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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, March 9, 2020, Vol. 21, No. 49

                           Headlines



F R A N C E

BIOGROUP: Moody's Affirms B2 Corp. Family Rating, Outlook Negative


G E O R G I A

MFO CRYSTAL: Fitch Puts B LongTerm IDR on Rating Watch Negative


G E R M A N Y

HEUSCHKEL DRUCKGUSS: Files for Insolvency in Nuremberg Court


I R E L A N D

ALME LOAN III: Fitch Assigns BB-sf Rating on Cl. E-RR Notes
ALME LOAN III: Moody's Assigns Ba3 Rating on EUR20MM Cl. E-R Notes


N O R W A Y

NORWEGIAN AIR: Hedge Fund Bets Firm Likely to Fail Due to Debts


U N I T E D   K I N G D O M

FLYBE GROUP: Fails to Secure Funding, Goes Into Administration
GRIFONAS FINANCE 1: Fitch Hikes Class B Notes to 'BBsf'
HOUSE OF HOLLAND: In Administration, Seeks Additional Investment
MORTIMER BTL 2020-1: Fitch Assigns BB-(EXP) Rating on Cl. E Notes
SOUTHERN PACIFIC 06-1: Fitch Cuts Class E1c Debt to 'Bsf'

THOMAS COOK: Germany to Compensate Customers Hit by Insolvency
TP FINANCING 3: Moody's Lowers CFR to Caa1, Outlook Negative
VERY GROUP: Moody's Lowers CFR to B3, Outlook Stable


X X X X X X X X

[*] BOND PRICING: For the Week March 2 to March 6, 2020

                           - - - - -


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F R A N C E
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BIOGROUP: Moody's Affirms B2 Corp. Family Rating, Outlook Negative
------------------------------------------------------------------
Moody's Investors Service affirmed CAB's (Biogroup or the Company)
B2 corporate family rating and its B2-PD probability of default
rating. Concurrently, Moody's has affirmed the B2 rating of the
company's EUR1,540 million senior secured term loan (including the
planned EUR275 million fungible add-on) maturing in April 2026 as
well as the B2 senior secured rating of the EUR120 million
revolving credit facility maturing in June 2023. The outlook
remains negative.

The planned add-on will be used along with EUR58 million of new
equity to finance the acquisition of a majority stake in Laborizon,
a network of laboratories present in Western France.

RATINGS RATIONALE

The rating action reflects the expectation that Moody's adjusted
debt/EBITDA will remain above 6x in the next 12-18 months, as
Moody's believes that the company will pursue its aggressive M&A
strategy in line with historic trends. From the beginning of 2017
to February 2020, the company spent a total of EUR1.9 billion on
acquisitions (including the proposed Laborizon transaction), of
which around 70% was funded by debt, 20% by equity and 10% by cash.
As a result, revenue has increased from EUR215 million in 2017 to
close to EUR900 million in 2019 pro forma for the announced
transaction.

The ratings are supported by (1) the company's leading market
position and network density allowing for economies of scale and
efficiency gains, (2) the defensive nature of the routine
diagnostic testing business in France, (3) the company's
profitability above that of its peers and (4) the barriers to entry
into the French laboratory market.

The ratings are constrained by (1) the company's concentration in
the routine business segment in France, with full exposure to the
French regulatory environment and continuous tariff pressure, (2)
its high Moody's adjusted debt/EBITDA ratio, which is likely to
remain above 6.0x in the next 12-18 months, (3) its aggressive
partially debt-funded acquisition strategy which may delay
deleveraging, (4) the fact that Biogroup's success is dependent on
its founder and CEO, Stephane Eimer, which means that the company
is exposed to a key man risk, and (5) the presence of a
subordinated bond, located outside of the restricted group not
included in its leverage calculation.

RATING OUTLOOK

The negative outlook reflects the fact that Moody's-adjusted
leverage is expected to remain elevated in the next 12-18 months.
The negative outlook also reflects the risks associated with the
expected deleveraging and positive free cash flow generation going
forward given the aggressive debt-funded acquisition strategy of
the company.

WHAT COULD CHANGE THE RATINGS UP/DOWN

Given the negative outlook, upward rating pressure is unlikely in
the near term. However, positive pressure could arise over time if:
(1) the company's Moody's-adjusted debt/EBITDA ratio falls
sustainably towards 5.0x while achieving profitable growth and
maintaining a solid liquidity profile including positive free cash
flow; (2) the company refinances the subordinated bond sitting at
Laboratoire Eimer Selas level.

Biogroup is weakly positioned in the B2 rating category and
negative pressure could arise if: (1) the company's Moody's
adjusted debt/EBITDA ratio would remain above 6.0x on a sustained
basis, including as a result of further debt funded acquisitions;
(2) its fee cash flow would be negative for a prolonged period; (3)
its liquidity profile were to weaken; or (4) its profitability were
to deteriorate due to difficulties integrating acquisitions,
competitive, regulatory and/or pricing pressure.

LIQUIDITY

Biogroup's liquidity is good supported by (1) EUR94 million of cash
on balance at end-November 2019, (2) a EUR120 million RCF out of
which EUR45 million was undrawn at end-November 2019, (3) expected
positive free cash flow in the next 12-18 months and (4) long-dated
maturities with the RCF maturing in June 2023, the 1st lien term
loan in April 2026 and the 2nd lien term loan in November 2026. At
closing of the transaction, the RCF is expected to be fully
undrawn.

The term loan is covenant-lite, whereas the RCF is subject to a
springing covenant (flat total net leverage covenant at 7.0x)
tested quarterly when drawings exceed 35% of the total
commitments.

ESG CONSIDERATIONS

Moody's considers that Biogroup has an inherent exposure to social
risks given the highly regulated nature of the healthcare industry
and the sensitivity to social pressure related to affordability of
and access to health services. Biogroup is exposed to regulation
and reimbursement schemes in France which are important drivers of
its credit profile. The ageing population supports long-term demand
for diagnostic testing services, supporting Biogroup's credit
profile. At the same time, rising demand for healthcare services
puts pressure on public sector budgets, which could result in cuts
to reimbursment levels for Biogroup's services.

Moody's considers that governance risks for Biogroup 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, although there is no evidence of weak internal
control to date. Biogroup has an aggressive financial strategy
characterized by high financial leverage and the pursuit of
debt-financed acquisitions. Moreover, Moody's believes that the
strong growth of Biogroup has been led mainly by Stephane Eimer,
the company's founder and CEO, which exposes the company to a key
man risk. The risk is only to some extent mitigated by (i) the
alignment of interest between the founder, whose personal net worth
is tied to the company; (ii) the presence of a supervisory board
which oversees management's decision; (iii) the fact that the
majority of lab operations are run locally and do not require
material involvement from top management and (iv) the presence of
CDPQ as a long term partner and as a member of the supervisory
board. Creditors also benefit from restrictions in corporate
activity provided in the senior debt financial documentation.
However, Moody's notes that the supervisory board does not comprise
any independent member.

