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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, December 30, 2019, Vol. 20, No. 0

                           Headlines



G E O R G I A

CARTU BANK: Fitch Affirms Then Withdraws B- LT IDR
SILKNET JSC: Fitch Affirms B+ LT IDR, Outlook Stable
TERABANK JSC: Fitch Assigns B+ LT IDR, Outlook Stable


I T A L Y

ASTALDI SPA: To Sell 33% Stake in Third Bosphorus Bridge
BANCA CARIGE: Moody's Upgrades LT Issuer Rating to Caa2
NEXI SPA: Fitch Puts BB LT IDR on Rating Watch Negative


N E T H E R L A N D S

EMF-NL PRIME 2008-A: S&P Affirms 'CCC(sf)' Rating on Class C Notes


P O L A N D

COGNOR SA: Moody's Withdraws B3 CFR for Business Reasons


R U S S I A

KAMAZ PTC: Moody's Withdraws B1 CFR and Negative Outlook


U N I T E D   K I N G D O M

COLWYN BAY: Enters Liquidation, Seeks Buyer for Business
GREENSANDS UK: Fitch Affirms Then Withdraws 'CC' LT IDR
KELDA FINANCE: Fitch Cuts LT IDR to BB-; Placed on Rating Watch Neg
MMP FINANCIAL: Goes Into Administration, Won't Issue New Loans
NOSTRUM OIL: Kai-Uwe Kessel Steps Down as Chief Executive

OSPREY ACQUISITION: Fitch Placed BB+ Sr. Sec. Debt Rating on RWN


X X X X X X X X

[*] BOND PRICING: For the Week December 23 to December 27, 2019

                           - - - - -


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G E O R G I A
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CARTU BANK: Fitch Affirms Then Withdraws B- LT IDR
--------------------------------------------------
Fitch has affirmed Georgian Cartu Bank's Long-Term Issuer Default
Rating at 'B-' and Viability Rating at 'ccc+'. The ratings were
simultaneously withdrawn.

Fitch has withdrawn Cartu's ratings for commercial reasons.

KEY RATING DRIVERS

The affirmation of Cartu's rating reflects limited changes to the
bank's credit profile since the last rating action earlier this
month. The VR reflects the bank's high impaired loans ratio, and
the resulting higher encumbrance of capital by unreserved problem
exposures. The VR also considers Cartu's weak performance metrics,
with pre-impairment profit insufficient to strengthen capital and
cover asset-quality problems, and the bank's limited franchise in
the concentrated Georgian banking sector.

The one-notch difference between Cartu's Long-Term IDR (which
captures default risk on senior obligations) and the VR (which
reflects failure risk) reflects the bank's sizable junior debt
buffer. In Fitch's view, conversion of this debt into equity may be
sufficient to protect senior creditors from losses in case of the
bank's failure, although the sufficiency of the buffer would depend
on limited further asset-quality problems being identified in the
loan book.

Cartu's Support Rating of '5' and Support Rating Floor of 'No
Floor' reflect the bank's limited systemic importance, and
consequently Fitch's view that state support cannot be relied
upon.

ESG CONSIDERATIONS

Cartu has an ESG credit relevance score of 4 for Governance
Structure due to weaknesses in governance and controls leading to
risks of directed lending, which has a negative impact on the
credit profile, and is relevant to the ratings in conjunction with
other factors.

SILKNET JSC: Fitch Affirms B+ LT IDR, Outlook Stable
----------------------------------------------------
Fitch Ratings affirmed Georgian-based telecoms company JSC
Silknet's Long-Term Issuer Default Rating at 'B+' with a Stable
Outlook.

Silknet is the incumbent fixed-line telecoms operator in Georgia
with an extensive backbone and last-mile infrastructure across the
country. The company holds sustainably strong market shares above
30% in fixed-voice, broadband services and pay-TV services, but is
only the second-largest in its core markets after Magticom, its key
rival.

The acquisition of Geocell in 2018 has turned Silknet into a
full-service bundle-enabled operator. Silknet's small absolute size
is a strategic weakness; it services fewer than 350,000 fixed lines
and less than two million mobile customers. Fitch expects it to
generate an equivalent of approximately USD75 million of EBITDA in
2019.

KEY RATING DRIVERS

Market Share Attrition: Silknet's revenue and subscriber market
shares in key segments continue to be under pressure. Its revenue
market share in broadband declined to 35% at end-3Q19 from 39% at
end-2016, and in pay-TV to 38% from 40% during the same period.
However, Fitch expects Silknet to stem market share losses in view
of its increased fibre capex, efforts to promote a wider take-up of
fixed-mobile bundled offers, a near elimination of a gap in tariffs
and average revenue per user (ARPU) with competition, and already
high penetration of broadband services (approximately 75% of
households) that typically leads to lower customer churn.

Post-Merger Synergies Realised: Silknet has successfully realised
substantial cost synergies following its merger with Geocell in
2018, with a positive impact on margins. Fitch believes revenue
synergies may be more difficult to achieve, which may entail a
self-cannibalisation impact as a majority of bundle takers are
existing customers. Silknet grew its EBITDA (company's definition)
7% yoy in absolute terms in 9M19, with the EBITDA margin improving
to 53% over this period from 47% a year ago.

Milder Pricing Competition: Fitch expects both fixed- and
mobile-based ARPU to demonstrate modest-to-moderate growth in the
short-to-medium term, supported by tariff increases initiated in
early-mid 2019 and less promotional activities. Fitch expects
pricing competition to abate significantly. Both Magticom and
Silknet have increased their average tariffs in mobile and
broadband and discontinued cheapest offers. A rapid rise in tariffs
is unlikely as this may trigger heavier regulatory scrutiny and
intervention. The Georgian telecoms market is strongly
consolidated, making any aggressive moves by smaller competitors
less of a threat.

Premium Content Strategy: Silknet's strategy of providing exclusive
premium content to its pay-TV, and potentially multi-platform,
customers has not so far helped it win back market share while it
entails substantial costs that may be difficult to monetise. The
mass market in Georgia is price-sensitive, and it remains to be
seen if the company can attract a sufficiently large upscale
customer base to justify its content investments.

High Fibre Capex: Fitch expects Silknet to maintain high capex over
the next two-to-three years, driven by high fiber investments.
Fitch projects capex at above 20% of revenues in 2019-2022. The
company is targeting to phase out digital subscriber line (DSL)
copper-based service and switch to fiber-based connections over the
next 12-18 months. Fitch views this target as ambitious with a full
network revamp likely to take longer. The network roll-out cost and
timing will be significantly reduced by a recent agreement with a
country-wide electricity distribution operator that allows Silknet
to deploy its wires on electricity poles.

Strong FCF: Fitch expects Silknet to maintain strong pre-dividend
free cash flow (FCF), generation, supported by strong profitability
that allows capex increases without jeopardising cash flow.
Dividends are likely to be moderate as Silknet is covenanted to
distribute no more than 50% of its net profit.

Deleveraging from Debt Reduction: Fitch expects deleveraging to be
achieved mostly from net debt reduction, with lower contribution
from decelerating revenue and EBITDA growth. Fitch expects funds
from operations (FFO) adjusted net leverage at 2.9x at end-2019,
with a deleveraging capacity of 0.2x per annum in the medium-term.
Coverages are likely to remain low, with Fitch-expected interest
coverage at below 3x, reflecting high Eurobond coupon and
substantial hedging costs.

Significant FX Risk: Silknet is facing significant FX risk, which
is reflected in tighter downgrade leverage triggers relative to its
peers. The unhedged US dollar portion of its debt was at 66% of the
total at end-3Q19 while most of the company's revenues are in the
domestic currency. Fitch believes Silknet in unlikely to reduce
this mismatch as it faces prohibitively expensive hedging costs on
the back of high lari volatility - the local currency shed 12% of
its value versus US dollar at end-3Q19.

Dominant Shareholder Influence: The company's 100% shareholder Silk
Road Group can exercise significant influence on Silknet as was
demonstrated by the latter bypassing formal restrictions on
dividends when it guaranteed GEL35 million of its shareholder's
loan in 2016. The outstanding USD200 million Eurobond documentation
has restrictions on both shareholder distributions and
shareholder's access to the company's cash flows, offering some
creditor protection.

Silknet's governance is commensurate with the 'B'-range rating
category. Silk Road Group does not publicly disclose its financial
results.

DERIVATION SUMMARY

Silknet benefits from its established customer franchise and the
wide network of a fixed-line telecoms incumbent, combined with a
growing mobile business similar to its higher-rated emerging
markets peers such as Kazakhtelecom JSC (BB+/Positive) and PJSC
Tattelecom (BB/Stable). However, Silknet is smaller in size with
revenue of less than EUR150 million, faces significantly higher FX
risks and is only the second-largest telecoms operator in Georgia.
Its corporate governance is shaped by dominant shareholder
influence.


KEY ASSUMPTIONS

Fitch's key assumptions within the rating case for Silknet
include:

  - Mobile revenue to return to low single-digit growth p.a. in
2020-2022 after a modest decline in 2019;

  - Fixed voice telephony revenue to continue falling at low
double-digits in the medium-term, while broadband and pay-TV
revenues to grow at mid-single-digits;

  - EBITDA margin at 51%-52% up to 2022, with content-cost
amortisation treated as an operating cash expense, reducing both
EBITDA and capex;

  - Capex to peak at around 27% of revenues in 2019 and then
stabilising at about 22% up to 2022.

  - One-off dividend payment amounting GEL 40m in 2019. Regular
dividends in line with the historical pay-outs in 2021-2022.

KEY RECOVERY RATING ASSUMPTIONS

  - The recovery analysis assumes that Silknet would be considered
a going-concern in bankruptcy and that the company would be
reorganised rather than liquidated;

  - GEL644 million of unsecured debt outstanding as of end-1H19

  - A 10% fee for administrative claims;

  - Going-concern EBITDA estimate of GEL162 million reflects
Fitch's view of a sustainable, post-reorganisation EBITDA upon
which Fitch bases the valuation of the company. This going-concern
EBITDA is 20% below its estimate of the company's 2019 EBITDA;

  - An enterprise value (EV)/EBITDA multiple of 4.0x is used to
calculate a post-reorganisation valuation, reflecting a
conservative post-distressed valuation; and

  - USD20 million revolving credit facility (RCF) assumed to be
fully drawn and has priority over senior unsecured notes as it is
secured.

The Recovery Rating for Georgian issuers is capped at 'RR4' and
hence the rating of Silknet's senior unsecured instrument is
'B+'/'RR4'/50%, although the underlying recovery percentage is
higher than 'RR4'.

RATING SENSITIVITIES

Positive: Future developments that may, individually or
collectively, lead to positive rating action include:

- Improved market positions, stronger FCF generation post-Geocell
acquisition, alongside comfortable liquidity and a track record of
improved corporate governance, and

- FFO adjusted net leverage sustainably below 2.5x in the presence
of significant FX risks.

Negative: Future developments that may, individually or
collectively, lead to negative rating action include:

  - FFO-adjusted net leverage rising above 3x on a sustained basis
without a clear path for deleveraging in the presence of
significant FX risks, and

  - A rise in corporate governance risks due to, among other
things, related-party transactions or up-streaming excessive
distributions to shareholders.

LIQUIDITY AND DEBT STRUCTURE

Comfortable Liquidity: After issuing USD 200 million Eurobond and
concurrently repaying significant other debt in 1Q19, Silknet has a
comfortable debt maturity profile with a bullet Eurobond maturity
in 2024 and no scheduled debt redemptions in 2020. Liquidity is
supported by the undrawn USD20 million RCF available to help with
Eurobond debt service and improving positive FCF generation.

ESG CONSIDERATIONS

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

Silknet has an ESG Relevance score of 4 for Governance Structure
reflecting the dominant majority shareholder's influence over the
company and previous related-party transactions. This has a
negative impact on the credit profile, and is relevant to the
rating in conjunction with other factors.

TERABANK JSC: Fitch Assigns B+ LT IDR, Outlook Stable
-----------------------------------------------------
Fitch Ratings assigned Georgia-based JSC Terabank a Long-Term
Issuer Default Rating of 'B+' with Stable Outlook.

KEY RATING DRIVERS

IDR AND VIABILITY RATING (VR)

The 'B+' Long-Term IDR is driven by Terabank's 'b+' VR, which
captures Fitch's view of the bank's standalone credit profile. It
reflects the bank's good financial metrics and reasonable, albeit
fairly short, track record of operating under the new strategy of
developing SME, micro and retail lending. The rating also considers
the bank's exposure to the high-risk Georgian operating environment
and heightened risk appetite given the bank's significant
foreign-currency lending (62% of gross loans at end-9M19).

Terabank is a small domestic bank with a modest franchise, ranking
eighth by total assets (2.2% market share). The bank had a 2.4%
market share in total loans and deposits at end-9M19.

At end-1H19, Terabank's impaired loans (Stage 3 loans under IFRS 9,
based on management accounts) was a reasonable 6.3% of total loans
with comfortable coverage by total loan loss allowances at 73%.
About half of impaired loans were originated in its legacy 'gold
pawn loans' segment. This book had decreased to a low 6% of gross
loans at end-1H19 from 38% at end-2015, owing to write-offs and
repayments.

Terabank's regulatory impaired loan ratio (overdue loans and loans
to borrowers with weak or deteriorating financial performance) was
broadly in line with the bank's IFRS 9 ratio. While its metrics
compare well with domestic peers', Fitch believes that its asset
quality could come under pressure from fast lending growth in the
SME and micro segments (31% and 14% in 1H19, respectively, not
annualised) as these new portfolios are largely unseasoned.

Terabank's performance has improved since 2016, supported by a
lower cost of risk and reduced funding costs. Loan impairment
charges declined to 0.6%-0.9% of gross loans in 2017-9M19, from
more than 2% in prior periods when they consumed about 65% of
pre-impairment operating profit. The cost-to-income ratio improved
to about 50% in 2018-9M19 from above 60% in 2015-2017.
Profitability is supported by a healthy net interest margin of
about 6%, contributing to a reasonable operating
profit/risk-weighted assets (RWAs) ratio of 2.3%.

Capitalisation is adequate, with a Fitch Core Capital-to-RWAs ratio
of 14% at end-9M19. The bank's regulatory Tier 1 and total capital
adequacy ratios were 12.3% and 18.9%, respectively, at end-9M19 and
show thin buffers over minimum requirements. Furthermore, the
regulatory minimum Tier 1 regulatory capital ratio will increase to
12.3% by end-March 2020, due to the gradual phase-in of buffer
requirements, leaving almost no headroom. Management plans to
address the bank's capitalisation needs by issuing perpetual
additional Tier 1 notes in the near term, which should result in a
higher 13.5% Tier 1 ratio by end-2019. Fitch believes that the
bank's capitalisation also benefits from potential ordinary support
from shareholders.

Terabank is funded primarily by customer accounts (79% of total
liabilities at end-1H19), which are almost equally split between
corporate (39%) and retail (35%). Funding from international
financial institutions increased to a moderate 11% of total
liabilities at end-9M19. Refinancing risks appear manageable in
light of an adequate repayment schedule. Liquidity buffers (cash,
interbank and assets eligible for repo net of potential wholesale
repayments in the upcoming 12 months) were adequate and sufficient
to cover 15% of customer accounts at end-9M19.

SUPPORT RATING AND SUPPORT RATING FLOOR

The Support Rating of '5' and Support Rating Floor of 'No Floor'
reflect the bank's limited systemic importance and, consequently,
Fitch's view that state support cannot be relied upon. Potential
support from the bank's private shareholders, while possible, is
not factored into the ratings.

RATING SENSITIVITIES

Terabank's VR and IDRs are mainly sensitive to asset-quality
deterioration, which could also impact profitability and
capitalisation. The bank's tight management of capital in respect
to regulatory requirements could add further pressure to ratings.
Upside for the ratings is currently limited and would require
significant improvements in the bank's franchise, risk appetite and
financial metrics.

ESG CONSIDERATIONS

Terabank's highest ESG credit relevance score is '3'. This means
that ESG issues are credit-neutral or have only a minimal credit
impact on the bank, either due to their nature or to the way in
which the issues are being managed by the bank.



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I T A L Y
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ASTALDI SPA: To Sell 33% Stake in Third Bosphorus Bridge
--------------------------------------------------------
Reuters reports that Astaldi said on Dec. 2 it had started steps to
sell its 33% stake in the third Bosphorus Bridge in Istanbul to
Turkey's IC Ictas Sanayi ve Ticaret, a move aimed to help the
Italian builder complete its rescue plan.

According to Reuters, Astaldi, which is under a creditor protection
scheme, said it would use the sale proceeds to pay its creditors.

Astaldi, the country's second largest builder behind Salini, is
under bankruptcy protection.



BANCA CARIGE: Moody's Upgrades LT Issuer Rating to Caa2
-------------------------------------------------------
Moody's Investors Service upgraded the standalone baseline credit
assessment of Banca Carige S.p.A. to caa1 from ca, the long-term
issuer rating to Caa2 from Caa3 and confirmed the long-term deposit
rating Caa1. The rating action follows the successful completion on
December 20, 2019 of (1) the EUR700 million capital increase; (2)
the disposal EUR2.8 billion gross problem loans; and (3) the
issuance of EUR200 million subordinated debt. The outlook on
Carige's long-term deposit and issuer rating is stable.

The upgrade of the BCA and issuer rating concludes the review for
upgrade initiated on September 25, 2019.

RATINGS RATIONALE

Carige's BCA was upgraded to reflect the successful completion on
December 20, 2019 of the capital strengthening plan approved on
September 20, 2019 by Carige's Extraordinary Shareholders' Meeting,
which included: (1) the conversion into ordinary shares of EUR313.2
million subordinated debt underwritten on November 30, 2018 by the
Voluntary Intervention Scheme of the Italian Interbank Deposit
Protection Fund (FITD); (2) a EUR63 million capital increase
reserved for Cassa Centrale Banca S.p.A.; (3) an EUR85 million
capital increase reserved for current shareholders with an
underwriting commitment from the FITD; (4) a EUR238.8 million
capital increase reserved for the FITD; and (5) the issuance of
EUR200 million Tier 2 subordinated debt.

Moody's estimates that the bank's capital stance has strengthened
as Moody's-calculated tangible common equity ratio will likely
increase above 10% (as of year-end) from a very low 5.2% in June
2019. This estimate takes into account the loss that the bank will
incur for the full year 2019 as per its strategic plan (- EUR779
million), primarily driven by the high loan losses related to the
disposal of problem loans.

In Moody's opinion Carige will maintain structurally weak
profitability in the medium term even with the lower burden of
problem loans, particularly as the bank will need to rebuild its
commercial and funding franchise against the backdrop of a
challenging economic environment. Moreover, Carige has some legal
disputes outstanding, including with a minority of the bank's
previous shareholders, which could entail losses for the bank in
the future.

The upgrade of Carige's BCA also reflects the disposal of EUR2.8
billion of gross problem loans out of the total around EUR3.5
billion held by the bank to 100% state-owned entity AMCO, as this
transaction was subject to the completion of the capital increase.
Moody's estimates that the disposal will bring Carige's problem
loans ratio to below 5% from a very high 23% in June 2019, below
the Italian system average of circa 8%.

Carige's BCA currently incorporates one-notch negative adjustment
for corporate behavior to reflect the dissenting view between
shareholders, which have for many years plagued the sound corporate
governance of the bank. Carige has been under temporary
administration -- at the European Central Bank's initiative - since
January 2, 2019 which is likely to last until the appointment of
new management following the capital increase.

Moody's also removed the uplift of three notches and two notches
respectively for government support on Carige's deposit rating and
issuer rating, as Moody's believes that there is a low probability
that the Italian government will provide support to the bank after
the completion of the restructuring plan. Carige is currently
benefiting from state support in the form of a guarantee on EUR2
billion of debt which will mature in 2020.

OUTLOOK

The outlook on Carige's long-term ratings is stable, reflecting
Moody's view that the bank will face challenges in rebuilding its
commercial and funding franchise, returning to sustainable
profitability and continuing to decrease its problem loans,
although the bank now benefits from a stronger capitalization and a
lower burden of problem loans.

WHAT COULD CHANGE THE RATINGS UP

Carige's BCA could be upgraded if the bank returns to sustainable
profitability, continues to decrease its problem loans and were
able to access the capital markets. An upgrade of the BCA could
lead to an upgrade of its long-term ratings. Carige's deposit and
issuer rating could also be upgraded following a material increase
in the bank's stock of bail-in-able debt.

WHAT COULD CHANGE THE RATINGS DOWN

Carige's BCA could be downgraded should the bank incur in material
losses, which may arise for example from legal disputes , if there
was a major increase in problem loans or if the bank's liquidity
came under pressure. The deposit rating could also be downgraded
following a material reduction in the volume of junior deposits and
the stock of the bank's bail-in-able debt.

LIST OF AFFECTED RATINGS

Issuer: Banca Carige S.p.A.

Upgrades:

Adjusted Baseline Credit Assessment, Upgraded to caa1 from ca

Baseline Credit Assessment, Upgraded to caa1 from ca

Long-term Issuer Rating, Upgraded to Caa2 from Caa3, Outlook
Changed to Stable From Rating Under Review

Confirmations:

Long-term Counterparty Risk Assessment, Confirmed B2(cr)

Long-term local and foreign currency Counterparty Risk Ratings,
Confirmed B3

Long-term local and foreign currency Bank Deposit Ratings,
Confirmed Caa1, Outlook Changed to Stable From Rating Under Review

Affirmations:

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

Short-term local and foreign currency Counterparty Risk Ratings,
Affirmed NP

Short-term foreign currency Bank Deposit Rating, Affirmed NP

Long-term local currency BACKED Senior Unsecured Regular
Bond/Debenture, Affirmed Baa3, Outlook Remains Stable

Outlook Action:

Outlook Changed to Stable From Rating Under Review

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Banks
Methodology published in November 2019.

NEXI SPA: Fitch Puts BB LT IDR on Rating Watch Negative
-------------------------------------------------------
Fitch Ratings placed Nexi S.p.A.'s Long-Term Issuer Default Rating
of 'BB' and the senior unsecured debt rating of 'BB' on Rating
Watch Negative.

The RWN reflects the announcement by Nexi to acquire Intesa San
Paolo S.p.A.'s credit cards merchant-acquiring business for EUR1
billion. The acquisition will be entirely funded by debt. The
transaction is subject to the approval of the EU competition
authorities and is expected to close before the summer of 2020.

Fitch will resolve the RWN upon the completion of the transaction
and receipt of debt funding. The closing of the acquisition, under
the currently presented terms, would result in funds from
operations (FFO) adjusted gross leverage being sustainably above
its 5.0x negative sensitivity, implying a downgrade of Nexi's
ratings by one notch to 'BB-'.

KEY RATING DRIVERS

Leverage Increasing: Assuming a debt increase of EUR1 billion to
finance the acquisition, Fitch forecasts funds from operations
(FFO) adjusted gross leverage (adjusted for the effects of Nexi's
application of IFRS 16 from 2019 onwards) to remain above its
downgrade sensitivity of 5.0x, at 6.1x at end-2020. Leverage will
decrease thereafter, albeit below 5.0x only after 2023. Its FFO
fixed charge coverage ratio, on the contrary, will remain
materially above its downgrade trigger of 3.0x, due to low current
and expected interest costs.

Acquisition Strategically Sensible : ISP's merchant-acquiring
platform includes a network of around 180,000 merchants providing
in excess of EUR65 billion of yearly transaction volumes,
equivalent to about 25% of the volume realised by Nexi in Merchant
Acquiring in 2018. This network comprises the bulk of ISP-led
merchants managed by Nexi since its acquisition of Setefi in 2016,
adding a EUR95 million-equivalent EBITDA to Nexi.

Moderate Execution Risks: Fitch expects moderate execution risks
for the integration of new volumes, in particular due to the sales
force partnership signed with ISP alongside the MOU. Fitch factors
in its rating case limited integration capex of about EUR12 million
for 2020-2021. Fitch also expects limited changes to working
capital and an increase in dividends compared with its previous
forecasts, due to net income increase resulting from the deal.
Fitch therefore projects an average overall free cash flow (FCF)
margin of 14.8% for 2020-2022.

Evolution of Financial Policy: Nexi reiterated its medium- to
long-term leverage target of between 2.0x and 2.5x net
debt-to-EBITDA. In Fitch's view this is contingent on a more
conservative stance on debt-funded acquisitions, despite expected
good access to debt markets over the medium-term. The disclosed
purchase of an around 10% stake of Nexi by ISP, acquired from
private equity fund vehicle Mercury may, in its view, stabilise its
financial policy away from debt-financed M&A. However, Fitch still
expects Nexi to take more than six quarters before it can meet its
leverage target.

3Q19 Results on Track: Results for 3Q19 are in line with its
expectations. In particular, pro forma 3Q19 revenue show a strong
underlying performance by Merchant Services & Solutions as well as
Cards & Digital Payments. Digital Banking Solutions resumed growth
in 3Q19 but remain affected by limited growth in clearing volumes
and in ATMs. Overall Fitch expects Nexi to be on track to meet its
2019 performance forecasts.

DERIVATION SUMMARY

Nexi is firmly-positioned in the growing Italian payment services
market, due to its longstanding relationships with key partner
banks, which has been strengthened by the announced acquisition of
ISP's remaining merchant-acquiring platform. These relationships,
together with high switching costs for merchants and banks to
potential competitors, translate into high barriers to entry.
Following its consolidation with several acquired entities since
its own acquisition by its sponsors in 2015, and operating under
the ICBPI brand, Nexi's carved-out business is characterised by a
wide product offering with considerable operating leverage. The
latter allows the company to expand its EBITDA margins to over 55%
and FCF margins towards 16.8% in 2022.

It is comparable to peers rated by Fitch in its public ratings and
credit opinion portfolios within the payment processing space, such
as Nets Topco Lux 3 Sarl (Nets, B+/Stable). It shares limited
similarities with PayPal Holdings Inc. (BBB+/Stable), which shows
lower margins but strong geographical diversification and
significantly lower indebtedness.

Post IPO and partial debt-refinancing, Nexi's rating is comparable
with other Italian technology, media & telecom peers in the same
rating group, such as EI Towers SpA (BB/Stable) and Telecom Italia
SpA (BB+/Stable) all with similar leverage profiles. Key
constraining factors for Nexi are its 100% exposure to Italy, its
high leverage, its active and equity accretion-led financial policy
and exposure to the evolving and competitive digital payments
industry, which is subject to intense competition and potential
regulatory challenges.

KEY ASSUMPTIONS

  - Revenue CAGR of 6.9% for 2019-2022

  - EBITDA margin improvement to around 56.1% from 49.2% by 2022

  - Annual costs of EUR15 million associated with maintaining the
settlement facility

  - Capex at 17.4% of revenues, slightly decreasing to around 13.4%
by 2022

  - Extraordinary items decreasing to EUR20 million in 2021 onwards
from EUR52 million in 2019

  - Dividends to begin in 2020 at EUR30 million, increasing to
EUR65 million and EUR70 million for 2021 and 2022 respectively

  - 6% discount on expected EBITDA uplift impact from announced
initiatives in 2020

RATING SENSITIVITIES

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

  - FFO adjusted gross leverage stably below 4.0x
  
  - FFO fixed charge cover below 4.0x

  - Demonstrated commitment to deleveraging and stable financial
policy on leverage

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

  - FFO adjusted leverage above 5.0x

  - FFO fixed charge cover below 3.0x

  - EBITDA margins below 45%

  - Financial policy leading to major acquisitions partially or
entirely debt-funded

  - Disruption to/deterioration in the settlement facility setup

LIQUIDITY AND DEBT STRUCTURE

Nexi had EUR271 million cash on-balance sheet as of September 30,
2019, and an available EUR350 million undrawn revolving credit
facility (RCF). Liquidity is comfortable as it has minimal
working-capital fluctuations and long-dated maturities. High capex
requirements and expected one-off costs in 2019 are supported by
its FCF margin of around 6% in 2019 and around 12% thereafter. The
acquisition of ISP merchant -acquiring business is funded by bridge
financing available to the company.

SUMMARY OF FINANCIAL ADJUSTMENTS

Fitch capitalised Nexi's operating leases at an 8x multiple
according to its Criteria for Rating Non-Financial Corporates.

ESG CONSIDERATIONS

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



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

EMF-NL PRIME 2008-A: S&P Affirms 'CCC(sf)' Rating on Class C Notes
------------------------------------------------------------------
S&P Global Ratings affirmed its credit ratings on EMF-NL Prime
2008-A B.V.'s class A2, A3, B, C, and D notes.

In this transaction, S&P's ratings address timely receipt of
interest and ultimate repayment of principal for all classes of
notes.

S&P said, "The affirmations follow the application of our revised
criteria and assumptions for assessing pools of Dutch residential
loans and our full analysis of the most recent transaction
information that we have received, and they reflect the
transaction's current structural features.

"Upon publication of our global RMBS criteria following the
extension of the criteria's scope to include The Netherlands, we
placed our ratings on all of the transaction's classes of notes
under criteria observation. Following our review of the
transaction's performance and the application of these criteria,
our ratings on the notes are no longer under criteria observation.

"In our opinion, the performance of the loans in the collateral
pool has slightly deteriorated since our previous full review.
Since then, total delinquencies have increased to 5.7% from 5.1%.

"After applying our global RMBS criteria, the overall effect in our
credit analysis results in a decrease in the weighted-average
foreclosure frequency (WAFF) and weighted-average loss severity
(WALS) assumptions. The decrease in our WAFF calculations is mainly
due to the replacement of the original loan-to-value (OLTV) by the
effective loan-to-value (ELTV) in our new criteria. Our
weighted-average loss severity WALS assumptions have also decreased
at all rating levels as a result of higher property prices in The
Netherlands, which triggered a lower weighted-average current LTV
ratio."

  WAFF And WALS Levels
  Rating level   WAFF (%)   WALS (%)
  AAA            18.73      43.57
  AA             14.00      38.75
  A              11.39      29.90
  BBB            8.92       24.83
  BB             6.31       21.24
  B              5.66       17.97

  WAFF--Weighted-average foreclosure frequency.
  WALS--Weighted-average loss severity.  

Credit enhancement levels have increased for all rated classes of
notes since S&P's previous full review.

  Credit Enhancement Levels
  Class   CE (%)   CE as of previous review (%)
  A2      24.7     23.3
  A3      24.7     23.3
  B       11.7     10.9
  C       2.0      1.6
  D       (7.8)    (7.7)

  CE--Credit enhancement.

Since October 2008, EMF-NL Prime 2008-A no longer benefits from a
liquidity facility, with the reserve fund providing the only source
of external liquidity support to the structure. However, due to the
increase in cumulative losses, the reserve fund has been fully
depleted since the October 2013 interest payment date, and the
principal deficiency ledger on the class D notes amounts to EUR6.5
million.

S&P said, "Our conclusion on operational, legal, and counterparty
risk analysis remains unchanged since our previous full review.

"Our credit and cash flow analysis indicates that the available
credit enhancement for the class A2 and A3 notes is commensurate
with the currently assigned ratings. We have therefore affirmed our
'BB (sf)' ratings on these classes of notes.

"Our analysis also indicates that the available credit enhancement
for the class B, C, and D notes is commensurate with the currently
assigned ratings. We do not expect the issuer to be dependent upon
favorable business, financial, and economic conditions to meet its
financial commitment on the class B notes. Consequently, we have
affirmed our 'B- (sf)' rating on this class of notes. However, the
issuer is dependent upon such conditions to meet its financial
commitment on the class C and D notes, in our opinion. We have
therefore affirmed our 'CCC (sf)' and 'CCC- (sf)' ratings on the
class C and D notes, respectively."

EMF-NL Prime 2008-A is a Dutch RMBS transaction, which closed in
May 2008 and securitizes a pool of loans secured on first-ranking
mortgages in the Netherlands.



===========
P O L A N D
===========

COGNOR SA: Moody's Withdraws B3 CFR for Business Reasons
--------------------------------------------------------
Moody's Investors Service withdrawn the B3 corporate family rating
and the B3-PD probability of default rating and the stable outlook
of Poland-based steel manufacturer Cognor S.A.

RATINGS RATIONALE

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

Headquartered in Poland, Cognor is a major domestic supplier of
scrap metal and producer of semi-finished steel and finished
(mainly long) steel products. The group was established in 1991 and
since 1994 has been listed on the Warsaw Stock Exchange. The
group's main shareholder is PS HoldCo Sp. z o.o. which holds about
77.7% of shares, while free float is 22.3%. For the 12 months ended
September 30, 2019, Cognor reported PLN1.9 billion of sales and
Moody's-adjusted EBITDA of PLN102 million (5.3% margin).



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

KAMAZ PTC: Moody's Withdraws B1 CFR and Negative Outlook
--------------------------------------------------------
Moody's Investors Service withdrawn KAMAZ PTC's B1 corporate family
rating, B1-PD probability of default rating, and negative outlook.

RATINGS RATIONALE

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

KAMAZ PTC is a leading manufacturer of heavy trucks in Russia.
Russia's 100% state-owned investment holding State Corporation
Rosstechnologii holds a 47.1% stake in Kamaz. Privately held OOO
Avtoinvest owns a 23.5% stake in Kamaz, Daimler AG (Daimler, A3
negative) owns 15%, KAMAZ International Management CO LLP owns 4.3%
and Eurasian Development Bank (Baa1 stable) owns 3.7%. Individual
investors hold the remaining shares, which are in free float. In
the 12 months to 30 June 2019, Kamaz generated revenue of RUB189.6
billion ($2.9 billion) and Moody's-adjusted EBITDA of RUB5.4
billion ($83 million).



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

COLWYN BAY: Enters Liquidation, Seeks Buyer for Business
--------------------------------------------------------
A North Wales based water sports centre has entered liquidation.

Ian McCulloch -- ian.mcculloch@btguk.com -- and Jason Greenhalgh --
jason.greenhalgh@btguk.com -- partners at business recovery and
rescue specialists Begbies Traynor, were appointed joint
liquidators of Colwyn Bay Watersports CIC on December 3, 2019.

The company, based at Porth Eirias, offered tuition for locals and
tourists in sailing, windsurfing, kayaking and powerboating through
a Royal Yachting Association (RYA) scheme.  It also hired out
sailing, windsurfing, kayaking and canoeing kit.

The company is registered as a Community Interest Company (CIC) and
has worked closely with Conwy County Borough Council since being
founded in 2012.  Many schools and community groups have benefited
from the water-based activities offered over the years.  The skills
of volunteers have been developed with many gaining qualifications
and going on to work in the industry and even compete at national
level.

Now a buyer is being sought for the name, goodwill and assets,
which include a substantial quantity of water sports equipment
including wetsuits, buoyancy aids, kayaks, windsurfing equipment
and boats.

Mr. McCulloch, partner at Begbies Traynor, said:

"It is regrettable that a positive, long-standing community
initiative like this has arrived at this position.  The directors
decided to take action now, during the quieter winter season, to
avoid disruption for people who have come to see it as a popular
feature on the beachfront in the spring and summer months.

"We are optimistic that there will be interest out there from
people to acquire the assets and we are working closely with the
directors of the company and the local council to welcome
expressions of interest."

Taffy Osborne, Managing Director, said, "It is with great regret
that we have to close.  I would like to thank all our customers,
instructors and volunteers for their fantastic support.  It has
truly been a pleasure to provide many thousands of on-water
sessions to people from all walks of life."

Interested parties should call Begbies Traynor directly on 01772
202 000.


GREENSANDS UK: Fitch Affirms Then Withdraws 'CC' LT IDR
-------------------------------------------------------
Fitch Ratings affirmed Greensands UK Limited's Long-Term Issuer
Default Rating at 'CC' and downgraded the holding company's senior
secured rating to 'C' from 'CC'. Fitch has consequently withdrawn
all the ratings.

The downgrade of Greensands' senior secured rating reflects its
expectation of below-average creditor recovery. It takes into
account its revised assumptions on the regulatory capital value
(RCV) discount due to the large index-linked swap portfolio of
Southern Water Services Limited (SWS) with a negative fair value of
GBP1.4 billion as at end-March 2019.

SWS is the regulated monopoly provider of water and wastewater
services for parts of Sussex, Kent, Hampshire and the Isle of
Wight. Greensands is a holding company of SWS.

The ratings were withdrawn for commercial reasons.

KEY RATING DRIVERS

Recovery Uplift Revisited: Fitch no longer evaluates the creditor
recovery of Greensands's senior secured debt as average. Fitch
therefore notches down the senior secured debt from the IDR. Its
analysis takes into account the fair value of SWS's large
index-linked swap portfolio at a negative GBP1.4 billion as at
end-March 2019.

Limited Cash Inflow to Greensands: Fitch expects Greensands to have
very limited access to cash payments from the group companies
beneath it, which is its only source of cash flow. As a result,
Greensands could struggle to service its debt, which could lead to
a payment default or a debt restructuring event in the medium term.
Most of the company's GBP700 million debt has an option to accrue
interest in kind without causing an event of default for 18 months,
and therefore liquidity failure may be expected beyond this point.

DERIVATION SUMMARY

Greensands is a holding company of SWS. The higher rating of peers
such as Osprey Acquisitions Limited (BB/RWN) and Kelda Finance
(No.2) Limited (BB-/RWN) reflects their lower gearing and further
distance to the dividend lock-up of underlying operating and
holding companies.

KEY ASSUMPTIONS

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

Ofwat's final determinations financial model used as a main
information source

Allowed wholesale weighted average cost of capital (WACC) of 1.92%
(RPI-based) and 2.92% (CPIH-based) in real terms, excluding retail
margins, for AMP7 (April 2021-April 2025)

50% of the RCV is RPI-linked and another 50% plus capital additions
is CPIH-linked, starting from financial year to March 31, 2021

SWS's AMP7 wholesale total expenditure of GBP3.5 billion in nominal
prices (net of grants and contributions, pension deficit repair)

SWS's zero total expenditure outperformance and around GBP30
million outcome delivery incentives-related penalties in AMP7
(nominal)

SWS's average total cost of debt decreases to 3.9% in FY25 from
5.5% in FY19

No dividend from SWS

Key Recovery Rating Assumptions

Greensands' recovery analysis is driven by liquidation value, with
an assumption of 10% of liquidation-value administrative claim;

95% of RCV would be recoverable at default, reflecting a large
out-of-the-money index-linked swap portfolio of SWS

A default triggered by the dividend lock-up at SWS level (Fitch
assumes this would happen at 72% net debt-to-RCV due to the rating
trigger rather than the gearing covenant)

Forecast Greensands debt of GBP700 million, plus a full draw-down
of its liquidity facility

Waterfall results in a 4% recovery corresponding to 'RR6' recovery
for the senior secured debt

RATING SENSITIVITIES

Rating sensitivities are no longer relevant as the ratings are
withdrawn.

LIQUIDITY AND DEBT STRUCTURE

Weak Liquidity: At December 11, 2019, after the payment of debt
service, Greensands had around GBP20 million of cash & equivalents
and an undrawn revolving credit facility of GBP40 million. Annual
debt service is around GBP40 million. Compared with an expected
finance charge of around GBP39 million in FY20, the existing
facilities could help Greensands service its debt over the next 18
months. Additionally, most of the company's debt has an option to
accrue interest in kind without causing an event of default for 18
months.

However, due to the expected lack of cash inflows, Fitch assesses
liquidity as weak.

SUMMARY OF FINANCIAL ADJUSTMENTS

Net debt is adjusted for part of pension deficit not recovered
through allowed regulated revenues

Net debt includes accretion on index-linked swaps

50% of accretion charge on index-linked swaps added to cash
interest for the purpose of post maintenance interest coverage
ratio calculation (GBP21.8 million in FY19)

ESG CONSIDERATIONS

Greensands has an ESG Relevance Score of 5 for EWT Water &
Wastewater Management as the company has received a large
regulatory fine amounting to GBP126 million (in 17/18 prices) for
significant breaches of licence conditions and statutory duties. As
a result of this penalty, SWS's financial profile headroom has
significantly decreased, and Greensands' IDR and senior secured
rating were placed on RWN. This factor is considered to be a key
rating driver for both SWS and Greensands in AMP7.

Greensands has an ESG Relevance Score of 4 for EIM Exposure to
Environmental Impacts due to rapid freeze/thaw conditions in winter
and extreme heat in summer during 2018, which caused higher leakage
and numbers of main bursts, which eventually resulted in additional
costs. This has a negative impact on the credit profile, and is
relevant to the rating in conjunction with other factors.

Greensands has an ESG Relevance Score of 4 for SCW Customer
Welfare, Product Safety, Data Security due to large penalties
received for customer service performance (SIM penalties in AMP6
are expected to be GBP33 million in (12/13 prices). These penalties
will put further pressure on cash flows in the next regulatory
period AMP7.

Greensands has an ESG Relevance Score of 4 for GST Group Structure
as its debt is structurally and contractually subordinated to SWS's
debt.

KELDA FINANCE: Fitch Cuts LT IDR to BB-; Placed on Rating Watch Neg
-------------------------------------------------------------------
Fitch Ratings downgraded Kelda Finance (No.2) Limited's Long-Term
Issuer Default Rating to 'BB-' from 'BB' and senior secured debt
rating to 'BB-' from 'BB+'. Both ratings have been placed on Rating
Watch Negative.

The IDR downgrade reflects financial profile pressure from Ofwat's
final price determinations and a forecast increase in Kelda's
incremental debt. According to Fitch's updated modelling, Kelda's
forecast financial profile will be substantially outside the
agency's negative rating sensitivities.

The senior secured debt downgrade reflects its expectation of
average debt recovery prospects based on a forecast increase in
both Kelda's incremental debt and standalone gearing towards 10% of
regulatory capital value (RCV). The RWN is driven by liquidity
risks around the refinancing of the GBP200million bonds maturing in
February 2020 and by uncertainty around the regulatory performance
of the operating company, Yorkshire Water Services Limited's (YWS),
in the next price control (AMP7), which may have a knock-on effect
on Kelda's financial profile. Kelda's cash flows and debt service
are entirely reliant on dividends from YWS.

Fitch expects to resolve the RWN on greater certainty around
Kelda's refinancing.

KEY RATING DRIVERS

Incremental Debt Weakens Ratings: YWS plans to de-leverage via
refinancing some of its debt at Kelda level. Its current forecast
assumes that GBP250 million of additional debt will be raised by
Kelda in AMP7, resulting in Kelda's standalone gearing (adjusted
net debt-to-RCV) increasing to about 10% in March 2022 from about
6% in March 2020. Redistribution of debt between YWS and Kelda is
credit-positive for YWS and credit-negative for Kelda due to its
structurally subordinated position and the ring-fence around YWS,
which could restrict its dividend payments to Kelda in certain
scenarios.

Financial Profile outside Sensitivities: Based on the FD, Fitch
expects Kelda's adjusted net gearing at around 87% in the financial
year to March 31, 2025, Fitch-adjusted cash-based post-maintenance
interest coverage ratio (PMICR) at 1x and dividend cover at 1x on
average in AMP7. These metrics are substantially outside its
negative rating sensitivities of 82% gearing, 1.2x cash-based PMICR
and 3x dividend cover. These are also borderline for the 'BB-' IDR,
with their evolution dependent on YWS's regulatory performance in
AMP7 (FY21-FY25).

Recovery Uplift Revisited: Fitch no longer evaluates the creditor
recovery of Kelda's senior secured debt as above-average given
Kelda's higher forecast gearing. We, therefore, remove the
one-notch uplift from the IDR to the senior secured debt. Its
analysis also takes into account YWS's large index-linked swap
portfolio with a negative fair value of GBP2 billion as at
end-March 2019 (including inflation accretion of GBP185 million,
included in net debt at end-March 2019). Although Fitch does not
expect the derivative liability to crystallise, it could reduce the
equity valuation at Kelda level available to its secured
creditors.

FD Better than DD: Its initial assessment of FD for YWS is that it
provides an improvement versus the draft determinations (DD). While
its weighted average cost of capital (WACC) was revised downwards
by 23bp and now stands at all-time low of 2.96% (real,
CPIH-linked), total expenditure allowance was increased by around
GBP122 million (in 17/18 prices, net of pension deficit repair and
third-party cost), leaving a gap of GBP353 million or 8% to YWS's
representations to Ofwat. Relaxation of performance commitments, a
gradual path toward target realisation and favourable change of
caps and collars greatly reduce the scope of financial penalties.

DERIVATION SUMMARY

Kelda's rating, which is the same as that of Kemble Water Finance
Limited (BB-/RWN) and lower than peer Osprey Acquisitions Limited
(BB/RWN), reflects a forecast weakened financial profile and
liquidity risks. No Country Ceiling, constraints affect the rating.
Parent/subsidiary Linkage is applicable but given the structural
and contractual ring-fence structure of the group it does not
impact the ratings.

KEY ASSUMPTIONS

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

Ofwat's FD financial model used as a main information source

Allowed wholesale WACC of 1.92% (RPI-based) and 2.92% (CPIH-based)
in real terms, excluding retail margins for AMP7

50% of RCV is RPI-linked and another 50% plus capital additions is
CPIH-linked, starting from FY21

YWS's AMP7 wholesale total expenditure of GBP4.4 billion in nominal
prices (net of grants and contributions, pension deficit repair)

YWS's zero total expenditure outperformance and around GBP80
million outcome delivery incentives-related penalties in AMP7
(nominal)

YWS's average total cost of debt decreases to 4.8% in FY25 from
5.1% in FY19

No external dividends in AMP7

GBP250 million of incremental debt at Kelda is used to reduce debt
at YWS

Kelda's average total cost of debt at 5% in FY19, rising to 5.4% in
FY25

Key Recovery Rating Assumptions

Kelda's recovery analysis is driven by liquidation value, with an
assumption of 10% of liquidation-value administrative claim;

95% of RCV would be recoverable at default, reflecting the large
out-of-the-money index-linked swap portfolio of YWS

A default triggered by dividend lock-up at YWS level (Fitch assumes
this would happen at 82% net debt-to-RCV due to the rating trigger
rather than the gearing covenant)

Forecast Kelda net debt-to-RCV of 10%, plus a full draw-down of the
holding company's revolving credit facility

Waterfall results in a 33% recovery corresponding to 'RR4' recovery
for the senior secured deb

RATING SENSITIVITIES

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

Upside is limited given the RWN. Fitch could resolve RWN in a
rating affirmation with a Stable Outlook if:

  - Kelda successfully refinances its GBP200 million bond in
February 2020, and

  - Kelda's regulatory gearing remains below 87%, expected dividend
cover remains above 2.5x and cash-based PMICR remains above 1.15x
throughout the AMP7 price control

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

  - A multi-notch downgrade is possible if Kelda is unable to
refinance its GBP200 million bond on a timely basis

  - A one-notch downgrade of the IDR is possible if Kelda's
regulatory gearing is above 87%, expected dividend cover below 2.5x
and cash-based PMICR below 1.15x throughout the AMP7 price control
,for example, due to significant operational underperformance of
YWS

LIQUIDITY AND DEBT STRUCTURE

As of March 31, 2019, Kelda had available a GBP30 million undrawn,
committed revolving credit facility with maturity in December 2022
and GBP1.9 million readily available cash. Kelda had senior net
indebtedness of GBP457.5 million at end-March 2019, unchanged from
FYE18. The next major debt maturity is in February 2020 for GBP200
million.

SUMMARY OF FINANCIAL ADJUSTMENTS

  - Cash interest for cash PMICR adjusted for 50% annual inflation
accretion from RPI swaps with five-year pay-down provisions

  - Statutory cash interest reconciled with investor reports

  - Statutory total debt reconciled with investor reports

ESG CONSIDERATIONS

Kelda has an ESG Relevance Score of 4 for EWT Water & Wastewater
Management as YWS's regulatory performance is expected to add
around GBP105 million performance-related rewards to free cash flow
during the next price control (in nominal terms).

Kelda has an ESG Relevance Score of 4 for EWT Exposure to
Environmental Impacts as weather events significantly impact YWS's
performance. Recent rapid freeze/thaw conditions in winter and
extreme heat in summer 2018 caused higher leakage and a higher
number of mains bursts, which eventually resulted in additional
costs.

Kelda has an ESG Relevance Score of 4 for GST Group Structure as
its debt is structurally and contractually subordinated to YWS's
debt.

MMP FINANCIAL: Goes Into Administration, Won't Issue New Loans
--------------------------------------------------------------
The Financial Conduct Authority on Dec. 10 disclosed that on
December 9, 2019, MMP Financial Limited, trading as My Money
Partner and Swift Sterling, was placed into administration.

Chris Laverty -- chris.m.laverty@uk.gt.com -- Trevor Patrick
O'Sullivan -- TREVOR.OSULLIVAN@UK.GT.COM -- and Helen Dale --
helen.dale@uk.gt.com -- of Grant Thornton were appointed as Joint
Administrators.

MMP Finance Limited is a high cost short term lender, otherwise
known as a payday lender, which lends small sums to customers until
the next payday or for a few months.  The Joint Administrators will
update customers as soon as possible.

