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

                          E U R O P E

          Monday, October 21, 2019, Vol. 20, No. 210

                           Headlines



F R A N C E

SAM BIDCO: S&P Assigns 'B' Issuer Credit Rating, Outlook Positive


G E O R G I A

EVEX HOSPITAL: Fitch Affirms B+ LT IDR, Outlook Stable


G E R M A N Y

LANDESBANK BADEN-WUERTTEMBERG: Moody's Rates EUR1.5B Notes (P)Ba1
UNITYMEDIA GMBH: Moody's Withdraws B1 CFR on Insufficient Info


I R E L A N D

ANCHORAGE CAPITAL 3: Moody's Gives (P)B3 Rating to Class F Notes
ANCHORAGE CAPITAL 3: S&P Assigns Prelim B-(sf) Rating on F Notes
EUROPEAN RESIDENTIAL 2019-PL1: Moody's Rates Class F Notes B3


M A L T A

VISTA GLOBAL: Fitch Assigns 'B' IDR, Outlook Positive


T U R K E Y

TURK HAVA YOLLARI: S&P Affirms 'B+' LT ICR Amid Rising Leverage


U K R A I N E

KERNEL HOLDINGS: Fitch Rates $300MM Sr. Unsec. Bond 'BB-'


U N I T E D   K I N G D O M

AFX MARKETS: Accounts Show Heavy Shortfall in Client Money
BONMARCHE: Goes Into Administration, 2,900 Jobs at Risk
EURO FOREX: Grant Thornton Seeks Litigation Funding
LINKS OF LONDON: 38 Head Office Jobs Lost After Administration
MAMAS & PAPAS: Seeks to Exit Less Than 10 UK Stores

MONSOON ACCESSORIZE: Future Remains Uncertain Despite CVA Deal
WATT BROTHERS: Enters Administration, 229 Jobs Affected


X X X X X X X X

[*] BOND PRICING: For the Week October 14 to October 18, 2019

                           - - - - -


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F R A N C E
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SAM BIDCO: S&P Assigns 'B' Issuer Credit Rating, Outlook Positive
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S&P Global Ratings assigned its 'B' long-term issuer credit rating
to France-based in vitro diagnostics company Sam Bidco S.A.S. S&P
also assigned its 'B' recovery rating to the term loan B,
reflecting the company's strong growth potential and high
profitability, as well as the business model's light reliance on
capital expenditure (capex).

Sebia's superior technology for the diagnosis of multiple myeloma,
very high profitability, and asset-light business model all
underpin the rating. Offering tests that provide a high level of
accuracy and are non-invasive, easy to use, and affordable, the
company has built strong market shares. Overall, Sebia's market
share in electrophoresis by volume is above 70%, but it ismuch
higher in mature markets.

Sebia is building its presence by continuously enhancing
instruments and by extending its network with more direct presence
in key countries. Furthermore, the business benefits from a "razor
and blades" model: the instruments can only work using Sebia's
proprietary reagents. This locks in recurring sales from reagents
and services once the instruments are placed. As of end-June 2019,
the number of installed instruments reached 15,250, which is 5.2%
higher than at year-end 2017. Total revenue growth was 6.9% as of
December 2018 (8.2% at a constant foreign exchange rate). As of
end-June 2019, revenue growth was 10.6% higher than at end-June
2018at a constant currency rate. Demand for reagent volumes
supports revenue expansion, which is faster than instrument base
expansion.

Sebia's strong market share allows the company to be a price maker,
and it has an efficient cost structure, notably with just one
production site in Lisses, France. Both these factors underpin
Sebia's high profitability.

The cost per basic electrophoresis test is about EUR0.30-EUR0.84,
and laboratories can either buy or rent instruments from Sebia. S&P
therefore think pricing pressure should remain minimal.

Despite Sebia's small size and focus on multiple myeloma, organic
expansion prospects remain solid. The multiple myeloma segment
should continue to expand, mainly supported by unmet demand in
emerging markets. S&P also sees additional expansion potential for
the diabetes and hemoglobinopathies segments because we understand
that electrophoresis can also detect potential related pathologies,
which adds value compared to traditional diagnoses. Sales from the
diabetes segment represented 10% of revenue in 2019, up from 4.8%
in 2017. The hemoglobinopathies segment contribution increased to
8% from 4.3% over the same period. Despite increasing
diversification, multiple myeloma still represents the majority
(82%) of revenue.

Sebia mainly focuses on one technology, electrophoresis, which is
itself primarily used for the detection of one pathology, multiple
myeloma. This concentration constrains the company's competitive
position. This limits the company's potential scale and its
diversification prospects. Nevertheless, S&P views substitution
risk as remote at this stage.

Sebia's direct competitor is the U.S.-based company Helena
laboratories. The U.S. is Sebia's largest market, representing 24%
of sales, but the company's market share in the country is lower
than 50%, which means there is potential for further expansion.

U.K.-based The Binding Site (TBS) offers complementary solutions
for the diagnosis and monitoring of the multiple myeloma. However,
its technology, serum free light chain (SFLC), continues to be used
primarily as a reflex test to increase accuracy. According to the
American cancer society, SFLC is the most useful technology in the
rare cases of myeloma in which serum protein electrophoresis does
not find any M (monoclonal) protein. Therefore, companies achieve
the highest degree of accuracy when combining both technologies.

S&P said, "We note that TBS is developing a new project, QIP-MS,
and it aspires to replace electrophoresis with this new project. In
our view, even assuming QIP-MS is successful, it will not render
electrophoresis obsolete." Most likely, only the largest
laboratories will use QIP-MS due to the technology's complexity and
the high upfront investments required.

Sebia is exploring a complementary segment, SFLC, and it could
leverage on its existing position for cross-selling to gain some
market share. Nevertheless, S&P does not expect the company to
become a leader in this niche, where we think TBS is
well-established and benefits from recognized know-how.

Sebia is an assembler of pieces that require various technologies
including electronic and chemicals. Sebia has two contractors for
assembly but Sebia collects and controls spare parts in Lisses.
Furthermore, Sebia also initializes and tests its final software
in-house. S&P said, "We think manufacturing risk is relatively
limited but we note that Sebia has only one supplier for the
reagents. Although the contracts are multi-year, we view this as a
potential risk because it increases the company's dependency on
this supplier."

The transaction will enhance the company's credit metrics. S&P
thinks Sebia's credit metrics will strengthen faster than expected
thanks to continued strong organic expansion and repayment of its
PIK instrument.

Sebia will use EUR90 million of cash on its balance sheet and issue
a EUR100 million term loan B add-on to repay the EUR185 million PIK
instrument in its entirety and about EUR5 million in transaction
costs. The proposed transaction will strengthen the company's
credit metrics because we do not net the cash on the balance sheet,
in line with our approach for companies owned by financial
sponsors. Furthermore, the transaction will benefit Sebia's FOCF
generation because the term loan B add-on's coupon will be lower
than the 8.75% cash interest paid under the PIK.

The company's adjusted debt to EBITDA reached 10.5x in the fiscal
year ended March 31, 2019, and we forecast it will reduce to 9.4x
in 2020 and 9.1x in 2021. S&P said, "Our debt calculation includes:
EUR920 million term loan B (including the proposed EUR100 million
add-on and a $200 million euro-equivalent term loan B at Sebia and
Sam Bidco S.A.S.), EUR46 million of financial leases, and EUR6
million of pension and guarantees, among other debt. We also
include EUR381.5 million of convertible bonds and treat them as
debt, though they do not pay cash interest and mature after the
senior debt."

Excluding the convertible bonds, debt to EBITDA was 7.7x in 2019.
It will likely decrease toward 6.5x posttransaction, and then
decrease further to 6.0x by 2021. S&P said, "In our base case, we
do not forecast dividends, but we note that the proposed amended
securities and futures authority will allow payment if the net
leverage is below 6.0x versus 5.5x currently. In our view, the most
likely risk is if return to shareholders is above the cash that
Sebia generates."

The company has been focusing on organic expansion. It has only
completed one bolt-on acquisition, Interlab in 2016, an Italy-based
subsidiary that specializes in gel electrophoresis. S&P thinks
Sebia could make further bolt-on acquisitions but it understands it
will remain focused on organic expansion.

S&P said, "The positive outlook reflects our forecast that Sebia
will continue expanding rapidly while maintaining its high
profitability, and increase its FOCF generation to above EUR40
million per year. This should enable the company to reduce and
maintain adjusted leverage (excluding convertible bonds) to
6.0x-6.5x over the next 12-24 months. The outlook takes into
account our view that the company would finance any potential
mergers and acquisitions (M&A) or returns to shareholders with
available cash and without increasing debt. We also assume the
company will maintain its market share in multiple myeloma
diagnosis and increase its presence in emerging markets, notably
Asia."