STRUCTURAL CONSIDERATIONS

The B2-PD probability of default, in line with the CFR, reflects
its assumption of a 50% family recovery rate typical for bank debt
structures with a limited or loose set of financial covenants. The
first lien term loan and the RCF have a pari passu ranking in the
capital structure and benefit from upstream guarantees from
material subsidiaries of the group representing at least 80% of the
group's EBITDA. The security package includes shares, intercompany
loans and bank accounts.

The first lien term loan and the RCF rank ahead of the EUR187
million second lien in the waterfall analysis but they do not
benefit from a notch uplift from the CFR reflecting the limited
cushion provided by the EUR187 million second lien term loan.

PROFILE

Biogroup, headquartered in Wissembourg, France, is one of the
largest clinical laboratory testing network in France. The company
is N°1 player in the routine testing business in France in terms
of revenue (pro forma for announced transaction). The company, with
around 710 laboratories (pro forma for Laborizon acquisition),
offers mainly routine and to a smaller extent specialty tests which
are either performed internally or outsourced to other private
laboratories.

Biogroup is owned by its founder, Stephane Eimer, who controls the
company. Minority shareholders include Caisse de Depot et Placement
du Quebec (CDPQ), members of the management team and partner
biologists. CDPQ is an institutional investor managing mainly
pensions and insurance plans in Quebec and is a long-term partner
of Biogroup. Mr Stephane Eimer is the founder, the majority owner
and the Chief Executive Officer (CEO)/Chairman of the company and
has been managing the company since its creation in 1998.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Business and
Consumer Service Industry published in October 2016.



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G E O R G I A
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MFO CRYSTAL: Fitch Puts B LongTerm IDR on Rating Watch Negative
---------------------------------------------------------------
Fitch Ratings has placed JSC MFO Crystal's 'B' Long-Term Issuer
Default Rating on Rating Watch Negative (RWN).

The rating actions follow Crystal's announcement that it has agreed
with FINCA Impact Finance to acquire FINCA Bank Georgia (FBG). The
transaction is pending regulatory approval. Management expects to
finalise the acquisition in April 2020, with full integration of
Crystal and FBG in a single legal entity, branded as Bank Crystal,
by end-2020.

KEY RATING DRIVERS

The RWN on Crystal's Long-Term IDR reflects a potential downgrade
upon completion of the transaction, due to tight capitalisation
versus requirements and execution risk. The outcome would depend on
the post-merger capital structure, capital adequacy levels and
buffers above regulatory requirements, ability to enhance
efficiency and maintain asset quality for the combined entity.

In Fitch's view, the projected core equity Tier 1 (CET1) ratio for
the combined entity will likely be weaker than Georgian peers' and
may no longer be commensurate with a 'B' Long-Term IDR. Fitch also
deems the planned headroom by Crystal above its reported CET1
requirement for end-2020 as very tight, particularly in view of
integration risks and of its business model, which lends to
higher-risk microfinance borrowers in Georgia's volatile operating
environment. Crystal is still exploring different options with the
local regulator in relation to its capital level and structure
after the acquisition, which Fitch will re-assess once the process
is finalised.

Fitch also sees elevated execution risk in the acquisition given
the relative size, shifting regulation, as well as
management-and-operational complexity of the merger.

Fitch does not expect a change in the business model following the
acquisition of FBG. Bank Crystal will continue lending to mainly
rural microfinance borrowers, but will also increase its exposure
to loans to smaller SMEs (above GEL100,000 of original loan size)
to about 20% of loans. The acquisition will expand Crystal's client
base and regional presence, which should be beneficial in the long
term. However, the pricing power of the combined entity would
remain limited relative to larger Georgian financial institutions'.
Fitch also sees a positive impact from Crystal becoming subject to
Georgia's prudent banking regulation.

RATING SENSITIVITIES

Fitch will review the rating upon completion of the transaction. In
resolving the Rating Watch, the IDR and senior debt rating are
particularly sensitive to the level of capitalisation of the merged
entity and the extent of capital buffer above the regulatory
minimum. This will be assessed in the context of risks relating to
execution as well as future strategy, asset quality, profitability
trends. A tight capital adequacy buffer compared with that of peers
focused on retail lending or a deterioration of asset quality
(Stage 3 plus annualised write-offs above 10%), pointing to looser
underwriting, would also trigger a downgrade.

Conversely, the IDR could be affirmed at 'B' if the quality and
capital cushion above regulations are comparable to pre-merger
levels, while asset quality and profitability are expected to be in
line with the pre-merger trends.

Upside is limited for Crystal's Long-Term IDR unless Fitch sees a
more material strengthening of lending franchise and sustained
improvements in both capitalisation and funding franchise.

ESG Considerations

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

Crystal has an ESG Relevance Score of 4 for governance structure,
which reflects weaknesses in governance and high key-man risk. This
has a negative impact on the credit profile, and is relevant to the
rating in conjunction with other factors.



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G E R M A N Y
=============

HEUSCHKEL DRUCKGUSS: Files for Insolvency in Nuremberg Court
------------------------------------------------------------
Nicole Kareta at Spotlight Metal reports that German company
Heuschkel Druckguss filed for insolvency proceedings at the
District Court of Nuremberg due to imminent insolvency.

According to Spotlight Metal, the business operations of the
aluminum and zinc die casting foundry will continue without
restrictions even after the insolvency application.

The wages and salaries of the approximately 90 employees are
secured by the insolvency money up to and including April,
Spotlight Metal discloses.  As the cause of insolvency, the company
cited a significant drop in orders from a major customer which
could not be offset by the acquisition of new customers, Spotlight
Metal relates.

Boehm, lawyer at Schultze & Braun is currently obtaining a picture
of the economic situation of the company, Spotlight Metal states.
In a meeting, the provisional insolvency administrator informed the
employees about the proceedings, Spotlight Metal notes.

Heuschkel Druckguss GmbH, based in Nuremberg, achieves a turnover
of around EUR12 million per year.




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I R E L A N D
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ALME LOAN III: Fitch Assigns BB-sf Rating on Cl. E-RR Notes
-----------------------------------------------------------
Fitch Ratings assigned ALME Loan Funding III D.A.C.'s notes
ratings.

