.890
Leonteq Securities AG     12.000   4/21/2022     CHF    46.060
Zurcher Kantonalbank Fin   7.500   4/29/2022     CHF    54.860
Zurcher Kantonalbank Fin   8.000   4/29/2022     USD    54.920
UBS AG/London             15.250   7/21/2022     USD    71.450
UniCredit Bank AG         10.700   02/03/2025    EUR    71.780
Vontobel Financial Produ  12.000   3/25/2022     EUR    48.590
Vontobel Financial Produ  10.500   3/25/2022     EUR    67.130
Vontobel Financial Produ  12.000   3/25/2022     EUR    63.790
Vontobel Financial Produ  15.000   3/25/2022     EUR    58.100
Vontobel Financial Produ   7.000   3/25/2022     EUR    30.620
Vontobel Financial Produ  10.000   3/25/2022     EUR    27.550
Vontobel Financial Produ  11.500   3/25/2022     EUR    26.290
Vontobel Financial Produ   8.000   3/25/2022     EUR    69.510
Vontobel Financial Produ  14.000   3/25/2022     EUR    60.250
Vontobel Financial Produ   8.000   3/25/2022     EUR    60.260
Bank Vontobel AG           7.506   7/15/2022     CHF    73.700
Vontobel Financial Produ  15.000   3/25/2022     EUR    69.810
Vontobel Financial Produ   8.000   3/25/2022     EUR    28.940
Vontobel Financial Produ  13.000   3/25/2022     EUR    25.160
Vontobel Financial Produ  14.000   3/25/2022     EUR    48.920
Vontobel Financial Produ  11.000   3/25/2022     EUR    50.740
Vontobel Financial Produ   9.500   3/25/2022     EUR    53.060
Vontobel Financial Produ  11.000   3/25/2022     EUR    64.510
Bank Vontobel AG           9.006  10/31/2022     CHF    45.600
Vontobel Financial Produ  18.250   3/25/2022     EUR    60.340
EFG International Financ   6.080   05/05/2022    USD    56.820
Bank Julius Baer & Co Lt  11.800   4/26/2022     EUR    36.950
Leonteq Securities AG/Gu   6.700   11/04/2022    USD    72.590
Corner Banca SA           17.200   4/26/2022     CHF    47.790
UBS AG/London             19.750   05/05/2022    USD    64.700
UBS AG/London             14.500   11/07/2022    CHF    59.150
Vontobel Financial Produ   7.000   6/24/2022     EUR    59.190
Vontobel Financial Produ  12.500   6/24/2022     EUR    66.890
Vontobel Financial Produ  14.500   6/24/2022     EUR    64.050
Vontobel Financial Produ  13.500   6/24/2022     EUR    69.940
Vontobel Financial Produ  14.500   3/25/2022     EUR    68.780
Vontobel Financial Produ   9.500   6/24/2022     EUR    55.170
Zurcher Kantonalbank Fin  24.000   05/12/2022    CHF    70.170
Corner Banca SA           14.000   4/26/2022     USD    52.200
Zurcher Kantonalbank Fin  16.250   05/04/2022    EUR    54.010
Leonteq Securities AG/Gu  11.500  10/27/2022     CHF    69.060
Landesbank Baden-Wuertte   7.000   4/28/2023     EUR    54.120
Landesbank Baden-Wuertte   5.250   4/28/2023     EUR    43.460
Landesbank Baden-Wuertte   3.150   4/28/2023     EUR    47.220
Landesbank Baden-Wuertte   2.300   4/28/2023     EUR    70.700
Landesbank Baden-Wuertte   5.700   4/28/2023     EUR    46.330
Landesbank Baden-Wuertte   4.350   4/28/2023     EUR    48.180
Landesbank Baden-Wuertte   3.000   4/28/2023     EUR    50.720
DZ Bank AG Deutsche Zent  22.600   3/25/2022     EUR    61.520
DZ Bank AG Deutsche Zent  21.700   3/25/2022     EUR    66.070
DZ Bank AG Deutsche Zent  24.600   3/25/2022     EUR    59.770
Vontobel Financial Produ  13.500   6/24/2022     EUR    64.050
Vontobel Financial Produ  15.000   6/24/2022     EUR    62.700
Vontobel Financial Produ  11.000   6/24/2022     EUR    67.270
Vontobel Financial Produ   9.500   6/24/2022     EUR    69.000
Vontobel Financial Produ  12.500   6/24/2022     EUR    65.680
Vontobel Financial Produ  16.500   6/24/2022     EUR    61.470
Vontobel Financial Produ   9.500   3/25/2022     EUR    69.100
Vontobel Financial Produ  20.000   3/25/2022     EUR    57.670
Vontobel Financial Produ  16.500   3/25/2022     EUR    60.950
Vontobel Financial Produ  11.000   3/25/2022     EUR    66.810
Vontobel Financial Produ  13.000   3/25/2022     EUR    64.720
Vontobel Financial Produ  14.500   3/25/2022     EUR    62.740
Vontobel Financial Produ   8.500   6/24/2022     EUR    71.050
Vontobel Financial Produ  20.500   6/24/2022     EUR    38.370
Zurcher Kantonalbank Fin  12.250   05/05/2022    CHF    51.170
Bank Vontobel AG           7.008   7/25/2022     CHF    66.800
UBS AG/London             13.500   4/29/2024     USD    52.860
UBS AG/London             12.750   4/28/2022     CHF    66.000
UBS AG/London             12.750  10/28/2022     CHF    50.350
UBS AG/London              9.500  10/28/2022     CHF    74.300
Zurcher Kantonalbank Fin   6.400   11/07/2022    USD    43.320
Leonteq Securities AG/Gu   8.310   7/19/2022     EUR    70.240
EFG International Financ   5.500   4/20/2022     USD    62.940
Vontobel Financial Produ  17.000   6/24/2022     EUR    69.500
Vontobel Financial Produ  13.000   6/24/2022     EUR    64.150
Vontobel Financial Produ  19.000   6/24/2022     EUR    64.190
Vontobel Financial Produ  20.000   6/24/2022     EUR    64.530
Vontobel Financial Produ  24.000   3/25/2022     EUR    61.340
Vontobel Financial Produ  22.500   3/25/2022     EUR    61.200
Bank Julius Baer & Co Lt  11.150   4/22/2022     CHF    48.250
Bank Julius Baer & Co Lt  16.250   4/22/2022     USD    38.200
Leonteq Securities AG     10.000   7/20/2022     CHF    37.530
Leonteq Securities AG/Gu  12.000   4/22/2022     USD    31.620
Leonteq Securities AG     23.030   4/22/2022     CHF    35.950
DZ Bank AG Deutsche Zent  17.600   3/25/2022     EUR    40.550
DZ Bank AG Deutsche Zent  20.800   3/25/2022     EUR    37.780
DZ Bank AG Deutsche Zent  22.700   3/25/2022     EUR    55.740
DZ Bank AG Deutsche Zent  23.700   3/25/2022     EUR    65.410
DZ Bank AG Deutsche Zent   7.600   3/25/2022     EUR    73.870
DZ Bank AG Deutsche Zent  16.000   3/25/2022     EUR    68.930
DZ Bank AG Deutsche Zent  23.500   3/25/2022     EUR    49.650
Vontobel Financial Produ  10.000   6/24/2022     EUR    34.790
Vontobel Financial Produ  13.000   6/24/2022     EUR    71.760
UniCredit Bank AG          8.300   5/16/2022     EUR    55.950
Vontobel Financial Produ  12.900   4/26/2022     EUR    37.740
Leonteq Securities AG     24.530   4/22/2022     CHF    39.410
Vontobel Financial Produ  12.500   3/25/2022     EUR    35.840
Vontobel Financial Produ  18.000   3/25/2022     EUR    72.760
Vontobel Financial Produ  11.000   3/25/2022     EUR    66.120
Vontobel Financial Produ  14.500   6/24/2022     EUR    62.100
UBS AG/London              7.000   4/21/2023     USD    59.200
UBS AG/London             10.500   4/21/2023     CHF    59.400
Vontobel Financial Produ  13.000   6/24/2022     EUR    53.720
Vontobel Financial Produ  10.000   3/25/2022     EUR    56.300
Vontobel Financial Produ   8.500   6/24/2022     EUR    60.300
Vontobel Financial Produ  13.500   3/25/2022     EUR    51.750
Vontobel Financial Produ  17.000   3/25/2022     EUR    47.950
Vontobel Financial Produ  11.500   6/24/2022     EUR    69.520
Vontobel Financial Produ  17.500   6/24/2022     EUR    49.100
Vontobel Financial Produ  15.500   6/24/2022     EUR    64.530
Vontobel Financial Produ  20.500   3/25/2022     EUR    44.780
EFG International Financ   5.800   4/26/2023     EUR    61.080
EFG International Financ   5.700   4/26/2023     USD    72.230
Bank Julius Baer & Co Lt   9.300   7/22/2022     USD    68.250
Vontobel Financial Produ   6.000   6/24/2022     EUR    48.770
Vontobel Financial Produ  11.000   6/24/2022     EUR    43.500
Vontobel Financial Produ  15.500   6/24/2022     EUR    39.810
Vontobel Financial Produ  13.000   6/24/2022     EUR    41.400
Vontobel Financial Produ   9.500   3/25/2022     EUR    44.420
Vontobel Financial Produ  12.500   3/25/2022     EUR    41.350
Vontobel Financial Produ   8.500   6/24/2022     EUR    45.870
Vontobel Financial Produ   8.000   6/24/2022     EUR    56.980
Vontobel Financial Produ  13.000   6/24/2022     EUR    50.420
Vontobel Financial Produ  16.000   6/24/2022     EUR    48.160
Vontobel Financial Produ   5.500   6/24/2022     EUR    61.430
Vontobel Financial Produ  15.500   6/24/2022     EUR    62.750
Vontobel Financial Produ  13.500   6/24/2022     EUR    65.420
Vontobel Financial Produ  13.000   6/24/2022     EUR    70.820
Vontobel Financial Produ  16.500   6/24/2022     EUR    65.990
Vontobel Financial Produ  15.500   6/24/2022     EUR    67.540
Vontobel Financial Produ  14.000   6/24/2022     EUR    69.040
Vontobel Financial Produ   8.500   3/25/2022     EUR    54.910
Vontobel Financial Produ  10.500   6/24/2022     EUR    53.380
Vontobel Financial Produ  11.000   6/24/2022     EUR    68.300
Societe Generale Effekte   4.750   5/27/2022     EUR    62.180
Societe Generale Effekte   6.750   5/27/2022     EUR    54.290
Societe Generale Effekte   8.750   5/27/2022     EUR    49.050
Societe Generale Effekte  10.750   5/27/2022     EUR    45.450
Societe Generale Effekte  12.750   5/27/2022     EUR    42.740
Societe Generale Effekte  14.750   5/27/2022     EUR    40.540
EFG International Financ   6.500   4/26/2023     USD    57.900
Zurcher Kantonalbank Fin  11.000   6/22/2022     USD    66.180
Leonteq Securities AG     15.000   6/15/2022     CHF    38.030
Leonteq Securities AG     11.000   9/15/2022     CHF    55.870
Leonteq Securities AG/Gu  20.000   6/15/2022     CHF    54.170
Vontobel Financial Produ  15.000   6/24/2022     EUR    70.880
Vontobel Financial Produ  18.500   6/24/2022     EUR    67.720
DZ Bank AG Deutsche Zent  11.750   3/23/2022     EUR    75.310
Vontobel Financial Produ  16.000   6/24/2022     EUR    66.250
Vontobel Financial Produ  20.500   6/24/2022     EUR    62.840
Vontobel Financial Produ   8.000   6/24/2022     EUR    76.990
Vontobel Financial Produ   5.500   6/24/2022     EUR    66.260
Vontobel Financial Produ  20.500   6/24/2022     EUR    67.700
Vontobel Financial Produ  26.800   06/03/2022    EUR    58.520
Bank Vontobel AG          15.001   9/13/2022     CHF    50.500
Landesbank Baden-Wuertte   7.900  11/25/2022     EUR    46.610
DZ Bank AG Deutsche Zent  16.900   6/24/2022     EUR    48.210
DZ Bank AG Deutsche Zent  18.900   3/25/2022     EUR    61.780
Landesbank Baden-Wuertte   5.400  11/25/2022     EUR    56.100
DZ Bank AG Deutsche Zent  17.400   6/24/2022     EUR    64.760
DZ Bank AG Deutsche Zent  21.700   6/24/2022     EUR    59.840
Landesbank Baden-Wuertte   3.250   6/24/2022     EUR    72.230
DZ Bank AG Deutsche Zent  21.700   6/24/2022     EUR    63.240
Corner Banca SA           20.000   11/01/2022    USD    52.900
DZ Bank AG Deutsche Zent  10.500  11/23/2022     EUR    53.280
DZ Bank AG Deutsche Zent  15.250  11/23/2022     EUR    50.660
Raiffeisen Schweiz Genos  10.000   05/01/2023    USD    69.150
Vontobel Financial Produ  16.000  12/23/2022     EUR    67.330
Vontobel Financial Produ   7.000  12/23/2022     EUR    70.400
Vontobel Financial Produ  11.000  12/23/2022     EUR    66.990
Vontobel Financial Produ   9.000  12/23/2022     EUR    68.540
Vontobel Financial Produ  13.000  12/23/2022     EUR    65.720
Vontobel Financial Produ   7.500  12/23/2022     EUR    71.740
Vontobel Financial Produ   9.500  12/23/2022     EUR    69.620
Vontobel Financial Produ  10.500  12/23/2022     EUR    68.700
Vontobel Financial Produ   8.500  12/23/2022     EUR    70.640
Vontobel Financial Produ  11.500  12/23/2022     EUR    67.820
Vontobel Financial Produ  13.000  12/23/2022     EUR    67.460
Vontobel Financial Produ  14.000  12/23/2022     EUR    66.760
Vontobel Financial Produ  15.000  12/23/2022     EUR    66.140
Leonteq Securities AG     23.400  10/25/2022     CHF    63.180
EFG International Financ  11.040  10/25/2022     EUR    46.350
Leonteq Securities AG/Gu  15.000  10/26/2022     USD    67.350
Leonteq Securities AG     20.400  10/26/2022     CHF    56.070
Leonteq Securities AG     22.200  10/26/2022     CHF    67.630
Raiffeisen Schweiz Genos  18.000  10/25/2022     CHF    57.260
Raiffeisen Schweiz Genos  10.000   4/25/2023     CHF    68.120
Raiffeisen Schweiz Genos  18.000   8/30/2022     CHF    49.420
Landesbank Baden-Wuertte   6.300   8/25/2023     EUR    70.950
Landesbank Baden-Wuertte   7.800   8/25/2023     EUR    68.780
Landesbank Baden-Wuertte   8.800   8/25/2023     EUR    67.080
Landesbank Baden-Wuertte   6.800   8/25/2023     EUR    53.640
Vontobel Financial Produ  15.250   9/23/2022     EUR    57.590
Leonteq Securities AG/Gu  24.190   8/30/2022     CHF    42.350
Leonteq Securities AG/Gu  18.000   8/31/2022     CHF    52.830
Leonteq Securities AG/Gu  26.120   8/31/2022     CHF    67.290
DZ Bank AG Deutsche Zent  24.300   3/25/2022     EUR    59.010
DZ Bank AG Deutsche Zent  17.200   6/24/2022     EUR    66.030
DZ Bank AG Deutsche Zent  20.100   6/24/2022     EUR    63.650
DZ Bank AG Deutsche Zent  17.200   9/23/2022     EUR    66.820
DZ Bank AG Deutsche Zent  15.800   3/25/2022     EUR    65.500
DZ Bank AG Deutsche Zent  19.800   3/25/2022     EUR    62.020
Societe Generale Effekte   3.500   8/26/2022     EUR    59.580
Zurcher Kantonalbank Fin  21.500   8/23/2022     USD    45.210
Zurcher Kantonalbank Fin  20.500   8/23/2022     CHF    55.550
Leonteq Securities AG/Gu  26.150   8/16/2022     CHF    40.720
Zurcher Kantonalbank Fin  18.500   8/22/2022     USD    51.600
Zurcher Kantonalbank Fin  17.500   8/22/2022     CHF    60.630
DZ Bank AG Deutsche Zent  15.750   8/24/2022     EUR    63.530
Zurcher Kantonalbank Fin  12.900   8/17/2022     CHF    49.660
Vontobel Financial Produ  14.500   6/24/2022     EUR    70.990
Zurcher Kantonalbank Fin  15.000   8/25/2022     EUR    59.900
Zurcher Kantonalbank Fin  11.750   8/25/2022     CHF    67.830
Leonteq Securities AG/Gu  22.160   8/17/2022     CHF    42.550
Vontobel Financial Produ  18.250   9/23/2022     EUR    42.360
Raiffeisen Schweiz Genos  15.000  11/16/2022     CHF    36.560
Zurcher Kantonalbank Fin  12.250   09/08/2022    CHF    70.360
Zurcher Kantonalbank Fin  13.000   09/08/2022    CHF    54.220
Zurcher Kantonalbank Fin  26.000   09/09/2022    USD    49.510
Zurcher Kantonalbank Fin  24.750   09/09/2022    CHF    49.100
Zurcher Kantonalbank Fin  25.500   9/13/2022     CHF    57.220
UBS AG/London              9.750   3/15/2023     CHF    56.750
Vontobel Financial Produ  13.950   05/05/2022    CHF    49.910
Vontobel Financial Produ  13.000  12/23/2022     EUR    53.950
Societe Generale Effekte   5.500   9/23/2022     EUR    65.230
Bank Vontobel AG          16.500   01/03/2023    EUR    46.500
Bank Vontobel AG           8.500   11/03/2023    CHF    49.100
Bank Vontobel AG          14.250   11/07/2022    CHF    57.000
Leonteq Securities AG     17.000   02/08/2023    CHF    70.160
Leonteq Securities AG/Gu  14.000   02/08/2023    USD    50.030
Bank Julius Baer & Co Lt  21.150   08/09/2022    CHF    47.650
Societe Generale Effekte  19.500   5/27/2022     EUR    44.150
Societe Generale Effekte  18.500   6/24/2022     EUR    45.270
Societe Generale Effekte   8.500   8/26/2022     EUR    57.260
Societe Generale Effekte   7.750   9/23/2022     EUR    58.950
Societe Generale Effekte   5.000  10/28/2022     EUR    68.430
Leonteq Securities AG     29.500   9/27/2022     CHF    53.110
Leonteq Securities AG/Gu  24.000   01/11/2023    CHF    67.640
Societe Generale Effekte   8.500  10/28/2022     EUR    53.920
Leonteq Securities AG/Gu  12.000   2/22/2023     CHF    57.410
Leonteq Securities AG/Gu  24.000  11/18/2022     EUR    55.890
Leonteq Securities AG/Gu  24.000  11/18/2022     CHF    68.110
Bank Julius Baer & Co Lt  16.000   9/23/2022     CHF    46.900
Corner Banca SA           11.600  12/27/2022     USD    49.600
Corner Banca SA           18.000   9/27/2022     CHF    70.590
Vontobel Financial Produ  10.500   9/23/2022     EUR    62.290
Vontobel Financial Produ   8.500   9/23/2022     EUR    64.210
Vontobel Financial Produ  13.000   9/23/2022     EUR    60.910
Vontobel Financial Produ  15.500   9/23/2022     EUR    59.830
Leonteq Securities AG/Gu  20.000   9/27/2022     USD    72.330
DZ Bank AG Deutsche Zent  24.100   3/25/2022     EUR    62.180
DZ Bank AG Deutsche Zent  21.200   9/23/2022     EUR    69.440
Leonteq Securities AG     22.220   9/16/2022     CHF    47.680
Leonteq Securities AG     17.200   9/20/2022     CHF    44.340
Luzerner Kantonalbank AG  15.500   09/07/2022    CHF    49.250
Leonteq Securities AG     26.040   9/20/2022     CHF    44.500
DZ Bank AG Deutsche Zent  13.750   3/23/2022     EUR    62.650
Vontobel Financial Produ  18.000   9/23/2022     EUR    45.170
Bank Julius Baer & Co Lt  17.200   02/06/2023    USD    56.600
Vontobel Financial Produ   7.500  12/23/2022     EUR    68.760
Vontobel Financial Produ  10.750  12/23/2022     EUR    64.340
Vontobel Financial Produ  15.500  12/23/2022     EUR    53.390
Vontobel Financial Produ  18.500  12/23/2022     EUR    62.290
Vontobel Financial Produ  16.700   05/06/2022    USD    67.180
Leonteq Securities AG     24.480   9/21/2022     CHF    51.210
Vontobel Financial Produ  12.500   9/23/2022     EUR    46.080
Leonteq Securities AG     24.000   11/04/2022    CHF    56.910
Vontobel Financial Produ  10.500  10/18/2022     EUR    62.350
DZ Bank AG Deutsche Zent  15.700  11/25/2022     EUR    50.360
DZ Bank AG Deutsche Zent  18.500  11/25/2022     EUR    49.660
DZ Bank AG Deutsche Zent  17.700  12/23/2022     EUR    50.340
DZ Bank AG Deutsche Zent  20.400  12/23/2022     EUR    50.150
DZ Bank AG Deutsche Zent  13.500   3/24/2023     EUR    52.510
DZ Bank AG Deutsche Zent  15.600   3/24/2023     EUR    52.100
DZ Bank AG Deutsche Zent  17.700   3/24/2023     EUR    52.030
Bank Vontobel AG          18.000  11/21/2022     USD    57.300
Bank Vontobel AG          10.750   5/22/2023     CHF    68.200
Credit Suisse AG/London    4.550   2/23/2023     USD     9.750
Credit Suisse AG/London    5.200  11/27/2023     USD     9.380
UBS AG/London             17.250  11/24/2022     EUR    53.050
Corner Banca SA           11.000  11/29/2022     CHF    56.050
Leonteq Securities AG/Gu  10.000  11/29/2023     EUR    69.870
Corner Banca SA           12.000  11/29/2022     USD    53.810
Societe Generale Effekte  25.250   7/22/2022     EUR    63.180
Societe Generale Effekte  23.000   8/26/2022     EUR    63.910
Leonteq Securities AG/Gu  24.120  12/29/2022     CHF    71.850
Leonteq Securities AG     30.000   9/30/2022     CHF    53.160
BNP Paribas Emissions- u  16.000   9/22/2022     EUR    60.180
BNP Paribas Emissions- u  18.000   9/22/2022     EUR    59.000
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    62.110
BNP Paribas Emissions- u  14.000  12/22/2022     EUR    61.440
Credit Suisse AG/London   11.500  12/23/2022     USD    57.790
Vontobel Financial Produ  11.000   9/23/2022     EUR    62.550
Vontobel Financial Produ  11.500   9/23/2022     EUR    61.680
Vontobel Financial Produ  14.500   9/23/2022     EUR    60.210
Vontobel Financial Produ  13.500   9/23/2022     EUR    60.660
Vontobel Financial Produ  16.500   9/23/2022     EUR    59.430
Vontobel Financial Produ   6.000   9/23/2022     EUR    67.590
Vontobel Financial Produ   9.000   9/23/2022     EUR    63.830
Vontobel Financial Produ  10.000   9/23/2022     EUR    63.160
Societe Generale Effekte   5.250   8/26/2022     EUR    65.410
EFG International Financ  15.000  11/17/2022     CHF    71.040
Leonteq Securities AG/Gu  14.000  12/27/2022     CHF    49.560
Leonteq Securities AG/Gu  12.000   9/27/2022     CHF    53.990
Leonteq Securities AG/Gu  12.000  12/28/2022     USD    56.150
Leonteq Securities AG/Gu  22.820  11/25/2022     CHF    51.800
Leonteq Securities AG/Gu  10.000  11/25/2022     CHF    57.820
Landesbank Baden-Wuertte   7.850   5/26/2023     EUR    71.580
Vontobel Financial Produ  17.750  12/23/2022     EUR    56.690
Societe Generale Effekte  10.750  11/25/2022     EUR    49.260
Societe Generale Effekte  12.750  11/25/2022     EUR    47.840
Societe Generale Effekte  14.750  11/25/2022     EUR    47.030
Societe Generale Effekte   8.750  11/25/2022     EUR    51.690
Vontobel Financial Produ   8.500  12/23/2022     EUR    62.500
Luzerner Kantonalbank AG  23.100   8/15/2022     CHF    55.000
Leonteq Securities AG/Gu  10.000  11/29/2022     CHF    62.610
Leonteq Securities AG/Gu  11.000   5/30/2023     USD    69.600
Vontobel Financial Produ  10.000  12/23/2022     EUR    69.390
Vontobel Financial Produ  12.500  12/23/2022     EUR    72.110
Vontobel Financial Produ  14.000  12/23/2022     EUR    71.600
Vontobel Financial Produ  16.500  12/23/2022     EUR    70.400
Vontobel Financial Produ  15.500  12/23/2022     EUR    71.170
Vontobel Financial Produ  18.000  12/23/2022     EUR    70.110
Vontobel Financial Produ   9.000  12/23/2022     EUR    70.270
Vontobel Financial Produ  11.000  12/23/2022     EUR    68.580
Vontobel Financial Produ  12.000  12/23/2022     EUR    67.830
Vontobel Financial Produ  17.000  12/23/2022     EUR    66.390
Vontobel Financial Produ  13.500  12/23/2022     EUR    67.560
Vontobel Financial Produ  14.500  12/23/2022     EUR    66.970
Bank Vontobel AG          20.000   01/03/2023    CHF    73.500
Credit Suisse AG/London   16.000  12/29/2022     CHF    64.970
Zurcher Kantonalbank Fin   9.000  12/30/2022     CHF    70.770
Vontobel Financial Produ  24.500  12/23/2022     EUR    59.270
Vontobel Financial Produ  15.500  12/23/2022     EUR    68.950
Vontobel Financial Produ  16.500  12/23/2022     EUR    68.660
Vontobel Financial Produ  17.500  12/23/2022     EUR    68.400
Vontobel Financial Produ  19.500  12/23/2022     EUR    68.010
Vontobel Financial Produ  18.500  12/23/2022     EUR    68.180
Leonteq Securities AG     15.000   01/10/2023    CHF    68.270
Leonteq Securities AG/Gu  20.000  12/27/2022     USD    52.890
Leonteq Securities AG     27.000   9/30/2022     CHF    51.510
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    59.910
BNP Paribas Emissions- u  20.000   3/24/2022     EUR    60.640
BNP Paribas Emissions- u  18.000   3/24/2022     EUR    56.930
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    64.590
BNP Paribas Emissions- u  20.000   9/22/2022     EUR    57.980
BNP Paribas Emissions- u   8.000  12/22/2022     EUR    63.920