If you have any questions in the meantime about your loan please
contact MPP Financial Limited customer support team:

Customer Support team: 020 3808 3528
Webpage: www.swiftsterling.co.uk(link is external) and
www.mymoneypartner.co.uk(link is external)
For more information about the administration please visit:

https://mmpfinancialukadministration.grantthornton.co.uk/

The FCA is in close contact with the firm and the joint
administrators with regard to the fair treatment of customers.

All existing loan agreements remain in place and will not be
affected by the proposed administration. However, the firm is no
longer able to issue new loans.

Customers who are struggling financially can get free and impartial
guidance from the Money Advice Service at
https://www.moneyadviceservice.org.uk/en


NOSTRUM OIL: Kai-Uwe Kessel Steps Down as Chief Executive
---------------------------------------------------------
Ife Taiwo at Alliance News reports that Nostrum Oil & Gas PLC on
Dec. 16 announced the resignation of Kai-Uwe Kessel as chief
executive officer with immediate effect, amid a strategic review of
the company's future.

Independent Non-Executive Director Kaat Van Hecke would takeover as
CEO from Dec. 16, Alliance News discloses.

Back in June, Nostrum began a strategic review, which could include
a sale of the firm, Alliance News recounts.  Last month, it
reported a decline in both profit and revenue in a tough 2019 so
far, Alliance News notes.

Nostrum's revenue for the nine months to September fell 20% to
US$250.3 million, with earnings before interest, tax, depreciation,
and amortization dipping 16% to US$158.3 million, Alliance News
relates.

Nostrum Oil & Gas are an independent multi-field oil & gas company
engaging in the production, development and exploration in the
pre-caspian basin.

As reported by the Troubled Company Reporter-Europe on Nov. 28,
2019, Moody's Investors Service downgraded Nostrum Oil & Gas Plc's
corporate family rating to Caa2 from B3 and probability of default
rating to Caa2-PD from B3-PD.  Concurrently, Moody's has downgraded
to Caa2 from B3 the ratings of senior unsecured notes issued by
Nostrum's wholly owned subsidiary Nostrum Oil & Gas Finance B.V.
The outlooks of Nostrum and Nostrum Oil & Gas Finance B.V. have
been changed to negative from stable.  The downgrade of Nostrum's
rating to Caa2 reflects Moody's expectation that the continuing
decline in the company's hydrocarbon production volumes will lead
to an ongoing deterioration in its credit metrics and cash flow
generation, significantly increasing the refinancing risk related
to its $725 million notes maturity in July 2022.


OSPREY ACQUISITION: Fitch Placed BB+ Sr. Sec. Debt Rating on RWN
----------------------------------------------------------------
Fitch Ratings placed Anglian Water Services Financing Plc's senior
secured class A (both wrapped and unwrapped) and class B debt on
Rating Watch Negative. Fitch has also placed the holding company
Osprey Acquisitions Limited's Long-Term Issuer Default Rating of
'BB' and senior secured debt rating of 'BB+' on RWN.

The RWN reflects pressure on Anglian Water Services Limited's (AWS,
operating company) and Osprey's financial profiles from Ofwat's
final price determinations (FD). According to Fitch's updated
modelling, both companies are likely to breach the agency's
negative rating sensitivities, which could result in one-notch
downgrades of the IDRs. Fitch expects to resolve the RWN when there
is clarity on whether AWS will appeal to the Competitions Markets
Authority (CMA) and on any balance-sheet strengthening. Should AWS
appeal to the CMA the RWN will stay in place until a decision is
reached, likely in late 2020.

AWF is the debt-raising vehicle of AWS. AWS is one of 10 appointed
water and sewerage companies in England and Wales.

KEY RATING DRIVERS

FD Marginally Better than DD: Its initial assessment of FD for AWS
is that it provides a marginal improvement versus the draft
determinations (DD). While its weighted-average cost of capital
(WACC) was revised downwards by 23bp and now stands at all-time low
of 2.96% (real, CPIH-linked), total expenditure allowance was
increased by around GBP233 million (in 17/18 prices, net of grants
and contributions, pension deficit repair and third party cost),
leaving a gap of GBP729 million to AWS's representations to Ofwat.

Changes to Targets Mixed: Changes to performance commitments
present a mixed picture, with some of them relaxed and others
tightened. For AWS, FD has set more challenging targets for leakage
reduction, but less challenging targets for supply interruptions,
mains repairs and compliance-risk index than DD. Ultimately, supply
interruptions target is still more demanding than the level
proposed by the company in its presentations. Ofwat also allowed a
gradual path to target realisation by financial year to March 31,
2025 and set the caps and collars limiting potential scope of
financial rewards and penalties.

Benign Modelling Assumptions: In its rating case Fitch assumes zero
total expenditure under- or out-performance and GBP40 million of
outcome performance incentives (ODI)-related financial rewards
during AMP7 (nominal), backed by AWS's industry-leading operational
performance. Although the remaining cost gap is very large and
represents around 12% of the total spending AWS requested at
representations, part of it relates to reduction in the scope of
its capital programme. Another large part of the gap relates to
growth. While Ofwat provided slightly higher total spending
allowances for growth, it rejected the uncertainty mechanisms
proposed by the company.

Financial Profiles Outside Sensitivities: Based on the FD, Fitch
expects AWS's adjusted net total senior gearing at around 80% in
FY25, cash-based total senior post-maintenance interest coverage
ratio (PMICR) at 1.1x and nominal total senior PMICR at 1.3x on
average in AMP7. These metrics are substantially outside its
negative rating sensitivities of 77%, 1.3x and 1.6x respectively.
Likewise, expected gearing at Osprey is around 85% in FY25,
significantly above its negative rating sensitivity of 82%, and its
dividend cover of 1x is also below the 3x minimum acceptable for
the rating. The forecast profiles suggest a one-notch IDR downgrade
for both companies.

DERIVATION SUMMARY

AWS/Osprey:

AWS is one of the regulated monopoly providers of water and
wastewater services in England and Wales. Its senior secured
ratings and credit metrics reflect the highly geared nature of the
company's secured covenanted structure versus that of peers such as
United Utilities Water Limited and Wessex Water Services Limited,
which have lower leverage and do not have covenanted secured
structures. AWS's financing structure benefits from structural
enhancements, including trigger mechanisms (such as dividend
lock-up provisions tied to financial, positive and negative
covenants) and debt service reserve liquidity.

KEY ASSUMPTIONS

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

Ofwat's FD financial model used as a main information source

Allowed wholesale WACC of 1.92% (RPI-based) and 2.92% (CPIH-based)
in real terms, excluding retail margins for AMP7

50% of RCV is RPI-linked and another 50% plus capital additions is
CPIH-linked, starting from FY21

AMP7 wholesale total expenditure of GBP5.5 billion in nominal
prices (net of grants and contributions, pension deficit repair)

Zero total expenditure outperformance and around GBP40 million
ODI-related rewards in AMP7 (nominal)

Retail EBITDA of GBP16 million p.a. and unregulated EBITDA of GBP13
million p.a. on average during AMP7

AWS's average total cost of debt decreases to 4.8% in FY25 from
5.7% in FY19

Pension deficit recovery payments of around GBP14 million p.a. in
AMP7 (nominal)

No external dividends in AMP7

Osprey's debt remains at GBP450 million throughout AMP7

Osprey's average total cost of debt at 4.7% in FY19, rising to 5.2%
in FY24-FY25

Average head office and pension deficit repair cost of around GBP13
million p.a. in FY19-FY25

RATING SENSITIVITIES

AWS:

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

  - Positive rating action is unlikely. Fitch could resolve RWN in
a rating affirmation with a Stable Outlook if AWS demonstrates the
ability to maintain its financial profile in line with its rating
sensitivities during the upcoming price control, including:

  - Class A debt forecast gearing below 67%, cash PMICR above 1.6x
and nominal PMICR above 1.8x

  - Total senior debt forecast gearing below 77%, cash PMICR above
1.3x and nominal PMICR above 1.6x on a sustained basis

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

  - Expected financial profile in AMP7 significantly weaker than
the rating sensitivities stated.

Osprey:

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

  - Upside is limited given the RWN. Fitch could resolve RWN in a
rating affirmation with a Stable Outlook if AWS and Osprey
materially reduce gearing and dividend cover capacity is sustained
above 3.0x

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

  - Forecast group gearing above 82% for a sustained period

  - A sustained drop of expected dividend cover below 3x

LIQUIDITY AND DEBT STRUCTURE

AWS:

As at FYE19, the company had GBP217.3 million in cash, excluding
GBP40 million restricted cash, GBP297 million in short-term
investments and GBP600 million of undrawn working capital and capex
facilities maturing through to 2022. Over the next 12 months, Fitch
expects positive free cash flow (FCF) of GBP36.9 million and debt
maturities of GBP353.1 million. Overall, liquidity is sufficient to
support debt maturities for at least the next 18 months.

Osprey:

As at FYE19, the holding company had GBP11.4 million in
unrestricted cash and a GBP250 million undrawn sustainable bank
facility due in 2024. The next debt maturity is a GBP210 million 5%
fixed-rate bond maturing in 2023. Fitch expects its debt service
and head office needs to be covered by dividends from AWS. Overall,
liquidity is sufficient to support debt maturities for at least the
next 18 months.

SUMMARY OF FINANCIAL ADJUSTMENTS

  - Cash interest for cash PMICR adjusted for 50% annual inflation

accretion from RPI swaps with five-year pay-down provisions

  - Statutory cash interest reconciled with investor reports

  - Statutory total debt reconciled with investor reports

  - Net debt adjusted to reflect restricted cash of GBP40 million

ESG CONSIDERATIONS

Osprey has an ESG Relevance Score of 4 for EWT Water & Wastewater
Management as AWS's top quartile operational performance in AMP6
generated around GBP60 million performance-related rewards, of
which GBP50 million will feed into cash flow during the next price
control (in 17/18 prices).

Osprey has an ESG Relevance Score of 4 for GST Group Structure as
its debt is structurally and contractually subordinated to AWS's
debt.