RATING ACTIONS

ALME Loan Funding III DAC

Class A-RR;   LT AAAsf New Rating;  previously at AAA(EXP)sf

Class B-1-RR; LT AAsf New Rating;   previously at AA(EXP)sf

Class B-2-RR; LT AAsf New Rating;   previously at AA(EXP)sf

Class C-RR;   LT Asf New Rating;    previously at A(EXP)sf

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

Class E-RR;   LT BB-sf New Rating;  previously at BB-(EXP)sf

TRANSACTION SUMMARY

ALME Loan Funding III D.A.C. is a securitisation of mainly senior
secured obligations (at least 90%) with a component of senior
unsecured, mezzanine, second-lien loans and high-yield bonds.

Net proceeds from the issuance are being used to redeem the old
notes with a new identified portfolio comprising the existing
portfolio, as modified by sales and purchases conducted by the
manager. The portfolio is actively managed by Apollo Management
International LLP. The collateralised loan obligation (CLO) has a
two-year reinvestment period and a 6.9-year weighted average life
(WAL).

KEY RATING DRIVERS

'B' Portfolio Credit Quality: Fitch assesses the average credit
quality of obligors in the 'B' category. The Fitch-weighted average
rating factor (WARF) of the identified portfolio is 32.88.

High Recovery Expectations: At least 90% of the portfolio will
comprise senior secured obligations. Fitch views the recovery
prospects for these assets as more favourable than for second-lien,
unsecured and mezzanine assets. The Fitch-weighted average recovery
rate (WARR) of the identified portfolio is 66.76%.

Diversified Asset Portfolio: The transaction has covenants that
limit the top 10 obligors (at 17% and 24%), and fixed assets (at 0%
and 5%), depending on the matrix point chosen by the asset manager.
The transaction also includes various concentration limits,
including the maximum exposure to the three-largest (Fitch-defined)
industries in the portfolio at 40%. These covenants ensure that the
asset portfolio will not be exposed to excessive concentration.

Portfolio Management: The transaction has a two-year reinvestment
period and includes reinvestment criteria similar to those of other
European transactions. Fitch analysis is based on a stressed-case
portfolio with the aim of testing the robustness of the transaction
structure against its covenants and portfolio guidelines.

Cash Flow Analysis: Fitch used a customised proprietary cash flow
model to replicate the principal and interest waterfalls and the
various structural features of the transaction, and to assess their
effectiveness, including the structural protection provided by
excess spread diverted through the par value and interest coverage
tests.

RATING SENSITIVITIES

A 25% increase in the expected obligor default probability would
lead to a downgrade of up to two notches for the rated notes. A 25%
reduction in the expected recovery rates would lead to a downgrade
of up to two notches for the rated notes.


ALME LOAN III: Moody's Assigns Ba3 Rating on EUR20MM Cl. E-R Notes
------------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to refinancing notes issued by ALME
Loan Funding III Designated Activity Company:

EUR250,400,000 Class A-R Senior Secured Floating Rate Notes due
2032, Definitive Rating Assigned Aaa (sf)

EUR32,400,000 Class B-1-R Senior Secured Floating Rate Notes due
2032, Definitive Rating Assigned Aa2 (sf)

EUR8,000,000 Class B-2-R Senior Secured Fixed Rate Notes due 2032,
Definitive Rating Assigned Aa2 (sf)

EUR28,000,000 Class C-R Senior Secured Deferrable Floating Rate
Notes due 2032, Definitive Rating Assigned A2 (sf)

EUR25,200,000 Class D-R Senior Secured Deferrable Floating Rate
Notes due 2032, Definitive Rating Assigned Baa3 (sf)

EUR20,000,000 Class E-R Senior Secured Deferrable Floating Rate
Notes due 2032, Definitive Rating Assigned Ba3 (sf)

RATINGS RATIONALE

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

The Issuer issued the Class A-R Notes, the Class B-1-R Notes, the
Class B-2-R Notes, the Class C-R Notes, the Class D-R Notes and the
Class E-R Notes in connection with the refinancing of the following
classes of notes: Class A Notes, Class B-1 Notes, Class B-2 Notes,
Class C Notes, Class D Notes and Class E Notes due 2030, previously
refinanced on April 18, 2017. On the refinancing date, the Issuer
has used the proceeds from the issuance of the refinancing notes to
redeem in full the "2017 Refinancing Notes". On the "2017 Issue
Date", the Issuer also issued the Class X notes and the Class F
Notes, the Class X notes were redeemed in full prior to this
refinancing and the Class F notes is redeemed and not refinanced.

On the "2017 Issue Date", the Issuer also issued EUR 42.85 million
of participating term certificates, which will remain outstanding.
In addition, the Issuer has issued EUR 8.45 million of additional
participating term certificates on the refinancing date. The terms
and conditions of the subordinated notes will be amended in
accordance with the refinancing notes' conditions.

As part of this reset, the Issuer has extended the target weighted
average life date to January 15, 2027 from April 15, 2025. It has
also amended certain concentration limits, definitions and minor
features. In addition, the Issuer has amended the base matrix and
modifiers that Moody's has taken into account for the assignment of
the definitive ratings.

The Issuer is a managed cash flow CLO. At least 90% of the
portfolio must consist of secured senior loans or senior secured
bonds and up to 10% of the portfolio may consist of unsecured
senior loans, second-lien loans, high yield bonds and mezzanine
loans. The underlying portfolio is expected to be fully ramped as
of the refinancing date.

Apollo Management International LLP will manage the CLO. It will
direct the selection, acquisition and disposition of collateral on
behalf of the Issuer and may engage in trading activity, including
discretionary trading, during the transaction's two-year
reinvestment period. Thereafter, subject to certain restrictions,
purchases are permitted using principal proceeds from unscheduled
principal payments and proceeds from sales of credit risk
obligations and credit improved obligations.

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

Methodology Underlying the Rating Action:

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

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

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

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

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

Performing par and principal proceeds balance (1): EUR
399,000,000.00

Defaulted Par: EUR 0.00

Diversity Score (2): 45

Weighted Average Rating Factor (WARF): 2927

Weighted Average Spread (WAS): 3.40%

Weighted Average Coupon (WAC): 5.00%

Weighted Average Recovery Rate (WARR): 44.00%

Weighted Average Life (WAL): 6.9 years

(1) The covenanted Target Par Amount is EUR 400,000,000.00, however
Moody's has assumed a Target Par Amount of EUR 399,000,000.00 due
to the potential inclusion of unhedged assets into this
transaction.

(2) The covenanted base case Diversity Score is 46, however Moody's
has assumed a diversity score of 45 as the transaction
documentation allows for the diversity score to be rounded up to
the nearest whole number whereas the usual convention is to round
down to the nearest whole number.

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



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N O R W A Y
===========

NORWEGIAN AIR: Hedge Fund Bets Firm Likely to Fail Due to Debts
---------------------------------------------------------------
Oliver Gill at The Telegraph reports that an aggressive US hedge
fund co-founded by a celebrated British academic is betting
Norwegian Air will be the next airline to fail as coronavirus
prompts travellers to cancel plans.

