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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, November 11, 2019, Vol. 20, No. 225

                           Headlines



F R A N C E

FINANCIERE N: Moody's Affirms B3 CFR & Alters Outlook to Negative
LA BANQUE POSTALE: Fitch Assigns BB(EXP) to Add'l. Tier 1 Notes


G E R M A N Y

BAYER AG: S&P Assigns BB+ Rating on New Hybrid Capital Securities
PEACH PROPERTY: Moody's Assigns Ba3 CFR, Outlook Stable
SGL CARBON: Moody's Affirms B3 CFR, Outlook Negative


G R E E C E

INTRALOT SA: Fitch Lowers LT Issuer Default Rating to CCC
OPAP SA: S&P Affirms 'BB-' ICR After Sazka Completes Tender Offer


I R E L A N D

MACKAY SHIELDS CLO-1: Moody's Assigns B2 Rating on Class F Notes
MACKAY SHIELDS CLO-1: S&P Assigns B-(sf) Rating on Class F Notes


I T A L Y

EMERALD ITALY 2019: Fitch Assigns BBsf Rating on Class D Debt
MONTE DEI PASCHI: Former Bankers Get Jail Sentence Terms


R U S S I A

EURASIA CAPITAL: Fitch Rates $200MM Additional Tier 1 Notes 'B-'


S W I T Z E R L A N D

BREITLING HOLDINGS: S&P Assigns 'B' ICR, Outlook Stable


U K R A I N E

KONDOR FINANCE: Fitch Assigns B Rating to Loan Participation Notes


U N I T E D   K I N G D O M

EUROMASTR PLC 2007-IV: Fitch Affirms  BB+sf Rating on Cl. E Notes
MAMAS & PAPAS: Bluegem Capital Buys Business, 73 Jobs Affected
MOTHERCARE PLC: Massive Closing Sale Begins Across UK Stores
PIZZA EXPRESS: Lenders Call for GBP100-Mil. Cash Injection
THOMAS COOK: EasyJet, Jet2.com Acquire UK Airport Landing Slots

TURBO FINANCE 8: Moody's Affirms B3 Rating on GBP2.8MM Cl. E Notes
TVT MEDIA: Files for Insolvency Following Cash Flow Issues


X X X X X X X X

[*] BOND PRICING: For the Week November 4 to November 8, 2019

                           - - - - -


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FINANCIERE N: Moody's Affirms B3 CFR & Alters Outlook to Negative
-----------------------------------------------------------------
Moody's Investors Service affirmed the B3 corporate family rating,
the B3-PD probability of default rating, the B2 rating of the
EUR375 million term loans B due in January 2026 and the B2 rating
of the EUR65 million revolving credit facility due in January 2025;
all ratings have been issued at the level of Financiere N. The
outlook has been changed to negative from stable.

The rating action reflects the following interrelated drivers:

  - Weaker operating performance as a consequence of cost increases
linked to manufacturing disruptions versus Moody's initial
expectation of stable profitability

  - Weakening credit metrics below the requirements for the
single-B rating category at least until end-2020

  - Growing revenue highlighting positive market trends and
barriers to entry

  - Still adequate liquidity despite negative free cash flow (FCF)
generation driven by a cash inflow expected by end of 2019 from a
new non-recourse factoring program, headroom under financial
covenant and long dated maturities

RATINGS RATIONALE

The ratings are supported by (1) the company's good positioning in
the drug-delivery device market, (2) the strong market growth
dynamics, (3) the strong barriers to entry, (4) the long term
nature of drug programs and contractual agreements which provide
some visibility and (5) supportive financial sponsors.

The ratings are constrained by (1) the high leverage and negative
FCF expected at least until end-2020, (2) some capacity constraints
requiring continued investment and leading to recent production
inefficiencies, (3) the high customer concentration, and (4) a
relatively high proportion of second tier / contract manufacturing
activities, with potential for loss of position for declining
programmes.

OUTLOOK

The negative outlook reflects the executions risks associated with
the implementation of the company's operating excellence plan which
aims at turning around the current issues on the cost side. As a
result of this plan, operating improvements are expected by the
company starting from 2020 onwards. Moody's base case is that sales
will continue to increase at mid to high single digit growth rate,
that Moody's-adjusted EBITDA (after "below EBITDA items") will
improve in 2020 from the expected weak 2019 level, that liquidity
will remain adequate and that the financial sponsors will support
the business in case of need. Any underperformance against these
expectations could lead to a downgrade.

LIQUIDITY

Moody's considers Nemera's liquidity just adequate; despite
negative FCF of -EUR10-15 million per annum expected for 2019 and
2020. The liquidity position is supported by (1) EUR24 million of
cash on balance as of end-August 2019, (2) a EUR30 million cash
inflow from a new non-recourse factoring programme expected by the
end of 2019, (3) good headroom under the senior secured net
leverage covenant (6x as of end-August 2019 versus flat requirement
of 8.75x, tested if the RCF is drawn by more than 40%) and (4) long
dated maturities with the EUR65 million RCF (drawn by EUR43 million
as of end-August 2019) maturing in January 2025, the EUR375 million
senior term loans B maturing in January 2026 and the EUR85 million
second lien notes maturing in January 2027.

STRUCTURAL CONSIDERATIONS

Using Moody's Loss Given Default (LGD) methodology, the PDR is in
line with the CFR based on a 50% recovery rate, as is typical for
loan structures with a springing covenant test. The EUR375 million
senior term loans B and EUR65 million RCF are rated one notch above
the CFR, reflecting their first lien ranking ahead of the EUR85
million second lien notes.

WHAT COULD CHANGE THE RATING UP/DOWN

Given the negative outlook, an upgrade is currently unlikely.
However, the outlook could be stabilized if the company maintains
mid to high single digit revenue growth rates and improves its
profitability leading to Moody's-adjusted leverage sustainably
below 7x and positive FCF.

Beyond that, upward rating pressure could develop in the
medium-term if (1) the company exhibits a continued solid growth in
revenues, with stable to growing margins, and continued high
contract renewal rates, (2) Moody's-adjusted leverage reduces well
below 6x, (3) the company generates a meaningful level of positive
Moody's-adjusted FCF and (4) adequate liquidity is maintained.

Downward rating pressure could develop over the next quarters if
(1) the company exhibits declining revenue or weakening
profitability or significant increase in contract churn, (2)
Moody's-adjusted leverage remains above 7x for a prolonged period,
(3) Moody's-adjusted FCF remains negative for a sustained period or
(4) liquidity concerns arise.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Medical Product
and Device Industry published in June 2017.

PROFILE

Nemera is a developer and producer of devices for drug delivery,
including insulin injectors, asthma inhalers, nasal sprays and
eye-droppers. Products are complex and tailored to the
characteristics of each drug and focused on higher added-value
multi-dose systems. In most markets the devices receive regulatory
approval as a drug-device combination and the company collaborates
closely with pharmaceutical companies in device design and
configuring the manufacturing process. Nemera has four
manufacturing sites, two in France, one in Germany and one in the
US complemented by two innovation centers, one in France and one in
the US. The company either manufactures devices designed by
customers (pharma-IP where Nemera is typically 2nd/3rd or 4th
supplier), co-develops devices in collaboration with customers
(pharma-IP where Nemera is typically the sole/1st supplier) or
develops its own devices (owned-IP). Since January 2019, the
company is owned by funds controlled by Astorg and Montagu and by
its management team.

LA BANQUE POSTALE: Fitch Assigns BB(EXP) to Add'l. Tier 1 Notes
---------------------------------------------------------------
Fitch Ratings assigned La Banque Postale's (LBP, A-/Stable) planned
additional Tier 1 notes an expected rating of 'BB(EXP)'. The final
rating is contingent upon the receipt of final documents conforming
to information already received.

KEY RATING DRIVERS

The notes are perpetual, deeply subordinated, fixed rate resettable
AT1 debt securities. The notes have fully discretionary
non-cumulative interest payments and are subject to partial or full
write-down if the bank's consolidated common equity Tier 1(CET1)
ratio falls below 5.125%. The principal write-down can be reversed
and written up at the issuer's discretion provided certain
conditions are met.

The expected rating assigned to the securities is five notches
below LBP's 'a-' Viability Rating (VR), in line with Fitch's
criteria for assigning ratings to hybrid instruments. This notching
reflects the instrument's higher expected loss severity relative to
the bank's VR due to its deep subordination (two notches). In
addition, the notching also reflects higher non-performance risk
given fully discretionary coupon payments and mandatory coupon
restriction features, which include a breach of LBP's combined
buffer requirement (three notches).

LBP maintains solid buffers above its regulatory capital
requirement. At end-June 2019, LBP's CET1 and total capital ratios
were 345bp and 305bp above the bank's Supervisory Review and
Evaluation Process requirement, respectively (12.7% and 15.8% CET1
and total capital ratios).

RATING SENSITIVITIES

The AT1 notes' expected rating is primarily sensitive to changes in
LBP's VR. The rating is also sensitive to changes in their notching
from LBP's VR, which could arise if Fitch changes its assessment of
the probability of their non-performance relative to the risk
captured in the VR. This may reflect a change in capital management
in the group or an unexpected shift in regulatory buffer
requirements, for example.

ESG CONSIDERATIONS

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



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BAYER AG: S&P Assigns BB+ Rating on New Hybrid Capital Securities
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S&P Global Ratings said that it has assigned its 'BB+' long-term
issue rating to the proposed long-dated, optionally deferrable, and
subordinated hybrid capital securities to be issued by
Germany-based life sciences group Bayer AG (BBB/Stable/A-2) in two
tranches (NC5.5 notes and NC8 notes) with a maturity of 60 years.

With this transaction, Bayer is seeking to replace EUR1.75 billion
hybrid notes due 2075 (NC6 notes) issued in June 2014, with a first
call date in July 2020. S&P said, "We understand that Bayer is
launching a tender offer to redeem the outstanding notes, with
those not tendered to be redeemed at the first call date on July 1,
2020. We understand that the proceeds will be received on, or
before, the day the buyback is settled."

S&P said, "We consider the proposed securities to have intermediate
equity content until their first reset date, because they meet our
criteria in terms of subordination, permanence, and deferability at
the company's discretion during this period.

"We will assign no equity content to any remaining amounts of the
NC6 EUR1.75 billion hybrids that have not been tendered. This is
because we no longer view this issue as permanent capital, given
that the issuer has expressed its intention to redeem it. We
continue to assign intermediate equity content on the other
outstanding hybrids -- NC10 EUR1.5 billion and NC7.5 EUR1.3 billion
-- which have not been called."

S&P arrived at its 'BB+' issue rating on the proposed security by
notching down from its 'BBB' issuer credit rating of Bayer. The
two-notch difference reflects S&P's notching methodology, which
calls for deducting:

   -- One notch for subordination because S&P's long-term issuer
      credit rating on Bayer is investment grade (higher than
     'BB+'); and

   -- An additional notch for payment flexibility, to reflect
      that the deferral of interest is optional.