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

[*] BOND PRICING: For the Week December 23 to December 27, 2019
---------------------------------------------------------------
Issuer                    Coupon    Maturity  Currency  Price
------                    ------    --------  --------  -----
Intelsat Luxembourg SA      8.125    6/1/2023    USD    47.258
Intelsat Connect Finance    9.500   2/15/2023    USD    58.999
Ageasfinlux SA              0.947                EUR    60.492
Valaris plc                 7.750    2/1/2026    USD    51.700
Mallinckrodt Internationa   4.750   4/15/2023    USD    37.689
Lecta SA                    6.500    8/1/2023    EUR    47.071
Aldesa Financial Services   7.250    4/1/2021    EUR    49.743
European TopSoho Sarl       4.000   9/21/2021    EUR    76.587
Officine Maccaferri-SpA     5.750    6/1/2021    EUR    35.167
Teva Pharmaceutical Finan   4.100   10/1/2046    USD    72.571
Safari Verwaltungs GmbH     5.375  11/30/2022    EUR    75.917
Petra Diamonds US Treasur   7.250    5/1/2022    USD    63.594
Rallye SA                   4.000    4/2/2021    EUR    30.000
Mallinckrodt Internationa   4.875   4/15/2020    USD    71.444
Casino Guichard Perrachon   3.992                EUR    58.502
Pro-Gest SpA                3.250  12/15/2024    EUR    58.243
Valaris plc                 5.750   10/1/2044    USD    43.779
Intelsat Luxembourg SA      7.750    6/1/2021    USD    74.352
Kirk Beauty One GmbH        8.750   7/15/2023    EUR    66.316
Aggregate Holdings SA       5.000   8/10/2021    EUR    73.275
Naviera Armas SA            4.250  11/15/2024    EUR    72.083
Mallinckrodt Internationa   5.750    8/1/2022    USD    37.339
Casino Guichard Perrachon   1.033                EUR    37.293
Distribuidora Internacion   0.875    4/6/2023    EUR    54.105
Thomas Cook Group PLC       6.250   6/15/2022    EUR     6.908
Pizzaexpress Financing 1    8.625    8/1/2022    GBP    35.146
Intralot Capital Luxembou   5.250   9/15/2024    EUR    44.934
Ferroglobe PLC / Globe Sp   9.375    3/1/2022    USD    62.191
Galapagos SA/Luxembourg     5.375   6/15/2021    EUR     0.060
Astaldi SpA                 7.125   12/1/2020    EUR    16.473
Nostrum Oil & Gas Finance   8.000   7/25/2022    USD    51.821
Mallinckrodt Internationa   5.500   4/15/2025    USD    31.783
Valaris plc                 4.500   10/1/2024    USD    49.207
Vallourec SA                2.250   9/30/2024    EUR    68.065
Moby SpA                    7.750   2/15/2023    EUR    34.022
Boparan Finance PLC         4.375   7/15/2021    EUR    71.632
Valaris plc                 5.200   3/15/2025    USD    50.426
Mitsubishi UFJ Investor S   4.092  12/15/2050    EUR    59.831
Jain International Tradin   7.125    2/1/2022    USD    31.069
Abengoa Abenewco 2 Bis SA   1.500   4/26/2024    EUR
Rallye SA                   4.371   1/23/2023    EUR    30.001
Cooperativa Muratori & Ce   6.000   2/15/2023    EUR     2.565
Mallinckrodt Internationa   5.625  10/15/2023    USD    33.296
Rothschild & Co Continuat   2.375                USD    69.445
Intralot Capital Luxembou   6.750   9/15/2021    EUR    64.011
Hema Bondco II BV           8.500   1/15/2023    EUR    35.649
Galapagos Holding SA        7.000   6/15/2022    EUR     7.473
Lecta SA                    6.375    8/1/2022    EUR    47.366
O1 Properties Finance PLC   8.250   9/27/2021    USD    78.636
Societe Generale SA         1.989                USD    74.375
Obrascon Huarte Lain SA     4.750   3/15/2022    EUR    68.243
Vallourec SA                4.125   10/4/2022    EUR     5.449
Banco Pinto & Sotto Mayor   1.055                EUR    58.000
Credit Mutuel Arkea SA      0.216                EUR    75.231
Rallye SA                   4.000  11/23/2020    CHF    28.054
Greenyard Fresh NV          3.750  12/22/2021    EUR    70.695
Boparan Finance PLC         5.500   7/15/2021    GBP    71.494
Astaldi SpA                 4.875   6/21/2024    EUR    14.283
Senvion Holding GmbH        3.875  10/25/2022    EUR     5.583
FF Group Finance Luxembou   3.250   11/2/2021    CHF    12.435
Galapagos SA/Luxembourg     4.350   6/15/2021    EUR     0.060
Air France-KLM              0.125   3/25/2026    EUR    18.461
HOCHDORF Holding AG         2.500                CHF    51.819
Nostrum Oil & Gas Finance   7.000   2/16/2025    USD    51.650
Rallye SA                   5.250    2/1/2022    EUR    28.100
NIBC Bank NV                0.552                EUR    68.275
Genfit                      3.500  10/16/2022    EUR    21.996
Rallye SA                   3.250    2/8/2024    CHF    25.999
Thomas Cook Finance 2 PLC   3.875   7/15/2023    EUR     6.500
Capital Raising GmbH        7.500                EUR    59.428
Odea Bank AS                7.625    8/1/2027    USD    72.653
Korian SA                   2.500                EUR    47.824
Quadient                    3.375                EUR    57.756
Debenhams PLC               5.250   7/15/2021    GBP    38.260
KCA Deutag UK Finance PLC   7.250   5/15/2021    USD    67.271
Neoen SA                    1.875   10/7/2024    EUR    32.719
Cooperativa Muratori & Ce   6.875    8/1/2022    EUR     2.383
EA Partners II BV           6.750    6/1/2021    USD    47.500
FF Group Finance Luxembou   1.750    7/3/2019    EUR     4.500
Constellation Oil Service   9.500   11/9/2024    USD    44.630
Econocom Group SA/NV        0.500    3/6/2023    EUR     6.979
Transcapitalbank JSC Via   10.000   9/18/2020    USD    56.252
Union Fenosa Preferentes    1.237                EUR    72.562
Offshore Drilling Holding   8.375   9/20/2020    USD    30.700
Pierre & Vacances SA        2.000    4/1/2023    EUR    52.988
ADLER Real Estate AG        2.500   7/19/2021    EUR    15.253
Maisons du Monde SA         0.125   12/6/2023    EUR    42.847
Ferroglobe PLC / Globe Sp   9.375    3/1/2022    USD    62.191
Biocartis NV                4.000    5/9/2024    EUR    70.033
FIGEAC-AERO                 1.125  10/18/2022    EUR    23.687
EA Partners I BV            6.875   9/28/2020    USD    41.650
Fuerstenberg Capital Erst   1.287                EUR    72.072
KCA Deutag UK Finance PLC   9.625    4/1/2023    USD    67.444
Hybrid Raising GmbH         6.625                EUR    60.483
Obrascon Huarte Lain SA     5.500   3/15/2023    EUR    68.538
VIEO BV                     6.750    9/7/2020    EUR    40.963
Immigon Portfolioabbau AG   6.059                EUR    15.625
Bourbon Corp                6.446                EUR     2.628
Paragon GmbH & Co KGaA      4.500    7/5/2022    EUR    64.279
Alitalia-Societa Aerea It   5.250   7/30/2020    EUR     3.477
Air Berlin PLC              8.250   4/19/2018    EUR     1.848
KCA Deutag UK Finance PLC   9.875    4/1/2022    USD    67.473
NIBC Bank NV                2.627                USD    63.937
Banco Espirito Santo SA     4.000   1/21/2019    EUR    21.054
BNP Paribas SA              2.139                USD    67.780
Evan Group PLC              6.000   7/31/2022    EUR    61.464
Scholz Holding Gmbh         8.500  12/31/2019    EUR     0.376
DNB Bank ASA                2.188                USD    69.538
DNB Bank ASA                2.188                USD    69.767
Intelsat Connect Finance    9.500   2/15/2023    USD    59.887
Senivita Social Estate AG   6.500   5/12/2020    EUR    70.000
Avangardco Investments Pu  10.000  10/29/2018    USD     8.000
UkrLandFarming PLC         10.875   3/26/2018    USD     4.667
Rallye SA                   3.400   1/31/2022    EUR    30.000
Orient Express Bank PJSC   10.000                USD    41.551
DOF Subsea AS               8.810   5/22/2020    NOK    68.675
Steinhoff Finance Holding   1.250  10/21/2023    EUR    44.573
Petra Diamonds US Treasur   7.250    5/1/2022    USD    63.644
Yuksel Insaat AS            9.500  11/10/2015    USD     0.939
EOS Imaging SA              6.000   5/31/2023    EUR     6.218
Lehman Brothers UK Capita   5.125                EUR     7.329
Eramet                      4.000                EUR    50.917
Hellenic Bank PCL          10.000                EUR    48.164
Elli Finance UK PLC         8.750   6/15/2019    GBP    58.500
Banco Espirito Santo SA     2.625    5/8/2017    EUR    24.674
Golfino AG                  8.000  11/18/2023    EUR     0.250
Grupo Isolux Corsan SA      0.250  12/30/2021    EUR     0.204
DNB Bank ASA                2.188                USD    69.434
Mallinckrodt Internationa   4.875   4/15/2020    USD    71.278
Autostrade per l'Italia S   3.625    6/9/2038    EUR    74.493
Lambay Capital Securities   6.250                GBP     1.054
Top Gun Realisations 74 P   6.500    7/1/2022    GBP    18.638
Yell Bondco PLC             8.500    5/2/2023    GBP    71.532
Mallinckrodt Internationa   5.500   4/15/2025    USD    33.798
DOF Subsea AS               9.500   3/14/2022    USD    60.696
Rickmers Holding AG         8.875   6/11/2018    EUR     1.505
Privatbank CJSC Via UK SP  11.000    2/9/2021    USD    20.239
Nexity SA                   0.125    1/1/2023    EUR    66.682
Stichting Afwikkeling Ond   6.250  10/26/2020    EUR     3.061
House of Fraser Funding P   6.550   9/15/2020    GBP     4.868
Bilt Paper BV               9.640                USD     1.029
Air Berlin PLC              6.750    5/9/2019    EUR     1.882
DOF Subsea AS               9.850  11/27/2023    NOK    62.500
Mallinckrodt Internationa   5.625  10/15/2023    USD    33.396
Privatbank CJSC Via UK SP  10.250   1/23/2018    USD    29.999
Afren PLC                   6.625   12/9/2020    USD     0.402
Abengoa Abenewco 2 Bis SA   1.500   4/26/2024    USD     5.238
Grupo Isolux Corsan SA      6.000  12/30/2021    EUR     1.298
Santhera Pharmaceuticals    5.000   2/17/2022    CHF    62.425
Air Berlin PLC              5.625    5/9/2019    CHF     1.060
Banco Espirito Santo SA     4.750   1/15/2018    EUR    25.602
Nexity SA                   0.250    3/2/2025    EUR    69.639
Bank Otkritie Financial C  10.000   4/26/2019    USD     8.216
LA Perla Fashion Finance    7.250   3/29/2023    EUR    31.371
Stichting Afwikkeling Ond  11.250                EUR     1.128
Melin Group/Norway          7.350  10/30/2022    NOK    73.000
KCA Deutag UK Finance PLC   7.250   5/15/2021    USD    67.423
Koninklijke Luchtvaart Ma   0.750                CHF    36.550
Mitsubishi UFJ Investor S   3.834  12/30/2099    EUR     4.676
Banco Espirito Santo SA     7.125  11/28/2023    EUR     0.084
SSM Holding AB              8.034    5/9/2020    SEK    68.000
Wasps Finance Plc           6.500   5/13/2022    GBP    73.099
Tresu Investment Holding    5.000   9/29/2022    EUR    41.625
BAT International Finance   2.250    9/9/2052    GBP    73.320
Dexia SA                    1.386                EUR     7.755
Afren PLC                  11.500    2/1/2016    USD     0.413
Mallinckrodt Internationa   5.750    8/1/2022    USD    37.644
SLM Solutions Group AG      5.500  10/11/2022    EUR    70.624
CBo Territoria              3.750    7/1/2024    EUR     4.900
Scandinavian Airlines Sys   0.625                CHF    36.884
KTG Agrar SE                7.125    6/6/2017    EUR     0.561
Virgolino de Oliveira Fin  10.500   1/28/2018    USD     3.421
Paragon GmbH & Co KGaA      4.000   4/23/2024    CHF    68.250
Deutsche Bank AG/London     0.090  10/31/2034    USD    68.691
Dexia Credit Local SA       1.331                EUR     7.870
Abengoa Abenewco 2 Bis SA   1.500   4/26/2024    USD     5.253
Portigon AG                 7.460  12/31/2019    EUR    21.000
Europejskie Centrum Odszk   5.790   4/14/2020    PLN    56.500
Top Gun Realisations 74 P   4.500    7/1/2022    EUR    26.926
Espirito Santo Financial    6.875  10/21/2019    EUR     0.060
Rallye SA                   1.000   10/2/2020    EUR    30.125
KCA Deutag UK Finance PLC   9.875    4/1/2022    USD    67.562
HOCHDORF Holding AG         3.500   3/30/2020    CHF    26.350
Praktiker AG                5.875   2/10/2016    EUR     0.542
BIM SAS                     2.500  11/13/2020    EUR    22.201
Banco Espirito Santo SA     2.250                EUR     0.081
Agrokor dd                  9.875    5/1/2019    EUR    20.420
Allied Irish Banks PLC     12.500   6/25/2035    GBP    70.936
OGX Austria GmbH            8.500    6/1/2018    USD     0.001
Hellenic Republic Governm   2.085   7/25/2057    EUR    51.375
KCA Deutag UK Finance PLC   9.625    4/1/2023    USD    67.492
German Pellets GmbH         7.250  11/27/2019    EUR     0.727
Banca Popolare di Vicenza   9.500   9/29/2025    EUR     0.681
Prime Living AB             7.000  10/19/2020    SEK     5.000
New World Resources NV      4.000   10/7/2020    EUR     0.079
Agrokor dd                  8.875    2/1/2020    USD    19.328
Erotik-Abwicklungsgesells   7.750    7/9/2019    EUR     0.779
Nostrum Oil & Gas Finance   8.000   7/25/2022    USD    49.897
Waste Italia SpA           10.500  11/15/2019    EUR     0.800
Constellation Oil Service   9.500   11/9/2024    USD    44.468
Hamon & CIE SA              5.500   1/30/2020    EUR    47.751
GNB - Cia de Seguros de V   3.102                EUR    73.717
Cirio Holding Luxembourg    6.250   2/16/2004    EUR     0.889
GEWA 5 to 1 GmbH & Co KG    6.500   3/24/2018    EUR     5.250
Elli Investments Ltd       12.250   6/15/2020    GBP    54.613
Lehman Brothers UK Capita   3.875                EUR     7.541
Melin Group/Norway          9.850   1/30/2023    NOK    50.000
Lehman Brothers UK Capita   5.750                EUR     1.436
Virgolino de Oliveira Fin  11.750    2/9/2022    USD     3.752
APP International Finance  11.750   10/1/2005    USD     0.899
OGX Austria GmbH            8.375    4/1/2022    USD     0.001
Veneto Banca SpA            9.500   12/1/2025    EUR     0.891
Norske Skogindustrier ASA   7.000  12/30/2026    EUR     0.049
Agrokor dd                  9.125    2/1/2020    EUR    19.250
CNP Assurances              2.000                EUR    74.000
Pizzaexpress Financing 1    8.625    8/1/2022    GBP    35.242
LBI ehf                     6.100   8/25/2011    USD     7.625
Lehman Brothers UK Capita   6.900                USD     2.745
Windreich GmbH              6.500   7/15/2016    EUR     8.125
Solship Invest 1 AS         5.000   12/8/2024    NOK    10.000
Afren PLC                  10.250    4/8/2019    USD     0.413
Cooperatieve Rabobank UA    0.500   2/26/2029    HUF    70.840
Privatbank CJSC Via UK SP  10.875   2/28/2018    USD    30.991
Prime Living AB             4.500   9/29/2020    SEK    45.536
SeniVita Sozial gGmbH       7.000                EUR    35.200
Kaupthing ehf               7.625   2/28/2015    USD     0.250
Claranova SADIR             5.000    7/1/2023    EUR     1.180
JZ Capital Partners Ltd     6.000   7/30/2021    GBP     9.800
KTG Agrar SE                7.250  10/15/2019    EUR     0.561
WPE International Coopera  10.375   9/30/2020    USD     0.624
International Finance Fac   0.500   6/29/2027    ZAR    52.801
Corporate Commercial Bank   8.250    8/8/2014    USD     0.377
ESFIL-Espirito Santo Fina   5.250   6/12/2015    EUR     0.060
Aralco Finance SA          10.125    5/7/2020    USD     1.324
Top Gun Realisations 73 P   8.000    7/1/2023    GBP     0.685
German Pellets GmbH         7.250    7/9/2018    EUR     0.572
BBVA International Prefer   1.670                GBP    65.583
Hema Bondco II BV           8.500   1/15/2023    EUR    36.183
International Finance Fac   0.500   6/24/2024    ZAR    70.645
Portugal Telecom Internat   6.250   7/26/2016    EUR     0.596
NTRP Via Interpipe Ltd     10.250    8/2/2017    USD    30.069
Verimatrix SA               6.000   6/29/2022    EUR     3.834
Hellas Telecommunications   6.054   1/15/2015    USD     0.017
Cooperatieve Rabobank UA    0.500  10/29/2027    MXN    57.124
OGX Austria GmbH            8.500    6/1/2018    USD     0.001
Breeze Finance SA           6.708   4/19/2027    EUR    28.950
International Industrial    9.000    7/6/2011    EUR     0.185
Alpine Holding GmbH         6.000   5/22/2017    EUR     0.469
Lecta SA                    6.375    8/1/2022    EUR    47.458
Alno AG                     8.500   5/14/2018    EUR     3.250
Enertronica Santerno SpA    7.000  12/31/2022    EUR    50.600
Chr Bygga Bostader Holdin   9.000    7/5/2021    SEK    50.000
Nostrum Oil & Gas Finance   7.000   2/16/2025    USD    49.965
EFG International AG        0.286                EUR    39.750
Intralot Capital Luxembou   5.250   9/15/2024    EUR    45.000
Vneshprombank Ltd Via VPB   9.000  11/14/2016    USD     0.308
Tonon Luxembourg SA         9.250   1/24/2020    USD     1.217
Cirio Del Monte NV          7.750   3/14/2005    EUR     1.841
Havila Shipping ASA         6.270   11/7/2020    NOK    59.693
Stichting Afwikkeling Ond   6.625   5/14/2018    EUR     1.005
Cirio Finance Luxembourg    7.500   11/3/2002    EUR     3.381
Espirito Santo Financial    9.750  12/19/2025    EUR     0.544
Intralot Capital Luxembou   6.750   9/15/2021    EUR    65.000
Banco Santander SA          2.008                EUR     3.142
Barclays Bank PLC           0.080  10/30/2034    USD    71.925
Banco Espirito Santo SA     6.900   6/28/2024    EUR    25.000
Abengoa Abenewco 2 Bis SA   1.500   4/26/2024    EUR     5.375
Offshore Drilling Holding   8.375   9/20/2020    USD    27.670
Activa Resources AG         0.500  11/15/2021    EUR     6.000
Manchester Building Socie   6.750                GBP    14.468
Norske Skogindustrier ASA   2.000  12/30/2115    EUR     1.473
Bank Nadra Via NDR Financ   8.250   7/31/2018    USD     0.151
MLS Innovation Inc          5.300   7/11/2020    EUR    50.011
International Industrial   11.000   2/19/2013    USD     0.185
Windreich GmbH              6.500    3/1/2015    EUR     8.125
Depfa Funding II LP         6.500                EUR    59.161
Kaupthing ehf               5.750   10/4/2011    USD     0.250
CBo Territoria              6.000    1/1/2020    EUR     3.760
Cooperatieve Rabobank UA    0.500   7/30/2043    MXN    17.264
Banco Espirito Santo SA     2.430                EUR     0.975
Finmek International SA     7.000   12/3/2004    EUR     2.193
New World Resources NV      8.000    4/7/2020    EUR     1.473
Pro-Gest SpA                3.250  12/15/2024    EUR    58.658
Del Monte Finance Luxembo   6.625   5/24/2006    EUR     3.548
Thomas Cook Group PLC       6.250   6/15/2022    EUR     6.908
Norske Skog Holding AS      8.000   2/24/2021    EUR     0.155
Banca Popolare di Vicenza   2.821  12/20/2017    EUR     0.228
Virgolino de Oliveira Fin  10.500   1/28/2018    USD     3.421
Steilmann SE                7.000    3/9/2017    EUR     1.429
Alpine Holding GmbH         5.250   6/10/2016    EUR     0.484
Banco Espirito Santo SA     6.875   7/15/2016    EUR    24.776
Deutsche Agrar Holding Gm   7.250   9/28/2018    EUR     1.254
Senvion Holding GmbH        3.875  10/25/2022    EUR     5.583
Alno AG                     8.000   3/21/2019    EUR     4.620
PA Resources AB            13.500    3/3/2016    SEK     0.124
Lecta SA                    6.500    8/1/2023    EUR    47.766
Boparan Finance PLC         4.375   7/15/2021    EUR    71.658
Russian Federal Bond - OF   0.250   7/20/2044    RUB    22.964
Depfa Funding III LP        0.378                EUR    56.396
Aldesa Financial Services   7.250    4/1/2021    EUR    50.491
EDOB Abwicklungs AG         7.500    4/1/2012    EUR     1.079
CRC Breeze Finance SA       6.110    5/8/2026    EUR    50.625
Saleza AS                   9.000   7/12/2021    EUR     0.047
Havila Shipping ASA         5.000   11/7/2020    NOK    45.000
Norske Skog Holding AS      8.000   2/24/2023    USD     0.221
Stichting Afwikkeling Ond   8.450   8/20/2018    USD     1.005
Kirk Beauty One GmbH        8.750   7/15/2023    EUR    66.293
Bulgaria Steel Finance BV  12.000    5/4/2013    EUR     0.216
Odea Bank AS                7.625    8/1/2027    USD    73.599
HPI AG                      3.500                EUR     5.000
Linas Matkasse Newco AB     8.000   10/9/2022    SEK    55.000
UBS AG/London               7.200    1/2/2020    EUR    67.320
Hellas Telecommunications   8.500  10/15/2013    EUR     0.444
Elli Finance UK PLC         8.750   6/15/2019    GBP    58.500
Stichting Afwikkeling Ond   2.343                EUR     0.604
Municipality Finance PLC    0.500   6/19/2024    ZAR    70.651
Espirito Santo Financial    5.050  11/15/2025    EUR     0.476
Espirito Santo Financial    3.125   12/2/2018    EUR     0.165
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    63.850
Kommunekredit               0.500   7/30/2027    TRY    42.295
Steilmann SE                6.750   6/27/2017    EUR     2.184
BOA Offshore AS             0.409   7/17/2047    NOK     9.003
Region of Abruzzo Italy     0.036   11/7/2036    EUR    64.377
Vseukrainsky Aktsinerny B  10.900   6/14/2019    USD     1.056
Cooperatieve Rabobank UA    0.500  10/30/2043    MXN    17.021
Mriya Agro Holding PLC     10.950   3/30/2016    USD     7.701
Afren PLC                   6.625   12/9/2020    USD     0.402
Lloyds Bank PLC             1.395   7/26/2033    USD    66.938
KPNQwest NV                 8.125    6/1/2009    USD     0.634
Galapagos Holding SA        7.000   6/15/2022    EUR     7.473
Officine Maccaferri-SpA     5.750    6/1/2021    EUR    42.650
KPNQwest NV                10.000   3/15/2012    EUR     0.634
Rena GmbH                   7.000  12/15/2015    EUR     2.096
Sairgroup Finance BV        4.375    6/8/2006    EUR    10.000
Afren PLC                  11.500    2/1/2016    USD     0.413
Gebr Sanders GmbH & Co KG   8.750  10/22/2018    EUR    14.324
Solon SE                    1.375   12/6/2012    EUR     0.769
Rena GmbH                   8.250   7/11/2018    EUR     2.096
Manchester Building Socie   8.000                GBP     9.293
Thomas Cook Finance 2 PLC   3.875   7/15/2023    EUR     7.000
Tonon Luxembourg SA        12.500   5/14/2024    USD     1.203
Bibby Offshore Services P   7.500   6/15/2021    GBP    11.076
O1 Properties Finance PLC   8.250   9/27/2021    USD    49.348
SiC Processing GmbH         7.125    3/1/2016    EUR     2.227
Naviera Armas SA            4.250  11/15/2024    EUR    72.279
Decipher Production Ltd    12.500   9/27/2019    USD     1.500
Yell Bondco PLC             8.500    5/2/2023    GBP    71.675
Cattles Ltd                 8.125    7/5/2017    GBP     0.255
Caixa Economica Montepio    5.000                EUR    50.000
getgoods.de AG              7.750   10/2/2017    EUR     0.126
Deutsche Bank AG            0.687  10/11/2049    EUR    67.267
Polnord SA                  6.070   9/29/2020    PLN    10.000
Portugal Telecom Internat   5.242   11/6/2017    EUR     0.694
Finance and Credit Bank J   9.250   1/25/2019    USD     0.931
UkrLandFarming PLC         10.875   3/26/2018    USD     7.683
WEB Windenergie AG          5.250    4/8/2023    EUR    55.010
Island Offshore Shipholdi   4.090   6/30/2021    NOK    12.000
Deutsche Bank AG/London     0.116   6/30/2034    USD    65.267
Societe Generale SA        17.600   1/27/2020    USD    35.659
Phosphorus Holdco PLC      10.000    4/1/2019    GBP     2.423
Alpine Holding GmbH         5.250    7/1/2015    EUR     0.483
Societe Generale SA         9.250   10/1/2020    USD    24.869
Air Berlin Finance BV       8.500    3/6/2019    EUR     2.568
Virgolino de Oliveira Fin  10.875   1/13/2020    USD    21.128
Severstal PJSC              8.650   3/27/2026    RUB    63.130
Societe Generale SA        11.000   1/28/2020    USD    35.375
Boparan Finance PLC         5.500   7/15/2021    GBP    71.641
Afren PLC                  10.250    4/8/2019    USD     0.413
German Pellets GmbH         7.250    4/1/2016    EUR     0.777
Landesbank Schleswig-Hols   2.373    1/5/2040    USD    49.449
MS Deutschland Beteiligun   6.875  12/18/2017    EUR     1.911
Astaldi SpA                 7.125   12/1/2020    EUR    16.473
Mriya Agro Holding PLC      9.450   4/19/2018    USD     6.889
KPNQwest NV                 7.125    6/1/2009    EUR     0.634
OGX Austria GmbH            8.375    4/1/2022    USD     0.001
Barclays Bank PLC          10.000   5/28/2020    USD    73.600
La Veggia Finance SA        7.125  11/14/2004    EUR     0.287
TransFin-M PAO              8.000  11/24/2026    RUB    70.000
Moby SpA                    7.750   2/15/2023    EUR    34.433
Marine Subsea AS            9.000  12/16/2019    USD     0.688
New World Resources NV      4.000   10/7/2020    EUR     0.079
KPNQwest NV                 8.875    2/1/2008    EUR     0.634
Otkritie Holding JSC       11.500   7/14/2027    RUB     0.010
UniCredit Bank AG          12.000    1/3/2020    EUR    60.170
Barclays Bank PLC          12.860   5/28/2020    USD    70.150
Ahtium PLC                  9.750    4/4/2017    EUR     0.976
IDGC of Centre PJSC         6.850  11/12/2024    RUB    99.000
Mobylife Holding A/S        7.268   5/23/2020    SEK     8.125
SAG Solarstrom AG           6.250  12/14/2015    EUR    31.000
Steilmann SE                7.000   9/23/2018    EUR     1.429
Kaupthing ehf               5.750   10/4/2011    USD     0.250
Barclays Bank PLC           0.656  10/10/2029    USD    71.349
Rosneft Oil Co PJSC         6.600  11/25/2026    RUB    70.010
Veneto Banca SpA            6.944   5/15/2025    EUR     0.495
Mox Telecom AG              7.250   11/2/2017    EUR     2.035
Societe Generale SA        17.000   6/30/2022    USD    72.800
SAG Solarstrom AG           7.500   7/10/2017    EUR    31.000
O1 Properties Finance AO   13.000   10/2/2020    RUB    67.000
Norske Skogindustrier ASA   7.125  10/15/2033    USD     0.140
Rio Forte Investments SA    4.000   7/22/2014    EUR     6.041
LBI ehf                     6.100   8/25/2011    USD     7.625
Air Berlin Finance BV       6.000    3/6/2019    EUR     2.293
Ahtium PLC                  4.000  12/16/2015    EUR     0.586
Gazprombank JSC             0.010  11/24/2022    RUB    70.670
Norske Skogindustrier ASA   7.125  10/15/2033    USD     0.140
Moscow Integrated Power C   6.800   11/7/2025    RUB    70.270
Waste Italia SpA           10.500  11/15/2019    EUR     1.000
Teksid Aluminum Luxembour  12.375   7/15/2011    EUR     0.182
WEB Windenergie AG          5.500    4/8/2023    EUR    55.010
Mifa Mitteldeutsche Fahrr   7.500   8/12/2018    EUR     2.410
Lloyds Bank PLC             0.500   7/26/2028    MXN    52.472
Grupo Isolux Corsan SA      0.250  12/30/2018    EUR     0.204
SAir Group                  6.250  10/27/2002    CHF     9.875
Agrokor dd                  8.875    2/1/2020    USD    19.328
Privatbank CJSC Via UK SP  10.875   2/28/2018    USD    30.991
Kaupthing ehf               9.000                USD     0.122
O1 Properties Finance PLC   7.000   1/29/2021    USD    70.069
Veneto Banca SpA            6.411                EUR     0.734
Sairgroup Finance BV        6.625   10/6/2010    EUR     9.973
Raiffeisen Centrobank AG    5.200    2/3/2020    EUR    43.000
Russian Helicopters JSC    11.900   1/15/2026    RUB    66.110
Eniro AB                    6.000   4/14/2020    SEK    54.905
AKB Peresvet ZAO            0.510   2/14/2032    RUB    12.180
Heta Asset Resolution AG    0.148  12/31/2023    EUR     1.620
Raiffeisen Centrobank AG    5.200  12/30/2019    EUR    53.590
Sviaz Bank OAO              7.000   4/13/2022    RUB    70.000
International Bank of Aze   8.250   10/9/2024    USD    61.250
Windreich GmbH              6.750    3/1/2015    EUR     8.125
Polnord SA                  5.820  12/22/2019    PLN    63.000
UniCredit Bank AG           4.100   10/1/2020    EUR    33.910
Bank Otkritie Financial C  10.000   4/26/2019    USD     8.216
Agrokor dd Via Aquarius +   4.921    8/8/2017    EUR    14.375
A-TEC Industries AG         2.750   5/10/2014    EUR     0.141
Societe Generale SA         1.600    1/9/2020    GBP     1.110
Royalbeach Spielwaren Und   7.375  11/10/2020    EUR     4.700
Agrokor dd                  9.125    2/1/2020    EUR    19.250
J&T Banka AS                9.000                EUR    73.229
Pescanova SA                8.750   2/17/2019    EUR     0.360
Ideal Standard Internatio  11.750    5/1/2018    EUR     0.240
Polnord SA                  6.070  12/30/2019    PLN    56.000
Cooperatieve Rabobank UA    0.500  11/30/2027    MXN    55.562
A-TEC Industries AG         8.750  10/27/2014    EUR     0.141
Bilt Paper BV               9.640                USD     1.029
Dolphin Drilling ASA        4.490   8/28/2019    NOK     0.115
EFG International Finance   6.130   6/20/2024    EUR    46.790
Polnord SA                  5.760   2/27/2020    PLN    56.200
A-TEC Industries AG         5.750   11/2/2010    EUR     0.141
Sequa Petroleum NV          5.000   4/29/2020    USD    68.917
Windreich GmbH              6.250    3/1/2015    EUR     8.125
Societe Generale SA        14.720   6/25/2021    USD    76.145
mybet Holding SE            6.250  12/12/2020    EUR     0.500
RENE LEZARD Mode GmbH       7.250  11/25/2017    EUR     1.500
Commerzbank AG              3.450  12/23/2019    GBP    46.020
AKB Peresvet ZAO            0.510    8/4/2034    RUB
SAir Group                  0.125    7/7/2005    CHF     9.875
Commerzbank AG              1.000   11/2/2020    USD    12.780
Espirito Santo Financial    5.125   5/30/2016    EUR     1.634
Centrosolar Group AG        7.000   2/15/2016    EUR     2.387
Finans-Avia OOO            10.000   7/31/2022    RUB     7.380
Top Gun Realisations 74 P   4.500    7/1/2022    EUR    26.926
WEB Windenergie AG          6.250                EUR    55.010
Cooperatieve Rabobank UA    0.500  12/29/2027    MXN    55.654
Natixis SA                  0.300   6/25/2048    USD    45.790
Top Gun Realisations 73 P   8.000    7/1/2023    GBP     0.685
Zaklady Miesne Henryk Kan   6.970   3/29/2021    PLN
Sistema PJSFC               7.500  10/31/2025    RUB    70.060
Sberbank of Russia PJSC     7.550   7/12/2021    RUB    66.260
Credit Suisse AG            0.500  12/16/2025    BRL    64.372
Rio Forte Investments SA    3.900   7/10/2014    USD     6.000
Getin Noble Bank SA         5.790  12/12/2022    PLN    80.000
Barclays Bank PLC           0.252   6/17/2033    USD    70.421
SG Issuer SA                3.000  10/10/2034    ZAR    42.468
Heta Asset Resolution AG    0.066  12/31/2023    EUR     1.620
Bank J Safra Sarasin AG/G  10.400    3/5/2020    CHF    66.730
Leonteq Securities AG      14.000   6/12/2020    CHF    36.070
Polnord SA                  6.210   5/22/2020    PLN    10.000
Podkarpacki Bank Spoldzie   5.090   5/28/2023    PLN    47.540
Golden Gate AG              6.500  10/11/2014    EUR    38.000
BLT Finance BV             12.000   2/10/2015    USD    10.500
Lehman Brothers Treasury    1.900   10/5/2035    EUR     3.400
Minicentrales Dos SA        0.010    6/6/2047    EUR    65.750
Center-Invest Commercial    7.500    3/3/2022    RUB    63.110
UBS AG/London               5.000   3/26/2021    EUR    70.330
TransFin-M PAO             10.000   10/8/2024    RUB    70.000
Veneto Banca SpA            6.950   2/25/2025    EUR     0.100
Bank Otkritie Financial C   0.010   7/16/2025    RUB    66.530
BNP Paribas Emissions- un   8.500  12/30/2019    EUR    66.960
Reso-Leasing OOO            9.500   10/3/2025    RUB    63.380
Sviaz Bank OAO              8.100   12/9/2021    RUB   100.110
Gold-Zack AG                7.000  12/14/2005    EUR    10.010
Touax SCA-SGTR-CITE-SGT-C   6.000   7/10/2020    EUR    17.794
Muehl Product & Service A   6.750   3/10/2005    DEM     0.001
IT Holding Finance SA       9.875  11/15/2012    EUR     0.202
Barclays Bank PLC           1.450   9/24/2038    MXN    30.255
Cooperativa Muratori & Ce   6.000   2/15/2023    EUR     2.565
I-Teco AO                  12.000   9/22/2022    RUB    70.270
Russian Post FGUP           2.750   12/6/2023    RUB    70.000
Federal Grid Co Unified E   4.800  10/30/2048    RUB    64.670
Lehman Brothers Treasury    2.875   3/14/2013    CHF     3.750
Region of Molise Italy      0.060  12/15/2033    EUR    62.104
New World Resources NV      8.000    4/7/2020    EUR     1.473
Top Gun Realisations 74 P   6.500    7/1/2022    GBP    18.638
Societe Generale SA        10.000   6/26/2025    USD    70.950
Kardan NV                   6.325   1/15/2020    ILS     6.500
Atari SA                    0.100    4/1/2020    EUR
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    66.180
LBI ehf                     7.431                USD     0.001
SpareBank 1 SR-Bank ASA     1.426  12/21/2030    EUR    73.277
Norske Skog Holding AS      8.000   2/24/2021    EUR     0.155
Minicentrales Dos SA        0.010    6/6/2047    EUR    65.750
Cooperativa Muratori & Ce   6.875    8/1/2022    EUR     2.383
Credit Suisse AG/London     7.600   8/10/2020    USD    65.343
TransFin-M PAO              9.500   4/13/2026    RUB    70.000
WEB Windenergie AG          4.500                EUR    55.010
Landesbank Hessen-Thuerin   2.250   7/13/2020    EUR    41.500
Virgolino de Oliveira Fin  10.875   1/13/2020    USD    21.128
Grupo Isolux Corsan SA      6.000  12/30/2021    USD     1.297
Sberbank of Russia PJSC     7.550   7/12/2021    RUB    66.170
Polnord SA                  5.910   4/24/2020    PLN    57.000
State of Saxony-Anhalt      0.134    7/3/2028    EUR    42.000
Bibby Offshore Services P   7.500   6/15/2021    GBP    11.076
Elli Investments Ltd       12.250   6/15/2020    GBP    54.613
Mobile TeleSystems PJSC     7.900    7/8/2026    RUB    73.610
Heta Asset Resolution AG    7.500  12/31/2023    ATS     1.620
Barclays Bank PLC          10.500   5/29/2020    USD    33.490
Societe Generale SA         7.000  10/20/2020    USD
Bank Otkritie Financial C   0.010   9/24/2025    RUB    65.980
Otkritie Holding JSC       12.420    8/5/2025    RUB
Heta Asset Resolution AG    4.350  12/31/2023    EUR     1.666
HSBC Trinkaus & Burkhardt   8.200  12/27/2019    EUR    63.160
VTB Bank PJSC               9.000  11/26/2043    RUB    60.050
SAir Group                  5.125    3/1/2003    CHF    13.500
Espirito Santo Financial    0.534  10/27/2024    EUR     1.322
Heta Asset Resolution AG    5.920  12/31/2023    EUR     1.620
Banco Espirito Santo SA    10.000   12/6/2021    EUR     0.084
SAir Group                  5.500   7/23/2003    CHF     9.875
Tonon Luxembourg SA         9.250   1/24/2020    USD     1.217
Credito Padano Banca di C   3.100                EUR    34.642
Pescanova SA                5.125   4/20/2017    EUR     0.360
SALVATOR Vermoegensverwal   9.500  12/31/2021    EUR     6.000
Commerzbank AG              6.000    5/9/2022    USD     4.760
Natixis SA                  3.500   3/23/2020    USD    61.191
Er-Telekom Holding ZAO     10.850   12/1/2021    RUB    60.060
Federal Grid Co Unified E   4.800  10/30/2048    RUB    63.870
Deutsche ETP GmbH & Co Im   3.000  11/30/2028    EUR     3.240
LBI ehf                     2.250   2/14/2011    CHF     7.625
Northland Resources AB      4.000  10/15/2020    USD     0.138
O1 Group Finance OOO       10.500   4/22/2027    RUB     0.230
Kardan NV                   6.775    2/2/2020    ILS    24.330
Investtorgstroi OOO        11.500   2/15/2034    RUB    60.890
Business-Consulting OAO     6.000   12/6/2030    RUB    39.670
Societe Generale SA         3.080   1/31/2033    USD    70.750
Northland Resources AB      4.000  10/15/2020    NOK     0.138
Kaupthing ehf               5.100   5/10/2045    ISK     0.250
Societe Generale SA         8.000   9/12/2020    USD    56.250
Samolet Group               9.500  12/17/2021    RUB    70.000
DekaBank Deutsche Girozen   4.300   4/17/2020    EUR    73.790
UBS AG/London               4.000    1/2/2020    EUR    62.020
SG Issuer SA                4.000   6/22/2026    EUR    75.900
Waste Management NN CJSC    8.200   6/15/2022    RUB    59.530
Credit Suisse AG/Nassau     7.000   6/22/2021    CHF    63.950
Russian Railways JSC        4.500   8/18/2033    RUB    70.060
Sviaz Bank OAO              7.000    4/7/2022    RUB    70.020
Cooperatieve Rabobank UA    0.500   1/31/2033    MXN    36.119
Zaklady Miesne Henryk Kan   6.970   3/29/2021    PLN
Leonteq Securities AG       9.000   10/1/2020    CHF    61.800
Main Road JSC               5.480  10/30/2028    RUB    98.000
Province of Brescia Italy   0.069  12/22/2036    EUR    67.735
Espirito Santo Financial    5.625   7/28/2017    EUR     1.272
AlphaNotes ETP Dac          0.010    9/9/2029    USD    68.429
AKB Peresvet ZAO           13.250   4/25/2018    RUB    18.250
KPNQwest NV                 8.875    2/1/2008    EUR     0.634
Lehman Brothers Treasury   14.900  11/16/2010    EUR     2.571
Credito Padano Banca di C   3.100                EUR    34.383
Commerzbank AG              5.350    3/2/2020    USD    53.000
Leonteq Securities AG/Gue  10.600   12/8/2020    EUR    63.860
VTB Bank PJSC               9.000   8/14/2043    RUB    62.000
Federal Grid Co Unified E   5.000   6/30/2048    RUB    65.430
Northland Resources AB     12.250   3/26/2016    USD     2.621
Phosphorus Holdco PLC      10.000    4/1/2019    GBP     2.423
Irish Bank Resolution Cor   4.000   4/23/2018    EUR    45.461
Kaupthing ehf               3.300                ISK     0.250
Otkritie Holding JSC       10.000   4/20/2028    RUB
Cerruti Finance SA          6.500   7/26/2004    EUR     1.770
Heta Asset Resolution AG    5.730  12/31/2023    EUR     1.620
Virgolino de Oliveira Fin  11.750    2/9/2022    USD     3.752
Petromena ASA              10.850  11/19/2018    USD     0.607
Lehman Brothers Treasury    2.000   3/16/2035    EUR     3.400
Kaupthing ehf               5.000    1/4/2027    SKK     0.250
Barclays Bank PLC           0.500   1/28/2033    MXN    35.720
Landesbank Hessen-Thuerin   6.100   12/4/2023    EUR    56.050
Raiffeisen Centrobank AG    8.000    3/3/2020    EUR    67.760
UBS AG/London               8.500    1/6/2020    EUR    41.450
Gazprombank JSC             0.010   3/30/2020    RUB    72.860
UniCredit Bank AG           4.400  12/17/2019    EUR    58.570
Natixis SA                  3.690   11/9/2020    USD    75.048
Raiffeisen Centrobank AG   10.000   5/11/2020    EUR    59.140
Landesbank Hessen-Thuerin   6.000   12/1/2022    EUR    60.320
Landesbank Hessen-Thuerin   3.500    9/8/2022    EUR    62.900
Landesbank Hessen-Thuerin   3.350    8/6/2021    EUR    72.800
Natixis SA                  2.750    3/1/2021    USD    71.510
Federal Grid Co Unified E   9.350  10/17/2051    RUB    70.010
Northland Resources AB     15.000   7/15/2019    USD     2.621
Grupo Isolux Corsan SA      0.250  12/30/2021    USD     0.204
Lehman Brothers Treasury    1.900   11/2/2035    EUR     3.400
Lehman Brothers Treasury   11.000   6/29/2009    EUR     2.571
Lehman Brothers Treasury    5.103   6/22/2046    EUR     2.571
Kaupthing ehf               6.125   10/4/2016    USD     0.250
LBI ehf                     7.431                USD     0.001
Landesbank Hessen-Thuerin   5.200  10/22/2024    EUR    74.980
Leonteq Securities AG/Gue   9.400  12/27/2019    CHF    73.120
Transneft PJSC              9.650   6/30/2023    RUB    70.200
JP Morgan Structured Prod   9.500   7/27/2020    USD    50.000
VTB Bank PJSC               3.000   8/14/2043    RUB   100.050
SALVATOR Vermoegensverwal   9.500                EUR    15.500
Raiffeisen Schweiz Genoss   6.250   2/17/2020    CHF    65.290
City of Predeal Romania     3.500   5/15/2026    RON    60.000
Valaris plc                 8.000   1/31/2024    USD    55.660
Irish Bank Resolution Cor   6.750  11/30/2013    BGN    46.000
Laurel GmbH                 7.125  11/16/2017    EUR     7.750
Heta Asset Resolution AG    0.356  12/31/2023    EUR     1.581
Societe Generale SA        10.000  12/31/2019    USD    47.350
Landesbank Hessen-Thuerin   4.150   1/15/2020    EUR    67.000
SG Issuer SA                6.420   9/25/2020    CHF    74.950
UBS AG/London               8.000   2/21/2020    EUR    63.650
TransFin-M PAO             10.500   6/28/2027    RUB    70.000
VTB Bank PJSC               9.000    9/1/2044    RUB    62.000
Raiffeisen Schweiz Genoss   9.000  12/18/2019    CHF    46.730
Commerzbank AG              2.450    3/9/2020    EUR    58.100
VTB Bank PJSC               3.000   12/6/2044    RUB    62.000
VTB Bank PJSC               9.000   12/6/2044    RUB    62.000
Podkarpacki Bank Spoldzie   5.790   2/23/2025    PLN    35.500
VTB Bank PJSC               3.000  11/26/2043    RUB   100.000
UBS AG/London              10.000    3/9/2020    CHF    59.150
Astana Finance BV           7.875    6/8/2010    EUR    16.000
Lehman Brothers Treasury    5.250    4/1/2023    EUR     2.571
Mriya Agro Holding PLC      9.450   4/19/2018    USD     6.889
Lehman Brothers Treasury   10.000   6/11/2038    JPY     2.571
Lehman Brothers Treasury   10.000   6/17/2009    USD     2.571
Deutsche Bank AG/London     2.000  10/25/2023    TRY    64.574
Deutsche Bank AG/London     0.500  10/18/2038    MXN    21.545
Agrokor dd                  9.875    5/1/2019    EUR    20.420
OOO SPV Structural Invest   0.010    9/1/2023    RUB    66.740
Astana Finance BV           9.000  11/16/2011    USD    15.153
Kaupthing ehf               6.125   10/4/2016    USD     0.250
Samaratransneft-Terminal   17.000   6/20/2021    RUB    11.100
Natixis SA                  3.100   7/26/2021    USD    79.207
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    60.360
Commerzbank AG              6.000    6/6/2022    USD     5.930
Commerzbank AG              2.800  12/30/2019    USD    55.600
Commerzbank AG              2.540   4/15/2020    EUR    71.260
EFG International Finance   7.000   5/23/2022    EUR    71.840
Derzhava-platforma OOO     12.000   5/18/2023    RUB    60.060
Societe Generale SA         8.000   5/28/2027    USD    39.700
getBACK SA                  5.700   2/16/2021    PLN
Commerzbank AG              3.200    4/6/2020    USD    70.050
Societe Generale SA        11.500  11/30/2020    USD    66.050
Rosselkhozbank JSC         15.000   1/29/2025    RUB    70.640
Credit Suisse AG/Nassau     7.000   1/13/2021    CHF    66.780
WEB Windenergie AG          2.750  12/17/2020    EUR    55.010
Espirito Santo Financial    5.050  11/15/2025    EUR     0.353
Credit Suisse AG/London     3.000  11/15/2025    ZAR    73.114
Aralco Finance SA          10.125    5/7/2020    USD     1.324
Lehman Brothers Treasury   11.000  12/20/2017    AUD     2.571
Intelsat SA                 4.500   6/15/2025    USD    60.535
KPNQwest NV                 7.125    6/1/2009    EUR     0.634
Banca Popolare di Vicenza   9.500   10/2/2025    EUR     0.106
SAir Group                  2.750   7/30/2004    CHF     9.875
Hellas Telecommunications   6.054   1/15/2015    USD     0.017
Barclays Bank PLC           2.000   6/12/2029    TRY    43.408
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    70.530
Credit Suisse AG/London     5.000   6/23/2020    EUR    47.160
DekaBank Deutsche Girozen   4.810   6/30/2020    EUR    65.880
UniCredit Bank AG           6.600   7/20/2028    EUR    35.940
Centralnaya Prigorodnaya    7.550  12/15/2027    RUB    70.000
Bank Julius Baer & Co Ltd   6.650  12/27/2019    CHF    72.150
Leonteq Securities AG      11.350  12/27/2019    CHF    50.910
Credit Suisse AG/London     8.000  12/23/2019    USD    64.840
EFG International Finance   7.200  10/26/2020    EUR    60.570
Finans-Avia OOO             0.010   7/31/2027    RUB     3.670
VTB Bank PJSC               9.000   9/15/2044    RUB    62.000
UBS AG/London              10.250   3/23/2020    EUR    46.800
EFG International Finance   8.000   1/29/2020    USD    49.370
UBS AG/London              11.500    3/9/2020    CHF    57.000
Northland Resources AB     15.000   7/15/2019    USD     2.621
Kreditanstalt fuer Wieder   0.250   10/6/2036    CAD    46.358
WPE International Coopera  10.375   9/30/2020    USD     0.624
Kaupthing ehf               3.750    2/1/2045    USD     0.100
Lehman Brothers Treasury   11.750    3/1/2010    EUR     2.571
Tonon Luxembourg SA        12.500   5/14/2024    USD     1.203
Lehman Brothers Treasury    7.000   4/24/2009    USD     2.571
Leonteq Securities AG      13.200    1/8/2020    CHF    59.250
Raiffeisen Schweiz Genoss   7.300    3/5/2020    CHF    65.780
Macquarie Internationale   11.550   8/28/2023    ZAR    14.918
Erste Group Bank AG         8.000   9/28/2023    EUR    62.600
SG Issuer SA                0.800  10/21/2020    SEK    40.460
Vonetize Plc                6.000    8/1/2022    ILS    65.700
Natixis SA                  3.150    6/8/2021    USD    61.475
Natixis SA                  2.100    6/8/2021    EUR    61.728
UniCredit Bank AG           4.600   10/8/2022    EUR    63.400
Vontobel Financial Produc  12.000   6/29/2020    EUR    71.570
TransFin-M PAO              9.000    2/6/2026    RUB    70.000
Fast Finance SA            10.500   1/15/2021    PLN    28.000
SG Issuer SA                6.650  10/10/2021    EUR    71.560
Metalloinvest Holding Co    0.010    3/7/2022    RUB    65.010
Metalloinvest Holding Co    0.010   3/10/2022    RUB    66.510
Raiffeisen Centrobank AG    6.000   7/21/2020    EUR    59.250
Leonteq Securities AG/Gue  10.200    6/3/2020    USD    65.540
Landesbank Hessen-Thuerin   3.150   5/11/2022    EUR    69.520
Podkarpacki Bank Spoldzie   5.790  10/24/2024    PLN    41.500
AKB Derzhava OJSC           8.000   7/10/2023    RUB    73.800
Landesbank Baden-Wuerttem   6.500   7/24/2020    EUR    70.010
Archer Finance OOO          9.250   3/29/2022    RUB
Kaupthing ehf               3.750   2/15/2024    ISK     0.250
ECM Real Estate Investmen   5.000   10/9/2011    EUR    15.375
Kaupthing ehf               7.500   12/5/2014    ISK     0.250
Kaupthing ehf               6.500   10/8/2010    ISK     0.250
BNP Paribas SA              0.500  11/16/2032    MXN    36.348
AKB Peresvet ZAO           13.000   10/7/2017    RUB    18.250
SG Issuer SA                3.300   9/26/2034    ZAR    44.738
IT Holding Finance SA       9.875  11/15/2012    EUR     0.202
Kaupthing ehf               4.390  10/14/2008    CZK     0.250
Heta Asset Resolution AG    4.875  12/31/2023    EUR     1.620
Nota-Bank OJSC             13.500    4/1/2016    RUB    31.500
Norske Skog Holding AS      8.000   2/24/2023    USD     0.221
LBI ehf                     8.650    5/1/2011    ISK     7.625
LBI ehf                     5.080    3/1/2013    ISK     7.625
Kaupthing ehf               7.000   7/24/2009    ISK     0.250
Otkritie Holding JSC       12.420   7/20/2028    RUB     1.500
Heta Asset Resolution AG    0.281  12/31/2023    EUR     1.620
SAir Group                  2.125   11/4/2004    CHF     9.875
Lehman Brothers Treasury    4.680  12/12/2045    EUR     2.571
Pescanova SA                6.750    3/5/2015    EUR     0.363
House of Fraser Funding P   6.550   9/15/2020    GBP     4.868
Kaupthing ehf               9.750   9/10/2015    USD     0.250
SAir Group                  4.250    2/2/2007    CHF     9.875
Kaupthing ehf               4.730  12/19/2008    SKK     0.250
Delta Credit Bank JSC      10.290  11/24/2021    RUB    67.530
Kaupthing ehf               7.625   2/28/2015    USD     0.250
Lehman Brothers Treasury   12.400   6/12/2009    USD     2.571
Hellas Telecommunications   8.500  10/15/2013    EUR     0.444
Ideal Standard Internatio  11.750    5/1/2018    EUR     0.240
Kaupthing ehf               5.250   7/18/2017    BGN     0.250
Raiffeisen Schweiz Genoss   5.750    9/2/2020    CHF    49.570
UBS AG/London               9.500   2/28/2020    EUR    53.600
UBS AG/London              10.000   2/28/2020    EUR    51.300
Bayerische Landesbank       3.400   7/16/2021    EUR    54.390