Arrowstreet Capital, a US$106 billion (GBP81 billion) fund launched
by UK-born Harvard professor John Campbell, is among investors to
have ramped up bets against it over the last week, The Telegraph
discloses.

Almost 16% of Norwegian's shares are on loan to hedge funds betting
against its fortunes, The Telegraph relays, citing IHS Markit.
Meanwhile the carrier's loans were changing hands at record lows,
despite being mortgaged against its valuable take-off and landing
slots at Gatwick, The Telegraph notes.

As reported by the Troubled Company Reporter-Europe on March 4,
2020, Egan-Jones Ratings Company, on February 27, 2020, downgraded
the local currency senior unsecured rating on debt issued by
Norwegian Air Shuttle ASA to CCC from B-.

Norwegian Air Shuttle ASA, trading as Norwegian, is a Norwegian
low-cost airline and Norway's largest airline.




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

FLYBE GROUP: Fails to Secure Funding, Goes Into Administration
--------------------------------------------------------------
Business Sale reports that UK airline Flybe has gone into
administration after it failed to secure financial support amid
impact on air travel demand from the coronavirus outbreak.

Alan Hudson -- ahudson@uk.ey.com -- Joanne Robinson, Simon Edel --
sedel@uk.ey.com -- and Lucy Winterborne --
lucy.winterborne@uk.ey.com -- of the restructuring team at EY have
been appointed as joint administrators of the company, with their
priorities to support employees and liaise with the Civil Aviation
Authority (CAA) to advise customers, Business Sale relates.

Passengers are advised not to travel to their airport, unless they
have booked alternative arrangements, Business Sale notes.

The company's most recent accounts show that for the year ending
March 31, 2018, the group reported revenue of GBP752.6 million,
with EBITDAR of GBP140 million and reported loss before tax of
GBP9.4 million, Business Sale relays, citing those accounts.

The company held net assets worth GBP93.1 million, including
property, plant, equipment and intangibles, as well as a fleet of
80 aircraft, of which 27 were owned and 53 held on operating lease,
according to Business Sale.

Flybe is owned by Connect Airways, a consortium comprised of Cyrus
Capital (40%), Virgin Atlantic (30%) and Stobart Group (30%),
Business Sale discloses.

The new owners, as cited by Business Sale, said they would invest
GBP30 million to keep the business afloat in January of this year,
but a proposed GBP100 million Government rescue deal was met with a
backlash from rivals.

"Despite an agreement with the government to provide assistance to
the Company, added pressures on the travel industry in the last few
weeks have further deepened the severity of its financial
situation.  Flybe had already been impacted by rising fuel costs,
currency volatility, and market uncertainty," Business Sale quotes
joint administrator Alan Hudson as saying.

Flybe is headquartered in Essex and flies from many UK regional
airports, operating almost 40% of UK domestic flights.  It is
Europe's largest independent regional airline, carrying around 8
million passengers per year from 81 airports in the UK and EU,
operating 210 routes in 15 countries.  The company employed around
2,400 staff across the UK.


GRIFONAS FINANCE 1: Fitch Hikes Class B Notes to 'BBsf'
-------------------------------------------------------
Fitch Ratings has upgraded Grifonas Finance No. 1 Plc's class A and
B notes and affirmed the class C notes. The agency has also
upgraded all tranches of Kion Mortgage Finance Plc. Grifonas's
class A notes and Kion's notes have been removed from Rating Watch
Positive.

The rating actions follow the revision of Greece's Country Ceiling
to 'BBB+' from 'BBB-, the update of Fitch's Structured Finance and
Covered Bonds Country Risk Rating Criteria and the re-calibration
of the agency's stresses for Greek mortgages as part of its
European RMBS Rating criteria.

Grifonas Finance No. 1 Plc

  - Class A XS0262719320; LT BBBsf Upgrade

  - Class B XS0262719759; LT BBsf Upgrade

  - Class C XS0262720252; LT Bsf Affirmed

Kion Mortgage Finance Plc

  - Class A XS0275896933; LT BBB+sf Upgrade

  - Class B XS0275897311; LT BBB+sf Upgrade

  - Class C XS0275897741; LT BBB+sf Upgrade

TRANSACTION SUMMARY

Grifonas was originated by Consignment Deposit & Loans Fund and
Kion was originated by Millennium Bank and grandfathered to Piraeus
Bank S.A. (Piraeus, CCC/C/ccc) in December 2013.

KEY RATING DRIVERS

Sovereign Upgrade and Criteria Update

The upgrades and removal from RWP follow the upgrade of Greece's
Issuer Default Rating to 'BB' from 'BB-' and the revision of its
Country Ceiling to 'BBB+' from 'BBB-'.

The rating actions also reflect the update of Fitch's Structured
Finance and Covered Bonds Country Risk Rating Criteria following
which the structured finance rating cap for Greece changed to four
from three notches above Greece's Long-Term IDR. As a consequence,
the maximum achievable rating for Greek structured finance
transactions is 'BBB+sf'.

The Positive Outlooks on Kion's class A notes, which are rated at
the cap and Grifonas's class A and B notes reflect that on the
sovereign rating, since a recalibration of stresses following a
further upgrade of the sovereign would likely lead to these notes
sustaining stresses associated with higher ratings. It also
reflects Fitch's expectation that credit enhancement for these
tranches will increase further.

Credit Enhancement and Stable Asset Performance.

Fitch has also re-calibrated its stresses for Greek mortgages as
part of the European RMBS Rating criteria (see Fitch Ratings
Updates European RMBS Rating Criteria for Greece dated 28 February
2020), up to the maximum achievable rating. Given the substantial
credit enhancement available for Kion's notes, these tranches are
able to sustain stresses up to the higher maximum achievable
rating.

Following the recalibration, Grifonas's class A notes are able to
sustain higher stresses up to 'BBBsf' and the class B notes up to
'BBsf' given the increasing credit enhancement for these notes,
which also drives the Positive Outlook on these notes. Kion's class
B and C notes' credit enhancement relies more heavily on the cash
reserve held with Deutsche Bank AG (BBB/ Evolving, BBB+(dcr))
leading to the Stable Outlook.

Asset performance has remained overall stable since the last
surveillance review in January 2020, and Fitch expects this trend
to continue. As at the cut-off dates of the pools, loans with over
three-monthly payments missed as calculated by Fitch stood at 1.5%
for Grifonas and 0% for Kion, respectively. It observed similar
levels of arrears in the same category in last year's
surveillance.

