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

                          E U R O P E

          Monday, January 3, 2022, Vol. 23, No. -4

                           Headlines



C R O A T I A

VRAZAP: Zadar Commercial Court Launches Bankruptcy Proceedings


I R E L A N D

DRYDEN 66 2018: Fitch Affirms Final B- Rating on Class F Notes
FLUTTER ENTERTAINMENT: Moody's Affirms Ba1 CFR, Outlook Stable


I T A L Y

BPER BANCA: Moody's Affirms Ba3 Rating, Alters Outlook to Positive
SISAL GROUP: Moody's Puts B1 CFR on Review for Upgrade


S P A I N

BANCAJA 9: Fitch Affirms CC Rating on Series E Notes
BARCELONA FC: Acquires Ferran Torres for EUR55 Million
RURAL HIPOTECARIO: Fitch Affirms CC Rating on 2 Tranches


U N I T E D   K I N G D O M

BANANA KICK: Enters Administration, 16 Jobs Affected
GIEVES & HAWKES: Hopes to Be Bought Out of Administration
MASCOT SIGNS: Goes Into Administration Following Financial Woes
S3 ADVERTISING: Goes Into Administration Due to Pandemic
TAYLOR MARTIN: Business Assets, Sold to Recruitment Investments



X X X X X X X X

[*] BOND PRICING: For the Week December 27 to December 31, 2021

                           - - - - -


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C R O A T I A
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VRAZAP: Zadar Commercial Court Launches Bankruptcy Proceedings
--------------------------------------------------------------
Annie Tsoneva at SeeNews reports that Croatian food producer
Cakovecki Mlinovi said on Dec. 31 that the commercial court in
Zadar launched bankruptcy proceedings against its unit Vrazap on
Dec. 23.

Cakovecki Mlinovi said in a filing to the Zagreb Stock Exchange the
court opened the bankruptcy proceedings on a request submitted by
Vrazap earlier this year, SeeNews relates.

According to SeeNews, Poslovni Dnevnik business daily reported
Vrazap's net loss widened to HRK2.8 million (US$421,000/
EUR373,000) in 2020, following a net loss of HRK1.06 million in
2019.




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I R E L A N D
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DRYDEN 66 2018: Fitch Affirms Final B- Rating on Class F Notes
--------------------------------------------------------------
Fitch Ratings has assigned Dryden 66 Euro CLO 2018 DAC's
refinancing notes final ratings, and affirmed the class B-1, C, E
and F notes and removed them from Under Criteria Observation
(UCO).

       DEBT                      RATING               PRIOR
       ----                      ------               -----
Dryden 66 Euro CLO 2018 DAC

Class A XS1908334292       LT PIFsf   Paid In Full    AAAsf
Class A-R XS2415311047     LT AAAsf   New Rating
Class B-1 XS1908334458     LT AAsf    Affirmed        AAsf
Class B-2 XS1908334706     LT PIFsf   Paid In Full    AAsf
Class B-2-R XS2415311716   LT AAsf    New Rating
Class C XS1908335000       LT Asf     Affirmed        Asf
Class D XS1908335349       LT PIFsf   Paid In Full    BBB-sf
Class D-R XS2415313092     LT BBB-sf  New Rating
Class E XS1908335695       LT BB-sf   Affirmed        BB-sf
Class F XS1908337394       LT B-sf    Affirmed        B-sf

TRANSACTION SUMMARY

Dryden 66 Euro CLO 2018 DAC is a cash flow collateralised loan
obligation (CLO) actively managed by PGIM Limited. The reinvestment
period is scheduled to end in July 2023, and the class A, B-2 and D
notes have been refinanced.

KEY RATING DRIVERS

Average Portfolio Credit Quality (Neutral): Fitch assesses the
average credit quality of obligors at 'B'/'B-'. The
Fitch-calculated weighted average rating factor (WARF) of the
current portfolio is 25.7.

High Recovery Expectations (Positive): The portfolio comprises
94.19% senior secured obligations. Fitch views the recovery
prospects for these assets as more favourable than for second-lien,
unsecured and mezzanine assets. The Fitch-calculated weighted
average recovery rate (WARR) of the portfolio is 59.23%

Diversified Portfolio (Positive): The top-10 obligors and
fixed-rate asset limits for this analysis are 27.5% and 20%,
respectively. The transaction also includes various concentration
limits, including a 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 (Neutral): The transaction reinvestment period
is scheduled to end in July 2023. The weighted average life
covenant has been extended by 12 months, and the Fitch test matrix
has been updated. Fitch's analysis is based on a stressed-case
portfolio with the aim of testing the robustness of the
transaction's structure against its covenants and portfolio
guidelines.

Cash Flow Analysis (Neutral): The weighted-average life (WAL) used
for the transaction stressed-case portfolio and matrix analysis is
12 months less than the WAL covenant at a floor of six years to
account for structural and reinvestment conditions
post-reinvestment period, including the over-collateralisatio and
Fitch 'CCC' limitation tests, among others. In Fitch's view these
conditions as reducing the effective risk horizon during the stress
period.

Affirmation of Existing Notes: The class B-1, C, E and F notes have
been affirmed and removed from UCO. The affirmation of the class
B-1, C and E notes is in line with their model-implied ratings
under the updated matrix. The affirmation of class F notes is
supported by credit enhancement (CE) of 8%, which represents a
'limited margin of safety' and by break-even default cushions under
the current portfolio analysis.

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- An increase of the default rate (RDR) at all rating levels by
    25% of the mean RDR and a decrease of the recovery rate (RRR)
    by 25% at all rating levels in the stressed-case portfolio
    would result in downgrades of up to three notches, depending
    on the notes.

-- Downgrades may occur if the build-up of the notes' CE
    following amortisation does not compensate for a larger loss
    expectation than initially assumed, due to unexpectedly high
    levels of defaults and portfolio deterioration.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

-- A reduction of the RDR at all rating levels by 25% of the mean
    RDR and an increase in the RRR by 25% at all rating levels in
    the stressed-case portfolio would result in upgrades of up to
    five notches, depending on the notes.

-- Except for the tranches already at the highest 'AAAsf' rating,
    which cannot be upgraded, upgrades may occur in case of
    better-than-expected portfolio credit quality and deal
    performance, and continued amortisation that leads to higher
    CE and excess spread available to cover losses in the
    remaining portfolio.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Structured Finance
transactions have a best-case rating upgrade scenario (defined as
the 99th percentile of rating transitions, measured in a positive
direction) of seven notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of seven notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAAsf' to 'Dsf'. Best- and worst-case scenario credit ratings
are based on historical performance.

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 pool
and the transaction. 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.

The majority of the underlying assets or risk-presenting entities
have ratings or credit opinions from Fitch and/or other nationally
recognised statistical rating organisations and/or European
securities and markets authority-registered rating agencies. Fitch
has relied on the practices of the relevant groups within Fitch
and/or other rating agencies to assess the asset portfolio
information or information on the risk-presenting entities.

Overall, and together with any assumptions referred to above,
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.

FLUTTER ENTERTAINMENT: Moody's Affirms Ba1 CFR, Outlook Stable
--------------------------------------------------------------
Moody's Investors Service has affirmed Flutter Entertainment plc's
corporate family rating (CFR) at Ba1 and its probability of default
rating (PDR) at Ba1-PD. Flutter is an Irish-based global gaming
operator. Moody's has also affirmed the Ba1 instrument ratings on
the senior secured term loan A and on the senior secured revolving
credit facility (RCF) issued by Flutter Entertainment plc and the
Ba1 instrument rating on the senior secured term loan B issued by
Flutter Financing B.V. Concurrently, Moody's has affirmed Ba1
instrument rating on the RCF and the senior secured term loan
issued by Stars Group Holdings B.V. (The). The outlook on the
ratings remains stable.

The rating action follows Flutter's announcement on December 23,
that the group will acquire Sisal Group S.p.A. (Sisal, B1 review
for upgrade), an Italian-based gaming operator, from CVC Capital
Partners Fund VI. The consideration for the transaction is around
GBP1.6 billion, which will be initially financed by a bridge
facility. The transaction is expected to close in the second
quarter of 2022.

RATINGS RATIONALE

The affirmation of Flutter's ratings reflects Moody's expectation
that the company will be committed to deleveraging and the
strengthening of key credit metrics post its acquisition of Sisal.
Pro forma the Sisal acquisition, Flutter's Moody's gross adjusted
leverage increases to around 4.5x compared to Moody's previous
forecasts of around 3.7x in 2021. However, Moody's expects that
leverage will likely fall to below 4.0x by 2023, driven by EBITDA
growth, and the use of accumulated cash on balance sheet to reduce
debt levels over the next 12 to 18 months.

Flutter combined with Sisal will generate strong free cash flow
(FCF) in the range of GBP500 million to GBP640 million, while cash
on balance sheet currently exceeds GBP600 million. In addition,
Flutter has some financial flexibility due to the group's stake in
FanDuel with alternative sources of liquidity such as a potential
FanDuel IPO.

The affirmation of Flutter's ratings is underpinned by Flutter's
clear public commitment to a medium-term net leverage target based
on the company's calculation of 1-2x, which is approximately
equivalent to Moodys' adjusted leverage of between 2-3x. The EBITDA
of Flutter's US business is also expected to start contributing
positively to the group's EBITDA from the year 2023.

The integration of Sisal is a risk to Moody's deleveraging
forecasts, particularly given this follows the merger with Stars
Group Inc. (The) in an all-share combination which led to an
increase in debt, as well as more recently Flutter's acquisition of
Tombola. There are concession risks associated with Sisal's
business, but Moody's does not expect these to materially derail
Flutter's deleveraging potential. Moody's understands that the
company is committed to paying dividends, but these will take into
consideration the company's deleveraging target.

Flutter's Ba1 CFR continues to be supported by: (1) its leading
position in the global online gaming market with podium positions
in the largest online regulated markets; (2) its focus on the
online segment, which is the main growing segment in the gaming
industry; (3) its diversified product offering within the gaming
market, supported by leading brands; (4) the good positioning of
its products and business model relative to peers, which should
allow it to capture the significant growth opportunities in the US,
and which is expected to become the largest market globally in the
medium-term; (5) the company's strong free cash flow generation;
and (6) its conservative financial policy.

Conversely, the rating is constrained by: (1) the acquisition of
Sisal which increases the risk of a delay in Flutter's deleveraging
trajectory (2) the geographical concentration in the UK online
market, although the company will increasingly grow its exposure in
the US; (3) the regulatory risk associated with the gaming
industry, especially with the current review of the UK Gambling
Act.

Flutter's CFR reflects governance considerations in accordance with
Moody's ESG framework given the company's financial policy and
because its commitment to deleveraging is an important
consideration underpinning the current rating level.

STRUCTURAL CONSIDERATIONS

Using Moody's Loss Given Default for Speculative-Grade Companies
methodology, Flutter's PDR is Ba1-PD, in line with the CFR,
reflecting our assumption of a 50% recovery rate as is customary
for capital structures including bank debt and notes. Flutter's
RCFs, senior secured term loans are rated Ba1, in line with the
CFR.

LIQUIDITY

Moody's considers Flutter's liquidity to be good and supported by:
(i) GBP623 million available cash on balance sheet as of June 2021;
(ii) a fully undrawn RCF; and (iii) Moody's forecasts for strong
cash generation of GBP500-640 million per annum over the next two
years.

The Senior Facility Agreement (SFA) contains a maintenance finance
covenant based on consolidated net first lien leverage set at 5.1x
and tested semi-annually. Moody's expects that Flutter will
maintain a large headroom under this covenant.

OUTLOOK

The stable outlook on Flutter's ratings reflect Moody's
expectations that the company will be committed to deleveraging
post the Sisal acquisition and that the company has sufficient
financial flexibility in order to achieve this through its strong
FCF generation and cash on balance sheet as well as a potential
part IPO of its FanDuel business.

FACTORS THAT COULD LEAD TO AN UPGRADE OR DOWNGRADE OF THE RATINGS

Positive rating pressure on Flutter's ratings is possible if
Moody's adjusted debt/EBITDA decreases to below 3x on a sustainable
basis and it continues to have good liquidity. Positive rating
action would also require evidence of a more conservative financial
policy, including a proven commitment to debt reduction, and the
successful integration of acquisitions.

Negative rating pressure on Flutter's ratings could arise if: (i)
Moody's adjusted debt/EBITDA increases above 4.0x for a prolonged
period of time, (ii) operating performance deteriorates more than
Moody's forecasts in the next 12-18 months; (iii) regulation has a
material impact on the profitability of Flutter's online activity
and the company is unable to mitigate this; (iv) the integration of
Sisal creates disruptions that negatively affects Flutter's
operating performance or FCF generation.

LIST OF AFFECTED RATINGS

Affirmations:

Issuer: Flutter Entertainment plc

Probability of Default Rating, Affirmed Ba1-PD

LT Corporate Family Rating, Affirmed Ba1

Senior Secured Bank Credit Facility, Affirmed Ba1

Issuer: Flutter Financing B.V.

Senior Secured Bank Credit Facility, Affirmed Ba1

Issuer: Stars Group Holdings B.V. (The)

Senior Secured Bank Credit Facility, Affirmed Ba1

Outlook Actions:

Issuer: Flutter Entertainment plc

Outlook, Remains Stable

Issuer: Flutter Financing B.V.

Outlook, Remains Stable

Issuer: Stars Group Holdings B.V. (The)

Outlook, Remains Stable

COMPANY PROFILE

Flutter Entertainment plc, headquartered in Dublin, is a global
online sports betting and gaming operator. The group operates
sports betting, gaming and poker online via a portfolio of leading
international brands. Flutter's main countries of operations are
the UK and Ireland, Australia and the US but the company also has
operations across the world with customers in over 100 countries.
In the UK and Ireland, Flutter also operates a retail network of
betting shops under the Paddy Power brand. Pro forma the merger of
Flutter and Stars Group Inc. (The) (TSG) that was completed in May
2020, the company generated GBP5,264 million of revenue and
GBP1,231 million of EBITDA in 2020. Flutter is listed on the London
Stock Exchange and on Euronext Dublin.




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BPER BANCA: Moody's Affirms Ba3 Rating, Alters Outlook to Positive
------------------------------------------------------------------
Moody's Investors Service affirmed all BPER Banca S.p.A. (BPER)'s
ratings and assessments and changed the outlook on Baa3 long-term
deposit ratings and Ba3 senior unsecured ratings to positive from
stable.

Moody's also placed on review for upgrade all Banca Carige S.p.A.'s
(Carige) ratings and assessments.

The rating action follows BPER's submission on December 14, 2021 of
a non-binding offer for the acquisition of Carige to its majority
shareholder, the Italian interbank deposit fund (FITD). BPER
offered to acquire the 80% stake in Carige held by the FITD and the
8.3% stake held by Cassa Centrale Banca for the price of EUR1. The
offer was conditional upon the FITD injecting EUR1 billion of fresh
capital in Carige before the sale. The offer was rejected by the
FITD on December 20 because the capital increase requested by BPER
exceeded the maximum amount of preventive intervention allowed by
the FITD's status. Nevertheless, the FITD requested some
clarification and the completion of an in-depth analysis about the
offer. On 21 December, BPER reiterated to the FITD its willingness
to provide clarification on the assumptions of its offer within the
context of an exclusivity agreement, which could pave the way to a
transaction.

RATINGS RATIONALE

The change in outlook on BPER's ratings to positive from stable
primarily reflects Moody's expectation that BPER, as a standalone
entity, will continue to improve its asset quality, while keeping
good levels of capital and profitability in the next 12 to 18
months. Furthermore, were the acquisition of Carige to take place,
BPER's franchise would be strengthened in Italy and would offer
opportunities for synergies and economies of scale. However, the
credit implications of the acquisition will hinge on the final
terms of the transaction, including the amount of capital increase
that the FITD will inject in Carige before the sale, the amount of
problem loans that will be transferred, and the status and amount
of pending litigations to be borne by BPER. Last Moody's also sees
risks in BPER's forceful growth strategy pursued in recent years
(acquisition of Unipol Banca in 2019 and of branches from Intesa in
2020), which could pose integration and operational challenges.

Carige's ratings and assessments were placed on review for upgrade
as Moody's expects them to converge with those of BPER should the
acquisition be finalized. Moody's expects that Carige will be fully
integrated into the BPER group after the acquisition and Carige's
creditors to benefit from the greater financial strength of BPER.
If the acquisition were not finalized, Carige's ratings and
assessments would likely be confirmed at their current level.

FACTORS THAT COULD LEAD TO AN UPGRADE OR DOWNGRADE OF THE RATINGS

The ratings and assessments of Carige could be upgraded if the
acquisition by BPER were to be finalized, in which case Carige's
ratings and assessments would likely be aligned with those of
BPER.

An upgrade of BPER's ba2 Baseline Credit Assessment (BCA) could
lead to an upgrade of the bank's ratings. The BCA could be upgraded
if the bank reported a lower level of problem loans, stronger
profitability, and maintained sound capital levels. BPER's ratings
could also be upgraded following the issuance of a material amount
of bail-in-able debt.

A downgrade of BPER's ratings is unlikely given the positive
outlook. However, the ratings and assessments could be downgraded
if the acquisition of Carige materially were to weaken BPER's
capitalization and asset risk, which is not Moody's expectation.
The ratings and assessments of BPER could also be under pressure if
Moody's were to consider that the bank's rapid growth strategy
involves a heightened risk appetite, which could ultimately affect
the bank's improved fundamentals.

A downgrade of the ratings and assessments of Carige is unlikely
given the review for upgrade. The ratings could be downgraded if
the acquisition is not finalized and the bank reported high
capital-eroding losses and increased asset risk.

LIST OF AFFECTED RATINGS

Issuer: Banca Carige S.p.A.

On Review for Upgrade:

Adjusted Baseline Credit Assessment, Placed on Review for
Upgrade, currently caa1

Baseline Credit Assessment, Placed on Review for Upgrade,
currently caa1

Long-term Counterparty Risk Assessment, Placed on Review for
Upgrade, currently B2(cr)

Short-term Counterparty Risk Assessment, Placed on Review for
Upgrade, currently NP(cr)

Long-term Counterparty Risk Ratings, Placed on Review for
Upgrade, currently B3

Short-term Counterparty Risk Ratings, Placed on Review for
Upgrade, currently NP

Long-term Issuer Rating, Placed on Review for Upgrade, currently
Caa2, Outlook Changed To Ratings Under Review From Positive

Short-term Bank Deposit Rating, Placed on Review for Upgrade,
currently NP

Long-term Bank Deposit Ratings, Placed on Review for Upgrade,
currently Caa1, Outlook Changed To Ratings Under Review From
Positive

Outlook Action:

Outlook, Changed To Ratings Under Review From Positive

Issuer: BPER Banca S.p.A.

Affirmations:

Adjusted Baseline Credit Assessment, Affirmed ba2

Baseline Credit Assessment, Affirmed ba2

Short-term Counterparty Risk Assessment, Affirmed P-2(cr)

Long-term Counterparty Risk Assessment, Affirmed Baa2(cr)

Short-term Counterparty Risk Ratings, Affirmed P-2

Long-term Counterparty Risk Ratings, Affirmed Baa2

Long-term Issuer Rating, Affirmed Ba3, Outlook Changed To
Positive From Stable

Short-term Bank Deposit Ratings, Affirmed P-3

Long-term Bank Deposit Ratings, Affirmed Baa3, Outlook Changed To

Positive From Stable

Senior Unsecured Regular Bond/Debenture, Affirmed Ba3, Outlook  
Changed To Positive From Stable

Subordinate Regular Bond/Debenture, Affirmed Ba3

Senior Unsecured Medium-Term Note Program, Affirmed (P)Ba3

Subordinate Medium-Term Note Program, Affirmed (P)Ba3

Outlook Action:

Outlook, Changed To Positive From Stable

SISAL GROUP: Moody's Puts B1 CFR on Review for Upgrade
------------------------------------------------------
Moody's Investors Service has placed on review for upgrade the
ratings of Sisal Group S.p.A. (Sisal), an Italian-based gaming
operator, including the B1 corporate family rating (CFR), the B1-PD
probability of default rating (PDR) and the B1 instrument rating on
the senior secured notes due 2023. The outlook has changed to
ratings under review from stable.

The rating action follows Flutter Entertainment plc's (Flutter, Ba1
stable) announcement, on December 23, that the group will acquire
Sisal from CVC Capital Partners Fund VI. The consideration for the
transaction is around GBP1.6 billion which will be financed via a
dedicated additional Flutter debt facility already agreed. The
transaction is expected to close in the second quarter of 2022.

RATINGS RATIONALE / FACTORS THAT COULD LEAD TO AN UPGRADE OR
DOWNGRADE OF THE RATINGS

The review on Sisal's ratings reflects Flutter's stated intention
to repay in full Sisal's debt following the completion of the
acquisition. Moreover, Moody's expects that going forward the new
owner will maintain a conservative financial policy with little or
no leverage. Whilst private equity firms tend to prioritise more
aggressive growth plans and have a tolerance for higher leverage,
Moody's would expect from strategic owners with a stronger credit
profile such as Flutter to explore financing options involving
group financing holding entities rather than operating entities.

The current B1 CFR rating of Sisal is supported by the company's:
(i) solid market position in Italy, benefiting from a dense
distribution network and high brand recognition as an iconic
Italian gaming company; (ii) multichannel distribution, including
both retail and online, and broad business offerings across several
categories in the gaming market; (iii) growing presence in the
high-margin and fast developing online segment.

In contrast, the rating is constrained by the company's exposure to
concession renewal risk and renewal costs and its presence in
mature and competitive segments of the gaming market with moderate
organic growth potential.

STRUCTURAL CONSIDERATIONS

Using Moody's Loss Given Default for Speculative-Grade Companies
methodology, Sisal's PDR and the rating of the senior secured notes
remain in line with the CFR. This is based on a 50% recovery rate,
as is typical for a debt capital structure that consists of super
senior bank debt and senior secured notes. The RCF and the notes
share the same security - share pledges and intercompany loans -
and they rank pari passu. Nonetheless, the RCF has priority over
the proceeds in an enforcement under the Intercreditor Agreement.

LIQUIDITY

Sisal's liquidity is supported by EUR165 million of cash on balance
sheet as of September 30, 2021, including EUR100 million of drawn
revolving credit facility (RCF), and Moody's expectations of
positive free cash flow in 2022. Moody's notes that the RCF
maturity is in September 2022. Moody's expects Sisal's new
shareholders to manage this upcoming maturity in a timely manner
shortly after the completion of the acquisition. The RCF
documentation does not contain any financial covenants.

OUTLOOK

The review for upgrade on Sisal's ratings reflect Flutter's stated
intention to repay in full Sisal's debt following the completion of
the acquisition. Moreover, Moody's expects that going forward the
new owner will maintain a conservative financial policy with little
or no leverage.

Sisal's ratings could be upgraded if the acquisition of the company
by Flutter was completed and the financial policy for Sisal under
the new ownership is based on no debt or a very limited amount of
debt located at Sisal level.

Sisal's ratings could be confirmed if: (i) the acquisition of the
company by Flutter does not materialize, (ii) the company's
performance weakens or is hurt by a changing regulatory and fiscal
regime; (iii) Moody's-adjusted leverage rises sustainably above
4.0x; (iv) free cash flow deteriorates and liquidity weakens.

COMPANY PROFILE

Sisal Group S.p.A. is the second-largest operator in the Italian
gaming market. The company operates slot machines and video lottery
terminals; betting; lottery games; points of sale dedicated to
gaming; gaming halls; and an online platform. In 2020, Sisal
reported revenue of EUR696 million and EBITDA of EUR211 million.
Since 2016 the Sisal Group has been 100% controlled by CVC Capital
Partners.



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BANCAJA 9: Fitch Affirms CC Rating on Series E Notes
----------------------------------------------------
Fitch Ratings has upgraded two tranches and affirmed three others
of Bancaja 9 RMBS. The Outlooks are Stable, and the class D note
rating has been removed from Rating Watch Negative (RWN).

        DEBT                  RATING           PRIOR
        ----                  ------           -----
Bancaja 9, FTA

Series A2 ES0312888011   LT AAAsf  Upgrade     A+sf
Series B ES0312888029    LT A+sf   Affirmed    A+sf
Series C ES0312888037    LT Asf    Upgrade     BBB+sf
Series D ES0312888045    LT B+sf   Affirmed    B+sf
Series E ES0312888052    LT CCsf   Affirmed    CCsf

TRANSACTION SUMMARY

The transaction comprises fully amortising Spanish residential
mortgages serviced by Caixabank, S.A. (BBB+/Stable/F2).

KEY RATING DRIVERS

PIR Cap Removed

Fitch views payment interruption risk (PIR) as mitigated in the
event of a servicer disruption. Fitch deems the available cash
reserve fund that can be depleted by losses as sufficient to cover
stressed senior fees, net swap payments and senior note interest
due amounts while an alternative servicer arrangement is
implemented.

The cash reserve fund replenished between 2015 and 2017 and has
been stable since, demonstrating consistent coverage of PIR
exposure. Fitch expects the cash reserve to remain sufficiently
funded in the medium term based on the transaction's performance
outlook. As a result, Fitch has removed the 'A+sf' cap on the
notes' rating in line with its Structured Finance & Covered Bonds
Counterparty Rating Criteria.

Removal of Additional Stresses

The rating actions reflect the broadly stable asset performance
outlook driven by a low share of loans in arrears over 90 days
(around 1.1% of the current portfolio balance) and the positive
macro-economic outlook for Spain, as described in Fitch's latest
Global Economic Outlook dated December 2021.

The rating actions are also explained by the removal of the
additional stresses in relation to the coronavirus outbreak and
legal developments in Catalonia as announced on 22 July 2021. The
class C note rating has been removed from Under Criteria
Observation status following the publication of the agency's
updated Structured Finance and Covered Bonds Interest Rate Stresses
Rating Criteria.

Credit Enhancement (CE) Trends

While Fitch expects CE ratios to continue increasing in the short
term due to the prevailing sequential amortisation of the notes, CE
ratios could reduce for most tranches if the pro-rata amortisation
of the notes is activated using a reverse sequential pay mechanism
until targets of the notes balance relative to the total asset
portfolio are met (ie. twice the initial percentage as of the
closing date of the transaction). For instance, in that scenario
the class A and B notes' current CE of 35% and 19.1%, respectively,
could fall to 14.8% and 9.6%.

Portfolio Risk Attributes

The portfolio is exposed to regional concentration risk mainly in
the area of Valencia. In line with Fitch´s European RMBS rating
criteria, higher rating multiples are applied to the base
foreclosure frequency assumption to the portion of the portfolio
that exceeds 2.5x the population share of this region relative to
the national count. Additionally, around 49% of the portfolio is
linked to loans originated via brokers, which are deemed
higher-risk than branch-originated loans, and are subject to a
foreclosure frequency adjustment of 150%.

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- For the class A notes, a downgrade of Spain's Long-Term Issuer
    Default Rating (IDR). This because the class A notes are rated
    at the 'AAAsf' maximum achievable rating in Spain, six notches
    above the sovereign IDR.

-- Long-term asset performance deterioration such as increased
    delinquencies or larger defaults, which could be driven by
    adverse changes to macroeconomic conditions, interest-rate
    increases or borrower behaviour.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

-- The class A notes are rated at the highest level on Fitch's
    scale and cannot be upgraded.

-- For mezzanine and junior notes, increase in CE as the
    transaction deleverages to fully compensate for the credit
    losses and cash flow stresses that are commensurate with
    higher rating scenarios.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Structured Finance
transactions have a best-case rating upgrade scenario (defined as
the 99th percentile of rating transitions, measured in a positive
direction) of seven notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of seven notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAAsf' to 'Dsf'. Best- and worst-case scenario credit ratings
are based on historical performance.