S&P said, "The notching to rate the proposed securities reflects
our view that there is a relatively low likelihood that the issuer
will defer interest. Should our view change, we may increase the
number of downward notches that we apply to the issue rating.

"In addition, to reflect our view of the intermediate equity
content of the proposed security, we allocate 50% of the related
payments on the security as a fixed charge and 50% as equivalent to
a common dividend. The 50% treatment of principal and accrued
interest also applies to our adjustment of debt."

KEY FACTORS IN OUR ASSESSMENT OF THE SECURITY'S PERMANENCE

Bayer can redeem the security for cash at any time during the 90
days before the first interest reset date, which S&P understands
will be at least five years for both tranches from issuance and on
every coupon payment date thereafter (for tranche NC5.5 in March
2025 and for tranche NC8 in September 2027). Bayer intends to
replace the instruments in case of such redemption, although it is
not obliged to. This intention is also expressed in respect of the
issuer's ability to repurchase the security on the open market.
Although the proposed security is long dated (minimum 60 years'
maturity), Bayer can call it at any time: for loss of tax
deductibility; a requirement to gross-up for withholding tax; loss
of rating agency equity credit; or when less than 20% of the
principal amount is outstanding.

S&P said, "We understand that the interest to be paid on the
proposed security will increase by 25 basis points (bps) on the
fifth anniversary of the first reset date (for tranche NC5.5 in
March 2030 and for tranche NC8 in September 2032), and by a further
75 bps 20 years after its first reset date (for tranche NC5.5 in
March 2045 and for tranche NC8 in September 2047). We consider the
cumulative 100 bps to be a material step-up, which is currently
unmitigated by any binding commitment to replace the instrument at
that time. This step-up provides an incentive for the issuer to
redeem the instrument on its first reset date.

"Consequently, we will no longer recognize the instrument as having
intermediate equity content after its first reset date (for tranche
NC5.5 in March 2025 and for tranche NC8 in September 2027), because
the remaining period until its economic maturity would, by then, be
less than 20 years. However, we classify the instrument's equity
content as intermediate until its first reset date, as long as we
think that the loss of the beneficial intermediate equity content
treatment will not cause Bayer to call the instrument at that
point." Bayer's willingness to maintain or replace the instrument
in the event of a reclassification of equity content to minimal is
underpinned by its statement of intent.

KEY FACTORS IN S&P's ASSESSMENT OF THE SECURITY'S DEFERABILITY

In S&P's view, Bayer's option to defer payment on the proposed
security is discretionary. This means that Bayer may elect not to
pay accrued interest on an interest payment date because it has no
obligation to do so. However, Bayer will have to settle in cash any
outstanding deferred interest payment if the company declares or
pays an equity dividend or interest on equally ranking securities,
and if it redeems or repurchases shares or equally ranking
securities. However, once Bayer has settled the deferred amount, it
can still choose to defer on the next interest payment date.

KEY FACTORS IN S&P's ASSESSMENT OF THE SECURITY'S SUBORDINATION

The proposed security and coupons are intended to constitute
Bayer's direct, unsecured, and subordinated obligations, ranking
senior to their common shares.

PEACH PROPERTY: Moody's Assigns Ba3 CFR, Outlook Stable
-------------------------------------------------------
Moody's Investors Service assigned a Ba3 Corporate Family Rating to
Peach Property Group AG, a real estate company focused on German
residential rental properties. At the same time, Moody's assigned a
Ba3 rating to the planned EUR250 million senior unsecured bond
issued by Peach Property Finance GmbH and guaranteed by PPG. The
outlook is stable.

The bond, along with additional equity recently raised by the
company, will finance an acquisition of more than 3,650 apartments
in Germany that is expected to complete in December 2019.

RATINGS RATIONALE

Peach Property Group AG's Ba3 CFR is underpinned by the stable
rental cash flows from its approximately 12,500 residential units
(pro forma for the acquisition) with a granular tenant base and a
nine-year average tenancy length. The rating also reflects Moody's
positive view of the regulated rental sector in Germany that
Moody's believes is one of the most stable European real estate
asset classes. The sector is likely to see further value and rent
increases because of the structural undersupply that current
regulation tends to exacerbate by reducing incentives to build.

Offsetting these credit strengths are (1) the company's presence in
more secondary B-city type locations that nonetheless exhibit
strong fundamentals (2) the relatively small scale of the company's
operations and (3) the high leverage, especially when measured on a
net debt / EBITDA basis that Moody's expects to decrease over the
next 18 months. While Moody's does not expect major changes to the
rental housing regulatory framework, more stringent rental
regulation is a potential long-term risk for the sector.

Governance risks Moody's considers in PPG's credit profile include
financial policies, and governance regulations imposed on the
company as a result of its listing on the Swiss stock exchange. The
company has a financial policy of maintaining a loan to value (LTV)
below 55% and an interest cover ratio above 1.5x (on the basis of
the full portfolio run-rate). The company targets an average debt
maturity that is above four years and aims to maintain ample
liquidity with a minimum of CHF 20 million cash on balance sheet.

STRUCTURAL CONSIDERATIONS

In line with Moody's REITs and Other Commercial Real Estate Firms
methodology, the company's Ba3 CFR is equal to a senior unsecured
rating, because pro forma for the planned bond senior unsecured
debt forms the majority of funding on a sustained, forward-looking
basis. The planned EUR250 million senior unsecured bond is rated
Ba3, in line with the company's CFR which references a senior
unsecured rating.

OUTLOOK

The stable outlook reflects Moody's expectation that the company
will continue to generate stable cash flow while gradually
improving its occupancy levels, and maintain good liquidity
alongside a balanced growth strategy. The outlook also reflects a
favourable operating environment, and its expectation that the
company will maintain leverage within its financial policies.

FACTORS THAT COULD LEAD TO AN UPGRADE

  -- Growth in scale and diversification and a consistent track
record of strong operating performance, alongside a balanced growth
strategy and strong access to debt and equity capital

  -- Moody's-adjusted gross debt / total assets below 55% and a
corresponding improvement in Moody's-adjusted net debt / EBITDA
ratio, along with financial policies that support the lower
leverage

  -- Moody's-adjusted fixed charge coverage sustainably above 2x

FACTORS THAT COULD LEAD TO A DOWNGRADE

  -- If Moody's-adjusted gross debt / total assets is not
maintained sustainably around 60%, and Moody's-adjusted net debt /
EBITDA ratio does not improve from its opening level pro forma for
the acqusition

  -- Weak operating performance and a vacancy rate that is
persistently and materially above market levels

  -- Moody's-adjusted fixed charge coverage persistently below
1.5x

  -- Failure to maintain adequate liquidity or addressing upcoming
debt maturities well in advance, and a balanced funding mix of
majority senior unsecured borrowing supported by a high-quality
unencumbered asset pool

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was REITs and Other
Commercial Real Estate Firms published in September 2018.

SGL CARBON: Moody's Affirms B3 CFR, Outlook Negative
----------------------------------------------------
Moody's Investors Service affirmed SGL Carbon SE's B3 corporate
family rating and B3-PD probability of default rating.
Concurrently, Moody's has affirmed the B2 instrument rating of SGL
Carbon's EUR250 million senior secured notes. The outlook remains
negative.

RATINGS RATIONALE

On October 25, 2019 the company published its second profit warning
within a short period of time and some initial performance
indications for 2020.

The affirmation of SGL Carbon's ratings balances the company's
persistent weak operating performance, which now is expected to
remain weak through 2020, against an adequate liquidity profile,
which provides the company with some, albeit limited headroom, to
sustain the expected operational underperformance. The negative
outlook reflects the fact that there is no headroom for further
operational underperformance or any shortfall in cash generation
relative to its current expectations.

The company's Moody's adjusted gross debt/EBITDA in 2019 will be
around 8x in 2019 and based on first performance indications for
2020 remain at that level. A level not considered commensurate with
the currently assigned B3 CFR. The rating can only be maintained if
there are realistic prospects for a meaningful performance
improvements and deleveraging in 2021, no further underperformance
in 2020 and if the company maintains an adequate liquidity level.
In its profit warning the company cited persistent weaknesses in
its CFM business unit. In particular its carbon & textile fiber
business is negatively affected by a challenging demand
environment. Lower earnings prospects in the CFM division also have
led the company to record a EUR70 million impairment loss. In
addition to a challenging demand environment the profitability of
affected business unit is negatively affected by a low production
level of carbon fibre precursor and the fact that the company
produces textile fibre at its facility that is designated to
produce carbon fibre precursor, while this supports fixed cost
absorption to some degree it also exposes the company to the
commoditized textile fibre market. The company aims to address the
situation at its CFM business unit, by reducing staff levels at CFM
by 3%, selective price increases and to accelerating the conversion
to carbon fibre precursor production.

Moody's expects that these measures in combination with slightly
weaker performance at GMS will allow the company to generate around
EUR100 million of adjusted EBITDA translating Moody's adjusted free
cash flow in 2020 in the range of negative EUR20 million to break
even mainly supported by a reduction of capital expenditures to
EUR80 million. While a reduction of capital expenditures helps to
safe guard the company's liquidity profile, the reduction will make
it more challenging to grow its well performing GMS business where
the majority of growth capex is expected to be spent.

The ratings take into account the company's exposure to end markets
with solid long-term demand fundamentals, which however has not
translated into consistent profit and cash generation for the
overall group, despite the company's GMS segment performing
strongly in 2018 and 2019. Near term demand and earnings volatility
will remain a feature of SGL Carbon's credit profile, which, in the
context of elevated leverage and weak coverage metrics, reduces
financial flexibility and results in a need to balance capital
allocation between investing in future growth and safeguarding the
company's liquidity profile. Any materially negative FCF generation
might lead to higher debt levels and negatively impact SGL Carbon's
liquidity profile also through decreasing covenant headroom under
its currently undrawn EUR175 million revolving credit facility.

LIQUIDITY PROFILE

SGL Carbon's rating is supported by the company's adequate
liquidity profile with EUR146 million of cash on balance sheet as
of Q3-19 and access to a currently undrawn EUR175 million revolving
credit facility and no meaningful debt maturity until September
2023, when its outstanding EUR159 million convertible notes are
due. These sources in combination with expected FFO generation
(expected to remain at around EUR70 to EUR80 million) should
adequately allow the company to cover capital expenditures of
around EUR50 million in Q4-2019 and of around EUR80 million in 2020
and swings in working capital. The company's revolving credit
facility contains two covenants including a net debt/EBITDA
covenant, for which Moody's forecasts headroom to be tightest
following the repayment of the deferred purchase price
considerations for the acquisition of the shares in SGL-ACF in
December 2020 to BMW, however, based on its current FCF forecast
there will be sufficient headroom under this covenant. Any
shortfall compared to this expectation will put pressure on the
company's currently adequate liquidity profile.