Credit Support and Liquidity Mechanism

The transactions continue to amortise sequentially as their
non-amortising cash reserve are at target, resulting in increasing
credit support. Grifonas also features a standby liquidity facility
that provides adequate liquidity to support the timely payment of
the notes' interest and senior expenses. The facility is
non-amortising, due to breached triggers, which could erode the
transaction's available funds, given the associated commitment
expenses expressed as an interest rate charged on the facility
amount. For Kion, the available cash reserve is adequate to
mitigate the payment interruption risk for the class A notes.

RATING SENSITIVITIES

Further changes to the Greek sovereign IDR, Country Ceiling or
structured finance rating cap may result in corresponding changes
on the tranches rated at the cap.

Continued stable asset performance and increasing credit
enhancement could lead to upgrades of the senior and mezzanine
tranche of Grifonas.

Asset deterioration beyond Fitch's expectations could lead to
negative rating action.

USE OF THIRD PARTY DUE DILIGENCE PURSUANT TO SEC RULE 17G -10

Form ABS Due Diligence-15E was not provided to, or reviewed by,
Fitch in relation to this rating action.

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pools and the transactions. There were no findings that affected
the rating analysis. Fitch has not reviewed the results of any
third-party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

Fitch did not undertake a review of the information provided about
the underlying asset pools ahead of the transactions' initial
closing. The subsequent performance of the transactions over the
years is consistent with the agency's expectations given the
operating environment and Fitch is therefore satisfied that the
asset pool information relied upon for its initial rating analysis
was adequately reliable.

Overall, Fitch's assessment of the information relied upon for the
agency's rating analysis according to its applicable rating
methodologies indicates that it is adequately reliable.


HOUSE OF HOLLAND: In Administration, Seeks Additional Investment
----------------------------------------------------------------
Business Sale reports that East-London-based fashion label House of
Holland has appointed advisory firm KPMG as administrators and said
it is seeking "additional investment" in order to continue
trading.

Its brand is sold by retailers worldwide, including Selfridges and
online retailer Net-a-Porter, Business Sale discloses.  However,
its key outlet of department stores have come under pressure
recently, with companies such as Debenhams and House of Fraser
closing stores, Business Sale notes.

House of Holland had a decade-long collaboration with Debenhams,
which is understood to have come to an end last year, Business Sale
states.

The label has now appointed Will Wright -- will.wright@kpmg.co.uk.
and Steve Absalom -- steve.absolom@kpmg.co.uk -- from the
restructuring practice at KPMG as joint administrators, citing a
period of "difficult trading", Business Sale relates.

According to Business Sale, KPMG has said that House of Holland
will continue trading online and via wholesale accounts and that
its seven staff will be retained while administrators seek further
investment to keep the brand afloat.  The company has total current
assets of GBP1.3 million, Business Sale says.

"With apparel experiencing the same difficult trading pressures as
others across the UK retail market, the company needed to raise
additional investment in order for it to continue," Business Sale
quotes joint administrator Will Wright as saying.


MORTIMER BTL 2020-1: Fitch Assigns BB-(EXP) Rating on Cl. E Notes
-----------------------------------------------------------------
Fitch Ratings assigned Mortimer BTL 2020-1 plc's notes expected
ratings.

The assignment of final ratings is contingent on the final
documents conforming to information already received.

RATING ACTIONS

Mortimer BTL 2020-1 PLC

Class A; LT AAA(EXP)sf;  Expected Rating

Class B; LT AA-(EXP)sf;  Expected Rating

Class C; LT A-(EXP)sf;   Expected Rating

Class D; LT BBB-(EXP)sf; Expected Rating

Class E; LT BB-(EXP)sf;  Expected Rating

Class X; LT B-(EXP)sf;   Expected Rating

Class Z; LT NR(EXP)sf;   Expected Rating

TRANSACTION SUMMARY

This transaction is a securitisation of buy-to-let (BTL) mortgages
originated in England, Wales and Scotland by LendInvest BTL Limited
(LendInvest), which entered the BTL mortgage market in December
2017. LendInvest is the named servicer for the pool with servicing
activity delegated to Pepper (UK) Limited.

KEY RATING DRIVERS

Prime Underwriting, Limited History

LendInvest operates a tier one lending policy in line with prime
BTL lenders. All loans require a full valuation and LendInvest
applies loan-to-value (LTV) and interest cover ratio (ICR) tests.
For tier one products, LendInvest excludes borrowers with adverse
credit while some adverse credit is permitted for tier two lending.
Tier one loans represent 98.1% of the collateral in this pool.
LendInvest has a limited history of operations, having advanced BTL
mortgages only since December 2017.

Geographical Diversification

This pool displays greater geographical diversity than typical BTL
pools, which often have a concentration in the London region. In
this pool, no region has a concentration equal or larger than 2.5x
its population and no adjustment is made by Fitch as a result.
Further, London attracts a higher sustainable price discount (SPD)
in Fitch's assumptions than other regions. As a result, the
collateral portfolio has a lower weighted average (WA) sustainable
LTV ratio than comparable pools of recently originated BTL
mortgages.

Fixed Hedging Schedule

The issuer will enter into a swap at closing to mitigate
interest-rate risk arising from the fixed-rate mortgage loans prior
to their reversion date. The swap will be based on a defined
schedule assuming no defaults or prepayments, rather than the
balance of fixed-rate loans in the pool. In the event that loans
prepay or default, the issuer will be over-hedged. The excess
hedging is beneficial to the issuer in a rising interest-rate
scenario and detrimental when interest rates are falling.

Unrated Seller

LendInvest is unrated by Fitch and has an uncertain ability to make
substantial repurchases from the pool in the event of a material
breach in representations and warranties (R&Ws). Fitch sees
mitigating factors to this, principally the materially clean
re-underwriting and agreed-upon procedures (AUP) reports, which
make a significant breach of R&Ws a sufficiently remote risk.

Limited Upgrade Potential for Junior Notes

Only the class A and B notes are protected from payment
interruption risk. Missing protection for the rated junior notes C
to X limits upside up to 'A+sf'. Moreover, for the class C, D, E,
and X notes, which allow for interest deferrals, Fitch tests for
the investment-grade rating categories whether the projected
deferral period is short and ends well ahead of the legal final
maturity of the notes.

RATING SENSITIVITIES

Material increases in the frequency of defaults and loss severity
on defaulted receivables producing losses greater than Fitch's base
case expectations may result in negative rating action on the
notes. Fitch's analysis revealed that a 30% increase in the
weighted-average foreclosure frequency, along with a 30% decrease
in the weighted-average recovery rate, would imply a downgrade of
the class A notes to 'A+sf' from 'AAAsf'.


