/raid1/www/Hosts/bankrupt/TCREUR_Public/220221.mbx        T R O U B L E D   C O M P A N Y   R E P O R T E R

                          E U R O P E

          Monday, February 21, 2022, Vol. 23, No. 31

                           Headlines



A U S T R I A

SC AUSTRIA 2021: Fitch Assigns BB Rating on Class B Notes
SC AUSTRIA 2021: Moody's Assigns B2 Rating to EUR150.7MM B Notes


G E R M A N Y

TECHEM VERWALTUNGSGESELLSCHAFT: S&P Alters Outlook on ICR to Stable


I R E L A N D

MALLINCKRODT PLC: Examiner Appointment to Be Heard on Feb. 18


I T A L Y

ALITALIA - LINEE: April 1 Deadline for Expressions of Interest
BLUTEC SPA: March 11 Bid Submission Deadline Set for BU Lighting
EMERALD ITALY 2019: Fitch Affirms 'B' Rating on Class D Debt
SISAL GROUP: S&P Puts 'B' LongTerm ICR on Watch Positive


L U X E M B O U R G

ASTELIA SA: March 25 Camuna Stake Expressions of Interest Deadline


T U R K E Y

VOLKSWAGEN DOGUS: Fitch Lowers LT IDR to 'B+', Outlook Neg.


U N I T E D   K I N G D O M

BURY FOOTBALL: Supporters Finalize Deal to Buy Back Gigg Lane
DOLFIN FINANCIAL: Golden Visa Holders in Limbo Following Collapse
HARBEN FINANCE 2017-1: Fitch Assigns Final B- Rating on 2 Tranches
HARBEN FINANCE 2017-1: S&P Assigns B- Rating on X-Dfrd Notes
RIPON MORTGAGES: Fitch Gives Final 'B' Rating to Class X Debt

RIPON MORTGAGES: S&P Assigns B- Rating on Class X-Dfrd Notes
SOURCED MARKET: Goes Into Liquidation, Three Shops Shut Down
TOWD POINT AUBURN 13: Fitch Lowers Rating on Class E Notes to 'B-'
WHOOP ENERGY: Ceases Trading Amid Increase in Global Gas Prices


X X X X X X X X

[*] BOND PRICING: For the Week February 14 to February 18, 2022

                           - - - - -


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A U S T R I A
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SC AUSTRIA 2021: Fitch Assigns BB Rating on Class B Notes
---------------------------------------------------------
Fitch Ratings has assigned SC Austria Consumer Loan 2021 Designated
Activity Company's class A and B notes the following ratings:

    DEBT                  RATING
    ----                  ------
SC Austria Consumer Loan 2021 Designated Activity Company

A XS2439228870      LT AAsf  New Rating
B XS2439229092      LT BBsf  New Rating
Subordinated Loan   LT NRsf  New Rating

TRANSACTION SUMMARY

SC Austria Consumer Loan 2021 DAC is the second public
securitisation from Santander Consumer Bank GmbH, and the first
involving Austrian unsecured consumer loans.

The transaction has a three-year revolving period, and there are no
derivatives involved as the majority of the assets pay variable
interest, as do the liabilities.

KEY RATING DRIVERS

High Defaults, Moderate Expected Losses: Fitch assumed a default
rate of 10%, and 'AA' stressed defaults of 32%. These assumptions
are above those in Santander's German sibling securitisation of
unsecured consumer loans due to a longer revolving period and
higher historical defaults. Fitch used a 55% recovery expectation,
resulting in a moderate expected loss of 4.5%, while the 'AA' loss
rate is 22.1% due to a median-to-higher recovery haircut,
reflecting the unsecured nature of the receivables.

Natural Hedge Temporarily Insufficient: The liabilities'
floating-rate coupons are matched by variable rate loans, leading
to a natural hedge. Once defaults start accumulating, the
interest-generating asset balance can fall short of the liability
balance. Consequently, the structure can temporarily be exposed to
uncovered interest rate risk. Fitch considers the available credit
enhancement (CE) to be sufficient to absorb resulting outflows,
even at rates materially higher than market rates.

Long Time to Recovery: Recoveries for the unsecured loans solely
stem from cash collections received from defaulted borrowers and
potential bad debt sales. Fitch applied a weighted average (WA)
time-to-recovery of about four years, mimicking the originator's
historical recovery dynamics. The stretched recovery timing
magnifies the issuer's exposure to negative carry on defaulted
receivables, and also aggravates the temporary breaking of the
natural hedge.

Seller-Related Risks Addressed: There is no back-up servicer in
place at closing. An amortising, floored reserve fund protects the
transaction from payment interruption risk in case of servicing
disruption. Fitch considers commingling risk immaterial as
collections are forwarded to the issuer accounts no later than two
business days after receipt. Upon a prepayment, borrowers can
withhold the part of the loan amount relating to handling fees. In
Fitch's view, the available CE is sufficient to cover the resulting
drain on the issuer's available funds.

RATING SENSITIVITIES

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

-- Unanticipated increases in defaults or decreases in recovery
    rates could produce larger losses than expected by Fitch and
    could result in negative rating action on the notes. For
    example, a simultaneous increase of the default base case by
    10% and decrease of the recovery base case by 10% would lead
    to a two-notch downgrade of the class A notes to 'A+sf', while
    the implied rating of the class B notes in this scenario would
    be 'BB-sf'.

-- A simultaneous increase of the default base case by 25% an
    decrease of the recovery base case by 25% would lead to a one
    category downgrade of the class A notes to 'Asf', and the
    class B notes' rating would be downgraded to 'CCCsf'.

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

-- The maximum achievable rating of 'AAAsf' could be reached once
    the portfolio starts amortising and building up CE, provided
    performance remains in line with Fitch's expectations.
    Counterparty issues do not constrain the rating.

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.

DATA ADEQUACY

SC Austria Consumer Loan 2021 Designated Activity Company

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

Fitch reviewed the results of a third party assessment conducted on
the asset portfolio information, and concluded that there were no
findings that affected the rating analysis.

Fitch conducted a review of a small targeted sample of the
originator's origination files and found the information contained
in the reviewed files to be adequately consistent with the
originator's policies and practices and the other information
provided to the agency about the asset portfolio.

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

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.

SC AUSTRIA 2021: Moody's Assigns B2 Rating to EUR150.7MM B Notes
----------------------------------------------------------------
Moody's Investors Service has assigned the following definitive
ratings to Notes issued by SC Austria Consumer Loan 2021 Designated
Activity Company:

EUR730.1 million Class A Floating Rate Secured Notes due February
2040, Assigned Aaa (sf)

EUR150.7 million Class B Floating Rate Secured Notes due February
2040, Assigned B2 (sf)

Moody's has not assigned a rating to the EUR68.9M Subordinated
Loan.

RATINGS RATIONALE

The Notes are backed by a three-year revolving pool of Austrian
unsecured consumer loans originated by Santander Consumer Bank GmbH
(NR), which is owned by Santander Consumer Finance S.A. (A2/P-1;
A3(cr)/P-2(cr)). This represents the second issuance out of the SC
Austria label.

The portfolio consists of approximately EUR 942.2 million of loans
as of January 2022 pool cut-off date. The Reserve Fund will be
funded to 0.85% of the rated Notes balance at closing and the total
credit enhancement for the Class A Notes will be 23.3%.

The ratings are primarily based on the credit quality of the
portfolio, the structural features of the transaction and its legal
integrity.

According to Moody's, the transaction benefits from various credit
strengths such as a granular portfolio and an amortising reserve
sized at 0.85% of Class A and B Notes balance. However, Moody's
notes that the transaction features some credit weaknesses such as
an unrated servicer and a three-year revolving period. Various
mitigants have been included in the transaction structure such as a
back-up servicer facilitator which will endeavor to find a back-up
servicer in case of a servicer insolvency or another servicer
termination event, as well as replenishment criteria which limit
portfolio volatility during the revolving period.

Moody's determined the portfolio lifetime expected defaults of
8.0%, expected recoveries of 25.0% and Aaa portfolio credit
enhancement ("PCE") of 19.0% related to borrower receivables. The
expected defaults and recoveries capture Moody's expectations of
performance considering the current economic outlook, while the PCE
captures the loss Moody's expect the portfolio to suffer in the
event of a severe recession scenario. Expected defaults and PCE are
parameters used by Moody's to calibrate its lognormal portfolio
loss distribution curve and to associate a probability with each
potential future loss scenario in the ABSROM cash flow model to
rate Consumer ABS.

Portfolio expected defaults of 8.0% are higher than the EMEA
Consumer Loan ABS average and are based on Moody's assessment of
the lifetime expectation for the pool taking into account: (i)
historic performance of the loan book of the originator, (ii)
benchmark transactions, and (iii) other qualitative considerations,
such as the three-year revolving period.

Portfolio expected recoveries of 25.0% are higher than the EMEA
Consumer Loan ABS average and are based on Moody's assessment of
the lifetime expectation for the pool taking into account: (i)
historic performance of the loan book of the originator, (ii)
benchmark transactions, and (iii) other qualitative
considerations.

PCE of 19.0% is in higher than the EMEA Consumer Loan ABS average
and is based on Moody's assessment of the pool which is mainly
driven by: (i) evaluation of the underlying portfolio, complemented
by the historical performance information as provided by the
originator, (ii) the relative ranking to originator peers in the
EMEA Consumer loan market and (iii) the three-year revolving
period. The PCE level of 19.0% results in an implied coefficient of
variation ("CoV") of 30.8%.

The principal methodology used in these ratings was 'Moody's
Approach to Rating Consumer Loan Backed ABS' published in September
2021.

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

Factors that may cause an upgrade of the ratings of the notes
include significantly better than expected performance of the pool
together with an increase in credit enhancement of Notes.

Factors that would lead to a downgrade of the ratings include: (i)
increased counterparty risk leading to potential operational risk
of servicing or cash management interruptions and (ii) economic
conditions being worse than forecast resulting in higher arrears
and losses.




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G E R M A N Y
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TECHEM VERWALTUNGSGESELLSCHAFT: S&P Alters Outlook on ICR to Stable
-------------------------------------------------------------------
S&P Global Ratings revised its outlook on Techem
Verwaltungsgesellschaft 674 mbH (Techem) to stable from negative.
S&P also affirmed its 'B+' long-term issuer credit rating on
Techem, the 'B+' issue rating on its senior debt, and the 'B-'
issue rating on the unsecured debt.

The stable outlook reflects S&P's lower debt to EBITDA forecast of
about 7.5x for fiscal 2022 and positive FOCF generation stemming
from solid operational performance and declining one-off costs and
exceptional tax payments. This brings the company's credit metrics
in line with its expectations for the 'B+' rating.

The company's fiscal 2021 results were resilient, leading to slight
leverage reduction. For the first time, Techem closed its fiscal
year on Sept. 30 instead of March 31. This is because the fiscal
year was previously closing in the middle of the billing season,
which was creating some unwanted cutoff discrepancies between
years. For fiscal 2021, Techem's sales increased by 5% versus the
12 months to March 31, 2020 thanks to solid growth of its
submetering services in and outside of Germany (ESG and ESI
divisions) and the development of its energy contracting services
in Germany (EES division). The adjusted EBITDA margin came under
pressure, decreasing by 170 basis points to 43.2% as restructuring
costs related to the Energize-T efficiency program increased.
Nevertheless, the EUR50 million redemption of the senior unsecured
debt in September 2021 and EUR55 million lower utilization of the
revolving credit facility (RCF) pushed adjusted debt to EBITDA down
to 7.9x at fiscal year-end 2021, from 8.1x at fiscal year-end 2020.
FOCF generation was negative EUR18.9 million in fiscal 2021 due to
an exceptionally high total tax payment of EUR112.9 million,
related largely to one-offs due a change in the fiscal regime in
Germany.

S&P sid, "We anticipate strong operational performance for Techem
in fiscal 2022. We forecast organic sales growth of 3%-4% in fiscal
2022, mainly driven by strong growth in the ESI division as Techem
rolls out its new generation of fixed network devices in France,
Spain, and Poland in response to the implementation of the European
Energy Directive (EED), which requires monthly readings of the heat
consumption starting Jan. 1, 2022. We expect small bolt-on
acquisitions will add an additional 2%-3% to sales growth. Despite
underlying margins coming under slight pressure due to investments
into digitalization and new products and services, we anticipate
the adjusted EBITDA margin will expand to 43.5%-44.5% thanks to
lower one-off costs.

Techem's diversification into new verticals will likely have a
neutral impact on the credit rating. Techem operates in a fully
saturated submetering market in Germany, limiting its growth
opportunities in the future. In recent years, it has built on its
strong reputation and solid relationship with its clients--mainly
property managers and housing associations--to enter new verticals
such as the installation and maintenance of smoke detectors. Techem
intends to further diversify its activities by providing digital
services to help its clients manage the energy efficiency of their
premises, which is becoming increasingly important for the real
estate sector due the strong regulatory push coming from the
European commission and national governments in Europe. It is also
planning to enter other businesses related to the green energy
transition, such as Electric Vehicles Charging Stations (EVCS) and
solar panel installations. S&P would view positively the sales
growth potential Techem could derive from these new verticals, as
well as the relatively low capital intensity of these activities.
That said, they would also provide lower margins than the
submetering activities, which would have a dilutive effect on the
group's overall profitability. There is also an execution risk
associated with these new projects where Techem yet has to build
its know-how and reputation.

S&P said, "The stable outlook reflects our expectations of leverage
reduction and materially positive FOCF generation.We forecast
adjusted debt to EBITDA will drop to about 7.2x-7.7x in fiscal 2022
thanks to EBITDA growth, before further reducing to 6.7x-7.2x in
fiscal 2023. Despite continuously high capital expenditure (capex)
of about EUR185 million-EUR195 million to support the rollout of
the fixed network cost allocators and development of new services
and products, we anticipate that FOCF generation will turn positive
again in fiscal 2022 to about EUR45 million-EUR55 million, further
increasing to EUR80 million–EUR90 million in fiscal 2023 as the
level of interest payments reduces following the expiration of an
interest rate swap agreement.

"The stable outlook reflects our growth forecast of 5.5%-6.5% for
Techem in fiscal 2022 and adjusted EBITDA margins of about
43.5%-44.5%, which will result in adjusted debt to EBITDA of about
7.2x-7.7x and FOCF of EUR45 million-EUR55 million in fiscal 2022."

S&P could lower the rating if Techem's operating performance is
weaker than expected, resulting in adjusted debt to EBITDA
increasing above 7.5x or negative FOCF generation. This could
happen if the company:

-- Incurs higher exceptional costs than expected, depressing
adjusted EBITDA beyond our expectations; or

-- Experiences a more competitive environment, struggling to grow
outside of its submetering stronghold, thereby reducing its
EBITDA.

S&P could take a positive rating action if the company generates
sufficient revenue growth such that adjusted debt to EBITDA
decreases toward 5x and FFO to debt increases toward 12%. S&P would
also require a commitment from shareholders to maintain leverage
below these levels. This could happen if:

-- Techem continues to voluntarily reimburse part of its debt
while implementing a prudent mergers and acquisitions policy;

-- One-off costs reduce beyond our expectations; and

-- The company successfully ramps up its new services and product
offering, significantly boosting revenue and EBITDA.

Environmental, Social, And Governance

ESG credit indicators: E-2, S-2, G-3

Governance is a moderately negative consideration in our credit
rating analysis of Techem, as it is for most rated entities owned
by private-equity sponsors. S&P thinks the company's highly
leveraged financial risk profile points to corporate
decision-making that prioritizes the interests of the controlling
owners. This also reflects private-equity sponsors' generally
finite holding periods and focus on maximizing shareholder
returns.




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MALLINCKRODT PLC: Examiner Appointment to Be Heard on Feb. 18
-------------------------------------------------------------
A Petition was presented to the High Court on Feb. 14, 2021,
pursuant to Part 10 of the Companies Act 2014 by the directors of
Mallinckrodt Public Limited Company, having its registered address
at the College Business & Technology Park, Cruiserath,
Blanchardstown, Dublin 15, Ireland (the "Company") for the
appointment of an examiner to the Company.  

The said Petition is directed to be heard by way of physical
hearing on February 28, 2022 at 11:00 a.m. at the Four Courts, Inns
Quay, Dublin 7, to the intent that the matter be taken up on that
date or such other date that the Court may fix.  

Any creditor or contributory of the Company who wishes to support
or oppose the making of an Order on the said Petition may appear at
the time of the hearing by himself or his counsel for that purpose
and a copy of the Petition will be furnished to any creditor of
contributory of the Company who requires it by the undersigned on
payment of the regulated charge.  The Petition and ancillary Court
papers are also available on
https://restructuring.primeclerk.com/mallinckrodt

By order of the High Court dated February 14, 2022, Michael McAteer
of Grant Thornton, 13-18 City Quay, Dublin 2 was appointed Interim
Examiner of the Company in accordance with the Companies Act 2014.