An upgrade hinges on the company establishing a track record of
operating with debt to EBITDA, excluding the convertible bonds, of
6.0x-6.5x. This would require a disciplined financial policy
combined with strong operating performance.

S&P would revise the outlook to stable if the adjusted cash paying
debt to EBITDA increased above 6.5x. This would most likely happen
if shareholder distributions or M&A exceeded internally generated
cash.




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EVEX HOSPITAL: Fitch Affirms B+ LT IDR, Outlook Stable
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Fitch Ratings affirmed Georgia-based healthcare provider JSC Evex
Hospitals' Long-Term Issuer Default Rating of 'B+' with Stable
Outlook. It has simultaneously withdrawn the rating for commercial
reasons. Fitch will no longer provide ratings or analytical
coverage of the company.

The rating reflects a leading market position as the largest
hospital operator in the country and Fitch's expectation that Evex
will start generating positive free cash flow (FCF) and
deleveraging in 2019, following the completion of its sizeable
investment programme and the ramp-up of its two newly renovated
hospitals. The rating, however, remains constrained by Evex's
limited scale and diversification, the small addressable market,
and the less mature regulatory environment in which Evex operates.

Fitch also assumes that Evex will maintain good access to external
liquidity to cover refinancing needs, which is reflected in the
Stable Outlook.

The ratings were withdrawn with the following reason For Commercial
Purposes

KEY RATING DRIVERS

Demerger Neutral for Ratings: Fitch views the demerger of JSC
Medical Corporation Evex into JSC Evex Hospitals and JSC Evex
Clinics (Evex Clinics) in March 2019 as neutral for the rating
because most of the debt and EBITDA have remained with Evex and the
transaction was cashless. The demerger followed the decision of
Evex's parent, Georgia Healthcare Group PLC (GHG), to update its
group structure to ensure better management and businesses
oversight. Based on its estimates, the difference between Evex's
funds from operations (FFO) adjusted gross leverage and the one
also taking into account the clinics business is around 0.1x,
primarily because of lower capitalised leases for its hospitals
operations.

Rating Not Affected by Clinics Guarantee: Evex Clinics remains the
guarantor for a substantial part of Evex's debt (60% at end-June
2019); however, Fitch will not treat the cash flow of this entity
as being available for Evex's debt service as the guarantor has a
weaker credit profile and GHG's strategy is to manage these
businesses separately and reduce guaranteed debt over time.

Projected Deleveraging: Fitch projects Evex's FFO adjusted gross
leverage to fall in 2019, having remained above its negative rating
sensitivity of 3.5x in 2017 and 2018 (4.1x and 3.7x, respectively).
Deleveraging prospects are supported by its expectation that the
company will start generating positive FCF from 2019 due to lower
capex on completion of investments in hospitals and their
renovation. Evex's new strategy focuses on profitability
improvements and organic revenue growth, so Fitch expects total
capex not to exceed GEL70 million over 2019-2021 (2016-2018: GEL242
million).

Dividends Assumed from 2020: Fitch expects the company to start
paying dividends from 2020 once it deleverages and creates
comfortable headroom under the covenants within its loans from
development banks (maximum net debt-to-EBITDA of 2.5x). Fitch
assumes dividends to be 30% of net profit, which is aligned with
GHG's recently adopted dividend policy of a 20%-30% pay-out ratio.

Largest Healthcare Provider in Georgia: The rating reflects Evex's
strong market position as the largest healthcare provider in
Georgia with a network of hospitals. Its business profile benefits
from an established position with a 21% market share by number of
beds at June 2019, a wide gap between Evex and its closest
competitor and a lack of visible threat from international
companies entering the market. Evex also enjoys opportunities from
growing demand for healthcare services and from the consolidation
of a highly fragmented market. This balances the company's small
scale (2018 EBITDAR: GEL74 million or USD28 million) compared with
international peers'.

Dependence on Government Reimbursements: Evex derives a major part
of its revenue (1H19: 69%) from government reimbursements under
state healthcare programmes favouring private healthcare
investments, and this supports its business risk profile. Fitch
views this as positive for Evex's credit profile, taking into
account a smooth reimbursement mechanism and the ability of
healthcare providers to set their own prices.

Regulatory Risk: The rating incorporates risks from potential
adverse changes in the regulatory environment, which is still
evolving in the country, as illustrated in 2017, when the
government reduced coverage under its universal healthcare
programme and reimbursements for intensive care.

EBITDA Growth Forecast: Fitch's rating case assumes that Evex will
continue growing its EBITDA in 2019-2022 based on improving
occupancy rates leading to positive operating leverage, market
share gains in existing and new medical services, increasing
patient admissions from synergies with polyclinics and the
development of medical tourism. Fitch believes that cost savings
from digitalisation of the billing system and other initiatives
will be sufficient to fund investments in marketing and other
potential cost increases, such as pension contributions under new
pension system effective from 2019.

Limited FX Risks: In its peer analysis, Evex stands out from other
rated Georgian corporates due to its limited exposure to FX risks.
At end-June 2019, 72% of its debt was in Georgian lari, matching
the currency of its operating cash flow, while around half of the
remaining hard-currency exposure was hedged with derivatives. Also,
the company fixes exchange rates in import contracts for medical
supplies and devices.

Ring-Fenced from GHG: The rating assumes that Evex remains
ring-fenced from its parent, GHG, and sister companies (except the
clinics business), as outlined in its agreements on long-dated
loans from development banks. Its view on ring-fencing is supported
by a recent cancellation of the guarantee Evex previously provided
for a loan raised by its sister company operating pharmacies. Any
material loosening of the current arrangements, including
larger-than-expected upstreaming of dividends and/or cash deployed
for other GHG activities may constitute a negative rating event.

DERIVATION SUMMARY

Evex operates in a less mature regulatory environment and has
substantially smaller scale (as measured by revenue and EBITDAR)
than other Fitch-rated healthcare providers, which does not allow
it to tolerate similar levels of leverage. This weakness in
business risk profile explains the differences in ratings between
Evex and Germany-based leading international healthcare company
Fresenius Medical Care AG & Co. KGaA (BBB-/Stable) and US-based
Universal Health Services, Inc. (BB+/Stable), despite Evex's
conservative capital structure. Evex is rated one notch above
US-based Tenet Healthcare Corp. (B/Positive) and Finland-based
Mehilainen Yhtyma Oy (B/Stable) primarily due to its substantially
lower leverage.

No Country Ceiling, parent-subsidiary linkage or operating
environment aspects w ere in effect f or this rating.

KEY ASSUMPTIONS

Fitch's Key Assumptions Within Its Rating Case for the Issuer

  - No reduction in government healthcare spending or adverse
change in industry regulation

  - Revenue to grow 11% in 2019, supported by the ramp-up of
renovated hospitals and introduction of new services, then 5%-7%
over 2020-2022 on market growth and the company's focus on medical
tourism

  - Gradual improvement in EBITDA margin driven by operational
excellence, digitalisation and the ramp-up of new hospitals

  - Capex declining to around GEL20 million-GEL 25 million a year
over 2020-2022, resulting from the completion of the investment
cycle and no material capital-intensive projects in the medium
term

  - No material deterioration in working capital turnover

  - No dividends until 2020, with a 30% pay-out thereafter

  - No buyout of minorities stakes in hospitals

  - No material debt-funded M&A or cash support to GHG or sister
companies

RATING SENSITIVITIES

Not applicable as the rating has been withdrawn.

LIQUIDITY AND DEBT STRUCTURE

Weak but Manageable Liquidity: At end-June 2019, Evex's cash
balance of GEL2.9 million and Fitch-estimated positive FCF w ere
not sufficient to cover short-term debt of GEL33.6 million,
consisting primarily of amortisation payments under loans from
development banks. A local bond placement planned in October 2019
may strengthen the company's liquidity. Fitch expects Evex to be
able to obtain necessary funding from local banks to cover
liquidity needs. Maintaining good relationship with local banks is
key to Evex's liquidity access as the company has no undrawn
committed lines, which is common among Georgian corporates.




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LANDESBANK BADEN-WUERTTEMBERG: Moody's Rates EUR1.5B Notes (P)Ba1
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Moody's Investors Service assigned (P)Ba1 ratings to Landesbank
Baden-Wuerttemberg's EUR1.5 billion "Additional Tier 1 Notes
Programme". The ratings assigned refer to "low-trigger" Additional
Tier 1 (AT1) instruments, to be issued under this programme, only,
with a trigger level of 5.125% CET1.

