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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, January 13, 2020, Vol. 21, No. 9

                           Headlines



I R E L A N D

FOOTBALL ASSOCIATION: Bailout Likely as Board Revamped


I T A L Y

ASTALDI SPA: Moody's Withdraws Ca CFR for Business Reasons
BANCA CARIGE: Fitch Upgrades LT IDR to B-, Outlook Stable
MONTE DEI PASCHI: Moody's Affirms B1 Deposit Rating, Outlook Pos.


L U X E M B O U R G

ALTICE INT'L: Moody's Rates New EUR1.1B Notes B2, Outlook Neg.


N E T H E R L A N D S

GLOBAL UNIVERSITY: S&P Affirms 'B' Long-Term ICR, Outlook Stable
NORTH WESTERLY VI: S&P Assigns B- (sf) Rating on Class F Notes


U N I T E D   K I N G D O M

CARILLION PLC: FRC Delays Decision on KPMG Enforcement Action
FACADES & GLAZING: Goes Into Administration
MOTHERCARE: Closes UK Stores in Aintree, Warrington & Bromborough
NEW LOOK: To Close Stockton Store, Jobs at Risk
PRECISE MORTGAGE 2020-1B: S&P Prelim. Rates X-Dfrd Notes CCC

TRAVELEX HOLDINGS: S&P Places 'B-' Long-Term ICR on Watch Negative


X X X X X X X X

[*] BOND PRICING: For the Week January 6 to January 10, 2020

                           - - - - -


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I R E L A N D
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FOOTBALL ASSOCIATION: Bailout Likely as Board Revamped
------------------------------------------------------
Richie McCormack at Off The Ball reports that Sports Minister Shane
Ross says the old guard of the Football Association of Ireland has
now been excised and the healthy regeneration of the association
can begin.

Managing Director at Goodbody Stockbrokers Roy Barrett was
confirmed as the new Independent Chairperson of the FAI board, Off
The Ball relates.

According to Off The Ball, Autolease Fleet Management CEO Catherine
Guy and the Central Bank's Director of Human Resources Liz Joyce
have also joined the board as independent directors.

And following a meeting on Jan. 9 with the new directors, Minister
Ross said his department can now consider how best the Government
can assist the FAI in moving on, Off The Ball notes.

The Jan. 9 meeting with representatives of the FAI follows another
which centered around the future of the League of Ireland, Off The
Ball states.

PFAI General Secretary told Off The Ball last week that Minister
Ross "went 99% of the way to say that the government wouldn't allow
the FAI to go into examinership or insolvency".




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I T A L Y
=========

ASTALDI SPA: Moody's Withdraws Ca CFR for Business Reasons
----------------------------------------------------------
Moody's Investors Service withdrawn its ratings on Italian
construction company Astaldi S.p.A., including the Ca corporate
family rating, the Ca-PD/LD probability of default rating and the
Ca instrument ratings on the EUR750 million senior unsecured notes
due December 2020, as well as the negative outlook.

RATINGS RATIONALE

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

COMPANY PROFILE

Headquartered in Rome, Italy, Astaldi S.p.A. provides general
contracting, construction and procurement services with
consolidated construction revenue of EUR2.9 billion in 2017.
Projects include highways, railways, bridges, tunnels, subways,
airports, commercial and civil buildings, mining and industrial
facilities. Established in 1922 and listed since 2002, the majority
of the company's capital stock is owned by the Astaldi family. In
2018, the company applied for admission to the procedure for
composition with creditors with reservation, pursuant to Article
161, subsection 6, and Article 186-bis under Italian insolvency
law.

BANCA CARIGE: Fitch Upgrades LT IDR to B-, Outlook Stable
---------------------------------------------------------
Fitch Ratings upgraded Banca Carige S.p.A. - Cassa di Risparmio di
Genova e Imperia's Long-Term Issuer Default Rating to 'B-' from
'CCC'. The Outlook on the Long-Term IDR is Stable. Fitch has also
upgraded the bank's Viability Rating to 'b-' from 'f'.

The upgrade follows the recapitalisation of the bank through a
EUR700 million capital increase, the issue of EUR200 million Tier 2
notes and the sale of a EUR2.4 billion portfolio of impaired loans
to AMCO - Asset Management Company S.p.A. (BBB-/Rating Watch
Positive).

KEY RATING DRIVERS

IDRS, VR AND SENIOR DEBT

Following the upgrade of the VR to 'b-' from 'f', Carige's
Long-Term IDR is now at the same level as the bank's VR, resulting
in the IDR being driven by the bank's standalone creditworthiness.

The upgrade of the VR reflects Fitch's opinion that the capital
strengthening and balance-sheet de-risking have restored the bank's
viability. Fitch views Carige's capitalisation as being restored
with sufficient buffers above regulatory capital requirements with
an estimated Common Equity Tier 1 ratio and Total Capital Ratio of
13.3% and 15.2%, respectively at end-2019. Moreover, following the
large sale of impaired loans to AMCO - including a further EUR0.4
billion transaction likely to be completed by end-March 2020 -
Carige will substantially reduce its impaired loans ratio and
capital encumbrance by unreserved impaired loans to levels that
compare favourably with most domestic peers'. Its assessment of
asset quality also factors in its expectation that the bank will
agree on a second-loss guarantee with AMCO on a EUR1.2 billion
portfolio of high-risk exposures by end-March 2020, which will
provide some downside risk protection.

Its assessment of Carige's capital is constrained by the
expectation that the bank will remain structurally loss-making at
least until 2020, which might put pressure on capital. Revenue
generation is poor due to Carige's damaged franchise and lack of
commercial focus in recent quarters, but could improve as the bank
regains customer confidence and focuses on relaunching its
business. Carige should also gradually benefit from cost-cutting
initiatives, normalised funding costs and structurally lower loan
impairment charges, also in light of the second-loss guarantee
provided by AMCO. The turnaround of profitability and commercial
activities, however, remains exposed to significant execution risks
under the incoming management team and a possibly new strategic
plan. At the same time, execution capabilities will also remain
highly sensitive to the economic and interest-rate cycle.

The upgrade also reflects that the capital increase and balance
sheet de-risking will help stabilise the bank's funding. The bank's
short-term liquidity position is adequate and upcoming debt
maturities are manageable.

Carige's long-term senior debt is rated two notches below the
Long-Term IDR based on an estimated Recovery Rating of 'RR6'. Poor
recovery prospects for senior unsecured bond holders in a
hypothetical liquidation are a result of full depositor preference
in Italy and Carige's liability structure relying heavily on
customer deposits and secured or other forms of preferred funding.
The short-term senior debt rating is in line with the bank's
Short-Term IDR.

DEPOSIT RATING

Carige's long-term deposit rating is in line with the bank's
Long-Term IDR. Fitch does not grant any deposit rating uplift
because in its opinion, current debt buffers might not be
sustainable over time given significant reliance on senior
state-guaranteed debt with reasonably short maturities, the bank's
weak standalone credit profile and still uncertain access to the
unsecured debt market.

SUPPORT RATING AND SUPPORT RATING FLOOR

The Support Rating and Support Rating Floor reflect Fitch's view
that although external support from the government is being
provided and further support is possible, this cannot be relied
upon in the longer term. In the event that the bank is deemed by
the authorities to have become insolvent and unviable, external
sovereign support in the form of a precautionary recapitalisation
would not be available. The EU's Bank Recovery and Resolution
Directive and the Single Resolution Mechanism for eurozone banks
provide a framework for the resolution of banks that requires
senior creditors to participate in losses, if necessary, instead of
or ahead of a bank receiving sovereign support.

RATING SENSITIVITIES

IDRS, VR AND SENIOR DEBT

Carige's ratings could be upgraded if the bank shows progress in
strengthening its domestic franchise, which should translate into
sustainable business growth, improved funding profile and
ultimately make the bank structurally profitable without an
increase in the bank's risk appetite. The bank should also maintain
the currently adequate capitalisation and liquidity levels.

The ratings could also be upgraded should Cassa Centrale Banca,
Italy's seventh-largest banking group and Carige's shareholder with
8.3% of the share capital, substantially increase its stake in the
bank, and become a reference shareholder and hence potential
provider of institutional support.

Downside could arise if the two remaining transactions to be closed
in 1Q20 (sale of a small portfolio of impaired loans and
second-loss guarantee on high-risk loans) are not completed, which
is not its expectation. The ratings could also be downgraded if the
bank fails to relaunch its commercial activities, incurs
larger-than-expected losses or if new impaired loans generation
increases due to weak risk controls, increased risk appetite or
deterioration in the operating environment.

DEPOSIT RATING

The long-term deposit rating is primarily sensitive to changes in
the bank's Long-Term IDR. The deposit rating is also sensitive to a
change in Fitch's opinion regarding the size and sustainability of
senior and junior debt buffers over time.

SUPPORT RATING AND SUPPORT RATING FLOOR

An upgrade of the Support Rating and upward revision of the Support
Rating Floor would be contingent on a positive and sustainable
change in the sovereign's propensity to support Carige in the
longer term. While not impossible, this is highly unlikely, in
Fitch's view.

ESG CONSIDERATIONS

Carige has an ESG Relevance Score of '4' for Governance Structure,
reflecting that, at this stage, the effectiveness of the bank's
future corporate governance and senior management is yet to be
tested, which in conjunction with other factors, limits Fitch's
assessment of the bank's credit profile. The highest level of other
ESG credit relevance factors is a score of 3. This means other ESG
issues than Governance Structure 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.

MONTE DEI PASCHI: Moody's Affirms B1 Deposit Rating, Outlook Pos.
-----------------------------------------------------------------
Moody's Investors Service changed the outlook on the senior
unsecured debt and deposit ratings of Banca Monte dei Paschi di
Siena S.p.A. to positive from negative. Moody's upgraded the bank's
standalone Baseline Credit Assessment (BCA) to b3 from caa1,
upgraded the subordinated debt rating to Caa1 from Caa2, and
affirmed the long-term senior unsecured debt and deposit ratings at
Caa1 and B1 respectively.

Moody's also upgraded the BCA of MPS Capital Services S.p.A. (MPS
Capital Services) to b3 from caa1, reflecting Moody's view that
this entity is Highly Integrated and Harmonized (HIH) with MPS and
that its standalone characteristics have limited credit
significance. MPS Capital Services's B1 long-term deposit ratings
were affirmed and the outlook changed to positive from negative, in
line with the actions on the parent bank.

RATINGS RATIONALE

BCA

The upgrade of MPS's BCA to b3 from caa1 primarily reflects the
material improvements in the bank's asset quality. MPS disclosed a
pro-forma problem loan ratio of around 12.5% for end-2019,
materially down from 18% as of end-2018, as a result of the
disposal of EUR3.8 billion of gross problem loans. The ratio is
still much higher than the Italian average of around 8% and the
European Union average of around 3%, but is materially improved and
means that MPS has beaten the 12.9% NPL ratio target agreed with
the European Commission two years ahead of schedule.

The upgrade of the BCA also reflects the improvements in MPS's
funding profile, following the bank's issues in the institutional
bond market in 2019 of EUR1.25 billion of senior unsecured debt,
EUR300 million of Tier 2 debt and EUR2 billion covered bonds,
re-establishing some access to wholesale funding. Moody's also
expects MPS to repay in the next months the remaining EUR3.2
billion government guaranteed senior bonds in the market issued in
2017, and to reduce its drawings upon the European Central Bank's
(ECB's) Targeted Long-Term Refinancing Operations (TLTRO). MPS's
current TLTRO borrowings are currently among the highest in the
Euro area at around 12% of the bank's total assets.

At Seprtember 30, 2019, MPS reported a transitional Common Equity
Tier 1 (CET1) ratio of 14.8% (12.6% fully loaded) and a
transitional Total Capital ratio of 16.7% (14.6% fully loaded).
These ratios are above the Supervisory Review and Evaluation
Process requirement for 2020 yet the bank actually has limited
capital headroom in Moody's view given the need to further reduce
problem loans and its constrained access to new equity. MPS
benefits from ample liquidity although this will in part be used to
repay its government-guaranteed bonds and reduce its ECB funding.

MPS announced on January 9, 2020 that it had re-assessed the value
of its deferred tax assets (DTAs) as per new tax regulations and
the evolution of the macroeconomic scenario, resulting in an
impairment of EUR1.2 billion DTAs out of the total EUR3.1 billion
DTAs outstanding. The impairment will be reflected in the 4Q19
results and will likely result in a material loss for the full year
2019. This loss does not however change Moody's view of MPS's
creditworthiness since DTAs are already deducted from capital
ratios and therefore their write-down does not represent a change
in the bank's ability to absorb unexpected losses.

MPS's BCA of b3 continues to incorporate one-notch negative
adjustment for corporate behavior to reflect the continued
uncertainty over the bank's strategy going forward. Corporate
governance is a key credit consideration for MPS, as weak
governance in the past had led to poor strategic decisions.
Currently MPS's main shareholder is the Italian Ministry of Finance
with a 68% share, making it de facto a nationalised bank. The EU
requires the Italian government to dispose of its stake in the bank
by 2021 as a condition for the state aid received which is supposed
to be precautionary and temporary. To this end MPS will have not
only to complete a drastic reduction in problem loans but also
achieve further progress in restoring the long-term viability of
its franchise. The planned disposal of the government's stake will
also likely radically change the bank's governance, depending on
the ultimate shareholders.

The upgrade of the BCA of MPS Capital Services to b3 from caa1 is
in line with the upgrade of MPS's BCA, as a large portion of MPS
Capital Services's activities and revenues is linked to its parent,
with which MPS Capital Services shares most of its clients.
Furthermore, MPS Capital Services relies upon the management
structure of MPS. As such, MPS Capital Services's BCA is
practically indistinguishable from that of MPS.

LONG-TERM SENIOR UNSECURED DEBT, SUBORDINATED DEBT AND DEPOSIT
RATINGS

The affirmation of the long-term deposit rating at B1 reflects the
upgrade of the BCA to b3 from caa1 and very low loss-given-failure,
resulting in two notches of uplift from the bank's Adjusted BCA,
from extremely low loss-given-failure which gave three notches of
uplift previously. This follows the redemption of long-term debt
which reduces the protection from loss for deposits.

Similarly, the affirmation of the Caa1 long-term senior unsecured
debt rating reflects the upgrade of the BCA, offset by increased
loss-given-failure (now high rather than moderate) given the lower
volume of senior debt following redemptions.

The upgrade of the rating to Caa1 from Caa2 on MPS's subordinated
debt, which was already considered to be subject to high
loss-given-failure, reflects the upgrade of the bank's BCA.

Moody's assumes a low likelihood of government support for the
bank's rated liabilities, resulting in no further uplift to the
long-term senior unsecured debt and deposit ratings.

OUTLOOKS

The outlooks on MPS's long-term senior unsecured debt and deposit
ratings are positive, reflecting the possibility for a further
material reduction in the bank's problem loans in the medium term
whilst maintaining capital levels above regulatory requirements and
additional progress in restoring the franchise value the bank.

The positive outlook on MPS Capital Services's long-term deposit
ratings reflects the positive outlook on the parent bank.

WHAT COULD MOVE THE RATINGS UP/DOWN

MPS's BCA and long-term ratings could be upgraded following further
progress in its restructuring, in particular a return to
sustainable profitability, a further material decrease in problem
loans and demonstrated access to the senior and subordinated debt
markets. The long-term ratings could also be upgraded following the
issuance of material bail-in-able debt.

A downgrade of MPS's ratings is unlikely given the positive
outlook, but Moody's could downgrade the BCA, senior unsecured debt
and long-term deposit ratings if the bank reported material
capital-eroding losses or if the bank experienced material deposit
outflows. The deposit rating could also be downgraded if the bank
did not issue sufficient senior and subordinated debt to maintain
the very low loss-given-failure for this rating class.

MPS Capital Services's ratings and assessments could be upgraded or
downgraded following and upgrade or downgrade of MPS's ratings and
assessments.

LIST OF AFFECTED RATINGS

Issuer: Banca Monte dei Paschi di Siena S.p.A.

Upgrades:

Long-term Counterparty Risk Ratings, upgraded to Ba3 from B1

Long-term Counterparty Risk Assessment, upgraded to Ba3(cr) from
B1(cr)

Baseline Credit Assessment, upgraded to b3 from caa1

Adjusted Baseline Credit Assessment, upgraded to b3 from caa1

Subordinate Regular Bond/Debenture, upgraded to Caa1 from Caa2

Subordinate Medium-Term Note Program, upgraded to (P)Caa1 from
(P)Caa2

Affirmations:

Short-term Counterparty Risk Ratings, affirmed NP

Long-term Bank Deposits, affirmed B1, outlook changed to Positive
from Negative

Short-term Bank Deposits, affirmed NP

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

Senior Unsecured Regular Bond/Debenture, affirmed Caa1, outlook
changed to Positive from Negative

Senior Unsecured Medium-Term Note Program, affirmed (P)Caa1

Other Short Term, affirmed (P)NP

Outlook Action:

Outlook changed to Positive from Negative

Issuer: Banca Monte dei Paschi di Siena, London

Upgrades:

Long-term Counterparty Risk Ratings, upgraded to Ba3 from B1

Long-term Counterparty Risk Assessment, upgraded to Ba3(cr) from
B1(cr)

Affirmations:

Short-term Counterparty Risk Ratings, affirmed NP

Short-term Deposit Note/CD Program, affirmed NP

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

No Outlook assigned

Issuer: MPS Capital Services S.p.A.

Upgrades:

Long-term Counterparty Risk Ratings, upgraded to Ba3 from B1

Long-term Counterparty Risk Assessment, upgraded to Ba3(cr) from
B1(cr)

Baseline Credit Assessment, upgraded to b3 from caa1

Adjusted Baseline Credit Assessment, upgraded to b3 from caa1

Affirmations:

Short-term Counterparty Risk Ratings, affirmed NP

Long-term Bank Deposits, affirmed B1, outlook changed to Positive
from Negative

Short-term Bank Deposits, affirmed NP

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

Outlook Action:

Outlook changed to Positive from Negative

PRINCIPAL METHODOLOGY

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



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L U X E M B O U R G
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ALTICE INT'L: Moody's Rates New EUR1.1B Notes B2, Outlook Neg.
--------------------------------------------------------------
Moody's Investors Service assigned B2 ratings to the proposed
EUR2.75 billion-equivalent notes, including EUR600 million notes
maturing in 2025, EUR1.1 billion notes and $1.2 billion notes both
maturing in 2028, to be issued by Altice Financing S.A., the
borrowing entity of Altice International S.a.r.l., a subsidiary of
Altice Luxembourg S.A. The outlook is negative.

Proceeds from this debt issuance will be used to fully redeem the
$400 million senior unsecured notes maturing in 2024 issued by
Altice Finco S.A. and the $2.06 billion and EUR500 million senior
secured notes maturing in 2023 issued by Altice Financing S.A.

In addition Altice International indicated it plans to use some of
the available cash to repay EUR250 million senior unsecured notes
due in 2023 issued by Altice Finco S.A.

"The refinancing will extend Altice International's debt maturity
profile to 6.9 years from 5.4 years at Altice Luxembourg level.
Moreover, the refinancing will bring substantial interest savings
of around EUR150 million which will support cash-flow generation
from 2020 onwards," says Ernesto Bisagno, a Moody's VP-Senior
Credit Officer and lead analyst for Altice.

"However, the refinancing is broadly leverage neutral, as we expect
Altice International's Moody's-adjusted leverage to remain high at
around 5.9x in 2020, barring any debt reduction coming from
proceeds from asset disposals," adds Mr Bisagno.

RATINGS RATIONALE

Altice International credit profile reflects the company's close
links with Altice Luxembourg (B2 negative) and the potential use of
Altice International's leverage capacity and proceeds from asset
disposals for corporate purposes, including dividend
distributions.

Altice International's B2 corporate family rating (CFR) primarily
reflects (1) the company's geographical diversification and strong
market position in the countries where it operates; (2) its
well-invested fibre-rich infrastructure; (3) its adequate
liquidity; and (4) the group's commitment to reduce its
consolidated net debt/EBITDA to 4.25x (5.2x as of September 2019)
at the group level.

The rating is constrained by (1) the group's highly leveraged
capital structure, with potential for deleveraging in 2020
depending on the use of proceeds from disposals; (2) the group's
limited free cash flow (FCF) generation in 2020; (3) the complexity
of the group structure; (4) the competitive market conditions in
Israel and the Dominican Republic; and (5) the stretched management
resources, given the complexity of the group and the competitive
nature of its key markets.

Moody's forecasts Altice International's free cash flow after
capital spending (but before cash transferred to Group companies)
in 2020 to improve towards a range between zero to EUR100 million,
driven by a combination of modest earnings pressure and lower
interest paid. However, with the Portuguese spectrum auction
expected in 2020 (mainly for 700Mhz and 3.4GHz-3.6GHz bands) there
will be additional cash outflows. Moody's expects Altice
International's Moody's-adjusted debt/EBITDA to remain high at
around 5.9x in 2020. However, with EUR1.7 billion proceeds from
asset disposals in 2020, there is potential for debt reduction,
although some of the proceeds could be also upstreamed to its
parent, Altice Luxembourg.

Moody's has factored into its analysis of Altice International the
following environmental, social and governance (ESG)
considerations. The rating agency acknowledges the company's
renewed focus on operational management, but believes that its
management team remains stretched, given the complexity of Altice
Europe and the competitive nature of its key markets. As a telecom
company, the social considerations for Altice reflect the
characteristics of the industry where it operates; the company
relies on highly interconnected technology and confidential
information for business operations, leaving it exposed to data
security risk. Environmental risks for the sector are mainly
associated with electromagnetic radiation (for example, from mobile
antennas or mobile handsets), which has repeatedly been claimed to
be potentially harmful to the environment and health.

LIQUIDITY

Altice International has a long-term maturity profile, with no
material maturities until 2025, pro forma for the refinancing.
Liquidity is adequate, underpinned by (1) pro forma cash holdings
of EUR190 million (excluding the cash utilized to repay the EUR250
million bond and including EUR78 million received in connection
with the EUR200 million OMTEL disposal); (2) the revolving credit
facility (RCF) of EUR831 million (fully undrawn as of Seprtember
30, 2019); and (3) expectations for neutral to positive free cash
flow in 2020.

The RCF is subject to a springing (any drawing) net leverage
covenant of 5.25x; pro-forma for the EUR1.7 billion proceeds from
asset disposals, headroom under covenant is significant.

RATIONALE FOR THE NEGATIVE OUTLOOK

The negative outlook on Altice International's rating is in line
with the negative outlook on its parent, Altice Luxembourg.

Altice International ratings remain constrained by (1) the group's
high leverage, with its year-end 2019 Moody's-adjusted leverage,
inclusive of IFRS 16, expected to be at 5.7x; (2) competitive
market conditions, with only a short track record of stabilisation
in operating performance; (3) a complex financial structure, with
greater economic liabilities from towers and the pro rata
consolidation of off balance-sheet companies; and (4) negative FCF
in 2019, although improving in the second half of the year, with
potential for additional improvement in 2020.

WHAT COULD MOVE THE RATING UP/DOWN

The ratio thresholds for Altice International at the B2 rating
category are aligned with those of Altice Luxembourg S.A. to
reflect the overhang that the debt at the parent represents for its
subsidiaries.

Upward pressure on the rating is limited in the short term, but may
develop over time if the company maintains strong liquidity and
demonstrates sustained improvement in underlying revenue and key
performance indicators (KPIs, for example, churn and ARPU), with
growing EBITDA in main markets, especially in France, leading to an
improvement in credit metrics, such as: (1) Moody's-adjusted
leverage at Altice Luxembourg maintained below 5.0x; (2) a
significant improvement in FCF on a consistent basis; (3) strong
liquidity, with no refinancing risks.

Downward pressure on the ratings may develop if underlying
operating performance weakens, with a sustained decline in revenue
and deteriorating KPIs (including churn and ARPU) in France and
Portugal leading to a deterioration in the group's credit
fundamentals, such as: (1) Moody's-adjusted leverage at Altice
Luxembourg S.A. maintained consistently above 5.5x; (2) a
significant deterioration in FCF; (3) material debt-financed
acquisitions; (4) signs of deterioration in liquidity.

LIST OF AFFECTED RATINGS

Issuer: Altice Financing S.A.

Assignment:

Backed Senior Secured Regular Bond/Debenture, Assigned B2

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was
Telecommunications Service Providers published in January 2017.

COMPANY PROFILE

Altice International is a multinational fibre, telecommunications,
content and media company, with a presence in three key markets:
the Dominican Republic, Israel and Portugal. The company also
operates globally through Teads, a media platform. The company's
direct corporate parent is Altice Luxembourg S.A., which itself,
through Amsterdam-listed Altice Europe N.V. (formerly known as
Altice N.V.), is controlled by the French entrepreneur Patrick
Drahi.



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

GLOBAL UNIVERSITY: S&P Affirms 'B' Long-Term ICR, Outlook Stable
----------------------------------------------------------------
S&P Global Ratings affirmed its 'B' long-term issuer credit rating
on the parent company, Global University System Holding B.V. The
outlook is stable.

S&P said, "We are assigning our 'B' issue rating, with a '3'
recovery rating to the proposed senior secured EUR980 million term
loan B. Upon the completion of the transaction, we will withdraw
our outstanding ratings on the existing senior secured term loans
B.

"The proposed issue ratings will depend on our receipt and
satisfactory review of all final transaction documentation.
Accordingly, the proposed ratings should not be construed as
evidence of final ratings. If S&P Global Ratings does not receive
final documentation within a reasonable timeframe, or if final
documentation departs from materials reviewed, we reserve the right
to withdraw or revise our ratings." Potential changes include, but
are not limited to, revenues and EBITDA generation, utilization of
the loan proceeds, maturity, size and conditions of the loans,
financial and other covenants, security, and ranking.

The proposed transaction is credit negative, but the company's
fundamentals support a deleveraging trend.

S&P said, "In our view, the proposed dividend recapitalization will
reduce GUS' financial flexibility, as it will increase the
company's debt burden and reduce its cash positon, with no
counterbalancing benefit. Notably, the transaction will lead to an
increase in adjusted debt to EBITDA to 5.8x, immediately after
closing, from 5.1x on Nov. 30, 2019 (fiscal year end 2019).
However, we believe the company's high profitability and stable
cash generation will support the company's gradual deleveraging in
the medium term, in the absence of additional debt-funded
acquisitions or shareholder returns. GUS has demonstrated a good
track record of delivering a strong 20% compound annual growth in
reported EBITDA since 2016, with predicable free operating cash
flow (FOCF). As a result, we believe that the company's leverage is
still commensurate with the current rating."

The dividend recapitalization signals an increased appetite for
financial risk, which may lead to unpredictable financial metrics.

The company is not new to leveraging its balance sheet to finance
its operations, with several debt-funded opportunistic acquisitions
completed in the past few years. However, the proposed dividend
recapitalization--the second in three years, for a cumulative
amount of more than GBP200 million--signals a more aggressive
financial policy by the controlling shareholders. The company also
revised its net leverage target from 2.0x to 3.0x, with flexibility
to temporarily increase it up to 4.0x. If persistent, such policies
will introduce an element of uncertainty to the company's results,
versus forecast financial metrics.

The liquidity position reduces the risk of imminent financial
distress, but repeated acquisitions could reduce the buffer in the
medium term.

Despite the increasingly leveraged position, GUS' ample cash
reserve currently supports the ratings. Following the transaction
and the closing of the recent acquisitions, S&P expects the company
will hold about GBP250 million in free cash (outside its escrow
account), which reduces the likelihood of imminent financial
distress. This position is also reinforced by the expected positive
S&P Global Ratings-adjusted FOCF of about GBP60 million-GBP90
million per year in 2020 and 2021. S&P believes GUS will use part
of the cash on the balance sheet to fund its intense acquisition
pipeline. This would consume the liquidity buffer and reduce the
company's ability to withstand financial headwinds.

S&P said, "The stable outlook reflects our view that the company
will be able to withstand the higher leverage resulting from the
proposed dividend recapitalization, thanks to its stable operating
performance and cash generation. As a result, we expect leverage to
decline to close to 5.0x in 2020-2021, after peaking at 5.8x--on a
pro forma basis--at the closing of the transaction. Our outlook
also takes account of the gradual expansion of the group's reported
EBITDA to GBP165 million in 2020 and GBP190 million in 2021,
coupled with stable FOCF. However, we note that the transaction
signals a more aggressive financial policy by the controlling
shareholders, which could increase uncertainties around future
performance.

"Considering that the private higher education market remains
fragmented, we believe GUS will continue to participate in sector
consolidation. That said, we believe potential rating downside
would most likely stem from further material debt-financed
acquisitions that weakened GUS' credit metrics, with S&P Global
Ratings-adjusted debt to EBITDA exceeding 7.0x. The ratings could
also come under pressure from weaker operating performance than we
currently expect, including the inability to manage the completion
and any setback in integrating the acquired companies, such that
EBITDA growth did not materialize and FOCF became neutral for a
prolonged period.

"We consider an upgrade unlikely over the next 12 months due to
GUS' participation in the consolidation of the higher education
industry, with ongoing bolt-on acquisitions eroding any rating
headroom arising from positive operating performance. An upgrade
would hinge on the group establishing a track record of a more
conservative financial policy, leading to S&P Global
Ratings-adjusted debt to EBITDA remaining below 5.0x and adjusted
FOCF to debt above 5% on a sustainable basis. Additionally, any
rating upside will hinge on continuing significant organic growth
of the business."


NORTH WESTERLY VI: S&P Assigns B- (sf) Rating on Class F Notes
--------------------------------------------------------------
S&P Global Ratings assigned credit ratings to the class A to F
European cash flow CLO notes issued by North Westerly VI B.V. The
issuer also issued unrated subordinated notes.

The ratings reflect S&P's assessment of:

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

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

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

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

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

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

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

"In our cash flow analysis, we used the EUR400 million target par
amount, the covenanted weighted-average spread (3.70%), the
weighted-average coupon (4.50%), and the covenanted
weighted-average recovery rate for all rating levels. As the
portfolio is being ramped, we have relied on indicative spreads and
recovery rates of the portfolio. Our credit and cash flow analysis
indicates that the available credit enhancement for the class B-1
to D notes could withstand stresses commensurate with higher
ratings than those we have assigned. However, as the CLO will be in
its reinvestment phase starting from closing, during which the
transaction's credit risk profile could deteriorate, we have capped
our ratings assigned to the notes."