CRITERIA VARIATION

Recovery Rate Haircut: Fitch has applied a 15% haircut to the
ResiGlobal model-estimated recovery rates across all rating
scenarios considering the materially lower transaction recoveries
on cumulative defaults observed to date (around 62%) versus
unadjusted model expectations. This constitutes a variation from
Fitch's European RMBS Rating Criteria with a maximum model-implied
rating impact of minus six notches.

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
pool[s] and the transaction[s]. 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 pool ahead of the transaction's initial
closing. The subsequent performance of the transaction 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, and together with any assumptions referred to above,
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.

ESG CONSIDERATIONS

The Environmental, Social and Governance (ESG) Relevance Score for
the transaction has been revised to '3' from '5' in relation to
Transaction & Collateral Structure, considering PIR in a scenario
of servicer disruption is sufficiently mitigated and therefore it
no longer has a negative impact on the notes' ratings.

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

BARCELONA FC: Acquires Ferran Torres for EUR55 Million
------------------------------------------------------
Sarah Cooper at Cheraw Chronicle reports that an agreement between
Barcelona and Man City regarding the transfer of Ferran Torres (21)
has been completed.

Barcelona is only seventh in La Liga and has failed to survive the
Champions League group stage for the first time since 2000, Cheraw
Chronicle states.

According to English and Spanish media, Barcelona paid EUR55
million to the footballer, Cheraw Chronicle notes.  An additional
EUR10 million can be added through rewards, Cheraw Chronicle
discloses.

The transfer is fantastic, given Barcelona's precarious financial
situation, Cheraw Chronicle says.  However, a rescheduling of old
debts and a EUR595 million credit line with Goldman Sachs (to be
repaid within ten years) has given the club some breathing room,
according to Cheraw Chronicle.  Television broadcasting rights were
guarantees, Cheraw Chronicle notes.


RURAL HIPOTECARIO: Fitch Affirms CC Rating on 2 Tranches
--------------------------------------------------------
Fitch Ratings has upgraded nine tranches of Rural Hipotecario 8
(Rural 8) and Rural Hipotecario 9 (Rural 9) RMBS transactions and
affirmed the rest. The Outlooks are Stable, and two tranches have
been removed from Rating Watch Positive (RWP).

       DEBT                      RATING            PRIOR
       ----                      ------            -----
Rural Hipotecario VIII, FTA

Class A2a ES0366367011      LT AAAsf   Upgrade     AAsf
Class A2b ES0366367029      LT AAAsf   Upgrade     AAsf
Class B ES0366367037        LT AAsf    Upgrade     A+sf
Class C ES0366367045        LT A+sf    Upgrade     A-sf
Class D ES0366367052        LT BBB+sf  Upgrade     BBBsf
Class E ES0366367060        LT CCsf    Affirmed    CCsf

Rural Hipotecario IX, FTA

Class A2 ES0374274019       LT AAAsf   Upgrade     A+sf
Class A3 ES0374274027       LT AAAsf   Upgrade     A+sf
Class B ES0374274035        LT A+sf    Affirmed    A+sf
Class C ES0374274043        LT Asf     Upgrade     BBB+sf
Class D ES0374274050        LT BBBsf   Upgrade     BB-sf
Class E (RF) ES0374274068   LT CCsf    Affirmed    CCsf

TRANSACTION SUMMARY

The transactions comprise fully amortising residential mortgages
originated and serviced by multiple rural savings banks in Spain
with a back-up servicer arrangement with Banco Cooperativo Espanol
S.A. (BBB/Stable/F2).

KEY RATING DRIVERS

PIR Cap Removed

For Rural 9, Fitch views payment interruption risk (PIR) as now
mitigated in the event of a servicer disruption. Fitch deems the
available cash reserve fund that can be depleted by losses as
sufficient to cover stressed senior fees, net swap payments and
senior note interest due amounts while an alternative servicer
arrangement is implemented.

The cash reserve fund was replenished between 2015 and 2016 and has
been stable since, demonstrating consistent coverage of PIR
exposure. Fitch expects the cash reserve to remain sufficiently
funded in the medium term based on the transaction's performance
outlook. As a result, Fitch has removed the 'A+sf' cap on the
notes' rating in line with its Structured Finance and Covered Bonds
Counterparty Rating Criteria.

Additional Stresses Removed

The rating actions reflect the broadly stable asset performance
outlook Fitch has on the securitised portfolios, driven by a low
share of loans in arrears over 90 days (less than 1.5% of the
current portfolio balance as of the latest reporting dates in both
deals) and the improved macro-economic outlook for Spain as
described in Fitch's latest Global Economic Outlook dated December
2021.

The rating actions are also explained by the removal of the
additional stresses in relation to the coronavirus outbreak and
legal developments in Catalonia as announced on 22 July 2021.

Rural 9's class D rating has been removed from Under Criteria
Observation status following the publication of the agency's
updated Structured Finance and Covered Bonds Interest Rate Stresses
Rating Criteria.

Sufficient Credit Enhancement (CE)

The upgrades and affirmations reflect Fitch's view that the notes
are sufficiently protected by CE to absorb the projected losses
commensurate with higher and prevailing rating scenarios. Fitch
expects CE ratios to remain broadly stable, although they could
reduce for some tranches if the pro-rata amortisation of the notes
is activated via a reverse sequential pay mechanism until targets
of the outstanding notes balance relative to the total asset
portfolio are met. For instance, in that scenario CE for the class
A notes of Rural 8 could fall to 11.3% from currently 14.2%.

The notes will amortise strictly sequentially when the outstanding
notes balance represents less than 10% of their original amount
(currently ranging between 13.1% for Rural 8 and 19.3% for Rural
9).

RATING SENSITIVITIES

Factors that could, individually or collectively, lead to negative
rating action/downgrade:

-- For the class A notes, a downgrade of Spain's Long-Term Issuer
    Default Rating (IDR) that could lower the maximum achievable
    rating for Spanish structured finance transactions. This
    because the class A notes are rated at the 'AAAsf' maximum
    achievable rating in Spain, six notches above the sovereign
    IDR;

-- Long-term asset performance deterioration such as increased
    delinquencies or larger defaults, which could be driven by
    changes to macroeconomic conditions, interest rate increases
    or borrower behaviour.

Factors that could, individually or collectively, lead to positive
rating action/upgrade:

-- The class A notes are rated at the highest level on Fitch's
    scale and therefore cannot be upgraded;

-- For mezzanine and junior notes, increase in CE as the
    transactions deleverage to fully compensate the credit losses
    and cash flow stresses that are commensurate with higher
    rating scenarios.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Structured Finance
transactions have a best-case rating upgrade scenario (defined as
the 99th percentile of rating transitions, measured in a positive
direction) of seven notches over a three-year rating horizon; and a
worst-case rating downgrade scenario (defined as the 99th
percentile of rating transitions, measured in a negative direction)
of seven notches over three years. The complete span of best- and
worst-case scenario credit ratings for all rating categories ranges
from 'AAAsf' to 'Dsf'. Best- and worst-case scenario credit ratings
are based on historical performance.

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. 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 pool 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, and together with any assumptions referred to above,
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.

ESG CONSIDERATIONS

For Rural 9, the Environmental, Social and Governance (ESG)
Relevance Score has been revised to '3' from '5' in relation to
Transaction & Collateral Structure, as PIR in a scenario of
servicer disruption is sufficiently mitigated and therefore no
longer has a negative impact on the notes' ratings

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



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

BANANA KICK: Enters Administration, 16 Jobs Affected
----------------------------------------------------
Greg Wright at Yorkshire Post reports that 16 jobs have been lost
after Banana Kick Limited, the creative agency behind a popular
trail featuring animatronic dinosaurs, went into administration.

Julien Irving and Patrick Lannagan of Mazars, the international
audit, tax and advisory firm, were appointed as Joint
Administrators of the company on Dec. 15, Yorkshire Post relates.

According to Yorkshire Post, Julien Irving, Joint Administrator
said: "The business has been impacted by the pandemic and in
particular the associated restrictions which significantly reduced
revenue from experiential events for which the business had been
well known in recent years."




GIEVES & HAWKES: Hopes to Be Bought Out of Administration
---------------------------------------------------------
Harvey Lindsay at Hampshire Chronicle reports that popular men's
tailor Gieves & Hawkes is looking to be bought out of
administration this New Year, a store spokesperson at the
Winchester branch has said.

Owned by Hong Kong conglomerate Trinity Ltd, the bespoke tailor,
who has stores in London's Savile Row, Winchester, Bath, Birmingham
and Chester went into administration "about a year ago", Hampshire
Chronicle relates.

According to Hampshire Chronicle, a spokesperson for Gieves &
Hawkes said on Dec. 29: "We've been in administration for about a
year now.  We're up for sale and looking to be bought out in the
New Year.  There's been quite a lot of interest in us."

As uncertainty has loomed for the Winchester branch, their tailor,
Sew Fit, based in Winchester's Parchment Street, has stopped their
services with the shop, with clients going to them direct,
Hampshire Chronicle discloses.

Founded in 1771, Gieves & Hawkes is one of the oldest bespoke
tailoring companies in the world, holding Royal Warrants and
providing ready-to-wear as well as bespoke and military tailoring.


MASCOT SIGNS: Goes Into Administration Following Financial Woes
---------------------------------------------------------------
Marc Da Silva at Property Industry Eye reports that Mascot Signs, a
major provider of estate agency board services across the North
East of England, has gone into administration.

According to Property Industry Eye, a number of estate agents
received a letter from an administrator acting on behalf of the
company on Dec. 15 informing them that Mascot Signs, based in
Newcastle, had run into financial difficulty.

The well-established firm has, according to Jared Gough, the owner
of the Agency Express Durham and South Tyne franchise, struggled
ever since its now former owner, Danny McCloud, died six years ago,
Property Industry Eye discloses.


S3 ADVERTISING: Goes Into Administration Due to Pandemic
--------------------------------------------------------
Sion Barry at BusinessLive reports that S3 Advertising, one of
Wales's leading advertising agencies has collapsed into
administration saying it had been unable to "find a path to
viability" since the pandemic.

The company, whose clients included S4C, Deliveroo, Iceland Food
Warehouse and Public Health Wales, employed more than 30,
BusinessLive discloses.

According to a financial balance sheet statement lodged with
Companies House, as of June last year, the business had liabilities
to creditors falling after more than one year of just over GBP3
million, BusinessLive notes.  It had net liabilities totalling
GBP120,288, BusinessLive states.

Prior to the pandemic, the business was generating revenues in
excess of GBP4 million and was recognized as one of the fastest
growing indigenous firms in the Wales Fast Growth 50 initiative,
with its last ranking being 27th in the 2018 list, BusinessLive
relates.



TAYLOR MARTIN: Business Assets, Sold to Recruitment Investments
---------------------------------------------------------------
Recruiter reports that nationwide insolvency practitioner SFP has
successfully completed the sale of Taylor Martin Recruitment's
business and assets after it went into administration in November
2021.

The sale secured over 400 contract jobs, Recruiter discloses.

Midlands-based Taylor Martin Recruitment has been providing labour
recruitment in a variety of sectors since 2008.  At its peak in
2014, the company had a turnover of around GBP17 million, with a
team of 800 temporary contract staff.

According to Recruiter, in an SFP statement, it reported that in
2018, Taylor Martin began experiencing financial difficulties,
"which only increased with the sudden impact of Covid-19 in 2020".

David Kemp and Richard Hunt of SFP were appointed as joint
administrators on November 19, 2021, Recruiter recounts.

The assets of Taylor Martin Recruitment were subsequently sold to
Recruitment Investments Ltd, a specialist in the acquisition and
merger of recruitment operations, Recruiter relates.  This
acquisition has been added to their portfolio brand -- The
Recruitment Group, headed by recruitment industry entrepreneurs
Paul Hipkiss and Mark Taylor, Recruiter states.

The SFP statement said the sale took place on November 30, 2021,
and included the transfer of full-time employees and 400 temporary
staff, according to Recruiter.