Any person who intends to appear at the hearing of the amended
Petition must serve or send by post to the above named solicitors
for the Petitioners, notice in writing of his intention to do so.
The notice must state the name and address of the person or the
firm and must be signed by the person or firm or his/their
solicitors (if any) and must be served or if posted must be sent by
post in sufficient time to reach the above named solicitors not
later than 5:00 p.m. (Irish Standard Time) on February 25, 2022.
Any party wishing to oppose the petition is required to notify the
solicitors for the Petitioners not later than 5:00 p.m. (Irish
Standard Time) on February 23, 2022, of their intention to do so
and is required to file and deliver to the Petitioners' solicitors
any affidavit on which that party intends to rely in opposition to
the Petition not later than 5:00 p.m. (Irish Standard Time) on
February 23, 2022.

                    About Mallinckrodt PLC

Mallinckrodt -- http://www.mallinckrodt.com/-- is a global
business consisting of multiple wholly-owned subsidiaries that
develop, manufacture, market and distribute specialty
pharmaceutical products and therapies. The company's Specialty
Brands reportable segment's areas of focus include autoimmune and
rare diseases in specialty areas like neurology, rheumatology,
nephrology, pulmonology and ophthalmology; immunotherapy and
neonatal respiratory critical care therapies; analgesics; and
gastrointestinal products. Its Specialty Generics reportable
segment includes specialty generic drugs and active pharmaceutical
ingredients.

On Oct. 12, 2020, Mallinckrodt plc and certain of its affiliates
sought Chapter 11 protection in Delaware (Bankr. D. Del. Lead Case
No. 20-12522) to seek approval of a restructuring that would reduce
total debt by $1.3 billion and resolve opioid-related claims
against them.

Mallinckrodt plc disclosed $9,584,626,122 in assets and
$8,647,811,427 in liabilities as of Sept. 25, 2020.

Judge John T. Dorsey oversees the cases.

The Debtors tapped Latham & Watkins LLP and Richards, Layton &
Finger P.A. as their bankruptcy counsel; Arthur Cox and Wachtell,
Lipton, Rosen & Katz as corporate and finance counsel; Ropes & Gray
LLP as litigation counsel; Torys LLP as CCAA counsel; Guggenheim
Securities LLC as investment banker; and AlixPartners LLP as
restructuring advisor. Prime Clerk, LLC, is the claims agent.

The official committee of unsecured creditors retained Cooley LLP
as its legal counsel, Robinson & Cole LLP as co-counsel, and Dundon
Advisers LLC as its financial advisor.

On Oct. 27, 2020, the U.S. Trustee for Region 3 appointed an
official committee of opioid related claimants. The OCC tapped Akin
Gump Strauss Hauer & Feld LLP as its lead counsel, Cole Schotz as
Delaware co-counsel, Province Inc. as financial advisor, and
Jefferies LLC as investment banker.

The confirmation trial for the Debtors' First Amended Joint Plan of
Reorganization began in November 2021.




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ALITALIA - LINEE: April 1 Deadline for Expressions of Interest
--------------------------------------------------------------
Prof. Avv. Stefano Ambrosini, Prof. Avv. Gianluca Brancadoro and
Prof. Dr. Giovanni Fiori, the Extraordinary Commissioners of
Alitalia - Linee Aeree Italiane S.p.A. in a.s. and Alitalia Servizi
S.p.a. in a.s., intend to initiate a further procedure for the
disposal of the following lots of real estate properties, the sale
of which shall be carried out exclusively for each single lot and
at the highest price offered, subject to the acquisition of
expressions of interest for each of the properties, in which the
relevant price proposed for the purchase shall be indicated.

Real Estate

1. Portion of the building located in Sesto San Giovanni (Milan -
Italy), via XXIV Maggio no. 8/10.  (Owner - Alitalia)

2. Entire bulding ("fabbricato cielo terra") located in Sesto San
Giovanni (Milan - Italy), via XXIV Maggio no. 6.  (Owner -
Alitalia)

3. Land, located in Rome (Italy), Magliana Vecchia Muratella (Owner
- Alitalia)

4. Land with the entire bulding ("fabbricato cielo terra") located
in Rome (Italy), viale Alessandro Marchetti no. 120. (Owner -
Alitalia Servizi)

Parties interested in purchasing one or more Properties may submit
proposals for the purchase by submitting an "Expression of
Interest" in accordance with the text available on the Procedure's
website, which shall indicate the relevant price proposed for the
purchase of the Property of Intest.

The Expression of Interest must be submitted in a sealed envelope
no later than noon on April 1, 2022, to the office of Notary Public
Dr. Monica Giannotti, in (00198) Rome, Italy, Viale Liegi n. 52, to
the attention of the Extraordinary Commissioners of the companies
of the Alitalia Group in a.s., bearing on the outside the caption
"Sale of the Properties of the Alitalia Group in a.s. - Expression
of Interest - CONFIDENTIAL AND CONFIDENTIAL - DO NOT OPEN".

The examination of the Expressions of Interest shall take place
staring from 4:00 p.m. on April 5, 2022, in the presence of the
Extraordinary Commissioners (or of their delegate) and of a Notary
Public, at the office of Notary Public Dr. Monica Giannotti, in
(00198) Rome, Italy, Viale Liegi n. 52.

The full text of this notice is published, in Italian and English,
on the website www.alitaliaamministrazionestraordinaria.it,
together with the documents for participating in the sale
procedure.


BLUTEC SPA: March 11 Bid Submission Deadline Set for BU Lighting
----------------------------------------------------------------
The Extraordinary Administrators of Blutec S.p.A. in A.S.,
appointed by means of Decree of the Ministry of Economic
Development (MISE) on October 18, 2019, intend to sell the
company's business unit BU Lighting.  The business unit operates in
the design and manufacture of lighting and signalling systems and
plastic parts for the automotive sector under the "Euroweld" and
"Ages Illuminazione" brands.

The Extraordinary Administrators invite all interested parties to
submit their irrevocable and guaranteed bids for the purchase of BU
Lighting, including (i) ongoing employment relations with 110
employees at the Asti (TO) site; (ii) ongoing employment relations
with six employees working at the Rivoli (TO) site,
Procurement-Accounting-Personnel-Safety area; (iii) property,
plant, equipment and intangible assets relating to the business
unit; (iv) goodwill; (v) operating contracts in place for the
business unit; (vi) the "Euroweld" and "Ages Illuminazione"
trademarks, signage, commercial documents, customer and supplier
lists, know-how, technical and sales processes, as well as all
other element or document or knowledge, in any media format, used
or usable in managing the business unit; (vii) ownership of the
property located in Asti where the lighting business is conducted;
(viii) the inventories pertaining to the business unit; (ix)
outstanding orders; (x) valid operating authorisations, concessions
and licenses for managing the business unit; all as described in
greater detail in the Tender Specifications available on the
Procedure web site http://www.gruppoblutecinas.it

The Binding Bids for purchase of the assets that comprise the
business unit must be received in hard copy by no later than noon
on March 11, 2022, at the studio of Notary Igor Genghini, Viale
Liege 42, Rome.

For the interested parties, the Procedure has already made a
Virtual Data Room ("VDR") available, with information relating to
the business unit, on the Procedure web site
http://www.gruppoblutecinas.it


EMERALD ITALY 2019: Fitch Affirms 'B' Rating on Class D Debt
------------------------------------------------------------
Fitch Ratings has revised the Outlooks on Emerald Italy 2019 Srl's
to Stable from Negative and affirmed the ratings.

     DEBT             RATING           PRIOR
     ----             ------           -----
Emerald Italy 2019 S.R.L.

A IT0005387896   LT A-sf   Affirmed    A-sf
B IT0005387953   LT BBBsf  Affirmed    BBBsf
C IT0005387961   LT BB-sf  Affirmed    BB-sf
D IT0005387979   LT Bsf    Affirmed    Bsf

TRANSACTION SUMMARY

The transaction is a securitisation of a EUR105.8 million loan
(comprising a EUR100.4 million term loan and a EUR5.4 million capex
loan) to an Italian borrower sponsored by Kildare Partners. The
loan is variable-rate (hedged using a cap) and secured on three
average quality northern Italian shopping centres. The transaction
benefits from a EUR4.8 million liquidity facility available to
cover interest on the class A and B notes, with which aggregate
balance the liquidity commitment amortises pro rata.

The loan defaulted in June 2020 due to very low rental collections
during the 2Q20 payment period, as a result of tenants not paying
rent during periods when stores were forced to close. The borrower
put forward a standstill agreement that was approved by noteholder
vote in October 2021 and remains in place until September 2022, or
three months later if a sale is underway. The borrower intends to
use this period to perform works, using rental income as well as
funds from the capex facility. It will then prepare an exit plan or
meet the conditions for a maturity extension to September 2023. The
latter depends on no loan default continuing, no unpaid amounts
outstanding (including soft amortisation), a recent valuation being
obtained and appropriate hedging being in place. If this occurs,
Fitch believes the documentation suggests a possibility for the
sequential payment trigger to be reversed and a resumption of pro
rata pay.

As long as the loan remains in default, no equity distributions
will be made, with funds instead used to repay outstanding amounts.
The loan has amortised by EUR5.3 million since the last rating
action in March 2021 thanks to rental outperformance in 4Q21 and
voluntary repayments from funds standing to the credit of the capex
account. Total loan repayments since closing are EUR6.8 million,
bringing the loan balance down to EUR99.2million. However, any
deleveraging is counteracted by a 16.6% value reduction, causing
the loan to breach the 67.5% loan-to-value ratio (LTV) cash sweep
trigger. The LTV stood at 72.9% as of 4Q21.

KEY RATING DRIVERS

Stabilising Rental Prospects: Despite adverse footfall conditions,
the properties have maintained occupancy and contracted income
relatively well, without any major deviation in performance after
the initial impact of the pandemic. Collection rates have
drastically improved, with the latest evidence pointing towards
over 80% on full invoiced amounts. The updated valuation is the
first since closing and the ratings already incorporated a
significant correction.

Estimated rental levels (valuation quoted base and turnover
amounts) are adequately supported by recent lettings, illustrating
that the sector is transitioning towards a new operating model,
while reducing risk of an abrupt loss of income. Fitch has
reflected this by resetting the estimated rental value (ERV)
applied in Fitch's analysis at or close to the valuation-implied
levels and revising the Outlook to Stable.

Localised Uncertainty Remains: Income prospects are stabilising,
but progressively lower footfall in all locations has encouraged
greater discounting of future income by the valuer, with exit
yields rising most acutely for Rondinelle and Settimo. Settimo's
vacancy concerns are being partly alleviated by new signings, but
Rondinelle is still suffering from competition from Elnos, with the
imminent departure of important tenants likely to further reduce
occupancy.

With investors still adjusting their view on the sector, liquidity
and the related ability to refinance remain challenged. Fitch has
reflected this by increasing Fitch's base structural vacancy to 9%
from 8% for Metropoli and Settimo and weakening Rondinelle's
property score to 5. However, these adjustments are broadly offset
by improved ERV and debt dynamics.

RATING SENSITIVITIES

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

-- Increase in vacancy and rent decline within the portfolio.

-- Current ratings: 'A-sf' / 'BBBsf' / 'BB-sf' / 'Bsf'

The change in model output that would apply with 0.8x cap rates is
as follows:

-- 'A+sf' / 'A-sf' / 'BB+sf' / 'BBsf'

The change in model output that would apply with 1.25x rental value
declines is as follows:

-- 'BBB+sf' / 'BBB-sf' / 'B+sf' / 'B-sf'

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

-- Stabilisation of investor sentiment coupled with improved
portfolio performance.

KEY PROPERTY ASSUMPTIONS (all by market value):

-- Total ERV: EUR12.6 million

-- Depreciation: 10%

-- 'Bsf' weighted average (WA) cap rate: 6.1%

-- 'Bsf' WA structural vacancy: 30.3%

-- 'Bsf' WA rental value decline: 5.8%

-- 'BBsf' WA cap rate: 6.6%

-- 'BBsf' WA structural vacancy: 34.4%

-- 'BBsf' WA rental value decline: 8.1%

-- 'BBBsf' WA cap rate: 7.3%

-- 'BBBsf' WA structural vacancy: 38.7%

-- 'BBBsf' WA rental value decline: 10.5%

-- 'Asf' WA cap rate: 7.9%

-- 'Asf' WA structural vacancy: 43.0%

-- 'Asf' WA rental value decline: 15.3%

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.

DATA ADEQUACY

Emerald Italy 2019 S.R.L.

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.

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

Prior to the transaction closing, Fitch reviewed the results of a
third party assessment conducted on the asset portfolio information
and concluded that there were no findings that affected the rating
analysis.

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

Emerald Italy 2019 Srl has an ESG relevance score of '4' for Rule
of Law, Institutional and Regulatory Quality due to uncertainty of
the enforcement process in Italy, which has a negative impact on
the credit profile, and is relevant to the ratings in conjunction
with other factors.

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 Emerald Italy
2019 Srl, either due to their nature or to the way in which they
are being managed by Emerald Italy 2019 Srl.


SISAL GROUP: S&P Puts 'B' LongTerm ICR on Watch Positive
--------------------------------------------------------
S&P Global Ratings placed its 'B' long-term issuer credit rating on
Italian gaming operator Sisal Group S.p.A. on CreditWatch with
positive implications.

S&P plans to resolve the CreditWatch status following completion of
the transaction.

The CreditWatch placement follows Flutter's announcement on Dec.
23, 2021, that it had signed an agreement to acquire Sisal Group
for a total consideration of about EUR1.9 billion. S&P expects the
transaction to close in the second quarter of 2022 subject to
customary closing conditions, including required regulatory and
competition approvals.

S&P said, "We understand the transaction aligns with Flutter's
strategy to build leadership positions in regulated markets
globally. We expect it will be positive for Sisal's credit quality
given Flutter's relatively stronger credit profile. We understand
that Flutter currently intends to repay all of Sisal's outstanding
debt upon the close of the acquisition.

"We expect to resolve the CreditWatch status of our rating after
the acquisition is completed, which is expected in the second
quarter of 2022.

"The positive implications of the CreditWatch placement reflect the
likelihood that we will assess Sisal as a core subsidiary of
Flutter when the deal closes and raise our rating to that on
Flutter, assuming it is completed as proposed. If Sisal's debt is
repaid as part of the transaction, we would withdraw all of our
issue ratings on its debt."




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

ASTELIA SA: March 25 Camuna Stake Expressions of Interest Deadline
------------------------------------------------------------------
Astelia S.A. is a Luxembourg-based holding company placed in
voluntary liquidation by the extraordinary shareholder's meeting
held in front of notary Jacques Castel on May 20, 2021.  Stefano
Pileri has been appointed by the extraordinary shareholder's
meeting of Astelia as voluntary liquidator of the company.

On behalf of the received liquidation mandate, the liquidator is
considering the disposal of the 25% stake of Societa Camuna di
Partecipazioni S.p.A., an Italian holding company, held by Astelia
through a public tender procedure which will take place in the
first half of 2022.

Individual enterprises of companies of any nationality, as well as
aggregations of individual enterprises of companies of any
nationality, interested in the proposed transaction must meet the
following requirements to be admitted in the procedure:

   (i) in the 12 months preceding the date of the publication of
this call have not been, or currently are not, under liquidation
and/or in any form of collective redress, court-controlled
bankruptcy, liquidation or stoppage of payment, controlled
management and/or in equivalent liquidation, winding up or
bankruptcy situations of any form pursuant to the laws of their
State of origin;

  (ii) in the 12 months preceding the date of publication of this
Call have not been, or currently are not, subject to insolvency
proceedings according to the laws of their State of origin, or to
any other proceeding revealing their state of insolvency, financial
distress, ceasing of their business or having been admitted to a
compulsory administration in accordance with the laws of their
State of origin;

(iii) no criminal proceedings should be pending, imminent or known
against the management of the Interested Parties; and

  (iv) the entity will be in good standing from a corporate, tax,
and regulatory standpoint/

The Interested Parties shall submit their expressions of interest
in the proposed transaction, together with documentation which
certifies to meet the above requirements at the e-mail
ProjectAstelia@Rotschilandco.com along with the delivery message
bearing the wording "Project Astelia - Expression of Interest" in
its subject line.

The Expression of Interest shall be received starting from February
7, 2022 until March 25, 2022.




===========
T U R K E Y
===========

VOLKSWAGEN DOGUS: Fitch Lowers LT IDR to 'B+', Outlook Neg.
-----------------------------------------------------------
Fitch Ratings has downgraded Volkswagen Dogus Finansman A.S.'s
(VDF) Long-Term Issuer Default Ratings (IDR) to 'B+' from 'BB-'.
The Outlooks are Negative.

The downgrade follows similar action on Turkey's sovereign ratings
(B+/Negative).

Fitch has withdrawn VDF's Support Rating as it is no longer
relevant to the agency's coverage following the publication of its
updated Non-Bank Financial Institutions Rating Criteria on 31
January 2022. In line with the updated criteria, Fitch has assigned
VDF a Shareholder Support Rating (SSR) of 'b+'.