Environmental, social, and governance (ESG) criteria due diligence

In an effort to maximize its ESG profile, the collateral manager
will use its best efforts to apply and utilize its own ESG criteria
and due diligence prior to purchasing any collateral obligation.
This includes, but is not limited to, the following:

-- Reviewing due diligence materials prepared by independent
industry consultants and other institutions to the extent
reasonably available to the collateral manager;

-- Reviewing professional publications and articles from reputable
media sources available to the collateral manager including "bad
press" checks;

-- Undertaking, either in writing or in person, interviews with
the management of the relevant collateral obligation; and

-- Carrying out an assessment of the collateral obligations'
existing policies on ESG factors using the information collated
above.

Any collateral obligation purchased by the collateral manager will
include--at least quarterly and on a best efforts basis--ongoing
ESG due diligence. This includes, but is not limited to:

-- An assessment of reputable media outlets and other publicly
available information of the collateral obligation, including "bad
press" checks;

-- Monitoring industry trends and regulatory developments, which
the collateral manager may deem relevant for the relevant
collateral obligation;

-- Attending company, shareholder, and management meetings, where
possible; and

-- Identifying and monitoring any specific remediation or
rectification measures relating to the collateral obligation(s)
which the collateral manager is aware of.

ESG scoring

The collateral manager will utilize and apply its own ESG industry
category and scoring methodology to each collateral obligation it
purchases.

The ESG industry category comprises a category ranging from "low
risk" to "high impact unmitigated," which the collateral manager
will assign to each collateral obligation, in accordance with its
ESG due diligence procedures and best practices.

The collateral manager will assign the ESG score to each collateral
obligation ranging from -1 (negative) to 7 (maximum) at its
discretion. The collateral manager's objective is to maintain--on a
weighted-average basis--an ESG score of no less than 5 (high), and
failure to reach or maintain this score will not result in a breach
of the collateral manager's duties or obligations under the
transaction documents.

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

Elavon Financial Services DAC is the bank account provider and
custodian. The documented downgrade remedies are in line with its
current counterparty criteria.

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

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

  Ratings List

  Class   Rating     Amount      Sub (%)  Interest rate*
                   (mil. EUR)
  A       AAA (sf)   250.00      37.5     Three/six-month EURIBOR

                                           plus 0.97%
  B-1     AA (sf)     25.00      27.5     Three/six-month EURIBOR
                                           plus 1.75%
  B-2     AA (sf)     15.00      27.5     2.20%
  C       A (sf)      28.00      20.5     Three/six-month EURIBOR
                                           plus 2.85%
  D       BBB (sf)    20.00      15.5     Three/six-month EURIBOR
                                           plus 4.10%
  E       BB (sf)     24.00       9.5     Three/six-month EURIBOR
                                           plus 7.22%
  F       B- (sf)     10.00       7       Three/six-month EURIBOR
                                           plus 9.65%
  Sub.    NR          38.00       N/A     N/A

* The payment frequency switches to semiannual and the index
switches to six-month EURIBOR when a frequency switch event occurs.


NR--Not rated.

N/A--Not applicable

EURIBOR--Euro Interbank Offered Rate.




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

CARILLION PLC: FRC Delays Decision on KPMG Enforcement Action
-------------------------------------------------------------
Tabby Kinder at The Financial Times reports that the audit watchdog
has delayed a decision on whether to bring enforcement action
against KPMG over its work on collapsed outsourcing giant
Carillion, citing an exceptionally large and complicated
investigation.

According to the FT, the Financial Reporting Council said it would
miss a self-imposed deadline to complete its probe into audit work
carried out by KPMG, which was initially due this month.  It will
instead make a decision on whether to bring disciplinary
proceedings against KPMG, which could include a hefty fine, this
summer, the FT notes.

The regulator is looking into audit work by KPMG carried out for
Carillion between 2013 and 2017, including the accounting for
construction and services contracts, pension liabilities and issues
around whether the business could continue to operate, the FT
discloses.

It said an "independent expert" was considering its analysis and
would advise "on whether there were breaches of auditing
standards", the FT relays.

The FRC added that it was co-operating "to the fullest extent
permissible" with other regulators pursuing parallel
investigations, according to the FT.  These include the Insolvency
Service, which is looking into the conduct of Carillion's directors
and the cause of the collapse, and the National Audit Office, which
is reviewing the rescue by the UK government of Carillion's PFI
hospital contracts, the FT states.

The FRC announced an investigation into KPMG's audits and the
conduct of Carillion's two former finance directors, Richard Adam
and Zafar Khan, just two weeks after the outsourcer went bust in
January 2018, the FT recounts.


FACADES & GLAZING: Goes Into Administration
-------------------------------------------
Tom Austen at Rothbiz reports that it was meant to put the company
in a strong position for growth, but a year and a half after being
acquired by an American private investment firm, Rotherham-based
Facades & Glazing Solutions UK Ltd (FGS) is in administration.

According to Rothbiz, Anthony Barrell --
tony.barrell@frpadvisory.com -- and Rajnesh Mittal --
raj.mittal@frpadvisory.com -- of FRP Advisory LLP, were appointed
as joint administrators on Jan. 6.

Previously known as Glassolutions as part of a French
multinational, the company specializes in conception, engineering
and installation of glazed facades and building envelopes, Rothbiz
relates.

As Glassoulutions, it delivered an annual turnover around GBP70
million, and employed around 440 people, Rothbiz discloses.



MOTHERCARE: Closes UK Stores in Aintree, Warrington & Bromborough
-----------------------------------------------------------------
Gemma Jaleel at Liverpool Echo reports that Mothercare has
announced when it will be closing its UK stores including Aintree,
Warrington and Bromborough.

The company went into administration in November last year
following an announcement that Mothercare had suffered a GBP36.3
million loss last year under a controversial company voluntary
arrangement (CVA) which sparked its demise, Liverpool Echo
recounts.

The company appointed PricewaterhouseCoopers (PwC) to manage its
stock and store count and later confirmed 79 store closures and
2,869 job losses, Liverpool Echo discloses.

The superstore in Aintree closed its doors for the last time on
Wednesday, Jan. 8, Liverpool Echo relates.

According to Liverpool Echo, a spokesperson for Mothercare
confirmed: "All stores were expected to be closed by Sunday, Jan.
12."

The store in Warrington was set to close on Sunday, Jan. 12, while
the Bromborough branch was set to close Friday, Jan. 10, Liverpool
Echo notes.


NEW LOOK: To Close Stockton Store, Jobs at Risk
-----------------------------------------------
Jade McElwee at TeessideLive reports that high street retailer New
Look has announced it will close its Stockton store this month.

According to TeessideLive, the company will close its doors on High
Street in the town centre on Saturday, Jan. 18, leading to possible
job losses.

It is the second New Look outlet, along with Thornaby, planned for
closure last year, TeessideLive discloses.

The fashion chain announced its plans to axe up to 980 jobs under
proposals to shut 60 stores and slash rent on nearly 400 shops as
part of a rescue plan, TeessideLive relates.

However, it will continue to operate outlets in Middlesbrough,
Redcar and Teesside Shopping Park, TeessideLive notes.

Yellow clearance posters and "everything must go" signs have been
placed in the windows of the store, TeessideLive states.

It is not known how many jobs will be lost following the closure,
TeessideLive says.

In March last year, New Look said it was looking to close nearly
10% of its 593-strong UK store estate, with a further six sites
that are sub-let also due to shut as it pushes ahead with a company
voluntary arrangement (CVA), TeessideLive recounts.

It said the closures would lead to redundancies, with up to 980
jobs out of its workforce of 15,300 under threat, although it said
it would look to redeploy staff where possible, according to
TeessideLive.

Its rescue plan has also seen the group ask landlords to slash the
rent and revise leases on 393 stores across the UK, TeessideLive
relays.

According to TeessideLive, Alistair McGeorge, of New Look, said:
"Given our challenged trading performance and over-rented UK store
estate, we are having to take tough but necessary actions to reduce
our fixed cost base and restore long-term profitability.

"We have held constructive discussions with our key landlords and
strategic partners and will now seek creditor approval on our CVA
proposal.  A priority for us is to keep all potentially affected
colleagues informed during this difficult time."


PRECISE MORTGAGE 2020-1B: S&P Prelim. Rates X-Dfrd Notes CCC
-------------------------------------------------------------
S&P Global Ratings has assigned preliminary credit ratings to
Precise Mortgage Funding 2020-1B PLC's (PMF 2020-1B's) class A1,
A2, and B notes and class C-Dfrd to X-Dfrd interest deferrable
notes.

PMF 2020-1B is a static RMBS transaction that securitizes a
portfolio of GBP400.76 million buy-to-let (BTL) mortgage loans
secured on properties in the U.K. The loans in the pool were
originated by Charter Court Financial Services Ltd. (CCFS) between
2014 and 2019.

At closing, the issuer will use the issuance proceeds to purchase
the full beneficial interest in the mortgage loans from the seller.
The issuer will grant security over all of its assets in favor of
the security trustee.

S&P considers the collateral to be prime, based on the overall
performance of CCFS' BTL residential mortgage book, the
originator's lending criteria, and the absence of loans in arrears
in the securitized pool.

Credit enhancement for the rated notes will consist of
subordination from the closing date and overcollateralization
following the step-up date, which will result from the release of
the excess amount from the revenue priority of payment to the
principal priority of payment.

The transaction will feature a liquidity and a general reserve fund
to provide liquidity in the transaction.

There are no rating constraints in the transaction under our
counterparty, operational risk, or structured finance sovereign
risk criteria. S&P considers the issuer to be bankruptcy remote.

  Ratings Assigned

  Class               Prelim. rating*    Amount (GBP)
  A1                  AAA (sf)           TBD
  A2                  AAA (sf)           TBD
  B                   AA+ (sf)           TBD
  C-Dfrd              AA- (sf)           TBD
  D-Dfrd              A- (sf)            TBD
  E-Dfrd              BB (sf)            TBD
  X-Dfrd              CCC (sf)           TBD
  RC1 residual cert   NR                 N/A
  RC2 residual cert   NR                 N/A
  ERC certificates    NR                 N/A

  NR--Not rated.
  TBD--To be determined.
  N/A--Not applicable.


TRAVELEX HOLDINGS: S&P Places 'B-' Long-Term ICR on Watch Negative
------------------------------------------------------------------
S&P Global Ratings placed its 'B-' long-term issuer credit rating
on U.K.-based Travelex Holdings Ltd. (Travelex) on CreditWatch with
negative implications. At the same time, S&P placed its 'B-' issue
rating on the EUR360 million senior secured notes and its 'B+'
issue rating on the GBP90 million super senior revolving credit
facility (SSRCF) on CreditWatch with negative implications.

While the full extent of the disruption caused by this cyber
incident is yet to be quantified, this disruption will affect
Travelex's reputation and brand, and raises concerns about the
strength and adequacy of its governance and internal controls.   It
is critical for maintaining the trust of its customers,
counterparties, and regulators that Travelex operates a robust
information technology infrastructure, along with a strong
compliance culture. Following this incident, S&P has concerns about
the overall quality, strength, and adequacy of Travelex's internal
controls, data protection, and governance measures. The malware
primarily affected Travelex's online service segment, and the
decision to take the system offline as a precautionary measure has
consequently affected online services including those of its
customers such as Tesco, Sainsbury's, HSBC, and Virgin Money.
Besides the breaches of service level agreement terms with its
customers, reputational damage from this incident could affect
Travelex's market standing and its ability to successfully renew
outsourcing contracts.

S&P said, "We will resolve the CreditWatch in the coming days or
weeks, once we are able to assess the overall impact of this
incident on Travelex's market standing, operations, financial
position, and liquidity (including covenant compliance). We will
also assess Finablr's steps to support Travelex's liquidity and
infrastructure needs through this difficult period, and whether the
SACP of Travelex and its final rating (the latter includes group
support) may differ.

"We could lower the final rating on Travelex if the follow-on
impact of this IT disruption causes significant reputation and
financial damage, rendering the business model of the group
unsustainable. We could lower our SACP on Travelex if we observed a
deterioration of the creditworthiness of Travelex without any
substantive explicit financial support from Finablr.

"We assess Travelex's liquidity position as less than adequate,
primarily due to tight covenant headroom under its SSRCF. We see
the company's sources of liquidity covering uses by more than 1.2x
over the 12 months from Sept. 30, 2019. As witnessed previously, a
cash infusion from Finablr could serve as a potential source of
liquidity. However, we have not included it within our calculation,
as the additional new funds are uncommitted at this stage."