RATINGS RATIONALE

The (P)Ba1 rating assigned to LBBW's AT1 programme takes into
account the instrument's undated deeply subordinated claim in
liquidation as well as its non-cumulative coupon deferral features.
The rated AT1 securities to be issued under the programme are
'low-trigger' AT1 instruments, senior only to LBBW's capital
instruments that qualify as Common Equity Tier 1 (CET1). In
addition, the instrument's principal is subject to a write-down on
a contractual basis if: LBBW's consolidated or standalone CET1
ratio falls below 5.125%; and/or a competent resolution authority
determines that the conditions for a write-down of the instrument
are fulfilled and orders such a write-down as a measure to prevent
in the solvency.

According to Moody's framework for rating non-viability securities
under its bank rating methodology, the agency typically positions
the rating of low-trigger AT1 securities three notches below the
bank's Adjusted Baseline Credit Assessment (BCA). One notch
reflects the high loss-given-failure that these securities are
likely to face in a resolution scenario, due to their deep
subordination, small volume and limited protection from residual
equity. Moody's rating for non-viability securities also
incorporates two additional notches to reflect the higher risk
associated with the non-cumulative coupon skip mechanism, which
could take effect prior to the issuer reaching the point of
non-viability.

The ratings reflect LBBW's baa1 Adjusted BCA; a high
loss-given-failure for the AT1 instrument under Moody's Advanced
Loss Given Failure (LGF) analysis, which results in a position one
notch below the bank's Adjusted BCA; and the instrument's coupon
skip mechanism and write-down features, which reduce the rating by
an additional two notches.

Factors That Could Lead to an Upgrade/Downgrade

An upgrade of LBBW's AT1 programme ratings would be subject to an
upgrade of its BCA.

Upward pressure on LBBW's BCA could develop by the evolution of a
more broadly diversified lending book, thereby reducing material
sector concentration risks, in combination with a meaningful and
sustained reduction in the bank's reliance on capital
market-sensitive funding or a material increase in liquid
resources.

A downgrade of LBBW's AT1 programme ratings could result from a
multi-notch downgrade of its BCA; developments within the
Sparkassen-Finanzgruppe (Aa2 stable, a2) that would trigger a
reduction in its affiliate support assumptions.

Moody's may also consider a wider notching between LBBW's Adjusted
BCA and the AT1 ratings, if LBBW's capitalisation and subsequently
its available distributable items for instrument coupon payments,
were to weaken beyond Moody's expectations.

Downward pressure on LBBW's BCA could result from a significant
deterioration in its overall credit profile, especially if caused
by significantly higher-than-expected loan-loss charges or an
unexpected and sustained weakening in the bank's capital adequacy
metrics.

LIST OF AFFECTED RATINGS

Issuer: Landesbank Baden-Wuerttemberg

Assignments:

Preferred Stock Non-cumulative Medium-Term Note Program (Local and
Foreign Currency), assigned (P)Ba1


UNITYMEDIA GMBH: Moody's Withdraws B1 CFR on Insufficient Info
--------------------------------------------------------------
Moody's Investors Service withdrawn Unitymedia GmbH's B1 corporate
family rating and B1-PD probability of default rating.
Concurrently, Moody's has withdrawn the Ba3 instrument rating on
the senior secured notes issued by Unitymedia Hessen GmbH & Co. KG
and the B3 instrument rating on the senior unsecured notes issued
by Unitymedia GmbH. Prior to withdrawal the ratings were under
review for upgrade.

RATINGS RATIONALE

Moody's has decided to withdraw the ratings because it believes it
has insufficient or otherwise inadequate information to support the
maintenance of the ratings. This reflects the fact that the rating
agency does not have access to the legal documentation pertaining
to the shareholder loans provided to the company to fund the
repayment of its credit facilities and the expectation that
Unitymedia will not produce stand-alone consolidated audited
accounts going forward.

Unitymedia is the second-largest cable operator (provider of basic
and enhanced video, internet and telephony services) in Germany by
number of customers. The company was acquired by Vodafone Group Plc
(Baa2 negative) on July 31, 2019 as part of Vodafone's acquisition
of Liberty Global plc's (Ba3 stable) German, and certain Central
and Eastern European assets.




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ANCHORAGE CAPITAL 3: Moody's Gives (P)B3 Rating to Class F Notes
----------------------------------------------------------------
Moody's Investors Service, announced that it has assigned the
following provisional ratings to notes to be issued by Anchorage
Capital Europe CLO 3 DAC:

EUR248,000,000 Class A Senior Secured Floating Rate Notes due 2032,
Assigned (P)Aaa (sf)

EUR16,000,000 Class B-1 Senior Secured Floating Rate Notes due
2032, Assigned (P)Aa2 (sf)

EUR22,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2032,
Assigned (P)Aa2 (sf)

EUR26,000,000 Class C Senior Secured Deferrable Floating Rate Notes
due 2032, Assigned (P)A2 (sf)

EUR26,000,000 Class D Senior Secured Deferrable Floating Rate Notes
due 2032, Assigned (P)Baa3 (sf)

EUR24,000,000 Class E Senior Secured Deferrable Floating Rate Notes
due 2032, Assigned (P)Ba3 (sf)

EUR10,000,000 Class F Senior Secured Deferrable Floating Rate Notes
due 2032, Assigned (P)B3 (sf)

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

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 its methodology.

Anchorage Capital Europe CLO 3 is a managed cash flow CLO. At least
90% of the portfolio must consist of secured senior loans or senior
secured bonds and up to 10% of the portfolio may consist of
unsecured senior obligations, second-lien loans, high yield bonds
and mezzanine obligations. The portfolio is expected to be
approximately 62.5% ramped up as of the closing date and to be
comprised predominantly of corporate loans to obligors domiciled in
Western Europe. The remainder of the portfolio will be acquired
during the ramp-up period in compliance with the portfolio
guidelines.

Anchorage Capital Group, L.L.C. ("Anchorage Capital") will manage
the CLO. It will direct the selection, acquisition and disposition
of collateral on behalf of the Issuer and may engage in trading
activity, including discretionary trading, during the transaction's
four and a half years reinvestment period. Thereafter, purchases
are permitted using principal proceeds from unscheduled principal
payments and proceeds from sales of credit risk or credit improved
obligations, and are subject to certain restrictions.

In addition to the seven classes of notes rated by Moody's, the
Issuer will issue EUR 39.28M of Subordinated Notes which will not
be 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
March 2019.

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

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

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

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

Target Par Amount: EUR 400,000,000

Diversity Score: 40

Weighted Average Rating Factor (WARF): 2895

Weighted Average Spread (WAS): 3.5%

Weighted Average Coupon (WAC): 4.25%

Weighted Average Recovery Rate (WARR): 43.5%

Weighted Average Life (WAL): 8.5 years

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


ANCHORAGE CAPITAL 3: S&P Assigns Prelim B-(sf) Rating on F Notes
----------------------------------------------------------------
S&P Global Ratings assigned its preliminary credit ratings to
Anchorage Capital Europe CLO 3's class A, B-1, B-2, C, D, E, and F
notes. At closing, the issuer will also issue unrated subordinated
notes.

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

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

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

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

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

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

  Portfolio Benchmarks
  Current
  S&P weighted-average rating factor      2,621
  Default rate dispersion                 517
  Weighted-average life (years)           5.80
  Obligor diversity measure               81.79
  Industry diversity measure              18.34
  Regional diversity measure              1.56

  Transaction Key Metrics
  Current
  Total par amount (mil. EUR)             400
  Defaulted assets (mil. EUR)             0
  Number of performing obligors           106
  Portfolio weighted-average rating
    derived from our CDO evaluator        'B'
  'CCC' category rated assets (%)         0
  Covenanted 'AAA'
    weighted-average recovery (%)         37.05
  Covenanted weighted-average spread (%)  3.50
  Covenanted weighted-average coupon (%)  4.25

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

"In our cash flow analysis, we used the EUR400 million par amount,
the covenanted weighted-average spread of 3.50%, the covenanted
weighted-average coupon of 4.25%, and the covenanted
weighted-average recovery rates for all rating levels. We applied
various cash flow stress scenarios, using four different default
patterns, in conjunction with different interest rate stress
scenarios for each liability rating category. Our credit and cash
flow analysis indicates that the available credit enhancement for
the class B to D notes could withstand stresses commensurate with
higher rating levels than those we have assigned. However, as the
CLO will be in its reinvestment phase starting from closing, during
which the transaction's credit risk profile could deteriorate, we
have capped our preliminary ratings assigned to the notes.

"We expect that the transaction's documented counterparty
replacement and remedy mechanisms will adequately mitigate its
exposure to counterparty risk under our current counterparty
criteria.

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

"At closing, we consider that the transaction's legal structure
will be bankruptcy remote, in line with our legal criteria.

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

The transaction securitizes a portfolio of primarily senior secured
leveraged loans and bonds, and will be managed by Anchorage Capital
Group LLC.