SOUTHERN PACIFIC 06-1: Fitch Cuts Class E1c Debt to 'Bsf'
---------------------------------------------------------
Fitch Ratings has upgraded seven, affirmed seven tranches and
downgraded one tranche of Southern Pacific Financing 05-B Plc,
Southern Pacific Financing 06-A Plc and Southern Pacific Securities
06-1 plc.

Southern Pacific Financing 06-A Plc

  - Class A XS0241080075; LT AAAsf Affirmed; previously at AAAsf

  - Class B XS0241082287; LT AAAsf Upgrade; previously at AA+sf

  - Class C XS0241083764; LT AA+sf Upgrade; previously at A+sf

  - Class D1 XS0241084572; LT A+sf Upgrade; previously at BBB+sf

  - Class E XS0241085033; LT BBB+sf Upgrade; previously at BBsf

Southern Pacific Financing 05-B Plc

  - Class A XS0221839318; LT AAAsf Affirmed; previously at AAAsf

  - Class B XS0221840324; LT AAAsf Affirmed; previously at AAAsf

  - Class C XS0221840910; LT AAAsf Upgrade; previously at AA+sf

  - Class D XS0221841561; LT AAsf Upgrade; previously at A+sf

  - Class E XS0221842023; LT Asf Upgrade; previously at BB+sf

Southern Pacific Securities 06-1 plc

  - Class B1c XS0240950880; LT AAAsf Affirmed; previously AAAsf

  - Class C1a XS0240951185; LT A+sf Affirmed; previously A+sf

  - Class C1c XS0240952076; LT A+sf Affirmed; previously A+sf

  - Class D1a XS0240952316; LT BBB+sf Affirmed; previously BBB+sf

  - Class D1c XS0240953470; LT BBB+sf Affirmed; previously BBB+sf

  - Class E1c 84359LAS3; LT Bsf Downgrade; previously BB-sf

  - Class FTc 84359LAU8; LT CCCsf Affirmed; previously CCCsf

TRANSACTION SUMMARY

The transactions comprise non-conforming UK mortgage loans
originated by Southern Pacific Mortgage Limited, formerly
wholly-owned subsidiaries of Lehman Brothers.

KEY RATING DRIVERS

UK RMBS Rating Criteria

This rating action takes into account Fitch's new UK RMBS Rating
Criteria dated October 4, 2019. The note ratings are no longer
Under Criteria Observation following its actions. The portfolios of
SPF 05-B, SPF 06-A and SPS 06-1 contain a majority of
owner-occupied non-confirming loans and a small portion of
buy-to-let (BTL) loans (SPF 05-B: about 15% and SPS 06-1: less than
5%). Therefore, Fitch applied its non-conforming assumptions for
SPF 05-B and SPS 06-1 and only considered the BTL sub-pool for SPF
06-A in line with its BTL assumptions under the UK RMBS Rating
Criteria.

The upgrades of the class B, C, D and E notes mainly result from
the reduction of the non-conforming sub-pool's weighted-average
foreclosure frequency after applying the performance adjustment
factor and switching the BTL sub-pool to BTL assumptions and the
increase in the pool's weighted-average recovery rate.

Credit Enhancement (CE) Build-up

Fitch's analysis concluded that the current levels of CE were
sufficient to withstand the rating stresses. As at December 2019,
CE for the class A notes of SPF 05-B, SPF 06-A and SPS 06-1 has
increased over the last 12 months to 94.5%, 74.7% and 77.8% from
84.6%, 67.1% and 71.1%, respectively. Fitch expects CE to continue
building up as the transactions amortise sequentially, supported by
non-amortising reserve funds. This has supported the upgrades and
affirmations.

The reserve fund of SPF 05-B has recorded a drawing in the last
payment date as a result of which its closing balance is at 98% of
its target. This had no impact on the rating due to the small
magnitude of the drawing and the substantial CE of the senior notes
provided by subordination.

Sequential Payments to Continue

Fitch expects all transactions to continue amortising sequentially.
Pro rata amortisation is being stopped by a breach in the amounts
outstanding trigger. Fitch does not expect this trigger to cure.
The servicer reports the balance of loans in arrears in terms of
loans with overdue monthly contractual payments, referred to as
delinquencies, and loans with overdue monthly contractual payments
and/or outstanding fees or other amounts due, known as amounts
outstanding. Fitch has used the balances of loans reported with
delinquencies in its analysis.

Stable Asset Performance

Loans that are three month or more in arrears have shown steady
improvement post global financial crisis in 2008. This measure
remained stable between December 2018 to December 2019, averaging
around 12% for SPF 05-B and SPF 06-A, and around 21% for SPS 06-1,
of their respective pool balances.

SPS 06-1 has been performing worse than the SPF series due to its
asset characteristics. SPS portfolio includes a portion of
second-lien loans at about 5.7%, and borrowers with adverse credit
history as debtors with past country court judgments represent
48.8%.

Tail Risk, Excessive Counterparty Exposure

Using Fitch's cash flow model in back-loaded default distribution
scenarios under the UK RMBS Rating Criteria, SPS 06-1 is unlikely
to repay principal given large expected losses. At the same time,
the transaction's liquidity support will amortise and the fixed
senior costs the transaction must pay will deplete any excess
spread available to meet interest payments on the notes, as the
pool balance shrinks. Fitch believes class E1c and FTc ratings will
have a limited margin of safety in this scenario, which has
resulted in one downgrade and an affirmation.

SPF 05-B, SPF 06-A and SPS 06-1 have paid down to the extent that
the outstanding pools are 10.4%, 12%, and 10.7% of their original
balances. In its analysis, Fitch has taken into consideration the
risks associated with the small pools and the increasing dependency
of the junior notes of the transactions on the general reserve
fund. In scenarios where collateral performance deteriorates, the
reserve fund is the only source of CE for the junior notes. As a
result, the ratings of the junior classes of SPF 05-B and SPF 06-A
may be constrained by excessive counterparty risk due to exposure
to the issuer account bank (Barclays Bank, A+/Stable/F1).

ESG Factors

SPF 05-B, SPF 06-A and SPS 06-1 have an ESG Relevance Score of 4
for "Human Rights, Community Relations, Access & Affordability" due
to a significant proportion of the pools containing OO loans
advanced with limited affordability checks, which has a negative
impact on the credit profile, and is relevant to the ratings in
conjunction with other factors.

SPF 05-B, SPF 06-A and SPS 06-1 have an ESG Relevance Score of 4
for "Customer Welfare - Fair Messaging, Privacy & Data Security"
due to the pools exhibiting an interest-only maturity concentration
of legacy non-conforming OO loans of greater than 20%, which has a
negative impact on the credit profile, and is relevant to the
ratings in conjunction with other factors.

RATING SENSITIVITIES

There are a small number of owner-occupied interests only loans
that have failed to make their bullet payments at note maturity.
The servicer has informed Fitch that alternative payment plans with
these borrowers are currently being implemented. If this trend
grows to a significant number, Fitch may apply more conservative
assumptions in its asset-and-cash flow analysis.