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

[*] BOND PRICING: For the Week January 6 to January 10, 2020
------------------------------------------------------------
Issuer                  Coupon  Maturity  Currency  Price
------                  ------  --------  --------  -----
Intelsat Luxembourg SA    8.125    6/1/2023  USD   60.154
Officine Maccaferri-SpA   5.750    6/1/2021  EUR   34.979
Casino Guichard Perrach   3.992              EUR   53.193
Kirk Beauty One GmbH      8.750   7/15/2023  EUR   72.585
Valaris plc               7.750    2/1/2026  USD   60.162
Intelsat Connect Financ   9.500   2/15/2023  USD   70.443
Rallye SA                 4.000    4/2/2021  EUR   30.001
Valaris plc               5.750   10/1/2044  USD   45.860
Nostrum Oil & Gas Finan   8.000   7/25/2022  USD   45.660
Hema Bondco II BV         8.500   1/15/2023  EUR   45.054
Valaris plc               8.000   1/31/2024  USD   64.000
Petra Diamonds US Treas   7.250    5/1/2022  USD   63.464
Casino Guichard Perrach   1.033              EUR   35.137
Teva Pharmaceutical Fin   4.100   10/1/2046  USD   72.648
Mallinckrodt Internatio   4.750   4/15/2023  USD   39.192
Mitsubishi UFJ Investor   4.092  12/15/2050  EUR   60.416
Valaris plc               5.200   3/15/2025  USD   57.524
Astaldi SpA               7.125   12/1/2020  EUR   15.071
Ageasfinlux SA            0.947              EUR   61.685
Nostrum Oil & Gas Finan   7.000   2/16/2025  USD   48.871
Cooperativa Muratori &    6.000   2/15/2023  EUR    2.891
Thomas Cook Group PLC     6.250   6/15/2022  EUR    5.791
Debenhams PLC             5.250   7/15/2021  GBP   27.000
Rallye SA                 4.371   1/23/2023  EUR   29.999
Neoen SA                  1.875   10/7/2024  EUR   36.524
ADLER Real Estate AG      2.500   7/19/2021  EUR   15.962
Moby SpA                  7.750   2/15/2023  EUR   34.055
Ferroglobe PLC / Globe    9.375    3/1/2022  USD   62.044
O1 Properties Finance P   8.250   9/27/2021  USD   49.270
Valaris plc               4.500   10/1/2024  USD   57.474
Intralot Capital Luxemb   5.250   9/15/2024  EUR   43.831
Pro-Gest SpA              3.250  12/15/2024  EUR   58.350
Vallourec SA              2.250   9/30/2024  EUR   73.333
Mallinckrodt Internatio   5.750    8/1/2022  USD   40.584
Boparan Finance PLC       4.375   7/15/2021  EUR   73.841
Senvion Holding GmbH      3.875  10/25/2022  EUR    5.656
Rallye SA                 5.250    2/1/2022  EUR   29.953
Rallye SA                 3.250    2/8/2024  CHF   28.067
Offshore Drilling Holdi   8.375   9/20/2020  USD   29.250
Boparan Finance PLC       5.500   7/15/2021  GBP   74.010
Obrascon Huarte Lain SA   4.750   3/15/2022  EUR   74.050
Abengoa Abenewco 2 Bis    1.500   4/26/2024  EUR
Mallinckrodt Internatio   5.625  10/15/2023  USD   36.628
Rothschild & Co Continu   2.375              USD   69.875
Rallye SA                 4.000  11/23/2020  CHF   29.887
Lecta SA                  6.500    8/1/2023  EUR   47.039
Mallinckrodt Internatio   5.500   4/15/2025  USD   34.007
Vallourec SA              4.125   10/4/2022  EUR    5.486
Jain International Trad   7.125    2/1/2022  USD   30.883
Thomas Cook Finance 2 P   3.875   7/15/2023  EUR    5.500
Societe Generale SA       1.989              USD   75.500
Cooperativa Muratori &    6.875    8/1/2022  EUR    2.591
Galapagos SA/Luxembourg   5.375   6/15/2021  EUR    0.060
Astaldi SpA               4.875   6/21/2024  EUR   13.886
Galapagos Holding SA      7.000   6/15/2022  EUR    6.919
BNP Paribas SA            2.139              USD   69.398
Quadient                  3.375              EUR   57.212
Ferroglobe PLC / Globe    9.375    3/1/2022  USD   61.879
Distribuidora Internaci   0.875    4/6/2023  EUR   54.143
Genfit                    3.500  10/16/2022  EUR   23.383
Intralot Capital Luxemb   6.750   9/15/2021  EUR   61.037
Banco Espirito Santo SA   4.000   1/21/2019  EUR   25.278
Capital Raising GmbH      7.500              EUR   60.362
Union Fenosa Preferente   1.252              EUR   72.170
Pizzaexpress Financing    8.625    8/1/2022  GBP   35.317
VIEO BV                   6.750    9/7/2020  EUR   41.895
HOCHDORF Holding AG       2.500              CHF   52.422
FF Group Finance Luxemb   3.250   11/2/2021  CHF   13.266
FIGEAC-AERO               1.125  10/18/2022  EUR   23.760
Korian SA                 2.500              EUR   49.127
Greenyard Fresh NV        3.750  12/22/2021  EUR   70.047
Air France-KLM            0.125   3/25/2026  EUR   18.042
Odea Bank AS              7.625    8/1/2027  USD   72.622
Grupo Isolux Corsan SA    1.000  12/30/2021  EUR    0.001
Hybrid Raising GmbH       6.625              EUR   70.946
Grupo Isolux Corsan SA    6.000  12/30/2021  EUR    0.303
NIBC Bank NV              0.552              EUR   65.851
Bourbon Corp              6.446              EUR    2.454
EA Partners I BV          6.875   9/28/2020  USD   41.653
FF Group Finance Luxemb   1.750    7/3/2019  EUR    4.500
Rallye SA                 3.400   1/31/2022  EUR   30.007
Bank Otkritie Financial  10.000   4/26/2019  USD    8.201
Banco Espirito Santo SA   2.625    5/8/2017  EUR   24.828
Naviera Armas SA          4.250  11/15/2024  EUR   70.674
Yell Bondco PLC           8.500    5/2/2023  GBP   67.207
NIBC Bank NV              2.627              USD   66.667
Econocom Group SA/NV      0.500    3/6/2023  EUR    7.030
EA Partners II BV         6.750    6/1/2021  USD   48.000
Obrascon Huarte Lain SA   5.500   3/15/2023  EUR   73.172
Maisons du Monde SA       0.125   12/6/2023  EUR   42.804
Lecta SA                  6.375    8/1/2022  EUR   47.236
Senivita Social Estate    6.500   5/12/2020  EUR   71.000
Air Berlin PLC            8.250   4/19/2018  EUR    1.847
Top Gun Realisations 74   6.500    7/1/2022  GBP   18.619
Immigon Portfolioabbau    5.980              EUR   15.743
Galapagos SA/Luxembourg   4.366   6/15/2021  EUR    0.100
Mitsubishi UFJ Investor   3.834  12/30/2099  EUR    4.812
Paragon GmbH & Co KGaA    4.500    7/5/2022  EUR   64.414
Avangardco Investments   10.000  10/29/2018  USD    6.000
Bilt Paper BV             9.640              USD    0.940
Transcapitalbank JSC Vi  10.000   9/18/2020  USD   56.250
Biocartis NV              4.000    5/9/2024  EUR   71.862
Lehman Brothers UK Capi   5.125              EUR    7.138
Solstad Offshore ASA      5.380   9/24/2021  NOK    4.750
Lambay Capital Securiti   6.250              GBP    0.363
Petra Diamonds US Treas   7.250    5/1/2022  USD   62.581
KCA Deutag UK Finance P   9.875    4/1/2022  USD   69.260
Intelsat Connect Financ   9.500   2/15/2023  USD   70.165
Privatbank CJSC Via UK   10.250   1/23/2018  USD   29.833
DOF Subsea AS             9.500   3/14/2022  USD   66.052
Steinhoff Finance Holdi   1.250  10/21/2023  EUR   41.013
DOF Subsea AS             8.810   5/22/2020  NOK   66.564
Rickmers Holding AG       8.875   6/11/2018  EUR    1.043
Prime Living AB           7.000  10/19/2020  SEK    5.000
EOS Imaging SA            6.000   5/31/2023  EUR    6.319
KCA Deutag UK Finance P   7.250   5/15/2021  USD   67.824
Nexity SA                 0.125    1/1/2023  EUR   66.058
House of Fraser Funding   6.546   9/15/2020  GBP    4.792
OGX Austria GmbH          8.500    6/1/2018  USD    0.001
Air Berlin PLC            6.750    5/9/2019  EUR    1.943
OGX Austria GmbH          8.375    4/1/2022  USD    0.001
Banco Espirito Santo SA   4.750   1/15/2018  EUR   25.485
Afren PLC                 6.625   12/9/2020  USD    0.029
Banco Espirito Santo SA   7.125  11/28/2023  EUR    0.207
DNB Bank ASA              2.188              USD   70.893
Evan Group PLC            6.000   7/31/2022  EUR   72.825
Eramet                    4.000              EUR   52.638
Praktiker AG              5.875   2/10/2016  EUR    0.541
BAT International Finan   2.250    9/9/2052  GBP   75.094
Rallye SA                 1.000   10/2/2020  EUR   29.875
Hellenic Bank PCL        10.000              EUR   48.255
KTG Agrar SE              7.125    6/6/2017  EUR    0.561
Espirito Santo Financia   6.875  10/21/2019  EUR    0.198
Yuksel Insaat AS          9.500  11/10/2015  USD    0.967
Nostrum Oil & Gas Finan   8.000   7/25/2022  USD   45.718
Santhera Pharmaceutical   5.000   2/17/2022  CHF   62.724
Fuerstenberg Capital Er   1.287              EUR   73.208
DNB Bank ASA              2.188              USD   71.167
Pierre & Vacances SA      2.000    4/1/2023  EUR   52.875
DNB Bank ASA              2.188              USD   71.026
Abengoa Abenewco 2 Bis    1.500   4/26/2024  USD    5.237
Air Berlin PLC            5.625    5/9/2019  CHF    1.366
Prime Living AB           4.598   9/29/2020  SEK   49.903
KCA Deutag UK Finance P   7.250   5/15/2021  USD   68.569
SeniVita Sozial gGmbH     7.000              EUR   30.000
Mallinckrodt Internatio   5.625  10/15/2023  USD   37.145
Privatbank CJSC Via UK   11.000    2/9/2021  USD   20.267
Abengoa Abenewco 2 Bis    1.500   4/26/2024  USD    4.977
Banco Espirito Santo SA   2.266              EUR    0.093
Virgolino de Oliveira F  10.500   1/28/2018  USD    3.426
Stichting Afwikkeling O   6.250  10/26/2020  EUR    1.520
Tresu Investment Holdin   5.000   9/29/2022  EUR   41.625
Nexity SA                 0.250    3/2/2025  EUR   69.250
Virgolino de Oliveira F  11.750    2/9/2022  USD    4.022
Melin Group/Norway        7.350  10/30/2022  NOK   73.003
Banco Pinto & Sotto May   1.055              EUR   68.110
UkrLandFarming PLC       10.875   3/26/2018  USD    6.739
Claranova SADIR           5.000    7/1/2023  EUR    1.170
LA Perla Fashion Financ   7.250   3/29/2023  EUR   34.200
Alitalia-Societa Aerea    5.250   7/30/2020  EUR    6.327
New World Resources NV    4.000   10/7/2020  EUR    0.022
Afren PLC                11.500    2/1/2016  USD    0.031
Mallinckrodt Internatio   5.500   4/15/2025  USD   34.648
Lehman Brothers UK Capi   6.900              USD    2.745
Dexia SA                  1.386              EUR    7.053
DOF Subsea AS             9.850  11/27/2023  NOK   69.300
KCA Deutag UK Finance P   9.625    4/1/2023  USD   68.183
Stichting Afwikkeling O  11.250              EUR    1.023
Cirio Holding Luxembour   6.250   2/16/2004  EUR    0.521
Agrokor dd                8.875    2/1/2020  USD   19.297
Lehman Brothers UK Capi   3.875              EUR    7.440
Dexia Credit Local SA     1.331              EUR    6.191
Melin Group/Norway        9.850   1/30/2023  NOK   50.000
Top Gun Realisations 73   8.000    7/1/2023  GBP    0.874
Nostrum Oil & Gas Finan   7.000   2/16/2025  USD   48.297
Wasps Finance Plc         6.500   5/13/2022  GBP   75.800
Hamon & CIE SA            5.500   1/30/2025  EUR   47.832
International Industria   9.000    7/6/2011  EUR    0.057
HOCHDORF Holding AG       3.500   3/30/2020  CHF   28.000
OGX Austria GmbH          8.500    6/1/2018  USD    0.001
Portugal Telecom Intern   6.250   7/26/2016  EUR    1.300
Waste Italia SpA         10.500  11/15/2019  EUR    0.884
BBVA International Pref   1.670              GBP   65.688
Mallinckrodt Internatio   5.750    8/1/2022  USD   40.387
Agrokor dd                9.875    5/1/2019  EUR   18.618
New World Resources NV    8.000    4/7/2020  EUR    1.356
Banca Popolare di Vicen   9.500   9/29/2025  EUR    0.833
KCA Deutag UK Finance P   9.875    4/1/2022  USD   69.390
Cattles Ltd               8.125    7/5/2017  GBP    0.001
Orient Express Bank PJS  10.000              USD   40.581
YA Holding AB             3.020   6/18/2022  SEK   61.789
Europejskie Centrum Ods   5.790   4/14/2020  PLN   65.000
Norske Skogindustrier A   7.000  12/30/2026  EUR    0.142
Privatbank CJSC Via UK   10.875   2/28/2018  USD   30.770
Scandinavian Airlines S   0.625              CHF   36.707
CNP Assurances            2.000              EUR   75.000
Windreich GmbH            6.500    3/1/2015  EUR    8.014
Cooperatieve Rabobank U   0.500   2/26/2029  HUF   70.840
Espirito Santo Financia   9.750  12/19/2025  EUR    0.711
Agrokor dd                9.125    2/1/2020  EUR   19.256
Windreich GmbH            6.500   7/15/2016  EUR    8.374
Norske Skogindustrier A   2.000  12/30/2115  EUR    1.376
Norske Skog Holding AS    8.000   2/24/2021  EUR    0.070
Hellas Telecommunicatio   6.054   1/15/2015  USD    0.018
CBo Territoria            3.750    7/1/2024  EUR    4.940
Russian Federal Bond -    0.250   7/20/2044  RUB   23.287
Allied Irish Banks PLC   12.500   6/25/2035  GBP   70.780
Saleza AS                 9.000   7/12/2021  EUR    0.213
Societe Centrale des Bo   2.500   5/15/2023  EUR    6.880
Credit Suisse AG          1.589   8/28/2030  USD   73.770
LBI ehf                   6.100   8/25/2011  USD    7.750
Del Monte Finance Luxem   6.625   5/24/2006  EUR    4.544
ESFIL-Espirito Santo Fi   5.250   6/12/2015  EUR    0.224
Cirio Del Monte NV        7.750   3/14/2005  EUR    1.170
Offshore Drilling Holdi   8.375   9/20/2020  USD   28.500
Idea Bank SA              5.090   8/14/2020  PLN   73.850
GEWA 5 to 1 GmbH & Co K   6.500   3/24/2018  EUR    5.260
GNB - Cia de Seguros de   3.100              EUR   74.013
Boparan Finance PLC       4.375   7/15/2021  EUR   74.156
OGX Austria GmbH          8.375    4/1/2022  USD    0.001
Afren PLC                10.250    4/8/2019  USD    0.031
Hema Bondco II BV         8.500   1/15/2023  EUR   45.311
Cooperatieve Rabobank U   0.500  10/30/2043  MXN   17.218
APP International Finan  11.750   10/1/2005  USD    0.893
Lloyds Bank PLC                    7/5/2033  USD   66.319
Pizzaexpress Financing    8.625    8/1/2022  GBP   35.637
Kaupthing ehf             5.750   10/4/2011  USD    0.250
Marine Subsea AS          9.000  12/16/2019  USD    0.688
Hellenic Republic Gover   2.085   7/25/2057  EUR   51.347
Phosphorus Holdco PLC    10.000    4/1/2019  GBP    2.671
Kaupthing ehf             7.625   2/28/2015  USD    0.250
Verimatrix SA             6.000   6/29/2022  EUR    3.784
Manchester Building Soc   6.750              GBP   14.636
Dolphin Drilling ASA      4.490   8/28/2019  NOK    0.114
Erotik-Abwicklungsgesel   7.750    7/9/2019  EUR    0.779
WPE International Coope  10.375   9/30/2020  USD    3.301
Depfa Funding II LP       6.500              EUR   57.211
Lehman Brothers UK Capi   5.750              EUR    1.500
Enertronica Santerno Sp   7.000  12/31/2022  EUR   50.050
Chr Bygga Bostader Hold   9.163    7/5/2021  SEK   50.000
JZ Capital Partners Ltd   6.000   7/30/2021  GBP    9.800
Banco Espirito Santo SA   6.875   7/15/2016  EUR   24.884
Kirk Beauty One GmbH      8.750   7/15/2023  EUR   73.361
Barclays Bank PLC         1.109   9/13/2028  USD   78.392
International Industria  11.000   2/19/2013  USD    0.176
Cooperatieve Rabobank U   0.500   7/30/2043  MXN   17.414
Breeze Finance SA         6.708   4/19/2027  EUR   28.950
BIM SAS                   2.500  11/13/2020  EUR   22.282
Lloyds Bank PLC           1.395   7/26/2033  USD   66.768
Senvion Holding GmbH      3.875  10/25/2022  EUR    5.656
Veneto Banca SpA          9.500   12/1/2025  EUR    0.552
CRC Breeze Finance SA     6.110    5/8/2026  EUR   50.625
Bulgaria Steel Finance   12.000    5/4/2013  EUR    0.216
Cirio Finance Luxembour   7.500   11/3/2002  EUR    3.357
Deutsche Bank AG/London   0.090  10/31/2034  USD   68.327
PA Resources AB          13.500    3/3/2016  SEK    0.124
Veneto Banca SpA          6.944   5/15/2025  EUR    0.552
Alno AG                   8.500   5/14/2018  EUR    3.153
KCA Deutag UK Finance P   9.625    4/1/2023  USD   68.718
German Pellets GmbH       7.250    7/9/2018  EUR    0.651
Banca Popolare di Vicen   2.821  12/20/2017  EUR    0.199
Espirito Santo Financia   3.125   12/2/2018  EUR    0.076
Tonon Luxembourg SA       9.250   1/24/2020  USD    0.464
Activa Resources AG       0.500  11/15/2021  EUR    5.110
Aralco Finance SA        10.125    5/7/2020  USD    1.684
Ahtium PLC                4.000  12/16/2015  EUR    0.586
Afren PLC                10.250    4/8/2019  USD    0.031
Norske Skog Holding AS    8.000   2/24/2023  USD    0.071
Solship Invest 1 AS       5.000   12/8/2024  NOK   10.000
Corporate Commercial Ba   8.250    8/8/2014  USD    0.308
Alno AG                   8.000   3/21/2019  EUR    4.620
Elli Investments Ltd     12.250   6/15/2020  GBP   52.157
EDOB Abwicklungs AG       7.500    4/1/2012  EUR    1.079
Alpine Holding GmbH       6.000   5/22/2017  EUR    0.465
getgoods.de AG            7.750   10/2/2017  EUR    0.126
Lloyds Bank PLC           0.500   7/26/2028  MXN   52.101
Afren PLC                11.500    2/1/2016  USD    0.031
EFG International AG      0.286              EUR   39.899
Officine Maccaferri-SpA   5.750    6/1/2021  EUR   34.979
Boparan Finance PLC       5.500   7/15/2021  GBP   74.437
Kommunekredit             0.500   7/30/2027  TRY   42.127
Virgolino de Oliveira F  10.875   1/13/2020  USD   21.419
Societe Generale SA       3.080   1/31/2033  USD   72.000
BOA Offshore AS           0.409   7/17/2047  NOK    9.000
Rena GmbH                 7.000  12/15/2015  EUR    2.096
Credit Suisse AG/London   9.000   1/23/2020  USD    9.000
Bank Nadra Via NDR Fina   8.250   7/31/2018  USD    0.168
NTRP Via Interpipe Ltd   10.250    8/2/2017  USD   30.022
Bank Otkritie Financial  10.000   4/26/2019  USD    8.201
Autostrade per l'Italia   3.625    6/9/2038  EUR   74.409
Barclays Bank PLC         0.252   6/17/2033  USD   69.844
SG Issuer SA              3.000  10/10/2034  ZAR   42.503
Steilmann SE              7.000    3/9/2017  EUR    1.429
Deutsche Agrar Holding    7.250   9/28/2018  EUR    1.254
Astaldi SpA               7.125   12/1/2020  EUR   15.071
Banco Espirito Santo SA   2.446              EUR    1.049
Finmek International SA   7.000   12/3/2004  EUR    2.193
Havila Shipping ASA       6.360   11/7/2020  NOK   59.543
Rena GmbH                 8.250   7/11/2018  EUR    2.096
KTG Agrar SE              7.250  10/15/2019  EUR    0.561
Yell Bondco PLC           8.500    5/2/2023  GBP   67.448
SAG Solarstrom AG         6.250  12/14/2015  EUR   31.000
Galapagos Holding SA      7.000   6/15/2022  EUR    6.919
Banco Espirito Santo SA   6.900   6/28/2024  EUR   25.280
Thomas Cook Group PLC     6.250   6/15/2022  EUR    5.791
O1 Properties Finance P   8.250   9/27/2021  USD   47.395
German Pellets GmbH       7.250    4/1/2016  EUR    0.651
O1 Properties Finance P   7.000   1/29/2021  USD   70.078
Sairgroup Finance BV      4.375    6/8/2006  EUR   10.000
KPNQwest NV              10.000   3/15/2012  EUR    0.634
Decipher Production Ltd  12.500   9/27/2019  USD    1.500
Vseukrainsky Aktsinerny  10.900   6/14/2019  USD    1.056
KPNQwest NV               8.875    2/1/2008  EUR    0.634
Solon SE                  1.375   12/6/2012  EUR    0.769
Societe Generale SA       8.000   9/12/2020  USD   57.820
Windreich GmbH            6.750    3/1/2015  EUR    8.014
KPNQwest NV               8.125    6/1/2009  USD    0.634
Societe Generale SA       9.250   10/1/2020  USD   32.300
Afren PLC                 6.625   12/9/2020  USD    0.029
Eniro AB                  6.000   4/14/2020  SEK   61.225
MS Deutschland Beteilig   6.875  12/18/2017  EUR    2.200
Mriya Agro Holding PLC   10.950   3/30/2016  USD    7.852
Finance and Credit Bank   9.250   1/25/2019  USD    0.986
Mox Telecom AG            7.250   11/2/2017  EUR    1.326
Governo Portugues Conso   4.000              EUR   50.000
DOM.RF JSC                6.450  11/11/2039  RUB   90.010
German Pellets GmbH       7.250  11/27/2019  EUR    0.656
Island Offshore Shiphol   4.090   6/30/2021  NOK   12.000
Moby SpA                  7.750   2/15/2023  EUR   34.924
WEB Windenergie AG        5.250    4/8/2023  EUR   55.010
Manchester Building Soc   8.000              GBP   10.119
Naviera Armas SA          4.250  11/15/2024  EUR   71.429
Vneshprombank Ltd Via V   9.000  11/14/2016  USD    0.334
Intralot Capital Luxemb   5.250   9/15/2024  EUR   43.889
Golfino AG                8.000  11/18/2023  EUR    0.100
Rosneft Oil Co PJSC       6.350  11/25/2026  RUB  100.020
Pro-Gest SpA              3.250  12/15/2024  EUR   58.361
Intralot Capital Luxemb   6.750   9/15/2021  EUR   62.147
Bank Otkritie Financial   0.010   7/16/2025  RUB   66.990
Gazprombank JSC           0.010  12/25/2021  RUB   80.000
Veneto Banca SpA          6.411              EUR    0.796
Barclays Bank PLC         2.000   6/12/2029  TRY   43.112
Societe Generale SA      12.000   5/29/2020  USD   35.000
HPI AG                    3.500              EUR    1.000
TGC-1 PJSC                5.800  12/14/2021  RUB   70.000
Steilmann SE              7.000   9/23/2018  EUR    1.429
Portugal Telecom Intern   5.242   11/6/2017  EUR    0.694
Lecta SA                  6.500    8/1/2023  EUR   46.999
SpareBank 1 SR-Bank ASA   1.383  12/21/2030  EUR   73.720
Virgolino de Oliveira F  10.500   1/28/2018  USD    3.426
La Veggia Finance SA      7.125  11/14/2004  EUR    0.287
AKB Peresvet ZAO          0.510   2/14/2032  RUB   13.000
SiC Processing GmbH       7.125    3/1/2016  EUR    2.256
SAG Solarstrom AG         7.500   7/10/2017  EUR   31.000
Alpine Holding GmbH       5.250    7/1/2015  EUR    0.480
J&T Banka AS              9.000              EUR   73.776
Banco Espirito Santo SA  10.000   12/6/2021  EUR    0.207
Alpine Holding GmbH       5.250   6/10/2016  EUR    0.480
Windreich GmbH            6.250    3/1/2015  EUR    8.014
Linas Matkasse Newco AB   8.000   10/9/2022  SEK   55.000
Steilmann SE              6.750   6/27/2017  EUR    2.184
Region of Abruzzo Italy   0.036   11/7/2036  EUR   65.086
Hellas Telecommunicatio   8.500  10/15/2013  EUR    0.452
Teksid Aluminum Luxembo  12.375   7/15/2011  EUR    0.119
Top Gun Realisations 73   8.000    7/1/2023  GBP    0.874
Cooperativa Muratori &    6.875    8/1/2022  EUR    2.591
Virgolino de Oliveira F  11.750    2/9/2022  USD    3.998
Sairgroup Finance BV      6.625   10/6/2010  EUR   10.000
Lecta SA                  6.375    8/1/2022  EUR   47.564
Cooperatieve Rabobank U   0.500  12/29/2027  MXN   55.253
Agrokor dd                9.125    2/1/2020  EUR   19.256
RENE LEZARD Mode GmbH     7.250  11/25/2017  EUR    1.320
International Finance F   0.500   6/24/2024  ZAR   70.900
Landesbank Hessen-Thuer   8.600  11/17/2022  EUR   63.190
Ahtium PLC                9.750    4/4/2017  EUR    0.976
Raiffeisen Centrobank A   8.000    3/3/2020  EUR   63.170
A-TEC Industries AG       2.750   5/10/2014  EUR    0.141
Lehman Brothers Treasur   1.874   10/5/2035  EUR    3.400
Air Berlin Finance BV     6.000    3/6/2019  EUR    2.256
Mifa Mitteldeutsche Fah   7.500   8/12/2018  EUR    2.421
Bilt Paper BV             9.640              USD    0.940
KPNQwest NV               7.125    6/1/2009  EUR    0.634
Landesbank Schleswig-Ho   2.373    1/5/2040  USD   49.588
New World Resources NV    4.000   10/7/2020  EUR    0.022
Barclays Bank PLC        10.500   5/29/2020  USD   33.490
Societe Generale SA       9.000   7/22/2022  USD   47.100
Bank J Safra Sarasin AG  10.400    3/5/2020  CHF   71.340
Barclays Bank PLC         0.080  10/30/2034  USD   71.282
Agrokor dd                8.875    2/1/2020  USD   19.297
Stichting Afwikkeling O   2.343              EUR    1.025
Otkritie Holding JSC     11.500   7/14/2027  RUB
Barclays Bank PLC         0.908  11/28/2029  USD   75.250
Depfa Funding III LP      0.378              EUR   56.660
Societe Generale SA      17.600   1/27/2020  USD   31.700
Corner Banca SA           8.200   5/14/2020  CHF   20.290
Rio Forte Investments S   4.000   7/22/2014  EUR    5.369
Odea Bank AS              7.625    8/1/2027  USD   73.599
Stichting Afwikkeling O   6.625   5/14/2018  EUR    1.520
WEB Windenergie AG        5.500    4/8/2023  EUR   55.010
Pescanova SA              5.125   4/20/2017  EUR    0.319
Banco Santander SA        2.008              EUR    3.194
Cooperativa Muratori &    6.000   2/15/2023  EUR    2.891
Agrokor dd Via Aquarius   4.921    8/8/2017  EUR   14.375
New World Resources NV    8.000    4/7/2020  EUR    1.356
Pescanova SA              8.750   2/17/2019  EUR    0.319
A-TEC Industries AG       5.750   11/2/2010  EUR    0.141
Norske Skog Holding AS    8.000   2/24/2021  EUR    0.070
Heta Asset Resolution A   0.064  12/31/2023  EUR    1.739
Kaupthing ehf             5.750   10/4/2011  USD    0.250
Societe Generale SA       1.600    1/9/2020  GBP    1.110
SALVATOR Vermoegensverw   9.500  12/31/2021  EUR    6.000
ING Bank NV               6.500  12/30/2020  EUR   72.260
Royalbeach Spielwaren U   7.375  11/10/2020  EUR    2.400
Norske Skogindustrier A   7.125  10/15/2033  USD    0.119
Zaklady Miesne Henryk K   6.950   3/29/2021  PLN
Vontobel Financial Prod  27.500   8/12/2020  USD   56.970
UBS AG/London            10.000    3/9/2020  CHF   54.900
A-TEC Industries AG       8.750  10/27/2014  EUR    0.141
Privatbank CJSC Via UK   10.875   2/28/2018  USD   30.770
Region of Molise Italy    0.060  12/15/2033  EUR   61.737
Sequa Petroleum NV        5.000   4/29/2020  USD   68.592
SAir Group                5.125    3/1/2003  CHF   13.500
Agrokor dd                9.875    5/1/2019  EUR   18.618
Espirito Santo Financia   5.050  11/15/2025  EUR    0.480
Minicentrales Dos SA      0.010    6/6/2047  EUR   65.750
Northland Resources AB    4.000  10/15/2020  USD    0.138
Mriya Agro Holding PLC    9.450   4/19/2018  USD    5.967
WEB Windenergie AG        4.500              EUR   55.010
Leonteq Securities AG    14.000   6/12/2020  CHF   19.400
Credito Padano Banca di   3.100              EUR   34.749
Thomas Cook Finance 2 P   3.875   7/15/2023  EUR    6.000
Tonon Luxembourg SA      12.500   5/14/2024  USD    0.451
Tonon Luxembourg SA      12.500   5/14/2024  USD    0.451
Havila Shipping ASA       5.000   11/7/2020  NOK   45.000
Finans-Avia OOO          10.000   7/31/2022  RUB    7.380
Atari SA                  0.100    4/1/2020  EUR
BLT Finance BV           12.000   2/10/2015  USD   10.500
SAir Group                5.500   7/23/2003  CHF    9.875
Kardan NV                 6.775    2/2/2020  ILS   25.000
Air Berlin Finance BV     8.500    3/6/2019  EUR    2.423
Irish Bank Resolution C   4.000   4/23/2018  EUR   45.432
Espirito Santo Financia   5.125   5/30/2016  EUR    1.730
Veneto Banca SpA          6.950   2/25/2025  EUR    0.552
Stichting Afwikkeling O   8.450   8/20/2018  USD    1.520
Credit Suisse AG          0.500  12/16/2025  BRL   64.745
Societe Generale SA      11.000   1/28/2020  USD   35.375
UniCredit Bank AG         6.600   7/20/2028  EUR   36.570
Bibby Offshore Services   7.500   6/15/2021  GBP   11.220
International Finance F   0.500   6/29/2027  ZAR   53.118
Corner Banca SA           7.600    2/2/2021  CHF   68.140
SUEK Finance OOO          0.010   6/26/2020  RUB   63.920
TGC-1 PJSC                5.800   2/14/2022  RUB   70.000