Rosneft Oil Co PJSC         8.700   3/23/2029    RUB    63.130
Commerzbank AG             13.200   9/19/2023    SEK    73.290
Landesbank Hessen-Thuerin   8.900   10/6/2020    EUR    30.400
Bayerische Landesbank       2.400  12/20/2019    EUR    60.760
Landesbank Hessen-Thuerin   3.000    7/6/2021    EUR    64.200
Pongs & Zahn AG             8.500                EUR     0.016
Metalloinvest Holding Co    0.010    3/7/2022    RUB    65.000
EFG International Finance   7.200   7/29/2020    EUR    11.410
BNP Paribas Emissions- un   7.000  12/30/2019    EUR    71.620
Landesbank Hessen-Thuerin   7.800  12/15/2022    EUR    75.040
TransFin-M PAO             10.000  10/23/2024    RUB    70.000
TransFin-M PAO             10.000  10/14/2024    RUB    70.000
SG Issuer SA                5.500   4/10/2021    EUR    69.820
COFIDUR SA                  0.100  12/31/2024    EUR    24.500
Credit Suisse AG/London     6.750   1/23/2020    EUR    69.000
Municipality Finance PLC    0.250   6/28/2040    CAD    36.363
AKB Peresvet ZAO            0.510   6/23/2021    RUB    17.710
Samaratransneft-Terminal   12.000   4/27/2022    RUB    25.000
Lehman Brothers Treasury   13.500  11/28/2008    USD     2.571
PSN Pm OOO                  9.500   9/10/2026    RUB    21.625
Leonteq Securities AG/Gue  10.000    2/3/2020    USD    60.600
Raiffeisen Switzerland BV   5.600   11/2/2020    CHF    75.190
DZ Bank AG Deutsche Zentr  10.500  12/27/2019    EUR    65.990
EFG International Finance   6.400   6/22/2020    CHF    59.960
Credit Suisse AG/Nassau     8.000  12/18/2019    EUR    70.480
SecurAsset SA               5.250   6/30/2022    EUR    53.250
Landesbank Hessen-Thuerin   4.000   2/17/2021    EUR    40.370
SG Issuer SA                5.000   7/10/2020    EUR    12.500
Federal Grid Co Unified E   5.000   3/23/2050    RUB    65.430
Leonteq Securities AG/Gue   8.000  12/27/2019    CHF    68.730
DekaBank Deutsche Girozen   7.000    2/1/2021    EUR    65.100
Podkarpacki Bank Spoldzie   4.990   10/6/2021    PLN    60.890
Derzhava-Garant OOO         9.500   6/24/2020    RUB    60.000
Lehman Brothers Treasury    6.000   12/6/2016    USD     2.571
HSBC Bank PLC               0.500  11/25/2025    BRL    64.678
Otkritie Holding JSC       10.770   9/17/2027    RUB     0.580
SAir Group                  6.250   4/12/2005    CHF     9.875
MIK OAO                    15.000   2/19/2020    RUB    12.010
Lehman Brothers Treasury    0.500    8/1/2020    EUR     2.571
Lehman Brothers Treasury    7.500   2/14/2010    AUD     2.571
Lehman Brothers Treasury    8.000   5/22/2009    USD     2.571
SAir Group                  2.750   7/30/2004    CHF     9.875
Lehman Brothers Treasury    5.100    5/8/2017    HKD     3.400
DZ Bank AG Deutsche Zentr   6.500  12/27/2019    EUR    57.950
DZ Bank AG Deutsche Zentr   5.500  12/27/2019    EUR    51.160
DZ Bank AG Deutsche Zentr   6.250  12/27/2019    EUR    71.520
Societe Generale Effekten   7.315   3/20/2020    EUR    37.030
Societe Generale Effekten  17.942  12/20/2019    EUR    57.050
Societe Generale Effekten   7.603  12/20/2019    EUR    62.090
Societe Generale Effekten  14.901  12/20/2019    EUR    60.710
UBS AG/London               9.000    4/3/2020    CHF    72.900
DZ Bank AG Deutsche Zentr  10.250  12/27/2019    EUR
DZ Bank AG Deutsche Zentr   4.500  12/27/2019    EUR    73.860
DZ Bank AG Deutsche Zentr   4.500  12/27/2019    EUR    56.940
DZ Bank AG Deutsche Zentr   5.250  12/27/2019    EUR    57.910
Societe Generale Effekten  15.205  12/20/2019    EUR    69.120
Societe Generale Effekten   6.690  12/20/2019    EUR    34.910
Societe Generale Effekten   8.778   3/20/2020    EUR    67.150
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    37.000
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    64.440
Landesbank Baden-Wuerttem   2.500   4/24/2020    EUR    76.200
Landesbank Baden-Wuerttem   2.500   4/24/2020    EUR    40.420
Landesbank Baden-Wuerttem   9.000   4/24/2020    EUR    73.410
Landesbank Baden-Wuerttem   4.500   5/22/2020    EUR    69.990
Landesbank Baden-Wuerttem   6.000   5/22/2020    EUR    65.890
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    73.600
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    63.380
Societe Generale Effekten  12.468  12/20/2019    EUR    71.650
Societe Generale Effekten   5.778  12/20/2019    EUR    73.790
Societe Generale Effekten   9.732  12/20/2019    EUR    66.580
Societe Generale Effekten  28.586  12/20/2019    EUR    52.080
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    72.700
Landesbank Baden-Wuerttem   3.000   4/24/2020    EUR    60.380
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    72.310
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    69.370
Landesbank Baden-Wuerttem   5.500   4/24/2020    EUR    66.890
Landesbank Baden-Wuerttem   6.500   4/24/2020    EUR    70.940
Landesbank Baden-Wuerttem   3.500   4/24/2020    EUR    67.690
Landesbank Baden-Wuerttem   6.000   4/24/2020    EUR    65.610
UBS AG/London               4.300   6/25/2020    EUR    71.970
UBS AG/London               3.900    1/2/2020    EUR    73.780
UBS AG/London               7.200    1/2/2020    EUR    65.110
UBS AG/London              10.700    1/2/2020    EUR    69.410
UBS AG/London               5.800   6/25/2020    EUR    67.450
UBS AG/London              12.700    1/2/2020    EUR    69.030
UBS AG/London              13.600    1/2/2020    EUR    55.730
Raiffeisen Schweiz Genoss   7.400    4/1/2020    CHF    73.980
Raiffeisen Schweiz Genoss   5.800   9/28/2021    CHF    64.430
Raiffeisen Schweiz Genoss   7.200   9/28/2020    EUR    63.240
Landesbank Baden-Wuerttem   7.000   7/24/2020    EUR    68.110
Vontobel Financial Produc  12.000   3/13/2020    EUR    56.120
Vontobel Financial Produc  11.000   3/13/2020    EUR    66.880
Vontobel Financial Produc   6.500   3/13/2020    EUR    72.950
Vontobel Financial Produc   9.500   3/13/2020    EUR    67.230
Vontobel Financial Produc  15.500   3/27/2020    EUR    72.910
Vontobel Financial Produc  18.000   3/13/2020    EUR    69.250
Vontobel Financial Produc  10.500   3/13/2020    EUR    65.540
Vontobel Financial Produc  17.500    1/3/2020    EUR    69.750
Vontobel Financial Produc  15.500    1/3/2020    EUR    67.710
Vontobel Financial Produc  11.000    1/3/2020    EUR    65.990
Vontobel Financial Produc   5.500    1/3/2020    EUR    53.800
Vontobel Financial Produc  12.500    1/3/2020    EUR    59.350
Vontobel Financial Produc   9.000    1/3/2020    EUR    64.550
Vontobel Financial Produc   4.000    1/3/2020    EUR    70.790
Vontobel Financial Produc   3.500    1/3/2020    EUR    73.120
Vontobel Financial Produc   6.500    1/3/2020    EUR    64.670
Vontobel Financial Produc   8.500    1/3/2020    EUR    61.180
Vontobel Financial Produc   9.000    1/3/2020    EUR    46.280
Vontobel Financial Produc  10.500    1/3/2020    EUR    58.060
Vontobel Financial Produc  12.500    1/3/2020    EUR    55.270
Vontobel Financial Produc   7.500    1/3/2020    EUR    65.610
Vontobel Financial Produc  11.000    1/3/2020    EUR    58.330
Vontobel Financial Produc   8.000    1/3/2020    EUR    62.340
Vontobel Financial Produc  15.000    1/3/2020    EUR    75.050
HSBC Trinkaus & Burkhardt  10.000   6/26/2020    EUR    69.390
HSBC Trinkaus & Burkhardt   8.000   9/25/2020    EUR    72.790
HSBC Trinkaus & Burkhardt   9.000   2/28/2020    EUR    71.350
Vontobel Financial Produc  10.500  12/31/2019    EUR    50.000
Vontobel Financial Produc  11.000  12/31/2019    EUR    50.020
HSBC Trinkaus & Burkhardt  15.000  12/27/2019    EUR    31.990
HSBC Trinkaus & Burkhardt   7.900   3/27/2020    EUR    38.540
HSBC Trinkaus & Burkhardt  12.600   6/26/2020    EUR    37.100
HSBC Trinkaus & Burkhardt   9.100   2/28/2020    EUR    37.130
DZ Bank AG Deutsche Zentr   8.250  12/27/2019    EUR    31.780
HSBC Trinkaus & Burkhardt   6.100  12/27/2019    EUR    60.470
HSBC Trinkaus & Burkhardt   2.400  12/27/2019    EUR    66.520
Goldman Sachs & Co Wertpa  12.000   6/24/2020    EUR    54.970
Goldman Sachs & Co Wertpa  13.000   6/24/2020    EUR    58.200
Goldman Sachs & Co Wertpa   6.000  12/27/2019    EUR    73.770
Goldman Sachs & Co Wertpa   7.000  12/27/2019    EUR    69.770
Goldman Sachs & Co Wertpa  14.000  12/27/2019    EUR    60.340
Goldman Sachs & Co Wertpa  16.000  12/27/2019    EUR    53.770
Goldman Sachs & Co Wertpa  10.000  12/27/2019    EUR
Goldman Sachs & Co Wertpa   5.000   3/25/2020    EUR    67.860
Goldman Sachs & Co Wertpa   6.000   3/25/2020    EUR    64.640
Goldman Sachs & Co Wertpa   7.000   3/25/2020    EUR    61.770
Goldman Sachs & Co Wertpa  10.000   3/25/2020    EUR    57.150
Goldman Sachs & Co Wertpa   4.000   6/24/2020    EUR    70.660
Goldman Sachs & Co Wertpa   4.000   6/24/2020    EUR    74.800
Goldman Sachs & Co Wertpa   6.000   6/24/2020    EUR    64.580
Goldman Sachs & Co Wertpa   6.000   3/25/2020    EUR    67.990
Goldman Sachs & Co Wertpa   9.000   3/25/2020    EUR    61.880
Goldman Sachs & Co Wertpa   5.000   6/24/2020    EUR    72.610
Goldman Sachs & Co Wertpa   7.000   6/24/2020    EUR    66.250
Goldman Sachs & Co Wertpa   8.000   6/24/2020    EUR    63.560
Goldman Sachs & Co Wertpa  10.000   6/24/2020    EUR    61.700
Goldman Sachs & Co Wertpa   4.000  12/27/2019    EUR    70.270
Goldman Sachs & Co Wertpa   7.000  12/27/2019    EUR    63.100
Goldman Sachs & Co Wertpa   8.000  12/27/2019    EUR    60.030
Leonteq Securities AG/Gue  11.000   1/30/2020    USD    55.250
UniCredit Bank AG           3.700   9/14/2022    EUR    65.390
Societe Generale Effekten   6.325  12/20/2019    EUR    68.200
Societe Generale Effekten  12.982  12/20/2019    EUR    55.830
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    71.040
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    75.270
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    51.670
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    63.220
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    70.090
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    58.800
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    55.190
Raiffeisen Centrobank AG    8.454  12/27/2019    EUR    73.340
Raiffeisen Centrobank AG   13.033  12/27/2019    EUR    71.450
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    59.750
Landesbank Baden-Wuerttem   7.000   1/24/2020    EUR    66.560
Landesbank Baden-Wuerttem   3.500   1/24/2020    EUR    68.520
Landesbank Baden-Wuerttem   2.500   1/24/2020    EUR    68.240
Landesbank Baden-Wuerttem   3.500   1/24/2020    EUR    64.270
Landesbank Baden-Wuerttem   5.500   1/24/2020    EUR    58.520
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    74.410
Landesbank Baden-Wuerttem   7.000   1/24/2020    EUR    71.640
Landesbank Baden-Wuerttem   2.500   1/24/2020    EUR    59.660
Landesbank Baden-Wuerttem   2.500   1/24/2020    EUR    62.140
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    29.330
UBS AG/London               6.000   2/24/2020    CHF    66.350
Landesbank Baden-Wuerttem   2.500   2/28/2020    EUR    66.760
Landesbank Baden-Wuerttem   4.000   2/28/2020    EUR    60.170
UBS AG/London               9.000   8/24/2020    EUR    69.600
UBS AG/London               9.000   8/24/2020    CHF    67.800
UBS AG/London              11.000   8/24/2020    CHF    68.050
UBS AG/London              12.000   2/24/2020    USD    47.450
Landesbank Baden-Wuerttem   2.500   1/24/2020    EUR    63.930
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    58.190
Vontobel Financial Produc   8.000  12/31/2019    EUR    67.760
Leonteq Securities AG/Gue  10.000   8/31/2020    EUR    74.450
DekaBank Deutsche Girozen   2.400   8/21/2020    EUR    55.560
DekaBank Deutsche Girozen   5.000   2/28/2020    EUR    54.960
Raiffeisen Schweiz Genoss   6.000    3/5/2020    CHF    65.520
Vontobel Financial Produc  10.000  12/31/2019    EUR    62.550
Vontobel Financial Produc  14.000  12/31/2019    EUR    51.320
UniCredit Bank AG           4.750   9/18/2020    EUR    63.370
Landesbank Hessen-Thuerin   3.500   9/28/2022    EUR    67.060
Raiffeisen Centrobank AG    9.755   3/24/2020    EUR    69.150
DZ Bank AG Deutsche Zentr   6.750  12/27/2019    EUR    62.070
DZ Bank AG Deutsche Zentr   5.000  12/27/2019    EUR    31.300
Raiffeisen Centrobank AG    6.620   3/24/2020    EUR    59.600
Raiffeisen Centrobank AG    5.359   3/24/2020    EUR    72.840
Raiffeisen Centrobank AG    6.935   3/24/2020    EUR    72.040
Raiffeisen Centrobank AG    8.511   3/24/2020    EUR    60.310
Banque Cantonale Vaudoise   6.300    9/7/2020    CHF    71.500
Bayerische Landesbank       3.400   10/2/2020    EUR    73.500
Bayerische Landesbank       3.250   10/2/2020    EUR    71.760
Landesbank Baden-Wuerttem   4.000   8/28/2020    EUR    70.430
Landesbank Baden-Wuerttem   7.000   8/28/2020    EUR    68.630
Landesbank Baden-Wuerttem   2.500   8/28/2020    EUR    72.640
Landesbank Baden-Wuerttem   4.000   8/28/2020    EUR    67.280
Landesbank Baden-Wuerttem   2.500   8/28/2020    EUR    66.640
Landesbank Baden-Wuerttem   4.000   8/28/2020    EUR    60.610
Landesbank Baden-Wuerttem   3.000   8/28/2020    EUR    39.320
Landesbank Baden-Wuerttem   5.000   8/28/2020    EUR    34.950
Landesbank Baden-Wuerttem   7.000   8/28/2020    EUR    74.740
Landesbank Baden-Wuerttem   4.000   8/28/2020    EUR    71.020
Landesbank Baden-Wuerttem   2.500   8/28/2020    EUR    67.630
Landesbank Baden-Wuerttem   3.500   8/28/2020    EUR    62.640
Landesbank Baden-Wuerttem   4.500   8/28/2020    EUR    60.800
Landesbank Baden-Wuerttem   6.000   8/28/2020    EUR    72.710
Landesbank Baden-Wuerttem   6.500   8/28/2020    EUR    68.160
Landesbank Baden-Wuerttem   2.500   8/28/2020    EUR    69.850
Landesbank Baden-Wuerttem   4.000   8/28/2020    EUR    63.070
Landesbank Baden-Wuerttem   3.000   8/28/2020    EUR    71.900
Landesbank Baden-Wuerttem   5.000   8/28/2020    EUR    65.550
Credit Suisse AG/London     4.590   2/28/2020    EUR    53.320
Landesbank Hessen-Thuerin   4.650   9/28/2023    EUR    64.960
Credit Suisse AG/London     4.360   2/28/2020    EUR    73.690
DekaBank Deutsche Girozen   7.250    4/1/2021    EUR    63.800
DekaBank Deutsche Girozen   7.700   3/26/2021    EUR    70.120
UBS AG/London               6.250    3/2/2020    CHF    65.950
UBS AG/London              10.000   8/31/2020    CHF    70.300
UBS AG/London               9.000   8/31/2020    CHF    65.700
UBS AG/London              10.500   8/31/2020    EUR    64.600
UBS AG/London              10.000    3/2/2020    EUR    55.000
Vontobel Financial Produc   4.300   9/25/2020    EUR    65.920
HSBC Trinkaus & Burkhardt   6.100   9/25/2020    EUR    62.980
HSBC Trinkaus & Burkhardt  12.600   3/27/2020    EUR    72.560
HSBC Trinkaus & Burkhardt   5.800   3/27/2020    EUR    63.090
HSBC Trinkaus & Burkhardt   6.100   6/26/2020    EUR    62.810
HSBC Trinkaus & Burkhardt  11.300   9/25/2020    EUR    54.830
HSBC Trinkaus & Burkhardt   6.800   6/26/2020    EUR    70.880
Landesbank Baden-Wuerttem   5.000  12/29/2020    EUR    49.190
Leonteq Securities AG      16.200    6/4/2020    EUR    71.670
Deutsche Bank AG            4.200  12/24/2019    EUR    74.500
Deutsche Bank AG            4.200   3/24/2020    EUR    73.500
HSBC Trinkaus & Burkhardt   2.000   3/27/2020    EUR    76.430
Vontobel Financial Produc  12.000  12/31/2019    EUR    67.760
Vontobel Financial Produc  12.000  12/31/2019    EUR    73.880
Vontobel Financial Produc  13.500   3/13/2020    EUR    67.480
Vontobel Financial Produc   9.500   3/13/2020    EUR    66.110
Vontobel Financial Produc  11.000   3/13/2020    EUR    70.850
UBS AG/London               8.000    4/3/2020    USD    60.700
UBS AG/London               7.500   9/28/2020    EUR    73.700
UBS AG/London               9.000   10/5/2020    EUR    61.200
Raiffeisen Schweiz Genoss  11.600    1/3/2020    CHF    70.570
Raiffeisen Schweiz Genoss   8.500    4/1/2020    CHF    62.780
UBS AG/London               9.100    1/2/2020    EUR    72.250
UBS AG/London               7.300   3/26/2020    EUR    66.810
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    74.620
Landesbank Baden-Wuerttem   3.000   7/24/2020    EUR    46.330
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    42.410
Vontobel Financial Produc   5.500   3/13/2020    EUR    65.150
Vontobel Financial Produc   7.500   3/13/2020    EUR    70.930
Vontobel Financial Produc   8.500   3/13/2020    EUR    69.030
Vontobel Financial Produc  14.000    1/3/2020    EUR    73.910
Vontobel Financial Produc  11.500   3/13/2020    EUR    63.950
Vontobel Financial Produc   9.000   3/13/2020    EUR    70.360
Leonteq Securities AG      10.200    1/8/2020    CHF    73.360
Vontobel Financial Produc   7.000   3/13/2020    EUR    63.520
Credit Suisse AG/London     7.000    1/6/2020    CHF    70.640
Vontobel Financial Produc  10.500    1/3/2020    EUR    75.870
Vontobel Financial Produc   6.500    1/3/2020    EUR    73.990
Vontobel Financial Produc   7.500    1/3/2020    EUR    67.540
Vontobel Financial Produc  10.500    1/3/2020    EUR    61.820
Vontobel Financial Produc   6.000    1/3/2020    EUR    66.600
Vontobel Financial Produc   5.000    1/3/2020    EUR    68.630
Vontobel Financial Produc   9.500    1/3/2020    EUR    59.570
Vontobel Financial Produc   7.500    1/3/2020    EUR    62.870
Vontobel Financial Produc  10.500    1/3/2020    EUR    44.260
Vontobel Financial Produc   6.500    1/3/2020    EUR    51.020
Vontobel Financial Produc   7.500    1/3/2020    EUR    48.520
Vontobel Financial Produc  11.500    1/3/2020    EUR    56.630
Vontobel Financial Produc  14.000    1/3/2020    EUR    55.000
Vontobel Financial Produc  11.500    1/3/2020    EUR    58.780
Vontobel Financial Produc   4.500    1/3/2020    EUR    74.390
Vontobel Financial Produc   3.500    1/3/2020    EUR    72.480
Vontobel Financial Produc   5.500    1/3/2020    EUR    67.000
HSBC Trinkaus & Burkhardt  10.000   6/26/2020    EUR    69.390
HSBC Trinkaus & Burkhardt   6.500   3/27/2020    EUR    66.190
Vontobel Financial Produc   6.500  12/31/2019    EUR    49.850
Vontobel Financial Produc   7.500  12/31/2019    EUR    49.890
Vontobel Financial Produc   9.000  12/31/2019    EUR    49.940
Goldman Sachs & Co Wertpa   8.000   6/24/2020    EUR    63.450
HSBC Trinkaus & Burkhardt  13.100   3/27/2020    EUR    34.650
DZ Bank AG Deutsche Zentr  10.000  12/27/2019    EUR    75.680
DZ Bank AG Deutsche Zentr   7.500  12/27/2019    EUR    57.070
HSBC Trinkaus & Burkhardt   5.500  12/27/2019    EUR    68.480
DZ Bank AG Deutsche Zentr  10.750  12/27/2019    EUR    39.310
UBS AG/London              10.000    2/6/2020    EUR    57.250
Leonteq Securities AG/Gue  14.000   1/15/2020    USD    34.900
Vontobel Financial Produc   9.000   3/27/2020    EUR    51.200
Bank Julius Baer & Co Ltd  10.700   1/10/2020    CHF    76.050
Investtorgstroi OOO        12.000   9/20/2028    RUB    60.060
UBS AG/London              11.300    1/2/2020    EUR    61.330
UBS AG/London              21.900    1/2/2020    EUR    63.020
UBS AG/London              25.000    1/2/2020    EUR    70.140
UBS AG/London              14.300    1/2/2020    EUR    75.730
UBS AG/London              25.200    1/2/2020    EUR    60.120
UBS AG/London              13.000   3/26/2020    EUR    65.980
UBS AG/London              13.400    1/2/2020    EUR    58.200
UBS AG/London              11.090    4/8/2020    USD     4.818
DZ Bank AG Deutsche Zentr   8.400   3/23/2020    EUR    70.810
HSBC Trinkaus & Burkhardt   8.800   9/25/2020    EUR    72.770
HSBC Trinkaus & Burkhardt   8.000   9/25/2020    EUR    74.040
HSBC Trinkaus & Burkhardt  10.200   9/25/2020    EUR    56.040
HSBC Trinkaus & Burkhardt   8.100   9/25/2020    EUR    59.070
HSBC Trinkaus & Burkhardt   9.500   7/24/2020    EUR    56.710
HSBC Trinkaus & Burkhardt   9.800   6/26/2020    EUR    77.520
HSBC Trinkaus & Burkhardt   8.500   3/27/2020    EUR    57.620
HSBC Trinkaus & Burkhardt   8.400   6/26/2020    EUR    58.260
Landesbank Baden-Wuerttem   3.000  12/29/2020    EUR    54.050
Deutsche Bank AG            4.200   6/23/2020    EUR    72.400
Deutsche Bank AG            4.200   9/22/2020    EUR    72.800
Deutsche Bank AG            4.200  12/22/2020    EUR    73.200
Commerzbank AG             12.250  12/31/2019    EUR    69.940
Vontobel Financial Produc  10.000   3/27/2020    EUR    65.390
Vontobel Financial Produc  11.000  12/31/2019    EUR    67.730
DZ Bank AG Deutsche Zentr   5.750   3/25/2020    EUR    68.230
Leonteq Securities AG/Gue  10.600   1/15/2020    CHF    34.140
Vontobel Financial Produc  10.300    2/7/2020    EUR    70.150
UBS AG/London              11.500    1/2/2020    EUR    70.460
UBS AG/London              15.900    1/2/2020    EUR    63.510
UBS AG/London               8.700    1/2/2020    EUR    63.560
UBS AG/London               9.900   3/26/2020    EUR    71.860
UBS AG/London               9.400    1/2/2020    EUR    62.390
UBS AG/London              11.700    1/2/2020    EUR    75.490
UBS AG/London              20.900    1/2/2020    EUR    50.660
Raiffeisen Schweiz Genoss   6.400    4/8/2020    CHF    74.000
UBS AG/London              12.000   4/13/2020    USD    55.370
Vontobel Financial Produc   5.000   3/20/2020    EUR    69.660
Leonteq Securities AG/Gue  10.000    2/8/2021    USD    74.390
Vontobel Financial Produc  13.500   3/27/2020    EUR    75.670
Vontobel Financial Produc  15.500    1/3/2020    EUR    72.860
Vontobel Financial Produc   7.500   3/27/2020    EUR    55.880
Vontobel Financial Produc   7.500    1/3/2020    EUR    64.300
Vontobel Financial Produc  15.000   3/27/2020    EUR    57.420
Vontobel Financial Produc  10.500   3/27/2020    EUR    67.130
Vontobel Financial Produc   6.500   3/27/2020    EUR    74.360
Vontobel Financial Produc  12.500   3/27/2020    EUR    64.150
Vontobel Financial Produc   8.500   3/27/2020    EUR    70.510
Vontobel Financial Produc   6.500    1/3/2020    EUR    73.260
Vontobel Financial Produc  11.500    1/3/2020    EUR    64.890
Vontobel Financial Produc   9.000    1/3/2020    EUR    68.810
Vontobel Financial Produc   6.000   3/27/2020    EUR    58.550
Vontobel Financial Produc  14.000    1/3/2020    EUR    46.510
Vontobel Financial Produc   7.500   3/27/2020    EUR    65.900
Vontobel Financial Produc   9.000    1/3/2020    EUR    70.390
Vontobel Financial Produc   6.500   3/27/2020    EUR    74.050
Vontobel Financial Produc  13.000   3/27/2020    EUR    65.570
Vontobel Financial Produc  10.500    1/3/2020    EUR    68.270
Commerzbank AG             10.500   1/24/2020    EUR    66.750
UniCredit Bank AG          10.100   6/26/2020    EUR    71.420
UniCredit Bank AG           8.000   6/26/2020    EUR    73.170
UniCredit Bank AG          14.700   6/26/2020    EUR    68.660
UniCredit Bank AG          13.500   6/26/2020    EUR    75.840
UniCredit Bank AG           9.000   6/25/2021    EUR    73.730
UniCredit Bank AG           7.000   6/25/2021    EUR    75.440
UniCredit Bank AG           8.000   6/25/2021    EUR    74.520
UniCredit Bank AG           8.400   3/27/2020    EUR    75.490
HSBC Trinkaus & Burkhardt   0.750   4/22/2020    EUR    72.240
Vontobel Financial Produc   8.000    2/4/2020    EUR    71.810
Commerzbank AG             15.000  12/31/2019    EUR    66.170
Vontobel Financial Produc   6.500   3/27/2020    EUR    70.040
Vontobel Financial Produc  12.500   3/27/2020    EUR    57.280
Vontobel Financial Produc  14.500    1/3/2020    EUR    65.020
Vontobel Financial Produc  12.000    1/3/2020    EUR    68.940
Vontobel Financial Produc   9.000   3/27/2020    EUR    66.310
Vontobel Financial Produc   6.000   3/27/2020    EUR    72.360
Vontobel Financial Produc   8.500    1/3/2020    EUR    67.720
Vontobel Financial Produc  10.500    1/3/2020    EUR    64.440
Vontobel Financial Produc  12.500    1/3/2020    EUR    61.470
Vontobel Financial Produc   9.500    1/3/2020    EUR    73.390
Vontobel Financial Produc  10.000   3/27/2020    EUR    70.930
Vontobel Financial Produc  12.500   3/27/2020    EUR    67.680
Vontobel Financial Produc  15.000    1/3/2020    EUR    58.810
Societe Generale Effekten   7.647  12/20/2019    EUR    41.130
Societe Generale Effekten  11.986   6/19/2020    EUR    46.410
Societe Generale Effekten  14.041   6/19/2020    EUR    44.250
Societe Generale Effekten  18.572  12/20/2019    EUR    58.520
Societe Generale Effekten  19.890   3/20/2020    EUR    63.150
Societe Generale Effekten  10.925  12/20/2019    EUR    73.700
Societe Generale Effekten  16.168  12/20/2019    EUR    66.320
Societe Generale Effekten  11.799  12/20/2019    EUR    72.580
Societe Generale Effekten  21.194  12/20/2019    EUR    61.530
Societe Generale Effekten  15.295  12/20/2019    EUR    74.750
Societe Generale Effekten   7.429  12/20/2019    EUR    71.010
Societe Generale Effekten  10.269  12/20/2019    EUR    65.790
Societe Generale Effekten  14.421  12/20/2019    EUR    59.630
Societe Generale Effekten  11.766   3/20/2020    EUR    68.740
Societe Generale Effekten  15.968   3/20/2020    EUR    63.430
UBS AG/London              10.000   1/30/2020    EUR    61.350
Societe Generale Effekten   6.636  12/20/2019    EUR    71.280
Societe Generale Effekten   9.716  12/20/2019    EUR    65.340
Societe Generale Effekten  10.664  12/20/2019    EUR    64.380
Societe Generale Effekten  13.508  12/20/2019    EUR    60.580
Societe Generale Effekten  23.462  12/20/2019    EUR    51.740
Societe Generale Effekten  24.410  12/20/2019    EUR    50.980
Landesbank Baden-Wuerttem   4.500   3/26/2021    EUR    71.380
Vontobel Financial Produc  19.000   6/12/2020    EUR    75.700
Commerzbank AG              3.500  12/31/2019    EUR    66.390
Vontobel Financial Produc  21.000    1/3/2020    EUR    70.620
Vontobel Financial Produc   6.500    1/3/2020    EUR    54.550
Vontobel Financial Produc  15.500   3/27/2020    EUR    73.910
Vontobel Financial Produc  13.000   3/27/2020    EUR    61.680
Vontobel Financial Produc   9.500   3/27/2020    EUR    63.700
UBS AG/London              15.500    1/2/2020    EUR    69.930
UBS AG/London               5.900    1/2/2020    EUR    73.440
UBS AG/London              13.900    1/2/2020    EUR    61.470
UBS AG/London               9.100   6/25/2020    EUR    43.450
UBS AG/London               7.200   3/26/2020    EUR    46.790
UBS AG/London               9.700    1/2/2020    EUR    41.890
UBS AG/London              18.200    1/2/2020    EUR    68.210
UBS AG/London               9.300    1/2/2020    EUR    66.170
UBS AG/London              10.100    1/2/2020    EUR    64.900
UBS AG/London               9.100   3/26/2020    EUR    43.930
Vontobel Financial Produc  18.000    1/3/2020    EUR    70.920
Vontobel Financial Produc  24.000    1/3/2020    EUR    71.180
DZ Bank AG Deutsche Zentr   7.250   3/25/2020    EUR
DZ Bank AG Deutsche Zentr   8.250   3/25/2020    EUR    62.170
UBS AG/London              10.000   7/10/2020    EUR    74.800
UniCredit Bank AG          12.300   6/26/2020    EUR    67.440
UniCredit Bank AG           9.600  12/27/2021    EUR    73.600
UniCredit Bank AG          13.900  12/29/2020    EUR    64.730
UniCredit Bank AG          11.000  12/29/2020    EUR    70.080
Vontobel Financial Produc  10.500    1/3/2020    EUR    74.170
Vontobel Financial Produc  14.500   3/27/2020    EUR    69.470
Vontobel Financial Produc  14.500   3/27/2020    EUR    72.630
Vontobel Financial Produc  17.000   3/27/2020    EUR    69.630
Vontobel Financial Produc  16.500    1/3/2020    EUR    69.710
Vontobel Financial Produc  13.500    1/3/2020    EUR    73.890
Bank Julius Baer & Co Ltd   9.650   1/17/2020    USD    54.050
HSBC Trinkaus & Burkhardt  10.800   3/27/2020    EUR    67.270
HSBC Trinkaus & Burkhardt  10.200   6/26/2020    EUR    68.260
HSBC Trinkaus & Burkhardt   9.300   6/26/2020    EUR    69.600
HSBC Trinkaus & Burkhardt   8.200   2/28/2020    EUR    72.220
HSBC Trinkaus & Burkhardt  15.300  12/27/2019    EUR    33.970
HSBC Trinkaus & Burkhardt  13.500   3/27/2020    EUR    36.690
HSBC Trinkaus & Burkhardt  11.300   3/27/2020    EUR    38.280
HSBC Trinkaus & Burkhardt  13.000   6/26/2020    EUR    39.210
HSBC Trinkaus & Burkhardt  11.200   6/26/2020    EUR    40.410
HSBC Trinkaus & Burkhardt   9.500   2/28/2020    EUR    39.720
HSBC Trinkaus & Burkhardt   9.200  12/27/2019    EUR    64.740
HSBC Trinkaus & Burkhardt   6.900   3/27/2020    EUR    69.610
BNP Paribas Emissions- un  11.000   6/25/2020    EUR    73.380
BNP Paribas Emissions- un  15.000   3/26/2020    EUR    72.970
BNP Paribas Emissions- un   9.000   3/26/2020    EUR    66.500
BNP Paribas Emissions- un   9.000   3/26/2020    EUR    70.860
BNP Paribas Emissions- un  15.000   3/26/2020    EUR    61.830
BNP Paribas Emissions- un   9.000   6/25/2020    EUR    71.390
UBS AG/London               7.500   2/14/2020    EUR    73.100
Leonteq Securities AG/Gue   3.750   2/20/2023    CHF    63.380
Leonteq Securities AG/Gue  11.000    3/2/2020    CHF    41.370
Raiffeisen Schweiz Genoss   5.250   8/26/2020    CHF    74.700
Landesbank Hessen-Thuerin   4.000   9/22/2020    EUR    61.300
UniCredit Bank AG           4.500   3/12/2022    EUR    71.090
Raiffeisen Schweiz Genoss  10.300   2/19/2020    EUR    73.730
Landesbank Hessen-Thuerin   3.500   9/22/2020    EUR    76.700
DekaBank Deutsche Girozen   5.000   9/14/2020    EUR    75.130
DekaBank Deutsche Girozen   7.000   9/14/2020    EUR    67.310
UniCredit Bank AG           9.100    1/3/2020    EUR    54.490
UniCredit Bank AG          11.400    1/3/2020    EUR    45.830
UniCredit Bank AG           7.000    1/3/2020    EUR    64.620
UniCredit Bank AG          10.500    1/3/2020    EUR    64.830
UniCredit Bank AG          10.500    1/3/2020    EUR    74.120
UniCredit Bank AG          14.800    1/3/2020    EUR    40.740
UniCredit Bank AG           6.300    1/3/2020    EUR    57.180
UniCredit Bank AG          14.600    1/3/2020    EUR    51.770
UniCredit Bank AG          12.500    1/3/2020    EUR    21.080
UniCredit Bank AG          11.000    1/3/2020    EUR    45.510
UBS AG/London               7.500   2/21/2020    EUR    46.800
UBS AG/London               8.500   8/21/2020    EUR    57.400
EFG International Finance   6.400    3/8/2021    EUR    59.580
Leonteq Securities AG       7.400    3/2/2020    CHF    18.350
Leonteq Securities AG       7.200    3/2/2020    CHF    75.470
Leonteq Securities AG      10.000    3/2/2020    EUR    54.230
Raiffeisen Schweiz Genoss   7.400    3/2/2020    EUR    74.660
Raiffeisen Schweiz Genoss   7.000    3/2/2020    CHF    68.240
Landesbank Baden-Wuerttem   4.450  10/23/2020    EUR    73.070
DekaBank Deutsche Girozen   3.150    3/5/2021    EUR    68.740
DekaBank Deutsche Girozen   2.850    3/6/2020    EUR    74.740
Landesbank Baden-Wuerttem   3.000   2/28/2020    EUR    74.620
Landesbank Baden-Wuerttem   5.000   2/28/2020    EUR    65.930
Landesbank Baden-Wuerttem   7.000   2/28/2020    EUR    59.140
Landesbank Baden-Wuerttem   4.500   2/28/2020    EUR    75.440
Landesbank Baden-Wuerttem   2.000   2/28/2020    EUR    66.700
Landesbank Baden-Wuerttem   3.000   2/28/2020    EUR    63.210
Landesbank Baden-Wuerttem   4.000   2/28/2020    EUR    57.190
Landesbank Baden-Wuerttem   2.000   2/28/2020    EUR    62.630
Landesbank Baden-Wuerttem   3.000   2/28/2020    EUR    59.100
Landesbank Baden-Wuerttem   2.500   2/28/2020    EUR    56.740
Landesbank Baden-Wuerttem   3.500   2/28/2020    EUR    52.770
Landesbank Baden-Wuerttem   4.500   2/28/2020    EUR    51.110
Landesbank Baden-Wuerttem   5.500   2/28/2020    EUR    47.950
Landesbank Baden-Wuerttem   3.000   2/28/2020    EUR    53.260
Landesbank Baden-Wuerttem   4.500   2/28/2020    EUR    48.770
Landesbank Baden-Wuerttem   6.000   2/28/2020    EUR    45.080
Landesbank Baden-Wuerttem   2.500   2/28/2020    EUR    63.270
Landesbank Baden-Wuerttem   3.500   2/28/2020    EUR    60.330
Landesbank Baden-Wuerttem   4.500   2/28/2020    EUR    56.360
Landesbank Baden-Wuerttem   4.000   2/28/2020    EUR    68.210
Landesbank Baden-Wuerttem   5.500   2/28/2020    EUR    62.400
Landesbank Baden-Wuerttem   7.000   2/28/2020    EUR    57.590
Landesbank Baden-Wuerttem   4.500   2/28/2020    EUR    74.020
Landesbank Baden-Wuerttem   6.000   2/28/2020    EUR    68.510
Landesbank Baden-Wuerttem   2.500   2/28/2020    EUR    73.910
Landesbank Baden-Wuerttem   3.500   2/28/2020    EUR    68.370
Landesbank Baden-Wuerttem   4.500   2/28/2020    EUR    65.530
Landesbank Baden-Wuerttem   2.000   2/28/2020    EUR    63.550
Landesbank Baden-Wuerttem   3.500   2/28/2020    EUR    56.860
Landesbank Baden-Wuerttem   5.000   2/28/2020    EUR    51.570
Landesbank Baden-Wuerttem   2.500   2/28/2020    EUR    24.200
Landesbank Baden-Wuerttem   4.000   2/28/2020    EUR    22.120
UniCredit Bank AG           4.000    3/2/2020    EUR    42.930
Goldman Sachs & Co Wertpa  14.000  12/27/2019    EUR    70.800
Goldman Sachs & Co Wertpa   6.000  12/27/2019    EUR    73.570
UBS AG/London              10.500   2/28/2020    CHF    40.550
UBS AG/London               7.500   2/28/2020    EUR    74.050
Raiffeisen Schweiz Genoss   5.750    9/9/2020    CHF    50.910
DekaBank Deutsche Girozen   3.100   3/27/2020    EUR    73.950
Leonteq Securities AG/Gue   8.200    3/2/2020    CHF    19.800
DekaBank Deutsche Girozen   2.200   5/28/2021    EUR    64.350
DekaBank Deutsche Girozen   2.900   5/29/2020    EUR    53.880
UniCredit Bank AG           8.600    1/3/2020    EUR    45.420
UniCredit Bank AG          12.700    1/3/2020    EUR    50.170
UniCredit Bank AG          14.900    1/3/2020    EUR    46.270
UniCredit Bank AG           4.400    1/3/2020    EUR    66.230
UniCredit Bank AG          10.200    1/3/2020    EUR    65.220
UniCredit Bank AG           8.100    1/3/2020    EUR    70.400
UniCredit Bank AG          11.500    1/3/2020    EUR    65.590
UniCredit Bank AG          12.200    1/3/2020    EUR    71.750
UniCredit Bank AG           8.900    1/3/2020    EUR    58.410
UniCredit Bank AG           5.800    1/3/2020    EUR    18.770
UniCredit Bank AG           4.900    1/3/2020    EUR    56.680
UniCredit Bank AG          14.700    1/3/2020    EUR    72.730
UniCredit Bank AG          13.900    1/3/2020    EUR    40.410
UniCredit Bank AG           5.100    1/3/2020    EUR    75.840
UniCredit Bank AG          14.200    1/3/2020    EUR    50.480
UniCredit Bank AG          11.200    1/3/2020    EUR    39.520
UniCredit Bank AG           8.300    1/3/2020    EUR    70.710
UniCredit Bank AG          14.800    1/3/2020    EUR    57.540
Leonteq Securities AG/Gue   7.500    2/6/2020    CHF    64.250
Leonteq Securities AG       3.800   2/15/2021    CHF    31.570
Credit Suisse AG/Nassau     5.500   2/17/2020    CHF    70.640
UBS AG/London               6.000   1/31/2020    CHF    60.850
UBS AG/London               5.250   1/31/2020    CHF    39.200
UBS AG/London               6.500   7/31/2020    CHF    69.950
UBS AG/London               6.750   7/31/2020    CHF    70.500
UBS AG/London               5.500   1/31/2020    EUR    66.400
UBS AG/London               7.500   7/31/2020    EUR    43.200
UBS AG/London               6.000   1/31/2020    EUR    72.600
UBS AG/London               6.500   1/31/2020    USD    50.100
EFG International Finance   7.800   2/15/2021    EUR    68.330
Raiffeisen Schweiz Genoss   5.250    2/9/2021    CHF    47.170
Raiffeisen Schweiz Genoss   7.000   2/12/2020    CHF    68.020
Vontobel Financial Produc   6.100   1/30/2020    EUR    70.680
DekaBank Deutsche Girozen   3.500   8/21/2020    EUR    73.330
Corner Banca SA             7.600    2/2/2021    CHF    66.680
DekaBank Deutsche Girozen   2.050  12/11/2020    EUR    61.050
DekaBank Deutsche Girozen   2.750  12/11/2020    EUR    53.280
DekaBank Deutsche Girozen   3.000   2/14/2020    EUR    67.880
DekaBank Deutsche Girozen   4.250   8/21/2020    EUR    70.390
DekaBank Deutsche Girozen   6.550   8/21/2020    EUR    64.720
Landesbank Hessen-Thuerin   3.500    3/9/2022    EUR    66.650
Landesbank Baden-Wuerttem   3.500  11/27/2020    EUR    74.210
Landesbank Baden-Wuerttem   2.600  11/27/2020    EUR    55.890
DekaBank Deutsche Girozen   2.050   2/14/2020    EUR    57.460
UBS AG/London               6.250    2/7/2020    CHF    40.200
UBS AG/London               6.500    2/7/2020    CHF    61.700
UBS AG/London               8.250    2/7/2020    EUR    58.550
UBS AG/London               5.000    2/7/2020    CHF    75.450
UBS AG/London               8.000    2/7/2020    CHF    48.200
Raiffeisen Centrobank AG    5.286  12/27/2019    EUR    73.780
Raiffeisen Centrobank AG    5.815  12/27/2019    EUR    66.480
Raiffeisen Centrobank AG    6.344  12/27/2019    EUR    74.000
EFG International Finance   7.200   2/22/2021    CHF    27.720
Barclays Bank PLC           3.500   8/17/2020    USD    69.770
Raiffeisen Schweiz Genoss   6.900   2/19/2020    EUR    73.520
Raiffeisen Schweiz Genoss   7.200   2/19/2020    CHF    71.610
Leonteq Securities AG/Gue   2.300    2/8/2023    CHF    59.240
UniCredit Bank AG           6.400    3/5/2021    EUR    54.150
UniCredit Bank AG           5.350    3/5/2021    EUR    65.790
DekaBank Deutsche Girozen   3.700    3/6/2020    EUR    54.910
Landesbank Hessen-Thuerin   5.550   3/16/2023    EUR    64.820
UBS AG/London               6.500   2/14/2020    USD    56.450
DZ Bank AG Deutsche Zentr   4.750   6/24/2020    EUR
DZ Bank AG Deutsche Zentr   8.250   6/24/2020    EUR
DZ Bank AG Deutsche Zentr   4.500   9/23/2020    EUR
DZ Bank AG Deutsche Zentr   6.500   9/23/2020    EUR
DZ Bank AG Deutsche Zentr   4.750   3/25/2020    EUR
UniCredit Bank AG          10.100   6/25/2021    EUR    73.220
UniCredit Bank AG           8.600  12/24/2021    EUR    74.660
UniCredit Bank AG          13.600   3/27/2020    EUR    70.420
UniCredit Bank AG          10.800   3/27/2020    EUR    72.760
UniCredit Bank AG           7.700  12/24/2021    EUR    74.940
Commerzbank AG             21.500   1/24/2020    EUR    71.440
Commerzbank AG             11.500   6/26/2020    EUR    74.010
DekaBank Deutsche Girozen   3.700   10/2/2020    EUR    66.870
Leonteq Securities AG      10.200  12/27/2019    CHF    66.730
Leonteq Securities AG/Gue  10.600  12/27/2019    EUR    71.330
Raiffeisen Schweiz Genoss   8.500  12/27/2019    CHF    66.360
Credit Suisse AG/London     7.500  12/30/2019    CHF    70.150
UniCredit Bank AG           4.200   7/26/2022    EUR    67.860
Vontobel Financial Produc   4.450  12/31/2019    EUR    74.080
UniCredit Bank AG           8.900  12/29/2020    EUR    57.800
UniCredit Bank AG           7.900  12/29/2020    EUR    72.110
UniCredit Bank AG           6.800  12/29/2020    EUR    58.800
UniCredit Bank AG           7.400  12/29/2020    EUR    57.880
UniCredit Bank AG           6.700  12/29/2020    EUR    72.140
UniCredit Bank AG           9.100  12/29/2020    EUR    54.170
UniCredit Bank AG           8.300  12/29/2020    EUR    67.290
UniCredit Bank AG           6.000  12/29/2020    EUR    58.960
UniCredit Bank AG           8.400  12/29/2020    EUR    53.500
UniCredit Bank AG           9.200  12/29/2020    EUR    52.580
UniCredit Bank AG           6.700  12/29/2020    EUR    53.950
UniCredit Bank AG           8.500  12/29/2020    EUR    57.130
UniCredit Bank AG          10.100  12/29/2020    EUR    54.490
UniCredit Bank AG           6.800  12/29/2020    EUR    56.730
UniCredit Bank AG           7.400  12/29/2020    EUR    55.070
UniCredit Bank AG           6.100  12/29/2020    EUR    58.910
UniCredit Bank AG           6.800  12/29/2020    EUR    57.480
UniCredit Bank AG           6.600  12/29/2020    EUR    62.380
UniCredit Bank AG           9.300  12/29/2020    EUR    58.310
UniCredit Bank AG           9.400  12/29/2020    EUR    68.750
UniCredit Bank AG           7.200  12/29/2020    EUR    72.300
UniCredit Bank AG          14.800  12/29/2020    EUR    32.240
UniCredit Bank AG           6.500  12/29/2020    EUR    57.850
UniCredit Bank AG          12.200  12/29/2020    EUR    34.440
UniCredit Bank AG           9.300  12/29/2020    EUR    53.360
UniCredit Bank AG           6.900  12/29/2020    EUR    68.270
UniCredit Bank AG          10.600  12/29/2020    EUR    68.240
UniCredit Bank AG          11.200  12/29/2020    EUR    67.070
UniCredit Bank AG           6.200  12/29/2020    EUR    70.190
UniCredit Bank AG           8.300  12/29/2020    EUR    71.130
UniCredit Bank AG          10.100  12/29/2020    EUR    56.380
UniCredit Bank AG          10.700  12/29/2020    EUR    68.990
UniCredit Bank AG           9.200  12/29/2020    EUR    72.420
UniCredit Bank AG           7.300  12/29/2020    EUR    74.370
UniCredit Bank AG           8.200  12/29/2020    EUR    68.560
UniCredit Bank AG           7.900  12/29/2020    EUR    54.970
UniCredit Bank AG           8.900  12/29/2020    EUR    52.750
UniCredit Bank AG           7.500  12/29/2020    EUR    70.100
UniCredit Bank AG           8.400  12/29/2020    EUR    74.430
UniCredit Bank AG           9.500  12/29/2020    EUR    71.980
UniCredit Bank AG           6.600  12/29/2020    EUR    60.130
UniCredit Bank AG           6.500  12/29/2020    EUR    64.470
UniCredit Bank AG           7.200  12/29/2020    EUR    28.180
UniCredit Bank AG           8.100  12/29/2020    EUR    57.650
UniCredit Bank AG           7.300  12/29/2020    EUR    62.930
UniCredit Bank AG           8.700  12/29/2020    EUR    73.390
UniCredit Bank AG           6.500  12/29/2020    EUR    28.270
UniCredit Bank AG          10.700  12/29/2020    EUR    59.950
UniCredit Bank AG           9.100  12/29/2020    EUR    62.910
UniCredit Bank AG           7.000  12/29/2020    EUR    60.360
UniCredit Bank AG          10.900  12/29/2020    EUR    64.190
UniCredit Bank AG           9.700  12/29/2020    EUR    66.470
UniCredit Bank AG          12.000  12/29/2020    EUR    60.760
UniCredit Bank AG           8.300  12/29/2020    EUR    58.310
UniCredit Bank AG           7.200  12/29/2020    EUR    70.960
UniCredit Bank AG           9.000  12/29/2020    EUR    57.780
UniCredit Bank AG           7.900  12/29/2020    EUR    59.570
UniCredit Bank AG           5.700    1/3/2020    EUR    61.360
UniCredit Bank AG           6.100    1/3/2020    EUR    74.550
UniCredit Bank AG          13.800    1/3/2020    EUR    23.700
UBS AG/London              11.000    9/7/2020    EUR    70.600
UBS AG/London               9.000    9/7/2020    EUR    72.300
Vontobel Financial Produc   7.500   3/27/2020    EUR    66.160
Vontobel Financial Produc  12.000    1/3/2020    EUR    57.250
Vontobel Financial Produc   9.000   3/27/2020    EUR    62.800
Vontobel Financial Produc  11.000    1/3/2020    EUR    71.100
Vontobel Financial Produc  13.000    1/3/2020    EUR    66.910
Vontobel Financial Produc  12.500   3/27/2020    EUR    75.730
HSBC Trinkaus & Burkhardt   7.000  12/27/2019    EUR    71.260
HSBC Trinkaus & Burkhardt   5.400   6/26/2020    EUR    56.220
HSBC Trinkaus & Burkhardt   7.300  12/27/2019    EUR    70.600
HSBC Trinkaus & Burkhardt   7.400  12/27/2019    EUR    62.420
UBS AG/London              13.000   1/21/2020    USD    74.450
UBS AG/London               9.000   7/20/2020    CHF    65.850
UBS AG/London               6.000   7/20/2020    CHF    63.000
UBS AG/London               6.500   7/20/2020    EUR    57.350
Natixis SA                  3.450   7/26/2021    RUB    80.899
Leonteq Securities AG/Gue   6.200   7/27/2021    CHF    63.490
UniCredit Bank AG           4.000   8/24/2021    EUR    69.350
Leonteq Securities AG      10.000    8/3/2020    CHF    32.020
Raiffeisen Schweiz Genoss   7.500   7/27/2020    CHF    61.910
Raiffeisen Schweiz Genoss   6.500   1/30/2020    CHF    61.120
Credit Suisse AG/Nassau     7.250   7/30/2020    EUR    75.930
Landesbank Baden-Wuerttem   4.150  10/22/2021    EUR    71.820
Leonteq Securities AG/Gue  10.000   7/27/2020    CHF    62.850
Leonteq Securities AG       7.200    2/2/2021    EUR    64.480
Raiffeisen Centrobank AG    8.687  12/27/2019    EUR    61.480
Raiffeisen Centrobank AG    7.992  12/27/2019    EUR    66.850
Raiffeisen Centrobank AG    6.255  12/27/2019    EUR    67.050
Raiffeisen Centrobank AG    6.950  12/27/2019    EUR    61.490
Deutsche Bank AG            4.200  12/27/2019    EUR    72.580
DekaBank Deutsche Girozen   4.000   8/21/2020    EUR    66.330
BNP Paribas Emissions- un   3.000  12/30/2019    EUR    73.850
Landesbank Baden-Wuerttem   2.300   8/27/2021    EUR    64.040
Deutsche Bank AG            4.200  12/24/2019    EUR    73.400
Deutsche Bank AG            4.200  12/24/2019    EUR    70.200
Deutsche Bank AG            4.200  12/24/2019    EUR    68.800
Deutsche Bank AG            4.200  12/24/2019    EUR    66.890
Deutsche Bank AG            4.200  12/24/2019    EUR    65.090
Deutsche Bank AG            4.200  12/24/2019    EUR    63.370
Deutsche Bank AG            4.200  12/24/2019    EUR    61.750
Deutsche Bank AG            4.200  12/24/2019    EUR    64.600
Deutsche Bank AG            4.200  12/24/2019    EUR    71.010
Deutsche Bank AG            9.000  12/24/2019    EUR
Deutsche Bank AG            9.000  12/24/2019    EUR    53.430
Deutsche Bank AG            4.200  12/24/2019    EUR
Deutsche Bank AG            4.200  12/24/2019    EUR
Deutsche Bank AG            4.200  12/24/2019    EUR
Deutsche Bank AG            4.200  12/24/2019    EUR
Deutsche Bank AG            9.000  12/24/2019    EUR    68.700
Deutsche Bank AG            9.000  12/24/2019    EUR    66.200
Deutsche Bank AG            9.000  12/24/2019    EUR    60.350
Deutsche Bank AG            9.000  12/24/2019    EUR    58.700
Deutsche Bank AG            9.000  12/24/2019    EUR    68.990
Deutsche Bank AG            4.200  12/24/2019    EUR    68.000
Deutsche Bank AG            4.200  12/24/2019    EUR
Deutsche Bank AG            4.200  12/24/2019    EUR    70.600
Leonteq Securities AG/Gue   5.600    8/6/2020    CHF    74.670
Raiffeisen Schweiz Genoss   6.300    2/3/2020    CHF    64.990
Raiffeisen Schweiz Genoss   5.800    8/3/2020    EUR    54.190
UBS AG/London               8.000   7/20/2020    CHF    62.400
UBS AG/London               9.000   7/20/2020    CHF    71.200
UBS AG/London              10.000   7/20/2020    EUR    68.650
UBS AG/London               9.750   7/20/2020    EUR    67.050
UBS AG/London               8.000   7/20/2020    EUR    56.900
Credit Suisse AG/Nassau     5.000    2/6/2020    CHF    60.690
DekaBank Deutsche Girozen   8.150   2/26/2021    EUR    66.730
Leonteq Securities AG/Gue  10.000    2/6/2020    CHF    74.190
Landesbank Hessen-Thuerin   2.750   8/31/2020    EUR    70.000
Leonteq Securities AG       6.200    8/6/2020    CHF    62.790
Leonteq Securities AG       7.000    8/3/2020    EUR    74.100
Goldman Sachs & Co Wertpa  14.000  12/27/2019    EUR    71.200
Goldman Sachs & Co Wertpa  16.000  12/27/2019    EUR    68.580
Goldman Sachs & Co Wertpa  14.000   3/25/2020    EUR    69.950
Goldman Sachs & Co Wertpa  13.000   6/24/2020    EUR    70.580
Goldman Sachs & Co Wertpa  12.000   6/24/2020    EUR    72.220
Goldman Sachs & Co Wertpa  10.000  12/27/2019    EUR    75.000
Goldman Sachs & Co Wertpa  14.000  12/27/2019    EUR    69.320
Goldman Sachs & Co Wertpa  12.000   3/25/2020    EUR    71.920
Leonteq Securities AG       7.800   1/30/2020    CHF    54.290
HSBC Trinkaus & Burkhardt   2.700  12/27/2019    EUR    65.390
HSBC Trinkaus & Burkhardt   3.300  12/27/2019    EUR    70.290
