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

                          E U R O P E

          Monday, February 24, 2020, Vol. 21, No. 39

                           Headlines



F I N L A N D

MEHILAINEN YHTYMA: Fitch Assigns B+ Rating to EUR380MM Sec. Debt


I R E L A N D

CARLYLE EURO 2020-1: S&P Assigns Prelim. 'B-' Rating on Cl. E Notes
CASTLE PARK: Moody's Hikes EUR12MM Class E Notes to B1(sf)
ST. PAUL'S CLO XII: S&P Assigns Prelim. B- (sf) Rating on F Notes
VERNON CATERING: Enters Examinership Following Losses


I T A L Y

AIR ITALY: Qatar Airways Not Interested in Investing in Airline
MONTE DEI PASCHI: CEO Marco Morelli to Step Down in April


L U X E M B O U R G

AURIS LUXEMBOURG II: Moody's Lowers CFR to B3, Outlook Stable


S P A I N

GRUPO EMBOTELLADOR: S&P Alters Outlook to Pos. & Affirms 'B' ICR


U N I T E D   K I N G D O M

BRITISH STEEL: UK Gov't in Talks to Finalize Jingye Rescue Deal
MPM CATERING: Enters Administration, Seeks Buyer for Business
NMC HEALTH: Taps Houlihan Lokey to Explore Strategic Options
POWERLEAGUE: Sends Customers Urgent Pleas for Cash


X X X X X X X X

[*] BOND PRICING: For the Week February 17 to February 21, 2020

                           - - - - -


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F I N L A N D
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MEHILAINEN YHTYMA: Fitch Assigns B+ Rating to EUR380MM Sec. Debt
----------------------------------------------------------------
Fitch Ratings assigned Mehilainen Yhtyma Oy's (Mehilainen) add-in
term loan B issue of EUR380 million a final rating of 'B+' with a
Recovery Rating of 'RR3'. Together with additional equity of EUR165
million, the loan will be used to fund the acquisition of the
Finnish social and healthcare service provider Pihlajalinna Oyj and
for general corporate purposes. Fitch has also affirmed
Mehilainen's Long-Term Issuer Default Rating at 'B' with Stable
Outlook.

The assignment of the final rating follows review of the execution
documentation materially conforming to the terms as presented to
Fitch in November 2019.

Mehilainen's ratings reflect a balance of an aggressive financial
risk profile with defensive diversified operations and sustainably
positive free cash flow (FCF). The Stable Outlook reflects its
expectations that the company will be able to demonstrate a stable
operating performance through an organic and acquisitive growth
strategy embedded in a steady and well-funded regulatory
framework.

KEY RATING DRIVERS

Acquisition Rating-Neutral: Fitch regards the acquisition of
Pihlajalinna as rating-neutral. Strategically, Mehilainen will
benefit from increased exposure to the growing public outsourcing
market, and consequently additional business volumes with public
clients, as municipalities look to improve healthcare services and
address budgetary deficits against rising healthcare costs. At the
same time, Fitch does not anticipate any margin accretion given the
structurally less profitable public outsourcing contracts.

Meaningful Execution Risks: The acquisition increases execution
risks to meaningful from moderate levels. First, Mehilainen already
faces elevated execution risks given its ambitious business
development strategy with an accelerating pace of external,
predominantly debt-funded growth. Second, Pihlajalinna is investing
in various operating efficiency measures aimed at productivity
improvements. Finally, the integration of Pihlajalinna into
Mehilainen's franchise will necessitate additional rationalisation
steps as well as lead to integration-related cash outlays. Cost
management is one of the key operating risk factors in this
sector.

Pihlajalinna Takeover Risks Remain: Fitch notes meaningful
execution risks associated with the acquisition of Pihlajalinna,
including public-to-private take-over process delays and increased
costs to achieve full control over the target's cash flows. At the
same time, Fitch expects that any potential significant share price
increases over the offer price will be funded with new equity,
which should help contain pressure on the rating.

Positive FCF: Mehilalinen's cash-generative credit profile is among
the main rating supporting factors differentiating the company from
weaker Fitch-rated private health and social care service
providers. Fitch expects FCF will remain positive during 2019-2022,
with FCF margins estimated at 3%-4%. Fitch projects annual FCF will
increase by 2022 toward EUR90 million after the integration of
Pihlajalinna, from approximately EUR50 million on a standalone
basis.

Elevated Leverage, Deleveraging Capacity: Fitch projects a
temporary spike in funds from operations (FFO)-adjusted gross
leverage at 9.4x in 2020 (pro-forma 8.1x) after the acquisition,
which Fitch assumes to take place in 3Q20. Fitch sees deleveraging
capacity with FFO adjusted leverage gradually easing to 7.2x by
FY22 reflecting the full integration of Pihlajalinna and
realisation of synergies. However, given the likelihood of further
debt-funded acquisitions, leverage is likely to remain permanently
at or just below 8.0x.

Adequate Financial Flexibility: Fitch projects Mehilainen's FFO
fixed charge cover will remain at 1.5x in 2019, which is low but
adequate for the rating. Following the acquisition of Pihlajalinna,
Fitch estimates the ratio to remain at around 1.5x in FY20,
improving marginally to 1.7x by FY22 due to a lower share of leased
assets as Pihlajalinna operates mostly in municipality-owned
premises.

Stable Operating Environment: Mehilainen benefits from a stable and
well-funded national healthcare system and supporting long-term
demand for healthcare and social care services, which reduce
operational risks arising from the company's concentrated
geographic exposure.

DERIVATION SUMMARY

Unlike most Fitch-rated private healthcare service providers with a
narrow focus on either healthcare or social care services,
Mehilainen differentiates itself as an integrated service provider
with diversified operations across both markets. It has a
meaningful national presence in each type of service, making its
business model more resilient against weaknesses in individual
service lines. Mehilainen also benefits from a stable regulatory
framework, which contrasts especially with the UK, where private
operators such as Elli Investments (D) have been exposed to margin
pressures due to a reduction in local authorities' fees.

Mehilalinen's weak financial metrics are balanced by adequate
operating profitability and sustainably positive cash flow
generation given its asset-light business model with low capital
intensity and structurally negative trade working capital.

Mehilainen's credit risk as a whole, and operating and financial
risk profiles, are similar to other social infrastructure assets
such as the provider of laboratory-testing services Synlab
Unsecured Bondco PLC (Synlab, B/Stable), which is also pursuing a
consolidation strategy in fragmented markets backed by private
equity. As a result, leverage for both issuers is comparatively
aggressive, more commensurate with a high 'CCC' category at
8.0x-9.0x. Similarly to Mehilainen, Synlab's high leverage is
equally counterbalanced by defensive operations, intact organic
growth and satisfactory FCF generation, supporting the company's
'B' rating.

KEY ASSUMPTIONS

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

Revenue CAGR of 19% for 2019-2022, driven by a combination of
internal and external growth, assuming the acquisition of
Pihlajalinna takes place in October 2020;

EBITDA margin to fall below 12% in 2020-2021 from 12.4% estimated
by Fitch in 2019, before gradually improving to 12.6% by 2022. This
is supported by revenue growth, implementation of synergies, plus
improvement in operating leverage and capacity utilisation rates;

Maintenance/sustainability capex at 2%-3% of sales per year up to
2022;

Bolt-on acquisition spending of around EUR20 million-EUR25 million
a year between 2019 and 2022; and

No dividends.

Recovery Assumptions:

The recovery analysis assumes that Mehilainen would be re-organised
as a going-concern in bankruptcy rather than liquidated.

Its EBITDA assumption includes pro-forma adjustments for cash flows
added from the acquisition of Pihlajalinna. Fitch has used
Fitch-forecasted combined EBITDA in 2020 on a pro-forma basis of
EUR181 million, including synergies estimated at EUR4 million, from
which Fitch has deducted the annual service cost of capital leases
(associated with the acquisition) estimated at EUR4 million per
year.

Fitch estimates post-restructuring EBITDA at EUR132 million, which
would imply a 25% discount to the pro-forma estimated 2020 EBITDA.
Fitch views this level of EBITDA as the minimum that would permit
the company to remain a going concern, particularly by being able
to service its ongoing debt obligations and sustain its asset base
through adequate capex and intra-year trade working capital
funding.

Fitch has used a distressed enterprise value (EV)/EBITDA multiple
of 6.5x implying a premium of 0.5x over the sector median to take
into account Mehilainen's stable regulatory regime for private
service providers in Finland, well-funded national healthcare
systems and the company's strong market position across diversified
business lines.

After deducting 10% for administrative claims, its waterfall
analysis generates an expected ranked recovery for the senior
secured debt in the 'RR3' category, leading to a 'B+' rating. The
waterfall analysis output percentage on current metrics and
assumptions is 57%.

The second-lien debt remains at 'RR6' with 0% expected recoveries.
The 'RR6' band indicates a 'CCC+' instrument rating, two notches
below the IDR.

RATING SENSITIVITIES

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

  - Successful execution of medium-term strategy leading to a
further increase in scale with EBITDA margins at or above 15% on a
sustained basis;

  - Continued supportive regulatory environment and Finnish
macro-economic factors;

  - FCF margins remaining at mid-single-digit levels; and

  - FFO-adjusted gross leverage improving towards 6.5x and FFO
fixed-charge cover trending towards 2.0x.

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

  - Pressure on profitability with EBITDA margin weakening towards
10% on a sustained basis as a result of weakening organic
performance, productivity losses with declining customer visits,
low occupancy rates, pressure on costs, or delayed acquisitions
integration;

  - Risk to the business model resulting from adverse regulatory
changes to public and private funding in the Finnish healthcare
system;

  - As a result of the above adverse trends, declining FCF margins
to low single-digit levels; and

  - FFO-adjusted gross leverage remaining above 8.0x due to
operating underperformance and/or aggressively funded further M&A,
and FFO fixed-charge cover persistently below 1.5x.

LIQUIDITY AND DEBT STRUCTURE

Comfortable Liquidity: Fitch projects consistently positive organic
liquidity at EUR20 million-EUR30 million in 2019-2020, accelerating
toward EUR90 million by 2022 as the business materially gains size
following the acquisition. These levels of internal liquidity will
be sufficient to fund future bolt-on M&A while still leaving
adequate year-end cash reserves. Fitch excludes from its freely
available cash EUR10 million as minimum cash required in daily
operations in 2019-2020, adding a further EUR10 million from 2021
onwards after the acquisition.

The current liquidity position is comfortable after the company
drew EUR50 million under the new TLB at the end of January 2020.
The remainder of the TLB of EUR330 million will be utilised at the
time of the take-over of Pihlajalinna, which Fitch assumes will
take place in 4Q20. Refinancing risk remains manageable given the
long-dated TLB and second-lien maturities are in 2025 and 2026,
respectively.

ESG CONSIDERATIONS

Mehilainen has an ESG Relevance Score of 4 for exposure to social
impact, due to the company's high dependence on public healthcare
and social care reimbursements schemes, and may have a negative
impact on the credit profile, and is relevant to the rating in
conjunction with other factors.




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I R E L A N D
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CARLYLE EURO 2020-1: S&P Assigns Prelim. 'B-' Rating on Cl. E Notes
-------------------------------------------------------------------
S&P Global Ratings assigned preliminary credit ratings to the class
A1 to E European cash flow collateralized loan obligation (CLO)
notes issued by Carlyle Euro CLO 2019-2 DAC. At closing the issuer
will issue unrated subordinated notes.

The preliminary 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 expected to be
bankruptcy remote.

-- The transaction's counterparty risks, which S&P expects to be
in line with its counterparty rating framework.

Under the transaction documents, the rated notes will pay quarterly
interest unless a frequency switch event occurs. Following this,
the notes will permanently switch to semi-annual payments. The
portfolio's reinvestment period will end approximately four and
half years after closing.

S&P said, "We understand that at closing, the portfolio 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 EUR450 million target par
amount, the covenanted weighted-average spread (3.70%), the
reference weighted-average coupon (4.50%), and the actual
weighted-average recovery rate. We applied various cash flow stress
scenarios, using four different default patterns, in conjunction
with different interest rate stress scenarios for each liability
rating category.

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

Until the end of the reinvestment period on Oct. , 2024, the
collateral manager is allowed to substitute assets in the portfolio
for so long as our CDO Monitor test is maintained or improved in
relation to the initial ratings on the notes. This test looks at
the total amount of losses that the transaction can sustain as
established by the initial cash flows for each rating, and compares
that with the default potential of the current portfolio plus par
losses to date. As a result, until the end of the reinvestment
period, the collateral manager can, through trading, deteriorate
the transaction's current risk profile, as long as the initial
ratings are maintained.

S&P said, "At closing, we expect that the transaction's documented
counterparty replacement and remedy mechanisms will adequately
mitigate its exposure to counterparty risk under our current
counterparty criteria.

"We expect the transaction's legal structure to be bankruptcy
remote, in line with our legal criteria.

"Taking into account the above-mentioned factors and following our
analysis of the credit, cash flow, counterparty, operational, and
legal risks, we believe our preliminary ratings are commensurate
with the available credit enhancement for each class of notes."

The transaction securitizes a portfolio of primarily senior secured
leveraged loans and bonds, and will be managed by CELF Advisors
LLP, a wholly owned subsidiary of Carlyle Investment Management
LLC, which is a Delaware limited liability company, indirectly
owned by The Carlyle Group L.P.

  Ratings List

  Carlyle Euro CLO 2020-1 DAC

  Class     Prelim. rating
  A-1       AAA (sf)
  A2-A      AA (sf)
  A2-B      AA (sf)
  B         A (sf)
  C         BBB- (sf)
  D         BB- (sf)
  E         B- (sf)
  Sub notes NR
  
  NR--Not rated.


CASTLE PARK: Moody's Hikes EUR12MM Class E Notes to B1(sf)
----------------------------------------------------------
Moody's Investors Service upgraded the ratings on the following
Notes issued by Castle Park CLO Designated Activity Company:

EUR23,000,000 Refinancing Class B Senior Secured Deferrable
Floating Rate Notes due 2028, Upgraded to Aa1 (sf); previously on
Jul 1, 2019 Upgraded to A1 (sf)

EUR23,000,000 Refinancing Class C Senior Secured Deferrable
Floating Rate Notes due 2028, Upgraded to A2 (sf); previously on
Jul 1, 2019 Affirmed Baa2 (sf)

EUR26,000,000 Class D Senior Secured Deferrable Floating Rate Notes
due 2028, Upgraded to Ba1 (sf); previously on Jul 1, 2019 Affirmed
Ba2 (sf)

EUR12,000,000 Class E Senior Secured Deferrable Floating Rate Notes
due 2028, Upgraded to B1 (sf); previously on Jul 1, 2019 Affirmed
B2 (sf)

Moody's has also affirmed the ratings on the following Notes:

EUR238,000,000 (current outstanding amount 140.5M) Refinancing
Class A-1 Senior Secured Floating Rate Notes due 2028, Affirmed Aaa
(sf); previously on Jul 1, 2019 Affirmed Aaa (sf)

EUR32,000,000 Refinancing Class A-2A Senior Secured Floating Rate
Notes due 2028, Affirmed Aaa (sf); previously on Jul 1, 2019
Upgraded to Aaa (sf)

EUR15,000,000 Refinancing Class A-2B Senior Secured Fixed Rate
Notes due 2028, Affirmed Aaa (sf); previously on Jul 1, 2019
Upgraded to Aaa (sf)

Castle Park CLO Designated Activity Company, issued in December
2014 and refinanced in March 2017, is a collateralised loan
obligation (CLO) backed by a portfolio of mostly high-yield senior
secured European loans. The portfolio is managed by Blackstone/GSO
Debt Funds Management Europe Limited. The transaction's
reinvestment period ended in January 2019.

RATINGS RATIONALE

The rating action on the Notes are primarily a result of the
deleveraging of the Refinancing Class A-1 Notes following
amortisation of the underlying portfolio since the last rating
action in July 2019, resulting in an improvement in the
over-collateralisation (OC) ratios across the capital structure.

The Refinancing Class A-1 Notes have paid down by approximately EUR
97.5 million (41.0%) since the last rating action in July 2019. As
a result of the deleveraging, OC has increased across the capital
structure. According to the trustee report dated January 2020 the
Class A, Class B, Class C and Class D OC ratios are reported at
152.7%, 138.1%, 126.0% and 114.7% compared to May 2019 levels of
140.0%, 129.6%, 120.6% and 111.8%, respectively. Moody's notes that
the January 2020 principal payments are not reflected in the
reported OC ratios.

In light of reinvestment restrictions during the amortisation
period, and therefore the limited ability to affect significant
changes to the current collateral pool, Moody's analysed the deal
assuming a higher likelihood that the collateral pool
characteristics would maintain an adequate buffer relative to
certain covenant requirements.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base case,
Moody's analysed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR 301.8 million,
a weighted average default probability of 21.4% (consistent with a
WARF of 3044 and a weighted average life of 4.3 years), a weighted
average recovery rate upon default of 46.4% for a Aaa liability
target rating, a diversity score of 43 and a weighted average
spread of 3.48%. The GBP- and NOK -denominated assets are fully
hedged with swaps, which Moody's also modelled.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on future
defaults is based primarily on the seniority of the assets in the
collateral pool. In each case, historical and market performance
and a collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analysing.

Moody's notes that the February 2020 trustee report was not yet
published at the time it was completing its analysis. Information
about the current Principal Balance of the Notes are from the
Trustee's Note Valuation Report dated January 3, 2020. This
information has been confirmed by the Collateral Manager.

Methodology Underlying the Rating Action:

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

Counterparty Exposure:

The rating action took into consideration the Notes' exposure to
relevant counterparties, such as account bank and swap providers,
using the methodology "Moody's Approach to Assessing Counterparty
Risks in Structured Finance" published in November 2019. Moody's
concluded the ratings of the Notes are not constrained by these
risks.

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

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
Notes, in light of uncertainty about credit conditions in the
general economy. CLO Notes' performance may also be impacted either
positively or negatively by: (1) the manager's investment strategy
and behaviour and; (2) divergence in the legal interpretation of
CDO documentation by different transactional parties because of
embedded ambiguities.

Additional uncertainty about performance is due to the following:

• Portfolio amortisation: The main source of uncertainty in this
transaction is the pace of amortisation of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the Notes' ratings.
Amortisation could accelerate as a consequence of high loan
prepayment levels or collateral sales by the collateral manager or
be delayed by an increase in loan amend-and-extend restructurings.
Fast amortisation would usually benefit the ratings of the Notes
beginning with the Notes having the highest prepayment priority.

In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.


ST. PAUL'S CLO XII: S&P Assigns Prelim. B- (sf) Rating on F Notes
-----------------------------------------------------------------
S&P Global Ratings assigned its preliminary credit ratings to St.
Paul's CLO XII DAC's class X, A, B-1, B-2, C-1, C-2, D, E, and F
notes. At closing, the issuer will also issue unrated subordinated
notes.

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

The portfolio's reinvestment period will end approximately 4.5
years after closing, and the portfolio's maximum average maturity
date will be approximately 8.5 years after closing.

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

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

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

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

  Portfolio Benchmarks
                                                        Current
  S&P Global Ratings weighted-average rating factor     2,684.69
  Default rate dispersion                                 404.96
  Weighted-average life (years)                             5.86
  Obligor diversity measure                               106.79
  Industry diversity measure                               24.44
  Regional diversity measure                                1.35

  Transaction Key Metrics
                                                        Current
  Total par amount (mil. EUR)                                400
  Defaulted assets (mil. EUR)                                  0
  Number of performing obligors                              124
  Portfolio weighted-average rating
   derived from our CDO evaluator                            'B'
  'CCC' category rated assets (%)                              0
  Covenanted 'AAA' weighted-average recovery (%)           35.53
  Covenanted weighted-average spread (%)                    3.50
  Covenanted weighted-average coupon (%)                    4.75

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

"In our cash flow analysis, we used the EUR400 million par amount,
the covenanted weighted-average spread of 3.50%, the covenanted
weighted-average coupon of 4.75%, and the covenanted
weighted-average recovery rates for all rating levels. We applied
various cash flow stress scenarios, using four different default
patterns, in conjunction with different interest rate stress
scenarios for each liability rating category.

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

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

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

"Our credit and cash flow analysis indicates that the available
credit enhancement for the class B-1 to F notes could withstand
stresses commensurate with higher rating levels than those we have
assigned. However, as the CLO is still in its reinvestment phase,
during which the transaction's credit risk profile could
deteriorate, we have capped our assigned ratings on the notes. In
our view the portfolio is granular in nature, and well-diversified
across obligors, industries, and asset characteristics when
compared to other CLO transactions we have rated recently. As such,
we have not applied any additional scenario and sensitivity
analysis when assigning ratings on any classes of notes in this
transaction.

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

St. Paul's CLO XII DAC is a European cash flow CLO securitization
of a revolving pool, comprising euro-denominated senior secured
loans and bonds issued mainly by speculative-grade borrowers.
Intermediate Capital Managers Ltd. will manage the transaction.

  Ratings List

  Class   Prelim rating   Prelim amount  Sub (%)  Interest rate*
                           (mil. EUR)

  X        AAA (sf)          2.0         N/A      Three/six-month
                                                EURIBOR plus 0.35%

  A        AAA (sf)          244.00      39.00    Three/six-month
                                                EURIBOR plus 0.92%

  B-1      AA (sf)           14.00       28.00    Three/six-month
                                                EURIBOR plus 1.60%

  B-2      AA (sf)           30.00       28.00    1.90%

  C-1      A (sf)            22.50       20.50    Three/six-month
                                                EURIBOR plus 2.00%

  C-2      A (sf)            7.50        20.50    2.10%

  D        BBB (sf)          24.00       14.50    Three/six-month
                                                EURIBOR plus 3.20%

  E        BB- (sf)          20.00       9.50     Three/six-month

                                                EURIBOR plus 5.32%

  F        B- (sf)           11.00       6.75     Three/six-month
                                                EURIBOR plus 8.05%

  Sub Notes   NR             35.65       N/A      N/A

* The payment frequency switches to semiannual and the index
  switches to six-month EURIBOR when a frequency switch event
  occurs.
EURIBOR--Euro Interbank Offered Rate.
NR--Not rated.
N/A--Not applicable.


VERNON CATERING: Enters Examinership Following Losses
-----------------------------------------------------
Conor McMahon at The Sunday Times reports that fruit and vegetable
supplier Vernon Catering has entered examinership following a
review of its activities.

The Dublin company, which has operated for 62 years, petitioned to
appoint Joseph Walsh of JW Accountants as examiner this month, The
Sunday Times relates.

According to The Sunday Times, accounts for Vernon Catering, which
was the subject of a closure order by the Food Safety Authority
last year, show that it recorded a loss of EUR1.2 million in 2018
on sales of EUR17.6 million.  

The accounts, signed off by director Ronan Sullivan on January 16,
2020, state that the company is expected to report further losses
for 2019, though they are likely to be "considerably less" than the
year before, The Sunday Times discloses.




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

AIR ITALY: Qatar Airways Not Interested in Investing in Airline
---------------------------------------------------------------
Stephen Jewkes at Reuters reports that Qatar Airways said on Feb.
21 it was not interested in investing in struggling Italian carrier
Air Italy, but would do all it could as minority shareholder for
workers and passengers.

"Qatar Airways is no longer interested in investing in Air Italy or
in any other air transport project in Italy," Reuters quotes the
Qatari company as saying in a statement.

The carrier has a minority stake in Air Italy, with the other
investor being regional airline Alisarda, Reuters discloses.

As reported by the Troubled Company Reporter-Europe on Feb. 17,
2020, Qatar Airways and Alisarda agreed on Feb. 11 to place the
loss-making Italian carrier into liquidation, blaming "persistent
and structural market problems".

Air Italy was a privately owned Italian airline, headquartered in
Olbia, Sardinia.  The company was the second largest airline in
Italy, following Italy's flag carrier Alitalia, and the 40th
largest airline in Europe by number of passengers as of 2019.


MONTE DEI PASCHI: CEO Marco Morelli to Step Down in April
---------------------------------------------------------
Stephen Jewkes and Elvira Pollina at Reuters report that the head
of Monte dei Paschi di Siena Marco Morelli will leave in April
after steering the state-owned Italian bank through a painful
restructuring, adding to uncertainty as Italy's Treasury prepares
its exit strategy.

According to Reuters, Mr. Morelli's departure, announced by the
bank late on Feb. 20, adds to the question marks hanging over the
world's oldest bank, which was taken over by the Italian government
in 2017 in an EUR8 billion (US$8.6 billion) bailout to stop it from
buckling under a pile of bad loans after years of mismanagement.

In a statement the bank said Mr. Morelli had told the board and
senior managers he would not be available to serve another term as
CEO after the next shareholder meeting, Reuters relates.

Mr. Morelli, the former head of Bank of America in Italy, had
hinted that he may be moving on when presenting Monte dei Paschi's
full-year results on Feb. 7, saying that after three years at the
helm "it may be time to draw a line", Reuters notes.

Mr. Morelli has led the Tuscan bank through a turnaround, working
to meet restructuring targets agreed with the EU Commission at the
time of the bailout, Reuters recounts.

Monte dei Paschi has shed EUR30 billion in problem loans in the
past three years and cut costs, Reuters discloses.  

But the bank has been unable to meet profit goals agreed with the
EU amid a worse-than-expected economic backdrop and the
continuation of ultra low interest rates which make lending
unprofitable, Reuters states.

It said earlier this month it would be forced to push through an
additional EUR100 million in cost cuts, Reuters relays.

Under the rescue package Rome, which owns 68% of the bank's
capital, must re-privatize the bank by the end of next year,
according to Reuters.  After months of negotiations, the Treasury
expects an answer soon from Brussels on a plan to rid Monte dei
Paschi of most of its remaining soured debts to make an appealing
merger partner, Reuters notes.

Sources have said Rome's exit strategy, which must be submitted to
Brussels early this year, is linked to the proposed clean-up plan,
according to Reuters.

            About Banca Monte dei Paschi di Siena

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

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




===================
L U X E M B O U R G
===================

AURIS LUXEMBOURG II: Moody's Lowers CFR to B3, Outlook Stable
-------------------------------------------------------------
Moody's Investors Service downgraded the Corporate Family Rating to
B3 from B2 and the probability of default to B3-PD from B2-PD all
issued at the level of Auris Luxembourg II S.A.. Concurrently,
Moody's has downgraded to B3 from B2 the instrument rating to the
senior term loan (split into a EUR1,962.5 million B1 tranche and a
$1,235 million B2 tranche) and has downgraded to B3 from B2 the
instrument rating to the EUR260 million senior revolving credit
facility, all issued at the level of Auris Luxembourg III S.a r.l..
The outlook on all entities remains negative.

Auris Luxembourg II S.A. is the entity consolidating the operations
of WS Audiology, which was created following the completion of the
merger between Sivantos and Widex.

RATINGS RATIONALE

The downgrade reflects the operating underperformance at both
Sivantos and Widex since the announcement of the merger and limited
merger synergies realized as of September 2019 notably because of
delays in closing the merger coupled with higher than initially
anticipated costs required in order to close the merger and realize
the merger synergies. As a result, Moody's adjusted leverage
deteriorated to 11.7x as of September 2019 from 9.1x as of April
2018 at the announcement of the merger. The Moody's adjusted
leverage is based on the company's EBITDA, considers that EUR60
million of the total EUR170 million normalization costs are
recurring and does not include any non-realised synergies. Based on
the combined financial statements of Auris Luxembourg II S.A. (12
months Sivantos -- 7 months Widex) Moody's free cash flow has been
negative at -EUR83 million for the full year, ending September
2019. These results are behind Moody's expectations for the
previous B2 rating category since Moody's was expecting a
deleveraging path from the opening leverage of 9.1x as of April
2018 and continuous significant positive free cash flow
generation.

The company's ratings are constrained by (1) the company's current
weak credit metrics in particular leverage and free cash flow and
execution risks associated with expected improvement of these
metrics, (2) risks stemming from the market's perception of
products, technological development and supplier concentration and
(3) pricing pressures, although partially offset by a rapid product
development cycle and continuous cost savings.

Conversely, the ratings are supported by (1) the company's good
market positioning within the consolidated hearing aids market
globally, (2) the fact that the company operates in an industry
with low-cyclical demand and good organic growth prospects of
around 3-5% annually and (3) the company's good diversification in
terms of geography, distribution channel and brand.

OUTLOOK

The negative outlook reflects the execution risks linked to the
expected improvement in credit metrics, in particular
Moody's-adjusted leverage and free cash flow generation over the
next 12-24 months. Credit metrics improvements are expected to be
driven by the realization of planned synergies, operating
improvements in the US wholesale and retail businesses and the
launch of the new products (Signia Xperience launched in November
2019 and the rechargeable Widex offer to be launched in March
2020).

LIQUIDITY

The company's liquidity is adequate supported by (1) EUR143 million
of cash on balance sheet as of September 2019 (7% of full-year 2020
projected sales), (2) a EUR260 million revolving credit facility
out of which EUR77 million was drawn as of September 2019, (3)
negative free cash flow of around -EUR60 million projected by
Moody's for full-year 2020 and positive free cash flow of around
EUR30 million projected by Moody's for full-year 2021 and (4)
long-dated maturities with the revolving credit facility maturing
2025, the senior term loan maturing 2026 and the second lien term
loan maturing 2027.

The revolving credit facility contains one springing financial
covenant that requires the consolidated secured net debt/normalised
EBITDA ratio not to exceed 9.17x, if the revolving credit facility
is drawn by more than 40%. As of September 2019, the secured net
debt leverage reached 6.5x.

ESG CONSIDERATIONS

In terms of social considerations, the company sells its products
in 125 markets where it is exposed to regulation and reimbursement
schemes which are important drivers of its credit profile. The
industry also faces the risk of data leaks from cyberattacks, which
could harm the company's reputation and ultimately affect revenue
and profitability.

In terms of governance considerations, the company is owned by the
private equity firm EQT (majority stake) but also the Tøpholm and
Westermann families. As a result, Moody's expects the company's
financial policy to favour shareholders over creditors as evidence
by its high leverage and history of debt-financed acquisitions.
Other governance risks would be any potential failure in internal
control which would result in a loss of accreditation or
reputational damage and as a result could harm its credit profile.

STRUCTURAL CONSIDERATIONS

The senior term loan, worth a total of around EUR2,961 million
equivalent, and the EUR260 million revolving credit facility are
rated B3, in line with the CFR, reflecting a limited
loss-absorption buffer provided by the subordinated EUR525 million
second lien term loan. The B3-PD probability of default rating, in
line with the B3 CFR, reflects Moody's 50% corporate family
recovery assumption.

WHAT COULD CHANGE THE RATING UP/DOWN

Given the negative outlook, upward rating pressure is unlikely in
the short term. Positive rating pressure could develop should (1)
the company maintains its leading market positioning, (2) the
company improve its Moody's-adjusted debt/EBITDA ratio sustainably
below 6.5x and (3) its free cash flow turn positive sustainably.

Negative rating pressure could develop should (1) the company's
market positioning deteriorate, (2) its Moody's-adjusted
debt/EBITDA ratio remains above 8.0x for a prolonged period of
time, (3) its free cash flow remain negative beyond full-year 2020
and (4) its liquidity position deteriorate.

PRINCIPAL METHODOLOGY

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

PROFILE

On March 1, 2019, Sivantos and Widex announced that they had
successfully completed their merger and that they now operate under
a new company called WS Audiology. WS Audiology operates in 125
markets, generates revenue of around EUR1.7 billion and holds a
leading position as a manufacturer of hearing aids globally. The
group is owned by EQT which has a majority stake, and the Tøpholm
and Westermann families, and has dual headquarters in Lynge
(Denmark) and Singapore.




=========
S P A I N
=========

GRUPO EMBOTELLADOR: S&P Alters Outlook to Pos. & Affirms 'B' ICR
----------------------------------------------------------------
On Feb. 19, 2020, S&P Global Ratings revised its outlook to
positive from stable to reflect Grupo Embotellador Atic, S.A.'s
(Atic's)'s faster-than-expected deleveraging. At the same time, S&P
affirmed its 'B' issuer credit and issue-level credit ratings on
the company to reflect its view that its debt burden remains
significant ahead of the 2022 notes' maturity.

The positive outlook reflects Atic's stronger-than-expected
operating and financial performance during the first nine months of
2019 and that its deleveraging trend should be faster than we had
originally expected. We now expect adjusted gross debt to EBITDA at
close to 3.0x at the end of fiscal 2019 and below 2.5x in fiscal
2020, compared with our previous estimate of 4.0x and 3.6x for
those years. Rapid deleveraging reflects solid EBITDA recovery and
debt reduction through cash from operations during 2019. We expect
this trend to continue throughout 2020, given management's
commitment to further reduce debt position ahead of the 2022 notes'
maturity. Nonetheless, at this stage the rating affirmation still
reflects our view that Atic's debt burden remains significant,
given outstanding $450 million senior unsecured notes due May 2022
(as of Sept. 30, 2019). An upgrade will be subject to a debt
refinancing plan at least 12 months prior to the notes' maturity in
order to eliminate any refinancing risk.

During the first nine months of 2019, Atic delivered top-line
growth of 10.4%, mostly due to a significant volume recovery (which
rose 8.6% on a consolidated basis) and low-single digit price
increase that still reflects challenging competitive conditions in
several key markets where the company operates. Moreover,
management initiatives to strengthen profitability, including price
increases to compensate for higher sweetened beverage taxes, the
reformulation of certain product categories to reduce sugar
content, improved procurement of raw materials, efficiencies in
logistics platforms, and a consistent reduction in overhead
expenses raised EBITDA margin by 240 basis points in the first nine
months of 2019 over the same period last year. In most of its
markets, Atic now focuses on higher-margin products and
smaller-size formats across the carbonated soft drink (CSD)
categories. These factors, in our view, should allow Atic to
continue recovering its EBITDA margin towards the 15% area over the
longer run.

During the first nine months of 2019, Atic has repurchased its
existing notes amount by $20.2 million and its syndicated loan by
$25 million through cash from operations, leading to a total
outstanding reported debt of $475.8 million. S&P said, "In the next
12-18 months, we expect Atic's EBITDA and FOCF to be in the range
of $180 million - $190 million and $100 million - $110 million,
respectively, given the company's limited capex needs that we
estimate at about $30 million. We believe Atic remains committed to
reduce its debt in order to keep deleveraging its balance sheet
prior to the 2022 notes' maturity. Therefore, we expect Atic's
gross debt to EBITDA to be below 2.5x by the end of 2020."

Over the past 12 months, Atic's management has accomplished the
turnaround of its operating and financial performance faster than
expected, enhancing its business in certain countries and
stabilizing its operations in the troubled markets such as in
Mexico and Thailand. S&P believes that Atic's improved credit
metrics and financial risk profile should support debt refinancing
of its notes prior to their May 2022 maturity and this before they
become short-term obligations.




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

BRITISH STEEL: UK Gov't in Talks to Finalize Jingye Rescue Deal
---------------------------------------------------------------
Alan Tovey at The Telegraph reports that the UK government and its
advisers are racing to finalize the sale of British Steel to
Chinese firm Jingye amid widespread speculation that it could fail
to meet a deadline this week.

According to The Telegraph, the Official Receiver, which took
control of British Steel when it collapsed last year, and advisers
EY were this weekend locked in talks with Jingye, hoping to thrash
out details ahead of a deadline on Thursday, Feb. 27.