Lehman Brothers Treasur   2.875   3/14/2013  CHF    3.750
Espirito Santo Financia   0.551  10/27/2024  EUR    1.280
HSBC Bank PLC             0.500  12/22/2025  BRL   64.660
Lehman Brothers Treasur   5.250    4/1/2023  EUR    2.571
Barclays Bank PLC         1.450   9/24/2038  MXN   28.765
Heta Asset Resolution A   5.920  12/31/2023  EUR    1.739
Podkarpacki Bank Spoldz   5.090   5/28/2023  PLN   50.110
AKB Peresvet ZAO          0.510    8/4/2034  RUB   19.810
SAir Group                6.250  10/27/2002  CHF    9.875
O1 Group Finance OOO     10.500   4/22/2027  RUB    0.010
Mobylife Holding A/S      7.434   5/23/2020  SEK    8.125
Deutsche Bank AG          0.687  10/11/2049  EUR   67.952
Credit Suisse AG/London   3.000  11/15/2025  ZAR   73.382
Otkritie Holding JSC     10.770   9/17/2027  RUB    0.380
Grupo Isolux Corsan SA    6.000  12/30/2021  USD    0.303
Pongs & Zahn AG           8.500              EUR    0.016
International Bank of A   8.250   10/9/2024  USD   61.250
Touax SCA-SGTR-CITE-SGT   6.000   7/10/2020  EUR   17.923
PSN Pm OOO                9.500   9/10/2026  RUB   21.625
SAir Group                0.125    7/7/2005  CHF    9.875
AKB Peresvet ZAO          0.510   6/23/2021  RUB   18.000
Leonteq Securities AG    20.000   5/12/2020  CHF   61.840
Credit Suisse AG/London   4.590   2/28/2020  EUR   53.250
mybet Holding SE          6.250  12/11/2020  EUR   30.000
DekaBank Deutsche Giroz   8.150   2/26/2021  EUR   65.290
Landesbank Hessen-Thuer   2.250   7/13/2020  EUR   40.800
Ideal Standard Internat  11.750    5/1/2018  EUR    0.240
Phosphorus Holdco PLC    10.000    4/1/2019  GBP    2.671
Cooperatieve Rabobank U   0.500  10/29/2027  MXN   56.847
Cooperatieve Rabobank U   0.500  11/30/2027  MXN   55.337
Landesbank Hessen-Thuer   5.450  11/17/2022  EUR   65.560
Societe Generale SA       8.600   7/29/2022  USD   48.550
Muehl Product & Service   6.750   3/10/2005  DEM    0.001
WEB Windenergie AG        2.750  12/17/2020  EUR   55.010
VTB Bank PJSC             3.000   9/18/2046  RUB   90.000
UkrLandFarming PLC       10.875   3/26/2018  USD    6.739
Nota-Bank OJSC           13.500    4/1/2016  RUB   31.500
Bibby Offshore Services   7.500   6/15/2021  GBP   11.220
Cooperatieve Rabobank U   0.500   1/31/2033  MXN   35.919
Elli Investments Ltd     12.250   6/15/2020  GBP   52.157
KPNQwest NV               7.125    6/1/2009  EUR    0.634
Commerzbank AG           10.000    3/2/2020  EUR   26.730
Bayerische Landesbank     3.000   7/17/2020  EUR   67.890
Landesbank Hessen-Thuer   6.250  12/22/2022  EUR   62.060
Golden Gate AG            6.500  10/11/2014  EUR   38.000
Top Gun Realisations 74   6.500    7/1/2022  GBP   18.619
Espirito Santo Financia   5.625   7/28/2017  EUR    1.255
SAir Group                4.250    2/2/2007  CHF    9.875
Norske Skogindustrier A   7.125  10/15/2033  USD    0.119
IT Holding Finance SA     9.875  11/15/2012  EUR    0.202
LBI ehf                   6.100   8/25/2011  USD    7.750
HSBC Trinkaus & Burkhar  29.800   1/24/2020  EUR   68.710
Zaklady Miesne Henryk K   6.950   3/29/2021  PLN
Credit Suisse AG/London  11.100    6/6/2020  USD   49.595
Societe Generale SA      13.000   4/16/2020  USD   43.220
SG Issuer SA              5.000   5/23/2024  EUR   62.870
Commerzbank AG           30.000   6/30/2020  USD    0.010
Plaza Centers NV          6.900    7/1/2020  ILS   23.500
State of Saxony-Anhalt    0.134    7/3/2028  EUR   46.010
Deutsche Bank AG/London   2.000  10/25/2023  TRY   63.457
Rio Forte Investments S   4.750  11/10/2015  EUR    5.358
Kaupthing ehf             6.125   10/4/2016  USD    0.250
Lehman Brothers Treasur   2.500   8/23/2012  GBP    2.571
EFG International Finan   5.150   6/10/2020  EUR   54.960
Citigroup Global Market   7.200   5/24/2023  SEK   44.900
EFG International Finan   6.130   6/20/2024  EUR   51.950
Landesbank Hessen-Thuer   6.250   7/15/2022  EUR   55.330
Leonteq Securities AG     9.000   10/1/2020  CHF   59.170
Reso-Leasing OOO          9.600  10/30/2025  RUB   66.110
Reso-Leasing OOO          9.500   10/3/2025  RUB   63.380
Banca Popolare di Vicen   9.500   10/2/2025  EUR    0.818
Grupo Isolux Corsan SA    0.250  12/30/2018  EUR    0.001
Rio Forte Investments S   3.900   7/10/2014  USD    5.375
Lehman Brothers Treasur  11.750    3/1/2010  EUR    2.571
UBS AG/London             8.500    1/6/2020  EUR   42.100
Raiffeisen Centrobank A   6.000   7/21/2020  EUR   62.430
Commerzbank AG            5.350    3/2/2020  USD   54.040
Societe Generale SA       8.000   5/28/2027  USD   39.500
Commerzbank AG            6.000    5/9/2022  USD    3.330
SALVATOR Vermoegensverw   9.500              EUR   15.400
BNP Paribas SA            0.500  11/16/2032  MXN   35.095
Lehman Brothers Treasur   3.600   3/19/2018  JPY    2.571
Norske Skogindustrier A   7.000  12/30/2026  EUR    0.142
AKB Peresvet ZAO         13.000   10/7/2017  RUB   18.250
Virgolino de Oliveira F  10.875   1/13/2020  USD   21.419
Otkritie Holding JSC     12.140   10/3/2036  RUB    0.010
Deutsche Bank AG/London   0.500  10/18/2038  MXN   20.113
Natixis SA                0.300   6/25/2048  USD   45.911
Waste Italia SpA         10.500  11/15/2019  EUR    0.884
ECM Real Estate Investm   5.000   10/9/2011  EUR   15.375
Lehman Brothers Treasur   7.600    3/4/2010  NZD    2.571
Raiffeisen Centrobank A   5.200    2/3/2020  EUR   51.400
Leonteq Securities AG/G   7.800   2/16/2021  USD   42.160
Raiffeisen Schweiz Geno   6.250   2/17/2020  CHF   61.810
EFG International Finan   9.800   9/21/2021  EUR   60.490
Landesbank Hessen-Thuer   4.150   1/15/2020  EUR   69.300
WEB Windenergie AG        6.250              EUR   55.010
Kardan NV                 6.325   1/15/2020  ILS    6.560
City of Predeal Romania   3.500   5/15/2026  RON   60.000
Credito Padano Banca di   3.100              EUR   34.498
Centrosolar Group AG      7.000   2/15/2016  EUR    2.387
Kreditanstalt fuer Wied   0.250   10/6/2036  CAD   46.404
Gebr Sanders GmbH & Co    8.750  10/22/2018  EUR   14.397
AKB Peresvet ZAO         13.250   4/25/2018  RUB   18.250
Municipality Finance PL   0.500   6/19/2024  ZAR   71.613
Barclays Bank PLC         0.724   4/16/2029  USD   75.250
LBI ehf                   7.431              USD    0.001
Landesbank Hessen-Thuer   2.850  11/30/2020  EUR   71.800
UBS AG/London             4.200   6/25/2020  EUR   64.600
Natixis SA                2.100    6/8/2021  EUR   63.693
mybet Holding SE          6.250  12/12/2020  EUR    0.500
Gazprombank JSC           0.010   3/30/2020  RUB   90.000
Sistema PJSFC             7.500  10/31/2025  RUB  104.000
DekaBank Deutsche Giroz   0.010   6/29/2046  EUR   70.000
KPNQwest NV               8.875    2/1/2008  EUR    0.634
SAir Group                6.250   4/12/2005  CHF    9.875
Commerzbank AG            3.900   3/23/2022  USD    7.690
DekaBank Deutsche Giroz   4.810   6/30/2020  EUR   66.300
Commerzbank AG            6.000    6/6/2022  USD    4.450
UniCredit Bank AG         3.750    9/7/2020  EUR   29.360
Bayerische Landesbank     3.300  10/30/2020  EUR   63.070
SAir Group                2.750   7/30/2004  CHF    9.875
Espirito Santo Financia   5.050  11/15/2025  EUR    0.377
Lehman Brothers Treasur   1.874   11/2/2035  EUR    3.400
Lehman Brothers Treasur   6.300  12/21/2018  USD    2.571
Raiffeisen Schweiz Geno  10.300   2/19/2020  EUR   71.660
SecurAsset SA             5.250   6/30/2022  EUR   50.600
Landesbank Baden-Wuertt   3.500  12/29/2020  EUR   61.790
Erste Group Bank AG       6.250   3/29/2023  EUR   71.150
Erste Group Bank AG       8.000   9/28/2023  EUR   69.400
Bayerische Landesbank     3.100   7/10/2020  EUR   65.240
Natixis SA                3.150    6/8/2021  USD   64.090
Landesbank Hessen-Thuer   4.350   2/24/2023  EUR   40.520
UniCredit Bank AG         5.500    1/4/2020  EUR   42.840
Vontobel Financial Prod  26.000   8/26/2020  EUR   70.300
UBS AG/London             9.000  11/10/2022  USD    5.880
Raiffeisen Centrobank A  10.000   5/11/2020  EUR   58.500
Raiffeisen Schweiz Geno   6.500   2/24/2020  CHF   65.220
getBACK SA                5.710   2/16/2021  PLN
Leonteq Securities AG/G   8.100    4/6/2020  CHF   57.200
Trinfiko Holdings ZAO    10.000   3/20/2024  RUB   60.060
Societe Generale SA      17.000   6/30/2022  USD   72.800
United Confectioners Fi   8.000    4/3/2023  RUB   70.000
Fonciere Volta SA         4.500   7/30/2020  EUR    2.360
Plaza Centers NV          6.000    7/1/2020  ILS   21.020
Lehman Brothers Treasur   6.600   2/22/2012  EUR    2.571
Mriya Agro Holding PLC    9.450   4/19/2018  USD    5.967
Kaupthing ehf             3.274              ISK    0.250
Northland Resources AB   15.000   7/15/2019  USD    2.621
Bank Otkritie Financial   0.010   9/24/2025  RUB   60.850
Deutsche Bank AG/London   0.500    4/5/2038  MXN   20.992
WPE International Coope  10.375   9/30/2020  USD    3.301
Otkritie Holding JSC     12.090   12/8/2027  RUB    0.010
Northland Resources AB    4.000  10/15/2020  NOK    0.138
MIK OAO                  15.000   2/19/2020  RUB   43.100
Minicentrales Dos SA      0.010    6/6/2047  EUR   65.750
Otkritie Holding JSC     12.420    8/5/2025  RUB
Lehman Brothers Treasur   6.720  12/29/2008  EUR    2.571
Pescanova SA              6.750    3/5/2015  EUR    0.319
Intelsat SA               4.500   6/15/2025  USD   65.896
HSBC Bank PLC             0.500   6/23/2027  MXN   57.097
Kaupthing ehf             6.125   10/4/2016  USD    0.250
Lehman Brothers Treasur   9.250   6/20/2012  USD    2.571
Heta Asset Resolution A   0.356  12/31/2023  EUR    1.739
Hellas Telecommunicatio   6.054   1/15/2015  USD    0.018
SAir Group                2.125   11/4/2004  CHF    9.875
Kaupthing ehf             9.000              USD    0.122
Lehman Brothers Treasur  16.000   11/9/2008  USD    2.571
Leonteq Securities AG/G   4.900   2/16/2021  CHF   39.620
Corner Banca SA           7.600   6/16/2020  CHF   62.670
JP Morgan Structured Pr   9.500   7/27/2020  USD   50.000
SG Issuer SA              0.800  10/21/2020  SEK   47.730
Lehman Brothers Treasur   6.000   2/14/2012  EUR    2.571
Grupo Isolux Corsan SA    1.000  12/30/2021  USD    0.001
Lehman Brothers Treasur   7.375   9/20/2008  EUR    2.571
Lehman Brothers Treasur   2.000   3/16/2035  EUR    3.400
House of Fraser Funding   6.546   9/15/2020  GBP    4.960
Societe Generale SA       0.500   5/22/2024  MXN   72.614
Cooperatieve Rabobank U   0.500   8/21/2028  MXN   51.935
Astana Finance BV         9.000  11/16/2011  USD   15.250
Irish Bank Resolution C   6.750  11/30/2013  BGN   45.875
Lehman Brothers Treasur  10.442  11/22/2008  CHF    2.571
EFG International Finan   6.400   6/22/2020  CHF   55.380
SG Issuer SA              5.000   7/10/2020  EUR   12.500
SG Issuer SA              5.000   7/10/2021  EUR   12.500
UBS AG/London            12.000   6/19/2020  USD   55.110
SG Issuer SA              5.000    4/2/2024  EUR   62.030
Leonteq Securities AG     5.600   5/16/2022  CHF   73.400
Bayerische Landesbank     3.150   7/31/2020  EUR   68.200
Leonteq Securities AG/G  19.610    9/4/2020  USD   59.390
SG Issuer SA              5.500   4/10/2021  EUR   69.890
SG Issuer SA              6.650  10/10/2021  EUR   71.730
Fast Finance SA          10.500   1/15/2021  PLN
Metalloinvest Holding C   0.010   3/10/2022  RUB   90.000
Delta Credit Bank JSC    10.290  11/24/2021  RUB   65.910
Lehman Brothers Treasur   4.350    8/8/2016  SGD    3.750
Lehman Brothers Treasur   0.500    8/1/2020  EUR    2.571
Samaratransneft-Termina  10.000   3/30/2022  RUB   15.010
Lehman Brothers Treasur  13.500    6/2/2009  USD    2.571
Raiffeisen Centrobank A   7.000   10/9/2020  EUR   72.050
UBS AG/London             7.500   2/21/2020  EUR   44.900
UBS AG/London             8.500   8/21/2020  EUR   57.750
EFG International Finan   6.400    3/8/2021  EUR   57.180
Leonteq Securities AG     7.400    3/2/2020  CHF   18.140
Leonteq Securities AG    10.000    3/2/2020  EUR   56.410
Raiffeisen Schweiz Geno   5.750    9/2/2020  CHF   49.360
Raiffeisen Schweiz Geno   7.000    3/2/2020  CHF   69.660
Landesbank Baden-Wuertt   4.450  10/23/2020  EUR   77.640
Landesbank Baden-Wuertt   5.000   2/28/2020  EUR   64.300
Landesbank Baden-Wuertt   7.000   2/28/2020  EUR   57.500
Landesbank Baden-Wuertt   4.000   2/28/2020  EUR   61.520
Landesbank Baden-Wuertt   2.500   2/28/2020  EUR   54.910
Landesbank Baden-Wuertt   3.500   2/28/2020  EUR   51.010
Landesbank Baden-Wuertt   4.500   2/28/2020  EUR   49.340
Landesbank Baden-Wuertt   5.500   2/28/2020  EUR   46.230
Landesbank Baden-Wuertt   2.500   2/28/2020  EUR   72.930
Landesbank Baden-Wuertt   3.500   2/28/2020  EUR   67.400
Landesbank Baden-Wuertt   4.500   2/28/2020  EUR   64.540
Landesbank Baden-Wuertt   2.000   2/28/2020  EUR   69.410
Landesbank Baden-Wuertt   3.500   2/28/2020  EUR   61.970
Landesbank Baden-Wuertt   5.000   2/28/2020  EUR   56.040
Landesbank Baden-Wuertt   2.500   2/28/2020  EUR   23.440
Landesbank Baden-Wuertt   4.000   2/28/2020  EUR   21.330
DekaBank Deutsche Giroz   7.000   9/14/2020  EUR   63.810
DekaBank Deutsche Giroz   3.150    3/5/2021  EUR   64.870
DekaBank Deutsche Giroz   2.850    3/6/2020  EUR   70.910
Landesbank Baden-Wuertt   2.000   2/28/2020  EUR   71.990
Landesbank Baden-Wuertt   3.000   2/28/2020  EUR   68.120
Landesbank Baden-Wuertt   2.000   2/28/2020  EUR   63.270
Landesbank Baden-Wuertt   3.000   2/28/2020  EUR   59.630
Landesbank Baden-Wuertt   3.000   2/28/2020  EUR   58.250
Landesbank Baden-Wuertt   4.500   2/28/2020  EUR   53.220
Landesbank Baden-Wuertt   6.000   2/28/2020  EUR   49.050
Landesbank Baden-Wuertt   2.500   2/28/2020  EUR   60.260
Landesbank Baden-Wuertt   3.500   2/28/2020  EUR   57.370
Landesbank Baden-Wuertt   4.500   2/28/2020  EUR   53.570
Landesbank Baden-Wuertt   4.000   2/28/2020  EUR   73.090
Landesbank Baden-Wuertt   5.500   2/28/2020  EUR   66.690
Landesbank Baden-Wuertt   7.000   2/28/2020  EUR   61.410
Landesbank Baden-Wuertt   4.500   2/28/2020  EUR   68.250
Landesbank Baden-Wuertt   6.000   2/28/2020  EUR   62.990
Bayerische Landesbank     3.100   10/9/2020  EUR   63.220
Bank Julius Baer & Co L   6.250   10/5/2020  CHF   67.650
Raiffeisen Schweiz Geno   9.000  10/12/2020  CHF   68.200
EFG International Finan   7.200  10/26/2020  EUR   60.050
Zurcher Kantonalbank Fi   7.250  10/19/2020  CHF   74.270
Landesbank Hessen-Thuer   5.100   2/17/2023  EUR   65.520
DekaBank Deutsche Giroz   3.700    3/6/2020  EUR   59.340
UniCredit Bank AG         6.400    3/5/2021  EUR   51.930
UniCredit Bank AG         5.350    3/5/2021  EUR   71.380
Leonteq Securities AG/G  11.000    3/2/2020  CHF   37.640
DekaBank Deutsche Giroz   5.000   9/14/2020  EUR   72.760
Landesbank Hessen-Thuer   5.550   3/16/2023  EUR   64.050
UBS AG/London             6.500   2/14/2020  USD   57.500
UBS AG/London             7.500   2/14/2020  EUR   74.050
Leonteq Securities AG/G   3.750   2/20/2023  CHF   62.700
Landesbank Hessen-Thuer   4.000   9/22/2020  EUR   66.900
UniCredit Bank AG         4.500   3/12/2022  EUR   70.110
UniCredit Bank AG         4.850   11/1/2020  EUR   64.050
Leonteq Securities AG/G  10.200    6/3/2020  USD   65.580
Landesbank Baden-Wuertt   3.000  12/29/2020  EUR   68.790
UniCredit Bank AG         4.200  11/21/2021  EUR   61.990
UniCredit Bank AG         4.350  11/21/2021  EUR   73.930
UBS AG/London             9.500   4/20/2020  CHF   62.200
EFG International Finan   7.200   11/2/2020  EUR   61.580
UBS AG/London             5.100   3/26/2020  EUR   59.140
UBS AG/London            13.000    5/4/2020  CHF   49.100
EFG International Finan   7.000  11/17/2020  CHF   61.820
HSBC Trinkaus & Burkhar   0.750   4/22/2020  EUR   70.890
UniCredit Bank AG         5.050   1/11/2022  EUR   45.860
Landesbank Baden-Wuertt   4.850   6/26/2020  EUR   62.860
UBS AG/London            11.000    9/7/2020  EUR   69.250
UBS AG/London             6.200   3/26/2020  EUR   73.030
UBS AG/London            14.000   3/26/2020  EUR   64.420
UBS AG/London             9.600   3/26/2020  EUR   69.250
UBS AG/London             7.700   3/26/2020  EUR   70.970
UniCredit Bank AG         5.000   6/11/2021  EUR   62.340
UBS AG/London             7.400  12/28/2020  EUR   72.720
UBS AG/London             9.000    4/3/2020  CHF   66.850
Landesbank Baden-Wuertt   5.500   3/26/2021  EUR   52.770
Landesbank Baden-Wuertt   4.500   6/26/2020  EUR   71.130
Landesbank Baden-Wuertt   5.000   6/26/2020  EUR   50.710
UBS AG/London            10.500   4/20/2020  EUR   57.750
HSBC Trinkaus & Burkhar  28.800   1/24/2020  EUR   53.510
HSBC Trinkaus & Burkhar  29.000   1/24/2020  EUR   61.820
HSBC Trinkaus & Burkhar  10.600   3/27/2020  EUR   40.740
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   58.050
Landesbank Baden-Wuertt   2.000   4/24/2020  EUR   70.270
DZ Bank AG Deutsche Zen   5.750   3/25/2020  EUR   72.480
Landesbank Baden-Wuertt   4.500   4/24/2020  EUR   22.920
Landesbank Baden-Wuertt   3.000   4/24/2020  EUR   64.880
Landesbank Baden-Wuertt   2.000   4/24/2020  EUR   69.400
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   53.250
Landesbank Baden-Wuertt   5.500   5/22/2020  EUR   59.870
Landesbank Baden-Wuertt   5.000   5/22/2020  EUR   66.720
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   49.320
Landesbank Baden-Wuertt   5.500   4/24/2020  EUR   62.660
Landesbank Baden-Wuertt   3.000   4/24/2020  EUR   60.760
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   58.300
Raiffeisen Schweiz Geno   3.400   5/14/2020  CHF   58.890
Landesbank Hessen-Thuer   4.000    6/8/2022  EUR   63.170
Landesbank Hessen-Thuer   4.000    6/8/2022  EUR   61.910
Landesbank Baden-Wuertt   3.000   3/26/2021  EUR   57.620
DZ Bank AG Deutsche Zen   8.400   3/23/2020  EUR   71.060
Leonteq Securities AG     9.000   3/27/2020  USD   42.560
Landesbank Baden-Wuertt   5.000  12/29/2020  EUR   47.490
Landesbank Hessen-Thuer   4.000  11/10/2021  EUR   70.470
EFG International Finan   7.200  10/26/2020  USD   58.120
Vontobel Financial Prod  11.000   3/13/2020  EUR   71.170
Raiffeisen Schweiz Geno   5.000    4/3/2020  CHF   35.300
Corner Banca SA           7.400   7/22/2020  CHF   65.450
Landesbank Baden-Wuertt   3.000  12/29/2020  EUR   52.140
UBS AG/London             8.000    4/3/2020  USD   62.450
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   55.170
Landesbank Baden-Wuertt   2.000   1/24/2020  EUR   63.170
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   60.450
UBS AG/London             4.300   6/25/2020  EUR   70.940
UBS AG/London             7.750    1/6/2020  EUR   70.850
Landesbank Baden-Wuertt   5.000   1/24/2020  EUR   50.490
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   69.530
UBS AG/London             9.000    1/6/2020  USD   52.500
UBS AG/London             5.750    7/6/2020  EUR   68.000
UBS AG/London             7.300   3/26/2020  EUR   69.640
Raiffeisen Schweiz Geno   7.400    4/1/2020  CHF   70.420
Vontobel Financial Prod   9.500   3/13/2020  EUR   70.410
Landesbank Baden-Wuertt   6.000   1/24/2020  EUR   61.330
UBS AG/London             5.750    1/6/2020  CHF   73.800
Raiffeisen Schweiz Geno   5.800   9/28/2021  CHF   63.490
Vontobel Financial Prod  13.500   3/13/2020  EUR   67.590
UBS AG/London             5.800   6/25/2020  EUR   66.350
UBS AG/London             9.000   10/5/2020  EUR   58.950
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   58.350
Raiffeisen Schweiz Geno   8.500    4/1/2020  CHF   65.340
Raiffeisen Schweiz Geno   7.200   9/28/2020  EUR   63.930
EFG International Finan   7.600   1/11/2021  CHF   69.800
EFG International Finan   8.400   1/10/2020  USD   53.200
EFG International Finan   8.000   1/29/2020  USD   50.670
DekaBank Deutsche Giroz   3.500   1/24/2020  EUR   47.180
DekaBank Deutsche Giroz   3.400   1/24/2020  EUR   53.530
EFG International Finan   7.400   1/25/2021  CHF   69.330
EFG International Finan   7.200   1/25/2021  EUR   55.140
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   54.220
UniCredit Bank AG         5.200    5/4/2020  USD   40.440
Leonteq Securities AG/G   7.000   4/16/2020  CHF   53.610
Leonteq Securities AG     7.200    2/2/2021  EUR   62.760
DekaBank Deutsche Giroz   4.000   8/21/2020  EUR   64.490
Credit Suisse AG/Nassau   7.000   6/22/2021  CHF   62.210
Raiffeisen Schweiz Geno   6.000    1/6/2020  CHF   46.280
HSBC Trinkaus & Burkhar   7.900   3/27/2020  EUR   37.510
HSBC Trinkaus & Burkhar  13.100   3/27/2020  EUR   33.400
HSBC Trinkaus & Burkhar  12.600   6/26/2020  EUR   35.920
HSBC Trinkaus & Burkhar   9.100   2/28/2020  EUR   36.090
Raiffeisen Schweiz Geno   5.700  12/29/2020  EUR   72.800
Raiffeisen Centrobank A   5.300   7/21/2020  EUR   59.400
HSBC Trinkaus & Burkhar   6.500   3/27/2020  EUR   70.400
DekaBank Deutsche Giroz   3.350   7/10/2020  EUR   74.010
HSBC Trinkaus & Burkhar  10.000   6/26/2020  EUR   72.700
Leonteq Securities AG     5.200  12/22/2020  CHF   58.560
Raiffeisen Schweiz Geno   6.300    1/6/2020  CHF   56.020
Vontobel Financial Prod   5.500   3/13/2020  EUR   69.670
Vontobel Financial Prod  11.000   3/13/2020  EUR   67.130
Vontobel Financial Prod   9.500   3/13/2020  EUR   71.300
UBS AG/London             6.500  12/14/2020  EUR   72.400
Vontobel Financial Prod   9.000   3/13/2020  EUR   70.800
Raiffeisen Schweiz Geno   5.000  12/22/2020  CHF   74.590
Vontobel Financial Prod  10.500   3/13/2020  EUR   69.480
UBS AG/London             7.000  12/14/2020  CHF   60.500
HSBC Trinkaus & Burkhar  10.000   6/26/2020  EUR   72.700
UBS AG/London             8.500   6/22/2020  EUR   52.850
DekaBank Deutsche Giroz   2.100    1/5/2021  EUR   64.620
UniCredit Bank AG         3.500    1/5/2021  EUR   54.000
DZ Bank AG Deutsche Zen   8.250   3/25/2020  EUR   67.880
UniCredit Bank AG         6.350   5/14/2021  EUR   55.560
Vontobel Financial Prod   9.000   3/27/2020  EUR   54.400
UniCredit Bank AG         3.500    1/5/2021  EUR   44.370
Landesbank Hessen-Thuer   5.500   5/25/2023  EUR   65.530
Zurcher Kantonalbank Fi   6.750   2/19/2020  EUR   66.440
Landesbank Baden-Wuertt   4.550   2/28/2020  EUR   62.380
Landesbank Baden-Wuertt   6.500   2/28/2020  EUR   45.760
Commerzbank AG            2.540   4/15/2020  EUR   73.410
Leonteq Securities AG/G   5.000  10/20/2020  CHF   63.770
UniCredit Bank AG         3.500    1/5/2021  EUR   71.170
UniCredit Bank AG         4.000    1/5/2021  EUR   63.840
DekaBank Deutsche Giroz   6.050   7/31/2020  EUR   55.300
DZ Bank AG Deutsche Zen  10.250   3/25/2020  EUR   66.070
UniCredit Bank AG         6.850   5/14/2021  EUR   68.940
UniCredit Bank AG         4.900  11/14/2021  EUR   60.810
Landesbank Baden-Wuertt   3.000   2/25/2022  EUR   63.240
Landesbank Baden-Wuertt   2.600   9/25/2020  EUR   67.660
DekaBank Deutsche Giroz   3.250   1/24/2020  EUR   55.770
Leonteq Securities AG/G   7.600    1/9/2020  CHF   72.470
UBS AG/London             7.000   4/20/2020  CHF   64.000
Leonteq Securities AG/G   9.000   1/12/2021  USD   48.770
BNP Paribas Emissions-    6.000   3/26/2020  EUR   66.870
BNP Paribas Emissions-    8.000   6/25/2020  EUR   68.360
Landesbank Baden-Wuertt   4.000   2/28/2020  EUR   58.590
Landesbank Baden-Wuertt   5.000   2/28/2020  EUR   53.690
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   59.830
Landesbank Baden-Wuertt   6.000   1/24/2020  EUR   55.630
Commerzbank AG            7.250   3/27/2020  EUR   72.080
DekaBank Deutsche Giroz   4.250   11/9/2020  EUR   73.110
DekaBank Deutsche Giroz   5.000   7/31/2020  EUR   46.900
Commerzbank AG           10.500   1/24/2020  EUR   66.920
Vontobel Financial Prod   6.500   3/27/2020  EUR   72.980
UniCredit Bank AG         3.500    1/5/2021  EUR   70.230
Vontobel Financial Prod  13.000   3/27/2020  EUR   64.220
Landesbank Baden-Wuertt   3.800   2/26/2021  EUR   50.750
Vontobel Financial Prod   7.500   5/14/2020  EUR   66.020
Landesbank Hessen-Thuer   2.600   7/29/2020  EUR   70.300
DekaBank Deutsche Giroz   4.550   7/31/2020  EUR   66.050
DekaBank Deutsche Giroz   2.250   1/22/2021  EUR   71.360
Landesbank Baden-Wuertt   6.100   3/27/2020  EUR   66.960
Landesbank Baden-Wuertt   4.650   2/28/2020  EUR   63.580
EFG International Finan   6.200    5/3/2021  CHF   65.400
Raiffeisen Schweiz Geno   6.250   4/27/2020  CHF   60.830
Landesbank Baden-Wuertt   2.000   2/28/2020  EUR   67.860
Landesbank Hessen-Thuer   6.000   8/25/2023  EUR   56.770
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   67.550
Landesbank Baden-Wuertt   5.000   1/24/2020  EUR   71.670
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   67.010
Landesbank Baden-Wuertt   2.000   1/24/2020  EUR   61.940
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   56.810
Landesbank Baden-Wuertt   2.500   1/24/2020  EUR   21.280
Landesbank Baden-Wuertt   3.500   1/24/2020  EUR   19.730
UBS AG/London            12.000    1/6/2020  CHF   52.900
UBS AG/London             7.000    1/6/2020  CHF   70.450
Landesbank Baden-Wuertt   3.000   2/28/2020  EUR   61.290
Landesbank Baden-Wuertt   2.000   1/24/2020  EUR   73.830
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   71.550
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   46.000
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   57.970
Vontobel Financial Prod   8.000   3/27/2020  EUR   70.410
HSBC Trinkaus & Burkhar   8.700   9/25/2020  EUR   70.110
HSBC Trinkaus & Burkhar   7.300   6/26/2020  EUR   70.310
HSBC Trinkaus & Burkhar   7.200   9/25/2020  EUR   69.640
HSBC Trinkaus & Burkhar  10.000   1/24/2020  EUR   68.180
HSBC Trinkaus & Burkhar   8.800   7/24/2020  EUR   67.610
Raiffeisen Schweiz Geno   7.250   4/27/2020  CHF   74.770
UBS AG/London             6.250    1/6/2020  CHF   53.500
Landesbank Baden-Wuertt   5.000   1/24/2020  EUR   51.910
Landesbank Baden-Wuertt   6.000   1/24/2020  EUR   48.500
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   61.570
Landesbank Baden-Wuertt   3.500   1/24/2020  EUR   50.300
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   46.880
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   49.480
Landesbank Baden-Wuertt   5.000   1/24/2020  EUR   60.510
Vontobel Financial Prod   8.000   3/27/2020  EUR   59.190
BNP Paribas Emissions-    8.000   3/26/2020  EUR   67.290
BNP Paribas Emissions-   10.000   3/26/2020  EUR   67.700
BNP Paribas Emissions-    7.000   6/25/2020  EUR   67.900
BNP Paribas Emissions-    9.000   6/25/2020  EUR   68.830
Leonteq Securities AG/G   8.000  10/27/2020  CHF   65.260
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   55.850
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   69.210
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   52.480