HSBC Trinkaus & Burkhardt   5.300  12/27/2019    EUR    57.870
Landesbank Hessen-Thuerin   1.950    9/3/2021    EUR    56.660
Goldman Sachs & Co Wertpa   9.000  12/27/2019    EUR    66.260
Goldman Sachs & Co Wertpa  15.000  12/27/2019    EUR    50.230
Goldman Sachs & Co Wertpa   4.000   3/25/2020    EUR    71.490
Goldman Sachs & Co Wertpa  13.000   3/25/2020    EUR    53.440
Goldman Sachs & Co Wertpa   5.000   6/24/2020    EUR    67.440
Goldman Sachs & Co Wertpa   7.000   6/24/2020    EUR    62.050
Goldman Sachs & Co Wertpa  10.000   6/24/2020    EUR    58.330
Goldman Sachs & Co Wertpa   5.000   3/25/2020    EUR    71.780
Goldman Sachs & Co Wertpa   8.000   3/25/2020    EUR    64.890
Goldman Sachs & Co Wertpa  15.000   3/25/2020    EUR    55.460
Goldman Sachs & Co Wertpa   6.000   6/24/2020    EUR    69.260
Goldman Sachs & Co Wertpa   3.000  12/27/2019    EUR    74.570
Goldman Sachs & Co Wertpa   5.000  12/27/2019    EUR    66.440
UniCredit Bank AG           5.000   9/14/2021    EUR    68.030
Societe Generale Effekten  15.533   6/19/2020    EUR    61.060
DekaBank Deutsche Girozen   5.500   2/26/2021    EUR    73.970
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    27.520
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    54.170
BNP Paribas Emissions- un   7.500  12/30/2019    EUR    64.910
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    60.140
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    62.020
BNP Paribas Emissions- un  14.000  12/30/2019    EUR    58.680
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    64.480
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    66.240
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    53.840
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    59.650
BNP Paribas Emissions- un   7.500  12/30/2019    EUR    58.030
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    50.300
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    74.010
SG Issuer SA                3.000    9/2/2021    EUR    63.680
Raiffeisen Centrobank AG    9.511  12/27/2019    EUR    71.770
Raiffeisen Centrobank AG   12.681  12/27/2019    EUR    73.470
Raiffeisen Centrobank AG   14.442  12/27/2019    EUR    73.440
Raiffeisen Centrobank AG   11.272  12/27/2019    EUR    74.260
Landesbank Baden-Wuerttem   2.500   1/24/2020    EUR    67.450
Landesbank Baden-Wuerttem   6.000   1/24/2020    EUR    72.170
Landesbank Baden-Wuerttem   2.500   1/24/2020    EUR    72.540
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    65.900
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    60.760
Landesbank Baden-Wuerttem   6.000   1/24/2020    EUR    71.460
Landesbank Baden-Wuerttem   3.500   1/24/2020    EUR    56.430
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    53.590
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    31.730
Landesbank Baden-Wuerttem   6.000   1/24/2020    EUR    27.320
Landesbank Baden-Wuerttem   5.500   1/24/2020    EUR    66.910
UBS AG/London               6.500   2/24/2020    CHF    53.400
Landesbank Baden-Wuerttem   5.500   2/28/2020    EUR    57.520
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    68.420
UBS AG/London              10.000   8/24/2020    CHF    69.550
Landesbank Baden-Wuerttem   3.500   1/24/2020    EUR    73.840
UBS AG/London               7.500   8/24/2020    CHF    64.200
UBS AG/London              11.000   8/24/2020    CHF    70.850
Landesbank Baden-Wuerttem   3.500   1/24/2020    EUR    60.500
Raiffeisen Schweiz Genoss   7.200   2/24/2020    CHF    65.930
Vontobel Financial Produc   9.000  12/31/2019    EUR    54.480
Vontobel Financial Produc   7.000  12/31/2019    EUR    66.220
DZ Bank AG Deutsche Zentr   5.100  12/31/2019    EUR    29.710
UniCredit Bank AG           3.800   8/30/2023    EUR    67.770
Raiffeisen Schweiz Genoss   7.200   3/10/2020    CHF    68.490
Raiffeisen Schweiz Genoss   7.100   3/10/2020    CHF    68.620
Landesbank Hessen-Thuerin   5.200    1/8/2024    EUR    70.700
Raiffeisen Centrobank AG    5.500   10/9/2020    EUR    61.330
HSBC Trinkaus & Burkhardt   2.900  12/27/2019    EUR    75.920
HSBC Trinkaus & Burkhardt   8.700  12/27/2019    EUR    61.890
BNP Paribas Emissions- un   7.000  12/30/2019    EUR    70.030
UBS AG/London              10.000    9/7/2020    CHF    43.500
Raiffeisen Centrobank AG    8.342   3/24/2020    EUR    72.250
UBS AG/London               8.700    1/2/2020    EUR    67.500
UBS AG/London               6.300    1/2/2020    EUR    73.460
UBS AG/London               7.600    1/2/2020    EUR    73.720
UBS AG/London               6.900    1/2/2020    EUR    75.310
UBS AG/London               6.600    1/2/2020    EUR    70.300
UBS AG/London               3.000    1/2/2020    EUR    72.510
UBS AG/London               6.500    1/2/2020    EUR    71.850
UBS AG/London               6.700   3/26/2020    EUR    75.050
UBS AG/London               4.200   6/25/2020    EUR    65.600
Leonteq Securities AG       9.000  12/17/2019    CHF    73.450
Credit Suisse AG/Nassau     7.000  12/17/2019    CHF    70.160
Societe Generale Effekten  12.545    1/2/2020    EUR    69.370
Societe Generale Effekten  13.866    1/2/2020    EUR    68.120
Societe Generale Effekten  15.847    1/2/2020    EUR    67.220
Societe Generale Effekten   4.622    1/2/2020    EUR    72.100
Societe Generale Effekten   9.244    1/2/2020    EUR    62.020
Societe Generale Effekten  10.564    1/2/2020    EUR    76.410
Societe Generale Effekten   4.622    1/2/2020    EUR    73.400
Societe Generale Effekten   7.923    1/2/2020    EUR    65.450
DekaBank Deutsche Girozen   3.150   10/2/2020    EUR    68.430
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    70.060
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    72.800
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    74.070
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    69.820
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    58.890
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    65.730
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    64.090
BNP Paribas Emissions- un   5.000  12/30/2019    EUR    66.040
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    71.170
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    63.860
BNP Paribas Emissions- un   8.500  12/30/2019    EUR    63.770
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    61.930
BNP Paribas Emissions- un  13.000  12/30/2019    EUR    60.010
Societe Generale Effekten   5.745  12/20/2019    EUR    68.510
Societe Generale Effekten   7.341  12/20/2019    EUR    64.510
Societe Generale Effekten   9.140   3/20/2020    EUR    67.470
Societe Generale Effekten  11.121   9/18/2020    EUR    69.420
Societe Generale Effekten  16.597  12/20/2019    EUR    55.460
Societe Generale Effekten  15.959  12/20/2019    EUR    66.490
Societe Generale Effekten  11.171  12/20/2019    EUR    74.800
Societe Generale Effekten  12.129  12/20/2019    EUR    73.510
Societe Generale Effekten  14.363  12/20/2019    EUR    70.510
Societe Generale Effekten  16.278  12/20/2019    EUR    67.470
Societe Generale Effekten   9.256  12/20/2019    EUR    33.890
Societe Generale Effekten   9.901   3/20/2020    EUR    36.350
Credit Suisse AG/London    10.500   3/23/2020    USD    69.120
Leonteq Securities AG      10.000   3/17/2020    CHF    62.870
DZ Bank AG Deutsche Zentr  10.250  12/27/2019    EUR    62.060
DZ Bank AG Deutsche Zentr   7.000  12/27/2019    EUR    74.010
DZ Bank AG Deutsche Zentr   6.750  12/27/2019    EUR    74.380
DZ Bank AG Deutsche Zentr   7.500  12/27/2019    EUR    74.630
Leonteq Securities AG/Gue  10.200   3/18/2020    CHF    58.270
Leonteq Securities AG/Gue  10.000  12/20/2019    CHF    59.930
Vontobel Financial Produc   4.250  12/30/2019    EUR    55.780
UBS AG/London              11.000   3/12/2020    USD    64.300
UBS AG/London              11.000   3/12/2020    CHF    61.600
UniCredit Bank AG           5.550   10/5/2021    EUR    66.770
UBS AG/London              11.000   3/12/2020    CHF    62.450
UBS AG/London              12.000   3/12/2020    EUR    48.550
Leonteq Securities AG/Gue   9.000  12/27/2019    CHF    74.270
Leonteq Securities AG/Gue  10.200  12/20/2019    CHF    66.550
Raiffeisen Centrobank AG    6.197  12/27/2019    EUR    55.550
Landesbank Hessen-Thuerin   6.000   8/25/2023    EUR    58.480
Deutsche Bank AG            3.200  12/24/2019    EUR    62.600
Deutsche Bank AG            3.200  12/24/2019    EUR    61.200
Deutsche Bank AG            3.200  12/24/2019    EUR    61.000
Deutsche Bank AG            3.200  12/24/2019    EUR    58.000
Deutsche Bank AG            3.200  12/24/2019    EUR    57.300
Deutsche Bank AG            3.200  12/24/2019    EUR    64.500
Raiffeisen Switzerland BV   7.800   4/27/2020    EUR    74.990
UniCredit Bank AG           3.700   5/18/2022    CHF    64.420
Landesbank Hessen-Thuerin   3.450    9/9/2020    EUR    71.500
EFG International Finance   8.000    3/9/2020    USD    42.910
Commerzbank AG             10.000    3/2/2020    EUR    26.680
Landesbank Hessen-Thuerin   3.100   10/6/2020    EUR    70.600
DZ Bank AG Deutsche Zentr   6.000   7/22/2020    EUR    72.920
DZ Bank AG Deutsche Zentr  12.000   6/24/2020    EUR    72.410
DZ Bank AG Deutsche Zentr  10.000  12/27/2019    EUR    72.780
Vontobel Financial Produc   6.000    1/3/2020    EUR    67.440
Vontobel Financial Produc   9.000    1/3/2020    EUR    61.810
Vontobel Financial Produc   4.000    1/3/2020    EUR    69.150
Vontobel Financial Produc   5.500    1/3/2020    EUR    65.380
Vontobel Financial Produc  12.000    1/3/2020    EUR    53.810
Vontobel Financial Produc   8.500    1/3/2020    EUR    58.990
Vontobel Financial Produc   7.000    1/3/2020    EUR    72.770
Vontobel Financial Produc   9.500    1/3/2020    EUR    68.960
Vontobel Financial Produc   8.500    1/3/2020    EUR    70.830
Vontobel Financial Produc   7.000    1/3/2020    EUR    72.190
Vontobel Financial Produc  10.000    1/3/2020    EUR    65.120
Vontobel Financial Produc  16.000    1/3/2020    EUR    55.670
DekaBank Deutsche Girozen   3.800  11/13/2020    EUR    72.860
UBS AG/London               9.330    4/9/2020    USD     5.865
Societe Generale Effekten  17.003   9/18/2020    EUR    71.490
Societe Generale Effekten  25.504   9/18/2020    EUR    68.490
DZ Bank AG Deutsche Zentr   8.250   3/23/2020    EUR    68.590
UniCredit Bank AG           6.000   2/22/2022    EUR    69.790
Vontobel Financial Produc  10.500   3/27/2020    EUR    69.630
Vontobel Financial Produc   8.500    1/3/2020    EUR    72.700
Vontobel Financial Produc   9.000    1/3/2020    EUR    53.950
Vontobel Financial Produc  10.500    1/3/2020    EUR    51.200
Vontobel Financial Produc  11.000   3/27/2020    EUR    51.520
Vontobel Financial Produc   9.500   3/27/2020    EUR    53.640
Vontobel Financial Produc  12.500    1/3/2020    EUR    48.740
BNP Paribas Emissions- un   6.500  12/30/2019    EUR    43.420
Bank Julius Baer & Co Ltd  12.050    5/4/2020    USD    75.400
Bank Julius Baer & Co Ltd  15.500    5/4/2020    USD    72.400
Vontobel Financial Produc  11.500    1/3/2020    EUR    63.850
Vontobel Financial Produc  10.500   3/27/2020    EUR    65.840
Vontobel Financial Produc  11.500   3/27/2020    EUR    64.310
Vontobel Financial Produc  13.000    1/3/2020    EUR    62.050
Vontobel Financial Produc   9.500    1/3/2020    EUR    61.340
Vontobel Financial Produc  11.500    1/3/2020    EUR    58.660
Vontobel Financial Produc  10.500   3/27/2020    EUR    60.990
Commerzbank AG             13.750  12/31/2019    EUR    58.680
Commerzbank AG             10.250  12/31/2019    EUR    68.680
Commerzbank AG             12.250  12/31/2019    EUR    64.830
Vontobel Financial Produc   9.500   2/28/2020    EUR    53.600
Vontobel Financial Produc  14.500    1/3/2020    EUR    60.360
Vontobel Financial Produc  12.500   3/27/2020    EUR    62.870
Vontobel Financial Produc  13.500   3/27/2020    EUR    61.520
Vontobel Financial Produc  16.000    1/3/2020    EUR    58.760
Societe Generale Effekten   8.740  12/20/2019    EUR    61.640
Societe Generale Effekten  12.017  12/20/2019    EUR    57.460
Societe Generale Effekten  20.320  12/20/2019    EUR    49.780
Societe Generale Effekten  21.194  12/20/2019    EUR    49.060
Societe Generale Effekten  22.068  12/20/2019    EUR    48.370
Societe Generale Effekten   6.443   3/20/2020    EUR    70.690
Societe Generale Effekten   9.805   3/20/2020    EUR    65.200
Societe Generale Effekten  13.447   3/20/2020    EUR    75.400
Leonteq Securities AG/Gue  13.000    8/4/2020    CHF    44.140
Societe Generale Effekten  26.656  12/20/2019    EUR    59.180
Societe Generale Effekten  24.652   3/20/2020    EUR    73.930
Societe Generale Effekten  29.695   3/20/2020    EUR    69.000
Societe Generale Effekten   5.899  12/20/2019    EUR    44.420
Societe Generale Effekten   9.832  12/20/2019    EUR    38.320
Societe Generale Effekten  12.017  12/20/2019    EUR    35.900
Societe Generale Effekten   8.684   3/20/2020    EUR    44.060
Societe Generale Effekten  10.925   3/20/2020    EUR    41.650
Societe Generale Effekten   7.866  12/20/2019    EUR    73.410
Societe Generale Effekten  10.269  12/20/2019    EUR    69.040
Societe Generale Effekten  12.891  12/20/2019    EUR    65.110
Societe Generale Effekten  15.732  12/20/2019    EUR    61.630
Societe Generale Effekten  24.471  12/20/2019    EUR    53.210
Societe Generale Effekten  11.766   3/20/2020    EUR    72.090
Societe Generale Effekten  24.471  12/20/2019    EUR    71.880
Societe Generale Effekten   6.773  12/20/2019    EUR    72.960
Vontobel Financial Produc   7.500   3/27/2020    EUR    59.440
Raiffeisen Schweiz Genoss   9.500   4/22/2020    CHF    66.940
DZ Bank AG Deutsche Zentr   9.250  12/27/2019    EUR    67.360
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    70.870
BNP Paribas Emissions- un  18.000  12/30/2019    EUR    56.850
UniCredit Bank AG          14.000  12/29/2020    EUR    36.770
UniCredit Bank AG          12.800  12/29/2020    EUR    37.200
UniCredit Bank AG           8.600    1/3/2020    EUR    35.060
UniCredit Bank AG          16.200   6/26/2020    EUR    68.160
UniCredit Bank AG           7.500  12/24/2021    EUR    74.770
UniCredit Bank AG          10.200  12/28/2020    EUR    72.700
UniCredit Bank AG          10.100   6/25/2021    EUR    72.830
UniCredit Bank AG          19.300   3/27/2020    EUR    66.290
UniCredit Bank AG          10.500   6/26/2020    EUR    72.210
UniCredit Bank AG          13.300   6/26/2020    EUR    69.980
UniCredit Bank AG          19.700   3/27/2020    EUR    72.510
DekaBank Deutsche Girozen   2.700   5/29/2020    EUR    54.080
DekaBank Deutsche Girozen   3.100   5/28/2021    EUR    70.260
Landesbank Baden-Wuerttem   2.750   5/31/2021    EUR    58.550
Deutsche Bank AG            6.200  12/24/2019    EUR    53.600
Deutsche Bank AG            6.200  12/24/2019    EUR    51.200
Deutsche Bank AG            6.200  12/24/2019    EUR    58.600
Deutsche Bank AG            6.200  12/24/2019    EUR    56.400
Deutsche Bank AG            6.200  12/24/2019    EUR    58.730
Deutsche Bank AG            6.200  12/24/2019    EUR    56.290
Deutsche Bank AG            6.200  12/24/2019    EUR    51.190
Deutsche Bank AG            6.200  12/24/2019    EUR    65.030
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    61.020
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    57.220
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    72.130
Landesbank Baden-Wuerttem   3.500   4/24/2020    EUR    65.250
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    58.950
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    72.170
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    69.070
Landesbank Baden-Wuerttem   6.000   4/24/2020    EUR    63.370
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    72.800
Landesbank Baden-Wuerttem   3.500   4/24/2020    EUR    65.860
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    61.080
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    60.040
Landesbank Baden-Wuerttem   3.000   4/24/2020    EUR    57.130
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    51.910
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    49.880
Landesbank Baden-Wuerttem   2.500   4/24/2020    EUR    26.270
Landesbank Baden-Wuerttem   4.500   4/24/2020    EUR    23.790
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    63.110
Landesbank Baden-Wuerttem   3.000   4/24/2020    EUR    60.310
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    57.680
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    68.660
Landesbank Baden-Wuerttem   3.500   4/24/2020    EUR    60.900
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    60.970
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    54.740
Landesbank Baden-Wuerttem   2.500   5/22/2020    EUR    66.680
Landesbank Baden-Wuerttem   4.000   5/22/2020    EUR    60.180
Landesbank Baden-Wuerttem   5.500   5/22/2020    EUR    55.020
Landesbank Baden-Wuerttem   5.000   5/22/2020    EUR    72.460
Landesbank Baden-Wuerttem   2.500   4/24/2020    EUR    56.910
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    51.830
Landesbank Baden-Wuerttem   4.000   4/24/2020    EUR    68.890
Landesbank Baden-Wuerttem   5.500   4/24/2020    EUR    64.180
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    66.930
Landesbank Baden-Wuerttem   3.000   4/24/2020    EUR    63.800
Landesbank Baden-Wuerttem   2.000   4/24/2020    EUR    74.490
Landesbank Baden-Wuerttem   3.500   4/24/2020    EUR    65.140
UBS AG/London               4.800    1/2/2020    EUR    67.860
UBS AG/London               3.300    1/2/2020    EUR    65.950
UBS AG/London               5.100   3/26/2020    EUR    57.290
UBS AG/London              13.000    5/4/2020    CHF    54.650
UBS AG/London              10.500   11/3/2020    CHF    72.000
EFG International Finance   7.000  11/17/2020    CHF    62.890
DekaBank Deutsche Girozen   5.950   12/4/2020    EUR    57.530
Raiffeisen Schweiz Genoss   5.200  11/11/2020    CHF    62.530
Raiffeisen Schweiz Genoss   3.400   5/14/2020    CHF    60.290
Corner Banca SA             8.200   5/14/2020    CHF    20.640
Landesbank Hessen-Thuerin   4.000    6/8/2022    EUR    65.290
Landesbank Hessen-Thuerin   4.000    6/8/2022    EUR    62.600
HSBC Trinkaus & Burkhardt   6.600  12/27/2019    EUR    21.540
HSBC Trinkaus & Burkhardt   5.000  12/27/2019    EUR    21.490
HSBC Trinkaus & Burkhardt   3.200  12/27/2019    EUR    21.440
HSBC Trinkaus & Burkhardt   4.600  12/27/2019    EUR    49.810
Landesbank Baden-Wuerttem   4.500   6/26/2020    EUR    66.570
Landesbank Baden-Wuerttem   4.850   6/26/2020    EUR    68.310
Landesbank Baden-Wuerttem   5.000   6/26/2020    EUR    52.570
Landesbank Baden-Wuerttem   5.250   6/26/2020    EUR    72.200
UBS AG/London              10.500   4/20/2020    EUR    56.150
UBS AG/London               6.250   4/20/2020    CHF    48.200
Corner Banca SA             8.000   5/25/2021    CHF    66.820
UniCredit Bank AG           5.000   6/11/2021    EUR    64.340
Citigroup Global Markets    7.200   5/24/2023    SEK    41.800
Raiffeisen Schweiz Genoss   5.750   5/18/2020    CHF    60.060
Raiffeisen Schweiz Genoss   6.500   5/18/2020    CHF    20.390
Raiffeisen Schweiz Genoss   5.300  11/23/2020    CHF    61.220
Bank Julius Baer & Co Ltd   6.000   5/11/2020    CHF    69.950
Landesbank Hessen-Thuerin   4.000   6/22/2022    EUR    61.070
Leonteq Securities AG/Gue   5.500   5/25/2021    CHF    63.900
Landesbank Hessen-Thuerin   3.500  12/18/2019    EUR    56.700
Leonteq Securities AG       7.800   5/14/2021    CHF    29.130
Leonteq Securities AG       6.800   5/11/2021    EUR    74.690
DekaBank Deutsche Girozen   3.500   8/14/2020    EUR    74.660
UniCredit Bank AG           8.300  12/29/2020    EUR    71.470
UniCredit Bank AG           7.700  12/29/2020    EUR    73.220
UniCredit Bank AG           8.100  12/29/2020    EUR    63.590
UniCredit Bank AG          12.100    1/3/2020    EUR    22.250
UniCredit Bank AG           6.200  12/29/2020    EUR    69.470
UniCredit Bank AG           8.200  12/29/2020    EUR    71.890
UniCredit Bank AG           6.200  12/29/2020    EUR    75.890
UniCredit Bank AG           7.400  12/29/2020    EUR    73.410
UniCredit Bank AG           8.800  12/29/2020    EUR    69.980
UniCredit Bank AG          11.800    1/3/2020    EUR    54.550
UniCredit Bank AG           8.000    1/3/2020    EUR    73.610
UniCredit Bank AG          10.200    1/3/2020    EUR    67.440
UniCredit Bank AG           5.400    1/3/2020    EUR     1.010
UniCredit Bank AG           7.400    1/3/2020    EUR    49.230
UniCredit Bank AG          11.400    1/3/2020    EUR    41.180
UniCredit Bank AG           8.200    1/3/2020    EUR    73.520
UniCredit Bank AG           7.000  12/29/2020    EUR    72.850
UniCredit Bank AG           8.400  12/29/2020    EUR    75.960
UniCredit Bank AG           8.500  12/29/2020    EUR    55.300
UniCredit Bank AG           6.100  12/29/2020    EUR    56.820
UniCredit Bank AG           9.800  12/29/2020    EUR    53.040
UniCredit Bank AG           7.200  12/29/2020    EUR    67.710
UniCredit Bank AG           6.800  12/29/2020    EUR    55.440
UniCredit Bank AG           9.400  12/29/2020    EUR    68.970
UniCredit Bank AG           6.300  12/29/2020    EUR    65.190
UniCredit Bank AG           7.300  12/29/2020    EUR    62.470
UniCredit Bank AG           9.800  12/29/2020    EUR    61.760
UniCredit Bank AG           8.700  12/29/2020    EUR    74.340
UniCredit Bank AG           9.300  12/29/2020    EUR    69.480
UniCredit Bank AG           8.700  12/29/2020    EUR    71.050
UniCredit Bank AG           8.100  12/29/2020    EUR    72.000
UniCredit Bank AG           7.600  12/29/2020    EUR    46.030
UniCredit Bank AG           6.700  12/29/2020    EUR    47.600
UniCredit Bank AG           6.600  12/29/2020    EUR    60.230
UniCredit Bank AG           6.900  12/29/2020    EUR    74.470
UniCredit Bank AG          11.800  12/29/2020    EUR    61.450
UniCredit Bank AG           8.700  12/29/2020    EUR     9.860
UniCredit Bank AG           9.800  12/29/2020    EUR    74.620
UniCredit Bank AG           8.800  12/29/2020    EUR    62.290
UniCredit Bank AG           9.500  12/29/2020    EUR    60.940
UniCredit Bank AG          11.000  12/29/2020    EUR    71.570
UniCredit Bank AG           8.400  12/29/2020    EUR    57.470
UniCredit Bank AG          11.500  12/29/2020    EUR    70.500
UniCredit Bank AG           8.100  12/29/2020    EUR    70.770
UniCredit Bank AG           9.200  12/29/2020    EUR    68.320
UniCredit Bank AG          10.000  12/29/2020    EUR    47.550
UniCredit Bank AG           9.300  12/29/2020    EUR    48.130
UniCredit Bank AG           8.100  12/29/2020    EUR    59.600
UniCredit Bank AG           6.600  12/29/2020    EUR    62.400
UniCredit Bank AG           8.400  12/29/2020    EUR    27.310
UniCredit Bank AG           8.900  12/29/2020    EUR    27.220
UniCredit Bank AG           9.200  12/29/2020    EUR    72.110
UniCredit Bank AG           7.300  12/29/2020    EUR    62.560
UniCredit Bank AG          10.500  12/29/2020    EUR    69.250
UniCredit Bank AG           6.600  12/29/2020    EUR    63.840
UniCredit Bank AG           6.600  12/29/2020    EUR    58.720
UniCredit Bank AG           8.300  12/29/2020    EUR    55.250
UniCredit Bank AG           9.300  12/29/2020    EUR    53.070
UniCredit Bank AG          10.500  12/29/2020    EUR    48.260
UniCredit Bank AG           7.000  12/29/2020    EUR    51.540
UniCredit Bank AG           8.400  12/29/2020    EUR    54.510
UniCredit Bank AG           9.400  12/29/2020    EUR    72.850
UniCredit Bank AG           7.600  12/29/2020    EUR    49.450
UniCredit Bank AG           9.200  12/29/2020    EUR    49.960
UniCredit Bank AG           8.000  12/29/2020    EUR    50.150
UniCredit Bank AG           8.500  12/29/2020    EUR    55.390
UniCredit Bank AG           6.400  12/29/2020    EUR    59.980
UniCredit Bank AG           7.500  12/29/2020    EUR    70.080
UniCredit Bank AG          12.000  12/29/2020    EUR    30.990
UniCredit Bank AG           9.400  12/29/2020    EUR    74.600
UniCredit Bank AG           8.300  12/29/2020    EUR    68.320
UniCredit Bank AG          13.900  12/29/2020    EUR    29.910
UniCredit Bank AG           7.800  12/29/2020    EUR    71.440
UniCredit Bank AG           8.700  12/29/2020    EUR    47.440
UniCredit Bank AG          10.600  12/29/2020    EUR    69.780
UniCredit Bank AG           8.400  12/29/2020    EUR    55.860
UniCredit Bank AG          10.800  12/29/2020    EUR    65.700
UniCredit Bank AG           8.000  12/29/2020    EUR    70.080
UniCredit Bank AG           8.100  12/29/2020    EUR    61.470
UniCredit Bank AG           9.200  12/29/2020    EUR    54.390
UniCredit Bank AG           6.100  12/29/2020    EUR    74.520
UniCredit Bank AG           8.900  12/29/2020    EUR    60.010
Landesbank Hessen-Thuerin   4.000   7/20/2022    EUR    70.880
Raiffeisen Centrobank AG    5.300   7/21/2020    EUR    61.870
DekaBank Deutsche Girozen   3.000   1/18/2021    EUR    65.260
UBS AG/London              11.000  12/20/2019    CHF    46.900
Corner Banca SA            11.200    1/3/2020    CHF    55.220
Credit Suisse AG/Nassau     7.200    7/5/2021    CHF    67.840
UniCredit Bank AG           5.000   7/26/2021    EUR    73.820
UniCredit Bank AG           6.400   7/23/2021    EUR    74.120
DekaBank Deutsche Girozen   2.000   7/30/2021    EUR    66.940
Landesbank Baden-Wuerttem   3.000   2/26/2021    EUR    74.270
UBS AG/London              11.250  12/20/2019    EUR    54.950
DekaBank Deutsche Girozen   2.100    1/5/2021    EUR    67.890
Landesbank Hessen-Thuerin   2.600   7/29/2020    EUR    69.300
UniCredit Bank AG           3.500    1/5/2021    EUR    50.600
UniCredit Bank AG           3.500    1/5/2021    EUR    47.750
UniCredit Bank AG           3.500    1/5/2021    EUR    71.000
UniCredit Bank AG           4.000    1/5/2021    EUR    57.350
DekaBank Deutsche Girozen   4.550   7/31/2020    EUR    68.290
DekaBank Deutsche Girozen   6.050   7/31/2020    EUR    59.700
DekaBank Deutsche Girozen   2.250   1/22/2021    EUR    74.080
Landesbank Baden-Wuerttem   3.000   2/25/2022    EUR    59.630
Landesbank Baden-Wuerttem   2.600   9/25/2020    EUR    61.580
Raiffeisen Centrobank AG    5.200    2/3/2020    EUR    72.630
Societe Generale SA         8.000  12/24/2020    USD    66.260
UBS AG/London               6.000  12/30/2019    CHF    69.750
UBS AG/London               5.250  12/30/2019    CHF    74.750
UBS AG/London               7.500  12/30/2019    EUR    53.600
DekaBank Deutsche Girozen   3.250   1/24/2020    EUR    52.060
Leonteq Securities AG/Gue   7.600    1/9/2020    CHF    71.270
Leonteq Securities AG/Gue  10.000    1/3/2020    CHF    43.730
Raiffeisen Schweiz Genoss   6.900  12/30/2019    EUR    58.810
Leonteq Securities AG/Gue   5.200   6/12/2020    CHF    59.810
UBS AG/London               7.000    1/6/2020    CHF    67.900
BNP Paribas Emissions- un   3.000  12/30/2019    EUR    63.510
BNP Paribas Emissions- un   6.000  12/30/2019    EUR    63.600
Landesbank Baden-Wuerttem   5.000   2/28/2020    EUR    50.020
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    65.100
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    63.430
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    55.850
Landesbank Baden-Wuerttem   2.500   1/24/2020    EUR    55.650
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    48.290
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    72.500
Landesbank Baden-Wuerttem   2.000   1/24/2020    EUR    64.040
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    54.390
Landesbank Baden-Wuerttem   3.500   1/24/2020    EUR    20.490
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    55.470
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    50.490
Landesbank Baden-Wuerttem   2.000   1/24/2020    EUR    66.340
UniCredit Bank AG           5.000    1/3/2020    EUR    57.960
UniCredit Bank AG          12.900    1/3/2020    EUR    25.190
UniCredit Bank AG           6.400    1/3/2020    EUR    68.890
UBS AG/London              11.000  12/27/2019    USD    65.270
UBS AG/London               6.000  12/27/2019    EUR    73.200
UBS AG/London              10.000  12/27/2019    CHF    50.600
UBS AG/London               9.500  12/27/2019    CHF    55.400
UBS AG/London               7.000   6/22/2020    CHF    73.900
UBS AG/London               6.000   6/29/2020    CHF    53.100
UBS AG/London               6.250   6/29/2020    CHF    61.500
UBS AG/London               7.500   6/29/2020    EUR    58.500
UBS AG/London               8.000  12/27/2019    CHF    71.250
UBS AG/London               6.000  12/28/2020    CHF    62.100
Zurcher Kantonalbank Fina   6.500    7/3/2020    CHF    38.370
Bank Julius Baer & Co Ltd  13.600    1/3/2020    CHF    53.350
HSBC Trinkaus & Burkhardt   5.400  12/27/2019    EUR    56.190
HSBC Trinkaus & Burkhardt   3.200  12/27/2019    EUR    62.750
HSBC Trinkaus & Burkhardt   5.200  12/27/2019    EUR    58.940
HSBC Trinkaus & Burkhardt   2.500  12/27/2019    EUR    67.250
HSBC Trinkaus & Burkhardt   3.500  12/27/2019    EUR    63.100
Landesbank Hessen-Thuerin   3.500    8/3/2022    EUR    59.770
Leonteq Securities AG/Gue  10.000    1/9/2020    CHF    64.740
Landesbank Hessen-Thuerin   3.500    8/3/2022    EUR    73.990
Raiffeisen Schweiz Genoss   6.200    1/6/2020    CHF    59.500
Raiffeisen Schweiz Genoss   5.200    1/6/2021    CHF    63.850
Raiffeisen Schweiz Genoss   5.000    7/6/2020    CHF    76.480
Landesbank Hessen-Thuerin   5.750    8/3/2023    EUR    70.220
Leonteq Securities AG/Gue  10.000   1/13/2020    CHF    65.450
UniCredit Bank AG           5.200    5/4/2020    USD    38.520
DekaBank Deutsche Girozen   2.800   3/13/2020    EUR    77.220
Raiffeisen Schweiz Genoss   5.000    4/3/2020    CHF    36.730
DekaBank Deutsche Girozen   2.800   4/24/2020    EUR    74.140
Vontobel Financial Produc   5.500   3/20/2020    EUR    64.730
DekaBank Deutsche Girozen   2.750  10/23/2020    EUR    76.960
Leonteq Securities AG/Gue   7.200   9/28/2020    EUR    69.280
DekaBank Deutsche Girozen   4.250    5/3/2022    EUR    63.050
UBS AG/London               9.000   4/14/2020    CHF    67.950
UBS AG/London               7.000   4/14/2020    CHF    75.500
DekaBank Deutsche Girozen   4.250   11/9/2020    EUR    72.320
DekaBank Deutsche Girozen   6.200   11/9/2020    EUR    69.450
EFG International Finance   5.600   4/26/2021    CHF    66.110
UBS AG/London               6.250   6/21/2021    CHF    62.950
UBS AG/London              10.000  12/20/2019    EUR    61.800
Landesbank Hessen-Thuerin   5.650   7/20/2023    EUR    70.760
Raiffeisen Schweiz Genoss   5.700  12/29/2020    EUR    73.340
UBS AG/London              12.000    3/5/2020    CHF    55.250
HSBC Trinkaus & Burkhardt   5.300  12/27/2019    EUR    64.640
HSBC Trinkaus & Burkhardt   2.600  12/27/2019    EUR    73.160
HSBC Trinkaus & Burkhardt   6.200  12/27/2019    EUR    70.030
UBS AG/London              11.000    3/6/2020    USD    73.300
UBS AG/London              11.000    3/5/2020    CHF    60.550
UBS AG/London              10.000    9/7/2020    EUR    73.050
Leonteq Securities AG/Gue   6.000   9/17/2020    CHF    60.660
Leonteq Securities AG/Gue   8.000   3/17/2020    CHF    69.490
Raiffeisen Centrobank AG   10.286   3/24/2020    EUR    66.640
Raiffeisen Centrobank AG   10.929   3/24/2020    EUR    65.520
Raiffeisen Centrobank AG    9.643   3/24/2020    EUR    67.950
UBS AG/London              10.100    1/2/2020    EUR    68.000
UBS AG/London               8.300    1/2/2020    EUR    68.910
UBS AG/London               9.200    1/2/2020    EUR    70.760
Leonteq Securities AG      13.000  12/17/2019    CHF    67.690
Raiffeisen Schweiz Genoss   8.500   3/17/2020    CHF    73.580
Societe Generale Effekten  17.167    1/2/2020    EUR    61.890
Societe Generale Effekten  18.488    1/2/2020    EUR    62.150
Societe Generale Effekten  13.205    1/2/2020    EUR    70.930
Societe Generale Effekten  15.186    1/2/2020    EUR    54.550
Societe Generale Effekten   9.244    1/2/2020    EUR    74.100
Societe Generale Effekten  15.186    1/2/2020    EUR    66.950
Societe Generale Effekten  11.885    1/2/2020    EUR    73.410
Societe Generale Effekten  11.885    1/2/2020    EUR    59.060
Societe Generale Effekten  16.507    1/2/2020    EUR    54.010
Landesbank Baden-Wuerttem   4.650   2/28/2020    EUR    59.380
EFG International Finance   6.200    5/3/2021    CHF    66.700
Raiffeisen Schweiz Genoss   6.600   4/27/2020    EUR    75.140
Raiffeisen Centrobank AG    8.852  12/27/2019    EUR    74.420
Raiffeisen Centrobank AG    7.731  12/27/2019    EUR    74.230
Deutsche Bank AG            3.200  12/24/2019    EUR    56.200
Deutsche Bank AG            3.200  12/24/2019    EUR    63.340
Deutsche Bank AG            3.200  12/24/2019    EUR    62.700
Deutsche Bank AG            3.200  12/24/2019    EUR    61.000
Deutsche Bank AG            3.200  12/24/2019    EUR    68.810
Deutsche Bank AG            3.200  12/24/2019    EUR
Deutsche Bank AG            3.200  12/24/2019    EUR    73.400
Deutsche Bank AG            3.200  12/24/2019    EUR    70.350
Deutsche Bank AG            3.200  12/24/2019    EUR    67.530
Deutsche Bank AG            3.200  12/24/2019    EUR    65.290
Vontobel Financial Produc  21.000   6/26/2020    EUR    59.120
UniCredit Bank AG           6.200   6/26/2020    EUR    75.270
UniCredit Bank AG          12.300   6/26/2020    EUR    69.900
Vontobel Financial Produc  17.000   9/25/2020    EUR    68.130
Commerzbank AG             12.750   3/27/2020    EUR    66.770
Aragon OOO                 11.750   3/16/2029    RUB   101.200
Leonteq Securities AG/Gue  13.400    1/3/2020    EUR    62.070
DekaBank Deutsche Girozen   2.200    5/8/2020    EUR    54.380
DekaBank Deutsche Girozen   3.300    5/8/2020    EUR    71.560
UniCredit Bank AG           4.900  11/14/2021    EUR    63.020
Landesbank Hessen-Thuerin   5.500   5/25/2023    EUR    67.420
Deutsche Bank AG            3.200  12/24/2019    EUR    66.860
Deutsche Bank AG            3.200  12/24/2019    EUR    60.180
Deutsche Bank AG            3.200  12/24/2019    EUR    57.310
Deutsche Bank AG            3.200  12/24/2019    EUR    66.100
Deutsche Bank AG            3.200  12/24/2019    EUR    58.500
Deutsche Bank AG            3.200  12/24/2019    EUR    61.300
Deutsche Bank AG            3.200  12/24/2019    EUR
Deutsche Bank AG            3.200  12/24/2019    EUR    52.200
Deutsche Bank AG            3.200  12/24/2019    EUR    54.300
Deutsche Bank AG            3.200  12/24/2019    EUR
Deutsche Bank AG            3.200  12/24/2019    EUR    61.850
Deutsche Bank AG            3.200  12/24/2019    EUR    58.770
Deutsche Bank AG            3.200  12/24/2019    EUR    55.960
Landesbank Baden-Wuerttem   3.750   1/24/2020    EUR    60.990
Landesbank Baden-Wuerttem   5.000   1/24/2020    EUR    62.730
Landesbank Hessen-Thuerin   5.900   8/25/2023    EUR    47.320
UBS AG/London               8.000   4/27/2020    EUR    59.150
Raiffeisen Schweiz Genoss   5.500    5/4/2020    CHF    61.290
Raiffeisen Schweiz Genoss   5.300    5/4/2020    EUR    74.470
Raiffeisen Schweiz Genoss   4.700   11/4/2020    CHF    61.930
UniCredit Bank AG           6.350   5/14/2021    EUR    57.620
Raiffeisen Schweiz Genoss   6.250   4/27/2020    CHF    62.300
Raiffeisen Schweiz Genoss   7.250   4/27/2020    CHF    73.190
Raiffeisen Centrobank AG    9.325  12/27/2019    EUR    60.950
Raiffeisen Centrobank AG    6.197  12/27/2019    EUR    67.040
Leonteq Securities AG/Gue   8.000  10/27/2020    CHF    66.730
HSBC Trinkaus & Burkhardt   3.900  12/27/2019    EUR    41.370
DekaBank Deutsche Girozen   8.100   4/23/2021    EUR    73.910
Landesbank Baden-Wuerttem   3.000   3/26/2021    EUR    59.840
Landesbank Baden-Wuerttem   5.500   3/26/2021    EUR    54.780
Vontobel Financial Produc  14.000    1/3/2020    EUR    54.180
Vontobel Financial Produc  10.000    1/3/2020    EUR    60.700
Vontobel Financial Produc  10.500   3/27/2020    EUR    59.810
Vontobel Financial Produc   8.500    1/3/2020    EUR    64.660
Vontobel Financial Produc  14.500   3/27/2020    EUR    64.710
Vontobel Financial Produc   6.500    1/3/2020    EUR    71.370
Vontobel Financial Produc  16.000   3/27/2020    EUR    73.400
Vontobel Financial Produc   4.500   3/27/2020    EUR    66.460
UniCredit Bank AG           6.000   1/18/2021    EUR    54.760
DekaBank Deutsche Girozen   5.000   7/31/2020    EUR    48.000
Landesbank Baden-Wuerttem   3.800   2/26/2021    EUR    46.120
UBS AG/London               8.500   6/22/2020    EUR    54.950
Leonteq Securities AG/Gue   7.200    1/4/2021    CHF    75.320
Leonteq Securities AG/Gue   8.400    1/3/2020    CHF    68.430
Leonteq Securities AG/Gue   8.000   1/12/2021    EUR    73.530
UniCredit Bank AG           3.450   9/14/2022    EUR    73.880
BNP Paribas Emissions- un  13.000  12/30/2019    EUR    52.370
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    73.760
Landesbank Baden-Wuerttem   2.000   2/28/2020    EUR    62.910
Landesbank Baden-Wuerttem   3.000   2/28/2020    EUR    56.890
Landesbank Baden-Wuerttem   4.000   2/28/2020    EUR    54.480
BNP Paribas Emissions- un   6.000  12/30/2019    EUR    56.430
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    60.100
Landesbank Baden-Wuerttem   5.000   1/24/2020    EUR    48.580
Landesbank Baden-Wuerttem   2.000   1/24/2020    EUR    73.010
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    56.480
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    55.910
Landesbank Baden-Wuerttem   5.000   1/24/2020    EUR    70.690
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    58.800
Landesbank Baden-Wuerttem   5.000   1/24/2020    EUR    52.590
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    51.990
Landesbank Baden-Wuerttem   4.500   1/24/2020    EUR    71.260
UBS AG/London               9.000    1/6/2020    USD    50.050
UBS AG/London               5.750    1/6/2020    CHF    74.300
UBS AG/London               7.750    1/6/2020    EUR    70.650
Landesbank Baden-Wuerttem   3.500   6/26/2020    EUR    75.820
UBS AG/London              11.000   9/21/2020    CHF    71.550
Vontobel Financial Produc   5.500   4/15/2020    EUR    75.080
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    72.010
Landesbank Baden-Wuerttem   3.000   9/25/2020    EUR    74.900
Landesbank Baden-Wuerttem   5.000   9/25/2020    EUR    70.510
Landesbank Baden-Wuerttem   7.000   9/25/2020    EUR    67.320
Landesbank Baden-Wuerttem   7.000   9/25/2020    EUR    72.030
Raiffeisen Schweiz Genoss   9.400  12/27/2019    CHF    50.430
UniCredit Bank AG           4.100   2/13/2023    EUR    70.360
Leonteq Securities AG/Gue  10.000    1/3/2020    USD    60.140
UBS AG/London               8.000   6/15/2020    EUR    61.250
UBS AG/London               8.500   6/15/2020    CHF    69.400
Leonteq Securities AG/Gue   7.000  12/27/2019    CHF    69.480
Leonteq Securities AG/Gue   8.000  12/27/2019    EUR    42.650
EFG International Finance   7.200  12/29/2020    EUR    61.390
Landesbank Baden-Wuerttem   3.500   7/24/2020    EUR    65.280
Corner Banca SA             7.600   6/16/2020    CHF    61.670
DekaBank Deutsche Girozen   3.000   6/21/2021    EUR    38.290
Leonteq Securities AG/Gue   8.000    1/3/2020    CHF    75.740
Vontobel Financial Produc   4.600   4/15/2020    EUR    57.920
EFG International Finance   9.800   9/21/2021    EUR    59.830
UniCredit Bank AG           5.500  10/26/2021    EUR    73.110
Leonteq Securities AG/Gue   9.000   1/12/2021    USD    49.220
Landesbank Hessen-Thuerin   4.000    7/7/2021    EUR    71.060
UBS AG/London               6.250    1/6/2020    CHF    50.000
UBS AG/London              12.000    1/6/2020    CHF    52.400
Landesbank Hessen-Thuerin   4.000   1/26/2022    EUR    61.880
BNP Paribas Emissions- un   4.000  12/30/2019    EUR    59.980
BNP Paribas Emissions- un   7.000  12/30/2019    EUR    60.070
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    52.190
Landesbank Baden-Wuerttem   6.000   1/24/2020    EUR    45.470
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    73.390
Landesbank Baden-Wuerttem   6.000   1/24/2020    EUR    60.630
Landesbank Baden-Wuerttem   3.500   1/24/2020    EUR    51.740
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    74.920
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    67.980
Landesbank Baden-Wuerttem   2.500   1/24/2020    EUR    22.040
Landesbank Baden-Wuerttem   2.000   1/24/2020    EUR    59.870
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    48.400
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    52.970
Landesbank Baden-Wuerttem   5.000   1/24/2020    EUR    46.310
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    61.340
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    57.080
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    56.410
Landesbank Baden-Wuerttem   6.000   1/24/2020    EUR    62.950
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    69.700
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    74.900
UBS AG/London               5.750    7/6/2020    EUR    61.700
Credit Suisse AG/Nassau     7.000  12/27/2019    CHF    71.570
Corner Banca SA             8.600   6/16/2020    CHF    69.290
DekaBank Deutsche Girozen   3.500   1/24/2020    EUR    44.070
Landesbank Hessen-Thuerin   4.000   1/13/2021    EUR    45.000
UBS AG/London               7.500   9/21/2020    USD    57.770
UBS AG/London              10.000   9/21/2020    EUR    67.800
UBS AG/London              11.000   9/21/2020    CHF    71.500
Citigroup Global Markets    7.000   6/16/2022    SEK    66.240
Bayerische Landesbank       3.100  10/23/2020    EUR    73.220
UBS AG/London              11.000   1/10/2020    EUR    48.450
Vontobel Financial Produc   4.000    1/3/2020    EUR    71.840
Vontobel Financial Produc  11.000    1/3/2020    EUR    58.570
Vontobel Financial Produc   7.000    1/3/2020    EUR    62.010
Vontobel Financial Produc  10.000    1/3/2020    EUR    56.260
Vontobel Financial Produc   6.000    1/3/2020    EUR    73.740
Vontobel Financial Produc   6.000    1/3/2020    EUR    74.860
Landesbank Baden-Wuerttem   4.350   7/24/2020    EUR    45.410
Vontobel Financial Produc   6.500    1/3/2020    EUR    73.600
Vontobel Financial Produc   8.000    1/3/2020    EUR    69.080
Vontobel Financial Produc  12.000    1/3/2020    EUR    61.610
Vontobel Financial Produc  14.000    1/3/2020    EUR    58.480
Vontobel Financial Produc   9.500    1/3/2020    EUR    71.450
Vontobel Financial Produc  11.500    1/3/2020    EUR    67.980
Societe Generale Effekten  27.705   6/19/2020    EUR    70.460
UniCredit Bank AG           4.450  10/30/2020    EUR    72.920
Societe Generale Effekten  19.641   9/18/2020    EUR    70.070
Societe Generale Effekten  21.263  12/20/2019    EUR    68.860
Leonteq Securities AG/Gue  11.000   1/15/2020    CHF    29.840
Leonteq Securities AG/Gue  11.000    1/9/2020    CHF    66.870
Vontobel Financial Produc  16.000    1/3/2020    EUR    62.040
BNP Paribas Emissions- un   6.500  12/30/2019    EUR    73.570
BNP Paribas Emissions- un  15.000  12/30/2019    EUR    58.420
BNP Paribas Emissions- un  13.000  12/30/2019    EUR    60.260
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    68.960
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    61.410
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    61.470
BNP Paribas Emissions- un  14.000  12/30/2019    EUR    53.700
Vontobel Financial Produc  20.500   6/26/2020    EUR    70.980
Vontobel Financial Produc  11.500    1/3/2020    EUR    69.390
Vontobel Financial Produc  15.000    1/3/2020    EUR    65.490
Vontobel Financial Produc  10.500    1/3/2020    EUR    70.810
Vontobel Financial Produc  11.500    1/3/2020    EUR    65.650
Vontobel Financial Produc  13.000    1/3/2020    EUR    63.800
Vontobel Financial Produc  14.500    1/3/2020    EUR    62.060
Vontobel Financial Produc   8.000    1/3/2020    EUR    72.020
Leonteq Securities AG/Gue  14.200   1/15/2020    USD    30.540
Vontobel Financial Produc  14.000    1/3/2020    EUR    64.880
BNP Paribas Emissions- un  16.000  12/30/2019    EUR    55.700
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    67.920
BNP Paribas Emissions- un   7.000  12/30/2019    EUR    68.930
BNP Paribas Emissions- un   8.500  12/30/2019    EUR    64.950
Vontobel Financial Produc  17.000   6/26/2020    EUR    73.330
UBS AG/London              11.000   4/17/2020    CHF    40.400
DekaBank Deutsche Girozen   2.550  11/13/2020    EUR    71.510
Vontobel Financial Produc   8.000    1/3/2020    EUR    75.500
Vontobel Financial Produc   9.000    1/3/2020    EUR    69.750
Vontobel Financial Produc  16.000    1/3/2020    EUR    60.410
BNP Paribas Emissions- un  19.000   3/26/2020    EUR    69.510
Vontobel Financial Produc  17.500   9/25/2020    EUR    73.210
Vontobel Financial Produc  18.500   6/26/2020    EUR    71.970
Vontobel Financial Produc  12.500    1/3/2020    EUR    68.030
Vontobel Financial Produc  13.500    1/3/2020    EUR    65.620
Vontobel Financial Produc  14.500    1/3/2020    EUR    64.040
Vontobel Financial Produc  12.000    1/3/2020    EUR    67.270
Vontobel Financial Produc  10.500    1/3/2020    EUR    67.640
Vontobel Financial Produc  17.000    1/3/2020    EUR    58.840
Vontobel Financial Produc  13.500    1/3/2020    EUR    66.720
Vontobel Financial Produc   6.500    1/3/2020    EUR    74.420
Vontobel Financial Produc   4.000    1/3/2020    EUR    73.470
BNP Paribas Emissions- un  28.000  12/30/2019    EUR    66.290
UBS AG/London              12.600   6/25/2020    EUR    69.770
Landesbank Hessen-Thuerin   2.850  11/30/2020    EUR    70.800
Deutsche Bank AG            4.200  12/24/2019    EUR    62.700
Deutsche Bank AG            4.200  12/24/2019    EUR    61.000
Deutsche Bank AG            4.200  12/24/2019    EUR    58.600
Deutsche Bank AG            4.200  12/24/2019    EUR    56.300
Deutsche Bank AG            4.200  12/24/2019    EUR    54.900
Deutsche Bank AG            6.200  12/24/2019    EUR    55.000
Deutsche Bank AG            4.200  12/24/2019    EUR    53.600
Deutsche Bank AG            6.200  12/24/2019    EUR    53.600
Deutsche Bank AG            8.200  12/24/2019    EUR    58.700
Deutsche Bank AG            8.200  12/24/2019    EUR    56.400
Deutsche Bank AG            8.200  12/24/2019    EUR    55.000
Deutsche Bank AG            8.200  12/24/2019    EUR    52.500
Leonteq Securities AG/Gue   5.000  10/20/2020    CHF    65.300
Vontobel Financial Produc   7.500   5/14/2020    EUR    61.520
UniCredit Bank AG           6.850   5/14/2021    EUR    69.710
Landesbank Baden-Wuerttem   4.550   2/28/2020    EUR    67.770
Landesbank Baden-Wuerttem   6.500   2/28/2020    EUR    47.560
UBS AG/London               7.000   4/20/2020    CHF    66.000
Vontobel Financial Produc   8.300  12/18/2019    EUR    52.730
UniCredit Bank AG           4.500   1/18/2022    EUR    73.580
UBS AG/London              11.000   9/28/2020    EUR    73.950
UBS AG/London              12.000   3/26/2020    EUR    48.600
UBS AG/London              10.000   9/28/2020    EUR    60.550
Deutsche Bank AG            6.200  12/24/2019    EUR    35.900