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

[*] BOND PRICING: For the Week December 27 to December 31, 2021
---------------------------------------------------------------
Issuer                Coupon   Maturity Currency Price
------                ------   -------- -------- -----
Mitsubishi UFJ Investor 3.928   12/15/2050 EUR   52.247
Aggregate Holdings SA   6.875   11/09/2025 EUR   65.000
Casino Guichard Perracho1.257              EUR   34.587
Casino Guichard Perracho3.992              EUR   64.708
Deutsche Lichtmiete AG  5.250   09/01/2025 EUR   9.655
Rallye SA               4.371   1/23/2023  EUR   21.504
Pierre Et Vacances SA   2.000   04/01/2023 EUR   28.559
Mallinckrodt Internation5.750   08/01/2022 USD   53.313
Accor SA                0.700   12/07/2027 EUR   51.649
Genfit                  3.500   10/16/2025 EUR   25.480
Andrade Gutierrez Intern9.500   12/30/2024 USD   65.600
Deutsche Lichtmiete AG  5.750   12/01/2023 EUR   18.376
Union Fenosa Preferentes1.067              EUR   70.625
Mallinckrodt Internation4.750   4/15/2023  USD   37.375
Nostrum Oil & Gas Financ8.000   7/25/2022  USD   24.667
Voltalia SA             1.000   1/13/2025  EUR   30.308
PB International BV     7.625   1/26/2022  USD   46.500
Quadient SA             3.375              EUR   58.116
Intelsat Jackson Holding5.500   08/01/2023 USD   45.500
Mallinckrodt Internation5.625   10/15/2023 USD   54.500
Rallye SA               4.000   2/28/2030  EUR   21.161
Korian SA               0.875   03/06/2027 EUR   57.056
Paragon GmbH & Co KGaA  4.500   07/05/2022 EUR   51.089
Moby SpA                7.750   2/15/2023  EUR   59.889
Air France-KLM          0.125   3/25/2026  EUR   15.852
Senvion Holding GmbH    3.875   10/25/2022 EUR   1.027
Wirecard AG             0.500   09/11/2024 EUR   11.500
Deutsche Lichtmiete Fina5.750   01/01/2023 EUR   15.310
Maisons du Monde SA     0.125   12/06/2023 EUR   47.882
Korian SA               1.875              EUR   42.472
EYEMAXX Real Estate AG  5.500   4/26/2023  EUR   4.498
Fuerstenberg Capital II 5.625              EUR   49.391
Paragon GmbH & Co KGaA  4.000   4/23/2023  CHF   46.100
Offshore Drilling Holdin8.375   9/20/2020  USD   8.000
Nostrum Oil & Gas Financ7.000   2/16/2025  USD   25.875
BAT International Financ2.250   09/09/2052 GBP   67.780
Mallinckrodt Internation5.500   4/15/2025  USD   55.000
Thomas Cook Group PLC   6.250   6/15/2022  EUR   0.504
Intelsat Connect Finance9.500   2/15/2023  USD   15.550
Intelsat Jackson Holding9.750   7/15/2025  USD   46.125
PREOS Global Office Real7.500   12/09/2024 EUR   69.000
Intelsat SA             4.500   6/15/2025  USD   14.775
Intelsat Jackson Holding8.500   10/15/2024 USD   45.938
Turkey Government Bond  11.000  2/24/2027  TRY   62.300
EYEMAXX Real Estate AG  5.500   9/24/2024  EUR   4.581
EYEMAXX Real Estate AG  5.500   7/22/2025  EUR   75.000
Metro Bank PLC          5.500   6/26/2028  GBP   66.237
Hylea Group SA          7.250   12/01/2022 EUR   4.500
Rallye SA               3.250   02/08/2024 CHF   20.552
HOCHDORF Holding AG     2.500              CHF   58.258
Intu Debenture PLC      5.562   12/31/2027 GBP   40.125
Econocom Group SA/NV    0.500   03/06/2023 EUR   7.725
Air Berlin PLC          8.250   4/19/2018  EUR   0.853
Hellenic Bank PCL       10.000             EUR   60.240
Koninklijke Luchtvaart M0.750              CHF   18.750
O1 Properties Finance PL0.500   9/27/2028  USD   10.617
FIGEAC-AERO             1.125   10/18/2022 EUR   22.696
Avangardco Investments P10.000  10/29/2018 USD   0.653
Travelex Financing PLC  8.000   5/15/2022  EUR   1.839
Privatbank CJSC Via UK S10.250  1/23/2018  USD   4.766
Turkey Government Bond  9.000   7/24/2024  TRY   73.000
Intelsat Luxembourg SA  8.125   06/01/2023 USD   0.875
Rallye SA               4.000   11/23/2020 CHF   15.010
Lehman Brothers UK Capit5.125              EUR   35.000
Neoen SA                1.875   10/07/2024 EUR   43.572
Tresu Investment Holding5.000   02/02/2025 EUR   50.980
UkrLandFarming PLC      10.875  3/26/2018  USD   1.643
Pentracor GmbH          8.500   5/29/2025  EUR   26.750
Aggregate Holdings SA   5.500   5/17/2024  EUR   68.930
Stichting Afwikkeling On11.250             EUR   0.416
Rallye SA               5.250   02/01/2022 EUR   20.430
Neoen SA                2.000   06/02/2025 EUR   53.460
Yuksel Insaat AS        9.500   11/10/2015 USD   0.108
Thomas Cook Finance 2 PL3.875   7/15/2023  EUR   0.732
OGX Austria GmbH        8.375   04/01/2022 USD   0.002
Debenhams PLC           5.250   7/15/2021  GBP   0.735
Barclays Bank PLC       12.000  9/24/2025  TRY   62.536
EA Partners I BV        6.875   9/28/2020  USD   0.589
Norddeutsche Landesbank-7.490              EUR   62.653
Intelsat Luxembourg SA  7.750   06/01/2021 USD   0.500
Scandinavian Airlines Sy0.625              CHF   17.600
Jain International Tradi7.125   3/31/2026  USD   28.000
Banco Espirito Santo SA 7.125   11/28/2023 EUR   0.581
Bourbon Corp            8.305              EUR   0.437
Galapagos Holding SA    7.000   6/15/2022  EUR   0.010
Nexity SA               0.250   03/02/2025 EUR   66.710
Deutsche Bank AG/London 2.952   11/26/2034 USD   80.500
Elli Finance UK PLC     8.750   6/15/2019  GBP   64.500
Solarworld AG           9.691   2/24/2019  EUR   13.000
FF Group Finance Luxembo3.250   11/02/2021 CHF   7.658
Lehman Brothers UK Capit3.875              EUR   35.000
Nexity SA               0.875   4/19/2028  EUR   57.162
Joh Friedrich Behrens AG6.250   6/18/2024  EUR   27.001
Cirio Finance Luxembourg7.500   11/03/2002 EUR   1.613
Rickmers Holding AG     8.875   06/11/2018 EUR   0.702
Air Berlin PLC          6.750   05/09/2019 EUR   0.502
Fuerstenberg Capital Ers1.020              EUR   49.792
Itas Istituto Trentino A5.000   12/17/2031 EUR   66.343
Officine Maccaferri-SpA 5.750   06/01/2021 EUR   18.792
Hellenic Republic Govern2.085   7/25/2057  EUR   47.086
BNP Paribas SA          0.196   4/30/2033  USD   66.800
Norwegian Air Shuttle AS5.000   02/07/2023 SEK   42.120
Rallye SA               3.400   1/31/2022  EUR   21.084
Stichting Afwikkeling On6.250   10/26/2020 EUR   5.375
Orient Express Bank PJSC2.000              USD   31.564
FF Group Finance Luxembo1.750   07/03/2019 EUR   5.000
Allied Irish Banks PLC  12.500  6/25/2035  GBP   60.076
Ziton A/S               7.900   10/03/2022 EUR   70.000
Claranova SE            5.000   07/01/2023 EUR   1.090
Dexia Credit Local SA   1.172              EUR   3.354
EA Partners II BV       6.750   06/01/2021 USD   0.845
Immigon Portfolioabbau A5.772              EUR   11.834
Lloyds Bank PLC         0.211   1/31/2033  USD   66.095
International Industrial9.000   07/06/2011 EUR   0.052
Lloyds Bank PLC         2.436   7/29/2033  USD   74.622
Yell Bondco PLC         8.500   05/02/2023 GBP   70.019
OGX Austria GmbH        8.500   06/01/2018 USD   0.002
Lehman Brothers UK Capit6.900              USD   3.986
Air Berlin PLC          5.625   05/09/2019 CHF   0.570
Mitsubishi UFJ Investor 3.699   12/30/2099 EUR   5.000
Virgolino de Oliveira Fi11.750  02/09/2022 USD   0.795
Andrade Gutierrez Intern9.500   12/30/2024 USD   63.980
Espirito Santo Financial6.875   10/21/2019 EUR   0.244
Ghelamco Invest         4.500   5/23/2022  EUR   40.010
Praktiker AG            5.875   02/10/2016 EUR   0.069
DOF Subsea AS           8.810   11/27/2023 NOK   29.000
Dexia SA                1.227              EUR   2.989
KTG Agrar SE            7.125   06/06/2017 EUR   2.156
Hamon & CIE SA          3.300   1/31/2035  EUR   46.000
Alno AG                 8.500   5/14/2018  EUR   15.645
ESFIL-Espirito Santo Fin5.250   06/12/2015 EUR   0.111
Cirio Finanziaria SpA   8.000   12/21/2005 EUR   0.845
Espirito Santo Financial3.125   12/02/2018 EUR   0.797
Offshore Drilling Holdin8.375   9/20/2020  USD   8.000
Havila Shipping ASA     4.710   01/02/2025 NOK   40.000
Bank Otkritie Financial 10.000  4/26/2019  USD   9.096
Cirio Holding Luxembourg6.250   2/16/2004  EUR   0.723
Banca Popolare di Vicenz2.821   12/20/2017 EUR   0.100
Hellas Telecommunication6.054   1/15/2015  USD   0.001
Virgolino de Oliveira Fi10.500  1/28/2018  USD   0.797
REM Saltire Holding AS  7.000   12/31/2024 NOK   53.443
Lehman Brothers UK Capit5.750              EUR   7.000
Santhera Pharmaceuticals7.500   8/17/2024  CHF   75.073
Deutsche Bank AG/London 1.796   6/30/2034  USD   72.132
Jain International Tradi7.125   02/01/2022 USD   20.350
Agrokor dd              9.875   05/01/2019 EUR   15.000
New World Resources NV  4.000   10/07/2020 EUR   0.571
Autonomous Community of 2.965   09/08/2039 JPY   68.822
Societe Centrale des Boi2.500   5/15/2023  EUR   6.880
Senivita Social Estate A4.000   05/12/2025 EUR   7.020
Mallinckrodt Internation5.625   10/15/2023 USD   57.000
LBI ehf                 6.100   8/25/2011  USD   10.625
Privatbank CJSC Via UK S11.000  02/09/2021 USD   1.000
Mallinckrodt Internation5.750   08/01/2022 USD   56.063
Banca Popolare di Vicenz9.500   9/29/2025  EUR   0.049
Joh Friedrich Behrens AG7.750   11/11/2020 EUR   25.000
Cirio Del Monte NV      7.750   3/14/2005  EUR   0.347
OGX Austria GmbH        8.375   04/01/2022 USD   0.002
EDOB Abwicklungs AG     7.500   04/01/2012 EUR   2.790
Lloyds Bank PLC         0.352   4/26/2033  USD   66.493
Verimatrix SA           6.000   6/29/2022  EUR   3.760
DOF Subsea AS           9.500   3/14/2022  USD   29.125
EOS Imaging SA          6.000   5/31/2023  EUR   6.962
WD Invest Sarl          1.900   10/02/2024 EUR   11.728
Banco Espirito Santo SA 6.875   7/15/2016  EUR   24.500
Banco Santander SA      1.815              EUR   1.676
Rallye SA               1.000   10/02/2020 EUR   21.758
Sairgroup Finance BV    4.375   06/08/2006 EUR   1.568
Bilt Paper BV           10.360             USD   1.305
Finmek International SA 7.000   12/03/2004 EUR   2.193
Norske Skogindustrier AS7.000   12/30/2026 EUR   0.589
Nexity SA               0.125   01/01/2023 EUR   63.695
Mallinckrodt Internation5.500   4/15/2025  USD   54.960
Alitalia-Societa Aerea I5.250   7/30/2020  EUR   0.100
Erste Group Bank AG     4.350   2/20/2022  EUR   37.650
Cooperatieve Rabobank UA0.500   10/29/2027 MXN   63.026
Norske Skogindustrier AS2.000   12/30/2115 EUR   0.113
Rena GmbH               8.250   07/11/2018 EUR   2.096
Phosphorus Holdco PLC   10.000  04/01/2019 GBP   1.579
Saleza AS               9.000   07/12/2021 EUR   0.203
Barclays Bank PLC       1.032   3/21/2033  USD   74.689
Banco Espirito Santo SA 2.078              EUR   0.094
Windreich GmbH          6.500   03/01/2015 EUR   4.475
Societe Generale SA     21.000  12/23/2022 USD   63.850
Vneshprombank Ltd Via VP9.000   11/14/2016 USD   0.078
Privatbank CJSC Via UK S10.875  2/28/2018  USD   7.281
Hellas Telecommunication8.500   10/15/2013 EUR   0.839
Havila Shipping ASA     5.460   01/02/2025 NOK   25.367
Hema Bondco II BV       8.500   1/15/2023  EUR   0.112
Russian Federal Bond - O0.250   7/20/2044  RUB   14.850
SiC Processing GmbH     7.125   03/01/2016 EUR   2.424
Irish Bank Resolution Co0.566   6/21/2016  EUR   0.500
Elli Investments Ltd    12.250  6/15/2020  GBP   52.250
Windreich GmbH          6.500   7/15/2016  EUR   4.475
Depfa Funding III LP    0.235              EUR   39.353
Intelsat Connect Finance9.500   2/15/2023  USD   15.282
Banco Espirito Santo SA 2.258              EUR   0.236
Phones4u Finance PLC    9.500   04/01/2018 GBP   71.750
Del Monte Finance Luxemb6.625   5/24/2006  EUR   4.333
Steilmann SE            7.000   03/09/2017 EUR   1.429
Alpine Holding GmbH     5.250   06/10/2016 EUR   3.084
Center-Invest Commercial8.500   03/03/2022 RUB   70.220
Bulgaria Steel Finance B12.000  05/04/2013 EUR   0.216
Steilmann SE            7.000   9/23/2018  EUR   1.429
Cooperatieve Rabobank UA0.500   7/30/2043  MXN   16.687
Intelsat Jackson Holding8.500   10/15/2024 USD   45.946
Virgolino de Oliveira Fi10.500  1/28/2018  USD   0.750
Veragold Mining Co GmbH 5.000   12/31/2022 EUR   73.000
Corporate Commercial Ban8.250   08/08/2014 USD   0.308
Peach Property Group AG 1.750              CHF   50.000
German Pellets GmbH     7.250   07/09/2018 EUR   1.376
Credit Suisse AG/London 6.500   3/28/2022  USD   3.840
New World Resources NV  4.000   10/07/2020 EUR   0.571
Veneto Banca SpA        9.878   12/01/2025 EUR   0.571
Turkey Government Bond  11.700  11/13/2030 TRY   57.800
Premium Green PLC       0.600   10/31/2046 EUR   52.799
Alpine Holding GmbH     6.000   5/22/2017  EUR   3.084
Espirito Santo Financial9.750   12/19/2025 EUR   0.797
CRC Breeze Finance SA   6.110   05/08/2026 EUR   31.534
BOA Offshore AS         0.409   7/17/2047  NOK   7.612
Banco Espirito Santo SA 6.900   6/28/2024  EUR   24.516
Barclays Bank PLC       0.652   4/19/2033  USD   72.248
Enertronica Santerno SpA7.000   12/31/2022 EUR   66.010
Bank Nadra Via NDR Finan8.250   7/31/2018  USD   0.208
Virgolino de Oliveira Fi10.875  1/13/2020  USD   36.000
EFG International Financ10.500  02/07/2022 EUR   45.770
Cooperatieve Rabobank UA0.500   10/30/2043 MXN   15.630
Grupo Isolux Corsan SA  1.000   12/30/2021 EUR   0.083
Fuerstenberg Capital Dri1.609              EUR   55.000
A-TEC Industries AG     8.750   10/27/2014 EUR   0.100
International Industrial11.000  2/19/2013  USD   0.052
UBS AG/London           16.500  6/30/2022  USD   57.650
Vontobel Financial Produ18.000  6/24/2022  EUR   49.501
Rena GmbH               7.000   12/15/2015 EUR   2.096
SAS AB                  4.377              SEK   26.430
Vontobel Financial Produ17.750  3/25/2022  EUR   61.640
UBS AG/London           13.250  05/04/2022 USD   42.450
Societe Generale SA     8.600   7/29/2022  USD   50.050
Kommunekredit           0.500   7/30/2027  TRY   25.769
Air Berlin Finance BV   8.500   03/06/2019 EUR   0.228
Deutsche Bank AG/London #N/A N/A3/31/2034  USD   70.135
Solon SE                1.375   12/06/2012 EUR   0.745
Peine GmbH              2.000   07/05/2023 EUR   44.500
Island Offshore Shiphold3.030   6/30/2022  NOK   4.761
Cattles Ltd             8.125   07/05/2017 GBP   0.027
Sequa Petroleum NV      5.000   4/29/2020  USD   30.500
CBo Territoria          3.750   07/01/2024 EUR   4.750
Deutsche Bank AG/London 13.750  6/20/2026  TRY   71.099
Stichting Afwikkeling On6.625   5/14/2018  EUR   5.375
German Pellets GmbH     7.250   11/27/2019 EUR   1.376
German Pellets GmbH     7.250   04/01/2016 EUR   1.376
Grupo Isolux Corsan SA  6.000   12/30/2021 EUR   0.192
Aralco Finance SA       10.125  05/07/2020 USD   0.934
Norwegian Air Shuttle AS6.375   11/15/2024 USD   46.565
Intelsat Luxembourg SA  12.500  11/15/2024 USD   65.750
Alpine Holding GmbH     5.250   07/01/2015 EUR   3.084
Portugal Telecom Interna6.250   7/26/2016  EUR   0.285
Solarwatt GmbH          7.000   11/01/2015 EUR   15.500
Norske Skog Holding AS  8.000   2/24/2021  EUR   0.006
Barclays Bank PLC       0.500   1/28/2033  MXN   41.676
OGX Austria GmbH        8.500   06/01/2018 USD   0.002
Stichting Afwikkeling On2.203              EUR   0.416
Sairgroup Finance BV    6.625   10/06/2010 EUR   1.568
Depfa Funding II LP     6.500              EUR   63.967
Sidetur Finance BV      10.000  4/20/2016  USD   0.770
Barclays Bank PLC       0.956   3/28/2033  USD   72.257
SG Issuer SA            2.100   04/05/2033 EUR   30.770
Lehman Brothers Treasury7.585   11/22/2009 MXN   0.100
BNG Bank NV             10.010  6/17/2025  TRY   60.235
MS Deutschland Beteiligu6.875   12/18/2017 EUR   0.600
Deutsche Agrar Holding G7.250   9/28/2018  EUR   0.669
Elli Finance UK PLC     8.750   6/15/2019  GBP   64.500
Leonteq Securities AG   26.140  4/14/2022  CHF   64.490
Leonteq Securities AG/Gu10.000  3/22/2022  CHF   68.910
Turkiye Ihracat Kredi Ba12.540  9/14/2028  TRY   58.930
Agrokor dd              9.125   02/01/2020 EUR   15.000
La Veggia Finance SA    7.125   11/14/2004 EUR   0.287
Norske Skog Holding AS  8.000   2/24/2023  USD   0.006
Instabank ASA           5.970   3/28/2028  NOK   61.947
Senvion Holding GmbH    3.875   10/25/2022 EUR   1.027
Bank Julius Baer & Co Lt16.800  1/25/2022  USD   50.000
Barclays Bank PLC       0.333   11/08/2023 USD   9.490
WEB Windenergie AG      6.250              EUR   0.010
A-TEC Industries AG     5.750   11/02/2010 EUR   0.100
Deutsche Bank AG        0.687   10/11/2049 EUR   65.940
O1 Properties Finance PL8.250   9/27/2021  USD   10.617
Erotik-Abwicklungsgesell7.750   07/09/2019 EUR   0.779
Tonon Luxembourg SA     9.250   1/24/2020  USD   0.500
Nostrum Oil & Gas Financ8.000   7/25/2022  USD   26.674
Lehman Brothers Treasury5.220   03/01/2024 EUR   0.100
Waste Italia SpA        10.500  11/15/2019 EUR   0.550
Gebr Sanders GmbH & Co K8.750   10/22/2018 EUR   9.375
Erste Group Bank AG     5.550   8/30/2022  EUR   43.200
Credit Suisse AG/London 9.240   12/05/2024 USD   9.670
Cooperatieve Rabobank UA0.500   1/31/2033  MXN   39.502
Intelsat Jackson Holding9.750   7/15/2025  USD   45.950
KTG Agrar SE            7.250   10/15/2019 EUR   2.156
Region de Bruxelles-Capi0.444   3/19/2057  EUR   74.193
WEB Windenergie AG      2.250   9/25/2028  EUR   0.010
UBS AG/London           9.750   3/17/2023  CHF   61.950
Veneto Banca SpA        6.411              EUR   0.345
Kardan NV               6.325   2/21/2021  ILS   11.100
Natixis SA              0.300   6/25/2048  USD   51.230
Ahtium PLC              4.000   12/16/2015 EUR   0.586
Caixa Economica Montepio5.000              EUR   50.020
SAG Solarstrom AG       6.250   12/14/2015 EUR   31.000
Nostrum Oil & Gas Financ7.000   2/16/2025  USD   26.068
Norske Skogindustrier AS7.125   10/15/2033 USD   0.581
Leonteq Securities AG/Gu8.510   5/27/2022  USD   47.120
Credito Padano Banca di 3.100              EUR   33.875
WPE International Cooper10.375  9/30/2020  USD   5.000
Krakowski Bank Spoldziel3.580   9/20/2023  PLN   71.150
Windreich GmbH          6.750   03/01/2015 EUR   4.475
BNP Paribas Emissions- u15.000  6/23/2022  EUR   50.100
Muehl Product & Service 6.750   03/10/2005 DEM   0.111
Credit Agricole Corporat10.150  02/05/2025 TRY   64.358
Turkey Government Bond  1.500   10/09/2024 TRY   57.446
Eiendomskreditt AS      2.600   9/17/2029  NOK   68.910
SAir Group              6.250   10/27/2002 CHF   12.625
Air Berlin Finance BV   6.000   03/06/2019 EUR   0.228
SAG Solarstrom AG       7.500   07/10/2017 EUR   31.000
KPNQwest NV             10.000  3/15/2012  EUR   0.453
Purple Protected Asset  2.100   4/15/2060  EUR   69.593
Pervyi Konteinernyi Term0.010   02/06/2026 RUB   68.100
Moby SpA                7.750   2/15/2023  EUR   59.889
New World Resources NV  8.000   04/07/2020 EUR   0.510
Mifa Mitteldeutsche Fahr7.500   08/12/2018 EUR   2.100
Golden Gate AG          6.500   10/11/2014 EUR   35.100
Barclays Bank PLC       0.600   3/14/2023  USD   9.917
Cooperatieve Rabobank UA0.500   11/30/2027 MXN   62.174
Agrokor dd              8.875   02/01/2020 USD   15.000
Astana Finance BV       7.875   06/08/2010 EUR   16.000
Intelsat Jackson Holding9.750   7/15/2025  USD   45.950
Barclays Bank PLC       0.438   11/08/2023 USD   9.677
Landesbank Baden-Wuertte6.750   11/25/2022 EUR   68.710
Commerzbank AG          0.060   11/19/2029 EUR   66.592
Resa SA/Belgium         1.950   7/22/2036  EUR   50.010
Barclays Bank PLC       14.250  3/20/2023  USD   59.350
Yell Bondco PLC         8.500   05/02/2023 GBP   70.141
Elli Investments Ltd    12.250  6/15/2020  GBP   52.250
Luminis SA              1.800   09/02/2059 EUR   64.956
Societe Generale SA     9.000   7/22/2022  USD   47.000
Goldman Sachs & Co Wertp13.000  6/22/2022  EUR   63.120
Bank J Safra Sarasin AG/12.750  04/06/2022 CHF   74.160
Credit Suisse AG/London 5.000   1/19/2023  USD   9.500
Societe Generale SA     20.000  03/02/2022 USD   59.875
Getin Noble Bank SA     5.250   7/28/2023  PLN   66.620
Thomas Cook Group PLC   6.250   6/15/2022  EUR   0.504
Golfino AG              8.000   11/18/2023 EUR   0.020
Credit Suisse AG/London 4.700   11/30/2022 USD   9.870
Credit Suisse AG/London 7.020   12/05/2024 USD   9.970
Credit Agricole Corporat10.200  08/06/2026 TRY   57.683
Finance and Credit Bank 9.250   1/25/2019  USD   0.132
UBS AG/London           0.120   5/25/2040  MXN   17.731
UkrLandFarming PLC      10.875  3/26/2018  USD   1.643
Phosphorus Holdco PLC   10.000  04/01/2019 GBP   1.579
Leonteq Securities AG/Gu6.770   5/27/2022  USD   67.430
Raiffeisen Centrobank AG10.500  9/22/2022  EUR   79.000
Zurcher Kantonalbank Fin11.250  10/20/2022 USD   49.590
Stichting Afwikkeling On8.450   8/20/2018  USD   5.375
International Finance Fa0.500   6/29/2027  ZAR   66.733
Officine Maccaferri-SpA 5.750   06/01/2021 EUR   18.792
getgoods.de AG          7.750   10/02/2017 EUR   0.527
Bank Otkritie Financial 10.000  4/26/2019  USD   9.096
Credit Suisse AG/London 5.880   6/28/2023  USD   9.450
Thomas Cook Finance 2 PL3.875   7/15/2023  EUR   0.732
Hema Bondco II BV       8.500   1/15/2023  EUR   0.112
Lehman Brothers Treasury4.500   03/07/2015 EUR   0.100
Cooperatieve Rabobank UA0.500   8/21/2028  MXN   58.573
Deutsche Bank AG/London 0.500   10/18/2038 MXN   21.233
RENE LEZARD Mode GmbH   7.250   11/25/2017 EUR   0.200
Nizhniy Novgorod Region 6.750   6/14/2025  RUB   74.600
Intelsat Luxembourg SA  12.500  11/15/2024 USD   65.750
Santander Consumer Bank 5.530              NOK   48.347
Lloyds Bank PLC         0.500   7/26/2028  MXN   59.964
MOL Hungarian Oil & Gas 1.900   04/12/2031 HUF   69.600
Societe Generale SA     8.000   5/28/2027  USD   48.100
COFIDUR SA              0.100   12/31/2024 EUR   24.050
Luzerner Kantonalbank AG23.000  06/07/2022 CHF   49.000
Phones4u Finance PLC    9.500   04/01/2018 GBP   71.750
Virgolino de Oliveira Fi11.750  02/09/2022 USD   0.795
Societe Generale SA     16.000  07/03/2024 USD   49.266
Societe Generale SA     20.000  8/31/2023  USD   61.250
JP Morgan Structured Pro12.000  01/04/2027 ZMW   65.093
Steilmann SE            6.750   6/27/2017  EUR   2.184
Veneto Banca SpA        6.944   5/15/2025  EUR   0.571
Espirito Santo Financial5.050   11/15/2025 EUR   0.797
Lehman Brothers Treasury1.000   10/05/2035 EUR   0.100
ECM Real Estate Investme5.000   10/09/2011 EUR   15.375
Ukraine Government Bond 8.120   11/10/2035 UAH   63.259
Societe Generale SA     7.280   05/06/2024 USD   61.300
UBS AG/London           14.000  1/18/2024  USD   51.260
Alno AG                 8.000   3/21/2019  EUR   16.000
SAir Group              0.125   07/07/2005 CHF   12.625
Nizhniy Novgorod Region 6.100   5/27/2026  RUB   89.850
Lehman Brothers Treasury2.000   3/16/2035  EUR   0.100
AKB Peresvet ZAO        0.510   08/04/2034 RUB   30.010
Norske Skog Holding AS  8.000   2/24/2023  USD   0.006
UBS AG/London           26.250  9/26/2022  USD   62.650
Societe Generale SA     17.604  8/24/2023  USD   66.400
Credit Suisse AG/London 4.450   6/28/2023  USD   9.350
Cultura Sparebank       6.810              NOK   50.468
Agrokor dd              8.875   02/01/2020 USD   15.000
Grupo Isolux Corsan SA  1.000   12/30/2021 USD   0.083
Hellas Telecommunication6.054   1/15/2015  USD   0.001
Decipher Production Ltd 12.500  9/27/2019  USD   1.500