Landesbank Baden-Wuertt   2.500   1/24/2020  EUR   54.150
Luzerner Kantonalbank A  10.000   8/28/2020  CHF   68.600
Landesbank Baden-Wuertt   5.000   1/24/2020  EUR   50.700
Landesbank Baden-Wuertt   2.000   1/24/2020  EUR   60.500
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   55.980
Vontobel Financial Prod  12.000   3/27/2020  EUR   65.120
Vontobel Financial Prod   8.000   3/27/2020  EUR   64.880
Commerzbank AG            9.500   3/27/2020  EUR   67.390
Landesbank Baden-Wuertt   3.750   1/24/2020  EUR   66.720
UBS AG/London             8.000   7/20/2020  CHF   60.500
UBS AG/London             8.000   7/20/2020  EUR   58.600
Landesbank Baden-Wuertt   2.500   1/24/2020  EUR   64.260
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   56.800
Landesbank Baden-Wuertt   6.000   1/24/2020  EUR   76.880
Landesbank Baden-Wuertt   2.500   1/24/2020  EUR   69.060
Landesbank Baden-Wuertt   3.500   1/24/2020  EUR   65.160
Landesbank Baden-Wuertt   3.500   1/24/2020  EUR   62.430
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   58.940
Landesbank Baden-Wuertt   7.000   1/24/2020  EUR   76.540
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   28.280
Landesbank Baden-Wuertt   5.500   1/24/2020  EUR   64.990
Landesbank Baden-Wuertt   2.500   2/28/2020  EUR   72.010
Landesbank Baden-Wuertt   5.500   2/28/2020  EUR   61.740
Landesbank Baden-Wuertt   3.500   1/24/2020  EUR   71.880
DekaBank Deutsche Giroz   2.400   8/21/2020  EUR   53.560
Credit Suisse AG/Nassau   5.000    2/6/2020  CHF   58.910
Leonteq Securities AG/G  10.000    2/6/2020  CHF   59.980
Leonteq Securities AG/G  10.000    2/3/2020  USD   62.890
Raiffeisen Schweiz Geno   7.500    2/5/2020  CHF   69.150
Leonteq Securities AG     7.800   1/30/2020  CHF   56.610
Araratbank OJSC           5.250   9/11/2022  USD   24.421
Landesbank Hessen-Thuer   1.950    9/3/2021  EUR   55.220
Goldman Sachs & Co Wert  12.000   6/24/2020  EUR   51.860
Goldman Sachs & Co Wert   3.000   3/25/2020  EUR   71.850
Goldman Sachs & Co Wert   4.000   3/25/2020  EUR   67.880
Goldman Sachs & Co Wert   6.000   3/25/2020  EUR   61.260
Goldman Sachs & Co Wert  13.000   3/25/2020  EUR   50.280
Goldman Sachs & Co Wert  10.000   6/24/2020  EUR   55.130
Goldman Sachs & Co Wert   5.000   3/25/2020  EUR   69.560
Goldman Sachs & Co Wert   6.000   3/25/2020  EUR   65.780
Goldman Sachs & Co Wert   8.000   3/25/2020  EUR   62.650
Goldman Sachs & Co Wert   7.000   6/24/2020  EUR   64.060
Leonteq Securities AG/G  11.000   1/30/2020  USD   57.660
Landesbank Baden-Wuertt   7.000   1/24/2020  EUR   72.610
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   62.590
Landesbank Baden-Wuertt   2.500   1/24/2020  EUR   66.330
Landesbank Baden-Wuertt   5.500   1/24/2020  EUR   56.740
Landesbank Baden-Wuertt   6.000   1/24/2020  EUR   69.660
Landesbank Baden-Wuertt   2.500   1/24/2020  EUR   65.160
Landesbank Baden-Wuertt   3.500   1/24/2020  EUR   61.530
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   58.340
Landesbank Baden-Wuertt   2.500   1/24/2020  EUR   64.040
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   30.690
Landesbank Baden-Wuertt   6.000   1/24/2020  EUR   26.230
Landesbank Baden-Wuertt   4.000   2/28/2020  EUR   64.730
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   69.020
Landesbank Baden-Wuertt   2.500   1/24/2020  EUR   63.100
Landesbank Baden-Wuertt   3.500   1/24/2020  EUR   59.660
Landesbank Baden-Wuertt   4.500   1/24/2020  EUR   57.310
Landesbank Hessen-Thuer   6.100   12/4/2023  EUR   53.280
Bank Julius Baer & Co L   5.800   1/27/2020  CHF   73.900
EFG International Finan   8.600    2/7/2020  USD   50.380
UBS AG/London             9.000   7/20/2020  CHF   75.550
UBS AG/London            10.000   7/20/2020  EUR   71.950
UBS AG/London             9.750   7/20/2020  EUR   69.950
Goldman Sachs & Co Wert  14.000   3/25/2020  EUR   64.330
Raiffeisen Schweiz Geno   6.300    2/3/2020  CHF   58.990
Raiffeisen Schweiz Geno   5.800    8/3/2020  EUR   56.280
Leonteq Securities AG/G   8.000    8/5/2020  CHF   71.540
Leonteq Securities AG/G   9.000    8/5/2020  USD   74.470
Leonteq Securities AG/G  10.000    2/5/2020  EUR   56.140
Vontobel Financial Prod   5.250   2/21/2020  EUR   57.600
Leonteq Securities AG/G  14.200   1/15/2020  USD   23.960
Leonteq Securities AG/G  11.000    1/9/2020  CHF   68.250
Leonteq Securities AG/G  11.000   1/15/2020  CHF   23.180
Landesbank Baden-Wuertt   2.300   8/27/2021  EUR   62.510
Goldman Sachs & Co Wert  13.000   6/24/2020  EUR   55.920
Goldman Sachs & Co Wert   5.000   3/25/2020  EUR   64.400
Goldman Sachs & Co Wert   7.000   3/25/2020  EUR   58.480
Goldman Sachs & Co Wert  10.000   3/25/2020  EUR   53.950
Goldman Sachs & Co Wert   4.000   6/24/2020  EUR   67.110
Goldman Sachs & Co Wert   4.000   6/24/2020  EUR   71.160
Goldman Sachs & Co Wert   5.000   6/24/2020  EUR   64.000
Goldman Sachs & Co Wert   6.000   6/24/2020  EUR   67.080
Goldman Sachs & Co Wert   8.000   6/24/2020  EUR   61.380
Goldman Sachs & Co Wert  10.000   6/24/2020  EUR   59.460
UBS AG/London             8.500   6/15/2020  CHF   70.650
Bayerische Landesbank     3.200  11/20/2020  EUR   61.020
DZ Bank AG Deutsche Zen   8.750   6/24/2020  EUR   65.210
DZ Bank AG Deutsche Zen   6.000   6/24/2020  EUR   68.860
UBS AG/London            24.500   3/26/2020  EUR   67.380
Leonteq Securities AG/G   5.000  10/13/2020  CHF   66.870
UBS AG/London             4.500   3/26/2020  EUR   61.870
Commerzbank AG            3.200    4/6/2020  USD   72.240
Vontobel Financial Prod   9.000   9/11/2020  EUR   73.600
UBS AG/London             9.000   4/14/2020  CHF   63.350
DekaBank Deutsche Giroz   6.200   11/9/2020  EUR   64.610
UBS AG/London            15.900   6/25/2020  EUR   71.620
Commerzbank AG            8.000   3/27/2020  EUR   70.120
Vontobel Financial Prod  15.000   3/27/2020  EUR   60.590
UniCredit Bank AG         4.500   1/18/2022  EUR   69.710
EFG International Finan   5.600   4/26/2021  CHF   64.770
Landesbank Hessen-Thuer   3.150   5/11/2022  EUR   68.780
DZ Bank AG Deutsche Zen   4.750   6/24/2020  EUR   64.120
DZ Bank AG Deutsche Zen   7.500   6/24/2020  EUR   65.390
DZ Bank AG Deutsche Zen   8.500   6/24/2020  EUR   69.530
UBS AG/London             7.000   4/14/2020  CHF   73.500
DZ Bank AG Deutsche Zen  11.000   6/24/2020  EUR   71.010
Vontobel Financial Prod  10.500   3/27/2020  EUR   67.390
Vontobel Financial Prod   8.500   3/27/2020  EUR   70.960
UniCredit Bank AG         6.000   1/18/2021  EUR   52.490
Vontobel Financial Prod   6.000   3/27/2020  EUR   55.020
DekaBank Deutsche Giroz   3.300    5/8/2020  EUR   66.270
UBS AG/London             5.500    4/6/2020  CHF   74.000
Vontobel Financial Prod   9.500   6/12/2020  EUR   72.090
Vontobel Financial Prod   9.250   3/26/2020  EUR   63.090
Vontobel Financial Prod   5.000   3/20/2020  EUR   68.690
Vontobel Financial Prod   7.500   3/27/2020  EUR   67.860
EFG International Finan   7.200  12/29/2020  EUR   55.280
DekaBank Deutsche Giroz   4.250    5/3/2022  EUR   62.060
UBS AG/London             8.000   6/15/2020  EUR   60.100
Commerzbank AG           11.500   3/27/2020  EUR   70.560
UBS AG/London            23.700   6/25/2020  EUR   70.720
Commerzbank AG            6.000   3/27/2020  EUR   74.050
Leonteq Securities AG/G   7.400  12/22/2020  CHF   73.290
Societe Generale Effekt   3.750   5/24/2021  EUR   51.630
Leonteq Securities AG/G   4.000  12/29/2020  CHF   35.820
UBS AG/London            20.300   6/25/2020  EUR   70.280
UBS AG/London            23.400   6/25/2020  EUR   71.590
Vontobel Financial Prod   7.500   3/27/2020  EUR   52.390
Vontobel Financial Prod  12.500   3/27/2020  EUR   64.240
Vontobel Financial Prod   7.500   3/27/2020  EUR   70.300
DekaBank Deutsche Giroz   2.200    5/8/2020  EUR   55.120
Vontobel Financial Prod  13.500   3/27/2020  EUR   72.340
DZ Bank AG Deutsche Zen   6.000   6/24/2020  EUR   64.930
Landesbank Baden-Wuertt   3.600  12/29/2020  EUR   71.350
Landesbank Baden-Wuertt   3.000  12/29/2020  EUR   72.930
UniCredit Bank AG         4.250  11/21/2021  EUR   67.010
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   57.220
UBS AG/London            10.500   11/3/2020  CHF   65.650
Vontobel Financial Prod  10.000   3/27/2020  EUR   65.720
Landesbank Baden-Wuertt   3.500   4/24/2020  EUR   63.440
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   60.170
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   56.480
Landesbank Baden-Wuertt   2.000   4/24/2020  EUR   67.980
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   61.960
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   67.460
Landesbank Baden-Wuertt   2.000   4/24/2020  EUR   63.790
Landesbank Baden-Wuertt   2.000   4/24/2020  EUR   72.300
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   54.380
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   77.180
DZ Bank AG Deutsche Zen  12.000   3/25/2020  EUR   67.930
Landesbank Baden-Wuertt   3.500   4/24/2020  EUR   64.980
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   54.140
Landesbank Baden-Wuertt   2.500   4/24/2020  EUR   25.420
Landesbank Baden-Wuertt   2.500   5/22/2020  EUR   72.890
Landesbank Baden-Wuertt   4.000   5/22/2020  EUR   65.680
Landesbank Baden-Wuertt   3.500   4/24/2020  EUR   63.030
HSBC Trinkaus & Burkhar  10.000   3/27/2020  EUR   73.680
HSBC Trinkaus & Burkhar  29.100   1/24/2020  EUR   49.740
HSBC Trinkaus & Burkhar   7.300   3/27/2020  EUR   44.790
HSBC Trinkaus & Burkhar  30.000   1/24/2020  EUR   53.310
Landesbank Baden-Wuertt   6.000   4/24/2020  EUR   67.610
Landesbank Baden-Wuertt   2.000   4/24/2020  EUR   65.600
Landesbank Baden-Wuertt   3.000   4/24/2020  EUR   62.290
Landesbank Baden-Wuertt   3.500   4/24/2020  EUR   61.450
Landesbank Baden-Wuertt   2.000   4/24/2020  EUR   59.440
Landesbank Baden-Wuertt   2.500   4/24/2020  EUR   54.230
DekaBank Deutsche Giroz   5.950   12/4/2020  EUR   55.770
Raiffeisen Schweiz Geno   5.200  11/11/2020  CHF   61.180
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   73.810
Landesbank Baden-Wuertt   2.000   4/24/2020  EUR   71.960
Raiffeisen Schweiz Geno   7.500   7/27/2020  CHF   60.580
Raiffeisen Schweiz Geno   6.250   1/29/2020  CHF   74.010
Leonteq Securities AG/G   7.000   1/29/2020  CHF   68.090
Leonteq Securities AG/G   8.200   1/29/2020  EUR   53.390
Leonteq Securities AG/G   8.000   7/29/2020  EUR   59.330
Landesbank Hessen-Thuer   4.000   8/26/2020  EUR   59.600
Leonteq Securities AG/G  10.000   7/27/2020  CHF   59.150
Zurcher Kantonalbank Fi   5.750   1/30/2020  CHF   18.030
HSBC Trinkaus & Burkhar   5.400   6/26/2020  EUR   57.170
UBS AG/London             9.100   6/25/2020  EUR   41.690
UBS AG/London             9.100   3/26/2020  EUR   40.250
DekaBank Deutsche Giroz   2.800   2/12/2021  EUR   70.470
UniCredit Bank AG         3.250   2/27/2022  EUR   59.720
Landesbank Baden-Wuertt   4.350   7/24/2020  EUR   43.760
EFG International Finan  11.500   4/15/2020  CHF   74.060
DekaBank Deutsche Giroz   2.900   2/14/2020  EUR   72.740
Leonteq Securities AG/G   7.200   7/29/2020  CHF   73.520
Corner Banca SA          10.000    4/8/2020  CHF   72.350
UBS AG/London             5.500   1/17/2020  CHF   72.900
Leonteq Securities AG/G   6.200   7/27/2021  CHF   63.390
UniCredit Bank AG         4.000   8/24/2021  EUR   71.620
Raiffeisen Schweiz Geno   6.500   1/30/2020  CHF   55.500
Landesbank Hessen-Thuer   4.000   8/26/2020  EUR   57.800
Landesbank Baden-Wuertt   4.150  10/22/2021  EUR   76.260
UBS AG/London            12.000  10/12/2020  CHF   73.200
UBS AG/London             7.200   3/26/2020  EUR   42.990
Leonteq Securities AG    10.000    8/3/2020  CHF   31.480
DekaBank Deutsche Giroz   2.000   1/22/2021  EUR   65.860
EFG International Finan   7.400   1/11/2021  USD   75.260
Corner Banca SA          12.000    1/8/2020  CHF   74.410
Raiffeisen Schweiz Geno  10.020   1/15/2020  EUR   69.840
Leonteq Securities AG    13.200    1/8/2020  CHF   60.630
Leonteq Securities AG    10.200    1/8/2020  CHF   71.410
Leonteq Securities AG/G   8.000   7/22/2020  CHF   65.210
Raiffeisen Schweiz Geno   6.450   1/22/2020  CHF   70.250
Bank Julius Baer & Co L   8.800   1/24/2020  EUR   66.200
Raiffeisen Schweiz Geno   7.000   1/15/2020  CHF   68.690
Vontobel Financial Prod  12.500   3/27/2020  EUR   67.830
Zurcher Kantonalbank Fi   3.500   1/23/2020  CHF   17.300
Vontobel Financial Prod  15.500   3/27/2020  EUR   68.100
Vontobel Financial Prod  13.000   3/27/2020  EUR   65.340
Leonteq Securities AG/G   6.600   1/22/2020  EUR   71.630
Leonteq Securities AG    11.000    1/8/2020  CHF   74.270
Vontobel Financial Prod   7.500   3/27/2020  EUR   62.410
Vontobel Financial Prod  12.500   3/27/2020  EUR   53.500
Vontobel Financial Prod  10.500   3/27/2020  EUR   56.030
Vontobel Financial Prod  10.000   3/27/2020  EUR   71.290
Leonteq Securities AG     5.400   7/25/2022  CHF   74.950
Vontobel Financial Prod  15.000   3/27/2020  EUR   73.620
Leonteq Securities AG/G   5.500   1/30/2020  CHF   64.220
Goldman Sachs & Co Wert   8.000   6/24/2020  EUR   66.340
Vontobel Financial Prod  14.500   3/27/2020  EUR   64.690
Vontobel Financial Prod   9.000   3/27/2020  EUR   70.630
Landesbank Baden-Wuertt   3.000   3/26/2021  EUR   72.540
Vontobel Financial Prod   9.500   3/27/2020  EUR   65.630
UniCredit Bank AG         5.000   2/12/2021  EUR   71.870
Vontobel Financial Prod   6.500   3/27/2020  EUR   66.350
HSBC Trinkaus & Burkhar   1.000   4/22/2020  EUR   73.500
Vontobel Financial Prod   9.500   2/28/2020  EUR   50.040
Vontobel Financial Prod  12.500   3/27/2020  EUR   66.380
Leonteq Securities AG/G  13.000    8/4/2020  CHF   48.250
Societe Generale Effekt  29.695   3/20/2020  EUR   72.300
Societe Generale Effekt  14.287   3/20/2020  EUR   70.060
Societe Generale Effekt   8.684   3/20/2020  EUR   42.750
Societe Generale Effekt  10.925   3/20/2020  EUR   40.290
Societe Generale Effekt  11.986   6/19/2020  EUR   45.060
Societe Generale Effekt  14.041   6/19/2020  EUR   42.870
Societe Generale Effekt  11.766   3/20/2020  EUR   72.160
Societe Generale Effekt  19.890   3/20/2020  EUR   62.690
Societe Generale Effekt  11.766   3/20/2020  EUR   73.760
Societe Generale Effekt  15.968   3/20/2020  EUR   67.730
Vontobel Financial Prod   7.500   3/27/2020  EUR   58.430
UBS AG/London             6.250   1/17/2020  CHF   40.550
UBS AG/London            13.000   1/21/2020  USD   73.360
UBS AG/London             9.000   7/20/2020  CHF   60.350
UBS AG/London            11.000   1/10/2020  EUR   37.600
Landesbank Hessen-Thuer   6.500   2/16/2023  EUR   70.390
Leonteq Securities AG/G  14.000   1/15/2020  USD   38.090
Leonteq Securities AG/G  10.600   1/15/2020  CHF   37.220
UBS AG/London            11.090    4/8/2020  USD    5.406
UBS AG/London             6.000   7/20/2020  CHF   61.100
UBS AG/London             6.500   7/20/2020  EUR   58.650
UBS AG/London            12.000   4/13/2020  USD   59.170
Raiffeisen Schweiz Geno   7.840   1/22/2020  CHF   67.960
UBS AG/London             6.750   1/17/2020  CHF   69.050
Raiffeisen Schweiz Geno   6.400    4/8/2020  CHF   72.300
HSBC Trinkaus & Burkhar   5.600   6/26/2020  EUR   68.430
HSBC Trinkaus & Burkhar   5.300   6/26/2020  EUR   64.870
UniCredit Bank AG         5.900   2/12/2021  EUR   55.250
UniCredit Bank AG         4.550   2/12/2021  EUR   70.510
Vontobel Financial Prod   9.000   3/27/2020  EUR   59.010
Leonteq Securities AG/G   8.000   1/17/2020  CHF   48.430
HSBC Trinkaus & Burkhar   6.900   6/26/2020  EUR   69.040
UBS AG/London             6.250   4/20/2020  CHF   48.500
UBS AG/London             9.000    9/7/2020  EUR   67.800
UBS AG/London             7.500   3/26/2020  EUR   69.200
UBS AG/London            15.600   3/26/2020  EUR   70.100
UBS AG/London             6.600   3/26/2020  EUR   73.010
UBS AG/London            12.900   6/25/2020  EUR   64.810
UBS AG/London             8.900   3/26/2020  EUR   68.240
Bank Julius Baer & Co L   7.000    3/6/2020  EUR   70.200
DekaBank Deutsche Giroz   3.100   5/28/2021  EUR   66.560
DekaBank Deutsche Giroz   2.700   5/29/2020  EUR   51.890
Landesbank Baden-Wuertt   2.750   5/31/2021  EUR   57.050
UBS AG/London             8.000   4/27/2020  EUR   56.200
Landesbank Hessen-Thuer   4.000  11/24/2021  EUR   61.130
Landesbank Hessen-Thuer   4.000  11/24/2021  EUR   67.670
Landesbank Hessen-Thuer   5.900   8/25/2023  EUR   50.720
Vontobel Financial Prod  16.000   3/13/2020  EUR   67.090
Landesbank Baden-Wuertt   2.500   7/24/2020  EUR   54.830
HSBC Trinkaus & Burkhar  12.500   3/27/2020  EUR   39.780
HSBC Trinkaus & Burkhar   6.900   3/27/2020  EUR   46.570
HSBC Trinkaus & Burkhar   5.000   3/27/2020  EUR   50.390
HSBC Trinkaus & Burkhar   9.200   2/28/2020  EUR   43.040
Raiffeisen Schweiz Geno   4.700   11/4/2020  CHF   60.480
DekaBank Deutsche Giroz   2.200   5/28/2021  EUR   62.650
DekaBank Deutsche Giroz   2.900   5/29/2020  EUR   52.140
Vontobel Financial Prod  17.650   1/22/2020  EUR   35.550
Landesbank Baden-Wuertt   7.000   7/24/2020  EUR   45.080
Raiffeisen Schweiz Geno   5.500    5/4/2020  CHF   59.870
Landesbank Baden-Wuertt   5.000   7/24/2020  EUR   68.160
Landesbank Baden-Wuertt   5.000   7/24/2020  EUR   47.690
Deutsche Bank AG          8.200   9/22/2020  EUR   63.100
Deutsche Bank AG          8.200  12/22/2020  EUR   59.600
Leonteq Securities AG/G   7.500   3/11/2021  CHF   74.480
Raiffeisen Switzerland    9.500   3/11/2020  EUR   64.770
Vontobel Financial Prod  11.000   3/27/2020  EUR   57.380
DZ Bank AG Deutsche Zen  10.000   3/25/2020  EUR   64.150
Bank Julius Baer & Co L  10.800   6/12/2020  CHF   71.000
Vontobel Financial Prod   5.500   3/20/2020  EUR   63.780
HSBC Trinkaus & Burkhar   3.000   8/10/2020  EUR   70.500
Bank Julius Baer & Co L   9.300   3/16/2020  USD   59.950
Vontobel Financial Prod  13.500   3/27/2020  EUR   64.890
Societe Generale Effekt   9.805   3/20/2020  EUR   68.970
Societe Generale Effekt  13.447   3/20/2020  EUR   72.370
UBS AG/London            10.000   1/30/2020  EUR   64.950
Landesbank Baden-Wuertt   3.000   7/24/2020  EUR   44.760
Landesbank Baden-Wuertt   5.000   7/24/2020  EUR   40.940
Landesbank Baden-Wuertt   7.000   7/24/2020  EUR   72.130
Vontobel Financial Prod  12.000   3/13/2020  EUR   59.470
Vontobel Financial Prod   8.500   3/13/2020  EUR   73.210
Vontobel Financial Prod  18.000   3/13/2020  EUR   70.790
Vontobel Financial Prod  11.500   3/13/2020  EUR   67.750
UBS AG/London            10.250   6/15/2020  CHF   47.400
UBS AG/London             8.750   6/15/2020  EUR   75.250
Vontobel Financial Prod   7.000   3/13/2020  EUR   58.700
UBS AG/London             6.900   3/26/2020  EUR   71.770
UBS AG/London            10.500   3/26/2020  EUR   67.380
Corner Banca SA           8.000   5/25/2021  CHF   65.730
UBS AG/London            10.700   3/26/2020  EUR   63.940
Zurcher Kantonalbank Fi   7.500   3/13/2020  EUR   71.810
Societe Generale Effekt   7.767   3/20/2020  EUR   74.210
Societe Generale Effekt   8.285   3/20/2020  EUR   72.860
Societe Generale Effekt   9.838   3/20/2020  EUR   70.370
Societe Generale Effekt  11.651   3/20/2020  EUR   68.230
Societe Generale Effekt  14.240   3/20/2020  EUR   65.200
Societe Generale Effekt  22.525   3/20/2020  EUR   58.360
Societe Generale Effekt  23.301   3/20/2020  EUR   57.710
Societe Generale Effekt  24.337   3/20/2020  EUR   57.130
Societe Generale Effekt  12.528   6/19/2020  EUR   70.940
Societe Generale Effekt  11.564   6/19/2020  EUR   71.510
Societe Generale Effekt  16.052   3/20/2020  EUR   65.400
Societe Generale Effekt  18.632   6/19/2020  EUR   66.390
Societe Generale Effekt   4.660   3/20/2020  EUR   67.190
Societe Generale Effekt   7.249   3/20/2020  EUR   60.460
Societe Generale Effekt  10.097   3/20/2020  EUR   55.210
Societe Generale Effekt  13.204   3/20/2020  EUR   51.060
Societe Generale Effekt   9.637   6/19/2020  EUR   62.120
Societe Generale Effekt  12.849   6/19/2020  EUR   57.580
Societe Generale Effekt  10.740   9/18/2020  EUR   63.150
Societe Generale Effekt  14.192   9/18/2020  EUR   59.270
Societe Generale Effekt  11.910   3/20/2020  EUR   68.290
Societe Generale Effekt  14.499   3/20/2020  EUR   65.170
Societe Generale Effekt  20.195   3/20/2020  EUR   60.130
Societe Generale Effekt  25.890   3/20/2020  EUR   56.200
Societe Generale Effekt  14.134   6/19/2020  EUR   70.160
Societe Generale Effekt  22.486   6/19/2020  EUR   63.450
Societe Generale Effekt  15.793   3/20/2020  EUR   70.570
Vontobel Financial Prod  13.000   2/28/2020  EUR   71.040
Goldman Sachs & Co Wert   6.000   6/24/2020  EUR   61.210
Goldman Sachs & Co Wert   7.000   6/24/2020  EUR   58.760
Goldman Sachs & Co Wert   5.000   6/24/2020  EUR   70.470
UniCredit Bank AG         9.200  12/29/2020  EUR   52.630
UniCredit Bank AG         8.500  12/29/2020  EUR   55.460
UniCredit Bank AG         7.400  12/29/2020  EUR   52.480
UniCredit Bank AG         6.800  12/29/2020  EUR   59.150
UniCredit Bank AG        12.200  12/29/2020  EUR   33.790
UniCredit Bank AG         9.300  12/29/2020  EUR   52.800
UniCredit Bank AG         8.900  12/29/2020  EUR   49.650
UniCredit Bank AG         6.600  12/29/2020  EUR   61.410
UniCredit Bank AG         7.300  12/29/2020  EUR   61.170
UniCredit Bank AG         6.500  12/29/2020  EUR   26.420
UniCredit Bank AG         9.700  12/29/2020  EUR   69.750
UBS AG/London             6.250   6/29/2020  CHF   59.700
UBS AG/London             7.500   6/29/2020  EUR   55.550
Zurcher Kantonalbank Fi   6.500    7/3/2020  CHF   39.830
Vontobel Financial Prod   5.400    1/6/2020  EUR   43.850
Leonteq Securities AG/G   7.000  12/15/2020  EUR   73.380
DekaBank Deutsche Giroz   3.000   1/18/2021  EUR   63.520
Landesbank Hessen-Thuer   5.650   7/20/2023  EUR   70.440
Credit Suisse AG/Nassau   7.200    7/5/2021  CHF   66.100
UniCredit Bank AG         9.100  12/29/2020  EUR   51.440
UniCredit Bank AG         9.300  12/29/2020  EUR   56.460
UniCredit Bank AG        14.800  12/29/2020  EUR   31.420
UniCredit Bank AG         6.900  12/29/2020  EUR   66.610
UniCredit Bank AG        10.600  12/29/2020  EUR   62.800
UniCredit Bank AG        10.700  12/29/2020  EUR   72.730
UniCredit Bank AG         8.200  12/29/2020  EUR   70.770
UniCredit Bank AG         6.500  12/29/2020  EUR   62.790
UniCredit Bank AG         7.200  12/29/2020  EUR   26.350
UniCredit Bank AG         9.100  12/29/2020  EUR   59.010
UniCredit Bank AG         7.000  12/29/2020  EUR   58.740
UniCredit Bank AG        10.900  12/29/2020  EUR   67.170
UBS AG/London             6.000  12/28/2020  CHF   60.350
UBS AG/London             6.250   6/21/2021  CHF   61.350
Landesbank Hessen-Thuer   2.750   8/31/2020  EUR   69.300
Leonteq Securities AG     6.200    8/6/2020  CHF   61.630
Goldman Sachs & Co Wert  13.000   6/24/2020  EUR   65.140
Goldman Sachs & Co Wert  12.000   6/24/2020  EUR   69.960
Goldman Sachs & Co Wert  12.000   3/25/2020  EUR   69.650
Goldman Sachs & Co Wert   9.000   3/25/2020  EUR   59.670
Goldman Sachs & Co Wert  15.000   3/25/2020  EUR   53.100
DekaBank Deutsche Giroz   5.500   2/26/2021  EUR   69.210
UBS AG/London             6.000   6/29/2020  CHF   52.600
Landesbank Hessen-Thuer   3.500    8/3/2022  EUR   57.780
Leonteq Securities AG/G  10.000    1/9/2020  CHF   67.960
Landesbank Hessen-Thuer   3.500    8/3/2022  EUR   74.380
UniCredit Bank AG         8.900  12/29/2020  EUR   55.900
UniCredit Bank AG         7.900  12/29/2020  EUR   72.810
UniCredit Bank AG         6.800  12/29/2020  EUR   57.810
UniCredit Bank AG         7.400  12/29/2020  EUR   56.880
UniCredit Bank AG         6.000  12/29/2020  EUR   56.100
UniCredit Bank AG        10.100  12/29/2020  EUR   52.830
UniCredit Bank AG         6.100  12/29/2020  EUR   60.710
UniCredit Bank AG         6.600  12/29/2020  EUR   60.660
UniCredit Bank AG         7.200  12/29/2020  EUR   73.310
UniCredit Bank AG         8.300  12/29/2020  EUR   71.770
UniCredit Bank AG         7.300  12/29/2020  EUR   72.570
UniCredit Bank AG         7.900  12/29/2020  EUR   51.760
UniCredit Bank AG         8.400  12/29/2020  EUR   71.840
UniCredit Bank AG         9.500  12/29/2020  EUR   69.430
UniCredit Bank AG         6.400  12/29/2020  EUR   72.340
UniCredit Bank AG         8.100  12/29/2020  EUR   58.690
UniCredit Bank AG         8.700  12/29/2020  EUR   68.340
UniCredit Bank AG        10.700  12/29/2020  EUR   56.140
UniCredit Bank AG         4.200   7/26/2022  EUR   66.090
DekaBank Deutsche Giroz   2.000   7/30/2021  EUR   66.100
Credit Suisse AG/London  13.100   7/31/2020  USD   69.530
UniCredit Bank AG         8.300  12/29/2020  EUR   69.850
UniCredit Bank AG         8.400  12/29/2020  EUR   53.630
UniCredit Bank AG         6.700  12/29/2020  EUR   51.050
UniCredit Bank AG         6.800  12/29/2020  EUR   54.130
UniCredit Bank AG         9.400  12/29/2020  EUR   69.490
UniCredit Bank AG         6.500  12/29/2020  EUR   57.530
UniCredit Bank AG        11.200  12/29/2020  EUR   61.750
UniCredit Bank AG         6.200  12/29/2020  EUR   68.540
UniCredit Bank AG        10.100  12/29/2020  EUR   54.480
UniCredit Bank AG         6.700  12/29/2020  EUR   74.150
UniCredit Bank AG         7.500  12/29/2020  EUR   72.430
UniCredit Bank AG         7.800  12/29/2020  EUR   69.200
UniCredit Bank AG         8.000  12/29/2020  EUR   70.050
UniCredit Bank AG        12.000  12/29/2020  EUR   58.600
UniCredit Bank AG         8.300  12/29/2020  EUR   56.700
UniCredit Bank AG         7.200  12/29/2020  EUR   68.920
UniCredit Bank AG         9.000  12/29/2020  EUR   55.580
UniCredit Bank AG         7.900  12/29/2020  EUR   57.360
UBS AG/London             7.000   6/22/2020  CHF   73.150
DZ Bank AG Deutsche Zen  17.000   6/26/2020  EUR   73.260
UBS AG/London            10.000    2/6/2020  EUR   60.650
UBS AG/London            13.000   3/26/2020  EUR   69.990
UniCredit Bank AG         4.200    1/4/2021  EUR   51.470
UBS AG/London            18.000   6/25/2020  EUR   63.180
UBS AG/London            16.300   6/25/2020  EUR   68.280
Vontobel Financial Prod  16.000   9/25/2020  EUR   72.030
UBS AG/London            11.000    5/4/2020  USD   63.600
Raiffeisen Schweiz Geno   6.000   5/25/2020  EUR   69.130
Raiffeisen Schweiz Geno   7.500   5/25/2020  CHF   20.900
Raiffeisen Schweiz Geno   6.450   5/25/2020  CHF   72.040
Landesbank Hessen-Thuer   5.350   9/22/2023  EUR   65.880
UniCredit Bank AG         4.000    3/2/2020  EUR   40.820
DekaBank Deutsche Giroz   2.660   2/28/2020  EUR   72.340
UniCredit Bank AG         8.200  12/29/2020  EUR   70.950