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    65.580
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    62.930
BNP Paribas Emissions- u  16.000  12/22/2022     EUR    60.910
BNP Paribas Emissions- u  16.000  12/22/2022     EUR    58.880
BNP Paribas Emissions- u  18.000  12/22/2022     EUR    60.530
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    63.060
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    60.380
BNP Paribas Emissions- u  14.000   9/22/2022     EUR    61.540
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    65.240
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    61.900
BNP Paribas Emissions- u  16.000   6/23/2022     EUR    63.210
BNP Paribas Emissions- u  16.000   6/23/2022     EUR    60.110
BNP Paribas Emissions- u  18.000   6/23/2022     EUR    57.920
BNP Paribas Emissions- u  20.000   6/23/2022     EUR    58.570
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    64.780
Leonteq Securities AG/Gu  24.120  12/30/2022     CHF    71.780
UBS AG/London             19.500  12/29/2022     CHF    72.800
Zurcher Kantonalbank Fin  28.750   6/27/2022     CHF    61.160
Leonteq Securities AG     14.000   3/17/2023     CHF    57.770
Leonteq Securities AG     17.000  12/20/2022     CHF    67.660
Leonteq Securities AG/Gu  22.800  12/16/2022     CHF    64.070
Leonteq Securities AG/Gu  25.800  12/16/2022     CHF    56.360
Raiffeisen Switzerland B  18.200  12/20/2022     CHF    68.610
Bank Vontobel AG           9.000  12/18/2023     CHF    61.000
Credit Suisse AG/London   13.500  12/14/2022     CHF    64.800
Bank Vontobel AG          14.000  12/19/2022     CHF    66.600
DZ Bank AG Deutsche Zent  23.300   6/24/2022     EUR    59.630
DZ Bank AG Deutsche Zent  19.300   9/23/2022     EUR    62.010
DZ Bank AG Deutsche Zent  21.600   9/23/2022     EUR    60.830
DZ Bank AG Deutsche Zent  17.100  12/23/2022     EUR    63.890
DZ Bank AG Deutsche Zent  18.800  12/23/2022     EUR    63.240
DZ Bank AG Deutsche Zent  15.000   3/24/2023     EUR    64.920
DZ Bank AG Deutsche Zent  16.300   3/24/2023     EUR    64.380
DZ Bank AG Deutsche Zent  17.700   3/24/2023     EUR    64.040
UBS AG/London              7.750  12/22/2022     USD    63.100
UBS AG/London             25.750  12/22/2022     USD    65.650
Bank Julius Baer & Co Lt  21.800   6/23/2022     CHF    59.050
EFG International Financ  15.400  12/23/2022     USD    48.740
Societe Generale Effekte  15.250   7/22/2022     EUR    66.070
Societe Generale Effekte  17.250   7/22/2022     EUR    64.420
Societe Generale Effekte  19.250   7/22/2022     EUR    63.150
Societe Generale Effekte  21.250   7/22/2022     EUR    62.070
Societe Generale Effekte  23.250   7/22/2022     EUR    61.240
Societe Generale Effekte  11.250   8/26/2022     EUR    69.430
Societe Generale Effekte  13.250   8/26/2022     EUR    67.140
Societe Generale Effekte  20.000   9/23/2022     EUR    62.360
Societe Generale Effekte   8.750  10/28/2022     EUR    70.860
Societe Generale Effekte  10.750  10/28/2022     EUR    68.380
Societe Generale Effekte  12.750  10/28/2022     EUR    66.420
Societe Generale Effekte  14.750  10/28/2022     EUR    64.970
Societe Generale Effekte  16.750  10/28/2022     EUR    63.850
Societe Generale Effekte  18.750  10/28/2022     EUR    63.020
Societe Generale Effekte   7.750  11/25/2022     EUR    71.730
Societe Generale Effekte   9.750  11/25/2022     EUR    68.960
Societe Generale Effekte  11.750  11/25/2022     EUR    66.960
Societe Generale Effekte  13.750  11/25/2022     EUR    65.440
Societe Generale Effekte  15.750  11/25/2022     EUR    64.350
Societe Generale Effekte  17.750  11/25/2022     EUR    63.530
Societe Generale Effekte   7.000  12/23/2022     EUR    72.370
Societe Generale Effekte   9.000  12/23/2022     EUR    69.320
Societe Generale Effekte  11.000  12/23/2022     EUR    67.240
Societe Generale Effekte  13.000  12/23/2022     EUR    65.780
Societe Generale Effekte  15.000  12/23/2022     EUR    64.710
Societe Generale Effekte  17.000  12/23/2022     EUR    63.930
Societe Generale Effekte  10.000   9/23/2022     EUR    69.810
Societe Generale Effekte  12.000   9/23/2022     EUR    67.500
Societe Generale Effekte  14.000   9/23/2022     EUR    65.690
Societe Generale Effekte  16.000   9/23/2022     EUR    64.290
Societe Generale Effekte  18.000   9/23/2022     EUR    63.200
Societe Generale Effekte  11.250   7/22/2022     EUR    70.850
Societe Generale Effekte  13.250   7/22/2022     EUR    68.180
Societe Generale Effekte  15.250   8/26/2022     EUR    65.310
Societe Generale Effekte  17.250   8/26/2022     EUR    63.930
Societe Generale Effekte  19.250   8/26/2022     EUR    62.810
Societe Generale Effekte  21.250   8/26/2022     EUR    61.950
Societe Generale Effekte   8.000   9/23/2022     EUR    72.600
Bank Vontobel AG          14.000  11/14/2022     CHF    48.800
Vontobel Financial Produ   8.000  12/23/2022     EUR    70.360
Vontobel Financial Produ  12.000  12/23/2022     EUR    69.410
Vontobel Financial Produ  14.000  12/23/2022     EUR    68.000
Vontobel Financial Produ  16.000  12/23/2022     EUR    66.870
Vontobel Financial Produ  15.000  12/23/2022     EUR    67.400
Vontobel Financial Produ  11.000   9/23/2022     EUR    69.180
Vontobel Financial Produ  17.000  12/23/2022     EUR    66.400
Vontobel Financial Produ  12.500   9/23/2022     EUR    68.290
Vontobel Financial Produ  15.500   9/23/2022     EUR    66.750
Vontobel Financial Produ  14.000   9/23/2022     EUR    67.470
Vontobel Financial Produ  18.500   9/23/2022     EUR    65.540
Vontobel Financial Produ  17.000   9/23/2022     EUR    66.110
Vontobel Financial Produ  10.000  12/23/2022     EUR    69.120
Vontobel Financial Produ  11.500  12/23/2022     EUR    67.840
Vontobel Financial Produ   9.500   9/23/2022     EUR    68.990
Vontobel Financial Produ   8.000  12/23/2022     EUR    71.140
Vontobel Financial Produ  13.000  12/23/2022     EUR    67.480
Vontobel Financial Produ  15.000  12/23/2022     EUR    66.140
Vontobel Financial Produ  14.000  12/23/2022     EUR    66.760
Vontobel Financial Produ  10.500   9/23/2022     EUR    67.680
Vontobel Financial Produ  13.500   9/23/2022     EUR    65.910
Vontobel Financial Produ   7.000   9/23/2022     EUR    71.620
Vontobel Financial Produ  17.000   9/23/2022     EUR    64.810
Vontobel Financial Produ   8.000   9/23/2022     EUR    70.110
Vontobel Financial Produ  12.000   9/23/2022     EUR    66.740
Vontobel Financial Produ  16.500  12/23/2022     EUR    66.010
Vontobel Financial Produ  15.000   9/23/2022     EUR    65.210
Vontobel Financial Produ  20.000   9/23/2022     EUR    65.050
Societe Generale Effekte  21.750   7/22/2022     EUR    52.380
Societe Generale Effekte  15.500  10/28/2022     EUR    55.720
Societe Generale Effekte   8.750  11/25/2022     EUR    62.300
Societe Generale Effekte  10.750  11/25/2022     EUR    59.570
Raiffeisen Schweiz Genos  12.500  12/20/2022     CHF    62.470
Bank Vontobel AG          10.250  12/19/2022     CHF    58.700
Bank Vontobel AG          13.000  12/19/2022     EUR    54.000
Leonteq Securities AG/Gu  24.000  12/21/2022     CHF    66.800
Leonteq Securities AG/Gu  22.800  12/21/2022     CHF    62.990
Societe Generale Effekte  21.750   6/24/2022     EUR    52.040
Societe Generale Effekte  23.750   6/24/2022     EUR    51.300
Societe Generale Effekte  20.000   8/26/2022     EUR    53.330
Societe Generale Effekte  17.500  10/28/2022     EUR    54.760
Leonteq Securities AG/Gu  20.400   12/09/2022    CHF    54.530
Corner Banca SA           15.000   03/10/2023    CHF    56.510
Credit Suisse AG/London   19.250   12/06/2022    USD    47.720
Leonteq Securities AG/Gu  10.000   4/18/2023     USD    66.660
Raiffeisen Switzerland B  17.400   1/17/2023     EUR    67.710
Societe Generale Effekte  19.000   6/24/2022     EUR    57.700
Societe Generale Effekte  17.000   7/22/2022     EUR    58.890
Societe Generale Effekte  21.000   7/22/2022     EUR    56.500
Leonteq Securities AG     14.800   12/06/2022    CHF    55.670
Bank Vontobel AG          11.500   06/05/2023    CHF    57.800
Bank Vontobel AG          15.000   12/05/2022    CHF    57.000
Credit Suisse AG/London    7.020   12/05/2024    USD     9.530
Credit Suisse AG/London    9.240   12/05/2024    USD     9.670
Leonteq Securities AG/Gu  21.600   12/06/2022    CHF    75.000
Leonteq Securities AG/Gu  22.800   12/06/2022    CHF    60.460
Leonteq Securities AG     22.800   11/02/2022    CHF    70.160
Leonteq Securities AG     23.400   11/02/2022    CHF    61.430
Banque Internationale a   18.000   11/02/2022    EUR    52.220
DZ Bank AG Deutsche Zent  24.400   6/24/2022     EUR    62.110
DZ Bank AG Deutsche Zent  15.800   9/23/2022     EUR    53.100
DZ Bank AG Deutsche Zent  21.700   6/24/2022     EUR    68.710
Leonteq Securities AG/Gu  10.000  12/20/2022     CHF    51.470
Leonteq Securities AG     20.360   9/20/2022     CHF    45.720
Leonteq Securities AG/Gu  21.420  11/23/2022     CHF    73.240
UniCredit Bank AG          6.300  12/21/2022     EUR    62.880
Bank Vontobel AG          20.500  11/21/2022     CHF    62.900
Bank Vontobel AG          20.000  11/21/2022     CHF    53.300
Bank Vontobel AG          10.000  11/21/2022     CHF    52.500
UBS AG/London             15.000  11/25/2022     USD    67.950
Banque Cantonale Vaudois   9.100  10/27/2022     CHF    67.880
Societe Generale Effekte   5.250   8/26/2022     EUR    61.100
Vontobel Financial Produ   5.500   6/24/2022     EUR    67.205
Vontobel Financial Produ   6.500   6/24/2022     EUR #N/A N/A
Vontobel Financial Produ   5.500   9/23/2022     EUR    67.420
Vontobel Financial Produ   6.500   9/23/2022     EUR #N/A N/A
Raiffeisen Schweiz Genos   8.500   2/20/2023     CHF    67.930
Raiffeisen Schweiz Genos  12.000   8/23/2022     CHF    53.140
Raiffeisen Schweiz Genos  18.000   8/23/2022     CHF    36.640
Raiffeisen Schweiz Genos   7.500   3/17/2023     USD    62.390
Vontobel Financial Produ  15.000   9/23/2022     EUR    65.010
Vontobel Financial Produ  13.000   9/23/2022     EUR    66.500
Vontobel Financial Produ  11.500   9/23/2022     EUR    47.790
Vontobel Financial Produ  21.500   9/23/2022     EUR    44.130
Vontobel Financial Produ   7.000   9/23/2022     EUR    66.720
Vontobel Financial Produ  18.500   9/23/2022     EUR    58.780
EFG International Financ  15.000  11/18/2022     USD    61.180
Societe Generale Effekte   6.500  10/28/2022     EUR    59.280
Zurcher Kantonalbank Fin  15.500   11/08/2022    USD    65.750
Leonteq Securities AG     18.000  11/15/2022     CHF    60.310
Leonteq Securities AG     14.000   2/15/2023     CHF    60.370
Leonteq Securities AG      9.000   05/12/2023    CHF    63.330
Corner Banca SA           10.000   5/15/2023     USD    71.160
Bank Vontobel AG          14.250   11/07/2022    CHF    41.300
Landesbank Baden-Wuertte   6.200   5/26/2023     EUR    73.760
Societe Generale Effekte  18.000   7/22/2022     EUR    43.750
Societe Generale Effekte  16.000   9/23/2022     EUR    45.470
Societe Generale Effekte   4.750  11/25/2022     EUR    62.850
Societe Generale Effekte   6.750  11/25/2022     EUR    55.790
Vontobel Financial Produ  18.000  12/23/2022     EUR    52.320
EFG International Financ  19.000   11/10/2022    CHF    53.560
Leonteq Securities AG/Gu  22.800   11/11/2022    CHF    46.390
Corner Banca SA           20.000  11/15/2022     CHF    58.090
Societe Generale Effekte   7.500   5/27/2022     EUR    65.890
Bank Vontobel AG          13.750   05/08/2023    CHF    52.800
Bank Vontobel AG          14.000   05/12/2023    CHF    65.800
Bank Vontobel AG          18.750  11/14/2022     CHF    52.400
Leonteq Securities AG/Gu  17.000  11/22/2022     USD    54.490
Leonteq Securities AG     18.500  11/29/2022     CHF    64.260
Leonteq Securities AG     25.000  11/29/2022     CHF    68.900
Leonteq Securities AG/Gu  12.800  11/29/2022     CHF    55.430
Societe Generale Effekte   4.000   9/23/2022     EUR    70.240
DZ Bank AG Deutsche Zent  20.700   9/23/2022     EUR    50.490
DZ Bank AG Deutsche Zent  22.900   3/25/2022     EUR    45.970
DZ Bank AG Deutsche Zent  18.000   6/24/2022     EUR    50.020
Leonteq Securities AG     14.000  12/20/2022     CHF    50.360
Leonteq Securities AG/Gu   9.000  12/20/2022     USD    61.290
Leonteq Securities AG/Gu   5.710   9/23/2022     USD    64.190
Vontobel Financial Produ  22.250  12/23/2022     EUR    51.090
Vontobel Financial Produ  17.000  12/23/2022     EUR    55.810
Vontobel Financial Produ   9.500  12/23/2022     EUR    52.550
Raiffeisen Schweiz Genos  16.000   9/20/2022     CHF    52.800
Vontobel Financial Produ  17.500   9/23/2022     EUR    64.030
Vontobel Financial Produ   9.000   9/23/2022     EUR    70.190
Vontobel Financial Produ   5.500  12/23/2022     EUR    64.440
Vontobel Financial Produ   8.500  12/23/2022     EUR    61.460
Vontobel Financial Produ  11.500  12/23/2022     EUR    59.220
Vontobel Financial Produ  15.000  12/23/2022     EUR    58.070
EFG International Financ  16.000   11/10/2022    USD    67.910
Vontobel Financial Produ   8.500  12/23/2022     EUR    66.790
Vontobel Financial Produ   8.250  12/23/2022     EUR    65.820
Vontobel Financial Produ  12.500  12/23/2022     EUR    68.050
Leonteq Securities AG/Gu  26.400   11/08/2022    CHF    69.320
Leonteq Securities AG/Gu  26.400  11/15/2022     USD    65.750
Leonteq Securities AG/Gu  20.400  12/13/2022     CHF    65.430
Credit Suisse AG/London   19.250   12/08/2022    CHF    53.030
Corner Banca SA           17.000   1/17/2023     EUR    65.190
Societe Generale Effekte  13.250  11/25/2022     EUR    60.860
Societe Generale Effekte  13.500   9/23/2022     EUR    60.920
Leonteq Securities AG/Gu  24.000   12/09/2022    CHF    54.030
Societe Generale Effekte   7.750   7/22/2022     EUR    68.910
Societe Generale Effekte  18.750   9/23/2022     EUR    53.940
Societe Generale Effekte  16.750  11/25/2022     EUR    55.290
Leonteq Securities AG/Gu  12.000  12/13/2022     CHF    51.350
Societe Generale Effekte   8.750   8/26/2022     EUR    68.230
Societe Generale Effekte  14.250  10/28/2022     EUR    60.170
Bank Vontobel AG          10.000   06/12/2023    CHF    58.600
Leonteq Securities AG/Gu  11.000   03/10/2023    CHF    63.020
Leonteq Securities AG/Gu  24.000  12/13/2022     CHF    66.150
DZ Bank AG Deutsche Zent  15.000   6/22/2022     EUR    58.450
UniCredit Bank AG          7.400   12/09/2024    EUR    71.120
Leonteq Securities AG/Gu  20.400  11/16/2022     CHF    61.000
Leonteq Securities AG/Gu  30.000  11/15/2022     CHF    61.980
DZ Bank AG Deutsche Zent  18.800  10/28/2022     EUR    54.230
Raiffeisen Schweiz Genos   7.500  11/15/2023     CHF    71.980
DZ Bank AG Deutsche Zent  14.800  12/23/2022     EUR    56.830
Leonteq Securities AG/Gu  22.800  11/16/2022     CHF    57.560
DZ Bank AG Deutsche Zent  16.600   9/23/2022     EUR    54.820
Raiffeisen Schweiz Genos  15.000  11/15/2022     CHF    66.570
DZ Bank AG Deutsche Zent  17.300  12/23/2022     EUR    55.600
EFG International Financ  16.000  10/27/2022     CHF    59.410
Leonteq Securities AG/Gu  24.000  11/15/2022     CHF    70.580
Societe Generale Effekte   9.500   7/22/2022     EUR    69.020
Vontobel Financial Produ  21.750  12/23/2022     EUR    67.340
Vontobel Financial Produ  22.000  12/23/2022     EUR    66.100
UBS AG/London              6.500  12/29/2023     USD    75.100
Credit Suisse AG/London   10.500  12/27/2022     CHF    60.150
Societe Generale Effekte   6.750  11/25/2022     EUR    65.700
Societe Generale Effekte  14.750  11/25/2022     EUR    56.150
DZ Bank AG Deutsche Zent  18.200   9/23/2022     EUR    56.700
DZ Bank AG Deutsche Zent  16.000  12/23/2022     EUR    58.940
Raiffeisen Schweiz Genos  19.710  12/14/2022     CHF    65.320
Leonteq Securities AG/Gu  25.800  12/14/2022     CHF    66.690
UniCredit Bank AG         10.850   1/18/2023     EUR    69.320
Bank Vontobel AG          20.000   06/12/2023    EUR    61.300
UBS AG/London             21.500  12/15/2022     USD    72.850
Raiffeisen Switzerland B  18.000  12/13/2022     CHF    59.020
Societe Generale Effekte   4.750  11/25/2022     EUR    70.360
Credit Suisse AG/London   10.000   12/12/2022    CHF    54.410
Vontobel Financial Produ   9.250  12/23/2022     EUR    67.310
Vontobel Financial Produ  16.000  12/23/2022     EUR    68.040
Vontobel Financial Produ  23.000  12/23/2022     EUR    65.100
Societe Generale Effekte  11.750  10/28/2022     EUR    60.140
Credit Suisse AG/London   12.000   4/29/2022     USD    30.670
Vontobel Financial Produ  14.000   3/25/2022     EUR    66.020
Vontobel Financial Produ  15.000   3/25/2022     EUR    64.730
Vontobel Financial Produ  17.000   3/25/2022     EUR    62.330
Vontobel Financial Produ  19.500   3/25/2022     EUR    60.180
Vontobel Financial Produ  11.000   3/25/2022     EUR    60.210
Vontobel Financial Produ  17.000   6/24/2022     EUR    62.270
Vontobel Financial Produ  18.000   6/24/2022     EUR    52.140
Vontobel Financial Produ  13.000   6/24/2022     EUR    66.710
Vontobel Financial Produ  12.000   3/25/2022     EUR    68.770
Vontobel Financial Produ  16.000   3/25/2022     EUR    63.510
Vontobel Financial Produ  16.000   3/25/2022     EUR    53.510
Vontobel Financial Produ   8.500   6/24/2022     EUR    65.360
Vontobel Financial Produ  14.500   3/25/2022     EUR    54.980
Vontobel Financial Produ  19.500   3/25/2022     EUR    49.480
Vontobel Financial Produ  13.000   6/24/2022     EUR    57.500
Vontobel Financial Produ  12.000   3/25/2022     EUR    58.330
Vontobel Financial Produ  15.000   6/24/2022     EUR    40.830
Vontobel Financial Produ  10.000   6/24/2022     EUR    44.710
Vontobel Financial Produ  17.500   6/24/2022     EUR    39.390
Vontobel Financial Produ   7.500   6/24/2022     EUR    47.330
Vontobel Financial Produ  12.500   6/24/2022     EUR    42.570
Vontobel Financial Produ   9.000   3/25/2022     EUR    46.250
Vontobel Financial Produ  12.000   3/25/2022     EUR    42.900
Vontobel Financial Produ  15.000   3/25/2022     EUR    40.090
Leonteq Securities AG/Gu  24.350   4/29/2022     CHF    61.740
Leonteq Securities AG/Gu  23.180   4/29/2022     USD    33.160
Zurcher Kantonalbank Fin  18.000   05/06/2022    CHF    56.390
BNP Paribas SA            21.800   05/01/2023    USD    70.500
Vontobel Financial Produ  11.500   3/25/2022     EUR    67.590
Vontobel Financial Produ  14.500   3/25/2022     EUR    63.810
Vontobel Financial Produ  17.000   3/25/2022     EUR    64.680
Vontobel Financial Produ  17.750   3/25/2022     EUR    49.250
Credit Suisse AG/London    8.000   08/03/2022    CHF    41.770
Vontobel Financial Produ  15.750   08/03/2022    EUR    40.480
Vontobel Financial Produ  20.000   6/24/2022     EUR    71.850
Vontobel Financial Produ  24.000   3/25/2022     EUR    67.390
Vontobel Financial Produ  19.000   6/24/2022     EUR    67.200
Vontobel Financial Produ  18.000   6/24/2022     EUR    63.850
Vontobel Financial Produ  12.000   3/25/2022     EUR    70.870
Vontobel Financial Produ  16.500   6/24/2022     EUR    67.530
Vontobel Financial Produ  17.000   3/25/2022     EUR    66.000
Vontobel Financial Produ  20.000   3/25/2022     EUR    66.280
Vontobel Financial Produ  23.500   3/25/2022     EUR    66.600
Vontobel Financial Produ  17.000   6/24/2022     EUR    63.510
Vontobel Financial Produ  19.000   6/24/2022     EUR    64.190
Vontobel Financial Produ  22.000   3/25/2022     EUR    61.150
Vontobel Financial Produ  23.000   3/25/2022     EUR    61.250
Vontobel Financial Produ  19.000   3/25/2022     EUR    68.860
Vontobel Financial Produ  19.000   3/25/2022     EUR    69.240
Raiffeisen Switzerland B   8.200   11/03/2022    CHF    57.120
Raiffeisen Schweiz Genos  12.000   05/03/2022    USD    56.200
DZ Bank AG Deutsche Zent  20.400   3/25/2022     EUR    70.720
Vontobel Financial Produ   8.750   3/25/2022     EUR    68.280
Vontobel Financial Produ  20.000   3/25/2022     EUR    32.340
UBS AG/London             13.000   05/06/2024    USD    50.760
Leonteq Securities AG/Gu  21.050   05/04/2022    CHF    56.000
Bank Julius Baer & Co Lt  16.000   4/26/2022     EUR    39.100
Bank Julius Baer & Co Lt  12.000   4/26/2022     CHF    62.650
Vontobel Financial Produ  16.250   3/25/2022     EUR    63.250
Vontobel Financial Produ  20.000   3/25/2022     EUR    44.520
Credit Suisse AG/London    8.250   05/05/2022    USD    50.520
Zurcher Kantonalbank Fin  21.500   05/12/2022    USD    52.730
Zurcher Kantonalbank Fin  20.750   05/12/2022    CHF    62.990
UBS AG/London             12.750   11/07/2022    USD    53.700
Leonteq Securities AG/Gu  10.000  10/26/2022     USD    46.440
Vontobel Financial Produ  12.500   6/24/2022     EUR    52.070
Vontobel Financial Produ   7.500   3/25/2022     EUR    57.380
Vontobel Financial Produ  16.000   3/25/2022     EUR    62.130
Vontobel Financial Produ  15.000   6/24/2022     EUR    68.400
Vontobel Financial Produ  12.500   6/24/2022     EUR    71.750
Vontobel Financial Produ  16.000   3/25/2022     EUR    66.670
Vontobel Financial Produ  16.500   6/24/2022     EUR    66.930
Vontobel Financial Produ  12.500   3/25/2022     EUR    71.000
Vontobel Financial Produ  15.500   6/24/2022     EUR    49.570
Vontobel Financial Produ  10.000   6/24/2022     EUR    69.980
Vontobel Financial Produ   7.750   3/25/2022     EUR    63.890
DZ Bank AG Deutsche Zent  14.100   3/25/2022     EUR    69.610
DZ Bank AG Deutsche Zent  14.500   6/24/2022     EUR    69.370
DZ Bank AG Deutsche Zent  24.600   6/24/2022     EUR    60.400
DZ Bank AG Deutsche Zent  18.600   9/23/2022     EUR    66.340
DZ Bank AG Deutsche Zent  14.800   9/23/2022     EUR    71.340
DZ Bank AG Deutsche Zent  22.900   9/23/2022     EUR    69.930
DZ Bank AG Deutsche Zent  24.400   9/23/2022     EUR    68.030
DZ Bank AG Deutsche Zent  20.700   6/24/2022     EUR    62.280
DZ Bank AG Deutsche Zent  19.600   9/23/2022     EUR    62.980
DZ Bank AG Deutsche Zent  21.400   3/25/2022     EUR    61.260
DZ Bank AG Deutsche Zent  18.600   6/24/2022     EUR    64.830
Vontobel Financial Produ  12.250   6/24/2022     EUR    60.450