Espirito Santo Financial5.125   5/30/2016  EUR   0.528
Mriya Agro Holding PLC  9.450   4/19/2018  USD   4.667
RUSAL Bratsk OJSC       0.010   04/07/2026 RUB   66.610
DZ Bank AG Deutsche Zent9.270   6/24/2022  EUR   65.550
Societe Generale SA     21.000  02/02/2023 USD   71.000
Agrokor dd Via Aquarius 4.921   08/08/2017 EUR   14.625
Virgolino de Oliveira Fi10.875  1/13/2020  USD   36.000
NTRP Via Interpipe Ltd  10.250  08/02/2017 USD   29.500
Agrokor dd              9.875   05/01/2019 EUR   15.000
Pescanova SA            5.125   4/20/2017  EUR   0.319
Norske Skogindustrier AS7.125   10/15/2033 USD   0.581
KPNQwest NV             7.125   06/01/2009 EUR   0.453
Credit Agricole Corporat15.000  6/18/2026  TRY   72.957
BLT Finance BV          12.000  02/10/2015 USD   10.500
Societe Generale SA     8.000   08/09/2022 USD   50.000
SG Issuer SA            0.263   2/20/2025  EUR   18.180
Leonteq Securities AG/Gu16.000  8/30/2022  CHF   75.400
Leonteq Securities AG   20.360  9/20/2022  CHF   65.680
Aranynektar Termekgyarto3.500   04/03/2030 HUF   69.763
Credit Suisse AG/London 8.400   04/04/2022 USD   7.800
Northland Resources AB  12.250  3/26/2016  USD   2.621
Mox Telecom AG          7.250   11/02/2017 EUR   2.270
HSBC Bank PLC           0.500   12/22/2025 BRL   63.807
Banca Popolare di Vicenz9.500   10/02/2025 EUR   0.049
SAir Group              5.500   7/23/2003  CHF   12.625
Getin Noble Bank SA     5.250   1/31/2024  PLN   60.870
Veneto Banca SpA        6.950   2/25/2025  EUR   0.571
Portugal Telecom Interna5.242   11/06/2017 EUR   0.694
Lehman Brothers Treasury6.600   02/09/2009 EUR   0.100
Nordea Bank Abp         4.100   7/20/2023  SEK   51.500
Goldman Sachs & Co Wertp14.000  3/23/2022  EUR   61.970
Leonteq Securities AG/Gu2.800   04/01/2026 EUR   #N/A N/A
UBS AG/London           17.500  7/28/2022  CHF   77.050
Credit Suisse AG/London 15.000  11/02/2022 USD   75.550
City of Predeal Romania 4.050   5/15/2026  RON   69.000
Societe Generale SA     20.000  02/02/2023 USD   65.450
Tonon Luxembourg SA     12.500  5/14/2024  USD   0.399
Getin Noble Bank SA     7.840   11/30/2023 PLN   66.875
Credit Suisse AG        0.500   12/16/2025 BRL   64.177
Lehman Brothers Treasury6.720   12/29/2008 EUR   0.100
Mriya Agro Holding PLC  10.950  3/30/2016  USD   4.667
Mostotrest PJSC         0.010   7/29/2026  RUB   61.880
Leonteq Securities AG/Gu5.890   01/06/2022 EUR   73.050
SAir Group              5.125   03/01/2003 CHF   12.750
UBS AG/London           19.500  08/11/2022 CHF   62.000
Gold-Zack AG            7.000   12/14/2005 EUR   1.510
Rosbank PJSC            0.030   4/30/2024  RUB   65.000
Pongs & Zahn AG         8.500              EUR   0.053
UBS AG/London           9.500   2/28/2022  CHF   46.150
Turkey Government Bond  10.600  02/11/2026 TRY   66.650
Lehman Brothers Treasury2.875   3/14/2013  CHF   0.100
Minicentrales Dos SA    0.010   06/06/2047 EUR   59.345
Ukraine Government Bond 8.220   05/10/2035 UAH   64.305
Ukraine Government Bond 6.000   1/22/2031  UAH   58.640
EFG International Financ11.000  06/10/2022 USD   51.260
UniCredit Bank AG       6.600   7/20/2028  EUR   63.300
UBS AG/London           16.300  01/08/2024 EUR   42.050
Leonteq Securities AG   12.000  06/01/2022 CHF   50.730
Societe Generale SA     15.000  07/03/2024 USD   48.150
Leonteq Securities AG/Gu22.770  8/30/2022  CHF   73.030
Credit Suisse AG/London 16.300  12/26/2023 USD   65.220
Societe Generale SA     11.000  7/14/2026  USD   52.750
DZ Bank AG Deutsche Zent19.400  3/25/2022  EUR   43.940
Zurcher Kantonalbank Fin15.200  9/21/2022  USD   55.010
Societe Generale SA     18.000  01/03/2024 USD   45.000
Societe Generale SA     22.000  11/03/2022 USD   63.450
Raiffeisen Schweiz Genos6.600   3/23/2022  CHF   62.780
Barclays Bank PLC       2.730   9/27/2024  EUR   55.130
Leonteq Securities AG   3.600   9/22/2026  CHF   59.530
JP Morgan Structured Pro12.000  8/28/2026  ZMW   71.835
Luzerner Kantonalbank AG10.120  12/23/2022 CHF   65.550
Societe Generale SA     20.000  12/30/2022 USD   72.000
DeloPorts LLC           0.010   11/14/2025 RUB   70.110
EFG International Financ11.120  12/27/2024 EUR   39.020
Heta Asset Resolution AG7.500   12/31/2023 ATS   1.118
AKB Peresvet ZAO        0.510   2/14/2032  RUB   13.000
Purple Protected Asset  1.580   5/25/2060  EUR   66.973
Tonon Luxembourg SA     12.500  5/14/2024  USD   0.399
SG Issuer SA            3.000   10/10/2034 ZAR   50.306
Cooperatieve Rabobank UA0.500   12/29/2027 MXN   61.558
Grupo Isolux Corsan SA  6.000   12/30/2021 USD   0.192
Barclays Bank PLC       5.000   11/01/2029 BRL   65.120
Instabank ASA           8.290   02/04/2030 NOK   65.936
KPNQwest NV             8.875   02/01/2008 EUR   0.453
SAir Group              4.250   02/02/2007 CHF   12.625
Espirito Santo Financial5.050   11/15/2025 EUR   0.797
Credit Suisse AG/London 6.190   9/14/2022  USD   9.690
UBS AG                  15.000  8/15/2023  USD   65.350
Landesbank Baden-Wuertte13.180  1/28/2022  EUR   65.900
Leonteq Securities AG/Gu2.200   04/01/2026 EUR   #N/A N/A
Leonteq Securities AG/Gu2.400   04/01/2026 EUR   #N/A N/A
Leonteq Securities AG/Gu2.700   04/01/2026 EUR   #N/A N/A
Russian Post FGUP       2.750   12/06/2023 RUB   70.010
WEB Windenergie AG      6.500              EUR   0.010
Corner Banca SA         12.000  12/21/2022 CHF   61.020
SALVATOR Vermoegensverwa9.500              EUR   10.100
Instabank ASA           7.970              NOK   37.610
HSBC Bank PLC           0.500   11/25/2025 BRL   64.308
SAir Group              2.125   11/04/2004 CHF   12.625
PA Resources AB         13.500  03/03/2016 SEK   0.124
KPNQwest NV             8.875   02/01/2008 EUR   0.453
Credit Agricole Corporat9.450   03/08/2027 TRY   53.256
IT Holding Finance SA   9.875   11/15/2012 EUR   0.015
Pescanova SA            6.750   03/05/2015 EUR   0.319
Privatbank CJSC Via UK S10.875  2/28/2018  USD   7.281
Lehman Brothers Treasury4.350   08/08/2016 SGD   0.100
Banco Espirito Santo SA 10.000  12/06/2021 EUR   0.580
Windreich GmbH          6.250   03/01/2015 EUR   4.475
Zurcher Kantonalbank Fin24.000  6/17/2022  CHF   72.930
UBS AG/London           13.500  4/14/2022  CHF   42.650
HPI AG                  3.500              EUR   3.011
SG Issuer SA            5.000   5/23/2024  EUR   59.100
BNP Paribas SA          0.500   11/16/2032 MXN   34.879
Instabank ASA           9.830              NOK   48.336
Credito Padano Banca di 3.100              EUR   33.635
New World Resources NV  8.000   04/07/2020 EUR   0.510
Purple Protected Asset  1.480   11/30/2060 EUR   70.213
Norske Skog Holding AS  8.000   2/24/2021  EUR   0.006
Rio Forte Investments SA3.900   07/10/2014 USD   4.585
Deutsche Bank AG/London 2.072   9/30/2029  USD   74.045
Dyadya Doner OOO        13.500  4/25/2023  RUB   30.600
HSBC Bank PLC           10.300  12/20/2024 TRY   65.727
DZ Bank AG Deutsche Zent22.700  6/24/2022  EUR   73.250
SG Issuer SA            1.050   11/20/2025 EUR   20.840
Credit Suisse AG/London 13.250  05/04/2022 USD   72.090
Leonteq Securities AG/Gu11.000  10/31/2022 USD   62.970
Landesbank Baden-Wuertte5.650   5/27/2022  EUR   43.800
Vontobel Financial Produ12.400  3/16/2022  EUR   49.452
TransKomplektHolding OOO9.500   11/02/2028 RUB   70.000
Leonteq Securities AG/Gu25.000  09/07/2022 CHF   73.960
DVM Construction Fovalla3.000   7/29/2030  HUF   73.200
Leonteq Securities AG/Gu20.000  6/29/2022  CHF   69.460
Credit Suisse AG/London 15.000  6/29/2022  USD   37.830
Credit Suisse AG/London 10.500  07/08/2022 EUR   68.930
State of Saxony-Anhalt  0.217   07/03/2028 EUR   60.000
BNP Paribas Issuance BV 7.200   12/17/2024 SEK   65.980
Alteo Nyrt              2.450   10/08/2031 HUF   68.700
Raiffeisen Schweiz Genos3.400   3/21/2025  CHF   60.160
Credit Suisse AG/London 4.460   7/26/2023  USD   9.600
Zurcher Kantonalbank Fin7.000   11/22/2022 CHF   76.950
Zurcher Kantonalbank Fin8.000   5/16/2022  CHF   51.380
SALVATOR Vermoegensverwa9.500   12/31/2021 EUR   7.200
SAir Group              6.250   04/12/2005 CHF   12.625
Bibby Offshore Services 7.500   6/15/2021  GBP   11.625
LBI ehf                 7.431              USD   0.001
LBI ehf                 7.431              USD   0.001
Grupo Isolux Corsan SA  0.250   12/30/2018 EUR   0.083
Dolphin Drilling ASA    4.490   8/28/2019  NOK   0.644
MTS-Bank PAO            9.500   10/28/2029 RUB   51.620
Santander Consumer Bank 5.530              NOK   48.347
Credit Agricole Corporat5.400   1/31/2028  BRL   73.688
Waste Italia SpA        10.500  11/15/2019 EUR   0.550
Centrosolar Group AG    7.000   2/15/2016  EUR   2.505
Single Platform Investme1.548   10/31/2050 EUR   60.556
DeltaCredit Bank JSC    1.000   5/18/2026  RUB   70.000
Norske Skogindustrier AS7.000   12/30/2026 EUR   0.589
Hellas Telecommunication8.500   10/15/2013 EUR   0.839
Lehman Brothers Treasury5.103   6/22/2046  EUR   0.100
Pescanova SA            8.750   2/17/2019  EUR   0.319
Barclays Bank PLC       2.000   06/12/2029 TRY   22.185
Ahtium PLC              9.750   04/04/2017 EUR   0.726
Landesbank Baden-Wuertte5.400   2/25/2022  EUR   66.220
Danske Bank A/S         5.300   7/15/2023  SEK   43.690
Bank Vontobel AG        15.000  02/07/2022 USD   63.080
Bank Julius Baer & Co Lt14.500  02/10/2023 CHF   73.250
Leonteq Securities AG   24.360  9/13/2022  CHF   64.020
Vontobel Financial Produ16.000  3/25/2022  EUR   71.460
Credit Suisse AG/London 15.000  9/15/2022  USD   61.460
Credit Suisse AG/London 11.500  7/13/2022  CHF   76.690
Bank Julius Baer & Co Lt13.000  6/22/2022  CHF   71.150
Luzerner Kantonalbank AG15.500  09/07/2022 CHF   73.180
Leonteq Securities AG/Gu5.710   9/23/2022  USD   72.350
A-TEC Industries AG     2.750   05/10/2014 EUR   0.100
Lehman Brothers Treasury11.000  12/20/2017 AUD   0.100
Lehman Brothers Treasury10.600  4/22/2014  MXN   0.100
Getin Noble Bank SA     7.840   4/29/2024  PLN   58.135
Petromena ASA           10.850  11/19/2018 USD   0.622
DeltaCredit Bank JSC    1.000   7/28/2025  RUB   73.000
Barclays Bank PLC       1.450   9/24/2038  MXN   37.453
Turkey Government Bond  12.400  03/08/2028 TRY   64.500
Turkey Government Bond  12.600  10/01/2025 TRY   73.550
Santander Consumer Bank 5.530              NOK   48.347
Credit Agricole Corporat14.280  11/05/2026 TRY   72.728
Ukraine Government Bond 6.000   1/28/2032  UAH   56.455
Bank Otkritie Financial 0.010   7/16/2025  RUB   71.990
Bank Otkritie Financial 0.010   9/24/2025  RUB   69.840
Bilt Paper BV           10.360             USD   1.305
Turkey Government Bond  8.000   03/12/2025 TRY   66.000
Credit Agricole Corporat11.400  10/28/2025 TRY   64.656
UBS AG/London           21.250  2/18/2022  USD   47.050
JP Morgan Structured Pro13.000  12/22/2027 ZMW   68.291
Credit Suisse AG/London 16.000  6/27/2022  EUR   72.660
Bank Julius Baer & Co Lt29.500  6/27/2022  CHF   66.000
Laurel GmbH             7.125   11/16/2017 EUR   7.750
Region of Saratov Russia8.100   11/20/2024 RUB   75.000
Lehman Brothers Treasury10.442  11/22/2008 CHF   0.100
Deutsche Bank AG/London 0.500   04/05/2038 MXN   26.015
AlphaNotes ETP Dac      0.010   09/09/2029 USD   71.908
Turkey Government Bond  10.500  08/11/2027 TRY   59.000
Nutritek International C8.750   12/11/2008 USD   2.089
Irish Bank Resolution Co4.000   4/23/2018  EUR   33.250
OOO SPV Structural Inves0.010   09/01/2023 RUB   66.740
HSBC Bank PLC           0.500   6/23/2027  MXN   64.512
Minicentrales Dos SA    0.010   06/06/2047 EUR   66.783
Ukraine Government Bond 9.010   11/10/2031 UAH   72.594
SAir Group              2.750   7/30/2004  CHF   12.625
Zurcher Kantonalbank Fin11.500  3/25/2022  CHF   57.580
Raiffeisen Switzerland B10.000  6/15/2022  CHF   75.160
Landesbank Baden-Wuertte3.000   5/27/2022  EUR   37.160
Landesbank Baden-Wuertte7.750   5/27/2022  EUR   32.060
DZ Bank AG Deutsche Zent22.000  3/25/2022  EUR   74.780
Landesbank Baden-Wuertte3.400   2/24/2023  EUR   58.800
Vontobel Financial Produ7.000   3/25/2022  EUR   34.347
UniCredit Bank AG       6.200   4/13/2022  EUR   56.130
Landesbank Baden-Wuertte5.200   5/27/2022  EUR   34.170
Citigroup Global Markets13.200  12/18/2023 SEK   73.850
Landesbank Baden-Wuertte4.000   7/25/2025  EUR   66.320
Bank Julius Baer & Co Lt13.200  3/16/2022  CHF   61.700
Vontobel Financial Produ11.500  3/25/2022  EUR   70.420
Landesbank Baden-Wuertte2.000   2/25/2022  EUR   68.170
Landesbank Baden-Wuertte3.400   2/25/2022  EUR   72.980
UniCredit Bank AG       3.450   04/02/2024 EUR   70.760
UniCredit Bank AG       4.250   6/28/2022  EUR   40.560
UniCredit Bank AG       3.800   6/28/2022  EUR   48.940
UniCredit Bank AG       3.500   2/13/2023  EUR   38.250
Leonteq Securities AG/Gu7.000   11/07/2022 CHF   69.800
Leonteq Securities AG   11.200  11/07/2022 CHF   75.000
DekaBank Deutsche Giroze3.900   4/25/2022  EUR   34.700
Landesbank Baden-Wuertte2.500   8/25/2023  EUR   74.700
Landesbank Baden-Wuertte2.800   12/23/2022 EUR   71.420
UniCredit Bank AG       4.500   1/18/2022  EUR   46.840
UniCredit Bank AG       3.700   6/25/2022  EUR   51.700
Leonteq Securities AG/Gu11.000  08/10/2022 USD   73.500
UniCredit Bank AG       3.750   4/19/2022  EUR   56.730
Vontobel Financial Produ8.000   3/25/2022  EUR   60.950
Luzerner Kantonalbank AG25.000  03/09/2022 CHF   45.430
Leonteq Securities AG   22.340  4/14/2022  CHF   54.030
Zurcher Kantonalbank Fin15.000  4/26/2022  USD   55.640
UBS AG/London           11.750  10/14/2022 CHF   61.600
DZ Bank AG Deutsche Zent14.500  3/25/2022  EUR   73.610
Vontobel Financial Produ22.500  6/24/2022  EUR   73.290
Vontobel Financial Produ11.100  3/16/2022  EUR   74.336
DZ Bank AG Deutsche Zent18.200  3/25/2022  EUR   72.140
DZ Bank AG Deutsche Zent14.900  6/24/2022  EUR   72.730
DZ Bank AG Deutsche Zent22.600  4/25/2022  EUR   76.630
DZ Bank AG Deutsche Zent16.200  3/25/2022  EUR   74.400
UBS AG/London           6.250   4/14/2023  CHF   73.900
DZ Bank AG Deutsche Zent13.300  6/24/2022  EUR   74.490
Vontobel Financial Produ9.750   3/25/2022  EUR   33.213
Zurcher Kantonalbank Fin15.000  3/24/2022  USD   58.070
Goldman Sachs & Co Wertp23.000  5/25/2022  EUR   69.290
DZ Bank AG Deutsche Zent8.000   6/22/2022  EUR   66.580
Vontobel Financial Produ10.250  3/25/2022  EUR   72.675
Goldman Sachs & Co Wertp19.000  9/21/2022  EUR   73.390
Bank Julius Baer & Co Lt7.400   7/13/2022  CHF   72.450
Goldman Sachs & Co Wertp18.000  6/22/2022  EUR   74.450
Goldman Sachs & Co Wertp22.000  6/22/2022  EUR   70.550
Leonteq Securities AG/Gu15.000  4/13/2022  CHF   53.470
Landesbank Baden-Wuertte2.700   10/28/2022 EUR   74.620
Landesbank Baden-Wuertte2.500   1/28/2022  EUR   54.650
Goldman Sachs & Co Wertp19.000  5/25/2022  EUR   73.630
UniCredit Bank AG       3.250   3/29/2022  EUR   18.330
Landesbank Baden-Wuertte2.750   3/25/2022  EUR   54.850
Landesbank Baden-Wuertte4.000   2/25/2022  EUR   70.900
Landesbank Baden-Wuertte2.600   2/25/2022  EUR   70.610
Landesbank Baden-Wuertte4.800   3/25/2022  EUR   71.750
Landesbank Baden-Wuertte6.400   2/25/2022  EUR   62.420
Landesbank Baden-Wuertte3.900   2/25/2022  EUR   72.150
Landesbank Baden-Wuertte5.000   2/25/2022  EUR   66.940
Landesbank Baden-Wuertte3.800   2/25/2022  EUR   70.810
SG Issuer SA            7.500   1/20/2025  SEK   71.060
Raiffeisen Switzerland B4.800   11/23/2023 CHF   51.020
UniCredit Bank AG       4.450   12/29/2022 EUR   32.210
Vontobel Financial Produ6.700   03/07/2022 EUR   47.760
UniCredit Bank AG       3.750   3/26/2022  EUR   51.960
Landesbank Baden-Wuertte4.900   2/25/2022  EUR   71.380
Landesbank Baden-Wuertte3.700   2/25/2022  EUR   66.570
EFG International Financ7.000   5/23/2022  EUR   35.430
UniCredit Bank AG       5.050   01/11/2022 EUR   31.390
Societe Generale SA     1.580   9/16/2024  USD   2.970
Landesbank Baden-Wuertte6.500   5/27/2022  EUR   50.260
DZ Bank AG Deutsche Zent20.700  3/25/2022  EUR   70.630
DZ Bank AG Deutsche Zent17.900  6/24/2022  EUR   73.600
EFG International Financ23.000  3/17/2022  CHF   66.260
EFG International Financ17.000  3/17/2022  USD   60.120
Credit Suisse AG/London 10.000  3/17/2022  USD   52.390
UniCredit Bank AG       5.500   8/14/2023  EUR   73.590
Landesbank Baden-Wuertte2.800   4/25/2022  EUR   57.520
Erste Group Bank AG     4.350   2/28/2022  EUR   37.600
DZ Bank AG Deutsche Zent12.300  6/24/2022  EUR   74.280
Landesbank Baden-Wuertte7.200   4/25/2022  EUR   55.620
Landesbank Baden-Wuertte6.700   4/25/2022  EUR   45.240
Landesbank Baden-Wuertte4.450   4/25/2022  EUR   61.860
Landesbank Baden-Wuertte4.450   4/25/2022  EUR   49.720
EFG International Financ18.000  4/14/2022  CHF   56.850
Landesbank Baden-Wuertte10.000  4/25/2022  EUR   41.500
Leonteq Securities AG   7.000   03/09/2022 CHF   69.320
Landesbank Baden-Wuertte2.250   3/25/2022  EUR   70.400
Leonteq Securities AG/Gu3.750   2/20/2023  CHF   56.950
UniCredit Bank AG       3.800   12/29/2022 EUR   58.600
Landesbank Baden-Wuertte2.750   11/25/2022 EUR   73.060
Vontobel Financial Produ9.400   5/13/2022  EUR   43.190
DZ Bank AG Deutsche Zent20.200  3/25/2022  EUR   67.380
DZ Bank AG Deutsche Zent24.100  3/25/2022  EUR   62.470
DZ Bank AG Deutsche Zent18.800  5/27/2022  EUR   70.040
DZ Bank AG Deutsche Zent21.200  6/24/2022  EUR   66.890
DZ Bank AG Deutsche Zent19.000  9/23/2022  EUR   70.520
UniCredit Bank AG       6.500   9/15/2022  EUR   54.970
DekaBank Deutsche Giroze4.250   05/03/2022 EUR   64.980
Leonteq Securities AG/Gu21.420  05/11/2022 CHF   44.540
Landesbank Baden-Wuertte3.000   9/23/2022  EUR   53.930
Landesbank Baden-Wuertte3.250   12/23/2022 EUR   56.870
Landesbank Baden-Wuertte3.800   1/28/2022  EUR   42.290
Landesbank Baden-Wuertte2.600   1/28/2022  EUR   69.020
Corner Banca SA         15.000  03/07/2022 USD   49.950
Leonteq Securities AG   12.000  06/08/2022 CHF   49.230
Vontobel Financial Produ12.800  06/08/2022 USD   71.800
UBS AG/London           12.250  06/09/2022 CHF   50.600
Bank Vontobel AG        7.504   6/13/2022  CHF   47.960
Leonteq Securities AG   12.000  6/15/2022  CHF   58.940
EFG International Financ6.200   12/18/2023 USD   39.850
UBS AG/London           22.500  6/16/2022  USD   78.150
UBS AG/London           11.750  6/16/2022  CHF   69.450
UniCredit Bank AG       3.350   6/14/2022  EUR   47.820
UniCredit Bank AG       3.700   06/04/2022 EUR   54.730
Leonteq Securities AG   5.600   5/16/2022  CHF   61.100
Landesbank Baden-Wuertte2.300   7/22/2022  EUR   56.890
DekaBank Deutsche Giroze4.250   4/14/2022  EUR   33.910
Vontobel Financial Produ8.500   3/25/2022  EUR   72.376
DekaBank Deutsche Giroze3.000   12/29/2022 EUR   67.470
Bank Julius Baer & Co Lt16.000  05/11/2022 EUR   36.500
UniCredit Bank AG       3.750   1/18/2022  EUR   68.300
Zurcher Kantonalbank Fin7.000   08/10/2022 USD   61.800
Landesbank Baden-Wuertte2.300   2/25/2022  EUR   57.030
SecurAsset SA           5.250   6/30/2022  EUR   40.000
Leonteq Securities AG/Gu21.530  5/17/2022  CHF   40.710
UBS AG/London           10.500  11/14/2022 CHF   75.150
Leonteq Securities AG/Gu13.000  11/21/2022 USD   48.680
EFG International Financ14.000  05/12/2022 USD   59.370
UBS AG/London           14.750  11/14/2022 CHF   76.050
UniCredit Bank AG       4.300   7/26/2022  EUR   73.490
Vontobel Financial Produ23.500  3/25/2022  EUR   73.540
SG Issuer SA            11.170  7/20/2025  SEK   63.740
UBS AG/London           10.000  03/03/2022 CHF   48.850
Leonteq Securities AG/Gu20.000  06/01/2022 EUR   68.510
Vontobel Financial Produ7.500   3/25/2022  EUR   57.910
Bank Julius Baer & Co Lt8.350   03/04/2022 USD   51.300
Bank Vontobel AG        14.004  09/02/2022 CHF   72.500
Leonteq Securities AG   14.000  06/08/2022 CHF   57.700
Societe Generale Effekte3.000   7/22/2022  USD   5.850
Raiffeisen Switzerland B10.500  07/11/2024 USD   18.620
UniCredit Bank AG       3.200   09/10/2022 EUR   46.510
Leonteq Securities AG/Gu4.000   08/10/2022 CHF   64.420
Raiffeisen Switzerland B4.000   8/30/2022  CHF   37.500
Landesbank Baden-Wuertte3.000   9/23/2022  EUR   48.920
Societe Generale Effekte5.600   09/04/2023 EUR   38.210
UniCredit Bank AG       4.600   9/14/2022  EUR   69.870
UniCredit Bank AG       3.750   9/14/2022  EUR   59.130
UniCredit Bank AG       4.200   9/21/2022  EUR   42.600
EFG International Financ15.000  9/26/2022  CHF   60.750
Goldman Sachs & Co Wertp9.000   3/23/2022  EUR   71.240
Goldman Sachs & Co Wertp10.000  6/22/2022  EUR   69.770
Goldman Sachs & Co Wertp8.000   6/22/2022  EUR   74.800
Leonteq Securities AG   15.000  3/30/2022  CHF   60.310
Landesbank Baden-Wuertte3.500   10/28/2022 EUR   59.920
Landesbank Baden-Wuertte5.750   10/28/2022 EUR   55.450
DZ Bank AG Deutsche Zent17.100  3/25/2022  EUR   37.730
Bank Vontobel AG        6.007   9/26/2022  CHF   63.880
Bank Vontobel AG        6.007   9/26/2022  CHF   63.880
Bank Vontobel AG        4.255   6/27/2022  CHF   61.990
Bank Vontobel AG        14.006  9/26/2022  CHF   39.800
Bank Vontobel AG        12.751  6/27/2022  CHF   68.200
Raiffeisen Switzerland B14.000  3/29/2022  CHF   69.340
UBS AG/London           16.750  3/31/2022  CHF   67.550
UBS AG/London           16.000  9/30/2022  CHF   58.050
DZ Bank AG Deutsche Zent8.000   6/24/2022  EUR   73.360
Zurcher Kantonalbank Fin17.250  4/14/2022  CHF   67.040
BNP Paribas Emissions- u7.500   3/24/2022  EUR   74.550
BNP Paribas Emissions- u9.000   3/24/2022  EUR   73.420
BNP Paribas Emissions- u9.500   3/24/2022  EUR   72.120
BNP Paribas Emissions- u12.000  3/24/2022  EUR   70.660
BNP Paribas Emissions- u8.000   6/23/2022  EUR   73.990
BNP Paribas Emissions- u9.500   6/23/2022  EUR   73.320
Zurcher Kantonalbank Fin6.000   4/14/2022  CHF   93.000
Corner Banca SA         16.000  04/06/2022 CHF   67.220
Vontobel Financial Produ6.000   3/25/2022  EUR   63.700
Vontobel Financial Produ24.000  3/25/2022  EUR   72.800
Vontobel Financial Produ19.000  6/24/2022  EUR   73.230
Vontobel Financial Produ16.500  6/24/2022  EUR   69.342
Vontobel Financial Produ17.000  3/25/2022  EUR   67.740
Vontobel Financial Produ20.000  3/25/2022  EUR   68.426
Vontobel Financial Produ23.500  3/25/2022  EUR   69.222
Vontobel Financial Produ19.000  3/25/2022  EUR   74.510
Raiffeisen Switzerland B8.200   11/03/2022 CHF   60.110
Bank Vontobel AG        9.006   10/31/2022 CHF   56.420
UBS AG/London           13.000  05/06/2024 USD   71.920
EFG International Financ6.080   05/05/2022 USD   60.380
Leonteq Securities AG/Gu21.050  05/04/2022 CHF   62.320
Credit Suisse AG/London 8.250   05/05/2022 USD   52.550
UBS AG/London           12.750  11/07/2022 USD   65.250
UBS AG/London           14.500  11/07/2022 CHF   72.400
Societe Generale Effekte16.500  2/25/2022  EUR   73.730
Leonteq Securities AG/Gu22.080  05/06/2022 CHF   59.050
Bank Julius Baer & Co Lt8.700   05/06/2022 EUR   69.950
UBS AG/London           12.750  9/26/2022  CHF   73.200
UBS AG/London           12.250  3/24/2022  CHF   48.550
UBS AG/London           21.250  3/24/2022  USD   75.200
UBS AG/London           15.500  3/24/2022  CHF   58.550
Vontobel Financial Produ9.200   3/23/2022  EUR   53.410
Vontobel Financial Produ6.400   2/28/2022  EUR   40.650