USE OF THIRD PARTY DUE DILIGENCE PURSUANT TO SEC RULE 17G -10

Form ABS Due Diligence-15E was not provided to, or reviewed by,
Fitch in relation to this rating action.

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pools and the transactions. There were no findings that affected
the rating analysis. Fitch has not reviewed the results of any
third-party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

Fitch did not undertake a review of the information provided about
the underlying asset pools ahead of the transactions' initial
closing. The subsequent performance of the transactions over the
years is consistent with the agency's expectations given the
operating environment and Fitch is therefore satisfied that the
asset pool information relied upon for its initial rating analysis
was adequately reliable.

Overall, Fitch's assessment of the information relied upon for the
agency's rating analysis according to its applicable rating
methodologies indicates that it is adequately reliable.

SOURCES OF INFORMATION

  - Investor reports dated December 10, 2019 provided by the bond
administrator - Citibank N.A.

  - Loan level data as of December 3, 2019 for all three
transactions was used to run the relevant model and was provided by
the servicer - Kensington Mortgage Company Limited.

ESG CONSIDERATIONS

SPF 05-B, SPF 06-A and SPS 06-1 have an ESG Relevance Score of 4
for "Human Rights, Community Relations, Access & Affordability" due
to a significant proportion of the pools containing OO loans
advanced with limited affordability checks, which has a negative
impact on the credit profile, and is relevant to the ratings in
conjunction with other factors.

SPF 05-B, SPF 06-A and SPS 06-1 have an ESG Relevance Score of 4
for "Customer Welfare - Fair Messaging, Privacy & Data Security"
due to the pools exhibiting an interest-only maturity concentration
of legacy non-conforming OO loans of greater than 20%, which has a
negative impact on the credit profile, and is relevant to the
ratings in conjunction with other factors.

Except for the matters discussed, the highest level of ESG credit
relevance, if present, is a score of 3 - ESG issues are credit
neutral or have only a minimal credit impact on the entity(ies),
either due to their nature or the way in which they are being
managed by the entity(ies).


THOMAS COOK: Germany to Compensate Customers Hit by Insolvency
--------------------------------------------------------------
Thomas Seythal and Arno Schuetze at Reuters report that Germany on
Dec. 11 said it will give financial assistance to customers hit by
the insolvency of Thomas Cook because the tour operator's insurance
cover has proved insufficient.

"Damages that are not compensated by other parties will be settled
by the federal government," it said in a statement, confirming a
report by broadcaster ARD, Reuters notes.

ARD said Insurer Zurich's liability is capped at EUR110 million
(US$121 million) but it has already registered claims worth EUR250
million and experts estimate total claims will reach EUR300 million
to EUR500 million, Reuters relates.

According to Reuters, the report said a legal opinion commissioned
by Zurich concluded that state liability is possible because the
German government inadequately implemented a 2015 EU directive
meant to ensure customers get their money back in the case of the
insolvency of a tour operator.

                   About Thomas Cook Group

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

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

As of Dec. 31, 2018, the Group had 21,263 employees, including
9,000 in the U.S. The travel agent originally proposed a
restructuring.  It was scheduled to ask creditors Sept. 27, 2019,
for approval of a scheme of arrangement that involves (a)
substantially deleveraging the Group by converting GBP1.67 billion
of RCF and Notes debt currently outstanding into new shares (15%)
and a subordinated PIK note (at least GBP81 million) to be issued
by the recapitalized Group in proportions still to be agreed; and
(b) the transfer of at least a 75% interest in the Group Tour
Operator and an interest of up to 25% in the Group Airline to
Chinese investor Fosun Tourism Group.

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

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

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


TP FINANCING 3: Moody's Lowers CFR to Caa1, Outlook Negative
------------------------------------------------------------
Moody's Investors Service downgraded the corporate family rating of
a foreign currency exchange specialist TP Financing 3 Limited to
Caa1 from B3 and the company's probability of default rating to
Caa1-PD from B3-PD. Moody's also downgraded to Caa1 from B3 the
rating assigned to the EUR360 million 8% senior secured notes due
2022 issued by Travelex Financing plc, a subsidiary of Travelex.
The outlook on all ratings remains negative.

This rating action follows Travelex's announcement on the 2nd of
March 2020 of approximately GBP25 million reduction in underlying
EBITDA in the first quarter of 2020 owing to the impacts of the
cyberattack suffered by Travelex on the New Year's Day 2020 and the
reduction in travel as a result of the coronavirus infection.
Additionally, there have emerged material governance concerns with
regard to the key shareholder of the Travelex's parent company.

RATINGS RATIONALE

On March 2, 2020, Travelex announced its expectations for a GBP25
million reduction in the underlying EBITDA in the first quarter of
2020 as compared to the prior year period when the company reported
a Core EBITDA of GBP2.5 million (underlying EBITDA of GBP25.9
million post-IFRS 16). While Travelex anticipates recouping at
least a portion of this amount from its insurance proceeds, the
timing and the magnitude of this payment are uncertain.
Furthermore, the coronavirus is continuing its spread globally
without any meaningful current estimates of any abatement;
therefore, Moody's expects further negative impact on global travel
in general and on Travelex's consumer business in particular. The
agency notes positively, though, that according to company reports
it was able to sustain its wholesale business through the
cyberattack and has not seen customer defections.

The downgrade reflects Moody's estimate that Travelex's leverage
measured as debt/EBITDA will be above 5.0x in 2020, an increase
over 4.3x the agency previously anticipated. At the same time, the
company's coverage computed as EBITA/interest expense will be
approximately 0.1x, a very low and unsustainable level.

Travelex's weakened performance also puts pressure on its liquidity
both in terms of continuing negative free cash flow generation and
with respect to the company's ability to comply with its net
leverage covenant in its revolving credit facility.

In the past, Travelex benefitted from consistent support of the key
shareholders of its parent company, Finablr plc, which was listed
on the London Stock Exchange in May 2019, and has indicated its
continued focus on Travelex's business. However, in recent weeks,
the independent directors of Finablr have sought information from
some of the founding shareholders to clarify their position in the
company's shares following these shareholders' resignation from the
board of NMC Healthcare and reporting irregularities discovered
there. This situation presents a corporate governance risk to
Travelex, in Moody's view, with regard to Finablr's foregoing
ability and interest in supporting Travelex if needed. This is
notwithstanding that Finablr reported good performance with a
revenue of $734 million and EBITDA of $168 million in the first
half of 2019.