UBS AG/London               8.400   3/26/2020    EUR    65.450
UBS AG/London              21.600    1/2/2020    EUR    58.840
HSBC Trinkaus & Burkhardt   8.500  12/27/2019    EUR    71.490
HSBC Trinkaus & Burkhardt   8.800  12/27/2019    EUR    62.130
HSBC Trinkaus & Burkhardt   4.700  12/27/2019    EUR    71.370
HSBC Trinkaus & Burkhardt   7.200  12/27/2019    EUR    69.050
HSBC Trinkaus & Burkhardt   9.700  12/27/2019    EUR    32.590
HSBC Trinkaus & Burkhardt   6.200  12/27/2019    EUR    67.460
HSBC Trinkaus & Burkhardt   3.700  12/27/2019    EUR    74.350
UBS AG/London               5.500   3/26/2020    EUR    71.300
Bank Julius Baer & Co Ltd  10.800   6/12/2020    CHF    73.050
Raiffeisen Switzerland BV   9.500   3/11/2020    EUR    56.870
DZ Bank AG Deutsche Zentr   6.500   3/25/2020    EUR
Societe Generale Effekten  13.204   3/20/2020    EUR    52.810
Societe Generale Effekten  25.249  12/20/2019    EUR    50.940
Societe Generale Effekten  11.910   3/20/2020    EUR    68.320
Societe Generale Effekten  20.195   3/20/2020    EUR    60.720
Societe Generale Effekten  14.134   6/19/2020    EUR    69.540
Societe Generale Effekten  22.486   6/19/2020    EUR    63.390
Commerzbank AG             17.000   5/22/2020    EUR    71.540
Societe Generale Effekten   7.767   3/20/2020    EUR    70.020
Societe Generale Effekten   9.838   3/20/2020    EUR    66.550
Societe Generale Effekten   8.673   6/19/2020    EUR    72.130
Societe Generale Effekten   7.890  12/20/2019    EUR    74.760
Societe Generale Effekten   9.468  12/20/2019    EUR    69.900
Societe Generale Effekten  11.564   6/19/2020    EUR    74.290
Societe Generale Effekten  19.159   3/20/2020    EUR    74.390
Societe Generale Effekten   6.312  12/20/2019    EUR    58.870
Societe Generale Effekten   9.074  12/20/2019    EUR    53.170
Societe Generale Effekten  12.230  12/20/2019    EUR    48.520
Societe Generale Effekten   4.660   3/20/2020    EUR    68.790
Societe Generale Effekten   7.249   3/20/2020    EUR    62.100
Societe Generale Effekten  10.097   3/20/2020    EUR    56.890
Societe Generale Effekten  12.849   6/19/2020    EUR    59.190
Leonteq Securities AG/Gue   7.500   3/11/2021    CHF    68.750
DZ Bank AG Deutsche Zentr   5.000   7/22/2020    EUR    68.460
Deutsche Bank AG            8.200   9/22/2020    EUR    64.700
DZ Bank AG Deutsche Zentr   9.000   6/24/2020    EUR
Vontobel Financial Produc  18.000    1/3/2020    EUR    74.110
Zurcher Kantonalbank Fina   7.500   3/13/2020    EUR    72.620
Societe Generale Effekten  22.525   3/20/2020    EUR    56.190
Societe Generale Effekten  23.301   3/20/2020    EUR    55.630
Societe Generale Effekten  18.632   6/19/2020    EUR    71.910
Deutsche Bank AG            8.200  12/24/2019    EUR    74.600
Raiffeisen Centrobank AG   10.995   6/23/2020    EUR    68.300
HSBC Trinkaus & Burkhardt   9.500   3/27/2020    EUR    67.690
UBS AG/London               8.300   3/26/2020    EUR    66.680
UBS AG/London               5.100   3/26/2020    EUR    72.670
HSBC Trinkaus & Burkhardt   5.100   3/27/2020    EUR    69.640
HSBC Trinkaus & Burkhardt   9.000  12/27/2019    EUR    73.360
UBS AG/London              17.600    1/2/2020    EUR    61.810
Vontobel Financial Produc   9.250    4/3/2020    EUR    74.340
Corner Banca SA            12.000    1/3/2020    CHF    70.580
Bank Julius Baer & Co Ltd   7.000   3/23/2020    CHF    74.150
Landesbank Baden-Wuerttem   3.200   7/24/2020    EUR    61.820
Leonteq Securities AG/Gue   6.000   6/23/2020    CHF    61.250
UniCredit Bank AG           3.600   7/18/2021    EUR    53.340
Luzerner Kantonalbank AG   10.000    4/8/2020    CHF    58.150
DZ Bank AG Deutsche Zentr   8.750  12/27/2019    EUR    62.130
Leonteq Securities AG/Gue   8.000  12/27/2019    CHF    71.680
Deutsche Bank AG            4.200  12/24/2019    EUR    73.500
Deutsche Bank AG            4.200  12/24/2019    EUR    73.800
Deutsche Bank AG            4.200  12/24/2019    EUR    72.200
Deutsche Bank AG            4.200  12/24/2019    EUR    65.320
Deutsche Bank AG            4.200  12/24/2019    EUR    73.200
Deutsche Bank AG            4.200  12/24/2019    EUR    70.800
Vontobel Financial Produc   8.000  12/31/2019    EUR    68.420
HSBC Trinkaus & Burkhardt   4.170   3/27/2020    EUR    71.780
Deutsche Bank AG            6.200  12/24/2019    EUR    68.700
Deutsche Bank AG            6.200  12/24/2019    EUR    58.300
Deutsche Bank AG            6.200  12/24/2019    EUR    72.300
HSBC Trinkaus & Burkhardt  13.200  12/27/2019    EUR    58.590
HSBC Trinkaus & Burkhardt   7.800   3/27/2020    EUR    73.540
UBS AG/London              13.000   3/26/2020    EUR    63.360
HSBC Trinkaus & Burkhardt   9.000  12/27/2019    EUR    60.970
HSBC Trinkaus & Burkhardt   4.600  12/27/2019    EUR    70.860
HSBC Trinkaus & Burkhardt  10.500  12/27/2019    EUR    64.460
HSBC Trinkaus & Burkhardt   9.000  12/27/2019    EUR    67.470
HSBC Trinkaus & Burkhardt   6.300  12/27/2019    EUR    74.470
HSBC Trinkaus & Burkhardt   5.400   3/27/2020    EUR    70.190
HSBC Trinkaus & Burkhardt   3.600   3/27/2020    EUR    75.890
HSBC Trinkaus & Burkhardt   8.900  12/27/2019    EUR    65.060
HSBC Trinkaus & Burkhardt   5.600  12/27/2019    EUR    73.600
HSBC Trinkaus & Burkhardt  11.600  12/27/2019    EUR    31.000
HSBC Trinkaus & Burkhardt   6.200  12/27/2019    EUR    36.960
Leonteq Securities AG/Gue  12.000    1/3/2020    CHF    69.170
Deutsche Bank AG            4.200  12/24/2019    EUR    68.950
Deutsche Bank AG            4.200  12/24/2019    EUR    61.890
Deutsche Bank AG            4.200  12/24/2019    EUR    67.600
Vontobel Financial Produc   7.000  12/31/2019    EUR    68.390
Deutsche Bank AG            6.200  12/24/2019    EUR    72.300
Deutsche Bank AG            6.200  12/24/2019    EUR    73.560
Luzerner Kantonalbank AG    6.000    4/8/2020    CHF    74.380
Leonteq Securities AG      13.000    1/3/2020    CHF    69.680
Erste Group Bank AG         6.000   4/29/2020    EUR    74.900
Deutsche Bank AG            4.200  12/24/2019    EUR    72.500
Deutsche Bank AG            4.200  12/24/2019    EUR    66.700
Natixis SA                  1.500   10/4/2021    EUR    68.296
Deutsche Bank AG            6.200  12/24/2019    EUR    58.900
UBS AG/London              15.200   3/26/2020    EUR    77.470
HSBC Trinkaus & Burkhardt   9.400  12/27/2019    EUR    75.970
Societe Generale Effekten  16.052   3/20/2020    EUR    71.060
Societe Generale Effekten   4.142  12/20/2019    EUR    66.030
Societe Generale Effekten  14.192   9/18/2020    EUR    60.780
Societe Generale Effekten  14.499   3/20/2020    EUR    65.390
Vontobel Financial Produc  11.000   3/27/2020    EUR    75.350
Deutsche Bank AG            8.200  12/22/2020    EUR    61.200
Societe Generale Effekten   8.285   3/20/2020    EUR    68.790
Societe Generale Effekten  11.651   3/20/2020    EUR    64.680
Societe Generale Effekten  14.240   3/20/2020    EUR    62.020
Societe Generale Effekten  24.337   3/20/2020    EUR    55.160
Societe Generale Effekten  12.528   6/19/2020    EUR    67.350
Societe Generale Effekten   9.637   6/19/2020    EUR    63.650
Societe Generale Effekten  10.740   9/18/2020    EUR    64.660
Societe Generale Effekten  19.134  12/20/2019    EUR    55.720
Societe Generale Effekten  25.890   3/20/2020    EUR    57.160
Societe Generale Effekten  15.793   3/20/2020    EUR    74.510
Commerzbank AG             22.000  12/31/2019    EUR    65.790
UBS AG/London              12.900   6/25/2020    EUR    70.530
UBS AG/London              10.700   3/26/2020    EUR    60.530
UBS AG/London               6.900   3/26/2020    EUR    67.520
UBS AG/London               6.100    1/2/2020    EUR    73.400
UBS AG/London               6.700  12/28/2020    EUR    75.040
UBS AG/London               7.400  12/28/2020    EUR    73.770
Danske Bank A/S            10.300    7/9/2023    SEK    53.900
Deutsche Bank AG            4.200  12/24/2019    EUR    65.500
Deutsche Bank AG            4.200  12/24/2019    EUR    55.200
Deutsche Bank AG            4.200  12/24/2019    EUR    70.100
UBS AG/London              14.000   3/26/2020    EUR    70.220
UBS AG/London               9.600   3/26/2020    EUR    70.590
UBS AG/London               5.700   3/26/2020    EUR    69.880
UBS AG/London               6.600   3/26/2020    EUR    74.210
UBS AG/London              15.100    1/2/2020    EUR    61.730
Raiffeisen Centrobank AG    9.367   6/23/2020    EUR    70.370
Deutsche Bank AG            6.200  12/24/2019    EUR    64.600
UBS AG/London               7.500   3/26/2020    EUR    65.170
UBS AG/London               6.200   3/26/2020    EUR    68.650
Deutsche Bank AG            4.200  12/24/2019    EUR    50.600
Deutsche Bank AG            4.200  12/24/2019    EUR    61.900
DZ Bank AG Deutsche Zentr   5.500  12/27/2019    EUR    64.490
Deutsche Bank AG            4.200  12/24/2019    EUR    61.000
UBS AG/London               8.600    1/2/2020    EUR    68.980
UBS AG/London              19.000    1/2/2020    EUR    58.750
UBS AG/London              15.600   3/26/2020    EUR    74.030
UBS AG/London              22.400    1/2/2020    EUR    56.050
UBS AG/London              21.600   3/26/2020    EUR    74.940
UBS AG/London               8.900   3/26/2020    EUR    64.380
UBS AG/London              10.500   3/26/2020    EUR    63.690
UBS AG/London               7.700   3/26/2020    EUR    72.210
UBS AG/London              11.600    1/2/2020    EUR    65.120
Vontobel Financial Produc  12.000   6/26/2020    EUR    62.700
Vontobel Financial Produc  13.000   3/27/2020    EUR    61.110
Landesbank Hessen-Thuerin   4.000  12/18/2019    EUR    67.070
Vontobel Financial Produc   3.500   6/25/2020    EUR    65.120
Vontobel Financial Produc   8.000    1/3/2020    EUR    64.320
Vontobel Financial Produc   8.000   3/27/2020    EUR    66.030
Leonteq Securities AG/Gue   7.000   7/14/2020    CHF    71.720
Vontobel Financial Produc   8.000   3/27/2020    EUR    64.450
Raiffeisen Schweiz Genoss   5.000   1/14/2020    EUR    72.990
Landesbank Baden-Wuerttem   3.050   7/24/2020    EUR    69.750
Commerzbank AG              9.500   3/27/2020    EUR    67.150
UniCredit Bank AG           3.750   10/2/2020    EUR    26.760
Bank Julius Baer & Co Ltd  10.800   1/21/2020    USD    70.150
Societe Generale Effekten  23.164   9/18/2020    EUR    74.700
Societe Generale Effekten  25.507   9/18/2020    EUR    74.460
Vontobel Financial Produc  15.000   3/27/2020    EUR    69.800
Vontobel Financial Produc  13.000   6/26/2020    EUR    69.410
DZ Bank AG Deutsche Zentr   9.500  10/21/2020    EUR    76.990
DZ Bank AG Deutsche Zentr   5.500  12/23/2020    EUR    73.660
DZ Bank AG Deutsche Zentr   7.500  12/23/2020    EUR    70.980
UBS AG/London              10.500   10/2/2020    USD    66.370
Vontobel Financial Produc  20.500   9/25/2020    EUR    72.625
UBS AG/London              13.700   9/24/2020    EUR    74.290
DZ Bank AG Deutsche Zentr  11.750   3/25/2020    EUR    72.600
DZ Bank AG Deutsche Zentr   7.750   9/23/2020    EUR    74.240
DekaBank Deutsche Girozen   0.010   6/29/2046    EUR    70.150
Bank Julius Baer & Co Ltd   9.650   4/27/2020    USD    74.100
Bank Julius Baer & Co Ltd   8.500   4/27/2020    EUR    75.400
Credit Suisse AG/London     8.000  10/26/2020    EUR    72.690
mybet Holding SE            6.250  12/11/2020    EUR    30.000
Landesbank Hessen-Thuerin   7.000   4/29/2022    EUR    53.390
Credit Suisse AG/London     8.000  10/26/2020    CHF    73.090
Commerzbank AG             10.250   3/27/2020    EUR    72.160
Vontobel Financial Produc  19.500   6/25/2020    EUR    73.540
DZ Bank AG Deutsche Zentr   9.750   9/23/2020    EUR
DZ Bank AG Deutsche Zentr   5.750   6/24/2020    EUR    73.840
DZ Bank AG Deutsche Zentr   7.750   6/24/2020    EUR    71.500
DZ Bank AG Deutsche Zentr  12.500   3/25/2020    EUR    74.800
Aragon OOO                 11.500   7/10/2029    RUB    70.000
DZ Bank AG Deutsche Zentr  14.250   3/25/2020    EUR    71.160
DZ Bank AG Deutsche Zentr  10.500   6/24/2020    EUR    72.480
DZ Bank AG Deutsche Zentr   9.000   9/23/2020    EUR    73.250
DZ Bank AG Deutsche Zentr   8.250  12/23/2020    EUR    73.840
EFG International Finance   5.150   6/10/2020    EUR    68.860
UBS AG/London              13.500   9/11/2020    USD    58.020
Leonteq Securities AG      16.000  12/16/2020    CHF    61.910
Vontobel Financial Produc  13.400   9/16/2020    USD    56.090
DZ Bank AG Deutsche Zentr   7.800   9/21/2020    EUR    71.490
DZ Bank AG Deutsche Zentr   4.500   3/25/2020    EUR
DZ Bank AG Deutsche Zentr  10.600   9/25/2020    EUR    71.460
DZ Bank AG Deutsche Zentr   5.250   6/24/2020    EUR    68.880
UBS AG/London              13.500  10/19/2020    USD    67.010
Commerzbank AG              8.750   3/27/2020    EUR    69.030
Bank Julius Baer & Co Ltd   8.150   5/26/2020    EUR    64.800
DZ Bank AG Deutsche Zentr   5.250   6/22/2020    EUR
DZ Bank AG Deutsche Zentr   5.000   9/21/2020    EUR    69.040
DZ Bank AG Deutsche Zentr   6.250   9/21/2020    EUR    69.990
Commerzbank AG             12.750   3/27/2020    EUR    63.530
Vontobel Financial Produc  17.500   6/26/2020    EUR    73.960
Leonteq Securities AG      15.400    4/8/2020    CHF    67.400
Commerzbank AG              6.000  12/31/2019    EUR    74.310
Commerzbank AG             20.250  12/31/2019    EUR    71.130
Commerzbank AG             19.000   1/24/2020    EUR    72.310
BNP Paribas Emissions- un  21.000   3/26/2020    EUR    70.050
Landesbank Hessen-Thuerin   8.000    4/7/2020    EUR    78.940
BNP Paribas Emissions- un  15.000   9/24/2020    EUR    74.180
BNP Paribas Emissions- un  20.000   3/26/2020    EUR    69.350
BNP Paribas Emissions- un  22.000   3/26/2020    EUR    69.880
BNP Paribas Emissions- un  24.000   3/26/2020    EUR    70.420
BNP Paribas Emissions- un  14.000   9/24/2020    EUR    74.040
BNP Paribas Emissions- un  14.000   3/26/2020    EUR    72.100
Raiffeisen Schweiz Genoss   3.400   3/21/2025    CHF    60.820
Landesbank Hessen-Thuerin   8.000   5/15/2020    EUR    60.190
Landesbank Hessen-Thuerin   8.400    5/8/2020    EUR    37.280
Landesbank Hessen-Thuerin   7.400   6/12/2020    EUR    69.330
DekaBank Deutsche Girozen   3.000   5/20/2020    EUR    72.740
Landesbank Baden-Wuerttem   6.000   3/27/2020    EUR    70.020
Vontobel Financial Produc  15.000    1/3/2020    EUR    72.330
Vontobel Financial Produc   8.000    1/3/2020    EUR    69.330
Commerzbank AG             14.500  12/31/2019    EUR    71.620
Societe Generale Effekten  15.867   6/19/2020    EUR    74.730
Societe Generale Effekten  16.690  12/20/2019    EUR    63.040
Vontobel Financial Produc   9.500    1/3/2020    EUR    71.040
Vontobel Financial Produc   6.000    1/3/2020    EUR    60.530
EFG International Finance   7.400  12/21/2020    USD    74.840
Leonteq Securities AG/Gue   5.000    5/5/2020    EUR    33.520
HSBC Trinkaus & Burkhardt   6.900  12/27/2019    EUR    68.540
Vontobel Financial Produc  15.000  12/31/2019    EUR    34.400
Societe Generale Effekten  21.499  12/20/2019    EUR    74.730
DekaBank Deutsche Girozen   4.050    7/3/2020    EUR    70.400
Vontobel Financial Produc  14.500    1/3/2020    EUR    62.120
Vontobel Financial Produc  11.500    1/3/2020    EUR    67.940
Vontobel Financial Produc  10.500    1/3/2020    EUR    70.140
Vontobel Financial Produc   8.500    1/3/2020    EUR    74.670
Vontobel Financial Produc   7.500    1/3/2020    EUR    57.040
UBS AG/London               5.700    1/2/2020    EUR    59.030
Vontobel Financial Produc   7.000  12/31/2019    EUR    62.360
DekaBank Deutsche Girozen   2.900    1/4/2021    EUR    76.540
DekaBank Deutsche Girozen   2.100    1/4/2021    EUR    67.880
Zurcher Kantonalbank Fina   5.000  12/14/2020    EUR    74.230
DZ Bank AG Deutsche Zentr   6.250   3/25/2020    EUR
DZ Bank AG Deutsche Zentr   8.250   3/25/2020    EUR    56.070
DZ Bank AG Deutsche Zentr   8.750   3/25/2020    EUR    68.820
Vontobel Financial Produc   5.400    1/6/2020    EUR    42.870
HSBC Trinkaus & Burkhardt   7.600   6/26/2020    EUR    70.260
HSBC Trinkaus & Burkhardt   6.500   6/26/2020    EUR    69.680
Vontobel Financial Produc  13.000   3/13/2020    EUR    61.640
DekaBank Deutsche Girozen   2.300    1/8/2021    EUR    74.420
Vontobel Financial Produc   7.000  12/27/2019    EUR    42.490
HSBC Trinkaus & Burkhardt   2.750   3/27/2020    EUR    73.950
Landesbank Baden-Wuerttem   2.500  10/23/2020    EUR    51.500
Landesbank Baden-Wuerttem   5.000  10/23/2020    EUR    45.050
Landesbank Hessen-Thuerin   3.500    1/5/2022    EUR    61.980
Landesbank Hessen-Thuerin   4.000    1/5/2022    EUR    70.690
UBS AG/London               9.000  10/19/2020    USD    63.200
UBS AG/London               6.000   4/16/2020    CHF    71.100
Landesbank Baden-Wuerttem   3.000   3/27/2020    EUR    68.340
Vontobel Financial Produc  12.000    1/3/2020    EUR    65.850
Vontobel Financial Produc  10.000    1/3/2020    EUR    65.580
Vontobel Financial Produc  15.500    1/3/2020    EUR    61.770
Goldman Sachs & Co Wertpa  23.000  12/27/2019    EUR    66.680
Societe Generale SA         8.000   12/3/2020    USD    58.800
Vontobel Financial Produc   8.500    1/3/2020    EUR    53.930
Vontobel Financial Produc  10.500    1/3/2020    EUR    71.040
HSBC Trinkaus & Burkhardt   1.000   4/22/2020    EUR    74.900
Leonteq Securities AG/Gue   6.400    6/4/2020    CHF    18.410
Leonteq Securities AG/Gue   9.000    6/4/2020    USD    68.760
Vontobel Financial Produc  10.000  12/31/2019    EUR    68.750
DekaBank Deutsche Girozen   3.800  12/18/2020    EUR    57.740
Vontobel Financial Produc  19.500   9/25/2020    EUR    69.160
Vontobel Financial Produc  13.000    1/3/2020    EUR    63.910
Vontobel Financial Produc  12.000    1/3/2020    EUR    62.240
Vontobel Financial Produc  11.000    1/3/2020    EUR    63.860
Raiffeisen Centrobank AG    5.200  12/30/2019    EUR    72.900
Goldman Sachs & Co Wertpa  24.000  12/27/2019    EUR    73.710
Leonteq Securities AG/Gue   9.800   6/12/2020    CHF    46.080
Vontobel Financial Produc  11.000    1/3/2020    EUR    68.900
Vontobel Financial Produc   8.500    1/3/2020    EUR    73.350
Vontobel Financial Produc  10.000    1/3/2020    EUR    51.180
Leonteq Securities AG/Gue   7.000  12/15/2020    CHF    73.610
Leonteq Securities AG/Gue   7.400  12/18/2019    EUR    71.380
Plaza Centers NV            6.900    7/1/2020    ILS    21.370
Plaza Centers NV            6.000    7/1/2020    ILS    21.510
Landesbank Baden-Wuerttem   3.000  11/27/2020    EUR    73.010
Landesbank Baden-Wuerttem   6.000  11/27/2020    EUR    67.410
Landesbank Baden-Wuerttem   4.500  11/27/2020    EUR    70.530
Societe Generale Effekten  19.126   3/20/2020    EUR    54.450
HSBC Trinkaus & Burkhardt  10.500  12/27/2019    EUR    72.680
HSBC Trinkaus & Burkhardt   6.600   1/24/2020    EUR    73.710
HSBC Trinkaus & Burkhardt  11.100  12/27/2019    EUR    65.800
HSBC Trinkaus & Burkhardt   8.900   3/27/2020    EUR    71.650
HSBC Trinkaus & Burkhardt   4.300  12/27/2019    EUR    46.760
HSBC Trinkaus & Burkhardt   8.100   1/24/2020    EUR    40.340
HSBC Trinkaus & Burkhardt   7.600  12/27/2019    EUR    63.760
HSBC Trinkaus & Burkhardt   7.100   1/24/2020    EUR    74.170
Landesbank Baden-Wuerttem   3.300  12/29/2020    EUR    76.070
Landesbank Baden-Wuerttem   3.000   7/23/2021    EUR    73.720
UniCredit Bank AG           3.800  12/29/2022    EUR    60.150
DekaBank Deutsche Girozen   5.150    7/3/2020    EUR    72.120
UBS AG/London              10.000   4/24/2020    USD    61.080
Vontobel Financial Produc  12.500    1/3/2020    EUR    73.020
Vontobel Financial Produc  19.500   6/12/2020    EUR    75.940
Vontobel Financial Produc   9.500    1/3/2020    EUR    65.740
UniCredit Bank AG           4.450  12/29/2022    EUR    68.330
UniCredit Bank AG           5.900  12/19/2020    EUR    56.200
Vontobel Financial Produc  12.500    1/3/2020    EUR    60.270
Vontobel Financial Produc  14.500    1/3/2020    EUR    57.120
Societe Generale SA         8.000   12/2/2020    USD    54.340
UBS AG/London               9.000   4/24/2020    EUR    59.050
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    58.900
DekaBank Deutsche Girozen   5.150   5/21/2021    EUR    71.170
Vontobel Financial Produc   9.500  12/31/2019    EUR    52.070
Vontobel Financial Produc   7.550  12/31/2019    EUR    52.000
Landesbank Hessen-Thuerin   6.250  12/22/2022    EUR    58.920
Vontobel Financial Produc   7.000    1/3/2020    EUR    72.390
Vontobel Financial Produc   9.000    1/3/2020    EUR    67.830
UniCredit Bank AG           4.300  12/19/2021    EUR    63.700
Vontobel Financial Produc  13.500    1/3/2020    EUR    42.480
Raiffeisen Schweiz Genoss   7.000   4/30/2020    EUR    63.700
Leonteq Securities AG/Gue   7.000  10/29/2020    CHF    66.730
UniCredit Bank AG           5.500    1/4/2020    EUR    43.450
HSBC Trinkaus & Burkhardt  11.400  12/27/2019    EUR    70.890
HSBC Trinkaus & Burkhardt   8.600  12/27/2019    EUR    72.500
HSBC Trinkaus & Burkhardt  11.800  12/27/2019    EUR    36.100
HSBC Trinkaus & Burkhardt   5.800   3/27/2020    EUR    68.420
HSBC Trinkaus & Burkhardt  10.000  12/27/2019    EUR    78.720
Vontobel Financial Produc   6.200  12/31/2019    EUR    64.220
Vontobel Financial Produc  11.500    1/3/2020    EUR    71.130
Vontobel Financial Produc  12.500    1/3/2020    EUR    68.960
Vontobel Financial Produc  16.000    1/3/2020    EUR    70.390
Goldman Sachs & Co Wertpa  25.000   1/22/2020    EUR    72.920
Goldman Sachs & Co Wertpa  24.000   2/26/2020    EUR    76.400
Vontobel Financial Produc   7.000   6/19/2020    USD    72.250
Vontobel Financial Produc  14.000    1/3/2020    EUR    69.190
Vontobel Financial Produc   8.000    1/3/2020    EUR    70.030
Vontobel Financial Produc  11.500    1/3/2020    EUR    61.980
Vontobel Financial Produc  10.500    1/3/2020    EUR    63.800
Vontobel Financial Produc  12.000    1/3/2020    EUR    72.710
HSBC Trinkaus & Burkhardt   3.000   8/10/2020    EUR    71.920
HSBC Trinkaus & Burkhardt   6.000   2/28/2020    EUR    74.160
Vontobel Financial Produc  12.000    1/3/2020    EUR    65.810
Vontobel Financial Produc  13.500    1/3/2020    EUR    58.650
UniCredit Bank AG           4.700  12/19/2021    EUR    66.740
Vontobel Financial Produc  14.000    1/3/2020    EUR    58.220
Vontobel Financial Produc  10.500    1/3/2020    EUR    46.360
Vontobel Financial Produc  12.500    1/3/2020    EUR    75.150
Vontobel Financial Produc  10.000    1/3/2020    EUR    67.650
Vontobel Financial Produc   8.500    1/3/2020    EUR    70.950
Vontobel Financial Produc   6.500    1/3/2020    EUR    74.580
Vontobel Financial Produc   7.500    1/3/2020    EUR    72.660
Vontobel Financial Produc  11.000    1/3/2020    EUR    67.250
Vontobel Financial Produc   7.500    1/3/2020    EUR    71.420
Vontobel Financial Produc  11.500    1/3/2020    EUR    64.480
Landesbank Hessen-Thuerin   4.750    3/3/2020    EUR    76.700
Landesbank Hessen-Thuerin   3.250    7/8/2020    EUR    76.500
Vontobel Financial Produc  11.500    1/3/2020    EUR    74.220
Vontobel Financial Produc  10.000  12/31/2019    EUR    42.790
Vontobel Financial Produc  10.000  12/31/2019    EUR    73.560
Landesbank Baden-Wuerttem   2.550   2/28/2020    EUR    73.910
Leonteq Securities AG/Gue   6.200   3/11/2020    CHF    68.040
Vontobel Financial Produc   8.000   3/27/2020    EUR    64.060
BNP Paribas Emissions- un   6.000   3/26/2020    EUR    66.530
BNP Paribas Emissions- un   9.000   6/25/2020    EUR    68.090
Bank Julius Baer & Co Ltd  10.100   2/14/2020    USD    71.650
Vontobel Financial Produc  12.000    1/3/2020    EUR    66.870
UBS AG/London              10.000   6/19/2020    EUR    64.950
DZ Bank AG Deutsche Zentr   5.500   3/25/2020    EUR    54.670
DekaBank Deutsche Girozen   2.000  10/16/2020    EUR    56.700
UniCredit Bank AG           5.350  10/18/2020    EUR    57.540
HSBC Trinkaus & Burkhardt  11.400  12/27/2019    EUR    44.910
Raiffeisen Schweiz Genoss   5.750   2/25/2021    CHF    68.610
HSBC Trinkaus & Burkhardt  11.500  12/27/2019    EUR    75.130
DekaBank Deutsche Girozen   4.700   5/29/2020    EUR    72.060
DekaBank Deutsche Girozen   6.000   5/29/2020    EUR    59.150
BNP Paribas Emissions- un  19.000  12/30/2019    EUR    61.580
EFG International Finance   6.600   9/28/2020    EUR    69.640
DekaBank Deutsche Girozen   2.000   10/9/2020    EUR    72.480
Landesbank Baden-Wuerttem   5.000   1/24/2020    EUR    54.000
Landesbank Baden-Wuerttem   7.000   1/24/2020    EUR    49.910
Commerzbank AG              8.000   11/6/2020    USD     4.000
Vontobel Financial Produc   8.500   3/27/2020    EUR    59.250
Vontobel Financial Produc   7.000   3/27/2020    EUR    62.250
Vontobel Financial Produc  10.000   3/27/2020    EUR    56.570
Vontobel Financial Produc   6.000    1/3/2020    EUR    67.610
Vontobel Financial Produc   7.000    1/3/2020    EUR    60.570
DZ Bank AG Deutsche Zentr   5.500  12/27/2019    EUR    56.010
Landesbank Hessen-Thuerin   7.000  10/20/2022    EUR    74.610
Vontobel Financial Produc   9.000    1/3/2020    EUR    71.010
Vontobel Financial Produc   4.500   3/27/2020    EUR    71.940
Vontobel Financial Produc   4.000    1/3/2020    EUR    71.260
DZ Bank AG Deutsche Zentr  11.000   6/24/2020    EUR    75.740
Leonteq Securities AG/Gue   7.000   9/29/2020    CHF    70.050
UniCredit Bank AG           4.200   12/8/2021    EUR    70.240
Vontobel Financial Produc   5.500   3/27/2020    EUR    65.600
Vontobel Financial Produc  12.000   3/27/2020    EUR    54.330
Vontobel Financial Produc  11.000   3/27/2020    EUR    61.130
Vontobel Financial Produc   9.000    1/3/2020    EUR    57.110
DZ Bank AG Deutsche Zentr  13.750  12/27/2019    EUR    54.260
Landesbank Baden-Wuerttem   3.700   6/26/2020    EUR    65.980
Leonteq Securities AG      11.200  12/17/2019    CHF    72.860
Bank Julius Baer & Co Ltd   5.450  12/18/2019    CHF    71.600
Landesbank Hessen-Thuerin   7.700   1/20/2023    EUR    63.960
EFG International Finance   7.000  11/16/2020    EUR    63.350
BNP Paribas Emissions- un  16.000  12/30/2019    EUR    69.210
UBS AG/London              12.000   6/12/2020    USD    52.370
BNP Paribas Emissions- un  15.000   6/25/2020    EUR    70.800
Landesbank Baden-Wuerttem   3.000   1/24/2020    EUR    59.740
Landesbank Hessen-Thuerin   5.650  10/28/2022    EUR    41.600
UniCredit Bank AG           6.100   8/12/2020    EUR    58.070
DZ Bank AG Deutsche Zentr  11.500   2/26/2020    EUR    50.330
DZ Bank AG Deutsche Zentr   6.500   2/26/2020    EUR    65.510
DZ Bank AG Deutsche Zentr   4.750   3/25/2020    EUR    68.870
Bank Julius Baer & Co Ltd   6.900   1/22/2020    CHF    73.050
Zurcher Kantonalbank Fina  11.500   1/23/2020    USD    59.420
Landesbank Baden-Wuerttem   5.000   1/24/2020    EUR    74.270
Landesbank Baden-Wuerttem   7.000   1/24/2020    EUR    69.030
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    49.040
Landesbank Baden-Wuerttem   6.500   1/24/2020    EUR    45.140
Landesbank Baden-Wuerttem   4.000   1/24/2020    EUR    73.640
Landesbank Baden-Wuerttem   6.000   1/24/2020    EUR    69.170
Bank Julius Baer & Co Ltd   9.700   1/24/2020    USD    67.600
HSBC Trinkaus & Burkhardt  10.500   6/26/2020    EUR    42.490
HSBC Trinkaus & Burkhardt   7.700   6/26/2020    EUR    45.390
HSBC Trinkaus & Burkhardt   5.200   6/26/2020    EUR    49.580
HSBC Trinkaus & Burkhardt   9.700   2/28/2020    EUR    41.150
Deutsche Bank AG            4.200  12/24/2019    EUR    73.490
Commerzbank AG             14.750  12/31/2019    EUR    67.140
Commerzbank AG             14.250  12/31/2019    EUR    70.380
Vontobel Financial Produc  10.000   1/24/2020    EUR    64.870
Vontobel Financial Produc  11.000   1/24/2020    EUR    64.980
UBS AG/London              20.000   1/24/2020    CHF    58.000
Vontobel Financial Produc  13.000    1/3/2020    EUR    65.900
Vontobel Financial Produc   9.000    1/3/2020    EUR    72.480
Vontobel Financial Produc  10.500    1/3/2020    EUR    70.140
Vontobel Financial Produc  12.000    1/3/2020    EUR    67.960
Vontobel Financial Produc  10.500   3/27/2020    EUR    69.760
Vontobel Financial Produc   8.500   3/27/2020    EUR    73.340
Vontobel Financial Produc   9.500   3/27/2020    EUR    71.580
Vontobel Financial Produc  12.000   3/27/2020    EUR    68.170
UBS AG/London              24.500   3/26/2020    EUR    67.950
UBS AG/London              23.700   6/25/2020    EUR    68.190
UBS AG/London              15.900   6/25/2020    EUR    71.560
UBS AG/London              20.300   6/25/2020    EUR    70.560
DZ Bank AG Deutsche Zentr   7.750  12/27/2019    EUR    65.260
Vontobel Financial Produc  26.000   8/26/2020    EUR    69.710
UBS AG/London              13.700    1/2/2020    EUR    62.640
UBS AG/London               7.300   3/26/2020    EUR    75.220
UBS AG/London               7.200    1/2/2020    EUR    69.470
Leonteq Securities AG      20.000   5/12/2020    CHF    45.110
Vontobel Financial Produc  12.000    1/3/2020    EUR    65.210
Vontobel Financial Produc  16.500    1/3/2020    EUR    58.590
Vontobel Financial Produc  10.000    1/3/2020    EUR    69.170
Vontobel Financial Produc  13.000    1/3/2020    EUR    71.610
Raiffeisen Centrobank AG    8.362  12/27/2019    EUR    74.680
Raiffeisen Centrobank AG    7.394  12/27/2019    EUR    70.160
Raiffeisen Centrobank AG    7.922  12/27/2019    EUR    69.230
Raiffeisen Centrobank AG    5.721  12/27/2019    EUR    66.740
Vontobel Financial Produc  11.000    1/3/2020    EUR    60.610
Vontobel Financial Produc  12.000    1/3/2020    EUR    59.150
UBS AG/London              12.000   5/14/2020    EUR    68.500
UBS AG/London               9.000   5/14/2020    CHF    70.500
BNP Paribas Emissions- un   6.000  12/30/2019    EUR    65.270
Credit Suisse AG/London     9.750   2/18/2020    USD    68.770
Vontobel Financial Produc  15.000    1/3/2020    EUR    68.100
Vontobel Financial Produc  12.500    1/3/2020    EUR    72.640
Vontobel Financial Produc  13.500    1/3/2020    EUR    70.280
Vontobel Financial Produc  16.000    1/3/2020    EUR    66.030
SG Issuer SA                5.000   5/23/2024    EUR    62.590
SG Issuer SA                5.000    4/2/2024    EUR    61.820
Leonteq Securities AG/Gue   6.600   8/18/2020    CHF    71.600
Leonteq Securities AG/Gue   6.000   8/18/2020    CHF    70.310
UniCredit Bank AG           5.250   9/19/2020    EUR    58.740
Raiffeisen Schweiz Genoss   9.000  10/12/2020    CHF    67.690
Landesbank Hessen-Thuerin   6.600   2/17/2023    EUR    59.050
Landesbank Hessen-Thuerin   4.350   2/24/2023    EUR    42.250
DekaBank Deutsche Girozen   2.800   1/24/2020    EUR    61.470
DekaBank Deutsche Girozen   2.900   1/31/2020    EUR    77.980
DekaBank Deutsche Girozen   2.900   2/21/2020    EUR    77.420
Vontobel Financial Produc  27.500   8/12/2020    USD    57.370
Vontobel Financial Produc   9.500   6/12/2020    EUR    67.970
Vontobel Financial Produc   9.000   9/11/2020    EUR    69.510
DZ Bank AG Deutsche Zentr   4.500   9/23/2020    EUR    70.780
DZ Bank AG Deutsche Zentr   6.000   6/24/2020    EUR    61.300
HSBC Trinkaus & Burkhardt   2.620  12/30/2019    EUR    74.740
DZ Bank AG Deutsche Zentr   5.250  12/27/2019    EUR    71.280
DZ Bank AG Deutsche Zentr  17.000   6/26/2020    EUR    72.570
Vontobel Financial Produc   4.500   6/12/2020    EUR    72.170
UBS AG/London              23.400   6/25/2020    EUR    68.970
Leonteq Securities AG/Gue   4.750   11/1/2021    CHF    44.650
Vontobel Financial Produc  10.500    1/3/2020    EUR    74.660
Vontobel Financial Produc  12.000    1/3/2020    EUR    48.720
EFG International Finance   8.000   4/21/2020    USD    42.750
Leonteq Securities AG       7.400   4/24/2020    USD    43.400
Bayerische Landesbank       2.400  11/13/2020    EUR    73.530
DekaBank Deutsche Girozen   2.200   5/15/2020    EUR    73.650
DekaBank Deutsche Girozen   2.100   5/15/2020    EUR    60.550
DekaBank Deutsche Girozen   2.200   4/20/2020    EUR    67.500
UniCredit Bank AG           4.000   7/31/2020    EUR    66.160
Commerzbank AG             30.000   6/30/2020    USD     0.010
Landesbank Baden-Wuerttem   3.250   6/26/2020    EUR    69.910
Vontobel Financial Produc  17.500    1/3/2020    EUR    49.610
Vontobel Financial Produc  16.000    1/3/2020    EUR    51.670
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    71.490
BNP Paribas Emissions- un  25.000  12/30/2019    EUR    61.780
BNP Paribas Emissions- un  21.000   3/26/2020    EUR    72.600
UBS AG/London              18.600   6/25/2020    EUR    66.570
UBS AG/London              23.400   3/26/2020    EUR    64.450
UBS AG/London              10.200   6/25/2020    EUR    72.190
UBS AG/London              22.700   3/26/2020    EUR    61.370
Landesbank Baden-Wuerttem   6.500   8/28/2020    EUR    69.610
Vontobel Financial Produc   8.500  12/31/2019    EUR    69.740
DZ Bank AG Deutsche Zentr   6.250  12/27/2019    EUR    40.000
DZ Bank AG Deutsche Zentr  10.500  12/27/2019    EUR    71.640
BNP Paribas Emissions- un  18.000  12/30/2019    EUR    71.320
BNP Paribas Emissions- un  13.000  12/30/2019    EUR    68.520
UniCredit Bank AG           7.800  12/29/2020    EUR    42.350
UniCredit Bank AG           9.200  12/29/2020    EUR    40.490
UniCredit Bank AG          19.800   6/26/2020    EUR    73.130
Societe Generale SA        12.000    4/2/2020    USD    48.200
Vontobel Financial Produc  11.000   3/27/2020    EUR    57.260
DZ Bank AG Deutsche Zentr  10.000   3/25/2020    EUR    69.720
DZ Bank AG Deutsche Zentr   4.500  12/27/2019    EUR    58.980
Leonteq Securities AG       9.000   3/27/2020    USD    43.800
Commerzbank AG              3.900   3/23/2022    USD     7.190
Landesbank Hessen-Thuerin   5.200   9/30/2022    EUR    70.920
Leonteq Securities AG/Gue   6.000    6/8/2020    CHF    63.430
UniCredit Bank AG           5.750    7/4/2020    EUR    48.610
DekaBank Deutsche Girozen   4.400   2/21/2020    EUR    67.970
DekaBank Deutsche Girozen   2.750   4/17/2020    EUR    75.140
DekaBank Deutsche Girozen   2.700   4/17/2020    EUR    60.930
Landesbank Baden-Wuerttem   5.200   1/24/2020    EUR    58.740
Landesbank Baden-Wuerttem   5.600   1/24/2020    EUR    47.480
Natixis SA                  4.975   3/23/2020    USD    45.731
DekaBank Deutsche Girozen   3.200    5/3/2021    EUR    73.820
DekaBank Deutsche Girozen   2.050    5/3/2021    EUR    55.480
Societe Generale SA        13.000   4/16/2020    USD    43.220
Commerzbank AG              1.580   9/16/2024    USD     4.330
UniCredit Bank AG           5.100   4/16/2021    EUR    69.630
DekaBank Deutsche Girozen   2.200   4/16/2021    EUR    62.190
UBS AG/London               6.500   3/30/2020    CHF    72.750
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    73.360
Leonteq Securities AG/Gue   5.600   5/25/2021    CHF    61.000
Landesbank Baden-Wuerttem   4.650   3/27/2020    EUR    64.980
UniCredit Bank AG           4.000   6/11/2020    EUR    67.030
UBS AG/London              11.000    5/4/2020    USD    67.600
UBS AG/London               9.500  11/16/2020    USD    61.200
Raiffeisen Schweiz Genoss   6.000   5/25/2020    EUR    68.310
Raiffeisen Schweiz Genoss   4.600   5/25/2020    CHF    59.230
Raiffeisen Schweiz Genoss   8.600   5/28/2020    CHF    61.160
Raiffeisen Schweiz Genoss   7.500   5/25/2020    CHF    21.290
Raiffeisen Schweiz Genoss   6.450   5/25/2020    CHF    73.460
UBS AG/London               6.000   5/18/2020    CHF    60.650
UBS AG/London              10.000   5/18/2020    CHF    50.700
Landesbank Hessen-Thuerin   2.350  12/21/2020    EUR    74.100
BNP Paribas Emissions- un   5.000  12/30/2019    EUR    52.870
BNP Paribas Emissions- un   7.000  12/30/2019    EUR    53.320
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    50.950
BNP Paribas Emissions- un   6.000  12/30/2019    EUR    70.620
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    70.330
BNP Paribas Emissions- un   4.000  12/30/2019    EUR    52.320
BNP Paribas Emissions- un   5.000  12/30/2019    EUR    49.980
BNP Paribas Emissions- un   7.000  12/30/2019    EUR    50.390
Leonteq Securities AG       5.600   5/16/2022    CHF    74.740
DekaBank Deutsche Girozen   2.660   2/28/2020    EUR    74.520
Leonteq Securities AG/Gue   7.000   12/1/2020    CHF    75.160
Landesbank Hessen-Thuerin   5.350   9/22/2023    EUR    67.620
DekaBank Deutsche Girozen   2.800   6/19/2020    EUR    54.920
EFG International Finance   7.000    6/8/2021    EUR    70.420
EFG International Finance   5.550   7/12/2021    USD    57.420
Leonteq Securities AG/Gue   6.000   5/22/2020    CHF    62.570
Landesbank Baden-Wuerttem   3.100   7/24/2020    EUR    64.530
DekaBank Deutsche Girozen   3.800  10/23/2020    EUR    65.000
Raiffeisen Schweiz Genoss   6.500   10/9/2020    CHF    56.610
Landesbank Hessen-Thuerin   4.750   5/11/2023    EUR    61.930
Landesbank Baden-Wuerttem   4.400   1/24/2020    EUR    69.520
Landesbank Baden-Wuerttem   4.100   1/24/2020    EUR    72.230
Landesbank Baden-Wuerttem   4.100   1/24/2020    EUR    64.550
Leonteq Securities AG/Gue  10.000   4/17/2020    CHF    46.650
UBS AG/London               5.500    4/6/2020    CHF    75.550
UBS AG/London               3.900    1/2/2020    EUR    69.110
UBS AG/London               4.500   3/26/2020    EUR    59.860
UBS AG/London               5.000    1/2/2020    EUR    67.870
UniCredit Bank AG          10.600    1/3/2020    EUR    75.520
UniCredit Bank AG           7.700    1/3/2020    EUR    60.800
UniCredit Bank AG           9.900    1/3/2020    EUR    53.950
Landesbank Hessen-Thuerin   8.600  11/17/2022    EUR    64.640
Landesbank Baden-Wuerttem   3.000  12/29/2020    EUR    67.540
Landesbank Baden-Wuerttem   4.400  12/29/2020    EUR    75.870
UBS AG/London               9.500   4/20/2020    CHF    63.300
EFG International Finance   7.200   11/2/2020    EUR    65.930
Landesbank Hessen-Thuerin   4.000  11/24/2021    EUR    55.750
Landesbank Hessen-Thuerin   4.000  11/24/2021    EUR    66.140
Landesbank Hessen-Thuerin   2.200  11/24/2020    EUR    56.950
Landesbank Hessen-Thuerin   6.450   2/24/2023    EUR    64.710
Leonteq Securities AG/Gue   6.400   11/3/2021    CHF    70.770
Leonteq Securities AG/Gue   6.400   11/3/2020    EUR    56.670
Landesbank Hessen-Thuerin   3.000    6/4/2021    EUR    73.800
Landesbank Hessen-Thuerin   4.000    6/4/2021    EUR    48.700
DekaBank Deutsche Girozen   2.000   6/25/2021    EUR    62.620
UniCredit Bank AG           6.000  12/25/2021    EUR    74.550
Bayerische Landesbank       3.100   7/10/2020    EUR    67.240
UBS AG/London               5.750  11/23/2020    CHF    63.500
UBS AG/London               8.000    6/8/2020    CHF    71.250
UBS AG/London              10.750    6/8/2020    CHF    63.700
UBS AG/London               6.500   12/7/2020    EUR    61.100
UBS AG/London               7.250    6/8/2020    USD    67.930
Corner Banca SA            11.000  12/18/2019    CHF    54.590
Leonteq Securities AG       5.000   6/15/2021    CHF    60.100
Leonteq Securities AG/Gue   7.000   6/15/2020    CHF    59.630
UBS AG/London               7.100    1/2/2020    EUR    58.290
UBS AG/London               4.300    1/2/2020    EUR    58.560
Raiffeisen Schweiz Genoss   6.500  12/18/2019    CHF    50.010
Raiffeisen Schweiz Genoss   5.300  12/15/2020    EUR    74.150
Deutsche Bank AG            5.500  12/24/2019    EUR
Deutsche Bank AG            5.500  12/24/2019    EUR    60.600
Deutsche Bank AG            5.500  12/24/2019    EUR    55.200
Deutsche Bank AG            5.500  12/24/2019    EUR    54.900
Deutsche Bank AG            5.500  12/24/2019    EUR    68.100
Deutsche Bank AG            5.500  12/24/2019    EUR
Deutsche Bank AG            5.500  12/24/2019    EUR
DekaBank Deutsche Girozen   4.300    1/4/2021    EUR    57.980
UBS AG/London               8.750   6/15/2020    EUR    71.750
Bayerische Landesbank       3.000   7/17/2020    EUR    71.000
DekaBank Deutsche Girozen   3.350   7/10/2020    EUR    69.110
Raiffeisen Schweiz Genoss   6.300    1/6/2020    CHF    57.610
Raiffeisen Schweiz Genoss   5.000  12/22/2020    CHF    74.620
BNP Paribas Emissions- un   8.500  12/30/2019    EUR    65.020
BNP Paribas Emissions- un  15.000  12/30/2019    EUR    65.220
BNP Paribas Emissions- un  19.000  12/30/2019    EUR    65.340
BNP Paribas Emissions- un   6.500  12/30/2019    EUR    72.750
BNP Paribas Emissions- un   8.500  12/30/2019    EUR    72.820
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    72.890
BNP Paribas Emissions- un   5.000  12/30/2019    EUR    71.260
BNP Paribas Emissions- un   7.000  12/30/2019    EUR    71.320
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    64.460
BNP Paribas Emissions- un  17.000  12/30/2019    EUR    64.690
BNP Paribas Emissions- un   4.000  12/30/2019    EUR    55.190
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    55.310
BNP Paribas Emissions- un  14.000  12/30/2019    EUR    55.500
BNP Paribas Emissions- un  20.000  12/30/2019    EUR    61.780
BNP Paribas Emissions- un   4.500  12/30/2019    EUR    58.090
BNP Paribas Emissions- un   6.500  12/30/2019    EUR    75.840
BNP Paribas Emissions- un  18.000  12/30/2019    EUR    66.270
BNP Paribas Emissions- un  20.000  12/30/2019    EUR    68.340
BNP Paribas Emissions- un   4.500  12/30/2019    EUR    65.980
BNP Paribas Emissions- un   6.500  12/30/2019    EUR    66.040
Vontobel Financial Produc   9.500    1/3/2020    EUR    73.710
Vontobel Financial Produc  14.500    1/3/2020    EUR    65.780
Vontobel Financial Produc  13.000    1/3/2020    EUR    67.580
Vontobel Financial Produc  16.000    1/3/2020    EUR    64.050
Vontobel Financial Produc  16.000    1/3/2020    EUR    61.790
Vontobel Financial Produc  18.000    1/3/2020    EUR    68.270
Vontobel Financial Produc  13.000    1/3/2020    EUR    72.240
Vontobel Financial Produc  11.500    1/3/2020    EUR    74.650
Vontobel Financial Produc  14.500    1/3/2020    EUR    69.990
Leonteq Securities AG/Gue  10.280   6/11/2020    CHF    70.020
UBS AG/London               5.400    1/2/2020    EUR    56.220
UBS AG/London               6.100   6/25/2020    EUR    58.960
UBS AG/London               8.100    1/2/2020    EUR    55.460
Raiffeisen Schweiz Genoss   7.100   6/15/2020    CHF    58.450
Raiffeisen Schweiz Genoss   9.500  12/15/2020    CHF    75.020
Credit Suisse AG/Nassau     7.000  12/30/2019    CHF    58.200
Deutsche Bank AG            5.500  12/24/2019    EUR
Deutsche Bank AG            5.500  12/24/2019    EUR
Deutsche Bank AG            5.500  12/24/2019    EUR    62.000
Deutsche Bank AG            5.500  12/24/2019    EUR    57.800
Deutsche Bank AG            5.500  12/24/2019    EUR
Deutsche Bank AG            5.500  12/24/2019    EUR    61.300
Deutsche Bank AG            5.500  12/24/2019    EUR    50.000
Credit Suisse AG/London     7.000  12/18/2019    CHF    55.530
Leonteq Securities AG      10.000  12/27/2019    EUR    72.870
Credit Suisse AG/London     7.000  12/23/2019    EUR    51.140
UBS AG/London              10.250   6/15/2020    CHF    52.450
UBS AG/London               7.000  12/14/2020    CHF    61.450
UBS AG/London               6.500  12/14/2020    EUR    72.500
UniCredit Bank AG           3.750   8/23/2021    EUR    71.860
Landesbank Baden-Wuerttem   4.150   2/28/2020    EUR    58.650
Landesbank Hessen-Thuerin   5.200    9/8/2022    EUR    72.550
DekaBank Deutsche Girozen   2.150   8/28/2020    EUR    76.360
Landesbank Hessen-Thuerin   4.000    3/8/2021    EUR    55.300
Raiffeisen Switzerland BV   5.000   8/14/2020    EUR    50.360
Landesbank Hessen-Thuerin   4.500    9/8/2021    EUR    65.720
EFG International Finance   6.000   8/24/2020    CHF    70.280
Landesbank Hessen-Thuerin   3.100   8/13/2020    EUR    61.200
DekaBank Deutsche Girozen   3.100   1/10/2020    EUR    36.370
Leonteq Securities AG       8.000   1/27/2020    EUR    72.270
Barclays Bank PLC          13.500  10/16/2020    EUR    76.720
Raiffeisen Centrobank AG    4.737  12/27/2019    EUR    57.530
Raiffeisen Centrobank AG    6.767  12/27/2019    EUR    58.230
Zurcher Kantonalbank Fina   7.250  10/19/2020    CHF    72.540
Landesbank Hessen-Thuerin   5.450  11/17/2022    EUR    65.610
UniCredit Bank AG          11.600    1/3/2020    EUR    44.440
UniCredit Bank AG          12.200    1/3/2020    EUR    54.230
UniCredit Bank AG           9.800    1/3/2020    EUR    48.170
UniCredit Bank AG           7.500    1/3/2020    EUR    62.590
UniCredit Bank AG           5.300    1/3/2020    EUR    61.160
UniCredit Bank AG           6.000    1/3/2020    EUR    50.690
UniCredit Bank AG           6.500    1/3/2020    EUR    46.860
UniCredit Bank AG           5.400    1/3/2020    EUR    51.700
UniCredit Bank AG          11.600    1/3/2020    EUR    72.310
UniCredit Bank AG          11.000    1/3/2020    EUR    41.220
UniCredit Bank AG           3.800    1/3/2020    EUR    70.470
UniCredit Bank AG           7.200    1/3/2020    EUR    55.900
UniCredit Bank AG           7.100    1/3/2020    EUR    61.790
UniCredit Bank AG           6.900    1/3/2020    EUR    52.230
UniCredit Bank AG           6.800    1/3/2020    EUR    58.350
UniCredit Bank AG           8.500    1/3/2020    EUR    65.160
UniCredit Bank AG          10.300    1/3/2020    EUR    48.280
UniCredit Bank AG           7.600    1/3/2020    EUR    73.610
UniCredit Bank AG           6.000    1/3/2020    EUR    71.620
UniCredit Bank AG          10.900    1/3/2020    EUR    60.430
UniCredit Bank AG           8.600    1/3/2020    EUR    34.590
UniCredit Bank AG           9.900    1/3/2020    EUR    50.090
UniCredit Bank AG           4.600    1/3/2020    EUR    62.890
UniCredit Bank AG           4.700    1/3/2020    EUR    74.630
UniCredit Bank AG          10.000    1/3/2020    EUR    54.760
DZ Bank AG Deutsche Zentr   7.250   8/26/2020    EUR    73.160
Landesbank Hessen-Thuerin   3.350   8/13/2020    EUR    75.200
BNP Paribas Issuance BV     6.400    6/1/2020    EUR    60.900
BNP Paribas Issuance BV     6.200    6/1/2020    EUR    70.650
Leonteq Securities AG/Gue   2.500    6/5/2024    EUR    61.650
Landesbank Hessen-Thuerin   4.000  11/10/2021    EUR    70.850
EFG International Finance   7.200  10/26/2020    USD    56.730
Raiffeisen Centrobank AG    8.571  12/27/2019    EUR    20.250
Raiffeisen Centrobank AG    6.767  12/27/2019    EUR    71.540
Raiffeisen Centrobank AG    7.444  12/27/2019    EUR    73.030
Landesbank Hessen-Thuerin   5.100   2/17/2023    EUR    62.470
UniCredit Bank AG           4.850   11/1/2020    EUR    59.374
UniCredit Bank AG          12.100    1/3/2020    EUR    42.290
UniCredit Bank AG           6.300    1/3/2020    EUR    74.350
UniCredit Bank AG           9.800    1/3/2020    EUR    63.260
UniCredit Bank AG           7.300    1/3/2020    EUR    47.400
UniCredit Bank AG           8.800    1/3/2020    EUR    44.530
UniCredit Bank AG           6.800    1/3/2020    EUR    62.960
UniCredit Bank AG           5.000    1/3/2020    EUR     2.190
UniCredit Bank AG           3.400    1/3/2020    EUR    71.170
UniCredit Bank AG          12.200    1/3/2020    EUR    39.150
UniCredit Bank AG           8.700    1/3/2020    EUR    69.000
UniCredit Bank AG          11.200    1/3/2020    EUR    50.690
UniCredit Bank AG           3.900    1/3/2020    EUR    57.820
UniCredit Bank AG           8.400    1/3/2020    EUR    47.150