UBS AG/London             9.500  11/16/2020  USD   60.600
Raiffeisen Schweiz Geno   8.600   5/28/2020  CHF   59.800
UBS AG/London             6.000   5/18/2020  CHF   58.750
Leonteq Securities AG    15.000   5/15/2020  CHF   33.800
UBS AG/London             9.500   2/28/2020  EUR   50.700
UBS AG/London            10.000   2/28/2020  EUR   51.550
EFG International Finan   7.000    6/8/2021  EUR   70.810
EFG International Finan   5.550   7/12/2021  USD   58.850
UBS AG/London            10.500   2/28/2020  CHF   36.250
UBS AG/London             7.500   2/28/2020  EUR   74.600
DZ Bank AG Deutsche Zen   8.000   2/26/2020  EUR   72.360
Bayerische Landesbank     3.400   7/16/2021  EUR   57.690
Raiffeisen Schweiz Geno   5.750    9/9/2020  CHF   50.650
Landesbank Baden-Wuertt   3.000   2/28/2020  EUR   61.420
Landesbank Baden-Wuertt   5.000   2/28/2020  EUR   55.390
Raiffeisen Schweiz Geno   5.200   12/1/2020  CHF   59.050
UBS AG/London            10.000   2/20/2020  CHF   62.350
UBS AG/London            12.600   6/25/2020  EUR   70.020
BNP Paribas Emissions-   22.000   3/26/2020  EUR   73.440
Vontobel Financial Prod  20.500   9/25/2020  EUR   52.820
UBS AG/London            22.700   3/26/2020  EUR   60.750
UBS AG/London            18.600   6/25/2020  EUR   66.260
UBS AG/London            23.400   3/26/2020  EUR   63.880
UBS AG/London            10.200   6/25/2020  EUR   72.700
UBS AG/London             9.000   8/17/2020  EUR   72.700
Raiffeisen Schweiz Geno   5.340   8/17/2020  CHF   69.020
WEB Windenergie AG        2.250   9/25/2028  EUR   55.010
Leonteq Securities AG     8.000   8/24/2020  CHF   67.370
Leonteq Securities AG/G   5.600   8/24/2021  CHF   57.630
Vontobel Financial Prod   3.840   2/17/2020  EUR   67.200
Raiffeisen Schweiz Geno   5.250   2/24/2020  CHF   68.330
Landesbank Baden-Wuertt   3.350   8/28/2020  EUR   62.120
Leonteq Securities AG/G   3.400   3/20/2024  CHF   56.080
Raiffeisen Schweiz Geno   2.700   9/22/2026  CHF   59.650
DekaBank Deutsche Giroz   2.050  12/11/2020  EUR   63.350
EFG International Finan   7.800   2/15/2021  EUR   64.260
Raiffeisen Schweiz Geno   3.000   9/21/2029  CHF   71.730
UniCredit Bank AG         3.500   1/29/2020  EUR   31.030
Raiffeisen Schweiz Geno   3.000   9/22/2020  CHF   13.980
Luzerner Kantonalbank A   6.000    4/8/2020  CHF   72.680
Luzerner Kantonalbank A  10.000    4/8/2020  CHF   58.890
DekaBank Deutsche Giroz   2.750  12/11/2020  EUR   57.010
DekaBank Deutsche Giroz   6.550   8/21/2020  EUR   61.330
UBS AG/London            11.000   9/21/2020  CHF   65.650
UBS AG/London             6.500   1/31/2020  USD   51.050
UBS AG/London             5.250   1/31/2020  CHF   38.800
UBS AG/London             6.500   7/31/2020  CHF   68.800
Leonteq Securities AG     3.600   9/22/2026  CHF   65.110
Raiffeisen Schweiz Geno   7.000   2/12/2020  CHF   66.340
UBS AG/London             5.500   1/31/2020  EUR   67.150
Commerzbank AG           15.000   1/24/2020  EUR   65.080
HSBC Trinkaus & Burkhar   4.170   3/27/2020  EUR   73.070
DekaBank Deutsche Giroz   3.000   2/14/2020  EUR   62.040
DekaBank Deutsche Giroz   4.250   8/21/2020  EUR   68.130
Leonteq Securities AG     3.900  12/20/2024  CHF   62.170
Danske Bank A/S          10.300    7/9/2023  SEK   55.500
Natixis SA                3.500   3/23/2020  USD   55.690
Vontobel Financial Prod   8.500   3/27/2020  EUR   55.580
Vontobel Financial Prod   5.500   3/27/2020  EUR   61.960
Vontobel Financial Prod   7.000   3/27/2020  EUR   58.560
Vontobel Financial Prod  12.000   3/27/2020  EUR   50.730
Vontobel Financial Prod  11.000   3/27/2020  EUR   64.900
Raiffeisen Schweiz Geno   6.600    4/3/2020  EUR   54.280
UniCredit Bank AG         6.300  10/16/2021  EUR   52.380
UniCredit Bank AG         4.650   4/16/2021  EUR   57.550
Credit Suisse AG/London   8.500   2/26/2020  CHF   64.670
UniCredit Bank AG         4.200   2/19/2022  EUR   64.520
Bayerische Landesbank     3.100  10/23/2020  EUR   71.470
Leonteq Securities AG/G   7.500    2/6/2020  CHF   65.700
Credit Suisse AG/Nassau   5.500   2/17/2020  CHF   71.850
Landesbank Baden-Wuertt   3.500   7/24/2020  EUR   71.640
UBS AG/London             7.500   9/21/2020  USD   56.130
Vontobel Financial Prod   5.500   4/15/2020  EUR   73.620
Vontobel Financial Prod   4.600   4/15/2020  EUR   60.110
Leonteq Securities AG/G   2.750   9/15/2022  CHF   39.240
UBS AG/London            10.000   9/21/2020  EUR   71.250
UBS AG/London            11.000   9/21/2020  CHF   66.100
Leonteq Securities AG     3.800   2/15/2021  CHF   30.970
Bank Julius Baer & Co L   7.000   3/23/2020  CHF   71.900
UBS AG/London             6.000   1/31/2020  CHF   55.950
UBS AG/London             6.750   7/31/2020  CHF   71.000
UBS AG/London             7.500   7/31/2020  EUR   45.000
UBS AG/London             6.000   1/31/2020  EUR   72.600
UBS AG/London            10.250   3/23/2020  EUR   44.800
Bank Julius Baer & Co L   6.400   2/21/2020  EUR   62.900
UniCredit Bank AG         4.050   3/26/2021  EUR   52.220
UniCredit Bank AG         4.600   3/26/2021  EUR   55.050
DZ Bank AG Deutsche Zen   8.250   3/25/2020  EUR   62.340
UBS AG/London             9.750    3/9/2020  EUR   67.800
UniCredit Bank AG        13.900  12/29/2020  EUR   69.950
Zurcher Kantonalbank Fi  12.250   2/27/2020  USD   70.710
Leonteq Securities AG/G   8.200    3/2/2020  CHF   19.020
UBS AG/London            12.500   3/16/2020  CHF   35.150
Zurcher Kantonalbank Fi  11.500   1/23/2020  USD   60.180
Zurcher Kantonalbank Fi   7.150   3/19/2020  CHF   18.950
Leonteq Securities AG/G   9.000   3/16/2020  CHF   56.440
Raiffeisen Schweiz Geno   7.000   9/23/2020  EUR   60.640
DekaBank Deutsche Giroz   3.100   3/27/2020  EUR   66.990
UniCredit Bank AG         6.300   3/26/2021  EUR   50.750
Leonteq Securities AG     7.400  11/25/2020  CHF   52.880
DZ Bank AG Deutsche Zen   5.500   3/25/2020  EUR   58.030
Landesbank Hessen-Thuer   4.000   4/20/2022  EUR   61.560
Societe Generale SA      11.500  11/30/2020  USD
Vontobel Financial Prod  10.000   3/27/2020  EUR   52.950
Landesbank Hessen-Thuer   7.250   3/15/2023  EUR   55.460
DekaBank Deutsche Giroz   7.050   10/9/2020  EUR   50.580
DekaBank Deutsche Giroz   6.300   10/9/2020  EUR   61.560
DekaBank Deutsche Giroz   4.250   10/9/2020  EUR   52.900
UBS AG/London            12.000    3/5/2020  CHF   58.850
Raiffeisen Centrobank A   5.500   10/9/2020  EUR   63.860
UBS AG/London            11.000    3/6/2020  USD   67.650
UBS AG/London            11.000    3/5/2020  CHF   54.400
UBS AG/London            10.000    9/7/2020  CHF   42.100
UBS AG/London            10.000    9/7/2020  EUR   77.200
Leonteq Securities AG/G   6.000   9/17/2020  CHF   60.530
Leonteq Securities AG/G   8.000   3/17/2020  CHF   64.160
Raiffeisen Centrobank A   8.342   3/24/2020  EUR   67.150
Raiffeisen Centrobank A  10.286   3/24/2020  EUR   67.310
Raiffeisen Centrobank A  10.929   3/24/2020  EUR   66.160
Raiffeisen Centrobank A   9.643   3/24/2020  EUR   68.650
Raiffeisen Schweiz Geno   8.500   3/17/2020  CHF   72.060
Raiffeisen Schweiz Geno   7.000   9/14/2020  CHF   73.590
DekaBank Deutsche Giroz   3.700   10/2/2020  EUR   65.150
DekaBank Deutsche Giroz   3.150   10/2/2020  EUR   73.040
Center-Invest Commercia   7.500    3/3/2022  RUB  100.000
Societe Generale Effekt   9.140   3/20/2020  EUR   69.840
Societe Generale Effekt  11.121   9/18/2020  EUR   71.610
Societe Generale Effekt   9.901   3/20/2020  EUR   35.270
Credit Suisse AG/London  10.500   3/23/2020  USD   64.520
Leonteq Securities AG    10.000   3/17/2020  CHF   57.220
Leonteq Securities AG/G  10.200   3/18/2020  CHF   62.590
Landesbank Hessen-Thuer   5.200  10/22/2024  EUR   72.490
UBS AG/London            11.000   3/12/2020  USD   66.280
UBS AG/London            11.000   3/12/2020  CHF   55.350
UniCredit Bank AG         5.550   10/5/2021  EUR   69.170
UBS AG/London            11.000   3/12/2020  CHF   56.250
UBS AG/London             7.500   3/12/2020  EUR   70.750
UBS AG/London            12.000   3/12/2020  EUR   37.750
DekaBank Deutsche Giroz   2.500   7/29/2020  EUR   73.650
Macquarie International  11.550   8/28/2023  ZAR   14.516
DekaBank Deutsche Giroz   3.800  10/23/2020  EUR   70.470
HSBC Trinkaus & Burkhar   8.400   6/26/2020  EUR   56.910
Leonteq Securities AG/G  10.000   4/17/2020  CHF   42.470
Deutsche Bank AG          4.200   3/24/2020  EUR   74.000
Deutsche Bank AG          4.200   6/23/2020  EUR   73.900
Deutsche Bank AG          4.200   9/22/2020  EUR   74.000
Raiffeisen Centrobank A   5.500   6/30/2020  EUR   71.400
UBS AG/London             7.000    6/2/2020  CHF   56.450
UniCredit Bank AG         3.850   6/28/2022  EUR   62.690
Raiffeisen Centrobank A   8.226   6/23/2020  EUR   72.630
Credit Suisse AG/Nassau   7.250    6/8/2020  EUR   70.100
UniCredit Bank AG         3.800   6/28/2022  EUR   60.690
Natixis SA                3.150    6/9/2021  USD   63.776
Landesbank Baden-Wuertt   5.000   2/28/2020  EUR   52.760
Landesbank Baden-Wuertt   5.300   2/28/2020  EUR   56.540
Landesbank Baden-Wuertt   4.500   2/28/2020  EUR   75.240
Landesbank Hessen-Thuer   3.500    7/6/2022  EUR   71.530
Raiffeisen Schweiz Geno   4.800   12/8/2020  CHF   58.490
Leonteq Securities AG     5.200   6/11/2020  CHF   56.550
BNP Paribas Issuance BV   6.400    6/1/2020  EUR   56.150
DekaBank Deutsche Giroz   2.000   6/25/2021  EUR   59.920
Leonteq Securities AG/G   2.500    6/5/2024  EUR   61.220
UBS AG/London             5.750  11/23/2020  CHF   61.800
UBS AG/London             8.000    6/8/2020  CHF   75.400
UBS AG/London            10.750    6/8/2020  CHF   67.150
UBS AG/London             6.500   12/7/2020  EUR   58.300
UBS AG/London             7.250    6/8/2020  USD   61.990
Leonteq Securities AG     5.000   6/15/2021  CHF   60.180
Leonteq Securities AG/G  10.280   6/11/2020  CHF   70.440
Leonteq Securities AG/G   7.000   6/15/2020  CHF   58.190
UBS AG/London             6.100   6/25/2020  EUR   60.760
Vontobel Financial Prod  13.000   6/12/2020  EUR   69.550
Vontobel Financial Prod  13.500   6/26/2020  EUR   70.270
Vontobel Financial Prod   9.500   3/27/2020  EUR   73.240
Vontobel Financial Prod  13.000   3/27/2020  EUR   69.770
DZ Bank AG Deutsche Zen  12.000   6/24/2020  EUR   62.590
DekaBank Deutsche Giroz   3.000   5/20/2020  EUR   70.400
Vontobel Financial Prod  21.000   6/26/2020  EUR   58.490
UniCredit Bank AG        12.300   6/26/2020  EUR   66.210
UniCredit Bank AG        10.100   6/26/2020  EUR   67.810
UniCredit Bank AG        14.900   6/25/2021  EUR   74.160
Bank Julius Baer & Co L   6.750   7/13/2020  EUR   74.200
Vontobel Financial Prod  20.500   6/26/2020  EUR   73.940
Vontobel Financial Prod   9.500   6/26/2020  EUR   60.450
Landesbank Hessen-Thuer   8.900   10/6/2020  EUR   30.730
UniCredit Bank AG         3.800   7/23/2020  EUR   27.940
Leonteq Securities AG/G  16.400  12/14/2020  USD   72.370
Vontobel Financial Prod  17.000   3/27/2020  EUR   68.720
Landesbank Hessen-Thuer   8.000  11/17/2020  EUR   66.710
EFG International Finan   7.200   7/29/2020  EUR   12.820
HSBC Trinkaus & Burkhar   7.700   6/26/2020  EUR   44.320
Vontobel Financial Prod  10.000   1/24/2020  EUR   65.140
Vontobel Financial Prod  11.000   1/24/2020  EUR   65.180
UBS AG/London            20.000   1/24/2020  CHF   49.100
Vontobel Financial Prod  10.500   3/27/2020  EUR   73.570
Vontobel Financial Prod  12.000   3/27/2020  EUR   71.880
UBS AG/London            13.500   9/11/2020  USD   56.060
Societe Generale Effekt  27.705   6/19/2020  EUR   72.460
Societe Generale Effekt  17.003   9/18/2020  EUR   71.850
Societe Generale Effekt  25.504   9/18/2020  EUR   68.260
Leonteq Securities AG    16.000  12/16/2020  CHF   62.210
Vontobel Financial Prod  10.500   3/27/2020  EUR   64.780
Bank Julius Baer & Co L   9.700   1/24/2020  USD   67.000
HSBC Trinkaus & Burkhar  10.500   6/26/2020  EUR   41.320
HSBC Trinkaus & Burkhar   5.200   6/26/2020  EUR   48.540
HSBC Trinkaus & Burkhar   9.700   2/28/2020  EUR   40.030
Raiffeisen Schweiz Geno   9.500   4/22/2020  CHF   71.760
UniCredit Bank AG        14.000  12/29/2020  EUR   38.890
UniCredit Bank AG        12.800  12/29/2020  EUR   39.620
UniCredit Bank AG         7.800  12/29/2020  EUR   46.440
UniCredit Bank AG         9.200  12/29/2020  EUR   44.040
UBS AG/London            10.000   4/24/2020  USD   63.710
UBS AG/London             9.000   4/24/2020  EUR   59.250
UBS AG/London             7.000  10/26/2020  CHF   70.700
UBS AG/London            10.000   4/17/2020  EUR   70.050
UniCredit Bank AG         4.350  10/26/2021  EUR   42.890
UBS AG/London            12.000  10/26/2020  CHF   70.750
DekaBank Deutsche Giroz   5.150   5/21/2021  EUR   70.540
Raiffeisen Schweiz Geno   7.000   4/30/2020  EUR   66.260
Leonteq Securities AG/G   7.000  10/29/2020  CHF   69.670
HSBC Trinkaus & Burkhar   8.100   1/24/2020  EUR   39.300
HSBC Trinkaus & Burkhar   5.800   3/27/2020  EUR   70.620
HSBC Trinkaus & Burkhar   5.900   1/24/2020  EUR   69.890
UniCredit Bank AG         6.000   2/22/2022  EUR   73.290
Vontobel Financial Prod  10.500   3/27/2020  EUR   68.380
Vontobel Financial Prod  11.000   3/27/2020  EUR   48.100
Vontobel Financial Prod   9.500   3/27/2020  EUR   50.170
Vontobel Financial Prod  10.500   3/27/2020  EUR   69.590
Vontobel Financial Prod  11.500   3/27/2020  EUR   67.950
UniCredit Bank AG         3.750   8/23/2021  EUR   71.080
Landesbank Hessen-Thuer   6.000   12/1/2022  EUR   63.280
Landesbank Hessen-Thuer   3.100   8/13/2020  EUR   63.200
Vontobel Financial Prod  25.000   6/26/2020  EUR   65.020
Vontobel Financial Prod  22.000   9/25/2020  EUR   67.030
Vontobel Financial Prod  23.000   9/25/2020  EUR   66.140
Vontobel Financial Prod  24.500   9/25/2020  EUR   65.730
DekaBank Deutsche Giroz   2.800   1/24/2020  EUR   63.660
Araratbank OJSC           5.500   9/19/2023  USD   24.570
Vontobel Financial Prod  18.500   9/25/2020  EUR   69.860
Leonteq Securities AG     8.000   1/27/2020  EUR   73.580
Vontobel Financial Prod  21.000   9/25/2020  EUR   67.980
Vontobel Financial Prod  19.500   9/25/2020  EUR   68.680
Landesbank Hessen-Thuer   6.600   2/17/2023  EUR   58.800
Leonteq Securities AG/G   4.750   11/1/2021  CHF   43.390
UBS AG/London             8.250    2/7/2020  EUR   53.850
UBS AG/London             8.000    2/7/2020  CHF   46.400
Landesbank Hessen-Thuer   9.500   5/15/2020  EUR   33.980
Barclays Bank PLC         3.500   8/17/2020  USD
Societe Generale Effekt   8.778   3/20/2020  EUR   70.300
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   35.770
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   71.690
DekaBank Deutsche Giroz   2.750   4/17/2020  EUR   69.780
DekaBank Deutsche Giroz   2.200   4/16/2021  EUR   60.550
UBS AG/London             6.500   3/30/2020  CHF   71.100
HSBC Trinkaus & Burkhar   7.000   6/26/2020  EUR   70.000
Leonteq Securities AG/G   5.000    5/5/2020  EUR   39.350
HSBC Trinkaus & Burkhar   6.500   6/26/2020  EUR   71.030
HSBC Trinkaus & Burkhar   5.700   6/26/2020  EUR   69.390
Vontobel Financial Prod  14.500   3/13/2020  EUR   66.810
HSBC Trinkaus & Burkhar   5.200   6/26/2020  EUR   72.920
HSBC Trinkaus & Burkhar   8.200   6/26/2020  EUR   72.070
Vontobel Financial Prod  13.000   3/13/2020  EUR   63.180
HSBC Trinkaus & Burkhar   7.600   6/26/2020  EUR   71.540
HSBC Trinkaus & Burkhar   6.200   6/26/2020  EUR   70.520
Credit Suisse AG/London   7.000   1/16/2020  CHF   73.890
UBS AG/London            11.000   4/17/2020  CHF   38.950
DekaBank Deutsche Giroz   2.550  11/13/2020  EUR   70.750
Landesbank Baden-Wuertt   7.000   8/28/2020  EUR   66.390
Landesbank Baden-Wuertt   4.000   8/28/2020  EUR   67.840
Landesbank Baden-Wuertt   3.500   8/28/2020  EUR   60.910
Landesbank Baden-Wuertt   6.000   8/28/2020  EUR   71.490
Landesbank Baden-Wuertt   4.000   8/28/2020  EUR   60.180
UBS AG/London            10.500   8/31/2020  EUR   64.150
UBS AG/London            10.000    3/2/2020  EUR   56.950
UniCredit Bank AG         3.800   8/30/2023  EUR   66.790
Raiffeisen Schweiz Geno   7.100   3/10/2020  CHF   66.960
Landesbank Hessen-Thuer   5.200    1/8/2024  EUR   70.480
Leonteq Securities AG/G   7.400    3/3/2020  CHF   74.650
Leonteq Securities AG/G   9.000    3/3/2020  CHF   71.010
Leonteq Securities AG/G   9.000    6/4/2020  USD   70.480
Societe Generale SA       8.000   12/2/2020  USD   54.340
DekaBank Deutsche Giroz   3.800  12/18/2020  EUR   54.400
UBS AG/London             5.250    6/1/2020  USD   65.750
DekaBank Deutsche Giroz   5.150    7/3/2020  EUR   69.740
DekaBank Deutsche Giroz   6.300    7/3/2020  EUR   52.560
Leonteq Securities AG/G  10.600   12/8/2020  EUR   59.780
Landesbank Hessen-Thuer   3.500    1/5/2022  EUR   58.970
Societe Generale SA       8.000   12/3/2020  USD   58.800
Leonteq Securities AG/G   9.800   6/12/2020  CHF   49.160
Zurcher Kantonalbank Fi   5.000  12/14/2020  EUR   73.200
Raiffeisen Schweiz Geno   5.750   5/18/2020  CHF   58.670
DekaBank Deutsche Giroz   4.050    7/3/2020  EUR   71.210
EFG International Finan   7.400  12/21/2020  USD   73.210
DekaBank Deutsche Giroz   2.100    1/4/2021  EUR   64.620
Landesbank Hessen-Thuer   3.500   9/28/2022  EUR   65.180
Raiffeisen Centrobank A   6.620   3/24/2020  EUR   57.420
Raiffeisen Centrobank A   6.935   3/24/2020  EUR   69.380
Landesbank Baden-Wuertt   2.500   8/28/2020  EUR   71.740
Landesbank Baden-Wuertt   4.000   8/28/2020  EUR   66.320
Landesbank Baden-Wuertt   5.000   8/28/2020  EUR   33.720
Landesbank Baden-Wuertt   2.500   8/28/2020  EUR   65.860
Landesbank Hessen-Thuer   5.650  10/28/2022  EUR   39.570
Landesbank Baden-Wuertt   3.000   8/28/2020  EUR   70.290
Landesbank Hessen-Thuer   4.650   9/28/2023  EUR   62.680
DekaBank Deutsche Giroz   7.250    4/1/2021  EUR   66.640
UBS AG/London             6.250    3/2/2020  CHF   63.850
UBS AG/London            10.000   8/31/2020  CHF   64.600
UBS AG/London             9.000   8/31/2020  CHF   66.650
Raiffeisen Schweiz Geno   7.200   3/10/2020  CHF   66.980
BNP Paribas Emissions-   15.000   6/25/2020  EUR   71.180
UBS AG/London            12.000   6/12/2020  USD   53.960
Landesbank Baden-Wuertt   5.000   1/24/2020  EUR   52.240
Vontobel Financial Prod  20.000   3/27/2020  EUR   66.920
Vontobel Financial Prod  20.000   9/25/2020  EUR   56.620
HSBC Trinkaus & Burkhar   9.800   1/24/2020  EUR   44.230
Landesbank Baden-Wuertt   3.000   1/24/2020  EUR   57.930
Landesbank Baden-Wuertt   7.000   1/24/2020  EUR   48.130
Leonteq Securities AG/G   6.000    6/8/2020  CHF   64.310
UniCredit Bank AG         5.750    7/4/2020  EUR   52.850
BNP Paribas Issuance BV  12.600   2/17/2020  CHF   68.200
Credit Suisse AG/London   6.600   5/22/2020  CHF   61.870
HSBC Trinkaus & Burkhar  11.500   3/27/2020  EUR   42.400
HSBC Trinkaus & Burkhar  10.300   3/27/2020  EUR   43.730
HSBC Trinkaus & Burkhar   6.900   3/27/2020  EUR   48.590
HSBC Trinkaus & Burkhar   5.000   3/27/2020  EUR   52.810
Vontobel Financial Prod   5.750  11/27/2020  EUR   73.850
COFIDUR SA                0.100  12/31/2024  EUR   24.500
HSBC Trinkaus & Burkhar   3.300   6/26/2020  EUR   55.850
HSBC Trinkaus & Burkhar   4.400   9/25/2020  EUR   52.610
HSBC Trinkaus & Burkhar   3.400   1/24/2020  EUR   52.670
HSBC Trinkaus & Burkhar   6.300   2/28/2020  EUR   46.240
HSBC Trinkaus & Burkhar  12.300   6/26/2020  EUR   40.910
HSBC Trinkaus & Burkhar  10.400   6/26/2020  EUR   42.610
BNP Paribas Emissions-   13.000   3/26/2020  EUR   65.310
Raiffeisen Schweiz Geno   7.100   6/15/2020  CHF   57.080
Deutsche Bank AG          8.200   6/23/2020  EUR   71.500
Deutsche Bank AG          8.200   3/24/2020  EUR   70.800
Goldman Sachs & Co Wert  24.000   2/26/2020  EUR   72.330
Goldman Sachs & Co Wert  24.000   2/26/2020  EUR   69.830
Landesbank Baden-Wuertt   5.000   9/25/2020  EUR   69.920
Landesbank Baden-Wuertt   7.000   9/25/2020  EUR   66.660
Vontobel Financial Prod   9.250    4/3/2020  EUR   71.530
UBS AG/London             8.400   3/26/2020  EUR   69.410
UBS AG/London             8.300   3/26/2020  EUR   70.690
UBS AG/London            13.000   3/26/2020  EUR   66.770
Commerzbank AG           12.750   3/27/2020  EUR   70.840
HSBC Trinkaus & Burkhar   9.500   7/24/2020  EUR   55.320
HSBC Trinkaus & Burkhar  12.600   3/27/2020  EUR   70.380
HSBC Trinkaus & Burkhar   5.800   3/27/2020  EUR   61.720
HSBC Trinkaus & Burkhar   6.100   6/26/2020  EUR   61.460
HSBC Trinkaus & Burkhar  11.300   9/25/2020  EUR   53.340
Landesbank Hessen-Thuer   4.750   5/11/2023  EUR   59.200
Leonteq Securities AG    16.200    6/4/2020  EUR   70.990
DekaBank Deutsche Giroz   4.300    1/4/2021  EUR   56.260
UBS AG/London            12.000   5/14/2020  EUR   71.450
Vontobel Financial Prod  20.000   9/25/2020  EUR   54.560
Credit Suisse AG/London   9.750   2/18/2020  USD   70.700
UBS AG/London             9.000   5/14/2020  CHF   70.500
Vontobel Financial Prod  22.000   9/25/2020  EUR   66.210
Vontobel Financial Prod  20.000   9/25/2020  EUR   65.240
UBS AG/London             8.000   2/21/2020  EUR   65.350
Credit Suisse AG/London   8.750   5/21/2020  USD   61.940
HSBC Trinkaus & Burkhar   5.000   2/10/2020  EUR   52.820
Landesbank Hessen-Thuer   2.200  11/24/2020  EUR   60.090
Landesbank Baden-Wuertt   5.000   3/27/2020  EUR   73.910
Landesbank Baden-Wuertt   5.200   3/27/2020  EUR   55.300
Raiffeisen Schweiz Geno   6.000   2/10/2020  CHF   53.940
Landesbank Hessen-Thuer   6.450   2/24/2023  EUR   67.400
Leonteq Securities AG/G   6.400   11/3/2021  CHF   71.820
Leonteq Securities AG/G   6.400   11/3/2020  EUR   55.180
Vontobel Financial Prod   4.200    2/3/2020  EUR   55.610
Landesbank Hessen-Thuer   3.000    6/4/2021  EUR   72.200
Bayerische Landesbank     3.300   9/11/2020  EUR   70.110
DekaBank Deutsche Giroz   6.000   5/29/2020  EUR   54.700
DekaBank Deutsche Giroz   3.450   7/31/2020  EUR   55.990
UBS AG/London             3.800   3/26/2020  EUR   58.160
Leonteq Securities AG/G  10.600   2/17/2020  CHF   54.080
Commerzbank AG            8.000   11/6/2020  USD    4.820
Leonteq Securities AG     5.000   2/17/2021  CHF   58.400
EFG International Finan   7.000  11/16/2020  EUR   63.700
UBS AG/London            10.000   8/10/2020  USD   64.560
UBS AG/London             6.500    2/8/2021  EUR   66.100
Raiffeisen Schweiz Geno   6.000   2/17/2020  CHF   55.460
UniCredit Bank AG         4.200   12/8/2021  EUR   64.920
Credit Suisse AG/London   9.500   2/24/2020  USD   74.200
DekaBank Deutsche Giroz   5.000   2/28/2020  EUR   53.290
Leonteq Securities AG/G   6.200   2/10/2021  CHF   66.980
UBS AG/London             9.500    2/3/2020  CHF   55.200
UBS AG/London             7.000    2/3/2020  CHF   75.050
UBS AG/London             5.750    2/3/2020  CHF   57.450
UBS AG/London            10.000    8/3/2020  CHF   62.000
UBS AG/London             6.000    8/3/2020  CHF   29.460
UBS AG/London             9.000    8/3/2020  EUR   75.600
Landesbank Baden-Wuertt   4.750   3/27/2020  EUR   67.540
Commerzbank AG            1.000   11/2/2020  USD   13.920
Landesbank Hessen-Thuer   4.000    6/4/2021  EUR   51.700
Raiffeisen Centrobank A   5.333    3/5/2020  EUR   73.020
DekaBank Deutsche Giroz   4.700   5/29/2020  EUR   69.680
Leonteq Securities AG/G   5.000   8/17/2020  CHF   64.760
UBS AG/London             6.000   2/10/2020  EUR   59.300
UBS AG/London             6.500   8/10/2020  CHF   64.300
UBS AG/London            10.000   8/10/2020  CHF   61.650
Zurcher Kantonalbank Fi   6.250   2/13/2020  EUR   64.380
DZ Bank AG Deutsche Zen  16.000   2/26/2020  EUR   64.550
DZ Bank AG Deutsche Zen   4.750   6/24/2020  EUR   69.360
Vontobel Financial Prod  30.000   3/27/2020  EUR   60.410
Vontobel Financial Prod  27.000   6/26/2020  EUR   62.580
HSBC Trinkaus & Burkhar   5.100   6/26/2020  EUR   50.600
HSBC Trinkaus & Burkhar   6.500   9/25/2020  EUR   48.020
HSBC Trinkaus & Burkhar   6.300   1/24/2020  EUR   45.970
HSBC Trinkaus & Burkhar   9.500   2/28/2020  EUR   41.480
HSBC Trinkaus & Burkhar   3.600   2/28/2020  EUR   52.630
HSBC Trinkaus & Burkhar   7.600   6/26/2020  EUR   45.930
UniCredit Bank AG         6.200   6/26/2020  EUR   71.880
UniCredit Bank AG         8.000   6/26/2020  EUR   69.660
UniCredit Bank AG        14.700   6/26/2020  EUR   64.890
Vontobel Financial Prod  17.000   9/25/2020  EUR   71.320
UniCredit Bank AG        10.100   6/25/2021  EUR   69.960
UniCredit Bank AG         9.000   6/25/2021  EUR   70.490
UniCredit Bank AG         7.000   6/25/2021  EUR   72.270
UniCredit Bank AG         8.000   6/25/2021  EUR   71.300
UniCredit Bank AG         7.000  12/24/2021  EUR   72.720
UniCredit Bank AG         8.600  12/24/2021  EUR   71.590
UniCredit Bank AG         8.400   3/27/2020  EUR   71.430
UniCredit Bank AG        13.600   3/27/2020  EUR   66.290
UniCredit Bank AG        10.800   3/27/2020  EUR   68.670
UniCredit Bank AG         7.700  12/24/2021  EUR   71.900
UniCredit Bank AG        10.100   6/25/2021  EUR   73.380
UniCredit Bank AG        19.300   3/27/2020  EUR   65.750
DZ Bank AG Deutsche Zen   5.750   9/23/2020  EUR   67.710
Vontobel Financial Prod  10.000   6/12/2020  EUR   72.120
UniCredit Bank AG        10.500   6/26/2020  EUR   72.710
UniCredit Bank AG        13.300   6/26/2020  EUR   70.170
UniCredit Bank AG        16.200   6/26/2020  EUR   68.080
UniCredit Bank AG        10.200  12/28/2020  EUR   73.180
Landesbank Baden-Wuertt   6.000  10/23/2020  EUR   77.670
Landesbank Baden-Wuertt   7.000  10/23/2020  EUR   74.040
UBS AG/London             9.000  10/19/2020  USD   62.600
UBS AG/London             6.000   4/16/2020  CHF   72.500
Raiffeisen Switzerland    5.600   11/2/2020  CHF   73.110
Vontobel Financial Prod  11.500   3/27/2020  EUR   71.500
Vontobel Financial Prod  10.500   6/26/2020  EUR   72.700
Vontobel Financial Prod  12.000   6/26/2020  EUR   71.440
Vontobel Financial Prod  17.000   6/26/2020  EUR   70.550
Landesbank Baden-Wuertt   2.500  10/23/2020  EUR   49.550
Landesbank Baden-Wuertt   5.000  10/23/2020  EUR   43.380
Societe Generale Effekt  15.867   6/19/2020  EUR   73.340
EFG International Finan   7.200  11/30/2020  EUR   67.150
Raiffeisen Switzerland    4.800  11/23/2023  CHF   61.050
UniCredit Bank AG         4.300  12/19/2021  EUR   60.260
UniCredit Bank AG         5.900  12/19/2020  EUR   53.800
EFG International Finan   7.000   5/23/2022  EUR   69.270
Raiffeisen Schweiz Geno   6.500   5/18/2020  CHF   20.000
Raiffeisen Schweiz Geno   5.300  11/23/2020  CHF   59.820
Bank Julius Baer & Co L   6.000   5/11/2020  CHF   71.150
Landesbank Hessen-Thuer   4.000   6/22/2022  EUR   62.780