STRUCTURAL CONSIDERATIONS

SGL Carbon's outstanding guaranteed senior secured notes are rated
B2, i.e. one notch above the CFR, as they are, similarly to the
obligations under the RCF, effectively senior to the EUR159 million
2023 convertible bonds. This reflects the fact that, the senior
secured notes are guaranteed by subsidiaries representing in
aggregate at least 70% of the consolidated EBITDA of the group and
are secured by share pledges.

RATINGS OUTLOOK

The negative outlook reflects Moody's expectation that leverage
will remain around 8x in 2019 and 2020. This leaves the company
with no headroom for any further operational underperformance. In
the light of the company's need to invest in future growth any
further shortfall in cash generation might leave the company in a
situation where it needs to strike the balance between more
significantly reducing growth investments or incurring additional
indebtedness to support growth investments, which in its view would
result in an unsustainable capital structure.

WHAT COULD CHANGE THE RATINGS UP/DOWN

Although currently not anticipated, Moody's could upgrade SGL
Carbon's rating, if the company generates positive FCF on a
sustainable basis and Moody's adjusted leverage would reduce to
below 5x, while liquidity remains adequate.

Moody's could downgrade SGL Carbon's rating if there are
indications that the company fails to grow its earnings in 2021
such that leverage is expected to remain above 7x. Any signs of a
deterioration of the company's liquidity profile would likely
result in a downgrade of the company's rating.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Chemical
Industry published in March 2019.

COMPANY PROFILE

Headquartered in Wiesbaden, Germany, SGL Carbon is one of the
world's leading manufacturers of carbon fiber and specialty
graphite solutions and applications. The company is listed, with
its main shareholders being SKion (28.5%), an investment holding
controlled by Susanne Klatten and BMW AG (A1 stable) (18%). The
company's market cap is around EUR560 million.



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INTRALOT SA: Fitch Lowers LT Issuer Default Rating to CCC
---------------------------------------------------------
Fitch Ratings downgraded Greek gaming group Intralot S.A.'s
Long-Term Issuer Default Rating to 'CCC' from 'CCC+'.

Fitch has also downgraded the senior unsecured rating on the bonds
issued by Intralot Capital Luxembourg S.A., guaranteed by
Intralot's key subsidiaries, to 'CCC'/'RR4' from 'CCC+'/'RR4', and
removed it from Rating Watch Negative (RWN) where it was placed on
May 15, 2019.

The downgrade of the IDR reflects higher leverage than its
expectations, difficulties in renewing contracts amid increasing
competition, and its expectation of continuing negative free cash
flow (FCF). All these factors materially increase refinancing risk
on Intralot's EUR250 million unsecured 2021 bond.

The removal of the Rating Watch reflects improved liquidity
following the announced disposal of Gamenet, reducing the risk that
secured debt would need to be raised in the next six months.
Nevertheless, secured debt issuance remains likely, with potential
adverse impact on expected recoveries for unsecured creditors.

KEY RATING DRIVERS

Leverage Remains High: Fitch believes that Intralot's funds from
operations (FFO) adjusted net leverage will remain high at around
8.5x up until 2021. The gradual ramp-up of US operations will
somewhat offset the recently reduced operations scope and contracts
renewals signed at less favourable terms. However, the company will
cease to receive dividends from Gamenet (estimated around EUR4
million-EUR5 million p.a.), reducing FFO.

Increasing Refinancing Risk, Secured Debt Likely: Despite the
recent asset disposals, which remove the immediate need for
additional financing, Fitch sees a high risk that Intralot would
need to raise secured debt to refinance its EUR250 million bond due
in 2021. Issuing secured debt would erode the recovery prospects
for Intralot's unsecured debt, and could lead to a downgrade of the
instrument rating.

In its view, if Intralot is unable to significantly improve its
operating profile and reduce gross debt and leverage over the next
12 to 18 months it will find it difficult to refinance its EUR250
million bond due in September 2021 on an unsecured basis. Moreover,
the terms of this bond prevent its refinancing for the full amount
on a secured basis.

Difficult Contract Renewals: Since the beginning of 2019, Intralot
has experienced severe setbacks on its contract portfolio. The
company lost the tender to extend its Inteltek contract, which was
terminated in August 2019. This represented 15% of Intralot's 2018
consolidated EBITDA. The extension of its Bilyoner contract in
Turkey (11% of 2018 consolidated EBITDA) - which is now on a
three-month extension period ending in December 2019 - remains
uncertain and Fitch believes any renewal would be subject to lower
margins. In Morocco, Intralot extended its sport-betting licence
for another 10 years, albeit at weaker margins. Apart from
Bilyoner, the next material contract renewal is in 2022 in Malta,
which is subject to execution risk as associated capex may need to
be debt-funded.

Geographic Concentration; FX Risk: Fitch expects Intralot to
generate around 40% of consolidated EBITDA from the US. Fitch also
estimates that Argentina (CC) and Turkey (BB-/Stable) would
represent around 15%-20% of consolidated EBITDA up to 2022.
Although Fitch sees some growth prospects in emerging countries and
in Bulgaria (BBB/Positive) that would generate around 15%-20% of
EBITDA, Intralot's significant exposure to Turkey and Argentina can
result in material foreign exchange challenges, and could impair
Intralot's foreign-currency debt service capability through weaker
revenues and profits when translated into euros.

Contract Portfolio Lacks Scale: Intralot has established itself in
the international gaming sector as a reputable provider of
products, including systems to manage lotteries through software
platforms and hardware terminals, and in betting via a large
algorithm-based sportsbook. This has enabled Intralot to win
important contracts for the supply of technology and the management
of lotteries in the US and Greece and for sports-betting in
Germany. However, Fitch believes the company lacks scale relative
to larger competitors such as IGT or Scientific Games. The recent
change in strategy towards asset-light contracts - dictated by lack
of access to capex funding - means Intralot is unlikely to win
large contracts and to materially gain on size in the medium-term.

High Execution Risk: A newly appointed management team is working
on many fronts to turn around the company. Fitch sees material
execution risk despite some progress made and recent asset
disposals providing flexibility to the implementation of the
company's new strategy. Intralot is in the midst of a restructuring
process to reduce its cost structure and capex that aim to generate
annualised savings of around EUR10 million. Also the recent legal
issues around the award of the sport betting contract in Washington
DC in a no-bid process highlights another source of increasing
execution risk for Intralot.

Asset Disposals Completed, Liquidity Improved: Intralot
successfully disposed of its non-core assets, notably its announced
sale of equity stake in Gamenet for EUR75 million and completed
disposal of Hellenic Lotteries for EUR20 million, providing a
liquidity buffer. Fitch deems execution risk around the closing of
the Gamenet disposal as low, and consider the transaction could be
completed by end-2019. However, Fitch continues to view interest
payments of about EUR50 million per year as high for Intralot's
current EBITDA, which will result in weak FFO fixed charge cover of
around 1.5x-1.6x.

Growth Prospects: The gradual liberalisation of gaming markets,
governments' keenness on finding ways to raise tax proceeds and an
increasing supply of new games should all provide increasing
opportunities for Intralot. The company should be able to leverage
on its track record and technical reputation and benefit from a
limited number of reputable suppliers in the industry, allowing it
to expand into new countries, although now limited to asset-light
contracts. Fitch believes that Intralot could also benefit from
some opportunities in the US in the wave of recent legislative
changes in many states, although possible arbitrary changes in
legislation remain a typical risk in this sector, while competition
is intense.

DERIVATION SUMMARY

Intralot has smaller revenue and EBITDA than GVC Holdings Plc
(BB+/Stable), International Game Technology and Scientific Games
Corporation. Intralot is similar in size to Net Holding A.S.
(B/Stable) and in business profile characteristics to Inspired
Entertainment, Inc. (B/Stable). Leverage, however, is significantly
higher than these peers', which is consistent with a 'CCC' category
rating, and liquidity is also tighter.

KEY ASSUMPTIONS

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

  - Revenue declining in 2019 following the disposal of Totolotek.
For 2019-2022 the ramp-up of US operations would offset weaker
economics of renewed contracts and smaller scope of operations

  - EBITDA margin improving in 2019 as a consequence of the
disposal of unprofitable Polish operations and ramp-up of US
operations. Afterwards, this would be offset by lower margins under
renewed contracts and continued weak economic conditions in
Argentina and Turkey

  - Dividends paid to minority interests in the range of EUR18
million-EUR21 million from 2020 onwards

  - Capex gradually declining towards EUR40 million in 2021, before
increasing in 2022 to renew its license in Malta

  - No common dividends

  - Disposal of Gamenet for EUR75 million by end-2019

Key Recovery Assumptions

In its bespoke going-concern recovery analysis Fitch considered an
estimated post-restructuring EBITDA available to creditors of
around EUR65 million (vs.EUR58 million previously), to reflect the
effective implementation of the Illinois contract, and the disposal
of Gamenet that would provide some room to implement cost cutting
and / or bid for new contracts. Fitch applied a distressed
enterprise value (EV)/ EBITDA multiple of 5x to Intralot's
wholly-owned operations.

Fitch also estimates approximately EUR10 million of additional
value stemming from associates. This is a material contraction from
EUR50 million previously, since Fitch assumed Gamenet equity stake
is sold.

After deducting 10% for administrative claims, its principal
waterfall analysis generated a ranked recovery in the 'RR4' band,
indicating a 'CCC' instrument rating. The waterfall analysis output
percentage on current metrics and assumptions was 33%.

RATING SENSITIVITIES

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

  - Steady improvement in operating liquidity, driven by
neutral-to-positive FCF

  - Sustained improvement in operating performance, for example
through winning new contracts or improving performance of existing
ones, combined with efficient cost -cutting measures, leading to
growing EBITDA and FFO, and alleviating risks around near- to
medium-term financing needs

  - FFO lease adjusted gross leverage sustainably below 8.5x (2018:
8.3x)

  - FFO fixed charge cover sustainably above 1.4x (2018: 1.8x)

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

  - Lack of sufficient operational liquidity cushion

  - Continued operating underperformance and/or loss of existing
contracts leading to further shrinking of operations, in
particular, EBITDA and continuing negative FCF, and lack of
progress on refinancing by mid-2020

  - FFO fixed charge cover below 1.0x

LIQUIDITY AND DEBT STRUCTURE

Liquidity Improved: As of June 30, 2019, Intralot had around EUR47
million readily cash available. Fitch views the EUR48.4 million
cash located within partnerships, as well as the EUR30 million
required for working capital purposes, as restricted. Additionally,
Fitch restricts the portion of the cash located within the Maltese
subsidiary that does not belong to Intralot (27% of EUR9.9
million).