Vontobel Financial Produ  12.500   6/24/2022     EUR    63.500
UniCredit Bank AG         10.150   09/07/2022    EUR    73.380
Vontobel Financial Produ   3.000   6/24/2022     EUR    67.810
UniCredit Bank AG          7.450   09/07/2022    EUR    64.680
UniCredit Bank AG          9.650   09/07/2022    EUR    54.230
DZ Bank AG Deutsche Zent  20.100   9/23/2022     EUR    37.160
DZ Bank AG Deutsche Zent  18.300   9/23/2022     EUR    68.710
DZ Bank AG Deutsche Zent  20.400   9/23/2022     EUR    66.860
DZ Bank AG Deutsche Zent  23.100   6/24/2022     EUR    61.980
DZ Bank AG Deutsche Zent  20.800   9/23/2022     EUR    65.390
DZ Bank AG Deutsche Zent  22.700   9/23/2022     EUR    63.250
DZ Bank AG Deutsche Zent  24.800   9/23/2022     EUR    61.560
DZ Bank AG Deutsche Zent  15.400   9/23/2022     EUR    44.820
DZ Bank AG Deutsche Zent  18.000   9/23/2022     EUR    43.820
DZ Bank AG Deutsche Zent  24.800   3/25/2022     EUR    35.420
DZ Bank AG Deutsche Zent  20.200   6/24/2022     EUR    40.170
DZ Bank AG Deutsche Zent  12.900   9/23/2022     EUR    46.250
EFG International Financ  17.000   08/11/2022    CHF    64.780
EFG International Financ  15.000   2/13/2023     EUR    45.840
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    69.440
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    71.780
BNP Paribas Emissions- u   6.000   3/24/2022     EUR    43.500
BNP Paribas Emissions- u  10.000   3/24/2022     EUR    40.230
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    37.440
BNP Paribas Emissions- u  15.000   3/24/2022     EUR    64.540
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    61.350
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    64.110
BNP Paribas Emissions- u   4.000   3/24/2022     EUR    70.260
BNP Paribas Emissions- u   8.000   3/24/2022     EUR    65.930
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    62.180
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    67.730
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    64.340
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    62.090
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    61.790
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    65.440
BNP Paribas Emissions- u  15.000   9/22/2022     EUR    64.730
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    67.250
BNP Paribas Emissions- u  14.000  12/22/2022     EUR    63.480
Societe Generale Effekte   9.250   3/25/2022     EUR    69.290
Societe Generale Effekte  19.250   3/25/2022     EUR    57.190
BNP Paribas Emissions- u   8.000   9/22/2022     EUR    69.900
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    67.030
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    64.620
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    45.530
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    42.570
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    40.220
BNP Paribas Emissions- u   8.000   9/22/2022     EUR    47.270
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    45.030
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    43.270
BNP Paribas Emissions- u  14.000   9/22/2022     EUR    41.890
BNP Paribas Emissions- u   8.000  12/22/2022     EUR    45.490
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    44.330
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    43.520
Bank Julius Baer & Co Lt   9.600   08/12/2022    USD    54.150
Leonteq Securities AG/Gu  26.380   08/12/2022    CHF    62.560
Landesbank Baden-Wuertte   6.750   8/26/2022     EUR    64.530
Landesbank Baden-Wuertte   8.700   8/26/2022     EUR    70.560
Landesbank Baden-Wuertte  10.100   8/26/2022     EUR    67.020
Landesbank Baden-Wuertte   4.800   8/26/2022     EUR    68.330
BNP Paribas Emissions- u  10.000   3/24/2022     EUR    67.260
BNP Paribas Emissions- u   8.000   9/22/2022     EUR    70.160
Societe Generale Effekte   4.000   7/22/2022     EUR    57.410
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    69.380
Vontobel Financial Produ  14.250   6/24/2022     EUR    65.510
Vontobel Financial Produ  16.250   6/24/2022     EUR    70.760
Vontobel Financial Produ  20.000   6/24/2022     EUR    40.860
Leonteq Securities AG     16.000  11/16/2022     CHF    65.790
Leonteq Securities AG     12.000  11/16/2022     CHF    53.550
Corner Banca SA           10.000   2/13/2023     EUR    48.470
Corner Banca SA           13.000   8/16/2022     CHF    53.780
Leonteq Securities AG     14.000   2/13/2023     CHF    48.660
Leonteq Securities AG/Gu  13.000  11/16/2022     USD    68.940
Bank Vontobel AG          10.000   8/15/2022     CHF    66.500
Bank Vontobel AG          10.000   8/15/2022     CHF    66.500
Bank Vontobel AG          14.500   2/13/2023     EUR    60.500
Bank Julius Baer & Co Lt  19.600   5/16/2022     CHF    53.700
Leonteq Securities AG     24.240   9/30/2022     CHF    62.190
Zurcher Kantonalbank Fin   8.150   3/31/2023     CHF    72.650
UBS AG/London             13.000   3/29/2023     USD    58.550
UBS AG/London             10.750  10/20/2022     EUR    72.450
UBS AG/London             14.250   4/20/2023     USD    59.350
Credit Suisse AG/London   10.000  11/30/2022     CHF    52.730
Credit Suisse AG/London   15.000   6/29/2022     USD    30.190
Credit Suisse AG/London   10.000   10/03/2022    CHF    62.350
UBS AG/London             19.500   09/01/2022    USD    71.050
UBS AG/London              8.250   03/01/2023    CHF    69.450
Credit Suisse AG/London   11.750   09/08/2022    USD    44.930
Credit Suisse AG/London   10.500   09/12/2022    CHF    45.440
Bank Vontobel AG          20.000  12/19/2022     CHF    48.700
UBS AG/London             11.000   6/30/2022     CHF    51.550
UBS AG/London              6.000   6/30/2023     CHF    67.150
Bank Vontobel AG          13.000  10/17/2022     CHF    57.400
Bank Vontobel AG           7.500   2/28/2023     CHF    46.600
Credit Suisse AG/London   15.250   9/19/2022     EUR    37.530
Credit Suisse AG/London   11.000  12/20/2022     CHF    48.830
Credit Suisse AG/London   10.250   9/21/2022     CHF    44.550
Credit Suisse AG/London    8.000  12/27/2022     EUR    68.680
Bank Vontobel AG           7.500  12/19/2022     EUR    63.600
UBS AG/London             11.000   7/21/2023     USD    51.150
Credit Suisse AG/London   13.000   6/30/2022     USD    36.470
Credit Suisse AG/London   11.500   07/04/2022    CHF    46.790
Credit Suisse AG/London   15.000   07/07/2022    USD    35.210
Credit Suisse AG/London   12.500   8/18/2022     CHF    49.590
Credit Suisse AG/London   11.500   8/23/2022     CHF    48.220
Credit Suisse AG/London   10.350   2/27/2023     CHF    54.800
Zurcher Kantonalbank Fin   8.000  12/27/2022     CHF    68.810
Zurcher Kantonalbank Fin  21.000   10/04/2022    CHF    45.190
UBS AG/London             14.250  10/20/2022     CHF    56.600
UBS AG/London             10.000   2/20/2023     EUR    42.000
UBS AG/London              9.250   2/20/2023     CHF    55.400
UBS AG/London             11.500   1/23/2023     CHF    65.400
UBS AG/London             13.500   07/07/2022    CHF    37.250
UBS AG/London             12.250   07/08/2022    USD    70.950
Zurcher Kantonalbank Fin  19.500   9/15/2022     USD    50.580
UBS AG/London             14.750   3/22/2023     USD    61.400
UBS AG/London             10.500   3/22/2023     USD    57.350
UBS AG/London             14.000   08/04/2022    USD    48.500
UBS AG/London             17.750   08/04/2022    CHF    49.450
UBS AG/London              8.750   08/04/2023    CHF    69.000
Credit Suisse AG/London    9.000   10/07/2022    CHF    48.050
Credit Suisse AG/London   15.000  10/14/2022     USD    47.600
Credit Suisse AG/London   11.100  10/13/2022     CHF    52.790
Bank Vontobel AG          20.000   9/26/2022     CHF    44.900
Bank Vontobel AG          20.000  12/27/2022     CHF    69.800
Bank Vontobel AG          20.000   9/26/2022     EUR    47.200
Bank Vontobel AG           4.500  12/27/2022     CHF    71.300
UBS AG/London              9.250   03/01/2023    CHF    52.250
UBS AG/London             10.250   09/01/2022    EUR    74.900
UBS AG/London             20.250   03/01/2023    CHF    54.150
UBS AG/London             11.250   03/01/2023    CHF    56.250
UBS AG/London              9.750   03/01/2023    CHF    55.500
Credit Suisse AG/London   10.000  12/28/2022     USD    41.740
Credit Suisse AG/London   11.500   9/29/2022     CHF    47.370
Credit Suisse AG/London   14.500   9/30/2022     USD    37.980
Credit Suisse AG/London   13.700   9/25/2023     USD    62.790
Credit Suisse AG/London   10.000   10/05/2022    USD    49.740
Bank Vontobel AG           7.000   3/31/2023     CHF    64.500
Bank Vontobel AG          10.000   01/10/2023    CHF    67.800
Bank Vontobel AG          13.000   01/10/2023    CHF    53.000
Bank Vontobel AG          10.500   04/12/2023    CHF    55.600
Bank Vontobel AG          16.250   04/12/2023    CHF    57.600
Bank Vontobel AG          15.000   04/12/2023    EUR    55.600
UBS AG/London             10.250   03/09/2023    USD    56.100
UBS AG/London             15.750   03/09/2023    USD    55.450
UBS AG/London              8.000   01/09/2023    CHF    74.650
Zurcher Kantonalbank Fin  15.000   9/23/2022     CHF    45.540
Zurcher Kantonalbank Fin  10.250   9/27/2022     CHF    70.060
Zurcher Kantonalbank Fin  14.000   9/27/2022     USD    70.910
UBS AG/London              9.250   2/13/2023     CHF    60.800
UBS AG/London             19.500   08/11/2022    CHF    41.550
UBS AG/London              9.250   2/13/2023     USD    52.150
Vontobel Financial Produ  14.500  12/23/2022     EUR    60.110
Bank Vontobel AG           8.750   4/18/2023     CHF    52.800
UBS AG/London             15.000   09/09/2022    USD    50.250
Bank Vontobel AG          14.000  11/28/2022     CHF    55.900
Bank Vontobel AG          12.500  11/28/2022     CHF    41.400
Bank Vontobel AG           8.000  11/28/2022     CHF    51.400
Bank Vontobel AG          10.000  11/28/2022     CHF    46.300
Bank Vontobel AG          17.000   09/05/2022    CHF    45.400
Bank Vontobel AG          19.000   12/05/2022    CHF    50.800
Bank Vontobel AG          19.500   09/05/2022    CHF    33.400
Bank Vontobel AG          12.000   12/12/2022    CHF    46.300
Zurcher Kantonalbank Fin  13.000   9/20/2022     USD    64.540
Zurcher Kantonalbank Fin  12.000   9/20/2022     CHF    64.220
Zurcher Kantonalbank Fin  25.000   9/20/2022     CHF    43.700
Credit Suisse AG/London   10.500   07/08/2022    EUR    38.820
Credit Suisse AG/London   11.500   7/13/2022     CHF    52.390
Credit Suisse AG/London   12.500   7/14/2022     USD    34.650
UBS AG/London             12.250   4/13/2023     CHF    60.300
Zurcher Kantonalbank Fin  16.000  10/14/2022     CHF    55.550
Zurcher Kantonalbank Fin   8.000  10/18/2022     CHF    52.470
UBS AG/London             10.750   3/15/2023     CHF    59.400
UBS AG/London              5.500   3/15/2023     EUR    68.750
UBS AG/London             10.750   3/15/2023     USD    72.350
UBS AG/London             15.250   9/15/2023     USD    64.050
UBS AG/London             18.250   3/15/2023     CHF    49.550
UBS AG/London             14.750   3/15/2023     EUR    49.000
UBS AG/London             12.000   3/22/2023     CHF    56.550
UBS AG/London              8.500   9/22/2022     CHF    49.100
Zurcher Kantonalbank Fin  20.000   10/12/2022    USD    50.440
Zurcher Kantonalbank Fin  19.500   10/12/2022    CHF    50.240
UBS AG/London             10.250   07/07/2022    EUR    61.400
UBS AG/London             15.500   07/07/2022    CHF    71.150
UBS AG/London              8.750   1/16/2023     CHF    75.400
UBS AG/London             10.250   1/17/2023     USD    64.950
UBS AG/London             17.250   7/14/2022     USD    71.300
UBS AG/London             21.250   7/14/2022     CHF    62.600
Zurcher Kantonalbank Fin  19.500   09/08/2022    CHF    45.850
Credit Suisse AG/London   10.000   7/22/2022     CHF    39.560
Credit Suisse AG/London   10.000   7/19/2022     EUR    40.730
Credit Suisse AG/London   12.750   7/20/2022     CHF    52.640
Credit Suisse AG/London   16.000   7/22/2022     USD    33.290
Bank Vontobel AG          12.000   09/06/2022    USD    53.200
Bank Vontobel AG           8.000   03/06/2023    USD    71.800
Bank Vontobel AG          16.250  11/28/2022     CHF    57.900
Bank Vontobel AG          13.000  11/28/2022     CHF    49.000
Bank Vontobel AG          13.500   10/03/2022    CHF    64.100
Bank Vontobel AG           5.250   01/04/2023    CHF    67.200
Bank Vontobel AG          14.750   1/16/2023     CHF    53.100
Bank Vontobel AG           8.500   1/23/2023     CHF    50.400
Bank Vontobel AG          17.000   1/24/2023     CHF    47.100
Bank Vontobel AG          15.000  10/24/2022     CHF    51.500
Leonteq Securities AG/Gu  10.000   02/01/2023    CHF    43.070
Leonteq Securities AG/Gu  12.000   05/02/2023    USD    62.950
Bank Vontobel AG          16.500   8/29/2022     CHF    52.000
Bank Vontobel AG          18.000   2/28/2023     CHF    54.000
Bank Vontobel AG          25.000   8/25/2022     CHF    58.000
Bank Vontobel AG           5.500  11/28/2022     EUR    66.500
UBS AG/London              9.250   1/30/2023     USD    54.950
UBS AG/London             20.250   7/28/2022     USD    43.050
UBS AG/London              8.500   1/30/2023     CHF    60.000
UBS AG/London             28.500   7/28/2022     USD    45.550
UBS AG/London              8.000   7/28/2023     CHF    68.900
Zurcher Kantonalbank Fin  21.750  10/21/2022     CHF    51.230
Credit Suisse AG/London   16.000   08/05/2022    USD    38.260
Credit Suisse AG/London   10.250   11/09/2022    USD    39.420
Credit Suisse AG/London    9.250   08/11/2022    CHF    53.580
Credit Suisse AG/London   11.250   8/15/2022     EUR    60.510
UBS AG/London             14.750   4/14/2023     USD    60.900
UBS AG/London             13.250   4/14/2023     USD    62.600
UBS AG/London             13.000   10/06/2022    CHF    48.800
UBS AG/London              9.750   04/06/2023    USD    60.500
UBS AG/London             13.750   10/06/2023    USD    67.350
UBS AG/London             21.250   2/20/2023     CHF    53.200
UBS AG/London              9.250   2/27/2023     CHF    57.900
UBS AG/London             15.750   2/27/2023     CHF    52.600
UBS AG/London              8.750   2/27/2023     USD    68.200
Credit Suisse AG/London   12.250   7/28/2022     CHF    53.860
Credit Suisse AG/London    8.000  10/28/2022     CHF    64.270
Credit Suisse AG/London   12.500   7/29/2022     USD    35.440
Credit Suisse AG/London   10.000   08/03/2022    EUR    37.730
Credit Suisse AG/London    9.500   08/03/2022    CHF    50.910
Credit Suisse AG/London   18.250   08/08/2022    USD    45.250
UBS AG/London             13.000   04/06/2023    USD    52.200
Zurcher Kantonalbank Fin  23.000  10/20/2022     CHF    59.240
Zurcher Kantonalbank Fin  19.250  10/25/2022     USD    69.600
Zurcher Kantonalbank Fin  26.800  10/25/2022     CHF    62.030
Zurcher Kantonalbank Fin  14.500  10/24/2022     USD    45.160
Bank Vontobel AG          10.000   1/23/2023     CHF    51.500
UBS AG/London             12.000   02/06/2023    USD    68.550
UBS AG/London             18.750   02/06/2023    CHF    56.600
UBS AG/London             10.250   02/06/2023    CHF    65.450
UBS AG/London              8.000   7/28/2022     EUR    64.650
Bank Vontobel AG          18.000   8/29/2022     USD    55.600
Bank Vontobel AG          15.000   8/29/2022     USD    47.300
Bank Vontobel AG          13.750   03/06/2023    EUR    47.700
Bank Vontobel AG          12.000   09/05/2022    EUR    49.800
Credit Suisse AG/London   12.000  10/18/2022     EUR    44.120
Credit Suisse AG/London    9.500  10/18/2022     CHF    50.030
Credit Suisse AG/London   12.250  10/24/2022     CHF    49.670
Credit Suisse AG/London   13.500  10/24/2022     USD    49.800
Bank Vontobel AG          16.500  10/31/2022     CHF    51.400
Bank Vontobel AG          11.000  10/31/2022     CHF    50.200
Bank Vontobel AG          15.000   05/02/2023    CHF    56.000
Bank Vontobel AG          19.000  10/31/2022     EUR    50.000
UBS AG/London             11.500  10/27/2022     EUR    50.350
UBS AG/London              9.750   4/27/2023     USD    71.450
UBS AG/London              9.500   4/27/2023     USD    69.400
Zurcher Kantonalbank Fin  20.000  10/26/2022     USD    54.540
Zurcher Kantonalbank Fin  19.000  10/26/2022     CHF    54.370
Landesbank Baden-Wuertte   6.500  10/27/2023     EUR    58.430
Landesbank Baden-Wuertte   8.000  10/27/2023     EUR    57.420
Bank Julius Baer & Co Lt   6.800   02/02/2023    CHF    70.400
Leonteq Securities AG     20.400   11/01/2022    CHF    61.730
Raiffeisen Schweiz Genos  12.250   05/02/2023    CHF    51.120
EFG International Financ  15.000   10/06/2022    USD    52.620
Raiffeisen Schweiz Genos  11.000  12/27/2022     CHF    53.340
Raiffeisen Schweiz Genos  11.500   9/27/2022     CHF    46.830
Raiffeisen Schweiz Genos  15.000   9/27/2022     CHF    37.720
Raiffeisen Schweiz Genos   8.500   3/24/2023     USD    47.570
Raiffeisen Schweiz Genos  18.500   9/27/2022     USD    47.200
Raiffeisen Schweiz Genos   8.000   3/24/2023     CHF    66.260
Leonteq Securities AG     24.000   9/28/2022     CHF    53.010
DZ Bank AG Deutsche Zent  24.600   3/25/2022     EUR    56.000
DZ Bank AG Deutsche Zent  19.900   6/24/2022     EUR    60.560
DZ Bank AG Deutsche Zent  16.900   9/23/2022     EUR    63.690
DZ Bank AG Deutsche Zent  15.100  12/23/2022     EUR    66.270
Basler Kantonalbank       12.000   9/29/2022     CHF    40.660
EFG International Financ  12.000   3/29/2023     USD    48.990
Nordea Bank Abp            0.620  10/14/2026     SEK    71.970
Societe Generale Effekte   6.000   7/22/2022     EUR    68.340
Societe Generale Effekte   7.000   8/26/2022     EUR    63.450
Societe Generale Effekte  10.250   9/23/2022     EUR    56.410
Societe Generale Effekte  11.250  10/28/2022     EUR    55.020
Societe Generale Effekte  13.250  10/28/2022     EUR    53.000
Societe Generale Effekte  15.250  10/28/2022     EUR    51.500
Landesbank Baden-Wuertte   6.200   3/24/2023     EUR    56.920
Landesbank Baden-Wuertte   8.650   3/24/2023     EUR    53.730
Landesbank Baden-Wuertte   3.650   3/24/2023     EUR    67.550
Landesbank Baden-Wuertte   6.200   3/24/2023     EUR    64.110
Vontobel Financial Produ  16.750   9/23/2022     EUR    53.140
Vontobel Financial Produ  15.000   9/23/2022     EUR    68.760
Vontobel Financial Produ   9.000   9/23/2022     EUR    67.580
Vontobel Financial Produ  16.500   9/23/2022     EUR    68.740
Leonteq Securities AG/Gu  19.330   10/04/2022    CHF    47.320
Leonteq Securities AG/Gu  19.430   10/04/2022    CHF    47.580
Leonteq Securities AG     10.000   01/04/2023    CHF    52.480
Leonteq Securities AG     15.000   01/04/2023    CHF    53.340
UBS AG/London             10.500   1/23/2023     CHF    57.650
UBS AG/London              8.250   7/21/2022     USD    56.400
UBS AG/London             11.750   7/21/2022     CHF    62.050
Credit Suisse AG/London   11.500   8/25/2022     USD    41.460
Credit Suisse AG/London    8.500   6/30/2022     CHF    35.690
Credit Suisse AG/London    8.500   6/24/2022     CHF    44.990
Credit Suisse AG/London   15.000   6/27/2022     USD    36.650
UBS AG/London             10.500   2/27/2023     CHF    72.950
Credit Suisse AG/London    8.500   9/13/2022     CHF    47.020
Credit Suisse AG/London   15.000   9/15/2022     USD    39.940
Bank Vontobel AG           8.500   3/17/2023     CHF    69.700
Bank Vontobel AG          10.500  12/27/2022     CHF    50.900
UBS AG/London             14.500   6/30/2022     CHF    61.400
Bank Vontobel AG          10.000   2/27/2023     EUR    47.200
Bank Vontobel AG          15.500  12/19/2022     EUR    45.100
UBS AG/London             12.500   2/13/2023     CHF    64.750
Credit Suisse AG/London   12.000   6/30/2022     CHF    36.380
Credit Suisse AG/London   14.250   07/04/2022    CHF    68.190
Credit Suisse AG/London   11.500   10/06/2022    USD    48.210
Credit Suisse AG/London   13.500   8/17/2022     CHF    37.260
Credit Suisse AG/London    8.000   8/24/2022     USD    53.350
EFG International Financ   8.260   8/26/2022     USD    53.800
EFG International Financ  24.360   5/27/2022     CHF    32.040
Leonteq Securities AG/Gu  22.260   8/26/2022     CHF    58.400
Leonteq Securities AG/Gu  24.600   8/26/2022     USD    49.390
Vontobel Financial Produ  13.400   8/29/2022     EUR    68.700
Zurcher Kantonalbank Fin  17.250   09/02/2022    CHF    42.470
Societe Generale Effekte   3.750   9/23/2022     EUR    65.060
Societe Generale Effekte   5.750   9/23/2022     EUR    58.860
Societe Generale Effekte   7.750   9/23/2022     EUR    54.810
UniCredit Bank AG         10.500   9/23/2024     EUR    72.970
Vontobel Financial Produ  10.000   9/23/2022     EUR    62.000
Vontobel Financial Produ  10.000   6/24/2022     EUR    60.890
Vontobel Financial Produ  14.000   9/23/2022     EUR    58.950
Vontobel Financial Produ   5.500   6/24/2022     EUR    66.410
Vontobel Financial Produ  16.000   6/24/2022     EUR    70.780
Leonteq Securities AG/Gu  11.000   03/01/2023    CHF    51.960
Leonteq Securities AG/Gu  10.000   03/01/2023    USD    67.390
Vontobel Financial Produ  17.000   9/23/2022     EUR    70.590
UniCredit Bank AG          8.130   8/26/2022     EUR    56.770
Leonteq Securities AG/Gu  13.000  11/30/2022     USD    47.820
Leonteq Securities AG/Gu  22.770   8/30/2022     CHF    50.880
Vontobel Financial Produ  18.500   9/23/2022     EUR    62.480
UBS AG/London              9.250   6/23/2023     USD    72.900
Credit Suisse AG/London   10.000   5/30/2022     CHF    52.340
Leonteq Securities AG/Gu  10.000   1/18/2023     USD    70.290
Leonteq Securities AG/Gu  22.800   10/05/2022    CHF    48.110
Leonteq Securities AG     21.600  10/18/2022     CHF    58.340
Vontobel Financial Produ  15.250   9/23/2022     EUR    64.190
UniCredit Bank AG          6.650   9/28/2022     EUR    66.440