Vontobel Financial Produ16.500  3/25/2022  EUR   72.177
Vontobel Financial Produ15.000  3/25/2022  EUR   74.615
Vontobel Financial Produ15.000  3/25/2022  EUR   74.217
Vontobel Financial Produ17.000  3/25/2022  EUR   66.350
Vontobel Financial Produ14.500  3/25/2022  EUR   69.450
Vontobel Financial Produ12.000  3/25/2022  EUR   72.990
Vontobel Financial Produ19.500  3/25/2022  EUR   63.630
Bank Julius Baer & Co Lt10.000  3/28/2022  USD   52.050
BNP Paribas Issuance BV 11.840  04/04/2022 EUR   63.900
Leonteq Securities AG/Gu16.000  3/25/2022  CHF   70.920
Corner Banca SA         14.000  9/26/2022  USD   59.630
Leonteq Securities AG   18.000  3/29/2022  CHF   55.920
DZ Bank AG Deutsche Zent6.250   3/23/2022  EUR   72.580
DZ Bank AG Deutsche Zent10.500  4/22/2022  EUR   51.270
Societe Generale Effekte21.500  1/28/2022  EUR   73.120
Vontobel Financial Produ16.750  3/25/2022  EUR   65.610
Zurcher Kantonalbank Fin9.650   6/24/2022  EUR   70.360
UniCredit Bank AG       5.350   2/27/2023  EUR   48.080
Leonteq Securities AG   16.000  06/10/2022 CHF   55.590
Vontobel Financial Produ19.500  3/25/2022  EUR   72.237
Raiffeisen Switzerland B9.000   03/08/2022 CHF   69.580
Zurcher Kantonalbank Fin18.500  3/18/2022  CHF   54.790
Vontobel Financial Produ17.750  3/25/2022  EUR   34.805
Goldman Sachs & Co Wertp23.000  1/26/2022  EUR   72.850
Vontobel Financial Produ18.500  3/25/2022  EUR   69.060
Vontobel Financial Produ16.000  3/25/2022  EUR   73.630
Vontobel Financial Produ21.500  3/25/2022  EUR   73.110
Zurcher Kantonalbank Fin10.000  1/14/2022  EUR   68.920
UBS AG/London           14.000  07/07/2022 USD   55.500
Raiffeisen Switzerland B10.500  02/08/2022 CHF   70.530
Vontobel Financial Produ14.000  3/25/2022  EUR   34.870
Vontobel Financial Produ15.000  3/25/2022  EUR   48.450
Vontobel Financial Produ16.500  3/25/2022  EUR   71.640
Vontobel Financial Produ18.000  3/25/2022  EUR   41.640
Vontobel Financial Produ15.500  3/25/2022  EUR   43.710
Vontobel Financial Produ17.000  3/25/2022  EUR   42.670
Vontobel Financial Produ12.000  3/25/2022  EUR   47.730
Raiffeisen Switzerland B8.000   02/09/2022 USD   68.210
Vontobel Financial Produ22.000  3/25/2022  EUR   70.920
Vontobel Financial Produ17.500  3/25/2022  EUR   32.910
Vontobel Financial Produ11.000  3/25/2022  EUR   49.380
UBS AG/London           14.000  02/10/2022 CHF   46.150
UBS AG/London           9.500   02/10/2023 CHF   71.650
UBS AG/London           7.750   08/10/2022 CHF   54.950
UBS AG/London           5.250   08/10/2022 CHF   72.500
Vontobel Financial Produ16.000  3/25/2022  EUR   47.140
Vontobel Financial Produ24.500  3/25/2022  EUR   38.790
Bank Vontobel AG        25.504  5/24/2022  CHF   64.640
Bank Vontobel AG        15.004  8/26/2022  CHF   51.240
Vontobel Financial Produ17.000  3/25/2022  EUR   62.680
Vontobel Financial Produ16.500  3/25/2022  EUR   71.930
Vontobel Financial Produ22.500  3/25/2022  EUR   64.250
Vontobel Financial Produ19.500  3/25/2022  EUR   67.820
Vontobel Financial Produ21.000  3/25/2022  EUR   65.950
Vontobel Financial Produ23.500  3/25/2022  EUR   62.550
Vontobel Financial Produ18.000  3/25/2022  EUR   69.780
Leonteq Securities AG/Gu9.000   6/30/2022  CHF   74.630
Vontobel Financial Produ21.500  3/25/2022  EUR   65.540
Vontobel Financial Produ23.000  3/25/2022  EUR   70.930
Raiffeisen Switzerland B11.000  08/05/2022 EUR   69.350
BNP Paribas Issuance BV 5.450   1/14/2022  EUR   55.150
Leonteq Securities AG   12.000  02/09/2022 CHF   37.280
Vontobel Financial Produ19.000  3/25/2022  EUR   43.760
Vontobel Financial Produ13.500  3/25/2022  EUR   46.350
Landesbank Baden-Wuertte4.050   10/28/2022 EUR   39.750
Landesbank Baden-Wuertte6.350   10/28/2022 EUR   36.840
Bank Julius Baer & Co Lt15.000  6/15/2022  USD   71.800
Vontobel Financial Produ11.500  6/24/2022  EUR   69.889
Vontobel Financial Produ16.000  6/24/2022  EUR   68.028
Vontobel Financial Produ5.500   6/24/2022  EUR   65.959
Vontobel Financial Produ18.000  6/24/2022  EUR   68.973
Raiffeisen Schweiz Genos10.000  12/14/2022 CHF   73.150
Landesbank Baden-Wuertte8.600   6/24/2022  EUR   57.690
Landesbank Baden-Wuertte5.100   6/24/2022  EUR   65.050
Landesbank Baden-Wuertte2.500   6/24/2022  EUR   52.000
Landesbank Baden-Wuertte7.150   6/24/2022  EUR   45.560
Vontobel Financial Produ3.750   01/03/2023 EUR   38.010
Leonteq Securities AG   15.000  6/15/2022  CHF   43.660
UniCredit Bank AG       4.000   11/21/2022 EUR   69.550
Landesbank Baden-Wuertte3.500   1/28/2022  EUR   45.430
Vontobel Financial Produ14.500  3/25/2022  EUR   44.970
EFG International Financ9.350   01/12/2023 CHF   63.580
Vontobel Financial Produ12.000  3/25/2022  EUR   36.000
Vontobel Financial Produ16.000  3/25/2022  EUR   33.890
EFG International Financ15.000  02/10/2022 EUR   65.210
Zurcher Kantonalbank Fin12.000  2/18/2022  CHF   74.790
Citigroup Global Markets12.379  11/13/2023 SEK   70.500
EFG International Financ12.000  03/03/2022 CHF   72.410
Vontobel Financial Produ11.000  3/25/2022  EUR   51.420
Vontobel Financial Produ8.500   3/25/2022  EUR   55.480
Bank Vontobel AG        8.758   06/02/2022 CHF   54.130
Bank Vontobel AG        7.250   06/03/2022 CHF   69.220
Leonteq Securities AG/Gu17.000  06/08/2022 USD   58.530
Bank Vontobel AG        15.004  8/26/2022  CHF   51.240
UBS AG/London           10.500  6/30/2022  CHF   73.300
SG Issuer SA            2.100   2/14/2033  EUR   29.910
Societe Generale Effekte17.000  3/25/2022  EUR   72.420
Vontobel Financial Produ14.500  3/25/2022  EUR   75.013
Vontobel Financial Produ7.500   3/25/2022  EUR   32.875
Vontobel Financial Produ20.500  3/25/2022  EUR   42.210
Vontobel Financial Produ16.250  3/25/2022  EUR   74.440
Raiffeisen Schweiz Genos5.000   04/05/2022 CHF   72.190
Goldman Sachs & Co Wertp7.000   3/23/2022  EUR   72.890
Landesbank Baden-Wuertte3.500   1/28/2022  EUR   41.990
Landesbank Baden-Wuertte5.700   1/28/2022  EUR   35.540
Landesbank Baden-Wuertte7.500   1/28/2022  EUR   72.970
Goldman Sachs & Co Wertp10.000  3/23/2022  EUR   69.510
DZ Bank AG Deutsche Zent5.000   12/23/2022 EUR   68.090
UBS AG/London           7.500   12/09/2022 CHF   74.250
Leonteq Securities AG/Gu21.880  06/10/2022 CHF   67.620
Leonteq Securities AG/Gu21.760  06/10/2022 CHF   55.010
Raiffeisen Schweiz Genos5.500   06/07/2023 CHF   69.540
Bank Vontobel AG        16.000  05/12/2022 CHF   46.270
Zurcher Kantonalbank Fin8.100   12/14/2022 USD   63.420
Corner Banca SA         15.000  05/12/2022 CHF   69.820
Raiffeisen Switzerland B8.000   08/12/2022 CHF   75.430
Vontobel Financial Produ11.000  6/24/2022  EUR   72.078
Zurcher Kantonalbank Fin11.000  6/21/2022  CHF   73.270
UniCredit Bank AG       3.500   10/08/2022 EUR   41.330
Bank Julius Baer & Co Lt8.550   5/13/2022  USD   55.950
Leonteq Securities AG/Gu9.450   5/13/2022  USD   63.030
Vontobel Financial Produ12.000  3/25/2022  EUR   70.620
Vontobel Financial Produ11.000  3/25/2022  EUR   74.486
Vontobel Financial Produ11.500  6/24/2022  EUR   74.884
Vontobel Financial Produ16.000  6/24/2022  EUR   74.963
Vontobel Financial Produ18.500  6/24/2022  EUR   74.270
Societe Generale SA     3.900   3/23/2022  USD   0.100
Leonteq Securities AG/Gu20.940  5/19/2022  CHF   67.950
Zurcher Kantonalbank Fin10.500  5/27/2022  USD   72.680
Vontobel Financial Produ16.350  3/14/2022  EUR   72.924
Leonteq Securities AG   20.000  3/15/2022  CHF   56.760
Leonteq Securities AG/Gu18.000  3/15/2022  USD   60.410
Bank Vontobel AG        25.008  3/14/2022  CHF   52.930
Landesbank Baden-Wuertte4.750   2/25/2022  EUR   39.570
Landesbank Baden-Wuertte3.400   2/25/2022  EUR   49.180
UniCredit Bank AG       12.700  2/25/2022  EUR   73.260
DZ Bank AG Deutsche Zent16.700  3/25/2022  EUR   72.810
Leonteq Securities AG/Gu23.180  4/29/2022  USD   42.560
Leonteq Securities AG/Gu22.520  07/06/2022 CHF   40.960
Vontobel Financial Produ12.500  6/24/2022  EUR   71.332
Vontobel Financial Produ5.000   6/24/2022  EUR   70.000
Bank Vontobel AG        7.500   01/03/2023 EUR   40.800
Bank Vontobel AG        9.250   01/04/2023 CHF   58.110
Landesbank Baden-Wuertte5.000   6/24/2022  EUR   74.840
UBS AG/London           11.250  12/09/2022 CHF   70.450
UBS AG/London           8.250   06/09/2023 CHF   74.400
UniCredit Bank AG       6.000   7/28/2023  EUR   35.270
Goldman Sachs & Co Wertp7.000   6/22/2022  EUR   72.200
Goldman Sachs & Co Wertp7.000   6/22/2022  EUR   72.200
UBS AG/London           10.000  07/08/2022 CHF   59.350
UBS AG/London           11.750  01/10/2022 CHF   70.350
UBS AG/London           12.750  01/10/2022 CHF   70.350
Vontobel Financial Produ8.700   04/04/2022 CHF   70.008
Vontobel Financial Produ16.000  6/24/2022  EUR   73.790
Vontobel Financial Produ17.000  6/24/2022  EUR   72.800
Vontobel Financial Produ16.000  3/25/2022  EUR   68.570
Vontobel Financial Produ14.500  3/25/2022  EUR   70.200
Vontobel Financial Produ13.000  6/24/2022  EUR   71.640
Vontobel Financial Produ15.000  6/24/2022  EUR   50.330
Vontobel Financial Produ12.500  6/24/2022  EUR   52.220
Vontobel Financial Produ10.500  6/24/2022  EUR   74.137
Leonteq Securities AG/Gu24.350  4/29/2022  CHF   62.790
Vontobel Financial Produ5.550   5/18/2022  EUR   48.970
UBS AG/London           8.000   12/16/2022 CHF   69.800
UBS AG/London           18.000  6/16/2022  USD   77.800
Vontobel Financial Produ20.000  6/24/2022  EUR   70.620
Vontobel Financial Produ18.000  6/24/2022  EUR   72.870
Zurcher Kantonalbank Fin14.000  6/24/2022  CHF   50.600
Bank Julius Baer & Co Lt8.200   9/19/2022  USD   61.050
Leonteq Securities AG/Gu20.760  6/17/2022  CHF   47.730
Vontobel Financial Produ20.500  6/24/2022  EUR   73.950
Bank Vontobel AG        7.502   12/12/2022 CHF   67.660
DZ Bank AG Deutsche Zent24.400  6/24/2022  EUR   69.120
DZ Bank AG Deutsche Zent17.600  6/24/2022  EUR   55.630
DZ Bank AG Deutsche Zent18.900  3/25/2022  EUR   72.420
Landesbank Baden-Wuertte10.500  6/24/2022  EUR   43.170
Landesbank Baden-Wuertte4.200   6/24/2022  EUR   48.990
Vontobel Financial Produ3.500   07/03/2023 EUR   63.930
Zurcher Kantonalbank Fin9.800   6/17/2022  USD   57.590
UBS AG/London           12.500  12/16/2022 CHF   74.450
UBS AG/London           9.000   6/16/2022  CHF   59.500
UBS AG/London           10.250  6/16/2022  CHF   71.300
Vontobel Financial Produ17.000  6/24/2022  EUR   73.550
Vontobel Financial Produ19.500  6/24/2022  EUR   73.910
Vontobel Financial Produ19.000  6/24/2022  EUR   73.750
Zurcher Kantonalbank Fin11.200  6/30/2022  CHF   71.850
EFG International Financ6.200   08/05/2022 EUR   41.600
Landesbank Baden-Wuertte3.400   11/25/2022 EUR   52.310
Landesbank Baden-Wuertte3.400   1/27/2023  EUR   56.440
SG Issuer SA            5.000   04/02/2024 EUR   58.230
UniCredit Bank AG       5.150   01/02/2023 EUR   52.350
Landesbank Baden-Wuertte3.500   5/27/2022  EUR   56.830
UBS AG/London           16.000  9/19/2022  CHF   57.950
Bank Vontobel AG        6.002   08/12/2022 EUR   71.540
Bank Julius Baer & Co Lt12.050  3/18/2022  USD   56.150
UBS AG/London           11.250  07/01/2022 CHF   62.800
UBS AG/London           13.750  01/03/2022 CHF   66.800
UniCredit Bank AG       7.200   2/25/2022  EUR   73.550
UniCredit Bank AG       7.900   2/25/2022  EUR   70.970
Societe Generale Effekte7.550   8/23/2024  EUR   71.780
UBS AG/London           14.750  2/17/2023  CHF   59.250
Bank Julius Baer & Co Lt8.500   2/18/2022  EUR   56.850
Landesbank Baden-Wuertte3.000   12/23/2022 EUR   57.590
Societe Generale SA     6.000   05/09/2022 USD   13.260
Zurcher Kantonalbank Fin8.500   06/10/2022 EUR   64.140
Leonteq Securities AG   12.000  3/15/2022  CHF   71.410
Leonteq Securities AG   16.000  3/15/2022  CHF   51.080
Leonteq Securities AG/Gu17.600  03/08/2022 USD   31.850
Zurcher Kantonalbank Fin16.250  05/04/2022 EUR   63.410
Landesbank Baden-Wuertte5.250   4/28/2023  EUR   56.490
Landesbank Baden-Wuertte3.150   4/28/2023  EUR   61.040
Landesbank Baden-Wuertte5.700   4/28/2023  EUR   40.470
Landesbank Baden-Wuertte4.350   4/28/2023  EUR   41.590
Landesbank Baden-Wuertte3.000   4/28/2023  EUR   43.350
DZ Bank AG Deutsche Zent22.600  3/25/2022  EUR   63.140
DZ Bank AG Deutsche Zent24.600  3/25/2022  EUR   74.490
Vontobel Financial Produ20.000  3/25/2022  EUR   72.700
Vontobel Financial Produ20.500  6/24/2022  EUR   48.626
Zurcher Kantonalbank Fin12.250  05/05/2022 CHF   60.450
UBS AG/London           13.500  4/29/2024  USD   72.700
UniCredit Bank AG       13.200  3/16/2022  EUR   60.400
Landesbank Baden-Wuertte3.000   12/23/2022 EUR   52.400
DekaBank Deutsche Giroze2.500   10/24/2023 EUR   56.080
UniCredit Bank AG       3.600   10/05/2022 EUR   59.820
UniCredit Bank AG       3.850   10/05/2023 EUR   67.250
DekaBank Deutsche Giroze2.600   10/24/2023 EUR   56.260
Danske Bank A/S         10.300  07/09/2023 SEK   11.600
UniCredit Bank AG       4.150   10/12/2022 EUR   74.770
EFG International Financ12.000  03/08/2023 CHF   75.360
Leonteq Securities AG/Gu11.000  05/05/2022 CHF   51.700
Landesbank Baden-Wuertte7.900   11/25/2022 EUR   59.440
Bank Julius Baer & Co Lt10.200  5/30/2023  EUR   13.900
Landesbank Baden-Wuertte6.600   11/25/2022 EUR   47.030
Bank Vontobel AG        13.005  10/03/2022 CHF   58.010
Vontobel Financial Produ5.500   6/17/2022  USD   50.705
Landesbank Baden-Wuertte5.100   11/25/2022 EUR   64.250
EFG International Financ17.000  6/23/2022  CHF   73.330
Raiffeisen Schweiz Genos13.000  09/06/2022 CHF   70.120
UBS AG/London           8.250   6/23/2022  CHF   65.650
UBS AG/London           7.750   6/23/2023  CHF   69.150
Leonteq Securities AG   23.460  02/04/2022 CHF   53.180
Bank Julius Baer & Co Lt7.450   9/26/2022  USD   73.450
Vontobel Financial Produ15.500  6/24/2022  EUR   74.130
UBS AG/London           10.250  12/23/2022 CHF   74.850
Leonteq Securities AG/Gu9.000   02/08/2023 CHF   70.260
UBS AG/London           9.750   12/23/2022 CHF   74.550
DZ Bank AG Deutsche Zent22.500  9/23/2022  EUR   76.630
Zurcher Kantonalbank Fin8.000   07/01/2022 CHF   74.170
Landesbank Baden-Wuertte6.200   1/28/2022  EUR   62.850
Raiffeisen Schweiz Genos17.000  09/07/2022 USD   74.240
UBS AG/London           12.750  10/28/2022 CHF   66.950
UBS AG/London           9.500   10/28/2022 CHF   72.000
Leonteq Securities AG/Gu10.000  10/05/2022 CHF   72.220
Zurcher Kantonalbank Fin15.000  02/04/2022 USD   53.010
EFG International Financ16.000  2/24/2022  CHF   65.430
Bank Vontobel AG        15.004  03/01/2022 EUR   43.600
Vontobel Financial Produ9.000   3/25/2022  EUR   43.660
Vontobel Financial Produ15.000  3/25/2022  EUR   38.450
Vontobel Financial Produ7.500   3/25/2022  EUR   46.100
Vontobel Financial Produ16.500  3/25/2022  EUR   45.810
Vontobel Financial Produ19.500  3/25/2022  EUR   42.680
Vontobel Financial Produ20.500  3/25/2022  EUR   41.790
Vontobel Financial Produ17.500  3/25/2022  EUR   44.690
Vontobel Financial Produ21.000  3/25/2022  EUR   40.840
Vontobel Financial Produ22.000  3/25/2022  EUR   40.070
Vontobel Financial Produ23.000  3/25/2022  EUR   39.350
Vontobel Financial Produ24.000  3/25/2022  EUR   38.680
Bank Vontobel AG        6.507   8/17/2022  CHF   65.470
Leonteq Securities AG/Gu14.000  8/26/2022  USD   51.250
DZ Bank AG Deutsche Zent10.250  3/23/2022  EUR   45.370
DZ Bank AG Deutsche Zent12.500  3/23/2022  EUR   73.820
EFG International Financ10.990  03/02/2022 EUR   71.030
Zurcher Kantonalbank Fin12.250  03/11/2022 CHF   74.130
Leonteq Securities AG/Gu17.600  06/08/2022 USD   63.540
Leonteq Securities AG/Gu16.400  06/02/2022 CHF   63.360
Landesbank Baden-Wuertte4.050   3/24/2023  EUR   51.570
Vontobel Financial Produ16.450  03/03/2023 EUR   70.993
DZ Bank AG Deutsche Zent13.700  3/25/2022  EUR   73.960
DZ Bank AG Deutsche Zent16.700  3/25/2022  EUR   46.290
DZ Bank AG Deutsche Zent7.900   3/25/2022  EUR   74.670
DZ Bank AG Deutsche Zent12.600  3/25/2022  EUR   32.450
DZ Bank AG Deutsche Zent16.300  3/25/2022  EUR   29.960
DZ Bank AG Deutsche Zent20.200  3/25/2022  EUR   28.410
Societe Generale Effekte20.250  3/25/2022  EUR   70.160
Zurcher Kantonalbank Fin26.500  8/31/2022  CHF   70.640
Zurcher Kantonalbank Fin27.500  8/31/2022  USD   70.310
Vontobel Financial Produ19.000  6/24/2022  EUR   73.252
Vontobel Financial Produ18.500  6/24/2022  EUR   74.506
Vontobel Financial Produ14.750  6/24/2022  EUR   74.565
Leonteq Securities AG/Gu25.020  8/23/2022  CHF   69.090
Vontobel Financial Produ8.000   6/24/2022  EUR   69.940
Vontobel Financial Produ9.500   9/23/2022  EUR   73.759
Vontobel Financial Produ20.500  9/23/2022  EUR   58.635
Vontobel Financial Produ8.000   9/23/2022  EUR   72.768
Raiffeisen Schweiz Genos8.500   2/20/2023  CHF   75.090
Raiffeisen Schweiz Genos12.000  8/23/2022  CHF   72.320
Raiffeisen Schweiz Genos18.000  8/23/2022  CHF   60.040
Zurcher Kantonalbank Fin13.750  09/01/2022 CHF   71.670
EFG International Financ14.000  8/25/2022  USD   59.540
EFG International Financ13.000  8/25/2022  CHF   62.940
UniCredit Bank AG       9.650   09/07/2022 EUR   62.820
DZ Bank AG Deutsche Zent24.800  3/25/2022  EUR   74.960
BNP Paribas Emissions- u12.000  3/24/2022  EUR   71.400
BNP Paribas Emissions- u14.000  6/23/2022  EUR   71.140
BNP Paribas Emissions- u10.000  9/22/2022  EUR   75.670
BNP Paribas Emissions- u12.000  9/22/2022  EUR   73.200
Landesbank Baden-Wuertte4.000   10/28/2022 EUR   65.010
Landesbank Baden-Wuertte6.500   10/28/2022 EUR   62.010
Vontobel Financial Produ12.250  6/24/2022  EUR   52.700
DZ Bank AG Deutsche Zent20.100  9/23/2022  EUR   51.750
Raiffeisen Schweiz Genos12.000  06/01/2022 CHF   62.780
Leonteq Securities AG   18.000  04/08/2022 CHF   61.740
UBS AG/London           14.250  10/07/2022 USD   67.050
Bank Julius Baer & Co Lt14.650  07/07/2022 USD   57.150
Leonteq Securities AG/Gu19.000  04/08/2022 USD   61.980
EFG International Financ24.000  06/07/2022 USD   42.690
UBS AG/London           9.500   04/11/2022 CHF   54.850
Landesbank Baden-Wuertte5.400   11/25/2022 EUR   47.950
Landesbank Baden-Wuertte4.350   11/25/2022 EUR   49.440
Leonteq Securities AG   18.000  04/12/2022 CHF   55.280
Landesbank Baden-Wuertte7.000   1/28/2022  EUR   62.180
Vontobel Financial Produ16.500  6/24/2022  EUR   38.666
Leonteq Securities AG/Gu3.910   03/03/2023 CHF   74.010
Zurcher Kantonalbank Fin17.250  09/02/2022 CHF   48.650
Corner Banca SA         20.000  8/30/2022  USD   75.500
Leonteq Securities AG/Gu13.000  11/30/2022 USD   76.260
Vontobel Financial Produ9.500   9/23/2022  EUR   74.526
Vontobel Financial Produ12.000  6/24/2022  EUR   73.481
Vontobel Financial Produ7.000   6/24/2022  EUR   73.013
Vontobel Financial Produ19.500  6/24/2022  EUR   75.341
Raiffeisen Schweiz Genos18.000  8/30/2022  CHF   70.450
Landesbank Baden-Wuertte4.800   8/25/2023  EUR   56.490
Landesbank Baden-Wuertte6.100   8/25/2023  EUR   55.360
BNP Paribas Emissions- u11.000  6/23/2022  EUR   54.410
BNP Paribas Emissions- u8.000   3/24/2022  EUR   57.580
BNP Paribas Emissions- u10.000  3/24/2022  EUR   53.780
BNP Paribas Emissions- u14.000  3/24/2022  EUR   51.000
BNP Paribas Emissions- u17.000  3/24/2022  EUR   46.770
BNP Paribas Emissions- u9.000   6/23/2022  EUR   55.670
Luzerner Kantonalbank AG7.500   6/15/2022  CHF   70.840
Leonteq Securities AG/Gu6.000   12/01/2023 CHF   70.640
Zurcher Kantonalbank Fin11.000  1/27/2022  USD   50.270
SG Issuer SA            1.400   12/28/2032 EUR   29.050
Landesbank Baden-Wuertte3.000   1/28/2022  EUR   44.720
Landesbank Baden-Wuertte5.550   1/28/2022  EUR   39.650
Zurcher Kantonalbank Fin7.500   4/29/2022  CHF   53.200
Zurcher Kantonalbank Fin8.000   4/29/2022  USD   53.280
UBS AG/London           15.250  7/21/2022  USD   73.700
Corner Banca SA         13.000  1/19/2022  CHF   58.560
Leonteq Securities AG/Gu15.000  1/19/2022  USD   53.940
Leonteq Securities AG/Gu20.960  1/19/2022  USD   55.740
Zurcher Kantonalbank Fin7.000   7/25/2022  CHF   73.270
Credit Suisse AG/London 12.000  4/15/2022  USD   53.820
Credit Suisse AG/London 11.000  4/19/2022  CHF   53.300
Zurcher Kantonalbank Fin10.200  1/27/2022  CHF   55.010
DZ Bank AG Deutsche Zent7.000   3/23/2022  EUR   72.750
Vontobel Financial Produ12.000  9/27/2022  EUR   73.390
Vontobel Financial Produ16.750  6/24/2022  EUR   75.202
EFG International Financ24.360  5/27/2022  CHF   68.290
Leonteq Securities AG/Gu24.600  8/26/2022  USD   71.950
Leonteq Securities AG   21.040  1/19/2022  CHF   54.060
SG Issuer SA            2.100   01/06/2033 EUR   30.650
SG Issuer SA            1.500   12/30/2032 EUR   48.570
Leonteq Securities AG/Gu8.130   2/21/2022  EUR   59.230
Credit Suisse AG/London 6.000   8/24/2022  CHF   74.950
UBS AG/London           7.000   2/21/2022  EUR   69.300
Leonteq Securities AG/Gu6.000   2/20/2023  CHF   66.440
Leonteq Securities AG/Gu4.000   2/21/2022  EUR   61.480
Landesbank Baden-Wuertte2.650   1/27/2023  EUR   70.230
Societe Generale SA     4.500   12/29/2022 USD   6.540
Landesbank Baden-Wuertte2.850   9/23/2022  EUR   55.770
Landesbank Baden-Wuertte4.700   9/23/2022  EUR   53.020
Leonteq Securities AG   22.220  9/16/2022  CHF   68.370
Leonteq Securities AG   17.200  9/20/2022  CHF   63.860
Landesbank Baden-Wuertte9.000   10/28/2022 EUR   59.640
Zurcher Kantonalbank Fin26.500  9/13/2022  USD   63.730
Zurcher Kantonalbank Fin25.500  9/13/2022  CHF   63.160
UBS AG/London           9.750   3/15/2023  CHF   72.700
Bank Vontobel AG        21.502  05/12/2022 CHF   63.350
Zurcher Kantonalbank Fin10.750  7/15/2022  EUR   62.630
Leonteq Securities AG   12.400  05/12/2022 CHF   56.460
Zurcher Kantonalbank Fin8.000   2/23/2022  CHF   55.030
Zurcher Kantonalbank Fin12.000  6/21/2022  CHF   69.850
Vontobel Financial Produ9.250   6/24/2022  EUR   74.535
Leonteq Securities AG   10.000  12/14/2022 CHF   72.450
DZ Bank AG Deutsche Zent9.410   8/26/2022  EUR   58.520
Vontobel Financial Produ7.350   6/15/2022  USD   58.950
Vontobel Financial Produ16.500  3/25/2022  EUR   73.360
Vontobel Financial Produ15.500  3/25/2022  EUR   74.790
Vontobel Financial Produ19.500  3/25/2022  EUR   64.060
Vontobel Financial Produ17.500  6/24/2022  EUR   48.800
Vontobel Financial Produ9.000   3/25/2022  EUR   56.670
Vontobel Financial Produ12.000  3/25/2022  EUR   53.090
Zurcher Kantonalbank Fin15.500  05/10/2022 CHF   72.660
Zurcher Kantonalbank Fin11.250  07/06/2022 EUR   45.490
Leonteq Securities AG/Gu20.000  07/06/2022 CHF   76.490
Vontobel Financial Produ8.000   6/24/2022  EUR   69.192
Vontobel Financial Produ8.500   6/24/2022  EUR   58.118
Societe Generale SA     6.000   06/06/2022 USD   2.310
Leonteq Securities AG   12.000  05/03/2022 CHF   76.390
Leonteq Securities AG/Gu24.190  8/30/2022  CHF   65.750
Leonteq Securities AG/Gu16.000  06/01/2022 USD   41.570
BNP Paribas Emissions- u13.000  6/23/2022  EUR   52.680
BNP Paribas Emissions- u8.500   3/24/2022  EUR   55.920
BNP Paribas Emissions- u13.000  3/24/2022  EUR   52.180
BNP Paribas Emissions- u15.000  3/24/2022  EUR   49.890
BNP Paribas Emissions- u8.000   6/23/2022  EUR   59.310
BNP Paribas Emissions- u8.500   6/23/2022  EUR   57.830