  Ratings List

  Anchorage Capital Europe CLO 3

  Class    Preliminary rating    Preliminary
                              amount (mil. EUR)

  A        AAA (sf)              248.00
  B-1      AA (sf)                16.00
  B-2      AA (sf)                22.00
  C        A (sf)                 26.00
  D        BBB (sf)               26.00
  E        BB- (sf)               24.00
  F        B- (sf)                10.00
  Subordinated    NR              39.28

  NR--Not rated.


EUROPEAN RESIDENTIAL 2019-PL1: Moody's Rates Class F Notes B3
-------------------------------------------------------------
Moody's Investors Service assigned defintive ratings to Notes
issued by European Residential Loan Securitisation 2019-PL1 DAC:

EUR356,449,000 Class A Residential Mortgage Backed Floating Rate
Notes due March 2063, Definitive Rating Assigned Aaa (sf)

EUR64,195,000 Class B Residential Mortgage Backed Floating Rate
Notes due March 2063, Definitive Rating Assigned Aa2 (sf)

EUR37,165,000 Class C Residential Mortgage Backed Floating Rate
Notes due March 2063, Definitive Rating Assigned A1 (sf)

EUR32,097,000 Class D Residential Mortgage Backed Floating Rate
Notes due March 2063, Definitive Rating Assigned Baa2 (sf)

EUR32,773,000 Class E Residential Mortgage Backed Floating Rate
Notes due March 2063, Definitive Rating Assigned Ba1 (sf)

EUR41,558,000 Class F Residential Mortgage Backed Floating Rate
Notes due March 2063, Definitive Rating Assigned B3 (sf)

Moody's has not assigned any ratings to the EUR 111,496,000 Class Z
Residential Mortgage Backed 5.0 per cent. Notes due March 2063 and
the EUR 100,000 Class X Residential Mortgage Backed Notes due March
2063.

RATINGS RATIONALE

The Notes are backed by a pool of Irish residential mortgage loans
originated by Permanent tsb p.l.c. (Baa3/P-3 and Baa1(cr)/P-2(cr))
and acquired by LSF XI Glas Investments DAC. This represents the
5th issuance out of the European Residential Loan Securitisation
sponsored by Loan Star International Finance DAC ("Loan Star",
NR).

The portfolio is serviced by Start Mortgages DAC. The servicing
activities performed by Start are monitored by the issuer
administration consultant, Hudson Advisors Ireland DAC ("Hudson",
NR). Hudson has also been appointed as back-up servicer facilitator
to assist the issuer in finding a substitute servicer in case the
servicing agreement with Start is terminated.

The portfolio of assets amount to approximately EUR 675.7 million
as of the pool cut-off date. The General Reserve Fund will be
funded to 3% of the total Notes balance at closing and the total
credit enhancement for the Class A Notes will be 45%.

The ratings are primarily based on the credit quality of the
portfolio, the structural features of the transaction and its legal
integrity.

According to Moody's, the transaction benefits from various credit
strengths such as a granular portfolio and seasoned portfolio.
However, Moody's notes that the transaction features some credit
weaknesses such as an unrated servicer and significant presence of
reperforming and restructured loans. Various mitigants have been
included in the transaction structure such as a back-up servicer
facilitator which is obliged to appoint a back-up servicer if
certain triggers are breached, as well as a principal to pay
interest for all the classes subject to a trigger of PDL being less
than 10% for Classes B to F.

Moody's determined the portfolio lifetime expected loss of 11.5%
and Aaa MILAN credit enhancement of 42% related to borrower
receivables. The expected loss capture its expectations of
performance considering the current economic outlook, while the
MILAN CE captures the loss Moody's expects the portfolio to suffer
in the event of a severe recession scenario. Expected defaults and
MILAN CE are parameters used by Moody's to calibrate its lognormal
portfolio loss distribution curve and to associate a probability
with each potential future loss scenario in the ABSROM cash flow
model to rate RMBS.

Portfolio expected loss of 11.5%: This is in line with the Irish
reperforming RMBS sector and is based on Moody's assessment of the
lifetime loss expectation for the pool taking into account: (i) the
collateral performance of the portfolio loans to date, as provided
by the servicer and observed in previously securitised portfolios
from the same originator; (ii) the current macroeconomic
environment in the Ireland and the impact of future interest rate
rises on the performance of the mortgage loans; and (iii) the
potential drift in performance of the re-performing loan upon a
mild negative macroeconomic environment.

MILAN CE of 42%: This is in line with the Irish reperforming sector
average and follows Moody's assessment of the loan-by-loan
information taking into account the following key drivers: (i) the
WA CLTV at around 105.2%; (ii) the restructured loans accounting
for 75.6% of the portfolio; (iii) 15% of the loans in the pool are
split loans, meaning each loan is separated in two parts, an
amortizing performing one, and a non amortizing and non
cash-flowing portion; (iv) loans in arrears more than 90 days have
been excluded from the pool; (v) the well-seasoned portfolio of
around 12 years; and (vi) benchmarking with other comparable Irish
RMBS transactions.

Operational risk analysis: Start acts as the servicer of the
portfolio during the life of the transaction. In addition, Hudson
acts as back-up servicer facilitator. U.S. Bank Global Corporate
Trust Limited was appointed as independent cash manager at closing.
To ensure payment continuity over the transaction's lifetime, the
transaction documents incorporate estimation language according to
which the cash manager, will prepare the payment report based on
estimates if the servicer report is not available.

Interest Rate Risk Analysis: The portfolio comprises floating rate
loans linked to standard variable 22% and floating rate loans
linked to ECB rate 70%, while the remaining 8% of the portfolio
corresponds to fixed rate loans. The majority of fix rate loans do
not bear an interest rate and also this loans are also the ones
with the longest weighted average life, therefore the yield of the
pool will compress as the SVR and ECB amortise. The rated Notes pay
1-month Euribor plus a spread. There is a cap in the transaction to
mitigate the fixed-floating rate risk and the basis risk. Moody's
has taken those risks into consideration in deriving the portfolio
yield.

The principal methodology used in these ratings was "Moody's
Approach to Rating Securitizations Backed by Non-Performing and
Re-Performing Loans" published in February 2019.

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

Factors that may lead to an upgrade of the ratings include,
significantly better than expected performance of the pool and
increase in the credit enhancement of the Notes.

Factors that may cause a downgrade of the ratings include,
significantly different realized losses compared with its
expectations at close, due to either a change in economic
conditions from its central scenario forecast or idiosyncratic
performance. For instance, should economic conditions be worse than
forecast, the higher defaults and loss severities resulting from a
greater unemployment, worsening household affordability and a
weaker housing market, could result in downgrade of the ratings. A
deterioration in the Notes available credit enhancement could
result in a downgrade of the ratings. Additionally, counterparty
risk could cause a downgrade of the ratings due to a weakening of
the credit profile of transaction counterparties. Finally,
unforeseen regulatory changes or significant changes in the legal
environment may also result in changes of the ratings.




=========
M A L T A
=========

VISTA GLOBAL: Fitch Assigns 'B' IDR, Outlook Positive
-----------------------------------------------------
Fitch Ratings assigned Vista Global Holding Limited a Long-Term
Issuer Default Rating of 'B' with a Positive Outlook.

Fitch has also assigned a senior unsecured rating of 'B+' to the
USD550 million 10.5% bonds due in 2024 and issued by VistaJet Malta
Finance P.L.C. and XO Management Holding, Inc. (XO) with a Recovery
Rating of 'RR3'. The bonds are guaranteed by Vista Global as well
as XO Group Holding Limited and VistaJet Group Holding Limited and
their main subsidiaries.

The ratings of Vista Global reflect changes in its business profile
through M&A, some volatility embedded in its on-demand services, a
liquidity profile that is dependent on refinancing and high
leverage metrics. Positively the ratings reflect its global scale
in a highly fragmented market, diversification by geography and
across all the asset-light services range and a large share of
contracted revenue. Its business profile benefits from a higher
cash flow visibility, higher cost base flexibility and customers
more resilient to economic cycles than commercial airlines.
Forecast de-leveraging supports a Positive Outlook.

Fitch has withdrawn VistaJet's and XO's Long-term IDRs as Vista
Global is undergoing a reorganisation. Accordingly, Fitch will no
longer provide IDRs for VistaJet and XO.

KEY RATING DRIVERS

Full Range of Asset-light Services: The business profile of Vista
Global benefits from its coverage of the full spectrum of
asset-light services as an alternative to aircraft ownership and
which range from shared services and on-demand charter at XO to
guaranteed availability based on contracts at VistaJet. The group's
global platform is supported by the acquisition of JetSmarter, an
online booking and automated distribution technology platform, in
May 2019, which should stimulate additional demand and help
maximise fleet utilisation.

Fitch believes Vista Global's full range of asset-light solutions
will enable the group to benefit from the growth of this segment in
the business aviation market, which has expanded more rapidly than
that of partial or full asset ownership over the last six years.