Vontobel Financial Produ  14.000   9/23/2022     EUR    49.010
Vontobel Financial Produ   7.500   9/23/2022     EUR    52.510
Vontobel Financial Produ   8.500   6/24/2022     EUR    51.740
Vontobel Financial Produ   6.000   9/23/2022     EUR    53.850
Vontobel Financial Produ  14.000   9/23/2022     EUR    41.750
Leonteq Securities AG/Gu  27.170   8/19/2022     EUR    50.640
Vontobel Financial Produ  11.500   6/24/2022     EUR    72.540
Vontobel Financial Produ  13.500   9/23/2022     EUR    70.880
Vontobel Financial Produ  15.000   9/23/2022     EUR    70.070
Leonteq Securities AG/Gu  25.000   09/07/2022    CHF    47.180
DZ Bank AG Deutsche Zent  20.800   9/23/2022     EUR    71.640
DZ Bank AG Deutsche Zent  19.500   9/23/2022     EUR    63.480
DZ Bank AG Deutsche Zent  21.900   6/24/2022     EUR    55.140
DZ Bank AG Deutsche Zent  23.500   3/25/2022     EUR    68.670
DZ Bank AG Deutsche Zent  22.000   6/24/2022     EUR    57.080
DZ Bank AG Deutsche Zent  24.100   9/23/2022     EUR    56.740
Vontobel Financial Produ   8.500   9/23/2022     EUR    51.040
Vontobel Financial Produ  14.000   9/23/2022     EUR    47.510
Vontobel Financial Produ  19.000   6/24/2022     EUR    44.780
Vontobel Financial Produ  16.750   03/08/2022    EUR    67.680
Vontobel Financial Produ  11.500   6/24/2022     EUR    66.910
Vontobel Financial Produ  15.000   9/23/2022     EUR    64.910
Vontobel Financial Produ  15.500   6/24/2022     EUR    64.030
Vontobel Financial Produ  16.500   6/24/2022     EUR    63.070
Leonteq Securities AG     23.320   09/07/2022    CHF    50.600
Leonteq Securities AG     23.200   09/07/2022    CHF    43.860
Leonteq Securities AG/Gu  11.000   09/07/2022    CHF    45.160
Raiffeisen Schweiz Genos   4.000   03/03/2023    CHF    62.940
Leonteq Securities AG/Gu   8.000   03/07/2023    USD    46.390
Vontobel Financial Produ  18.350   9/23/2022     EUR    46.900
Leonteq Securities AG/Gu   9.500   12/08/2022    EUR    56.090
Societe Generale Effekte  14.250   9/23/2022     EUR    44.350
Leonteq Securities AG     22.680  10/14/2022     CHF    67.980
Raiffeisen Schweiz Genos  12.000   01/04/2023    CHF    54.140
Raiffeisen Schweiz Genos  18.000   10/04/2022    CHF    46.330
Vontobel Financial Produ  21.720   10/05/2022    USD    68.910
DZ Bank AG Deutsche Zent  10.500  10/26/2022     EUR    54.930
Societe Generale Effekte  14.750   8/26/2022     EUR    50.460
Societe Generale Effekte  16.750   8/26/2022     EUR    49.150
Societe Generale Effekte  16.000   9/23/2022     EUR    49.910
Societe Generale Effekte  15.750   7/22/2022     EUR    49.420
Societe Generale Effekte  17.750   7/22/2022     EUR    48.070
Societe Generale Effekte   4.750   8/26/2022     EUR    69.960
Societe Generale Effekte  10.750   8/26/2022     EUR    54.750
Societe Generale Effekte  12.750   8/26/2022     EUR    52.260
Leonteq Securities AG/Gu   9.000   02/01/2023    CHF    66.670
Bank Vontobel AG          13.259   7/29/2022     CHF    43.200
Vontobel Financial Produ  13.500   9/23/2022     EUR    70.880
Vontobel Financial Produ  12.000   9/23/2022     EUR    71.770
Leonteq Securities AG/Gu  12.000   7/15/2022     CHF    62.290
Bank Vontobel AG           8.000   7/18/2022     CHF    36.700
Vontobel Financial Produ  11.500   6/24/2022     EUR    63.460
Vontobel Financial Produ   6.000   9/23/2022     EUR    68.080
Vontobel Financial Produ  11.500   9/23/2022     EUR    61.430
Vontobel Financial Produ   6.500   6/24/2022     EUR    66.770
Vontobel Financial Produ   8.500   6/24/2022     EUR    63.710
Vontobel Financial Produ  14.000   6/24/2022     EUR    73.270
Bank Julius Baer & Co Lt   8.600   7/19/2022     CHF    65.400
Luzerner Kantonalbank AG   7.500   08/09/2023    CHF    55.240
Vontobel Financial Produ  11.000   9/23/2022     EUR    61.140
Vontobel Financial Produ  13.500   9/23/2022     EUR    59.920
Vontobel Financial Produ  16.000   6/24/2022     EUR    57.200
Leonteq Securities AG     13.200  10/19/2022     CHF    44.770
Zurcher Kantonalbank Fin  21.500   8/16/2022     USD    60.270
Zurcher Kantonalbank Fin  20.250   8/16/2022     CHF    70.440
Zurcher Kantonalbank Fin  18.000   8/16/2022     USD    54.520
Zurcher Kantonalbank Fin  10.000   8/16/2022     USD    61.430
Leonteq Securities AG/Gu  14.200  10/19/2022     USD    44.630
Leonteq Securities AG/Gu  21.840   06/09/2022    CHF    56.410
Leonteq Securities AG/Gu  22.870   06/09/2022    CHF    47.510
Bank Julius Baer & Co Lt   5.250   08/10/2022    CHF    69.150
Zurcher Kantonalbank Fin  29.000   8/17/2022     CHF    52.720
EFG International Financ  17.000   6/30/2022     CHF    50.600
EFG International Financ  10.010   6/30/2022     EUR    40.920
UBS AG/London              9.900   07/01/2024    EUR    71.095
Raiffeisen Centrobank AG  11.750   08/04/2023    EUR    54.300
Vontobel Financial Produ  18.650   06/09/2022    EUR    20.150
Zurcher Kantonalbank Fin  22.750   3/29/2022     USD    72.940
Bank Vontobel AG           6.504   12/05/2022    CHF    65.400
Bank Julius Baer & Co Lt   9.000   07/01/2022    USD    55.550
Landesbank Baden-Wuertte   5.000   6/24/2022     EUR    70.470
Vontobel Financial Produ   7.700   08/02/2022    CHF    56.720
EFG International Financ  17.000   07/08/2022    USD    45.810
Raiffeisen Schweiz Genos  11.000   07/06/2022    CHF    65.740
Zurcher Kantonalbank Fin  10.750   7/15/2022     EUR    43.320
Raiffeisen Schweiz Genos  13.200   08/02/2022    USD    41.730
Raiffeisen Schweiz Genos  12.500   08/02/2022    CHF    53.940
Societe Generale SA       11.000   7/14/2026     USD    52.750
Zurcher Kantonalbank Fin  20.000   08/10/2022    USD    58.520
Societe Generale Effekte   3.500   5/27/2022     EUR    69.660
Corner Banca SA           11.200   10/12/2022    EUR    64.130
Raiffeisen Schweiz Genos  14.000   07/12/2022    CHF    52.790
Credit Suisse AG/London   11.000   06/08/2022    CHF    66.580
Bank Vontobel AG           6.504   12/05/2022    CHF    65.400
Leonteq Securities AG/Gu  21.520   07/01/2022    CHF    32.210
Leonteq Securities AG/Gu  25.460   07/01/2022    CHF    31.400
Zurcher Kantonalbank Fin  23.051   3/29/2022     EUR    72.640
DZ Bank AG Deutsche Zent  15.000   6/24/2022     EUR    66.430
Bank Julius Baer & Co Lt  11.000   01/04/2023    CHF    69.150
EFG International Financ  12.000   12/09/2022    CHF    60.190
EFG International Financ  10.000   12/09/2022    USD    48.670
UBS AG/London             11.250   12/09/2022    CHF    59.150
UBS AG/London              8.000   06/09/2023    CHF    66.150
UBS AG/London              8.250   06/09/2023    CHF    74.000
UBS AG/London             17.750   06/09/2022    USD    75.300
UBS AG/London             10.500   06/09/2023    CHF    66.850
Leonteq Securities AG/Gu  21.760   06/10/2022    CHF    39.190
Raiffeisen Schweiz Genos  15.000   06/07/2022    CHF    68.080
Leonteq Securities AG     18.000   10/06/2022    CHF    62.520
Leonteq Securities AG/Gu   9.000   01/06/2023    CHF    70.620
Vontobel Financial Produ  15.500   6/24/2022     EUR    63.670
Zurcher Kantonalbank Fin  15.250   07/06/2022    CHF    57.810
Vontobel Financial Produ  12.000   6/24/2022     EUR    63.190
Vontobel Financial Produ  11.000   6/24/2022     EUR    70.460
Societe Generale Effekte   4.750   6/24/2022     EUR    63.130
Societe Generale Effekte   6.750   6/24/2022     EUR    56.610
Leonteq Securities AG/Gu  10.000   07/06/2022    EUR    47.420
Leonteq Securities AG/Gu   7.000   07/06/2022    EUR    39.940
DZ Bank AG Deutsche Zent   9.000   9/21/2022     EUR    72.680
Bank Julius Baer & Co Lt  14.500   1/13/2023     USD    41.000
DZ Bank AG Deutsche Zent   7.000   3/23/2022     EUR    70.300
Zurcher Kantonalbank Fin  15.000   7/20/2022     CHF    62.020
UniCredit Bank AG         10.400   08/11/2022    EUR    61.669
Landesbank Baden-Wuertte   5.850   7/22/2022     EUR    52.750
DZ Bank AG Deutsche Zent  24.000   6/24/2022     EUR    57.860
DZ Bank AG Deutsche Zent  20.300   3/25/2022     EUR    67.150
DZ Bank AG Deutsche Zent  24.400   3/25/2022     EUR    62.410
DZ Bank AG Deutsche Zent  17.700   6/24/2022     EUR    70.850
DZ Bank AG Deutsche Zent  20.600   6/24/2022     EUR    67.010
DZ Bank AG Deutsche Zent  23.500   6/24/2022     EUR    63.750
DZ Bank AG Deutsche Zent  22.300   3/25/2022     EUR    61.490
DZ Bank AG Deutsche Zent  19.400   6/24/2022     EUR    65.860
DZ Bank AG Deutsche Zent  23.100   6/24/2022     EUR    61.210
DZ Bank AG Deutsche Zent  21.200   3/25/2022     EUR    69.630
DZ Bank AG Deutsche Zent  24.400   6/24/2022     EUR    65.010
Landesbank Baden-Wuertte   6.000   7/22/2022     EUR    55.820
Landesbank Baden-Wuertte   8.550   7/22/2022     EUR    67.200
DZ Bank AG Deutsche Zent  17.800   3/25/2022     EUR    40.910
Societe Generale Effekte   9.000   6/24/2022     EUR    52.120
Societe Generale Effekte  12.750   6/24/2022     EUR    45.500
Societe Generale Effekte  14.750   6/24/2022     EUR    43.830
Societe Generale Effekte   4.250   7/22/2022     EUR    62.880
Societe Generale Effekte  12.250   7/22/2022     EUR    46.290
Societe Generale Effekte  14.250   7/22/2022     EUR    44.620
Landesbank Baden-Wuertte   4.500   7/22/2022     EUR    58.300
Landesbank Baden-Wuertte   7.200   7/22/2022     EUR    54.620
Landesbank Baden-Wuertte   9.250   7/22/2022     EUR    52.930
DZ Bank AG Deutsche Zent  20.200   6/24/2022     EUR    42.770
Leonteq Securities AG/Gu  20.000   7/13/2022     CHF    56.290
Leonteq Securities AG/Gu  28.010   4/19/2022     CHF    19.970
Vontobel Financial Produ  10.750   6/24/2022     EUR    60.880
Vontobel Financial Produ  13.750   6/24/2022     EUR    59.470
Vontobel Financial Produ  17.750   6/24/2022     EUR    48.030
Societe Generale SA       15.000   8/30/2024     USD    39.370
Vontobel Financial Produ  11.000   6/24/2022     EUR    56.000
Vontobel Financial Produ   8.500   6/24/2022     EUR    58.480
Vontobel Financial Produ  13.500   6/24/2022     EUR    53.890
Vontobel Financial Produ  12.000   6/24/2022     EUR    64.510
Vontobel Financial Produ   9.500   9/23/2022     EUR    67.260
Vontobel Financial Produ   8.500   6/24/2022     EUR    68.490
EFG International Financ   8.000   1/19/2023     CHF    66.210
UniCredit Bank AG          3.600   09/02/2024    EUR    48.670
Corner Banca SA           13.000  10/19/2022     CHF    42.240
Corner Banca SA           11.200   7/19/2022     CHF    54.030
Corner Banca SA           13.000   1/19/2023     USD    65.810
Leonteq Securities AG     10.400   1/19/2023     CHF    68.160
Leonteq Securities AG     10.000  10/19/2022     CHF    54.960
Bank Vontobel AG          10.500   1/16/2023     CHF    64.000
Bank Vontobel AG          10.500   1/16/2023     CHF    64.000
Leonteq Securities AG/Gu  10.000   1/19/2023     USD    36.490
Leonteq Securities AG/Gu  11.000   1/19/2023     CHF    63.780
Leonteq Securities AG/Gu  10.000   7/19/2022     CHF    22.110
BrokerCreditService Stru   3.500   4/30/2024     USD    53.500
Vontobel Financial Produ  10.000   9/23/2022     EUR    65.350
Vontobel Financial Produ  13.500   9/23/2022     EUR    62.320
Vontobel Financial Produ   7.000   9/23/2022     EUR    69.480
Vontobel Financial Produ  16.500   9/23/2022     EUR    59.690
Vontobel Financial Produ  15.500   6/24/2022     EUR    59.550
Vontobel Financial Produ   7.500   9/23/2022     EUR    65.360
Vontobel Financial Produ   9.500   9/23/2022     EUR    63.240
Vontobel Financial Produ  13.500   9/23/2022     EUR    59.910
Vontobel Financial Produ  11.000   6/24/2022     EUR    61.210
Vontobel Financial Produ  13.500   6/24/2022     EUR    59.060
Vontobel Financial Produ  16.000   6/24/2022     EUR    70.750
Vontobel Financial Produ  18.500   6/24/2022     EUR    50.570
BrokerCreditService Stru   8.000   1/30/2024     USD    31.970
Leonteq Securities AG     10.000   02/06/2023    CHF    46.210
Leonteq Securities AG     11.200   02/06/2023    CHF    54.710
Leonteq Securities AG/Gu  18.000   08/09/2022    USD    45.860
Vontobel Financial Produ  21.000   6/24/2022     EUR    41.930
Vontobel Financial Produ   8.750   9/23/2022     EUR    56.140
Vontobel Financial Produ  12.000   6/24/2022     EUR    66.610
Vontobel Financial Produ  10.500   6/24/2022     EUR    61.050
Vontobel Financial Produ  13.000   6/24/2022     EUR    58.890
Zurcher Kantonalbank Fin  17.000   7/27/2022     CHF    55.800
Zurcher Kantonalbank Fin  16.000   7/26/2022     CHF    61.040
Zurcher Kantonalbank Fin  22.000   8/16/2022     CHF    69.740
Bank Vontobel AG          10.000   02/06/2023    CHF    50.100
Bank Vontobel AG          10.000   08/08/2022    CHF    35.200
Bank Vontobel AG          12.000   02/06/2023    EUR    43.700
Bank Julius Baer & Co Lt   4.850   7/20/2022     CHF    65.950
Vontobel Financial Produ  12.000   08/09/2022    EUR    67.240
Bank Julius Baer & Co Lt  13.150   08/10/2022    CHF    70.600
Leonteq Securities AG/Gu  26.460   08/09/2022    CHF    38.760
DZ Bank AG Deutsche Zent   9.750   8/24/2022     EUR    67.960
DZ Bank AG Deutsche Zent  15.000   8/24/2022     EUR    62.200
DZ Bank AG Deutsche Zent   7.000   9/21/2022     EUR    67.170
DZ Bank AG Deutsche Zent  10.250   8/24/2022     EUR    45.870
DZ Bank AG Deutsche Zent  15.500   8/24/2022     EUR    42.790
Vontobel Financial Produ  18.500   9/23/2022     EUR    58.180
Vontobel Financial Produ  24.000   6/24/2022     EUR    56.190
Leonteq Securities AG/Gu  21.000   06/09/2022    CHF    55.960
Raiffeisen Schweiz Genos  10.000   02/06/2023    EUR    43.930
Raiffeisen Schweiz Genos  12.000   11/09/2022    CHF    37.810
Vontobel Financial Produ  18.500   6/24/2022     EUR    67.830
Vontobel Financial Produ   7.500   6/24/2022     EUR    45.520
Vontobel Financial Produ  15.000   6/24/2022     EUR    39.640
Leonteq Securities AG/Gu  10.000  12/21/2022     USD    54.450
Leonteq Securities AG/Gu  16.000   6/21/2022     USD    47.600
Vontobel Financial Produ  16.000   6/24/2022     EUR    55.250
Credit Suisse AG/London    9.500   6/21/2022     USD    36.530
DZ Bank AG Deutsche Zent  20.200   6/24/2022     EUR    71.940
DZ Bank AG Deutsche Zent  23.200   6/24/2022     EUR    62.730
DZ Bank AG Deutsche Zent  24.600   3/25/2022     EUR    59.350
DZ Bank AG Deutsche Zent  14.800   6/24/2022     EUR    70.590
Bank Julius Baer & Co Lt  10.050   7/29/2022     USD    50.150
Societe Generale Effekte   7.000   3/25/2022     EUR    48.570
Societe Generale Effekte  17.000   3/25/2022     EUR    37.910
Societe Generale Effekte   5.000   5/27/2022     EUR    54.670
Societe Generale Effekte   6.500   6/24/2022     EUR    50.740
Societe Generale Effekte   9.250   3/24/2022     EUR    68.270
Zurcher Kantonalbank Fin  20.500   08/09/2022    CHF    51.620
Vontobel Financial Produ  12.000   6/24/2022     EUR    40.450
Leonteq Securities AG/Gu  12.000   7/29/2022     CHF    66.370
Leonteq Securities AG/Gu  20.000   7/29/2022     CHF    55.850
Leonteq Securities AG/Gu  22.450   7/29/2022     CHF    43.920
Vontobel Financial Produ   8.250   6/24/2022     EUR    66.570
Vontobel Financial Produ  14.750   6/24/2022     EUR    29.860
Vontobel Financial Produ  17.750   6/24/2022     EUR    34.780
Vontobel Financial Produ  11.750   6/24/2022     EUR    37.860
Leonteq Securities AG/Gu  10.000   11/02/2022    CHF    65.790
Leonteq Securities AG/Gu   5.000   1/30/2023     USD    52.330
UniCredit Bank AG         12.000   8/18/2022     EUR    56.260
Societe Generale Effekte   4.750   6/24/2022     EUR    56.380
Societe Generale Effekte   8.750   6/24/2022     EUR    47.350
Zurcher Kantonalbank Fin  12.500   08/09/2022    EUR    62.130
Vontobel Financial Produ   8.500   6/24/2022     EUR    59.330
Bank Vontobel AG          13.000   1/30/2023     EUR    70.800
Basler Kantonalbank       11.000   01/09/2023    CHF    65.660
EFG International Financ  10.000   01/09/2023    USD    44.240
Leonteq Securities AG     15.000   08/02/2022    CHF    36.930
Leonteq Securities AG/Gu  17.000   08/02/2022    USD    39.240
Leonteq Securities AG/Gu  20.000   08/03/2022    CHF    47.590
Raiffeisen Schweiz Genos  13.000   08/02/2022    CHF    66.820
Vontobel Financial Produ  13.500   6/24/2022     EUR    73.090
Vontobel Financial Produ  17.000   6/24/2022     EUR    70.560
Vontobel Financial Produ  19.500   6/24/2022     EUR    70.810
Vontobel Financial Produ  17.000   6/24/2022     EUR    71.460
Vontobel Financial Produ  10.000   6/24/2022     EUR    43.160
Vontobel Financial Produ  12.500   6/24/2022     EUR    41.230
Vontobel Financial Produ  17.500   6/24/2022     EUR    38.360
Leonteq Securities AG/Gu  12.000   6/21/2022     CHF    52.530
Credit Suisse AG/London   11.000   6/20/2022     USD    53.340
Raiffeisen Schweiz Genos  10.500   6/21/2022     CHF    57.630
Vontobel Financial Produ  12.250   6/24/2022     EUR    66.310
Leonteq Securities AG     13.000  12/21/2022     CHF    56.500
Leonteq Securities AG     15.000   6/21/2022     CHF    32.540
Corner Banca SA           12.000  12/21/2022     CHF    45.180
Corner Banca SA           12.000   6/21/2022     CHF    22.420
Vontobel Financial Produ  21.500   6/24/2022     EUR    69.980
Vontobel Financial Produ   7.000   6/24/2022     EUR    66.770
Vontobel Financial Produ  19.500   6/24/2022     EUR    60.750
Vontobel Financial Produ  16.500   6/24/2022     EUR    59.730
Vontobel Financial Produ  11.000   6/24/2022     EUR    65.660
Raiffeisen Schweiz Genos  11.500   6/21/2022     CHF    69.170
Vontobel Financial Produ   5.500   6/24/2022     EUR    67.640
Vontobel Financial Produ   8.500   6/24/2022     EUR    62.440
Vontobel Financial Produ   8.000   6/24/2022     EUR    67.270
Vontobel Financial Produ  12.000   6/24/2022     EUR    58.370
Vontobel Financial Produ  12.500   6/24/2022     EUR    61.730
Vontobel Financial Produ  10.000   6/24/2022     EUR    64.220
Leonteq Securities AG/Gu   5.000  12/21/2022     USD    57.740
Bank Julius Baer & Co Lt  13.000   6/22/2022     CHF    46.850
Leonteq Securities AG/Gu  22.790   6/22/2022     CHF    44.420
Bank Vontobel AG           6.752   9/19/2022     CHF    67.600
UniCredit Bank AG          5.250   07/01/2024    EUR    73.380
Bank Julius Baer & Co Lt   8.250   6/17/2022     USD    60.100
UBS AG/London             10.250  11/30/2022     CHF    65.050
UBS AG/London             12.000  11/30/2022     EUR    50.450
Leonteq Securities AG/Gu  21.290   6/17/2022     CHF    62.900
Leonteq Securities AG/Gu  20.760   6/17/2022     CHF    32.880
Leonteq Securities AG     14.000   06/08/2022    CHF    48.370
Leonteq Securities AG/Gu  12.000   06/08/2022    CHF    20.760
Credit Suisse AG/London   10.250   06/02/2022    USD    40.920
Zurcher Kantonalbank Fin   6.500   6/14/2022     CHF    63.360
Vontobel Financial Produ  12.750   6/24/2022     EUR    68.600
Vontobel Financial Produ  10.000   6/24/2022     EUR    53.840
Vontobel Financial Produ  13.750   6/24/2022     EUR    39.920
DekaBank Deutsche Giroze   4.000   07/07/2022    EUR    57.930
Vontobel Financial Produ   9.000   06/08/2022    EUR    57.300
Zurcher Kantonalbank Fin  20.000   6/15/2022     USD    60.090
Zurcher Kantonalbank Fin  19.250   6/15/2022     CHF    59.850
DZ Bank AG Deutsche Zent   9.500   3/23/2022     EUR    69.210
Societe Generale SA       15.000   07/03/2024    USD    48.150
Vontobel Financial Produ  10.500   6/24/2022     EUR    66.020
Vontobel Financial Produ  20.000   6/24/2022     EUR    56.100
Vontobel Financial Produ  12.500   6/24/2022     EUR    66.540
Vontobel Financial Produ  17.000   6/24/2022     EUR    62.270
Vontobel Financial Produ  19.500   6/24/2022     EUR    60.590
Zurcher Kantonalbank Fin  20.250   6/24/2022     CHF    68.730
Zurcher Kantonalbank Fin  14.000   6/24/2022     CHF    42.890
Leonteq Securities AG/Gu  23.290   06/03/2022    CHF    67.830
Erste Group Bank AG        8.000   6/30/2022     EUR    64.950
Erste Group Bank AG        4.250   6/30/2022     EUR    67.750
Bank Julius Baer & Co Lt   8.200   9/19/2022     USD    59.150
UBS AG/London             11.000  11/30/2022     CHF    56.600
Leonteq Securities AG/Gu   9.000   09/07/2022    CHF    67.710
Leonteq Securities AG/Gu   8.000   12/07/2022    CHF    46.870
Zurcher Kantonalbank Fin  14.000   6/14/2022     CHF    68.520
Vontobel Financial Produ   9.750   6/24/2022     EUR    38.520
Vontobel Financial Produ  16.000   6/24/2022     EUR    42.550
Credit Suisse AG/London   10.000   06/07/2022    CHF    50.960
DZ Bank AG Deutsche Zent  13.300   3/25/2022     EUR    67.010
DZ Bank AG Deutsche Zent  13.900   6/24/2022     EUR    66.710
DZ Bank AG Deutsche Zent  22.500   3/25/2022     EUR    57.780
Landesbank Baden-Wuertte  10.500   6/24/2022     EUR    49.710
Landesbank Baden-Wuertte   4.200   6/24/2022     EUR    58.180
Landesbank Baden-Wuertte   9.500   6/24/2022     EUR    69.720
Zurcher Kantonalbank Fin  21.750   06/10/2022    CHF    63.700
Zurcher Kantonalbank Fin  13.000   06/10/2022    CHF    63.910
EFG International Financ  18.000   6/16/2022     CHF    44.290
EFG International Financ  10.000  12/16/2022     CHF    55.320
EFG International Financ   7.210   6/16/2022     USD    49.340
Raiffeisen Schweiz Genos  12.000   06/01/2022    CHF    61.820
Vontobel Financial Produ  26.350   06/06/2022    EUR    56.910
Zurcher Kantonalbank Fin   9.800   6/17/2022     USD    59.700
Vontobel Financial Produ  20.000   6/24/2022     EUR    56.240
UBS AG/London              8.000  12/16/2022     CHF    74.150
Vontobel Financial Produ  16.500   6/24/2022     EUR    31.320
Vontobel Financial Produ  14.500   6/24/2022     EUR    73.670
Vontobel Financial Produ  13.500   6/24/2022     EUR    62.000
Vontobel Financial Produ  18.000   6/24/2022     EUR    72.990
Leonteq Securities AG/Gu  23.690   06/03/2022    CHF    32.880
Erste Group Bank AG        6.500   6/30/2022     EUR    64.400
Landesbank Baden-Wuertte   4.000   7/25/2025     EUR    52.280
Landesbank Baden-Wuertte   2.750   3/25/2022     EUR    62.470
UniCredit Bank AG          4.450  12/29/2022     EUR    38.850
EFG International Financ  14.000  11/21/2022     CHF    30.900