Vontobel Financial Produ18.750  6/24/2022  EUR   39.720
Vontobel Financial Produ14.500  6/24/2022  EUR   37.780
Societe Generale SA     18.000  05/02/2024 USD   55.600
Vontobel Financial Produ10.500  6/24/2022  EUR   58.550
Bank Julius Baer & Co Lt14.580  09/09/2022 USD   69.250
Vontobel Financial Produ17.850  03/10/2022 USD   73.978
Leonteq Securities AG   16.000  6/28/2022  CHF   53.230
Corner Banca SA         17.000  6/28/2022  EUR   72.050
Leonteq Securities AG   17.000  6/28/2022  CHF   65.720
Leonteq Securities AG/Gu8.000   12/28/2022 CHF   74.810
Leonteq Securities AG/Gu12.000  6/28/2022  CHF   36.100
Leonteq Securities AG/Gu22.560  6/24/2022  CHF   45.150
Leonteq Securities AG/Gu26.030  6/24/2022  CHF   63.610
Raiffeisen Schweiz Genos12.000  6/29/2022  CHF   72.750
Raiffeisen Schweiz Genos10.000  6/29/2022  CHF   73.060
Raiffeisen Schweiz Genos20.000  6/29/2022  CHF   66.640
Raiffeisen Schweiz Genos11.000  6/29/2022  CHF   72.150
Corner Banca SA         20.000  04/06/2022 USD   58.920
Bank Julius Baer & Co Lt10.000  06/02/2022 CHF   67.300
DZ Bank AG Deutsche Zent11.750  3/23/2022  EUR   73.230
DZ Bank AG Deutsche Zent11.000  6/22/2022  EUR   74.410
Vontobel Financial Produ23.950  06/03/2022 EUR   39.153
Zurcher Kantonalbank Fin15.000  4/20/2022  CHF   68.070
Leonteq Securities AG/Gu7.400   12/01/2023 USD   70.650
EFG International Financ7.100   04/06/2022 EUR   73.310
Landesbank Baden-Wuertte7.050   4/25/2022  EUR   39.260
Bank Vontobel AG        11.500  4/25/2022  USD   43.680
Landesbank Baden-Wuertte4.850   6/24/2022  EUR   37.490
Landesbank Baden-Wuertte2.700   4/25/2022  EUR   48.500
Landesbank Baden-Wuertte4.700   4/25/2022  EUR   43.170
Vontobel Financial Produ14.750  6/24/2022  EUR   68.725
Leonteq Securities AG/Gu10.000  11/17/2022 USD   73.480
Landesbank Baden-Wuertte4.100   1/28/2022  EUR   43.190
Landesbank Baden-Wuertte3.250   2/24/2023  EUR   59.460
Leonteq Securities AG/Gu8.500   11/14/2022 EUR   73.130
Leonteq Securities AG   8.500   11/17/2022 CHF   72.730
Vontobel Financial Produ21.000  6/24/2022  EUR   74.190
Leonteq Securities AG/Gu1.200   03/05/2026 EUR   #N/A N/A
Societe Generale Effekte22.000  3/25/2022  EUR   67.740
Goldman Sachs & Co Wertp25.000  1/26/2022  EUR   74.680
Goldman Sachs & Co Wertp21.000  2/23/2022  EUR   74.440
Vontobel Financial Produ18.500  6/24/2022  EUR   53.940
Vontobel Financial Produ7.000   6/24/2022  EUR   62.270
Leonteq Securities AG/Gu22.000  09/09/2022 CHF   64.760
Landesbank Baden-Wuertte4.050   8/26/2022  EUR   44.350
Vontobel Financial Produ0.212   02/03/2023 EUR   76.100
Raiffeisen Switzerland B9.000   7/29/2022  CHF   68.130
Vontobel Financial Produ18.350  9/23/2022  EUR   73.292
Vontobel Financial Produ15.000  6/24/2022  EUR   72.267
Vontobel Financial Produ9.500   6/24/2022  EUR   42.865
Bank Julius Baer & Co Lt11.000  6/27/2022  CHF   76.300
Vontobel Financial Produ14.000  6/24/2022  EUR   55.660
EFG International Financ15.000  02/03/2022 USD   42.450
Raiffeisen Switzerland B10.000  02/01/2022 CHF   75.060
UBS AG/London           10.250  08/03/2022 CHF   68.300
UBS AG/London           11.250  02/03/2023 CHF   57.800
UBS AG/London           19.750  02/03/2022 USD   35.250
DZ Bank AG Deutsche Zent7.000   12/23/2022 EUR   63.080
Leonteq Securities AG/Gu15.740  08/10/2022 USD   50.700
Leonteq Securities AG/Gu12.000  2/16/2022  CHF   48.270
Leonteq Securities AG/Gu24.870  6/14/2022  CHF   43.440
Credit Suisse AG/London 12.000  4/29/2022  USD   39.320
Vontobel Financial Produ18.000  6/24/2022  EUR   71.870
Vontobel Financial Produ18.000  3/25/2022  EUR   72.120
Vontobel Financial Produ15.000  6/24/2022  EUR   74.840
Vontobel Financial Produ19.500  3/25/2022  EUR   74.280
Vontobel Financial Produ18.000  6/24/2022  EUR   65.770
Vontobel Financial Produ12.000  3/25/2022  EUR   73.850
Vontobel Financial Produ10.000  6/24/2022  EUR   54.550
Vontobel Financial Produ7.500   6/24/2022  EUR   57.390
Vontobel Financial Produ15.000  3/25/2022  EUR   50.100
Zurcher Kantonalbank Fin15.250  07/06/2022 CHF   62.840
Landesbank Baden-Wuertte3.500   8/26/2022  EUR   43.950
Landesbank Baden-Wuertte5.450   8/26/2022  EUR   38.690
Landesbank Baden-Wuertte3.000   10/25/2024 EUR   47.980
Bank Julius Baer & Co Lt18.300  2/18/2022  USD   71.550
Bank Vontobel AG        6.500   2/20/2023  CHF   76.900
UniCredit Bank AG       4.450   09/11/2023 EUR   38.670
Leonteq Securities AG/Gu26.460  08/09/2022 CHF   59.160
Leonteq Securities AG/Gu16.000  6/21/2022  USD   55.410
SG Issuer SA            0.021   8/15/2033  EUR   25.080
Bank Julius Baer & Co Lt21.450  1/28/2022  EUR   68.050
Raiffeisen Schweiz Genos12.000  11/09/2022 CHF   70.200
Bank Julius Baer & Co Lt5.250   08/10/2022 CHF   69.850
Zurcher Kantonalbank Fin29.000  8/17/2022  CHF   71.360
Leonteq Securities AG/Gu22.310  08/10/2022 USD   42.510
BNP Paribas Emissions- u8.000   3/24/2022  EUR   75.100
BNP Paribas Emissions- u10.000  6/23/2022  EUR   73.260
Vontobel Financial Produ18.500  9/23/2022  EUR   73.411
Vontobel Financial Produ24.000  6/24/2022  EUR   72.545
Zurcher Kantonalbank Fin30.000  8/17/2022  USD   71.650
Bank Vontobel AG        13.259  7/29/2022  CHF   55.220
SG Issuer SA            1.400   03/07/2033 EUR   28.990
Leonteq Securities AG/Gu9.000   02/01/2023 CHF   68.940
Societe Generale SA     4.500   12/29/2022 USD   #N/A N/A
Vontobel Financial Produ16.000  6/24/2022  EUR   73.990
Vontobel Financial Produ19.500  6/24/2022  EUR   72.060
Vontobel Financial Produ18.000  6/24/2022  EUR   73.110
EFG International Financ17.000  9/15/2022  EUR   66.510
EFG International Financ7.000   2/21/2022  CHF   66.980
Vontobel Financial Produ19.000  9/23/2022  EUR   67.391
Vontobel Financial Produ15.000  9/23/2022  EUR   73.260
Vontobel Financial Produ19.500  6/24/2022  EUR   75.060
EFG International Financ22.900  6/15/2022  CHF   68.580
Landesbank Baden-Wuertte6.800   9/23/2022  EUR   50.970
SG Issuer SA            7.600   1/20/2025  SEK   72.620
EFG International Financ22.000  9/15/2022  CHF   72.450
Leonteq Securities AG   22.860  04/12/2022 CHF   40.240
Leonteq Securities AG/Gu24.600  10/07/2022 CHF   70.370
Leonteq Securities AG/Gu26.400  10/07/2022 CHF   73.190
Landesbank Baden-Wuertte3.150   6/24/2022  EUR   43.250
UniCredit Bank AG       4.200   7/26/2022  EUR   28.300
UniCredit Bank AG       4.450   7/23/2022  EUR   70.800
Bayerische Landesbank   2.000   1/28/2022  EUR   59.370
DZ Bank AG Deutsche Zent17.200  6/24/2022  EUR   47.600
DZ Bank AG Deutsche Zent10.300  3/25/2022  EUR   75.170
DZ Bank AG Deutsche Zent16.200  3/25/2022  EUR   69.260
DZ Bank AG Deutsche Zent8.900   6/24/2022  EUR   75.380
UBS AG/London           10.250  5/30/2023  CHF   66.650
Vontobel Financial Produ10.000  3/25/2022  EUR   39.260
Vontobel Financial Produ13.000  3/25/2022  EUR   36.230
Vontobel Financial Produ14.000  3/25/2022  EUR   48.200
Vontobel Financial Produ11.000  3/25/2022  EUR   62.120
Vontobel Financial Produ18.000  3/25/2022  EUR   66.110
DekaBank Deutsche Giroze4.000   07/07/2022 EUR   48.810
DZ Bank AG Deutsche Zent13.000  3/23/2022  EUR   73.470
Raiffeisen Schweiz Genos14.000  07/12/2022 CHF   70.150
Leonteq Securities AG/Gu22.870  06/09/2022 CHF   68.570
UBS AG/London           8.250   5/27/2022  CHF   74.200
Vontobel Financial Produ14.500  3/25/2022  EUR   73.680
Vontobel Financial Produ17.500  3/25/2022  EUR   69.410
Vontobel Financial Produ10.500  3/25/2022  EUR   32.129
EFG International Financ6.000   12/22/2023 USD   43.430
Raiffeisen Schweiz Genos16.200  9/14/2022  CHF   66.700
UBS AG/London           12.500  6/23/2022  USD   50.750
UBS AG/London           8.750   6/23/2022  CHF   49.350
Zurcher Kantonalbank Fin15.500  01/06/2022 CHF   69.400
Landesbank Baden-Wuertte3.100   7/22/2022  EUR   75.550
Landesbank Baden-Wuertte8.750   7/22/2022  EUR   62.730
Vontobel Financial Produ6.000   9/23/2022  EUR   73.550
SG Issuer SA            0.021   07/07/2033 EUR   27.430
Landesbank Baden-Wuertte5.850   7/22/2022  EUR   67.710
DZ Bank AG Deutsche Zent9.000   2/23/2022  EUR   37.720
DZ Bank AG Deutsche Zent12.250  2/23/2022  EUR   65.550
Corner Banca SA         20.000  9/13/2022  CHF   66.260
Leonteq Securities AG/Gu18.000  9/13/2022  USD   73.400
UBS AG/London           13.000  6/23/2022  CHF   51.400
Bank Vontobel AG        14.250  11/07/2022 CHF   52.640
Araratbank OJSC         5.250   09/11/2022 USD   25.464
Landesbank Baden-Wuertte3.050   9/23/2022  EUR   52.790
Vontobel Financial Produ11.500  12/23/2022 EUR   69.940
Vontobel Financial Produ5.500   12/23/2022 EUR   74.680
Vontobel Financial Produ15.000  12/23/2022 EUR   68.960
Leonteq Securities AG/Gu22.800  11/11/2022 CHF   60.850
Bayerische Landesbank   2.000   2/18/2022  EUR   58.300
UniCredit Bank AG       3.500   8/24/2022  EUR   56.960
Vontobel Financial Produ8.500   12/23/2022 EUR   72.000
Credit Suisse AG/London 11.500  06/01/2022 EUR   65.800
Vontobel Financial Produ10.000  6/24/2022  EUR   63.740
Vontobel Financial Produ9.750   6/24/2022  EUR   54.476
Vontobel Financial Produ7.000   3/25/2022  EUR   43.200
Vontobel Financial Produ9.500   3/25/2022  EUR   64.580
Leonteq Securities AG   5.400   7/25/2022  CHF   61.940
Vontobel Financial Produ13.500  3/25/2022  EUR   74.290
Vontobel Financial Produ16.500  3/25/2022  EUR   68.580
Bank Julius Baer & Co Lt10.150  4/25/2022  USD   52.300
SG Issuer SA            0.021   6/14/2033  EUR   28.190
Vontobel Financial Produ18.650  06/09/2022 EUR   43.160
Vontobel Financial Produ14.000  6/24/2022  EUR   70.746
EFG International Financ6.000   7/13/2022  EUR   77.780
Leonteq Securities AG   20.410  9/14/2022  CHF   66.480
Vontobel Financial Produ22.250  12/23/2022 EUR   73.172
DZ Bank AG Deutsche Zent7.000   3/23/2022  EUR   72.170
DZ Bank AG Deutsche Zent13.500  6/22/2022  EUR   75.660
Zurcher Kantonalbank Fin15.000  7/20/2022  CHF   74.360
DZ Bank AG Deutsche Zent12.000  6/22/2022  EUR   73.550
Credit Suisse AG/London 11.000  06/08/2022 CHF   67.800
EFG International Financ7.000   12/29/2022 USD   32.700
DZ Bank AG Deutsche Zent17.800  3/25/2022  EUR   59.300
Landesbank Baden-Wuertte3.150   7/22/2022  EUR   51.220
Landesbank Baden-Wuertte4.500   7/22/2022  EUR   49.200
Vontobel Financial Produ14.000  3/25/2022  EUR   66.180
Vontobel Financial Produ8.000   3/25/2022  EUR   40.980
Vontobel Financial Produ9.000   06/08/2022 EUR   56.560
Leonteq Securities AG/Gu10.000  07/06/2022 EUR   73.790
Vontobel Financial Produ12.000  3/25/2022  EUR   59.760
Vontobel Financial Produ15.000  3/25/2022  EUR   71.300
Vontobel Financial Produ11.500  3/25/2022  EUR   37.650
Vontobel Financial Produ8.000   3/25/2022  EUR   58.030
Leonteq Securities AG/Gu7.000   07/06/2022 EUR   50.800
Vontobel Financial Produ11.000  3/25/2022  EUR   70.300
Leonteq Securities AG/Gu12.000  10/11/2022 CHF   64.420
Leonteq Securities AG/Gu10.000  4/29/2022  USD   44.890
Corner Banca SA         15.000  05/02/2022 USD   46.460
Zurcher Kantonalbank Fin8.000   2/25/2022  CHF   68.280
SG Issuer SA            0.800   10/28/2030 EUR   20.150
Leonteq Securities AG/Gu23.690  06/03/2022 CHF   42.580
SG Issuer SA            0.500   10/29/2030 EUR   52.050
Landesbank Baden-Wuertte6.600   1/27/2023  EUR   75.050
Landesbank Baden-Wuertte8.750   1/27/2023  EUR   71.690
Banque Internationale a 7.500   7/28/2022  USD   73.740
Landesbank Baden-Wuertte7.200   1/27/2023  EUR   51.190
UniCredit Bank AG       12.400  8/17/2022  EUR   72.430
Landesbank Baden-Wuertte3.300   1/27/2023  EUR   55.640
Landesbank Baden-Wuertte5.150   1/27/2023  EUR   53.140
Vontobel Financial Produ14.000  4/26/2022  CHF   44.496
Bank Julius Baer & Co Lt9.600   7/29/2022  USD   60.900
Leonteq Securities AG/Gu20.000  08/03/2022 CHF   68.640
Landesbank Baden-Wuertte3.800   6/23/2023  EUR   65.970
Bank Vontobel AG        8.005   12/27/2022 CHF   76.100
Landesbank Baden-Wuertte2.800   6/23/2023  EUR   48.840
Landesbank Baden-Wuertte2.600   6/23/2023  EUR   68.840
UniCredit Bank AG       9.800   7/27/2022  EUR   67.930
Landesbank Baden-Wuertte5.000   6/23/2023  EUR   63.590
Leonteq Securities AG   20.400  10/26/2022 CHF   72.850
UBS AG/London           10.000  1/18/2022  USD   45.950
Vontobel Financial Produ17.750  6/24/2022  EUR   58.546
EFG International Financ17.000  6/30/2022  CHF   70.730
Landesbank Baden-Wuertte2.200   1/27/2023  EUR   41.670
UniCredit Bank AG       5.450   3/15/2022  EUR   39.270
UBS AG/London           14.750  5/25/2022  CHF   53.900
Corner Banca SA         12.000  06/01/2022 CHF   50.870
Landesbank Baden-Wuertte3.200   11/25/2022 EUR   53.280
Landesbank Baden-Wuertte5.100   11/25/2022 EUR   48.700
UBS AG/London           10.000  06/02/2022 CHF   70.050
UBS AG/London           15.000  06/03/2022 USD   48.500
Leonteq Securities AG/Gu21.520  07/01/2022 CHF   39.980
Leonteq Securities AG/Gu25.460  07/01/2022 CHF   46.460
Bank Julius Baer & Co Lt9.000   07/01/2022 USD   58.300
Zurcher Kantonalbank Fin10.000  01/07/2022 CHF   73.310
Corner Banca SA         16.000  07/06/2022 CHF   66.410
UBS AG/London           13.250  4/29/2022  CHF   61.200
DekaBank Deutsche Giroze2.800   05/02/2022 EUR   46.520
Landesbank Baden-Wuertte2.300   6/24/2022  EUR   49.120
Leonteq Securities AG   29.500  9/27/2022  CHF   75.540
Vontobel Financial Produ6.000   12/23/2022 EUR   69.490
Vontobel Financial Produ9.000   12/23/2022 EUR   67.440
Vontobel Financial Produ11.000  12/23/2022 EUR   73.769
Vontobel Financial Produ12.000  12/23/2022 EUR   65.980
Zurcher Kantonalbank Fin20.500  08/09/2022 CHF   65.750
DZ Bank AG Deutsche Zent6.000   9/21/2022  EUR   74.060
Vontobel Financial Produ9.400   12/30/2022 CHF   53.849
Leonteq Securities AG   23.390  4/19/2022  CHF   52.970
Credit Suisse AG/London 11.000  4/15/2022  USD   58.940
Vontobel Financial Produ9.000   6/24/2022  EUR   70.940
Vontobel Financial Produ11.500  6/24/2022  EUR   69.100
Vontobel Financial Produ14.000  6/24/2022  EUR   67.530
Vontobel Financial Produ7.500   3/25/2022  EUR   72.990
Vontobel Financial Produ10.000  3/25/2022  EUR   70.170
Vontobel Financial Produ7.000   6/24/2022  EUR   73.310
Vontobel Financial Produ18.000  6/24/2022  EUR   71.770
Vontobel Financial Produ19.000  6/24/2022  EUR   71.120
Vontobel Financial Produ19.500  3/25/2022  EUR   72.490
Vontobel Financial Produ18.500  3/25/2022  EUR   73.580
Vontobel Financial Produ21.500  3/25/2022  EUR   70.440
Vontobel Financial Produ15.500  6/24/2022  EUR   74.210
Vontobel Financial Produ16.500  6/24/2022  EUR   73.440
Vontobel Financial Produ19.500  6/24/2022  EUR   70.270
Vontobel Financial Produ17.500  6/24/2022  EUR   72.700
Vontobel Financial Produ20.500  3/25/2022  EUR   71.440
Vontobel Financial Produ13.000  3/25/2022  EUR   67.760
EFG International Financ6.500   4/20/2022  CHF   76.870
Leonteq Securities AG/Gu8.410   4/21/2022  EUR   63.400
EFG International Financ16.000  10/27/2022 CHF   72.530
Bank Vontobel AG        13.008  1/17/2022  CHF   51.140
EFG International Financ5.500   4/20/2022  USD   62.610
DZ Bank AG Deutsche Zent11.500  3/23/2022  EUR   73.150
DZ Bank AG Deutsche Zent6.750   6/22/2022  EUR   75.820
Vontobel Financial Produ13.000  6/24/2022  EUR   65.561
UniCredit Bank AG       7.000   3/29/2022  EUR   29.390
Leonteq Securities AG/Gu21.100  4/21/2022  CHF   54.820
DZ Bank AG Deutsche Zent22.700  3/25/2022  EUR   64.390
DZ Bank AG Deutsche Zent23.500  3/25/2022  EUR   64.440
Vontobel Financial Produ10.000  6/24/2022  EUR   43.631
Vontobel Financial Produ12.900  4/26/2022  EUR   34.079
Bank Julius Baer & Co Lt11.150  4/22/2022  CHF   74.800
Bank Julius Baer & Co Lt16.250  4/22/2022  USD   72.700
Leonteq Securities AG   10.000  7/20/2022  CHF   44.640
Leonteq Securities AG/Gu12.000  4/22/2022  USD   50.550
Leonteq Securities AG   23.030  4/22/2022  CHF   62.300
Bank Julius Baer & Co Lt22.500  4/27/2022  USD   76.950
Leonteq Securities AG   15.000  08/02/2022 CHF   48.800
Leonteq Securities AG/Gu17.000  08/02/2022 USD   57.300
Leonteq Securities AG/Gu10.000  1/30/2023  USD   71.250
Vontobel Financial Produ9.500   6/24/2022  EUR   45.163
Landesbank Baden-Wuertte7.200   7/22/2022  EUR   46.680
Landesbank Baden-Wuertte9.250   7/22/2022  EUR   45.690
Vontobel Financial Produ13.000  9/23/2022  EUR   70.170
Vontobel Financial Produ18.000  9/23/2022  EUR   66.700
Vontobel Financial Produ11.500  9/23/2022  EUR   72.730
Vontobel Financial Produ15.000  9/23/2022  EUR   70.140
Leonteq Securities AG/Gu24.610  7/15/2022  CHF   74.510
Leonteq Securities AG/Gu28.010  4/19/2022  CHF   27.550
Vontobel Financial Produ10.750  6/24/2022  EUR   74.366
Leonteq Securities AG/Gu7.000   7/22/2022  CHF   70.310
Bank Julius Baer & Co Lt7.200   1/26/2022  CHF   65.700
Societe Generale Effekte16.465  04/06/2022 EUR   62.900
Raiffeisen Switzerland B12.000  1/25/2022  CHF   52.160
Leonteq Securities AG/Gu10.000  4/26/2022  EUR   63.810
Leonteq Securities AG   15.000  1/25/2022  CHF   51.530
Bank Julius Baer & Co Lt10.800  5/25/2022  USD   59.150
DZ Bank AG Deutsche Zent18.400  6/24/2022  EUR   56.520
DZ Bank AG Deutsche Zent13.300  6/24/2022  EUR   70.690
Leonteq Securities AG/Gu6.000   11/27/2023 CHF   70.770
DZ Bank AG Deutsche Zent10.000  6/20/2022  EUR   #N/A N/A
UniCredit Bank AG       8.200   2/16/2022  EUR   60.620
Leonteq Securities AG   12.000  1/25/2022  CHF   74.900
Leonteq Securities AG/Gu13.000  7/25/2022  USD   56.080
DZ Bank AG Deutsche Zent9.750   3/23/2022  EUR   73.920
Bank Julius Baer & Co Lt14.500  1/13/2023  USD   57.000
Bank Vontobel AG        6.504   12/05/2022 CHF   66.570
Bank Vontobel AG        6.504   12/05/2022 CHF   66.570
Bank Vontobel AG        20.004  08/10/2022 CHF   72.400
UBS AG/London           15.250  2/24/2022  USD   40.750
UBS AG/London           6.500   8/24/2022  CHF   51.000
Vontobel Financial Produ12.000  3/25/2022  EUR   73.630
Vontobel Financial Produ16.000  3/25/2022  EUR   64.940
Vontobel Financial Produ13.500  3/25/2022  EUR   68.980
Zurcher Kantonalbank Fin23.000  2/25/2022  USD   66.660
Credit Suisse AG/London 8.100   8/23/2022  CHF   68.010
Credit Suisse AG/London 11.000  2/23/2022  USD   45.000
Vontobel Financial Produ18.500  3/25/2022  EUR   61.470
Vontobel Financial Produ21.000  3/25/2022  EUR   58.490
Landesbank Baden-Wuertte3.050   3/25/2022  EUR   48.370
Landesbank Baden-Wuertte5.000   3/25/2022  EUR   44.200
Landesbank Baden-Wuertte7.300   3/25/2022  EUR   40.910
Credit Suisse AG/London 11.750  2/18/2022  USD   44.410
Bank Vontobel AG        10.508  8/19/2022  CHF   52.140
Leonteq Securities AG   15.000  5/19/2022  CHF   49.660
Vontobel Financial Produ21.500  3/25/2022  EUR   73.080
Vontobel Financial Produ13.500  3/25/2022  EUR   66.070
Leonteq Securities AG   14.000  5/19/2022  CHF   71.710
Bank Vontobel AG        10.507  8/19/2022  CHF   52.140
Leonteq Securities AG   15.000  8/19/2022  CHF   68.140
Corner Banca SA         19.000  5/23/2022  USD   51.660
Vontobel Financial Produ23.000  3/25/2022  EUR   70.940
Vontobel Financial Produ10.500  3/25/2022  EUR   70.190
Leonteq Securities AG   17.000  2/23/2022  CHF   85.500
UniCredit Bank AG       4.150   7/26/2022  EUR   44.840
UniCredit Bank AG       3.650   7/23/2022  EUR   52.310
DZ Bank AG Deutsche Zent23.200  6/24/2022  EUR   71.740
DZ Bank AG Deutsche Zent16.100  3/25/2022  EUR   58.370
UBS AG/London           10.500  1/23/2023  CHF   70.250
UBS AG/London           8.250   7/21/2022  USD   65.650
Credit Suisse AG/London 11.500  8/25/2022  USD   61.010
Credit Suisse AG/London 10.000  09/09/2022 USD   76.090
Credit Suisse AG/London 8.500   6/24/2022  CHF   64.320
Credit Suisse AG/London 15.000  6/27/2022  USD   55.280
UBS AG/London           19.000  2/17/2022  CHF   64.500
Credit Suisse AG/London 11.750  09/08/2022 USD   69.540
Credit Suisse AG/London 10.500  09/12/2022 CHF   65.780
Credit Suisse AG/London 8.500   9/13/2022  CHF   65.580
UBS AG/London           11.000  6/30/2022  CHF   66.450
UBS AG/London           14.500  6/30/2022  CHF   70.200
Credit Suisse AG/London 11.000  12/20/2022 CHF   66.320
Credit Suisse AG/London 10.250  9/21/2022  CHF   62.410
UBS AG/London           11.000  7/21/2023  USD   65.200
Credit Suisse AG/London 12.000  6/30/2022  CHF   47.380
Credit Suisse AG/London 11.500  07/04/2022 CHF   66.130
Credit Suisse AG/London 12.500  8/18/2022  CHF   69.070
UBS AG/London           10.000  2/20/2023  EUR   69.050
UBS AG/London           9.250   2/20/2023  CHF   70.700
UBS AG/London           14.750  3/22/2023  USD   74.800
Credit Suisse AG/London 9.000   10/07/2022 CHF   72.860
Credit Suisse AG/London 15.000  10/14/2022 USD   59.490
UBS AG/London           9.250   03/01/2023 CHF   66.850
UBS AG/London           20.250  03/01/2023 CHF   75.550
UBS AG/London           9.750   03/01/2023 CHF   71.400
Credit Suisse AG/London 14.500  9/30/2022  USD   58.490
UBS AG/London           10.250  03/09/2023 USD   74.650
UBS AG/London           15.750  03/09/2023 USD   70.950
UBS AG/London           8.000   01/09/2023 CHF   74.650
Zurcher Kantonalbank Fin15.000  9/23/2022  CHF   64.610
UBS AG/London           9.250   2/13/2023  USD   55.350
UBS AG/London           9.250   2/20/2023  CHF   71.950
Bank Vontobel AG        8.750   4/18/2023  CHF   76.100
UBS AG/London           15.000  09/09/2022 USD   68.950
Bank Vontobel AG        10.000  11/28/2022 CHF   68.900
Bank Vontobel AG        17.000  09/05/2022 CHF   76.100
Bank Vontobel AG        19.000  12/05/2022 CHF   75.600
Bank Vontobel AG        19.500  09/05/2022 CHF   56.320
Zurcher Kantonalbank Fin25.000  9/20/2022  CHF   62.340
Credit Suisse AG/London 12.500  7/14/2022  USD   40.230
Credit Suisse AG/London 7.500   10/20/2022 USD   72.110
UBS AG/London           12.250  4/13/2023  CHF   75.650
UBS AG/London           10.750  3/15/2023  CHF   69.150
UBS AG/London           15.250  9/15/2023  USD   70.550
UBS AG/London           18.250  3/15/2023  CHF   68.300
UBS AG/London           12.000  3/22/2023  CHF   71.650
UBS AG/London           8.500   9/22/2022  CHF   #N/A N/A
UBS AG/London           10.250  1/17/2023  USD   64.750
UBS AG/London           21.250  7/14/2022  CHF   73.050
Zurcher Kantonalbank Fin19.500  09/08/2022 CHF   63.360
Credit Suisse AG/London 10.000  7/22/2022  CHF   48.530
Credit Suisse AG/London 16.000  7/22/2022  USD   40.810
Bank Vontobel AG        8.500   1/23/2023  CHF   70.520
Leonteq Securities AG/Gu10.000  02/01/2023 CHF   55.150
UBS AG/London           20.250  7/28/2022  USD   47.950
UBS AG/London           28.500  7/28/2022  USD   70.150
Credit Suisse AG/London 16.000  08/05/2022 USD   62.410
Credit Suisse AG/London 10.250  11/09/2022 USD   56.920
UBS AG/London           13.000  3/29/2023  USD   75.750
Credit Suisse AG/London 10.000  11/30/2022 CHF   75.440
Credit Suisse AG/London 8.500   6/30/2022  CHF   53.530
Bank Vontobel AG        20.000  12/19/2022 CHF   67.460
Credit Suisse AG/London 15.250  9/19/2022  EUR   69.440
Credit Suisse AG/London 13.000  6/30/2022  USD   47.520
Credit Suisse AG/London 15.000  07/07/2022 USD   52.490