Global Footprint: Global scale with a strong network and customer
base diversity are one of Vista Global's competitive advantages.
About half of its revenue is derived from North America, with the
other half equally split between Europe and other regions. Despite
the group's focus on corporate clients and high net worth
individuals and some concentration in financial services, its
customer base remains diversified with no client accounting for
more than 2% of its total revenue.

An extensively diversified network along with a floating fleet (no
home bases for aircraft) and a combination of contracted and
on-demand services should, in its view, enable the group to improve
operational efficiency, fleet utilisation and weather seasonality.

Operations in Fragmented Market: Although Vista Global is the
second- largest operator by hours flown in the global business
aviation sector, its global market share of occupied hours is only
2.6%. Such a fragmented market provides growth opportunities for
stronger players like Vista Global, which, however, are also
subject to strong competitive pressures.

Good Cash Flow Visibility: Fitch expects Vista Global to continue
generating broadly stable cash flows, supported by over 50% of the
group's revenue being on average three year take-or-pay contracts
with a USD1.7 billion of contractual backlog and a high customer
retention rate. On-demand services, which are responsible for most
of the remaining revenue, are less predictable. However, they are
underpinned by the group's large exposure to the US, the largest
private jet market in the world with stable demand dynamics,
efficient fleet management and the integration of JetSmarter's
digital booking platform.

Higher Resilience than Commercial: While Vista Global is much more
resilient to cyclicality than commercial airlines, it is still
exposed to general economic trends especially in emerging markets.
This is somewhat offset by strong geographic diversity of its
operations, a trend towards outsourcing of jet ownership during
downturns (50% cost advantage of asset-light model vs. ownership)
and a large share of contracted revenues.

Capex May Increase: Vista Global has generally completed its
ambitious growth capex phase and is now focused on monetising its
existing fleet through higher utilisation. However, Fitch expects
the group to resume growth capex but at a more manageable level.
Its planned capex increase over 2020-2023 is driven by investments
in new aircraft for VistaJet as its approaches the targeted maximum
utilisation of its existing fleet and purchase of additional
aircraft for XO to shift off-fleet demand to on-fleet generating
higher margins. At the same time, Fitch forecasts Vista Global to
generate positive free cash flow (FCF; excluding finance lease
payments) on average over 2019-2023. The group does not plan to pay
dividends.

Deleveraging Expected: Fitch forecasts Vista Global to continue its
deleveraging over 2019-2023 with funds from operations (FFO) gross
adjusted leverage declining to slightly over 7x in 2019 and to
below 6x in 2021 from almost 9x in 2018. This supports the Positive
Outlook. The improvement in credit metrics is driven by higher
EBITDA mainly through improvement in aircraft utilisation at
VistaJet and deployment of additional aircraft at VistaJet and XO.
The group's profitability is high compared with that of commercial
airlines.

Consolidated Profile: Its analysis is based on a consolidated
profile of Vista Global. Fitch views the legal, operational and
strategic ties between Vista Global and its opcos - VistaJet and XO
- as strong. VistaJet accounted for about 80% of Vista Global's
reported EBITDA in 2Q19 while XO was largely responsible for the
remaining 20%. Both companies are important for implementing the
group's strategy as a leader in asset-light services in business
aviation. The bonds issued by XO and VistaJet Malta Finance PLC are
guaranteed by Vista Global as well as by XO Group Holding Limited
and VistaJet and their key subsidiaries. All back office functions
are being integrated at Vista Global, which is expected to be
finalised by mid-2020, and the group is run centrally with cash
pooling set up at the group level.

DERIVATION SUMMARY

Fitch views Vista Global as operating a niche product, which is
differentiated from airlines in terms of its cost and revenue
structures. Vista Global's large share of revenue under take-or-pay
contracts, with a customer base that is more resilient to economic
cycles and floating fleet are key differentiating factors compared
with commercial airlines, which support the group's higher debt
capacity compared with many airlines rated in the 'B' category.
Vista Global offers both lower all-in cost and higher flexibility
than partial or full asset ownership model.

KEY ASSUMPTIONS

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

  - Number of aircraft to gradually start growing from 2020.

  - Average fleet yield to remain stable.

  - Utilisation for VistaJet below management plan with gradual
increase every year for the next five years. Utilisation increase
to 950 hours per aircraft in 2019 from 886 hours for 2018.

  - Slow marginal decline in ferry factor for XO.

  - No dividend payout over the next five years.

  - Capex in line with management plan.

KEY RECOVERY RATING ASSUMPTIONS

  - The recovery analysis assumes that Vista Global would be
liquidated in bankruptcy rather than reorganised as a going
concern.

  - A 10% administrative claim.

Liquidation Approach

  - The liquidation estimate reflects Fitch's view of the value of
balance-sheet assets that can be realised in sale or liquidation
processes conducted during a bankruptcy or insolvency proceeding
and distributed to creditors.

  - Finances leases are not in recovery waterfall.

  - Revolving credit facility (RCF) of USD26 million is assumed to
be fully drawn.

  - Taking into account its Country-Specific Treatment of Recovery
Ratings Criteria, its waterfall analysis generated a ranked
recovery in the 'RR3' band, indicating a 'B+' instrument rating.
The waterfall analysis output percentage on current metrics and
assumptions was 70%.

RATING SENSITIVITIES

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

  - FFO adjusted gross leverage consistently lower than 6x, FFO
fixed-charge cover above 2x along with continued improvement in
aircraft utilisation rates leading to improvement in profit margins
and high revenue visibility.

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

  - FFO adjusted gross leverage sustainably above 8x, decline in
FFO fixed-charge cover below 1.5x, or reduction in the group's
contracted revenue to below 30% of total revenue.

  - The notes' rating may also be downgraded if its expectation for
recovery rates falls below 51%.

  - A revision of Outlook to Stable from Positive could be driven
by inability to continue on the expected deleveraging path, which
could result from a significant decline in profitability and the
use of FCF to fund capex or shareholder returns.

LIQUIDITY AND DEBT STRUCTURE

Vista Global's liquidity is tight but manageable. The group had
cash of USD56 million and a RCF of USD26 million versus short-term
debt of USD262 million at end-Q219. The short-term debt relates
mainly to VistaJet's aircraft financing, which the company has so
far been successful in refinancing. During 2019, VistaJet repaid
its USD300 million unsecured notes due 2020 and XO repaid USD210
million of term loan through the issue of USD550 million of senior
unsecured notes due in 2024. Fitch forecasts Vista Global's FCF to
be positive in 2019, and to turn negative in 2020 due to an
increase in discretionary growth capex before recovering to
positive territory in 2021.




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

TURK HAVA YOLLARI: S&P Affirms 'B+' LT ICR Amid Rising Leverage
---------------------------------------------------------------
S&P Global Ratings affirmed its 'B+' long-term issuer credit rating
on government-related entity (GRE) Turk Hava Yollari A.O. (Turkish
Airlines; THY).

S&P said, "We expect Turkish Airlines' financial leverage to
increase, with S&P Global Ratings-adjusted FFO to debt falling to
14%-15% in 2019 from 23% in 2018, due to largely debt-funded fleet
expansion and soft earnings. Although the deteriorating financial
risk profile remains commensurate with the 'B+' rating, we believe
financial leeway under the current rating has diminished."

THY is continuing with its fleet expansion and renewal program to
add over 200 new-generation aircraft by 2023. The plan points to
significant capital investments and rising debt levels during 2019
and 2020, assuming that Boeing 737 MAX planes obtain the necessary
approvals to fly and new planes are delivered from the beginning of
2020. S&P believes that THY's larger and newer fleet will stimulate
passenger growth, fuel efficiency, and profitability. However, the
airline is also undertaking large capital expenditure (capex) after
it moved to its new Istanbul airport hub this year, which will
further burden cash flow in 2019 and 2020.

THY's earnings have fallen short of our previous expectations and
we expect its 2019 S&P Global Ratings-adjusted EBITDA to be lower,
at $2.2 billion-$2.3 billion, than the $2.7 billion generated in
2018. This is because THY has encountered and still faces several
operational headwinds, such as soft passenger traffic from Europe,
the grounding of Boeing 737 MAX aircraft, delayed deliveries of
Airbus 321neo aircraft, and flight cancellations associated with
the relocation to Istanbul airport. Furthermore, higher fuel and
staff expenses, rising costs after the move to the newer and larger
airport, and inefficiencies linked to the Boeing 737 MAX withdrawal
weigh on THY's unit cost (CASK). Higher passenger volumes and a
recovery in yields should drive a turnaround in adjusted EBITDA in
2020 to reach $2.7 billion-$2.8 billon, as detailed in our
base-case assumptions below. S&P also acknowledges that THY retains
lower CASK compared with legacy carrier peers.