Zurcher Kantonalbank Fin  19.000   6/30/2022     USD    55.350
Zurcher Kantonalbank Fin  18.000   6/30/2022     CHF    55.020
Bank Vontobel AG          14.000  12/19/2022     CHF    38.700
Bank Vontobel AG          12.500   9/19/2022     CHF    59.500
Bank Vontobel AG          13.002   9/19/2022     CHF    23.800
Luzerner Kantonalbank AG  10.120  12/23/2022     CHF    49.920
Basler Kantonalbank        9.000  12/23/2022     CHF    66.670
UBS AG/London             11.750  11/28/2022     CHF    51.100
EFG International Financ  17.000   6/23/2022     CHF    50.730
UBS AG/London              8.500  11/28/2022     EUR    74.200
EFG International Financ  16.000   6/23/2022     USD    69.420
UBS AG/London              8.000   6/23/2022     USD    59.150
Bank Julius Baer & Co Lt  15.000   08/04/2022    CHF    52.950
Vontobel Financial Produ   8.500   9/23/2022     EUR    62.450
Vontobel Financial Produ   5.500   9/23/2022     EUR    68.120
Zurcher Kantonalbank Fin  20.000   7/22/2022     USD    46.580
Leonteq Securities AG/Gu  28.120   08/04/2022    CHF    42.490
Raiffeisen Schweiz Genos  12.000   07/12/2022    CHF    65.020
Raiffeisen Schweiz Genos  10.000   10/12/2022    EUR    63.070
Landesbank Baden-Wuertte   6.000   3/25/2022     EUR    67.820
Societe Generale Effekte   4.750   3/25/2022     EUR    57.040
Bank Julius Baer & Co Lt   7.750   7/15/2022     USD    62.900
Vontobel Financial Produ  13.000   6/24/2022     EUR    71.060
Vontobel Financial Produ  11.500   6/24/2022     EUR    72.540
Leonteq Securities AG/Gu  24.610   7/15/2022     CHF    49.770
Societe Generale SA       16.000   8/30/2024     USD    37.140
Vontobel Financial Produ  13.000   9/23/2022     EUR    63.840
Vontobel Financial Produ  16.000   6/24/2022     EUR    52.100
Vontobel Financial Produ  18.500   6/24/2022     EUR    50.550
EFG International Financ   9.000   1/16/2023     CHF    55.840
BrokerCreditService Stru   3.000   2/28/2023     USD    60.000
Bank Vontobel AG          16.500   08/05/2022    CHF    68.200
Leonteq Securities AG/Gu  22.810   08/09/2022    CHF    41.000
UniCredit Bank AG          5.800   9/14/2022     EUR    60.290
UniCredit Bank AG          9.950   9/14/2022     EUR    67.780
EFG International Financ  21.000   09/02/2022    USD    49.630
Zurcher Kantonalbank Fin  11.250   8/26/2022     USD    66.900
Zurcher Kantonalbank Fin  15.000   8/24/2022     CHF    48.160
Bank Julius Baer & Co Lt   7.600   09/02/2022    USD    47.450
Zurcher Kantonalbank Fin  19.000   9/13/2022     USD    62.160
Zurcher Kantonalbank Fin  18.000   9/13/2022     CHF    62.020
Zurcher Kantonalbank Fin  26.000   9/13/2022     CHF    46.610
Vontobel Financial Produ  13.000   6/24/2022     EUR    68.660
Vontobel Financial Produ  17.000   9/23/2022     EUR    47.870
Vontobel Financial Produ  19.000   6/24/2022     EUR    46.220
Vontobel Financial Produ  10.500   6/24/2022     EUR    50.300
Vontobel Financial Produ  10.500   9/23/2022     EUR    50.320
Vontobel Financial Produ   6.500   9/23/2022     EUR    75.750
Raiffeisen Schweiz Genos  13.000   09/06/2022    CHF    52.580
Vontobel Financial Produ  13.000   6/24/2022     EUR    71.060
Vontobel Financial Produ  12.000   9/23/2022     EUR    71.760
DZ Bank AG Deutsche Zent  21.300   9/23/2022     EUR    61.930
DZ Bank AG Deutsche Zent  22.500   9/23/2022     EUR    56.040
DZ Bank AG Deutsche Zent  22.200   9/23/2022     EUR    57.390
Vontobel Financial Produ  11.500   6/24/2022     EUR    48.690
Vontobel Financial Produ  15.000   6/24/2022     EUR    46.410
Vontobel Financial Produ  13.650   03/08/2022    EUR    66.990
Vontobel Financial Produ  16.000   9/23/2022     EUR    64.340
Vontobel Financial Produ  12.000   9/23/2022     EUR    66.910
Vontobel Financial Produ  14.000   9/23/2022     EUR    65.530
Vontobel Financial Produ  17.000   9/23/2022     EUR    63.810
Leonteq Securities AG/Gu  10.000   12/01/2022    USD    50.570
Corner Banca SA           15.000   8/31/2022     EUR    52.320
Luzerner Kantonalbank AG   7.500   6/15/2022     CHF    63.260
Corner Banca SA           20.000   8/30/2022     USD    56.890
Leonteq Securities AG     10.000   2/27/2023     CHF    70.240
Vontobel Financial Produ   7.000   6/24/2022     EUR    73.320
Vontobel Financial Produ   9.500   6/24/2022     EUR    74.490
Vontobel Financial Produ   7.500   9/23/2022     EUR    68.210
Vontobel Financial Produ  15.500   9/23/2022     EUR    60.710
Vontobel Financial Produ  22.000   9/23/2022     EUR    64.540
Vontobel Financial Produ  17.000   9/23/2022     EUR    61.590
Vontobel Financial Produ  20.000   9/23/2022     EUR    63.360
Vontobel Financial Produ  19.500   6/24/2022     EUR    59.100
Societe Generale Effekte  18.750   3/25/2022     EUR    40.860
Landesbank Baden-Wuertte   5.200   8/25/2023     EUR    54.680
Landesbank Baden-Wuertte   4.800   8/25/2023     EUR    64.240
Landesbank Baden-Wuertte   6.100   8/25/2023     EUR    62.600
Leonteq Securities AG/Gu  22.520   07/06/2022    CHF    26.920
Leonteq Securities AG/Gu  20.000   07/06/2022    CHF    51.180
Vontobel Financial Produ  17.000   6/24/2022     EUR    67.210
Vontobel Financial Produ   8.000   6/24/2022     EUR    61.070
Vontobel Financial Produ   7.250   6/24/2022     EUR    69.800
Vontobel Financial Produ  16.450   6/24/2022     EUR    71.010
Vontobel Financial Produ  16.250   6/24/2022     EUR    63.800
Vontobel Financial Produ  15.000   6/24/2022     EUR    70.260
Vontobel Financial Produ  12.750   6/24/2022     EUR    64.450
Vontobel Financial Produ  18.000   6/24/2022     EUR    35.360
Vontobel Financial Produ   9.250   6/24/2022     EUR    61.240
Zurcher Kantonalbank Fin  11.000   7/15/2022     CHF    63.430
Bank Vontobel AG           9.250   01/04/2023    CHF    40.600
Leonteq Securities AG/Gu  14.000   9/14/2022     EUR    47.540
Leonteq Securities AG     10.000  12/14/2022     CHF    65.830
UniCredit Bank AG          3.800  12/29/2022     EUR    54.280
Zurcher Kantonalbank Fin  27.000   9/13/2022     USD    47.090
Vontobel Financial Produ  14.500   6/24/2022     EUR    67.860
Vontobel Financial Produ  15.500   6/24/2022     EUR    66.930
Bank Julius Baer & Co Lt   8.550   8/19/2022     USD    64.600
Bank Julius Baer & Co Lt   8.450   8/19/2022     USD    64.750
Vontobel Financial Produ  14.500   6/24/2022     EUR    47.910
Vontobel Financial Produ  14.000   9/23/2022     EUR    54.300
Zurcher Kantonalbank Fin  20.500   9/13/2022     CHF    42.540
Leonteq Securities AG/Gu  24.440   09/02/2022    CHF    48.260
Vontobel Financial Produ  15.000   6/24/2022     EUR    69.840
Raiffeisen Schweiz Genos  17.000   09/07/2022    USD    47.760
Raiffeisen Schweiz Genos  18.000   06/03/2022    CHF    47.150
DZ Bank AG Deutsche Zent  23.200   9/23/2022     EUR    60.650
DZ Bank AG Deutsche Zent  19.000   9/23/2022     EUR    58.860
DZ Bank AG Deutsche Zent  23.500   3/25/2022     EUR    54.770
UBS AG/London              8.150   8/31/2023     USD     8.628
Zurcher Kantonalbank Fin   9.500   8/26/2022     CHF    46.960
DZ Bank AG Deutsche Zent  23.100   6/24/2022     EUR    55.350
Vontobel Financial Produ  11.000   9/23/2022     EUR    48.870
Vontobel Financial Produ  17.000   9/23/2022     EUR    46.560
Vontobel Financial Produ  10.500   6/24/2022     EUR    68.110
Vontobel Financial Produ  13.000   6/24/2022     EUR    65.950
Vontobel Financial Produ  14.000   6/24/2022     EUR    64.870
Vontobel Financial Produ  11.000   9/23/2022     EUR    67.680
Vontobel Financial Produ  13.000   9/23/2022     EUR    66.200
Vontobel Financial Produ  18.000   6/24/2022     EUR    62.340
Leonteq Securities AG/Gu   9.000   03/07/2023    USD    57.130
Leonteq Securities AG     16.000   09/07/2022    CHF    66.660
Leonteq Securities AG/Gu  20.000   09/07/2022    USD    51.320
Societe Generale Effekte  17.000   5/27/2022     EUR    43.970
Vontobel Financial Produ  19.750   9/23/2022     EUR    56.660
Vontobel Financial Produ  16.250   9/23/2022     EUR    57.730
Vontobel Financial Produ   8.350   9/23/2022     EUR    65.450
Corner Banca SA           13.200   12/07/2022    CHF    49.590
EFG International Financ  12.000   03/08/2023    CHF    50.160
Societe Generale Effekte   9.750   9/23/2022     EUR    51.990
Societe Generale Effekte  11.750   9/23/2022     EUR    49.950
Societe Generale Effekte  13.750   9/23/2022     EUR    48.430
Vontobel Financial Produ   6.000   9/23/2022     EUR    66.240
Vontobel Financial Produ   4.500   9/23/2022     EUR    69.160
Vontobel Financial Produ   8.000   9/23/2022     EUR    63.940
Vontobel Financial Produ  16.500   9/23/2022     EUR    58.080
Vontobel Financial Produ   8.000   6/24/2022     EUR    63.520
Vontobel Financial Produ  12.000   9/23/2022     EUR    60.340
Vontobel Financial Produ  13.000   6/24/2022     EUR    58.890
Vontobel Financial Produ  16.000   6/24/2022     EUR    57.180
Leonteq Securities AG/Gu  16.000   8/30/2022     CHF    43.450
Vontobel Financial Produ  18.000   6/24/2022     EUR    69.370
Vontobel Financial Produ  15.500   9/23/2022     EUR    71.570
DZ Bank AG Deutsche Zent  11.250   7/20/2022     EUR    44.690
UniCredit Bank AG          7.650   7/18/2022     EUR    66.580
UniCredit Bank AG          7.650   7/18/2022     EUR    49.630
Vontobel Financial Produ  19.500   6/24/2022     EUR    36.090
Bank Vontobel AG          14.000   9/19/2022     CHF    45.300
Bank Vontobel AG           7.000   9/19/2022     CHF    62.000
UBS AG/London             10.250   5/30/2023     CHF    69.400
UBS AG/London              8.250   5/27/2022     CHF    55.600
UBS AG/London              9.750  12/23/2022     CHF    63.250
UBS AG/London             16.750  12/23/2022     CHF    55.950
Leonteq Securities AG     16.000   5/25/2022     CHF    22.600
Vontobel Financial Produ  14.000   6/24/2022     EUR    43.670
Vontobel Financial Produ   9.500   9/23/2022     EUR    71.170
Vontobel Financial Produ  12.000   9/23/2022     EUR    68.430
Vontobel Financial Produ  16.000   6/24/2022     EUR    64.900
Vontobel Financial Produ  15.000   9/23/2022     EUR    66.440
Vontobel Financial Produ   4.000   9/23/2022     EUR    67.930
Vontobel Financial Produ   6.000   9/23/2022     EUR    61.800
Zurcher Kantonalbank Fin  19.000   08/10/2022    CHF    68.980
EFG International Financ   9.430   7/19/2022     USD    68.160
EFG International Financ  10.320   7/19/2022     USD    68.310
Vontobel Financial Produ   8.000   6/24/2022     EUR    62.080
Vontobel Financial Produ  12.500   6/24/2022     EUR    56.510
Vontobel Financial Produ  10.500   6/24/2022     EUR    59.160
Vontobel Financial Produ  15.000   6/24/2022     EUR    54.400
Vontobel Financial Produ  13.000   6/24/2022     EUR    60.380
Vontobel Financial Produ  17.500   6/24/2022     EUR    52.610
Vontobel Financial Produ  11.000   6/24/2022     EUR    61.860
Leonteq Securities AG/Gu  22.130   07/08/2022    CHF    31.850
Corner Banca SA           10.000   10/12/2022    CHF    52.650
Leonteq Securities AG/Gu  10.000   07/06/2022    EUR    41.960
Leonteq Securities AG/Gu  12.000   01/12/2023    CHF    46.830
Bank Vontobel AG          10.000   07/12/2022    CHF    68.300
Bank Vontobel AG          10.000   01/10/2023    EUR    69.700
Landesbank Baden-Wuertte   3.100   7/22/2022     EUR    60.470
Landesbank Baden-Wuertte   8.750   7/22/2022     EUR    48.350
DZ Bank AG Deutsche Zent  23.900   3/25/2022     EUR    65.790
DZ Bank AG Deutsche Zent  20.500   6/24/2022     EUR    70.380
DZ Bank AG Deutsche Zent  22.500   6/24/2022     EUR    67.550
DZ Bank AG Deutsche Zent  24.200   3/25/2022     EUR    68.480
Landesbank Baden-Wuertte   6.250   7/22/2022     EUR    69.780
Societe Generale Effekte   3.000   6/24/2022     EUR    71.440
Societe Generale Effekte   3.000   3/25/2022     EUR    68.690
Societe Generale Effekte  10.750   6/24/2022     EUR    47.620
Societe Generale Effekte   6.250   7/22/2022     EUR    55.980
Societe Generale Effekte   8.250   7/22/2022     EUR    51.530
Societe Generale Effekte  10.250   7/22/2022     EUR    48.510
Vontobel Financial Produ   9.500   6/24/2022     EUR    51.530
Vontobel Financial Produ  15.750   6/24/2022     EUR    69.120
Landesbank Baden-Wuertte   3.150   7/22/2022     EUR    61.010
DZ Bank AG Deutsche Zent  17.500   6/24/2022     EUR    66.730
Vontobel Financial Produ  13.000   9/23/2022     EUR    57.150
Vontobel Financial Produ  18.000   9/23/2022     EUR    53.980
Vontobel Financial Produ  11.500   9/23/2022     EUR    60.490
Raiffeisen Schweiz Genos  12.000  10/13/2022     CHF    67.020
Leonteq Securities AG/Gu  21.420   7/27/2022     CHF    47.080
DZ Bank AG Deutsche Zent  19.700   6/24/2022     EUR    74.830
DZ Bank AG Deutsche Zent  23.300   3/25/2022     EUR    67.930
DZ Bank AG Deutsche Zent  16.100   3/25/2022     EUR    36.970
DZ Bank AG Deutsche Zent  10.300   3/25/2022     EUR    67.360
DZ Bank AG Deutsche Zent  16.200   3/25/2022     EUR    61.170
DZ Bank AG Deutsche Zent   8.900   6/24/2022     EUR    67.830
Landesbank Baden-Wuertte   3.300   1/27/2023     EUR    64.920
Landesbank Baden-Wuertte   7.200   1/27/2023     EUR    58.940
Landesbank Baden-Wuertte   5.400   1/27/2023     EUR    53.560
Landesbank Baden-Wuertte   4.200   1/27/2023     EUR    66.280
Landesbank Baden-Wuertte   6.600   1/27/2023     EUR    59.400
Leonteq Securities AG/Gu  10.750  10/28/2022     EUR    43.490
Landesbank Baden-Wuertte   4.000   8/22/2025     EUR    69.300
Raiffeisen Centrobank AG   7.500   09/01/2023    EUR    62.580
Bank Julius Baer & Co Lt   9.600   7/29/2022     USD    58.700
Vontobel Financial Produ  16.520   1/30/2023     EUR    69.720
Bank Vontobel AG          11.000   08/01/2022    EUR    61.500
Zurcher Kantonalbank Fin  10.500   06/02/2022    CHF    67.580
DZ Bank AG Deutsche Zent  17.200   6/24/2022     EUR    52.820
DZ Bank AG Deutsche Zent  16.700   3/25/2022     EUR    73.980
DZ Bank AG Deutsche Zent  18.400   6/24/2022     EUR    37.200
DZ Bank AG Deutsche Zent  13.300   6/24/2022     EUR    62.920
Zurcher Kantonalbank Fin  14.000   08/02/2022    CHF    68.690
UniCredit Bank AG         12.400   8/17/2022     EUR    59.620
UniCredit Bank AG          5.750   8/17/2022     EUR    66.490
Landesbank Baden-Wuertte   5.150   1/27/2023     EUR    61.700
Landesbank Baden-Wuertte   7.250   1/27/2023     EUR    51.530
Landesbank Baden-Wuertte   8.750   1/27/2023     EUR    56.110
Vontobel Financial Produ  14.000   4/26/2022     CHF    49.190
Raiffeisen Schweiz Genos  13.000   07/05/2022    CHF    69.240
Corner Banca SA           14.000   11/02/2022    CHF    41.400
Societe Generale Effekte   3.000   6/24/2022     EUR    66.110
DZ Bank AG Deutsche Zent   7.500  12/23/2022     EUR    68.510
DZ Bank AG Deutsche Zent  10.000  12/23/2022     EUR    64.610
DZ Bank AG Deutsche Zent   7.500   6/24/2022     EUR    70.450
DZ Bank AG Deutsche Zent  10.000   6/24/2022     EUR    65.310
Zurcher Kantonalbank Fin  29.250   08/09/2022    CHF    53.860
Leonteq Securities AG/Gu  10.000   07/12/2023    CHF    67.980
Vontobel Financial Produ   8.000   6/24/2022     EUR    65.640
Vontobel Financial Produ   9.500   6/24/2022     EUR    63.660
Vontobel Financial Produ  20.000   6/24/2022     EUR    51.060
Vontobel Financial Produ  14.500   6/24/2022     EUR    58.880
Landesbank Baden-Wuertte   3.300   5/27/2022     EUR    51.800
Vontobel Financial Produ   8.500   9/23/2022     EUR    63.850
Vontobel Financial Produ  15.000   9/23/2022     EUR    58.190
Vontobel Financial Produ  13.000   9/23/2022     EUR    70.130
Zurcher Kantonalbank Fin  19.000   7/22/2022     CHF    55.670
DZ Bank AG Deutsche Zent  20.800   3/25/2022     EUR    68.820
DZ Bank AG Deutsche Zent  16.400   6/24/2022     EUR    71.870
EFG International Financ  10.030   7/26/2022     USD    56.120
Zurcher Kantonalbank Fin   8.500   08/11/2022    CHF    70.240
Raiffeisen Schweiz Genos  18.520   7/13/2022     CHF    46.250
Basler Kantonalbank       12.000  10/14/2022     CHF    72.160
Leonteq Securities AG/Gu   6.200   5/20/2022     EUR    71.300
Societe Generale Effekte   5.750   5/27/2022     EUR    70.640
Societe Generale Effekte  11.750   5/27/2022     EUR    55.210
Societe Generale Effekte  15.750   5/27/2022     EUR    49.770
Leonteq Securities AG/Gu  22.860   8/24/2022     CHF    68.090
Zurcher Kantonalbank Fin  13.750   09/01/2022    CHF    44.680
EFG International Financ  12.000   03/01/2023    CHF    51.650
EFG International Financ  13.000   8/25/2022     CHF    58.850
UniCredit Bank AG          7.450  11/18/2024     EUR    62.810
Vontobel Financial Produ  16.750   6/24/2022     EUR    67.440
Leonteq Securities AG     24.480  10/14/2022     CHF    56.950
Landesbank Baden-Wuertte   4.000  10/28/2022     EUR    75.240
DZ Bank AG Deutsche Zent  15.000  10/26/2022     EUR    50.530
EFG International Financ  14.000   8/25/2022     USD    51.780
Vontobel Financial Produ  12.000   9/27/2022     EUR    46.870
Landesbank Baden-Wuertte   9.000  10/28/2022     EUR    68.680
Landesbank Baden-Wuertte   6.500  10/28/2022     EUR    71.770
Vontobel Financial Produ  18.000   9/23/2022     EUR    62.920
Vontobel Financial Produ  14.000   9/23/2022     EUR    60.940
Leonteq Securities AG/Gu  10.000  12/13/2022     USD    51.960
Vontobel Financial Produ   9.500   9/23/2022     EUR    65.460
Vontobel Financial Produ  20.500   9/23/2022     EUR    48.040
Vontobel Financial Produ   8.000   9/23/2022     EUR    64.580
Vontobel Financial Produ  14.000   6/24/2022     EUR    70.690
Vontobel Financial Produ  18.500   6/24/2022     EUR    50.330
Leonteq Securities AG/Gu  25.020   8/23/2022     CHF    48.640
Societe Generale Effekte  15.250   8/26/2022     EUR    44.000
Landesbank Baden-Wuertte   2.300   6/24/2022     EUR    59.610
Societe Generale Effekte  20.500   3/25/2022     EUR    38.060
Landesbank Baden-Wuertte   4.000   5/27/2022     EUR    49.860
Landesbank Baden-Wuertte   3.300   5/27/2022     EUR    59.720
Goldman Sachs & Co Wertp  22.000   7/20/2022     EUR    72.470
Leonteq Securities AG/Gu  23.000   09/09/2022    CHF    60.010
UniCredit Bank AG         10.300   9/27/2024     EUR    69.880
Zurcher Kantonalbank Fin  26.500   8/31/2022     CHF    51.720
Corner Banca SA           14.600  12/13/2022     CHF    50.490
Leonteq Securities AG     15.000   9/13/2022     CHF    44.970
Corner Banca SA           17.000  12/13/2022     USD    61.650
Corner Banca SA           20.000   9/13/2022     CHF    54.150
Leonteq Securities AG     10.000   03/10/2023    CHF    52.590
Vontobel Financial Produ  11.250   9/23/2022     EUR    66.270
Leonteq Securities AG/Gu  18.000   9/13/2022     USD    49.020
Vontobel Financial Produ  19.000   6/24/2022     EUR    53.050
Vontobel Financial Produ  14.750   6/24/2022     EUR    46.340
DekaBank Deutsche Giroze   2.800   05/02/2022    EUR    56.650
Bank Julius Baer & Co Lt  10.500   2/24/2023     USD    48.100
Leonteq Securities AG/Gu  22.200   10/04/2022    CHF    48.210
Leonteq Securities AG/Gu  25.200   10/04/2022    CHF    68.450
Vontobel Financial Produ  21.250   9/23/2022     EUR    60.270
Landesbank Baden-Wuertte   3.100   6/24/2022     EUR    70.530
Landesbank Baden-Wuertte   6.400   5/27/2022     EUR    51.880
Landesbank Baden-Wuertte   8.500   5/27/2022     EUR    49.200
Landesbank Baden-Wuertte   7.700   5/27/2022     EUR    68.790
Landesbank Baden-Wuertte   2.050   6/24/2022     EUR    73.540
Landesbank Baden-Wuertte   6.700   5/27/2022     EUR    44.240
Leonteq Securities AG     14.200   09/01/2022    CHF    65.650
Landesbank Baden-Wuertte   4.350   6/24/2022     EUR    67.850
Landesbank Baden-Wuertte   4.550   5/27/2022     EUR    55.100
Danske Bank A/S           10.300   07/09/2023    SEK    11.600
Leonteq Securities AG/Gu  25.030   2/25/2022     USD    30.500
Raiffeisen Switzerland B   4.800  11/23/2023     CHF    68.590
DekaBank Deutsche Giroze   2.600  10/24/2023     EUR    67.130
Vontobel Financial Produ  10.000   6/24/2022     EUR    67.970
Vontobel Financial Produ   9.000   3/25/2022     EUR    69.590
Vontobel Financial Produ  15.000   6/24/2022     EUR    62.580
Vontobel Financial Produ  18.500   3/25/2022     EUR    59.000
Raiffeisen Schweiz Genos   5.000   04/05/2022    CHF    74.710
Zurcher Kantonalbank Fin  17.000   06/07/2022    USD    55.340
Landesbank Baden-Wuertte   3.000  12/23/2022     EUR    68.190
Societe Generale Effekte  13.750   5/27/2022     EUR    52.200
EFG International Financ   6.300   5/26/2023     USD    57.470
DZ Bank AG Deutsche Zent  22.200   3/25/2022     EUR    70.900
DZ Bank AG Deutsche Zent  22.000   6/24/2022     EUR    64.540
DZ Bank AG Deutsche Zent  12.000   3/23/2022     EUR    69.410
Raiffeisen Schweiz Genos  12.500   7/26/2022     CHF    54.850
Raiffeisen Schweiz Genos  14.000   7/26/2022     CHF    57.120
Raiffeisen Schweiz Genos   9.500   1/26/2023     CHF    64.310
Bank Julius Baer & Co Lt  10.800   5/25/2022     USD    43.950
Zurcher Kantonalbank Fin  24.500   06/02/2022    CHF    70.810
Vontobel Financial Produ   8.500   5/25/2022     USD    57.260
Credit Suisse AG/London   15.750   11/10/2022    CHF    49.180
Leonteq Securities AG     12.000   1/18/2023     CHF    58.040
Leonteq Securities AG/Gu  11.000  10/18/2022     CHF    49.700
Vontobel Financial Produ  17.850   04/05/2022    EUR    61.930
DZ Bank AG Deutsche Zent  13.300   9/23/2022     EUR    71.680
Leonteq Securities AG     25.680   9/23/2022     CHF    49.320
Leonteq Securities AG     20.880   9/23/2022     CHF    46.050
Vontobel Financial Produ  11.000   9/23/2022     EUR    68.220
Vontobel Financial Produ   7.500   9/23/2022     EUR    65.600
Vontobel Financial Produ  12.500   9/23/2022     EUR    61.150
Vontobel Financial Produ  15.500   9/23/2022     EUR    59.800
Vontobel Financial Produ  17.500   9/23/2022     EUR    59.090
Vontobel Financial Produ   8.500   9/23/2022     EUR    64.840
Societe Generale Effekte  10.500  10/28/2022     EUR    50.580
Societe Generale Effekte  12.500  10/28/2022     EUR    48.440
Societe Generale Effekte  14.500  10/28/2022     EUR    46.960