Credit Suisse AG/London 13.500  8/17/2022  CHF   43.920
Credit Suisse AG/London 11.500  8/23/2022  CHF   74.110
Zurcher Kantonalbank Fin21.000  10/04/2022 CHF   75.450
UBS AG/London           7.000   8/18/2022  USD   63.900
UBS AG/London           13.500  07/07/2022 CHF   52.550
UBS AG/London           12.250  07/08/2022 USD   74.550
Zurcher Kantonalbank Fin19.500  9/15/2022  USD   70.160
UBS AG/London           14.000  08/04/2022 USD   75.500
Bank Vontobel AG        20.000  9/26/2022  CHF   64.680
UBS AG/London           11.500  03/01/2023 USD   76.700
UBS AG/London           11.250  03/01/2023 CHF   72.450
Credit Suisse AG/London 10.000  12/28/2022 USD   74.020
Credit Suisse AG/London 11.500  9/29/2022  CHF   70.090
Landesbank Baden-Wuertte2.500   6/24/2022  EUR   55.660
Landesbank Baden-Wuertte3.400   8/23/2024  EUR   43.000
Leonteq Securities AG/Gu4.000   4/19/2022  EUR   50.270
Vontobel Financial Produ20.000  6/24/2022  EUR   64.600
Leonteq Securities AG/Gu22.130  07/08/2022 CHF   57.600
UBS AG/London           11.000  11/30/2022 CHF   69.500
Leonteq Securities AG/Gu12.000  06/08/2022 CHF   38.310
SG Issuer SA            2.100   5/16/2033  EUR   30.650
Leonteq Securities AG/Gu10.000  07/06/2022 EUR   49.740
Zurcher Kantonalbank Fin6.500   6/14/2022  CHF   70.820
Vontobel Financial Produ16.000  6/24/2022  EUR   69.859
Vontobel Financial Produ12.500  6/24/2022  EUR   70.490
Vontobel Financial Produ15.000  6/24/2022  EUR   68.230
Vontobel Financial Produ13.000  6/24/2022  EUR   73.150
Vontobel Financial Produ11.000  6/24/2022  EUR   74.680
Leonteq Securities AG/Gu9.500   12/07/2022 CHF   74.300
Credit Suisse AG/London 10.250  06/02/2022 USD   61.480
Leonteq Securities AG/Gu8.000   12/07/2022 CHF   75.330
Zurcher Kantonalbank Fin10.000  6/14/2022  CHF   70.960
DZ Bank AG Deutsche Zent16.800  9/23/2022  EUR   50.980
Societe Generale SA     11.180  9/14/2023  USD   72.333
Vontobel Financial Produ4.050   7/15/2022  EUR   28.770
Leonteq Securities AG   15.000  9/13/2022  CHF   66.760
Leonteq Securities AG   10.000  03/10/2023 CHF   69.660
Leonteq Securities AG   13.000  6/21/2022  CHF   51.800
EFG International Financ9.430   7/19/2022  USD   70.690
Leonteq Securities AG/Gu10.000  07/12/2023 CHF   73.520
Vontobel Financial Produ10.500  6/24/2022  EUR   73.290
Leonteq Securities AG/Gu2.600   5/27/2026  EUR   #N/A N/A
Vontobel Financial Produ17.500  6/24/2022  EUR   66.270
Vontobel Financial Produ14.500  6/24/2022  EUR   71.520
Erste Group Bank AG     6.500   6/30/2022  EUR   74.850
Bank Julius Baer & Co Lt12.400  4/26/2022  USD   71.000
Bank Julius Baer & Co Lt11.700  4/26/2022  CHF   31.850
Vontobel Financial Produ15.500  6/24/2022  EUR   49.190
Vontobel Financial Produ9.500   6/24/2022  EUR   53.520
DZ Bank AG Deutsche Zent9.250   6/22/2022  EUR   72.260
Leonteq Securities AG/Gu10.000  10/26/2022 USD   56.710
Vontobel Financial Produ7.000   6/24/2022  EUR   56.880
Vontobel Financial Produ7.500   3/25/2022  EUR   55.250
Landesbank Baden-Wuertte4.700   3/25/2022  EUR   38.940
Bank Julius Baer & Co Lt7.300   2/22/2022  EUR   55.200
DZ Bank AG Deutsche Zent7.600   3/25/2022  EUR   72.970
Zuercher Kantonalbank   8.624   4/25/2022  CHF   0.769
Bank Julius Baer & Co Lt12.850  4/26/2022  USD   72.700
Corner Banca SA         17.200  4/26/2022  CHF   68.540
Landesbank Baden-Wuertte3.300   3/25/2022  EUR   48.060
Finca Uco Cjsc          6.000   2/25/2022  USD   25.651
Raiffeisen Schweiz Genos16.000  9/20/2022  CHF   63.440
Leonteq Securities AG   20.880  9/23/2022  CHF   62.370
Raiffeisen Schweiz Genos16.000  9/20/2022  CHF   75.300
Leonteq Securities AG/Gu22.450  7/29/2022  CHF   57.220
Vontobel Financial Produ12.500  3/25/2022  EUR   71.090
UniCredit Bank AG       5.250   12/01/2023 EUR   38.230
Bank Julius Baer & Co Lt11.800  4/26/2022  EUR   31.900
Bank Julius Baer & Co Lt12.650  4/26/2022  USD   32.050
Vontobel Financial Produ12.500  6/24/2022  EUR   51.080
Vontobel Financial Produ8.500   3/25/2022  EUR   53.060
Vontobel Financial Produ10.500  6/24/2022  EUR   51.980
Vontobel Financial Produ6.500   6/24/2022  EUR   74.870
UBS AG/London           13.500  05/12/2022 USD   44.500
UBS AG/London           13.250  05/12/2022 USD   44.450
Vontobel Financial Produ20.000  3/25/2022  EUR   33.601
Vontobel Financial Produ8.500   6/24/2022  EUR   55.780
Landesbank Baden-Wuertte4.150   6/23/2023  EUR   47.330
Vontobel Financial Produ14.750  6/24/2022  EUR   59.670
DZ Bank AG Deutsche Zent8.250   3/23/2022  EUR   73.590
UBS AG/London           13.500  5/18/2022  CHF   50.000
Vontobel Financial Produ12.000  6/24/2022  EUR   73.172
UBS AG/London           12.000  1/17/2022  CHF   58.850
UBS AG/London           11.750  1/17/2022  CHF   61.800
Vontobel Financial Produ11.750  6/24/2022  EUR   62.854
Bank Vontobel AG        8.005   12/27/2022 CHF   76.100
Bank Vontobel AG        7.000   12/27/2022 CHF   64.580
UBS AG/London           9.250   2/27/2023  CHF   75.650
Credit Suisse AG/London 9.500   10/18/2022 CHF   75.980
Vontobel Financial Produ12.500  3/25/2022  EUR   32.009
UBS AG/London           10.500  4/21/2023  CHF   73.800
EFG International Financ12.750  1/31/2022  USD   53.950
UBS AG/London           7.000   4/21/2023  USD   56.950
Vontobel Financial Produ13.000  6/24/2022  EUR   67.280
Vontobel Financial Produ20.500  3/25/2022  EUR   58.370
DekaBank Deutsche Giroze3.300   04/08/2022 EUR   42.370
Vontobel Financial Produ6.000   6/24/2022  EUR   58.910
Vontobel Financial Produ11.000  6/24/2022  EUR   53.210
Vontobel Financial Produ15.500  6/24/2022  EUR   49.170
Vontobel Financial Produ13.000  6/24/2022  EUR   50.870
Vontobel Financial Produ9.500   3/25/2022  EUR   54.580
Vontobel Financial Produ12.500  3/25/2022  EUR   51.300
Leonteq Securities AG   24.530  4/22/2022  CHF   60.790
Vontobel Financial Produ10.000  3/25/2022  EUR   71.230
Vontobel Financial Produ17.000  3/25/2022  EUR   61.890
Vontobel Financial Produ14.500  6/24/2022  EUR   68.357
Vontobel Financial Produ8.000   6/24/2022  EUR   54.980
Vontobel Financial Produ13.000  6/24/2022  EUR   49.590
Vontobel Financial Produ16.000  6/24/2022  EUR   47.940
Vontobel Financial Produ5.500   6/24/2022  EUR   58.740
Leonteq Securities AG/Gu4.000   03/08/2022 EUR   44.320
DekaBank Deutsche Giroze3.600   2/25/2022  EUR   74.460
Leonteq Securities AG   13.000  05/09/2022 CHF   45.770
Corner Banca SA         14.000  05/09/2022 CHF   46.220
Landesbank Baden-Wuertte4.800   2/25/2022  EUR   39.200
DekaBank Deutsche Giroze3.100   04/08/2022 EUR   72.720
UBS AG/London           11.500  4/21/2022  CHF   75.250
Vontobel Financial Produ8.500   6/24/2022  EUR   74.330
Vontobel Financial Produ13.500  3/25/2022  EUR   66.130
Vontobel Financial Produ17.500  6/24/2022  EUR   62.070
Corner Banca SA         6.800   5/17/2022  CHF   73.560
DekaBank Deutsche Giroze2.400   6/17/2022  EUR   60.640
Raiffeisen Schweiz Genos5.500   5/24/2022  CHF   73.780
DekaBank Deutsche Giroze4.150   07/01/2022 EUR   68.210
Zurcher Kantonalbank Fin8.125   02/11/2022 EUR   56.480
Leonteq Securities AG/Gu9.400   02/04/2022 CHF   63.970
UniCredit Bank AG       5.650   11/06/2023 EUR   69.630
UBS AG/London           13.000  02/07/2022 CHF   59.000
Bayerische Landesbank   3.600   10/28/2022 EUR   68.300
Raiffeisen Schweiz Genos15.000  11/16/2022 CHF   71.000
Zurcher Kantonalbank Fin15.000  8/24/2022  CHF   51.980
Bank Julius Baer & Co Lt8.450   8/19/2022  USD   67.900
Vontobel Financial Produ8.500   9/23/2022  EUR   61.310
Vontobel Financial Produ11.000  9/23/2022  EUR   59.000
Vontobel Financial Produ17.000  9/23/2022  EUR   56.570
Vontobel Financial Produ14.000  9/23/2022  EUR   57.570
Vontobel Financial Produ11.500  6/24/2022  EUR   59.300
Vontobel Financial Produ15.000  6/24/2022  EUR   56.930
Vontobel Financial Produ19.000  6/24/2022  EUR   55.320
Raiffeisen Schweiz Genos14.000  2/20/2023  CHF   75.510
Leonteq Securities AG   11.000  2/23/2023  CHF   64.750
Leonteq Securities AG   15.000  11/23/2022 CHF   67.790
Leonteq Securities AG/Gu20.000  8/23/2022  USD   63.730
Leonteq Securities AG/Gu13.000  8/23/2022  CHF   63.410
UBS AG/London           13.000  2/14/2022  CHF   55.850
DekaBank Deutsche Giroze3.400   02/04/2022 EUR   65.040
Leonteq Securities AG/Gu6.600   01/09/2023 CHF   72.370
Derzhava-Garant OOO     11.500  06/12/2030 RUB   6.060
Landesbank Baden-Wuertte5.300   3/25/2022  EUR   38.280
Zurcher Kantonalbank Fin9.750   02/11/2022 USD   56.910
Bank Vontobel AG        13.000  03/07/2022 CHF   52.640
Landesbank Baden-Wuertte2.650   3/25/2022  EUR   45.110
Bank Vontobel AG        14.001  04/01/2022 CHF   45.070
Bank Julius Baer & Co Lt8.000   10/07/2022 USD   61.900
Bank Julius Baer & Co Lt7.650   01/10/2022 USD   41.350
Leonteq Securities AG/Gu12.000  4/13/2022  USD   46.200
UBS AG/London           14.500  10/17/2022 USD   49.450
Araratbank OJSC         5.500   9/19/2023  USD   25.945
Leonteq Securities AG   7.200   4/25/2022  CHF   72.130
BNP Paribas Issuance BV 5.000   11/05/2024 EUR   29.820
SG Issuer SA            0.850   10/16/2024 EUR   14.660
DekaBank Deutsche Giroze3.250   11/25/2022 EUR   59.870
DekaBank Deutsche Giroze3.700   11/25/2022 EUR   54.390
EFG International Financ13.400  10/31/2022 CHF   66.320
UniCredit Bank AG       4.200   12/06/2022 EUR   71.110
Credit Suisse AG/London 20.000  11/29/2024 USD   14.164
Leonteq Securities AG   7.500   11/08/2022 CHF   59.830
UniCredit Bank AG       3.740   1/13/2025  EUR   74.170
BNP Paribas Issuance BV 7.150   11/07/2024 SEK   67.770
UniCredit Bank AG       3.200   01/02/2023 EUR   70.280
SG Issuer SA            0.350   11/15/2023 EUR   23.540
Leonteq Securities AG/Gu5.600   5/25/2022  CHF   72.010
Bayerische Landesbank   1.350   12/23/2022 EUR   52.590
Bayerische Landesbank   1.550   2/23/2024  EUR   69.260
Araratbank OJSC         5.500   1/29/2024  USD   25.876
Bayerische Landesbank   3.000   2/25/2022  EUR   68.260
Leonteq Securities AG/Gu12.200  02/07/2022 USD   66.730
Leonteq Securities AG   7.200   2/14/2023  CHF   74.120
Zurcher Kantonalbank Fin10.750  1/21/2022  CHF   49.580
Leonteq Securities AG/Gu8.600   01/07/2022 CHF   70.150
Landesbank Baden-Wuertte3.600   6/23/2023  EUR   52.360
DekaBank Deutsche Giroze3.200   11/04/2022 EUR   64.600
Bank Julius Baer & Co Lt13.950  03/01/2022 USD   43.850
Leonteq Securities AG   16.000  5/25/2022  CHF   40.250
Vontobel Financial Produ16.500  9/23/2022  EUR   74.310
Vontobel Financial Produ19.500  9/23/2022  EUR   73.330
Leonteq Securities AG/Gu25.030  2/25/2022  USD   40.220
EFG International Financ12.000  3/29/2023  USD   68.720
Leonteq Securities AG/Gu2.750   9/15/2022  CHF   22.820
Leonteq Securities AG   3.900   9/21/2029  CHF   73.450
Raiffeisen Schweiz Genos3.000   9/21/2029  CHF   69.000
Raiffeisen Schweiz Genos2.700   9/22/2026  CHF   56.610
Leonteq Securities AG   3.900   12/20/2024 CHF   58.240
Raiffeisen Schweiz Genos3.200   12/18/2026 CHF   70.920
Leonteq Securities AG   4.000   12/18/2026 CHF   71.570
Raiffeisen Schweiz Genos10.000  12/31/2024 CHF   69.440
Credit Suisse AG/London 10.500  10/26/2022 CHF   69.890
DekaBank Deutsche Giroze3.400   06/09/2023 EUR   72.920
Credit Suisse AG/London 14.000  11/02/2022 CHF   75.270
Credit Suisse AG/London 12.500  8/22/2022  CHF   71.470
Vontobel Financial Produ7.500   6/24/2022  EUR   55.300
Vontobel Financial Produ15.000  6/24/2022  EUR   48.920
Vontobel Financial Produ10.000  6/24/2022  EUR   52.730
Vontobel Financial Produ12.500  6/24/2022  EUR   50.630
Vontobel Financial Produ17.500  6/24/2022  EUR   47.560
Raiffeisen Schweiz Genos10.500  6/21/2022  CHF   65.430
DZ Bank AG Deutsche Zent6.250   6/20/2022  EUR   #N/A N/A
DZ Bank AG Deutsche Zent8.500   6/20/2022  EUR   #N/A N/A
DZ Bank AG Deutsche Zent6.250   9/19/2022  EUR   #N/A N/A
DZ Bank AG Deutsche Zent9.500   9/19/2022  EUR   #N/A N/A
Leonteq Securities AG   15.000  6/21/2022  CHF   43.650
Corner Banca SA         12.000  6/21/2022  CHF   42.260
Vontobel Financial Produ21.500  6/24/2022  EUR   74.480
Vontobel Financial Produ7.000   6/24/2022  EUR   66.665
Vontobel Financial Produ11.000  6/24/2022  EUR   66.735
Vontobel Financial Produ16.000  6/24/2022  EUR   54.600
Vontobel Financial Produ5.500   6/24/2022  EUR   64.600
Vontobel Financial Produ8.500   6/24/2022  EUR   60.170
Vontobel Financial Produ12.000  6/24/2022  EUR   56.890
Credit Suisse AG/London 9.500   6/21/2022  USD   54.810
DZ Bank AG Deutsche Zent11.250  7/20/2022  EUR   61.840
DZ Bank AG Deutsche Zent14.700  12/23/2022 EUR   67.860
Leonteq Securities AG/Gu22.790  6/22/2022  CHF   56.370
Vontobel Financial Produ19.500  6/24/2022  EUR   45.879
Bank Vontobel AG        14.000  12/19/2022 CHF   45.070
Bank Vontobel AG        13.002  9/19/2022  CHF   ######
Bank Vontobel AG        7.000   9/19/2022  CHF   70.150
UBS AG/London           7.250   1/24/2022  CHF   74.050
UBS AG/London           11.250  1/24/2022  CHF   59.350
Leonteq Securities AG/Gu7.600   1/23/2023  CHF   72.220
Danske Bank A/S         6.860   07/09/2022 SEK   25.880
DekaBank Deutsche Giroze2.000   02/10/2023 EUR   66.990
Leonteq Securities AG   8.600   1/24/2023  CHF   70.180
Leonteq Securities AG/Gu21.350  6/22/2022  CHF   71.830
Zurcher Kantonalbank Fin19.000  6/30/2022  USD   69.790
Zurcher Kantonalbank Fin18.000  6/30/2022  CHF   69.810
Leonteq Securities AG   26.040  9/20/2022  CHF   70.290
Leonteq Securities AG   24.480  9/21/2022  CHF   72.740
Vontobel Financial Produ12.500  9/23/2022  EUR   56.168
DekaBank Deutsche Giroze3.500   2/24/2023  EUR   63.600
Bank Julius Baer & Co Lt8.350   1/30/2023  CHF   65.250
Bank Julius Baer & Co Lt10.300  1/31/2022  USD   62.800
Skandinaviska Enskilda B6.000   1/15/2025  SEK   75.150
Zurcher Kantonalbank Fin4.000   02/11/2022 CHF   52.380
Zurcher Kantonalbank Fin8.500   02/11/2022 USD   55.010
Leonteq Securities AG/Gu3.400   3/20/2024  CHF   46.880
Corner Banca SA         9.000   06/02/2022 CHF   70.770
Societe Generale SA     10.000  12/30/2022 USD   67.100
Vontobel Financial Produ10.000  9/23/2022  EUR   58.270
Vontobel Financial Produ14.000  9/23/2022  EUR   55.920
Vontobel Financial Produ12.500  9/23/2022  EUR   56.480
Vontobel Financial Produ11.500  9/23/2022  EUR   57.500
Vontobel Financial Produ12.000  6/24/2022  EUR   57.450
Vontobel Financial Produ15.000  6/24/2022  EUR   55.120
Vontobel Financial Produ15.000  9/23/2022  EUR   55.110
Vontobel Financial Produ13.500  6/24/2022  EUR   56.220
Vontobel Financial Produ16.500  6/24/2022  EUR   54.130
Vontobel Financial Produ18.000  6/24/2022  EUR   53.250
Vontobel Financial Produ8.500   9/23/2022  EUR   70.277
Leonteq Securities AG/Gu27.290  4/26/2022  CHF   52.450
Vontobel Financial Produ17.250  6/24/2022  EUR   74.605
Leonteq Securities AG/Gu11.000  1/26/2023  USD   66.040
Vontobel Financial Produ10.500  9/23/2022  EUR   60.980
Vontobel Financial Produ5.000   9/23/2022  EUR   68.180
Vontobel Financial Produ12.000  6/24/2022  EUR   59.260
Vontobel Financial Produ7.500   9/23/2022  EUR   63.990
Bank Julius Baer & Co Lt10.000  7/26/2022  USD   68.800
Leonteq Securities AG   12.000  1/26/2023  CHF   64.640
DZ Bank AG Deutsche Zent7.000   6/20/2022  EUR   #N/A N/A
DZ Bank AG Deutsche Zent8.250   9/19/2022  EUR   #N/A N/A
Raiffeisen Schweiz Genos12.500  7/26/2022  CHF   70.450
Raiffeisen Schweiz Genos9.500   1/26/2023  CHF   67.830
Leonteq Securities AG/Gu21.420  7/27/2022  CHF   74.660
Leonteq Securities AG/Gu28.120  08/04/2022 CHF   62.680
Vontobel Financial Produ11.000  6/24/2022  EUR   69.770
Vontobel Financial Produ8.500   6/24/2022  EUR   72.340
Vontobel Financial Produ13.500  6/24/2022  EUR   67.510
Vontobel Financial Produ16.000  6/24/2022  EUR   65.550
Vontobel Financial Produ18.500  6/24/2022  EUR   63.880
BrokerCreditService Stru3.000   2/28/2023  USD   60.000
BrokerCreditService Stru3.500   4/30/2024  USD   54.103
BrokerCreditService Stru2.500   5/17/2023  USD   92.400
Vontobel Financial Produ20.000  6/24/2022  EUR   67.680
DZ Bank AG Deutsche Zent20.700  9/23/2022  EUR   70.870
Leonteq Securities AG/Gu22.160  8/17/2022  CHF   66.690
Leonteq Securities AG/Gu26.200  09/07/2022 CHF   73.960
Vontobel Financial Produ23.500  3/25/2022  EUR   66.520
Vontobel Financial Produ13.500  3/25/2022  EUR   42.240
Vontobel Financial Produ7.500   3/25/2022  EUR   49.270
Vontobel Financial Produ16.000  3/25/2022  EUR   40.630
Vontobel Financial Produ12.000  3/25/2022  EUR   55.150
Vontobel Financial Produ17.500  3/23/2022  EUR   71.570
DZ Bank AG Deutsche Zent16.700  3/25/2022  EUR   47.970
DZ Bank AG Deutsche Zent16.600  3/25/2022  EUR   77.090
Raiffeisen Switzerland B14.000  3/22/2022  CHF   72.400
DZ Bank AG Deutsche Zent14.400  3/25/2022  EUR   50.640
DZ Bank AG Deutsche Zent21.700  3/25/2022  EUR   70.800
DZ Bank AG Deutsche Zent23.500  3/25/2022  EUR   67.680
DZ Bank AG Deutsche Zent21.600  3/25/2022  EUR   70.720
UniCredit Bank AG       8.000   3/25/2022  EUR   55.620
Corner Banca SA         13.000  10/19/2022 CHF   66.890
Leonteq Securities AG/Gu10.000  7/19/2022  CHF   35.710
Vontobel Financial Produ13.500  9/23/2022  EUR   60.860
Vontobel Financial Produ11.500  6/24/2022  EUR   61.600
DZ Bank AG Deutsche Zent12.500  8/24/2022  EUR   64.850
Leonteq Securities AG/Gu10.600  7/19/2022  USD   56.840
Leonteq Securities AG/Gu13.000  7/19/2022  USD   57.820
Vontobel Financial Produ10.500  9/23/2022  EUR   46.248
Zurcher Kantonalbank Fin16.000  7/28/2022  CHF   64.260
EFG International Financ11.000  1/23/2023  CHF   76.020
Bank Vontobel AG        16.500  01/03/2023 EUR   65.770
Bank Vontobel AG        8.000   7/18/2022  CHF   59.100
Vontobel Financial Produ6.000   6/24/2022  EUR   68.150
Vontobel Financial Produ13.950  05/05/2022 CHF   73.216
Zurcher Kantonalbank Fin6.750   7/27/2022  USD   70.020
Zurcher Kantonalbank Fin17.000  7/27/2022  CHF   76.890
Leonteq Securities AG   13.200  10/19/2022 CHF   56.660
DZ Bank AG Deutsche Zent18.300  6/24/2022  EUR   63.350
DZ Bank AG Deutsche Zent22.400  6/24/2022  EUR   72.150
Leonteq Securities AG   10.000  1/19/2023  CHF   75.830
Leonteq Securities AG/Gu10.000  1/19/2023  USD   43.780
Vontobel Financial Produ10.000  9/23/2022  EUR   63.110
Vontobel Financial Produ7.000   9/23/2022  EUR   66.530
Vontobel Financial Produ16.500  9/23/2022  EUR   58.920
Vontobel Financial Produ15.500  6/24/2022  EUR   58.560
Leonteq Securities AG/Gu14.200  10/19/2022 USD   56.740
DekaBank Deutsche Giroze4.000   8/18/2022  EUR   52.790
DZ Bank AG Deutsche Zent10.750  8/24/2022  EUR   51.150
UBS AG/London           19.750  4/21/2022  USD   42.050
UBS AG/London           9.250   10/21/2022 CHF   56.650
DeltaCredit Bank JSC    1.000   10/20/2025 RUB   72.060
Bayerische Landesbank   2.500   7/22/2022  EUR   59.090
UBS AG/London           6.750   5/16/2022  CHF   69.500
Raiffeisen Schweiz Genos5.000   9/13/2022  CHF   68.740
Landesbank Baden-Wuertte2.100   10/27/2023 EUR   74.810
Zurcher Kantonalbank Fin6.300   12/16/2022 CHF   52.300
Bayerische Landesbank   1.450   1/26/2024  EUR   55.230
Landesbank Baden-Wuertte3.500   2/24/2023  EUR   72.940
EFG International Financ9.400   12/12/2022 CHF   67.400
Leonteq Securities AG   8.000   12/13/2022 CHF   53.840
UniCredit Bank AG       6.600   9/13/2023  EUR   69.450
Zurcher Kantonalbank Fin6.000   1/28/2022  CHF   68.230
UBS AG/London           8.000   1/24/2022  CHF   61.900
Vontobel Financial Produ9.200   1/24/2022  EUR   52.110
Bayerische Landesbank   3.500   1/26/2024  EUR   65.010
DekaBank Deutsche Giroze2.800   1/13/2023  EUR   67.210
DekaBank Deutsche Giroze4.000   1/14/2022  EUR   53.900
EFG International Financ9.800   12/27/2022 CHF   72.700
EFG International Financ7.800   1/17/2022  CHF   67.280
Vontobel Financial Produ9.100   2/21/2022  EUR   61.392
UBS AG/London           8.000   1/17/2022  CHF   75.050
UBS AG/London           13.500  1/17/2022  CHF   63.450
Leonteq Securities AG/Gu7.750   1/17/2022  CHF   67.320
Bayerische Landesbank   2.650   2/25/2022  EUR   72.930
BNP Paribas Emissions- u5.000   3/24/2022  EUR   67.060
BNP Paribas Emissions- u6.000   3/24/2022  EUR   62.790
BNP Paribas Emissions- u10.000  3/24/2022  EUR   2.220
BNP Paribas Emissions- u5.000   3/24/2022  EUR   31.800
BNP Paribas Emissions- u7.000   3/24/2022  EUR   52.600
WEB Windenergie AG      5.250   04/08/2023 EUR   0.010
Leonteq Securities AG/Gu10.000  6/22/2022  CHF   76.160
Leonteq Securities AG/Gu18.000  3/22/2022  USD   50.650
Landesbank Baden-Wuertte7.250   11/25/2022 EUR   57.170
Vontobel Financial Produ11.500  3/25/2022  EUR   74.655
Vontobel Financial Produ11.500  3/25/2022  EUR   44.230
Vontobel Financial Produ12.500  3/25/2022  EUR   73.750
Vontobel Financial Produ22.000  3/25/2022  EUR   71.880
EFG International Financ7.000   3/23/2023  USD   29.620
DZ Bank AG Deutsche Zent15.800  9/23/2022  EUR   74.820
Leonteq Securities AG   14.000  2/13/2023  CHF   75.860
Leonteq Securities AG/Gu26.150  8/16/2022  CHF   61.860
Zurcher Kantonalbank Fin26.000  09/09/2022 USD   68.250
Bank Julius Baer & Co Lt7.600   09/02/2022 USD   60.850
Zurcher Kantonalbank Fin27.000  9/13/2022  USD   62.730
Vontobel Financial Produ17.000  9/23/2022  EUR   58.110
Vontobel Financial Produ19.000  6/24/2022  EUR   57.020
Vontobel Financial Produ10.500  6/24/2022  EUR   61.060
Vontobel Financial Produ8.500   6/24/2022  EUR   62.500
Vontobel Financial Produ10.500  9/23/2022  EUR   60.630
UBS AG/London           13.000  10/06/2022 CHF   72.900
UBS AG/London           9.750   04/06/2023 USD   65.800
Credit Suisse AG/London 10.000  08/03/2022 EUR   71.340
Bank Vontobel AG        10.000  1/23/2023  CHF   75.200
Zurcher Kantonalbank Fin24.750  09/09/2022 CHF   68.080
Zurcher Kantonalbank Fin19.000  9/13/2022  USD   63.340
Vontobel Financial Produ7.500   9/23/2022  EUR   62.860
Zurcher Kantonalbank Fin20.500  9/13/2022  CHF   66.480
Vontobel Financial Produ14.000  9/23/2022  EUR   66.665
Leonteq Securities AG/Gu24.440  09/02/2022 CHF   70.400
Leonteq Securities AG   23.200  09/07/2022 CHF   68.080
Leonteq Securities AG/Gu11.000  09/07/2022 CHF   54.010
BNP Paribas Issuance BV 6.240   3/28/2022  JPY   58.980
Leonteq Securities AG/Gu20.000  09/07/2022 USD   62.560
BrokerCreditService Stru8.000   1/30/2024  USD   52.000
Credit Suisse AG/London 4.600   11/09/2022 USD   9.840
Leonteq Securities AG   11.200  02/06/2023 CHF   64.470
Vontobel Financial Produ21.000  6/24/2022  EUR   73.340
Vontobel Financial Produ12.000  6/24/2022  EUR   64.650
Bank Vontobel AG        10.000  02/06/2023 CHF   61.790
Bank Vontobel AG        12.000  02/06/2023 EUR   63.080
Bayerische Landesbank   3.700   7/15/2022  EUR   70.670
UniCredit Bank AG       5.550   7/19/2022  EUR   63.760
Leonteq Securities AG   17.100  12/06/2022 CHF   75.070
Bank Vontobel AG        11.500  06/05/2023 CHF   75.900
Landesbank Baden-Wuertte3.300   5/27/2022  EUR   49.200
Landesbank Baden-Wuertte4.000   5/27/2022  EUR   40.460
Vontobel Financial Produ13.500  6/24/2022  EUR   73.090
Vontobel Financial Produ17.500  6/24/2022  EUR   73.910