Jingye struck a GBP50 million deal-in-principle to buy British
Steel in November to buy the company's plants in Britain, France
and the Netherlands and was given 70 working days to seal a deal,
The Telegraph relates.

Multiple industry sources said that with the French decision up in
the air and other parts of the deal still to finalize, it is
expected a sale will not be finalized in time, The Telegraph
notes.

                      About British Steel

British Steel Limited is a long steel products business founded in
2016 with assets acquired from Tata Steel Europe by Greybull
Capital.  The primary steel production site is Scunthorpe
Steelworks, with rolling facilities at Skinningrove Steelworks,
Teesside and Hayange, France.

British Steel has about 5,000 employees.  There are 3,000 at
Scunthorpe, with another 800 on Teesside and in north-eastern
England.  The rest are in France, the Netherlands and various sales
offices round the world.

British Steel was placed in compulsory liquidation on May 22, 2019.
The liquidation came after the Company failed to obtain an
emergency state loan of about GBP30 million.

The Government's Official Receiver has taken control of the company
as part of the liquidation process.  Accountancy firm EY has been
named Special Manager in the case, and will be assisting the
Receiver.


MPM CATERING: Enters Administration, Seeks Buyer for Business
-------------------------------------------------------------
Business Sale reports that Shrewsbury-based catering company MPM
Catering has entered administration, appointing Mazars LLP to help
achieve a sale.

The company has 12 full-time employees, none of whom have been made
redundant, Business Sale discloses.

According to Business Sale, the company's most recent accounts, to
the year ending March 31 2019, MPM Catering has total assets worth
GBP245,000.

Conrad Pearson -- conrad.pearson@mazars.co.uk -- and Patrick
Lannagan of Mazars LLP have been appointed as joint administrators
for the business, Business Sale relates.  Mr. Pearson, as cited by
Business Sale, said the business had been affected by the loss of
its managing director, who passed away last year, while it had also
experienced cash-flow difficulties.

"The administrators are marketing the business and assets in the
short term with the hope of achieving a sale.  Any interested
parties should make contact with Mazars in Manchester," Business
Sale quotes Mr. Pearson as saying.

MPM Catering trades as Cook Street and specializes in "street food"
style catering at events and private functions across the UK, such
as industry events and Royal Horticultural Society shows.  Its
high-volume offerings include burgers, fish and chips, waffles,
pulled pork, pizza and more, all served from mobile kitchens, as
well as collaborations with guest traders.


NMC HEALTH: Taps Houlihan Lokey to Explore Strategic Options
------------------------------------------------------------
Dinesh Nair, Archana Narayanan, and Nicolas Parasie at Bloomberg
News report that NMC Health Plc founder Bavaguthu Raghuram Shetty
hired Houlihan Lokey Inc. to explore strategic options for his
holding company, including a potential debt restructuring or the
sale of some assets, according to people familiar with the matter.

According to Bloomberg, the people said the investment bank is
working with BRS Ventures Investment to revamp debt and seek
potential investment partners or sell assets from the portfolio,
which holds 30 companies including hospital operator NMC and
financial services firm Finablr Plc.

The borrowing of the holding company includes a loan of about $1
billion that was used to acquire Travelex Holdings Ltd., Bloomberg
relays, citing the people, who asked not to be identified as the
matter is private.

Mr. Shetty last week resigned from the board of NMC amid investor
concern he faced a margin call and misrepresented his stake in the
hospital operator, Bloomberg recounts.  Law firm Herbert Smith
Freehills has launched a review of Shetty's holdings at his
request, Bloomberg notes.

NMC operates the largest medical network in the United Arab
Emirates and in 2012 became the first Abu Dhabi company to list in
London.  Shares in the company have plunged since Muddy Waters
Capital LLC released a report criticizing its accounts in December
and the firm is now the focus of takeover speculation, Bloomberg
recounts.

Carson Block's Muddy Waters has alleged that NMC's financial
statements hint at potential over payment for assets, inflated cash
balances and understated debt, Bloomberg relates.

NMC has called those claims unfounded, according to Bloomberg.


POWERLEAGUE: Sends Customers Urgent Pleas for Cash
--------------------------------------------------
Vinjeru Mkandawire at The Telegraph reports that five-a-side
football operator Powerleague has routinely sent customers urgent
pleas for cash to meet some of its costs just over a year after a
rescue plan that resulted in the closure of 13 sites and the loss
of 109 jobs.  

According to The Telegraph, the company, which is owned by private
equity firm Patron Capital, recently warned that one of its London
sites would not be able to cover some of its expenses without
additional funds from its football teams.

Powerleague's appeals for cash rather than card payments comes
months after its direct competitor Goals Soccer Centres was forced
to delist following a GBP12 million accounting black hole, The
Telegraph relates.  The business was later acquired by buyout
investor Inflexion, The Telegraph notes.

Powerleague, as cited by The Telegraph, said that requests made to
players for cash are not normal practice.