Societe Generale Effekte  16.250   9/23/2022     EUR    64.090
Vontobel Financial Produ  16.500   9/23/2022     EUR    71.910
Leonteq Securities AG     15.000   11/08/2022    CHF    54.350
Leonteq Securities AG/Gu  13.000   11/08/2022    CHF    54.720
UniCredit Bank AG          7.400   12/07/2022    EUR    68.180
UBS AG/London             26.750  11/18/2022     USD    69.050
Vontobel Financial Produ  10.500  12/23/2022     EUR    69.180
Vontobel Financial Produ  10.500   9/23/2022     EUR    66.970
Credit Suisse AG/London    9.250   11/10/2022    CHF    52.420
Credit Suisse AG/London   17.000   11/10/2022    USD    49.320
Credit Suisse AG/London    8.000   2/13/2023     CHF    71.860
Leonteq Securities AG/Gu  11.360  11/30/2022     USD    62.280
UniCredit Bank AG         11.700  12/15/2022     EUR    71.700
Raiffeisen Schweiz Genos  10.000  11/15/2022     CHF    69.310
UBS AG/London              6.750   5/18/2023     USD    67.700
Vontobel Financial Produ  17.000  12/23/2022     EUR    67.540
Societe Generale Effekte   5.750  10/28/2022     EUR    65.030
Goldman Sachs & Co Wertp  22.000   5/25/2022     EUR    71.860
Goldman Sachs & Co Wertp  19.000   7/20/2022     EUR    73.980
Leonteq Securities AG/Gu  22.000   09/09/2022    CHF    43.340
Vontobel Financial Produ  17.850   03/10/2022    USD    62.280
Zurcher Kantonalbank Fin  27.500   8/31/2022     USD    51.610
Raiffeisen Schweiz Genos  14.000   2/20/2023     CHF    50.510
Leonteq Securities AG     11.000   2/23/2023     CHF    45.510
DZ Bank AG Deutsche Zent   9.750   9/21/2022     EUR    49.480
DZ Bank AG Deutsche Zent  14.500   9/21/2022     EUR    46.750
Goldman Sachs & Co Wertp  23.000   6/22/2022     EUR    71.110
Goldman Sachs & Co Wertp  20.000   8/24/2022     EUR    73.550
Goldman Sachs & Co Wertp  19.000   9/21/2022     EUR    74.470
Societe Generale Effekte  16.750   6/24/2022     EUR    41.880
Societe Generale Effekte  16.000   7/22/2022     EUR    42.780
Vontobel Financial Produ  17.000   9/23/2022     EUR    69.290
Bank Julius Baer & Co Lt  14.580   09/09/2022    USD    41.650
Citigroup Global Markets   8.200   3/21/2024     SEK    67.390
Leonteq Securities AG/Gu  26.200   09/07/2022    CHF    50.200
Leonteq Securities AG/Gu  24.800   09/07/2022    CHF    53.150
Leonteq Securities AG     15.000  11/23/2022     CHF    48.880
DZ Bank AG Deutsche Zent  14.500   9/21/2022     EUR    73.380
Leonteq Securities AG/Gu  13.000   8/23/2022     CHF    49.420
Leonteq Securities AG/Gu   8.000   8/23/2023     CHF    55.260
Bank Julius Baer & Co Lt  14.500   02/10/2023    CHF    54.300
Leonteq Securities AG/Gu  20.000   08/10/2022    CHF    59.570
Leonteq Securities AG/Gu  22.310   08/10/2022    USD    32.540
DZ Bank AG Deutsche Zent  17.600   3/25/2022     EUR    66.410
DZ Bank AG Deutsche Zent  16.300   9/23/2022     EUR    68.990
DZ Bank AG Deutsche Zent  21.100   9/23/2022     EUR    64.250
DZ Bank AG Deutsche Zent  21.800   9/23/2022     EUR    65.800
DZ Bank AG Deutsche Zent  22.900   6/24/2022     EUR    60.070
DZ Bank AG Deutsche Zent  16.400   9/23/2022     EUR    67.200
DZ Bank AG Deutsche Zent  18.000   9/23/2022     EUR    65.150
DZ Bank AG Deutsche Zent  21.300   9/23/2022     EUR    61.470
DZ Bank AG Deutsche Zent  23.000   9/23/2022     EUR    60.160
DZ Bank AG Deutsche Zent  12.700   9/23/2022     EUR    68.920
DZ Bank AG Deutsche Zent  14.500   9/23/2022     EUR    67.190
DZ Bank AG Deutsche Zent  24.300   3/25/2022     EUR    57.980
DZ Bank AG Deutsche Zent  15.500  12/21/2022     EUR    63.540
Leonteq Securities AG/Gu  20.000   8/23/2022     USD    34.240
Bank Vontobel AG          15.000   2/20/2023     CHF    53.500
Goldman Sachs & Co Wertp  23.000   4/21/2022     EUR    70.770
Goldman Sachs & Co Wertp  18.000   5/25/2022     EUR    73.840
Vontobel Financial Produ  12.000   3/25/2022     EUR    65.570
Vontobel Financial Produ  12.500   6/24/2022     EUR    65.070
UniCredit Bank AG          4.000  11/21/2022     EUR    63.390
Goldman Sachs & Co Wertp  21.000   3/23/2022     EUR    71.820
Zurcher Kantonalbank Fin   8.000   07/01/2022    CHF    66.580
Zurcher Kantonalbank Fin  18.000   07/01/2022    USD    68.010
Societe Generale Effekte  12.000   7/22/2022     EUR    51.230
Societe Generale Effekte  14.000   7/22/2022     EUR    49.130
Vontobel Financial Produ  12.250   6/24/2022     EUR    71.870
Societe Generale Effekte   4.000   7/22/2022     EUR    69.760
Societe Generale Effekte   6.000   7/22/2022     EUR    62.820
Societe Generale Effekte   8.000   7/22/2022     EUR    57.690
Societe Generale Effekte  10.000   7/22/2022     EUR    53.970
Vontobel Financial Produ   9.500   6/24/2022     EUR    48.780
Vontobel Financial Produ  12.000   6/24/2022     EUR    68.730
Vontobel Financial Produ  14.000   6/24/2022     EUR    56.700
Vontobel Financial Produ  18.500   6/24/2022     EUR    54.110
Vontobel Financial Produ  10.500   6/24/2022     EUR    60.380
Vontobel Financial Produ   7.000   6/24/2022     EUR    64.910
Vontobel Financial Produ  20.000   6/24/2022     EUR    64.420
Leonteq Securities AG     16.000   6/28/2022     CHF    44.900
Leonteq Securities AG     18.000   9/28/2022     CHF    65.450
Corner Banca SA           14.000   9/28/2022     CHF    68.370
Leonteq Securities AG     17.000   6/28/2022     CHF    36.160
Leonteq Securities AG     14.000  12/28/2022     CHF    51.570
Raiffeisen Schweiz Genos  12.000  12/28/2022     CHF    70.780
Leonteq Securities AG/Gu  12.000   6/28/2022     CHF    32.020
Leonteq Securities AG/Gu  22.560   6/24/2022     CHF    36.460
Leonteq Securities AG/Gu  17.000   6/28/2022     USD    61.180
Leonteq Securities AG/Gu  26.030   6/24/2022     CHF    37.390
Raiffeisen Schweiz Genos  13.000   6/29/2022     CHF    67.110
Raiffeisen Schweiz Genos  10.000   6/29/2022     CHF    64.760
Raiffeisen Schweiz Genos  20.000   6/29/2022     CHF    45.500
Raiffeisen Schweiz Genos  11.000   6/29/2022     CHF    62.770
DZ Bank AG Deutsche Zent   8.500   9/21/2022     EUR    71.520
Vontobel Financial Produ   9.400  12/30/2022     CHF    41.000
Erste Group Bank AG        4.500   08/02/2025    EUR    72.100
Erste Group Bank AG        5.500   08/02/2025    EUR    63.400
Leonteq Securities AG/Gu  20.000   6/29/2022     CHF    50.970
Leonteq Securities AG/Gu  24.020   6/29/2022     CHF    52.790
UniCredit Bank AG         10.100   7/27/2022     EUR    63.010
UniCredit Bank AG          9.800   7/27/2022     EUR    52.780
UniCredit Bank AG          9.250   7/27/2022     EUR    67.420
Zurcher Kantonalbank Fin  15.750   07/08/2022    USD    46.270
Bank Vontobel AG           7.000  12/27/2022     CHF    60.000
Zurcher Kantonalbank Fin  10.400   07/08/2022    CHF    65.660
Landesbank Baden-Wuertte   4.150   6/23/2023     EUR    54.560
Landesbank Baden-Wuertte   2.800   6/23/2023     EUR    56.700
Landesbank Baden-Wuertte   3.800   6/23/2023     EUR    51.590
Landesbank Baden-Wuertte   2.600   6/23/2023     EUR    54.430
Landesbank Baden-Wuertte   4.500   6/23/2023     EUR    72.890
Landesbank Baden-Wuertte   3.350   6/23/2023     EUR    74.840
Landesbank Baden-Wuertte   5.000   6/23/2023     EUR    49.660
Landesbank Baden-Wuertte   7.250   6/23/2023     EUR    72.630
Landesbank Baden-Wuertte   5.600   6/23/2023     EUR    74.590
Leonteq Securities AG/Gu   8.410   4/21/2022     EUR    53.190
Bank Julius Baer & Co Lt   9.300   01/09/2023    USD    70.650
Bank Julius Baer & Co Lt   9.250   10/07/2022    USD    51.200
Leonteq Securities AG/Gu  24.600   10/07/2022    CHF    48.790
Leonteq Securities AG/Gu  26.400   10/07/2022    CHF    52.650
Societe Generale Effekte   7.000   6/24/2022     EUR    67.190
Societe Generale Effekte  17.000   6/24/2022     EUR    50.480
Societe Generale Effekte   8.250   7/22/2022     EUR    62.730
Societe Generale Effekte  12.500   9/23/2022     EUR    55.150
Societe Generale Effekte  14.500   9/23/2022     EUR    53.280
Societe Generale Effekte   9.500  10/28/2022     EUR    59.250
Societe Generale Effekte  18.250   5/27/2022     EUR    49.110
Vontobel Financial Produ  13.250   9/23/2022     EUR    72.850
Leonteq Securities AG/Gu  12.000   10/11/2022    CHF    51.010
Vontobel Financial Produ  11.750   9/23/2022     EUR    67.340
Leonteq Securities AG     11.000   01/11/2023    CHF    54.550
Leonteq Securities AG/Gu  17.000   01/12/2023    USD    70.340
Leonteq Securities AG/Gu  18.000   10/12/2022    USD    52.670
Raiffeisen Schweiz Genos  18.000   10/12/2022    CHF    55.500
Leonteq Securities AG     22.440   10/11/2022    CHF    47.350
UniCredit Bank AG          7.400   11/09/2022    EUR    69.390
UniCredit Bank AG         11.900   11/09/2022    EUR    51.710
DZ Bank AG Deutsche Zent  22.900   9/23/2022     EUR    68.980
DZ Bank AG Deutsche Zent  20.000   6/24/2022     EUR    48.190
DZ Bank AG Deutsche Zent  16.400   9/23/2022     EUR    50.660
Societe Generale Effekte  10.750   5/27/2022     EUR    60.850
Societe Generale Effekte  20.750   5/27/2022     EUR    50.910
Societe Generale Effekte   9.500   6/24/2022     EUR    63.540
Societe Generale Effekte  11.500   6/24/2022     EUR    59.890
Societe Generale Effekte  13.500   6/24/2022     EUR    57.160
Societe Generale Effekte  15.500   6/24/2022     EUR    55.070
Societe Generale Effekte  19.500   6/24/2022     EUR    52.120
Societe Generale Effekte  10.750   7/22/2022     EUR    61.300
Societe Generale Effekte  12.750   7/22/2022     EUR    58.350
Societe Generale Effekte  14.750   7/22/2022     EUR    56.130
Societe Generale Effekte  16.750   7/22/2022     EUR    54.350
Societe Generale Effekte  18.750   7/22/2022     EUR    52.980
Societe Generale Effekte   9.750   8/26/2022     EUR    63.100
Societe Generale Effekte  11.750   8/26/2022     EUR    59.960
Societe Generale Effekte  13.750   8/26/2022     EUR    57.510
Societe Generale Effekte  15.750   8/26/2022     EUR    55.620
Societe Generale Effekte  17.750   8/26/2022     EUR    54.180
Societe Generale Effekte   9.000   9/23/2022     EUR    64.330
Societe Generale Effekte  11.000   9/23/2022     EUR    60.980
Societe Generale Effekte  17.000   9/23/2022     EUR    55.000
Societe Generale Effekte   8.000  10/28/2022     EUR    65.960
EFG International Financ  14.000  10/13/2022     CHF    53.530
Vontobel Financial Produ  11.500   9/23/2022     EUR    64.210
Vontobel Financial Produ  14.000   9/23/2022     EUR    62.240
Vontobel Financial Produ  16.500   9/23/2022     EUR    60.620
Vontobel Financial Produ  19.500   9/23/2022     EUR    59.610
Vontobel Financial Produ   9.000   9/23/2022     EUR    66.560
Raiffeisen Schweiz Genos  16.200   9/14/2022     CHF    46.070
Raiffeisen Schweiz Genos   9.000   03/10/2023    USD    64.520
Raiffeisen Switzerland B  10.000   03/10/2023    EUR    45.500
DZ Bank AG Deutsche Zent  15.750   9/21/2022     EUR    62.290
Bank Julius Baer & Co Lt   6.000   9/14/2022     CHF    66.900
Bank Julius Baer & Co Lt  13.500   9/14/2022     CHF    50.050
Leonteq Securities AG     24.040   9/14/2022     CHF    68.570
Leonteq Securities AG     20.410   9/14/2022     CHF    41.340
DZ Bank AG Deutsche Zent  12.100   6/24/2022     EUR    64.400
DZ Bank AG Deutsche Zent  10.600   9/23/2022     EUR    66.300
DZ Bank AG Deutsche Zent  16.600   6/24/2022     EUR    68.030
DZ Bank AG Deutsche Zent  19.600   6/24/2022     EUR    65.490
DZ Bank AG Deutsche Zent  16.200   9/23/2022     EUR    68.460
DZ Bank AG Deutsche Zent  16.800   9/23/2022     EUR    56.420
DZ Bank AG Deutsche Zent  22.000   6/24/2022     EUR    66.680
DZ Bank AG Deutsche Zent  21.000   9/23/2022     EUR    67.840
DZ Bank AG Deutsche Zent  19.200   9/23/2022     EUR    73.330
DZ Bank AG Deutsche Zent  14.900   6/24/2022     EUR    66.790
DZ Bank AG Deutsche Zent  13.200   9/23/2022     EUR    69.170
DZ Bank AG Deutsche Zent  17.100   6/24/2022     EUR    57.860
DZ Bank AG Deutsche Zent  15.400   9/23/2022     EUR    61.060
DZ Bank AG Deutsche Zent  21.100   9/23/2022     EUR    56.860
DZ Bank AG Deutsche Zent  21.000   6/24/2022     EUR    69.320
DZ Bank AG Deutsche Zent  19.000   9/23/2022     EUR    67.930
DZ Bank AG Deutsche Zent  23.600   9/23/2022     EUR    63.680
Leonteq Securities AG     24.360   9/13/2022     CHF    48.000
EFG International Financ  22.000   9/15/2022     CHF    52.290
Vontobel Financial Produ  13.000   6/24/2022     EUR    61.840
Vontobel Financial Produ  16.000   6/24/2022     EUR    59.320
Vontobel Financial Produ  14.500   6/24/2022     EUR    60.540
Vontobel Financial Produ  19.500   6/24/2022     EUR    57.370
Vontobel Financial Produ  18.000   6/24/2022     EUR    58.400
Vontobel Financial Produ   9.500   6/24/2022     EUR    68.830
Vontobel Financial Produ  13.500   6/24/2022     EUR    65.020
Vontobel Financial Produ  11.500   6/24/2022     EUR    66.830
Vontobel Financial Produ  17.000   6/24/2022     EUR    62.800
Vontobel Financial Produ  12.500   6/24/2022     EUR    65.900
Vontobel Financial Produ   8.500   6/24/2022     EUR    69.900
Vontobel Financial Produ  19.500   6/24/2022     EUR    61.570
Vontobel Financial Produ  14.500   6/24/2022     EUR    64.180
Vontobel Financial Produ  16.000   6/24/2022     EUR    63.560
Vontobel Financial Produ  10.500   6/24/2022     EUR    67.810
Vontobel Financial Produ  18.000   6/24/2022     EUR    62.080
Vontobel Financial Produ  11.500   6/24/2022     EUR    63.250
EFG International Financ  17.000   9/15/2022     EUR    45.720
EFG International Financ  15.000   9/15/2022     USD    55.250
EFG International Financ  22.900   6/15/2022     CHF    41.960
Bank Julius Baer & Co Lt   8.050  12/16/2022     USD    60.550
Landesbank Baden-Wuertte   9.300   9/23/2022     EUR    66.510
Landesbank Baden-Wuertte   6.000   3/25/2022     EUR    65.100
Landesbank Baden-Wuertte  11.000   3/25/2022     EUR    57.300
Landesbank Baden-Wuertte   2.850   9/23/2022     EUR    66.100
Landesbank Baden-Wuertte   4.700   9/23/2022     EUR    62.560
Landesbank Baden-Wuertte   6.800   9/23/2022     EUR    59.640
Landesbank Baden-Wuertte   4.000   9/23/2022     EUR    72.670
Landesbank Baden-Wuertte   5.800   9/23/2022     EUR    66.240
Landesbank Baden-Wuertte   9.000   9/23/2022     EUR    60.980
Societe Generale Effekte  18.250   6/24/2022     EUR    60.490
Societe Generale Effekte  18.000   5/27/2022     EUR    40.160
Vontobel Financial Produ  19.000   9/23/2022     EUR    43.940
Vontobel Financial Produ  17.000   9/23/2022     EUR    59.040
UBS AG/London             19.750   4/21/2022     USD    36.600
Russian Post FGUP          2.750   12/06/2023    RUB    70.000
Leonteq Securities AG/Gu  24.120  12/28/2022     CHF    57.580
Corner Banca SA           18.000   01/03/2023    USD    70.110
Raiffeisen Switzerland B  20.000  12/30/2022     CHF    71.240
Bank Vontobel AG          14.000   3/30/2023     EUR    58.600
Raiffeisen Switzerland B  20.000   01/06/2023    CHF    73.060
Societe Generale Effekte  23.750   7/22/2022     EUR    56.640
Societe Generale Effekte  21.750   8/26/2022     EUR    57.540
Societe Generale Effekte  20.500   9/23/2022     EUR    58.140
Leonteq Securities AG/Gu  15.000   2/24/2023     USD    69.370
Leonteq Securities AG/Gu  14.000   2/23/2023     CHF    68.180
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    53.360
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    51.330
BNP Paribas Emissions- u  14.000   9/22/2022     EUR    50.610
BNP Paribas Emissions- u  16.000   9/22/2022     EUR    50.010
BNP Paribas Emissions- u  18.000   9/22/2022     EUR    49.540
BNP Paribas Emissions- u  20.000   9/22/2022     EUR    49.190
BNP Paribas Emissions- u   8.000  12/22/2022     EUR    54.570
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    56.230
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    54.170
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    53.910
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    52.120
BNP Paribas Emissions- u  14.000  12/22/2022     EUR    52.100
BNP Paribas Emissions- u  16.000  12/22/2022     EUR    52.190
BNP Paribas Emissions- u  16.000  12/22/2022     EUR    50.660
BNP Paribas Emissions- u  18.000  12/22/2022     EUR    52.310
BNP Paribas Emissions- u  18.000  12/22/2022     EUR    51.020
Credit Suisse AG/London    9.000  11/21/2022     USD    58.570
Vontobel Financial Produ  18.750  12/23/2022     EUR    68.590
Vontobel Financial Produ  13.000  12/23/2022     EUR    61.310
Vontobel Financial Produ  18.750  12/23/2022     EUR    58.330
Vontobel Financial Produ  18.000  12/23/2022     EUR    63.540
Leonteq Securities AG/Gu  20.000   12/02/2022    CHF    65.070
Leonteq Securities AG/Gu  16.400   12/02/2022    CHF    62.990
DekaBank Deutsche Giroze   8.100   8/26/2022     EUR    59.760
Leonteq Securities AG/Gu  11.210   06/06/2023    CHF    61.480
Corner Banca SA           12.600   12/06/2022    CHF    61.630
Leonteq Securities AG     17.100   12/06/2022    CHF    51.910
Leonteq Securities AG/Gu  15.800   12/06/2022    USD    56.050
Leonteq Securities AG/Gu   8.000   12/06/2022    CHF    64.940
Leonteq Securities AG/Gu  12.000   12/06/2022    CHF    49.690
Bank Vontobel AG          14.001   04/01/2022    CHF    36.500
DekaBank Deutsche Giroze   3.750   11/04/2022    EUR    51.150
Alteo Nyrt                 2.450   10/08/2031    HUF    67.800
Bank Julius Baer & Co Lt   8.000   10/07/2022    USD    59.950
Zurcher Kantonalbank Fin  11.250  10/20/2022     USD    45.950
UBS AG/London             14.500  10/17/2022     USD    41.250
UBS AG/London             13.500   4/14/2022     CHF    44.000
UBS AG/London              9.250  10/21/2022     CHF    57.800
Nordea Bank Abp            5.813   7/20/2024     SEK    72.140
Landesbank Baden-Wuertte   3.600   6/23/2023     EUR    61.720
Corner Banca SA           14.000   2/22/2023     USD    69.290
Leonteq Securities AG/Gu  11.000   2/22/2023     USD    60.640
Leonteq Securities AG/Gu  11.000  11/22/2022     CHF    54.760
Zurcher Kantonalbank Fin   7.500   11/11/2022    CHF    72.440
Zurcher Kantonalbank Fin  20.000  11/15/2022     USD    55.240
Zurcher Kantonalbank Fin  19.000  11/15/2022     CHF    54.930
Zurcher Kantonalbank Fin   6.400  11/16/2022     USD    68.500
Bank Vontobel AG           6.500   2/20/2023     CHF    51.600
Bank Vontobel AG          21.750   5/26/2023     CHF    66.800
Bank Vontobel AG          12.500   2/27/2023     CHF    57.800
Bank Vontobel AG          18.250   5/26/2023     EUR    53.500
Bank Vontobel AG          12.000  11/28/2022     CHF    63.500
Credit Suisse AG/London   13.500  11/28/2022     CHF    57.880
Credit Suisse AG/London   15.000  11/29/2022     USD    57.690
Bank Vontobel AG           9.000   2/21/2023     CHF    66.900
Bank Vontobel AG          12.250  11/28/2022     CHF    61.900
Raiffeisen Switzerland B  19.000   12/06/2022    CHF    58.370
Leonteq Securities AG/Gu  22.200   12/07/2022    CHF    60.000
DZ Bank AG Deutsche Zent  16.700  12/23/2022     EUR    62.360
Societe Generale Effekte  20.500  12/23/2022     EUR    71.870
DZ Bank AG Deutsche Zent  10.500   5/25/2022     EUR    46.000
DZ Bank AG Deutsche Zent  11.500   6/22/2022     EUR    74.620
DZ Bank AG Deutsche Zent  10.000  12/23/2022     EUR    61.040
Zurcher Kantonalbank Fin  21.500  12/20/2022     CHF    65.180
Zurcher Kantonalbank Fin  22.500  12/20/2022     USD    65.110
Corner Banca SA           14.000   3/27/2023     CHF    67.570
Credit Suisse AG/London   20.000  12/21/2022     USD    58.810
Bank Vontobel AG          20.000  12/27/2022     CHF    67.400
Bank Vontobel AG           9.500  12/27/2023     CHF    63.500
Bank Vontobel AG          18.750  12/27/2022     CHF    66.700
Raiffeisen Schweiz Genos  17.500  12/27/2022     CHF    61.500
Raiffeisen Switzerland B  15.000  12/27/2022     CHF    62.340
DZ Bank AG Deutsche Zent  12.250   6/22/2022     EUR    49.670
DZ Bank AG Deutsche Zent  14.750  12/21/2022     EUR    61.700
DZ Bank AG Deutsche Zent  13.000   3/22/2023     EUR    62.550
Societe Generale Effekte  24.250   7/22/2022     EUR    71.920
Societe Generale Effekte  26.250   7/22/2022     EUR    71.150
Societe Generale Effekte  21.750   8/26/2022     EUR    72.370
Societe Generale Effekte  23.750   8/26/2022     EUR    71.600
Societe Generale Effekte  25.750   8/26/2022     EUR    70.950
Societe Generale Effekte  22.000   9/23/2022     EUR    71.820
Societe Generale Effekte  20.250  10/28/2022     EUR    72.170
Societe Generale Effekte  22.250  10/28/2022     EUR    71.550
Societe Generale Effekte  21.000  11/25/2022     EUR    71.850
DZ Bank AG Deutsche Zent  18.100   3/24/2023     EUR    70.320
Societe Generale Effekte  12.500  10/28/2022     EUR    70.690
Societe Generale Effekte  14.500  10/28/2022     EUR    69.130
Societe Generale Effekte  18.500  10/28/2022     EUR    66.940
Societe Generale Effekte  11.500  11/25/2022     EUR    71.320
Societe Generale Effekte  13.500  11/25/2022     EUR    69.670
Societe Generale Effekte  17.500  11/25/2022     EUR    67.350
DZ Bank AG Deutsche Zent  24.600   9/23/2022     EUR    67.530
DZ Bank AG Deutsche Zent  20.600  12/23/2022     EUR    68.990
DZ Bank AG Deutsche Zent  21.300   1/27/2023     EUR    69.030
Societe Generale Effekte  16.250   9/23/2022     EUR    69.000
Societe Generale Effekte  18.250   9/23/2022     EUR    67.910
Societe Generale Effekte  10.750  12/23/2022     EUR    72.360
Societe Generale Effekte  14.750  12/23/2022     EUR    69.280
Societe Generale Effekte  18.750  12/23/2022     EUR    67.720
Credit Suisse AG/London    9.000   11/03/2022    CHF    55.710
Banque Internationale a   11.000   11/09/2022    CHF    56.140
Leonteq Securities AG/Gu  21.600   11/09/2022    CHF    45.760
DZ Bank AG Deutsche Zent   9.400  12/23/2022     EUR    72.170
DZ Bank AG Deutsche Zent  15.600  12/23/2022     EUR    68.610
DZ Bank AG Deutsche Zent  12.500  12/23/2022     EUR    74.850
DZ Bank AG Deutsche Zent   9.600  12/23/2022     EUR    48.450
DZ Bank AG Deutsche Zent  18.200  12/23/2022     EUR    71.350
DZ Bank AG Deutsche Zent  22.800  12/23/2022     EUR    68.580
DZ Bank AG Deutsche Zent  15.600  12/23/2022     EUR    73.820