Leonteq Securities AG/G   5.500   5/25/2021  CHF   62.520
Leonteq Securities AG     7.800   5/14/2021  CHF   28.680
DekaBank Deutsche Giroz   3.500   8/14/2020  EUR   72.360
UniCredit Bank AG         8.300  12/29/2020  EUR   73.560
UniCredit Bank AG         7.700  12/29/2020  EUR   72.310
UniCredit Bank AG         8.100  12/29/2020  EUR   59.680
UniCredit Bank AG         6.200  12/29/2020  EUR   65.520
UniCredit Bank AG         8.800  12/29/2020  EUR   70.550
UniCredit Bank AG         8.500  12/29/2020  EUR   57.290
UniCredit Bank AG         6.100  12/29/2020  EUR   54.010
UniCredit Bank AG         9.800  12/29/2020  EUR   54.740
UniCredit Bank AG         7.200  12/29/2020  EUR   71.830
UniCredit Bank AG         6.800  12/29/2020  EUR   52.720
UniCredit Bank AG         9.400  12/29/2020  EUR   65.820
UniCredit Bank AG         7.900  12/29/2020  EUR   72.990
UniCredit Bank AG         6.300  12/29/2020  EUR   63.280
UniCredit Bank AG         7.300  12/29/2020  EUR   60.540
UniCredit Bank AG         9.800  12/29/2020  EUR   65.100
UniCredit Bank AG         8.700  12/29/2020  EUR   73.050
UniCredit Bank AG         9.300  12/29/2020  EUR   64.620
UniCredit Bank AG         8.700  12/29/2020  EUR   66.110
UniCredit Bank AG         8.100  12/29/2020  EUR   68.880
UniCredit Bank AG         7.600  12/29/2020  EUR   43.290
UniCredit Bank AG         6.700  12/29/2020  EUR   44.770
UniCredit Bank AG         6.600  12/29/2020  EUR   59.240
UniCredit Bank AG         6.900  12/29/2020  EUR   68.650
UniCredit Bank AG        11.800  12/29/2020  EUR   56.570
UniCredit Bank AG         8.800  12/29/2020  EUR   60.430
UniCredit Bank AG         9.500  12/29/2020  EUR   59.050
UniCredit Bank AG        11.000  12/29/2020  EUR   71.140
UniCredit Bank AG         8.400  12/29/2020  EUR   56.420
UniCredit Bank AG        11.500  12/29/2020  EUR   70.030
UniCredit Bank AG         8.100  12/29/2020  EUR   61.930
UniCredit Bank AG         9.200  12/29/2020  EUR   59.850
UniCredit Bank AG        10.000  12/29/2020  EUR   47.450
UniCredit Bank AG         9.300  12/29/2020  EUR   48.100
UniCredit Bank AG         8.100  12/29/2020  EUR   60.710
UniCredit Bank AG         6.600  12/29/2020  EUR   63.740
UniCredit Bank AG         8.400  12/29/2020  EUR   25.550
UniCredit Bank AG         8.900  12/29/2020  EUR   25.470
UniCredit Bank AG         7.300  12/29/2020  EUR   60.870
UniCredit Bank AG        10.500  12/29/2020  EUR   72.590
UniCredit Bank AG         6.600  12/29/2020  EUR   62.140
UniCredit Bank AG         6.600  12/29/2020  EUR   56.800
UniCredit Bank AG         8.300  12/29/2020  EUR   53.350
UniCredit Bank AG         9.300  12/29/2020  EUR   51.010
UniCredit Bank AG        10.500  12/29/2020  EUR   46.680
UniCredit Bank AG         7.000  12/29/2020  EUR   48.750
UniCredit Bank AG         8.400  12/29/2020  EUR   52.420
UniCredit Bank AG         7.600  12/29/2020  EUR   47.050
UniCredit Bank AG         9.200  12/29/2020  EUR   48.380
UniCredit Bank AG         8.000  12/29/2020  EUR   47.420
UniCredit Bank AG         8.500  12/29/2020  EUR   56.790
UniCredit Bank AG         6.400  12/29/2020  EUR   59.700
UniCredit Bank AG         7.500  12/29/2020  EUR   70.430
UniCredit Bank AG        12.000  12/29/2020  EUR   30.330
UniCredit Bank AG         9.400  12/29/2020  EUR   72.220
UniCredit Bank AG         8.300  12/29/2020  EUR   68.560
UniCredit Bank AG        13.900  12/29/2020  EUR   29.140
UniCredit Bank AG         7.800  12/29/2020  EUR   72.930
UniCredit Bank AG         8.700  12/29/2020  EUR   45.100
UniCredit Bank AG        10.600  12/29/2020  EUR   73.560
UniCredit Bank AG         8.400  12/29/2020  EUR   55.370
UniCredit Bank AG        10.800  12/29/2020  EUR   66.780
UniCredit Bank AG         8.000  12/29/2020  EUR   70.970
UniCredit Bank AG         8.100  12/29/2020  EUR   59.660
UniCredit Bank AG         9.200  12/29/2020  EUR   55.670
UniCredit Bank AG         8.900  12/29/2020  EUR   58.170
Vontobel Financial Prod   9.000    6/5/2020  EUR   46.620
UniCredit Bank AG         4.000    6/7/2022  EUR   59.980
Leonteq Securities AG/G   5.600   5/25/2021  CHF   60.500
Landesbank Baden-Wuertt   4.650   3/27/2020  EUR   62.790
UniCredit Bank AG         4.000   6/11/2020  EUR   64.050
UBS AG/London             7.000    5/4/2020  CHF   74.150
Raiffeisen Schweiz Geno   4.600   5/25/2020  CHF   57.840
UBS AG/London            10.000   5/18/2020  CHF   45.750
Leonteq Securities AG/G   4.200    6/1/2021  CHF   36.970
UniCredit Bank AG         4.450  12/29/2022  EUR   63.830
UniCredit Bank AG         4.700  12/19/2021  EUR   61.530
UniCredit Bank AG         3.800  12/29/2022  EUR   58.370
Leonteq Securities AG/G   7.200   12/8/2020  USD   71.970
HSBC Trinkaus & Burkhar  10.800   3/27/2020  EUR   67.600
HSBC Trinkaus & Burkhar  11.300   3/27/2020  EUR   37.060
HSBC Trinkaus & Burkhar  13.000   6/26/2020  EUR   37.970
Natixis SA                2.750    3/1/2021  USD   72.124
DekaBank Deutsche Giroz   4.250   4/14/2022  EUR   68.660
EFG International Finan   7.400   3/29/2021  EUR   59.680
Leonteq Securities AG/G   6.800   3/16/2020  CHF   72.080
UniCredit Bank AG         3.250   3/29/2022  EUR   26.200
UniCredit Bank AG        12.300   6/26/2020  EUR   73.840
Raiffeisen Schweiz Geno   5.750   2/25/2021  CHF   68.860
Vontobel Financial Prod  17.000   3/27/2020  EUR   71.140
HSBC Trinkaus & Burkhar   6.900   3/27/2020  EUR   74.020
BNP Paribas Emissions-    9.000   6/25/2020  EUR   72.250
Commerzbank AG            2.450    3/9/2020  EUR   59.230
HSBC Trinkaus & Burkhar   9.300   6/26/2020  EUR   70.630
HSBC Trinkaus & Burkhar   8.200   2/28/2020  EUR   72.780
HSBC Trinkaus & Burkhar  13.500   3/27/2020  EUR   35.390
HSBC Trinkaus & Burkhar  11.200   6/26/2020  EUR   39.240
BNP Paribas Emissions-   15.000   3/26/2020  EUR   69.870
BNP Paribas Emissions-    9.000   3/26/2020  EUR   70.650
BNP Paribas Emissions-    9.000   3/26/2020  EUR   71.120
BNP Paribas Emissions-   15.000   3/26/2020  EUR   61.540
UniCredit Bank AG         6.100   8/12/2020  EUR   56.450
Societe Generale Effekt   7.315   3/20/2020  EUR   36.020
Raiffeisen Schweiz Geno   6.900   2/19/2020  EUR   71.220
Landesbank Baden-Wuertt   4.500   5/22/2020  EUR   76.230
Landesbank Baden-Wuertt   3.500   4/24/2020  EUR   72.750
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   68.010
Landesbank Baden-Wuertt   6.000   4/24/2020  EUR   64.050
DekaBank Deutsche Giroz   2.700   4/17/2020  EUR   59.180
Landesbank Baden-Wuertt   5.200   1/24/2020  EUR   62.880
Landesbank Baden-Wuertt   5.600   1/24/2020  EUR   45.710
HSBC Trinkaus & Burkhar   8.800   9/25/2020  EUR   73.870
DekaBank Deutsche Giroz   2.050    5/3/2021  EUR   52.870
HSBC Trinkaus & Burkhar   8.500   3/27/2020  EUR   56.220
Landesbank Baden-Wuertt   4.400   1/24/2020  EUR   67.870
Landesbank Baden-Wuertt   4.100   1/24/2020  EUR   77.420
Landesbank Baden-Wuertt   4.100   1/24/2020  EUR   62.330
UniCredit Bank AG         3.750   10/2/2020  EUR   28.330
UBS AG/London             6.250    2/7/2020  CHF   39.750
UBS AG/London             6.500    2/7/2020  CHF   62.950
EFG International Finan   7.200   2/22/2021  CHF   27.300
Landesbank Baden-Wuertt   3.000   4/24/2020  EUR   57.520
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   70.180
Landesbank Baden-Wuertt   2.500   4/24/2020  EUR   39.160
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   67.550
Landesbank Baden-Wuertt   9.000   4/24/2020  EUR   72.650
Landesbank Baden-Wuertt   6.000   5/22/2020  EUR   71.690
Landesbank Baden-Wuertt   5.500   4/24/2020  EUR   64.980
Leonteq Securities AG/G   2.300    2/8/2023  CHF   58.490
HSBC Trinkaus & Burkhar   9.400   2/28/2020  EUR   44.800
HSBC Trinkaus & Burkhar   9.200   3/27/2020  EUR   69.210
DZ Bank AG Deutsche Zen   6.250   3/25/2020  EUR   67.380
Leonteq Securities AG/G   7.000    2/5/2020  CHF   17.830
Landesbank Hessen-Thuer   8.000   5/15/2020  EUR   53.800
Landesbank Hessen-Thuer   8.400    5/8/2020  EUR   37.370
Vontobel Financial Prod  18.500   6/26/2020  EUR   69.850
Raiffeisen Schweiz Geno   7.200   2/19/2020  CHF   73.110
Landesbank Baden-Wuertt   4.000   4/24/2020  EUR   68.620
Landesbank Baden-Wuertt   6.500   4/24/2020  EUR   75.670
Natixis SA                4.975   3/23/2020  USD   46.225
Raiffeisen Schweiz Geno   6.500   10/9/2020  CHF   54.870
HSBC Trinkaus & Burkhar  10.200   9/25/2020  EUR   54.570
HSBC Trinkaus & Burkhar   8.100   9/25/2020  EUR   57.630
HSBC Trinkaus & Burkhar   6.100   9/25/2020  EUR   61.530
Corner Banca SA           8.600   6/16/2020  CHF   70.680
DekaBank Deutsche Giroz   3.000   6/21/2021  EUR   37.780
UBS AG/London             6.500   2/24/2020  CHF   51.550
UBS AG/London            11.000   8/24/2020  CHF   62.500
UBS AG/London            10.000   6/19/2020  EUR   68.600
HSBC Trinkaus & Burkhar   5.600  12/28/2020  EUR   45.590
Vontobel Financial Prod  24.550   3/27/2020  EUR   63.260
HSBC Trinkaus & Burkhar   8.800   9/25/2020  EUR   44.810
HSBC Trinkaus & Burkhar   2.900   9/25/2020  EUR   57.410
HSBC Trinkaus & Burkhar   2.600   3/27/2020  EUR   56.350
BNP Paribas Emissions-   10.000   3/26/2020  EUR   70.860
Landesbank Hessen-Thuer   4.000   1/13/2021  EUR   47.900
UBS AG/London             6.000   2/24/2020  CHF   64.250
UBS AG/London            10.000   8/24/2020  CHF   64.200
UBS AG/London            11.000   8/24/2020  CHF   65.150
Citigroup Global Market   7.000   6/16/2022  SEK   68.640
Raiffeisen Schweiz Geno   7.200   2/24/2020  CHF   64.270
Leonteq Securities AG/G  10.000   8/31/2020  EUR   69.870
UniCredit Bank AG         3.600   7/18/2021  EUR   55.530
Raiffeisen Centrobank A   5.359   3/24/2020  EUR   70.030
Bayerische Landesbank     3.400   10/2/2020  EUR   71.630
Landesbank Baden-Wuertt   4.000   8/28/2020  EUR   72.940
Landesbank Baden-Wuertt   2.500   8/28/2020  EUR   73.180
Landesbank Baden-Wuertt   4.000   8/28/2020  EUR   66.430
Landesbank Baden-Wuertt   3.000   8/28/2020  EUR   37.940
Landesbank Baden-Wuertt   4.500   8/28/2020  EUR   59.120
Landesbank Baden-Wuertt   6.500   8/28/2020  EUR   71.000
Landesbank Baden-Wuertt   2.500   8/28/2020  EUR   66.950
Landesbank Baden-Wuertt   5.000   8/28/2020  EUR   63.860
Credit Suisse AG/London   4.360   2/28/2020  EUR   74.230
DekaBank Deutsche Giroz   7.700   3/26/2021  EUR   68.670
Raiffeisen Schweiz Geno   7.300    3/5/2020  CHF   64.270
UniCredit Bank AG         4.750   9/18/2020  EUR   61.070
Raiffeisen Centrobank A   9.755   3/24/2020  EUR   70.910
Credit Suisse AG/London   5.000   6/23/2020  EUR   46.190
Raiffeisen Centrobank A   8.511   3/24/2020  EUR   58.250
Banque Cantonale Vaudoi   6.300    9/7/2020  CHF   69.020
Landesbank Hessen-Thuer   4.000   9/14/2022  EUR   68.250
DZ Bank AG Deutsche Zen  11.500   2/26/2020  EUR   48.950
DZ Bank AG Deutsche Zen   6.500   2/26/2020  EUR   65.490
Bank Julius Baer & Co L   6.900   1/22/2020  CHF   70.800
Landesbank Baden-Wuertt   4.000   1/24/2020  EUR   47.460
Landesbank Baden-Wuertt   6.500   1/24/2020  EUR   43.510
Landesbank Baden-Wuertt   6.000   1/24/2020  EUR   73.610
Leonteq Securities AG/G   6.400    6/4/2020  CHF   19.160
Vontobel Financial Prod   4.500  12/30/2020  EUR   72.460
UniCredit Bank AG         3.700   9/14/2022  EUR   61.580
Societe Generale Effekt  15.533   6/19/2020  EUR   62.810
SG Issuer SA              3.000    9/2/2021  EUR   62.440
UBS AG/London             9.000   8/24/2020  EUR   72.550
UBS AG/London             9.000   8/24/2020  CHF   68.750
UBS AG/London             7.500   8/24/2020  CHF   62.050
UBS AG/London            12.000   2/24/2020  USD   38.450
Landesbank Baden-Wuertt   3.200   7/24/2020  EUR   63.060
Raiffeisen Schweiz Geno   6.000    3/5/2020  CHF   63.930
Leonteq Securities AG/G   6.000   6/23/2020  CHF   60.610
UniCredit Bank AG         4.250   3/29/2021  EUR   60.220
UniCredit Bank AG         3.630   3/12/2020  EUR   54.580
UBS AG/London            12.000    3/9/2020  CHF   36.550
UBS AG/London            11.250    3/9/2020  EUR   57.250
Leonteq Securities AG/G  10.000   3/16/2020  USD   60.240
Bank Julius Baer & Co L   9.650   1/17/2020  USD   51.550
Vontobel Financial Prod  14.000   3/27/2020  EUR   71.550
Vontobel Financial Prod  10.500   3/27/2020  EUR   68.380
HSBC Trinkaus & Burkhar  10.200   6/26/2020  EUR   69.160
HSBC Trinkaus & Burkhar   9.500   2/28/2020  EUR   38.620
DekaBank Deutsche Giroz   2.800   6/19/2020  EUR   52.950
Leonteq Securities AG/G   5.200   6/12/2020  CHF   60.760
UniCredit Bank AG         5.000   9/14/2021  EUR   70.250
Landesbank Hessen-Thuer   4.000    7/7/2021  EUR   72.560
UBS AG/London            11.500    3/9/2020  CHF   57.800
Vontobel Financial Prod  14.500   3/27/2020  EUR   68.610
BNP Paribas Emissions-   14.000   3/26/2020  EUR   68.140
BNP Paribas Emissions-   12.000   3/26/2020  EUR   69.080
UBS AG/London             8.500    3/9/2020  USD   53.900
EFG International Finan   8.000  11/23/2020  EUR   53.360
EFG International Finan   7.800  11/24/2020  USD   72.190
UBS AG/London             9.500   8/17/2020  CHF   59.400
UBS AG/London             8.000   8/17/2020  EUR   62.500
UBS AG/London             8.000   8/17/2020  CHF   67.500
DekaBank Deutsche Giroz   3.000   9/11/2020  EUR   64.310
EFG International Finan   7.000  11/23/2020  CHF   73.980
Landesbank Hessen-Thuer   5.400  11/24/2022  EUR   73.800
UBS AG/London             8.750   8/17/2020  CHF   36.150
UBS AG/London            10.000   8/17/2020  CHF   67.200
Leonteq Securities AG/G   7.200   9/28/2020  EUR   66.910
Raiffeisen Schweiz Geno   3.400   3/21/2025  CHF   60.390
DekaBank Deutsche Giroz   2.050   2/14/2020  EUR   55.780
Landesbank Hessen-Thuer   6.400   8/18/2020  EUR   57.180
HSBC Trinkaus & Burkhar   5.100   3/27/2020  EUR   70.390
DekaBank Deutsche Giroz   8.100   4/23/2021  EUR   72.440
Landesbank Baden-Wuertt   2.600  11/27/2020  EUR   54.150
UniCredit Bank AG         3.600    3/5/2020  EUR   66.650
Natixis SA                1.500   10/4/2021  EUR   69.860
UBS AG/London            12.000   3/26/2020  EUR   37.750
HSBC Trinkaus & Burkhar   9.500   3/27/2020  EUR   71.730
HSBC Trinkaus & Burkhar   5.400   3/27/2020  EUR   72.500
Raiffeisen Schweiz Geno   3.200  12/18/2026  CHF   69.010
Leonteq Securities AG/G  20.000   6/24/2020  USD   58.960
Raiffeisen Schweiz Geno  10.000  12/31/2024  CHF   74.340
Landesbank Hessen-Thuer   3.500    3/9/2022  EUR   69.900
UBS AG/London            11.000   9/28/2020  EUR   73.950
UBS AG/London            10.000   9/28/2020  EUR   62.800
Raiffeisen Schweiz Geno   5.250    2/9/2021  CHF   47.120
Vontobel Financial Prod   6.100   1/30/2020  EUR   71.680
Raiffeisen Schweiz Geno   6.200    1/6/2020  CHF   54.660
Raiffeisen Schweiz Geno   5.200    1/6/2021  CHF   61.110
Landesbank Hessen-Thuer   5.750    8/3/2023  EUR   70.560
Leonteq Securities AG/G  10.000   1/13/2020  CHF   59.440
DekaBank Deutsche Giroz   3.000   7/31/2020  EUR   57.130
Landesbank Baden-Wuertt   2.000   7/24/2020  EUR   64.390
Landesbank Baden-Wuertt   3.500   7/24/2020  EUR   57.830
Landesbank Baden-Wuertt   5.000   7/24/2020  EUR   54.120
Landesbank Baden-Wuertt   6.500   7/24/2020  EUR   73.330
Landesbank Baden-Wuertt   2.000   7/24/2020  EUR   67.180
Landesbank Baden-Wuertt   3.000   7/24/2020  EUR   62.630
Landesbank Baden-Wuertt   4.000   7/24/2020  EUR   59.710
Landesbank Baden-Wuertt   2.000   7/24/2020  EUR   72.130
Landesbank Baden-Wuertt   3.000   7/24/2020  EUR   67.010
Landesbank Baden-Wuertt   4.000   7/24/2020  EUR   63.110
Landesbank Baden-Wuertt   5.000   7/24/2020  EUR   60.160
Landesbank Baden-Wuertt   5.000   7/24/2020  EUR   68.690
Landesbank Baden-Wuertt   6.500   7/24/2020  EUR   63.570
Landesbank Baden-Wuertt   5.500   7/24/2020  EUR   66.460
Landesbank Baden-Wuertt   2.000   7/24/2020  EUR   73.510
Landesbank Baden-Wuertt   3.500   7/24/2020  EUR   67.220
Landesbank Baden-Wuertt   2.000   7/24/2020  EUR   63.950
Landesbank Baden-Wuertt   3.500   7/24/2020  EUR   57.740
Landesbank Baden-Wuertt   2.000   7/24/2020  EUR   67.730
Landesbank Baden-Wuertt   3.500   7/24/2020  EUR   61.210
Landesbank Baden-Wuertt   5.000   7/24/2020  EUR   56.810
Landesbank Baden-Wuertt   2.000   7/24/2020  EUR   69.980
Landesbank Baden-Wuertt   2.500   7/24/2020  EUR   25.790
Landesbank Baden-Wuertt   4.000   7/24/2020  EUR   23.890
Landesbank Baden-Wuertt   2.500   7/24/2020  EUR   64.170
Landesbank Baden-Wuertt   3.500   7/24/2020  EUR   60.250
Landesbank Baden-Wuertt   4.500   7/24/2020  EUR   57.650
Landesbank Baden-Wuertt   4.000   7/24/2020  EUR   68.790
UBS AG/London            11.000   6/29/2020  CHF   55.200
UBS AG/London             6.500   6/29/2020  CHF   59.500
DekaBank Deutsche Giroz   7.000    2/1/2021  EUR   63.720
UBS AG/London             3.200   3/26/2020  EUR   59.520
Credit Suisse AG/Nassau   7.000   1/13/2021  CHF   64.880
Leonteq Securities AG     7.600   7/13/2021  CHF   69.510
Leonteq Securities AG/G   6.200   1/13/2021  CHF   65.170
Landesbank Baden-Wuertt   5.000   2/28/2020  EUR   68.540
Landesbank Baden-Wuertt   4.000   2/28/2020  EUR   55.300
Vontobel Financial Prod   3.850   1/27/2020  EUR   71.800
Leonteq Securities AG/G   6.000   1/20/2021  CHF   65.410
Credit Suisse AG/London   6.750   1/23/2020  EUR   69.810
UBS AG/London             5.500   1/13/2020  CHF   72.200
UBS AG/London             6.250   7/13/2020  CHF   25.240
UBS AG/London             6.000   1/13/2020  CHF   57.500
UBS AG/London             7.000   1/13/2020  EUR   68.850
UBS AG/London             5.250   7/13/2020  CHF   61.800
Landesbank Hessen-Thuer   2.750   5/20/2021  EUR   61.300
Corner Banca SA          10.600   1/13/2020  CHF   61.270
Raiffeisen Schweiz Geno   6.800   7/20/2020  CHF   62.040
Raiffeisen Schweiz Geno   6.500   1/20/2020  CHF   56.960
Bayerische Landesbank     3.550   8/21/2020  EUR   68.590
Landesbank Hessen-Thuer   3.500   8/17/2022  EUR   69.140
Societe Generale SA       7.000  10/20/2020  USD
HSBC Trinkaus & Burkhar   5.000  12/29/2020  EUR   68.610
Landesbank Baden-Wuertt   3.170   5/22/2020  EUR   72.420
EFG International Finan   8.000   5/26/2020  USD   47.900
Landesbank Hessen-Thuer   5.300   9/23/2022  EUR   70.920
Leonteq Securities AG/G   6.000   5/22/2020  CHF   63.620
Landesbank Baden-Wuertt   3.100   7/24/2020  EUR   65.920
Landesbank Hessen-Thuer   5.200   9/30/2022  EUR   73.090
Landesbank Hessen-Thuer   3.450    9/9/2020  EUR   72.600
Societe Generale Effekt  19.641   9/18/2020  EUR   70.240
Vontobel Financial Prod  13.400   9/16/2020  USD   56.040
BNP Paribas Emissions-   19.000   3/26/2020  EUR   69.100
EFG International Finan   6.600    8/3/2020  EUR   71.650
EFG International Finan   6.000    8/3/2020  USD   52.220
UniCredit Bank AG         3.600   8/23/2021  EUR   58.880
Leonteq Securities AG/G   5.200   7/28/2020  CHF   68.330
Landesbank Baden-Wuertt   4.450   8/28/2020  EUR   71.950
Landesbank Baden-Wuertt   2.900  10/23/2020  EUR   73.040
Landesbank Hessen-Thuer   7.000    1/9/2023  EUR   50.690
EFG International Finan   5.500   9/21/2020  USD   54.440
Vonetize Plc              6.000    8/1/2022  ILS   65.700
DekaBank Deutsche Giroz   4.400   2/21/2020  EUR   68.870
Leonteq Securities AG/G   5.000   8/25/2020  CHF   69.970
Leonteq Securities AG/G   6.200   3/11/2020  CHF   69.260
Landesbank Hessen-Thuer   6.000   10/6/2022  EUR   70.770
Landesbank Hessen-Thuer   4.000  10/13/2021  EUR   68.120
UBS AG/London            13.500  10/19/2020  USD   63.930
Landesbank Hessen-Thuer   3.100   10/6/2020  EUR   71.700
Leonteq Securities AG/G   6.000   8/18/2020  CHF   71.300
UniCredit Bank AG         5.250   9/19/2020  EUR   64.790
Bayerische Landesbank     2.700   9/18/2020  EUR   64.410
EFG International Finan   5.800   8/31/2020  EUR   71.070
DekaBank Deutsche Giroz   2.000   9/18/2020  EUR   59.760
Landesbank Hessen-Thuer   4.100   7/13/2020  EUR   71.300
EFG International Finan   6.000   8/24/2020  CHF   71.290
Leonteq Securities AG/G   6.600   8/18/2020  CHF   72.840
EFG International Finan   8.000    3/9/2020  USD   43.990
UniCredit Bank AG         3.800   9/19/2021  EUR   63.870
UniCredit Bank AG         3.850   9/19/2021  EUR   61.450
UniCredit Bank AG         3.500   9/19/2021  EUR   55.290
Leonteq Securities AG/G   8.200    9/1/2020  CHF   74.930
Commerzbank AG            2.100   8/28/2020  EUR   60.890
UniCredit Bank AG         4.600   10/8/2022  EUR   66.780
UniCredit Bank AG         5.000   9/26/2021  EUR   61.520
Landesbank Baden-Wuertt   4.250   2/28/2020  EUR   64.180
Landesbank Baden-Wuertt   2.550   2/28/2020  EUR   72.070
Leonteq Securities AG/G   5.000    9/8/2020  CHF   42.730
Landesbank Hessen-Thuer   3.000    7/6/2021  EUR   64.900
DekaBank Deutsche Giroz   3.650   3/27/2020  EUR   67.760
Landesbank Baden-Wuertt   4.150   2/28/2020  EUR   62.750
Landesbank Hessen-Thuer   3.500    9/8/2022  EUR   61.090
Landesbank Hessen-Thuer   4.000    3/8/2021  EUR   59.000
Landesbank Hessen-Thuer   4.500    9/8/2021  EUR   71.230
Vontobel Financial Prod  20.500   9/25/2020  EUR   72.128
Landesbank Hessen-Thuer   3.000   6/15/2020  EUR   72.300
Landesbank Hessen-Thuer   5.200    9/8/2022  EUR   70.150
Raiffeisen Switzerland    5.000   8/14/2020  EUR   51.510
UniCredit Bank AG         4.000   7/31/2020  EUR   67.700
Landesbank Baden-Wuertt   3.250   6/26/2020  EUR   71.850
Vontobel Financial Prod   8.500   3/27/2020  EUR   72.090
Landesbank Baden-Wuertt   5.000   4/24/2020  EUR   75.960
Landesbank Baden-Wuertt   3.000   3/27/2020  EUR   66.530
Landesbank Baden-Wuertt   7.000   3/27/2020  EUR   57.400
Landesbank Baden-Wuertt   6.000   3/27/2020  EUR   74.480
Landesbank Baden-Wuertt   5.000   3/27/2020  EUR   61.610
DZ Bank AG Deutsche Zen  11.750   3/25/2020  EUR   52.370
DZ Bank AG Deutsche Zen   8.750   3/25/2020  EUR   68.710
UniCredit Bank AG         3.800  10/24/2021  EUR   61.430
UniCredit Bank AG         3.900  10/24/2021  EUR   63.870
DekaBank Deutsche Giroz   2.200   4/20/2020  EUR   69.930
Leonteq Securities AG/G   6.600   6/30/2020  CHF   74.150
Leonteq Securities AG/G   5.400   6/30/2020  CHF   61.380
DekaBank Deutsche Giroz   2.000   10/9/2020  EUR   69.490
EFG International Finan   8.000   4/21/2020  USD   43.840
Landesbank Hessen-Thuer   6.000    8/4/2022  EUR   67.050
Commerzbank AG            1.580   9/16/2024  USD    4.600
Landesbank Hessen-Thuer   4.000   2/17/2021  EUR   39.360
DekaBank Deutsche Giroz   2.400   10/9/2020  EUR   64.420
DekaBank Deutsche Giroz   2.900   10/9/2020  EUR   45.660
Landesbank Baden-Wuertt   3.000  10/23/2020  EUR   67.360
UBS AG/London             7.000   3/27/2020  CHF   60.600
Landesbank Hessen-Thuer   4.000   8/18/2021  EUR   42.740
Landesbank Hessen-Thuer   5.700  10/27/2022  EUR   57.050
EFG International Finan   7.000  10/12/2020  EUR   64.780
Landesbank Hessen-Thuer   3.350    8/6/2021  EUR   70.500
Landesbank Hessen-Thuer   3.000    8/6/2021  EUR   57.900
DekaBank Deutsche Giroz   4.150   4/30/2020  EUR   68.080
UniCredit Bank AG         3.120   9/25/2020  EUR   49.920
UniCredit Bank AG         5.350  10/18/2020  EUR   63.280
UniCredit Bank AG         4.500  11/12/2022  EUR   67.180
Leonteq Securities AG     7.400   4/24/2020  USD   44.490
EFG International Finan   7.200   10/5/2020  USD   56.280
Leonteq Securities AG/G   7.000   9/29/2020  CHF   69.400
Landesbank Hessen-Thuer   5.000   8/11/2021  EUR   65.040
Raiffeisen Schweiz Geno   7.410   7/13/2020  CHF   72.370
Leonteq Securities AG/G   6.000    4/2/2020  CHF   72.620
EFG International Finan   6.600   9/28/2020  EUR   70.710
Landesbank Baden-Wuertt   3.700   6/26/2020  EUR   70.530
DekaBank Deutsche Giroz   2.000  10/16/2020  EUR   55.640
DekaBank Deutsche Giroz   2.100   5/15/2020  EUR   61.440
Landesbank Hessen-Thuer   7.000  10/20/2022  EUR   73.890
Landesbank Baden-Wuertt   3.050   7/24/2020  EUR   71.420
Landesbank Hessen-Thuer   7.700   1/20/2023  EUR   70.140
DekaBank Deutsche Giroz   3.200    1/7/2020  EUR   67.760
Finans-Avia OOO           0.010   7/31/2027  RUB    3.670
SG Issuer SA              0.800  11/30/2020  SEK   17.650
Vontobel Financial Prod  14.000    1/6/2020  EUR   72.660
Leonteq Securities AG/G   5.000    5/3/2021  EUR   66.610
Vontobel Financial Prod  10.500   6/12/2020  EUR   60.260
Vontobel Financial Prod  13.500   6/12/2020  EUR   61.560
Landesbank Baden-Wuertt   5.000   6/25/2021  EUR   59.830
Landesbank Baden-Wuertt   6.500   6/25/2021  EUR   58.400
Societe Generale Effekt   9.898   3/20/2020  EUR   70.770
Societe Generale Effekt  22.874   3/20/2020  EUR   60.020
Vontobel Financial Prod  14.500   6/12/2020  EUR   72.190
Vontobel Financial Prod  17.000   6/12/2020  EUR   69.680
Vontobel Financial Prod  13.500   6/12/2020  EUR   68.440
Barclays Bank PLC         8.500   9/11/2020  USD   10.200
Vontobel Financial Prod  11.500   6/12/2020  EUR   70.280
Leonteq Securities AG/G   7.000   7/14/2020  CHF   73.090
Bank Julius Baer & Co L   8.500   4/27/2020  EUR   70.250
DZ Bank AG Deutsche Zen   6.900   3/23/2020  EUR   70.860
Commerzbank AG           10.250   3/27/2020  EUR   70.240
Vontobel Financial Prod  17.500   3/27/2020  EUR   72.520
Vontobel Financial Prod   9.500   3/27/2020  EUR   69.190
Vontobel Financial Prod  17.000   3/27/2020  EUR   61.060
Vontobel Financial Prod  10.500   6/26/2020  EUR   67.610
Vontobel Financial Prod   8.000   3/27/2020  EUR   71.020
DZ Bank AG Deutsche Zen   6.100   3/23/2020  EUR   72.960
DZ Bank AG Deutsche Zen  11.000   6/22/2020  EUR   63.730
DZ Bank AG Deutsche Zen   9.250   9/21/2020  EUR   65.010
UBS AG/London            10.500   10/2/2020  USD   63.590
DZ Bank AG Deutsche Zen   5.000   6/24/2020  EUR   66.480
Vontobel Financial Prod  14.500   3/27/2020  EUR   59.990
Societe Generale Effekt   8.434   3/27/2020  EUR   74.210
Societe Generale Effekt  11.714   3/27/2020  EUR   68.130
Societe Generale Effekt  12.652   3/27/2020  EUR   68.350
Societe Generale Effekt  13.589   3/27/2020  EUR   65.600
Societe Generale Effekt  12.671   4/24/2020  EUR   72.320
Societe Generale Effekt  11.863   6/26/2020  EUR   72.570
Societe Generale Effekt  14.829   6/26/2020  EUR   67.760
Societe Generale Effekt  17.795   6/26/2020  EUR   68.930
Societe Generale Effekt   7.497   3/27/2020  EUR   73.990
Societe Generale Effekt   9.372   3/27/2020  EUR   70.850
Societe Generale Effekt   9.840   3/27/2020  EUR   70.960
Societe Generale Effekt   7.966   3/27/2020  EUR   74.100
Societe Generale Effekt  11.246   3/27/2020  EUR   68.020
Societe Generale Effekt  13.120   3/27/2020  EUR   68.460
Societe Generale Effekt  10.137   4/24/2020  EUR   71.580