KEY RATING DRIVERS

IDRS, SSR AND NATIONAL RATINGS

VDF's ratings are driven by support from its controlling
shareholders - Volkswagen Financial Services AG (VWFS) and
ultimately Volkswagen AG (VW, BBB+/Positive). Given VDF's role in
facilitating VW group's sales in Turkey, Fitch sees it as
strategically important.

VDF's Long-Term IDR is capped by Turkey's 'B+' Country Ceiling. The
Country Ceiling captures transfer and convertibility risks and
limits the extent to which support from VWFS or VW can be factored
into VDF's Long-Term Foreign-Currency IDR.

VDF is one of Turkey's market leaders among both banks and non-bank
financial institutions in automotive financing, with a market share
of around 16% in 2021. It focuses almost exclusively on VW brands
and operates through over 100 sale points across Turkey. VDF's
penetration into local VW sales was 25% in 2021. VDF finances both
retail customers (individuals and SMEs) and fleet management
companies.

After a recent change, VDF is fully owned by a holding company VDF
Servis ve Ticaret (VDF Servis). VDF Servis is in its turn 51% owned
by VW (via VWFS) and 49% by Dogus Holding. Dogus Group is a large
Turkish conglomerate and the sole importer of VW vehicles in
Turkey. VW exercises operational control, but Dogus has significant
involvement in running the companies. VDF is reliant on the group's
funding. About 32% of total funding is streamed from the VW group.

Dogus is continuing its liability management exercise with local
banks. Fitch expects no material contagion risk to VDF and
therefore no adverse implication for the ratings, as the companies
are run independently. VDF does not rely on Dogus for funding or
business generation.

As of end-9M21, leverage (debt-to-tangible equity ratio) remained
high at 32x and the statutory accounts leverage (equity-to-assets)
was 4%. This was improved by a TRY63 million (18% of end-3Q21
equity) injection in 4Q21. VDF's management expects another TRY80
million to be injected in 1H22. Equity is contributed by VDF Servis
and is ultimately a redistribution of capital from its other
subsidiaries. Fitch expects capital injections to replenish the
headroom against regulatory leverage limit of 3%, but Fitch views
this limit as quite loose. This would allow VDF to restart
portfolio expansion in 2H22 subject to favourable market
conditions.

VDF reported TRY3.3 million net losses in 9M21, driven by the
weakening of the net interest margin (NIM) to 1.5% (in 9M21). The
NIM was mostly affected by a hike in funding costs. Fitch expects
VDF to remain loss making in 4Q21-1Q22, with a gradual improvement
in performance amid NIM recovery later in 2H22.

Positively, asset quality remained strong in 2021, with
non-performing loans at an historical low of 1.4% at end-3Q21 and
negligible impairment costs. Fitch expects a moderate increase of
VDF's cost of risk but asset quality will be underpinned by lower
loan-to-value ratios in the near term.

VDF's 'AAA(tur)' National Long-Term Rating reflects its strong
credits among its peers in Turkey due to the high propensity of
support from VWFS and VW. The Stable Outlook reflects Fitch's view
that Fitch does not expect changes to VDF's creditworthiness
relative to other Turkish issuers.

RATING SENSITIVITIES

IDRS, SSR AND NATIONAL RATINGS

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

-- VDF's Long-Term IDRs and SSR would likely be downgraded in
    case of a further downgrade of Turkey's sovereign Country
    Ceiling.

-- Diminished support from VW, for example, as a result of
    dilution of ownership in the companies, a loss of operational
    control or diminishing of importance of the Turkish market
    could also trigger a downgrade of the IDR and SSR.

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

-- The Outlook on VDF's Long-Term IDRs would be revised to Stable
    if the Outlook on the Turkish sovereign IDR was revised to
    Stable.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Financial Institutions and
Covered Bond issuers have a best-case rating upgrade scenario
(defined as the 99th percentile of rating transitions, measured in
a positive direction) of three 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 four notches over three years. The complete span of
best- and worst-case scenario credit ratings for all rating
categories ranges from 'AAA' to 'D'. Best- and worst-case scenario
credit ratings are based on historical performance.

ESG CONSIDERATIONS

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




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

BURY FOOTBALL: Supporters Finalize Deal to Buy Back Gigg Lane
-------------------------------------------------------------
Sports Joe reports that a group of Bury Football Club supporters
have finalized a deal to buy back Gigg Lane, the club's historic
old ground.

Fan groups Forever Bury and Est. 1885 reached a satisfactory
agreement with administrators, 15 months after the club's
administration was confirmed, Sports Joe relates.

Gigg Lane has not hosted a game since the 2018/2019 season, Sports
Joe notes.  Bury was expelled from the English Football League in
August 2019.  Then owner Steve Dale put the Shakers into
administration the following November, Sports Joe recounts.  The
club's future has been shrouded in uncertainty ever since, Sports
Joe states.

With Bury Football Club not playing any games for nearly three
years, some supporters set up a breakaway club, Bury AFC, which
currently sits top of their league, Sports Joe discloses.  They
play in the North West Counties First Division North.

As well as acquiring Gigg Lane, the two supporters' groups have
also agreed to a deal to trade as Bury FC moving forward, according
to Sports Joe.


DOLFIN FINANCIAL: Golden Visa Holders in Limbo Following Collapse
-----------------------------------------------------------------
Lucca De Paoli and Jonathan Browning at Bloomberg News report that
accountants winding down U.K. wealth management firm Dolfin
Financial faced more than 50 of its affluent, angry Chinese clients
shouting and hectoring them, many in Mandarin, three people present
at the meeting above the Virgin Active gym across the street from
the Museum of London on Sept. 2 said.

According to Bloomberg, Dolfin had gotten them "golden visas" for
U.K. stays of about three-and-a-half years in exchange for
investments, using ways being questioned by the Financial Conduct
Authority.

Fearing their visas could be revoked, they demanded documents
proving the validity of their investments, Bloomberg notes.

For Dolfin, the meeting was another ugly chapter in a saga that has
brought about its downfall.  In March last year, the Financial
Conduct Authority (FCA) barred it from nearly all regulated
activities, restrictions that pushed it into administration,
Bloomberg recounts.  The regulator has been examining the firm's
practices since at least 2019 over concerns about its visa business
and potential conflicts of interest, Bloomberg discloses.

Dolfin used a complicated series of transactions that allowed
wealthy Chinese clients pay just GBP400,000 (US$542,000) for Tier-1
Investor Visas that by law require an investment of at least GBP2
million, Bloomberg relays, citing an FCA supervisory notice.  The
firm's administrators told creditors on Jan. 28 that the FCA's
investigation is ongoing, Bloomberg states.

With the fate of the Chinese investors in limbo, the Dolfin case
once again drew attention to the U.K.'s Tier-1 Investor Visas,
showing how easily the system can be manipulated, according to
Bloomberg.

The FCA in its supervisory notice to Dolfin said the firm's "visa
business was so clearly unlikely to comply with Tier 1 visa
requirements that Dolfin would appear to have known, or at the very
least had reasonable cause to believe, that it was facilitating the
commission of a breach", Bloomberg relates.

Adam Stephens, a joint special administrator for Dolfin, said he
cannot comment on investigations into the firm's past business
activities, Bloomberg notes.  Dolfin's co-founders Denis Nagy and
Roman Joukovski declined to comment on the record on the FCA's
findings.

The Chinese investors who got their visas through Dolfin say they
believed the process was legitimate, Bloomberg states.  The Home
Office is still scrutinizing their visas, but for now they can't
apply for an extension or an indefinite leave to remain, Bloomberg
notes.

Dolfin marketed its visa services to these clients offering five
options code-named "Jade," "Gold," "Silver," "Platinum" and
"Palladium" that used a convoluted set of transactions to secure
golden visas with less than the required amount of investment, the
FCA supervisory notice says, according to Bloomberg.


HARBEN FINANCE 2017-1: Fitch Assigns Final B- Rating on 2 Tranches
------------------------------------------------------------------
Fitch Ratings has assigned Harben Finance 2017-1 PLC's notes final
ratings.

        DEBT                 RATING             PRIOR
        ----                 ------             -----
Harben Finance 2017-1 Plc (2022 Refi)

Class A XS2433720039   LT AAAsf  New Rating    AAA(EXP)sf
Class B XS2433722324   LT AAsf   New Rating    AA(EXP)sf
Class C XS2433722753   LT Asf    New Rating    A(EXP)sf
Class D XS2433730855   LT BBBsf  New Rating    BBB(EXP)sf
Class E XS2433738080   LT BB+sf  New Rating    BB+(EXP)sf
Class F XS2433749525   LT B+sf   New Rating    B+(EXP)sf
Class G XS2433821738   LT B-sf   New Rating    B-(EXP)sf
Class R XS2433822207   LT NRsf   New Rating    NR(EXP)sf
Class X XS2433822462   LT B-sf   New Rating    B-(EXP)sf
Class Z XS2433821902   LT NRsf   New Rating    NR(EXP)sf

TRANSACTION SUMMARY

The transaction is a securitisation of UK buy-to-let (BTL) loans
originated by Bradford and Bingley (B&B) and its wholly-owned
subsidiary, Mortgage Express, between 2005 and 2008. Loans were
previously securitized under Harben Finance 2017-1 plc (Harben
2017).

KEY RATING DRIVERS

Seasoned Loans, Stable Performance: The portfolio comprises
15-year-seasoned BTL loans originated by B&B. Fitch applied a 1.0x
originator adjustment for the portfolio, taking into account the
sound historical performance of Harben 2017 since its closing in
April 2017. Harben 2017 benefited from positive selection through
the exclusion of loans in arrears by more than one month, which
resulted in lower arrears and repossessions than some other BTL
legacy portfolios and a performance generally in line with Fitch's
BTL performance indices.

Interest-Only Concentration Drives Foreclosure Frequencies: The
portfolio has high interest-only (IO) concentration. During
2031-2033, 39.8% of the loans in the portfolio mature and must make
principal payments. Fitch derives an IO concentration weighted
average (WA) foreclosure frequency (FF) based on this peak
concentration and applies the higher of this WAFF and the standard
portfolio WAFF for each rating level in its analysis. The IO
concentration WAFF is higher than the standard portfolio WAFF at
the majority of rating levels.

Low Margins, Moderate Affordability: All loans track the Bank of
England base rate (BBR). Similarly, 97.0% of the loans in the
portfolio are IO. The WA margins for these loans are relatively
low, at 1.7%. Affordability for these loans is moderate compared
with other BTL legacy portfolios, with a WA interest coverage ratio
of 123.0% due to B&B's slightly weaker lending policy. The low WA
margin adds to a low realised and expected constant prepayment rate
for the pool.

Basis Risk Unhedged: The transaction is exposed to basis risk
between BBR and SONIA as the notes pay daily compounded SONIA.
Fitch stressed the transaction cash flows for basis risk, in line
with its criteria. Combined with the low asset margins, this
resulted in limited excess spread in Fitch's cash flow analysis.

RATING SENSITIVITIES

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

-- The transaction's performance may be affected by changes in
    market conditions and the economic environment. Weakening
    economic performance is strongly correlated to increasing
    levels of delinquencies and defaults that could reduce credit
    enhancement available to the notes.

-- In addition, unanticipated declines in recoveries could result
    in lower net proceeds, which may make certain notes
    susceptible to potential negative rating action depending on
    the extent of the decline in recoveries. Fitch conducts
    sensitivity analyses by stressing both a transaction's base
    case FF and recovery rate (RR) assumptions. For example, a 15%
    WAFF increase and 15% WARR decrease would result in a class A
    model-implied downgrade of up to two notches.

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

-- Stable to improved asset performance driven by stable
    delinquencies and defaults would lead to increasing credit
    enhancement levels and consideration for potential upgrades.
    Fitch tested an additional rating sensitivity scenario by
    applying a decrease in the WAFF of 15% and an increase in the
    WARR of 15%, implying upgrades of up to seven notches.

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.

DATA ADEQUACY

Fitch reviewed the results of a third party assessment conducted on
the asset portfolio information, and concluded that there were no
findings that affected the rating analysis.

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.


HARBEN FINANCE 2017-1: S&P Assigns B- Rating on X-Dfrd Notes
------------------------------------------------------------
S&P Global Ratings has assigned credit ratings to Harben Finance
2017-1 PLC's class A, B, C-Dfrd, D-Dfrd, E-Dfrd, F-Dfrd, G-Dfrd,
and X-Dfrd U.K. RMBS notes. At closing, Harben Finance 2017-1 also
issued unrated class Z and R notes and X1, X2, and Y certificates.

The transaction is a refinancing of the Harben Finance 2017-1
transaction, which closed in April 2017 (the original
transaction).

S&P said, "We have based our credit analysis on the GBP1.23 billion
pool. The pool comprises first-lien U.K. buy-to-let (BTL)
residential mortgage loans that Bradford & Bingley PLC and Mortgage
Express PLC originated. The loans are secured on properties in
England and Wales, and were originated between 1997 and 2009. The
underlying loans in the securitized portfolio are serviced by Topaz
Finance Ltd., which is also the legal title holder. Topaz Finance
is a subsidiary of Computershare Mortgage Services Ltd. (CMS). We
reviewed CMS' servicing and default management processes and are
satisfied that it is capable of performing its functions in the
transaction."

The collateral performance has historically been better than S&P's
legacy BTL index.

All of the loans in the portfolio are more than 10 years seasoned.

S&P's ratings on the class A and B notes address the timely payment
of interest and the ultimate payment of principal. Its ratings on
the class C-Dfrd to G-Dfrd notes and X-Dfrd notes reflect the
ultimate payment of interest and principal. Its rating definitions
are in line with the notes' terms and conditions.

The rated notes are supported by the principal borrowing mechanism,
the general reserve, and the liquidity reserve (class A and B
notes). They are subject to a principal deficiency ledger condition
for the class B to G-Dfrd notes unless they are the most senior
outstanding. These reserve funds were funded at closing.

S&P said, "Our cash flow analysis indicates that the available
credit enhancement for the class B, C-Dfrd, D-Dfrd, E-Dfrd, F-Dfrd,
and G-Dfrd notes is commensurate with the assigned ratings. The
ratings on these notes reflect their ability to withstand joint
lead manager (JLM) indemnity claims and the higher-than-expected
loss severity observed on the original transaction since its
closing until the first optional redemption date. In our analysis,
the class X-Dfrd notes are unable to withstand the stresses we
apply at our 'B' rating level. However, payment on this class of
notes does not rely on favorable business, financial, and economic
conditions. Consequently, we have assigned a 'B- (sf)' rating to
the notes in line with our criteria.

"A portion of JLM indemnity claims ranks senior and are therefore
modelled in our cash flow analysis. They represent a potential
expense (to the benefit of JLMs) if, for instance, investors sue
the JLMs for a breach of representations and warranties."

There is no swap counterparty to hedge the mismatch between the
interest rate paid under the loans and the interest rate paid under
the notes.

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

  Ratings

  CLASS       RATING*     CLASS SIZE (%)

   A          AAA (sf)      93.60
   B          AA+ (sf)       2.75
   C-Dfrd     AA- (sf)       1.75
   D-Dfrd     A (sf)         1.05
   E-Dfrd     A- (sf)        0.30
   F-Dfrd     BBB+ (sf)      0.30
   G-Dfrd     BBB (sf)       0.15
   Z          NR             0.10
   R          NR             1.73
   X-Dfrd     B- (sf)        1.15
   X1 certs   NR              N/A
   X2 certs   NR              N/A
   Y certs    NR              N/A

*S&P Global Ratings' ratings address timely receipt of interest and
ultimate repayment of principal for the class A and B notes, and
the ultimate payment of interest and principal on the other rated
notes.
N/A--Not applicable.
NR--Not rated.


RIPON MORTGAGES: Fitch Gives Final 'B' Rating to Class X Debt
-------------------------------------------------------------
Fitch Ratings has assigned Ripon Mortgages PLC final ratings.

       DEBT                  RATING             PRIOR
       ----                  ------             -----
Ripon Mortgages plc (2022 Refi)

Class A XS2433693392   LT AAAsf  New Rating    AAA(EXP)sf
Class B XS2433703704   LT AAsf   New Rating    AA(EXP)sf
Class C XS2433704850   LT Asf    New Rating    A(EXP)sf
Class D XS2433705824   LT BBBsf  New Rating    BBB(EXP)sf
Class E XS2433710238   LT BBBsf  New Rating    BBB(EXP)sf
Class F XS2433710741   LT BBsf   New Rating    BB(EXP)sf
Class G XS2433711392   LT BB-sf  New Rating    BB-(EXP)sf
Class R XS2433716516   LT NRsf   New Rating    NR(EXP)sf
Class X XS2433716862   LT Bsf    New Rating    B(EXP)sf
Class Z XS2433713505   LT NRsf   New Rating    NR(EXP)sf

TRANSACTION SUMMARY

The transaction is a securitisation of UK buy-to-let (BTL) loans
originated by Bradford and Bingley (B&B) and its wholly-owned
subsidiary, Mortgage Express, mainly between 2005 and 2008. The
loans were previously securitised under Ripon Mortgages plc.