DZ Bank AG Deutsche Zent  17.100  12/23/2022     EUR    58.710
DZ Bank AG Deutsche Zent  18.800   9/23/2022     EUR    67.320
Vontobel Financial Produ   9.500  12/23/2022     EUR    48.880
Zurcher Kantonalbank Fin  20.500   11/04/2022    CHF    65.580
Zurcher Kantonalbank Fin  30.000   1/18/2023     USD    61.630
Societe Generale Effekte  22.250   9/23/2022     EUR    65.610
Societe Generale Effekte  10.500  10/28/2022     EUR    72.660
Societe Generale Effekte  16.500  10/28/2022     EUR    67.900
Societe Generale Effekte  20.500  10/28/2022     EUR    66.270
Societe Generale Effekte  15.500  11/25/2022     EUR    68.340
Societe Generale Effekte  19.500  11/25/2022     EUR    66.580
DZ Bank AG Deutsche Zent  21.700   9/23/2022     EUR    68.390
DZ Bank AG Deutsche Zent  18.500  12/23/2022     EUR    69.530
DZ Bank AG Deutsche Zent  19.400   1/27/2023     EUR    69.380
DZ Bank AG Deutsche Zent  16.500   3/24/2023     EUR    70.960
Vontobel Financial Produ  20.250   05/09/2022    USD    75.300
SG Issuer SA              19.750   11/08/2022    EUR    57.580
Leonteq Securities AG/Gu  21.600   11/08/2022    CHF    55.770
Credit Suisse AG/London   14.000   11/02/2022    CHF    48.160
Barclays Bank PLC          0.438   11/08/2023    USD     9.677
Leonteq Securities AG/Gu  25.200   11/09/2022    CHF    64.090
UniCredit Bank AG          8.150  11/30/2022     EUR    67.310
DZ Bank AG Deutsche Zent  14.700  12/23/2022     EUR    47.160
DZ Bank AG Deutsche Zent  15.100   9/23/2022     EUR    73.660
Raiffeisen Switzerland B  17.500   11/08/2022    USD    51.840
Bank Julius Baer & Co Lt   7.900   2/13/2023     EUR    69.300
DZ Bank AG Deutsche Zent  19.300   9/23/2022     EUR    60.260
Societe Generale Effekte  18.500  12/23/2022     EUR    72.520
Skandinaviska Enskilda B   6.000   1/15/2025     SEK    62.130
Pongs & Zahn AG            8.500                 EUR     0.031
UBS AG/London             16.250   05/03/2023    USD    56.300
Credit Suisse AG/London   13.000   12/05/2022    EUR    51.170
Leonteq Securities AG/Gu  30.000   1/18/2023     CHF    71.770
DZ Bank AG Deutsche Zent  15.500   9/21/2022     EUR    59.130
DZ Bank AG Deutsche Zent  10.500   6/22/2022     EUR    63.650
Zurcher Kantonalbank Fin  29.000   1/17/2023     CHF    61.480
Raiffeisen Schweiz Genos  10.000  12/31/2024     CHF    71.250
Leonteq Securities AG      7.500   11/08/2022    CHF    59.710
Raiffeisen Schweiz Genos   3.400   3/21/2025     CHF    74.000
Raiffeisen Schweiz Genos   2.700   9/22/2026     CHF    68.090
Leonteq Securities AG      3.900  12/20/2024     CHF    73.570
Leonteq Securities AG/Gu  24.800  11/29/2022     CHF    52.800
DZ Bank AG Deutsche Zent  14.500  12/21/2022     EUR    50.020
Raiffeisen Schweiz Genos  18.000  10/19/2022     CHF    57.630
Zurcher Kantonalbank Fin  18.250  11/22/2022     CHF    56.390
Zurcher Kantonalbank Fin  23.000  11/22/2022     CHF    63.250
UniCredit Bank AG          5.050  11/16/2022     EUR    69.910
Raiffeisen Switzerland B   8.800   2/22/2023     CHF    62.740
Raiffeisen Schweiz Genos  16.000  11/22/2022     CHF    65.650
Raiffeisen Schweiz Genos  12.000  11/22/2022     CHF    46.440
Leonteq Securities AG/Gu  24.420  11/22/2022     CHF    57.830
Leonteq Securities AG/Gu  14.000   2/22/2023     EUR    63.900
Leonteq Securities AG/Gu  27.300  11/22/2022     USD    59.450
UniCredit Bank AG          4.200   12/06/2022    EUR    66.490
Societe Generale Effekte  14.250   9/23/2022     EUR    70.400
Societe Generale Effekte  13.750   8/26/2022     EUR    71.660
Societe Generale Effekte  15.750   8/26/2022     EUR    69.920
Societe Generale Effekte  19.750   8/26/2022     EUR    67.480
Societe Generale Effekte  12.250   9/23/2022     EUR    72.240
Societe Generale Effekte  20.250   9/23/2022     EUR    67.060
Societe Generale Effekte  12.750  12/23/2022     EUR    70.580
Societe Generale Effekte  16.750  12/23/2022     EUR    68.380
Societe Generale Effekte  17.750   8/26/2022     EUR    68.530
Vontobel Financial Produ  26.150   4/26/2022     EUR    41.780
Leonteq Securities AG     18.000  11/22/2022     CHF    59.540
Leonteq Securities AG     18.000   2/22/2023     CHF    63.630
Societe Generale Effekte  21.250   5/27/2022     EUR    44.940
Credit Suisse AG/London   10.500  10/26/2022     CHF    48.850
Leonteq Securities AG     10.000   5/22/2023     CHF    70.130
Credit Suisse AG/London   11.500  11/14/2022     USD    61.420
Zurcher Kantonalbank Fin  14.500   11/11/2022    CHF    58.210
Societe Generale Effekte  28.250   7/22/2022     EUR    70.510
Societe Generale Effekte  20.000   9/23/2022     EUR    72.600
Societe Generale Effekte  24.000   9/23/2022     EUR    71.190
Societe Generale Effekte  19.000  11/25/2022     EUR    72.430
Vontobel Financial Produ  27.900   05/09/2022    EUR    46.600
EFG International Financ  13.400  10/31/2022     CHF    63.750
DekaBank Deutsche Giroze   3.700  11/25/2022     EUR    66.770
Leonteq Securities AG     25.200  10/21/2022     CHF    54.150
Vontobel Financial Produ  12.500  12/23/2022     EUR    50.520
BNP Paribas Emissions- u  20.000   3/24/2022     EUR    44.510
BNP Paribas Emissions- u  20.000   3/24/2022     EUR    42.650
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    52.210
Vontobel Financial Produ  15.250  12/23/2022     EUR    68.150
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    66.890
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    54.380
DekaBank Deutsche Giroze   3.250  11/25/2022     EUR    70.990
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    66.290
BNP Paribas Emissions- u  18.000   3/24/2022     EUR    66.600
BNP Paribas Emissions- u  20.000   6/23/2022     EUR    64.510
BNP Paribas Emissions- u  18.000   9/22/2022     EUR    68.220
BNP Paribas Emissions- u  16.000   6/23/2022     EUR    48.070
BNP Paribas Emissions- u  16.000   3/24/2022     EUR    46.240
BNP Paribas Emissions- u  18.000   3/24/2022     EUR    44.350
Leonteq Securities AG/Gu  17.000  10/25/2022     USD    51.600
Leonteq Securities AG/Gu  13.000  10/25/2022     USD    54.020
Vontobel Financial Produ  18.250   9/23/2022     EUR    48.050
Credit Suisse AG/London    4.000   2/17/2025     EUR     0.010
Danske Bank A/S            6.860   07/09/2022    SEK    25.860
Leonteq Securities AG/Gu   7.600   1/23/2023     CHF    67.060
Zurcher Kantonalbank Fin   6.300  12/16/2022     CHF    53.620
Skandinaviska Enskilda B   7.450   1/15/2025     SEK    66.380
BNP Paribas Issuance BV    7.200  12/17/2024     SEK    72.890
Skandinaviska Enskilda B   6.250   1/15/2025     SEK    72.600
WEB Windenergie AG         6.500                 EUR     0.010
Zurcher Kantonalbank Fin   8.000   5/16/2022     CHF    50.830
Landesbank Baden-Wuertte   2.350   9/23/2022     EUR    33.230
WEB Windenergie AG         6.500                 EUR     0.010
Landesbank Baden-Wuertte   4.400   9/23/2022     EUR    29.460
Vontobel Financial Produ  14.000  12/23/2022     EUR    66.550
Vontobel Financial Produ  17.000  12/23/2022     EUR    51.480
Vontobel Financial Produ   9.000  12/23/2022     EUR    57.090
Vontobel Financial Produ  10.500  12/23/2022     EUR    68.410
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    52.120
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    47.410
BNP Paribas Emissions- u  18.000   6/23/2022     EUR    46.890
BNP Paribas Emissions- u  20.000   6/23/2022     EUR    47.540
BNP Paribas Emissions- u  20.000   6/23/2022     EUR    45.920
BNP Paribas Emissions- u   8.000   9/22/2022     EUR    53.230
Leonteq Securities AG     12.000   1/25/2023     CHF    54.810
Vontobel Financial Produ  10.000  12/23/2022     EUR    56.290
Vontobel Financial Produ  14.500  12/23/2022     EUR    65.870
DZ Bank AG Deutsche Zent  18.400  12/23/2022     EUR    71.650
Vontobel Financial Produ  12.000  12/23/2022     EUR    55.530
Vontobel Financial Produ  11.500  12/23/2022     EUR    67.980
Vontobel Financial Produ  16.500  12/23/2022     EUR    65.480
Bank Julius Baer & Co Lt  10.400   1/24/2023     USD    64.800
BNP Paribas Emissions- u  16.000   9/22/2022     EUR    67.070
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    50.380
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    48.760
Vontobel Financial Produ   6.000  12/23/2022     EUR    59.330
Vontobel Financial Produ  13.000  12/23/2022     EUR    66.840
Vontobel Financial Produ  15.500  12/23/2022     EUR    65.660
Leonteq Securities AG/Gu  20.600   12/02/2022    CHF    66.130
RENE LEZARD Mode GmbH      7.250  11/25/2017     EUR     0.200
MS Deutschland Beteiligu   6.875  12/18/2017     EUR     0.620
Bank Julius Baer & Co Lt  13.950   03/01/2022    USD    41.150
Bayerische Landesbank      2.500   7/22/2022     EUR    72.310
BNP Paribas Issuance BV    7.150   11/07/2024    SEK    74.820
Leonteq Securities AG/Gu   6.600   01/09/2023    CHF    67.800
Societe Generale SA       20.000  12/30/2022     USD    72.000
DeltaCredit Bank JSC       1.000  10/20/2025     RUB    65.030
Skandinaviska Enskilda B   5.750   1/15/2025     SEK    71.290
Skandinaviska Enskilda B   6.400   1/15/2025     SEK    63.120
Nordea Bank Abp            8.500   1/20/2025     SEK    67.130
UniCredit Bank AG          5.000   2/22/2022     EUR    63.590
DZ Bank AG Deutsche Zent   9.000   2/23/2022     EUR    29.080
DZ Bank AG Deutsche Zent  12.250   2/23/2022     EUR    62.800
DZ Bank AG Deutsche Zent  15.750   2/23/2022     EUR    43.550
Bank Julius Baer & Co Lt   9.000   11/07/2022    USD    64.850
UBS AG/London             18.500   06/08/2023    USD    72.050
Raiffeisen Schweiz Genos  13.000  10/18/2022     CHF    54.870
Leonteq Securities AG     24.240  10/19/2022     CHF    54.870
Zurcher Kantonalbank Fin  20.000  11/22/2022     USD    66.980
DZ Bank AG Deutsche Zent  10.500  12/21/2022     EUR    51.900
Raiffeisen Schweiz Genos  20.000  10/19/2022     CHF    50.850
Zurcher Kantonalbank Fin   7.000  11/22/2022     CHF    52.730
UniCredit Bank AG          9.250  11/16/2022     EUR    53.840
UniCredit Bank AG          6.550  11/16/2022     EUR    69.560
UniCredit Bank AG          6.800  11/16/2022     EUR    66.160
Landesbank Baden-Wuertte   7.250  11/25/2022     EUR    67.720
EFG International Financ  18.000  10/20/2022     CHF    61.810
DZ Bank AG Deutsche Zent  19.900  12/23/2022     EUR    70.230
Vontobel Financial Produ  10.500  12/23/2022     EUR    66.130
Vontobel Financial Produ  15.500  12/23/2022     EUR    62.590
DZ Bank AG Deutsche Zent  17.100  12/23/2022     EUR    57.980
DZ Bank AG Deutsche Zent  16.000  12/23/2022     EUR    68.260
DZ Bank AG Deutsche Zent  19.700  12/23/2022     EUR    65.940
Societe Generale Effekte  19.750   7/22/2022     EUR    47.710
Raiffeisen Schweiz Genos  16.000  11/29/2022     CHF    63.320
Bank Vontobel AG           9.000  11/20/2023     CHF    57.800
Bank Vontobel AG          24.000  11/28/2022     CHF    65.000
Vontobel Financial Produ  14.000   9/23/2022     EUR    69.030
Leonteq Securities AG/Gu  27.200  11/30/2022     CHF    65.780
DZ Bank AG Deutsche Zent  21.600  12/23/2022     EUR    65.230
Societe Generale Effekte  21.250   6/24/2022     EUR    46.760
DZ Bank AG Deutsche Zent  14.300  12/23/2022     EUR    69.730
DZ Bank AG Deutsche Zent  17.900  12/23/2022     EUR    66.920
Corner Banca SA            9.000   06/02/2022    CHF    67.150
Societe Generale SA       21.000  12/23/2022     USD    63.850
BNP Paribas Emissions- u  10.000   3/24/2022     EUR     0.840
Leonteq Securities AG      3.600   9/22/2026     CHF    70.060
EFG International Financ   9.800  12/27/2022     CHF    68.890
Leonteq Securities AG      8.000  12/13/2022     CHF    55.290
Vontobel Financial Produ   9.100   2/21/2022     EUR    67.240
Baromfi-Coop Termelo Es    3.000   5/19/2028     HUF    74.400
BNP Paribas Emissions- u   5.000   3/24/2022     EUR    22.580
BNP Paribas Emissions- u   7.000   3/24/2022     EUR    62.790
Societe Generale SA       21.000   02/02/2023    USD    71.000
Societe Generale SA       20.000   02/02/2023    USD    65.450
Leonteq Securities AG/Gu   5.600   5/25/2022     CHF    67.440
EFG International Financ   9.400   12/12/2022    CHF    70.210
Bayerische Landesbank      3.500   1/26/2024     EUR    74.430
Bayerische Landesbank      1.450   1/26/2024     EUR    65.790
Bayerische Landesbank      1.350  12/23/2022     EUR    65.760
UBS AG/London              6.750   5/16/2022     CHF    65.800
Societe Generale SA        8.000   5/19/2022     USD    61.000
Corner Banca SA            6.800   5/17/2022     CHF    67.400
DekaBank Deutsche Giroze   2.400   6/17/2022     EUR    73.770
Judetul Timis              3.340   04/07/2028    RON    10.000
Landesbank Baden-Wuertte   8.000   3/25/2022     EUR    81.020
Raiffeisen Schweiz Genos   6.600   3/23/2022     CHF    65.130
Leonteq Securities AG      7.200   2/14/2023     CHF    68.640
Landesbank Baden-Wuertte   2.650   3/25/2022     EUR    34.210
Landesbank Baden-Wuertte   5.300   3/25/2022     EUR    28.780
Bank Vontobel AG          13.000   03/07/2022    CHF    42.700
Skandinaviska Enskilda B   5.520   7/15/2024     SEK    73.140
Landesbank Baden-Wuertte   6.100   3/25/2022     EUR    87.430
Leonteq Securities AG      7.200   4/25/2022     CHF    65.940
Landesbank Baden-Wuertte   2.000   2/25/2022     EUR    73.030
Landesbank Baden-Wuertte   2.300   2/25/2022     EUR    65.100
Landesbank Baden-Wuertte   4.750   2/25/2022     EUR    47.020
Landesbank Baden-Wuertte   3.400   2/25/2022     EUR    58.850
Landesbank Baden-Wuertte   4.800   2/25/2022     EUR    46.550
Landesbank Baden-Wuertte   3.200   2/25/2022     EUR    74.660
Landesbank Baden-Wuertte   6.400   2/25/2022     EUR    74.280
Landesbank Baden-Wuertte   4.900   2/25/2022     EUR    69.260
Landesbank Baden-Wuertte   3.700   2/25/2022     EUR    74.950
Vontobel Financial Produ  10.500   3/25/2022     EUR    68.870
Vontobel Financial Produ  10.500   3/25/2022     EUR    66.920
Vontobel Financial Produ  10.500   3/25/2022     EUR    66.920
Vontobel Financial Produ  11.000   6/24/2022     EUR    73.000
Vontobel Financial Produ  12.000   3/25/2022     EUR    71.300
Vontobel Financial Produ  10.000   6/24/2022     EUR    73.120
Vontobel Financial Produ   5.000   9/23/2022     EUR    62.970
Vontobel Financial Produ  10.000   6/24/2022     EUR    73.120
Vontobel Financial Produ   4.000   6/24/2022     EUR    59.910
Landesbank Baden-Wuertte  10.300   2/25/2022     EUR    72.970
Landesbank Baden-Wuertte   3.100   2/25/2022     EUR    60.950
Vontobel Financial Produ   9.500   6/24/2022     EUR    72.740
Vontobel Financial Produ   7.500   9/23/2022     EUR    69.540
Vontobel Financial Produ  10.500   9/23/2022     EUR    45.670
Vontobel Financial Produ   9.500   9/23/2022     EUR    46.880
Vontobel Financial Produ  13.000   9/23/2022     EUR    43.940
Vontobel Financial Produ  17.000   9/23/2022     EUR    42.330
Vontobel Financial Produ  20.000   9/23/2022     EUR    41.890
Vontobel Financial Produ  18.500   9/23/2022     EUR    42.070
Vontobel Financial Produ  15.500   9/23/2022     EUR    42.670
Vontobel Financial Produ  14.000   9/23/2022     EUR    43.110
Vontobel Financial Produ  12.500   6/24/2022     EUR    42.800
Vontobel Financial Produ  16.000   6/24/2022     EUR    40.860
Vontobel Financial Produ  17.500   6/24/2022     EUR    39.980
Vontobel Financial Produ  21.500   6/24/2022     EUR    38.870
Vontobel Financial Produ  19.500   6/24/2022     EUR    39.380
Vontobel Financial Produ  14.000   6/24/2022     EUR    41.670
Vontobel Financial Produ  24.000   6/24/2022     EUR    38.630
Vontobel Financial Produ  12.000  12/23/2022     EUR    50.470
Vontobel Financial Produ  14.500  12/23/2022     EUR    49.320
Vontobel Financial Produ  13.500  12/23/2022     EUR    50.040
Vontobel Financial Produ  15.000  12/23/2022     EUR    49.740
Vontobel Financial Produ  16.500  12/23/2022     EUR    49.560
Vontobel Financial Produ   8.000   9/23/2022     EUR    71.830
Vontobel Financial Produ   9.000  12/23/2022     EUR    74.290
Vontobel Financial Produ  10.500  12/23/2022     EUR    49.180
Vontobel Financial Produ  17.000  12/23/2022     EUR    47.340
Vontobel Financial Produ  18.500  12/23/2022     EUR    47.430
Vontobel Financial Produ  13.000   9/23/2022     EUR    47.170
Vontobel Financial Produ  16.500   9/23/2022     EUR    46.050
Vontobel Financial Produ  18.500   9/23/2022     EUR    45.810
Vontobel Financial Produ  12.000   9/23/2022     EUR    48.390
Vontobel Financial Produ   9.500  12/23/2022     EUR    50.170
Vontobel Financial Produ  15.000   9/23/2022     EUR    46.700
Vontobel Financial Produ  20.500   9/23/2022     EUR    45.680
Vontobel Financial Produ   7.500  12/23/2022     EUR    70.490
Vontobel Financial Produ   7.000  12/23/2022     EUR    70.070
Vontobel Financial Produ  13.500  12/23/2022     EUR    57.720
Vontobel Financial Produ  15.000  12/23/2022     EUR    56.860
Vontobel Financial Produ  22.500  12/23/2022     EUR    56.150
Vontobel Financial Produ  16.500  12/23/2022     EUR    56.150
Vontobel Financial Produ  18.500  12/23/2022     EUR    56.020
Vontobel Financial Produ  20.500  12/23/2022     EUR    56.030
Vontobel Financial Produ  16.250  12/23/2022     EUR    66.730
UniCredit Bank AG          6.900   2/25/2022     EUR    69.710
Societe Generale Effekte  16.750   2/25/2022     EUR    45.800
UniCredit Bank AG          8.400   2/25/2022     EUR    67.270
Bank Julius Baer & Co Lt   7.450   9/26/2022     USD    58.000
Societe Generale Effekte   8.750   2/25/2022     EUR    60.810
Societe Generale Effekte  12.750   2/25/2022     EUR    51.660
Societe Generale Effekte  11.500   2/25/2022     EUR    65.130
Societe Generale Effekte  13.500   2/25/2022     EUR    62.020
Societe Generale Effekte   7.500   2/25/2022     EUR    73.680
Societe Generale Effekte   9.500   2/25/2022     EUR    68.870
Societe Generale Effekte   5.000   2/25/2022     EUR    70.950
Societe Generale Effekte   7.000   2/25/2022     EUR    59.910
Societe Generale Effekte  11.000   2/25/2022     EUR    50.010
Societe Generale Effekte   6.250   2/25/2022     EUR    52.020
Societe Generale Effekte  12.250   2/25/2022     EUR    41.140
Societe Generale Effekte  14.500   2/25/2022     EUR    53.570
Sberbank of Russia PJSC    0.010  11/27/2025     RUB    75.400
Lehman Brothers Treasury   8.000   5/22/2009     USD     0.100
Heta Asset Resolution AG   7.500  12/31/2023     ATS     1.156
Ukraine Government Bond    6.000   4/23/2031     UAH    51.346
Lehman Brothers Treasury  14.900  11/16/2010     EUR     0.100
Lehman Brothers Treasury  16.000   10/08/2008    CHF     0.100
Credit Agricole Corporat  10.800   3/24/2026     TRY    60.573
Sberbank of Russia PJSC    0.010   12/05/2025    RUB    75.600
Societe Wallonne de Fina   0.894  10/23/2045     EUR    72.830
Sberbank of Russia PJSC    0.010   12/08/2025    RUB    74.400
Lehman Brothers Treasury   2.500   8/15/2012     CHF     0.100
Lehman Brothers Treasury  13.150  10/30/2008     USD     0.100
Lehman Brothers Treasury   0.500   08/01/2020    EUR     0.100
Lehman Brothers Treasury   6.000   08/07/2013    EUR     0.100
Lehman Brothers Treasury   6.250   09/05/2011    EUR     0.100
Lehman Brothers Treasury  16.000  12/26/2008     USD     0.100
Lehman Brothers Treasury   7.750   01/03/2012    AUD     0.100
Lehman Brothers Treasury   0.500   07/02/2020    EUR     0.100
Lehman Brothers Treasury   3.100   06/04/2010    USD     0.100
Sberbank of Russia PJSC    0.010   5/28/2026     RUB    73.600
Sberbank of Russia PJSC    0.010   12/02/2025    RUB    73.800
Lehman Brothers Treasury   5.550   03/12/2015    EUR     0.100
Lehman Brothers Treasury   9.000   05/06/2011    CHF     0.100
Lehman Brothers Treasury   5.000  11/22/2012     EUR     0.100
Lehman Brothers Treasury  13.432   01/08/2009    ILS     0.100
Lehman Brothers Treasury   4.000   06/05/2011    USD     0.100
Lehman Brothers Treasury   7.500   5/30/2010     AUD     0.100
Lehman Brothers Treasury   1.460   2/19/2012     JPY     0.100
Region de Bruxelles-Capi   0.453   12/07/2055    EUR    72.818
Lehman Brothers Treasury   7.250   07/08/2014    EUR     0.100
Sberbank of Russia PJSC    0.010  10/23/2025     RUB    75.900
Societe Wallonne de Fina   0.948  10/23/2051     EUR    71.015
Sberbank of Russia PJSC    0.010  10/23/2025     RUB    72.700
SAir Group                 6.250   04/12/2005    CHF    12.625
Lehman Brothers Treasury   0.800  12/30/2016     EUR     0.100
Lehman Brothers Treasury  13.000   7/25/2012     EUR     0.100
Sberbank of Russia PJSC    0.010   11/05/2025    RUB    74.000
Lehman Brothers Treasury   2.250   05/12/2009    USD     0.100
Purple Protected Asset     2.085  10/27/2060     EUR    72.706
Lehman Brothers Treasury   1.680   03/05/2015    EUR     0.100
SAir Group                 2.125   11/04/2004    CHF    12.625
Sberbank of Russia PJSC    0.010   11/11/2025    RUB    75.100
ECM Real Estate Investme   5.000   10/09/2011    EUR    15.375
Lehman Brothers Treasury   7.000  10/22/2010     EUR     0.100
Sberbank of Russia PJSC    0.010   08/03/2028    RUB    71.200
Tonon Luxembourg SA       12.500   5/14/2024     USD     0.399
Lehman Brothers Treasury   4.800  11/16/2012     HKD     0.100
Sberbank of Russia PJSC    0.010  11/20/2025     RUB    75.400
Sberbank of Russia PJSC    0.010  11/20/2025     RUB    74.000
Ukraine Government Bond    9.780   05/10/2029    UAH    72.374
Ukraine Government Bond    8.880   05/10/2032    UAH    63.127
Lehman Brothers Treasury   5.200   11/09/2011    EUR     0.100
Ukraine Government Bond    6.000   9/13/2028     UAH    58.926
Ukraine Government Bond    8.420   05/10/2034    UAH    58.270
Sberbank of Russia PJSC    0.010   10/07/2025    RUB    74.100
Sberbank of Russia PJSC    0.010   10/07/2025    RUB    76.100
Ukraine Government Bond    9.700   06/07/2028    UAH    74.091
Lehman Brothers Treasury   6.000   9/20/2011     EUR     0.100
Polski Bank Spoldzielczy   3.780   9/14/2027     PLN    69.800
Lehman Brothers Treasury   3.000   8/13/2011     EUR     0.100