The grounding of the Boeing 737 MAX and delayed deliveries of
Airbus 321neos have slowed THY's capacity growth plans. As of June
30, 2019, THY's fleet consisted of 12 Boeing 737 MAX planes, with
63 on order. If the Boeing 737 MAX withdrawal drags on, this might
result in THY having to meet its capacity needs using older
aircraft that it would have otherwise retired and/or exploring
potential wet lease options in 2020, which would hinder the
improvement in unit cost and add to maintenance spending.

THY relocated relatively smoothly to the new Istanbul airport from
Ataturk airport in second-quarter 2019. The relocation is essential
for THY as Ataturk airport had limited slots, which constrained
capacity growth. The new, much larger, airport offers significantly
more operational capacity and flexibility, which combined with
enhanced customer experience should elevate THY's competitive
position. However, the new airport comes with higher operating
expenditure (opex) and extra runway capacity, which will likely
attract new entrants in the medium term.

S&P said, "We believe that the economic benefits from Turkish
lira-denominated opex, which accounted for about 27% of THY's total
opex in first-half 2019, will continue to outweigh the economic
disadvantages resulting from local-currency-denominated revenue,
which accounted for about 11% of total revenue in the same period.
We note that the weaker Turkish lira and resulting lower holiday
prices typically attract inbound passenger traffic, mainly foreign
tourists and Turkish citizens living abroad (both accounting for
about 80% of THY's revenue), and prop up load factors for THY."
However, the weaker currency also translated into a decline in
domestic demand in the first nine months of 2019. In addition,
regional security remains a concern. Apart from geopolitical
repercussions, any deterioration in security could decrease tourism
flows.

S&P's assessment of THY's business risk profile reflects its
participation in the cyclical and price-competitive airline
industry. Further business profile constraints are THY's
significant exposure to the local tourism industry and volatile
fuel prices, which are a recurring source of cost pressure and
potential drag on profitability. These weaknesses are partly offset
by the company's strong market position at its primary hub in
Istanbul (where it is by far the leading operator), its generally
good grip on cost control, and its young and attractive fleet. THY
benefits from a sizable home market in Turkey, and Istanbul's
geographic position, which allows the company to connect a large
proportion of Europe, the Middle East, Central Asia, and Africa.
Furthermore, flying is often the only convenient method of
transportation in Turkey, since the country is mountainous and
land-based infrastructure is not fully developed.

S&P said, "We view THY as a GRE because it provides Turkey with an
essential service and has strong operational and ownership links
with the government. We therefore link our rating on THY to that on
the sovereign. Furthermore, we do not consider the airline
protected from extraordinary negative government intervention and
do not rate THY higher than Turkey.

"The stable outlook reflects that on Turkey. It is also based on
our expectation that THY will increase its EBITDA in 2020, after
weak earnings in 2019, to counterbalance rising debt to fund new
planes and stabilize financial metrics, including adjusted funds
from operations (FFO) to debt of 15%-16%.

"A downgrade of Turkey, which could stem from an increasing
likelihood of a systemic banking crisis with the potential to
undermine the country's fiscal position, or materially weaker
economic growth than our projections, would lead to a similar
rating action on THY.

"We could also lower the rating if we believed that THY's operating
performance and cash flow generation were set to weaken. This could
either be because of a drop in passenger volumes due to increased
regional security concerns, or intense competition preventing THY
from raising ticket prices to compensate for cost inflation, and
could result in adjusted FFO to debt falling below 12% on a
prolonged basis.

"We would lower the rating if THY's liquidity position
deteriorated, for example, because the airline generated lower than
we forecast FFO and/or it was unable to secure funding for its
upcoming significant capex.

"We would raise the rating on THY if we raised the rating on
Turkey." This could happen if the government successfully devised
and implemented a credible and transparent economic adjustment
program that bolsters confidence in banks and the economy, while
reducing balance-of-payments risks and bringing a sustained decline
in inflation.

An upgrade would also depend on whether THY's stand-alone credit
profile (SACP) was supportive of a higher rating.




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

KERNEL HOLDINGS: Fitch Rates $300MM Sr. Unsec. Bond 'BB-'
---------------------------------------------------------
Fitch Ratings assigned Kernel Holding S.A.'s new USD300 million
bond due in 2024 a final senior unsecured rating of 'BB-' with a
Recovery Rating of 'RR4' (50%). The final rating is in line with
the expected rating that Fitch assigned to this bond issue on
September 30, 2019 and follows the pricing and receipt of the final
documentation, which conform to the information already received.

KEY RATING DRIVERS

Average Recovery for Bondholders: The new USD300 million bond's
'BB-'/'RR4' rating is aligned with the rating on the outstanding
USD500 million bond due 2022. The new Eurobond is senior unsecured
debt issued by Kernel Holding S.A. and guaranteed on a senior basis
by the group's major operating subsidiaries, which are responsible
for 101.5% of the group's aggregated net assets and 98% of adjusted
EBITDA. Part of Kernel's remaining debt, amounting to USD161
million at FYE19, is senior secured and includes part of working
capital facility and capex lines. Nevertheless, given that the
amount of secured debt does not exceed 2.0 to 2.5x EBITDA, Fitch
believes there is no material subordination for unsecured debt.

Global Commodity Seller: Kernel's Local-Currency (LC) IDR is above
Ukraine's LC IDR of 'B', reflecting Fitch's view that the group's
increasing commodities export operations to global markets, also
facilitated by the Avere trading unit, justify a higher assessment
of the overall operating environment applied to Kernel's credit
profile compared with that of Ukraine, where the majority of the
company's assets is located. Kernel's overall operating environment
score also benefits from its access to diversified funding sources,
not limited to Ukraine's banking system, with the majority of
credit facilities represented by a Eurobond, pre-export finance
facilities provided by international banks and loans provided by
multilateral lending institutions, confirming its good access to
external liquidity.

Rating Sustainability Above Country Ceiling: Kernel's
Foreign-Currency (FC) IDR is two notches above Ukraine's Country
Ceiling of 'B' and the same level as the company's LC IDR. The
uplift is justified by its expectation that the group will maintain
substantial offshore cash balances and a comfortable schedule of
repayments for its FC debt, resulting in a hard-currency debt
service ratio sustainably above 1.5x over FY20-FY21 with sufficient
headroom (FYE19: 1.7x).

Improving Diversification: Kernel is reducing its reliance on a
single commodity, sunflower oil, with growing grain trading
operations (primarily corn, wheat and barley) with the oilseed
processing segment contributing only 28% of the group EBITDA in
FY19 (before unallocated costs). In addition, Kernel continues to
invest in infrastructure by increasing handling, storing and
transportation capacity, which should not only support the
resilience of its margins but also generate additional EBITDA. The
acquisition of a railcars business, RTK-Ukraine, in 2019, the
construction of a new grain export terminal in the Black Sea, as
well as the construction of new biomass co-generation power plants
should contribute to greater diversification and resilience of the
group's profits.

Concentrated Commodities Sourcing: Kernel remains largely reliant
on Ukraine for sourcing commodities it sells into the global
markets. This exposes it to risks of a contraction in the Ukrainian
harvest. However, Fitch notes that despite a weakening in farmers'
access to external financing over the past few years, the company's
volumes sourced have not suffered. Even if the harvest declines,
Fitch believes Kernel would be able to manage the risks due to its
leading market position, ownership of port and other infrastructure
assets, and its better access to external liquidity than many of
its Ukrainian competitors.

Asset-Heavy Business Model: Kernel has a stronger funds from
operations (FFO) margin (7.3% in FY19) than global agricultural
commodity processors and traders. This is due to its asset-heavy
business model with substantial processing operations (relative to
trading) and infrastructure assets, and integration into farming.
Kernel's asset structure and integration within operating segments
allow the group to retain leading market positions in sunflower oil
and grain exports, and are positive for its credit profile. Fitch
expects Kernel to strengthen its competitive advantage in Ukraine
once it completes its 2017-2021 investment plan. These initiatives
will enhance Kernel's integrated business model and enable the
group to better compete with major foreign traders that also
operate in the country.

Challenging Sunflower Oil Market: Since FY15 Kernel has suffered
from an excess of crushing capacity in Ukraine over seeds supply,
which created a challenging environment to procure seeds, increased
costs and compressed margin for sunflower oil producers. Although
the gap between demand and supply of seeds is reducing thanks to
increasing harvests, Fitch expects this factor to pressure Kernel's
profitability in the near term. In FY19 Kernel's sunflower oil
margin (bulk oil only) improved to USD62 per tonne compared with
USD49 in FY18, but is still well below USD164 per tonne in FY14. In
addition, international sunflower oil prices are still close to
historically low levels and Fitch only assumes slight recovery over
FY20-21 on the back of growing global demand.