KEY RATING DRIVERS

Seasoned Loans, Stable Performance: The portfolio consists of
16-year seasoned BTL loans originated by B&B. Fitch applied a 1.0x
originator adjustment for the portfolio, taking into account the
sound historical performance of Ripon Mortgages since closing in
April 2017. The original Ripon Mortgages transaction benefited from
positive selection through the exclusion of loans in arrears by
more than one month, which resulted in lower arrears and
repossessions than some other BTL legacy portfolios and a
performance generally in line with Fitch's BTL performance
indices.

Interest-Only Concentration Drives Foreclosure Frequencies: The
pool has a material concentration of interest-only (IO) loans with
a three-year peak maturity concentration of 39.3% between 2031 and
2033. Fitch derives an IO concentration weighted average (WA)
foreclosure frequency (FF) based on this peak concentration and
applies the higher of this WAFF and the standard portfolio WAFF in
its analysis for each rating level. The IO concentration WAFF is
higher than the standard portfolio WAFF at the majority of rating
levels.

Low Margins, Moderate Affordability: All the loans track the Bank
of England base rate (BBR) with a WA margin of 1.7%, which is
typical of pre-crisis IO BTL originations. While the WA margin is
low, affordability remains moderate compared with other BTL legacy
portfolios with a WA interest coverage ratio at 122.4% due to B&B's
slightly weaker lending policy. The low WA margin adds to a low
realised and expected constant prepayment rate for the pool.

Unhedged Basis Risk: The notes pay daily compounded SONIA, so the
transaction is exposed to basis risk between BBR and SONIA. Fitch
stressed the transaction's cash flows for basis risk, in line with
its criteria. Combined with the low asset margins, this resulted in
limited excess spread in Fitch's cash flow analysis.

RATING SENSITIVITIES

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

-- The transaction's performance may be affected by changes in
    market conditions and economic environment. Weakening economic
    performance is strongly correlated to increasing levels of
    delinquencies and defaults that could reduce credit
    enhancement (CE) available to the notes.

-- In addition, unanticipated declines in recoveries could result
    in lower net proceeds, which may make certain notes
    susceptible to potential negative rating action depending on
    the extent of the decline in recoveries. Fitch conducts
    sensitivity analyses by stressing both a transaction's base
    case FF and RR assumptions. For example, a 15% WAFF increase
    and 15% WARR decrease would result in a class A model-implied
    downgrade of up to three notches.

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

-- Stable to improved asset performance driven by stable
    delinquencies and defaults would lead to increasing CE levels
    and consideration of potential upgrades. Fitch tested an
    additional rating sensitivity scenario by applying a decrease
    in the WAFF of 15% and an increase in the WARR of 15%,
    implying upgrades of up to four notches.

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.

DATA ADEQUACY

Fitch reviewed the results of a third party assessment conducted on
the asset portfolio information, and concluded that there were no
findings that affected the rating analysis.

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

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.


RIPON MORTGAGES: S&P Assigns B- Rating on Class X-Dfrd Notes
------------------------------------------------------------
S&P Global Ratings assigned credit ratings to Ripon Mortgages PLC's
class A, B, C-Dfrd, D-Dfrd, E-Dfrd, F-Dfrd, G-Dfrd, and X-Dfrd U.K.
RMBS notes. At closing, Ripon Mortgages also issued unrated class Z
and R notes and X1, X2, and Y certificates.

The transaction is a refinancing of the Ripon Mortgages PLC
transaction, which closed in April 2017 (the original
transaction).

S&P said, "We have based our credit analysis on the GBP6.3 billion
pool. The pool comprises first-lien U.K. BTL residential mortgage
loans that Bradford & Bingley PLC and Mortgage Express PLC
originated. The loans are secured on properties in England and
Wales, and were originated between 1996 and 2009. The underlying
loans in the securitized portfolio are serviced by Topaz Finance
Ltd., which is also the legal title holder. Topaz Finance is a
subsidiary of Computershare Mortgage Services Ltd. (CMS). We
reviewed CMS' servicing and default management processes and are
satisfied that it is capable of performing its functions in the
transaction."

The collateral performance has historically been better than S&P's
legacy BTL index.

All of the loans in the portfolio are more than 10 years seasoned.

S&P said, "Our ratings on the class A and B notes addresses the
timely payment of interest and the ultimate payment of principal.
Our ratings on the class C-Dfrd to G-Dfrd notes and X-Dfrd notes
reflect the ultimate payment of interest and principal. Our rating
definitions are in line with the notes' terms and conditions.

"The rated notes are supported by the principal borrowing
mechanism, the general reserve, and the liquidity reserve (class A
and B notes). The first two are subject to a principal deficiency
ledger condition for the class B to G-Dfrd notes unless they are
the most senior outstanding. These reserve funds were funded at
closing.

"Our cash flow analysis indicates that the available credit
enhancement for the class B, C-Dfrd, D-Dfrd, E-Dfrd, F-Dfrd, and
G-Dfrd is commensurate with higher ratings than those currently
assigned. The ratings on these notes reflect their ability to
withstand joint lead managers' (JLM) indemnity claims and the
higher-than-expected loss severity observed on the original
transaction since its closing. In our analysis, the class X-Dfrd
notes are unable to withstand the stresses we apply at our 'B'
rating level. However, payment on this class of notes does not rely
on favorable business, financial, and economic conditions.
Consequently, we have assigned a 'B- (sf)' rating to the notes, in
line with our criteria.

"A portion of JLM indemnity claims ranks senior and are thus
modelled in our cash flow analysis. They represent a potential
expense (to the benefit of JLMs) if, for instance, investors sue
the JLMs for a breach of representations and warranties."

There is no swap counterparty to hedge the mismatch between the
interest rate paid under the loans and the interest rate paid under
the notes.

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

  Ratings

  CLASS      RATING*     AMOUNT (MIL. GBP)

   A         AAA (sf)      5,911
   B         AA (sf)       173.9
   C-Dfrd    A+ (sf)       110.6
   D-Dfrd    BBB+ (sf)      63.2
   E-Dfrd    BBB (sf)       15.8
   F-Dfrd    BBB- (sf)      22.1
   G-Dfrd    BB+ (sf)       12.6
   Z         NR             12.6
   R         NR            109.5
   X-Dfrd    B- (sf)        63.2
   X1 certs  NR              N/A
   X2 certs  NR              N/A
   Y certs   NR              N/A

*S&P's ratings address timely receipt of interest and ultimate
repayment of principal for the class A and B notes, and the
ultimate payment of interest and principal on the other rated
notes.
N/A--Not applicable.
NR--Not rated.


SOURCED MARKET: Goes Into Liquidation, Three Shops Shut Down
------------------------------------------------------------
Finn Scott-Delaney at BigHospitality reports that healthy deli and
dining brand Sourced Market has gone into liquidation, with all
three of its sites understood to have shut.

As first revealed by MCA, BigHospitality's sister title, the
company's largest investor, Pembroke VCT, has confirmed that
Begbies Traynor has been appointed to liquidate the business.

The group's sites in London St Pancras, Leeds Skelton Lake Services
and Cobham are all understood to have closed, BigHospitality
discloses.

Pembroke VCT said the company has been badly affected by the
drop-off visits to travel hubs, BigHospitality relates.


TOWD POINT AUBURN 13: Fitch Lowers Rating on Class E Notes to 'B-'
------------------------------------------------------------------
Fitch Ratings has upgraded Towd Point Mortgage Funding - Auburn
13's class C notes and downgraded the class E notes. Fitch has also
removed the class E notes from Rating Watch Negative. The Outlooks
are Stable.

     DEBT              RATING            PRIOR
     ----              ------            -----
Towd Point Mortgage Funding - Auburn 13

A1 XS2053911264   LT AAAsf  Affirmed     AAAsf
A2 XS2062950584   LT AAAsf  Affirmed     AAAsf
B XS2053911421    LT AA+sf  Affirmed     AA+sf
C XS2053911934    LT AA-sf  Upgrade      A+sf
D XS2053912239    LT BB+sf  Affirmed     BB+sf
E XS2053913393    LT B-sf   Downgrade    Bsf

TRANSACTION SUMMARY

The transaction is a static pass-through RMBS securitisation of
primarily legacy buy-to-let loans, originated by Capital Home Loans
in England, Wales, Scotland and Northern Ireland.

KEY RATING DRIVERS

Off RWN: Fitch placed the class E notes on RWN in September 2021
due to a change in the rating determination for notes with a
model-implied rating (MIR) lower than 'B-sf'. The updated UK RMBS
Rating Criteria provides that Fitch will now determine a rating in
the range of 'Csf' to 'B-sf' instead of up to 'B+sf' for notes with
a MIR lower than 'B-sf'. This is reflected in the downgrade of the
class E notes.

Increased CE: The notes are amortising sequentially, with the rated
collateralised notes supported by unrated collateralised notes. The
amortisation allows for a gradual increase in credit enhancement
(CE), supporting the affirmations and the upgrade of the class C
notes.

Stable Performance: The transaction's performance has been stable
in terms of arrears levels since the previous rating action in
September 2021. This supports the affirmations and upgrade of the
class C notes.

Interest Deferral Caps Junior Notes: As per Fitch's criteria, the
class D and E notes' ratings are capped at 'BB+sf' as these notes
are seen to defer interest in the modelling of Fitch's expected
case.

RATING SENSITIVITIES

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

-- The transaction's performance may be affected by changes in
    market conditions and economic environment. Weakening asset
    performance is strongly correlated with increasing levels of
    delinquencies and defaults that could reduce credit
    enhancement available to the notes.

-- Additionally, unanticipated declines in recoveries could also
    result in lower net proceeds, which may make certain note
    ratings susceptible to negative rating actions depending on
    the extent of the decline in recoveries. Fitch conducts
    sensitivity analyses by stressing both a transaction's base
    case FF and recovery rate (RR) assumptions, and examining the
    rating implications on all classes of issued notes. A 15%
    increase in the weighted average (WA) FF and a 15% decrease in
    WARR indicate up to a three-notch negative impact on the
    notes.

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

-- Stable to improved asset performance driven by stable
    delinquencies and defaults would lead to increasing credit
    enhancement levels and potentially upgrades. A decrease in the
    WAFF of 15% and an increase in the WARR of 15% indicate up to
    a two-notch positive impact.

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.

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.

Prior to the transaction closing, Fitch reviewed the results of a
third party assessment conducted on the asset portfolio information
and concluded that there were no findings that affected the rating
analysis.

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

Towd Point Mortgage Funding - Auburn 13 has an ESG Relevance Score
of '4' for Customer Welfare - Fair Messaging, Privacy & Data
Security due to a high proportion of interest-only loans in legacy
owner-occupied mortgages, which has a negative impact on the credit
profile, and is relevant to the ratings in conjunction with other
factors.

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.


WHOOP ENERGY: Ceases Trading Amid Increase in Global Gas Prices
---------------------------------------------------------------
Gary Skentelbery at Warrington Worldwide reports that as
administrators continue to oversee the failure of Warrington-based
Together Energy, two more energy companies have ceased trading on
Feb. 18 -- Whoop Energy and Xcel Power Ltd.

Whoop Energy supplies 262 unique customer accounts, gas and
electricity, 50 domestic and 212 non-domestic.  Xcel Power has 274
unique customer accounts, gas only, and all non-domestic.

According to Warrington Worldwide, under Ofgem's safety net,
customers' energy supply will continue and funds that domestic
customers have paid into their accounts will be protected, where
they are in credit.  Domestic customers will also be protected by
the energy price cap when being switched to a new supplier,
Warrington Worldwide states.

Customers of Whoop Energy and Xcel Power Ltd will be contacted by
their new supplier, which will be chosen by Ofgem, Warrington
Worldwide notes.

In recent weeks, there has been an unprecedented increase in global
gas prices which is putting financial pressure on suppliers,
Warrington Worldwide discloses.  Ofgem, Warrington Worldwide says,
is working closely with government and industry to make sure
customers continue to be protected this winter.