Ukraine Government Bond    9.610   10/11/2029    UAH    71.064
Ukraine Government Bond    9.010   11/10/2031    UAH    64.494
Lehman Brothers Treasury   3.500  12/20/2027     USD     0.100
Lehman Brothers Treasury   4.600   10/11/2017    ILS     0.100
Sberbank of Russia PJSC    0.010  10/31/2025     RUB    75.500
Rio Forte Investments SA   3.900   07/10/2014    USD     4.860
Sberbank of Russia PJSC    0.010   8/25/2025     RUB    74.300
Region de Bruxelles-Capi   0.731   8/25/2060     EUR    75.406
Nota-Bank OJSC            13.500   04/01/2016    RUB    31.500
AKB Peresvet ZAO          13.000   10/07/2017    RUB    13.125
Lehman Brothers Treasury   3.500   6/20/2011     EUR     0.100
Lehman Brothers Treasury   6.000   03/04/2015    USD     0.100
Lehman Brothers Treasury  11.750   03/01/2010    EUR     0.100
Northland Resources AB    12.250   3/26/2016     USD     2.621
Natixis SA                 0.300   6/25/2048     USD    42.415
Ukraine Government Bond    6.000  11/26/2025     UAH    71.980
Ukraine Government Bond    6.000  10/29/2025     UAH    72.511
Lehman Brothers Treasury   8.000   3/19/2012     USD     0.100
Credit Agricole Corporat  10.800   3/24/2026     TRY    63.615
Sberbank of Russia PJSC    0.010   5/23/2028     RUB    75.500
Lehman Brothers Treasury   1.000   2/26/2010     USD     0.100
Lehman Brothers Treasury   6.000   3/18/2015     USD     0.100
Lehman Brothers Treasury   4.000   03/10/2011    EUR     0.100
Sberbank of Russia PJSC    0.010  11/26/2025     RUB    71.200
Lehman Brothers Treasury   3.000   09/12/2036    JPY     0.100
Lehman Brothers Treasury  13.000  12/14/2012     USD     0.100
Lehman Brothers Treasury   4.680   12/12/2045    EUR     0.100
Lehman Brothers Treasury   4.820  12/18/2036     EUR     0.100
Lehman Brothers Treasury  11.250  12/31/2008     USD     0.100
Lehman Brothers Treasury   5.250   04/01/2023    EUR     0.100
Lehman Brothers Treasury   6.700   4/21/2011     USD     0.100
Sberbank of Russia PJSC    0.946   03/11/2025    RUB    74.900
Lehman Brothers Treasury   0.500  12/20/2017     USD     0.100
Lehman Brothers Treasury  11.000  12/20/2017     AUD     0.100
Lehman Brothers Treasury   8.800  12/27/2009     EUR     0.100
Lehman Brothers Treasury   0.500  12/20/2017     USD     0.100
Lehman Brothers Treasury   4.000   01/04/2011    USD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Ukraine Government Bond    9.710  11/19/2031     UAH    67.806
Ukraine Government Bond    6.000   09/10/2031    UAH    50.485
Ukraine Government Bond    6.000  11/22/2028     UAH    58.246
Ukraine Government Bond    9.820   02/12/2031    UAH    69.479
Ukraine Government Bond    9.790   5/14/2031     UAH    68.922
Ukraine Government Bond    9.700  10/13/2032     UAH    66.601
Ukraine Government Bond    6.000   10/11/2028    UAH    58.646
Ukraine Government Bond    9.700   8/25/2032     UAH    66.790
Lehman Brothers Treasury  11.000  12/20/2017     AUD     0.100
Lehman Brothers Treasury  11.000  12/20/2017     AUD     0.100
Bibby Offshore Services    7.500   6/15/2021     GBP    11.625
Getin Noble Bank SA        8.870   4/29/2024     PLN    62.159
Lehman Brothers Treasury   0.500  12/20/2017     USD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     USD     0.100
Lehman Brothers Treasury  11.000   2/16/2009     CHF     0.100
Lehman Brothers Treasury   7.000   2/15/2010     CHF     0.100
Lehman Brothers Treasury   5.375   02/04/2014    USD     0.100
BRAbank ASA                7.810                 NOK    71.668
Ukraine Government Bond    9.700   12/06/2028    UAH    72.950
Ukraine Government Bond    6.000   12/11/2030    UAH    52.229
Ukraine Government Bond    9.990   8/27/2031     UAH    69.484
Ukraine Government Bond    6.000   06/12/2030    UAH    53.518
Ukraine Government Bond    6.000   9/18/2030     UAH    52.816
Ukraine Government Bond    6.000   8/28/2030     UAH    52.974
Ukraine Government Bond    6.000  11/28/2029     UAH    55.021
Ukraine Government Bond    9.950   05/08/2030    UAH    71.258
Ukraine Government Bond    6.000   03/12/2031    UAH    51.630
Ukraine Government Bond    9.910   08/07/2030    UAH    70.712
Ukraine Government Bond    9.800   04/02/2031    UAH    69.148
Ukraine Government Bond    9.980   04/10/2030    UAH    72.887
Ukraine Government Bond    9.000   7/17/2030     UAH    66.711
Lehman Brothers Treasury  16.000  10/28/2008     USD     0.100
Lehman Brothers Treasury  10.000  10/23/2008     USD     0.100
Lehman Brothers Treasury   6.450   2/20/2010     AUD     0.100
Lehman Brothers Treasury  10.000  10/22/2008     USD     0.100
Lehman Brothers Treasury   6.600   5/23/2012     AUD     0.100
Lehman Brothers Treasury   3.450   5/23/2013     USD     0.100
Lehman Brothers Treasury   4.600   08/01/2013    EUR     0.100
Lehman Brothers Treasury   7.000   4/24/2009     USD     0.100
Lehman Brothers Treasury  16.000   11/09/2008    USD     0.100
Lehman Brothers Treasury  10.000   5/22/2009     USD     0.100
Lehman Brothers Treasury   1.000   05/09/2012    EUR     0.100
Lehman Brothers Treasury  16.200   5/14/2009     USD     0.100
Lehman Brothers Treasury  10.600   4/22/2014     MXN     0.100
Lehman Brothers Treasury   7.600   5/21/2013     USD     0.100
Lehman Brothers Treasury   2.000   6/28/2011     EUR     0.100
Sberbank of Russia PJSC    0.010   03/04/2026    RUB    73.200
Sberbank of Russia PJSC    0.010   03/06/2028    RUB    74.800
Lehman Brothers Treasury   0.500   06/02/2020    EUR     0.100
Lehman Brothers Treasury  12.000   07/04/2011    EUR     0.100
Lehman Brothers Treasury  11.000   07/04/2011    CHF     0.100
Lehman Brothers Treasury   5.500   07/08/2013    EUR     0.100
Lehman Brothers Treasury  11.000   07/04/2011    USD     0.100
Lehman Brothers Treasury  10.000   6/17/2009     USD     0.100
Lehman Brothers Treasury   5.120   4/30/2027     EUR     0.100
Sberbank of Russia PJSC    0.010   6/25/2025     RUB    76.200
Sberbank of Russia PJSC    0.010   06/02/2028    RUB    76.000
Lehman Brothers Treasury   4.100   8/23/2010     USD     0.100
SAir Group                 2.750   7/30/2004     CHF    12.625
SAir Group                 2.750   7/30/2004     CHF    12.625
Lehman Brothers Treasury  16.800   8/21/2009     USD     0.100
Lehman Brothers Treasury  14.100   11/12/2008    USD     0.100
Lehman Brothers Treasury   2.300   06/06/2013    USD     0.100
Lehman Brothers Treasury   4.300   06/04/2012    USD     0.100
Petromena ASA              9.750   5/24/2016     NOK     0.607
Lehman Brothers Treasury   3.700   06/06/2009    EUR     0.100
Sberbank of Russia PJSC    0.010   8/21/2025     RUB    74.300
Lehman Brothers Treasury   4.000   4/24/2009     USD     0.100
Lehman Brothers Treasury   3.850   4/24/2009     USD     0.100
Cultura Sparebank          6.810                 NOK    52.478
Lehman Brothers Treasury   7.585  11/22/2009     MXN     0.100
Lehman Brothers Treasury  11.000  12/19/2011     USD     0.100
PSN Pm OOO                 9.500   09/10/2026    RUB    21.625
Lehman Brothers Treasury   2.500  12/15/2011     GBP     0.100
Lehman Brothers Treasury   4.000  11/24/2016     EUR     0.100
Getin Noble Bank SA        5.310   04/04/2024    PLN    62.375
Getin Noble Bank SA        4.250   8/30/2024     PLN    70.875
Lehman Brothers Treasury   0.750   3/29/2012     EUR     0.100
Sberbank of Russia PJSC    0.010   08/12/2025    RUB    72.200
HSBC Bank PLC              0.500  11/25/2025     BRL    63.914
Sberbank of Russia PJSC    0.010   08/12/2025    RUB    73.000
Kuntarahoitus Oyj          0.250   6/28/2040     CAD    40.236
Lehman Brothers Treasury   3.025   1/31/2015     EUR     0.100
Lehman Brothers Treasury   6.000   7/28/2010     EUR     0.100
Lehman Brothers Treasury   6.000   7/28/2010     EUR     0.100
Lehman Brothers Treasury   7.000   07/11/2010    EUR     0.100
Lehman Brothers Treasury   0.480   11/02/2035    EUR     0.100
Otkritie Holding JSC      10.000   4/20/2028     RUB     0.010
Lehman Brothers Treasury   8.500   07/06/2009    CHF     0.100
Lehman Brothers Treasury   4.250   3/13/2021     EUR     0.100
Lehman Brothers Treasury   6.000   3/17/2011     EUR     0.100
Lehman Brothers Treasury   8.000   4/20/2009     EUR     0.100
AKB Peresvet ZAO          13.250   4/25/2018     RUB    13.125
Lehman Brothers Treasury   0.500   2/16/2009     EUR     0.100
Lehman Brothers Treasury   5.103   6/22/2046     EUR     0.100
Lehman Brothers Treasury   7.500   9/13/2009     CHF     0.100
Sberbank of Russia PJSC    0.010  10/22/2025     RUB    73.700
Region de Bruxelles-Capi   0.460  12/15/2051     EUR    75.607
Rosselkhozbank JSC        10.100                 RUB    90.000
Lehman Brothers Treasury   3.630   03/02/2012    EUR     0.100
OR PJSC                   13.500  10/22/2025     RUB    52.940
Getin Noble Bank SA        8.870   1/31/2024     PLN    74.256
Lehman Brothers Treasury   4.150   8/25/2020     EUR     0.100
Lehman Brothers Treasury   7.550  12/29/2008     USD     0.100
Otkritie Holding JSC       0.010   10/03/2036    RUB     0.010
Santander Consumer Bank    5.890                 NOK    50.508
Lehman Brothers Treasury   2.400   6/20/2011     JPY     0.100
A-TEC Industries AG        5.750   11/02/2010    EUR     0.100
Barclays Bank PLC          2.000   05/07/2036    MXN    28.321
Instabank ASA              7.970                 NOK    39.331
Instabank ASA              5.970   3/28/2028     NOK    64.139
Lehman Brothers Treasury   7.600   3/26/2009     EUR     0.100
Lehman Brothers Treasury   6.850  12/22/2008     EUR     0.100
Lehman Brothers Treasury   8.280   3/26/2009     USD     0.100
Bank Julius Baer & Co Lt  11.950   2/25/2022     USD    48.300
Lehman Brothers Treasury   3.000   08/08/2017    EUR     0.100
LBI ehf                    2.250   2/14/2011     CHF    10.125
Lehman Brothers Treasury   1.600   6/21/2010     JPY     0.100
Lehman Brothers Treasury   8.000   08/03/2009    USD     0.100
Lehman Brothers Treasury   1.500  10/25/2011     EUR     0.100
Lehman Brothers Treasury   2.000  10/28/2010     EUR     0.100
Lehman Brothers Treasury  11.000   6/29/2009     EUR     0.100
Lehman Brothers Treasury   5.500   6/15/2009     CHF     0.100
Lehman Brothers Treasury   4.350   08/08/2016    SGD     0.100
Lehman Brothers Treasury   4.500   08/02/2009    USD     0.100
Lehman Brothers Treasury   9.000   6/13/2009     USD     0.100
Lehman Brothers Treasury   7.250   10/06/2008    EUR     0.100
Lehman Brothers Treasury   4.500   03/06/2013    CHF     0.100
Lehman Brothers Treasury   5.750   6/15/2009     CHF     0.100
Lehman Brothers Treasury   0.250   7/21/2014     EUR     0.100
Lehman Brothers Treasury   5.000  10/24/2008     CHF     0.100
Lehman Brothers Treasury   7.500  10/24/2008     USD     0.100
Lehman Brothers Treasury   4.000   4/13/2011     CHF     0.100
Lehman Brothers Treasury  10.000   3/27/2009     USD     0.100
Lehman Brothers Treasury   7.750   1/30/2009     EUR     0.100
Lehman Brothers Treasury  10.500   08/09/2010    EUR     0.100
Lehman Brothers Treasury   8.000   5/22/2009     USD     0.100
Lehman Brothers Treasury   3.820  10/20/2009     USD     0.100
Sberbank of Russia PJSC    0.010   07/05/2028    RUB    76.200
RGS Nedvizhimost OOO      12.000  10/18/2017     RUB     0.335
Norske Skogindustrier AS   2.000  12/30/2115     EUR     0.113
Sberbank of Russia PJSC    0.010   07/02/2025    RUB    74.500
Region of Kaliningrad Ru   6.100   6/16/2027     RUB    67.470
Sberbank of Russia PJSC    0.010  12/22/2025     RUB    75.300
Lehman Brothers Treasury   7.000   2/15/2012     EUR     0.100
Lehman Brothers Treasury  15.000   3/30/2011     EUR     0.100
Lehman Brothers Treasury   1.750   02/07/2010    EUR     0.100
Lehman Brothers Treasury   6.000   2/14/2012     EUR     0.100
Lehman Brothers Treasury   4.690   2/19/2017     EUR     0.100
Lehman Brothers Treasury   6.600   2/22/2012     EUR     0.100
Lehman Brothers Treasury   5.200   3/19/2018     EUR     0.100
Sberbank of Russia PJSC    0.010   7/23/2026     RUB    70.200
Lehman Brothers Treasury   4.200   12/03/2008    HKD     0.100
Mriya Agro Holding PLC     9.450   4/19/2018     USD     4.667
Getin Noble Bank SA        7.870   6/28/2024     PLN    67.875
Getin Noble Bank SA        8.370   5/31/2024     PLN    72.874
Lehman Brothers Treasury   8.000  12/27/2032     JPY     0.100
Lehman Brothers Treasury   1.500   02/08/2012    CHF     0.100
Aralco Finance SA         10.125   05/07/2020    USD     3.137
Lehman Brothers Treasury   0.010   9/20/2011     USD     0.100
Lehman Brothers Treasury   7.750   2/21/2016     EUR     0.100
Sberbank of Russia PJSC    0.010   09/05/2025    RUB    73.000
Credit Suisse AG/London    0.500   01/08/2026    BRL    63.691
BNP Paribas SA             1.000   1/23/2040     MXN    24.972
Sberbank of Russia PJSC    0.010  12/17/2025     RUB    75.900
Lehman Brothers Treasury   5.500   4/23/2014     EUR     0.100
Lehman Brothers Treasury   7.600   03/04/2010    NZD     0.100
Lehman Brothers Treasury  12.400   06/12/2009    USD     0.100
Lehman Brothers Treasury  23.300   9/16/2008     USD     0.100
Lehman Brothers Treasury   3.000   06/03/2010    EUR     0.100
Lehman Brothers Treasury  10.442  11/22/2008     CHF     0.100
Lehman Brothers Treasury   8.000   3/21/2018     USD     0.100
Lehman Brothers Treasury  17.000   06/02/2009    USD     0.100
Lehman Brothers Treasury   7.150   3/21/2013     USD     0.100
Lehman Brothers Treasury   7.500   2/14/2010     AUD     0.100
Lehman Brothers Treasury   7.600   1/31/2013     AUD     0.100
Lehman Brothers Treasury   5.500   6/22/2010     USD     0.100
Lehman Brothers Treasury  13.500   06/02/2009    USD     0.100
Lehman Brothers Treasury  15.000   06/04/2009    CHF     0.100
Promsvyazbank PJSC         2.500   9/29/2029     RUB    58.360
KPNQwest NV                7.125   06/01/2009    EUR     0.453
MIK OAO                   15.000   2/19/2020     RUB    13.875
UniCredit Bank AG         12.700   2/25/2022     EUR    58.950
UniCredit Bank AG         10.200   2/25/2022     EUR    62.800
UniCredit Bank AG          6.500   2/25/2022     EUR    72.410
UniCredit Bank AG          9.500   2/25/2022     EUR    64.980
Vontobel Financial Produ   8.500   9/23/2022     EUR    72.160
Vontobel Financial Produ  11.500   6/24/2022     EUR    73.070
Bank Julius Baer & Co Lt   9.500  10/13/2022     CHF    54.350
Bank Julius Baer & Co Lt  26.650   5/31/2022     USD    63.300
Vontobel Financial Produ  10.000   6/24/2022     EUR    72.580
Bank Julius Baer & Co Lt   8.800   04/06/2022    CHF    48.950
Bank Julius Baer & Co Lt  14.000  11/23/2022     CHF    54.700
Sberbank of Russia PJSC    0.010   7/23/2025     RUB    71.500
Sberbank of Russia PJSC    0.010   7/24/2025     RUB    73.400
Lehman Brothers Treasury   2.000   5/17/2010     EUR     0.100
Lehman Brothers Treasury   4.100   5/20/2009     USD     0.100
Heta Asset Resolution AG   4.875  12/31/2023     EUR     1.156
Heta Asset Resolution AG   5.030  12/31/2023     EUR     1.156
Lehman Brothers Treasury   4.000   2/28/2010     EUR     0.100
Lehman Brothers Treasury   9.250   6/20/2012     USD     0.100
Heta Asset Resolution AG   5.730  12/31/2023     EUR     1.156
Lehman Brothers Treasury   3.000   9/13/2010     JPY     0.100
Mriya Agro Holding PLC    10.950   3/30/2016     USD     4.667
Heta Asset Resolution AG   5.920  12/31/2023     EUR     1.156
Barclays Bank PLC         10.200   2/14/2025     TRY    66.389
Heta Asset Resolution AG   5.270  12/31/2023     EUR     1.156
Lehman Brothers Treasury   7.320   7/31/2013     GBP     0.100
Sberbank of Russia PJSC    0.010   1/29/2025     RUB    74.450
Lehman Brothers Treasury   1.280   11/06/2010    JPY     0.100
Lehman Brothers Treasury   4.000   12/02/2012    EUR     0.100
Sberbank of Russia PJSC    0.010   3/27/2028     RUB    65.010
Sberbank of Russia PJSC    0.010   1/19/2026     RUB    60.000
Lehman Brothers Treasury   8.600   7/31/2013     GBP     0.100
Lehman Brothers Treasury   7.500   7/31/2013     GBP     0.100
Lehman Brothers Treasury   8.280   7/31/2013     GBP     0.100
Specialized Financial So   0.000   2/15/2031     RUB    59.900
LBI ehf                    7.431                 USD     0.001
Lehman Brothers Treasury   8.000  10/23/2008     USD     0.100
Sberbank of Russia PJSC    0.010   10/06/2025    RUB    75.600
Purple Protected Asset     1.480  11/30/2060     EUR    66.545
Lehman Brothers Treasury   3.400   9/21/2009     HKD     0.100
Lehman Brothers Treasury   4.000   10/12/2010    USD     0.100
DeltaCredit Bank JSC       1.000   7/28/2025     RUB    67.870
Lehman Brothers Treasury   6.000   12/06/2016    USD     0.100
HSBC Bank PLC              0.500  12/22/2025     BRL    63.412
Lehman Brothers Treasury   4.500   03/07/2015    EUR     0.100
Lehman Brothers Treasury   4.500  12/30/2010     USD     0.100
Lehman Brothers Treasury   5.100   05/08/2017    HKD     0.100
Lehman Brothers Treasury   0.250  10/19/2012     CHF     0.100
Lehman Brothers Treasury  13.500  11/28/2008     USD     0.100
Lehman Brothers Treasury   5.000   4/24/2017     EUR     0.100
Lehman Brothers Treasury  18.250   10/02/2008    USD     0.100
Sberbank of Russia PJSC    0.010   10/06/2025    RUB    74.600
Sberbank of Russia PJSC    0.946   2/17/2025     RUB    73.800
Lehman Brothers Treasury   2.500   8/23/2012     GBP     0.100
Lehman Brothers Treasury   6.000   5/23/2018     CZK     0.100
Lehman Brothers Treasury   4.000   5/30/2010     USD     0.100
Getin Noble Bank SA        6.700   11/09/2023    PLN    70.601
Lehman Brothers Treasury   2.480   05/12/2009    USD     0.100
Lehman Brothers Treasury   4.000   5/17/2010     USD     0.100
Lehman Brothers Treasury   3.350  10/13/2016     EUR     0.100
Lehman Brothers Treasury   4.100   06/10/2014    SGD     0.100
Lehman Brothers Treasury   3.500  10/31/2011     USD     0.100
Lehman Brothers Treasury   3.500  10/24/2011     USD     0.100
Lehman Brothers Treasury   6.750   04/05/2012    EUR     0.100
Heta Asset Resolution AG   0.207  12/31/2023     EUR     1.156
Sberbank of Russia PJSC    0.010   9/17/2025     RUB    74.500
Lehman Brothers Treasury   9.300  12/21/2010     EUR     0.100
Lehman Brothers Treasury   8.000  12/31/2010     USD     0.100
Region of Saratov Russia   8.100  11/20/2024     RUB    72.410
Cie DU Chemin de Fer Nyo   0.280  11/29/2052     CHF    71.314
Lehman Brothers Treasury   6.300  12/21/2018     USD     0.100
Lehman Brothers Treasury  10.000   2/16/2009     CHF     0.100
LBI ehf                    8.650   05/01/2011    ISK    10.125
LBI ehf                    5.080   03/01/2013    ISK    10.125
Heta Asset Resolution AG   0.128  12/31/2023     EUR     1.156
Lehman Brothers Treasury   7.625   7/22/2011     HKD     0.100
Sberbank of Russia PJSC    0.010   09/04/2025    RUB    73.960
Lehman Brothers Treasury  12.000   7/13/2037     JPY     0.100
Lehman Brothers Treasury  10.000   06/11/2038    JPY     0.100
Lehman Brothers Treasury   3.600   3/19/2018     JPY     0.100
Sberbank of Russia PJSC    0.010   1/19/2026     RUB    73.310
Sberbank of Russia PJSC    0.010   1/19/2026     RUB    72.700
Lehman Brothers Treasury   6.000   6/21/2011     EUR     0.100
Lehman Brothers Treasury   2.000   6/21/2011     EUR     0.100
Lehman Brothers Treasury   8.875   1/28/2011     HKD     0.100
Espirito Santo Financial   5.625   7/28/2017     EUR     0.528
Credit Agricole Corporat  10.500   2/16/2027     TRY    58.563
Sberbank of Russia PJSC    0.010   09/09/2025    RUB    72.900
Lehman Brothers Treasury   8.050  12/20/2010     HKD     0.100
KPNQwest NV                8.875   02/01/2008    EUR     0.453
Northland Resources AB    15.000   7/15/2019     USD     2.621
Lehman Brothers Treasury   6.720  12/29/2008     EUR     0.100
Lehman Brothers Treasury   7.060  12/29/2008     EUR     0.100
Societe Generale SA        3.900   3/23/2022     USD     0.350
SG Issuer SA               1.400  12/28/2032     EUR    26.440
SG Issuer SA               2.100   01/06/2033    EUR    28.550
SG Issuer SA               1.500  12/30/2032     EUR    47.310
Barclays Bank PLC          2.730   9/27/2024     EUR    62.020
SG Issuer SA               0.850  10/16/2024     EUR    13.040
SG Issuer SA               2.200   01/10/2025    EUR    72.910
SG Issuer SA               0.350  11/15/2023     EUR    24.600
SG Issuer SA               1.050  11/20/2025     EUR    16.370
SG Issuer SA               5.000   5/23/2024     EUR    58.480
SG Issuer SA               5.000   04/02/2024    EUR    57.690
Credit Agricole Corporat  12.000  11/17/2025     TRY    68.449
PA Resources AB           13.500   03/03/2016    SEK     0.124
Societe Generale SA        4.500  12/29/2022     USD     2.470
Sberbank of Russia PJSC    0.010   04/06/2026    RUB    69.000
Instabank ASA              8.630   02/04/2030    NOK    68.075
Lehman Brothers Treasury   1.950   11/04/2013    EUR     0.100
SG Issuer SA               0.021   07/07/2033    EUR    72.570
Sberbank of Russia PJSC    0.010   9/22/2025     RUB    74.000
Lehman Brothers Treasury   2.370   7/15/2013     USD     0.100
Sberbank of Russia PJSC    0.010   9/22/2025     RUB    74.800
Lehman Brothers Treasury   2.300   6/27/2013     USD     0.100
BLT Finance BV            12.000   02/10/2015    USD    10.500
Lehman Brothers Treasury   4.870   10/08/2013    USD     0.100
Lehman Brothers Treasury   5.250  11/21/2009     USD     0.100
Sberbank of Russia PJSC    0.010   6/22/2028     RUB    71.500
Credit Agricole Corporat  10.200  12/13/2027     TRY    54.748
Societe Generale SA        4.500  12/29/2022     USD
BNP Paribas Issuance BV    5.000   11/05/2024    EUR    34.600
Societe Generale Effekte   3.000   7/22/2022     USD     8.260



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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 2022.  All rights reserved.  ISSN 1529-2754.

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

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

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


                * * * End of Transmission * * *