Expansionary Capex Pressure FCF: Fitch projects that the completion
of the ongoing expansion projects resulting in heightened capex of
around USD350 million expected in FY20 (FY19: USD192 million) will
lead to material negative free cash flow (FCF) of around USD200
million in the same year. FCF should then turn positive from FY21
as capex normalises and profits increase thanks to the new
facilities coming on stream. Fitch expects the investments
currently being carried out will start ramping up from FY20 and
reach full capacity by end FY21. These projects should support
further growth of Kernel's scale, which should also benefit its
credit profile in the medium term. Given Kernel's strong track
record in green field projects, Fitch assesses execution risks
related to the projects as limited.

Favourable Long-Term Trends: Through its leadership as integrated
agricultural commodity exporter from Ukraine, Kernel is well placed
to continue taking advantage of the country's fertile farmland,
favourable climate and geographical position as well as its low,
albeit increasing, labour costs. Ukrainian crops have scope for
demand growth globally, due to their non-GMO quality, the limited
ability of other regions (the Americas and the Middle East) to
increase these crops and the projected long-term growth of their
global consumption. Together with other local producers, Kernel is
investing to increase crop yields through precision agriculture and
leverage the country's availability of some of the most fertile
land in the world.

DERIVATION SUMMARY

Kernel's 'BB-' IDR is in line with the France-based sugar trader of
comparable scale, Tereos SCA (Tereos, BB-/Stable), and multiple
notches below global diversified traders, such as Cargill
Incorporated (A/Stable), Archer Daniels Midland Company (A/Stable)
and Bunge Limited (BBB-/Stable).

Compared with Tereos, Kernel has a stronger financial profile. This
is balanced by Kernel's dependence on a single sourcing region,
Ukraine, compared with Tereos's ability to source from two regions,
Europe and Brazil. Kernel's rating is also one notch above that of
Biosev S.A. (B+/Stable), which has higher leverage and Corporacion
Azucarera del Peru S.A. (B+ /Stable), which is smaller in scale and
has a weaker financial profile. Kernel is also rated higher than
Aragvi Holding International Limited (Trans-Oil; B/Stable),
Moldova's sunflower seed crusher, which has significantly smaller
scale and higher leverage metrics.

Kernel's rating is higher than Ukrainian poultry producer MHP
(B+/Stable), which is more exposed to the domestic market than
Kernel, although operating in a less volatile sector.

KEY ASSUMPTIONS

  - Revenue decreasing to USD3.5 billion in FY20 (FY19: USD4
billion),
    on the back of lower grain trading activity, trending towards
    USD4.1 billion by FY23

  - EBITDA margin trending towards 9.4% by FY22 from 8.4% in FY19

  - Capex of around USD350 million in FY20, including investments
on
    the new port terminal capacity, an oilseed processing plant
    in western Ukraine and for the cogeneration heat and power
    plants. Capex at around USD80 million per year thereafter

  - Stable dividends at USD20 million a year

  - Maintenance of substantial offshore cash balances (80% of
    Fitch-defined readily available cash)

RECOVERY ASSUMPTIONS

As of end-June 2019, Kernel's prior-ranking debt included USD161
million of senior secured borrowings, while senior unsecured debt
amounted to USD584 million (excluding capital leases).
Prior-ranking debt represented less than 0.5x FY19 EBITDA, well
below its threshold of 2x-2.5x EBITDA before considering material
subordination. In addition, Fitch believes this ratio will decline
further following the repayment of part of short-term secured debt
with the proceeds from the new USD300 million Eurobond.

Based on the bespoke recovery analysis, Fitch sees good recovery
prospects for unsecured creditors, on the back of Kernel's
through-the-cycle EV/EBITDA multiple estimated at 5x (average for
the last five years) and FY19 Fitch-adjusted EBITDA of USD336
million. Nevertheless, the assigned senior unsecured rating of
'BB-', at the same level as the IDR, reflects a Recovery Rating
capped at 'RR4' (50% recovery expectations upon default) in light
of the Ukrainian jurisdiction where the majority of assets and
operations are located.

RATING SENSITIVITIES

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

For the LC IDR:

  - Improved scale and diversification, reflected in EBITDAR above
    USD500 million and increasing EBITDA contribution from
commodities/
    services not related to sunflower oil in conjunction with an
    improved operating environment.

  - RMI-adjusted FFO adjusted net leverage below 3.0x on a
sustained basis;

  - RMI-adjusted FFO fixed charge cover above 2.5x on a sustained
basis;

  - Neutral to positive FCF margin.

For the FC IDR:

  - Upgrade of the LC IDR in conjunction with:

  - Upgrade of the Ukrainian Country Ceiling and or the ability
    to pierce the Country Ceiling by satisfying hard-currency debt
    service ratio minimum conditions for a sustained period, as
per
    Fitch's methodology Rating Non-Financial Corporates Above
    the Country Ceiling.

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

For the LC IDR:

  - Internal liquidity score below 0.8x due to operating
    underperformance or shift in debt structure towards
    short-term debt - inability to procure sufficient working
    capital facilities to cover its operational activity

  - RMI-adjusted FFO adjusted net leverage above 4.0x on a
    sustained basis

  - RMI-adjusted FFO fixed charge cover below 2.0x on a
    sustained basis

For the FC IDR:

  - Hard-currency debt service ratio below 1.5x over 18 months
    as calculated in accordance with Fitch's methodology Rating
    Non-Financial Corporates Above the Country Ceiling, for a
    sustained period, removing the ability to pierce Ukraine's
    Country Ceiling by two notches.

  - Downgrade of Ukraine's Country Ceiling to 'B-'

LIQUIDITY AND DEBT STRUCTURE

New Bond Improves Liquidity: The new USD300 million Eurobond
improves Kernel's liquidity score to above 1x from 0.9x as of June
30, 2019. This is because, on a pro-forma basis, Fitch considers
that part of proceeds will be used to repay a portion of USD187
million short-term borrowings.

In addition, Kernel has access to USD390 million of sunflower oil
pre-export credit facilities and the grain pre-export facility of
USD300 million. These are used through the seasonal cycle and Fitch
views them as sufficient to cover the projected scope of operations
over FY20.

For commodity processors and traders, Fitch assesses internal
liquidity using a liquidity score defined as: unrestricted cash and
cash equivalents balances, plus third-parties account receivables,
plus RMI (discounted by 30% for Kernel), divided by all current
liabilities, including trade payables and financial debt maturing
over the next 12 months.




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

AFX MARKETS: Accounts Show Heavy Shortfall in Client Money
----------------------------------------------------------
Maria Nikolova at Finance Feeds reports that Jonathan Elman
Avery-Gee -- jag@g-recovery.com -- and Daniel Mark Richardson --
Daniel.Richardson@cg-recovery.com -- of CG Recovery Limited, who
have been appointed special administrators of AFX Markets, have
made public their report and statement of proposals.

According to Finance Feeds, the document reveals a heavy shortfall
in client money.

Information provided by AFX to the Financial Conduct Authority on
July 23 indicated that the company held GBP7.8 million in client
money with 1,025 live customers, Finance Feeds discloses.  On Aug.
12, the company notified the FCA that there was only GBP458,697
held in their UK bank accounts, Finance Feeds relates.  Thus, there
is a deficit of more than GBP7.3 million, Finance Feeds notes.

Since their appointment, the administrators have sought the
assistance of the directors of AFX but requests for important
information to assist the administrators remain outstanding,
Finance Feeds relays.

Despite attempts to obtain information from CySEC in respect of the
funds held in AFX Capital Markets' account, CySEC has not provided
any information in this matter, as they are still carrying out
their own investigations, Finance Feeds notes.  The suspension of
the CIF license of AFX Capital Markets remains in place and is not
expected to be lifted in the immediate future, according to Finance
Feeds.

The administrators note that, at present, it is not possible to
give precise outcome to clients as the investigations are still
ongoing, and the pursuit of the recovery of client money continues,
Finance Feeds states.

A meeting of clients and creditors will be held on Nov. 5, Finance
Feeds discloses.

AFX Markets Limited is a UK registered company that has been
authorised by the FCA since May 2012.  AFX Markets acted as broker
for customers trading on its online trading platforms
(ww.afxgroup.com and www.stofs.co.uk), principally in foreign
exchange and contracts for difference products.  Since the Cypriot
regulator CySEC announced the suspension of AFX's license, AFX's
website has gone black, as FinanceFeeds reported.


BONMARCHE: Goes Into Administration, 2,900 Jobs at Risk
-------------------------------------------------------
Henry Saker-Clark at The Scotsman reports that high street retailer
Bonmarche has collapsed into administration, putting almost 2,900
jobs at risk.

According to The Scotsman, the administrators said it has become
the latest victim of the high-street downturn after a "sustained
period of challenging trading conditions".

The womenswear retailer employs 2,887 staff, including 200 at its
head office, and operates 318 stores across the UK, The Scotsman
states.