The company recently improved its liquidity through the disposal of
its equity stake in Hellenic Lotteries (EUR20 million) and Gamenet
(EUR75 million, to be completed by end-2019). However, Fitch
estimates that the upsize of the revolving credit facility
available at Intralot Inc. (USA) to USD40 million from USD20
million does not materially enhance overall liquidity, since it is
only available to this specific operating company.

Intralot's EUR250 million bond matures in September 2021, The
second bond (with a face value of EUR500 million, of which EUR495
million remains due) matures in 2024. Refinancing of the 2021 bond
may be challenging, if leverage remains high, even on a secured
basis as the bond documentation currently prevents a secured
refinancing for the full amount.

ESG CONSIDERATIONS

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

OPAP SA: S&P Affirms 'BB-' ICR After Sazka Completes Tender Offer
-----------------------------------------------------------------
S&P Global Ratings affirmed its 'BB-' issuer credit rating on
Greece-based OPAP S.A.

Sazka Group A.S. (Sazka) has increased its ownership of
Greece-based OPAP S.A. to 40% from 33%, after completion of its
recent voluntary tender offer.

On Nov. 5, 2019, S&P affirmed its 'BB-' long-term issuer credit
rating on Sazka with a stable outlook.

The rating on Sazka constrains the rating on OPAP.

S&P said, "The stable outlook reflects our expectation that OPAP
will achieve sound operational performance over the next 12 months
and sustain its S&P Global Ratings-adjusted leverage at around
1.6x, and free operating cash flow (FOCF) to debt at about 40%.

"The rating affirmation mirrors our rating action on OPAP's parent,
Sazka, following the completion of Sazka's recent voluntary tender
offer for OPAP. Sazka has increased its ownership in OPAP by 7.25%
to around 40%, from its previous 33% share. Before the increase, we
viewed OPAP as a controlled subsidiary of Sazka, and our view
remains unchanged now. The transaction was an all-cash offer of
EUR9.12 per share, representing an acquisition cost of about EUR262
million (including fees and expenses). Sazka holds an indirect
stake of 33% in OPAP through the intermediate holding company EMMA
Delta, of which Sazka has direct ownership of 75.5%. Private
investors own the remaining 24.5%.

"We understand that the tender offer for OPAP's shares was part of
Sazka's strategy to reach a 50% ownership stake level in OPAP, in
conjunction with exploring options for a future IPO. With the
completion of the tender resulting in a stake of about 40% in OPAP,
Sazka is able to purchase an additional 3% of OPAP every six months
on a rolling basis, to increase its stake.

"Although our assessment of OPAP's stand-alone credit profile
(SACP) remains 'bb', we cap the rating on OPAP at the level of the
group credit profile of its main shareholder (about 40% of
ownership), Sazka. Despite its sizable free float, we believe that
OPAP is not insulated from Sazka, given that no shareholder other
than Sazka owns more than 5% of its capital. Sazka relies
significantly on OPAP's cash flows, and it has nine out of 13 seats
on OPAP's management board. This constrains our long-term issuer
credit rating on OPAP by one notch at 'BB-'.

"The stable outlook reflects our expectation that OPAP will
continue to show sound operational performance over the next 12
months, with revenue growing 7%-9% and a reported EBITDA margin of
around 22%. We anticipate adjusted leverage will remain at around
1.6x and FOCF to debt at about 40%. Our base case also incorporates
our forecast that the rating of the parent entity, Sazka, will
remain unchanged over the same period.

"We could raise the rating on OPAP if our rating of the parent
entity, Sazka, improved. This would need to be accompanied by
OPAP's strong operating performance in line with our base case,
leading to an adjusted debt-to-EBITDA ratio below 2.0x and adequate
liquidity in line with our base case.

"We could consider a negative rating action if we downgraded Sazka
due to operational underperformance or increased leverage. We could
also lower our rating on OPAP if the sovereign rating on Greece
decreased by at least two notches; if materially weaker economic
conditions in Greece significantly impaired OPAP's liquidity from
our base case; or if OPAP incurred a sizable debt-financed merger
or acquisition, leading to an adjusted debt-to-EBITDA ratio above
3.0x."



=============
I R E L A N D
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MACKAY SHIELDS CLO-1: Moody's Assigns B2 Rating on Class F Notes
----------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by MacKay Shields Euro
CLO-1 Designated Activity Company:

EUR217,000,000 Class A Senior Secured Floating Rate Notes due 2032,
Definitive Rating Assigned Aaa (sf)

EUR35,000,000 Class B Senior Secured Floating Rate Notes due 2032,
Definitive Rating Assigned Aa2 (sf)

EUR21,000,000 Class C Senior Secured Deferrable Floating Rate Notes
due 2032, Definitive Rating Assigned A2 (sf)

EUR24,500,000 Class D Senior Secured Deferrable Floating Rate Notes
due 2032, Definitive Rating Assigned Baa3 (sf)

EUR17,500,000 Class E Senior Secured Deferrable Floating Rate Notes
due 2032, Definitive Rating Assigned Ba2 (sf)

EUR9,500,000 Class F Senior Secured Deferrable Floating Rate Notes
due 2032, Definitive Rating Assigned B2 (sf)

RATINGS RATIONALE

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

MacKay Shields Europe Investment Management Limited 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 half-year reinvestment period. Thereafter, subject to
certain restrictions, purchases are permitted using principal
proceeds from unscheduled principal payments and proceeds from
sales of credit risk obligations or credit improved obligations.

In addition to the six classes of notes rated by Moody's, the
Issuer issued EUR34,300,000 of Subordinated Notes which are not
rated.

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

Methodology underlying the rating action:

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

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

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

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

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

Par Amount: EUR 350,000,000

Diversity Score: 40

Weighted Average Rating Factor (WARF): 2850

Weighted Average Spread (WAS): 3.85%

Weighted Average Coupon (WAC): 4.50%

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.

MACKAY SHIELDS CLO-1: S&P Assigns B-(sf) Rating on Class F Notes
----------------------------------------------------------------
S&P Global Ratings assigned credit ratings to the class A to F
European cash flow CLO notes issued by MacKay Shields Euro CLO-1
DAC. At closing the issuer issued unrated subordinated notes.

The ratings reflect S&P's assessment of:

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

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

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

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

-- The transaction's counterparty risks, which are in line with
S&P's counterparty rating framework.

Under the transaction documents, the rated notes will pay quarterly
interest unless there is a frequency switch event. Following this,
the notes will permanently switch to semiannual payment. Upon full
redemption of the class A notes and only following a frequency
switch event, any non-payment of the next senior most classes of
notes will lead to an event of default.

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

"In our cash flow analysis, we used the EUR350 million target par
amount, the covenanted weighted-average spread (3.85%), the
covenanted weighted-average coupon (4.50%), and the covenanted
weighted-average recovery rates for all rating levels. As the
portfolio is being ramped, we have relied on indicative spreads and
recovery rates of the portfolio. Our credit and cash flow analysis
indicates that the available credit enhancement for the class B to
F notes could withstand stresses commensurate with higher rating
levels than those we have assigned. However, as the CLO will be in
its reinvestment phase starting from closing, during which the
transaction's credit risk profile could deteriorate, we have capped
our ratings assigned to the notes.

"Under our structured finance ratings above the sovereign criteria,
the transaction's exposure to country risk is sufficiently
mitigated at the assigned preliminary rating levels."

The Bank of New York Mellon, London Branch is the bank account
provider and custodian. The documented downgrade remedies are in
line with S&P's current counterparty criteria.

S&P considers that the issuer is bankruptcy remote, in accordance
with its legal criteria.

Following S&P's analysis of the credit, cash flow, counterparty,
operational, and legal risks, it believes its ratings are
commensurate with the available credit enhancement for each class
of notes.

  Ratings List
  Class      Rating    Amount (mil. EUR)
  A          AAA (sf)  217.00
  B          AA (sf)   35.00
  C          A (sf)    21.00
  D          BBB (sf)  24.50
  E          BB (sf)   17.50
  F          B- (sf)   9.50
  Sub notes  NR        34.30

  NR--Not rated.




=========
I T A L Y
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EMERALD ITALY 2019: Fitch Assigns BBsf Rating on Class D Debt
-------------------------------------------------------------
Fitch Ratings assigned final ratings to Emerald Italy 2019 S.R.L.'s
floating-rate notes as follows:

RATING ACTIONS

Emerald Italy 2019 S.R.L.

Class A;     LT A+sf New Rating;   previously at A+(EXP)sf

Class B;     LT Asf New Rating;    previously at A(EXP)sf

Class C;     LT BBB-sf New Rating; previously at BBB-(EXP)sf

Class D;     LT BBsf New Rating;   previously at BB(EXP)sf

Class R;     LT NRsf New Rating;   previously at NR(EXP)sf

Class X CP;  LT NRsf New Rating;   previously at NR(EXP)sf

Class X NCP; LT NRsf New Rating;   previously at NR(EXP)sf

TRANSACTION SUMMARY

Emerald Italy 2019 S.R.L. is the securitisation of a EUR105.8
million loan (comprising a EUR100.4 million term loan and a EUR5.4
million capex loan) to an Italian borrower sponsored by Kildare
Partners. The loan is variable-rate and secured on three average
quality northern Italian shopping centres.

KEY RATING DRIVERS

Weakening Macro-economic Environment: Italian GDP growth has
stalled as political uncertainty and weaker external demand have
reduced investment, while private consumption growth has also lost
momentum. The risk of this filtering into asset performance is
reflected in Fitch Ratings' base market value declines (MVDs) on
average being greater than 15%. Fitch has also applied an 'Asf'
category rating cap to the transaction.

Retail Pressures: The Italian retail market is facing many of the
same pressures as the rest of Europe, although e-commerce
penetration is less advanced. This flags a risk of disruption
caused by changes in consumer behaviour. With this in mind, as in
other EMEA retail markets, Fitch has recently increased rental
value decline assumptions.

Secondary Collateral: The shopping centres are in residential areas
on the outskirts of Milan and Brescia. All three were built in the
1990s and are in reasonable condition (having been refurbished
since construction), but face local competition. While they benefit
from food anchors Co-op and Auchan, declines in sales performance
in recent years have left them all over-rented (on occupied space).
A debt yield covenant that (unusually) looks through to market rent
helps protect noteholders ahead of income declines.

Equity Commitment: The initial loan (excluding the capex loan) to
acquisition price of 62.5% implies solid equity commitment (given
the lack of mezzanine financing). The initial LTV of 62.2% will
fall because of 1.5% yearly amortisation and, if available, by a
further 1% 'soft' amortisation (paid before dividends). The
valuation implies net initial yields above 7.9% for each property,
which Fitch views as consistent with quality.