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

[*] BOND PRICING: For the Week February 14 to February 18, 2022
---------------------------------------------------------------
Issuer                   Coupon    Maturity   Currency  Price
------                   ------    --------   --------  -----
Korian SA                  0.875   03/06/2027    EUR    48.930
Mitsubishi UFJ Investor    3.928  12/15/2050     EUR    44.271
Korian SA                  1.875                 EUR    36.137
Banca Monte dei Paschi d   5.375   1/18/2028     EUR    72.211
Aggregate Holdings SA      6.875   11/09/2025    EUR    59.375
Casino Guichard Perracho   3.992                 EUR    54.780
Delivery Hero SE           2.125   03/10/2029    EUR    73.197
Casino Guichard Perracho   1.413                 EUR    28.781
Banca Monte dei Paschi d   8.000   1/22/2030     EUR    73.835
BAT International Financ   2.250   09/09/2052    GBP    61.542
Arrival SA                 3.500   12/01/2026    USD    66.587
United Kingdom Gilt        0.500  10/22/2061     GBP    74.789
NAK Naftogaz Ukraine via   7.625   11/08/2026    USD    74.849
Moby SpA                   7.750   2/15/2023     EUR    66.699
Carnival PLC               1.000  10/28/2029     EUR    74.867
Accor SA                   0.700   12/07/2027    EUR    50.880
PB International BV        7.625  12/31/2025     USD    52.250
Banca Monte dei Paschi d   8.500   09/10/2030    EUR    75.224
State of North Rhine-Wes   0.950   01/10/2121    EUR    68.143
Voltalia SA                1.000   1/13/2025     EUR    28.299
Global Fashion Group SA    1.250   3/15/2028     EUR    74.912
Paragon GmbH & Co KGaA     4.500   07/05/2022    EUR    51.779
Air France-KLM             0.125   3/25/2026     EUR    16.330
Mallinckrodt Internation   5.750   08/01/2022    USD    51.500
Rallye SA                  4.000   2/28/2030     EUR    16.985
Andrade Gutierrez Intern   9.500  12/30/2024     USD    53.000
MorphoSys AG               0.625  10/16/2025     EUR    73.595
Econocom Group SA/NV       0.500   03/06/2023    EUR     8.036
Union Fenosa Preferentes   1.067                 EUR    69.825
Fuerstenberg Capital II    5.625                 EUR    56.884
Ekosem-Agrar AG            7.500   08/01/2024    EUR    69.186
Rallye SA                  4.371   1/23/2023     EUR    17.518
Mallinckrodt Internation   5.625  10/15/2023     USD    52.938
Shell International Fina   1.750   09/10/2052    GBP    75.861
Nostrum Oil & Gas Financ   7.000   2/16/2025     USD    24.300
Pierre Et Vacances SA      2.000   04/01/2023    EUR    25.385
Offshore Drilling Holdin   8.375   9/20/2020     USD     5.000
Nostrum Oil & Gas Financ   8.000   7/25/2022     USD    27.167
Maisons du Monde SA        0.125   12/06/2023    EUR    47.418
Wirecard AG                0.500   09/11/2024    EUR    11.000
Senvion Holding GmbH       3.875  10/25/2022     EUR     0.799
Rallye SA                  5.250   02/01/2022    EUR    19.320
Orpea SA                   3.000  11/25/2041     EUR    71.974
Mallinckrodt Internation   4.750   4/15/2023     USD    41.000
Neoen SA                   1.875   10/07/2024    EUR    36.103
Aggregate Holdings SA      5.500   5/17/2024     EUR    57.780
Paragon GmbH & Co KGaA     4.000   4/23/2023     CHF    58.000
FF Group Finance Luxembo   1.750   07/03/2019    EUR     3.583
Intelsat Jackson Holding   8.500  10/15/2024     USD    45.500
Nexity SA                  0.250   03/02/2025    EUR    64.154
Intelsat Jackson Holding   5.500   08/01/2023    USD    42.750
Quadient SA                3.375                 EUR    57.545
HOCHDORF Holding AG        2.500                 CHF    52.769
Yell Bondco PLC            8.500   05/02/2023    GBP    69.786
Slovenia Government Bond   0.688   03/03/2081    EUR    68.390
Societe Du Grand Paris E   0.700  10/15/2060     EUR    75.878
Hylea Group SA             7.250   12/01/2022    EUR     6.000
Metro Bank PLC             5.500   6/26/2028     GBP    64.390
Intu Debenture PLC         5.562  12/31/2027     GBP    40.583
Mallinckrodt Internation   5.500   4/15/2025     USD    53.500
Intelsat Luxembourg SA     8.125   06/01/2023    USD     0.550
Neoen SA                   2.000   06/02/2025    EUR    47.392
Genfit                     3.500  10/16/2025     EUR    25.587
Basque Government          1.375  10/31/2070     EUR    69.483
Andrade Gutierrez Intern  11.000   8/20/2021     USD    57.560
FIGEAC-AERO                1.125  10/18/2022     EUR    22.283
EYEMAXX Real Estate AG     5.500   4/26/2023     EUR     4.937
Intelsat Jackson Holding   9.750   7/15/2025     USD    44.500
Intelsat Connect Finance   9.500   2/15/2023     USD    15.750
Rallye SA                  3.400   1/31/2022     EUR    19.251
Deutsche Lichtmiete AG     5.250   09/01/2025    EUR    13.250
Deutsche Lichtmiete AG     5.250   02/01/2027    EUR    14.000
Nexity SA                  0.875   4/19/2028     EUR    54.333
Turkey Government Bond    11.000   2/24/2027     TRY    68.550
Claranova SE               5.000   07/01/2023    EUR     1.090
Societe Nationale SNCF S   1.000   1/19/2061     EUR    76.251
Rallye SA                  3.250   02/08/2024    CHF    19.585
Travelex Financing PLC     8.000   5/15/2022     EUR     1.828
Rickmers Holding AG        8.875   06/11/2018    EUR     0.818
Scandinavian Airlines Sy   0.625                 CHF    19.450
Transcapitalbank JSC Via  10.000                 USD    68.500
EA Partners II BV          6.750   06/01/2021    USD     0.705
Deutsche Lichtmiete AG     5.750   12/01/2023    EUR    12.784
Hellenic Bank PCL         10.000                 EUR    58.021
Thomas Cook Group PLC      6.250   6/15/2022     EUR     0.510
O1 Properties Finance PL   0.500   9/27/2028     USD    11.769
Deutsche Lichtmiete Fina   5.750   01/01/2023    EUR    14.000
Pentracor GmbH             8.500   5/29/2025     EUR    22.000
Turkey Government Bond     8.000   03/12/2025    TRY    71.600
Debenhams PLC              5.250   7/15/2021     GBP     0.500
Virgolino de Oliveira Fi  11.750   02/09/2022    USD     0.010
Intelsat SA                4.500   6/15/2025     USD    15.000
Air Berlin PLC             6.750   05/09/2019    EUR     0.502
Koninklijke Luchtvaart M   0.750                 CHF    21.000
Banco Espirito Santo SA    7.125  11/28/2023     EUR     0.510
Lloyds Bank PLC            0.352   4/26/2033     USD    69.666
Rallye SA                  4.000  11/23/2020     CHF    14.360
Air Berlin PLC             8.250   4/19/2018     EUR     0.789
Galapagos Holding SA       7.000   6/15/2022     EUR     0.500
Lehman Brothers UK Capit   5.125                 EUR    35.000
Privatbank CJSC Via UK S  10.250   1/23/2018     USD     4.394
UkrLandFarming PLC        10.875   3/26/2018     USD     1.648
Bourbon Corp               8.305                 EUR     0.596
Fuerstenberg Capital Ers   1.020                 EUR    55.442
Immigon Portfolioabbau A   5.772                 EUR    12.030
DOF Subsea AS              8.810  11/27/2023     NOK    29.589
Hamon & CIE SA             3.300   1/31/2035     EUR    46.000
Intelsat Luxembourg SA     7.750   06/01/2021    USD     0.098
EYEMAXX Real Estate AG     5.500   9/24/2024     EUR     4.937
Hellenic Republic Govern   2.085   7/25/2057     EUR    43.458
Norddeutsche Landesbank-   7.490                 EUR    60.575
OGX Austria GmbH           8.500   06/01/2018    USD     0.002
PREOS Global Office Real   7.500   12/09/2024    EUR    66.000
EDOB Abwicklungs AG        7.500   04/01/2012    EUR     2.248
Officine Maccaferri-SpA    5.750   06/01/2021    EUR    17.334
Autonomous Community of    2.965   09/08/2039    JPY    67.336
Republic of Ireland Inte   1.200   4/15/2120     EUR    74.427
Thomas Cook Finance 2 PL   3.875   7/15/2023     EUR     0.538
Yuksel Insaat AS           9.500   11/10/2015    USD     0.102
Stichting Afwikkeling On   6.250  10/26/2020     EUR     5.375
International Industrial   9.000   07/06/2011    EUR     0.052
Virgolino de Oliveira Fi  10.500   1/28/2018     USD     0.715
Jain International Tradi   7.125   3/31/2026     USD    28.000
Alno AG                    8.500   5/14/2018     EUR    17.913
Green City Energy Kraftw   4.000  12/30/2026     EUR   109.484
EA Partners I BV           6.875   9/28/2020     USD     0.770
Societe Centrale des Boi   2.500   5/15/2023     EUR     6.880
Ziton A/S                  7.900   10/03/2022    EUR    70.000
Stichting Afwikkeling On  11.250                 EUR     0.416
Mitsubishi UFJ Investor    3.687  12/30/2099     EUR     5.000
Basque Government          1.000  10/31/2050     EUR    75.273
Bilt Paper BV             10.360                 USD     1.267
Praktiker AG               5.875   02/10/2016    EUR     0.069
Bank Gospodarstwa Krajow   2.375  11/27/2040     PLN    70.240
FF Group Finance Luxembo   3.250   11/02/2021    CHF     8.249
Dexia Credit Local SA      1.206                 EUR     3.067
OGX Austria GmbH           8.375   04/01/2022    USD     0.002
Elli Finance UK PLC        8.750   6/15/2019     GBP    64.555
Allied Irish Banks PLC    12.500   6/25/2035     GBP    61.249
Avangardco Investments P  10.000  10/29/2018     USD     0.348
Tresu Investment Holding   5.000   02/02/2025    EUR    48.788
Jain International Tradi   7.125   02/01/2022    USD    22.415
Norwegian Air Shuttle AS   5.000   02/07/2023    SEK    41.410
Privatbank CJSC Via UK S  11.000   02/09/2021    USD     1.000
DOF Subsea AS              9.500   3/14/2022     USD    29.838
Verimatrix SA              6.000   6/29/2022     EUR     3.789
EYEMAXX Real Estate AG     5.500   7/22/2025     EUR    75.000
Hellas Telecommunication   6.054   1/15/2015     USD     0.001
Windreich GmbH             6.500   7/15/2016     EUR     4.475
LBI ehf                    6.100   8/25/2011     USD    10.598
Barclays Bank PLC         12.000   9/24/2025     TRY    65.629
Aralco Finance SA         10.125   05/07/2020    USD     3.137
Alitalia-Societa Aerea I   5.250   7/30/2020     EUR     0.100
Solarworld AG              9.691   2/24/2019     EUR    19.897
Air Berlin PLC             5.625   05/09/2019    CHF     0.636
Espirito Santo Financial   6.875  10/21/2019     EUR     0.244
Bank Otkritie Financial   10.000   4/26/2019     USD     9.032
Banco Espirito Santo SA    2.302                 EUR     0.236
Hema Bondco II BV          8.500   1/15/2023     EUR     0.105
EOS Imaging SA             6.000   5/31/2023     EUR     7.250
German Pellets GmbH        7.250  11/27/2019     EUR     1.949
Lloyds Bank PLC            1.836  10/25/2033     USD    69.619
Orient Express Bank PJSC   2.000                 USD    54.787
Offshore Drilling Holdin   8.375   9/20/2020     USD     5.000
Russian Federal Bond - O   0.250   7/20/2044     RUB    12.450
Communaute Francaise de    0.782   02/08/2061    EUR    72.678
Caixa Economica Montepio   5.000                 EUR    25.000
WD Invest Sarl             1.900   10/02/2024    EUR    11.279
Sberbank of Russia PJSC    0.615   06/10/2024    USD    73.932
Veneto Banca SpA           9.878   12/01/2025    EUR     0.571
Banca Popolare di Vicenz   9.500   9/29/2025     EUR     0.049
Phosphorus Holdco PLC     10.000   04/01/2019    GBP     1.934
Andrade Gutierrez Intern   9.500  12/30/2024     USD    52.750
SAS AB                     4.377                 SEK    27.944
Lehman Brothers UK Capit   3.875                 EUR    35.000
Lloyds Bank PLC            1.836   4/25/2034     USD    73.550
ESFIL-Espirito Santo Fin   5.250   06/12/2015    EUR     0.111
Havila Shipping ASA        5.460   01/02/2025    NOK    25.319
Lloyds Bank PLC            2.380  11/27/2033     USD    67.238
Fuerstenberg Capital Dri   1.609                 EUR    58.241
Deutsche Bank AG/London    1.625  10/31/2034     USD    68.648
Espirito Santo Financial   3.125   12/02/2018    EUR     0.288
Banco Espirito Santo SA    6.875   7/15/2016     EUR    24.500
Cirio Holding Luxembourg   6.250   2/16/2004     EUR     0.723
Dexia SA                   1.230                 EUR     2.916
EFG International AG       0.551                 EUR    70.501
Cooperatieve Rabobank UA   0.500   7/30/2043     MXN    15.883
Sairgroup Finance BV       4.375   06/08/2006    EUR     1.568
Banco Espirito Santo SA    2.122                 EUR     0.094
Senivita Social Estate A   4.000   05/12/2025    EUR     7.010
Green City Energy Kraftw   4.750  12/30/2023     EUR   100.063
Barclays Bank PLC          0.652   4/19/2033     USD    70.856
Lehman Brothers UK Capit   6.900                 USD     3.986
KTG Agrar SE               7.125   06/06/2017    EUR     1.868
Nostrum Oil & Gas Financ   8.000   7/25/2022     USD    27.330
Corporate Commercial Ban   8.250   08/08/2014    USD     0.308
OR PJSC                   12.000   9/22/2022     RUB    46.590
Enertronica Santerno SpA   7.000  12/31/2022     EUR    67.500
Ghelamco Invest            4.500   5/23/2022     EUR    40.010
REM Saltire Holding AS     7.000  12/31/2024     NOK    51.784
Kommunekredit              0.500   7/30/2027     TRY    20.737
International Industrial  11.000   2/19/2013     USD     0.052
Raiffeisen Centrobank AG  10.500   9/22/2022     EUR    49.550
Cirio Finanziaria SpA      8.000  12/21/2005     EUR     0.832
Island Offshore Shiphold   6.230   6/30/2022     NOK     4.539
Barclays Bank PLC          1.092   7/28/2034     USD    67.445
Norske Skogindustrier AS   7.000  12/30/2026     EUR     0.010
niiio finance group AG     4.000   5/31/2026     EUR    51.000
Intelsat Jackson Holding   8.500  10/15/2024     USD    44.823
Bank Nadra Via NDR Finan   8.250   7/31/2018     USD     0.208
Rallye SA                  1.000   10/02/2020    EUR    21.738
Mallinckrodt Internation   5.500   4/15/2025     USD    57.750
Societe Nationale SNCF S   1.280   3/27/2120     EUR    71.860
Agrokor dd                 9.875   05/01/2019    EUR    15.000
Barclays Bank PLC          1.089   9/29/2034     USD    65.368
Windreich GmbH             6.500   03/01/2015    EUR     4.475
Cooperatieve Rabobank UA   0.500  10/30/2043     MXN    15.381
Waste Italia SpA          10.500  11/15/2019     EUR     0.550
Andrade Gutierrez Intern  11.000   8/20/2021     USD    57.560
Norske Skogindustrier AS   7.125  10/15/2033     USD     0.010
Saleza AS                  9.000   07/12/2021    EUR     0.203
Mallinckrodt Internation   5.750   08/01/2022    USD    56.063
Raiffeisen Schweiz Genos   4.800   04/07/2022    EUR    63.040
UBS AG/London             13.250   05/04/2022    USD    43.000
Joh Friedrich Behrens AG   6.250   6/18/2024     EUR    29.250
Ukraine Government Bond    6.000   1/28/2032     UAH    49.676
New World Resources NV     4.000   10/07/2020    EUR     0.524
Hellas Telecommunication   8.500  10/15/2013     EUR     0.834
SG Issuer SA               5.500   1/20/2025     SEK    75.860
Civitas Properties Finan   4.000  11/24/2022     EUR    65.000
New World Resources NV     8.000   04/07/2020    EUR     0.488
Norwegian Air Shuttle AS   6.375  11/15/2024     USD    47.132
Lloyds Bank PLC            0.444   7/29/2033     USD    65.660
Lehman Brothers UK Capit   5.750                 EUR     7.000
Windreich GmbH             6.250   03/01/2015    EUR     4.475
Sidetur Finance BV        10.000   4/20/2016     USD     0.770
Finmek International SA    7.000   12/03/2004    EUR     2.193
Depfa Funding II LP        6.500                 EUR    58.625
Bank Vontobel AG          15.000   11/07/2022    EUR    50.300
Portugal Telecom Interna   6.250   7/26/2016     EUR     0.285
Virgolino de Oliveira Fi  11.750   02/09/2022    USD     0.797
Veragold Mining Co GmbH    5.000  12/31/2022     EUR    52.000
Cooperatieve Rabobank UA   0.500   1/31/2033     MXN    40.245