Tony Wright -- tony.wright@frpadvisory.com -- Alastair Massey --
alastair.massey@frpadvisory.com
-- and Phil Pierce -- pierce@frpadvisory.com -- of specialist
advisory firm FRP were appointed joint administrators for the firm
on Oct. 18, The Scotsman discloses.

According to The Scotsman, FRP said the company will continue to
trade with no immediate job losses, as it assesses options to
secure the future of the company.

Mr. Wright, as cited by The Scotsman, said: "Bonmarche has been a
staple on the UK high street for nearly three decades, but the
persistent challenges facing retail have taken their toll and led
to the administration.

"There is every sign that we can continue trading while we market
Bonmarche for sale and believe that there will be interest to take
on the business."

The administrators added that "all stores remain open and no
redundancies have been made".

The brand has recently struggled with rising costs, such as
business rates and rising wages, as well as dwindling footfall on
UK high streets, The Scotsman relates.


EURO FOREX: Grant Thornton Seeks Litigation Funding
---------------------------------------------------
Carolyn Cohn at Reuters reports that liquidator Grant Thornton is
seeking litigation funding to step up its hunt for GBP500 million
(US$632.30 million) invested in UK company Euro Forex, which
Chinese police have said was a pyramid scheme.

Reuters reported in 2016 how Euro Forex, or EuroFX, allegedly
scammed thousands of investors in China and other countries.
EuroFX had a British CEO and headquarters and has since been wound
up, Reuters notes.

Grant Thornton was appointed liquidator in July 2017, and is
representing nearly 3,000 investors, Reuters recounts.  The
liquidator said in a progress report filed with the UK companies
registrar last month it has not yet managed to find any of the
missing EuroFX money, Reuters relates.

"We are in discussions with a litigation funder," David Ingram --
david.ingram@uk.gt.com -- partner at Grant Thornton, told Reuters,
without naming the company or saying how much funding he was
looking to raise.  He said he hoped to secure the funding in 6-12
months, Reuters notes.

According to Reuters, the filing said additional funding would
enable the firm "to conduct a more thorough and more extensive
investigation".

The filing showed Grant Thornton is representing 2,939 claimants
with a total investment of GBP475 million, Reuters discloses.  Mr.
Ingram, as cited by Reuters, said it was not possible to say how
many people invested in EuroFX overall.

The liquidation followed a petition to the courts by creditor Sun
Yao, who is represented by law firm Dentons, Reuters notes.

Mr. Ingram and Neil Griffiths, partner at Dentons, said they
remained hopeful of recovering money, despite the length of time
the process is taking, Reuters relays.


LINKS OF LONDON: 38 Head Office Jobs Lost After Administration
--------------------------------------------------------------
Tanishaa Nadkar at Reuters reports that UK-based jeweler Links of
London's fall into administration has led to loss of 38 jobs at its
head office in London, administrator Deloitte said on Oct. 18,
adding that there have been no job losses in any stores.

The luxury jewelry retailer, owned by Greek Folli Follie, has
around 28 standalone stores across the UK and Ireland along with
seven kiosks and employed 350 people when it appointed
administrators earlier this month, Reuters discloses.

"While we continue to talk to interested parties about a sale of
the business, the ongoing cash-flow pressures mean the current cost
base is not sustainable," Reuters quotes joint administrator  Matt
Smith -- mattdsmith@deloitte.co.uk -- as saying.

Mr. Smith had earlier said that the directors had been seeking
alternative solutions, including a company voluntary arrangement
(CVA), refinancing or sale, but were unable to ink such a deal,
Reuters relates.

             About Links of London

Founded in 1990, Links of London is a British jewellery brand,
which was sold to jewellery company Folli Follie in 2006.  It
offers unisex jewelry and lifestyle accessories, with luxury
products designed after London's art, music, and film scenes at the
time.  It has outlets in Europe, the U.S. and Asia.

On Oct. 9, 2019, the jewellery company went into administration
after struggling with tough market conditions. Deloitte was named
as administrator.


MAMAS & PAPAS: Seeks to Exit Less Than 10 UK Stores
---------------------------------------------------
Grace Whelan at Drapers reports that nursery and childrenswear
brand Mamas & Papas is looking to exit several of its UK stores,
after appointing Deloitte to advise on cost-cutting initiatives.

According to Drapers, it is understood that the business is seeking
to exit fewer than 10 of its 27-strong UK store portfolio.  The
stores earmarked for closure are those that are less profitable,
Drapers discloses.  Mamas & Papas plans to continue trading through
the rest of the estate, Drapers understands.

In an email from CBRE, the property company, as cited by Drapers,
said: "We are confidentially instructed to seek premium offers for
the Mamas and Papas leasehold store portfolio.  Offers would be
considered on an individual or portfolio basis."

It is understood Deloitte was appointed to advise the company last
month, Drapers recounts.  The firm previously advised on Mamas &
Papas' 2014 company voluntary arrangement (CVA), which involved the
closure of around half of its stores, Drapers notes.


MONSOON ACCESSORIZE: Future Remains Uncertain Despite CVA Deal
--------------------------------------------------------------
Henry Saker-Clark at PA City Reporter, citing new accounts filed at
Companies House, reports that high street fashion chain Monsoon
Accessorize remains in a critical condition despite securing a
restructuring deal.

The retailer's future remains in the hands of founder Peter Simon,
who committed GBP30 million in loans to support the business
following its company voluntary arrangement (CVA) restructuring
deal, PA City Reporter discloses.

According to PA City Reporter, Monsoon Accessorize said it believes
it can continue using GBP12 million of the owner's loans, but may
need to call on Mr. Simon for the extra GBP18 million unsecured
loan if trading conditions substantially worsen, the accounts
said.

But the company's auditors said that management forecasts show
targets are set to be missed in the more pessimistic scenario,
meaning access to a further GBP18 million to keep the business
afloat may not be available, PA City Reporter notes.

The report, signed by auditors at BDO, says covenants "are expected
to be breached" if this scenario plays out, but the company claimed
this is unlikely, PA City Reporter relates.

If that happened, it would be up to Mr. Simon to decide whether to
hand the money over to the business to continue trading,
renegotiate a new loan deal, or let the retailer collapse, PA City
Reporter notes.

The auditors, as cited by PA City Reporter, said the fact that Mr.
Simon could choose not to hand over the GBP18 million facility if
covenants are breached means "there can be no guarantee that
funding sources will be available should they be needed".

The accounts said the company's ability to continue as a "going
concern" therefore hangs on its ability to trade using just the
GBP12 million loan, or ensure it can access the extra funding,
according to PA City Reporter.

However, Monsoon Accessorize said it has performed ahead of
forecasts for the first month of the new financial year, PA City
Reporter relays.

The company also delivered positive underlying profits, of GBP1.2
million in the 2018 full-year, and has continued to post positive
earnings for the 2019 full-year, PA City Reporter states.

According to PA City Reporter, the group said that trading since
2018 has been "extremely difficult" as it battled "depressed
consumer spending" in the UK.

Monsoon Accessorize said it suffered "slower growth in online
sales" as like-for-like retail sales continued to decline in the
most recent year, PA City Reporter notes.

The stark warning comes less than a month after the retailer
started to implement its CVA, after British Land dropped a legal
challenge against it last month, PA City Reporter recounts.

Without the CVA, which involves landlords agreeing to rent cuts,
Monsoon Accessorize's owners claimed the chain would collapse,
according to PA City Reporter.

However, British Land demanded Mr. Simon stump up extra money in
return for agreeing to the CVA, PA City Reporter relays.


WATT BROTHERS: Enters Administration, 229 Jobs Affected
-------------------------------------------------------
Jonathon Reilly at The Scotsman reports that Watt Brothers has gone
into administration.

Watt Brothers on Oct. 18 confirmed 229 employees across its
Scottish department stores have been made redundant with immediate
effect, with 20 of those coming from its shop in Falkirk, The
Scotsman relates.

According to The Scotsman, Blair Nimmo, joint administrator and UK
head of restructuring at KPMG, said: "Despite the director's
tireless efforts to increase margins, cut costs and recapitalize
the business, Watt Brothers continued to incur trading losses as a
result of the well-publicized challenges being experienced across
the retail sector.

"Ultimately this has led to the unfortunate demise of a well-known
and highly-regarded business.

"We will be holding a stock clearance event, and are grateful to
the remaining staff for their efforts and assistance at this
difficult time.

"We are working closely with Skills Development Scotland, via their
PACE team, and JobCentre Plus to support the staff who have been
made redundant.

"We would encourage any party who has an interest in acquiring the
business and its assets to contact us as soon as possible."

The family firm sold fashion, electrical, homeware, jewellery,
gifts and beauty items.




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

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



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

Copyright 2019.  All rights reserved.  ISSN 1529-2754.

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

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

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


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