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

[*] BOND PRICING: For the Week February 17 to February 21, 2020
---------------------------------------------------------------
Issuer                   Coupon  Maturity  Currency  Price
------                   ------  --------  --------  -----
Intelsat Luxembourg SA   8.125    6/1/2023      USD    41.539
Intelsat Connect Finance 9.500    2/15/2023     USD    60.918
Moby SpA                 7.750    2/15/2023     EUR    32.000
Valaris plc              7.750    2/1/2026      USD    48.981
Nostrum Oil & Gas Finance8.000    7/25/2022     USD    46.164
Petra Diamonds US Treasur7.250    5/1/2022      USD    61.344
Casino Guichard Perrachon3.992                  EUR    55.482
Naviera Armas SA         6.500    7/31/2023     EUR    72.933
Valaris plc              8.000    1/31/2024     USD    56.708
Vallourec SA             2.250    9/30/2024     EUR    72.632
Mitsubishi UFJ Investor S4.092    12/15/2050    EUR    70.994
Valaris plc              4.875    6/1/2022      USD    72.700
Vallourec SA             4.125    10/4/2022     EUR     5.619
Pro-Gest SpA             3.250    12/15/2024    EUR    64.758
Mallinckrodt Internationa5.750    8/1/2022      USD    53.256
Valaris plc              5.750    10/1/2044     USD    40.160
Ageasfinlux SA           0.950                  EUR    71.357
Rallye SA                4.000    4/2/2021      EUR    27.070
Naviera Armas SA         4.250    11/15/2024    EUR    67.800
Officine Maccaferri-SpA  5.750    6/1/2021      EUR    35.407
Nostrum Oil & Gas Finance7.000    2/16/2025     USD    45.094
Astaldi SpA              7.125    12/1/2020     EUR    12.932
Valaris plc              5.200    3/15/2025     USD    48.548
Casino Guichard Perrachon1.154                  EUR    36.602
Distribuidora Internacion0.875    4/6/2023      EUR    53.583
Ferroglobe PLC / Globe Sp9.375    3/1/2022      USD    73.707
Valaris plc              4.500    10/1/2024     USD    49.851
Maisons du Monde SA      0.125    12/6/2023     EUR    42.131
Thomas Cook Group PLC    6.250    6/15/2022     EUR     6.875
Intralot Capital Luxembou6.750    9/15/2021     EUR    64.032
Quadient                 3.375                  EUR    59.169
HI Bidco AS              7.300    10/30/2022    NOK    58.219
Valaris plc              7.375    6/15/2025     USD    55.552
Offshore Drilling Holding8.375    9/20/2020     USD    31.787
Rallye SA                4.371    1/23/2023     EUR    27.025
Debenhams PLC            5.250    7/15/2021     GBP    21.000
Jain International Tradin7.125    2/1/2022      USD    31.637
Air France-KLM           0.125    3/25/2026     EUR    17.922
Intralot Capital Luxembou5.250    9/15/2024     EUR    43.055
Valaris plc              4.750    1/15/2024     USD    54.663
Cooperativa Muratori & Ce6.000    2/15/2023     EUR     2.549
Abengoa Abenewco 2 Bis SA1.500    4/26/2024     EUR
ADLER Real Estate AG     2.500    7/19/2021     EUR    14.780
Mallinckrodt Internationa5.625    10/15/2023    USD    43.841
Neoen SA                 1.875    10/7/2024     EUR    38.303
HI Bidco AS              9.800    1/30/2023     NOK    21.072
Valaris plc              5.850    1/15/2044     USD    44.013
Mallinckrodt Internationa5.500    4/15/2025     USD    40.932
Mallinckrodt Internationa4.750    4/15/2023     USD    47.847
Hema Bondco II BV        8.500    1/15/2023     EUR    45.021
Boparan Finance PLC      4.375    7/15/2021     EUR    73.330
Econocom Group SA/NV     0.500    3/6/2023      EUR     7.119
Intelsat Connect Finance 9.500    2/15/2023     USD    61.569
Cooperativa Muratori & Ce6.875    8/1/2022      EUR     2.467
Senvion Holding GmbH     3.875    10/25/2022    EUR     6.000
Senivita Social Estate AG6.500    5/12/2020     EUR    56.400
Rallye SA                3.250    2/8/2024      CHF    26.000
Korian SA                2.500                  EUR    49.797
Genfit                   3.500    10/16/2022    EUR    24.639
Pierre & Vacances SA     2.000    4/1/2023      EUR    54.631
Yell Bondco PLC          8.500    5/2/2023      GBP    61.411
Astaldi SpA              4.875    6/21/2024     EUR    11.802
FF Group Finance Luxembou1.750    7/3/2019      EUR     4.500
HOCHDORF Holding AG      2.500                  CHF    54.079
Ferroglobe PLC / Globe Sp9.375    3/1/2022      USD    73.478
Top Gun Realisations 74 P6.500    7/1/2022      GBP    18.791
O1 Properties Finance PLC8.250    9/27/2021     USD    40.000
FF Group Finance Luxembou3.250    11/2/2021     CHF    10.246
Pizzaexpress Financing 1 8.625    8/1/2022      GBP    35.739
Greenyard Fresh NV       3.750    12/22/2021    EUR    69.732
KCA Deutag UK Finance PLC7.250    5/15/2021     USD    69.046
Valaris plc              5.400    12/1/2042     USD    43.610
Boparan Finance PLC      5.500    7/15/2021     GBP    73.053
Banco Espirito Santo SA  4.000    1/21/2019     EUR    25.244
EA Partners I BV         6.875    9/28/2020     USD    45.074
Galapagos Holding SA     7.000    6/15/2022     EUR     7.684
Rallye SA                5.250    2/1/2022      EUR    27.513
Rallye SA                4.000    11/23/2020    CHF    26.556
Transcapitalbank JSC Via 10.000   9/18/2020     USD    54.906
KCA Deutag UK Finance PLC9.875    4/1/2022      USD    69.900
Immigon Portfolioabbau AG5.980                  EUR    15.866
Bourbon Corp             6.446                  EUR     2.651
FIGEAC-AERO              1.125    10/18/2022    EUR    23.775
Alno AG                  8.500    5/14/2018     EUR    11.527
Privatbank CJSC Via UK SP11.000   2/9/2021      USD     9.532
EA Partners II BV        6.750    6/1/2021      USD    48.500
Grupo Isolux Corsan SA   6.000    12/30/2021    EUR     0.398
Steinhoff Finance Holding1.250    10/21/2023    EUR    41.118
Air Berlin PLC           8.250    4/19/2018     EUR     1.999
Grupo Isolux Corsan SA   1.000    12/30/2021    EUR     1.453
Thomas Cook Finance 2 PLC3.875    7/15/2023     EUR     7.056
Santhera Pharmaceuticals 5.000    2/17/2022     CHF    55.749
CNP Assurances           2.000                  EUR    75.000
Bilt Paper BV            9.640                  USD     1.004
Petra Diamonds US Treasur7.250    5/1/2022      USD    61.611
Allied Irish Banks PLC   12.500   6/25/2035     GBP    70.751
Quant AB                 6.000    2/15/2023     EUR    70.738
Banco Espirito Santo SA  2.625    5/8/2017      EUR    24.550
House of Fraser Funding P6.504    9/15/2020     GBP     4.517
Stobart Finance PLC      2.750    5/8/2024      GBP    74.000
UkrLandFarming PLC       10.875   3/26/2018     USD     4.250
KCA Deutag UK Finance PLC9.625    4/1/2023      USD    69.370
Lehman Brothers UK Capita5.125                  EUR     7.092
Mitsubishi UFJ Investor S3.859    12/30/2099    EUR     4.853
Scandinavian Airlines Sys0.625                  CHF    36.872
Lambay Capital Securities6.250                  GBP     0.574
Rickmers Holding AG      8.875    6/11/2018     EUR     1.682
Nexity SA                0.125    1/1/2023      EUR    66.293
Prime Living AB          7.201    10/19/2023    SEK     5.000
Evan Group PLC           6.000    7/31/2022     EUR    70.963
Lehman Brothers UK Capita6.900                  USD     2.745
Avangardco Investments Pu10.000   10/29/2018    USD     6.000
Privatbank CJSC Via UK SP10.250   1/23/2018     USD    30.529
Banco Espirito Santo SA  7.125    11/28/2023    EUR     0.075
Nostrum Oil & Gas Finance8.000    7/25/2022     USD    46.047
Bank Otkritie Financial C10.000   4/26/2019     USD     9.701
Rallye SA                3.400    1/31/2022     EUR    28.000
Hellenic Bank PCL        10.000                 EUR    49.907
LA Perla Fashion Finance 7.250    3/29/2023     EUR    39.215
Air Berlin PLC           6.750    5/9/2019      EUR     1.782
Virgolino de Oliveira Fin11.750   2/9/2022      USD     4.022
Hamon & CIE SA           3.300    1/30/2025     EUR    50.000
Virgolino de Oliveira Fin10.500   1/28/2018     USD     3.000
Alno AG                  8.000    3/21/2019     EUR    15.250
Alitalia-Societa Aerea It5.250    7/30/2020     EUR     6.000
Portugal Telecom Internat6.250    7/26/2016     EUR     1.198
Yuksel Insaat AS         9.500    11/10/2015    USD     1.000
Nexity SA                0.250    3/2/2025      EUR    69.492
Banco Espirito Santo SA  4.750    1/15/2018     EUR    25.549
Afren PLC                6.625    12/9/2020     USD     0.051
Civitas Properties Financ4.000    11/24/2022    EUR    74.500
Eramet                   4.000                  EUR    51.385
Koninklijke Luchtvaart Ma0.750                  CHF    37.100
Rallye SA                1.000    10/2/2020     EUR    27.125
Claranova SADIR          5.000    7/1/2023      EUR     1.180
Agrokor dd               9.125    2/1/2020      EUR    19.247
Stichting Afwikkeling Ond6.250    10/26/2020    EUR     1.000
KCA Deutag UK Finance PLC9.875    4/1/2022      USD    69.926
Espirito Santo Financial 6.875    10/21/2019    EUR     0.130
DOF Subsea AS            9.500    3/14/2022     USD    66.448
Abengoa Abenewco 2 Bis SA1.500    4/26/2024     USD     6.350
Nostrum Oil & Gas Finance7.000    2/16/2025     USD    45.224
Orient Express Bank PJSC 10.000                 USD    40.081
EDOB Abwicklungs AG      7.500    4/1/2012      EUR     0.466
Cirio Holding Luxembourg 6.250    2/16/2004     EUR     0.822
New World Resources NV   4.000    10/7/2020     EUR     0.021
DOF Subsea AS            8.830    5/22/2020     NOK    70.000
Lehman Brothers UK Capita3.875                  EUR     7.125
Afren PLC                11.500   2/1/2016      USD     0.017
EOS Imaging SA           6.000    5/31/2023     EUR     5.797
KCA Deutag UK Finance PLC7.250    5/15/2021     USD    69.869
Mallinckrodt Internationa5.625    10/15/2023    USD    43.175
KTG Agrar SE             7.125    6/6/2017      EUR     0.561
Stichting Afwikkeling Ond11.250                 EUR     1.109
JZ Capital Partners Ltd  6.000    7/30/2021     GBP     9.800
APP International Finance11.750   10/1/2005     USD     0.769
Top Gun Realisations 73 P8.000    7/1/2023      GBP     1.189
Banca Popolare di Vicenza2.821    12/20/2017    EUR     0.200
Dexia Credit Local SA    1.317                  EUR     6.758
Lloyds Bank PLC          1.380    7/5/2033      USD    67.931
Europejskie Centrum Odszk5.790    4/14/2020     PLN    71.000
OGX Austria GmbH         8.500    6/1/2018      USD     0.001
BBVA International Prefer1.574                  GBP    66.500
Paragon GmbH & Co KGaA   4.000    4/23/2024     CHF    73.000
Agrokor dd               8.875    2/1/2020      USD    19.364
Dexia SA                 1.382                  EUR     7.642
Abengoa Abenewco 2 Bis SA1.500    4/26/2024     USD     6.500
ESFIL-Espirito Santo Fina5.250    6/12/2015     EUR     0.060
KCA Deutag UK Finance PLC9.625    4/1/2023      USD    69.752
Banca Popolare di Vicenza9.500    9/29/2025     EUR     0.038
Banco Espirito Santo SA  2.237                  EUR     0.086
Agrokor dd               9.875    5/1/2019      EUR    19.336
Region of Abruzzo Italy  0.036    11/7/2036     EUR    64.574
Caixa Economica Montepio 5.000                  EUR    51.000
Prime Living AB          4.598    9/29/2022     SEK    34.380
Portigon AG              7.460    6/1/2020      EUR    19.000
New World Resources NV   8.000    4/7/2020      EUR     1.454
Air Berlin PLC           5.625    5/9/2019      CHF     1.363
HOCHDORF Holding AG      3.500    3/30/2020     CHF    26.600
Mallinckrodt Internationa5.750    8/1/2022      USD    52.115
Societe Centrale des Bois2.500    5/15/2023     EUR     6.880
Offshore Drilling Holding8.375    9/20/2020     USD    32.439
Mallinckrodt Internationa5.500    4/15/2025     USD    41.092
BIM SAS                  2.500    11/13/2020    EUR    22.436
Kaupthing ehf            7.625    2/28/2015     USD     0.250
Manchester Building Socie6.750                  GBP    20.676
CBo Territoria           3.750    7/1/2024      EUR     4.900
Privatbank CJSC Via UK SP10.875   2/28/2018     USD    31.133
Tonon Luxembourg SA      9.250    1/24/2020     USD     0.536
Norske Skog Holding AS   8.000    2/24/2021     EUR     0.084
Waste Italia SpA         10.500   11/15/2019    EUR     1.000
DOF Subsea AS            9.850    11/27/2023    NOK    58.476
SeniVita Sozial gGmbH    7.000                  EUR    23.100
Tresu Investment Holding 5.000    9/29/2022     EUR    41.625
LBI ehf                  6.100    8/25/2011     USD     7.375
Sairgroup Finance BV     4.375    6/8/2006      EUR     0.409
Veneto Banca SpA         9.500    12/1/2025     EUR     0.788
Norske Skogindustrier ASA7.000    12/30/2026    EUR     0.036
Cattles Ltd              8.125    7/5/2017      GBP     0.001
International Industrial 9.000    7/6/2011      EUR     0.059
Cirio Finance Luxembourg 7.500    11/3/2002     EUR     2.278
Cirio Del Monte NV       7.750    3/14/2005     EUR     0.450
Solstad Offshore ASA     5.380    9/24/2021     NOK     4.667
YA Holding AB            3.020    6/18/2022     SEK    56.629
Rena GmbH                7.000    12/15/2015    EUR     2.096
Lehman Brothers UK Capita5.750                  EUR     1.500
Idea Bank SA             5.090    8/14/2020     PLN    71.000
Virgolino de Oliveira Fin10.875   1/13/2020     USD    21.677
Deutsche Bank AG/London  0.032    10/31/2034    USD    69.875
Praktiker AG             5.875    2/10/2016     EUR     0.542
Russian Federal Bond - OF0.250    7/20/2044     RUB    24.815
Verimatrix SA            6.000    6/29/2022     EUR     3.751
Cooperatieve Rabobank UA 0.500    2/26/2029     HUF    70.780
Chr Bygga Bostader Holdin9.163    7/5/2021      SEK    50.000
Alpine Holding GmbH      6.000    5/22/2017     EUR     0.477
Del Monte Finance Luxembo6.625    5/24/2006     EUR     1.709
Banco Espirito Santo SA  6.875    7/15/2016     EUR    24.785
Kaupthing ehf            5.750    10/4/2011     USD     0.250
Manchester Building Socie8.000                  GBP    20.559
Hellas Telecommunications6.054    1/15/2015     USD     0.033
Banco Espirito Santo SA  2.417                  EUR     0.217
GEWA 5 to 1 GmbH & Co KG 6.500    3/24/2018     EUR     5.260
Boparan Finance PLC      4.375    7/15/2021     EUR    73.325
Norske Skogindustrier ASA2.000    12/30/2115    EUR     0.415
Bulgaria Steel Finance BV12.000   5/4/2013      EUR     0.216
Elli Investments Ltd     12.250   6/15/2020     GBP    52.501
German Pellets GmbH      7.250    11/27/2019    EUR     0.672
OGX Austria GmbH         8.500    6/1/2018      USD     0.001
EFG International AG     0.286                  EUR    45.000
Aralco Finance SA        10.125   5/7/2020      USD     1.880
International Finance Fac0.500    6/24/2024     ZAR    74.180
Windreich GmbH           6.500    7/15/2016     EUR     8.000
KTG Agrar SE             7.250    10/15/2019    EUR     0.561
WPE International Coopera10.375   9/30/2020     USD     3.417
German Pellets GmbH      7.250    7/9/2018      EUR     0.582
Naviera Armas SA         4.250    11/15/2024    EUR    68.509
Banco Espirito Santo SA  6.900    6/28/2024     EUR    25.226
NTRP Via Interpipe Ltd   10.250   8/2/2017      USD    30.000
Pizzaexpress Financing 1 8.625    8/1/2022      GBP    35.739
Afren PLC                10.250   4/8/2019      USD     0.034
Erotik-Abwicklungsgesells7.750    7/9/2019      EUR     0.779
Senvion Holding GmbH     3.875    10/25/2022    EUR     6.000
PA Resources AB          13.500   3/3/2016      SEK     0.124
Espirito Santo Financial 3.125    12/2/2018     EUR     0.103
OGX Austria GmbH         8.375    4/1/2022      USD     0.001
Sequa Petroleum NV       5.000    4/29/2020     USD    68.238
Espirito Santo Financial 9.750    12/19/2025    EUR     0.790
Finmek International SA  7.000    12/3/2004     EUR     2.193
Astaldi SpA              7.125    12/1/2020     EUR    12.932
Moby SpA                 7.750    2/15/2023     EUR    32.000
UkrLandFarming PLC       10.875   3/26/2018     USD     5.121
Hellas Telecommunications8.500    10/15/2013    EUR     0.444
Pro-Gest SpA             3.250    12/15/2024    EUR    64.389
CRC Breeze Finance SA    6.110    5/8/2026      EUR    50.250
Saleza AS                9.000    7/12/2021     EUR     0.213
Corporate Commercial Bank8.250    8/8/2014      USD     0.289
Steilmann SE             7.000    3/9/2017      EUR     1.429
Vneshprombank Ltd Via VPB9.000    11/14/2016    USD     0.326
Societe Generale SA      12.000   5/29/2020     USD    29.106
Eniro AB                 6.000    4/14/2020     SEK    75.226
Cooperatieve Rabobank UA 0.500    7/30/2043     MXN    17.959
Breeze Finance SA        6.708    4/19/2027     EUR    28.950
Solship Invest 1 AS      5.000    12/8/2024     NOK    10.000
Enertronica Santerno SpA 7.000    12/31/2022    EUR    51.000
International Industrial 11.000   2/19/2013     USD     0.156
Cooperatieve Rabobank UA 0.500    10/29/2027    MXN    57.658
Kommunekredit            0.500    7/30/2027     TRY    41.379
Mriya Agro Holding PLC   10.950   3/30/2016     USD     7.875
KPNQwest NV              8.875    2/1/2008      EUR     0.634
Ideal Standard Internatio11.750   5/1/2018      EUR     0.240
Naviera Armas SA         6.500    7/31/2023     EUR    72.976
Sairgroup Finance BV     6.625    10/6/2010     EUR     0.409
Intralot Capital Luxembou5.250    9/15/2024     EUR    43.000
Golfino AG               8.000    11/18/2023    EUR     0.010
Cooperatieve Rabobank UA 0.500    10/30/2043    MXN    17.297
Gebr Sanders GmbH & Co KG8.750    10/22/2018    EUR    14.406
Norske Skogindustrier ASA7.125    10/15/2033    USD     0.036
Island Offshore Shipholdi4.090    6/30/2021     NOK    13.000
Norske Skog Holding AS   8.000    2/24/2023     USD     0.214
HPI AG                   3.500                  EUR     3.000
State Transport Leasing C7.550    1/18/2030     RUB    60.010
Alpine Holding GmbH      5.250    7/1/2015      EUR     0.477
Bank Nadra Via NDR Financ8.250    7/31/2018     USD     0.208
Solon SE                 1.375    12/6/2012     EUR     0.769
getgoods.de AG           7.750    10/2/2017     EUR     0.126
Galapagos Holding SA     7.000    6/15/2022     EUR     7.684
Virgolino de Oliveira Fin11.750   2/9/2022      USD     3.407
Alpine Holding GmbH      5.250    6/10/2016     EUR     0.478
Steilmann SE             6.750    6/27/2017     EUR     2.184
Stichting Afwikkeling Ond2.358                  EUR     1.109
Steilmann SE             7.000    9/23/2018     EUR     1.429
Finance and Credit Bank J9.250    1/25/2019     USD     0.993
Centrosolar Group AG     7.000    2/15/2016     EUR     2.387
Region of Molise Italy   0.060    12/15/2033    EUR    60.913
Dolphin Drilling ASA     4.490    8/28/2019     NOK     0.296
KPNQwest NV              10.000   3/15/2012     EUR     0.634
Windreich GmbH           6.500    3/1/2015      EUR     8.000
Societe Generale SA      7.000    10/20/2020    USD
Stichting Afwikkeling Ond6.625    5/14/2018     EUR     1.000
Vseukrainsky Aktsinerny B10.900   6/14/2019     USD     1.056
Abengoa Abenewco 2 Bis SA1.500    4/26/2024     EUR     6.200
Thomas Cook Group PLC    6.250    6/15/2022     EUR     6.875
Officine Maccaferri-SpA  5.750    6/1/2021      EUR    35.407
Societe Generale SA      12.000   7/8/2021      USD    42.300
Mox Telecom AG           7.250    11/2/2017     EUR     1.295
Credit Suisse AG/London  12.000   7/3/2020      USD    47.450
Industrial S.p.A.        5.300    8/7/2021      EUR    105.22
Afren PLC                11.500   2/1/2016      USD     0.017
Phosphorus Holdco PLC    10.000   4/1/2019      GBP     2.671
Banco Santander SA       2.008                  EUR     3.289
BOA Offshore AS          0.409    7/17/2047     NOK     8.112
Intralot Capital Luxembou6.750    9/15/2021     EUR    65.463
Leonteq Securities AG/Gue1.600    1/28/2022     EUR    39.790
Sberbank of Russia PJSC  1.165    1/27/2025     RUB    80.000
Virgolino de Oliveira Fin10.500   1/28/2018     USD     3.000
Virgolino de Oliveira Fin10.875   1/13/2020     USD    21.677
Sberbank of Russia PJSC  1.054    7/16/2024     RUB    80.000
International Finance Fac0.500    6/29/2027     ZAR    55.404
Decipher Production Ltd  12.500   9/27/2019     USD     1.500
Pescanova SA             5.125    4/20/2017     EUR     0.443
Hema Bondco II BV        8.500    1/15/2023     EUR    45.448
Havila Shipping ASA      6.360    11/7/2020     NOK    60.338
Ahtium PLC               4.000    12/16/2015    EUR     0.586
International Bank of Aze8.250    10/9/2024     USD    61.250
Air Berlin Finance BV    6.000    3/6/2019      EUR     2.433
O1 Properties Finance PLC7.000    1/29/2021     USD    72.183
Ahtium PLC               9.750    4/4/2017      EUR     0.976
Sberbank of Russia PJSC  0.010    2/28/2020     RUB    98.700
KPNQwest NV              7.125    6/1/2009      EUR     0.634
Linas Matkasse Newco AB  8.195    10/9/2022     SEK    55.000
Afren PLC                6.625    12/9/2020     USD     0.051
Bibby Offshore Services P7.500    6/15/2021     GBP    11.113
Yell Bondco PLC          8.500    5/2/2023      GBP    61.653
SALVATOR Vermoegensverwal9.500    12/31/2021    EUR     6.300
Agrokor dd               8.875    2/1/2020      USD    19.364
Mifa Mitteldeutsche Fahrr7.500    8/12/2018     EUR     2.411
Deutsche Agrar Holding Gm7.250    9/28/2018     EUR     1.254
Evrofinansy-Nedvizhimost 1.500    10/23/2020    RUB    100.00
Landesbank Schleswig-Hols2.239    1/5/2040      USD    50.306
Rena GmbH                8.250    7/11/2018     EUR     2.096
Portugal Telecom Internat5.242    11/6/2017     EUR     0.694
New World Resources NV   4.000    10/7/2020     EUR     0.021
Tonon Luxembourg SA      12.500   5/14/2024     USD     0.445
SiC Processing GmbH      7.125    3/1/2016      EUR     2.858
Mriya Agro Holding PLC   9.450    4/19/2018     USD     7.875
Kardan NV                6.325    1/15/2020     ILS     6.580
Veneto Banca SpA         6.950    2/25/2025     EUR     0.100
Muehl Product & Service A6.750    3/10/2005     DEM     0.032
Credito Padano Banca di C3.100                  EUR    34.123
Activa Resources AG      0.500    11/15/2021    EUR     5.110
Sberbank of Russia PJSC  1.169    1/21/2025     RUB    80.030
Barclays Bank PLC        1.376    10/10/2029    USD    71.394
Barclays Bank PLC        0.252    6/17/2033     USD    72.173
SAG Solarstrom AG        6.250    12/14/2015    EUR    31.000
Golden Gate AG           6.500    10/11/2014    EUR    38.260
Stichting Afwikkeling Ond8.450    8/20/2018     USD     1.000
A-TEC Industries AG      2.750    5/10/2014     EUR     0.141
IT Holding Finance SA    9.875    11/15/2012    EUR     0.202
HSBC Bank PLC            0.500    12/22/2025    BRL    67.327
Depfa Funding III LP     0.378                  EUR    56.730
Rio Forte Investments SA 4.000    7/22/2014     EUR     5.615
Veneto Banca SpA         6.944    5/15/2025     EUR     0.436
WEB Windenergie AG       4.000    12/17/2025    EUR    55.010
New World Resources NV   8.000    4/7/2020      EUR     1.454
Air Berlin Finance BV    8.500    3/6/2019      EUR     2.750
Credit Suisse AG/London  10.200   2/3/2023      USD     9.780
WPE International Coopera10.375   9/30/2020     USD     3.417
Espirito Santo Financial 5.050    11/15/2025    EUR     0.239
Depfa Funding II LP      6.500                  EUR    59.250
Royalbeach Spielwaren Und7.375    11/10/2020    EUR     2.420
Veneto Banca SpA         6.411                  EUR     0.369
AKB Peresvet ZAO         0.510    2/14/2032     RUB    12.000
Pescanova SA             8.750    2/17/2019     EUR     0.443
Finans-Avia OOO          10.000   7/31/2022     RUB     7.380
Atari SA                 0.100    4/1/2020      EUR     7.060
Societe Generale SA      13.200   12/11/2020    USD    63.100
O1 Properties Finance AO 13.000   10/2/2020     RUB    99.000
Landesbank Baden-Wuerttem0.400    2/7/2040      EUR     0.000
Cooperatieve Rabobank UA 0.500    12/29/2027    MXN    56.130
Top Gun Realisations 73 P8.000    7/1/2023      GBP     1.189
SAir Group               5.500    7/23/2003     CHF     9.875
O1 Properties Finance PLC8.250    9/27/2021     USD    47.774
Waste Italia SpA         10.500   11/15/2019    EUR     1.000
Thomas Cook Finance 2 PLC3.875    7/15/2023     EUR     7.031
Lehman Brothers Treasury 2.000    3/16/2035     EUR     3.400
SAG Solarstrom AG        7.500    7/10/2017     EUR    31.000
Lloyds Bank PLC          0.500    7/26/2028     MXN    53.151
Marine Subsea AS         9.000    12/16/2019    USD     0.688
Barclays Bank PLC        12.860   5/28/2020     USD    66.000
Northland Resources AB   15.000   7/15/2019     USD     2.621
AlphaNotes ETP Dac       0.010    9/9/2029      USD    72.607
Afren PLC                10.250   4/8/2019      USD     0.034
Credit Suisse AG/London  10.000   3/13/2020     USD     4.000
MS Deutschland Beteiligun6.875    12/18/2017    EUR     1.820
Cooperativa Muratori & Ce6.875    8/1/2022      EUR     2.467
UniCredit Bank AG        6.600    7/20/2028     EUR    43.660
Leonteq Securities AG    12.000   8/28/2020     CHF    14.930
Agrokor dd Via Aquarius +4.921    8/8/2017      EUR    14.375
WEB Windenergie AG       5.250    4/8/2023      EUR    55.010
Heta Asset Resolution AG 7.500    12/31/2023    ATS     1.748
Northland Resources AB   4.000    10/15/2020    NOK     0.138
Bank Otkritie Financial C10.000   4/26/2019     USD     9.701
Polski Bank Spoldzielczy 5.290    9/14/2027     PLN    21.000
Irish Bank Resolution Cor4.000    4/23/2018     EUR    42.733
Mobylife Holding A/S     7.407    5/23/2020     SEK     8.125
mybet Holding SE         6.250    12/12/2020    EUR     0.500
Boparan Finance PLC      5.500    7/15/2021     GBP    73.345
Raiffeisen Centrobank AG 6.000    7/21/2020     EUR    57.790
BNP Paribas SA           1.000    1/23/2040     MXN    39.569
Havila Shipping ASA      5.000    11/7/2020     NOK    50.387
SpareBank 1 SR-Bank ASA  1.383    12/21/2030    EUR    72.506
Lehman Brothers Treasury 1.692    10/5/2035     EUR     3.400
Lehman Brothers Treasury 6.650    8/24/2011     AUD     3.400
Privatbank CJSC Via UK SP10.875   2/28/2018     USD    31.133
Cooperatieve Rabobank UA 0.500    1/31/2033     MXN    36.587
Heta Asset Resolution AG 0.064    12/31/2023    EUR     1.748
Lehman Brothers Treasury 1.692    11/2/2035     EUR     3.400
Societe Generale SA      12.000   4/2/2020      USD    44.900
A-TEC Industries AG      8.750    10/27/2014    EUR     0.141
Agrokor dd               9.125    2/1/2020      EUR    19.247
Teksid Aluminum Luxembour12.375   7/15/2011     EUR     0.338
Norske Skog Holding AS   8.000    2/24/2021     EUR     0.084
Raiffeisen Schweiz Genoss6.250    2/17/2020     CHF    55.810
EFG International Finance6.130    6/20/2024     EUR    43.770
German Pellets GmbH      7.250    4/1/2016      EUR     0.622
Municipality Finance PLC 0.500    6/19/2024     ZAR    73.256
Societe Generale SA      8.600    7/29/2022     USD    53.150
Top Gun Realisations 74 P6.500    7/1/2022      GBP    18.791
ING Bank NV              6.500    12/30/2020    EUR    72.600
BKZ Finance OAO          6.000    12/6/2030     RUB    85.000
Kaupthing ehf            9.000                  USD     0.122
Barclays Bank PLC        2.000    6/12/2029     TRY    40.523
Plaza Centers NV         6.900    7/1/2020      ILS    21.350
Finans-Avia OOO          0.010    7/31/2027     RUB     3.670
Corner Banca SA          12.400   11/2/2020     CHF    63.000
Cooperativa Muratori & Ce6.000    2/15/2023     EUR     2.549
Banca Popolare di Vicenza9.500    10/2/2025     EUR     0.094
Phosphorus Holdco PLC    10.000   4/1/2019      GBP     2.671
Hellas Telecommunications6.054    1/15/2015     USD     0.033
Heta Asset Resolution AG 0.148    12/31/2023    EUR     1.748
Zaklady Miesne Henryk Kan6.950    3/29/2021     PLN
UniCredit Bank AG        4.000    5/14/2020     EUR    69.430
Spoldzielczy Bank Rozwoju5.290    7/16/2025     PLN    52.000
Natixis SA               0.300    6/25/2048     USD    47.850
Solarwatt GmbH           7.000    11/1/2015     EUR    15.500
Trinfiko Holdings ZAO    10.000   3/20/2024     RUB    100.00
Heta Asset Resolution AG 5.920    12/31/2023    EUR     1.748
Pescanova SA             6.750    3/5/2015      EUR     0.443
mybet Holding SE         6.250    12/11/2020    EUR    20.000
Aralco Finance SA        10.125   5/7/2020      USD     1.880
Banco Espirito Santo SA  10.000   12/6/2021     EUR     0.075
Grupo Isolux Corsan SA   6.000    12/30/2021    USD     0.398
Deutsche Bank AG/London  0.500    10/18/2038    MXN    19.932
Bilt Paper BV            9.640                  USD     1.004
Barclays Bank PLC        1.450    9/24/2038     MXN    28.821
BLT Finance BV           12.000   2/10/2015     USD    10.500
SG Issuer SA             5.500    4/10/2021     EUR    70.160
Agrokor dd               9.875    5/1/2019      EUR    19.336
Leonteq Securities AG    14.000   6/12/2020     CHF     6.130
Transneft PJSC           9.650    6/30/2023     RUB    68.070
Credit Suisse AG/London  6.250    10/31/2025    USD    11.734
Leonteq Securities AG    7.200    2/2/2021      EUR    60.460
SALVATOR Vermoegensverwal9.500                  EUR    15.400
Bank Otkritie Financial C0.010    9/24/2025     RUB    64.070
SAir Group               6.250    10/27/2002    CHF     9.875
IT Holding Finance SA    9.875    11/15/2012    EUR     0.202
COFIDUR SA               0.100    12/31/2024    EUR    25.800
WEB Windenergie AG       6.250                  EUR    55.010
SAir Group               5.125    3/1/2003      CHF    13.500
SAir Group               0.125    7/7/2005      CHF     9.875
Minicentrales Dos SA     0.010    6/6/2047      EUR    65.750
Norske Skogindustrier ASA7.125    10/15/2033    USD     0.036
Petromena ASA            10.850   11/19/2018    USD     0.607
Kaupthing ehf            7.625    2/28/2015     USD     0.250
Minicentrales Dos SA     0.010    6/6/2047      EUR    65.750
KPNQwest NV              8.125    6/1/2009      USD     0.634
Ideal Standard Internatio11.750   5/1/2018      EUR     0.240
Credito Padano Banca di C3.100                  EUR    34.345
La Veggia Finance SA     7.125    11/14/2004    EUR     0.287
UniCredit Bank AG        12.300   6/26/2020     EUR    63.090
Fast Finance SA          10.500   1/15/2021     PLN
Erste Group Bank AG      5.800    1/31/2023     EUR    65.550
KPNQwest NV              7.125    6/1/2009      EUR     0.634
Grupo Isolux Corsan SA   0.250    12/30/2018    EUR     1.453
ECM Real Estate Investmen5.000    10/9/2011     EUR    15.375
Kaupthing ehf            6.125    10/4/2016     USD     0.250
AKB Peresvet ZAO         0.510    8/4/2034      RUB    17.100
Cooperatieve Rabobank UA 0.500    8/21/2028     MXN    52.862
Zaklady Miesne Henryk Kan6.950    3/29/2021     PLN
Raiffeisen Schweiz Genoss5.250    2/9/2021      CHF    39.410
RENE LEZARD Mode GmbH    7.250    11/25/2017    EUR     1.400
Gold-Zack AG             7.000    12/14/2005    EUR     9.050
Bulgaria Steel Finance BV12.000   5/4/2013      EUR     0.216
A-TEC Industries AG      5.750    11/2/2010     EUR     0.141
Northland Resources AB   4.000    10/15/2020    USD     0.138
PSN Pm OOO               9.500    9/10/2026     RUB    21.625
OGX Austria GmbH         8.375    4/1/2022      USD     0.001
Bibby Offshore Services P7.500    6/15/2021     GBP    11.113
Commerzbank AG           6.000    6/6/2022      USD     2.070
EFG International Finance10.500   2/7/2022      EUR    75.550
Cooperatieve Rabobank UA 0.500    11/30/2027    MXN    56.143
Grupo Isolux Corsan SA   1.000    12/30/2021    USD     1.453
Otkritie Holding JSC     10.000   4/20/2028     RUB
Pongs & Zahn AG          8.500                  EUR     0.016
Irish Bank Resolution Cor6.750    11/30/2013    BGN    42.750
KPNQwest NV              8.875    2/1/2008      EUR     0.634
Norske Skog Holding AS   8.000    2/24/2023     USD     0.214
Cerruti Finance SA       6.500    7/26/2004     EUR     1.389
DekaBank Deutsche Girozen0.010    6/29/2046     EUR    74.620
SAir Group               4.250    2/2/2007      CHF     9.875
Barclays Bank PLC        0.500    1/28/2033     MXN    35.169
Lehman Brothers Treasury 7.250    10/6/2008     EUR     2.571
Lehman Brothers Treasury 5.103    6/22/2046     EUR     2.571
Kaupthing ehf            3.092                  ISK     0.250
Leonteq Securities AG/Gue9.800    6/12/2020     CHF    66.620
SAir Group               6.250    4/12/2005     CHF     9.875
Northland Resources AB   15.000   7/15/2019     USD     2.621
Danske Bank A/S          10.300   7/9/2023      SEK    55.300
Credit Suisse AG/London  4.360    2/28/2020     EUR    67.000
Commerzbank AG           1.000    11/2/2020     USD    18.680
WEB Windenergie AG       5.500    4/8/2023      EUR    55.010
Lehman Brothers Treasury 0.500    12/20/2017    AUD     2.571
Espirito Santo Financial 0.515    10/27/2024    EUR     1.217
Norske Skogindustrier ASA7.000    12/30/2026    EUR     0.036
Heta Asset Resolution AG 0.370    12/31/2023    EUR     1.748
Hellenic Republic Governm2.085    7/25/2057     EUR    50.339
Lehman Brothers Treasury 6.600    2/22/2012     EUR     2.571
Espirito Santo Financial 5.125    5/30/2016     EUR     1.677
House of Fraser Funding P6.504    9/15/2020     GBP     4.517
DekaBank Deutsche Girozen4.810    6/30/2020     EUR    53.240
Commerzbank AG           5.350    3/2/2020      USD    54.040
Leonteq Securities AG    10.000   3/2/2020      EUR    52.030
Raiffeisen Schweiz Genoss10.300   2/19/2020     EUR    62.880
Bayerische Landesbank    2.800    3/13/2020     EUR    73.840
UniCredit Bank AG        4.500    8/6/2021      EUR    68.610
Laurel GmbH              7.125    11/16/2017    EUR     7.750
Lehman Brothers Treasury 14.900   9/15/2008     EUR     2.571
Lehman Brothers Treasury 11.750   3/1/2010      EUR     2.571
AKB Peresvet ZAO         13.250   4/25/2018     RUB    18.000