Espirito Santo Financial   9.750  12/19/2025     EUR     0.283
Norske Skogindustrier AS   2.000  12/30/2115     EUR     0.113
Grupo Isolux Corsan SA     1.000  12/30/2021     EUR     0.104
Region Wallonne Belgium    0.850   1/26/2071     EUR    71.157
OR PJSC                   11.500   7/28/2024     RUB    38.000
TMK PJSC                   7.350   2/28/2025     RUB    62.000
Irish Bank Resolution Co   0.566   6/21/2016     EUR     0.500
Deutsche Bank AG/London    1.780   8/28/2034     USD    65.738
Futureal Development Hol   3.500  11/16/2036     HUF    74.000
Tennor Finance BV          5.750   6/17/2024     EUR    75.000
Agrokor dd                 8.875   02/01/2020    USD    15.000
Republic of Ireland Inte   0.740  11/27/2120     EUR    67.948
Agrokor dd                 8.875   02/01/2020    USD    15.000
Mallinckrodt Internation   5.625  10/15/2023     USD    57.280
Barclays Bank PLC          0.035   6/17/2033     USD    72.020
CBo Territoria             3.750   07/01/2024    EUR #N/A N/A
Ministeries Van de Vlaam   0.634  11/19/2060     EUR    73.647
CRC Breeze Finance SA      6.110   05/08/2026    EUR    31.541
Cirio Finance Luxembourg   7.500   11/03/2002    EUR     1.650
Barclays Bank PLC          1.032   3/21/2033     USD    70.338
Bulgaria Steel Finance B  12.000   05/04/2013    EUR     0.216
Credit Suisse AG/London   20.000   11/05/2024    USD    50.500
Privatbank CJSC Via UK S  10.875   2/28/2018     USD     7.866
Norske Skog Holding AS     8.000   2/24/2021     EUR     0.006
Kardan NV                  6.325   2/21/2021     ILS    12.250
Banco Espirito Santo SA    6.900   6/28/2024     EUR    24.495
BNG Bank NV               10.010   6/17/2025     TRY    62.915
Banca Popolare di Vicenz   2.821  12/20/2017     EUR     0.100
Alno AG                    8.000   3/21/2019     EUR    16.000
Yell Bondco PLC            8.500   05/02/2023    GBP    69.786
Virgolino de Oliveira Fi  10.500   1/28/2018     USD     0.715
Bank Julius Baer & Co Lt  13.250   01/05/2023    USD    48.100
Alpine Holding GmbH        6.000   5/22/2017     EUR     3.084
Region Wallonne Belgium    1.150   09/02/2120    EUR    72.462
Single Platform Investme   1.548  10/31/2050     EUR    61.020
Virgolino de Oliveira Fi  10.875   1/13/2020     USD    36.000
Erotik-Abwicklungsgesell   7.750   07/09/2019    EUR     0.779
Barclays Bank PLC          0.836   4/25/2034     USD    72.553
Intelsat Connect Finance   9.500   2/15/2023     USD    17.000
Finance and Credit Bank    9.250   1/25/2019     USD     0.137
Havila Shipping ASA        4.710   01/02/2025    NOK    40.000
DekaBank Deutsche Giroze   7.650   03/10/2023    EUR    47.500
SG Issuer SA               8.800   7/20/2023     SEK    73.260
Sibur Holding PAO          1.500   10/02/2031    USD    70.650
Stichting Afwikkeling On   2.197                 EUR     0.416
SiC Processing GmbH        7.125   03/01/2016    EUR     2.427
Banco Santander SA         1.815                 EUR     1.666
Cooperatieve Rabobank UA   0.500  11/30/2027     MXN    62.445
Lloyds Bank PLC            1.376   07/05/2033    USD    74.680
Elli Investments Ltd      12.250   6/15/2020     GBP    52.250
Joh Friedrich Behrens AG   7.750   11/11/2020    EUR    29.500
Sibur Holding PAO          1.500   10/01/2032    USD    67.600
Nostrum Oil & Gas Financ   7.000   2/16/2025     USD    25.340
Stichting Afwikkeling On   6.625   5/14/2018     EUR     5.375
Barclays Bank PLC          1.444  10/30/2034     USD    72.124
Cirio Del Monte NV         7.750   3/14/2005     EUR     0.352
Credit Suisse AG           7.000  10/28/2022     USD    10.120
SG Issuer SA               8.410   1/20/2027     SEK    59.170
Intelsat Luxembourg SA    12.500  11/15/2024     USD    65.750
Ukraine Government Bond    8.750   2/16/2033     UAH    62.113
Republic of Belarus Inte   6.200   2/28/2030     USD    74.650
Sibur Holding PAO          1.500   10/02/2030    USD    73.710
Deutsche Bank AG/London    1.796   6/30/2034     USD    66.436
Alpine Holding GmbH        5.250   07/01/2015    EUR     3.084
Barclays Bank PLC          1.072  12/30/2030     USD    72.635
Agrokor dd                 9.125   02/01/2020    EUR    15.000
A-TEC Industries AG        8.750  10/27/2014     EUR     0.100
Rena GmbH                  7.000  12/15/2015     EUR     2.096
Moby SpA                   7.750   2/15/2023     EUR    66.699
Region de Bruxelles-Capi   0.845   9/30/2059     EUR    76.007
Vneshprombank Ltd Via VP   9.000  11/14/2016     USD     0.078
ECM Real Estate Investme   5.000   10/09/2011    EUR    15.375
Depfa Funding III LP       0.235                 EUR    82.821
Agrokor dd                 9.875   05/01/2019    EUR    15.000
Steilmann SE               7.000   9/23/2018     EUR     1.429
OGX Austria GmbH           8.500   06/01/2018    USD     0.002
Turkey Government Intern   4.875   4/16/2043     USD    71.610
Commerzbank AG             0.060  11/19/2029     EUR    69.501
Windreich GmbH             6.750   03/01/2015    EUR     4.475
OR PJSC                   11.000  12/29/2024     RUB    31.800
Sairgroup Finance BV       6.625   10/06/2010    EUR     1.568
Portugal Telecom Interna   5.242   11/06/2017    EUR     0.694
German Pellets GmbH        7.250   04/01/2016    EUR     1.949
Barclays Bank PLC          2.812   5/30/2034     USD    70.822
Green City Energy Kraftw   5.000  12/31/2036     EUR   132.904
Elli Investments Ltd      12.250   6/15/2020     GBP    52.250
Espirito Santo Financial   5.050  11/15/2025     EUR     0.283
JP Morgan Structured Pro  11.000  12/30/2026     ZMW    67.712
SG Issuer SA               6.500   1/20/2025     SEK    68.880
Barclays Bank PLC          0.956   3/28/2033     USD    70.859
Del Monte Finance Luxemb   6.625   5/24/2006     EUR     4.343
NTRP Via Interpipe Ltd    10.250   08/02/2017    USD    29.500
Leonteq Securities AG/Gu   8.510   5/27/2022     USD    33.020
Credit Suisse AG/London #N/A N/A   8/18/2022     USD     9.500
Cooperatieve Rabobank UA   0.500  10/29/2027     MXN    63.316
OGX Austria GmbH           8.375   04/01/2022    USD     0.002
Grupo Isolux Corsan SA     6.000  12/30/2021     EUR     0.192
Barclays Bank PLC          3.800   9/30/2031     USD    70.568
Solon SE                   1.375   12/06/2012    EUR     0.745
Resa SA/Belgium            1.950   7/22/2036     EUR    50.010
Barclays Bank PLC          0.500   1/28/2033     MXN    37.146
KTG Agrar SE               7.250  10/15/2019     EUR     1.868
Gebr Sanders GmbH & Co K   8.750  10/22/2018     EUR     9.375
Green City Energy Kraftw   5.750  12/30/2033     EUR   100.044
Rio Forte Investments SA   4.000   7/22/2014     EUR     4.333
Bank Otkritie Financial   10.000   4/26/2019     USD     9.032
Deutsche Bank AG/London    2.952  11/26/2034     USD    80.500
getgoods.de AG             7.750   10/02/2017    EUR     0.527
Turkey Government Bond     1.500   10/09/2024    TRY    63.052
International Finance Fa   0.500   6/29/2027     ZAR    65.292
OR PJSC                   12.000  11/14/2024     RUB    36.100
Region de Bruxelles-Capi   0.562  12/23/2065     EUR    67.781
Kingdom of Belgium Gover   0.650   6/22/2071     EUR    72.342
Steilmann SE               7.000   03/09/2017    EUR     1.429
Tonon Luxembourg SA       12.500   5/14/2024     USD     0.399
Alpine Holding GmbH        5.250   06/10/2016    EUR     3.084
Societe Generale SA       20.000   03/02/2022    USD    59.875
Barclays Bank PLC          1.268   3/28/2034     USD    73.314
Barclays Bank PLC          3.392   8/31/2031     USD    72.347
Kingdom of Belgium Gover   0.558   9/24/2077     EUR    70.058
Rena GmbH                  8.250   07/11/2018    EUR     2.096
Barclays Bank PLC          0.433   3/14/2023     USD     9.747
Credit Suisse AG/London   10.000   6/16/2022     USD    56.660
Intelsat Jackson Holding   9.750   7/15/2025     USD    43.870
Peine GmbH                 2.000   07/05/2023    EUR    44.500
Deutsche Agrar Holding G   7.250   9/28/2018     EUR     0.812
Ukraine Government Bond    6.000   1/14/2026     UAH    71.068
BOA Offshore AS            0.409   7/17/2047     NOK     5.257
Barclays Bank PLC          1.450   9/24/2038     MXN    31.882
RUSAL Bratsk OJSC          0.010   04/07/2026    RUB    65.680
Deutsche Bank AG           0.687   10/11/2049    EUR    57.285
DekaBank Deutsche Giroze   7.050   4/28/2023     EUR    65.440
Ukraine Government Bond    6.000  12/24/2025     UAH    71.455
Dolphin Drilling ASA       4.490   8/28/2019     NOK     0.644
Elli Finance UK PLC        8.750   6/15/2019     GBP    64.555
Norske Skog Holding AS     8.000   2/24/2021     EUR     0.006
Pescanova SA               5.125   4/20/2017     EUR     0.319
SG Issuer SA               0.263   2/20/2025     EUR    19.730
Barclays Bank PLC          5.000   11/01/2029    BRL    63.795
Ukraine Government Bond    8.310   11/10/2034    UAH    57.151
Region de Bruxelles-Capi   0.444   3/19/2057     EUR    66.740
Sequa Petroleum NV         5.000   4/29/2020     USD    30.250
Air Berlin Finance BV      8.500   03/06/2019    EUR     0.338
BrokerCreditService Stru   1.299   12/06/2031    USD    75.204
Societe Generale SA       20.000   2/29/2024     USD    17.600
Societe Generale Effekte   4.000  11/22/2022     USD    67.700
Irish Bank Resolution Co   6.750  11/30/2013     BGN    33.250
Lloyds Bank PLC            0.500   7/26/2028     MXN    59.393
Kingdom of Belgium Gover   0.459   7/23/2079     EUR    65.878
UBS AG/London             14.750   2/17/2023     CHF    51.150
Wingholding Zrt            3.000   9/22/2031     HUF #N/A N/A
Credit Suisse AG/London    4.450   6/28/2023     USD     9.350
SG Issuer SA               6.940   1/20/2025     SEK    70.990
Region de Bruxelles-Capi   0.650   2/15/2061     EUR    74.660
Golden Gate AG             6.500   10/11/2014    EUR    35.100
State of Lower Austria     0.550  11/13/2080     EUR    74.712
Eiendomskreditt AS         2.600   9/17/2029     NOK    70.904
WPE International Cooper  10.375   9/30/2020     USD     5.000
JP Morgan Structured Pro  12.000   01/04/2027    ZMW #N/A N/A
SG Issuer SA               8.700   1/20/2025     SEK    57.080
DekaBank Deutsche Giroze  11.200  12/23/2022     EUR    63.940
EFG International Financ  11.120  12/27/2024     EUR    49.270
Ukraine Government Bond    8.750   11/10/2032    UAH    61.786
Credito Padano Banca di    3.100                 EUR    33.854
State of Mecklenburg-Wes   0.239  11/17/2070     EUR    73.560
German Pellets GmbH        7.250   07/09/2018    EUR     1.949
AlphaNotes ETP Dac         0.010   09/09/2029    USD    69.837
SG Issuer SA               0.021   8/15/2033     EUR    18.230
Skandinaviska Enskilda B   9.500   7/17/2023     SEK    70.170
Ukraine Government Bond    5.000   2/20/2032     UAH    44.703
MTS-Bank PAO               9.500  10/28/2029     RUB    44.710
Norske Skogindustrier AS   7.125  10/15/2033     USD     0.010
SG Issuer SA               8.300   7/21/2025     SEK    66.370
Credit Suisse AG/London    7.370  12/28/2022     USD     9.730
Credit Suisse AG/London    4.600   3/31/2023     USD     9.580
Credit Suisse AG/London    4.600   11/09/2022    USD     9.653
Luzerner Kantonalbank AG  23.000   06/07/2022    CHF    36.350
WEB Windenergie AG         4.000  12/17/2025     EUR     0.010
Credit Suisse AG           0.500  12/16/2025     BRL    64.054
International Bank of Az   8.250   10/09/2024    USD    60.375
Northland Resources AB     4.000  10/15/2020     USD     0.271
Kingdom of Belgium Gover   0.675   07/07/2080    EUR    74.295
Erste Group Bank AG        6.250   02/01/2026    EUR    74.850
EFG International Financ   7.000   4/20/2022     USD    48.140
Pongs & Zahn AG            8.500   11/01/2014    EUR     0.030
Sberbank CIB JSC           0.010   01/04/2030    RUB    50.426
Ukraine Government Bond    8.120   11/10/2035    UAH    55.164
Cooperatieve Rabobank UA   0.500   8/21/2028     MXN    58.773
Phosphorus Holdco PLC     10.000   04/01/2019    GBP     1.934
DZ Bank AG Deutsche Zent  19.400   3/25/2022     EUR    48.960
City of Predeal Romania    4.050   5/15/2026     RON    69.000
Intelsat Luxembourg SA    12.500  11/15/2024     USD    65.750
Virgolino de Oliveira Fi  10.875   1/13/2020     USD    36.000
Stichting Afwikkeling On   8.450   8/20/2018     USD     5.375
BRAbank ASA/NO             7.780                 NOK    54.895
Lehman Brothers Treasury   1.000   10/05/2035    EUR     0.100
Cattles Ltd                8.125   07/05/2017    GBP     0.027
Erste Group Bank AG        4.350   2/20/2022     EUR    43.250
Societe Generale SA       16.000   8/30/2024     USD    46.250
Barclays Bank PLC          0.333   11/08/2023    USD     9.490
Credit Suisse AG/London   20.000  11/29/2024     USD    13.800
Mox Telecom AG             7.250   11/02/2017    EUR     2.270
UkrLandFarming PLC        10.875   3/26/2018     USD     1.648
AKB Peresvet ZAO           0.510   08/04/2034    RUB    31.000
Intelsat Jackson Holding   9.750   7/15/2025     USD    43.870
UBS AG/London              0.120   5/25/2040     MXN    17.687
La Veggia Finance SA       7.125  11/14/2004     EUR     0.287
Societe Generale SA       18.000   08/01/2024    USD    38.700
Credit Suisse AG/London    6.190   9/14/2022     USD     9.690
Bank Julius Baer & Co Lt  22.500   05/03/2022    CHF    55.450
Ukraine Government Bond    9.700   03/10/2032    UAH    67.363
Agrokor dd Via Aquarius    4.921   08/08/2017    EUR    14.625
Credito Padano Banca di    3.100                 EUR    34.070
O1 Properties Finance PL   8.250   9/27/2021     USD    11.769
Pescanova SA               8.750   2/17/2019     EUR     0.319
BBI Development SA        11.610   2/22/2023     PLN     0.010
Kreditanstalt fuer Wiede   0.250   10/06/2036    CAD    51.195
Veneto Banca SpA           6.950   2/25/2025     EUR     0.571
Credit Suisse AG/London    6.500   3/28/2022     USD     3.840
HSBC Bank PLC             10.300  12/20/2024     TRY    69.618
Air Berlin Finance BV      6.000   03/06/2019    EUR     0.315
Minicentrales Dos SA       0.010   06/06/2047    EUR    66.787
HSBC Bank PLC              0.500   6/23/2027     MXN    64.411
Northland Resources AB     4.000  10/15/2020     NOK     0.271
WEB Windenergie AG         5.500   04/08/2023    EUR     0.010
Agrokor dd                 9.125   02/01/2020    EUR    15.000
Veneto Banca SpA           6.411                 EUR     0.345
New World Resources NV     8.000   04/07/2020    EUR     0.488
Nordic Corporate Bank AS   6.430                 NOK    65.455
SG Issuer SA               7.740   7/20/2025     SEK    63.880
DZ Bank AG Deutsche Zent   9.410   8/26/2022     EUR    39.030
Zurcher Kantonalbank Fin  30.000   08/09/2022    USD    39.640
Gold-Zack AG               7.000  12/14/2005     EUR     1.511
Dr Wiesent Sozial gGmbH    7.000                 EUR     0.010
Sberbank of Russia PJSC    0.010   8/25/2025     RUB    75.990
Astana Finance BV          9.000  11/16/2011     USD    15.250
Mriya Agro Holding PLC     9.450   4/19/2018     USD     4.667
Thomas Cook Finance 2 PL   3.875   7/15/2023     EUR     0.538
Ville de Paris             0.650  11/25/2070     EUR    67.476
SAir Group                 4.250   02/02/2007    CHF    12.625
SG Issuer SA               7.600   1/20/2025     SEK    55.800
DZ Bank AG Deutsche Zent  15.400   6/24/2022     EUR    73.050
Region de Bruxelles-Capi   0.556  12/23/2064     EUR    68.110
Single Platform Investme   0.656   9/20/2050     EUR    74.912
Steilmann SE               6.750   6/27/2017     EUR     2.184
SAir Group                 5.500   7/23/2003     CHF    12.625
AKB Peresvet ZAO           0.510   2/14/2032     RUB    13.000
Ahtium PLC                 9.750   04/04/2017    EUR     0.726