Pro Rata Principal Pay: Principal is repaid pro rata prior to loan
default, exposing noteholders to rising concentration risk. There
is some scope for adverse selection: in its disposal analysis the
class C and D ratings are constrained by a scenario in which only
the Metropoli asset remains, with its property quality score
lowered to 5 to account for this idiosyncratic risk.

RATING SENSITIVITIES

KEY PROPERTY ASSUMPTIONS (all by market value)

'Bsf' weighted average (WA) cap rate: 5.8%

'Bsf' WA structural vacancy: 25.1%

'Bsf' WA rental value decline: 4%

'BBsf' WA cap rate: 6.4%

'BBsf' WA structural vacancy: 28.5%

'BBsf' WA rental value decline: 6.4%

'BBBsf' WA cap rate: 6.9%

'BBBsf' WA structural vacancy: 32.0%

'BBBsf' WA rental value decline: 10.1%

'Asf' WA cap rate: 7.5%

'Asf' WA structural vacancy: 35.4%

'Asf' WA rental value decline: 17.5%

'AAsf' WA cap rate: 8.2%

'AAsf' WA structural vacancy: 39.5%

'AAsf' WA rental value decline: 25.1%

RATING SENSITIVITIES

Current ratings: 'A+sf'/'Asf'/'BBB-sf'/'BBsf'

The change in model output that would apply in a high interest rate
scenario with full rental value declines is as follows:

'Asf'/'BBB+sf'/'BB+sf'/'BBsf'

The change in model output that would apply in a high interest rate
scenario with full rental value declines and a 1.1x increase in
structural vacancy is as follows:

'A-sf'/'BBBsf'/'BBsf'/'BB-sf'

The change in model output that would apply in a high interest rate
scenario with full rental value declines and a 1.1x increase in cap
rates is as follows:

'A-sf'/'BBB+sf'/'BBsf'/'BB-sf'

The change in model output that would apply in a high interest rate
scenario with full rental value declines and a 1.1x increase in
both cap rates and structural vacancy is as follows:

'BBB+sf'/'BBBsf'/'BB-sf'/'B+sf'

MONTE DEI PASCHI: Former Bankers Get Jail Sentence Terms
--------------------------------------------------------
Rachel Sanderson and David Crow at The Financial Times report that
thirteen former bankers from Monte dei Paschi di Siena, Nomura and
Deutsche Bank were sentenced to jail on Friday after a case that
shook Italy's establishment and fomented the rise of populism in
the country.

According to the FT, the sentences -- among the harshest handed out
to bankers convicted of financial crimes in living memory -- were
delivered in Milan after the men were found guilty of helping Monte
dei Paschi hide hundreds of millions of euros in losses between
2008 and 2012, using complex derivatives contracts.

The verdict seeks to bring to a close Italy's biggest financial
scandal, a tale of mismanagement and fraud, which led in 2017 to
the nationalization of Monte Paschi, the FT states.

Judges delivered a seven-year jail term to former Monte dei Paschi
managers Giuseppe Mussari and Antonio Vigni, and five years for
former Deutsche managers Michele Faissola, Michele Foresti and
Dario Schiraldi. Sadeq Sayeed and Raffaele Ricci, former Nomura
bankers, were sentenced to between three and five years, the FT
discloses.

The three female judges also demanded Deutsche and Nomura pay about
EUR160 million between them, the FT notes.  Deutsche said in a
statement it was disappointed with the verdict and would review the
rationale for it once it was published, the FT relates.  Nomura, as
cited by the FT, said it was "disappointed" and would consider an
appeal.

Monte dei Paschi's former managers, chairman Giuseppe Mussari and
chief executive Antonio Vigni were accused of colluding with
Deutsche Bank and Nomura to hide losses, the FT relays.  They
denied wrongdoing, according to the FT.

These losses came from investments in Italian sovereign debt made
just prior to their value plunging during the European debt crisis,
the FT discloses.  

The state was forced to take a more than 70% stake in Monte dei
Paschi in 2017 as the bank teetered close to collapse because of a
capital shortfall and depositors fled, the FT recounts.  Under the
terms of its rescue, Brussels has demanded the Italian state exit
the bank's shareholding by the end of 2021, the FT notes.
Complicating an exit strategy for Rome, Monte dei Paschi remains
weighed down by EUR14 billion of bad loans and more than EUR6
billion of legal claims, the FT states.

            About Banca Monte dei Paschi di Siena

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

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



===========
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EURASIA CAPITAL: Fitch Rates $200MM Additional Tier 1 Notes 'B-'
----------------------------------------------------------------
Fitch Ratings assigned Eurasia Capital's SA USD200 million issue of
perpetual additional Tier 1 notes a final long-term rating of 'B-'.
The notes are being used solely for financing a US
dollar-denominated loan to Home Credit & Finance Bank Limited
Liability Company.

The bonds have a coupon rate of 8.8% per year and no established
redemption date. However, Home Credit will have an option to repay
the notes every five years starting from February 2025 subject to
the Central Bank of Russia's approval.

The assignment of the final rating follows the completion of the
issue and receipt of documents conforming to the information
previously received. The final rating is in line with the expected
rating assigned on October 21, 2019.

KEY RATING DRIVERS

Fitch rates AT1 perpetual notes three notches below the bank's
'bb-' Viability Rating. According to Fitch's Bank Rating Criteria,
this is the highest possible rating that can be assigned to deeply
subordinated notes with fully discretionary coupon omission issued
by banks with a VR anchor of 'bb-'. The notching reflects the
notes' higher loss severity in light of their deep subordination
and additional non-performance risk relative to the VR given a high
write-down trigger and fully discretionary coupons.

The notes should qualify as AT1 capital in Home Credit's regulatory
accounts due to a full coupon omission option at the bank's
discretion and full or partial write-down in case either (i) CET1
falls below 5.125% (versus a 4.5% regulatory minimum); or (ii) the
CBR approves a plan for the participation of regulator in
bankruptcy prevention measures for the bank. Fitch believes the
write-down is possible as soon as the bank breaches any of its
mandatory capital or liquidity ratios. This is currently not
expected, given Fitch affirmed Home Credits' Long-Term Issuer
Default Ratings (IDRs) at 'BB-' with Stable Outlook in October
2019.

Fitch expects the coupon omission to occur before the bank breaches
the notes' 5.125% CET1 trigger, which is more likely if the capital
ratios fall below the minimum capital requirements with buffers
(CET1 of 7% and Tier 1 of 8.5% applicable from January 1, 2020).
This risk is reasonably mitigated by Home Credit's stable financial
profile, healthy profitability and reasonable headroom over capital
minimums including buffers (consolidated CET1 and Tier 1 ratios
were both 10.7% at end-1H19, comparing favourably with the minimum
requirements). Upon CBR approval, the issue increases the bank's
end-1H19 regulatory Tier 1 and total capital ratios by about 3pp.

RATING SENSITIVITIES

The issue rating could be downgraded if Home Credit's VR is
downgraded, which is not expected by Fitch at present, given the
Stable Outlook on the bank's ratings.

Fitch may widen the rating notching if non-performance risk
increases. For example, this could arise from Home Credit failing
to maintain reasonable headroom over the minimum capital adequacy
ratios (including the buffers) or from the instrument becoming
non-performing, i.e. if the bank cancels any coupon payment or at
least partially writes off the principal. In that case, the issue
will be downgraded based on Fitch's expectations about the form and
duration of non-performance.

Upside for the notes is limited as, per Fitch's criteria, the
minimum notching of deeply subordinated instruments will increase
up to four notches, should the VR be upgraded to 'bb' from 'bb-'.



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

BREITLING HOLDINGS: S&P Assigns 'B' ICR, Outlook Stable
-------------------------------------------------------
S&P Global Ratings assigned its 'B' ratings to Breitling Holdings
S.a.r.l. and the CHF564 million-equivalent euro-denominated senior
secured term loan B (including the proposed add-on) issued by
Breitling Financing Sarl.

S&P is also assigning a recovery rating of '3' to the debt,
indicating its estimate of recovery prospects in the 50%-70% range
(rounded estimate 55%).

Breitling's recent positive performance led to a special dividend
and partial refinancing of the capital structure. Sound performance
over recent quarters led to a reduction of Breitling's reported net
leverage to 3.8x as of Aug. 31, 2019, from 4.8x as of fiscal year
ended March 31, 2019 (FY 2019). As a result, Breitling's private
equity owner CVC Capital Partners requested a special dividend of
CHF158 million. Breitling will finance the dividend by upsizing its
EUR245 million term loan B by an amount equivalent to CHF295
million. As part of the transaction, it will repay CHF110 million
of senior secured debt and CHF27 million drawn under a CHF80
million revolving credit facility (RCF). After the transaction, S&P
projects its adjusted debt to EBITDA ratio for Breitling will be in
the 6.5x-7.0x range over 2020-2022 and adjusted EBITDA interest
coverage at 3.5x-4.0x.

Breitling's new management team's strategy will likely deliver
positive results in fiscal year 2020. CVC Capital Partners,
Breitling's majority shareholder (80%) since 2017, acquired the
remaining 20% of the group in 2018. It then appointed a new
management team, which is overhauling Breitling's strategy to
strengthen the company's leading position in the chronometer
segment of the Swiss luxury watch industry. S&P expects Breitling
to expand by double digits in FY 2020, with sales reaching CHF520
million-CHF530 million and adjusted EBITDA margins of about 22%.
Key growth drivers are expected to be Breitling's consolidation of
agents and distributors acquired in 2018-2019 in countries such as
Germany, Netherlands, Spain, China, Korea, and Japan, and across
South East Asia, as well as higher volumes and average sales prices
from relaunches of products, including Navitimer and SuperOcean.

Increasing exposure to China should help boost growth. The group
benefits from relatively good geographic diversification, with
sales spread across Europe (about 39% of revenues for the 12 months
to Aug. 31, 2019), the U.S. (20%), Japan (10%), and Asia-Pacific
(excluding Japan) and the rest of the world (31%). Breitling's
relatively lower exposure to China has protected it from the drop
of sales other major luxury goods players experienced after demand
from China started declining in 2014. S&P said, "The revised
strategy contemplates a greater presence in China, which we still
regard as a key growth engine for the global luxury market. We
expect this will entail selective openings of new boutiques and
accelerating Breitling's wholesale footprint. Currently, we
estimate China accounts for roughly 5% of total sales, thanks to
new stores opened in 2018 and e-commerce sites launched in 2019."

S&P forecasts strong adjusted EBITDA margins of about 22% over FY
2020-FY 2022. The rationalization of Breitling's distribution
channel through integrating distributors and agents, as well as a
better product mix including greater volumes from watches with
higher average prices, such as Navitimer and SuperOcean, will lead
to an increase in the adjusted EBITDA margin to about 22% in FY
2020 from about 19.5% in FY 2019. The improvement will be supported
by the group's more effective advertising and promotion
investments. For example, spending in this area has been redirected
away from certain traditional channels (such as printed catalogues
and trade fairs) toward point of sales and digital advertising,
which is likely to attract younger buyers.