Credit Suisse AG/London  12.500   7/24/2020     USD    25.680
Lehman Brothers Treasury 2.875    3/14/2013     CHF     3.750
Lehman Brothers Treasury 10.000   6/11/2038     JPY     2.571
Windreich GmbH           6.250    3/1/2015      EUR     8.000
MIK OAO                  15.000   2/19/2020     RUB    60.020
DekaBank Deutsche Girozen7.000    2/28/2020     EUR    72.440
Commerzbank AG           13.200   9/19/2023     SEK    77.000
Raiffeisen Schweiz Genoss5.500    5/4/2020      CHF    54.770
EFG International Finance5.150    6/10/2020     EUR    40.570
Fonciere Volta SA        4.500    7/30/2020     EUR     2.360
Business-Consulting OAO  6.000    12/6/2030     RUB    65.000
Sberbank of Russia PJSC  0.010    5/22/2023     RUB    73.110
LBI ehf                  7.431                  USD     0.001
Otkritie Holding JSC     12.090   12/8/2027     RUB     0.010
Petromena ASA            9.750    5/24/2016     NOK     0.607
Bayerische Landesbank    2.300    9/11/2020     EUR    73.530
SAir Group               2.750    7/30/2004     CHF     9.875
EDOB Abwicklungs AG      7.500    4/1/2012      EUR     0.466
Norske Skogindustrier ASA2.000    12/30/2115    EUR     0.415
HSBC Bank PLC            0.500    6/23/2027     MXN    58.207
Lehman Brothers Treasury 0.500    12/20/2017    USD     2.571
Lehman Brothers Treasury 7.600    1/31/2013     AUD     2.571
SAir Group               2.125    11/4/2004     CHF     9.875
Windreich GmbH           6.750    3/1/2015      EUR     8.000
Tonon Luxembourg SA      12.500   5/14/2024     USD     0.445
DZ Bank AG Deutsche Zentr8.000    2/26/2020     EUR    73.760
Commerzbank AG           6.000    5/9/2022      USD     1.000
UBS AG/London            6.000    2/28/2020     CHF    60.650
Leonteq Securities AG/Gue2.750    9/15/2022     CHF    31.750
UniCredit Bank AG        3.800    7/23/2020     EUR    38.800
Landesbank Baden-Wuerttem4.800    2/28/2020     EUR    62.480
Archer Finance OOO       9.250    3/29/2022     RUB     0.590
UniCredit Bank AG        4.500    11/18/2020    EUR    40.720
Astana Finance BV        7.875    6/8/2010      EUR    16.000
Nutritek International Co8.750    12/11/2008    USD     2.089
Intelsat SA              4.500    6/15/2025     USD    44.250
Credit Suisse AG/London  6.500    3/28/2022     USD     3.910
State of Saxony-Anhalt   0.134    7/3/2028      EUR    42.000
Kaupthing ehf            7.500    12/5/2014     ISK     0.250
Kaupthing ehf            4.390    10/14/2008    CZK     0.250
Rosbank PJSC             0.020    4/30/2024     RUB    60.000
Heta Asset Resolution AG 5.730    12/31/2023    EUR     1.748
Rio Forte Investments SA 4.750    11/10/2015    EUR     5.394
Barclays Bank PLC        10.500   5/29/2020     USD    33.490
EFG International Finance6.400    6/22/2020     CHF    51.740
Leonteq Securities AG/Gue6.000    5/22/2020     CHF    66.300
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    63.080
UniCredit Bank AG        3.750    9/7/2020      EUR    40.970
UniCredit Bank AG        3.730    3/12/2020     EUR    65.200
UBS AG/London            11.500   3/9/2020      CHF    73.250
UBS AG/London            10.000   3/9/2020      CHF    56.200
Landesbank Baden-Wuerttem2.230    5/22/2020     EUR    74.660
Spoldzielczy Bank Rozwoju5.290    3/12/2025     PLN    70.000
Raiffeisen Centrobank AG 8.000    3/3/2020      EUR    61.870
Bank Julius Baer & Co Ltd6.250    10/5/2020     CHF    71.250
Bayerische Landesbank    2.500    9/10/2021     EUR    71.560
Bayerische Landesbank    3.200    7/3/2020      EUR    71.610
Kaupthing ehf            5.750    10/4/2011     USD     0.250
Rio Forte Investments SA 3.900    7/10/2014     USD     5.500
Otkritie Holding JSC     12.140   10/3/2036     RUB    60.010
UniCredit Bank AG        5.200    5/4/2020      USD    43.400
Landesbank Hessen-Thuerin6.600    2/17/2023     EUR    50.360
Sberbank of Russia PJSC  7.550    7/12/2021     RUB    70.020
Landesbank Hessen-Thuerin6.250    12/22/2022    EUR    55.150
EFG International Finance7.000    5/23/2022     EUR    65.100
Commerzbank AG           2.540    4/15/2020     EUR    67.800
Societe Generale SA      9.000    7/22/2022     USD    47.100
Samaratransneft-Terminal 12.000   4/27/2022     RUB    19.000
Tonon Luxembourg SA      9.250    1/24/2020     USD     0.536
Lehman Brothers Treasury 5.250    4/1/2023      EUR     2.571
Natixis SA               2.100    6/8/2021      EUR    47.395
Leonteq Securities AG    4.000    12/18/2026    CHF    67.670
UniCredit Bank AG        3.630    3/12/2020     EUR    57.880
Leonteq Securities AG/Gue10.000   3/16/2020     USD    52.450
UBS AG/London            12.500   3/16/2020     CHF    36.050
Landesbank Hessen-Thuerin5.700    6/16/2022     EUR    64.330
UniCredit Bank AG        4.100    10/1/2020     EUR    52.650
City of Predeal Romania  3.500    5/15/2026     RON    60.000
Raiffeisen Schweiz Genoss5.750    2/25/2021     CHF    61.680
Gazprombank JSC          0.010    11/24/2022    RUB    72.270
Bayerische Landesbank    3.100    7/31/2020     EUR    71.060
Bank Julius Baer & Co Ltd7.650    6/8/2020      EUR    62.600
Landesbank Hessen-Thuerin4.000    2/17/2021     EUR    74.180
Landesbank Hessen-Thuerin5.550    3/16/2023     EUR    56.100
Astana Finance BV        9.000    11/16/2011    USD    15.250
Lehman Brothers Treasury 1.500    10/25/2011    EUR     2.571
Lehman Brothers Treasury 4.680    12/12/2045    EUR     2.571
Lehman Brothers Treasury 6.000    3/18/2015     USD     3.400
Municipality Finance PLC 0.250    6/28/2040     CAD    36.439
DekaBank Deutsche Girozen5.000    2/28/2020     EUR    56.440
SAir Group               2.750    7/30/2004     CHF     9.875
Kaupthing ehf            3.750    2/1/2045      USD     0.100
Lehman Brothers Treasury 13.500   11/28/2008    USD     2.571
SG Issuer SA             3.000    10/10/2034    ZAR    43.579
Lehman Brothers Treasury 12.400   6/12/2009     USD     2.571
Lehman Brothers Treasury 1.000    5/9/2012      EUR     2.571
Lehman Brothers Treasury 8.875    1/28/2011     HKD     3.400
Lehman Brothers Treasury 6.250    9/5/2011      EUR     2.571
Espirito Santo Financial 5.625    7/28/2017     EUR     1.226
Credit Suisse AG         0.500    12/16/2025    BRL    67.395
LBI ehf                  8.650    5/1/2011      ISK     7.375
Bayerische Landesbank    2.500    8/21/2020     EUR    74.630
Bayerische Landesbank    3.550    8/21/2020     EUR    62.300
Bayerische Landesbank    3.150    7/31/2020     EUR    61.860
Bayerische Landesbank    3.100    7/10/2020     EUR    58.910
Bayerische Landesbank    3.000    7/17/2020     EUR    66.020
Bayerische Landesbank    3.100    10/23/2020    EUR    65.400
Raiffeisen Switzerland BV5.600    11/2/2020     CHF    66.000
UBS AG/London            12.000   6/19/2020     USD    44.110
Leonteq Securities AG    16.200   6/4/2020      EUR    72.810
Landesbank Hessen-Thuerin5.900    2/2/2024      EUR    74.580
Credit Suisse AG/London  4.590    2/28/2020     EUR    39.790
Banque Cantonale Vaudoise6.300    9/7/2020      CHF    61.270
Bayerische Landesbank    3.400    10/2/2020     EUR    65.510
Credit Suisse AG/London  7.250    4/24/2020     USD    41.400
Bayerische Landesbank    4.000    5/3/2020      EUR    70.850
Landesbank Hessen-Thuerin4.750    3/3/2020      EUR    71.000
Corner Banca SA          8.200    5/14/2020     CHF    27.080
UniCredit Bank AG        3.750    12/21/2021    EUR    69.510
Bayerische Landesbank    2.800    6/5/2020      EUR    74.120
Societe Generale SA      0.933    4/30/2024     USD    69.200
Leonteq Securities AG    5.600    5/16/2022     CHF    66.030
Bayerische Landesbank    2.200    10/30/2020    EUR    74.430
Leonteq Securities AG/Gue5.200    6/12/2020     CHF    64.810
Landesbank Hessen-Thuerin5.100    2/17/2023     EUR    59.850
Bayerische Landesbank    2.800    4/3/2020      EUR    71.520
Landesbank Hessen-Thuerin6.500    2/16/2023     EUR    70.450
Bayerische Landesbank    3.100    11/13/2020    EUR    74.630
LBI ehf                  7.431                  USD     0.001
ECM Real Estate Investmen5.000    10/9/2011     EUR    15.375
Kreditanstalt fuer Wieder0.250    10/6/2036     CAD    46.508
Credit Suisse AG/London  0.500    1/8/2026      BRL    67.131
Lehman Brothers Treasury 5.220    3/1/2024      EUR     2.571
Espirito Santo Financial 5.050    11/15/2025    EUR     0.564
LBI ehf                  2.250    2/14/2011     CHF     7.375
Lehman Brothers Treasury 4.250    3/13/2021     EUR     2.571
Bayerische Landesbank    2.700    8/20/2021     EUR    71.130
Bayerische Landesbank    3.300    9/11/2020     EUR    63.940
Bayerische Landesbank    2.600    11/13/2020    EUR    74.270
Bayerische Landesbank    3.000    2/21/2020     EUR    74.500
Deutsche Bank AG/London  2.000    10/25/2023    TRY    61.965
Lehman Brothers Treasury 3.630    3/2/2012      EUR     2.571
Northland Resources AB   12.250   3/26/2016     USD     2.621
Mriya Agro Holding PLC   9.450    4/19/2018     USD     7.875
Societe Generale SA      0.500    5/22/2024     MXN    73.788
Lehman Brothers Treasury 1.500    2/8/2012      CHF     2.571
Rosbank PJSC             0.010    4/30/2024     RUB    60.000
Credit Suisse AG/London  11.000   6/22/2020     USD    76.860
Natixis SA               2.750    3/1/2021      USD    66.596
Rosbank PJSC             0.030    4/30/2024     RUB    60.000
Landesbank Baden-Wuerttem3.000    9/25/2020     EUR    70.690
Credit Suisse AG/London  6.500    4/30/2021     USD     3.910
Lehman Brothers Treasury 10.000   3/27/2009     USD     2.571
Bank Otkritie Financial C0.010    7/16/2025     RUB    67.000
Lehman Brothers Treasury 7.320    7/31/2013     GBP     2.571
Elli Investments Ltd     12.250   6/15/2020     GBP    52.501
TransFin-M PAO           10.500   6/28/2027     RUB    60.010
Lehman Brothers Treasury 1.750    2/7/2010      EUR     2.571
Lehman Brothers Treasury 13.500   6/2/2009      USD     2.571
Lehman Brothers Treasury 10.442   11/22/2008    CHF     2.571
Rosbank PJSC             0.040    4/30/2024     RUB    60.000
Samaratransneft-Terminal 10.000   3/30/2022     RUB    20.000
Landesbank Hessen-Thuerin5.650    7/20/2023     EUR    67.120
UniCredit Bank AG        4.200    7/26/2022     EUR    64.990
DekaBank Deutsche Girozen2.000    7/30/2021     EUR    70.070
Landesbank Baden-Wuerttem4.850    2/28/2020     EUR    69.860
Landesbank Baden-Wuerttem4.000    2/28/2020     EUR    59.000
Leonteq Securities AG/Gue6.000    1/20/2021     CHF    60.000
UBS AG/London            6.250    7/13/2020     CHF    26.040
UBS AG/London            5.250    7/13/2020     CHF    57.300
Landesbank Hessen-Thuerin2.750    5/20/2021     EUR    60.100
Raiffeisen Schweiz Genoss6.800    7/20/2020     CHF    56.300
UBS AG/London            12.040   7/9/2020      USD    10.045
UniCredit Bank AG        7.000    12/24/2021    EUR    67.290
UniCredit Bank AG        7.500    12/24/2021    EUR    73.530
UniCredit Bank AG        8.400    3/27/2020     EUR    64.510
UniCredit Bank AG        8.800    12/24/2021    EUR    72.440
UniCredit Bank AG        12.800   3/27/2020     EUR    71.940
UniCredit Bank AG        9.300    12/24/2021    EUR    71.630
UniCredit Bank AG        9.500    12/24/2021    EUR    71.350
Commerzbank AG           11.500   6/26/2020     EUR    60.080
Bank Julius Baer & Co Ltd6.750    7/13/2020     EUR    75.300
Commerzbank AG           12.500   6/26/2020     EUR    67.920
UBS AG/London            6.250    6/21/2021     CHF    57.200
UBS AG/London            6.000    6/29/2020     CHF    44.050
UBS AG/London            6.250    6/29/2020     CHF    55.200
UBS AG/London            7.500    6/29/2020     EUR    53.500
UBS AG/London            6.000    12/28/2020    CHF    55.950
Zurcher Kantonalbank Fina6.500    7/3/2020      CHF    38.400
Landesbank Hessen-Thuerin3.500    8/3/2022      EUR    53.120
Raiffeisen Schweiz Genoss5.200    1/6/2021      CHF    57.210
Landesbank Hessen-Thuerin5.750    8/3/2023      EUR    69.320
DekaBank Deutsche Girozen3.100    7/31/2020     EUR    71.590
DekaBank Deutsche Girozen3.000    7/31/2020     EUR    61.110
Landesbank Baden-Wuerttem2.000    7/24/2020     EUR    57.400
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    51.400
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    48.000
Landesbank Baden-Wuerttem2.000    7/24/2020     EUR    66.350
Landesbank Baden-Wuerttem3.000    7/24/2020     EUR    61.740
Landesbank Baden-Wuerttem4.000    7/24/2020     EUR    58.700
Landesbank Baden-Wuerttem2.000    7/24/2020     EUR    67.600
Landesbank Baden-Wuerttem3.000    7/24/2020     EUR    62.580
Landesbank Baden-Wuerttem4.000    7/24/2020     EUR    58.800
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    55.940
Landesbank Baden-Wuerttem3.000    7/24/2020     EUR    79.870
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    70.100
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    62.460
Landesbank Baden-Wuerttem6.500    7/24/2020     EUR    57.550
Landesbank Baden-Wuerttem5.500    7/24/2020     EUR    68.810
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    74.690
Landesbank Baden-Wuerttem6.500    7/24/2020     EUR    69.560
Landesbank Baden-Wuerttem2.000    7/24/2020     EUR    69.120
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    62.710
Landesbank Baden-Wuerttem2.000    7/24/2020     EUR    66.570
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    59.820
Landesbank Baden-Wuerttem2.000    7/24/2020     EUR    55.000
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    49.480
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    45.850
Landesbank Baden-Wuerttem2.000    7/24/2020     EUR    73.260
Landesbank Baden-Wuerttem2.500    7/24/2020     EUR    27.060
Landesbank Baden-Wuerttem4.000    7/24/2020     EUR    24.810
Landesbank Baden-Wuerttem2.500    7/24/2020     EUR    65.980
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    61.780
Landesbank Baden-Wuerttem4.500    7/24/2020     EUR    58.950
Landesbank Baden-Wuerttem4.000    7/24/2020     EUR    73.570
UBS AG/London            11.000   6/29/2020     CHF    58.250
UBS AG/London            7.000    6/29/2020     CHF    73.000
UBS AG/London            6.500    6/29/2020     CHF    54.900
DekaBank Deutsche Girozen7.000    2/1/2021      EUR    57.390
UBS AG/London            3.200    3/26/2020     EUR    60.700
Credit Suisse AG/Nassau  7.000    1/13/2021     CHF    60.360
Leonteq Securities AG    7.600    7/13/2021     CHF    63.780
Leonteq Securities AG/Gue6.200    1/13/2021     CHF    61.130
UniCredit Bank AG        14.200   12/28/2020    EUR    68.410
UniCredit Bank AG        10.100   6/25/2021     EUR    64.330
UniCredit Bank AG        9.000    6/25/2021     EUR    64.870
UniCredit Bank AG        9.000    6/25/2021     EUR    72.270
UniCredit Bank AG        8.000    6/25/2021     EUR    72.440
UniCredit Bank AG        7.000    6/25/2021     EUR    73.920
UniCredit Bank AG        7.000    6/25/2021     EUR    66.690
UniCredit Bank AG        8.000    6/25/2021     EUR    65.700
UniCredit Bank AG        7.400    6/25/2021     EUR    74.210
UniCredit Bank AG        10.600   6/25/2021     EUR    70.800
Landesbank Hessen-Thuerin3.500    8/17/2022     EUR    68.120
Leonteq Securities AG    5.400    7/25/2022     CHF    65.890
HSBC Trinkaus & Burkhardt5.300    6/26/2020     EUR    66.480
HSBC Trinkaus & Burkhardt5.400    6/26/2020     EUR    45.880
HSBC Trinkaus & Burkhardt5.200    6/26/2020     EUR    74.610
UBS AG/London            9.000    7/20/2020     CHF    64.700
UBS AG/London            6.000    7/20/2020     CHF    56.300
UBS AG/London            6.500    7/20/2020     EUR    51.650
Credit Suisse AG/Nassau  7.250    7/30/2020     EUR    74.740
Landesbank Baden-Wuerttem4.000    10/22/2021    EUR    74.320
DekaBank Deutsche Girozen4.000    8/21/2020     EUR    55.140
Landesbank Baden-Wuerttem3.700    8/27/2021     EUR    71.990
Raiffeisen Schweiz Genoss5.800    8/3/2020      EUR    50.640
UBS AG/London            8.000    7/20/2020     CHF    55.800
Leonteq Securities AG/Gue6.200    7/27/2021     CHF    54.240
UniCredit Bank AG        5.350    8/24/2021     EUR    72.970
Leonteq Securities AG    10.000   8/3/2020      CHF    30.860
Raiffeisen Schweiz Genoss7.500    7/27/2020     CHF    55.000
Leonteq Securities AG/Gue10.000   7/27/2020     CHF    59.440
DekaBank Deutsche Girozen3.100    8/21/2020     EUR    66.480
DekaBank Deutsche Girozen3.150    8/21/2020     EUR    67.150
Landesbank Baden-Wuerttem2.300    8/27/2021     EUR    58.700
DekaBank Deutsche Girozen8.150    2/26/2021     EUR    58.890
Leonteq Securities AG    6.200    8/6/2020      CHF    56.370
Goldman Sachs & Co Wertpa12.000   6/24/2020     EUR    64.080
Goldman Sachs & Co Wertpa9.000    3/25/2020     EUR    68.970
Goldman Sachs & Co Wertpa12.000   3/25/2020     EUR    63.820
Goldman Sachs & Co Wertpa9.000    6/24/2020     EUR    68.230
UniCredit Bank AG        6.000    6/25/2021     EUR    67.860
UniCredit Bank AG        11.300   6/25/2021     EUR    74.300
UniCredit Bank AG        8.700    12/24/2021    EUR    72.120
UniCredit Bank AG        9.400    6/25/2021     EUR    71.450
UniCredit Bank AG        10.200   6/25/2021     EUR    70.250
UniCredit Bank AG        11.300   6/25/2021     EUR    69.420
UniCredit Bank AG        12.000   6/25/2021     EUR    68.480
UniCredit Bank AG        10.700   6/25/2021     EUR    69.830
UniCredit Bank AG        5.100    6/25/2021     EUR    69.350
UniCredit Bank AG        5.500    12/24/2021    EUR    69.150
UniCredit Bank AG        8.600    12/24/2021    EUR    66.200
UniCredit Bank AG        6.200    12/24/2021    EUR    68.050
UniCredit Bank AG        13.600   3/27/2020     EUR    59.300
UniCredit Bank AG        6.300    3/27/2020     EUR    67.620
UniCredit Bank AG        10.800   3/27/2020     EUR    61.740
UniCredit Bank AG        7.700    12/24/2021    EUR    66.490
UniCredit Bank AG        12.500   3/27/2020     EUR    71.960
UniCredit Bank AG        14.900   6/25/2021     EUR    72.210
UniCredit Bank AG        7.000    12/24/2021    EUR    73.920
Raiffeisen Schweiz Genoss5.700    12/29/2020    EUR    73.520
Credit Suisse AG/Nassau  7.200    7/5/2021      CHF    61.720
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    70.840
UniCredit Bank AG        8.900    12/29/2020    EUR    51.490
UniCredit Bank AG        7.300    12/29/2020    EUR    71.050
UniCredit Bank AG        6.800    12/29/2020    EUR    58.640
UniCredit Bank AG        7.400    12/29/2020    EUR    57.580
UniCredit Bank AG        9.100    12/29/2020    EUR    49.530
UniCredit Bank AG        8.300    12/29/2020    EUR    72.170
UniCredit Bank AG        6.000    12/29/2020    EUR    54.370
UniCredit Bank AG        8.400    12/29/2020    EUR    43.890
UniCredit Bank AG        9.200    12/29/2020    EUR    43.130
UniCredit Bank AG        6.700    12/29/2020    EUR    46.200
UniCredit Bank AG        8.500    12/29/2020    EUR    49.560
UniCredit Bank AG        10.100   12/29/2020    EUR    47.140
UniCredit Bank AG        6.800    12/29/2020    EUR    48.200
UniCredit Bank AG        7.400    12/29/2020    EUR    46.720
UniCredit Bank AG        6.100    12/29/2020    EUR    56.030
UniCredit Bank AG        6.800    12/29/2020    EUR    54.500
UniCredit Bank AG        6.600    12/29/2020    EUR    59.350
UniCredit Bank AG        9.300    12/29/2020    EUR    54.780
UniCredit Bank AG        9.400    12/29/2020    EUR    61.640
UniCredit Bank AG        7.200    12/29/2020    EUR    65.050
UniCredit Bank AG        14.800   12/29/2020    EUR    29.590
UniCredit Bank AG        6.500    12/29/2020    EUR    59.280
UniCredit Bank AG        12.200   12/29/2020    EUR    32.210
UniCredit Bank AG        9.300    12/29/2020    EUR    53.800
UniCredit Bank AG        6.900    12/29/2020    EUR    69.450
UniCredit Bank AG        10.600   12/29/2020    EUR    53.850
UniCredit Bank AG        11.200   12/29/2020    EUR    52.940
UniCredit Bank AG        6.200    12/29/2020    EUR    71.550
UniCredit Bank AG        10.100   12/29/2020    EUR    50.110
UniCredit Bank AG        7.800    12/29/2020    EUR    69.790
UniCredit Bank AG        10.800   12/29/2020    EUR    73.180
UniCredit Bank AG        9.500    12/29/2020    EUR    69.720
UniCredit Bank AG        7.300    12/29/2020    EUR    70.370
UniCredit Bank AG        6.700    12/29/2020    EUR    72.010
UniCredit Bank AG        8.200    12/29/2020    EUR    72.100
UniCredit Bank AG        8.800    12/29/2020    EUR    75.420
UniCredit Bank AG        7.900    12/29/2020    EUR    41.950
UniCredit Bank AG        8.900    12/29/2020    EUR    40.320
UniCredit Bank AG        7.500    12/29/2020    EUR    73.910
UniCredit Bank AG        8.400    12/29/2020    EUR    70.740
UniCredit Bank AG        9.500    12/29/2020    EUR    68.230
UniCredit Bank AG        7.800    12/29/2020    EUR    64.950
UniCredit Bank AG        6.400    12/29/2020    EUR    68.040
UniCredit Bank AG        6.600    12/29/2020    EUR    63.710
UniCredit Bank AG        6.500    12/29/2020    EUR    63.800
UniCredit Bank AG        7.200    12/29/2020    EUR    26.290
UniCredit Bank AG        8.100    12/29/2020    EUR    60.550
UniCredit Bank AG        7.300    12/29/2020    EUR    62.000
UniCredit Bank AG        8.700    12/29/2020    EUR    65.980
UniCredit Bank AG        6.500    12/29/2020    EUR    26.480
UniCredit Bank AG        8.000    12/29/2020    EUR    67.740
UniCredit Bank AG        10.700   12/29/2020    EUR    56.970
UniCredit Bank AG        9.100    12/29/2020    EUR    60.260
UniCredit Bank AG        7.000    12/29/2020    EUR    55.310
UniCredit Bank AG        10.900   12/29/2020    EUR    74.350
UniCredit Bank AG        8.100    12/29/2020    EUR    75.800
UniCredit Bank AG        12.000   12/29/2020    EUR    52.370
UniCredit Bank AG        8.300    12/29/2020    EUR    53.270
UniCredit Bank AG        7.200    12/29/2020    EUR    62.060
UniCredit Bank AG        9.000    12/29/2020    EUR    47.400
UniCredit Bank AG        7.900    12/29/2020    EUR    48.900
UBS AG/London            8.000    7/20/2020     EUR    53.350
Goldman Sachs & Co Wertpa8.000    3/25/2020     EUR    75.250
Goldman Sachs & Co Wertpa13.000   6/24/2020     EUR    71.110
Leonteq Securities AG/Gue2.500    6/5/2024      EUR    58.590
UBS AG/London            7.000    6/8/2020      CHF    71.900
UBS AG/London            5.750    11/23/2020    CHF    57.400
UBS AG/London            10.750   6/8/2020      CHF    63.550
UBS AG/London            6.500    12/7/2020     EUR    56.450
UBS AG/London            7.250    6/8/2020      USD    64.320
Landesbank Baden-Wuerttem2.500    8/25/2023     EUR    73.000
Landesbank Hessen-Thuerin2.750    8/31/2020     EUR    69.800
Leonteq Securities AG    7.000    8/3/2020      EUR    72.370
Goldman Sachs & Co Wertpa10.000   3/25/2020     EUR    68.850
Goldman Sachs & Co Wertpa8.000    6/24/2020     EUR    74.240
Goldman Sachs & Co Wertpa13.000   6/24/2020     EUR    62.070
Landesbank Hessen-Thuerin4.000    8/31/2022     EUR    73.080
Leonteq Securities AG/Gue10.280   6/11/2020     CHF    72.210
UBS AG/London            6.100    6/25/2020     EUR    55.490
Natixis SA               3.150    6/8/2021      USD    46.430
Leonteq Securities AG    5.000    6/15/2021     CHF    52.320
Leonteq Securities AG/Gue7.000    6/15/2020     CHF    54.340
DekaBank Deutsche Girozen2.700    4/17/2020     EUR    53.300
UBS AG/London            11.000   3/12/2020     USD    56.270
UBS AG/London            6.250    9/14/2020     CHF    67.650
UBS AG/London            12.000   3/12/2020     EUR    29.500
Societe Generale SA      8.000    9/12/2020     USD    57.820
Raiffeisen Schweiz Genoss7.100    6/15/2020     CHF    53.350
Societe Generale Effekten9.140    3/20/2020     EUR    64.090
Landesbank Hessen-Thuerin2.000    3/29/2022     EUR    73.160
Credit Suisse AG/London  10.500   3/23/2020     USD    66.380
UBS AG/London            11.000   3/12/2020     CHF    57.650
UBS AG/London            11.000   3/12/2020     CHF    58.200
UBS AG/London            7.500    3/12/2020     EUR    67.600
DekaBank Deutsche Girozen2.200    4/16/2021     EUR    56.590
Landesbank Hessen-Thuerin5.200    10/22/2024    EUR    67.430
DekaBank Deutsche Girozen6.300    10/9/2020     EUR    59.420
UBS AG/London            7.250    3/5/2020      CHF    70.600
UBS AG/London            11.000   3/5/2020      CHF    56.250
UBS AG/London            10.000   9/7/2020      CHF    43.500
Leonteq Securities AG/Gue8.000    3/17/2020     CHF    49.320
SecurAsset SA            5.250    6/30/2022     EUR    42.250
DekaBank Deutsche Girozen4.300    1/4/2021      EUR    52.320
DekaBank Deutsche Girozen7.050    10/9/2020     EUR    45.090
Raiffeisen Centrobank AG 10.286   3/24/2020     EUR    68.590
Leonteq Securities AG    5.200    12/22/2020    CHF    54.920
UBS AG/London            12.000   3/5/2020      CHF    71.250
Raiffeisen Centrobank AG 5.500    10/9/2020     EUR    59.300
UBS AG/London            7.000    12/14/2020    CHF    55.900
DekaBank Deutsche Girozen4.250    10/9/2020     EUR    51.400
UBS AG/London            10.250   6/15/2020     CHF    49.900
UBS AG/London            11.000   3/6/2020      USD    64.150
Landesbank Hessen-Thuerin4.000    4/20/2022     EUR    56.650
Leonteq Securities AG/Gue6.000    9/17/2020     CHF    51.910
Credit Suisse AG/Nassau  7.000    6/22/2021     CHF    58.000
Raiffeisen Centrobank AG 3.857    3/24/2020     EUR    74.260
UBS AG/London            4.200    6/25/2020     EUR    66.090
Raiffeisen Schweiz Genoss7.000    9/14/2020     CHF    68.860
UniCredit Bank AG        4.650    4/16/2021     EUR    52.410
DekaBank Deutsche Girozen3.900    4/25/2022     EUR    69.600
DekaBank Deutsche Girozen2.900    10/2/2020     EUR    66.940
Raiffeisen Centrobank AG 5.300    7/21/2020     EUR    58.050
Societe Generale Effekten11.121   9/18/2020     EUR    66.550
Leonteq Securities AG    10.000   3/17/2020     CHF    61.810
DekaBank Deutsche Girozen2.750    4/17/2020     EUR    67.940
Raiffeisen Schweiz Genoss8.500    3/17/2020     CHF    67.540
Landesbank Hessen-Thuerin4.000    7/20/2022     EUR    74.910
UniCredit Bank AG        6.300    10/16/2021    EUR    45.460
Natixis SA               3.500    3/23/2020     USD    44.149
Raiffeisen Schweiz Genoss6.600    4/3/2020      EUR    52.900
UniCredit Bank AG        4.850    10/9/2021     EUR    71.650
DekaBank Deutsche Girozen3.700    10/2/2020     EUR    56.090
Societe Generale Effekten9.901    3/20/2020     EUR    36.180
DekaBank Deutsche Girozen3.000    1/18/2021     EUR    59.350
DekaBank Deutsche Girozen3.000    9/18/2020     EUR    73.200
Landesbank Baden-Wuerttem2.500    10/23/2020    EUR    52.330
Landesbank Baden-Wuerttem5.000    10/23/2020    EUR    45.400
UBS AG/London            9.000    10/19/2020    USD    53.150
Raiffeisen Centrobank AG 3.921    3/24/2020     EUR    74.740
Commerzbank AG           5.250    3/27/2020     EUR    72.340
Commerzbank AG           9.250    3/27/2020     EUR    63.770
Commerzbank AG           13.250   3/27/2020     EUR    58.600
Commerzbank AG           11.500   5/22/2020     EUR    73.170
Commerzbank AG           11.000   4/24/2020     EUR    59.880
DZ Bank AG Deutsche Zentr7.750    3/25/2020     EUR    66.220
Landesbank Baden-Wuerttem3.000    2/28/2020     EUR    71.980
Landesbank Baden-Wuerttem5.000    2/28/2020     EUR    64.270
Landesbank Baden-Wuerttem7.000    2/28/2020     EUR    60.040
HSBC Trinkaus & Burkhardt8.200    2/28/2020     EUR    62.000
HSBC Trinkaus & Burkhardt10.000   3/27/2020     EUR    58.780
HSBC Trinkaus & Burkhardt7.900    6/26/2020     EUR    63.640
HSBC Trinkaus & Burkhardt8.300    3/27/2020     EUR    71.000
UBS AG/London            7.500    9/21/2020     USD    47.290
Landesbank Baden-Wuerttem3.600    7/24/2020     EUR    71.410
EFG International Finance13.150   12/17/2020    USD    72.420
EFG International Finance9.800    9/21/2021     EUR    58.770
Landesbank Baden-Wuerttem3.000    2/28/2020     EUR    64.710
Societe Generale Effekten14.647   6/19/2020     EUR    76.890
Societe Generale Effekten15.867   6/19/2020     EUR    74.730
Leonteq Securities AG/Gue5.000    5/5/2020      EUR    54.170
Vontobel Financial Produc11.500   3/13/2020     EUR    74.600
HSBC Trinkaus & Burkhardt5.200    6/26/2020     EUR    71.850
HSBC Trinkaus & Burkhardt7.600    6/26/2020     EUR    57.670
HSBC Trinkaus & Burkhardt6.500    6/26/2020     EUR    57.280
HSBC Trinkaus & Burkhardt5.800    6/26/2020     EUR    57.030
HSBC Trinkaus & Burkhardt4.400    6/26/2020     EUR    56.530
HSBC Trinkaus & Burkhardt3.600    6/26/2020     EUR    71.250
HSBC Trinkaus & Burkhardt7.000    6/26/2020     EUR    64.430
HSBC Trinkaus & Burkhardt5.700    6/26/2020     EUR    63.960
HSBC Trinkaus & Burkhardt6.200    6/26/2020     EUR    64.030
Vontobel Financial Produc14.500   3/13/2020     EUR    72.880
Vontobel Financial Produc14.500   3/13/2020     EUR    72.760
Vontobel Financial Produc13.000   3/13/2020     EUR    56.910
Raiffeisen Schweiz Genoss6.000    9/1/2020      CHF    71.910
Landesbank Baden-Wuerttem6.000    3/26/2021     EUR    74.180
Landesbank Baden-Wuerttem3.000    3/26/2021     EUR    69.830
Landesbank Baden-Wuerttem5.500    3/26/2021     EUR    54.280
UBS AG/London            11.000   9/7/2020      EUR    70.000
UBS AG/London            9.000    9/7/2020      EUR    65.700
UBS AG/London            14.000   3/26/2020     EUR    61.240
UBS AG/London            9.000    3/26/2020     EUR    68.610
UBS AG/London            9.600    3/26/2020     EUR    69.910
UBS AG/London            6.000    6/25/2020     EUR    74.330
UBS AG/London            5.500    6/25/2020     EUR    74.580
UBS AG/London            20.500   3/26/2020     EUR    72.230
UBS AG/London            6.400    6/25/2020     EUR    71.530
UBS AG/London            8.200    6/25/2020     EUR    69.080
UBS AG/London            15.600   3/26/2020     EUR    60.930
UBS AG/London            7.400    3/26/2020     EUR    71.570
UBS AG/London            7.700    3/26/2020     EUR    71.910
UBS AG/London            6.700    12/28/2020    EUR    75.370
UBS AG/London            7.400    3/26/2020     EUR    72.310
UBS AG/London            7.700    6/25/2020     EUR    70.420
DZ Bank AG Deutsche Zentr12.000   3/25/2020     EUR    55.750
Landesbank Baden-Wuerttem4.600    3/27/2020     EUR    73.980
HSBC Trinkaus & Burkhardt0.750    4/22/2020     EUR    69.220
Landesbank Baden-Wuerttem5.000    3/26/2021     EUR    77.250
Landesbank Baden-Wuerttem4.500    3/26/2021     EUR    65.120
Landesbank Baden-Wuerttem3.000    3/26/2021     EUR    59.300
Vontobel Financial Produc21.500   3/13/2020     EUR    71.500
Bank J Safra Sarasin AG/G10.400   3/5/2020      CHF    54.580
UBS AG/London            21.000   3/26/2020     EUR    67.280
UBS AG/London            9.200    3/26/2020     EUR    69.660
UBS AG/London            9.400    3/26/2020     EUR    67.050
UBS AG/London            5.800    6/25/2020     EUR    72.970
UBS AG/London            5.300    3/26/2020     EUR    74.780
UBS AG/London            8.400    3/26/2020     EUR    70.080
UBS AG/London            6.600    3/26/2020     EUR    74.150
UBS AG/London            14.600   3/26/2020     EUR    73.870
UBS AG/London            12.900   6/25/2020     EUR    61.770
UBS AG/London            6.300    3/26/2020     EUR    73.130
UBS AG/London            8.700    6/25/2020     EUR    67.810
UBS AG/London            9.000    4/3/2020      CHF    71.950
UBS AG/London            9.000    10/5/2020     EUR    49.550
DZ Bank AG Deutsche Zentr8.400    3/23/2020     EUR    56.650
Vontobel Financial Produc10.000   3/27/2020     EUR    52.150
UBS AG/London            8.750    8/17/2020     CHF    37.300
UBS AG/London            9.500    8/17/2020     CHF    63.550
UBS AG/London            8.000    8/17/2020     EUR    50.300
UBS AG/London            8.000    8/17/2020     CHF    66.750
Raiffeisen Schweiz Genoss5.340    8/17/2020     CHF    59.540
Leonteq Securities AG/Gue6.000    8/24/2020     CHF    62.070
DekaBank Deutsche Girozen3.000    9/11/2020     EUR    68.130
Vontobel Financial Produc3.840    2/17/2020     EUR    61.370
Leonteq Securities AG    8.000    8/24/2020     CHF    63.690
Raiffeisen Schweiz Genoss6.500    2/24/2020     CHF    61.080
Raiffeisen Schweiz Genoss5.250    2/24/2020     CHF    66.810
Societe Generale Effekten5.600    9/4/2023      EUR    71.640
UniCredit Bank AG        3.700    9/14/2022     EUR    48.210
Societe Generale Effekten15.533   6/19/2020     EUR    57.500
UniCredit Bank AG        4.550    9/28/2023     EUR    74.440
SG Issuer SA             3.000    9/2/2021      EUR    62.860
UBS AG/London            6.500    2/24/2020     CHF    55.700
UBS AG/London            10.000   8/24/2020     CHF    67.700
UBS AG/London            11.000   8/24/2020     CHF    60.900
UBS AG/London            12.000   2/24/2020     USD    30.250
Landesbank Hessen-Thuerin6.000    8/4/2022      EUR    57.890
Leonteq Securities AG/Gue6.600    6/30/2020     CHF    72.260
Leonteq Securities AG/Gue5.400    6/30/2020     CHF    65.490
Landesbank Hessen-Thuerin3.250    2/10/2021     EUR    75.200
Landesbank Hessen-Thuerin2.750    12/16/2020    EUR    74.100
Leonteq Securities AG/Gue7.200    9/28/2020     EUR    68.810
UniCredit Bank AG        7.350    7/16/2020     EUR    62.550
HSBC Trinkaus & Burkhardt6.700    3/27/2020     EUR    69.530
HSBC Trinkaus & Burkhardt11.100   6/26/2020     EUR    60.890
HSBC Trinkaus & Burkhardt5.100    6/26/2020     EUR    52.800
HSBC Trinkaus & Burkhardt8.800    9/25/2020     EUR    45.850
HSBC Trinkaus & Burkhardt6.500    9/25/2020     EUR    49.540
HSBC Trinkaus & Burkhardt4.400    9/25/2020     EUR    54.630
HSBC Trinkaus & Burkhardt2.900    9/25/2020     EUR    59.860