Turkiye Ihracat Kredi Ba  12.540   9/14/2028     TRY    56.156
Communaute Francaise de    1.000   10/08/2069    EUR    74.062
SG Issuer SA               2.100   2/14/2033     EUR    25.620
Skandinaviska Enskilda B   8.300   7/17/2023     SEK    68.660
SG Issuer SA              11.170   7/20/2025     SEK    45.460
LP Portfolio Vagyonkezel   2.800  11/30/2030     HUF #N/A N/A
Credit Suisse AG/London   14.000   6/16/2022     USD    68.740
Credit Suisse AG/London    4.180   9/14/2022     USD     9.660
SG Issuer SA               7.500   1/20/2025     SEK    54.290
Ukraine Government Bond    6.000   1/27/2027     UAH    65.535
Region Wallonne Belgium    1.222   6/24/2080     EUR    76.567
Credit Agricole Corporat  11.550   1/28/2026     TRY    64.861
Region de Bruxelles-Capi   0.592   12/10/2061    EUR    72.315
Ukraine Government Bond    9.700   12/08/2032    UAH    66.423
Banco Espirito Santo SA   10.000   12/06/2021    EUR     0.510
Grupo Isolux Corsan SA     0.250  12/30/2018     EUR     0.073
Sberbank of Russia PJSC    0.010   09/04/2025    RUB    74.600
Purple Protected Asset     1.580   5/25/2060     EUR    63.730
Leonteq Securities AG     12.000   06/08/2022    CHF    48.280
Appeninn Holding           3.500  11/22/2029     HUF #N/A N/A
Single Platform Investme   0.559   2/15/2047     EUR    74.571
Pervyi Konteinernyi Term   0.010   02/06/2026    RUB    66.230
BNP Paribas SA             0.500  11/16/2032     MXN    35.044
Senvion Holding GmbH       3.875  10/25/2022     EUR     0.799
Heta Asset Resolution AG   4.350  12/31/2023     EUR     1.156
Barclays Bank PLC          0.500   10/01/2031    TRY    12.228
Espirito Santo Financial   5.050  11/15/2025     EUR     0.283
Getin Noble Bank SA        8.290   7/28/2023     PLN    78.075
BRAbank ASA                7.210                 NOK    69.348
Bank Julius Baer & Co Lt  11.300   3/21/2022     USD    42.050
Vontobel Financial Produ   9.400   5/13/2022     EUR    50.140
Credit Suisse AG/London    4.700  11/30/2022     USD     9.583
Bank Vontobel AG          11.000   02/06/2023    CHF    64.800
Banque Internationale a    7.500   7/28/2022     USD    71.100
Skandinaviska Enskilda B   8.600   7/17/2023     SEK    69.030
Societe Generale SA       18.000   11/02/2023    USD    76.950
Muehl Product & Service    6.750   03/10/2005    DEM     0.104
COFIDUR SA                 0.100  12/31/2024     EUR    24.050
Purple Protected Asset     2.100   4/15/2060     EUR    66.497
Bilt Paper BV             10.360                 USD     1.267
Societe Generale SA        1.580   9/16/2024     USD     3.560
Ahtium PLC                 4.000  12/16/2015     EUR     0.586
UniCredit Bank AG          6.600   7/20/2028     EUR    51.240
Golfino AG                 8.000  11/18/2023     EUR     0.020
Societe Generale SA       21.000  11/30/2023     USD    18.300
Zurcher Kantonalbank Fin  15.200   9/21/2022     USD    50.860
Societe Generale SA        4.000   5/28/2031     USD    72.909
SALVATOR Vermoegensverwa   9.500                 EUR     8.100
Ukraine Government Bond    9.990   12/10/2031    UAH    69.075
Premium Green PLC          0.600  10/31/2046     EUR    51.609
Hellas Telecommunication   8.500  10/15/2013     EUR     0.834
Lehman Brothers Treasury   2.875   3/14/2013     CHF     0.100
New World Resources NV     4.000   10/07/2020    EUR     0.524
Deutsche Bank AG/London    0.500  10/18/2038     MXN    16.488
Northland Resources AB    15.000   7/15/2019     USD     2.621
SG Issuer SA               8.120   7/20/2023     SEK    71.540
BNP Paribas Emissions- u   7.700   4/22/2022     EUR    68.140
EFG International Financ   7.500   7/26/2022     USD    61.720
Banque Internationale a   15.000   01/05/2023    EUR    52.910
Societe Generale SA       22.000   11/03/2022    USD    63.450
HPI AG                     3.500                 EUR     3.011
Mifa Mitteldeutsche Fahr   7.500   08/12/2018    EUR     2.150
Landesbank Baden-Wuertte   5.400   2/25/2022     EUR    74.970
DeltaCredit Bank JSC       1.000   5/18/2026     RUB    67.750
Privatbank CJSC Via UK S  10.875   2/28/2018     USD     7.866
Russian Federal Bond - O   6.100   7/18/2035     RUB    74.000
Dyadya Doner OOO          13.500   4/25/2023     RUB    21.690
Sberbank of Russia PJSC    0.010   4/22/2026     RUB    74.600
Ministeries Van de Vlaam   0.600  11/19/2055     EUR    74.745
Cerruti Finance SA         6.500   7/26/2004     EUR     2.058
Credit Agricole Corporat   5.400   1/31/2028     BRL    72.179
Veneto Banca SpA           6.944   5/15/2025     EUR     0.571
Banca Popolare di Vicenz   9.500   10/02/2025    EUR     0.049
Republic of Belarus Inte   6.200   2/28/2030     USD    75.359
Credit Agricole Corporat   9.450   03/08/2027    TRY    55.357
Bank Julius Baer & Co Lt  10.000   06/02/2022    CHF    66.300
Bank Julius Baer & Co Lt  29.500   6/27/2022     CHF    42.350
Leonteq Securities AG/Gu  20.000   01/10/2023    CHF    61.790
Societe Generale SA       20.000  12/18/2025     USD    73.000
Leonteq Securities AG/Gu   6.770   5/27/2022     USD    70.380
VTB Bank PJSC              0.010   12/06/2024    RUB    80.480
Nizhniy Novgorod Region    6.750   6/14/2025     RUB    71.140
Ukraine Government Bond    9.980   03/06/2030    UAH    71.710
Ukraine Government Bond    6.000   1/22/2031     UAH    51.962
Santander Consumer Bank    5.890                 NOK    50.508
Bank2 ASA                  6.120                 NOK    59.747
Espirito Santo Financial   5.125   5/30/2016     EUR     0.528
Pescanova SA               6.750   03/05/2015    EUR     0.319
Region of Stavropol Russ   6.200  12/14/2027     RUB    58.670
Krakowski Bank Spoldziel   3.580   9/20/2023     PLN    69.170
French Republic Governme   0.500   5/25/2072     EUR    68.115
Officine Maccaferri-SpA    5.750   06/01/2021    EUR    18.651
Nutritek International C   8.750   12/11/2008    USD     2.089
Lehman Brothers Treasury   5.000   05/02/2022    EUR     0.100
Deutsche Bank AG/London   13.750   6/20/2026     TRY    69.399
Centrosolar Group AG       7.000   2/15/2016     EUR     2.505
SG Issuer SA               9.180   1/20/2025     SEK    58.200
UBS AG/London              7.000   8/18/2022     USD    67.050
Luzerner Kantonalbank AG  22.620   6/20/2022     CHF    43.030
Zurcher Kantonalbank Fin   6.750   7/27/2022     USD    38.040
Credit Agricole Corporat  10.150   02/05/2025    TRY    68.197
Mostotrest PJSC            0.010   7/29/2026     RUB    60.250
Credit Agricole Corporat  10.320   7/22/2026     TRY    60.728
Credit Agricole Corporat  11.190   1/15/2026     TRY    65.574
Single Platform Investme   0.457   2/15/2046     EUR    74.354
Credit Agricole Corporat  11.640   3/24/2027     TRY    63.107
Credit Agricole Corporat  11.190   03/12/2027    TRY    61.307
Minicentrales Dos SA       0.010   06/06/2047    EUR    59.125
IT Holding Finance SA      9.875  11/15/2012     EUR     0.015
Credit Agricole Corporat  10.200   08/06/2026    TRY    60.284
Sberbank of Russia PJSC    0.010  12/17/2025     RUB    74.200
Getin Noble Bank SA        7.640  12/21/2023     PLN    68.878
Credit Agricole Corporat  11.400  10/28/2025     TRY    67.896
HSBC Bank PLC             10.300   12/10/2024    TRY    69.776
WPE International Cooper  10.375   9/30/2020     USD     5.000
Irish Bank Resolution Co   4.000   4/23/2018     EUR    33.250
Solarwatt GmbH             7.000   11/01/2015    EUR    15.500
Sberbank of Russia PJSC    0.010   3/25/2026     RUB    69.000
City of Novosibirsk Russ   7.300   10/08/2026    RUB    61.820
Sberbank of Russia PJSC    0.010   11/07/2024    RUB    78.400
Luminis SA                 1.800   09/02/2059    EUR    58.274
Societe Generale SA        8.000   5/28/2027     USD    48.100
Epito-Es Epuletkarbantar   3.000   11/11/2030    HUF    73.600
Societe Generale SA       15.000   08/01/2024    USD    44.300
UniCredit Bank AG         10.700   2/17/2025     EUR    72.260
Bank Vontobel AG          11.000   02/06/2023    EUR    44.200
Leonteq Securities AG/Gu   8.380   7/20/2022     CHF    64.890
DZ Bank AG Deutsche Zent   9.270   6/24/2022     EUR    49.070
EFG International Financ   7.000   5/23/2022     EUR    36.550
Axial Javito Kereskedelm   2.000   9/23/2030     HUF    73.585
A-TEC Industries AG        2.750   05/10/2014    EUR     0.100
Cooperatieve Rabobank UA   0.500  12/29/2027     MXN    61.821
Ukraine Government Bond    8.750   4/20/2033     UAH    61.212
Ukraine Government Bond    9.760   7/23/2031     UAH    68.534
Ukraine Government Bond    6.000   06/04/2031    UAH    51.081
Rio Forte Investments SA   4.750   11/10/2015    EUR     5.272
Lehman Brothers Treasury   6.000  10/24/2008     EUR     0.100
Thomas Cook Group PLC      6.250   6/15/2022     EUR     0.510
SAG Solarstrom AG          6.250  12/14/2015     EUR    31.000
Hema Bondco II BV          8.500   1/15/2023     EUR     0.105
Societe Generale SA        6.000   05/09/2022    USD    17.380
Norske Skog Holding AS     8.000   2/24/2023     USD     0.006
Societe Generale SA        9.000   7/22/2022     USD    48.700
Societe Generale SA        8.600   7/29/2022     USD    56.800
Skandinaviska Enskilda B   7.800   7/15/2024     SEK    71.910
Credit Suisse AG/London   11.000   2/23/2022     USD    46.350
Corner Banca SA            6.500  11/21/2022     CHF    46.520
UBS AG/London             18.000   6/16/2022     USD    63.600
Bank Julius Baer & Co Lt  11.700   4/26/2022     CHF    36.900
Vontobel Financial Produ   3.750   01/03/2023    EUR    45.800
Vontobel Financial Produ   9.250  12/23/2022     EUR    50.440
HC Finance OOO            10.500   11/11/2024    RUB   100.000
Raiffeisen Schweiz Genos  16.000   9/20/2022     CHF    43.620
Bank Julius Baer & Co Lt   9.850  11/16/2022     CHF    55.000
Credit Suisse AG/London   19.500   12/12/2022    USD    52.020
Landesbank Baden-Wuertte   5.650   5/27/2022     EUR    52.580
UBS AG/London              9.250   2/20/2023     CHF    55.400
Bank Vontobel AG           7.000   10/02/2023    CHF    68.300
Bank Vontobel AG          13.500   3/31/2023     CHF    59.200
UBS AG/London              8.250   6/23/2022     CHF    49.050
UBS AG/London              4.520   09/07/2023    USD     9.400
Bank Julius Baer & Co Lt  16.500  11/30/2022     USD    66.400
Ukraine Government Bond    9.150   05/10/2031    UAH    65.949
Ukraine Government Bond    8.630   05/10/2033    UAH    60.535
SAir Group                 0.125   07/07/2005    CHF    12.625
Ukraine Government Bond    6.000   11/12/2025    UAH    72.245
Ukraine Government Bond    9.700   06/02/2032    UAH    67.051
Ukraine Government Bond    9.730   9/24/2031     UAH    68.124
Tonon Luxembourg SA        9.250   1/24/2020     USD     0.500
Santander Consumer Bank    5.890                 NOK    50.508
Sberbank of Russia PJSC    0.010   7/24/2028     RUB    72.700
Hellas Telecommunication   6.054   1/15/2015     USD     0.001
Republic of Austria Gove   0.850   6/30/2120     EUR    72.935
Sberbank of Russia PJSC    0.010  10/20/2025     RUB    75.400
Grupo Isolux Corsan SA     6.000  12/30/2021     USD     0.192
AKB Peresvet ZAO           0.510   6/23/2021     RUB    30.010
LBI ehf                    7.431                 USD     0.001
Lehman Brothers Treasury   4.050   9/16/2008     EUR     0.100
Societe Generale SA        6.000   06/06/2022    USD     3.240
Credit Agricole Corporat  11.340   02/12/2026    TRY    66.289
Norske Skog Holding AS     8.000   2/24/2023     USD     0.006
WEB Windenergie AG         4.500                 EUR     0.010
Bank Vontobel AG          21.502   05/12/2022    CHF    44.500
UniCredit Bank AG          8.000   3/25/2022     EUR    39.350
Credit Suisse AG/London    5.200   8/17/2022     USD     9.860
Societe Generale SA       16.000   08/01/2024    USD    35.850
Societe Generale SA       16.000   08/01/2024    USD    47.500
Credit Suisse AG/London   11.000   4/19/2022     CHF    50.780
UBS AG/London             17.500   7/28/2022     CHF    60.700
EFG International Financ   4.800   08/05/2022    USD    45.600
BNP Paribas Issuance BV    3.300   5/23/2022     EUR    72.850
EFG International Financ   8.700   7/13/2023     EUR    57.660
Credit Suisse AG/London    5.880   6/28/2023     USD     9.450
Bank Julius Baer & Co Lt  13.000   4/20/2022     USD    40.600
EFG International Financ   6.500   4/20/2022     CHF    46.990
Credit Suisse AG/London   15.000   11/02/2022    USD    47.780
Opus Global Nyrt           2.800  10/29/2029     HUF    74.500
Alteo Nyrt                 3.150  10/28/2029     HUF    73.600
Skandinaviska Enskilda B  10.150   1/15/2025     SEK    66.610
Hell Energy Magyarorszag   2.700  12/18/2029     HUF    72.900
Societe Wallonne de Fina   0.904  10/23/2047     EUR    71.885
Ukraine Government Bond    8.520   11/10/2033    UAH    59.356
Sberbank of Russia PJSC    0.010   11/12/2025    RUB    74.600
Lehman Brothers Treasury   6.650   8/24/2011     AUD     0.100
Lehman Brothers Treasury   7.000   4/14/2009     EUR     0.100
Communaute Francaise de    0.750   02/04/2061    EUR    73.034
Spain Government Bond      1.450  10/31/2071     EUR    75.621
Norske Skogindustrier AS   7.000  12/30/2026     EUR     0.010
Waste Italia SpA          10.500  11/15/2019     EUR     0.550
Teksid Aluminum Luxembou  12.375   7/15/2011     EUR     0.122
Bayerische Landesbank      2.000   2/18/2022     EUR    64.930
Leonteq Securities AG/Gu   4.000   08/10/2022    CHF    65.690
Leonteq Securities AG     12.000   06/01/2022    CHF    35.690
Bank Julius Baer & Co Lt   8.350   03/04/2022    USD    49.250
Zurcher Kantonalbank Fin  11.000   4/19/2022     EUR    61.540
Credit Suisse AG/London    2.920   04/02/2022    USD    66.350
MOL Hungarian Oil & Gas    1.900   04/12/2031    HUF    68.600
UBS AG/London             11.750  11/14/2022     CHF    60.000
Raiffeisen Schweiz Genos  10.000  12/14/2022     CHF    65.940
Bank Vontobel AG          12.500   1/24/2023     CHF    56.100
Corner Banca SA           10.400  12/14/2022     CHF    58.210
Raiffeisen Switzerland B  12.000  10/26/2022     CHF    58.840
Leonteq Securities AG/Gu  21.100   4/21/2022     CHF    51.000
UBS AG/London              6.800   6/15/2026     USD    70.590
EFG International Financ   9.800   6/21/2023     EUR    61.110
Leonteq Securities AG     13.000   2/22/2023     CHF    56.270
Zurcher Kantonalbank Fin  29.000   9/29/2022     CHF    57.610
VTB Bank PJSC              0.010  10/14/2026     RUB    70.040
Aranynektar Termekgyarto   3.500   04/03/2030    HUF    68.993
Bank Julius Baer & Co Lt   8.350   1/30/2023     CHF    69.200
Leonteq Securities AG/Gu   3.400   3/20/2024     CHF    61.740
WEB Windenergie AG         6.250                 EUR     0.010
Main Road JSC              6.900  10/30/2029     RUB    85.000
UniCredit Bank AG          7.550  11/17/2022     EUR    64.650
Bank Julius Baer & Co Lt   9.900  10/21/2022     USD    49.500
State of Saxony-Anhalt     0.616   07/03/2028    EUR    60.000
Sberbank of Russia PJSC    0.950   06/11/2025    RUB    75.500
Ukraine Government Bond    6.000  12/23/2026     UAH    65.990
Instabank ASA              9.830                 NOK    49.975
Nizhniy Novgorod Region    6.100   5/27/2026     RUB    89.850
Lehman Brothers Treasury   9.000   3/17/2009     GBP     0.100
Lehman Brothers Treasury   3.860   9/21/2011     SGD     0.100
Region de Bruxelles-Capi   0.450  12/22/2056     EUR    71.623
Bank Otkritie Financial    0.010   7/16/2025     RUB    69.330
Espirito Santo Financial   0.387  10/27/2024     EUR     0.297
Petromena ASA             10.850  11/19/2018     USD     0.622
SG Issuer SA               0.100   06/11/2029    NZD    72.938
Lehman Brothers Treasury  13.000   2/16/2009     CHF     0.100