Expansion of the direct to consumer channel is key to strengthening
the group's control over the brand and enhance supply chain
management. Breitling, a relatively small, niche player in the
global luxury watch market, has a limited assortment of products.
Top two watch models--Navitimer and SuperOcean Heritage--accounted
for roughly 42% of sell-out value for the year to Aug. 31, 2019.
S&P said, "We estimate that Breitling will generate less than 10%
of its sales through directly operated boutiques. To ensure control
over the brand and retailers' inventory levels, Breitling is
rebalancing its exposure to the wholesale channel. We consider this
channel vulnerable to potential disruption from the grey market,
since distributors may apply unauthorized discounts to reduce
stocks when demand decreases. Breitling is therefore ending its
relationship with low-profit wholesale partners, and we see a risk
that this could entail a buyback of inventories." At the same time,
Breitling intends to expand its direct-to-consumer channel by
gradually opening directly operated boutiques (mainly in China),
renovating its boutiques network, and investing in new exclusive
corners at current points of sales. In FY 2019, wholesale activity
accounted for 80% of sales, split equally between third-party
distributors, and shop-in-shops/corners. Sales from boutiques
accounted for 15% of the total (including directly operated shops)
and duty free shops 5%.

S&P said, "Breitling's capital structure is highly leveraged.
Following the debt issuance and refinancing, our adjusted debt
figure for Breitling will be in the CHF750 million-CHF800 million
range, including the CHF564 million term loan B and CHF30
million-CHF35 million of other bank liabilities. Our adjustments
include adding CHF100 million-CHF110 million of lease liabilities,
CHF20 million-CHF25 million of pension obligations, and close to
CHF30 million of put options on minority stakes. We project
adjusted debt to EBITDA at 6.5x-7.0x over 2020-2022, with EBITDA
interest coverage comfortably at 3.5x-4.0x. The strong growth
expected in 2020 will likely generate exceptional working capital
outflows of CHF40 million-CHF45 million, undermining the group's
ability to report positive free operating cash flow in FY 2020. We
anticipate normalization of working capital from FY 2021,
supporting annual free operating cash flow exceeding CHF20
million.

Breitling's private equity ownership is a rating constraint. Our
rating on Breitling is constrained by the company's private equity
ownership. In our view, the proposed dividend recapitalization
reflects low commitment from CVC Capital Partners to keep leverage
below 5.0x in the medium term.

"The stable outlook on Breitling reflects our view that the group
will successfully deliver its growth agenda, with consolidation of
distributors, increasing penetration in China, and positive
customer reactions to new collections. We expect the S&P Global
Ratings-adjusted EBITDA margin to expand to about 22% by the end of
FY 2020 on the back of a favorable price mix and more focused
marketing investments.

"Under our base case, we project adjusted debt to EBITDA will
remain in the 6.5x-7.0x range and adjusted EBITDA interest coverage
higher than 3.0x. The company's reported free operating cash flow
is likely to be flat or slightly negative in FY 2020, due to
exceptional working capital outflows that we expect will normalize
from next year.

"We could consider a negative rating action if a significant
decline in demand for luxury Swiss watches limits Breitling's
expansion, translating into weaker-than-expected EBITDA margins and
negative free operating cash flow for a prolonged period. Rating
pressure could also arise if adjusted debt to EBITDA increases
above 7.0x or if EBITDA interest coverage weakens to 2.0x or
lower.

"We could upgrade Breitling if the group's credit metrics improved,
including healthy and recurring positive free operating cash flow
and adjusted debt to EBITDA consistently below 5.0x. An upgrade
would also hinge on a clear commitment from the financial sponsor
to a long-term investment strategy that implies a low risk of
releveraging beyond 5.0x."



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

KONDOR FINANCE: Fitch Assigns B Rating to Loan Participation Notes
------------------------------------------------------------------
Fitch Ratings assigned Kondor Finance plc's loan participation
notes final senior unsecured 'B' rating and Recovery Rating of
'RR4'.

The LPNs are issued by Kondor Finance on a limited recourse basis
for the sole purpose of funding a loan to National Joint Stock
Company Naftogaz of Ukraine (Naftogaz, B/Positive). They constitute
direct, unconditional senior unsecured obligations of Naftogaz and
rank pari passu with all other present and future unsecured and
unsubordinated obligations. The LPNs has a seven-year term, a
bullet repayment and a fixed coupon of 7.625%.

The proceeds from the loan are being used by Naftogaz for general
corporate purposes, including for the repayment of existing
financial indebtedness.

The final rating follows a review of the final terms and conditions
conforming to information already received when Fitch assigned the
expected rating on October 28, 2019.

KEY RATING DRIVERS

Ratings in Line with Sovereign's: Fitch views the overall linkage
of Naftogaz with the sovereign as strong, which is reflected in a
score of 40 under its Government Related Entities (GRE) Criteria.
Fitch assesses as 'Strong' the company's status, ownership and
control, record of support from the state, and expectations and
financial implications of a default of Naftogaz. Fitch views the
socio-political implications of a default of Naftogaz as 'Very
Strong'.

Strong Links with State: Naftogaz is 100% state-owned and is
strategically important to the government as Ukraine's largest
natural gas production, wholesale, transmission and trading
company. Dividends, taxes and levies paid by Naftogaz represented
14.8% of Ukraine's revenue in 9M19. Historically the state also
guaranteed almost a third of the company's gross debt, which
Naftogaz repaid in May 2019. Between 2012 and 2015, the government
provided about UAH141 billion in direct support to Naftogaz.
Naftogaz's financial performance is closely monitored by the IMF,
Ukraine's main lender, which incentivises the government to ensure
that Naftogaz is adequately funded.

Standalone Credit Profile (SCP): The 'b-' SCP of Naftogaz captures
its monopoly in gas transit and domestic transportation by main
pipelines in Ukraine and improved financial profile and liquidity,
although the latter remains weak. It also reflects uncertainties
and potential volatility in its operating and financial profiles
after 2019, post the unbundling of its gas transmission business.
In its view, Naftogaz's stronger financial performance in 2016-2018
may not be sustainable in the long term, as it depends on external
factors on which Fitch has limited visibility, such as domestic gas
prices and increasing accounts receivables from distribution
intermediaries, as well as the unbundling of the transit division.

Ukraine Upgrade: Fitch expects that improving macroeconomic
stability in Ukraine and reduced domestic political uncertainty,
reflected in the recent upgrade of Ukraine's IDRs to 'B'
(Positive), are likely to result in lower pressure from the local
operating environment on Naftogaz's ratings.

Regulatory Risks to Ease: Fitch expects regulatory risk to ease
when the Public Service Obligation (PSO) regime ends in May 2020.
Under PSO, Naftogaz is legally obliged to provide gas to municipal
heat utilities and distribution intermediaries at below-market
prices determined by PSO. Due to low market prices, which are lower
than PSO-determined prices, prices of gas for PSO customers
decreased by 28% since April 2019. Naftogaz is legally required to
continue supplying some of its non-paying customers under certain
conditions, which may negatively affect the collection of
receivables as long as the PSO is in operation.

Naftogaz estimates that the state owes it significant compensation
under the PSO for supplying gas to customers at below market
prices, but Fitch conservatively excludes any compensation in its
forecasts.

Earnings Loss from Planned Unbundling: Ukraine's government has
committed to reforming the energy sector, in line with the EU's
third package. This implies market liberalisation and unbundling of
the gas transmission function (TSO) from gas production and supply.
Naftogaz expects this unbundling to take place in 2020, which is
also its assumption, after the gas transit contract with Gazprom
PJSC (BBB/Stable) expires. Naftogaz expects to handle gas transit
through its subsidiary Ukrtransgaz PJSC until then, but Fitch
assumes no revenue from transit or any compensation for the
unbundled assets after January 1, 2020.

Focus on Domestic Markets: After 2020, Naftogaz will focus on
domestic gas sales, storage, domestic petrol products and LNG
sales, gas production and service legal agreements with a newly
unbundled gas transit company. Fitch expects funds from operation
(FFO) adjusted gross leverage to average 1.0x over 2019-2022,
assuming lower earnings due to unbundling. Fitch also expects
increased capex to boost domestic gas production by 2021, both
through greenfield and brownfield investments. Naftogaz accounts
for about 80% of Ukraine's domestic gas production.

Favourable Arbitration Ruling: In 2017 and 2018, the Arbitration
Institute of the Stockholm Chamber of Commerce effectively ruled in
favour of Naftogaz in two multi-billion-dollar cases involving
Gazprom. As a result, Fitch believes the risks to Naftogaz's
financial position stemming from the arbitration are eliminated.
Fitch does not incorporate the USD2.6 billion net award in favour
of Naftogaz in its forecasts since its timing is uncertain.

Gazprom has appealed the award in the gas transit arbitration case
but Naftogaz has proceeded with enforcing the arbitration ruling
and is assessing alternatives to recover the award from Gazprom.
Fitch does not include any proceeds from arbitration outcomes in
its base case.

Disputes with Gazprom Continue: Naftogaz does not purchase natural
gas from Gazprom following the latter's refusal to resume supplies
in March 2018. Fitch believes that Naftogaz should be able to buy
the required volumes of gas from European suppliers as in
2016-2018. As of October 22, 2019, 21.5bcm of natural gas were
pumped into underground storage, to prevent disruption by the end
of the heating season to supplies in case of a halt to gas transit
by Gazprom as of January 1, 2020.

Gazprom depends on Naftogaz for gas transit to Europe and Fitch
expects it to honour its obligations under its transit agreement
until 2020. However, gas transit volumes could materially reduce
from 2020 when alternative pipelines Nord Stream II and TurkStream
are ramped up.

DERIVATION SUMMARY

Naftogaz operates in a weaker operating environment than other
Fitch-rated EMEA gas transmission and distribution companies, such
as eustream, a.s. (A-/Stable) and KazTransGas JSC (BBB-/Stable).

While Naftogaz's projected financial metrics for 2019 are strong
relative to peers', the company's SCP of 'b-' reflects potential
cash flow volatility arising from sensitivity to the continued
indexation of domestic gas prices in Ukraine, collectability of
accounts receivable and the impact of unbundling of the company's
gas transportation business expected post-2019. The rating of
Naftogaz is at the same level as Ukraine under its GRE Criteria.

KEY ASSUMPTIONS

  - Ukrainian GDP to increase around 3.4% annually over 2019-2022

  - Ukrainian CPI of 5.7%-8.5% p.a. over 2019-2022

  - No gas transit and transportation revenue post-2020 due to
    unbundling and the expiry of contract with Gazprom

  - Domestic sales of gas volumes to increase by 2021

  - Declining profitability across most segments from 2019

  - Capex of average USD1 billion annually over 2019-2022

  - Dividends payment in line with management estimates

KEY RECOVERY RATING ASSUMPTIONS

  - Naftogaz's value is derived from a going-concern basis in a
distressed scenario and where the company would keep its operations
and would be restructured rather than liquidated.