HSBC Trinkaus & Burkhardt9.500    2/28/2020     EUR    42.620
HSBC Trinkaus & Burkhardt6.300    2/28/2020     EUR    48.040
HSBC Trinkaus & Burkhardt3.600    2/28/2020     EUR    55.130
HSBC Trinkaus & Burkhardt12.300   6/26/2020     EUR    41.450
HSBC Trinkaus & Burkhardt7.600    6/26/2020     EUR    47.450
Societe Generale SA      9.250    10/1/2020     USD    32.300
Societe Generale Effekten7.315    3/20/2020     EUR    37.160
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    37.460
Landesbank Baden-Wuerttem3.000    4/24/2020     EUR    51.150
Landesbank Baden-Wuerttem2.500    4/24/2020     EUR    41.280
Landesbank Baden-Wuerttem2.500    4/24/2020     EUR    70.460
Landesbank Baden-Wuerttem6.500    5/22/2020     EUR    68.510
Landesbank Baden-Wuerttem6.000    4/24/2020     EUR    66.520
UBS AG/London            8.000    4/3/2020      USD    54.900
UBS AG/London            7.500    9/28/2020     EUR    68.000
Commerzbank AG           5.500    2/28/2020     EUR    72.000
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    64.640
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    56.970
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    73.640
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    63.950
UBS AG/London            4.300    6/25/2020     EUR    72.620
UBS AG/London            5.800    6/25/2020     EUR    67.690
DZ Bank AG Deutsche Zentr6.200    3/23/2020     EUR    60.350
Raiffeisen Schweiz Genoss7.400    4/1/2020      CHF    65.960
Raiffeisen Schweiz Genoss5.800    9/28/2021     CHF    55.840
Raiffeisen Schweiz Genoss7.200    9/28/2020     EUR    59.710
Deutsche Bank AG         4.200    6/23/2020     EUR    74.040
HSBC Trinkaus & Burkhardt8.800    9/25/2020     EUR    60.190
HSBC Trinkaus & Burkhardt8.000    9/25/2020     EUR    61.440
HSBC Trinkaus & Burkhardt5.000    9/25/2020     EUR    67.580
HSBC Trinkaus & Burkhardt6.000    12/28/2020    EUR    65.160
HSBC Trinkaus & Burkhardt4.200    12/28/2020    EUR    69.820
HSBC Trinkaus & Burkhardt10.200   9/25/2020     EUR    55.840
HSBC Trinkaus & Burkhardt8.100    9/25/2020     EUR    59.320
HSBC Trinkaus & Burkhardt6.100    9/25/2020     EUR    63.630
HSBC Trinkaus & Burkhardt9.500    7/24/2020     EUR    57.080
HSBC Trinkaus & Burkhardt9.000    9/25/2020     EUR    71.870
HSBC Trinkaus & Burkhardt7.800    9/25/2020     EUR    74.180
HSBC Trinkaus & Burkhardt6.700    7/24/2020     EUR    63.610
HSBC Trinkaus & Burkhardt4.400    7/24/2020     EUR    69.350
HSBC Trinkaus & Burkhardt12.600   3/27/2020     EUR    61.730
HSBC Trinkaus & Burkhardt9.800    6/26/2020     EUR    68.040
HSBC Trinkaus & Burkhardt8.500    3/27/2020     EUR    58.450
HSBC Trinkaus & Burkhardt5.800    3/27/2020     EUR    64.860
HSBC Trinkaus & Burkhardt8.400    6/26/2020     EUR    59.090
HSBC Trinkaus & Burkhardt6.100    6/26/2020     EUR    64.350
HSBC Trinkaus & Burkhardt11.300   9/25/2020     EUR    54.380
HSBC Trinkaus & Burkhardt5.600    6/26/2020     EUR    72.230
BNP Paribas Emissions- un11.000   3/26/2020     EUR    62.930
BNP Paribas Emissions- un7.500    6/25/2020     EUR    72.630
HSBC Trinkaus & Burkhardt1.750    3/27/2020     EUR    72.900
UBS AG/London            12.000   3/26/2020     EUR    29.600
HSBC Trinkaus & Burkhardt9.400    6/26/2020     EUR    67.900
HSBC Trinkaus & Burkhardt5.100    3/27/2020     EUR    56.470
HSBC Trinkaus & Burkhardt9.100    6/26/2020     EUR    61.830
HSBC Trinkaus & Burkhardt8.700    12/28/2020    EUR    65.300
HSBC Trinkaus & Burkhardt7.000    12/28/2020    EUR    63.840
HSBC Trinkaus & Burkhardt5.100    12/28/2020    EUR    73.530
HSBC Trinkaus & Burkhardt5.600    12/28/2020    EUR    47.110
HSBC Trinkaus & Burkhardt1.880    3/27/2020     EUR    68.930
DekaBank Deutsche Girozen2.750    10/23/2020    EUR    69.230
DekaBank Deutsche Girozen3.400    10/22/2021    EUR    71.420
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    58.340
Landesbank Baden-Wuerttem4.400    7/24/2020     EUR    71.830
UBS AG/London            10.000   6/12/2020     EUR    69.350
HSBC Trinkaus & Burkhardt6.700    2/28/2020     EUR    74.890
HSBC Trinkaus & Burkhardt7.300    3/27/2020     EUR    46.370
HSBC Trinkaus & Burkhardt10.600   3/27/2020     EUR    41.650
UniCredit Bank AG        5.050    1/11/2022     EUR    46.220
UniCredit Bank AG        5.750    1/11/2022     EUR    64.790
UBS AG/London            11.000   9/21/2020     CHF    69.900
UBS AG/London            11.000   9/21/2020     CHF    69.650
Vontobel Financial Produc5.500    4/15/2020     EUR    70.610
Vontobel Financial Produc4.600    4/15/2020     EUR    54.340
HSBC Trinkaus & Burkhardt5.500    2/28/2020     EUR    71.810
BNP Paribas Emissions- un10.000   3/26/2020     EUR    65.040
BNP Paribas Emissions- un12.000   3/26/2020     EUR    60.980
BNP Paribas Emissions- un15.000   6/25/2020     EUR    57.110
UBS AG/London            12.000   6/12/2020     USD    53.320
Luzerner Kantonalbank AG 6.000    4/8/2020      CHF    66.090
Luzerner Kantonalbank AG 10.000   4/8/2020      CHF    53.700
UBS AG/London            11.000   9/28/2020     EUR    73.950
HSBC Trinkaus & Burkhardt5.400    3/27/2020     EUR    66.610
HSBC Trinkaus & Burkhardt3.600    3/27/2020     EUR    72.740
HSBC Trinkaus & Burkhardt9.500    6/26/2020     EUR    75.020
HSBC Trinkaus & Burkhardt6.800    3/27/2020     EUR    75.390
HSBC Trinkaus & Burkhardt2.600    3/27/2020     EUR    59.390
HSBC Trinkaus & Burkhardt10.400   6/26/2020     EUR    43.510
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    73.870
Landesbank Baden-Wuerttem7.000    4/24/2020     EUR    67.080
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    71.970
Landesbank Baden-Wuerttem5.500    4/24/2020     EUR    60.380
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    74.390
Landesbank Baden-Wuerttem3.500    4/24/2020     EUR    67.830
Landesbank Baden-Wuerttem5.000    5/22/2020     EUR    72.930
UniCredit Bank AG        5.550    10/26/2022    EUR    72.980
Natixis SA               1.500    10/4/2021     EUR    69.125
UBS AG/London            10.000   9/28/2020     EUR    55.100
HSBC Trinkaus & Burkhardt3.200    3/27/2020     EUR    62.060
HSBC Trinkaus & Burkhardt7.700    6/26/2020     EUR    61.340
DekaBank Deutsche Girozen8.100    4/23/2021     EUR    65.820
HSBC Trinkaus & Burkhardt7.800    12/28/2020    EUR    64.520
HSBC Trinkaus & Burkhardt7.800    9/25/2020     EUR    67.110
HSBC Trinkaus & Burkhardt8.800    2/28/2020     EUR    64.220
HSBC Trinkaus & Burkhardt3.300    6/26/2020     EUR    58.710
Bank Julius Baer & Co Ltd7.000    3/23/2020     CHF    66.550
HSBC Trinkaus & Burkhardt8.000    6/26/2020     EUR    65.820
BNP Paribas Emissions- un8.000    3/26/2020     EUR    69.730
UniCredit Bank AG        4.350    10/26/2021    EUR    43.530
UBS AG/London            12.000   10/26/2020    CHF    73.450
DekaBank Deutsche Girozen3.250    11/13/2020    EUR    69.820
Landesbank Baden-Wuerttem5.000    2/28/2020     EUR    57.940
Landesbank Baden-Wuerttem7.500    2/28/2020     EUR    75.520
UniCredit Bank AG        14.000   12/29/2020    EUR    33.140
UniCredit Bank AG        12.800   12/29/2020    EUR    33.700
UniCredit Bank AG        7.800    12/29/2020    EUR    39.320
UniCredit Bank AG        9.200    12/29/2020    EUR    37.310
UBS AG/London            10.000   4/24/2020     USD    55.910
UBS AG/London            9.000    4/24/2020     EUR    55.650
DekaBank Deutsche Girozen5.150    5/21/2021     EUR    70.510
Leonteq Securities AG/Gue6.900    2/15/2021     CHF     1.070
Leonteq Securities AG    15.000   5/15/2020     CHF    24.200
Leonteq Securities AG/Gue7.800    2/16/2021     USD    31.230
Raiffeisen Switzerland BV8.250    2/15/2021     CHF    73.010
Leonteq Securities AG/Gue7.000    2/15/2021     CHF     1.070
DZ Bank AG Deutsche Zentr7.000    2/26/2020     EUR    66.350
Vontobel Financial Produc7.500    3/27/2020     EUR    68.580
Vontobel Financial Produc15.000   3/27/2020     EUR    67.660
Vontobel Financial Produc6.500    3/27/2020     EUR    74.150
Vontobel Financial Produc13.000   3/27/2020     EUR    64.360
DZ Bank AG Deutsche Zentr10.250   3/25/2020     EUR    52.590
Vontobel Financial Produc8.500    3/27/2020     EUR    56.750
Landesbank Baden-Wuerttem3.300    9/24/2021     EUR    70.870
Leonteq Securities AG/Gue6.000    8/18/2021     CHF     1.420
Leonteq Securities AG/Gue4.900    2/16/2021     CHF    28.820
Leonteq Securities AG/Gue10.000   2/8/2021      USD    63.200
Vontobel Financial Produc6.500    3/27/2020     EUR    60.260
Landesbank Baden-Wuerttem6.100    3/27/2020     EUR    53.920
Landesbank Baden-Wuerttem4.100    6/25/2021     EUR    73.990
BNP Paribas Emissions- un5.000    3/26/2020     EUR    54.560
DekaBank Deutsche Girozen2.850    3/6/2020      EUR    67.430
Landesbank Baden-Wuerttem5.000    2/28/2020     EUR    66.870
Landesbank Baden-Wuerttem7.000    2/28/2020     EUR    59.510
Landesbank Baden-Wuerttem2.000    2/28/2020     EUR    66.800
Landesbank Baden-Wuerttem3.000    2/28/2020     EUR    63.180
Landesbank Baden-Wuerttem2.500    2/28/2020     EUR    49.610
Landesbank Baden-Wuerttem4.500    2/28/2020     EUR    44.450
Landesbank Baden-Wuerttem5.500    2/28/2020     EUR    41.520
Landesbank Baden-Wuerttem3.000    2/28/2020     EUR    65.880
Landesbank Baden-Wuerttem4.500    2/28/2020     EUR    60.010
Landesbank Baden-Wuerttem6.000    2/28/2020     EUR    54.970
Landesbank Baden-Wuerttem2.500    2/28/2020     EUR    58.980
Landesbank Baden-Wuerttem3.500    2/28/2020     EUR    56.050
Landesbank Baden-Wuerttem4.500    2/28/2020     EUR    52.280
Landesbank Baden-Wuerttem3.000    2/28/2020     EUR    74.830
Landesbank Baden-Wuerttem4.000    2/28/2020     EUR    70.030
Landesbank Baden-Wuerttem5.000    2/28/2020     EUR    66.820
Landesbank Baden-Wuerttem6.000    2/28/2020     EUR    61.460
Landesbank Baden-Wuerttem3.500    2/28/2020     EUR    69.440
Landesbank Baden-Wuerttem2.000    2/28/2020     EUR    56.220
Landesbank Baden-Wuerttem3.500    2/28/2020     EUR    49.960
Landesbank Baden-Wuerttem2.500    2/28/2020     EUR    24.520
Vontobel Financial Produc8.000    3/27/2020     EUR    56.780
UBS AG/London            6.000    2/24/2020     CHF    59.000
UBS AG/London            7.500    8/24/2020     CHF    52.300
UBS AG/London            11.000   8/24/2020     CHF    69.100
Raiffeisen Schweiz Genoss7.200    2/24/2020     CHF    60.420
Leonteq Securities AG/Gue10.000   8/31/2020     EUR    68.140
Raiffeisen Schweiz Genoss7.300    3/5/2020      CHF    60.220
Raiffeisen Schweiz Genoss6.000    3/5/2020      CHF    59.890
Raiffeisen Centrobank AG 5.359    3/24/2020     EUR    68.380
Landesbank Hessen-Thuerin3.150    9/28/2020     EUR    75.600
UniCredit Bank AG        4.750    9/18/2020     EUR    55.720
Raiffeisen Centrobank AG 8.511    3/24/2020     EUR    53.460
Landesbank Baden-Wuerttem2.500    8/28/2020     EUR    75.400
Landesbank Baden-Wuerttem5.000    8/28/2020     EUR    68.540
Landesbank Baden-Wuerttem2.500    8/28/2020     EUR    73.850
Landesbank Baden-Wuerttem4.000    8/28/2020     EUR    67.980
Landesbank Baden-Wuerttem4.000    8/28/2020     EUR    66.800
Landesbank Baden-Wuerttem2.500    8/28/2020     EUR    61.610
Landesbank Baden-Wuerttem3.500    8/28/2020     EUR    56.820
Landesbank Baden-Wuerttem4.500    8/28/2020     EUR    55.020
Landesbank Hessen-Thuerin3.500    9/28/2022     EUR    60.500
Raiffeisen Centrobank AG 9.755    3/24/2020     EUR    60.610
Credit Suisse AG/London  5.000    6/23/2020     EUR    47.740
Raiffeisen Centrobank AG 6.620    3/24/2020     EUR    52.410
Raiffeisen Centrobank AG 6.935    3/24/2020     EUR    67.800
Landesbank Baden-Wuerttem4.000    8/28/2020     EUR    68.370
Landesbank Baden-Wuerttem7.000    8/28/2020     EUR    60.260
Landesbank Baden-Wuerttem2.500    8/28/2020     EUR    60.000
Landesbank Baden-Wuerttem4.000    8/28/2020     EUR    54.000
Landesbank Baden-Wuerttem3.000    8/28/2020     EUR    40.040
Landesbank Baden-Wuerttem5.000    8/28/2020     EUR    35.120
Landesbank Baden-Wuerttem2.500    8/28/2020     EUR    72.610
Landesbank Baden-Wuerttem4.500    8/28/2020     EUR    75.450
Landesbank Baden-Wuerttem6.000    8/28/2020     EUR    74.080
Landesbank Baden-Wuerttem3.000    8/28/2020     EUR    75.060
Vontobel Financial Produc9.500    6/26/2020     EUR    48.730
Vontobel Financial Produc17.000   3/27/2020     EUR    54.380
Plaza Centers NV         6.000    7/1/2020      ILS    20.850
DekaBank Deutsche Girozen2.100    10/9/2020     EUR    73.540
Leonteq Securities AG/Gue7.000    7/14/2020     CHF    69.630
Landesbank Hessen-Thuerin6.000    10/6/2022     EUR    69.410
DekaBank Deutsche Girozen2.900    10/9/2020     EUR    40.710
Commerzbank AG           1.580    9/16/2024     USD     5.110
DekaBank Deutsche Girozen2.000    10/9/2020     EUR    68.050
EFG International Finance5.500    9/21/2020     USD    59.770
Raiffeisen Schweiz Genoss7.410    7/13/2020     CHF    68.860
DekaBank Deutsche Girozen2.200    10/9/2020     EUR    71.670
DekaBank Deutsche Girozen2.400    10/9/2020     EUR    69.520
DekaBank Deutsche Girozen7.700    3/26/2021     EUR    62.180
UBS AG/London            6.250    3/2/2020      CHF    58.600
UBS AG/London            10.000   8/31/2020     CHF    68.650
UBS AG/London            10.500   8/31/2020     EUR    60.050
UBS AG/London            10.000   3/2/2020      EUR    47.200
Raiffeisen Schweiz Genoss7.100    3/10/2020     CHF    62.740
Landesbank Baden-Wuerttem2.500    8/28/2020     EUR    59.780
Landesbank Baden-Wuerttem4.000    8/28/2020     EUR    53.520
Landesbank Baden-Wuerttem5.000    8/28/2020     EUR    68.060
Landesbank Hessen-Thuerin4.650    9/28/2023     EUR    63.880
Raiffeisen Centrobank AG 7.757    6/23/2020     EUR    74.890
Raiffeisen Schweiz Genoss7.200    3/10/2020     CHF    62.760
Landesbank Hessen-Thuerin5.200    1/8/2024      EUR    67.530
DekaBank Deutsche Girozen2.200    4/20/2020     EUR    65.400
UniCredit Bank AG        3.800    8/30/2023     EUR    68.110
Landesbank Hessen-Thuerin5.000    9/21/2023     EUR    74.950
Raiffeisen Schweiz Genoss3.000    9/22/2020     CHF     5.720
Leonteq Securities AG    3.600    9/22/2026     CHF    60.530
Raiffeisen Schweiz Genoss3.000    9/21/2029     CHF    68.420
Raiffeisen Schweiz Genoss2.700    9/22/2026     CHF    55.020
Leonteq Securities AG    3.900    12/20/2024    CHF    54.600
Raiffeisen Schweiz Genoss3.200    12/18/2026    CHF    63.100
Raiffeisen Schweiz Genoss10.000   12/31/2024    CHF    73.630
Landesbank Hessen-Thuerin5.000    6/26/2020     EUR    64.900
UniCredit Bank AG        3.750    10/2/2020     EUR    38.860
Landesbank Hessen-Thuerin8.000    4/7/2020      EUR    61.600
Raiffeisen Schweiz Genoss3.400    3/21/2025     CHF    54.370
Credit Suisse AG/London  11.000   3/27/2020     USD    60.850
Credit Suisse AG/London  6.100    3/30/2020     USD    42.750
Landesbank Hessen-Thuerin6.400    8/18/2020     EUR    47.110
Landesbank Hessen-Thuerin9.500    5/15/2020     EUR    26.850
Landesbank Hessen-Thuerin8.400    5/8/2020      EUR    28.500
BNP Paribas Issuance BV  5.650    6/19/2020     EUR    70.710
Leonteq Securities AG    2.750    3/20/2020     CHF    63.090
Credit Suisse AG/London  7.000    4/24/2020     USD    50.150
UniCredit Bank AG        3.600    6/18/2020     EUR    54.900
Landesbank Baden-Wuerttem3.000    6/26/2020     EUR    73.650
Landesbank Hessen-Thuerin6.400    9/4/2020      EUR    73.660
Landesbank Hessen-Thuerin7.400    6/12/2020     EUR    66.950
DZ Bank AG Deutsche Zentr6.750    6/24/2020     EUR    63.830
DZ Bank AG Deutsche Zentr7.200    9/21/2020     EUR    64.600
DZ Bank AG Deutsche Zentr8.300    9/21/2020     EUR    63.420
DZ Bank AG Deutsche Zentr4.750    9/21/2020     EUR    70.010
Vontobel Financial Produc15.000   6/26/2020     EUR    68.950
Sberbank of Russia PJSC  0.010    3/13/2020     RUB    60.100
Commerzbank AG           12.500   7/24/2020     EUR    73.660
Commerzbank AG           8.250    7/24/2020     EUR    67.130
Commerzbank AG           10.250   7/24/2020     EUR    64.600
Commerzbank AG           12.250   7/24/2020     EUR    62.530
Vontobel Financial Produc20.000   9/25/2020     EUR    72.600
DZ Bank AG Deutsche Zentr4.750    9/21/2020     EUR    62.970
DZ Bank AG Deutsche Zentr5.500    9/21/2020     EUR    68.640
DZ Bank AG Deutsche Zentr6.500    9/21/2020     EUR    67.240
Landesbank Baden-Wuerttem4.750    1/22/2021     EUR    70.500
Landesbank Baden-Wuerttem6.500    1/22/2021     EUR    67.990
Raiffeisen Switzerland BV5.000    8/14/2020     EUR    55.180
UBS AG/London            10.500   2/28/2020     CHF    37.400
UBS AG/London            9.500    2/28/2020     EUR    47.550
UBS AG/London            10.000   2/28/2020     EUR    48.200
UBS AG/London            7.500    2/28/2020     EUR    71.100
Raiffeisen Schweiz Genoss5.750    9/9/2020      CHF    43.470
DekaBank Deutsche Girozen3.100    3/27/2020     EUR    60.890
Leonteq Securities AG/Gue8.200    3/2/2020      CHF    20.180
UniCredit Bank AG        4.050    3/26/2021     EUR    41.820
UniCredit Bank AG        4.400    3/26/2021     EUR    71.490
UniCredit Bank AG        4.250    3/29/2021     EUR    63.660
UBS AG/London            11.250   3/9/2020      EUR    54.700
Zurcher Kantonalbank Fina6.600    6/19/2020     CHF    71.040
Commerzbank AG           2.450    3/9/2020      EUR    56.580
DekaBank Deutsche Girozen4.250    4/14/2022     EUR    66.730
Landesbank Baden-Wuerttem6.000    12/29/2020    EUR    71.100
Landesbank Baden-Wuerttem5.000    12/29/2020    EUR    49.020
Leonteq Securities AG/Gue2.990    8/7/2020      USD    71.900
Vontobel Financial Produc9.000    3/13/2020     EUR    60.190
Vontobel Financial Produc5.000    3/13/2020     EUR    69.090
Vontobel Financial Produc13.500   3/13/2020     EUR    53.480
Vontobel Financial Produc11.000   3/13/2020     EUR    56.600
Vontobel Financial Produc7.000    3/13/2020     EUR    64.310
Societe Generale Effekten9.855    3/20/2020     EUR    71.090
Vontobel Financial Produc12.500   3/27/2020     EUR    69.300
Vontobel Financial Produc14.500   3/27/2020     EUR    51.190
Vontobel Financial Produc10.000   3/27/2020     EUR    56.910
Vontobel Financial Produc6.500    3/27/2020     EUR    64.520
Vontobel Financial Produc12.500   3/27/2020     EUR    53.890
Vontobel Financial Produc8.500    3/27/2020     EUR    60.480
Vontobel Financial Produc12.500   3/27/2020     EUR    74.810
Vontobel Financial Produc15.500   3/27/2020     EUR    64.650
Vontobel Financial Produc13.000   3/27/2020     EUR    73.390
Vontobel Financial Produc15.000   3/27/2020     EUR    70.820
Vontobel Financial Produc9.500    3/27/2020     EUR    59.520
UBS AG/London            9.100    6/25/2020     EUR    42.620
UBS AG/London            7.200    3/26/2020     EUR    46.350
UBS AG/London            9.100    3/26/2020     EUR    43.040
Deutsche Bank AG         4.200    3/24/2020     EUR    74.750
DZ Bank AG Deutsche Zentr8.250    3/25/2020     EUR    49.720
DZ Bank AG Deutsche Zentr10.000   3/25/2020     EUR    72.230
UniCredit Bank AG        9.600    12/27/2021    EUR    70.410
UniCredit Bank AG        13.900   12/29/2020    EUR    60.300
UniCredit Bank AG        11.000   12/29/2020    EUR    66.320
Vontobel Financial Produc14.500   3/27/2020     EUR    69.870
Vontobel Financial Produc14.500   3/27/2020     EUR    67.400
Vontobel Financial Produc17.000   3/27/2020     EUR    64.030
Vontobel Financial Produc12.500   3/27/2020     EUR    71.240
HSBC Trinkaus & Burkhardt10.800   3/27/2020     EUR    53.780
HSBC Trinkaus & Burkhardt10.200   6/26/2020     EUR    55.570
HSBC Trinkaus & Burkhardt9.300    6/26/2020     EUR    56.820
HSBC Trinkaus & Burkhardt8.200    2/28/2020     EUR    58.030
HSBC Trinkaus & Burkhardt13.500   3/27/2020     EUR    35.640
HSBC Trinkaus & Burkhardt11.300   3/27/2020     EUR    37.680
HSBC Trinkaus & Burkhardt11.200   6/26/2020     EUR    39.830
HSBC Trinkaus & Burkhardt9.500    2/28/2020     EUR    39.600
HSBC Trinkaus & Burkhardt7.900    3/27/2020     EUR    72.400
HSBC Trinkaus & Burkhardt9.700    6/26/2020     EUR    73.000
DekaBank Deutsche Girozen2.450    3/5/2021      EUR    70.920
Landesbank Baden-Wuerttem4.000    2/28/2020     EUR    56.890
Landesbank Baden-Wuerttem2.000    2/28/2020     EUR    65.750
Landesbank Baden-Wuerttem3.000    2/28/2020     EUR    61.830
Landesbank Baden-Wuerttem3.500    2/28/2020     EUR    45.940
Landesbank Baden-Wuerttem4.500    2/28/2020     EUR    66.750
Landesbank Baden-Wuerttem2.500    2/28/2020     EUR    75.420
Landesbank Baden-Wuerttem4.500    2/28/2020     EUR    66.350
Landesbank Baden-Wuerttem5.000    2/28/2020     EUR    45.000
Landesbank Baden-Wuerttem4.000    2/28/2020     EUR    21.990
UBS AG/London            12.000   3/9/2020      CHF    37.700
UBS AG/London            9.750    3/9/2020      EUR    67.450
UBS AG/London            8.500    3/9/2020      USD    47.050
UBS AG/London            7.500    3/16/2020     EUR    74.050
EFG International Finance7.400    3/29/2021     EUR    58.430
Zurcher Kantonalbank Fina7.150    3/19/2020     CHF    20.630
Leonteq Securities AG/Gue9.000    3/16/2020     CHF    70.440
Raiffeisen Schweiz Genoss7.000    9/23/2020     EUR    56.270
UniCredit Bank AG        4.400    11/1/2020     EUR    60.270
Raiffeisen Schweiz Genoss7.000    4/30/2020     EUR    59.450
Leonteq Securities AG/Gue7.000    10/29/2020    CHF    60.650
HSBC Trinkaus & Burkhardt6.300    3/27/2020     EUR    60.330
HSBC Trinkaus & Burkhardt4.100    3/27/2020     EUR    66.510
HSBC Trinkaus & Burkhardt5.800    3/27/2020     EUR    64.780
Landesbank Baden-Wuerttem3.000    10/23/2020    EUR    71.150
Landesbank Baden-Wuerttem3.000    10/23/2020    EUR    72.720
Landesbank Baden-Wuerttem3.000    7/23/2021     EUR    68.660
Commerzbank AG           12.750   3/27/2020     EUR    67.590
Commerzbank AG           14.750   3/27/2020     EUR    65.120
Credit Suisse AG/London  6.600    5/22/2020     CHF    51.210
Vontobel Financial Produc27.500   8/12/2020     USD    72.650
Commerzbank AG           8.500    6/26/2020     EUR    70.000
Commerzbank AG           10.500   6/26/2020     EUR    67.400
Vontobel Financial Produc13.000   9/11/2020     EUR    62.110
Vontobel Financial Produc5.000    9/11/2020     EUR    69.610
Vontobel Financial Produc10.000   9/11/2020     EUR    63.910
DZ Bank AG Deutsche Zentr6.000    6/24/2020     EUR    73.170
UBS AG/London            24.500   3/26/2020     EUR    52.400
UBS AG/London            15.900   6/25/2020     EUR    57.620
UBS AG/London            20.300   6/25/2020     EUR    56.370
Commerzbank AG           6.500    6/26/2020     EUR    73.380
Commerzbank AG           12.500   6/26/2020     EUR    65.380
Vontobel Financial Produc7.500    9/11/2020     EUR    66.420
DZ Bank AG Deutsche Zentr8.500    6/24/2020     EUR    69.710
Societe Generale Effekten9.979    3/20/2020     EUR    61.510
Vontobel Financial Produc7.000    3/13/2020     EUR    75.110
Vontobel Financial Produc16.000   3/13/2020     EUR    72.870
Landesbank Baden-Wuerttem2.000    7/24/2020     EUR    72.580
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    65.450
Landesbank Baden-Wuerttem3.500    7/24/2020     EUR    71.520
Landesbank Baden-Wuerttem7.000    7/24/2020     EUR    47.180
UBS AG/London            17.700   3/26/2020     EUR    71.200
HSBC Trinkaus & Burkhardt7.700    2/28/2020     EUR    69.110
HSBC Trinkaus & Burkhardt12.500   3/27/2020     EUR    40.410
HSBC Trinkaus & Burkhardt6.900    3/27/2020     EUR    48.080
HSBC Trinkaus & Burkhardt7.400    6/26/2020     EUR    70.300
HSBC Trinkaus & Burkhardt11.100   3/27/2020     EUR    69.760
HSBC Trinkaus & Burkhardt9.300    3/27/2020     EUR    73.610
Commerzbank AG           6.250    7/24/2020     EUR    70.580
Leonteq Securities AG/Gue6.600    8/18/2020     CHF    69.520
Vonetize Plc             6.000    8/1/2022      ILS    65.700
DekaBank Deutsche Girozen2.700    9/18/2020     EUR    68.160
Leonteq Securities AG/Gue8.200    9/1/2020      CHF    73.120
Leonteq Securities AG/Gue6.000    8/18/2020     CHF    74.580
Credit Suisse AG/London  13.100   7/31/2020     USD    73.500
DZ Bank AG Deutsche Zentr17.000   6/26/2020     EUR    58.710
DZ Bank AG Deutsche Zentr11.500   9/25/2020     EUR    63.930
DekaBank Deutsche Girozen2.000    9/18/2020     EUR    55.900
Leonteq Securities AG/Gue5.000    8/25/2020     CHF    74.530
UniCredit Bank AG        3.800    9/19/2021     EUR    65.230
UniCredit Bank AG        3.850    9/19/2021     EUR    48.750
UniCredit Bank AG        3.500    9/19/2021     EUR    50.900
DekaBank Deutsche Girozen3.100    12/3/2021     EUR    74.150
Raiffeisen Centrobank AG 10.000   5/11/2020     EUR    69.040
Landesbank Hessen-Thuerin4.750    5/11/2023     EUR    58.060
Leonteq Securities AG/Gue5.000    10/13/2020    CHF    61.280
UBS AG/London            4.500    3/26/2020     EUR    56.460
UniCredit Bank AG        5.000    9/26/2021     EUR    51.820
getBACK SA               5.710    2/16/2021     PLN
UniCredit Bank AG        4.730    1/2/2023      EUR    71.420
Leonteq Securities AG/Gue10.000   4/17/2020     CHF    43.160
UBS AG/London            5.500    4/6/2020      CHF    68.950
Credit Suisse AG/London  8.750    5/21/2020     USD    51.420
HSBC Trinkaus & Burkhardt11.500   3/27/2020     EUR    43.300
HSBC Trinkaus & Burkhardt9.800    3/27/2020     EUR    69.050
HSBC Trinkaus & Burkhardt10.300   3/27/2020     EUR    44.860
HSBC Trinkaus & Burkhardt6.900    3/27/2020     EUR    50.460
HSBC Trinkaus & Burkhardt5.000    3/27/2020     EUR    55.220
HSBC Trinkaus & Burkhardt9.400    2/28/2020     EUR    46.140
HSBC Trinkaus & Burkhardt11.000   3/27/2020     EUR    71.720
HSBC Trinkaus & Burkhardt9.200    3/27/2020     EUR    55.210
HSBC Trinkaus & Burkhardt6.600    2/28/2020     EUR    59.900
HSBC Trinkaus & Burkhardt4.300    2/28/2020     EUR    66.470
UBS AG/London            7.000    5/21/2020     EUR    69.700
Leonteq Securities AG/Gue10.200   6/3/2020      USD    56.490
Citigroup Global Markets 13.200   12/18/2023    SEK    61.220
HSBC Trinkaus & Burkhardt10.500   3/27/2020     EUR    70.900
HSBC Trinkaus & Burkhardt9.400    3/27/2020     EUR    73.370
HSBC Trinkaus & Burkhardt5.000    3/27/2020     EUR    64.440
HSBC Trinkaus & Burkhardt3.000    3/27/2020     EUR    71.880
HSBC Trinkaus & Burkhardt6.500    6/26/2020     EUR    61.150
HSBC Trinkaus & Burkhardt4.500    6/26/2020     EUR    66.850
UBS AG/London            10.500   11/3/2020     CHF    63.300
EFG International Finance7.000    11/17/2020    CHF    58.480
DekaBank Deutsche Girozen3.000    6/12/2020     EUR    73.310
DekaBank Deutsche Girozen5.950    12/4/2020     EUR    51.720
EFG International Finance7.000    11/23/2020    CHF    72.470
Raiffeisen Schweiz Genoss3.400    5/14/2020     CHF    54.340
Landesbank Baden-Wuerttem2.750    12/29/2020    EUR    67.770
Landesbank Baden-Wuerttem3.500    12/29/2020    EUR    68.360
Landesbank Baden-Wuerttem5.000    6/26/2020     EUR    45.800
Landesbank Baden-Wuerttem5.250    6/26/2020     EUR    74.700
Corner Banca SA          8.000    5/25/2021     CHF    60.380
Citigroup Global Markets 7.200    5/24/2023     SEK    51.250
Raiffeisen Schweiz Genoss5.300    11/23/2020    CHF    56.000
UBS AG/London            6.250    4/20/2020     CHF    38.800
Landesbank Hessen-Thuerin4.000    6/22/2022     EUR    58.890
Leonteq Securities AG/Gue5.500    5/25/2021     CHF    57.490
Leonteq Securities AG    7.800    5/14/2021     CHF    28.140
DekaBank Deutsche Girozen3.500    8/14/2020     EUR    64.500
UniCredit Bank AG        8.300    12/29/2020    EUR    73.710
UniCredit Bank AG        7.700    12/29/2020    EUR    67.270
UniCredit Bank AG        8.100    12/29/2020    EUR    61.140
UniCredit Bank AG        6.200    12/29/2020    EUR    67.640
UniCredit Bank AG        8.200    12/29/2020    EUR    65.940
UniCredit Bank AG        10.200   12/29/2020    EUR    66.900
UniCredit Bank AG        8.800    12/29/2020    EUR    74.080
UniCredit Bank AG        8.600    12/29/2020    EUR    68.910
Societe Generale Effekten7.404    3/20/2020     EUR    65.750
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    65.470
Landesbank Baden-Wuerttem2.500    7/24/2020     EUR    58.730
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    50.380
HSBC Trinkaus & Burkhardt5.000    3/27/2020     EUR    52.630
HSBC Trinkaus & Burkhardt9.200    2/28/2020     EUR    44.300
EFG International Finance7.200    11/30/2020    EUR    65.300
UBS AG/London            10.500   4/20/2020     EUR    53.700
UniCredit Bank AG        5.000    6/11/2021     EUR    55.000
Raiffeisen Schweiz Genoss5.750    5/18/2020     CHF    53.590
Raiffeisen Schweiz Genoss6.500    5/18/2020     CHF    19.620
Bank Julius Baer & Co Ltd6.000    5/11/2020     CHF    63.000
Vontobel Financial Produc20.000   9/25/2020     EUR    71.300
Landesbank Baden-Wuerttem3.000    12/29/2020    EUR    53.910
UniCredit Bank AG        4.000    3/2/2020      EUR    36.310
Erste Group Bank AG      6.250    3/29/2023     EUR    62.000
UniCredit Bank AG        6.300    3/26/2021     EUR    42.850
UniCredit Bank AG        4.600    3/26/2021     EUR    50.180
UniCredit Bank AG        3.250    3/29/2022     EUR    26.680
Societe Generale Effekten16.740   3/20/2020     EUR    71.870
Vontobel Financial Produc16.500   3/13/2020     EUR    73.020
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    60.640
Raiffeisen Centrobank AG 9.626    3/24/2020     EUR    72.050
Raiffeisen Centrobank AG 10.929   3/24/2020     EUR    67.390
Raiffeisen Centrobank AG 9.643    3/24/2020     EUR    69.990
UBS AG/London            10.250   3/23/2020     EUR    36.450
DekaBank Deutsche Girozen2.750    4/16/2021     EUR    68.320
Vontobel Financial Produc6.500    4/20/2020     EUR    67.610
Landesbank Baden-Wuerttem2.750    5/31/2021     EUR    60.690
SG Issuer SA             5.000    4/2/2024      EUR    62.670
Landesbank Baden-Wuerttem3.500    4/24/2020     EUR    59.130
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    74.540
Landesbank Baden-Wuerttem3.000    4/24/2020     EUR    50.540
Landesbank Baden-Wuerttem3.000    4/24/2020     EUR    60.270
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    72.240
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    63.550
Landesbank Baden-Wuerttem4.000    5/22/2020     EUR    72.810
Landesbank Baden-Wuerttem5.500    5/22/2020     EUR    66.100
Landesbank Baden-Wuerttem6.000    5/22/2020     EUR    69.250
Landesbank Baden-Wuerttem3.500    5/22/2020     EUR    74.310
Landesbank Baden-Wuerttem5.000    5/22/2020     EUR    65.170
Landesbank Baden-Wuerttem2.500    4/24/2020     EUR    48.220
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    70.410
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    62.740
Landesbank Baden-Wuerttem3.500    4/24/2020     EUR    57.160
Landesbank Hessen-Thuerin5.400    11/24/2022    EUR    63.270
Landesbank Hessen-Thuerin4.000    6/8/2022      EUR    59.380
Landesbank Hessen-Thuerin4.000    6/8/2022      EUR    63.730
Leonteq Securities AG/Gue3.000    9/20/2022     CHF    68.530
Commerzbank AG           2.100    8/28/2020     EUR    59.440
Leonteq Securities AG/Gue5.000    9/8/2020      CHF    36.750
Leonteq Securities AG/Gue6.200    3/11/2020     CHF    73.950
Landesbank Hessen-Thuerin3.000    7/6/2021      EUR    69.500
Natixis SA               4.975    3/23/2020     USD    33.761
UBS AG/London            8.000    3/30/2020     EUR    61.150
UBS AG/London            6.500    3/30/2020     CHF    65.850
DekaBank Deutsche Girozen2.050    5/3/2021      EUR    47.100
Raiffeisen Schweiz Genoss6.500    10/9/2020     CHF    47.190
UniCredit Bank AG        3.450    9/14/2022     EUR    67.170
Landesbank Hessen-Thuerin7.800    12/15/2022    EUR    74.540
Landesbank Baden-Wuerttem4.850    6/26/2020     EUR    61.380
UBS AG/London            9.000    11/10/2022    USD     5.880
Leonteq Securities AG/Gue4.200    6/1/2021      CHF    39.470
DekaBank Deutsche Girozen2.200    5/28/2021     EUR    58.500
DekaBank Deutsche Girozen2.700    5/29/2020     EUR    47.670
DekaBank Deutsche Girozen3.100    5/28/2021     EUR    62.860
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    56.610
Landesbank Baden-Wuerttem5.000    5/22/2020     EUR    72.240
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    43.710
Landesbank Baden-Wuerttem5.500    4/24/2020     EUR    65.110
Landesbank Baden-Wuerttem5.500    4/24/2020     EUR    74.980
Landesbank Baden-Wuerttem3.000    4/24/2020     EUR    59.640
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    65.810
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    52.710
UBS AG/London            13.000   5/4/2020      CHF    51.000
BNP Paribas Issuance BV  12.600   2/17/2020     CHF    60.900
EFG International Finance8.000    11/23/2020    EUR    69.830
Raiffeisen Schweiz Genoss5.200    11/11/2020    CHF    55.930
Landesbank Hessen-Thuerin7.000    1/9/2023      EUR    39.730
DekaBank Deutsche Girozen3.650    3/27/2020     EUR    71.930
UBS AG/London            6.500    12/14/2020    EUR    73.250
Leonteq Securities AG/Gue4.750    11/1/2021     CHF    33.470
Landesbank Hessen-Thuerin3.000    6/4/2021      EUR    66.200
UBS AG/London            9.000    5/14/2020     CHF    70.500
Raiffeisen Schweiz Genoss5.300    5/4/2020      EUR    73.400
Commerzbank AG           8.000    11/6/2020     USD     5.980
HSBC Trinkaus & Burkhardt6.630    5/22/2020     EUR    70.920
EFG International Finance7.000    11/16/2020    EUR    62.380
UniCredit Bank AG        4.200    12/8/2021     EUR    62.640
Credit Suisse AG/London  9.750    2/18/2020     USD    60.060
DekaBank Deutsche Girozen2.500    5/28/2021     EUR    71.620
DekaBank Deutsche Girozen2.900    5/29/2020     EUR    46.730