Vontobel Financial Produ19.500  6/24/2022  EUR   72.490
Leonteq Securities AG   23.400  9/28/2022  CHF   65.700
Landesbank Baden-Wuertte4.550   5/27/2022  EUR   46.420
Raiffeisen Schweiz Genos12.000  01/04/2023 CHF   74.990
Raiffeisen Schweiz Genos11.500  9/27/2022  CHF   62.850
DZ Bank AG Deutsche Zent22.900  9/23/2022  EUR   62.880
Landesbank Baden-Wuertte6.400   5/27/2022  EUR   44.100
Landesbank Baden-Wuertte8.500   5/27/2022  EUR   42.260
Vontobel Financial Produ8.500   5/25/2022  USD   73.170
Landesbank Baden-Wuertte6.200   3/24/2023  EUR   55.900
Zurcher Kantonalbank Fin18.000  9/13/2022  CHF   63.290
Zurcher Kantonalbank Fin26.000  9/13/2022  CHF   62.510
Vontobel Financial Produ14.000  9/23/2022  EUR   59.320
Vontobel Financial Produ6.000   9/23/2022  EUR   64.200
DZ Bank AG Deutsche Zent18.000  6/24/2022  EUR   72.270
Vontobel Financial Produ14.500  6/24/2022  EUR   58.640
UBS AG/London           12.000  02/06/2023 USD   69.200
UBS AG/London           10.250  02/06/2023 CHF   73.800
Vontobel Financial Produ18.250  9/23/2022  EUR   65.163
EFG International Financ21.000  09/02/2022 USD   68.560
Credit Suisse AG/London 18.000  12/05/2023 USD   9.750
DZ Bank AG Deutsche Zent22.900  3/25/2022  EUR   69.160
Credit Suisse AG/London 8.000   10/28/2022 CHF   73.200
Credit Suisse AG/London 12.500  7/29/2022  USD   41.700
UBS AG/London           13.000  04/06/2023 USD   73.550
Zurcher Kantonalbank Fin12.000  10/26/2022 USD   76.220
Credit Suisse AG/London 9.500   08/03/2022 CHF   77.590
Zurcher Kantonalbank Fin14.500  10/24/2022 USD   55.330
Leonteq Securities AG/Gu9.000   03/07/2023 USD   71.990
Leonteq Securities AG/Gu12.000  9/27/2022  CHF   71.110
Leonteq Securities AG/Gu12.000  12/28/2022 USD   65.700
Bank Julius Baer & Co Lt16.000  9/23/2022  CHF   68.700
Citigroup Global Markets8.200   3/21/2024  SEK   60.110
Bank Julius Baer & Co Lt9.600   08/12/2022 USD   75.350
Landesbank Baden-Wuertte3.100   2/25/2022  EUR   57.060
Raiffeisen Schweiz Genos18.000  10/04/2022 CHF   67.040
EFG International Financ14.000  11/21/2022 CHF   51.370
Raiffeisen Schweiz Genos11.000  12/27/2022 CHF   74.520
Leonteq Securities AG   22.440  10/11/2022 CHF   71.530
Landesbank Baden-Wuertte4.350   6/24/2022  EUR   74.740
DZ Bank AG Deutsche Zent20.000  6/24/2022  EUR   72.760
Landesbank Baden-Wuertte3.300   5/27/2022  EUR   67.050
Landesbank Baden-Wuertte6.700   5/27/2022  EUR   58.100
DZ Bank AG Deutsche Zent12.750  10/26/2022 EUR   63.490
Raiffeisen Schweiz Genos15.000  9/27/2022  CHF   68.480
Raiffeisen Schweiz Genos18.500  9/27/2022  USD   68.310
Leonteq Securities AG   24.000  9/28/2022  CHF   66.050
Leonteq Securities AG/Gu19.330  10/04/2022 CHF   67.540
Leonteq Securities AG/Gu19.430  10/04/2022 CHF   68.190
Leonteq Securities AG   10.000  01/04/2023 CHF   73.220
Credit Suisse AG/London 25.000  10/20/2026 USD   9.456
Leonteq Securities AG/Gu22.800  10/05/2022 CHF   70.940
DZ Bank AG Deutsche Zent9.600   12/23/2022 EUR   70.830
Leonteq Securities AG/Gu6.200   5/20/2022  EUR   68.400
Landesbank Baden-Wuertte3.650   3/24/2023  EUR   58.540
Bank Vontobel AG        10.000  5/16/2022  CHF   53.130
Bank Julius Baer & Co Lt13.500  9/14/2022  CHF   69.350
Landesbank Baden-Wuertte2.350   9/23/2022  EUR   43.330
Landesbank Baden-Wuertte4.400   9/23/2022  EUR   38.330
Dr Wiesent Sozial gGmbH 7.000              EUR   0.010
Lehman Brothers Treasury2.250   05/12/2009 USD   0.100
Lehman Brothers Treasury4.000   5/30/2010  USD   0.100
Lehman Brothers Treasury2.480   05/12/2009 USD   0.100
Getin Noble Bank SA     5.250   8/31/2023  PLN   67.875
Lehman Brothers Treasury4.100   06/10/2014 SGD   0.100
Lehman Brothers Treasury4.000   10/12/2010 USD   0.100
Lehman Brothers Treasury3.400   9/21/2009  HKD   0.100
Lehman Brothers Treasury1.500   10/12/2010 EUR   0.100
Lehman Brothers Treasury9.000   3/17/2009  GBP   0.100
Lehman Brothers Treasury7.250   10/06/2008 EUR   0.100
Lehman Brothers Treasury8.000   5/22/2009  USD   0.100
Lehman Brothers Treasury3.860   9/21/2011  SGD   0.100
Lehman Brothers Treasury7.375   9/20/2008  EUR   0.100
Lehman Brothers Treasury7.500   10/24/2008 USD   0.100
Lehman Brothers Treasury5.100   05/08/2017 HKD   0.100
Lehman Brothers Treasury0.800   12/30/2016 EUR   0.100
Lehman Brothers Treasury6.000   08/07/2013 EUR   0.100
Lehman Brothers Treasury13.432  01/08/2009 ILS   0.100
Lehman Brothers Treasury7.250   07/08/2014 EUR   0.100
Credit Agricole Corporat11.190  03/12/2027 TRY   59.157
Lehman Brothers Treasury13.500  06/02/2009 USD   0.100
Lehman Brothers Treasury5.000   11/22/2012 EUR   0.100
Lehman Brothers Treasury5.550   03/12/2015 EUR   0.100
Lehman Brothers Treasury16.000  11/09/2008 USD   0.100
Lehman Brothers Treasury15.000  06/04/2009 CHF   0.100
Lehman Brothers Treasury9.000   05/06/2011 CHF   0.100
Lehman Brothers Treasury1.000   05/09/2012 EUR   0.100
Lehman Brothers Treasury5.500   4/23/2014  EUR   0.100
Lehman Brothers Treasury12.000  07/04/2011 EUR   0.100
Lehman Brothers Treasury2.500   8/15/2012  CHF   0.100
Lehman Brothers Treasury0.500   06/02/2020 EUR   0.100
Lehman Brothers Treasury11.000  07/04/2011 USD   0.100
Lehman Brothers Treasury0.500   07/02/2020 EUR   0.100
Lehman Brothers Treasury5.500   07/08/2013 EUR   0.100
Lehman Brothers Treasury10.000  6/17/2009  USD   0.100
Rio Forte Investments SA4.750   11/10/2015 EUR   4.743
Lehman Brothers Treasury11.000  07/04/2011 CHF   0.100
Lehman Brothers Treasury14.900  11/16/2010 EUR   0.100
Irish Bank Resolution Co6.750   11/30/2013 BGN   33.250
Lehman Brothers Treasury8.800   12/27/2009 EUR   0.100
Lehman Brothers Treasury11.000  12/20/2017 AUD   0.100
Lehman Brothers Treasury4.000   01/04/2011 USD   0.100
Lehman Brothers Treasury0.500   12/20/2017 AUD   0.100
Lehman Brothers Treasury4.800   11/16/2012 HKD   0.100
Lehman Brothers Treasury4.600   10/11/2017 ILS   0.100
Agrokor dd              9.125   02/01/2020 EUR   15.000
Lehman Brothers Treasury0.500   12/20/2017 USD   0.100
Lehman Brothers Treasury5.375   02/04/2014 USD   0.100
Lehman Brothers Treasury6.300   12/21/2018 USD   0.100
Lehman Brothers Treasury0.500   12/20/2017 AUD   0.100
Lehman Brothers Treasury0.500   12/20/2017 USD   0.100
Lehman Brothers Treasury0.500   12/20/2017 USD   0.100
Lehman Brothers Treasury0.500   12/20/2017 USD   0.100
Lehman Brothers Treasury4.000   11/24/2016 EUR   0.100
Otkritie Holding JSC    10.000  4/20/2028  RUB   2.320
KPNQwest NV             7.125   06/01/2009 EUR   0.453
Lehman Brothers Treasury6.700   4/21/2011  USD   0.100
Lehman Brothers Treasury4.820   12/18/2036 EUR   0.100
Lehman Brothers Treasury5.250   04/01/2023 EUR   0.100
Credit Agricole Corporat10.500  2/16/2027  TRY   56.379
KPNQwest NV             7.125   06/01/2009 EUR   0.453
Lehman Brothers Treasury6.000   3/18/2015  USD   0.100
Lehman Brothers Treasury13.000  2/16/2009  CHF   0.100
Lehman Brothers Treasury7.000   2/15/2010  CHF   0.100
Lehman Brothers Treasury10.000  2/16/2009  CHF   0.100
Lehman Brothers Treasury11.000  2/16/2009  CHF   0.100
Lehman Brothers Treasury1.000   2/26/2010  USD   0.100
Lehman Brothers Treasury2.300   06/06/2013 USD   0.100
Lehman Brothers Treasury7.500   5/30/2010  AUD   0.100
Lehman Brothers Treasury1.460   2/19/2012  JPY   0.100
Lehman Brothers Treasury4.300   06/04/2012 USD   0.100
Lehman Brothers Treasury4.000   06/05/2011 USD   0.100
Lehman Brothers Treasury6.250   09/05/2011 EUR   0.100
Lehman Brothers Treasury16.800  8/21/2009  USD   0.100
Lehman Brothers Treasury14.100  11/12/2008 USD   0.100
Lehman Brothers Treasury3.100   06/04/2010 USD   0.100
Lehman Brothers Treasury0.500   08/01/2020 EUR   0.100
Lehman Brothers Treasury16.200  5/14/2009  USD   0.100
Lehman Brothers Treasury7.000   4/24/2009  USD   0.100
Lehman Brothers Treasury16.000  10/28/2008 USD   0.100
Bibby Offshore Services 7.500   6/15/2021  GBP   11.625
Lehman Brothers Treasury6.450   2/20/2010  AUD   0.100
Lehman Brothers Treasury10.000  10/23/2008 USD   0.100
Lehman Brothers Treasury17.000  06/02/2009 USD   0.100
Lehman Brothers Treasury7.600   03/04/2010 NZD   0.100
Lehman Brothers Treasury8.000   5/22/2009  USD   0.100
Lehman Brothers Treasury10.000  5/22/2009  USD   0.100
Lehman Brothers Treasury4.600   08/01/2013 EUR   0.100
Lehman Brothers Treasury12.400  06/12/2009 USD   0.100
Lehman Brothers Treasury3.000   06/03/2010 EUR   0.100
Lehman Brothers Treasury2.000   6/28/2011  EUR   0.100
Lehman Brothers Treasury23.300  9/16/2008  USD   0.100
Lehman Brothers Treasury7.600   5/21/2013  USD   0.100
Lehman Brothers Treasury6.600   5/23/2012  AUD   0.100
Lehman Brothers Treasury3.450   5/23/2013  USD   0.100
BNP Paribas SA          1.000   1/23/2040  MXN   24.144
PSN Pm OOO              9.500   09/10/2026 RUB   21.625
Lehman Brothers Treasury6.000   9/20/2011  EUR   0.100
Lehman Brothers Treasury11.000  12/20/2017 AUD   0.100
Lehman Brothers Treasury0.500   12/20/2017 AUD   0.100
Lehman Brothers Treasury0.500   12/20/2017 AUD   0.100
Lehman Brothers Treasury8.000   12/31/2010 USD   0.100
Lehman Brothers Treasury16.000  10/08/2008 CHF   0.100
Polski Bank Spoldzielczy3.780   9/14/2027  PLN   69.800
Lehman Brothers Treasury9.300   12/21/2010 EUR   0.100
Lehman Brothers Treasury0.500   12/20/2017 AUD   0.100
Lehman Brothers Treasury3.000   8/13/2011  EUR   0.100
Lehman Brothers Treasury2.500   8/23/2012  GBP   0.100
Lehman Brothers Treasury13.000  7/25/2012  EUR   0.100
Lehman Brothers Treasury8.000   3/19/2012  USD   0.100
Lehman Brothers Treasury6.000   03/04/2015 USD   0.100
Lehman Brothers Treasury3.500   6/20/2011  EUR   0.100
Lehman Brothers Treasury7.500   2/14/2010  AUD   0.100
Lehman Brothers Treasury7.600   1/31/2013  AUD   0.100
Lehman Brothers Treasury5.500   6/22/2010  USD   0.100
Lehman Brothers Treasury10.000  10/22/2008 USD   0.100
Lehman Brothers Treasury4.000   03/10/2011 EUR   0.100
SG Issuer SA            3.300   9/26/2034  ZAR   52.560
Lehman Brothers Treasury8.000   3/21/2018  USD   0.100
Lehman Brothers Treasury11.750  03/01/2010 EUR   0.100
SG Issuer SA            2.700   11/28/2034 ZAR   47.762
Rosbank PJSC            0.020   4/30/2024  RUB   65.000
Lehman Brothers Treasury5.200   11/09/2011 EUR   0.100
Rosbank PJSC            0.010   4/30/2024  RUB   65.000
Lehman Brothers Treasury18.250  10/02/2008 USD   0.100
Rosbank PJSC            0.040   4/30/2024  RUB   65.000
Getin Noble Bank SA     6.700   11/09/2023 PLN   66.875
Lehman Brothers Treasury3.500   12/20/2027 USD   0.100
Lehman Brothers Treasury8.000   10/23/2008 USD   0.100
Lehman Brothers Treasury7.000   10/22/2010 EUR   0.100
ECM Real Estate Investme5.000   10/09/2011 EUR   15.375
Lehman Brothers Treasury7.150   3/21/2013  USD   0.100
Lehman Brothers Treasury13.150  10/30/2008 USD   0.100
Lehman Brothers Treasury7.750   01/03/2012 AUD   0.100
Lehman Brothers Treasury16.000  12/26/2008 USD   0.100
Lehman Brothers Treasury11.250  12/31/2008 USD   0.100
Lehman Brothers Treasury4.680   12/12/2045 EUR   0.100
Lehman Brothers Treasury3.000   09/12/2036 JPY   0.100
Lehman Brothers Treasury13.000  12/14/2012 USD   0.100
Tonon Luxembourg SA     9.250   1/24/2020  USD   0.500
Getin Noble Bank SA     7.640   12/21/2023 PLN   66.875
BRAbank ASA/NO          7.780              NOK   53.008
Region of Stavropol Russ6.200   12/14/2027 RUB   65.720
Deutsche Bank AG/London 2.000   10/25/2023 TRY   58.227
Lehman Brothers Treasury2.400   6/20/2011  JPY   0.100
Lehman Brothers Treasury1.600   6/21/2010  JPY   0.100
Getin Noble Bank SA     4.250   8/30/2024  PLN   61.875
Lehman Brothers Treasury2.000   10/28/2010 EUR   0.100
Lehman Brothers Treasury4.500   03/06/2013 CHF   0.100
Lehman Brothers Treasury3.850   4/24/2009  USD   0.100
Lehman Brothers Treasury4.000   4/24/2009  USD   0.100
Lehman Brothers Treasury9.000   6/13/2009  USD   0.100
Lehman Brothers Treasury6.650   8/24/2011  AUD   0.100
LBI ehf                 6.100   8/25/2011  USD   10.625
Lehman Brothers Treasury0.250   7/21/2014  EUR   0.100
Lehman Brothers Treasury7.750   1/30/2009  EUR   0.100
Lehman Brothers Treasury5.750   6/15/2009  CHF   0.100
Lehman Brothers Treasury10.000  3/27/2009  USD   0.100
Lehman Brothers Treasury5.000   10/24/2008 CHF   0.100
Lehman Brothers Treasury4.000   4/13/2011  CHF   0.100
Lehman Brothers Treasury7.000   4/14/2009  EUR   0.100
Promsvyazbank PJSC      2.500   9/29/2029  RUB   62.660
Credit Agricole Corporat15.000  7/14/2026  TRY   72.817
Lehman Brothers Treasury2.500   12/15/2011 GBP   0.100
Bank2 ASA               5.690              NOK   58.821
Lehman Brothers Treasury5.500   6/15/2009  CHF   0.100
Heta Asset Resolution AG4.350   12/31/2023 EUR   1.132
Lehman Brothers Treasury8.000   08/03/2009 USD   0.100
AKB Peresvet ZAO        13.250  4/25/2018  RUB   13.000
Lehman Brothers Treasury1.500   10/25/2011 EUR   0.100
Lehman Brothers Treasury11.000  6/29/2009  EUR   0.100
Lehman Brothers Treasury6.000   10/24/2008 EUR   0.100
Lehman Brothers Treasury8.280   3/26/2009  USD   0.100
Lehman Brothers Treasury6.850   12/22/2008 EUR   0.100
Lehman Brothers Treasury7.600   3/26/2009  EUR   0.100
Lehman Brothers Treasury7.550   12/29/2008 USD   0.100
Lehman Brothers Treasury7.000   11/28/2008 CHF   0.100
Lehman Brothers Treasury10.500  08/09/2010 EUR   0.100
Astana Finance BV       9.000   11/16/2011 USD   15.250
HSBC Bank PLC           10.300  12/10/2024 TRY   65.860
Lehman Brothers Treasury4.200   12/03/2008 HKD   0.100
Lehman Brothers Treasury6.000   5/23/2018  CZK   0.100
Bulgaria Steel Finance B12.000  05/04/2013 EUR   0.216
Lehman Brothers Treasury4.000   5/17/2010  USD   0.100
Lehman Brothers Treasury3.500   10/24/2011 USD   0.100
Lehman Brothers Treasury13.500  11/28/2008 USD   0.100
Lehman Brothers Treasury1.680   03/05/2015 EUR   0.100
Lehman Brothers Treasury3.500   10/31/2011 USD   0.100
Lehman Brothers Treasury6.750   04/05/2012 EUR   0.100
Lehman Brothers Treasury0.250   10/19/2012 CHF   0.100
Lehman Brothers Treasury15.000  3/30/2011  EUR   0.100
Heta Asset Resolution AG0.212   12/31/2023 EUR   1.132
Lehman Brothers Treasury1.750   02/07/2010 EUR   0.100
Lehman Brothers Treasury6.000   2/14/2012  EUR   0.100
Lehman Brothers Treasury7.000   2/15/2012  EUR   0.100
Lehman Brothers Treasury4.690   2/19/2017  EUR   0.100
Getin Noble Bank SA     5.310   04/04/2024 PLN   58.765
Lehman Brothers Treasury5.000   05/02/2022 EUR   0.100
Lehman Brothers Treasury5.000   4/24/2017  EUR   0.100
Lehman Brothers Treasury3.350   10/13/2016 EUR   0.100
Credit Agricole Corporat11.340  02/12/2026 TRY   63.304
Lehman Brothers Treasury6.600   2/22/2012  EUR   0.100
Lehman Brothers Treasury14.900  9/15/2008  EUR   0.100
Otkritie Holding JSC    0.010   10/03/2036 RUB   0.010
Lehman Brothers Treasury5.200   3/19/2018  EUR   0.100
Nordic Corporate Bank AS6.020              NOK   73.502
Lehman Brothers Treasury11.000  12/19/2011 USD   0.100
Lehman Brothers Treasury7.320   7/31/2013  GBP   0.100
Lehman Brothers Treasury8.000   4/20/2009  EUR   0.100
Credit Agricole Corporat10.800  3/24/2026  TRY   60.721
Lehman Brothers Treasury0.214   11/02/2035 EUR   0.100
Lehman Brothers Treasury4.250   3/13/2021  EUR   0.100
Lehman Brothers Treasury0.500   2/16/2009  EUR   0.100
Credit Agricole Corporat11.640  3/24/2027  TRY   61.047
Lehman Brothers Treasury4.150   8/25/2020  EUR   0.100
Lehman Brothers Treasury6.000   12/06/2016 USD   0.100
Kreditanstalt fuer Wiede0.250   10/06/2036 CAD   51.316
Credit Agricole Corporat12.000  11/17/2025 TRY   65.221
Lehman Brothers Treasury3.000   08/08/2017 EUR   0.100
Lehman Brothers Treasury5.250   11/21/2009 USD   0.100
AKB Peresvet ZAO        0.510   6/23/2021  RUB   30.100
Lehman Brothers Treasury6.000   3/17/2011  EUR   0.100
LBI ehf                 2.250   2/14/2011  CHF   10.625
Teksid Aluminum Luxembou12.375  7/15/2011  EUR   0.122
Lehman Brothers Treasury6.000   6/21/2011  EUR   0.100
Sberbank CIB JSC        0.010   01/04/2030 RUB   50.171
Lehman Brothers Treasury7.060   12/29/2008 EUR   0.100
Cerruti Finance SA      6.500   7/26/2004  EUR   2.058
Heta Asset Resolution AG4.875   12/31/2023 EUR   1.132
Lehman Brothers Treasury3.600   3/19/2018  JPY   0.100
Espirito Santo Financial0.328   10/27/2024 EUR   0.297
WPE International Cooper10.375  9/30/2020  USD   5.000
Barclays Bank PLC       10.200  2/14/2025  TRY   62.542
Norske Skogindustrier AS2.000   12/30/2115 EUR   0.113
Lehman Brothers Treasury9.250   6/20/2012  USD   0.100
BRAbank ASA             7.210              NOK   73.921
IT Holding Finance SA   9.875   11/15/2012 EUR   0.015
Northland Resources AB  15.000  7/15/2019  USD   2.621
Lehman Brothers Treasury3.820   10/20/2009 USD   0.100
Lehman Brothers Treasury7.500   7/31/2013  GBP   0.100
EDOB Abwicklungs AG     7.500   04/01/2012 EUR   2.790
Lehman Brothers Treasury0.750   3/29/2012  EUR   0.100
SFO Akkord Finans       10.000  02/12/2024 RUB   66.830
Lehman Brothers Treasury3.025   1/31/2015  EUR   0.100
Espirito Santo Financial5.625   7/28/2017  EUR   0.528
Lehman Brothers Treasury4.050   9/16/2008  EUR   0.100
Kuntarahoitus Oyj       0.250   6/28/2040  CAD   40.308
Lehman Brothers Treasury4.500   12/30/2010 USD   0.100
City of Novosibirsk Russ7.300   10/08/2026 RUB   99.800
Credit Agricole Corporat15.700  10/07/2026 TRY   73.748
Getin Noble Bank SA     5.930   4/28/2023  PLN   70.875
Getin Noble Bank SA     7.840   5/31/2023  PLN   69.872
Lehman Brothers Treasury6.000   7/28/2010  EUR   0.100
Lehman Brothers Treasury6.000   7/28/2010  EUR   0.100
Lehman Brothers Treasury7.000   07/11/2010 EUR   0.100
Lehman Brothers Treasury3.630   03/02/2012 EUR   0.100
Mriya Agro Holding PLC  10.950  3/30/2016  USD   4.667
Lehman Brothers Treasury3.000   9/13/2010  JPY   0.100
Heta Asset Resolution AG5.270   12/31/2023 EUR   1.127
Ukraine Government Bond 6.000   9/19/2029  UAH   62.034
Ukraine Government Bond 6.000   8/28/2030  UAH   59.587
Ukraine Government Bond 9.000   7/17/2030  UAH   74.457
Ukraine Government Bond 6.000   9/18/2030  UAH   59.445
Lehman Brothers Treasury7.750   2/21/2016  EUR   0.100
Lehman Brothers Treasury7.625   7/22/2011  HKD   0.100
Getin Noble Bank SA     6.840   6/28/2024  PLN   64.875
Aralco Finance SA       10.125  05/07/2020 USD   0.934
International Bank of Az8.250   10/09/2024 USD   60.375
Lehman Brothers Treasury10.000  06/11/2038 JPY   0.100
Getin Noble Bank SA     7.340   5/31/2024  PLN   73.875
Lehman Brothers Treasury8.000   12/27/2032 JPY   0.100
RGS Nedvizhimost OOO    12.000  10/18/2017 RUB   0.335
Lehman Brothers Treasury2.370   7/15/2013  USD   0.100
Lehman Brothers Treasury2.300   6/27/2013  USD   0.100
Ukraine Government Bond 6.000   1/27/2027  UAH   71.190
Ukraine Government Bond 6.000   9/13/2028  UAH   65.075
Ukraine Government Bond 6.000   5/16/2029  UAH   63.027
Rio Forte Investments SA4.000   7/22/2014  EUR   4.411
KPNQwest NV             8.875   02/01/2008 EUR   0.453
Ukraine Government Bond 6.000   12/23/2026 UAH   71.626
Lehman Brothers Treasury8.050   12/20/2010 HKD   0.100
Ukraine Government Bond 8.520   11/10/2033 UAH   67.535
Ukraine Government Bond 9.150   05/10/2031 UAH   73.991
Ukraine Government Bond 8.630   05/10/2033 UAH   68.711
Ukraine Government Bond 8.420   05/10/2034 UAH   66.443
Ukraine Government Bond 8.880   05/10/2032 UAH   71.268
Ukraine Government Bond 8.750   11/10/2032 UAH   69.950
Ukraine Government Bond 8.310   11/10/2034 UAH   65.304
Lehman Brothers Treasury5.120   4/30/2027  EUR   0.100
Heta Asset Resolution AG5.030   12/31/2023 EUR   1.132
Credit Suisse AG/London 0.500   01/08/2026 BRL   63.798
Lehman Brothers Treasury4.870   10/08/2013 USD   0.100
Lehman Brothers Treasury2.000   6/21/2011  EUR   0.100
Lehman Brothers Treasury12.000  7/13/2037  JPY   0.100
Lehman Brothers Treasury1.950   11/04/2013 EUR   0.100
Heta Asset Resolution AG5.920   12/31/2023 EUR   1.132
Barclays Bank PLC       0.500   10/01/2031 TRY   11.852
SAir Group              2.750   7/30/2004  CHF   12.625
Lehman Brothers Treasury1.500   02/08/2012 CHF   0.100
Nota-Bank OJSC          13.500  04/01/2016 RUB   31.500
Lehman Brothers Treasury4.100   8/23/2010  USD   0.100
Ukraine Government Bond 6.000   03/12/2031 UAH   58.324
Ukraine Government Bond 6.000   09/10/2031 UAH   57.236
Ukraine Government Bond 6.000   10/15/2031 UAH   57.037
Ukraine Government Bond 6.000   10/11/2028 UAH   64.830
Ukraine Government Bond 6.000   11/22/2028 UAH   64.477
Ukraine Government Bond 6.000   06/12/2030 UAH   60.128
Ukraine Government Bond 6.000   12/11/2030 UAH   58.918
Ukraine Government Bond 6.000   4/23/2031  UAH   58.069
Ukraine Government Bond 8.750   2/16/2033  UAH   70.435
Ukraine Government Bond 6.000   11/28/2029 UAH   61.521
Ukraine Government Bond 6.000   06/04/2031 UAH   57.830
Ukraine Government Bond 5.000   2/20/2032  UAH   51.043
Ukraine Government Bond 8.750   4/20/2033  UAH   69.430
Credit Agricole Corporat10.320  7/22/2026  TRY   58.091
Credit Agricole Corporat11.190  1/15/2026  TRY   62.506
Credit Agricole Corporat10.800  3/24/2026  TRY   57.524
Lehman Brothers Treasury4.500   08/02/2009 USD   0.100
Petromena ASA           9.750   5/24/2016  NOK   0.607
Sidetur Finance BV      10.000  4/20/2016  USD   0.770
Lehman Brothers Treasury0.010   9/20/2011  USD   0.100
Heta Asset Resolution AG5.730   12/31/2023 EUR   1.132
AKB Peresvet ZAO        13.000  10/07/2017 RUB   13.000
Lehman Brothers Treasury8.875   1/28/2011  HKD   0.100
Barclays Bank PLC       2.000   05/07/2036 MXN   36.120
LBI ehf                 5.080   03/01/2013 ISK   10.625
LBI ehf                 8.650   05/01/2011 ISK   10.625
Heta Asset Resolution AG0.128   12/31/2023 EUR   1.132
Mriya Agro Holding PLC  9.450   4/19/2018  USD   4.667
Northland Resources AB  15.000  7/15/2019  USD   2.621
Lehman Brothers Treasury2.000   5/17/2010  EUR   0.100
Lehman Brothers Treasury1.280   11/06/2010 JPY   0.100
Lehman Brothers Treasury4.000   12/02/2012 EUR   0.100
Lehman Brothers Treasury8.600   7/31/2013  GBP   0.100
Lehman Brothers Treasury4.100   5/20/2009  USD   0.100
Lehman Brothers Treasury4.000   2/28/2010  EUR   0.100
Lehman Brothers Treasury8.280   7/31/2013  GBP   0.100
Lehman Brothers Treasury3.700   06/06/2009 EUR   0.100
Northland Resources AB  4.000   10/15/2020 USD   0.271
Lehman Brothers Treasury8.500   07/06/2009 CHF   0.100
Lehman Brothers Treasury7.500   9/13/2009  CHF   0.100
Northland Resources AB  4.000   10/15/2020 NOK   0.271
Credit Agricole Corporat10.200  12/13/2027 TRY   53.048
Credit Agricole Corporat11.550  1/28/2026  TRY   61.794
MIK OAO                 15.000  2/19/2020  RUB   13.875
DeltaCredit Bank JSC    1.000   10/30/2025 RUB   70.000



                           *********


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 2022.  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.

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delivered via e-mail.  Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each.  For subscription information,
contact Peter Chapman at 215-945-7000.


                * * * End of Transmission * * *