Corporate governance is a part of the agency's environmental,
social and governance assessment. While Travelex is not
significantly exposed to environmental risks, both the corporate
governance considerations discussed and social risks, such as the
recent cyberattack and the resulting damage to Travelex's brand,
play a material role in Moody's analysis.

The negative rating outlook reflects Moody's expectation of
increased market pressure on Travelex's performance in the wake of
the coronavirus, as well as the company's challenged liquidity and
covenant compliance.

The rating could be stabilized if Travelex successfully addresses
its covenant compliance and demonstrates consistent performance
notwithstanding the effects of the coronavirus. In addition, the
governance concerns at Finablr would need to be addressed
satisfactorily.

Further downward pressure would be precipitated by additional
performance deterioration or any covenant breaches.

LIST OF AFFECTED RATINGS

Downgrades:

Issuer: TP Financing 3 Limited

Corporate Family Rating, Downgraded to Caa1 from B3

Probability of Default Rating, Downgraded to Caa1-PD from B3-PD

Issuer: Travelex Financing plc

Senior Secured Regular Bond/Debenture, Downgraded to Caa1 from B3

Outlook Actions:

Issuer: TP Financing 3 Limited

Outlook, Remains Negative

Issuer: Travelex Financing plc

Outlook, Remains Negative

The principal methodology used in these ratings was Business and
Consumer Service Industry published in October 2016.

Domiciled in Jersey, TP Financing 3 Limited, a holding company
owner of Travelex, an independent retail foreign exchange business,
with a wide network of stores (more than 1,500) and ATMs (more than
1,100) concentrated in some of the world's busiest international
airports and tourist locations in 30 countries. The company also
provides wholesale foreign exchange currencies to central banks,
financial institutions and travel agents and has partnerships with
supermarkets, high street banks, travel agencies, hotels and
casinos as a provider of outsourced foreign currency services. For
the first nine months of 2019, Travelex reported statutory revenues
of GBP567 million and statutory EBITDA of GBP134 million (before
exceptional items, as per statutory accounts).


VERY GROUP: Moody's Lowers CFR to B3, Outlook Stable
----------------------------------------------------
Moody's Investors Service downgraded the corporate family rating of
The Very Group Limited to B3 from B2 and its probability of default
rating to B2-PD from B1-PD. Concurrently, the rating agency
downgraded to B3 from B2 the rating of the GBP550 million senior
secured notes due 2022 issued by the company's subsidiary, The Very
Group Funding plc. The outlook was revised to stable from rating
under review and the rating action concludes the review process
initiated by Moody's on October 24, 2019.

"The downgrade reflects the company's persistently high leverage
which we expect to be sustained this year due to the combination of
soft earnings growth and higher debt," said David Beadle, a Moody's
Senior Credit Officer and lead analyst for The Very Group.

RATINGS RATIONALE

The Very Group's B3 CFR reflects the company's (1) persistently
high leverage (2) cash flow constrained by exceptionally high PPI
payments; (3) track record of relying upon increasing debt levels
to fund growth in its debtor book; (4) focus on a specific subset
of consumers in a single country; and (5) dependence on ongoing
access to securitisation facilities (although the long track record
and stability of loan book quality are notable).

More positively, the CFR also takes into account The Very Group's
(1) long history of offering credit to customers to drive
purchasing decisions and loyalty; (2) successful transition to
pure-play retailer, benefitting from the ongoing shift of retail
spend online; and (3) diverse product range and wide supplier base,
which limit exposure to fashion risk.

The rating action follows the recent publication of results for the
first half of the company's fiscal year 2020, which will end on
June 30. Reported EBITDA of GBP109.3 million (pre-exceptionals and
before the impact of IFRS 16) in the period was 1.5% lower than the
first half of fiscal 2019. Moody's believe that this relative
softness was driven by a slowdown in growth of revenue for the Very
brand, and the decline in overall Financial Services revenue.

Moody's had initiated the review for possible downgrade after the
company announced last October that it was evaluating options to
cover an additional GBP150 million funding requirement identified
in connection with the late surge in PPI claims ahead of the August
deadline. The rating agency recognises the support shown by
shareholders in injecting a total of GBP100 million fresh equity
towards this requirement. However, Moody's considers the decision
to fund the balance with additional securitisation borrowings is
credit negative, as it increases already high leverage further.

The combination of a weaker earnings trajectory than the previously
expected growth and higher debt means the rating agency's base case
is now that the company's leverage, measured as Moody's-adjusted
gross debt to EBITDA, will remain in the range of 8.0x to 8.5x this
year. This is above the level Moody's has previously indicated
could result in a downgrade from the B2 CFR.

More positively, the rating agency notes that once the PPI claims
are fully paid the company should be able to generate positive free
cash flow and therefore reduce debt. In combination with earnings
growth related to cost savings and efficiencies from the move to a
new distribution centre, positive rating pressure will build if the
company is able to demonstrate progress to deleveraging.

In the meantime, Moody's considers that The Very Group's
shareholders continue to demonstrate a tolerance for high leverage,
with a capital structure that includes sizeable securitisation
facilities totaling over GBP1.5 billion and a GBP550 million bond.
Indeed the decision to meet one-third of the additional funding
need identified in respect of PPI claims with debt rather than
equity is the latest evidence of this. The rating agency also notes
that the company continues to be owed a significant and stable
amount by its immediate parent, Shop Direct Holdings Limited - as
of December 31, 2019 the balance, which is repayable on demand, was
GBP480.5 million.

RATIONALE FOR STABLE OUTLOOK

The stable outlook reflects Moody's expectations that the company's
credit profile will remain broadly stable over the next 12-18
months, with Moody's-adjusted gross leverage between 8.0x and
8.5x.

WHAT COULD CHANGE THE RATING UP/DOWN

The ratings could come under positive pressure if The Very Group's
financial performance improves, and its Moody's-adjusted gross
leverage is on a trajectory towards sustainably below 7.5x, and the
company demonstrates capacity to generate positive free cash flow.

Conversely, a downgrade could be appropriate if the company's
revenues or profitability develop a negative trajectory or if there
is deterioration in the company's liquidity.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Retail Industry
published in May 2018.

COMPANY PROFILE

The Very Group has a history dating back over 120 years and much of
that included both physical stores and home shopping, via mail
order catalogues printed and distributed twice a year. The company
is a pure-play online retailer, with an integrated retail and
financial services model delivered via two core (digital department
store) brands: Very and Littlewoods.

In the fiscal year ended June 30, 2019 (fiscal 2019), the company
reported sales of GBP1.99 billion and EBITDA of GBP271 million. The
business has been owned by the family trusts of entrepreneurs Sir
David and Sir Frederick Barclay since 2002 and was renamed from
Shop Direct Limited to The Very Group at the start of 2020.



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

[*] BOND PRICING: For the Week March 2 to March 6, 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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