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    56.860
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    53.110
DekaBank Deutsche Girozen3.050    11/20/2020    EUR    70.760
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    53.140
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    45.710
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    43.750
Landesbank Baden-Wuerttem4.500    4/24/2020     EUR    23.690
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    63.370
Landesbank Baden-Wuerttem3.500    4/24/2020     EUR    63.700
Leonteq Securities AG    20.000   5/12/2020     CHF    60.620
Landesbank Baden-Wuerttem3.700    7/23/2021     EUR    72.160
Leonteq Securities AG    12.000   5/12/2020     CHF    74.710
Landesbank Hessen-Thuerin4.000    6/4/2021      EUR    71.600
DekaBank Deutsche Girozen4.700    5/29/2020     EUR    61.860
DekaBank Deutsche Girozen6.000    5/29/2020     EUR    52.670
Landesbank Baden-Wuerttem3.000    10/23/2020    EUR    72.130
DekaBank Deutsche Girozen2.500    5/29/2020     EUR    70.770
DekaBank Deutsche Girozen3.000    5/29/2020     EUR    74.970
SG Issuer SA             5.000    5/23/2024     EUR    63.480
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    65.670
Landesbank Baden-Wuerttem3.500    4/24/2020     EUR    67.060
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    61.830
Landesbank Baden-Wuerttem2.000    4/24/2020     EUR    53.300
Landesbank Baden-Wuerttem2.500    4/24/2020     EUR    26.610
Landesbank Baden-Wuerttem4.000    4/24/2020     EUR    57.410
UBS AG/London            5.100    3/26/2020     EUR    53.870
DekaBank Deutsche Girozen2.200    11/20/2020    EUR    73.440
Landesbank Baden-Wuerttem2.700    10/28/2022    EUR    72.420
Raiffeisen Schweiz Genoss4.700    11/4/2020     CHF    55.430
Landesbank Hessen-Thuerin3.000    12/16/2020    EUR    70.100
EFG International Finance8.000    5/26/2020     USD    52.580
Vontobel Financial Produc10.500   3/27/2020     EUR    53.680
Vontobel Financial Produc12.500   3/27/2020     EUR    50.970
Vontobel Financial Produc6.000    3/27/2020     EUR    72.340
BNP Paribas Emissions- un5.000    6/25/2020     EUR    54.200
BNP Paribas Emissions- un5.000    6/25/2020     EUR    54.060
BNP Paribas Emissions- un9.000    6/25/2020     EUR    55.440
BNP Paribas Emissions- un4.000    3/26/2020     EUR    52.910
BNP Paribas Emissions- un5.000    3/26/2020     EUR    54.560
Luzerner Kantonalbank AG 10.000   8/28/2020     CHF    68.840
BNP Paribas Emissions- un6.000    6/25/2020     EUR    54.400
Landesbank Baden-Wuerttem3.500    6/26/2020     EUR    74.360
Landesbank Baden-Wuerttem4.000    5/27/2022     EUR    75.520
UniCredit Bank AG        4.000    7/31/2020     EUR    74.490
Leonteq Securities AG/Gue7.400    3/3/2020      CHF    60.620
Macquarie Internationale 11.550   8/28/2023     ZAR    13.697
Commerzbank AG           30.000   6/30/2020     USD
Landesbank Baden-Wuerttem5.300    6/26/2020     EUR    72.680
HSBC Trinkaus & Burkhardt8.000    6/26/2020     EUR    58.020
HSBC Trinkaus & Burkhardt8.200    9/25/2020     EUR    58.210
HSBC Trinkaus & Burkhardt5.400    12/28/2020    EUR    62.770
HSBC Trinkaus & Burkhardt6.000    7/24/2020     EUR    61.330
HSBC Trinkaus & Burkhardt10.300   6/26/2020     EUR    57.090
HSBC Trinkaus & Burkhardt9.400    7/24/2020     EUR    58.310
HSBC Trinkaus & Burkhardt7.200    6/26/2020     EUR    69.920
Vontobel Financial Produc7.000    3/27/2020     EUR    65.500
Vontobel Financial Produc7.500    3/27/2020     EUR    54.120
Vontobel Financial Produc9.250    3/26/2020     EUR    71.280
Commerzbank AG           15.500   3/27/2020     EUR    68.230
Commerzbank AG           11.750   3/27/2020     EUR    74.870
Commerzbank AG           11.000   3/27/2020     EUR    69.970
DZ Bank AG Deutsche Zentr7.500    6/24/2020     EUR    52.560
DZ Bank AG Deutsche Zentr8.750    6/24/2020     EUR    72.910
Commerzbank AG           11.500   3/27/2020     EUR    71.270
Commerzbank AG           3.250    3/27/2020     EUR    68.490
Commerzbank AG           5.250    3/27/2020     EUR    61.720
Commerzbank AG           7.250    3/27/2020     EUR    57.580
DZ Bank AG Deutsche Zentr5.250    6/24/2020     EUR    71.810
DZ Bank AG Deutsche Zentr8.500    6/24/2020     EUR    67.040
DZ Bank AG Deutsche Zentr11.000   6/24/2020     EUR    68.210
UBS AG/London            10.000   3/29/2021     EUR    75.650
Landesbank Hessen-Thuerin6.100    4/26/2024     EUR    67.170
UBS AG/London            7.200    5/22/2020     EUR    68.930
Commerzbank AG           8.500    3/27/2020     EUR    70.450
Commerzbank AG           10.500   3/27/2020     EUR    66.220
Commerzbank AG           12.500   3/27/2020     EUR    62.930
Commerzbank AG           14.500   3/27/2020     EUR    60.000
HSBC Trinkaus & Burkhardt8.700    9/25/2020     EUR    56.970
HSBC Trinkaus & Burkhardt8.200    3/27/2020     EUR    69.580
HSBC Trinkaus & Burkhardt7.200    9/25/2020     EUR    71.700
HSBC Trinkaus & Burkhardt8.800    7/24/2020     EUR    70.250
Bank Julius Baer & Co Ltd10.700   9/28/2020     EUR    61.800
Vontobel Financial Produc12.000   3/27/2020     EUR    73.280
Vontobel Financial Produc8.000    3/27/2020     EUR    52.750
Vontobel Financial Produc10.000   3/27/2020     EUR    74.770
Vontobel Financial Produc9.250    3/27/2020     EUR    74.110
Commerzbank AG           9.500    3/27/2020     EUR    53.610
UniCredit Bank AG        3.600    7/18/2021     EUR    50.810
Landesbank Baden-Wuerttem4.000    6/26/2020     EUR    73.030
Landesbank Hessen-Thuerin5.650    10/28/2022    EUR    32.980
Vontobel Financial Produc16.000   12/28/2020    EUR    71.780
Vontobel Financial Produc13.000   12/28/2020    EUR    73.120
Commerzbank AG           16.250   7/24/2020     EUR    73.330
UniCredit Bank AG        9.200    12/29/2020    EUR    68.780
UniCredit Bank AG        8.500    12/29/2020    EUR    62.390
UniCredit Bank AG        6.800    12/29/2020    EUR    50.980
UniCredit Bank AG        8.700    12/29/2020    EUR    63.770
UniCredit Bank AG        8.100    12/29/2020    EUR    63.520
UniCredit Bank AG        7.600    12/29/2020    EUR    35.120
UniCredit Bank AG        6.700    12/29/2020    EUR    36.220
UniCredit Bank AG        11.800   12/29/2020    EUR    48.520
UniCredit Bank AG        10.000   12/29/2020    EUR    39.000
UniCredit Bank AG        8.100    12/29/2020    EUR    62.680
UniCredit Bank AG        8.900    12/29/2020    EUR    25.110
UniCredit Bank AG        7.300    12/29/2020    EUR    57.320
UniCredit Bank AG        6.600    12/29/2020    EUR    58.590
UniCredit Bank AG        9.300    12/29/2020    EUR    43.500
UniCredit Bank AG        7.600    12/29/2020    EUR    41.880
UniCredit Bank AG        7.800    12/29/2020    EUR    72.880
UniCredit Bank AG        8.400    12/29/2020    EUR    56.670
UniCredit Bank AG        8.100    12/29/2020    EUR    58.120
UniCredit Bank AG        6.100    12/29/2020    EUR    67.170
Vontobel Financial Produc9.000    6/5/2020      EUR    49.920
UniCredit Bank AG        4.000    6/7/2022      EUR    61.270
Leonteq Securities AG/Gue5.600    5/25/2021     CHF    55.950
Landesbank Baden-Wuerttem4.650    3/27/2020     EUR    56.780
UBS AG/London            11.000   5/4/2020      USD    63.000
UBS AG/London            7.000    5/4/2020      CHF    69.000
Raiffeisen Schweiz Genoss4.600    5/25/2020     CHF    52.810
Raiffeisen Schweiz Genoss8.600    5/28/2020     CHF    54.850
Raiffeisen Schweiz Genoss6.450    5/25/2020     CHF    67.900
UBS AG/London            6.000    5/18/2020     CHF    54.200
Landesbank Hessen-Thuerin2.350    12/21/2020    EUR    73.600
UniCredit Bank AG        7.000    12/29/2020    EUR    72.610
UniCredit Bank AG        9.800    12/29/2020    EUR    59.240
UniCredit Bank AG        9.400    12/29/2020    EUR    60.370
UniCredit Bank AG        6.300    12/29/2020    EUR    58.590
UniCredit Bank AG        10.100   12/29/2020    EUR    76.120
UniCredit Bank AG        9.300    12/29/2020    EUR    62.240
UniCredit Bank AG        6.600    12/29/2020    EUR    60.160
UniCredit Bank AG        10.500   12/29/2020    EUR    73.460
UniCredit Bank AG        6.900    12/29/2020    EUR    59.240
UniCredit Bank AG        9.800    12/29/2020    EUR    74.180
UniCredit Bank AG        8.800    12/29/2020    EUR    61.020
UniCredit Bank AG        8.100    12/29/2020    EUR    72.360
UniCredit Bank AG        11.500   12/29/2020    EUR    73.290
UniCredit Bank AG        9.200    12/29/2020    EUR    56.000
UniCredit Bank AG        6.600    12/29/2020    EUR    66.180
UniCredit Bank AG        6.600    12/29/2020    EUR    50.870
UniCredit Bank AG        8.300    12/29/2020    EUR    47.690
UniCredit Bank AG        7.000    12/29/2020    EUR    44.090
UniCredit Bank AG        8.400    12/29/2020    EUR    44.680
UniCredit Bank AG        9.200    12/29/2020    EUR    43.160
UniCredit Bank AG        6.400    12/29/2020    EUR    61.600
UniCredit Bank AG        8.300    12/29/2020    EUR    63.450
UniCredit Bank AG        10.600   12/29/2020    EUR    73.290
UniCredit Bank AG        10.800   12/29/2020    EUR    66.150
UniCredit Bank AG        8.000    12/29/2020    EUR    62.960
Raiffeisen Centrobank AG 7.200    6/19/2020     EUR    69.630
Banque Cantonale Vaudoise2.750    5/25/2020     CHF    70.580
UBS AG/London            21.500   9/24/2020     EUR    71.720
EFG International Finance7.200    10/5/2020     USD    61.510
DekaBank Deutsche Girozen2.250    10/16/2020    EUR    73.520
DekaBank Deutsche Girozen3.000    6/18/2020     EUR    74.720
EFG International Finance7.200    7/29/2020     EUR    10.880
Leonteq Securities AG/Gue6.000    4/2/2020      CHF    70.990
UniCredit Bank AG        4.300    10/18/2021    EUR    71.990
Landesbank Hessen-Thuerin5.700    10/27/2022    EUR    48.630
Landesbank Baden-Wuerttem2.850    10/23/2020    EUR    73.150
Landesbank Baden-Wuerttem3.000    10/23/2020    EUR    73.520
Landesbank Baden-Wuerttem3.500    10/23/2020    EUR    67.050
DekaBank Deutsche Girozen4.150    4/30/2020     EUR    60.450
DekaBank Deutsche Girozen2.250    11/8/2022     EUR    68.540
UniCredit Bank AG        3.120    9/25/2020     EUR    42.800
UniCredit Bank AG        3.800    10/24/2021    EUR    59.570
UBS AG/London            7.000    3/27/2020     CHF    74.250
EFG International Finance7.000    10/12/2020    EUR    64.930
UniCredit Bank AG        3.900    10/24/2021    EUR    65.170
Leonteq Securities AG/Gue8.100    4/6/2020      CHF    61.830
Landesbank Hessen-Thuerin3.350    8/6/2021      EUR    62.900
Landesbank Hessen-Thuerin3.000    8/6/2021      EUR    56.100
Landesbank Baden-Wuerttem2.750    9/23/2022     EUR    74.130
DekaBank Deutsche Girozen3.000    5/20/2020     EUR    62.590
Landesbank Hessen-Thuerin8.900    10/6/2020     EUR    23.500
Credit Suisse AG/London  8.000    6/11/2020     USD     5.138
UniCredit Bank AG        3.800    7/23/2020     EUR    56.300
UniCredit Bank AG        4.350    7/21/2020     EUR    71.870
SG Issuer SA             6.420    9/25/2020     CHF    69.550
Landesbank Hessen-Thuerin3.500    10/27/2021    EUR    70.070
DekaBank Deutsche Girozen2.000    10/16/2020    EUR    49.930
Leonteq Securities AG/Gue7.000    9/29/2020     CHF    73.900
Leonteq Securities AG/Gue8.000    9/29/2020     EUR    68.880
HSBC Trinkaus & Burkhardt3.000    12/29/2020    EUR    72.840
EFG International Finance6.600    9/28/2020     EUR    75.400
Landesbank Hessen-Thuerin7.000    10/20/2022    EUR    73.930
Commerzbank AG           16.500   6/26/2020     EUR    70.300
Vontobel Financial Produc14.500   12/28/2020    EUR    72.340
Vontobel Financial Produc12.000   12/28/2020    EUR    74.190
UniCredit Bank AG        6.100    12/29/2020    EUR    52.330
UniCredit Bank AG        7.900    12/29/2020    EUR    65.150
UniCredit Bank AG        7.200    12/29/2020    EUR    66.620
UniCredit Bank AG        7.300    12/29/2020    EUR    55.950
UniCredit Bank AG        7.100    12/29/2020    EUR    75.540
UniCredit Bank AG        7.300    12/29/2020    EUR    74.820
UniCredit Bank AG        9.500    12/29/2020    EUR    59.480
UniCredit Bank AG        11.000   12/29/2020    EUR    74.590
UniCredit Bank AG        8.400    12/29/2020    EUR    56.960
UniCredit Bank AG        8.100    12/29/2020    EUR    58.030
UniCredit Bank AG        9.300    12/29/2020    EUR    39.470
UniCredit Bank AG        8.400    12/29/2020    EUR    25.270
UniCredit Bank AG        10.500   12/29/2020    EUR    41.590
UniCredit Bank AG        10.200   12/29/2020    EUR    72.560
UniCredit Bank AG        8.000    12/29/2020    EUR    42.850
UniCredit Bank AG        8.500    12/29/2020    EUR    52.160
UniCredit Bank AG        7.500    12/29/2020    EUR    65.280
UniCredit Bank AG        12.000   12/29/2020    EUR    28.810
UniCredit Bank AG        13.900   12/29/2020    EUR    27.420
UniCredit Bank AG        8.700    12/29/2020    EUR    40.140
UniCredit Bank AG        9.200    12/29/2020    EUR    51.070
UniCredit Bank AG        8.900    12/29/2020    EUR    56.540
UniCredit Bank AG        4.000    6/11/2020     EUR    65.970
UBS AG/London            9.500    11/16/2020    USD    51.500
Landesbank Hessen-Thuerin5.350    9/22/2023     EUR    64.670
DekaBank Deutsche Girozen2.800    6/19/2020     EUR    48.880
EFG International Finance5.550    7/12/2021     USD    63.500
Raiffeisen Schweiz Genoss5.200    12/1/2020     CHF    50.630
UBS AG/London            12.200   9/24/2020     EUR    65.940
UBS AG/London            25.000   9/24/2020     EUR    61.860
UBS AG/London            23.000   6/25/2020     EUR    60.230
Leonteq Securities AG/Gue6.000    6/8/2020      CHF    68.570
Vontobel Financial Produc17.500   9/25/2020     EUR    72.450
DekaBank Deutsche Girozen2.750    6/26/2020     EUR    68.120
DZ Bank AG Deutsche Zentr8.250    3/25/2020     EUR    66.610
Raiffeisen Switzerland BV11.250   11/25/2020    CHF    38.050
UBS AG/London            17.700   9/24/2020     EUR    73.300
Commerzbank AG           14.500   3/27/2020     EUR    69.260
Vontobel Financial Produc6.500    9/25/2020     EUR    67.970
Vontobel Financial Produc7.000    12/28/2020    EUR    67.900
Vontobel Financial Produc15.500   12/28/2020    EUR    74.770
Leonteq Securities AG/Gue6.000    6/23/2020     CHF    64.700
Landesbank Baden-Wuerttem4.000    7/24/2020     EUR    74.510
Getin Noble Bank SA      5.790    6/28/2024     PLN    74.000
HSBC Trinkaus & Burkhardt5.000    12/29/2020    EUR    65.200
DZ Bank AG Deutsche Zentr15.250   5/20/2020     EUR    66.010
Corner Banca SA          8.600    6/16/2020     CHF    69.110
Landesbank Baden-Wuerttem3.100    7/24/2020     EUR    72.230
Societe Generale SA      8.000    5/28/2027     USD    39.500
DekaBank Deutsche Girozen3.000    6/21/2021     EUR    33.760
Corner Banca SA          7.600    6/16/2020     CHF    67.040
Landesbank Hessen-Thuerin4.000    1/13/2021     EUR    69.100
Vontobel Financial Produc13.000   9/25/2020     EUR    68.585
UBS AG/London            18.100   9/24/2020     EUR    62.930
UBS AG/London            9.400    9/24/2020     EUR    68.140
DZ Bank AG Deutsche Zentr7.000    9/23/2020     EUR    72.510
UBS AG/London            6.800    9/24/2020     EUR    70.930
UBS AG/London            15.000   9/24/2020     EUR    64.160
UBS AG/London            13.500   9/11/2020     USD    72.380
SG Issuer SA             0.800    11/30/2020    SEK    11.710
Vontobel Financial Produc7.000    9/25/2020     EUR    70.870
Vontobel Financial Produc5.000    9/25/2020     EUR    74.520
Vontobel Financial Produc6.000    9/25/2020     EUR    72.740
Vontobel Financial Produc5.500    3/27/2020     EUR    64.410
Vontobel Financial Produc8.500    3/27/2020     EUR    72.790
Vontobel Financial Produc10.000   3/27/2020     EUR    68.780
Deutsche Bank AG         4.200    9/22/2020     EUR    74.800
DekaBank Deutsche Girozen2.050    12/11/2020    EUR    59.380
DekaBank Deutsche Girozen4.250    8/21/2020     EUR    60.630
Landesbank Baden-Wuerttem2.600    11/27/2020    EUR    49.370
Bank Julius Baer & Co Ltd6.300    10/23/2020    EUR    72.500
UBS AG/London            8.500    10/23/2020    EUR    73.000
Landesbank Hessen-Thuerin5.450    11/17/2022    EUR    59.580
Landesbank Hessen-Thuerin8.600    11/17/2022    EUR    58.060
Landesbank Baden-Wuerttem3.000    12/29/2020    EUR    66.260
Landesbank Baden-Wuerttem3.000    12/29/2020    EUR    74.770
Landesbank Baden-Wuerttem3.600    12/29/2020    EUR    62.370
DekaBank Deutsche Girozen2.300    11/13/2020    EUR    67.440
UBS AG/London            9.500    4/20/2020     CHF    75.800
EFG International Finance7.200    11/2/2020     EUR    60.280
Landesbank Hessen-Thuerin4.000    11/24/2021    EUR    54.820
Landesbank Baden-Wuerttem2.800    7/24/2020     EUR    75.530
UniCredit Bank AG        3.700    5/28/2021     EUR    70.200
Landesbank Hessen-Thuerin2.200    11/24/2020    EUR    54.610
Landesbank Hessen-Thuerin6.450    2/24/2023     EUR    51.370
Leonteq Securities AG/Gue6.400    11/3/2021     CHF    74.260
Leonteq Securities AG/Gue6.400    11/3/2020     EUR    53.200
DZ Bank AG Deutsche Zentr7.300    3/23/2020     EUR    61.110
Credit Suisse AG/London  8.500    2/26/2020     CHF    72.570
Societe Generale Effekten9.508    6/19/2020     EUR    69.790
BNP Paribas Emissions- un7.500    6/25/2020     EUR    73.050
BNP Paribas Emissions- un9.500    6/25/2020     EUR    73.740
BNP Paribas Emissions- un5.000    9/24/2020     EUR    73.110
BNP Paribas Emissions- un6.500    9/24/2020     EUR    72.460
BNP Paribas Emissions- un9.000    9/24/2020     EUR    70.490
BNP Paribas Emissions- un6.000    6/25/2020     EUR    71.400
BNP Paribas Emissions- un7.500    6/25/2020     EUR    70.820
BNP Paribas Emissions- un15.000   6/25/2020     EUR    70.250
BNP Paribas Emissions- un14.000   6/25/2020     EUR    68.900
BNP Paribas Emissions- un21.000   6/25/2020     EUR    67.560
BNP Paribas Emissions- un12.000   9/24/2020     EUR    69.940
BNP Paribas Emissions- un14.000   9/24/2020     EUR    68.910
BNP Paribas Emissions- un17.000   9/24/2020     EUR    69.420
BNP Paribas Emissions- un19.000   9/24/2020     EUR    68.970
Raiffeisen Schweiz Genoss9.000    10/12/2020    CHF    59.230
EFG International Finance7.200    10/26/2020    EUR    61.740
Landesbank Hessen-Thuerin4.000    8/26/2020     EUR    55.800
Landesbank Hessen-Thuerin5.700    6/2/2023      EUR    73.860
UBS AG/London            6.500    7/31/2020     CHF    64.400
UBS AG/London            7.500    7/31/2020     EUR    50.300
Raiffeisen Centrobank AG 5.450    3/3/2020      EUR    67.400
Bank Julius Baer & Co Ltd7.700    10/26/2020    EUR    66.300
SG Issuer SA             5.000    7/10/2020     EUR
SG Issuer SA             5.000    7/10/2021     EUR
Raiffeisen Schweiz Genoss6.000    5/25/2020     EUR    69.210
Raiffeisen Schweiz Genoss7.500    5/25/2020     CHF    22.140
UBS AG/London            10.000   5/18/2020     CHF    48.100
DekaBank Deutsche Girozen2.660    2/28/2020     EUR    67.210
DekaBank Deutsche Girozen2.800    6/18/2021     EUR    72.750
EFG International Finance7.000    6/8/2021      EUR    72.900
Leonteq Securities AG    7.400    11/25/2020    CHF    47.510
Raiffeisen Centrobank AG 5.500    6/30/2020     EUR    71.980
UBS AG/London            7.000    6/2/2020      CHF    51.950
UniCredit Bank AG        3.850    6/28/2022     EUR    57.410
Credit Suisse AG/Nassau  7.250    6/8/2020      EUR    70.660
UniCredit Bank AG        3.800    6/28/2022     EUR    59.240
Natixis SA               3.150    6/9/2021      USD    46.104
Landesbank Baden-Wuerttem5.000    2/28/2020     EUR    54.860
Landesbank Baden-Wuerttem5.300    2/28/2020     EUR    50.970
Landesbank Hessen-Thuerin3.500    7/6/2022      EUR    70.780
Raiffeisen Schweiz Genoss4.800    12/8/2020     CHF    50.320
Leonteq Securities AG    5.200    6/11/2020     CHF    52.880
BNP Paribas Issuance BV  6.400    6/1/2020      EUR    58.500
DekaBank Deutsche Girozen3.000    6/26/2020     EUR    68.410
DekaBank Deutsche Girozen2.000    6/25/2021     EUR    53.540
Vontobel Financial Produc12.000   3/27/2020     EUR    65.580
Vontobel Financial Produc11.000   3/27/2020     EUR    73.170
DZ Bank AG Deutsche Zentr5.500    3/25/2020     EUR    65.730
Bank Julius Baer & Co Ltd9.450    5/11/2020     USD    62.400
Vontobel Financial Produc13.500   6/26/2020     EUR    56.360
Vontobel Financial Produc8.000    3/27/2020     EUR    60.350
Vontobel Financial Produc9.500    3/27/2020     EUR    58.720
Vontobel Financial Produc13.000   3/27/2020     EUR    55.540
Vontobel Financial Produc6.000    6/26/2020     EUR    64.630
Vontobel Financial Produc9.500    6/26/2020     EUR    59.970
Vontobel Financial Produc10.500   6/26/2020     EUR    58.500
Vontobel Financial Produc12.000   6/26/2020     EUR    57.320
Vontobel Financial Produc12.500   6/26/2020     EUR    74.290
Vontobel Financial Produc10.000   6/26/2020     EUR    73.450
Vontobel Financial Produc5.000    3/27/2020     EUR    76.520
Vontobel Financial Produc8.000    3/27/2020     EUR    71.950
Vontobel Financial Produc9.500    3/27/2020     EUR    69.890
UniCredit Bank AG        4.000    12/7/2020     EUR    74.420
Landesbank Baden-Wuerttem6.000    8/27/2021     EUR    64.480
Vontobel Financial Produc10.000   6/12/2020     EUR    57.940
Vontobel Financial Produc6.500    3/27/2020     EUR    62.240
Vontobel Financial Produc11.500   3/27/2020     EUR    57.070
Vontobel Financial Produc8.000    6/26/2020     EUR    61.240
Vontobel Financial Produc7.000    6/26/2020     EUR    62.870
Vontobel Financial Produc17.000   6/26/2020     EUR    70.580
Vontobel Financial Produc10.500   6/26/2020     EUR    68.050
Vontobel Financial Produc17.000   3/27/2020     EUR    65.950
DZ Bank AG Deutsche Zentr6.900    3/23/2020     EUR    56.660
DZ Bank AG Deutsche Zentr11.000   6/22/2020     EUR    51.090
UniCredit Bank AG        6.200    6/26/2020     EUR    65.820
UniCredit Bank AG        12.300   6/26/2020     EUR    59.740
UniCredit Bank AG        13.500   6/26/2020     EUR    69.570
UniCredit Bank AG        11.800   6/26/2020     EUR    72.090
UniCredit Bank AG        10.700   6/26/2020     EUR    68.660
Leonteq Securities AG    9.000    3/27/2020     USD    46.960
Societe Generale Effekten22.434   3/20/2020     EUR    74.310
Societe Generale Effekten26.833   3/20/2020     EUR    70.390
Societe Generale Effekten21.995   3/20/2020     EUR    65.890
Societe Generale Effekten22.874   3/20/2020     EUR    65.000
Societe Generale Effekten19.135   3/20/2020     EUR    71.430
Societe Generale Effekten25.514   3/20/2020     EUR    69.430
Societe Generale Effekten15.836   3/20/2020     EUR    67.910
Societe Generale Effekten18.342   6/19/2020     EUR    70.060
Societe Generale Effekten12.977   3/20/2020     EUR    71.790
Societe Generale Effekten14.077   3/20/2020     EUR    65.960
Societe Generale Effekten8.958    9/18/2020     EUR    71.970
Societe Generale Effekten7.337    6/19/2020     EUR    58.190
Societe Generale Effekten27.053   3/20/2020     EUR    73.450
Bank Julius Baer & Co Ltd5.600    5/5/2020      EUR    73.900
Vontobel Financial Produc8.000    6/12/2020     EUR    71.980
Vontobel Financial Produc13.500   6/12/2020     EUR    65.090
Vontobel Financial Produc13.000   6/12/2020     EUR    74.640
Vontobel Financial Produc7.750    3/27/2020     EUR    69.850
Commerzbank AG           8.750    3/27/2020     EUR    58.790
Commerzbank AG           12.750   3/27/2020     EUR    53.410
Zurcher Kantonalbank Fina1.003    4/9/2020      CHF    66.480
Vontobel Financial Produc17.500   6/26/2020     EUR    69.500
Bank Julius Baer & Co Ltd11.250   8/6/2020      EUR    60.250
Landesbank Baden-Wuerttem3.250    8/27/2021     EUR    71.080
Landesbank Baden-Wuerttem4.000    8/27/2021     EUR    68.340
Landesbank Baden-Wuerttem5.000    8/27/2021     EUR    66.270
Vontobel Financial Produc13.000   6/12/2020     EUR    55.670
Vontobel Financial Produc7.500    6/12/2020     EUR    60.710
Societe Generale Effekten28.219   6/19/2020     EUR    73.160
Societe Generale Effekten16.649   6/19/2020     EUR    74.150
Societe Generale Effekten22.874   3/20/2020     EUR    42.110
Commerzbank AG           3.000    3/27/2020     EUR    73.490
Vontobel Financial Produc10.500   6/12/2020     EUR    66.070
Vontobel Financial Produc11.500   6/12/2020     EUR    67.090
DZ Bank AG Deutsche Zentr8.500    12/23/2020    EUR    73.010
Vontobel Financial Produc8.500    12/28/2020    EUR    71.650
UniCredit Bank AG        4.200    2/19/2022     EUR    65.680
Leonteq Securities AG    3.800    2/15/2021     CHF    32.080
Credit Suisse AG/Nassau  5.500    2/17/2020     CHF    73.390
UBS AG/London            6.750    7/31/2020     CHF    72.200
EFG International Finance7.000    2/15/2021     CHF    72.380
EFG International Finance7.800    2/15/2021     EUR    59.230
Landesbank Baden-Wuerttem3.000    2/26/2021     EUR    67.220
Corner Banca SA          7.600    2/2/2021      CHF    69.680
DekaBank Deutsche Girozen6.550    8/21/2020     EUR    57.830
Landesbank Hessen-Thuerin3.500    3/9/2022      EUR    65.220
Zurcher Kantonalbank Fina4.704    2/5/2021      CHF    73.930
DZ Bank AG Deutsche Zentr4.250    9/21/2020     EUR    67.520
DZ Bank AG Deutsche Zentr6.200    9/21/2020     EUR    73.760
Commerzbank AG           11.750   8/28/2020     EUR    70.500
National Capital JSC     10.000   9/15/2020     RUB    100.00
DekaBank Deutsche Girozen2.700    7/1/2020      EUR    62.190
DekaBank Deutsche Girozen3.000    9/23/2020     EUR    74.910
Leonteq Securities AG/Gue14.200   11/5/2020     USD    70.120
Commerzbank AG           9.750    8/28/2020     EUR    72.760
Societe Generale Effekten13.589   3/27/2020     EUR    73.180
Societe Generale Effekten14.057   3/27/2020     EUR    73.260
Societe Generale Effekten12.671   4/24/2020     EUR    71.460
Landesbank Baden-Wuerttem5.500    6/25/2021     EUR    76.030
Landesbank Baden-Wuerttem3.000    6/25/2021     EUR    65.460
Landesbank Baden-Wuerttem5.000    6/25/2021     EUR    61.360
Landesbank Baden-Wuerttem6.500    6/25/2021     EUR    59.830
Landesbank Baden-Wuerttem2.000    6/25/2021     EUR    73.110
DekaBank Deutsche Girozen5.500    12/3/2021     EUR    65.410
Vontobel Financial Produc16.000   6/26/2020     EUR    74.570
Societe Generale Effekten20.895   3/20/2020     EUR    66.800
Societe Generale Effekten22.214   3/20/2020     EUR    70.780
Societe Generale Effekten25.074   3/20/2020     EUR    67.760
Societe Generale Effekten11.217   3/20/2020     EUR    73.940
Societe Generale Effekten7.619    6/19/2020     EUR    71.260
Societe Generale Effekten17.156   3/20/2020     EUR    45.260
Societe Generale Effekten11.570   6/19/2020     EUR    53.320
Societe Generale Effekten19.471   6/19/2020     EUR    48.770
DZ Bank AG Deutsche Zentr4.250    12/21/2020    EUR    68.000
DZ Bank AG Deutsche Zentr7.100    9/21/2020     EUR    72.220
DZ Bank AG Deutsche Zentr6.900    12/21/2020    EUR    73.330
Vontobel Financial Produc10.000   9/25/2020     EUR    68.310
Vontobel Financial Produc11.000   9/25/2020     EUR    66.740
Vontobel Financial Produc12.500   9/25/2020     EUR    65.730
Vontobel Financial Produc9.500    6/26/2020     EUR    68.130
Landesbank Hessen-Thuerin4.000    11/10/2021    EUR    63.520
DekaBank Deutsche Girozen2.000    11/2/2020     EUR    71.180
EFG International Finance7.200    10/26/2020    USD    63.650
DekaBank Deutsche Girozen3.000    6/26/2020     EUR    71.750
UniCredit Bank AG        4.250    11/21/2021    EUR    64.770
UniCredit Bank AG        4.200    11/21/2021    EUR    60.130
UniCredit Bank AG        4.350    11/21/2021    EUR    72.970
SG Issuer SA             0.820    8/2/2021      SEK    13.850
BNP Paribas Emissions- un5.000    6/25/2020     EUR    73.920
BNP Paribas Emissions- un6.000    6/25/2020     EUR    74.260
BNP Paribas Emissions- un8.000    6/25/2020     EUR    74.950
BNP Paribas Emissions- un7.500    9/24/2020     EUR    71.050
BNP Paribas Emissions- un9.000    6/25/2020     EUR    69.730
BNP Paribas Emissions- un11.000   6/25/2020     EUR    68.870
BNP Paribas Emissions- un15.000   6/25/2020     EUR    68.270
BNP Paribas Emissions- un18.000   6/25/2020     EUR    67.890
BNP Paribas Emissions- un17.000   6/25/2020     EUR    66.180
BNP Paribas Emissions- un20.000   6/25/2020     EUR    66.330
BNP Paribas Emissions- un4.000    9/24/2020     EUR    75.160
BNP Paribas Emissions- un16.000   9/24/2020     EUR    68.000
BNP Paribas Emissions- un18.000   9/24/2020     EUR    69.190
Leonteq Securities AG/Gue7.000    4/16/2020     CHF    56.880
Landesbank Baden-Wuerttem2.750    10/23/2020    EUR    73.920
Landesbank Baden-Wuerttem2.400    2/25/2022     EUR    75.470
UniCredit Bank AG        3.250    2/27/2022     EUR    62.790
Leonteq Securities AG/Gue8.000    8/5/2020      CHF    65.140
BNP Paribas Emissions- un7.000    9/24/2020     EUR    74.300
BNP Paribas Emissions- un8.500    9/24/2020     EUR    73.650
BNP Paribas Emissions- un8.000    6/25/2020     EUR    72.090
BNP Paribas Emissions- un9.500    6/25/2020     EUR    71.510
BNP Paribas Emissions- un12.000   6/25/2020     EUR    68.210
BNP Paribas Emissions- un16.000   6/25/2020     EUR    67.200
BNP Paribas Emissions- un22.000   6/25/2020     EUR    67.020
BNP Paribas Emissions- un23.000   6/25/2020     EUR    66.510
BNP Paribas Emissions- un4.500    9/24/2020     EUR    74.390
BNP Paribas Emissions- un11.000   9/24/2020     EUR    70.260
Societe Generale Effekten8.065    12/18/2020    EUR    73.590
Societe Generale Effekten10.646   12/18/2020    EUR    70.660
Societe Generale Effekten13.872   12/18/2020    EUR    68.650
Societe Generale Effekten17.098   12/18/2020    EUR    67.120
Societe Generale Effekten20.324   12/18/2020    EUR    65.980
Societe Generale Effekten26.776   12/18/2020    EUR    64.720
DekaBank Deutsche Girozen2.000    2/12/2021     EUR    72.310
DekaBank Deutsche Girozen2.800    2/12/2021     EUR    67.280
Leonteq Securities AG/Gue8.000    7/29/2020     EUR    59.000
Landesbank Baden-Wuerttem2.650    1/27/2023     EUR    69.210
UBS AG/London            10.000   2/20/2020     CHF    71.200
Societe Generale Effekten12.913   3/20/2020     EUR    72.230
Societe Generale Effekten14.273   3/20/2020     EUR    71.060
Societe Generale Effekten15.649   6/19/2020     EUR    74.590
BNP Paribas Emissions- un4.000    6/25/2020     EUR    73.570
BNP Paribas Emissions- un5.500    6/25/2020     EUR    72.360
BNP Paribas Emissions- un7.000    9/24/2020     EUR    71.750
BNP Paribas Emissions- un9.000    9/24/2020     EUR    72.940
BNP Paribas Emissions- un9.500    9/24/2020     EUR    72.240
BNP Paribas Emissions- un10.000   6/25/2020     EUR    72.780
BNP Paribas Emissions- un10.000   6/25/2020     EUR    70.080
BNP Paribas Emissions- un19.000   6/25/2020     EUR    66.870
BNP Paribas Emissions- un21.000   6/25/2020     EUR    65.820
BNP Paribas Emissions- un10.000   9/24/2020     EUR    71.080
BNP Paribas Emissions- un13.000   9/24/2020     EUR    69.630
BNP Paribas Emissions- un15.000   9/24/2020     EUR    68.230
BNP Paribas Emissions- un17.000   9/24/2020     EUR    67.780
BNP Paribas Emissions- un16.000   6/25/2020     EUR    73.110
Raiffeisen Centrobank AG 10.481   12/23/2020    EUR    74.340
UBS AG/London            10.000   8/20/2020     EUR    69.400
Zurcher Kantonalbank Fina12.250   2/27/2020     USD    60.970
BNP Paribas Emissions- un5.500    3/26/2020     EUR    66.970
BNP Paribas Emissions- un11.000   9/24/2020     EUR    70.360
Raiffeisen Centrobank AG 14.127   12/23/2020    EUR    74.330
BNP Paribas Emissions- un14.000   3/26/2020     EUR    65.090
BNP Paribas Emissions- un12.000   3/26/2020     EUR    69.740
BNP Paribas Emissions- un7.000    3/26/2020     EUR    69.720
BNP Paribas Emissions- un6.500    9/24/2020     EUR    72.900
Landesbank Baden-Wuerttem3.200    7/24/2020     EUR    68.670
Landesbank Baden-Wuerttem4.800    10/22/2021    EUR    73.800
Vontobel Financial Produc15.000   6/26/2020     EUR    63.670
Vontobel Financial Produc14.000   3/27/2020     EUR    68.140
Vontobel Financial Produc10.500   3/27/2020     EUR    68.930
Vontobel Financial Produc17.000   6/12/2020     EUR    75.440
Vontobel Financial Produc10.000   6/12/2020     EUR    72.610
UBS AG/London            6.600    6/25/2020     EUR    74.550
BNP Paribas Emissions- un11.000   9/24/2020     EUR    70.560
Vontobel Financial Produc13.400   9/16/2020     USD    73.740
UBS AG/London            5.900    12/28/2020    EUR    75.730
UBS AG/London            2.300    6/25/2020     EUR    73.450
UBS AG/London            18.600   6/25/2020     EUR    53.180
BNP Paribas Emissions- un9.000    12/24/2020    EUR    73.750
Landesbank Baden-Wuerttem3.000    8/28/2020     EUR    68.870
BNP Paribas Emissions- un22.000   3/26/2020     EUR    59.570
BNP Paribas Emissions- un6.000    9/24/2020     EUR    70.300
BNP Paribas Emissions- un8.000    9/24/2020     EUR    67.080
BNP Paribas Emissions- un10.000   9/24/2020     EUR    64.320
UBS AG/London            4.200    3/26/2020     EUR    64.250
Landesbank Baden-Wuerttem1.500    8/28/2020     EUR    74.370
UBS AG/London            12.300   3/26/2020     EUR    67.380
BNP Paribas Emissions- un16.000   3/26/2020     EUR    64.210
BNP Paribas Emissions- un6.000    6/25/2020     EUR    69.560
Landesbank Baden-Wuerttem3.650    3/27/2020     EUR    72.250
BNP Paribas Emissions- un13.000   12/24/2020    EUR    68.540
UBS AG/London            23.400   3/26/2020     EUR    49.670
UBS AG/London            10.200   6/25/2020     EUR    58.740
Landesbank Baden-Wuerttem6.500    8/28/2020     EUR    62.160
Volga Sport ZAO          9.130    2/29/2024     RUB    100.00
BNP Paribas Emissions- un8.000    6/25/2020     EUR    65.600
BNP Paribas Emissions- un6.000    12/24/2020    EUR    71.080