UniCredit Bank AG           8.000    1/3/2020    EUR    48.600
UniCredit Bank AG          12.900    1/3/2020    EUR    56.790
UniCredit Bank AG          11.900    1/3/2020    EUR    49.740
UniCredit Bank AG           3.600    1/3/2020    EUR    73.670
UniCredit Bank AG          13.000    1/3/2020    EUR    48.840
UniCredit Bank AG           8.800    1/3/2020    EUR    59.870
UniCredit Bank AG          10.100    1/3/2020    EUR    68.330
UniCredit Bank AG           8.700    1/3/2020    EUR    66.110
Vontobel Financial Produc  20.500   9/25/2020    EUR    53.460
UBS AG/London               6.700   6/25/2020    EUR    74.380
UniCredit Bank AG          12.900    1/3/2020    EUR    32.170
UniCredit Bank AG          10.900    1/3/2020    EUR    35.450
UniCredit Bank AG          11.600    1/3/2020    EUR    67.680
UniCredit Bank AG           4.400    1/3/2020    EUR    61.740
UniCredit Bank AG           8.000    1/3/2020    EUR    78.690
UniCredit Bank AG           4.900    1/3/2020    EUR    73.390
UniCredit Bank AG           7.000    1/3/2020    EUR    67.130
Landesbank Baden-Wuerttem   3.000  12/29/2020    EUR    74.910
Landesbank Baden-Wuerttem   3.600  12/29/2020    EUR    74.380
UniCredit Bank AG           4.250  11/21/2021    EUR    72.240
UniCredit Bank AG           4.200  11/21/2021    EUR    65.500
UBS AG/London              18.000   6/25/2020    EUR    63.460
UBS AG/London              16.300   6/25/2020    EUR    68.390
UniCredit Bank AG           5.350   7/28/2020    EUR    75.710
Leonteq Securities AG/Gue   5.000    9/8/2020    CHF    42.860
Vontobel Financial Produc   6.000    1/3/2020    EUR    62.620
BNP Paribas Emissions- un   8.000   3/26/2020    EUR    67.060
BNP Paribas Emissions- un  10.000   3/26/2020    EUR    67.580
Vontobel Financial Produc  16.000   9/25/2020    EUR    68.700
UniCredit Bank AG           3.500   9/19/2021    EUR    53.310
DekaBank Deutsche Girozen   2.000   9/18/2020    EUR    75.490
Leonteq Securities AG/Gue   8.200    9/1/2020    CHF    73.350
DZ Bank AG Deutsche Zentr  10.250   3/25/2020    EUR    65.960
Commerzbank AG              2.100   8/28/2020    EUR    63.550
Landesbank Baden-Wuerttem   6.100   3/27/2020    EUR    61.640
Zurcher Kantonalbank Fina   6.750   2/19/2020    EUR    62.220
UniCredit Bank AG           5.000   9/26/2021    EUR    66.460
Landesbank Baden-Wuerttem   4.250   2/28/2020    EUR    59.980
Vontobel Financial Produc   5.500    1/3/2020    EUR    62.130
BNP Paribas Emissions- un   7.000   6/25/2020    EUR    67.050
BNP Paribas Emissions- un   8.000   6/25/2020    EUR    67.570
DekaBank Deutsche Girozen   3.650   3/27/2020    EUR    66.830
UniCredit Bank AG           3.800   9/19/2021    EUR    65.040
UniCredit Bank AG           3.850   9/19/2021    EUR    60.630
DZ Bank AG Deutsche Zentr   8.250   3/25/2020    EUR    61.610
Landesbank Baden-Wuerttem   4.450   8/28/2020    EUR    69.320
Leonteq Securities AG/Gue   5.200   7/28/2020    CHF    67.430
Landesbank Baden-Wuerttem   2.800   1/24/2020    EUR    76.390
Societe Generale SA         8.600   7/29/2022    USD    47.900
Landesbank Baden-Wuerttem   3.500   8/28/2020    EUR    74.900
Leonteq Securities AG/Gue   7.800   2/16/2021    USD    51.930
Landesbank Hessen-Thuerin   4.000  10/13/2021    EUR    66.240
Landesbank Hessen-Thuerin   6.250   7/15/2022    EUR    57.690
Landesbank Hessen-Thuerin   4.000   4/29/2020    EUR    77.070
Federal Grid Co Unified E   5.000   3/23/2050    RUB
Societe Generale Effekten   9.840   3/27/2020    EUR    67.210
Societe Generale Effekten  13.120   3/27/2020    EUR    65.150
Societe Generale Effekten   8.614   9/25/2020    EUR    74.680
Societe Generale Effekten  21.836   6/25/2021    EUR    71.180
Landesbank Baden-Wuerttem   3.500   6/25/2021    EUR    73.960
Bank Julius Baer & Co Ltd   8.100    5/5/2020    USD    74.600
Goldman Sachs & Co Wertpa  10.000   5/20/2020    EUR    70.400
Vontobel Financial Produc   8.000   3/27/2020    EUR    72.150
Vontobel Financial Produc   9.500   3/27/2020    EUR    70.390
Vontobel Financial Produc  17.000   3/27/2020    EUR    59.190
Vontobel Financial Produc  17.500   3/27/2020    EUR    68.680
Vontobel Financial Produc   5.000   3/27/2020    EUR    71.370
Landesbank Baden-Wuerttem   2.000   6/25/2021    EUR    74.890
Goldman Sachs & Co Wertpa   6.000   1/22/2020    EUR    60.920
Goldman Sachs & Co Wertpa   7.000   1/22/2020    EUR    63.300
Societe Generale Effekten   4.910  12/31/2019    EUR    71.650
Societe Generale Effekten   7.014  12/31/2019    EUR    64.620
Societe Generale Effekten   7.497   3/27/2020    EUR    73.580
Societe Generale Effekten   8.434   3/27/2020    EUR    70.150
Societe Generale Effekten   9.372   3/27/2020    EUR    70.440
Societe Generale Effekten   9.372   3/27/2020    EUR    67.070
Societe Generale Effekten  12.183   3/27/2020    EUR    64.870
Societe Generale Effekten  14.057   3/27/2020    EUR    65.440
Landesbank Baden-Wuerttem   6.500   6/25/2021    EUR    74.250
Goldman Sachs & Co Wertpa   5.000   1/22/2020    EUR    65.040
Goldman Sachs & Co Wertpa   5.000   2/26/2020    EUR    65.310
Goldman Sachs & Co Wertpa   5.000   3/25/2020    EUR    65.500
Landesbank Baden-Wuerttem   6.500   6/25/2021    EUR    60.670
Landesbank Baden-Wuerttem   5.000   6/25/2021    EUR    74.900
Landesbank Baden-Wuerttem   3.500   6/25/2021    EUR    76.480
Goldman Sachs & Co Wertpa   7.000  12/27/2019    EUR    62.830
Goldman Sachs & Co Wertpa   7.000   2/26/2020    EUR    61.710
Goldman Sachs & Co Wertpa   6.000   4/22/2020    EUR    66.310
Landesbank Baden-Wuerttem   3.000   6/25/2021    EUR    66.450
Societe Generale Effekten  10.309   3/27/2020    EUR    67.350
Societe Generale Effekten  11.246   3/27/2020    EUR    67.640
Societe Generale Effekten  11.714   3/27/2020    EUR    64.720
Societe Generale Effekten   9.490   6/26/2020    EUR    74.690
Societe Generale Effekten  11.863   6/26/2020    EUR    69.030
Societe Generale Effekten  14.829   6/26/2020    EUR    64.690
Societe Generale Effekten  17.795   6/26/2020    EUR    66.040
Landesbank Baden-Wuerttem   5.000   6/25/2021    EUR    62.170
Goldman Sachs & Co Wertpa   6.000  12/27/2019    EUR    60.400
Goldman Sachs & Co Wertpa   8.000   2/26/2020    EUR    64.140
Goldman Sachs & Co Wertpa   6.000   5/20/2020    EUR    66.750
Goldman Sachs & Co Wertpa  23.000   4/22/2020    EUR    75.010
Deutsche Bank AG            8.200   3/24/2020    EUR    72.400
Goldman Sachs & Co Wertpa  23.000   2/26/2020    EUR    74.850
Goldman Sachs & Co Wertpa  24.000   3/25/2020    EUR    73.540
Landesbank Hessen-Thuerin   5.000   8/11/2021    EUR    59.650
Raiffeisen Schweiz Genoss   7.410   7/13/2020    CHF    71.130
Deutsche Bank AG            8.200   6/23/2020    EUR    73.100
DZ Bank AG Deutsche Zentr   8.000   6/24/2020    EUR    73.200
Societe Generale Effekten   4.208  12/31/2019    EUR    71.610
Societe Generale Effekten   7.014  12/31/2019    EUR    71.770
Societe Generale Effekten   8.767  12/31/2019    EUR    64.720
Societe Generale Effekten   6.092   3/27/2020    EUR    73.150
Societe Generale Effekten   7.966   3/27/2020    EUR    70.010
Societe Generale Effekten   9.840   3/27/2020    EUR    70.580
Societe Generale Effekten  10.777   3/27/2020    EUR    67.500
Societe Generale Effekten  11.714   3/27/2020    EUR    67.780
Societe Generale Effekten  13.589   3/27/2020    EUR    62.510
Societe Generale Effekten   6.082   4/24/2020    EUR    73.230
Societe Generale Effekten   3.507  12/31/2019    EUR    71.570
Societe Generale Effekten   5.611  12/31/2019    EUR    71.690
Societe Generale Effekten   6.560   3/27/2020    EUR    73.290
Societe Generale Effekten  12.652   3/27/2020    EUR    65.010
Societe Generale Effekten  10.137   4/24/2020    EUR    67.830
Societe Generale Effekten  15.205   4/24/2020    EUR    63.830
Societe Generale Effekten   7.118   6/26/2020    EUR    73.610
DekaBank Deutsche Girozen   3.200    1/7/2020    EUR    79.770
Societe Generale Effekten   6.312  12/31/2019    EUR    71.730
Societe Generale Effekten  10.521  12/31/2019    EUR    64.820
Societe Generale Effekten   5.623   3/27/2020    EUR    73.010
Societe Generale Effekten   7.029   3/27/2020    EUR    73.440
Societe Generale Effekten   7.966   3/27/2020    EUR    73.720
Societe Generale Effekten   7.497   3/27/2020    EUR    69.860
Societe Generale Effekten   8.903   3/27/2020    EUR    70.290
Societe Generale Effekten  11.246   3/27/2020    EUR    64.580
Societe Generale Effekten  14.057   3/27/2020    EUR    62.660
Societe Generale Effekten   8.110   4/24/2020    EUR    73.960
Societe Generale Effekten  12.671   4/24/2020    EUR    68.740
DZ Bank AG Deutsche Zentr   9.000  12/27/2019    EUR    75.840
DZ Bank AG Deutsche Zentr   5.000   6/24/2020    EUR    71.970
Societe Generale Effekten   8.958   9/18/2020    EUR    70.620
Societe Generale Effekten  21.992  12/20/2019    EUR    48.850
Societe Generale Effekten  26.897  12/20/2019    EUR    71.010
Societe Generale Effekten   9.018   3/20/2020    EUR    68.050
Societe Generale Effekten   7.619   6/19/2020    EUR    70.250
Societe Generale Effekten  22.874   3/20/2020    EUR    55.350
Societe Generale Effekten  11.570   6/19/2020    EUR    65.660
Societe Generale Effekten  26.581  12/20/2019    EUR    67.080
Societe Generale Effekten   8.860  12/20/2019    EUR    70.380
Societe Generale Effekten  25.074   3/20/2020    EUR    63.290
Vontobel Financial Produc  15.500   6/26/2020    EUR    55.890
Societe Generale Effekten  22.874   3/20/2020    EUR    58.100
Societe Generale Effekten  14.077   3/20/2020    EUR    75.310
Vontobel Financial Produc  14.500   3/27/2020    EUR    61.390
Societe Generale Effekten  21.992  12/20/2019    EUR    71.290
Societe Generale Effekten   4.839   3/20/2020    EUR    73.930
Societe Generale Effekten   9.898   3/20/2020    EUR    67.050
Societe Generale Effekten  20.895   3/20/2020    EUR    59.140
Societe Generale Effekten  21.995   3/20/2020    EUR    58.640
Societe Generale Effekten  10.159   6/19/2020    EUR    70.670
Societe Generale Effekten  22.214   3/20/2020    EUR    65.240
Societe Generale Effekten   4.905  12/20/2019    EUR    66.080
Societe Generale Effekten  17.156   3/20/2020    EUR    58.210
Societe Generale Effekten   7.337   6/19/2020    EUR    71.170
Societe Generale Effekten  19.471   6/19/2020    EUR    60.810
Vontobel Financial Produc  13.500   6/12/2020    EUR    59.490
Vontobel Financial Produc  10.500   6/12/2020    EUR    58.030
SG Issuer SA                0.800  11/30/2020    SEK    18.200
UniCredit Bank AG           3.500   9/22/2020    EUR    72.740
SG Issuer SA                5.000   7/10/2021    EUR    12.500
DZ Bank AG Deutsche Zentr   5.000   9/21/2020    EUR    73.400
DZ Bank AG Deutsche Zentr   6.500   9/21/2020    EUR    68.610
DZ Bank AG Deutsche Zentr   4.750  12/21/2020    EUR    73.740
DZ Bank AG Deutsche Zentr   7.000  12/21/2020    EUR    73.670
DZ Bank AG Deutsche Zentr   6.500  12/21/2020    EUR    73.140
DZ Bank AG Deutsche Zentr   7.500   9/21/2020    EUR    71.560
DZ Bank AG Deutsche Zentr   9.250   9/23/2020    EUR
Vontobel Financial Produc   6.000   3/27/2020    EUR    72.360
Vontobel Financial Produc  13.500   6/25/2020    EUR    64.960
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    68.970
Landesbank Baden-Wuerttem   6.000   4/24/2020    EUR    71.750
DZ Bank AG Deutsche Zentr  12.500   4/22/2020    EUR    48.610
Vontobel Financial Produc   6.000   6/25/2020    EUR    73.260
Credit Suisse AG/London    10.000   4/20/2020    USD    72.470
Vontobel Financial Produc   9.500   3/27/2020    EUR    74.890
DZ Bank AG Deutsche Zentr   8.500   9/23/2020    EUR    77.010
EFG International Finance  15.000   4/23/2020    USD    45.310
Vontobel Financial Produc  13.000   3/27/2020    EUR    71.370
Vontobel Financial Produc   9.500   6/25/2020    EUR    68.490
Vontobel Financial Produc   9.500   6/26/2020    EUR    73.610
Leonteq Securities AG/Gue  19.610    9/4/2020    USD    60.670
Societe Generale Effekten  24.205   9/18/2020    EUR    74.470
Vontobel Financial Produc  11.000   9/25/2020    EUR    57.601
Vontobel Financial Produc  23.000   3/27/2020    EUR    71.120
Leonteq Securities AG/Gue   5.000   1/20/2020    CHF    23.410
National Capital JSC       10.000   9/15/2020    RUB    60.060
Leonteq Securities AG/Gue   5.000    5/3/2021    EUR    67.560
UniCredit Bank AG           4.500  11/18/2020    EUR    53.340
Vontobel Financial Produc  13.500   6/12/2020    EUR    74.140
Vontobel Financial Produc   9.500   6/12/2020    EUR    75.240
Vontobel Financial Produc  14.500   6/12/2020    EUR    69.710
Vontobel Financial Produc  17.000   6/12/2020    EUR    67.520
Landesbank Hessen-Thuerin   4.000  10/14/2020    EUR    37.660
DZ Bank AG Deutsche Zentr   6.900   3/23/2020    EUR    70.520
DZ Bank AG Deutsche Zentr  11.000   3/23/2020    EUR
DZ Bank AG Deutsche Zentr  10.000   6/22/2020    EUR
DZ Bank AG Deutsche Zentr  11.000   6/22/2020    EUR    63.270
DZ Bank AG Deutsche Zentr   9.250   9/21/2020    EUR    64.410
DZ Bank AG Deutsche Zentr  11.000   9/21/2020    EUR
SG Issuer SA                0.820    8/2/2021    SEK    19.810
Vontobel Financial Produc  14.500   3/27/2020    EUR    71.130
Vontobel Financial Produc  10.500   6/26/2020    EUR    68.910
Vontobel Financial Produc   5.000   3/27/2020    EUR    76.090
DZ Bank AG Deutsche Zentr   6.100   3/23/2020    EUR    72.550
VTB Bank PJSC               3.000   9/15/2044    RUB   100.000
DekaBank Deutsche Girozen   2.700    7/1/2020    EUR    72.080
Landesbank Hessen-Thuerin   7.770   7/15/2021    EUR    28.160
Leonteq Securities AG/Gue  20.000   6/24/2020    USD    63.390
Vontobel Financial Produc   9.000   6/25/2020    EUR    70.590
Vontobel Financial Produc   8.000   3/27/2020    EUR    72.110
Vontobel Financial Produc  20.500   3/27/2020    EUR    72.250
DZ Bank AG Deutsche Zentr   6.250   6/22/2020    EUR    67.920
DZ Bank AG Deutsche Zentr   5.000   6/22/2020    EUR    71.450
DZ Bank AG Deutsche Zentr   7.750   9/21/2020    EUR    67.130
DZ Bank AG Deutsche Zentr   6.000   9/21/2020    EUR    67.230
Vontobel Financial Produc  13.000   6/26/2020    EUR    73.740
Vontobel Financial Produc  18.500   6/26/2020    EUR    66.580
Landesbank Baden-Wuerttem   3.170   5/22/2020    EUR    70.290
Landesbank Hessen-Thuerin   4.000   6/16/2022    EUR    73.710
EFG International Finance   8.000   5/26/2020    USD    46.750
Landesbank Hessen-Thuerin   5.300   9/23/2022    EUR    68.570
HSBC Trinkaus & Burkhardt   5.400   3/27/2020    EUR    72.790
EFG International Finance   7.000  10/12/2020    EUR    64.280
UniCredit Bank AG           4.750  10/24/2021    EUR     9.310
HSBC Trinkaus & Burkhardt  11.100   6/26/2020    EUR    74.470
HSBC Trinkaus & Burkhardt   6.500   9/25/2020    EUR    49.200
HSBC Trinkaus & Burkhardt   2.900   9/25/2020    EUR    58.640
HSBC Trinkaus & Burkhardt   6.300   1/24/2020    EUR    47.010
HSBC Trinkaus & Burkhardt   9.500   2/28/2020    EUR    42.620
HSBC Trinkaus & Burkhardt   3.600   2/28/2020    EUR    53.590
HSBC Trinkaus & Burkhardt   2.600   3/27/2020    EUR    57.440
BNP Paribas Emissions- un  10.000   3/26/2020    EUR    66.770
BNP Paribas Emissions- un  13.000   3/26/2020    EUR    61.830
Landesbank Hessen-Thuerin   7.250   3/15/2023    EUR    49.460
Landesbank Baden-Wuerttem   3.350   8/28/2020    EUR    58.120
EFG International Finance   7.200  11/30/2020    EUR    67.050
Landesbank Baden-Wuerttem   2.500   7/24/2020    EUR    74.830
DZ Bank AG Deutsche Zentr   6.250   3/25/2020    EUR    67.030
Vontobel Financial Produc   8.500   6/26/2020    EUR    75.010
Landesbank Baden-Wuerttem   5.000   4/24/2020    EUR    71.430
HSBC Trinkaus & Burkhardt   5.100   3/27/2020    EUR    64.640
HSBC Trinkaus & Burkhardt   5.600   6/26/2020    EUR    64.130
HSBC Trinkaus & Burkhardt   7.700   9/25/2020    EUR    60.050
HSBC Trinkaus & Burkhardt   5.700   9/25/2020    EUR    64.170
HSBC Trinkaus & Burkhardt  10.600   3/27/2020    EUR    76.970
Bank Julius Baer & Co Ltd  15.300   3/23/2020    USD    69.650
Raiffeisen Switzerland BV   7.600   3/25/2020    EUR    66.890
HSBC Trinkaus & Burkhardt   8.000   6/26/2020    EUR    70.840
HSBC Trinkaus & Burkhardt   8.200   9/25/2020    EUR    70.520
HSBC Trinkaus & Burkhardt   5.400  12/28/2020    EUR    74.430
HSBC Trinkaus & Burkhardt   6.000   7/24/2020    EUR    74.070
HSBC Trinkaus & Burkhardt  10.300   6/26/2020    EUR    56.730
HSBC Trinkaus & Burkhardt  10.300   1/24/2020    EUR    55.720
HSBC Trinkaus & Burkhardt   9.400   7/24/2020    EUR    57.870
EFG International Finance   8.400    1/3/2020    CHF    24.530
Leonteq Securities AG       5.200  12/22/2020    CHF    61.160
Raiffeisen Schweiz Genoss   6.000    1/6/2020    CHF    50.480
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    61.540
BNP Paribas Emissions- un   3.500  12/30/2019    EUR    55.020
BNP Paribas Emissions- un  19.000  12/30/2019    EUR    73.140
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    69.900
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    58.250
BNP Paribas Emissions- un  18.000  12/30/2019    EUR    55.620
BNP Paribas Emissions- un   4.500  12/30/2019    EUR    75.780
BNP Paribas Emissions- un   5.000  12/30/2019    EUR    75.000
BNP Paribas Emissions- un  16.000  12/30/2019    EUR    75.340
BNP Paribas Emissions- un  20.000  12/30/2019    EUR    75.460
BNP Paribas Emissions- un  20.000  12/30/2019    EUR    71.720
BNP Paribas Emissions- un  19.000  12/30/2019    EUR    71.500
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    66.420
BNP Paribas Emissions- un  16.000  12/30/2019    EUR    68.220
BNP Paribas Emissions- un  19.000  12/30/2019    EUR    65.120
Vontobel Financial Produc   9.500    1/3/2020    EUR    64.390
Vontobel Financial Produc  13.500    1/3/2020    EUR    58.750
Vontobel Financial Produc   5.500    1/3/2020    EUR    71.330
Credit Suisse AG/London     6.600   5/22/2020    CHF    62.260
Credit Suisse AG/London     8.750   5/21/2020    USD    62.400
Vontobel Financial Produc   6.500    1/3/2020    EUR    72.620
Vontobel Financial Produc  10.000    1/3/2020    EUR    67.200
HSBC Trinkaus & Burkhardt   5.000   2/10/2020    EUR    54.690
HSBC Trinkaus & Burkhardt  11.400  12/27/2019    EUR    43.220
HSBC Trinkaus & Burkhardt   7.300  12/27/2019    EUR    48.950
HSBC Trinkaus & Burkhardt   5.000  12/27/2019    EUR    53.760
HSBC Trinkaus & Burkhardt  11.500   3/27/2020    EUR    43.710
HSBC Trinkaus & Burkhardt   9.800   3/27/2020    EUR    73.380
HSBC Trinkaus & Burkhardt  10.300   3/27/2020    EUR    45.000
HSBC Trinkaus & Burkhardt   6.900   3/27/2020    EUR    49.760
HSBC Trinkaus & Burkhardt   5.000   3/27/2020    EUR    53.950
HSBC Trinkaus & Burkhardt   9.400   2/28/2020    EUR    45.980
HSBC Trinkaus & Burkhardt   6.600  12/27/2019    EUR    69.740
HSBC Trinkaus & Burkhardt   3.900  12/27/2019    EUR    77.480
HSBC Trinkaus & Burkhardt   9.500   3/27/2020    EUR    71.330
HSBC Trinkaus & Burkhardt   7.700   3/27/2020    EUR    75.270
HSBC Trinkaus & Burkhardt   9.200   3/27/2020    EUR    68.750
HSBC Trinkaus & Burkhardt   6.500   6/26/2020    EUR    74.160
HSBC Trinkaus & Burkhardt   6.600   2/28/2020    EUR    74.220
HSBC Trinkaus & Burkhardt   7.300  12/27/2019    EUR    61.190
HSBC Trinkaus & Burkhardt   4.100  12/27/2019    EUR    69.790
HSBC Trinkaus & Burkhardt   5.400  12/27/2019    EUR    71.790
DZ Bank AG Deutsche Zentr   6.750  12/27/2019    EUR    59.960
DZ Bank AG Deutsche Zentr  11.250  12/27/2019    EUR    44.580
DZ Bank AG Deutsche Zentr   5.250  12/27/2019    EUR    72.390
Vontobel Financial Produc   5.750  11/27/2020    EUR    70.930
UBS AG/London               7.000   5/21/2020    EUR    73.450
DZ Bank AG Deutsche Zentr  14.500  12/27/2019    EUR    70.110
DZ Bank AG Deutsche Zentr   8.250  12/27/2019    EUR    67.870
Vontobel Financial Produc  10.500    1/3/2020    EUR    73.780
Vontobel Financial Produc  15.500    1/3/2020    EUR    65.370
Vontobel Financial Produc  17.650  12/17/2019    EUR    74.480
Vontobel Financial Produc  11.500    1/3/2020    EUR    71.580
Vontobel Financial Produc  13.000    1/3/2020    EUR    69.550
Societe Generale Effekten   6.507  12/20/2019    EUR    74.630
Societe Generale Effekten   7.288  12/20/2019    EUR    72.780
Societe Generale Effekten   8.849  12/20/2019    EUR    69.300
Societe Generale Effekten   9.890  12/20/2019    EUR    68.160
Societe Generale Effekten  10.671  12/20/2019    EUR    66.600
Societe Generale Effekten  13.534  12/20/2019    EUR    62.810
Societe Generale Effekten  23.164  12/20/2019    EUR    54.150
Societe Generale Effekten  24.205  12/20/2019    EUR    53.310
Societe Generale Effekten  24.986  12/20/2019    EUR    52.460
Societe Generale Effekten  29.411  12/20/2019    EUR    54.870
Vontobel Financial Produc  16.000   3/13/2020    EUR    64.830
Vontobel Financial Produc  16.000   3/13/2020    EUR    71.220
UniCredit Bank AG           6.400   5/11/2020    EUR    75.730
Leonteq Securities AG/Gue  18.400    4/8/2020    USD    68.250
Leonteq Securities AG/Gue  15.600    4/8/2020    EUR    67.450
Vontobel Financial Produc  16.000   6/26/2020    EUR    72.310
Vontobel Financial Produc   5.000   6/25/2020    EUR    51.260
Vontobel Financial Produc  13.000   6/26/2020    EUR    65.580
Vontobel Financial Produc   6.550   6/26/2020    EUR    60.350
Vontobel Financial Produc   4.500   3/27/2020    EUR    73.800
Vontobel Financial Produc   5.500   3/27/2020    EUR    71.820
Vontobel Financial Produc   7.500   3/27/2020    EUR    68.210
Vontobel Financial Produc   6.500   3/27/2020    EUR    69.950
Vontobel Financial Produc   9.000   3/27/2020    EUR    66.710
Vontobel Financial Produc  11.500   3/27/2020    EUR    63.870
Landesbank Baden-Wuerttem   5.400   7/24/2020    EUR    75.330
Vontobel Financial Produc  10.000   3/27/2020    EUR    65.170
Vontobel Financial Produc   5.500   6/26/2020    EUR    71.550
Vontobel Financial Produc   4.500   6/26/2020    EUR    73.140
Vontobel Financial Produc   7.500   6/26/2020    EUR    68.650
Vontobel Financial Produc   8.500   6/26/2020    EUR    67.340
Vontobel Financial Produc   9.500   6/26/2020    EUR    66.130
Vontobel Financial Produc   6.500   6/26/2020    EUR    70.050
Vontobel Financial Produc  10.500   6/26/2020    EUR    64.990
Vontobel Financial Produc  11.500   6/26/2020    EUR    63.940
Vontobel Financial Produc  16.000   3/27/2020    EUR    70.330
BNP Paribas Emissions- un  10.000   3/26/2020    EUR    75.390
BNP Paribas Emissions- un  14.000   3/26/2020    EUR    70.920
BNP Paribas Emissions- un  12.000   9/24/2020    EUR    73.070
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    72.670
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    70.400
BNP Paribas Emissions- un  21.000  12/30/2019    EUR    63.540
BNP Paribas Emissions- un  10.000   3/26/2020    EUR    73.770
BNP Paribas Emissions- un  14.000   3/26/2020    EUR    69.470
BNP Paribas Emissions- un  17.000   3/26/2020    EUR    67.410
BNP Paribas Emissions- un  19.000  12/30/2019    EUR    55.120
BNP Paribas Emissions- un   8.000   3/26/2020    EUR    70.490
BNP Paribas Emissions- un   7.000   9/24/2020    EUR    71.610
BNP Paribas Emissions- un   8.500   9/24/2020    EUR    69.200
BNP Paribas Emissions- un  10.000   9/24/2020    EUR    67.090
BNP Paribas Emissions- un   7.000  12/24/2020    EUR    72.920
BNP Paribas Emissions- un  11.000  12/24/2020    EUR    67.470
BNP Paribas Emissions- un  22.000  12/30/2019    EUR    69.370
BNP Paribas Emissions- un  18.000   3/26/2020    EUR    73.380
BNP Paribas Emissions- un  13.000  12/30/2019    EUR    73.110
BNP Paribas Emissions- un  16.000  12/30/2019    EUR    69.660
BNP Paribas Emissions- un  21.000  12/30/2019    EUR    73.990
BNP Paribas Emissions- un  11.000   9/24/2020    EUR    74.610
BNP Paribas Emissions- un  13.000  12/24/2020    EUR    73.600
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    73.030
BNP Paribas Emissions- un  15.000  12/30/2019    EUR    74.680
BNP Paribas Emissions- un  17.000   3/26/2020    EUR    76.910
BNP Paribas Emissions- un  17.000  12/30/2019    EUR    58.870
BNP Paribas Emissions- un   9.000   9/24/2020    EUR    70.210
BNP Paribas Emissions- un   7.500  12/24/2020    EUR    72.640
BNP Paribas Emissions- un  11.000  12/24/2020    EUR    68.580
Vontobel Financial Produc  11.000   6/26/2020    EUR    71.460
Vontobel Financial Produc   9.500   9/25/2020    EUR    72.970
Vontobel Financial Produc   6.500   9/25/2020    EUR    67.000
Vontobel Financial Produc   5.000   6/25/2020    EUR    69.180
BNP Paribas Emissions- un  18.000   3/26/2020    EUR    73.180
Landesbank Hessen-Thuerin   6.200   7/24/2020    EUR    77.980
Landesbank Hessen-Thuerin   6.400   8/18/2020    EUR    61.810
Landesbank Hessen-Thuerin   9.500   5/15/2020    EUR    33.810
UniCredit Bank AG           3.800   7/23/2020    EUR    26.320
Landesbank Hessen-Thuerin   8.000  11/17/2020    EUR    65.960
Rosselkhozbank JSC          8.100   7/11/2025    RUB    89.000
Rosselkhozbank JSC          8.100   7/14/2025    RUB    70.020
DekaBank Deutsche Girozen   2.500   7/29/2020    EUR    72.730
BNP Paribas Emissions- un   8.500  12/30/2019    EUR    51.220
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    49.150
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    55.560
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    52.920
BNP Paribas Emissions- un   4.500  12/30/2019    EUR    64.890
BNP Paribas Emissions- un   4.500  12/30/2019    EUR    69.630
BNP Paribas Emissions- un   5.000  12/30/2019    EUR    66.440
BNP Paribas Emissions- un   5.500  12/30/2019    EUR    65.460
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    71.530
BNP Paribas Emissions- un   9.000  12/30/2019    EUR    67.700
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    65.140
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    62.780
BNP Paribas Emissions- un   7.000  12/30/2019    EUR    61.780
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    50.380
BNP Paribas Emissions- un  11.000  12/30/2019    EUR    48.240
BNP Paribas Emissions- un   5.500  12/30/2019    EUR    71.050
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    61.470
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    58.890
BNP Paribas Emissions- un   4.000  12/30/2019    EUR    59.950
BNP Paribas Emissions- un   7.500  12/30/2019    EUR    74.790
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    70.720
Vontobel Financial Produc   9.000    6/5/2020    EUR    51.010
UniCredit Bank AG           4.000    6/7/2022    EUR    61.150
Raiffeisen Schweiz Genoss   5.200   12/1/2020    CHF    59.160
EFG International Finance  10.900   5/29/2020    USD    75.500
Leonteq Securities AG       7.400  11/25/2020    CHF    51.440
Raiffeisen Centrobank AG    5.500   6/30/2020    EUR    70.810
Leonteq Securities AG       6.200    6/8/2021    CHF    74.240
Deutsche Bank AG           15.000  12/24/2019    EUR    51.580
Deutsche Bank AG           15.000  12/24/2019    EUR    53.900
Deutsche Bank AG           15.000  12/24/2019    EUR    74.100
Deutsche Bank AG           15.000  12/24/2019    EUR    65.300
Deutsche Bank AG           15.000  12/24/2019    EUR    50.900
Deutsche Bank AG           15.000  12/24/2019    EUR    49.180
UBS AG/London               7.000    6/2/2020    CHF    58.250
Leonteq Securities AG/Gue   8.000  12/27/2019    CHF    73.060
UniCredit Bank AG           3.850   6/28/2022    EUR    64.740
Raiffeisen Centrobank AG    8.226   6/23/2020    EUR    68.620
Raiffeisen Centrobank AG   10.775  12/27/2019    EUR    68.690
Raiffeisen Centrobank AG    7.258   6/23/2020    EUR    70.880
Raiffeisen Centrobank AG    9.507  12/27/2019    EUR    71.000
Raiffeisen Centrobank AG    6.338  12/27/2019    EUR    71.110
Credit Suisse AG/Nassau     7.250    6/8/2020    EUR    69.740
UniCredit Bank AG           3.800   6/28/2022    EUR    63.830
Natixis SA                  3.150    6/9/2021    USD    61.322
Landesbank Baden-Wuerttem   5.000   2/28/2020    EUR    54.180
Landesbank Baden-Wuerttem   5.300   2/28/2020    EUR    58.600
Landesbank Baden-Wuerttem   4.500   2/28/2020    EUR    70.250
Landesbank Hessen-Thuerin   3.500    7/6/2022    EUR    72.770
Raiffeisen Schweiz Genoss   4.800   12/8/2020    CHF    58.430
Leonteq Securities AG       5.200   6/11/2020    CHF    57.910
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    49.520
UBS AG/London              21.300    1/2/2020    EUR    53.930
UBS AG/London              13.900    1/2/2020    EUR    61.870
UBS AG/London              21.700    1/2/2020    EUR    59.920
UBS AG/London              11.100    1/2/2020    EUR    74.000
UBS AG/London               9.400    1/2/2020    EUR    67.540
UBS AG/London              14.500    1/2/2020    EUR    39.210
UBS AG/London              11.200    1/2/2020    EUR    63.700
UBS AG/London               9.800    1/2/2020    EUR    67.740
UBS AG/London              19.800    1/2/2020    EUR    59.000
UBS AG/London              21.400    1/2/2020    EUR    68.340
UBS AG/London              19.000    1/2/2020    EUR    62.860
UBS AG/London              19.600    1/2/2020    EUR    68.690
HSBC Trinkaus & Burkhardt  12.500   3/27/2020    EUR    41.110
HSBC Trinkaus & Burkhardt   6.900   3/27/2020    EUR    47.700
HSBC Trinkaus & Burkhardt   9.200   2/28/2020    EUR    44.180
Vontobel Financial Produc  10.500    1/3/2020    EUR    73.440
Vontobel Financial Produc  14.000    1/3/2020    EUR    66.960
Vontobel Financial Produc  17.500    1/3/2020    EUR    68.210
Vontobel Financial Produc  10.000    1/3/2020    EUR    73.730
Vontobel Financial Produc  15.000    1/3/2020    EUR    65.800
UBS AG/London              10.000   6/12/2020    EUR    73.700
Vontobel Financial Produc  10.500    1/3/2020    EUR    74.170
Vontobel Financial Produc   9.000    1/3/2020    EUR    72.730
HSBC Trinkaus & Burkhardt  10.000   3/27/2020    EUR    73.130
HSBC Trinkaus & Burkhardt  29.800   1/24/2020    EUR    73.820
HSBC Trinkaus & Burkhardt  28.800   1/24/2020    EUR    53.400
HSBC Trinkaus & Burkhardt  29.000   1/24/2020    EUR    59.530
HSBC Trinkaus & Burkhardt   8.800  12/27/2019    EUR    73.710
HSBC Trinkaus & Burkhardt  29.100   1/24/2020    EUR    50.380
HSBC Trinkaus & Burkhardt   8.300   3/27/2020    EUR    75.030
HSBC Trinkaus & Burkhardt   7.600  12/27/2019    EUR    44.910
HSBC Trinkaus & Burkhardt  11.600  12/27/2019    EUR    40.060
HSBC Trinkaus & Burkhardt   7.300   3/27/2020    EUR    45.920
HSBC Trinkaus & Burkhardt  10.600   3/27/2020    EUR    41.970
HSBC Trinkaus & Burkhardt  30.000   1/24/2020    EUR    59.660
UniCredit Bank AG           5.050   1/11/2022    EUR    47.180
HSBC Trinkaus & Burkhardt   1.620   3/27/2020    EUR    75.950
Vontobel Financial Produc  11.500    1/3/2020    EUR    57.550
Vontobel Financial Produc  11.000    1/3/2020    EUR    70.170
Vontobel Financial Produc   6.900  12/16/2019    EUR    69.410
Leonteq Securities AG/Gue  10.200  12/17/2019    EUR    73.960
Leonteq Securities AG/Gue   4.000  12/14/2020    CHF     1.190
HSBC Trinkaus & Burkhardt   4.000  12/30/2019    EUR    70.210
DZ Bank AG Deutsche Zentr  10.250   9/23/2020    EUR    69.620
BNP Paribas Emissions- un  22.000   3/26/2020    EUR    70.880
BNP Paribas Emissions- un  25.000   3/26/2020    EUR    69.780
BNP Paribas Emissions- un  21.000   3/26/2020    EUR    72.220
BNP Paribas Emissions- un  23.000   3/26/2020    EUR    75.020
BNP Paribas Emissions- un  20.000   3/26/2020    EUR    73.710
Landesbank Baden-Wuerttem   7.500  10/23/2020    EUR    74.930
Vontobel Financial Produc  10.000   6/12/2020    EUR    71.680
Vontobel Financial Produc  13.000   6/12/2020    EUR    69.350
Vontobel Financial Produc  13.500   6/26/2020    EUR    70.090
Vontobel Financial Produc   9.500   3/27/2020    EUR    73.060
Vontobel Financial Produc  13.000   3/27/2020    EUR    69.860
Vontobel Financial Produc  11.500   3/27/2020    EUR    71.470
Vontobel Financial Produc   9.500   6/26/2020    EUR    73.780
Vontobel Financial Produc  10.500   6/26/2020    EUR    72.280
Vontobel Financial Produc  12.000   6/26/2020    EUR    71.140
Vontobel Financial Produc  12.500   6/26/2020    EUR    75.090
Vontobel Financial Produc  17.000   6/26/2020    EUR    72.240
Vontobel Financial Produc  19.000   6/25/2020    EUR    73.280
Vontobel Financial Produc  24.000   3/27/2020    EUR    71.220
Raiffeisen Centrobank AG    5.333    3/5/2020    EUR    73.370
DekaBank Deutsche Girozen   3.450   7/31/2020    EUR    57.330
Leonteq Securities AG/Gue   5.000   8/17/2020    CHF    66.410
UBS AG/London               6.300    1/2/2020    EUR    73.680
UBS AG/London               3.800   3/26/2020    EUR    59.000
UBS AG/London               4.000    1/2/2020    EUR    66.650
Leonteq Securities AG/Gue  10.600   2/17/2020    CHF    58.270
Leonteq Securities AG       5.000   2/17/2021    CHF    58.330
UBS AG/London              10.000   8/10/2020    USD    58.910
UBS AG/London               6.000   2/10/2020    EUR    58.100
UBS AG/London               6.500   8/10/2020    CHF    66.300
UBS AG/London              10.000   8/10/2020    CHF    66.750
UBS AG/London               6.500    2/8/2021    EUR    69.200
Raiffeisen Schweiz Genoss   6.000   2/17/2020    CHF    61.060
Zurcher Kantonalbank Fina   6.250   2/13/2020    EUR    66.140
Credit Suisse AG/London     9.500   2/24/2020    USD    67.210
DZ Bank AG Deutsche Zentr   6.750  12/27/2019    EUR    53.850
DZ Bank AG Deutsche Zentr   8.750  12/27/2019    EUR    61.910
DZ Bank AG Deutsche Zentr   5.750  12/27/2019    EUR    72.660
DZ Bank AG Deutsche Zentr   9.000  12/27/2019    EUR    24.940
DZ Bank AG Deutsche Zentr  11.250  12/27/2019    EUR    62.200
Landesbank Hessen-Thuerin   4.000   9/14/2022    EUR    69.690
WEB Windenergie AG          2.250   9/25/2028    EUR    55.010
Leonteq Securities AG/Gue   5.600   8/24/2021    CHF    59.880
UBS AG/London               8.750   8/17/2020    CHF    37.350
UBS AG/London               9.500   8/17/2020    CHF    64.600
UBS AG/London              10.000   8/17/2020    CHF    66.400
UBS AG/London               9.000   8/17/2020    EUR    69.050
UBS AG/London               8.000   8/17/2020    EUR    61.050
UBS AG/London               7.000   8/17/2020    EUR    75.100
UBS AG/London               8.000   8/17/2020    CHF    61.650
Raiffeisen Schweiz Genoss   5.340   8/17/2020    CHF    71.720
DekaBank Deutsche Girozen   3.000   9/11/2020    EUR    65.700
Vontobel Financial Produc   3.840   2/17/2020    EUR    68.960
Leonteq Securities AG       8.000   8/24/2020    CHF    68.450
Raiffeisen Schweiz Genoss   6.500   2/24/2020    CHF    66.820
Raiffeisen Schweiz Genoss   5.250   2/24/2020    CHF    73.020
DZ Bank AG Deutsche Zentr  11.750   3/25/2020    EUR    53.780
Leonteq Securities AG/Gue   8.400  12/18/2019    CHF    21.260
HSBC Trinkaus & Burkhardt   8.600  12/27/2019    EUR    68.590
HSBC Trinkaus & Burkhardt   6.200   6/26/2020    EUR    72.740
UniCredit Bank AG           4.200    1/4/2021    EUR    53.640
Leonteq Securities AG/Gue   7.400  12/22/2020    CHF    73.560
Leonteq Securities AG/Gue   4.000  12/29/2020    CHF    37.650
DZ Bank AG Deutsche Zentr   6.250   3/25/2020    EUR
Landesbank Baden-Wuerttem   5.000   8/27/2021    EUR    71.940
UBS AG/London               7.000  10/26/2020    CHF    69.600
UBS AG/London              10.000   4/17/2020    EUR    67.100
UniCredit Bank AG           4.350  10/26/2021    EUR    44.230
Vontobel Financial Produc   8.500   3/27/2020    EUR    73.280
Raiffeisen Schweiz Genoss   6.250  12/18/2019    CHF    20.340
Leonteq Securities AG/Gue   7.000  12/15/2020    EUR    72.340
HSBC Trinkaus & Burkhardt   5.200   6/26/2020    EUR    73.940
HSBC Trinkaus & Burkhardt   9.900  12/27/2019    EUR    68.630
HSBC Trinkaus & Burkhardt   7.000   6/26/2020    EUR    67.900
HSBC Trinkaus & Burkhardt   5.700   6/26/2020    EUR    67.220
Vontobel Financial Produc  10.500   3/13/2020    EUR    71.080
Vontobel Financial Produc  14.500   3/13/2020    EUR    64.470
Vontobel Financial Produc  15.000   3/13/2020    EUR    70.980
BNP Paribas Emissions- un  10.000   3/26/2020    EUR    73.540
BNP Paribas Emissions- un  17.000   3/26/2020    EUR    71.140
BNP Paribas Emissions- un  19.000   6/25/2020    EUR    72.750
Leonteq Securities AG/Gue   5.000  10/13/2020    CHF    68.440
Societe Generale Effekten   3.750   5/24/2021    EUR    50.480
Bayerische Landesbank       3.200  11/20/2020    EUR    57.070
Landesbank Baden-Wuerttem   3.500  12/29/2020    EUR    63.690
Bank Julius Baer & Co Ltd   6.400   2/21/2020    EUR    59.200
BNP Paribas Emissions- un  12.000   3/26/2020    EUR    70.490
Landesbank Hessen-Thuerin   6.000   10/6/2022    EUR    68.510
DZ Bank AG Deutsche Zentr   8.000   2/26/2020    EUR    72.800
DekaBank Deutsche Girozen   2.400   10/9/2020    EUR    63.490
DekaBank Deutsche Girozen   2.900   10/9/2020    EUR    46.650
Landesbank Baden-Wuerttem   3.000   2/28/2020    EUR    63.150
Landesbank Baden-Wuerttem   5.000   2/28/2020    EUR    57.170
Landesbank Baden-Wuerttem   7.500   2/28/2020    EUR    74.920
Landesbank Baden-Wuerttem   5.000   2/28/2020    EUR    73.130
Landesbank Baden-Wuerttem   7.000   2/28/2020    EUR    68.820
UBS AG/London              10.000   2/20/2020    CHF    58.700
Raiffeisen Schweiz Genoss   6.600    4/3/2020    EUR    58.360
UniCredit Bank AG           6.300  10/16/2021    EUR    54.410
UniCredit Bank AG           4.650   4/16/2021    EUR    59.810
Vontobel Financial Produc  17.650   1/22/2020    EUR    38.720
Landesbank Baden-Wuerttem   3.500   7/24/2020    EUR    76.130
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    71.290
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    72.800
Landesbank Baden-Wuerttem   2.500   7/24/2020    EUR    56.970
Landesbank Baden-Wuerttem   7.000   7/24/2020    EUR    46.860
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    74.890
Leonteq Securities AG/Gue   6.250   12/6/2021    CHF     1.780
UBS AG/London               6.800    1/2/2020    EUR    72.370
UBS AG/London               7.200    1/2/2020    EUR    70.330
UBS AG/London              20.700    1/2/2020    EUR    54.780
UBS AG/London               8.500    1/2/2020    EUR    69.990
UBS AG/London               5.600    1/2/2020    EUR    74.970
UBS AG/London              18.700    1/2/2020    EUR    71.540
HSBC Trinkaus & Burkhardt  13.900  12/27/2019    EUR    38.710
HSBC Trinkaus & Burkhardt   4.800  12/27/2019    EUR    51.200
HSBC Trinkaus & Burkhardt   5.000   3/27/2020    EUR    51.490
Leonteq Securities AG       3.600   9/22/2026    CHF    65.620
Raiffeisen Schweiz Genoss   3.000   9/21/2029    CHF    71.750
UniCredit Bank AG           3.500   1/29/2020    EUR    28.910
Leonteq Securities AG       3.900  12/20/2024    CHF    63.210
Raiffeisen Schweiz Genoss   3.200  12/18/2026    CHF    69.320
Leonteq Securities AG       4.000  12/18/2026    CHF    74.210
Raiffeisen Schweiz Genoss  10.000  12/31/2024    CHF    74.450
Credit Suisse AG/London     9.000   1/23/2020    USD     7.860
Raiffeisen Switzerland BV   4.800  11/23/2023    CHF    61.720
Landesbank Baden-Wuerttem   2.550  12/27/2021    EUR    74.720
DZ Bank AG Deutsche Zentr  12.000   6/24/2020    EUR    64.120
Vontobel Financial Produc   9.500   6/26/2020    EUR    60.150
Vontobel Financial Produc  17.000   3/27/2020    EUR    69.050
Leonteq Securities AG/Gue  16.400  12/14/2020    USD    71.550
Leonteq Securities AG/Gue   6.200   2/10/2021    CHF    67.790
UBS AG/London              10.000    8/3/2020    CHF    67.750
Raiffeisen Schweiz Genoss   6.000   2/10/2020    CHF    59.390
Vontobel Financial Produc   4.200    2/3/2020    EUR    57.490
Bayerische Landesbank       3.000   9/11/2020    EUR    74.800
Leonteq Securities AG/Gue   3.400   3/20/2024    CHF    56.930
UBS AG/London               9.500    2/3/2020    CHF    61.650
UBS AG/London               5.750    2/3/2020    CHF    59.200
UBS AG/London               6.000    8/3/2020    CHF    30.750
UBS AG/London               9.000    8/3/2020    EUR    71.450
Landesbank Baden-Wuerttem   5.000   3/27/2020    EUR    69.080
Landesbank Baden-Wuerttem   4.750   3/27/2020    EUR    73.330
Landesbank Baden-Wuerttem   5.200   3/27/2020    EUR    56.910
Bayerische Landesbank       3.300   9/11/2020    EUR    72.030
UniCredit Bank AG           3.600    3/5/2020    EUR    63.820
UniCredit Bank AG           3.750    9/7/2020    EUR    27.650
DZ Bank AG Deutsche Zentr   5.750   9/23/2020    EUR    66.750
DZ Bank AG Deutsche Zentr   4.250   9/23/2020    EUR
Landesbank Baden-Wuerttem   4.000   8/27/2021    EUR    73.670
Landesbank Baden-Wuerttem   6.000   8/27/2021    EUR    70.400
Bayerische Landesbank       3.300  10/30/2020    EUR    58.940
Landesbank Baden-Wuerttem   3.000  10/23/2020    EUR    66.030
UniCredit Bank AG           3.120   9/25/2020    EUR    52.340
UniCredit Bank AG           3.900  10/24/2021    EUR    65.040
HSBC Trinkaus & Burkhardt   4.400   9/25/2020    EUR    53.790
HSBC Trinkaus & Burkhardt   6.300   2/28/2020    EUR    47.270
HSBC Trinkaus & Burkhardt  12.300   6/26/2020    EUR    42.170
HSBC Trinkaus & Burkhardt   7.600   6/26/2020    EUR    47.030
UBS AG/London              12.000   6/19/2020    USD    64.770
Leonteq Securities AG/Gue   4.200    6/1/2021    CHF    37.680
Bayerische Landesbank       3.100   10/9/2020    EUR    58.990
Landesbank Hessen-Thuerin   4.000  12/22/2021    EUR    59.840
Bank Julius Baer & Co Ltd   6.250   10/5/2020    CHF    66.700
Leonteq Securities AG/Gue   7.000   4/16/2020    CHF    52.530
Landesbank Baden-Wuerttem   4.500   9/25/2020    EUR    73.220
Landesbank Baden-Wuerttem   6.000   9/25/2020    EUR    70.370
Societe Generale SA         9.000   7/22/2022    USD    47.100
EFG International Finance   6.000    8/3/2020    USD    50.950
EFG International Finance   6.600    8/3/2020    EUR    70.570
getBACK SA                  5.900  12/30/2020    PLN
UniCredit Bank AG           3.600   8/23/2021    EUR    56.530
Commerzbank AG              4.000  12/30/2019    EUR    71.800
EFG International Finance   7.200   10/5/2020    USD    54.900
HSBC Trinkaus & Burkhardt  10.100  12/27/2019    EUR    73.210
HSBC Trinkaus & Burkhardt   3.360  12/30/2019    EUR    69.060
EFG International Finance   7.000  11/23/2020    CHF    72.460
Landesbank Hessen-Thuerin   5.700  10/27/2022    EUR    57.980
Leonteq Securities AG/Gue   7.600   10/6/2020    CHF    75.300
Landesbank Baden-Wuerttem   3.000  12/29/2020    EUR    73.710
SG Issuer SA                6.800    1/6/2020    USD    59.010
DekaBank Deutsche Girozen   4.150   4/30/2020    EUR    70.420
HSBC Trinkaus & Burkhardt   8.700   9/25/2020    EUR    69.150
HSBC Trinkaus & Burkhardt   7.300   6/26/2020    EUR    71.930
HSBC Trinkaus & Burkhardt  10.000   1/24/2020    EUR    69.690
Landesbank Hessen-Thuerin   4.000   8/18/2021    EUR    44.260
UniCredit Bank AG           4.300   8/29/2020    EUR    73.640
Zurcher Kantonalbank Fina   6.250   8/24/2020    CHF    74.810
Bayerische Landesbank       2.700   9/18/2020    EUR    60.040
EFG International Finance   5.800   8/31/2020    EUR    69.950
DekaBank Deutsche Girozen   2.000   9/18/2020    EUR    57.770
UniCredit Bank AG           4.300   8/24/2021    EUR    72.310
Leonteq Securities AG/Gue   5.000   8/25/2020    CHF    68.890
Zurcher Kantonalbank Fina  12.250   2/27/2020    USD    70.710
BNP Paribas Emissions- un  14.000   3/26/2020    EUR    74.060
HSBC Trinkaus & Burkhardt   9.800   1/24/2020    EUR    45.440
Vontobel Financial Produc   6.000    1/3/2020    EUR    57.660
Vontobel Financial Produc   7.000    1/3/2020    EUR    75.130
Vontobel Financial Produc  10.500   3/27/2020    EUR    69.630
DZ Bank AG Deutsche Zentr   6.750  12/27/2019    EUR    58.960
DZ Bank AG Deutsche Zentr   4.750   6/24/2020    EUR    63.210
DZ Bank AG Deutsche Zentr   6.000   6/24/2020    EUR    73.920
Vontobel Financial Produc   7.500   3/27/2020    EUR    67.320
Vontobel Financial Produc   9.250   3/26/2020    EUR    59.280
DZ Bank AG Deutsche Zentr   7.500   6/24/2020    EUR    64.640
DZ Bank AG Deutsche Zentr   8.750   6/24/2020    EUR    61.790
Commerzbank AG             11.500   3/27/2020    EUR    72.050
Commerzbank AG              7.250   3/27/2020    EUR    71.650
DZ Bank AG Deutsche Zentr   8.500   6/24/2020    EUR    75.340
DZ Bank AG Deutsche Zentr  11.000   6/24/2020    EUR    74.760
Commerzbank AG              6.000   3/27/2020    EUR    69.220
Commerzbank AG              8.000   3/27/2020    EUR    65.700
Leonteq Securities AG/Gue   5.000  12/27/2019    EUR    58.880
HSBC Trinkaus & Burkhardt   7.400   3/27/2020    EUR    73.020
HSBC Trinkaus & Burkhardt   8.800   7/24/2020    EUR    69.250
Leonteq Securities AG/Gue   5.400   6/30/2020    CHF    61.870
BNP Paribas Emissions- un   8.000  12/30/2019    EUR    61.230
Luzerner Kantonalbank AG   10.000   8/28/2020    CHF    72.780
Landesbank Baden-Wuerttem   2.900  10/23/2020    EUR    71.480
Landesbank Hessen-Thuerin   7.000    1/9/2023    EUR    51.120
Leonteq Securities AG      15.000   5/15/2020    CHF    40.600
Leonteq Securities AG/Gue   4.900   2/16/2021    CHF    49.480
EFG International Finance   5.500   9/21/2020    USD    53.060
EFG International Finance   8.000  11/23/2020    EUR    50.150
EFG International Finance   7.800  11/24/2020    USD    70.130
Credit Suisse AG/London     8.500   2/26/2020    CHF    60.980
UniCredit Bank AG           4.500  11/12/2022    EUR    63.860
UniCredit Bank AG           3.800  10/24/2021    EUR    64.940
UBS AG/London               7.000   3/27/2020    CHF    61.550
HSBC Trinkaus & Burkhardt   7.200  12/27/2019    EUR    67.880
HSBC Trinkaus & Burkhardt   5.100   6/26/2020    EUR    51.670
HSBC Trinkaus & Burkhardt   3.300   6/26/2020    EUR    56.940
HSBC Trinkaus & Burkhardt   8.800   9/25/2020    EUR    46.030
HSBC Trinkaus & Burkhardt   3.400   1/24/2020    EUR    53.640
HSBC Trinkaus & Burkhardt  10.400   6/26/2020    EUR    43.790
Leonteq Securities AG/Gue   8.100    4/6/2020    CHF    64.920
Landesbank Hessen-Thuerin   3.000    8/6/2021    EUR    63.200
getBACK SA                  5.700   4/30/2021    PLN
Leonteq Securities AG/Gue   2.750   9/15/2022    CHF    40.150
Raiffeisen Schweiz Genoss   3.000   9/22/2020    CHF    15.390
Raiffeisen Schweiz Genoss   2.700   9/22/2026    CHF    59.800
Leonteq Securities AG/Gue   6.000    4/2/2020    CHF    72.620
HSBC Trinkaus & Burkhardt   5.600  12/28/2020    EUR    48.720
Landesbank Hessen-Thuerin   5.400  11/24/2022    EUR    70.080
DZ Bank AG Deutsche Zentr   7.750   3/23/2020    EUR
Credit Suisse AG/London    13.000   3/27/2020    USD    73.210
Landesbank Hessen-Thuerin   6.000    8/4/2022    EUR    67.690
HSBC Trinkaus & Burkhardt   7.200   9/25/2020    EUR    71.330
Raiffeisen Schweiz Genoss   5.000   1/10/2020    EUR    73.470
Leonteq Securities AG/Gue   6.600   6/30/2020    CHF    74.440
Vontobel Financial Produc  12.000   3/27/2020    EUR    61.400
Vontobel Financial Produc  27.000   6/26/2020    EUR    63.500
DZ Bank AG Deutsche Zentr  16.000   2/26/2020    EUR    66.290
UBS AG/London              15.000   8/21/2020    CHF    61.690
Credit Suisse AG/London    13.100   7/31/2020    USD    65.130
DZ Bank AG Deutsche Zentr   4.750   6/24/2020    EUR    68.310