  - Fitch has applied a 30% discount to 2020 EBITDA,
post-unbundling, reflecting its view of a sustainable,
post-reorganisation level upon which Fitch bases the valuation of
the company. The discount reflects risks associated with the
regulatory framework, potential weakening of financial profile and
other adverse factors.

  - A 3x multiple is used to calculate a post-reorganisation
enterprise value (EV). It is below the mid-cycle multiple for EMEA
oil and gas companies. It captures higher-than-average business
risks in Ukraine, and reflects Naftogaz's lack of both unique
characteristics allowing for a higher multiple, or significantly
undervalued assets.

  - Fitch has taken 10% off the EV to account for administrative
claims. Fitch has also treated all banking debt as prior-ranking.
The principal waterfall analysis output percentage is capped at 50%
or the 'RR4' band, in line with its criteria as Naftogaz's physical
assets are located in Ukraine.

RATING SENSITIVITIES

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

  - Further positive rating action on Ukraine would be mirrored in
Naftogaz's rating due to rating equalisation. This is provided
Naftogaz's SCP remains up to three notches below the sovereign's
rating and the links with the state do not weaken.

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

  - A negative rating action on Ukraine would be reflected in
Naftogaz's ratings.

  - Significant deterioration of Naftogaz's financial profile or
liquidity following the planned reorganisation with simultaneous
weakening of links with the state.

The following rating sensitivities are for Ukraine:

The main factors that could, individually or collectively, lead to
an upgrade are:

  - Increased foreign currency reserves and external financing
flexibility.

  - Improvement of structural indicators, such as governance
standards.

  - Higher growth prospects while preserving improved macroeconomic
stability.

  - Further declines in government indebtedness and improvements in
the debt structure.

The main factors that could, individually or collectively, lead to
the Outlook being revised to Stable are:

  - Re-emergence of external financing pressures or increased
macroeconomic instability, for example stemming from failure to
agree an IMF programme or delays to disbursements from it.

  - External or political/geopolitical shocks that weaken
macroeconomic performance and Ukraine's fiscal and external
position.

  - Failure to improve standards of governance, raise economic
growth prospects or reduce the public debt-to-GDP ratio.

LIQUIDITY AND DEBT STRUCTURE

Tight but Manageable Liquidity: At September 30, 2019, Naftogaz had
USD1,468 million in short-term debt, with freely available cash of
USD1,017 million. Around USD1.5 billion out of USD2.5 billion total
indebtedness is bank borrowings from Ukrainian state banks such as
JSC State Savings Bank of Ukraine (Oschadbank), Public Joint-Stock
Company Joint Stock Bank Ukrgasbank and JSC The State Export-Import
Bank of Ukraine (Ukreximbank). The remaining USD1 billion is senior
unsecured euro- and US dollar- denominated bonds maturing in
2022-2024.



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

EUROMASTR PLC 2007-IV: Fitch Affirms  BB+sf Rating on Cl. E Notes
-----------------------------------------------------------------
Fitch Ratings affirmed EuroMASTR Series 2007-1V plc notes as
follows:

EuroMASTR Series 2007-1V plc
  
Class A2 XS0305763061; LT AAAsf Affirmed; previously at AAAsf

Class B XS0305764036;  LT AAAsf Affirmed; previously at AAAsf

Class C XS0305766080;  LT AAsf Affirmed;  previously at AAsf

Class D XS0305766320;  LT BBBsf Affirmed; previously at BBBsf

Class E XS0305766676;  LT BB+sf Affirmed; previously at BB+sf

TRANSACTION SUMMARY

This transaction is a securitisation of owner occupied and
buy-to-let mortgages originated in the UK by Victoria Mortgage
Funding and now serviced by Link Mortgage Servicing Limited.

KEY RATING DRIVERS

New UK RMBS Rating Criteria

The rating action takes into account the new UK RMBS Rating
Criteria dated October 4, 2019. The notes' ratings have been
removed from Under Criteria Observation.

Sector Selection

Fitch applied its non-conforming assumptions to the owner-occupied
mortgages (87.9% by current balance) due to the prevalence of
self-certified income, adverse credit entries at loan origination
and interest-only loans. Fitch has applied its BTL assumptions to
the BTL mortgages (12.1% by current balance).

Asset Analysis

As of the cut-off date Fitch calculated that 9.9% of the
owner-occupied pool was in arrears by an amount greater than 0.1x
monthly payment, while 4.4% of the BTL pool was in arrears by an
amount greater than 0.1x monthly payment.

The entire pool is Libor linked with an average margin of 3.4%.
Fitch has not taken into account any potential basis risk or asset
yield reduction as the result of the replacement of Libor.

Credit Enhancement

As of the September payment date, credit enhancement has increased
slightly to 41.5%, 30.7%, 22.4%, 9.2% and 5.9% from 40.9%, 30.1%,
21.7%, 8.4% and 5.1% for the class A, B, C, D and E notes,
respectively, as the notes are amortising and the reserve fund is
in target.

The transaction is amortising on a pro-rata basis. Unless a
performance trigger is breachedpro-rata amortisation will continue
until the notes fall below 10% of their initial balance.

Interest-Only Maturities

83.3% of the owner-occupied pool comprises interest-only loans.
58.1% of the owner-occupied pool is interest-only loans with
maturity dates falling in or after 2030. 3.8% of the owner-occupied
pool is interest-only loans with maturity dates falling in or after
2035.

RATING SENSITIVITIES
Ratings may be sensitive to the resolution of the Libor rate
exposure for both the mortgages and the notes. For example if
material basis risk is introduced or there is a material reduction
in the net asset yield, the ratings may be negatively affected.

Ratings are sensitive to the owner-occupied interest-only loan
maturity profile and in particular the ability of borrowers to
redeem these loans on a timely basis.

Ratings are sensitive to the amortisation profile of the notes. A
switch to sequential (prior to the 10% pool balance) may be
positive for the class C notes. However, the effect may be offset
by the negative factors that gave rise to the trigger breach.

MAMAS & PAPAS: Bluegem Capital Buys Business, 73 Jobs Affected
--------------------------------------------------------------
Samantha Machado at Reuters reports that British nursery retailer
Mamas & Papas Retail was sold to private equity firm Bluegem
Capital Partners, administrator Deloitte said on Nov. 8, leading to
the shutdown of six loss-making stores and 73 job losses.

Deloitte said the retailer was sold through a pre-pack
administration to Bluegem Capital Partners, which ultimately owned
the parent company Mamas & Papas Group, Reuters relates.

Mamas & Papas sells pushchairs, car seats, furniture, clothing and
other nursery products.

MOTHERCARE PLC: Massive Closing Sale Begins Across UK Stores
------------------------------------------------------------
Sam Shedden at The Scotsman reports that a massive closing down
sale has commenced at Mothercare plc stores across Scotland and the
rest of the UK.

The "everything must go" sale began on Friday, Nov. 8, with the
cost of all items in store dramatically reduced, although customers
have been told some exclusions do apply and to see in store for
more details, The Scotsman discloses.

Following the previous closure of 60 stores, it has been confirmed
that Mothercare has now gone into administration and is closing all
remaining stores across the UK with all stock discounted, The
Scotsman relates.

Customers can expect to find a huge range of discounts and bargains
as all stock must go before the stores close their doors for the
last time, The Scotsman states.

According to store management, stock levels are high as warehouses
are cleared, so there is plenty of choice and customers are advised
to take advantage of the heavy discounts as soon as possible --
some of the most popular ranges may sell out fast, The Scotsman
notes.

The website will remain live until further notice and discounts
will also be available online as long as the website is live, The
Scotsman says.

Any product warranties or guarantees will remain valid and
customers are encouraged to spend any gift cards as soon as
possible, according to The Scotsman.  Gift cards will no longer be
available to purchase, The Scotsman says.

As reported by the Troubled Company Reporter-Europe on Nov. 7,
2019, Reuters related that Mothercare appointed administrators to
its loss-making British unit with effect from Tuesday, Nov. 5.
According to Reuters, the company, which has been hit hard by
intense competition from supermarkets and online retailers in its
main domestic market, said that it appointed PricewaterhouseCoopers
as administrators to its trading unit, Mothercare UK Ltd and to
Mothercare Business Service.

Mothercare plc is a British retailer which specializes in products
for expectant mothers and in general merchandise for children up to
8 years old.

PIZZA EXPRESS: Lenders Call for GBP100-Mil. Cash Injection
----------------------------------------------------------
Oliver Gill at The Telegraph reports that Pizza Express lenders are
demanding a cash injection of at least GBP100 million despite its
Chinese owner attempting to turn down the heat on the restaurant
chain by buying back tens of millions of pounds of debt.

A surprise bond auction has failed to placate widespread
frustrations within a diverse group of hedge funds and other
financial institutions that are owed more than GBP650 million, The
Telegraph discloses.

According to The Telegraph, insiders urged Hony Capital, Pizza
Express's majority backer, to "do the right thing" and pour cash
directly into the company, rather than buying back bonds.

Hony Capital announced on Nov. 6 it would buy back heavily
discounted debts with a face value of GBP80 million, The Telegraph
relates.

PizzaExpress is a restaurant group with over 470 restaurants across
the United Kingdom and 100 overseas in Europe, Hong Kong, China,
India, Indonesia, Kuwait, The Philippines, The United Arab
Emirates, Singapore and Saudi Arabia.

THOMAS COOK: EasyJet, Jet2.com Acquire UK Airport Landing Slots
---------------------------------------------------------------
Alistair Smout at Reuters reports that British budget airlines
easyJet and Jet2.com have bought the take-off and landing slots of
failed travel company Thomas Cook at London Gatwick and Manchester
airports, respectively.

According to Reuters, EasyJet bought Thomas Cook's slots at London
Gatwick and Bristol airports for GBP36 million (US$46 million),
while Jet2.com, owned by Dart Group, bought slots at Manchester,
Birmingham and Stansted for an undisclosed price.

London Gatwick and Manchester had been Thomas Cook's main UK bases,
and the liquidators have now sold all the available slots in Thomas
Cook's UK portfolio, Reuters relates.

EasyJet acquired 12 of summer slot pairs and 8 winter slot pairs at
Gatwick, plus six summer slot pairs and one winter slot pair at
Bristol, in the deal, Reuters discloses.  The airline added that
contractual terms had been concluded, Reuters notes.

                    About Thomas Cook Group

Thomas Cook Group Plc is the ultimate holding company of direct and
indirect subsidiaries, which operate the Thomas Cook leisure travel
business around the world.  TCG was formed in 2007 following the
merger between Thomas Cook AG and MyTravel Group plc.
Headquartered in London, the Group's key markets are the UK,
Germany and Northern Europe.  The Group serves 22 million customers
each year.