BNP Paribas Emissions- un8.500    12/24/2020    EUR    67.040
BNP Paribas Emissions- un8.500    3/26/2020     EUR    72.580
BNP Paribas Emissions- un10.000   12/24/2020    EUR    69.000
BNP Paribas Emissions- un8.500    3/26/2020     EUR    67.130
BNP Paribas Emissions- un12.000   3/26/2020     EUR    63.830
BNP Paribas Emissions- un23.000   3/26/2020     EUR    57.850
BNP Paribas Emissions- un8.500    9/24/2020     EUR    69.090
BNP Paribas Emissions- un17.000   9/24/2020     EUR    64.120
DZ Bank AG Deutsche Zentr6.500    8/26/2020     EUR    74.530
BNP Paribas Emissions- un7.500    3/26/2020     EUR    67.060
BNP Paribas Emissions- un9.500    3/26/2020     EUR    67.230
BNP Paribas Emissions- un17.000   3/26/2020     EUR    61.110
BNP Paribas Emissions- un20.000   3/26/2020     EUR    59.410
BNP Paribas Emissions- un8.000    9/24/2020     EUR    71.210
BNP Paribas Emissions- un9.500    9/24/2020     EUR    69.680
DZ Bank AG Deutsche Zentr10.500   12/23/2020    EUR    71.660
BNP Paribas Emissions- un9.000    3/26/2020     EUR    64.850
BNP Paribas Emissions- un14.000   3/26/2020     EUR    61.080
UBS AG/London            6.700    6/25/2020     EUR    61.080
UBS AG/London            12.100   6/25/2020     EUR    73.750
Commerzbank AG           14.500   6/26/2020     EUR    72.410
Leonteq Securities AG/Gue10.000   9/16/2020     EUR    68.180
UBS AG/London            16.300   6/25/2020     EUR    54.900
Commerzbank AG           12.500   6/26/2020     EUR    73.960
UBS AG/London            18.000   6/25/2020     EUR    50.650
Vontobel Financial Produc20.500   9/25/2020     EUR    67.760
Vontobel Financial Produc15.000   6/26/2020     EUR    56.950
Vontobel Financial Produc5.500    6/26/2020     EUR    69.110
Vontobel Financial Produc10.000   6/26/2020     EUR    61.890
Vontobel Financial Produc11.000   6/26/2020     EUR    60.500
Vontobel Financial Produc6.000    3/27/2020     EUR    66.830
Vontobel Financial Produc8.500    3/27/2020     EUR    62.530
Vontobel Financial Produc4.500    6/26/2020     EUR    71.300
DZ Bank AG Deutsche Zentr5.000    9/23/2020     EUR    65.780
BNP Paribas Emissions- un10.000   9/24/2020     EUR    61.730
BNP Paribas Emissions- un11.000   9/24/2020     EUR    60.570
BNP Paribas Emissions- un7.000    12/24/2020    EUR    66.470
BNP Paribas Emissions- un9.000    12/24/2020    EUR    63.340
BNP Paribas Emissions- un13.000   12/24/2020    EUR    60.340
BNP Paribas Emissions- un8.000    12/24/2020    EUR    73.810
BNP Paribas Emissions- un9.500    12/24/2020    EUR    71.160
BNP Paribas Emissions- un13.000   9/24/2020     EUR    74.260
BNP Paribas Emissions- un17.000   3/26/2020     EUR    72.070
Landesbank Baden-Wuerttem4.500    4/24/2020     EUR    72.480
Landesbank Baden-Wuerttem5.000    4/24/2020     EUR    60.900
Landesbank Baden-Wuerttem6.500    4/24/2020     EUR    57.430
DZ Bank AG Deutsche Zentr12.500   4/22/2020     EUR    63.050
DZ Bank AG Deutsche Zentr6.750    4/22/2020     EUR    72.360
EFG International Finance15.000   4/23/2020     USD    50.130
Vontobel Financial Produc14.000   6/26/2020     EUR    73.700
Vontobel Financial Produc9.500    6/26/2020     EUR    72.990
Vontobel Financial Produc9.500    3/27/2020     EUR    74.480
Vontobel Financial Produc13.000   3/27/2020     EUR    70.270
EFG International Finance8.000    3/9/2020      USD    48.220
Vontobel Financial Produc8.000    6/26/2020     EUR    70.000
Vontobel Financial Produc8.500    9/25/2020     EUR    69.500
Vontobel Financial Produc6.500    6/26/2020     EUR    72.020
Vontobel Financial Produc11.500   6/26/2020     EUR    66.660
Vontobel Financial Produc13.000   6/26/2020     EUR    65.010
Commerzbank AG           3.900    3/23/2022     USD     7.720
DekaBank Deutsche Girozen3.000    3/13/2020     EUR    61.940
DekaBank Deutsche Girozen3.350    3/15/2021     EUR    68.640
Vontobel Financial Produc18.750   3/13/2020     EUR    74.490
Societe Generale Effekten14.057   3/27/2020     EUR    73.220
Commerzbank AG           10.250   3/27/2020     EUR    61.400
DZ Bank AG Deutsche Zentr5.000    6/24/2020     EUR    64.370
Societe Generale Effekten14.057   3/27/2020     EUR    72.510
Societe Generale Effekten17.795   6/26/2020     EUR    72.650
Societe Generale Effekten21.164   12/28/2020    EUR    74.030
Societe Generale Effekten11.714   3/27/2020     EUR    73.790
Landesbank Baden-Wuerttem7.000    6/25/2021     EUR    74.420
Landesbank Baden-Wuerttem2.000    6/25/2021     EUR    70.100
Landesbank Baden-Wuerttem3.500    6/25/2021     EUR    63.970
Landesbank Baden-Wuerttem3.500    6/25/2021     EUR    67.490
Vontobel Financial Produc15.500   6/26/2020     EUR    44.700
UniCredit Bank AG        6.400    5/11/2020     EUR    76.280
Leonteq Securities AG/Gue18.400   4/8/2020      USD    61.650
Leonteq Securities AG/Gue15.600   4/8/2020      EUR    61.110
Commerzbank AG           12.750   3/27/2020     EUR    74.650
Landesbank Hessen-Thuerin6.250    7/15/2022     EUR    48.520
Getin Noble Bank SA      6.790    5/31/2023     PLN    75.000
Vontobel Financial Produc13.500   9/25/2020     EUR    72.410
Vontobel Financial Produc12.500   12/28/2020    EUR    74.900
Leonteq Securities AG/Gue3.400    3/20/2024     CHF    49.340
Vontobel Financial Produc8.500    9/25/2020     EUR    71.440
Societe Generale Effekten19.126   3/20/2020     EUR    38.380
Vontobel Financial Produc12.000   12/11/2020    EUR    71.700
Vontobel Financial Produc15.000   12/11/2020    EUR    70.320
Vontobel Financial Produc9.500    12/11/2020    EUR    73.910
Vontobel Financial Produc9.000    9/11/2020     EUR    74.310
Vontobel Financial Produc16.000   9/11/2020     EUR    69.250
Vontobel Financial Produc12.500   9/11/2020     EUR    71.490
Vontobel Financial Produc18.000   9/11/2020     EUR    68.440
UniCredit Bank AG        15.400   12/28/2020    EUR    73.110
UniCredit Bank AG        12.600   9/25/2020     EUR    74.250
DZ Bank AG Deutsche Zentr8.750    12/23/2020    EUR    70.180
DZ Bank AG Deutsche Zentr10.750   11/25/2020    EUR    73.930
DZ Bank AG Deutsche Zentr10.600   9/25/2020     EUR    59.110
DZ Bank AG Deutsche Zentr7.000    6/24/2020     EUR    68.980
Landesbank Baden-Wuerttem3.000    11/27/2020    EUR    66.730
Vontobel Financial Produc14.000   6/26/2020     EUR    58.100
Vontobel Financial Produc15.000   3/27/2020     EUR    55.760
Vontobel Financial Produc12.000   3/27/2020     EUR    58.870
Vontobel Financial Produc6.500    6/26/2020     EUR    66.990
Vontobel Financial Produc7.500    6/26/2020     EUR    65.100
Vontobel Financial Produc12.500   6/26/2020     EUR    59.220
Vontobel Financial Produc8.500    6/26/2020     EUR    63.340
Vontobel Financial Produc13.500   3/27/2020     EUR    57.290
Vontobel Financial Produc7.500    3/27/2020     EUR    64.550
Vontobel Financial Produc10.000   3/27/2020     EUR    60.640
EFG International Finance7.200    2/22/2021     CHF    28.610
Vontobel Financial Produc5.000    9/9/2020      EUR    66.970
Raiffeisen Schweiz Genoss6.900    2/19/2020     EUR    64.100
Leonteq Securities AG/Gue2.300    2/8/2023      CHF    57.910
UniCredit Bank AG        6.400    3/5/2021      EUR    43.720
UniCredit Bank AG        4.650    3/5/2021      EUR    67.870
Noyabrskaya Pge OOO      8.500    11/10/2020    RUB    60.010
Vontobel Financial Produc16.000   6/26/2020     EUR    64.990
Vontobel Financial Produc12.500   3/27/2020     EUR    72.770
Vontobel Financial Produc4.500    3/27/2020     EUR    60.040
Vontobel Financial Produc7.500    3/27/2020     EUR    54.940
Vontobel Financial Produc11.500   3/27/2020     EUR    50.860
Vontobel Financial Produc10.000   3/27/2020     EUR    52.120
Vontobel Financial Produc5.500    6/26/2020     EUR    58.480
Vontobel Financial Produc4.500    6/26/2020     EUR    59.990
Vontobel Financial Produc3.000    6/26/2020     EUR    63.560
Vontobel Financial Produc8.500    6/26/2020     EUR    54.580
Vontobel Financial Produc9.500    6/26/2020     EUR    53.460
Vontobel Financial Produc6.500    6/26/2020     EUR    57.080
Vontobel Financial Produc10.500   6/26/2020     EUR    52.430
Vontobel Financial Produc11.500   6/26/2020     EUR    51.470
Vontobel Financial Produc16.000   3/27/2020     EUR    62.760
BNP Paribas Emissions- un10.000   3/26/2020     EUR    75.120
BNP Paribas Emissions- un15.000   6/25/2020     EUR    71.560
BNP Paribas Emissions- un4.500    3/26/2020     EUR    66.750
BNP Paribas Emissions- un7.000    3/26/2020     EUR    63.390
BNP Paribas Emissions- un8.500    3/26/2020     EUR    60.290
BNP Paribas Emissions- un10.000   3/26/2020     EUR    58.450
BNP Paribas Emissions- un14.000   3/26/2020     EUR    54.410
BNP Paribas Emissions- un17.000   3/26/2020     EUR    52.360
BNP Paribas Emissions- un7.000    9/24/2020     EUR    64.860
BNP Paribas Emissions- un6.000    3/26/2020     EUR    60.310
BNP Paribas Emissions- un7.000    12/24/2020    EUR    60.490
BNP Paribas Emissions- un9.500    12/24/2020    EUR    76.220
BNP Paribas Emissions- un5.500    12/24/2020    EUR    68.470
BNP Paribas Emissions- un8.500    12/24/2020    EUR    64.760
BNP Paribas Emissions- un14.000   6/25/2020     EUR    72.640
BNP Paribas Emissions- un12.000   9/24/2020     EUR    74.710
BNP Paribas Emissions- un10.000   3/26/2020     EUR    70.010
BNP Paribas Emissions- un13.000   3/26/2020     EUR    66.000
BNP Paribas Emissions- un9.000    6/25/2020     EUR    71.090
BNP Paribas Emissions- un14.000   6/25/2020     EUR    71.780
BNP Paribas Emissions- un17.000   6/25/2020     EUR    74.220
Vontobel Financial Produc12.000   6/29/2020     EUR    70.870
Landesbank Baden-Wuerttem3.000    4/24/2020     EUR    64.820
Landesbank Baden-Wuerttem6.000    4/24/2020     EUR    71.410
DZ Bank AG Deutsche Zentr8.300    4/22/2020     EUR    57.100
Societe Generale Effekten25.504   9/18/2020     EUR    55.700
Societe Generale Effekten26.320   3/20/2020     EUR    71.840
Leonteq Securities AG    15.400   4/8/2020      CHF    61.080
Commerzbank AG           4.500    3/27/2020     EUR    67.800
Vontobel Financial Produc14.000   3/27/2020     EUR    70.700
Vontobel Financial Produc5.000    6/25/2020     EUR    62.160
Vontobel Financial Produc13.000   6/26/2020     EUR    74.200
Vontobel Financial Produc6.550    6/26/2020     EUR    49.180
Vontobel Financial Produc5.500    3/27/2020     EUR    58.230
Vontobel Financial Produc6.500    3/27/2020     EUR    56.530
Vontobel Financial Produc9.000    3/27/2020     EUR    53.510
Landesbank Baden-Wuerttem5.400    7/24/2020     EUR    67.980
DZ Bank AG Deutsche Zentr8.250    6/24/2020     EUR    73.700
Vontobel Financial Produc7.500    6/26/2020     EUR    55.780
Vontobel Financial Produc3.500    6/26/2020     EUR    61.620
Vontobel Financial Produc11.500   6/26/2020     EUR    73.530
Vontobel Financial Produc13.000   6/26/2020     EUR    71.910
BNP Paribas Emissions- un14.000   3/26/2020     EUR    69.830
BNP Paribas Emissions- un12.000   9/24/2020     EUR    72.580
BNP Paribas Emissions- un13.000   6/25/2020     EUR    73.310
BNP Paribas Emissions- un14.000   6/25/2020     EUR    72.410
BNP Paribas Emissions- un8.500    9/24/2020     EUR    62.710
BNP Paribas Emissions- un8.000    3/26/2020     EUR    56.780
BNP Paribas Emissions- un7.000    9/24/2020     EUR    59.010
BNP Paribas Emissions- un8.500    9/24/2020     EUR    56.760
BNP Paribas Emissions- un10.000   9/24/2020     EUR    54.840
BNP Paribas Emissions- un11.000   12/24/2020    EUR    55.540
BNP Paribas Emissions- un13.000   12/24/2020    EUR    75.160
Societe Generale Effekten4.397    9/18/2020     EUR    70.830
Societe Generale Effekten17.003   9/18/2020     EUR    58.460
Societe Generale Effekten19.641   9/18/2020     EUR    57.200
UniCredit Bank AG        16.200   6/26/2020     EUR    54.550
UniCredit Bank AG        4.100    12/24/2021    EUR    70.480
UniCredit Bank AG        10.200   12/28/2020    EUR    60.240
UniCredit Bank AG        4.400    6/25/2021     EUR    70.030
UniCredit Bank AG        7.600    6/25/2021     EUR    63.550
UniCredit Bank AG        10.500   6/26/2020     EUR    58.560
UniCredit Bank AG        4.300    6/26/2020     EUR    68.710
UniCredit Bank AG        6.600    12/24/2021    EUR    64.980
UniCredit Bank AG        10.100   6/25/2021     EUR    61.460
UniCredit Bank AG        19.300   3/27/2020     EUR    51.800
WEB Windenergie AG       2.500    9/26/2021     EUR    55.010
Landesbank Baden-Wuerttem4.500    11/27/2020    EUR    63.820
Landesbank Baden-Wuerttem6.000    11/27/2020    EUR    60.460
Goldman Sachs & Co Wertpa19.000   2/26/2020     EUR    73.820
Goldman Sachs & Co Wertpa23.000   2/26/2020     EUR    68.490
Goldman Sachs & Co Wertpa20.000   3/25/2020     EUR    71.620
Goldman Sachs & Co Wertpa24.000   3/25/2020     EUR    67.160
Goldman Sachs & Co Wertpa15.000   2/26/2020     EUR    71.860
Goldman Sachs & Co Wertpa17.000   2/26/2020     EUR    69.630
Goldman Sachs & Co Wertpa24.000   2/26/2020     EUR    67.840
Goldman Sachs & Co Wertpa15.000   3/25/2020     EUR    73.030
Goldman Sachs & Co Wertpa20.000   3/25/2020     EUR    67.090
Goldman Sachs & Co Wertpa22.000   3/25/2020     EUR    65.420
Goldman Sachs & Co Wertpa19.000   4/22/2020     EUR    72.800
Goldman Sachs & Co Wertpa21.000   4/22/2020     EUR    71.050
Goldman Sachs & Co Wertpa19.000   6/24/2020     EUR    72.250
Goldman Sachs & Co Wertpa15.000   2/26/2020     EUR    68.570
Goldman Sachs & Co Wertpa18.000   2/26/2020     EUR    65.620
Goldman Sachs & Co Wertpa24.000   2/26/2020     EUR    60.530
Goldman Sachs & Co Wertpa20.000   3/25/2020     EUR    64.450
Goldman Sachs & Co Wertpa22.000   3/25/2020     EUR    67.140
Goldman Sachs & Co Wertpa19.000   4/22/2020     EUR    71.250
Goldman Sachs & Co Wertpa21.000   4/22/2020     EUR    68.710
Goldman Sachs & Co Wertpa20.000   6/24/2020     EUR    69.380
Goldman Sachs & Co Wertpa17.000   9/23/2020     EUR    72.530
Goldman Sachs & Co Wertpa15.000   12/23/2020    EUR    74.950
Landesbank Baden-Wuerttem3.770    3/27/2020     EUR    73.260
Vontobel Financial Produc14.500   3/13/2020     EUR    73.510
Goldman Sachs & Co Wertpa22.000   3/25/2020     EUR    74.870
Landesbank Baden-Wuerttem7.500    10/23/2020    EUR    67.650
SG Issuer SA             0.800    10/21/2020    SEK    42.730
UniCredit Bank AG        8.500    3/27/2020     EUR    60.530
UniCredit Bank AG        13.300   6/26/2020     EUR    56.370
DZ Bank AG Deutsche Zentr6.000    7/22/2020     EUR    60.600
Landesbank Baden-Wuerttem4.000    10/23/2020    EUR    71.960
WEB Windenergie AG       2.750    12/17/2020    EUR    55.010
Landesbank Hessen-Thuerin4.000    1/6/2021      EUR    74.570
Landesbank Hessen-Thuerin2.250    7/13/2020     EUR    36.500
Landesbank Hessen-Thuerin4.100    7/13/2020     EUR    60.900
DZ Bank AG Deutsche Zentr6.100    3/23/2020     EUR    58.400
DZ Bank AG Deutsche Zentr9.250    9/21/2020     EUR    52.760
Landesbank Hessen-Thuerin4.000    8/9/2023      EUR    71.240
UniCredit Bank AG        10.500   6/26/2020     EUR    73.030
UniCredit Bank AG        11.000   12/28/2020    EUR    69.910
UniCredit Bank AG        8.800    12/28/2020    EUR    72.090
UniCredit Bank AG        8.500    12/28/2020    EUR    74.520
UniCredit Bank AG        12.700   12/28/2020    EUR    69.580
UniCredit Bank AG        14.400   12/28/2020    EUR    73.240
UniCredit Bank AG        10.100   6/26/2020     EUR    61.460
UniCredit Bank AG        8.000    6/26/2020     EUR    63.450
UniCredit Bank AG        14.700   6/26/2020     EUR    58.300
UniCredit Bank AG        13.500   6/26/2020     EUR    65.130
UniCredit Bank AG        13.800   6/26/2020     EUR    69.500
UniCredit Bank AG        9.800    12/28/2020    EUR    72.590
UniCredit Bank AG        7.500    12/24/2021    EUR    63.900
UniCredit Bank AG        5.400    6/25/2021     EUR    67.400
UniCredit Bank AG        13.800   3/27/2020     EUR    75.250
Landesbank Baden-Wuerttem7.000    9/25/2020     EUR    67.710
Goldman Sachs & Co Wertpa24.000   2/26/2020     EUR    72.310
Raiffeisen Centrobank AG 9.367    6/23/2020     EUR    65.140
UBS AG/London            15.200   3/26/2020     EUR    63.000
Raiffeisen Centrobank AG 10.995   6/23/2020     EUR    64.190
Vontobel Financial Produc16.000   6/12/2020     EUR    71.390
Vontobel Financial Produc17.000   3/13/2020     EUR    70.380
Landesbank Baden-Wuerttem4.500    9/25/2020     EUR    66.340
Landesbank Baden-Wuerttem6.000    9/25/2020     EUR    63.160
Landesbank Baden-Wuerttem5.000    9/25/2020     EUR    71.160
Vontobel Financial Produc9.250    4/3/2020      EUR    59.160
UBS AG/London            15.000   4/5/2021      USD    67.940
DekaBank Deutsche Girozen2.250    3/27/2020     EUR    74.760
Landesbank Hessen-Thuerin3.250    8/13/2020     EUR    75.200
Landesbank Hessen-Thuerin3.100    8/13/2020     EUR    58.100
UBS AG/London            4.500    6/25/2020     EUR    64.370
UBS AG/London            5.700    9/24/2020     EUR    74.860
UBS AG/London            10.400   3/26/2020     EUR    69.800
Landesbank Hessen-Thuerin3.250    7/13/2020     EUR    73.500
Landesbank Baden-Wuerttem7.100    3/26/2021     EUR    71.510
Landesbank Hessen-Thuerin5.750    7/12/2024     EUR    63.190
Vontobel Financial Produc3.500    6/12/2020     EUR    73.710
Vontobel Financial Produc6.000    3/13/2020     EUR    66.680
Vontobel Financial Produc16.500   3/13/2020     EUR    55.230
Vontobel Financial Produc5.500    6/12/2020     EUR    68.960
Vontobel Financial Produc9.000    3/13/2020     EUR    62.310
Vontobel Financial Produc12.500   3/13/2020     EUR    58.510
Vontobel Financial Produc8.000    6/12/2020     EUR    65.060
DZ Bank AG Deutsche Zentr13.750   3/25/2020     EUR    70.420
Landesbank Baden-Wuerttem5.000    3/27/2020     EUR    65.240
Societe Generale Effekten24.337   3/20/2020     EUR    61.970
Societe Generale Effekten4.660    3/20/2020     EUR    70.050
Vontobel Financial Produc11.000   9/25/2020     EUR    75.540
Societe Generale Effekten10.874   3/20/2020     EUR    67.750
BNP Paribas Emissions- un4.000    9/24/2020     EUR    69.110
BNP Paribas Emissions- un5.500    9/24/2020     EUR    67.740
Zurcher Kantonalbank Fina7.500    3/13/2020     EUR    73.680
Landesbank Baden-Wuerttem5.500    3/27/2020     EUR    68.230
BNP Paribas Emissions- un7.000    9/24/2020     EUR    66.480
BNP Paribas Emissions- un10.000   3/26/2020     EUR    60.700
Landesbank Baden-Wuerttem4.000    3/27/2020     EUR    72.400
Landesbank Baden-Wuerttem3.000    3/27/2020     EUR    71.110
UBS AG/London            7.400    12/28/2020    EUR    73.880
BNP Paribas Emissions- un3.500    9/24/2020     EUR    71.190
BNP Paribas Emissions- un4.500    9/24/2020     EUR    67.140
BNP Paribas Emissions- un6.500    9/24/2020     EUR    64.150
BNP Paribas Emissions- un7.500    9/24/2020     EUR    64.750
BNP Paribas Emissions- un18.000   3/26/2020     EUR    57.740
BNP Paribas Emissions- un4.000    3/26/2020     EUR    64.370
BNP Paribas Emissions- un8.000    3/26/2020     EUR    64.750
BNP Paribas Emissions- un3.000    6/25/2020     EUR    68.430
BNP Paribas Emissions- un4.500    6/25/2020     EUR    66.550
BNP Paribas Emissions- un15.000   9/24/2020     EUR    60.620
BNP Paribas Emissions- un7.000    12/24/2020    EUR    67.710
UBS AG/London            18.100   3/26/2020     EUR    70.550
BNP Paribas Emissions- un5.000    9/24/2020     EUR    69.700
BNP Paribas Emissions- un6.000    9/24/2020     EUR    65.890
BNP Paribas Emissions- un8.500    3/26/2020     EUR    62.610
BNP Paribas Emissions- un23.000   3/26/2020     EUR    54.920
BNP Paribas Emissions- un6.000    6/25/2020     EUR    64.810
BNP Paribas Emissions- un7.000    6/25/2020     EUR    65.160
BNP Paribas Emissions- un10.000   6/25/2020     EUR    62.100
BNP Paribas Emissions- un19.000   6/25/2020     EUR    58.380
BNP Paribas Emissions- un13.000   12/24/2020    EUR    62.480
BNP Paribas Emissions- un8.000    9/24/2020     EUR    63.130
BNP Paribas Emissions- un12.000   9/24/2020     EUR    61.980
BNP Paribas Emissions- un4.000    12/24/2020    EUR    69.380
BNP Paribas Emissions- un7.500    12/24/2020    EUR    66.180
BNP Paribas Emissions- un9.500    3/26/2020     EUR    62.700
BNP Paribas Emissions- un9.000    3/26/2020     EUR    60.600
BNP Paribas Emissions- un5.000    3/26/2020     EUR    64.470
BNP Paribas Emissions- un6.000    3/26/2020     EUR    64.560
BNP Paribas Emissions- un7.000    3/26/2020     EUR    64.660
BNP Paribas Emissions- un5.500    6/25/2020     EUR    66.890
BNP Paribas Emissions- un6.500    6/25/2020     EUR    67.240
BNP Paribas Emissions- un9.000    6/25/2020     EUR    61.750
BNP Paribas Emissions- un8.000    12/24/2020    EUR    64.750
BNP Paribas Emissions- un4.500    12/24/2020    EUR    67.650
UBS AG/London            10.700   3/26/2020     EUR    71.610
BNP Paribas Emissions- un21.000   3/26/2020     EUR    54.730
BNP Paribas Emissions- un5.000    6/25/2020     EUR    69.120
BNP Paribas Emissions- un7.500    6/25/2020     EUR    63.220
BNP Paribas Emissions- un8.500    6/25/2020     EUR    63.560
BNP Paribas Emissions- un9.000    12/24/2020    EUR    65.600
BNP Paribas Emissions- un10.000   12/24/2020    EUR    63.020
BNP Paribas Emissions- un9.000    9/24/2020     EUR    63.720
BNP Paribas Emissions- un3.500    12/24/2020    EUR    71.210
BNP Paribas Emissions- un6.000    12/24/2020    EUR    66.860
UBS AG/London            6.000    3/26/2020     EUR    75.250
Bank Julius Baer & Co Ltd7.000    3/6/2020      EUR    67.850
DZ Bank AG Deutsche Zentr4.750    12/21/2020    EUR    62.160
BNP Paribas Emissions- un8.500    9/24/2020     EUR    65.340
BNP Paribas Emissions- un14.000   3/26/2020     EUR    57.350
BNP Paribas Emissions- un16.000   3/26/2020     EUR    57.550
Commerzbank AG           8.750    7/24/2020     EUR    74.180
Commerzbank AG           11.000   3/27/2020     EUR    71.640
Commerzbank AG           9.000    3/27/2020     EUR    73.680
Commerzbank AG           10.750   7/24/2020     EUR    71.510
Commerzbank AG           12.750   7/24/2020     EUR    69.430
SG Issuer SA             6.650    10/10/2021    EUR    72.160
Landesbank Hessen-Thuerin4.000    10/14/2020    EUR    33.270
UBS AG/London            6.900    3/26/2020     EUR    75.350
BNP Paribas Emissions- un19.000   3/26/2020     EUR    54.530
UBS AG/London            3.000    3/26/2020     EUR    69.000
UBS AG/London            8.500    3/26/2020     EUR    72.440
UBS AG/London            6.200    3/26/2020     EUR    60.230
UBS AG/London            4.200    6/25/2020     EUR    68.910
UBS AG/London            12.600   6/25/2020     EUR    56.400
UBS AG/London            22.700   3/26/2020     EUR    47.240
BNP Paribas Emissions- un11.000   6/25/2020     EUR    64.430
BNP Paribas Emissions- un14.000   9/24/2020     EUR    63.170
BNP Paribas Emissions- un10.000   12/24/2020    EUR    66.440
Landesbank Baden-Wuerttem6.200    3/26/2021     EUR    72.560
BNP Paribas Emissions- un7.500    6/25/2020     EUR    67.580
BNP Paribas Emissions- un9.000    6/25/2020     EUR    65.850
BNP Paribas Emissions- un4.000    9/24/2020     EUR    73.980
BNP Paribas Emissions- un9.500    9/24/2020     EUR    65.940
BNP Paribas Emissions- un4.000    12/24/2020    EUR    73.970
BNP Paribas Emissions- un6.500    12/24/2020    EUR    69.340
BNP Paribas Emissions- un12.000   12/24/2020    EUR    64.710
DZ Bank AG Deutsche Zentr7.250    3/25/2020     EUR    69.180
BNP Paribas Emissions- un7.000    12/24/2020    EUR    72.070
BNP Paribas Emissions- un4.500    12/24/2020    EUR    72.060
BNP Paribas Emissions- un8.500    12/24/2020    EUR    71.000
BNP Paribas Emissions- un20.000   3/26/2020     EUR    57.930
BNP Paribas Emissions- un4.500    9/24/2020     EUR    71.790
BNP Paribas Emissions- un6.500    9/24/2020     EUR    68.330
BNP Paribas Emissions- un8.000    12/24/2020    EUR    68.560
HSBC Trinkaus & Burkhardt2.250    4/22/2020     EUR    66.250
Vontobel Financial Produc17.000   6/26/2020     EUR    72.940
Vontobel Financial Produc18.500   3/27/2020     EUR    72.570
Vontobel Financial Produc14.500   3/27/2020     EUR    59.860
DZ Bank AG Deutsche Zentr8.000    6/24/2020     EUR    67.250
Landesbank Baden-Wuerttem5.280    8/28/2020     EUR    64.430
Landesbank Hessen-Thuerin4.000    9/20/2023     EUR    70.070
Vontobel Financial Produc5.500    3/20/2020     EUR    64.830
Raiffeisen Switzerland BV9.500    3/11/2020     EUR    61.980
DZ Bank AG Deutsche Zentr10.000   3/25/2020     EUR    61.620
Bank Julius Baer & Co Ltd15.300   3/23/2020     USD    51.400
HSBC Trinkaus & Burkhardt3.000    8/10/2020     EUR    68.580
HSBC Trinkaus & Burkhardt6.000    2/28/2020     EUR    72.460
HSBC Trinkaus & Burkhardt2.250    4/22/2020     EUR    66.250
HSBC Trinkaus & Burkhardt1.000    4/22/2020     EUR    71.760
Deutsche Bank AG         3.200    6/23/2020     EUR    73.680
Deutsche Bank AG         3.200    12/22/2020    EUR    74.590
DZ Bank AG Deutsche Zentr11.750   3/25/2020     EUR    70.580
DZ Bank AG Deutsche Zentr8.750    3/25/2020     EUR    69.810
Deutsche Bank AG         8.200    12/22/2020    EUR    65.000
Societe Generale Effekten6.762    6/26/2020     EUR    70.900
Deutsche Bank AG         8.200    12/22/2020    EUR    60.500
HSBC Trinkaus & Burkhardt1.250    4/22/2020     EUR    74.800
HSBC Trinkaus & Burkhardt5.100    3/27/2020     EUR    66.690
HSBC Trinkaus & Burkhardt7.700    9/25/2020     EUR    60.380
HSBC Trinkaus & Burkhardt5.000    9/25/2020     EUR    72.240
Leonteq Securities AG/Gue7.500    3/11/2021     CHF    70.150
Societe Generale Effekten14.240   3/20/2020     EUR    72.720
Vontobel Financial Produc21.500   6/26/2020     EUR    74.590
Societe Generale Effekten10.601   6/19/2020     EUR    63.950
Vontobel Financial Produc4.500    9/25/2020     EUR    50.640
Societe Generale Effekten8.803    3/20/2020     EUR    71.100
Societe Generale Effekten10.601   6/19/2020     EUR    71.850
Societe Generale Effekten11.564   6/19/2020     EUR    70.580
Societe Generale Effekten13.204   3/20/2020     EUR    52.030
Societe Generale Effekten12.849   6/19/2020     EUR    59.030
Societe Generale Effekten10.740   9/18/2020     EUR    65.240
Societe Generale Effekten25.890   3/20/2020     EUR    43.690
Societe Generale Effekten9.316    6/19/2020     EUR    62.110
Societe Generale Effekten28.268   6/19/2020     EUR    69.230
Vontobel Financial Produc8.500    3/27/2020     EUR    73.020
Societe Generale Effekten15.793   3/20/2020     EUR    61.430
DZ Bank AG Deutsche Zentr8.250    3/25/2020     EUR    66.790
Landesbank Baden-Wuerttem4.750    3/27/2020     EUR    69.450
Deutsche Bank AG         8.200    6/23/2020     EUR    61.500
Societe Generale Effekten9.392    6/26/2020     EUR    63.120
Societe Generale Effekten11.270   6/26/2020     EUR    64.000
Societe Generale Effekten5.000    9/25/2020     EUR    70.550
Societe Generale Effekten6.000    9/25/2020     EUR    71.150
Societe Generale Effekten8.000    9/25/2020     EUR    72.360
Societe Generale Effekten12.500   9/25/2020     EUR    66.220
Societe Generale Effekten6.288    12/28/2020    EUR    71.560
Societe Generale Effekten8.803    12/28/2020    EUR    73.280
Societe Generale Effekten12.575   12/28/2020    EUR    67.180
Societe Generale Effekten15.719   12/28/2020    EUR    69.340
Societe Generale Effekten18.863   12/28/2020    EUR    64.640
Societe Generale Effekten10.492   6/25/2021     EUR    73.080
Societe Generale Effekten12.240   6/25/2021     EUR    74.430
Deutsche Bank AG         8.200    9/22/2020     EUR    64.200
HSBC Trinkaus & Burkhardt5.600    6/26/2020     EUR    65.850
HSBC Trinkaus & Burkhardt6.300    6/26/2020     EUR    72.290
Leonteq Securities AG    7.400    3/2/2020      CHF    19.920
DekaBank Deutsche Girozen3.150    3/5/2021      EUR    60.780
Landesbank Baden-Wuerttem5.000    3/27/2020     EUR    75.310
Societe Generale Effekten19.677   3/20/2020     EUR    73.280
Societe Generale Effekten11.564   6/19/2020     EUR    60.200
Societe Generale Effekten8.026    3/20/2020     EUR    72.660
Societe Generale Effekten8.995    6/19/2020     EUR    74.730
Societe Generale Effekten18.632   6/19/2020     EUR    63.280
Societe Generale Effekten10.097   3/20/2020     EUR    56.760
Societe Generale Effekten14.499   3/20/2020     EUR    51.790
Societe Generale Effekten20.195   3/20/2020     EUR    47.290
Societe Generale Effekten7.067    6/19/2020     EUR    65.730
Societe Generale Effekten14.134   6/19/2020     EUR    56.460
Societe Generale Effekten25.377   6/19/2020     EUR    71.850
Societe Generale Effekten7.767    3/20/2020     EUR    72.990
Societe Generale Effekten22.007   3/20/2020     EUR    72.870
Societe Generale Effekten25.373   3/20/2020     EUR    69.030
Vontobel Financial Produc11.000   3/27/2020     EUR    63.090
Societe Generale Effekten5.260    6/26/2020     EUR    70.190
Societe Generale Effekten7.000    9/25/2020     EUR    71.760
Societe Generale Effekten9.000    9/25/2020     EUR    72.960
Societe Generale Effekten15.000   9/25/2020     EUR    67.720
Societe Generale Effekten7.545    12/28/2020    EUR    72.420
Societe Generale Effekten10.060   12/28/2020    EUR    73.710
Societe Generale Effekten7.514    6/26/2020     EUR    71.250
Leonteq Securities AG/Gue11.000   3/2/2020      CHF    40.490
UniCredit Bank AG        4.500    3/12/2022     EUR    71.330
UBS AG/London            7.500    2/21/2020     EUR    39.750
UBS AG/London            8.500    8/21/2020     EUR    46.850
EFG International Finance6.400    3/8/2021      EUR    56.010
Societe Generale Effekten6.011    6/26/2020     EUR    70.550
UBS AG/London            10.000   3/22/2021     EUR    71.450
HSBC Trinkaus & Burkhardt5.700    9/25/2020     EUR    64.880
HSBC Trinkaus & Burkhardt8.600    3/27/2020     EUR    66.980
HSBC Trinkaus & Burkhardt6.100    12/28/2020    EUR    69.290
HSBC Trinkaus & Burkhardt4.100    12/28/2020    EUR    74.370
HSBC Trinkaus & Burkhardt7.000    7/24/2020     EUR    68.090
HSBC Trinkaus & Burkhardt4.300    7/24/2020     EUR    74.450
HSBC Trinkaus & Burkhardt10.600   3/27/2020     EUR    66.180
Vontobel Financial Produc11.000   3/27/2020     EUR    45.390
Landesbank Baden-Wuerttem7.000    3/27/2020     EUR    60.230
Societe Generale Effekten22.525   3/20/2020     EUR    63.640
Societe Generale Effekten23.301   3/20/2020     EUR    62.780
Societe Generale Effekten24.337   3/20/2020     EUR    72.440
Societe Generale Effekten18.123   3/20/2020     EUR    74.940
Societe Generale Effekten16.052   3/20/2020     EUR    62.180
Societe Generale Effekten9.637    6/19/2020     EUR    73.210
Societe Generale Effekten12.528   6/19/2020     EUR    69.340
Societe Generale Effekten7.249    3/20/2020     EUR    62.630
Societe Generale Effekten9.637    6/19/2020     EUR    64.180
Societe Generale Effekten14.192   9/18/2020     EUR    60.770
Societe Generale Effekten6.990    3/20/2020     EUR    61.110
Societe Generale Effekten11.910   3/20/2020     EUR    54.500
Societe Generale Effekten22.486   6/19/2020     EUR    50.860
Societe Generale Effekten9.321    3/20/2020     EUR    70.260
Societe Generale Effekten12.168   6/19/2020     EUR    74.990
Volga Sport ZAO          7.880    4/4/2022      RUB    100.00
Polski Bank Spoldzielczy 4.790    11/26/2024    PLN    50.000
Societe Generale Effekten8.262    3/20/2020     EUR    68.230
Societe Generale Effekten17.902   3/20/2020     EUR    52.540
Societe Generale Effekten6.473    6/19/2020     EUR    70.810
Societe Generale Effekten23.301   6/19/2020     EUR    54.860
Societe Generale Effekten10.279   9/18/2020     EUR    68.520
Societe Generale Effekten12.849   9/18/2020     EUR    65.520
Societe Generale Effekten15.419   9/18/2020     EUR    63.030
Societe Generale Effekten18.310   9/18/2020     EUR    61.110
Societe Generale Effekten26.984   9/18/2020     EUR    57.290
Societe Generale Effekten13.981   6/19/2020     EUR    72.790
Societe Generale Effekten15.793   6/19/2020     EUR    70.800
Deutsche Bank AG         5.400    3/24/2020     EUR    72.930
Deutsche Bank AG         5.400    2/25/2020     EUR    72.480
Societe Generale Effekten13.447   3/20/2020     EUR    59.610
Leonteq Securities AG/Gue9.600    8/4/2020      CHF    58.350
Societe Generale Effekten12.046   3/20/2020     EUR    69.750
Societe Generale Effekten8.684    3/20/2020     EUR    43.920
Societe Generale Effekten14.041   6/19/2020     EUR    43.540
Societe Generale Effekten5.042    3/20/2020     EUR    70.090
Societe Generale Effekten11.766   3/20/2020     EUR    57.700
Societe Generale Effekten19.610   3/20/2020     EUR    71.180
Societe Generale Effekten25.212   3/20/2020     EUR    64.730
Societe Generale Effekten7.564    3/20/2020     EUR    76.040
Raiffeisen Schweiz Genoss5.750    9/2/2020      CHF    42.390
Raiffeisen Schweiz Genoss7.000    3/2/2020      CHF    73.300
Raiffeisen Schweiz Genoss6.200    3/2/2020      CHF    63.860
Deutsche Bank AG         3.200    9/22/2020     EUR    74.190
BNP Paribas Emissions- un7.500    3/26/2020     EUR    62.510
BNP Paribas Emissions- un4.000    6/25/2020     EUR    68.770
BNP Paribas Emissions- un9.500    6/25/2020     EUR    63.910
BNP Paribas Emissions- un14.000   6/25/2020     EUR    59.860
BNP Paribas Emissions- un17.000   6/25/2020     EUR    57.690
BNP Paribas Emissions- un5.000    12/24/2020    EUR    70.230
BNP Paribas Emissions- un5.500    12/24/2020    EUR    68.500
BNP Paribas Emissions- un6.500    12/24/2020    EUR    65.340
Leonteq Securities AG/Gue3.750    2/20/2023     CHF    54.840
Landesbank Baden-Wuerttem3.000    4/25/2022     EUR    75.610
Landesbank Hessen-Thuerin3.500    9/22/2020     EUR    64.200
Landesbank Baden-Wuerttem2.810    3/24/2023     EUR    73.690
DekaBank Deutsche Girozen5.000    9/14/2020     EUR    64.770
DekaBank Deutsche Girozen7.000    9/14/2020     EUR    60.160