Landesbank Baden-Wuerttem   6.500   1/22/2021    EUR    74.750
Vontobel Financial Produc  24.550   3/27/2020    EUR    64.170
Vontobel Financial Produc   7.000   9/25/2020    EUR    67.330
DZ Bank AG Deutsche Zentr   5.000   6/22/2020    EUR    72.790
DZ Bank AG Deutsche Zentr   6.250   6/22/2020    EUR    73.350
DZ Bank AG Deutsche Zentr   7.500   3/25/2020    EUR
DZ Bank AG Deutsche Zentr   8.000   9/23/2020    EUR    71.640
Vontobel Financial Produc  23.500  12/31/2019    EUR    63.320
Vontobel Financial Produc   9.500   6/26/2020    EUR    73.950
Vontobel Financial Produc   6.000   6/25/2020    EUR    69.220
DZ Bank AG Deutsche Zentr   6.250   9/21/2020    EUR    74.070
DZ Bank AG Deutsche Zentr   7.000   9/21/2020    EUR    69.320
BNP Paribas Emissions- un  12.000   3/26/2020    EUR    74.080
BNP Paribas Emissions- un  19.000   3/26/2020    EUR    71.680
BNP Paribas Emissions- un  23.000   3/26/2020    EUR    70.590
BNP Paribas Emissions- un  14.000   6/25/2020    EUR    73.880
BNP Paribas Emissions- un  17.000   6/25/2020    EUR    71.720
BNP Paribas Emissions- un  16.000   3/26/2020    EUR    72.640
Vontobel Financial Produc  11.550  12/31/2019    EUR    62.540
Bank Julius Baer & Co Ltd   9.300   3/16/2020    USD    62.400
HSBC Trinkaus & Burkhardt   6.300   3/27/2020    EUR    74.360
HSBC Trinkaus & Burkhardt   5.900   1/24/2020    EUR    67.760
HSBC Trinkaus & Burkhardt   9.200   1/24/2020    EUR    70.540
DZ Bank AG Deutsche Zentr   6.250  12/27/2019    EUR    69.180
UBS AG/London               5.250    6/1/2020    USD    65.050
Landesbank Baden-Wuerttem   6.000  10/23/2020    EUR    74.430
Landesbank Baden-Wuerttem   3.000  10/23/2020    EUR    74.190
BNP Paribas Emissions- un   5.000  12/30/2019    EUR    73.340
Landesbank Baden-Wuerttem   7.000  10/23/2020    EUR    71.540
DekaBank Deutsche Girozen   6.300    7/3/2020    EUR    56.800
Leonteq Securities AG/Gue   7.200   12/8/2020    USD    69.690
Landesbank Baden-Wuerttem   5.000   3/27/2020    EUR    63.530
Landesbank Baden-Wuerttem   7.000   3/27/2020    EUR    59.330
Landesbank Baden-Wuerttem   4.500   3/27/2020    EUR    72.490
Vontobel Financial Produc  15.500    1/3/2020    EUR    68.160
Vontobel Financial Produc   9.000    1/3/2020    EUR    72.480
Vontobel Financial Produc   5.500    1/3/2020    EUR    75.900
Vontobel Financial Produc   7.000    1/3/2020    EUR    71.380
Vontobel Financial Produc   9.000    1/3/2020    EUR    67.400
Goldman Sachs & Co Wertpa  23.000  12/27/2019    EUR    74.830
Goldman Sachs & Co Wertpa  20.000  12/27/2019    EUR    71.600
Vontobel Financial Produc  30.000   3/27/2020    EUR    61.680
Vontobel Financial Produc  20.000   3/27/2020    EUR    67.490
Vontobel Financial Produc  20.000   9/25/2020    EUR    57.210
Vontobel Financial Produc  21.000   9/25/2020    EUR    68.550
Vontobel Financial Produc  22.000   9/25/2020    EUR    67.660
Vontobel Financial Produc  23.000   9/25/2020    EUR    66.860
Vontobel Financial Produc  18.500   9/25/2020    EUR    70.260
Vontobel Financial Produc  25.000   6/26/2020    EUR    65.810
Vontobel Financial Produc  24.500   9/25/2020    EUR    66.530
UBS AG/London               5.500   1/17/2020    CHF    72.900
Raiffeisen Schweiz Genoss   7.840   1/22/2020    CHF    65.930
UniCredit Bank AG           5.900   2/12/2021    EUR    57.640
Deutsche Bank AG            6.200  12/24/2019    EUR    46.380
Deutsche Bank AG            6.200  12/24/2019    EUR    74.680
Deutsche Bank AG            6.200  12/24/2019    EUR    58.310
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR    47.110
Deutsche Bank AG            5.200  12/24/2019    EUR    48.230
Deutsche Bank AG            5.200  12/24/2019    EUR    60.360
Deutsche Bank AG            5.200  12/24/2019    EUR    48.880
Raiffeisen Schweiz Genoss   6.450   1/22/2020    CHF    71.570
Leonteq Securities AG/Gue   8.000   1/17/2020    CHF    47.000
Raiffeisen Schweiz Genoss   7.000   1/15/2020    CHF    70.420
Landesbank Baden-Wuerttem   3.000   3/26/2021    EUR    74.840
Landesbank Baden-Wuerttem   3.000   3/26/2021    EUR    75.390
Deutsche Bank AG            6.200  12/24/2019    EUR    50.240
Deutsche Bank AG            6.200  12/24/2019    EUR    72.770
Landesbank Hessen-Thuerin   6.500   2/16/2023    EUR    69.700
DekaBank Deutsche Girozen   2.800   2/12/2021    EUR    73.630
Leonteq Securities AG/Gue   7.200   7/29/2020    CHF    72.400
Raiffeisen Schweiz Genoss   6.250   1/29/2020    CHF    72.850
DekaBank Deutsche Girozen   2.900   2/14/2020    EUR    67.810
Leonteq Securities AG/Gue   7.000   1/29/2020    CHF    69.780
Leonteq Securities AG/Gue   8.200   1/29/2020    EUR    57.570
Leonteq Securities AG/Gue   8.000   7/29/2020    EUR    59.860
Credit Suisse AG/London     9.000   3/19/2021    USD     9.549
UBS AG/London               7.500   3/16/2020    EUR    75.600
UBS AG/London               9.750    3/9/2020    EUR    66.600
DZ Bank AG Deutsche Zentr   5.500   6/24/2020    EUR    66.490
DZ Bank AG Deutsche Zentr   8.500   6/24/2020    EUR    63.930
DZ Bank AG Deutsche Zentr  11.000   6/24/2020    EUR    62.140
DekaBank Deutsche Girozen   3.400   1/24/2020    EUR    56.640
Deutsche Bank AG            4.200  12/24/2019    EUR    45.000
Deutsche Bank AG            6.200  12/24/2019    EUR    57.030
Deutsche Bank AG            6.200  12/24/2019    EUR    54.800
Deutsche Bank AG            4.200  12/24/2019    EUR    54.740
Deutsche Bank AG            4.200  12/24/2019    EUR    52.360
Deutsche Bank AG            4.200  12/24/2019    EUR    74.520
Deutsche Bank AG            4.200  12/24/2019    EUR    72.960
Deutsche Bank AG            4.200  12/24/2019    EUR
Deutsche Bank AG            4.200  12/24/2019    EUR    58.800
Deutsche Bank AG            4.200  12/24/2019    EUR    56.000
Deutsche Bank AG            4.200  12/24/2019    EUR    75.400
Deutsche Bank AG            6.200  12/24/2019    EUR    67.620
Deutsche Bank AG            4.200  12/24/2019    EUR    74.840
EFG International Finance   7.400   1/11/2021    USD    73.180
EFG International Finance   7.200   1/25/2021    EUR    57.270
Leonteq Securities AG/Gue  10.000   3/16/2020    USD    57.940
Corner Banca SA             7.400   7/22/2020    CHF    64.040
Leonteq Securities AG/Gue   6.600   1/22/2020    EUR    70.780
Raiffeisen Centrobank AG    9.940  12/27/2019    EUR    57.690
Raiffeisen Centrobank AG    6.026  12/27/2019    EUR    55.030
UniCredit Bank AG           3.250   2/27/2022    EUR    61.510
Leonteq Securities AG/Gue   6.800   3/16/2020    CHF    70.500
Landesbank Hessen-Thuerin   4.000   8/26/2020    EUR    55.000
Raiffeisen Schweiz Genoss   7.000   9/23/2020    EUR    60.100
Raiffeisen Centrobank AG    8.395  12/27/2019    EUR    57.020
Raiffeisen Centrobank AG    5.665  12/27/2019    EUR    55.780
Zurcher Kantonalbank Fina   5.750   1/30/2020    CHF    18.390
Federal Grid Co Unified E   5.300    9/7/2048    RUB    63.150
UBS AG/London              12.500   3/16/2020    CHF    39.400
EFG International Finance   7.400   3/29/2021    EUR    61.900
Zurcher Kantonalbank Fina   7.150   3/19/2020    CHF    19.310
Leonteq Securities AG/Gue   9.000   3/16/2020    CHF    52.670
Landesbank Hessen-Thuerin   4.000   8/26/2020    EUR    63.200
VTB Bank PJSC               3.000    9/1/2044    RUB   100.000
Commerzbank AG             18.250  12/31/2019    EUR    69.610
Commerzbank AG             16.750   3/27/2020    EUR    70.950
Commerzbank AG             16.000   4/24/2020    EUR    71.790
Vontobel Financial Produc  14.000   6/26/2020    EUR    72.200
Vontobel Financial Produc  15.000   6/26/2020    EUR    70.890
Vontobel Financial Produc  16.000   3/27/2020    EUR    71.350
Vontobel Financial Produc  19.500   3/27/2020    EUR    69.040
Vontobel Financial Produc  16.500   6/25/2020    EUR    71.970
Vontobel Financial Produc  15.500   3/27/2020    EUR    72.960
Vontobel Financial Produc  17.000   3/27/2020    EUR    71.280
Vontobel Financial Produc  18.500   3/27/2020    EUR    69.690
Vontobel Financial Produc  19.500   6/26/2020    EUR    68.820
Vontobel Financial Produc  18.500   6/26/2020    EUR    69.920
Vontobel Financial Produc  17.000   6/26/2020    EUR    70.830
Vontobel Financial Produc  16.000   6/26/2020    EUR    72.070
Vontobel Financial Produc  21.000   6/26/2020    EUR    68.060
Vontobel Financial Produc  13.000   3/27/2020    EUR    74.100
Vontobel Financial Produc  15.000   3/27/2020    EUR    70.420
Vontobel Financial Produc  12.000   3/27/2020    EUR    73.750
Vontobel Financial Produc  12.500   6/26/2020    EUR    73.340
Vontobel Financial Produc  13.500   3/27/2020    EUR    72.030
EFG International Finance   7.200    2/8/2021    EUR    75.690
DekaBank Deutsche Girozen   4.250   10/9/2020    EUR    55.470
Federal Grid Co Unified E   5.000   6/30/2048    RUB    66.930
Leonteq Securities AG/Gue   8.000    8/5/2020    CHF    73.120
EFG International Finance   8.600    2/7/2020    USD    48.960
DekaBank Deutsche Girozen   6.300   10/9/2020    EUR    66.280
Leonteq Securities AG/Gue   9.000    8/5/2020    USD    73.550
Podkarpacki Bank Spoldzie   5.790   3/31/2025    PLN    38.000
Business-Consulting OAO     8.500   3/26/2020    RUB    60.060
UniCredit Bank AG           3.500  12/19/2019    EUR    29.930
Raiffeisen Schweiz Genoss   6.070   1/29/2020    CHF    74.930
Landesbank Baden-Wuerttem   2.000   7/24/2020    EUR    73.860
UniCredit Bank AG           4.200   2/19/2022    EUR    65.630
UniCredit Bank AG          12.900    1/3/2020    EUR    60.930
Landesbank Baden-Wuerttem   3.500   7/24/2020    EUR    62.700
Landesbank Baden-Wuerttem   3.500   7/24/2020    EUR    57.260
Landesbank Baden-Wuerttem   2.000   7/24/2020    EUR    61.490
Landesbank Baden-Wuerttem   3.500   7/24/2020    EUR    55.750
Landesbank Baden-Wuerttem   2.000   7/24/2020    EUR    67.940
Landesbank Baden-Wuerttem   4.000   7/24/2020    EUR    24.770
Landesbank Hessen-Thuerin   4.100   7/13/2020    EUR    75.000
BNP Paribas Emissions- un   8.500  12/30/2019    EUR    71.090
BNP Paribas Emissions- un   9.500  12/30/2019    EUR    66.500
BNP Paribas Emissions- un   6.500  12/30/2019    EUR    54.310
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    50.240
BNP Paribas Emissions- un  12.000  12/30/2019    EUR    72.580
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    59.410
DekaBank Deutsche Girozen   3.600  12/20/2019    EUR    57.740
Vontobel Financial Produc  16.500   3/13/2020    EUR    70.240
Vontobel Financial Produc  16.500   3/13/2020    EUR    60.080
Vontobel Financial Produc  14.500   6/12/2020    EUR    68.130
Fonciere Volta SA           4.500   7/30/2020    EUR     2.360
UniCredit Bank AG           4.750   3/26/2021    EUR    72.820
Deutsche Bank AG            7.200  12/24/2019    EUR    48.000
Deutsche Bank AG            7.200  12/24/2019    EUR    58.830
Deutsche Bank AG            7.200  12/24/2019    EUR    73.050
Deutsche Bank AG            7.200  12/24/2019    EUR    62.650
Deutsche Bank AG            7.200  12/24/2019    EUR    56.090
Deutsche Bank AG            7.200  12/24/2019    EUR    53.550
Deutsche Bank AG            7.200  12/24/2019    EUR    44.300
Landesbank Baden-Wuerttem   2.000   7/24/2020    EUR    67.340
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    56.860
Landesbank Baden-Wuerttem   3.000   7/24/2020    EUR    65.680
Landesbank Baden-Wuerttem   4.000   7/24/2020    EUR    62.650
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    70.900
UniCredit Bank AG          14.500    1/3/2020    EUR    53.230
Landesbank Baden-Wuerttem   2.000   7/24/2020    EUR    63.310
UniCredit Bank AG          10.900    1/3/2020    EUR    37.150
UniCredit Bank AG           7.800    1/3/2020    EUR    67.030
Landesbank Baden-Wuerttem   3.500   7/24/2020    EUR    61.150
UniCredit Bank AG          14.700    1/3/2020    EUR    34.460
Landesbank Baden-Wuerttem   4.000   7/24/2020    EUR    70.460
Bank Julius Baer & Co Ltd   6.150   1/10/2020    CHF    75.800
UBS AG/London              11.000   6/29/2020    CHF    60.850
UBS AG/London               5.750   6/29/2020    CHF    74.800
UBS AG/London               6.500   6/29/2020    CHF    61.350
UBS AG/London               3.200   3/26/2020    EUR    60.390
UBS AG/London               7.300    1/2/2020    EUR    69.160
Leonteq Securities AG       7.600   7/13/2021    CHF    70.750
Leonteq Securities AG/Gue   6.200   1/13/2021    CHF    68.160
TGC-1 PJSC                  5.800   2/14/2022    RUB    70.000
Polski Bank Spoldzielczy    4.790   6/22/2021    PLN    61.000
Credit Suisse AG/London     6.250  11/28/2025    USD    11.627
DZ Bank AG Deutsche Zentr   8.000   9/23/2020    EUR    71.190
Vontobel Financial Produc  20.000   9/25/2020    EUR    54.370
Societe Generale Effekten  24.650   9/18/2020    EUR    73.780
Leonteq Securities AG      12.000   8/28/2020    CHF    52.540
Vontobel Financial Produc  22.000   9/25/2020    EUR    66.680
Societe Generale Effekten  23.702   9/18/2020    EUR    73.910
Societe Generale Effekten  25.598   9/18/2020    EUR    73.670
Societe Generale Effekten  10.036  12/20/2019    EUR    64.540
Vontobel Financial Produc  20.000   9/25/2020    EUR    65.670
Vontobel Financial Produc  13.000   9/25/2020    EUR    50.775
Landesbank Baden-Wuerttem   3.000   4/24/2020    EUR    72.760
Landesbank Baden-Wuerttem   6.500   4/24/2020    EUR    65.440
Landesbank Baden-Wuerttem   6.000   4/24/2020    EUR    69.210
Polski Bank Spoldzielczy    4.790  11/26/2024    PLN    45.000
Landesbank Hessen-Thuerin   4.000   4/20/2022    EUR    63.190
DekaBank Deutsche Girozen   3.000   7/31/2020    EUR    58.710
Landesbank Baden-Wuerttem   3.000   7/24/2020    EUR    68.800
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    75.840
Landesbank Baden-Wuerttem   6.500   7/24/2020    EUR    71.680
Landesbank Baden-Wuerttem   2.000   7/24/2020    EUR    70.870
UniCredit Bank AG           5.200    1/3/2020    EUR    54.010
UniCredit Bank AG           5.000   2/12/2021    EUR    66.070
Deutsche Bank AG            6.200  12/24/2019    EUR    45.000
Deutsche Bank AG            6.200  12/24/2019    EUR    69.900
Deutsche Bank AG            6.200  12/24/2019    EUR    71.500
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR    49.060
Deutsche Bank AG            6.200  12/24/2019    EUR    45.300
Deutsche Bank AG            5.200  12/24/2019    EUR    46.000
Deutsche Bank AG            5.200  12/24/2019    EUR    50.210
Deutsche Bank AG            5.200  12/24/2019    EUR    48.200
DekaBank Deutsche Girozen   7.050   10/9/2020    EUR    51.800
Leonteq Securities AG/Gue   7.000    2/5/2020    CHF    18.220
Landesbank Baden-Wuerttem   2.000   7/24/2020    EUR    70.300
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    61.930
Landesbank Baden-Wuerttem   3.000   7/24/2020    EUR    74.830
Landesbank Baden-Wuerttem   6.500   7/24/2020    EUR    65.800
Deutsche Bank AG            6.200  12/24/2019    EUR    46.000
Deutsche Bank AG            6.200  12/24/2019    EUR    48.230
Deutsche Bank AG            6.200  12/24/2019    EUR    67.630
Deutsche Bank AG            6.200  12/24/2019    EUR    60.350
Deutsche Bank AG            5.200  12/24/2019    EUR    72.990
Deutsche Bank AG            5.200  12/24/2019    EUR    75.000
Deutsche Bank AG            5.200  12/24/2019    EUR    58.280
Deutsche Bank AG            5.200  12/24/2019    EUR    50.500
DekaBank Deutsche Girozen   4.250   4/14/2022    EUR    73.470
UBS AG/London               6.750   1/17/2020    CHF    67.950
Zurcher Kantonalbank Fina   3.500   1/23/2020    CHF    17.670
Deutsche Bank AG            6.200  12/24/2019    EUR    72.300
Deutsche Bank AG            6.200  12/24/2019    EUR    43.300
Deutsche Bank AG            6.200  12/24/2019    EUR    73.020
Deutsche Bank AG            6.200  12/24/2019    EUR    73.600
Deutsche Bank AG            6.200  12/24/2019    EUR    56.370
Deutsche Bank AG            6.200  12/24/2019    EUR    50.500
Leonteq Securities AG/Gue   5.500   1/30/2020    CHF    62.900
UBS AG/London               6.250   1/17/2020    CHF    41.000
Raiffeisen Schweiz Genoss   7.500    2/5/2020    CHF    70.840
Landesbank Baden-Wuerttem   3.500   7/24/2020    EUR    60.670
Landesbank Baden-Wuerttem   4.000   7/24/2020    EUR    64.900
Landesbank Baden-Wuerttem   5.500   7/24/2020    EUR    67.780
Landesbank Baden-Wuerttem   2.500   7/24/2020    EUR    65.060
Landesbank Baden-Wuerttem   4.500   7/24/2020    EUR    58.570
Vontobel Financial Produc   5.250   2/21/2020    EUR    62.310
Landesbank Hessen-Thuerin   2.750  10/23/2020    EUR    75.800
Leonteq Securities AG/Gue  10.000    2/5/2020    EUR    60.440
Erste Group Bank AG         6.250   3/29/2023    EUR    70.150
UniCredit Bank AG           6.300   3/26/2021    EUR    52.880
Deutsche Bank AG            7.200  12/24/2019    EUR    56.100
Deutsche Bank AG            7.200  12/24/2019    EUR    53.610
Deutsche Bank AG            7.200  12/24/2019    EUR    67.660
Deutsche Bank AG            7.200  12/24/2019    EUR    47.200
UniCredit Bank AG           4.250   3/29/2021    EUR    62.320
UniCredit Bank AG           3.630   3/12/2020    EUR    59.030
UBS AG/London              12.000    3/9/2020    CHF    40.950
UBS AG/London              11.250    3/9/2020    EUR    62.550
Deutsche Bank AG            4.200  12/24/2019    EUR    46.800
Deutsche Bank AG            4.200  12/24/2019    EUR    43.200
Deutsche Bank AG            6.200  12/24/2019    EUR    52.420
Deutsche Bank AG            6.200  12/24/2019    EUR    75.170
Deutsche Bank AG            4.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR    58.670
Deutsche Bank AG            6.200  12/24/2019    EUR    56.060
Deutsche Bank AG            4.200  12/24/2019    EUR    53.290
Deutsche Bank AG            6.200  12/24/2019    EUR    75.500
Deutsche Bank AG            4.200  12/24/2019    EUR    67.560
EFG International Finance   7.600   1/11/2021    CHF    69.470
EFG International Finance   8.400   1/10/2020    USD    51.700
UBS AG/London               5.400    1/2/2020    EUR    53.680
EFG International Finance   7.400   1/25/2021    CHF    68.760
Deutsche Bank AG            7.200  12/24/2019    EUR    74.710
UniCredit Bank AG           4.050   3/26/2021    EUR    51.820
UniCredit Bank AG           4.600   3/26/2021    EUR    57.230
Deutsche Bank AG            7.200  12/24/2019    EUR    46.900
Deutsche Bank AG            7.200  12/24/2019    EUR    57.430
Deutsche Bank AG            7.200  12/24/2019    EUR    54.470
Deutsche Bank AG            7.200  12/24/2019    EUR    52.450
Deutsche Bank AG            7.200  12/24/2019    EUR    74.610
Deutsche Bank AG            7.200  12/24/2019    EUR    56.320
Deutsche Bank AG            7.200  12/24/2019    EUR    65.060
Deutsche Bank AG            7.200  12/24/2019    EUR    58.880
Deutsche Bank AG            7.200  12/24/2019    EUR    48.900
UniCredit Bank AG           3.250   3/29/2022    EUR    26.860
UBS AG/London               8.500    3/9/2020    USD    53.650
Leonteq Securities AG/Gue   8.000   7/22/2020    CHF    64.530
Raiffeisen Schweiz Genoss  10.020   1/15/2020    EUR    68.680
Bank Julius Baer & Co Ltd   8.800   1/24/2020    EUR    65.200
DekaBank Deutsche Girozen   2.000   1/22/2021    EUR    69.100
Deutsche Bank AG            4.200  12/24/2019    EUR    47.900
Deutsche Bank AG            6.200  12/24/2019    EUR    48.900
Deutsche Bank AG            4.200  12/24/2019    EUR    60.210
Deutsche Bank AG            6.200  12/24/2019    EUR    60.270
Deutsche Bank AG            4.200  12/24/2019    EUR    57.340
DZ Bank AG Deutsche Zentr  12.000   3/25/2020    EUR    60.490
UniCredit Bank AG           8.000  12/29/2020    EUR    75.150
Vontobel Financial Produc  15.000   6/26/2020    EUR    73.730
Commerzbank AG             11.000   5/22/2020    EUR    71.960
DZ Bank AG Deutsche Zentr  14.500  12/27/2019    EUR    72.710
Landesbank Hessen-Thuerin   5.750   7/12/2024    EUR    71.480
Vontobel Financial Produc  17.500   6/12/2020    EUR    74.450
Vontobel Financial Produc  14.500   6/12/2020    EUR    72.810
Vontobel Financial Produc  15.500   6/12/2020    EUR    71.440
Vontobel Financial Produc  12.500   3/13/2020    EUR    73.490
Commerzbank AG             21.500   1/24/2020    EUR    70.170
Commerzbank AG             23.250  12/31/2019    EUR    68.870
DZ Bank AG Deutsche Zentr  15.750   3/25/2020    EUR    71.870
Societe Generale Effekten  25.373   6/19/2020    EUR    70.440
Societe Generale Effekten  27.444   6/19/2020    EUR    69.520
Societe Generale Effekten  27.934   3/20/2020    EUR    71.120
Societe Generale Effekten  17.902   3/20/2020    EUR    67.660
Societe Generale Effekten  23.301   6/19/2020    EUR    68.770
Societe Generale Effekten  26.984   9/18/2020    EUR    70.410
Leonteq Securities AG/Gue   8.950   3/19/2020    USD    52.530
UniCredit Bank AG          14.000    1/3/2020    EUR    35.690
UniCredit Bank AG           9.800    1/3/2020    EUR    75.250
UniCredit Bank AG          10.400    1/3/2020    EUR    41.420
Landesbank Baden-Wuerttem   5.000   7/24/2020    EUR    51.970
Landesbank Baden-Wuerttem   2.500   7/24/2020    EUR    26.670
UniCredit Bank AG           6.900    1/3/2020    EUR    49.110
UBS AG/London              10.250  12/27/2019    EUR    51.500
UBS AG/London               3.800    1/2/2020    EUR    61.520
VTB Bank PJSC               9.000   9/18/2046    RUB    62.000
BNP Paribas Emissions- un   6.500  12/30/2019    EUR    28.890
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    68.310
BNP Paribas Emissions- un  10.000  12/30/2019    EUR    65.710
Societe Generale SA        12.000    7/8/2021    USD    49.470
Bayerische Landesbank       3.150   7/31/2020    EUR    70.160
Landesbank Baden-Wuerttem   5.000   2/28/2020    EUR    64.000
Landesbank Baden-Wuerttem   4.000   2/28/2020    EUR    56.900
Vontobel Financial Produc   3.850   1/27/2020    EUR    73.220
Leonteq Securities AG/Gue   6.000   1/20/2021    CHF    66.880
UBS AG/London               5.500   1/13/2020    CHF    74.200
UBS AG/London               6.250   7/13/2020    CHF    26.080
UBS AG/London               6.000   1/13/2020    CHF    55.600
UBS AG/London               7.000   1/13/2020    EUR    68.150
UBS AG/London               5.250   7/13/2020    CHF    63.600
Landesbank Hessen-Thuerin   2.750   5/20/2021    EUR    64.700
Deutsche Bank AG            6.200  12/24/2019    EUR    75.240
Deutsche Bank AG            6.200  12/24/2019    EUR    72.940
Deutsche Bank AG            6.200  12/24/2019    EUR    73.500
Deutsche Bank AG            6.200  12/24/2019    EUR    68.900
Deutsche Bank AG            6.200  12/24/2019    EUR    66.200
Deutsche Bank AG            6.200  12/24/2019    EUR    72.550
Deutsche Bank AG            6.200  12/24/2019    EUR    70.420
Deutsche Bank AG            6.200  12/24/2019    EUR    68.860
Deutsche Bank AG            6.200  12/24/2019    EUR    66.950
Deutsche Bank AG            6.200  12/24/2019    EUR    65.150
Deutsche Bank AG            6.200  12/24/2019    EUR    63.430
Deutsche Bank AG            6.200  12/24/2019    EUR    61.810
Deutsche Bank AG            6.200  12/24/2019    EUR    67.700
Deutsche Bank AG            6.200  12/24/2019    EUR    64.600
Deutsche Bank AG            6.200  12/24/2019    EUR    62.800
Deutsche Bank AG            6.200  12/24/2019    EUR    61.100
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR    64.300
Deutsche Bank AG            6.200  12/24/2019    EUR    65.380
Deutsche Bank AG            6.200  12/24/2019    EUR    61.950
Deutsche Bank AG            6.200  12/24/2019    EUR    58.670
Deutsche Bank AG            6.200  12/24/2019    EUR    53.520
Deutsche Bank AG            6.200  12/24/2019    EUR    74.100
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR    74.550
Deutsche Bank AG            6.200  12/24/2019    EUR    66.700
Deutsche Bank AG            6.200  12/24/2019    EUR    62.000
Deutsche Bank AG            6.200  12/24/2019    EUR    57.900
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR    60.700
Deutsche Bank AG            6.200  12/24/2019    EUR    55.300
Deutsche Bank AG            6.200  12/24/2019    EUR    62.100
Deutsche Bank AG            6.200  12/24/2019    EUR    55.900
Deutsche Bank AG            6.200  12/24/2019    EUR    28.400
Deutsche Bank AG            6.200  12/24/2019    EUR
Deutsche Bank AG            6.200  12/24/2019    EUR
Corner Banca SA            10.600   1/13/2020    CHF    67.430
Raiffeisen Schweiz Genoss   6.800   7/20/2020    CHF    63.480
Raiffeisen Schweiz Genoss   6.500   1/20/2020    CHF    62.780
Bayerische Landesbank       3.550   8/21/2020    EUR    70.570
Deutsche Bank AG            6.200  12/24/2019    EUR    68.100
Landesbank Hessen-Thuerin   3.500   8/17/2022    EUR    71.820
HSBC Trinkaus & Burkhardt   6.900   6/26/2020    EUR    66.170
HSBC Trinkaus & Burkhardt   5.600   6/26/2020    EUR    65.490
HSBC Trinkaus & Burkhardt   5.300   6/26/2020    EUR    66.900
HSBC Trinkaus & Burkhardt   5.800  12/27/2019    EUR    71.490
Credit Suisse AG/London    11.250   5/15/2020    USD    68.730
Vontobel Financial Produc  13.500   3/13/2020    EUR    73.780
Vontobel Financial Produc  18.500   3/13/2020    EUR    60.260
Vontobel Financial Produc  13.000   6/12/2020    EUR    70.710
Commerzbank AG             12.500  12/31/2019    EUR    71.730
Societe Generale Effekten  26.408   6/19/2020    EUR    69.970
Lehman Brothers Treasury    3.000   8/13/2011    EUR     2.571
Lehman Brothers Treasury    6.000   9/20/2011    EUR     2.571
Lehman Brothers Treasury   18.250   10/2/2008    USD     2.571
Lehman Brothers Treasury    3.400   9/21/2009    HKD     2.571
Lehman Brothers Treasury    4.000  10/12/2010    USD     2.571
Lehman Brothers Treasury    4.690   2/19/2017    EUR     2.571
Lehman Brothers Treasury    3.820  10/20/2009    USD     2.571
Lehman Brothers Treasury    4.000   2/28/2010    EUR     2.571
Lehman Brothers Treasury    2.000   5/17/2010    EUR     2.571
Lehman Brothers Treasury    3.630    3/2/2012    EUR     2.571
Lehman Brothers Treasury    0.750   3/29/2012    EUR     2.571
EDOB Abwicklungs AG         7.500    4/1/2012    EUR     1.079
Lehman Brothers Treasury    3.025   1/31/2015    EUR     2.571
Lehman Brothers Treasury    2.000   6/21/2011    EUR     2.571
Lehman Brothers Treasury    4.500  12/30/2010    USD     2.571
Lehman Brothers Treasury    4.500    3/7/2015    EUR     2.571
Lehman Brothers Treasury    2.370   7/15/2013    USD     2.571
Lehman Brothers Treasury    1.950   11/4/2013    EUR     2.571
Lehman Brothers Treasury    4.870   10/8/2013    USD     2.571
HSBC Bank PLC               0.500   6/23/2027    MXN    57.333
Lehman Brothers Treasury    5.220    3/1/2024    EUR     2.571
Heta Asset Resolution AG    5.030  12/31/2023    EUR     1.620
Lehman Brothers Treasury    3.700    6/6/2009    EUR     2.571
Lehman Brothers Treasury    8.280   7/31/2013    GBP     2.571
Lehman Brothers Treasury    7.320   7/31/2013    GBP     2.571
Petromena ASA               9.750   5/24/2016    NOK     0.607
Samaratransneft-Terminal   10.000   3/30/2022    RUB    18.040
Lehman Brothers Treasury    8.600   7/31/2013    GBP     2.571
Lehman Brothers Treasury    7.500   7/31/2013    GBP     2.571
Lehman Brothers Treasury    7.000   7/11/2010    EUR     2.571
Lehman Brothers Treasury    4.150   8/25/2020    EUR     2.571
Lehman Brothers Treasury    6.000   7/28/2010    EUR     2.571
Lehman Brothers Treasury    6.000   7/28/2010    EUR     2.571
Norske Skogindustrier ASA   2.000  12/30/2115    EUR     1.473
Lehman Brothers Treasury    0.500   2/16/2009    EUR     2.571
Norske Skogindustrier ASA   7.000  12/30/2026    EUR     0.049
HSBC Bank PLC               0.500  12/22/2025    BRL    64.287
Lehman Brothers Treasury    4.250   3/13/2021    EUR     2.571
Lehman Brothers Treasury    8.000   4/20/2009    EUR     2.571
Lehman Brothers Treasury    6.000   3/17/2011    EUR     2.571
Lehman Brothers Treasury    3.600   3/19/2018    JPY     2.571
Credit Suisse AG/London     0.500    1/8/2026    BRL    64.085
Lehman Brothers Treasury    3.000    8/8/2017    EUR     2.571
Solarwatt GmbH              7.000   11/1/2015    EUR    15.500
SG Issuer SA                2.700  11/28/2034    ZAR    39.963
Lehman Brothers Treasury    6.000   6/21/2011    EUR     2.571
Lehman Brothers Treasury    4.100   5/20/2009    USD     2.571
Lehman Brothers Treasury    9.000   3/17/2009    GBP     2.571
Lehman Brothers Treasury    7.000  11/28/2008    CHF     2.571
Lehman Brothers Treasury    8.000   5/22/2009    USD     2.571
RGS Nedvizhimost OOO       12.000  10/18/2017    RUB     0.335
Lehman Brothers Treasury    4.000   4/24/2009    USD     2.571
Lehman Brothers Treasury    3.850   4/24/2009    USD     2.571
Lehman Brothers Treasury    8.000   3/19/2012    USD     2.571
KPNQwest NV                 8.875    2/1/2008    EUR     0.634
Lehman Brothers Treasury    6.720  12/29/2008    EUR     2.571
Lehman Brothers Treasury    7.750   2/21/2016    EUR     2.571
Lehman Brothers Treasury    5.120   4/30/2027    EUR     2.571
Lehman Brothers Treasury    6.600    2/9/2009    EUR     2.571
Lehman Brothers Treasury    7.060  12/29/2008    EUR     2.571
Lehman Brothers Treasury    7.625   7/22/2011    HKD     2.571
Societe Generale SA         0.500   5/22/2024    MXN    72.599
Lehman Brothers Treasury    4.100   8/23/2010    USD     2.571
Lehman Brothers Treasury    3.500  12/20/2027    USD     2.571
Lehman Brothers Treasury    4.000    1/4/2011    USD     2.571
Lehman Brothers Treasury    8.800  12/27/2009    EUR     2.571
Lehman Brothers Treasury    0.500  12/20/2017    AUD     2.571
Lehman Brothers Treasury    1.000   2/26/2010    USD     2.571
Lehman Brothers Treasury    6.000   3/18/2015    USD     3.400
Lehman Brothers Treasury    2.400   6/20/2011    JPY     2.571
Rio Forte Investments SA    4.750  11/10/2015    EUR     6.000
Lehman Brothers Treasury    4.050   9/16/2008    EUR     2.571
Lehman Brothers Treasury    3.000   9/12/2036    JPY     3.750
Lehman Brothers Treasury    4.820  12/18/2036    EUR     2.571
Lehman Brothers Treasury   13.000  12/14/2012    USD     2.571
Heta Asset Resolution AG    5.270  12/31/2023    EUR     1.620
Lehman Brothers Treasury    2.300   6/27/2013    USD     2.571
Investtorgstroi OOO        11.500   1/19/2023    RUB    60.090
Lehman Brothers Treasury   12.000   7/13/2037    JPY     2.571
Lehman Brothers Treasury    8.875   1/28/2011    HKD     3.400
Lehman Brothers Treasury    8.000  12/27/2032    JPY     2.571
Lehman Brothers Treasury    1.500    2/8/2012    CHF     2.571
Lehman Brothers Treasury    8.050  12/20/2010    HKD     2.571
Lehman Brothers Treasury    6.700   4/21/2011    USD     2.571
Lehman Brothers Treasury   11.250  12/31/2008    USD     2.571
Lehman Brothers Treasury    4.300    6/4/2012    USD     2.571
Lehman Brothers Treasury    4.000    6/5/2011    USD     2.571
Lehman Brothers Treasury    5.200   11/9/2011    EUR     3.400
Lehman Brothers Treasury    7.600   5/21/2013    USD     2.571
Lehman Brothers Treasury    0.500    6/2/2020    EUR     2.571
Lehman Brothers Treasury   11.000    7/4/2011    USD     2.571
Lehman Brothers Treasury   11.000    7/4/2011    CHF     2.571
Lehman Brothers Treasury   13.150  10/30/2008    USD     2.571
Lehman Brothers Treasury    6.000    8/7/2013    EUR     2.571
Lehman Brothers Treasury   13.432    1/8/2009    ILS     2.571
Lehman Brothers Treasury    6.250    9/5/2011    EUR     2.571
Lehman Brothers Treasury    2.500   8/15/2012    CHF     2.571
Lehman Brothers Treasury    3.100    6/4/2010    USD     2.571
Lehman Brothers Treasury    0.500    7/2/2020    EUR     2.571
Lehman Brothers Treasury   16.000  12/26/2008    USD     2.571
Lehman Brothers Treasury    2.300    6/6/2013    USD     2.571
Lehman Brothers Treasury    7.500   5/30/2010    AUD     2.571
Lehman Brothers Treasury    1.460   2/19/2012    JPY     3.750
Lehman Brothers Treasury    7.750    1/3/2012    AUD     2.571
Lehman Brothers Treasury   16.800   8/21/2009    USD     2.571
Lehman Brothers Treasury   14.100  11/12/2008    USD     2.571
Lehman Brothers Treasury    7.250    7/8/2014    EUR     2.571
Lehman Brothers Treasury    7.000   2/15/2010    CHF     2.571
Lehman Brothers Treasury   13.000   2/16/2009    CHF     2.571
Lehman Brothers Treasury   10.000   2/16/2009    CHF     2.571
Lehman Brothers Treasury   11.000   2/16/2009    CHF     2.571
Lehman Brothers Treasury    6.300  12/21/2018    USD     2.571
Lehman Brothers Treasury    5.375    2/4/2014    USD     2.571
Lehman Brothers Treasury    0.500  12/20/2017    AUD     2.571
Lehman Brothers Treasury    0.500  12/20/2017    AUD     2.571
Lehman Brothers Treasury    0.500  12/20/2017    AUD     2.571
Lehman Brothers Treasury    9.300  12/21/2010    EUR     2.571
Lehman Brothers Treasury    0.500  12/20/2017    AUD     3.400
Lehman Brothers Treasury    8.000  12/31/2010    USD     2.571
Lehman Brothers Treasury    0.500  12/20/2017    USD     2.571
Lehman Brothers Treasury    0.500  12/20/2017    USD     2.571
Lehman Brothers Treasury    0.500  12/20/2017    USD     2.571
Lehman Brothers Treasury    0.500  12/20/2017    USD     2.571
Lehman Brothers Treasury   11.000  12/20/2017    AUD     2.571
Lehman Brothers Treasury   11.000  12/20/2017    AUD     2.571
Lehman Brothers Treasury    8.000   3/21/2018    USD     2.571
Lehman Brothers Treasury    4.000   3/10/2011    EUR     2.571
Lehman Brothers Treasury    7.600   1/31/2013    AUD     2.571
Lehman Brothers Treasury   10.000  10/23/2008    USD     2.571
Lehman Brothers Treasury    6.000    3/4/2015    USD     2.571
Lehman Brothers Treasury    3.500   6/20/2011    EUR     2.571
Lehman Brothers Treasury    7.150   3/21/2013    USD     2.571
Lehman Brothers Treasury    5.500   6/22/2010    USD     3.400
Lehman Brothers Treasury    6.450   2/20/2010    AUD     2.571
Lehman Brothers Treasury    9.000    5/6/2011    CHF     2.571
Lehman Brothers Treasury   16.200   5/14/2009    USD     2.571
Lehman Brothers Treasury    4.600    8/1/2013    EUR     2.571
Lehman Brothers Treasury    5.500   4/23/2014    EUR     2.571
Lehman Brothers Treasury   10.000   5/22/2009    USD     2.571
Lehman Brothers Treasury   15.000    6/4/2009    CHF     2.571
Lehman Brothers Treasury   10.600   4/22/2014    MXN     2.571
Lehman Brothers Treasury   10.442  11/22/2008    CHF     2.571
Lehman Brothers Treasury    7.600    3/4/2010    NZD     2.571
Lehman Brothers Treasury   16.000   11/9/2008    USD     2.571
Lehman Brothers Treasury    1.000    5/9/2012    EUR     2.571
Lehman Brothers Treasury    3.450   5/23/2013    USD     2.571
Lehman Brothers Treasury   10.000  10/22/2008    USD     2.571
Lehman Brothers Treasury    6.600   5/23/2012    AUD     2.571
Lehman Brothers Treasury   16.000  10/28/2008    USD     2.571
Lehman Brothers Treasury    5.250  11/21/2009    USD     2.571
Lehman Brothers Treasury    3.000    6/3/2010    EUR     2.571
Lehman Brothers Treasury    2.000   6/28/2011    EUR     2.571
Lehman Brothers Treasury    5.000  11/22/2012    EUR     2.571
Lehman Brothers Treasury    5.550   3/12/2015    EUR     2.571
Lehman Brothers Treasury   12.000    7/4/2011    EUR     2.571
KPNQwest NV                 7.125    6/1/2009    EUR     0.634
Lehman Brothers Treasury   13.500    6/2/2009    USD     2.571
Lehman Brothers Treasury   23.300   9/16/2008    USD     2.571
Lehman Brothers Treasury   17.000    6/2/2009    USD     2.571
Societe Generale SA         0.500    4/4/2024    MXN    73.312
Lehman Brothers Treasury   16.000   10/8/2008    CHF     2.571
Cooperatieve Rabobank UA    0.500   8/21/2028    MXN    52.385
Lehman Brothers Treasury    4.050   9/16/2008    EUR     2.571
Lehman Brothers Treasury    4.600  10/11/2017    ILS     3.750
Lehman Brothers Treasury    4.800  11/16/2012    HKD     2.571
Lehman Brothers Treasury    0.010   9/20/2011    USD     2.571
Lehman Brothers Treasury    1.600   6/21/2010    JPY     2.571
Lehman Brothers Treasury    4.200   12/3/2008    HKD     3.400
Lehman Brothers Treasury    5.200   3/19/2018    EUR     2.571
Lehman Brothers Treasury   14.900   9/15/2008    EUR     2.571
Lehman Brothers Treasury    3.500  10/31/2011    USD     2.571
Lehman Brothers Treasury    3.500  10/24/2011    USD     2.571
Lehman Brothers Treasury    3.000   9/13/2010    JPY     3.750
Lehman Brothers Treasury    5.000   4/24/2017    EUR     2.571
Mriya Agro Holding PLC     10.950   3/30/2016    USD     7.701
Lehman Brothers Treasury    3.350  10/13/2016    EUR     2.571
Lehman Brothers Treasury    9.250   6/20/2012    USD     2.571
Lehman Brothers Treasury    8.000  10/23/2008    USD     2.571
UniCredit Bank AG           9.100    1/3/2020    EUR    66.660
UniCredit Bank AG          10.700    1/3/2020    EUR    56.610
UniCredit Bank AG           7.500    1/3/2020    EUR    50.010
UniCredit Bank AG           5.500    1/3/2020    EUR    65.770
UniCredit Bank AG          12.600    1/3/2020    EUR    69.070
UniCredit Bank AG          12.200    1/3/2020    EUR    73.280
Vontobel Financial Produc  19.500   6/26/2020    EUR    73.280
Raiffeisen Centrobank AG    6.728  12/27/2019    EUR    60.700
Deutsche Bank AG            6.200  12/24/2019    EUR    47.010
Raiffeisen Centrobank AG    7.468  12/27/2019    EUR    56.060
Vontobel Financial Produc   3.700  12/20/2019    EUR    62.080
Raiffeisen Centrobank AG    6.850  12/27/2019    EUR    56.650
Vontobel Financial Produc  16.000   6/12/2020    EUR    62.840
DZ Bank AG Deutsche Zentr  12.600  12/23/2019    EUR    71.890
Vontobel Financial Produc   4.500   3/13/2020    EUR    54.790
DZ Bank AG Deutsche Zentr   6.700  12/23/2019    EUR    73.330
DZ Bank AG Deutsche Zentr   9.000  12/23/2019    EUR    68.650
Vontobel Financial Produc   4.500   3/27/2020    EUR    54.940
DZ Bank AG Deutsche Zentr   7.700  12/23/2019    EUR    74.220
Vontobel Financial Produc  19.000   6/26/2020    EUR    67.960
Vontobel Financial Produc   7.000   6/26/2020    EUR    58.420
UniCredit Bank AG          12.900    1/3/2020    EUR    58.520
UniCredit Bank AG           9.600    1/3/2020    EUR    57.490
Raiffeisen Centrobank AG    7.606  12/27/2019    EUR    73.100
Raiffeisen Centrobank AG    5.806   6/23/2020    EUR    72.870
UniCredit Bank AG          13.000    1/3/2020    EUR    72.870
UniCredit Bank AG           6.100    1/3/2020    EUR    54.600
Raiffeisen Centrobank AG    8.687  12/27/2019    EUR    59.210
DZ Bank AG Deutsche Zentr   6.250  12/23/2019    EUR    59.720
DZ Bank AG Deutsche Zentr   4.800  12/23/2019    EUR    68.800
DZ Bank AG Deutsche Zentr   6.000  12/23/2019    EUR    68.820
DZ Bank AG Deutsche Zentr   8.000  12/23/2019    EUR    43.780
DZ Bank AG Deutsche Zentr   4.700  12/23/2019    EUR    54.370
DZ Bank AG Deutsche Zentr   5.900  12/23/2019    EUR    74.020
DZ Bank AG Deutsche Zentr   4.750  12/23/2019    EUR    65.430
DZ Bank AG Deutsche Zentr   6.250  12/23/2019    EUR    65.450
DZ Bank AG Deutsche Zentr   7.500  12/23/2019    EUR    65.470
Raiffeisen Centrobank AG    7.000   10/9/2020    EUR    67.380
DZ Bank AG Deutsche Zentr   5.000  12/23/2019    EUR    70.880
DZ Bank AG Deutsche Zentr   6.500  12/23/2019    EUR    68.440
DZ Bank AG Deutsche Zentr   8.250  12/23/2019    EUR    62.440
DZ Bank AG Deutsche Zentr   4.750  12/23/2019    EUR    73.810
DZ Bank AG Deutsche Zentr   7.500  12/23/2019    EUR    70.920
DZ Bank AG Deutsche Zentr   7.500  12/23/2019    EUR    54.620
Lehman Brothers Treasury    4.350    8/8/2016    SGD     3.750
Lehman Brothers Treasury    6.650   8/24/2011    AUD     3.400
Lehman Brothers Treasury    6.000   2/14/2012    EUR     2.571
Lehman Brothers Treasury    6.600   2/22/2012    EUR     2.571
Lehman Brothers Treasury    0.250  10/19/2012    CHF     2.571
Lehman Brothers Treasury   15.000   3/30/2011    EUR     2.571
Lehman Brothers Treasury    1.680    3/5/2015    EUR     2.571
Lehman Brothers Treasury    7.000   2/15/2012    EUR     2.571
Lehman Brothers Treasury    6.750    4/5/2012    EUR     2.571
UniCredit Bank AG          12.700    1/3/2020    EUR    73.450
UniCredit Bank AG           4.300    1/3/2020    EUR    54.400
UniCredit Bank AG           5.200    1/3/2020    EUR    63.330
UniCredit Bank AG          14.600    1/3/2020    EUR    67.550
UniCredit Bank AG           4.200    1/3/2020    EUR    61.280
UniCredit Bank AG          13.800    1/3/2020    EUR    43.520
Raiffeisen Centrobank AG    3.383  12/27/2019    EUR    54.540
Raiffeisen Centrobank AG    7.895  12/27/2019    EUR    71.190
Raiffeisen Centrobank AG    8.571  12/27/2019    EUR    72.680
Vontobel Financial Produc   6.500   6/26/2020    EUR    61.160
UniCredit Bank AG          12.100    1/3/2020    EUR    72.100
UniCredit Bank AG           9.600    1/3/2020    EUR    50.070
UniCredit Bank AG          12.600    1/3/2020    EUR    71.960
UniCredit Bank AG           4.200    1/3/2020    EUR    59.430
UniCredit Bank AG          14.200    1/3/2020    EUR    62.290
UniCredit Bank AG           3.300    1/3/2020    EUR    74.180
UniCredit Bank AG           3.700    1/3/2020    EUR    68.030
UniCredit Bank AG          10.000    1/3/2020    EUR    72.860
UniCredit Bank AG          11.300    1/3/2020    EUR    49.150
UniCredit Bank AG           5.700    1/3/2020    EUR    59.180
UniCredit Bank AG          14.300    1/3/2020    EUR    58.310
Raiffeisen Centrobank AG   10.210  12/27/2019    EUR    63.720
Vontobel Financial Produc  18.000   6/26/2020    EUR    70.710
Raiffeisen Centrobank AG    8.852  12/27/2019    EUR    56.540
Vontobel Financial Produc   3.700  12/20/2019    EUR    62.080
UniCredit Bank AG          11.200    1/3/2020    EUR    53.090
UniCredit Bank AG           5.700    1/3/2020    EUR    69.230
DZ Bank AG Deutsche Zentr   7.000  12/23/2019    EUR    58.520
DZ Bank AG Deutsche Zentr   7.500  12/23/2019    EUR    68.450
DZ Bank AG Deutsche Zentr   6.250  12/23/2019    EUR    71.770
DZ Bank AG Deutsche Zentr   4.900  12/23/2019    EUR    68.910
DZ Bank AG Deutsche Zentr   5.900  12/23/2019    EUR    66.620
DZ Bank AG Deutsche Zentr   6.250  12/23/2019    EUR    54.600
DZ Bank AG Deutsche Zentr   8.500  12/23/2019    EUR    57.970
DZ Bank AG Deutsche Zentr   4.750  12/23/2019    EUR    73.810
DZ Bank AG Deutsche Zentr   4.750  12/23/2019    EUR    57.850
DZ Bank AG Deutsche Zentr   6.500  12/23/2019    EUR    67.290
DZ Bank AG Deutsche Zentr   7.300  12/23/2019    EUR    65.110
Vontobel Financial Produc   4.000  12/20/2019    EUR    31.360
Vontobel Financial Produc   9.000   9/25/2020    EUR    67.560
Vontobel Financial Produc   9.500   6/26/2020    EUR    66.060
DZ Bank AG Deutsche Zentr  13.600  12/23/2019    EUR    70.480
Vontobel Financial Produc   6.500   3/27/2020    EUR    55.520
Vontobel Financial Produc   5.000    1/3/2020    EUR    54.290
Vontobel Financial Produc   6.000   3/27/2020    EUR    58.210
Lehman Brothers Treasury    7.585  11/22/2009    MXN     3.750
Lehman Brothers Treasury   11.000  12/19/2011    USD     2.571
ECM Real Estate Investmen   5.000   10/9/2011    EUR    15.375
Lehman Brothers Treasury    8.280   3/26/2009    USD     2.571
Lehman Brothers Treasury    6.850  12/22/2008    EUR     2.571
Lehman Brothers Treasury    7.600   3/26/2009    EUR     2.571
Lehman Brothers Treasury    7.550  12/29/2008    USD     2.571
Deutsche Bank AG/London     0.500    4/5/2038    MXN    22.447
Lehman Brothers Treasury    1.500  10/25/2011    EUR     2.571
Lehman Brothers Treasury    4.000  11/24/2016    EUR     2.571
Lehman Brothers Treasury    2.500  12/15/2011    GBP     2.571
Lehman Brothers Treasury    7.500   9/13/2009    CHF     2.571
Otkritie Holding JSC       12.090   12/8/2027    RUB     0.010
Lehman Brothers Treasury    6.000  10/24/2008    EUR     2.571
Lehman Brothers Treasury    2.000  10/28/2010    EUR     2.571
Lehman Brothers Treasury    4.000   4/13/2011    CHF     2.571
Lehman Brothers Treasury    7.000   4/14/2009    EUR     2.571
Lehman Brothers Treasury    5.000  10/24/2008    CHF     2.571
Lehman Brothers Treasury    7.750   1/30/2009    EUR     2.571
Lehman Brothers Treasury    1.280   11/6/2010    JPY     3.750
Lehman Brothers Treasury    4.000   12/2/2012    EUR     2.571
Lehman Brothers Treasury    4.500    8/2/2009    USD     2.571
Lehman Brothers Treasury   10.500    8/9/2010    EUR     2.571
Lehman Brothers Treasury    4.500    3/6/2013    CHF     2.571
Lehman Brothers Treasury    7.375   9/20/2008    EUR     2.571
Lehman Brothers Treasury    3.860   9/21/2011    SGD     3.750
Lehman Brothers Treasury    9.000   6/13/2009    USD     2.571
Lehman Brothers Treasury    5.500   6/15/2009    CHF     2.571
Lehman Brothers Treasury    8.000    8/3/2009    USD     2.571
Lehman Brothers Treasury    5.750   6/15/2009    CHF     2.571
Lehman Brothers Treasury    7.500  10/24/2008    USD     2.571
Lehman Brothers Treasury    8.500    7/6/2009    CHF     2.571
Lehman Brothers Treasury    7.250   10/6/2008    EUR     2.571
Otkritie Holding JSC       12.140   10/3/2036    RUB     0.010
Lehman Brothers Treasury   10.000   3/27/2009    USD     2.571
Lehman Brothers Treasury    0.250   7/21/2014    EUR     2.571
Bulgaria Steel Finance BV  12.000    5/4/2013    EUR     0.216
Lehman Brothers Treasury    6.000   5/23/2018    CZK     2.571
Lehman Brothers Treasury    2.250   5/12/2009    USD     2.571
Lehman Brothers Treasury   10.000    1/3/2012    BRL     2.571
Lehman Brothers Treasury    4.000   5/17/2010    USD     2.571
Lehman Brothers Treasury    5.000    5/2/2022    EUR     2.571
Lehman Brothers Treasury    0.800  12/30/2016    EUR     2.571
Nutritek International Co   8.750  12/11/2008    USD     2.089
Lehman Brothers Treasury    4.000   5/30/2010    USD     2.571
Lehman Brothers Treasury    2.480   5/12/2009    USD     2.571
Lehman Brothers Treasury    2.500   8/23/2012    GBP     2.571
Lehman Brothers Treasury    4.100   6/10/2014    SGD     3.750
Lehman Brothers Treasury   13.000   7/25/2012    EUR     2.571
Lehman Brothers Treasury    1.750    2/7/2010    EUR     2.571
Lehman Brothers Treasury    7.000  10/22/2010    EUR     2.571
Lehman Brothers Treasury    1.500  10/12/2010    EUR     2.571
UniCredit Bank AG          13.600    1/3/2020    EUR    38.770
UniCredit Bank AG           8.900    1/3/2020    EUR    56.810
UniCredit Bank AG          10.300    1/3/2020    EUR    74.120
UniCredit Bank AG           4.300    1/3/2020    EUR    66.170
UniCredit Bank AG          10.000    1/3/2020    EUR    66.360
Vontobel Financial Produc   7.500   9/25/2020    EUR    63.190
UniCredit Bank AG           5.600    1/3/2020    EUR    62.320
UniCredit Bank AG          11.600    1/3/2020    EUR    74.410
Raiffeisen Centrobank AG   12.334  12/27/2019    EUR    64.390
Deutsche Bank AG            3.200  12/24/2019    EUR    65.670
Raiffeisen Centrobank AG    6.438  12/27/2019    EUR    53.980
Vontobel Financial Produc   7.500   6/12/2020    EUR    61.430
UniCredit Bank AG          14.700    1/3/2020    EUR    70.730



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

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

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

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

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

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


                * * * End of Transmission * * *