Societe Generale Effekt  15.205   4/24/2020  EUR   66.850
Societe Generale Effekt  10.309   3/27/2020  EUR   71.070
Societe Generale Effekt  10.777   3/27/2020  EUR   71.180
Societe Generale Effekt  11.246   3/27/2020  EUR   71.290
Societe Generale Effekt  11.714   3/27/2020  EUR   71.400
Societe Generale Effekt  12.183   3/27/2020  EUR   68.240
Societe Generale Effekt  14.057   3/27/2020  EUR   68.680
Societe Generale Effekt  14.057   3/27/2020  EUR   65.710
Societe Generale Effekt  21.836   6/25/2021  EUR   74.040
Vontobel Financial Prod  13.000   9/25/2020  EUR   51.422
Landesbank Hessen-Thuer   7.000   4/29/2022  EUR   52.190
DZ Bank AG Deutsche Zen   5.500   6/24/2020  EUR   67.840
DZ Bank AG Deutsche Zen   8.500   6/24/2020  EUR   64.960
DZ Bank AG Deutsche Zen  11.000   6/24/2020  EUR   62.840
HSBC Trinkaus & Burkhar   5.100   3/27/2020  EUR   63.280
HSBC Trinkaus & Burkhar   5.600   6/26/2020  EUR   62.780
HSBC Trinkaus & Burkhar   7.700   9/25/2020  EUR   58.600
HSBC Trinkaus & Burkhar   5.700   9/25/2020  EUR   62.700
HSBC Trinkaus & Burkhar   8.000   6/26/2020  EUR   72.010
HSBC Trinkaus & Burkhar   8.200   9/25/2020  EUR   71.540
HSBC Trinkaus & Burkhar  10.300   6/26/2020  EUR   55.310
HSBC Trinkaus & Burkhar  10.300   1/24/2020  EUR   54.340
HSBC Trinkaus & Burkhar   9.400   7/24/2020  EUR   56.460
Credit Suisse AG/London  11.250   5/15/2020  USD   66.640
Societe Generale Effekt  25.373   6/19/2020  EUR   72.940
Societe Generale Effekt  27.444   6/19/2020  EUR   71.780
Vontobel Financial Prod  16.500   3/13/2020  EUR   69.980
Vontobel Financial Prod  12.500   3/13/2020  EUR   73.520
Vontobel Financial Prod  16.500   3/13/2020  EUR   63.490
Vontobel Financial Prod  18.500   3/13/2020  EUR   63.860
Vontobel Financial Prod  14.500   6/12/2020  EUR   73.700
Societe Generale Effekt  27.934   3/20/2020  EUR   72.330
Societe Generale Effekt  17.902   3/20/2020  EUR   66.940
Societe Generale Effekt  23.301   6/19/2020  EUR   68.590
Societe Generale Effekt  26.984   9/18/2020  EUR   70.280
BNP Paribas Emissions-   25.000   3/26/2020  EUR   72.840
BNP Paribas Emissions-   23.000   3/26/2020  EUR   71.480
DZ Bank AG Deutsche Zen  10.600   9/25/2020  EUR   72.580
Societe Generale Effekt  19.126   3/20/2020  EUR   51.970
Bank Julius Baer & Co L   8.150   5/26/2020  EUR   65.300
Societe Generale Effekt  26.408   6/19/2020  EUR   72.340
BNP Paribas Emissions-   20.000   3/26/2020  EUR   73.030
DZ Bank AG Deutsche Zen   5.000   9/21/2020  EUR   70.120
DZ Bank AG Deutsche Zen   6.250   9/21/2020  EUR   70.980
DZ Bank AG Deutsche Zen   7.800   9/21/2020  EUR   72.790
Landesbank Baden-Wuertt   4.500   3/27/2020  EUR   77.270
BNP Paribas Emissions-   20.000   3/26/2020  EUR   73.340
DZ Bank AG Deutsche Zen   8.250   3/25/2020  EUR   59.310
Societe Generale Effekt  25.074   3/20/2020  EUR   64.580
Societe Generale Effekt  17.156   3/20/2020  EUR   57.590
Societe Generale Effekt   7.337   6/19/2020  EUR   72.130
Vontobel Financial Prod  15.500   6/26/2020  EUR   55.710
UBS AG/London            15.000   8/21/2020  CHF   60.340
Societe Generale Effekt  22.874   3/20/2020  EUR   54.310
Societe Generale Effekt  19.471   6/19/2020  EUR   60.830
Landesbank Baden-Wuertt   3.000   6/25/2021  EUR   63.900
Societe Generale Effekt  22.214   3/20/2020  EUR   66.880
Societe Generale Effekt  15.836   3/20/2020  EUR   71.600
Societe Generale Effekt  14.077   3/20/2020  EUR   69.330
Societe Generale Effekt   7.619   6/19/2020  EUR   68.650
Societe Generale Effekt   8.958   9/18/2020  EUR   69.270
Societe Generale Effekt  11.570   6/19/2020  EUR   66.250
Societe Generale Effekt   9.018   3/20/2020  EUR   71.910
Societe Generale Effekt  20.895   3/20/2020  EUR   61.310
Societe Generale Effekt  21.995   3/20/2020  EUR   60.680
Leonteq Securities AG    12.000   8/28/2020  CHF   34.180
Volga Sport ZAO           7.880    4/4/2022  RUB  100.000
Vontobel Financial Prod  14.000   6/26/2020  EUR   72.380
Vontobel Financial Prod  15.000   6/26/2020  EUR   70.980
Vontobel Financial Prod  19.500   3/27/2020  EUR   72.770
Vontobel Financial Prod  18.500   3/27/2020  EUR   73.190
Vontobel Financial Prod  19.500   6/26/2020  EUR   71.810
Vontobel Financial Prod  18.500   6/26/2020  EUR   72.990
Vontobel Financial Prod  21.000   6/26/2020  EUR   70.920
Vontobel Financial Prod  15.000   3/27/2020  EUR   70.220
Vontobel Financial Prod  13.500   3/27/2020  EUR   71.950
Podkarpacki Bank Spoldz   5.790   2/23/2025  PLN   35.010
Podkarpacki Bank Spoldz   5.790  10/24/2024  PLN   40.000
Landesbank Hessen-Thuer   7.770   7/15/2021  EUR   26.610
Business-Consulting OAO   6.000   12/6/2030  RUB   65.000
Gold-Zack AG              7.000  12/14/2005  EUR    6.510
VTB Bank PJSC             3.000    9/1/2044  RUB   90.000
Landesbank Baden-Wuertt   6.500   4/24/2020  EUR   70.930
Landesbank Baden-Wuertt   6.000   4/24/2020  EUR   67.020
Podkarpacki Bank Spoldz   5.790   3/31/2025  PLN   48.000
Archer Finance OOO        9.250   3/29/2022  RUB
UniCredit Bank AG         4.500  11/18/2020  EUR   53.980
DZ Bank AG Deutsche Zen   8.000   6/24/2020  EUR   69.610
Podkarpacki Bank Spoldz   4.990   10/6/2021  PLN   62.030
VTB Bank PJSC             3.000   9/15/2044  RUB   90.000
Polski Bank Spoldzielcz   5.290   9/14/2027  PLN   70.000
Vontobel Financial Prod  13.500   6/25/2020  EUR   68.480
Vontobel Financial Prod   9.500   3/27/2020  EUR   73.650
Bank Julius Baer & Co L  10.800   1/21/2020  USD   77.800
Vontobel Financial Prod  15.000   3/27/2020  EUR   67.240
Vontobel Financial Prod  13.000   3/27/2020  EUR   61.130
Vontobel Financial Prod  12.000   6/29/2020  EUR   70.370
Landesbank Baden-Wuertt   6.000   4/24/2020  EUR   76.280
DZ Bank AG Deutsche Zen  12.500   4/22/2020  EUR   47.230
EFG International Finan  15.000   4/23/2020  USD   46.060
Vontobel Financial Prod   9.500   6/25/2020  EUR   72.570
Vontobel Financial Prod   9.500   6/26/2020  EUR   72.300
Vontobel Financial Prod  13.000   3/27/2020  EUR   69.970
Vontobel Financial Prod  16.000   6/26/2020  EUR   68.250
Vontobel Financial Prod   5.000   6/25/2020  EUR   54.690
Vontobel Financial Prod  13.000   6/26/2020  EUR   67.980
Vontobel Financial Prod   6.550   6/26/2020  EUR   60.860
Vontobel Financial Prod   5.500   3/27/2020  EUR   72.470
Vontobel Financial Prod   7.500   3/27/2020  EUR   68.670
Vontobel Financial Prod   6.500   3/27/2020  EUR   70.510
Vontobel Financial Prod   9.000   3/27/2020  EUR   67.050
Vontobel Financial Prod  11.500   3/27/2020  EUR   64.020
Landesbank Baden-Wuertt   5.400   7/24/2020  EUR   69.590
Vontobel Financial Prod  10.000   3/27/2020  EUR   65.430
Vontobel Financial Prod   5.500   6/26/2020  EUR   72.530
Vontobel Financial Prod   7.500   6/26/2020  EUR   69.430
Vontobel Financial Prod   8.500   6/26/2020  EUR   68.030
Vontobel Financial Prod   9.500   6/26/2020  EUR   66.720
Vontobel Financial Prod   6.500   6/26/2020  EUR   70.930
Vontobel Financial Prod  10.500   6/26/2020  EUR   65.500
Vontobel Financial Prod  11.500   6/26/2020  EUR   64.360
Vontobel Financial Prod  16.000   3/27/2020  EUR   66.250
BNP Paribas Emissions-   14.000   3/26/2020  EUR   69.390
BNP Paribas Emissions-   12.000   9/24/2020  EUR   71.920
BNP Paribas Emissions-    8.500   3/26/2020  EUR   72.930
BNP Paribas Emissions-   10.000   3/26/2020  EUR   70.910
BNP Paribas Emissions-   14.000   3/26/2020  EUR   66.520
BNP Paribas Emissions-   17.000   3/26/2020  EUR   64.360
BNP Paribas Emissions-    8.000   3/26/2020  EUR   70.810
BNP Paribas Emissions-    7.000   9/24/2020  EUR   72.210
BNP Paribas Emissions-    8.500   9/24/2020  EUR   69.640
BNP Paribas Emissions-   10.000   9/24/2020  EUR   67.370
BNP Paribas Emissions-    7.000  12/24/2020  EUR   73.270
BNP Paribas Emissions-   11.000  12/24/2020  EUR   67.480
BNP Paribas Emissions-   10.000   9/24/2020  EUR   73.040
BNP Paribas Emissions-   11.000   9/24/2020  EUR   71.740
BNP Paribas Emissions-   13.000  12/24/2020  EUR   70.800
BNP Paribas Emissions-   13.000   3/26/2020  EUR   71.130
BNP Paribas Emissions-    9.000   9/24/2020  EUR   74.180
BNP Paribas Emissions-   11.000  12/24/2020  EUR   72.190
UniCredit Bank AG         4.100   10/1/2020  EUR   35.990
Leonteq Securities AG/G   5.000   1/20/2020  CHF   20.040
SG Issuer SA              0.820    8/2/2021  SEK   19.290
Commerzbank AG            8.750   3/27/2020  EUR   66.690
Commerzbank AG           12.750   3/27/2020  EUR   61.070
Leonteq Securities AG/G  18.400    4/8/2020  USD   58.060
Leonteq Securities AG/G  15.600    4/8/2020  EUR   57.800
Leonteq Securities AG    15.400    4/8/2020  CHF   57.780
DZ Bank AG Deutsche Zen  15.750   3/25/2020  EUR   70.230
Sviaz Bank OAO            7.000   4/13/2022  RUB   95.000
AKB Derzhava OJSC         7.750   7/10/2023  RUB   90.000
DekaBank Deutsche Giroz   3.100   1/10/2020  EUR   36.160
VTB Bank PJSC             3.000   8/14/2043  RUB   90.000
Landesbank Baden-Wuertt   6.000  11/27/2020  EUR   73.240
DekaBank Deutsche Giroz   2.700    7/1/2020  EUR   69.810
BNP Paribas Emissions-   21.000   3/26/2020  EUR   69.530
BNP Paribas Emissions-   23.000   3/26/2020  EUR   69.950
BNP Paribas Emissions-   17.000   6/25/2020  EUR   71.990
BNP Paribas Emissions-   22.000   3/26/2020  EUR   73.250
BNP Paribas Emissions-   14.000   3/26/2020  EUR   72.080
Metalloinvest Holding C   0.010    3/7/2022  RUB   90.000
Metalloinvest Holding C   0.010    3/7/2022  RUB   90.000
Vontobel Financial Prod  11.000   9/25/2020  EUR   57.571
Landesbank Hessen-Thuer   4.000  10/14/2020  EUR   36.600
VTB Bank PJSC             3.000  11/26/2043  RUB  100.000
Vontobel Financial Prod  13.000   6/26/2020  EUR   66.940
Vontobel Financial Prod  12.000   6/26/2020  EUR   63.060
BNP Paribas Emissions-   24.000   3/26/2020  EUR   73.660
BNP Paribas Emissions-   18.000   3/26/2020  EUR   72.920
Rosselkhozbank JSC       12.870  12/21/2021  RUB   75.000
BNP Paribas Emissions-   19.000   6/25/2020  EUR   72.910
BNP Paribas Emissions-   20.000   3/26/2020  EUR   72.830
BNP Paribas Emissions-   16.000   3/26/2020  EUR   72.500
Barclays Bank PLC        12.860   5/28/2020  USD   70.150
Samaratransneft-Termina  17.000   6/20/2021  RUB   12.700
Lehman Brothers Treasur   7.585  11/22/2009  MXN    3.750
Lehman Brothers Treasur   4.000  11/24/2016  EUR    2.571
OOO SPV Structural Inve   0.010    9/1/2023  RUB   66.740
Lehman Brothers Treasur  15.000   3/30/2011  EUR    2.571
Aralco Finance SA        10.125    5/7/2020  USD    1.684
Ideal Standard Internat  11.750    5/1/2018  EUR    0.240
Barclays Bank PLC         1.268   5/14/2029  USD   75.250
Lehman Brothers Treasur  18.250   10/2/2008  USD    2.571
Lehman Brothers Treasur   3.400   9/21/2009  HKD    2.571
Lehman Brothers Treasur   4.000  10/12/2010  USD    2.571
Lehman Brothers Treasur   5.000    5/2/2022  EUR    2.571
Lehman Brothers Treasur   4.100   6/10/2014  SGD    3.750
Kaupthing ehf             5.250   7/18/2017  BGN    0.250
Lehman Brothers Treasur  13.000   7/25/2012  EUR    2.571
Lehman Brothers Treasur  11.000    7/4/2011  USD    2.571
Lehman Brothers Treasur   4.000   5/30/2010  USD    2.571
Lehman Brothers Treasur   2.480   5/12/2009  USD    2.571
Kaupthing ehf             4.730  12/19/2008  SKK    0.250
Lehman Brothers Treasur   8.800  12/27/2009  EUR    2.571
Lehman Brothers Treasur  11.000  12/20/2017  AUD    2.571
Lehman Brothers Treasur  11.000  12/20/2017  AUD    2.571
Lehman Brothers Treasur  11.000  12/20/2017  AUD    2.571
Lehman Brothers Treasur   4.000    1/4/2011  USD    2.571
Lehman Brothers Treasur   0.500  12/20/2017  AUD    2.571
Lehman Brothers Treasur   8.000  12/31/2010  USD    2.571
Lehman Brothers Treasur   0.500  12/20/2017  USD    2.571
Lehman Brothers Treasur   5.375    2/4/2014  USD    2.571
Lehman Brothers Treasur  11.000   2/16/2009  CHF    2.571
Lehman Brothers Treasur  10.000   2/16/2009  CHF    2.571
Lehman Brothers Treasur   7.000   2/15/2010  CHF    2.571
Lehman Brothers Treasur   1.000   2/26/2010  USD    2.571
Lehman Brothers Treasur   3.500   6/20/2011  EUR    2.571
Lehman Brothers Treasur   7.500   2/14/2010  AUD    2.571
Lehman Brothers Treasur   5.500   6/22/2010  USD    3.400
Lehman Brothers Treasur   3.350  10/13/2016  EUR    2.571
Lehman Brothers Treasur   6.000   5/23/2018  CZK    2.571
Lehman Brothers Treasur   5.000   4/24/2017  EUR    2.571
Lehman Brothers Treasur   3.000   8/13/2011  EUR    2.571
Nutritek International    8.750  12/11/2008  USD    2.089
Laurel GmbH               7.125  11/16/2017  EUR    7.750
Lehman Brothers Treasur   4.500    3/7/2015  EUR    2.571
LBI ehf                   2.250   2/14/2011  CHF    7.750
SG Issuer SA              3.300   9/26/2034  ZAR   44.770
Heta Asset Resolution A   7.500  12/31/2023  ATS    1.739
Barclays Bank PLC         0.500   1/28/2033  MXN   34.424
RGS Nedvizhimost OOO     12.000  10/18/2017  RUB    0.335
Lehman Brothers Treasur   3.025   1/31/2015  EUR    2.571
Lehman Brothers Treasur   0.750   3/29/2012  EUR    2.571
Lehman Brothers Treasur   7.500   7/31/2013  GBP    2.571
Lehman Brothers Treasur   8.280   7/31/2013  GBP    2.571
Lehman Brothers Treasur   4.150   8/25/2020  EUR    2.571
Lehman Brothers Treasur   6.000   12/6/2016  USD    2.571
Northland Resources AB   12.250   3/26/2016  USD    2.621
Lehman Brothers Treasur   3.000    8/8/2017  EUR    2.571
Hellas Telecommunicatio   8.500  10/15/2013  EUR    0.452
Lehman Brothers Treasur   5.220    3/1/2024  EUR    2.571
Lehman Brothers Treasur   4.870   10/8/2013  USD    2.571
Lehman Brothers Treasur   6.000   6/21/2011  EUR    2.571
Lehman Brothers Treasur   2.000   6/21/2011  EUR    2.571
Lehman Brothers Treasur   1.950   11/4/2013  EUR    2.571
Heta Asset Resolution A   5.030  12/31/2023  EUR    1.739
Lehman Brothers Treasur   4.000   2/28/2010  EUR    2.571
Heta Asset Resolution A   4.875  12/31/2023  EUR    1.739
Lehman Brothers Treasur   2.370   7/15/2013  USD    2.571
Lehman Brothers Treasur   2.300   6/27/2013  USD    2.571
Kaupthing ehf             6.500   10/8/2010  ISK    0.250
Kaupthing ehf             7.500   12/5/2014  ISK    0.250
Lehman Brothers Treasur   4.200   12/3/2008  HKD    3.400
Heta Asset Resolution A   5.270  12/31/2023  EUR    1.739
Lehman Brothers Treasur   8.875   1/28/2011  HKD    3.400
SAir Group                2.750   7/30/2004  CHF    9.875
Kaupthing ehf             7.000   7/24/2009  ISK    0.250
LBI ehf                   8.650    5/1/2011  ISK    7.750
Derzhava-Garant OOO       9.250   6/24/2020  RUB   55.000
IT Holding Finance SA     9.875  11/15/2012  EUR    0.202
Lehman Brothers Treasur   4.100   5/20/2009  USD    2.571
Lehman Brothers Treasur   2.000   5/17/2010  EUR    2.571
Otkritie Holding JSC     10.000   4/20/2028  RUB
Lehman Brothers Treasur   8.280   3/26/2009  USD    2.571
Lehman Brothers Treasur   8.500    7/6/2009  CHF    2.571
Lehman Brothers Treasur   4.500    8/2/2009  USD    2.571
Lehman Brothers Treasur   6.850  12/22/2008  EUR    2.571
Lehman Brothers Treasur   7.550  12/29/2008  USD    2.571
Lehman Brothers Treasur   7.500   9/13/2009  CHF    2.571
Lehman Brothers Treasur   5.103   6/22/2046  EUR    2.571
Lehman Brothers Treasur   4.500    3/6/2013  CHF    2.571
Lehman Brothers Treasur  10.500    8/9/2010  EUR    2.571
Lehman Brothers Treasur   9.000   6/13/2009  USD    2.571
Lehman Brothers Treasur   7.000  11/28/2008  CHF    2.571
Lehman Brothers Treasur   7.250   10/6/2008  EUR    2.571
Lehman Brothers Treasur   8.000   5/22/2009  USD    2.571
Lehman Brothers Treasur   3.860   9/21/2011  SGD    3.750
Lehman Brothers Treasur   4.000   4/24/2009  USD    2.571
Lehman Brothers Treasur   9.000   3/17/2009  GBP    2.571
Lehman Brothers Treasur   3.850   4/24/2009  USD    2.571
Lehman Brothers Treasur   8.000   4/20/2009  EUR    2.571
Petromena ASA             9.750   5/24/2016  NOK    0.607
Lehman Brothers Treasur   6.000   7/28/2010  EUR    2.571
Municipality Finance PL   0.250   6/28/2040  CAD   36.387
Lehman Brothers Treasur   4.500  12/30/2010  USD    2.571
Lehman Brothers Treasur   6.000   7/28/2010  EUR    2.571
Norske Skogindustrier A   2.000  12/30/2115  EUR    1.376
Lehman Brothers Treasur   6.000   3/17/2011  EUR    2.571
Lehman Brothers Treasur   7.320   7/31/2013  GBP    2.571
Lehman Brothers Treasur   8.600   7/31/2013  GBP    2.571
Lehman Brothers Treasur   4.000   12/2/2012  EUR    2.571
Barclays Bank PLC         0.656  10/10/2029  USD   71.354
Lehman Brothers Treasur   1.280   11/6/2010  JPY    3.750
Lehman Brothers Treasur   0.500   2/16/2009  EUR    2.571
Lehman Brothers Treasur   4.250   3/13/2021  EUR    2.571
SG Issuer SA              2.700  11/28/2034  ZAR   40.001
Bank Julius Baer & Co L  10.700   1/10/2020  CHF   68.150
Credit Suisse AG/London   7.600   8/10/2020  USD   65.343
Samaratransneft-Termina  12.000   4/27/2022  RUB   13.020
Lehman Brothers Treasur  13.432    1/8/2009  ILS    2.571
Lehman Brothers Treasur   6.000    8/7/2013  EUR    2.571
Lehman Brothers Treasur   2.500   8/15/2012  CHF    2.571
Lehman Brothers Treasur   7.750    1/3/2012  AUD    2.571
Lehman Brothers Treasur   4.680  12/12/2045  EUR    2.571
Lehman Brothers Treasur  13.000  12/14/2012  USD    2.571
Lehman Brothers Treasur   6.700   4/21/2011  USD    2.571
Lehman Brothers Treasur   3.000   9/12/2036  JPY    3.750
Northland Resources AB   15.000   7/15/2019  USD    2.621
Lehman Brothers Treasur   4.820  12/18/2036  EUR    2.571
Norske Skog Holding AS    8.000   2/24/2023  USD    0.071
Lehman Brothers Treasur   4.100   8/23/2010  USD    2.571
Lehman Brothers Treasur   4.050   9/16/2008  EUR    2.571
Lehman Brothers Treasur   7.060  12/29/2008  EUR    2.571
KPNQwest NV               7.125    6/1/2009  EUR    0.634
Lehman Brothers Treasur   5.120   4/30/2027  EUR    2.571
Lehman Brothers Treasur   4.300    6/4/2012  USD    2.571
Lehman Brothers Treasur  14.100  11/12/2008  USD    2.571
Lehman Brothers Treasur   7.250    7/8/2014  EUR    2.571
Otkritie Holding JSC     12.420   7/20/2028  RUB    0.880
Lehman Brothers Treasur   7.500   5/30/2010  AUD    2.571
Lehman Brothers Treasur   4.000    6/5/2011  USD    2.571
Kaupthing ehf             9.750   9/10/2015  USD    0.250
Lehman Brothers Treasur  16.800   8/21/2009  USD    2.571
Lehman Brothers Treasur  13.150  10/30/2008  USD    2.571
Lehman Brothers Treasur   6.250    9/5/2011  EUR    2.571
Lehman Brothers Treasur  10.000   6/11/2038  JPY    2.571
Lehman Brothers Treasur  12.000   7/13/2037  JPY    2.571
Heta Asset Resolution A   5.730  12/31/2023  EUR    1.739
Lehman Brothers Treasur   7.750   2/21/2016  EUR    2.571
Lehman Brothers Treasur   8.000  12/27/2032  JPY    2.571
Lehman Brothers Treasur   8.050  12/20/2010  HKD    2.571
KPNQwest NV               8.875    2/1/2008  EUR    0.634
Lehman Brothers Treasur   1.500    2/8/2012  CHF    2.571
Lehman Brothers Treasur   3.100    6/4/2010  USD    2.571
Lehman Brothers Treasur   0.500    7/2/2020  EUR    2.571
Lehman Brothers Treasur   0.010   9/20/2011  USD    2.571
Tonon Luxembourg SA       9.250   1/24/2020  USD    0.464
Lehman Brothers Treasur   0.500    6/2/2020  EUR    2.571
HSBC Bank PLC             0.500  11/25/2025  BRL   65.049
Lehman Brothers Treasur   4.050   9/16/2008  EUR    2.571
LBI ehf                   5.080    3/1/2013  ISK    7.750
Heta Asset Resolution A   0.281  12/31/2023  EUR    1.739
Heta Asset Resolution A   0.148  12/31/2023  EUR    1.739
Lehman Brothers Treasur   6.600    2/9/2009  EUR    2.571
Lehman Brothers Treasur   1.600   6/21/2010  JPY    2.571
Lehman Brothers Treasur   2.400   6/20/2011  JPY    2.571
Cerruti Finance SA        6.500   7/26/2004  EUR    1.361
Lehman Brothers Treasur   7.625   7/22/2011  HKD    2.571
Lehman Brothers Treasur   2.300    6/6/2013  USD    2.571
Lehman Brothers Treasur   1.460   2/19/2012  JPY    3.750
Lehman Brothers Treasur  11.000    7/4/2011  CHF    2.571
Lehman Brothers Treasur  12.000    7/4/2011  EUR    2.571
Lehman Brothers Treasur  16.000  12/26/2008  USD    2.571
Lehman Brothers Treasur  11.250  12/31/2008  USD    2.571
Kaupthing ehf             3.750    2/1/2045  USD    0.100
Lehman Brothers Treasur   3.820  10/20/2009  USD    2.571
Kaupthing ehf             4.390  10/14/2008  CZK    0.250
Lehman Brothers Treasur   3.630    3/2/2012  EUR    2.571
EDOB Abwicklungs AG       7.500    4/1/2012  EUR    1.079
Credit Suisse AG/London   0.500    1/8/2026  BRL   64.477
Lehman Brothers Treasur   7.000   7/11/2010  EUR    2.571
Solarwatt GmbH            7.000   11/1/2015  EUR   15.500
Lehman Brothers Treasur   3.700    6/6/2009  EUR    2.571
Lehman Brothers Treasur   5.000  10/24/2008  CHF    2.571
Lehman Brothers Treasur   5.500   6/15/2009  CHF    2.571
Lehman Brothers Treasur  11.000   6/29/2009  EUR    2.571
Lehman Brothers Treasur   8.000    8/3/2009  USD    2.571
Lehman Brothers Treasur   3.000   9/13/2010  JPY    3.750
Lehman Brothers Treasur   2.000  10/28/2010  EUR    2.571
Lehman Brothers Treasur   1.500  10/25/2011  EUR    2.571
Lehman Brothers Treasur   7.500  10/24/2008  USD    2.571
Lehman Brothers Treasur   4.000   4/13/2011  CHF    2.571
Lehman Brothers Treasur  10.000   3/27/2009  USD    2.571
Lehman Brothers Treasur   5.750   6/15/2009  CHF    2.571
Lehman Brothers Treasur   7.000   4/14/2009  EUR    2.571
Mriya Agro Holding PLC   10.950   3/30/2016  USD    7.852
Lehman Brothers Treasur   6.000  10/24/2008  EUR    2.571
Lehman Brothers Treasur   7.600   3/26/2009  EUR    2.571
Lehman Brothers Treasur   6.650   8/24/2011  AUD    3.400
Lehman Brothers Treasur   2.500  12/15/2011  GBP    2.571
Heta Asset Resolution A   4.350  12/31/2023  EUR    1.739
Lehman Brothers Treasur   7.750   1/30/2009  EUR    2.571
Lehman Brothers Treasur   0.250   7/21/2014  EUR    2.571
Kaupthing ehf             5.000    1/4/2027  SKK    0.250
Lehman Brothers Treasur   1.750    2/7/2010  EUR    2.571
Lehman Brothers Treasur   5.100    5/8/2017  HKD    3.400
Societe Generale SA       0.500    4/4/2024  MXN   73.335
Lehman Brothers Treasur   6.750    4/5/2012  EUR    2.571
Lehman Brothers Treasur   7.000   2/15/2012  EUR    2.571
Lehman Brothers Treasur   4.690   2/19/2017  EUR    2.571
Lehman Brothers Treasur  11.000  12/19/2011  USD    2.571
Lehman Brothers Treasur   2.250   5/12/2009  USD    2.571
Lehman Brothers Treasur   1.680    3/5/2015  EUR    2.571
Lehman Brothers Treasur  13.500  11/28/2008  USD    2.571
Lehman Brothers Treasur   4.000   5/17/2010  USD    2.571
Astana Finance BV         7.875    6/8/2010  EUR   16.000
Lehman Brothers Treasur   5.250  11/21/2009  USD    2.571
Lehman Brothers Treasur  10.000    1/3/2012  BRL    2.571
Lehman Brothers Treasur   0.800  12/30/2016  EUR    2.571
Lehman Brothers Treasur   3.500  10/31/2011  USD    2.571
Lehman Brothers Treasur   3.500  10/24/2011  USD    2.571
Lehman Brothers Treasur   0.250  10/19/2012  CHF    2.571
Lehman Brothers Treasur   5.200   3/19/2018  EUR    2.571
Lehman Brothers Treasur  14.900   9/15/2008  EUR    2.571
Bulgaria Steel Finance   12.000    5/4/2013  EUR    0.216
Kaupthing ehf             3.750   2/15/2024  ISK    0.250
ECM Real Estate Investm   5.000   10/9/2011  EUR   15.375
Lehman Brothers Treasur   7.000  10/22/2010  EUR    2.571
Lehman Brothers Treasur   6.000   9/20/2011  EUR    2.571
LBI ehf                   7.431              USD    0.001
Petromena ASA            10.850  11/19/2018  USD    0.607
Lehman Brothers Treasur   5.200   11/9/2011  EUR    3.400
Lehman Brothers Treasur   1.500  10/12/2010  EUR    2.571
Lehman Brothers Treasur   4.600  10/11/2017  ILS    3.750
Lehman Brothers Treasur   3.500  12/20/2027  USD    2.571
Lehman Brothers Treasur  14.900  11/16/2010  EUR    2.571
AlphaNotes ETP Dac        0.010    9/9/2029  USD   70.046
Lehman Brothers Treasur   4.800  11/16/2012  HKD    2.571
Lehman Brothers Treasur   0.500  12/20/2017  AUD    2.571
Lehman Brothers Treasur   0.500  12/20/2017  AUD    3.400
Lehman Brothers Treasur   0.500  12/20/2017  AUD    2.571
Lehman Brothers Treasur   9.300  12/21/2010  EUR    2.571
Lehman Brothers Treasur   0.500  12/20/2017  USD    2.571
Lehman Brothers Treasur   0.500  12/20/2017  USD    2.571
Lehman Brothers Treasur   8.000  10/23/2008  USD    2.571
Lehman Brothers Treasur   6.000   3/18/2015  USD    3.400
Lehman Brothers Treasur   8.000   3/21/2018  USD    2.571
Lehman Brothers Treasur   4.000   3/10/2011  EUR    2.571
Kaupthing ehf             7.625   2/28/2015  USD    0.250
Lehman Brothers Treasur   8.000   3/19/2012  USD    2.571
Lehman Brothers Treasur   6.000    3/4/2015  USD    2.571
Lehman Brothers Treasur   7.150   3/21/2013  USD    2.571
Lehman Brothers Treasur   7.600   1/31/2013  AUD    2.571
Lehman Brothers Treasur  10.000  10/23/2008  USD    2.571
Lehman Brothers Treasur   3.450   5/23/2013  USD    2.571
Lehman Brothers Treasur   5.500   4/23/2014  EUR    2.571
Lehman Brothers Treasur   9.000    5/6/2011  CHF    2.571
Lehman Brothers Treasur   7.000   4/24/2009  USD    2.571
Lehman Brothers Treasur  16.200   5/14/2009  USD    2.571
Lehman Brothers Treasur  10.600   4/22/2014  MXN    2.571
Lehman Brothers Treasur   4.600    8/1/2013  EUR    2.571
Lehman Brothers Treasur   5.550   3/12/2015  EUR    2.571
Lehman Brothers Treasur  12.400   6/12/2009  USD    2.571
Lehman Brothers Treasur   2.000   6/28/2011  EUR    2.571
Lehman Brothers Treasur  16.000   10/8/2008  CHF    2.571
Lehman Brothers Treasur   0.500  12/20/2017  AUD    2.571
Lehman Brothers Treasur   0.500  12/20/2017  USD    2.571
Lehman Brothers Treasur  13.000   2/16/2009  CHF    2.571
Lehman Brothers Treasur  10.000  10/22/2008  USD    2.571
Lehman Brothers Treasur   6.450   2/20/2010  AUD    2.571
Lehman Brothers Treasur   6.600   5/23/2012  AUD    2.571
Lehman Brothers Treasur  16.000  10/28/2008  USD    2.571
Lehman Brothers Treasur   1.000    5/9/2012  EUR    2.571
Lehman Brothers Treasur  10.000   5/22/2009  USD    2.571
Lehman Brothers Treasur   8.000   5/22/2009  USD    2.571
Lehman Brothers Treasur  15.000    6/4/2009  CHF    2.571
Kaupthing ehf             5.063   5/10/2045  ISK    0.250
Lehman Brothers Treasur  17.000    6/2/2009  USD    2.571
Lehman Brothers Treasur   5.000  11/22/2012  EUR    2.571
Lehman Brothers Treasur  23.300   9/16/2008  USD    2.571
Lehman Brothers Treasur   3.000    6/3/2010  EUR    2.571
Lehman Brothers Treasur   7.600   5/21/2013  USD    2.571
Lehman Brothers Treasur  10.000   6/17/2009  USD    2.571
SG Issuer SA              6.800    1/6/2020  USD   57.750



                           *********


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 2020.  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 * * *