DekaBank Deutsche Girozen3.500    3/14/2022     EUR    72.340
Landesbank Hessen-Thuerin7.000    4/29/2022     EUR    45.540
Vontobel Financial Produc7.500    3/27/2020     EUR    59.100
Landesbank Baden-Wuerttem2.300    2/25/2022     EUR    75.130
Landesbank Baden-Wuerttem2.400    2/25/2022     EUR    72.520
UBS AG/London            11.000   4/17/2020     CHF    40.250
Landesbank Hessen-Thuerin3.000    9/9/2020      EUR    71.300
Landesbank Hessen-Thuerin7.770    7/15/2021     EUR    22.950
DekaBank Deutsche Girozen2.250    1/22/2021     EUR    61.280
DekaBank Deutsche Girozen2.550    11/13/2020    EUR    71.230
EFG International Finance12.000   10/19/2021    USD    74.620
Landesbank Baden-Wuerttem2.600    9/25/2020     EUR    55.240
UBS AG/London            7.000    6/29/2020     CHF    73.750
Leonteq Securities AG/Gue9.000    1/12/2021     USD    39.440
Landesbank Baden-Wuerttem3.000    2/28/2020     EUR    56.760
Landesbank Baden-Wuerttem4.000    2/28/2020     EUR    54.150
Credit Suisse AG/Nassau  7.000    4/17/2020     USD    72.070
DekaBank Deutsche Girozen2.100    1/5/2021      EUR    61.670
Vontobel Financial Produc14.500   3/27/2020     EUR    73.910
UniCredit Bank AG        3.500    1/5/2021      EUR    38.350
UniCredit Bank AG        3.500    1/5/2021      EUR    72.560
Bank Julius Baer & Co Ltd8.150    5/26/2020     EUR    52.250
Landesbank Hessen-Thuerin4.350    2/24/2023     EUR    36.230
Landesbank Baden-Wuerttem3.200    2/26/2021     EUR    63.820
Vontobel Financial Produc9.000    3/27/2020     EUR    61.520
DekaBank Deutsche Girozen5.000    7/31/2020     EUR    41.690
Vontobel Financial Produc18.000   6/26/2020     EUR    70.250
UniCredit Bank AG        4.500    1/18/2022     EUR    68.670
HSBC Trinkaus & Burkhardt9.100    2/28/2020     EUR    36.970
HSBC Trinkaus & Burkhardt9.800    6/26/2020     EUR    70.060
UniCredit Bank AG        4.450    10/30/2020    EUR    69.870
HSBC Trinkaus & Burkhardt13.100   3/27/2020     EUR    33.580
HSBC Trinkaus & Burkhardt12.600   6/26/2020     EUR    36.120
UniCredit Bank AG        3.450    4/30/2020     EUR    70.950
Citigroup Global Markets 12.379   11/13/2023    SEK    60.610
Landesbank Baden-Wuerttem3.000    2/26/2021     EUR    69.000
Landesbank Baden-Wuerttem3.800    2/26/2021     EUR    58.560
Landesbank Hessen-Thuerin3.000    7/29/2020     EUR    69.200
DekaBank Deutsche Girozen6.050    7/31/2020     EUR    53.280
UBS AG/London            11.090   4/8/2020      USD     5.406
Landesbank Baden-Wuerttem4.350    7/24/2020     EUR    46.190
UniCredit Bank AG        3.500    2/13/2023     EUR    70.460
HSBC Trinkaus & Burkhardt7.900    3/27/2020     EUR    38.580
UBS AG/London            8.500    6/22/2020     EUR    42.550
Raiffeisen Schweiz Genoss6.400    4/8/2020      CHF    66.190
HSBC Trinkaus & Burkhardt8.200    3/27/2020     EUR    73.450
United Confectioners Fina8.000    4/3/2023      RUB    100.23
Business-Consulting OAO  8.500    3/26/2020     RUB    100.00
Vontobel Financial Produc10.500   3/27/2020     EUR    73.120
Vontobel Financial Produc9.500    2/28/2020     EUR    64.770
Vontobel Financial Produc13.000   2/28/2020     EUR    68.240
Deutsche Bank AG         7.400    3/24/2020     EUR    69.870
Societe Generale Effekten10.365   3/20/2020     EUR    63.480
Leonteq Securities AG/Gue13.000   8/4/2020      CHF    32.870
Societe Generale Effekten9.245    3/20/2020     EUR    74.400
Societe Generale Effekten14.287   3/20/2020     EUR    67.040
Societe Generale Effekten10.925   3/20/2020     EUR    41.070
Societe Generale Effekten11.986   6/19/2020     EUR    46.040
Societe Generale Effekten7.003    3/20/2020     EUR    65.330
Societe Generale Effekten19.890   3/20/2020     EUR    49.490
Societe Generale Effekten22.411   3/20/2020     EUR    67.770
Societe Generale Effekten9.247    6/19/2020     EUR    76.300
Vontobel Financial Produc5.000    3/20/2020     EUR    69.940
UniCredit Bank AG        3.750    1/18/2022     EUR    74.030
Lehman Brothers Treasury 2.300    6/6/2013      USD     2.571
Lehman Brothers Treasury 7.500    5/30/2010     AUD     2.571
Lehman Brothers Treasury 7.250    7/8/2014      EUR     2.571
Lehman Brothers Treasury 14.100   11/12/2008    USD     2.571
Lehman Brothers Treasury 16.800   8/21/2009     USD     2.571
Lehman Brothers Treasury 13.432   1/8/2009      ILS     2.571
Lehman Brothers Treasury 3.100    6/4/2010      USD     2.571
Lehman Brothers Treasury 11.000   7/4/2011      USD     2.571
Lehman Brothers Treasury 10.000   6/17/2009     USD     2.571
Lehman Brothers Treasury 16.000   12/26/2008    USD     2.571
Lehman Brothers Treasury 12.000   7/4/2011      EUR     2.571
Lehman Brothers Treasury 0.500    6/2/2020      EUR     2.571
Lehman Brothers Treasury 7.600    5/21/2013     USD     2.571
Lehman Brothers Treasury 6.000    3/4/2015      USD     2.571
Lehman Brothers Treasury 11.000   7/4/2011      CHF     2.571
Lehman Brothers Treasury 7.750    1/3/2012      AUD     2.571
Lehman Brothers Treasury 0.500    8/1/2020      EUR     2.571
Lehman Brothers Treasury 6.000    8/7/2013      EUR     2.571
Lehman Brothers Treasury 4.000    4/24/2009     USD     2.571
Lehman Brothers Treasury 10.500   8/9/2010      EUR     2.571
Lehman Brothers Treasury 7.000    11/28/2008    CHF     2.571
Lehman Brothers Treasury 3.850    4/24/2009     USD     2.571
Lehman Brothers Treasury 7.585    11/22/2009    MXN     3.750
Lehman Brothers Treasury 8.280    3/26/2009     USD     2.571
Lehman Brothers Treasury 11.000   12/19/2011    USD     2.571
Lehman Brothers Treasury 4.000    10/12/2010    USD     2.571
Lehman Brothers Treasury 8.000    10/23/2008    USD     2.571
Lehman Brothers Treasury 3.400    9/21/2009     HKD     2.571
Lehman Brothers Treasury 13.000   7/25/2012     EUR     2.571
Lehman Brothers Treasury 1.500    10/12/2010    EUR     2.571
Lehman Brothers Treasury 7.000    10/22/2010    EUR     2.571
Lehman Brothers Treasury 5.250    11/21/2009    USD     2.571
SG Issuer SA             2.700    11/28/2034    ZAR    41.019
Lehman Brothers Treasury 2.500    8/23/2012     GBP     2.571
Lehman Brothers Treasury 3.000    8/13/2011     EUR     2.571
Lehman Brothers Treasury 18.250   10/2/2008     USD     2.571
AKB Peresvet ZAO         0.510    6/23/2021     RUB    17.700
Lehman Brothers Treasury 6.000    5/23/2018     CZK     2.571
Lehman Brothers Treasury 3.350    10/13/2016    EUR     2.571
Investtorgstroi OOO      11.000   1/19/2023     RUB    100.00
Lehman Brothers Treasury 5.100    5/8/2017      HKD     3.400
Lehman Brothers Treasury 6.750    4/5/2012      EUR     2.571
Lehman Brothers Treasury 1.680    3/5/2015      EUR     2.571
Lehman Brothers Treasury 4.100    6/10/2014     SGD     3.750
Lehman Brothers Treasury 4.000    5/30/2010     USD     2.571
Lehman Brothers Treasury 4.000    5/17/2010     USD     2.571
Lehman Brothers Treasury 2.480    5/12/2009     USD     2.571
Lehman Brothers Treasury 2.250    5/12/2009     USD     2.571
Lehman Brothers Treasury 4.500    3/6/2013      CHF     2.571
LBI ehf                  6.100    8/25/2011     USD     7.375
Lehman Brothers Treasury 5.500    6/15/2009     CHF     2.571
Lehman Brothers Treasury 11.000   6/29/2009     EUR     2.571
Lehman Brothers Treasury 8.000    8/3/2009      USD     2.571
Lehman Brothers Treasury 2.000    10/28/2010    EUR     2.571
Heta Asset Resolution AG 4.350    12/31/2023    EUR     1.748
Lehman Brothers Treasury 6.850    12/22/2008    EUR     2.571
Lehman Brothers Treasury 7.600    3/26/2009     EUR     2.571
Lehman Brothers Treasury 7.550    12/29/2008    USD     2.571
Lehman Brothers Treasury 2.500    12/15/2011    GBP     2.571
Lehman Brothers Treasury 4.000    11/24/2016    EUR     2.571
Lehman Brothers Treasury 9.000    6/13/2009     USD     2.571
Lehman Brothers Treasury 7.375    9/20/2008     EUR     2.571
Kaupthing ehf            6.125    10/4/2016     USD     0.250
Lehman Brothers Treasury 9.000    3/17/2009     GBP     2.571
Lehman Brothers Treasury 3.860    9/21/2011     SGD     3.750
Lehman Brothers Treasury 0.250    7/21/2014     EUR     2.571
Samaratransneft-Terminal 17.000   6/20/2021     RUB    10.200
BNP Paribas SA           0.500    11/16/2032    MXN    35.855
Lehman Brothers Treasury 6.000    10/24/2008    EUR     2.571
Lehman Brothers Treasury 4.000    4/13/2011     CHF     2.571
Lehman Brothers Treasury 8.000    5/22/2009     USD     2.571
Lehman Brothers Treasury 7.500    10/24/2008    USD     2.571
Lehman Brothers Treasury 7.000    4/14/2009     EUR     2.571
Lehman Brothers Treasury 5.750    6/15/2009     CHF     2.571
Lehman Brothers Treasury 5.000    10/24/2008    CHF     2.571
Lehman Brothers Treasury 4.300    6/4/2012      USD     2.571
Lehman Brothers Treasury 4.000    6/5/2011      USD     2.571
Lehman Brothers Treasury 1.460    2/19/2012     JPY     3.750
Deutsche Bank AG/London  0.500    4/5/2038      MXN    20.827
Lehman Brothers Treasury 11.250   12/31/2008    USD     2.571
KPNQwest NV              8.875    2/1/2008      EUR     0.634
Lehman Brothers Treasury 8.050    12/20/2010    HKD     2.571
Lehman Brothers Treasury 13.000   12/14/2012    USD     2.571
Kaupthing ehf            9.750    9/10/2015     USD     0.250
Lehman Brothers Treasury 3.000    9/12/2036     JPY     3.750
Lehman Brothers Treasury 6.700    4/21/2011     USD     2.571
Lehman Brothers Treasury 8.000    12/31/2010    USD     2.571
Lehman Brothers Treasury 0.500    12/20/2017    USD     2.571
Lehman Brothers Treasury 0.500    12/20/2017    AUD     2.571
Lehman Brothers Treasury 0.500    12/20/2017    USD     2.571
Lehman Brothers Treasury 9.300    12/21/2010    EUR     2.571
Lehman Brothers Treasury 4.000    3/10/2011     EUR     2.571
Lehman Brothers Treasury 8.000    3/21/2018     USD     2.571
Lehman Brothers Treasury 5.375    2/4/2014      USD     2.571
Lehman Brothers Treasury 11.000   2/16/2009     CHF     2.571
Lehman Brothers Treasury 10.000   2/16/2009     CHF     2.571
Lehman Brothers Treasury 7.000    2/15/2010     CHF     2.571
Lehman Brothers Treasury 6.300    12/21/2018    USD     2.571
Societe Generale SA      0.500    4/4/2024      MXN    74.504
Lehman Brothers Treasury 11.000   12/20/2017    AUD     2.571
Lehman Brothers Treasury 6.000    3/17/2011     EUR     2.571
Lehman Brothers Treasury 4.500    12/30/2010    USD     2.571
Lehman Brothers Treasury 6.000    12/6/2016     USD     2.571
Lehman Brothers Treasury 4.150    8/25/2020     EUR     2.571
Lehman Brothers Treasury 8.000    4/20/2009     EUR     2.571
Lehman Brothers Treasury 8.600    7/31/2013     GBP     2.571
Lehman Brothers Treasury 7.500    7/31/2013     GBP     2.571
Lehman Brothers Treasury 8.280    7/31/2013     GBP     2.571
Lehman Brothers Treasury 3.820    10/20/2009    USD     2.571
Lehman Brothers Treasury 4.100    5/20/2009     USD     2.571
Lehman Brothers Treasury 2.000    6/21/2011     EUR     2.571
Kaupthing ehf            6.500    10/8/2010     ISK     0.250
OOO SPV Structural Invest0.010    9/1/2023      RUB    66.740
Lehman Brothers Treasury 3.700    6/6/2009      EUR     2.571
Lehman Brothers Treasury 1.280    11/6/2010     JPY     3.750
Lehman Brothers Treasury 4.500    8/2/2009      USD     2.571
Lehman Brothers Treasury 4.000    12/2/2012     EUR     2.571
Lehman Brothers Treasury 4.350    8/8/2016      SGD     3.750
Otkritie Holding JSC     10.770   9/17/2027     RUB     0.010
Lehman Brothers Treasury 8.500    7/6/2009      CHF     2.571
AKB Peresvet ZAO         13.000   10/7/2017     RUB    18.000
Lehman Brothers Treasury 7.500    9/13/2009     CHF     2.571
Lehman Brothers Treasury 4.200    12/3/2008     HKD     3.400
Lehman Brothers Treasury 3.600    3/19/2018     JPY     2.571
Hellas Telecommunications8.500    10/15/2013    EUR     0.444
Lehman Brothers Treasury 2.000    5/17/2010     EUR     2.571
Lehman Brothers Treasury 6.000    6/21/2011     EUR     2.571
Lehman Brothers Treasury 4.000    2/28/2010     EUR     2.571
Lehman Brothers Treasury 0.500    2/16/2009     EUR     2.571
Lehman Brothers Treasury 6.000    7/28/2010     EUR     2.571
Lehman Brothers Treasury 6.000    7/28/2010     EUR     2.571
Lehman Brothers Treasury 7.000    7/11/2010     EUR     2.571
Lehman Brothers Treasury 3.000    8/8/2017      EUR     2.571
DZ Bank AG Deutsche Zentr5.000    9/21/2020     EUR    57.140
Landesbank Hessen-Thuerin3.300    6/15/2020     EUR    73.800
DZ Bank AG Deutsche Zentr6.250    9/21/2020     EUR    57.870
DZ Bank AG Deutsche Zentr7.800    9/21/2020     EUR    59.410
EFG International Finance7.400    1/25/2021     CHF    65.540
DekaBank Deutsche Girozen2.000    1/22/2021     EUR    67.900
DekaBank Deutsche Girozen2.000    1/22/2021     EUR    62.890
EFG International Finance7.600    1/11/2021     CHF    65.810
EFG International Finance7.200    1/25/2021     EUR    50.430
UniCredit Bank AG        4.200    2/12/2021     EUR    70.130
UniCredit Bank AG        5.900    2/12/2021     EUR    46.180
Landesbank Hessen-Thuerin3.000    6/15/2020     EUR    70.700
Leonteq Securities AG/Gue8.000    7/22/2020     CHF    62.980
Landesbank Baden-Wuerttem2.000    2/28/2020     EUR    63.050
UBS AG/London            5.750    7/6/2020      EUR    67.450
Landesbank Baden-Wuerttem5.000    2/28/2020     EUR    49.470
UniCredit Bank AG        3.500    1/5/2021      EUR    63.160
Landesbank Baden-Wuerttem2.650    9/25/2020     EUR    73.330
Landesbank Hessen-Thuerin3.800    9/9/2020      EUR    64.300
DekaBank Deutsche Girozen4.550    7/31/2020     EUR    58.730
Landesbank Hessen-Thuerin4.000    2/17/2021     EUR    35.790
Leonteq Securities AG/Gue4.000    12/29/2020    CHF    38.290
DZ Bank AG Deutsche Zentr8.500    6/24/2020     EUR    52.130
UniCredit Bank AG        4.550    2/12/2021     EUR    73.870
UBS AG/London            4.000    7/6/2021      EUR    70.270
Landesbank Baden-Wuerttem3.100    3/26/2021     EUR    68.950
Landesbank Baden-Wuerttem3.000    3/26/2021     EUR    63.130
Corner Banca SA          7.400    7/22/2020     CHF    67.290
Bank Otkritie Financial C1.000    11/11/2023    RUB    65.000
DZ Bank AG Deutsche Zentr5.500    8/26/2020     EUR    68.270
Vontobel Financial Produc7.500    9/25/2020     EUR    72.350
Leonteq Securities AG/Gue5.600    8/24/2021     CHF    59.650
Societe Generale Effekten13.074   3/20/2020     EUR    70.060
Societe Generale Effekten19.949   3/20/2020     EUR    70.030
EFG International Finance8.000    4/21/2020     USD    48.160
Societe Generale Effekten3.750    5/24/2021     EUR    40.650
Landesbank Baden-Wuerttem4.150    6/25/2021     EUR    74.340
Landesbank Hessen-Thuerin3.150    5/11/2022     EUR    65.080
Leonteq Securities AG/Gue5.200    7/28/2020     CHF    71.610
DekaBank Deutsche Girozen2.100    1/4/2021      EUR    61.670
Raiffeisen Centrobank AG 5.333    3/5/2020      EUR    67.620
UniCredit Bank AG        4.200    1/4/2021      EUR    44.510
Leonteq Securities AG/Gue5.000    8/17/2020     CHF    59.250
Leonteq Securities AG    6.000    8/17/2021     CHF    74.060
UniCredit Bank AG        3.750    8/23/2021     EUR    72.670
UBS AG/London            6.500    8/10/2020     CHF    59.300
UBS AG/London            10.000   8/10/2020     CHF    64.750
UBS AG/London            6.500    2/8/2021      EUR    63.250
Raiffeisen Schweiz Genoss5.300    8/17/2020     CHF    58.730
Landesbank Hessen-Thuerin6.000    12/1/2022     EUR    47.900
Credit Suisse AG/London  9.500    2/24/2020     USD    65.290
Landesbank Hessen-Thuerin5.200    9/8/2022      EUR    63.420
EFG International Finance9.200    8/27/2020     USD    74.540
EFG International Finance7.100    8/14/2020     EUR    59.270
Landesbank Hessen-Thuerin4.000    9/14/2022     EUR    72.540
WEB Windenergie AG       2.250    9/25/2028     EUR    55.010
WEB Windenergie AG       4.500                  EUR    55.010
Landesbank Baden-Wuerttem5.500    2/28/2020     EUR    56.920
DekaBank Deutsche Girozen2.400    8/21/2020     EUR    49.360
Landesbank Baden-Wuerttem3.750    12/29/2020    EUR    67.440
Leonteq Securities AG/Gue6.200    2/10/2021     CHF    61.000
DekaBank Deutsche Girozen6.300    7/3/2020      EUR    50.570
UBS AG/London            6.000    8/3/2020      CHF    30.600
DekaBank Deutsche Girozen3.000    12/29/2022    EUR    68.740
DekaBank Deutsche Girozen2.900    1/4/2021      EUR    64.240
Landesbank Baden-Wuerttem5.200    3/27/2020     EUR    58.800
EFG International Finance6.600    8/3/2020      EUR    73.040
EFG International Finance6.000    8/13/2021     CHF    61.680
Zurcher Kantonalbank Fina5.000    12/14/2020    EUR    68.400
Landesbank Baden-Wuerttem4.450    8/28/2020     EUR    73.390
DekaBank Deutsche Girozen2.300    1/8/2021      EUR    74.710
UBS AG/London            3.800    3/26/2020     EUR    59.160
Leonteq Securities AG/Gue10.600   2/17/2020     CHF    58.610
Leonteq Securities AG    5.000    2/17/2021     CHF    49.200
DekaBank Deutsche Girozen3.800    12/18/2020    EUR    52.580
Landesbank Hessen-Thuerin4.000    8/18/2021     EUR    37.960
Landesbank Baden-Wuerttem2.500    2/28/2020     EUR    66.800
Landesbank Hessen-Thuerin6.100    12/4/2023     EUR    46.660
Landesbank Baden-Wuerttem3.200    12/29/2020    EUR    69.450
UniCredit Bank AG        3.800    12/29/2022    EUR    51.950
DekaBank Deutsche Girozen5.150    7/3/2020      EUR    61.970
Leonteq Securities AG/Gue10.600   12/8/2020     EUR    58.880
Landesbank Hessen-Thuerin3.500    1/5/2022      EUR    54.210
Landesbank Hessen-Thuerin4.000    1/5/2022      EUR    59.340
UBS AG/London            10.000   8/3/2020      CHF    65.900
Societe Generale SA      8.000    12/3/2020     USD
Landesbank Baden-Wuerttem4.750    3/27/2020     EUR    66.150
EFG International Finance6.000    8/3/2020      USD    54.210
Raiffeisen Schweiz Genoss5.200    8/10/2020     CHF    57.850
UniCredit Bank AG        3.600    8/23/2021     EUR    54.060
DekaBank Deutsche Girozen3.000    2/21/2020     EUR    74.620
Commerzbank AG           4.500    2/21/2020     EUR    72.710
DekaBank Deutsche Girozen4.400    2/21/2020     EUR    72.550
DekaBank Deutsche Girozen2.050    2/21/2020     EUR    72.400
BNP Paribas Emissions- un13.000   3/26/2020     EUR    73.080
HSBC Trinkaus & Burkhardt13.000   6/26/2020     EUR    38.230
Vontobel Financial Produc16.500   6/26/2020     EUR    73.030
Vontobel Financial Produc17.500   9/25/2020     EUR    72.790
UBS AG/London            17.900   9/24/2020     EUR    69.480
UBS AG/London            14.400   9/24/2020     EUR    71.250
UBS AG/London            21.600   9/24/2020     EUR    68.260
Raiffeisen Schweiz Genoss5.000    4/3/2020      CHF    30.080
Societe Generale Effekten14.539   3/20/2020     EUR    69.050
Landesbank Hessen-Thuerin3.100    11/9/2020     EUR    73.000
Societe Generale Effekten22.316   3/20/2020     EUR    68.380
Societe Generale Effekten23.781   6/19/2020     EUR    74.310
Landesbank Hessen-Thuerin3.600    11/9/2020     EUR    67.100
Landesbank Baden-Wuerttem3.700    6/26/2020     EUR    73.270
Leonteq Securities AG    7.400    4/24/2020     USD    46.950
DekaBank Deutsche Girozen2.900    5/15/2020     EUR    62.370
DekaBank Deutsche Girozen2.100    5/15/2020     EUR    49.350
BNP Paribas Emissions- un11.000   6/25/2020     EUR    69.470
BNP Paribas Emissions- un15.000   3/26/2020     EUR    57.150
BNP Paribas Emissions- un6.500    3/26/2020     EUR    62.510
BNP Paribas Emissions- un9.000    3/26/2020     EUR    56.970
BNP Paribas Emissions- un15.000   3/26/2020     EUR    48.710
BNP Paribas Emissions- un9.000    6/25/2020     EUR    58.240
UniCredit Bank AG        6.100    8/12/2020     EUR    58.540
DZ Bank AG Deutsche Zentr6.250    2/26/2020     EUR    68.830
DZ Bank AG Deutsche Zentr11.500   2/26/2020     EUR    66.410
DZ Bank AG Deutsche Zentr6.500    2/26/2020     EUR    66.770
DZ Bank AG Deutsche Zentr7.800    3/23/2020     EUR    66.800
Vontobel Financial Produc12.000   3/13/2020     EUR    66.930
Vontobel Financial Produc13.000   3/27/2020     EUR    71.300
HSBC Trinkaus & Burkhardt7.200    9/25/2020     EUR    62.780
DekaBank Deutsche Girozen3.000    6/17/2020     EUR    72.100
Vontobel Financial Produc9.000    3/13/2020     EUR    56.460
Landesbank Baden-Wuerttem2.800    12/23/2022    EUR    70.120
DZ Bank AG Deutsche Zentr11.000   6/24/2020     EUR    50.360
Vontobel Financial Produc7.000    3/13/2020     EUR    56.400
HSBC Trinkaus & Burkhardt8.400    6/26/2020     EUR    72.680
UBS AG/London            12.000   4/13/2020     USD    45.400
UniCredit Bank AG        6.000    1/18/2021     EUR    44.040
DZ Bank AG Deutsche Zentr5.500    6/24/2020     EUR    54.610
UBS AG/London            8.500    6/15/2020     CHF    69.850
EFG International Finance7.200    12/29/2020    EUR    54.030
Landesbank Baden-Wuerttem3.000    7/24/2020     EUR    73.940
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    67.280
Vontobel Financial Produc11.000   3/13/2020     EUR    53.310
Vontobel Financial Produc16.000   3/13/2020     EUR    69.640
Landesbank Baden-Wuerttem3.000    7/24/2020     EUR    47.420
Landesbank Baden-Wuerttem5.000    7/24/2020     EUR    42.920
Vontobel Financial Produc15.500   3/27/2020     EUR    67.510
Vontobel Financial Produc18.000   3/13/2020     EUR    63.490
Goldman Sachs & Co Wertpa8.000    6/24/2020     EUR    72.810
UBS AG/London            8.000    6/15/2020     EUR    61.000
Vontobel Financial Produc6.500    3/13/2020     EUR    60.010
Landesbank Baden-Wuerttem5.000    9/25/2020     EUR    73.450
HSBC Trinkaus & Burkhardt10.500   6/26/2020     EUR    42.140
HSBC Trinkaus & Burkhardt7.700    6/26/2020     EUR    45.720
HSBC Trinkaus & Burkhardt5.200    6/26/2020     EUR    50.590
HSBC Trinkaus & Burkhardt9.700    2/28/2020     EUR    41.060
HSBC Trinkaus & Burkhardt3.600    6/26/2020     EUR    74.240
HSBC Trinkaus & Burkhardt6.900    9/25/2020     EUR    64.530
HSBC Trinkaus & Burkhardt4.900    9/25/2020     EUR    69.790
HSBC Trinkaus & Burkhardt9.600    3/27/2020     EUR    71.470
Deutsche Bank AG         6.200    3/24/2020     EUR    74.970
Citigroup Global Markets 12.000   2/13/2024     SEK    69.210
Vontobel Financial Produc10.500   3/27/2020     EUR    68.930
Vontobel Financial Produc11.000   3/27/2020     EUR    62.210
Vontobel Financial Produc9.500    3/27/2020     EUR    65.410
Bank Julius Baer & Co Ltd10.350   5/4/2020      EUR    74.800
Bank Julius Baer & Co Ltd15.500   5/4/2020      USD    55.050
Vontobel Financial Produc8.950    4/21/2020     EUR    73.460
Leonteq Securities AG    9.200    7/23/2020     CHF    71.140
Vontobel Financial Produc11.500   6/26/2020     EUR    73.080
Vontobel Financial Produc15.000   3/27/2020     EUR    61.250
Vontobel Financial Produc13.000   6/26/2020     EUR    61.170
Vontobel Financial Produc12.000   6/26/2020     EUR    50.390
Vontobel Financial Produc13.000   3/27/2020     EUR    48.410
DZ Bank AG Deutsche Zentr8.000    6/24/2020     EUR    67.130
UBS AG/London            9.250    10/26/2020    EUR    70.250
UniCredit Bank AG        10.300   7/24/2020     EUR    74.170
UniCredit Bank AG        14.300   7/24/2020     EUR    74.500
UniCredit Bank AG        12.600   7/24/2020     EUR    71.010
UniCredit Bank AG        13.100   7/24/2020     EUR    71.980
UniCredit Bank AG        14.300   7/24/2020     EUR    70.240
Bank Julius Baer & Co Ltd10.060   4/27/2020     CHF    70.600
Bank Julius Baer & Co Ltd8.500    4/27/2020     EUR    68.600
Landesbank Baden-Wuerttem3.750    4/20/2020     EUR    64.880
Bank Julius Baer & Co Ltd9.650    4/27/2020     USD    69.550
Landesbank Baden-Wuerttem2.300    2/25/2022     EUR    74.890
Landesbank Hessen-Thuerin4.000    12/22/2021    EUR    47.620
Raiffeisen Switzerland BV4.800    11/23/2023    CHF    53.930
UniCredit Bank AG        4.450    12/29/2022    EUR    61.980
UniCredit Bank AG        4.300    12/19/2021    EUR    58.480
UniCredit Bank AG        4.700    12/19/2021    EUR    59.280
UniCredit Bank AG        5.900    12/19/2020    EUR    44.810
Natixis SA               3.690    11/9/2020     USD    68.168
Landesbank Hessen-Thuerin3.250    7/8/2020      EUR    61.800
Landesbank Hessen-Thuerin1.950    9/3/2021      EUR    50.800
Goldman Sachs & Co Wertpa10.000   3/25/2020     EUR    51.480
Goldman Sachs & Co Wertpa3.000    6/24/2020     EUR    73.140
Goldman Sachs & Co Wertpa5.000    6/24/2020     EUR    68.820
Goldman Sachs & Co Wertpa10.000   6/24/2020     EUR    57.230
DekaBank Deutsche Girozen3.450    7/31/2020     EUR    59.420
Leonteq Securities AG    6.200    2/17/2021     CHF    60.750
UBS AG/London            10.000   8/10/2020     USD    56.360
Raiffeisen Schweiz Genoss6.000    2/17/2020     CHF    66.300
Landesbank Hessen-Thuerin3.500    9/8/2022      EUR    55.880
DekaBank Deutsche Girozen4.250    5/3/2022      EUR    54.180
DekaBank Deutsche Girozen6.200    11/9/2020     EUR    62.480
DekaBank Deutsche Girozen2.200    5/8/2020      EUR    44.220
DekaBank Deutsche Girozen2.500    5/7/2021      EUR    74.540
DekaBank Deutsche Girozen3.050    5/7/2021      EUR    67.890
EFG International Finance5.600    4/26/2021     CHF    60.990
Leonteq Securities AG/Gue5.000    10/20/2020    CHF    58.470
UniCredit Bank AG        6.350    5/14/2021     EUR    48.990
Landesbank Baden-Wuerttem4.500    2/28/2020     EUR    70.730
Landesbank Baden-Wuerttem4.550    2/28/2020     EUR    61.060
Landesbank Baden-Wuerttem6.500    2/28/2020     EUR    41.010
UniCredit Bank AG        4.400    5/17/2021     EUR    72.250
EFG International Finance6.200    5/3/2021      CHF    61.640
Commerzbank AG           3.200    4/6/2020      USD    65.540
Landesbank Baden-Wuerttem3.500    12/29/2020    EUR    56.610
UBS AG/London            9.000    4/14/2020     CHF    65.150
UBS AG/London            7.000    4/14/2020     CHF    68.850
DekaBank Deutsche Girozen3.300    5/8/2020      EUR    61.700
UniCredit Bank AG        4.900    11/14/2021    EUR    55.510
Landesbank Hessen-Thuerin5.500    5/25/2023     EUR    63.980
UBS AG/London            7.000    4/20/2020     CHF    58.150
Raiffeisen Schweiz Genoss6.250    4/27/2020     CHF    55.570
Raiffeisen Schweiz Genoss6.600    4/27/2020     EUR    73.230
Leonteq Securities AG/Gue8.000    10/27/2020    CHF    59.420
Landesbank Hessen-Thuerin6.000    8/25/2023     EUR    49.710
Landesbank Hessen-Thuerin5.900    8/25/2023     EUR    38.180
UBS AG/London            8.750    4/27/2020     EUR    66.100
UBS AG/London            8.000    4/27/2020     EUR    53.850
Goldman Sachs & Co Wertpa13.000   3/25/2020     EUR    47.570
Goldman Sachs & Co Wertpa10.000   6/24/2020     EUR    52.730
Goldman Sachs & Co Wertpa5.000    3/25/2020     EUR    67.540
Goldman Sachs & Co Wertpa15.000   3/25/2020     EUR    50.250
Leonteq Securities AG/Gue6.400    6/4/2020      CHF    18.550
DekaBank Deutsche Girozen5.500    2/26/2021     EUR    67.130
Vontobel Financial Produc4.500    12/30/2020    EUR    67.660
Landesbank Baden-Wuerttem2.750    11/25/2022    EUR    71.460
Landesbank Baden-Wuerttem4.000    2/28/2020     EUR    59.810
UBS AG/London            5.250    6/1/2020      USD    66.000
Bank Julius Baer & Co Ltd6.400    2/21/2020     EUR    70.900
Lehman Brothers Treasury 4.870    10/8/2013     USD     2.571
Derzhava-Garant OOO      9.000    6/24/2020     RUB    60.000
Lehman Brothers Treasury 3.025    1/31/2015     EUR     2.571
Lehman Brothers Treasury 2.370    7/15/2013     USD     2.571
Lehman Brothers Treasury 1.950    11/4/2013     EUR     2.571
Heta Asset Resolution AG 4.875    12/31/2023    EUR     1.748
Lehman Brothers Treasury 2.300    6/27/2013     USD     2.571
Heta Asset Resolution AG 5.030    12/31/2023    EUR     1.748
Lehman Brothers Treasury 15.000   3/30/2011     EUR     2.571
Lehman Brothers Treasury 9.250    6/20/2012     USD     2.571
Lehman Brothers Treasury 0.750    3/29/2012     EUR     2.571
Lehman Brothers Treasury 4.500    3/7/2015      EUR     2.571
Lehman Brothers Treasury 7.750    1/30/2009     EUR     2.571
Kaupthing ehf            5.000    1/4/2027      SKK     0.250
RGS Nedvizhimost OOO     12.000   10/18/2017    RUB     0.335
Lehman Brothers Treasury 3.000    9/13/2010     JPY     3.750
Lehman Brothers Treasury 3.500    10/31/2011    USD     2.571
Lehman Brothers Treasury 0.250    10/19/2012    CHF     2.571
Mriya Agro Holding PLC   10.950   3/30/2016     USD     7.875
Lehman Brothers Treasury 7.000    2/15/2012     EUR     2.571
Lehman Brothers Treasury 6.000    2/14/2012     EUR     2.571
Lehman Brothers Treasury 4.690    2/19/2017     EUR     2.571
Lehman Brothers Treasury 3.500    10/24/2011    USD     2.571
Lehman Brothers Treasury 5.200    3/19/2018     EUR     2.571
Lehman Brothers Treasury 5.000    5/2/2022      EUR     2.571
Lehman Brothers Treasury 5.000    4/24/2017     EUR     2.571
Lehman Brothers Treasury 0.800    12/30/2016    EUR     2.571
Kaupthing ehf            5.250    7/18/2017     BGN     0.250
Kaupthing ehf            3.750    2/15/2024     ISK     0.250
Lehman Brothers Treasury 4.800    11/16/2012    HKD     2.571
Lehman Brothers Treasury 16.000   10/8/2008     CHF     2.571
SG Issuer SA             3.300    9/26/2034     ZAR    45.876
Lehman Brothers Treasury 6.000    9/20/2011     EUR     2.571
Lehman Brothers Treasury 11.000   12/20/2017    AUD     2.571
Lehman Brothers Treasury 11.000   12/20/2017    AUD     2.571
Lehman Brothers Treasury 0.500    12/20/2017    AUD     2.571
Lehman Brothers Treasury 0.500    12/20/2017    AUD     3.400
Lehman Brothers Treasury 4.000    1/4/2011      USD     2.571
Lehman Brothers Treasury 0.500    12/20/2017    AUD     2.571
Kaupthing ehf            4.730    12/19/2008    SKK     0.250
Lehman Brothers Treasury 8.800    12/27/2009    EUR     2.571
Lehman Brothers Treasury 3.500    12/20/2027    USD     2.571
Lehman Brothers Treasury 5.200    11/9/2011     EUR     3.400
Lehman Brothers Treasury 4.600    10/11/2017    ILS     3.750
Lehman Brothers Treasury 14.900   11/16/2010    EUR     2.571
Lehman Brothers Treasury 8.000    3/19/2012     USD     2.571
Lehman Brothers Treasury 1.000    2/26/2010     USD     2.571
Lehman Brothers Treasury 0.500    12/20/2017    USD     2.571
Lehman Brothers Treasury 13.000   2/16/2009     CHF     2.571
Lehman Brothers Treasury 5.000    11/22/2012    EUR     2.571
Lehman Brothers Treasury 5.500    4/23/2014     EUR     2.571
Lehman Brothers Treasury 10.600   4/22/2014     MXN     2.571
Lehman Brothers Treasury 7.150    3/21/2013     USD     2.571
Lehman Brothers Treasury 6.450    2/20/2010     AUD     2.571
Lehman Brothers Treasury 7.500    2/14/2010     AUD     2.571
Lehman Brothers Treasury 15.000   6/4/2009      CHF     2.571
Lehman Brothers Treasury 5.550    3/12/2015     EUR     2.571
KPNQwest NV              7.125    6/1/2009      EUR     0.634
Lehman Brothers Treasury 2.000    6/28/2011     EUR     2.571
Lehman Brothers Treasury 3.000    6/3/2010      EUR     2.571
Lehman Brothers Treasury 9.000    5/6/2011      CHF     2.571
Lehman Brothers Treasury 16.000   11/9/2008     USD     2.571
Lehman Brothers Treasury 16.200   5/14/2009     USD     2.571
Kaupthing ehf            4.825    5/10/2045     ISK     0.250
Lehman Brothers Treasury 7.600    3/4/2010      NZD     2.571
Lehman Brothers Treasury 17.000   6/2/2009      USD     2.571
Lehman Brothers Treasury 23.300   9/16/2008     USD     2.571
Lehman Brothers Treasury 10.000   5/22/2009     USD     2.571
Lehman Brothers Treasury 8.000    5/22/2009     USD     2.571
Lehman Brothers Treasury 4.600    8/1/2013      EUR     2.571
Lehman Brothers Treasury 12.000   7/13/2037     JPY     2.571
Lehman Brothers Treasury 1.600    6/21/2010     JPY     2.571
Lehman Brothers Treasury 6.600    5/23/2012     AUD     2.571
Lehman Brothers Treasury 3.450    5/23/2013     USD     2.571
Lehman Brothers Treasury 16.000   10/28/2008    USD     2.571
Lehman Brothers Treasury 0.500    7/2/2020      EUR     2.571
Lehman Brothers Treasury 2.500    8/15/2012     CHF     2.571
Lehman Brothers Treasury 13.150   10/30/2008    USD     2.571
Nota-Bank OJSC           13.500   4/1/2016      RUB    31.500
Lehman Brothers Treasury 10.000   10/22/2008    USD     2.571
Lehman Brothers Treasury 7.000    4/24/2009     USD     2.571
Lehman Brothers Treasury 3.500    6/20/2011     EUR     2.571
Lehman Brothers Treasury 5.500    6/22/2010     USD     3.400
Lehman Brothers Treasury 10.000   10/23/2008    USD     2.571
Fondovye Strategicheskie 1.500    10/5/2020     RUB    100.00
Heta Asset Resolution AG 5.270    12/31/2023    EUR     1.748
Lehman Brothers Treasury 8.000    12/27/2032    JPY     2.571
Lehman Brothers Treasury 7.060    12/29/2008    EUR     2.571
Lehman Brothers Treasury 5.120    4/30/2027     EUR     2.571
Lehman Brothers Treasury 6.720    12/29/2008    EUR     2.571
Lehman Brothers Treasury 4.820    12/18/2036    EUR     2.571
Lehman Brothers Treasury 0.010    9/20/2011     USD     2.571
Lehman Brothers Treasury 4.100    8/23/2010     USD     2.571
Lehman Brothers Treasury 7.750    2/21/2016     EUR     2.571
Kaupthing ehf            7.000    7/24/2009     ISK     0.250
Lehman Brothers Treasury 4.050    9/16/2008     EUR     2.571
LBI ehf                  5.080    3/1/2013      ISK     7.375
Heta Asset Resolution AG 0.281    12/31/2023    EUR     1.748
Lehman Brothers Treasury 7.625    7/22/2011     HKD     2.571
Lehman Brothers Treasury 6.600    2/9/2009      EUR     2.571
HSBC Bank PLC            0.500    11/25/2025    BRL    67.694
Lehman Brothers Treasury 2.400    6/20/2011     JPY     2.571
Lehman Brothers Treasury 4.050    9/16/2008     EUR     2.571
Vontobel Financial Produc5.250    2/21/2020     EUR    56.050



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

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

Copyright 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.


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