The Group operates from 16 countries, with a combined fleet of over
100 aircraft through five entities holding air operator
certificates in the UK, Germany, Denmark and Spain.  The Group has
2,800 owned and franchised retail outlets (including 555 shops in
the UK) and operates 199 own-brand hotels across the world.

As of Dec. 31, 2018, the Group had 21,263 employees, including
9,000 in the U.S.

The travel agent originally proposed a restructuring.  It was
scheduled to ask creditors Sept. 27, 2019, for approval of a scheme
of arrangement that involves (a) substantially deleveraging the
Group by converting GBP1.67 billion of RCF and Notes debt currently
outstanding into new shares (15%) and a subordinated PIK note (at
least GBP81 million) to be issued by the recapitalized Group in
proportions still to be agreed; and (b) the transfer of at least a
75% interest in the Group Tour Operator and an interest of up to
25% in the Group Airline to Chinese investor Fosun Tourism Group.

Representatives of the company filed a Chapter 15 petition in New
York on Sept. 16, 2019, to seek U.S. recognition of the UK
proceedings as foreign main proceeding.  The Chapter 15 case is In
re Thomas Cook Group Plc (Bankr. S.D.N.Y. Case No. 19-12984).
Latham & Watkins, LLP is the counsel.

But after last-ditch rescue talks failed, on Sept. 23, 2019, Thomas
Cook UK Plc and associated UK entities announced that they have
entered Compulsory Liquidation and are now under the control of the
Official receiver.  The UK business has ceased trading with
immediate effect and all future flights and holidays are cancelled.
All holidays and flights provided by Thomas Cook Airlines have
been cancelled and are no longer operating.  All Thomas Cook's
retail shops have also closed.  

Separate from the parent company, Thomas Cook's Indian, Chinese,
German and Nordic subsidiaries will continue to trade as normal.

TURBO FINANCE 8: Moody's Affirms B3 Rating on GBP2.8MM Cl. E Notes
------------------------------------------------------------------
Moody's Investors Service upgraded the ratings of six Notes and
affirmed the ratings of five Notes in three Turbo Finance deals:

Issuer: Turbo Finance 6 plc

GBP29.4M Class B Notes, Upgraded to Aaa (sf); previously on Jul 13,
2018 Upgraded to Aa1 (sf)

GBP9.8M Class C Notes, Upgraded to A2 (sf); previously on Jul 13,
2018 Affirmed Ba1 (sf)

Issuer: Turbo Finance 7 plc

GBP385.0M Class A1 Notes, Affirmed Aaa (sf); previously on Jul 13,
2018 Affirmed Aaa (sf)

EUR125.0M Class A2 Notes, Affirmed Aaa (sf); previously on Jul 13,
2018 Affirmed Aaa (sf)

GBP58.4M Class B Notes, Upgraded to Aaa (sf); previously on Jul 13,
2018 Upgraded to A1 (sf)

GBP8.5M Class C Notes, Upgraded to Baa1 (sf); previously on Jul 13,
2018 Affirmed Baa3 (sf)

Issuer: Turbo Finance 8 plc

GBP340.8M Class A Notes, Affirmed Aaa (sf); previously on Nov 8,
2018 Definitive Rating Assigned Aaa (sf)

GBP23.2M Class B Notes, Upgraded to Aaa (sf); previously on Nov 8,
2018 Definitive Rating Assigned Aa2 (sf)

GBP18.0M Class C Notes, Upgraded to Baa1 (sf); previously on Nov 8,
2018 Definitive Rating Assigned Baa3 (sf)

GBP10.0M Class D Notes, Affirmed Ba3 (sf); previously on Nov 8,
2018 Definitive Rating Assigned Ba3 (sf)

GBP2.8M Class E Notes, Affirmed B3 (sf); previously on Nov 8, 2018
Definitive Rating Assigned B3 (sf)

Turbo Finance 6 plc is a cash securitisation of receivables arising
from hire purchase contracts extended to obligors located in the
United Kingdom by FirstRand Bank Limited (London Branch).

Turbo Finance 7 plc is a cash securitisation of receivables arising
from hire purchase and personal contract purchase agreements
extended to mainly private obligors in the United Kingdom by
FirstRand Bank Limited (London Branch).

Turbo Finance 8 plc is a static cash securitisation of hire
purchase agreements and personal contract purchase agreements
extended to obligors in the United Kingdom by MotoNovo Finance, a
business segment of the FirstRand Bank Limited (London Branch).

RATINGS RATIONALE

The rating action is prompted by:

  - decreased key collateral assumptions, namely the portfolio
Default Probability and Expected Losses assumptions due to better
than expected collateral performance in the case of Turbo Finance 8
plc.

  - an increase in credit enhancement for the affected tranches.

  - combined with corrections of input errors in the cash flow
modelling in the case of Turbo Finance 7 plc.

Moody's affirmed the ratings of the Notes that had sufficient
credit enhancement to maintain the current ratings on the affected
Notes.

The rating action also took into account the increased uncertainty
relating to the impact of the performance of the UK economy on the
transaction over the next few years, due to the on-going
discussions relating to the final Brexit agreement.

Revision of Key Collateral Assumptions:

As part of the rating action, Moody's reassessed its default
probability and expected loss assumptions for the securitized
portfolios reflecting the collateral performance to date.

In Turbo Finance 6 plc, 60+ days delinquencies are at 1.10% of
current balance and cumulative defaults are 3.71% of original
balance as of October 2019, with pool factor at 9.72%. Moody's
assumed a mean default probability of 4.75% of the current
portfolio balance, translating into a higher DP assumption of 4.02%
of original balance, from 3.76% as of the last rating action of
July 2018. Moody's left the assumption for the fixed recovery rate
and portfolio credit enhancement unchanged at 45% and 15%
respectively.

In Turbo Finance 7 plc, 60+ days delinquencies are at 0.71% of
current balance and cumulative defaults are 3.14% of original
balance as of October 2019, with pool factor at 15.59%. Moody's
assumed a mean default probability of 5.00% of the current
portfolio balance, translating into a higher DP assumption of 3.74%
of original balance, from 3.67% as of the last rating action of
July 2018. Moody's left the assumption for the fixed recovery rate
and portfolio credit enhancement unchanged at 45% and 16%
respectively.

In Turbo Finance 8 plc, 60+ days delinquencies are at 0.31% of
current balance and cumulative defaults are 0.77% of original
balance as of October 2019, with pool factor at 59.65%. Moody's
assumed a mean default probability of 6% of the current portfolio
balance, translating into a lower DP assumption of 4.35% of
original balance, from 6% at closing. Moody's left the assumption
for the fixed recovery rate and portfolio credit enhancement
unchanged at 40% and 17% respectively.

Increase in Available Credit Enhancement

Sequential amortization and non-amortizing reserve funds led to the
increase in the credit enhancement available in this transaction.

Credit enhancement available under Class B and Class C Notes in
Turbo Finance 6 plc increased to 39.14% and 13.35% from 3.2% and
0.7% respectively, at closing.

Credit enhancement available under Class B and Class C Notes in
Turbo Finance 7 plc increased to 28.91% and 19.32% from 3.91% and
2.41% respectively, at closing. At the same time the residual value
exposure increased from 9% at closing to 14% as of the October 2019
IPD.

Credit enhancement available under Class B and Class C Notes in
Turbo Finance 8 plc increased to 16.26% and 8.72% from 9.7% and
5.2% respectively, at closing. At the same time the residual value
exposure increased from 7.4% at closing to 10% as of the October
2019 IPD.

Correction of input errors in the cash flow modelling for Turbo
Finance 7 plc.

The rating action on Turbo Finance 7 plc also reflects corrections
made to input errors in the cash flow modelling which were present
in the last rating action in July 2018: The assets balance used in
the model should have excluded defaulted assets; calculation of the
tranches' credit enhancement percentages did not include
overcollateralization; calibration of the tranche size did not use
a GBP equivalent amount for Tranche A2; and the coupon of tranche
A2 was modelled as a fixed 0% instead of a Libor +0.76% floating
rating after accounting for the hedging arrangements. The combined
effect of these corrections have a net positive effect on Class B
and C of Turbo Finance 7 plc and contribute marginally to the
upgrade of these tranches.

The principal methodology used in these ratings was "Moody's Global
Approach to Rating Auto Loan- and Lease-Backed ABS" published in
March 2019.

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

Factors or circumstances that could lead to an upgrade of the
ratings include: (1) performance of the underlying collateral that
is better than Moody's expected; (2) an increase in available
credit enhancement; (3) improvements in the credit quality of the
transaction counterparties; and (4) a decrease in sovereign risk.

Factors or circumstances that could lead to a downgrade of the
ratings include: (1) an increase in sovereign risk; (2) performance
of the underlying collateral that is worse than Moody's expected;
(3) deterioration in the notes' available credit enhancement; and
(4) deterioration in the credit quality of the transaction
counterparties.

TVT MEDIA: Files for Insolvency Following Cash Flow Issues
----------------------------------------------------------
Slator reports that TVT Media, a London-headquartered provider of
media localization and end-to-end content services, filed for
insolvency on Oct. 21.

TVT's operations in the UK generated revenues of nearly GBP10
million (US$12.6 million) in 2017 (the most recent year for which
numbers are available), but the company's global size is likely a
multiple of the figure given that it operates large subsidiaries in
the US, the Netherlands, Poland, Australia, Singapore, and Japan,
Slator discloses.

What brought TVT to its knees was its 2017 acquisition of
Amsterdam-based Digital Media Centre (DMC), Slator states.  At the
time of the acquisition, DMC employed over 200 people, Slator
notes.

In 2018, the combined company rebranded to TVT Media, Slator
recounts.

According to information obtained by Slator, the failure of DMC
left its parent company unable to fulfil obligations under a large
contract and compounded an already negative cash flow position,
leading to the parent's insolvency.

Advisory firm FRP has been appointed as administrator of the
insolvent business, Slator relates.  Contacted by Slator, a
spokesperson for Philip Watkins and Philip Armstrong, two partners
at FRP and joint administrators, confirmed that TVT Media has
"entered administration following cash flow difficulties."

FRP, which is now tasked with winding up the bulk of the business,
told Slator they are working with customers to ensure a smooth
handover to new providers.

According to Slator, unaffected by the current administration is
TVT Media's Asia-Pacific business, which, according to FRP,
"continues to operate as normal."

Slator has learned that FRP is looking for a buyer for the Asia
business, consisting of four subsidiaries in Singapore, Australia,
Japan, and a support office in the US.

While FRP initially reached out to potential third-party buyers,
the advisory firm is now considering a buyout by TVT Media
management, according to Slator.



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

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


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

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

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

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

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

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


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