KPNQwest NV               10.000   3/15/2012     EUR     0.453
KPNQwest NV                8.875   02/01/2008    EUR     0.453
WEB Windenergie AG         2.250   9/25/2028     EUR     0.010
SAir Group                 5.125   03/01/2003    CHF    12.750
Leonteq Securities AG     12.000   3/15/2022     CHF    67.680
Pannon Work Szemelyzeti    3.000  10/30/2030     HUF #N/A N/A
Credit Suisse AG/London   11.750   2/18/2022     USD    32.200
EFG International Financ  16.000   3/24/2022     USD    63.520
Credit Suisse AG/London   12.000   05/09/2022    USD    44.420
Leonteq Securities AG     14.000   4/26/2022     CHF    40.530
Zurcher Kantonalbank Fin   7.000   08/10/2022    USD    59.450
Raiffeisen Switzerland B  12.500   05/10/2022    EUR    38.760
Credit Suisse AG/London   20.500   7/20/2022     USD    65.250
Raiffeisen Schweiz Genos  14.000   7/19/2022     USD    66.980
Bank Julius Baer & Co Lt  12.650   4/26/2022     USD    37.000
UBS AG/London             14.000   05/05/2022    CHF    37.750
UBS AG/London              7.800   4/20/2026     EUR    74.030
UBS AG/London             11.500   4/21/2022     CHF    51.400
Credit Suisse AG/London   10.250   11/09/2022    USD    53.970
Leonteq Securities AG/Gu  11.000  10/31/2022     USD    59.270
UBS AG/London             10.000  12/30/2022     CHF    64.250
Leonteq Securities AG     23.400   9/28/2022     CHF    44.310
Societe Generale SA       16.000   07/03/2024    USD    49.266
Leonteq Securities AG/Gu  10.000   09/07/2023    USD    69.810
Leonteq Securities AG/Gu  10.000   1/30/2023     USD    42.900
Bank Julius Baer & Co Lt  11.000   6/27/2022     CHF    46.450
VTB Bank PJSC              0.010  11/25/2026     RUB    67.200
Leonteq Securities AG/Gu  12.000   4/13/2022     USD    35.630
Skandinaviska Enskilda B   5.800   1/15/2025     SEK    71.420
UBS AG/London              9.500   2/28/2022     CHF    50.650
Leonteq Securities AG/Gu   2.750   9/15/2022     CHF    43.460
DeloPorts LLC              0.010  11/14/2025     RUB    65.000
Santander International    1.700   12/12/2049    EUR    60.199
OR PJSC                   12.600   9/28/2025     RUB    40.000
Ukraine Government Bond    6.000  10/15/2031     UAH    50.265
Ukraine Government Bond    6.000   9/19/2029     UAH    55.598
SAir Group                 6.250  10/27/2002     CHF    12.625
Lehman Brothers Treasury   2.000   3/16/2035     EUR     0.100
Sberbank of Russia PJSC    0.010   9/21/2028     RUB    70.200
Lehman Brothers Treasury   7.000  11/28/2008     CHF     0.100
LBI ehf                    6.100   8/25/2011     USD    10.598
Turkey Government Bond    12.400   03/08/2028    TRY    71.300
IT Holding Finance SA      9.875  11/15/2012     EUR     0.015
Mriya Agro Holding PLC    10.950   3/30/2016     USD     4.667
Tonon Luxembourg SA        9.250   1/24/2020     USD     0.500
Sberbank of Russia PJSC    0.010   10/05/2028    RUB    71.500
Lehman Brothers Treasury  14.900   9/15/2008     EUR     0.100
SFO Akkord Finans         10.000   02/12/2024    RUB    60.290
OOO SPV Structural Inves   0.010   09/01/2023    RUB    66.740
KPNQwest NV                8.875   02/01/2008    EUR     0.453
JP Morgan Structured Pro  12.000   8/28/2026     ZMW    71.835
Decipher Production Ltd   12.500   9/27/2019     USD     1.500
Bank Otkritie Financial    0.010   9/24/2025     RUB    64.700
SAG Solarstrom AG          7.500   07/10/2017    EUR    31.000
Raiffeisen Switzerland B   4.000   8/30/2022     CHF    38.860
TransKomplektHolding OOO   9.500   11/02/2028    RUB #N/A N/A
Luzerner Kantonalbank AG  25.000   03/09/2022    CHF    18.450
Leonteq Securities AG/Gu   7.450   1/25/2023     EUR    67.500
Societe Generale SA       16.000   08/01/2024    USD    39.150
UBS AG/London             14.000   07/07/2022    USD    57.300
Bank Vontobel AG          24.000   08/09/2022    CHF    58.600
Banque Cantonale Vaudois  21.150   8/22/2022     CHF    47.080
Zurcher Kantonalbank Fin  26.500   9/13/2022     USD    57.810
Barclays Bank PLC          0.600   3/14/2023     USD     9.917
Credit Suisse AG/London   12.400   9/25/2023     EUR    64.590
AutoWallis Nyrt            3.000   7/27/2031     HUF #N/A N/A
Societe Generale SA       15.000   8/30/2024     USD    46.300
Leonteq Securities AG/Gu  16.600   6/17/2022     USD    46.930
Societe Generale Effekte   4.000   7/22/2022     USD    47.360
Credit Suisse AG/London    9.000  11/28/2022     USD    57.590
Landesbank Baden-Wuertte   6.750  11/25/2022     EUR    64.180
Raiffeisen Schweiz Genos   5.000   9/13/2022     CHF    69.350
Landesbank Baden-Wuertte   3.000   2/25/2022     EUR    72.490
Ukraine Government Bond    8.220   05/10/2035    UAH    56.175
Sberbank of Russia PJSC    0.010   10/09/2026    RUB    60.000
Sberbank of Russia PJSC    0.010  10/21/2026     RUB    73.700
Lehman Brothers Treasury   7.375   9/20/2008     EUR     0.100
Sberbank of Russia PJSC    0.016   3/15/2032     RUB    60.800
Sberbank of Russia PJSC    0.010   8/21/2028     RUB    71.000
Sberbank of Russia PJSC    0.010  12/17/2025     RUB    73.300
KPNQwest NV                7.125   06/01/2009    EUR     0.453
Getin Noble Bank SA        8.870  11/30/2023     PLN    66.875
Grupo Isolux Corsan SA     1.000  12/30/2021     USD     0.073
Sberbank of Russia PJSC    0.010   04/06/2026    RUB    76.100
Turkey Government Bond    10.600   02/11/2026    TRY    72.350
Sberbank of Russia PJSC    0.010   09/04/2026    RUB    73.500
Lehman Brothers Treasury   1.500   10/12/2010    EUR     0.100
Bulgaria Steel Finance B  12.000   05/04/2013    EUR     0.216
Sberbank of Russia PJSC    0.010   10/03/2028    RUB    73.800
Bibby Offshore Services    7.500   6/15/2021     GBP    11.625
Sberbank of Russia PJSC    0.010   11/02/2028    RUB    95.500
Sberbank of Russia PJSC    0.010   11/03/2026    RUB    73.500
Lehman Brothers Treasury   6.600   02/09/2009    EUR     0.100
Deutsche Bank AG/London    2.000  10/25/2023     TRY    63.199
Societe Wallonne de Fina   1.066   9/18/2046     EUR    75.262
Sberbank of Russia PJSC    0.010   8/31/2028     RUB    71.800
Barclays Bank PLC          2.000   06/12/2029    TRY    22.572
Raiffeisen Switzerland B  12.000   9/22/2022     CHF    50.800
Vasutvillamosito Kft       3.000   02/03/2031    HUF    73.200
Societe Generale Effekte  10.250  10/28/2022     EUR    64.100
Luzerner Kantonalbank AG  12.400   8/30/2022     USD    63.170
Zurcher Kantonalbank Fin  21.748   3/29/2022     EUR    72.060
Zurcher Kantonalbank Fin  30.000   8/17/2022     USD    38.240
UBS AG/London              9.000   11/10/2022    USD     6.710
Societe Generale Effekte  20.750   2/25/2022     EUR    40.240
Bank Vontobel AG          25.000  12/27/2022     CHF    65.400
Stelius Befektetoe Zartk   3.100   9/17/2030     HUF    74.500
Turkey Government Bond    11.700  11/13/2030     TRY    63.900
Laurel GmbH                7.125  11/16/2017     EUR     7.750
Ukraine Government Bond    6.000   5/16/2029     UAH    56.659
City of Novosibirsk Russ   7.850  11/27/2027     RUB    72.765
Region de Bruxelles-Capi   0.460  12/15/2051     EUR    74.763
EDOB Abwicklungs AG        7.500   04/01/2012    EUR     2.248
Sidetur Finance BV        10.000   4/20/2016     USD     0.770
Deutsche Bank AG/London    0.500   04/05/2038    MXN    26.753
Turkey Government Bond    10.500   08/11/2027    TRY    66.200
KPNQwest NV                7.125   06/01/2009    EUR     0.453
Lehman Brothers Treasury   5.220   03/01/2024    EUR     0.100
Ukraine Government Inter   4.375   1/27/2030     EUR    72.193
Astana Finance BV          7.875   06/08/2010    EUR    16.000
Leonteq Securities AG/Gu   4.000   2/21/2022     EUR    68.760
Leonteq Securities AG/Gu   8.130   2/21/2022     EUR    69.140
Societe Generale SA        7.280   05/06/2024    USD    61.300
Landesbank Baden-Wuertte   4.700   3/25/2022     EUR    46.970
Landesbank Baden-Wuertte   3.300   3/25/2022     EUR    58.460
UniCredit Bank AG          5.450   3/15/2022     EUR    47.490
UniCredit Bank AG          7.000   3/29/2022     EUR    33.490
Landesbank Baden-Wuertte   3.050   9/23/2022     EUR    63.310
Leonteq Securities AG      5.400   7/25/2022     CHF    61.700
UniCredit Bank AG          3.500   8/24/2022     EUR    59.960
UniCredit Bank AG          4.200   8/24/2022     EUR    68.510
Leonteq Securities AG      7.000   03/09/2022    CHF    70.200
Landesbank Baden-Wuertte   2.250   3/25/2022     EUR    73.140
BNP Paribas Issuance BV    7.980   1/20/2025     SEK    72.610
DekaBank Deutsche Giroze   2.500  10/24/2023     EUR    66.950
UniCredit Bank AG          3.600   10/05/2022    EUR    63.220
UniCredit Bank AG          4.200   9/21/2022     EUR    53.700
Landesbank Baden-Wuertte   2.150  12/23/2022     EUR    71.350
Landesbank Baden-Wuertte   3.000  12/23/2022     EUR    62.400
UniCredit Bank AG          3.750   9/14/2022     EUR    62.450
Landesbank Baden-Wuertte   3.000   9/23/2022     EUR    58.820
Societe Generale Effekte   5.600   09/04/2023    EUR    49.960
Landesbank Baden-Wuertte   2.800   4/25/2022     EUR    65.500
Erste Group Bank AG        4.350   2/28/2022     EUR    44.300
EFG International Financ   7.000   2/21/2022     CHF    66.880
Leonteq Securities AG/Gu   6.000   2/20/2023     CHF    69.650
Zurcher Kantonalbank Fin   8.000   2/25/2022     CHF    65.470
Vontobel Financial Produ  17.500   3/25/2022     EUR    69.630
Vontobel Financial Produ  16.000   3/25/2022     EUR    37.510
Vontobel Financial Produ  24.500   3/25/2022     EUR    29.730
Vontobel Financial Produ  19.000   3/25/2022     EUR    66.410
UBS AG/London              7.750   08/10/2022    CHF    43.000
UBS AG/London             14.250   08/10/2022    USD    72.400
EFG International Financ   4.500   02/12/2024    USD    68.740
Corner Banca SA           15.000   05/12/2022    CHF    53.890
Leonteq Securities AG/Gu  15.740   08/10/2022    USD    39.870
Bank Vontobel AG          16.000   05/12/2022    CHF    33.000
UniCredit Bank AG          3.800   6/28/2022     EUR    45.760
Leonteq Securities AG/Gu   2.500   06/05/2024    EUR    70.000
UniCredit Bank AG          4.250   6/28/2022     EUR    51.680
UniCredit Bank AG          3.700   6/25/2022     EUR    53.740
Zurcher Kantonalbank Fin  15.000   2/23/2022     CHF    52.360
DZ Bank AG Deutsche Zent   5.000  12/23/2022     EUR    46.010
DZ Bank AG Deutsche Zent   3.000  12/23/2022     EUR    52.820
DZ Bank AG Deutsche Zent   7.000  12/23/2022     EUR    42.700
Leonteq Securities AG/Gu  10.000   08/12/2022    CHF    63.040
Leonteq Securities AG     12.400   05/12/2022    CHF    60.230
Rosseti South PJSC         9.240   07/01/2022    RUB    70.020
Raiffeisen Switzerland B  10.500   07/11/2024    USD    17.020
Erste Group Bank AG        5.550   8/30/2022     EUR    53.000
UniCredit Bank AG          3.200   09/10/2022    EUR    56.070
Societe Generale SA        8.000   08/09/2022    USD    50.000
UniCredit Bank AG          3.500   10/08/2022    EUR    51.740
Vontobel Financial Produ   6.700   03/07/2022    EUR    52.220
UniCredit Bank AG          3.250   3/29/2022     EUR    19.550
UniCredit Bank AG          3.750   3/26/2022     EUR    60.440
DekaBank Deutsche Giroze   4.250   4/14/2022     EUR    40.810
DekaBank Deutsche Giroze   3.900   4/25/2022     EUR    41.940
UniCredit Bank AG          3.750   4/19/2022     EUR    59.640
UniCredit Bank AG          4.200   7/26/2022     EUR    34.140
UniCredit Bank AG          3.650   7/23/2022     EUR    54.390
Landesbank Baden-Wuertte   2.300   7/22/2022     EUR    65.110
Citigroup Global Markets   7.200   5/24/2023     SEK    64.270
UniCredit Bank AG          3.350   6/14/2022     EUR    54.990
UniCredit Bank AG          3.700   06/04/2022    EUR    57.120
Leonteq Securities AG      5.600   5/16/2022     CHF    60.820
Landesbank Baden-Wuertte   3.250  12/23/2022     EUR    67.340
Danske Bank A/S            8.050   07/09/2023    SEK    70.180
Landesbank Baden-Wuertte   3.400  11/25/2022     EUR    62.350
Landesbank Baden-Wuertte   3.400   1/27/2023     EUR    66.650
UniCredit Bank AG          5.150   01/02/2023    EUR    65.560
Landesbank Baden-Wuertte   3.400   2/24/2023     EUR    69.070
Vontobel Financial Produ  14.000   3/25/2022     EUR    24.100
Vontobel Financial Produ  17.000   3/25/2022     EUR    64.660
Vontobel Financial Produ  15.000   3/25/2022     EUR    38.710
Societe Generale SA       18.000   01/03/2024    USD    45.000
EFG International Financ   6.000  12/22/2023     USD    44.070
Landesbank Baden-Wuertte   3.250   2/24/2023     EUR    69.810
Vontobel Financial Produ  16.500   3/25/2022     EUR    65.650
Vontobel Financial Produ  18.000   3/25/2022     EUR    41.370
Vontobel Financial Produ  13.500   3/25/2022     EUR    47.020
Vontobel Financial Produ  15.000   3/25/2022     EUR    67.690
Vontobel Financial Produ  13.500   3/25/2022     EUR    69.870
DZ Bank AG Deutsche Zent  15.300   3/25/2022     EUR    67.180
Societe Generale Effekte   5.250   3/25/2022     EUR    64.320
Vontobel Financial Produ  16.500   3/25/2022     EUR    69.950
Societe Generale Effekte   7.250   3/25/2022     EUR    54.200
Raiffeisen Switzerland B  11.000   08/05/2022    EUR    53.030
UBS AG/London             22.500   6/16/2022     USD    63.550
UBS AG/London             11.750   6/16/2022     CHF    74.400
Vontobel Financial Produ  19.000   3/25/2022     EUR    34.400
Vontobel Financial Produ  16.500   3/25/2022     EUR    58.230
Societe Generale Effekte  15.250   3/25/2022     EUR    37.400
Vontobel Financial Produ   4.050   7/15/2022     EUR    33.300
Leonteq Securities AG/Gu  16.000   6/21/2022     USD    46.750
Leonteq Securities AG     13.000   6/21/2022     CHF    48.940
SG Issuer SA               6.700   07/10/2024    EUR    74.970
Zurcher Kantonalbank Fin   8.000   2/23/2022     CHF    43.240
UniCredit Bank AG          9.100   3/16/2022     EUR    67.160
UniCredit Bank AG         13.200   3/16/2022     EUR    51.400
Bank Vontobel AG           9.504   6/30/2022     CHF    49.000
VTB Bank PJSC              0.010  11/18/2025     RUB    74.510
VTB Bank PJSC              0.010   12/02/2025    RUB    95.860
VTB Bank PJSC              0.010   12/09/2025    RUB    72.800
VTB Bank PJSC              0.010  11/25/2025     RUB    74.560
Vontobel Financial Produ   9.750   3/25/2022     EUR    37.800
Bank Julius Baer & Co Lt  13.200   3/16/2022     CHF    42.150
Vontobel Financial Produ   6.650   3/16/2022     EUR    59.000
Vontobel Financial Produ  11.100   3/16/2022     EUR    59.250
Bank Vontobel AG          15.004   8/26/2022     CHF    43.200
Bank Julius Baer & Co Lt   7.000   06/10/2022    CHF    64.850
Leonteq Securities AG     16.000   06/10/2022    CHF    46.780
UniCredit Bank AG          6.250   04/07/2022    EUR    52.690
Vontobel Financial Produ  19.500   3/25/2022     EUR    64.430
Landesbank Baden-Wuertte   4.800   3/25/2022     EUR    67.670
UniCredit Bank AG          3.450   04/02/2024    EUR    64.000
Leonteq Securities AG/Gu  15.000   6/22/2022     EUR    66.890
Leonteq Securities AG/Gu  18.000   3/22/2022     USD    42.000
Vontobel Financial Produ  14.500   3/25/2022     EUR    71.810
Vontobel Financial Produ  17.500   3/25/2022     EUR    68.010
Vontobel Financial Produ  13.500   3/25/2022     EUR    29.450
Vontobel Financial Produ  11.500   3/25/2022     EUR    31.030
Vontobel Financial Produ   7.500   3/25/2022     EUR    34.960
Vontobel Financial Produ  16.000   3/25/2022     EUR    28.110
Vontobel Financial Produ  23.500   3/25/2022     EUR    70.460
Raiffeisen Switzerland B   9.000   03/08/2022    CHF    65.110
Zurcher Kantonalbank Fin  18.500   3/18/2022     CHF    54.780
Societe Generale Effekte  16.000   3/25/2022     EUR    50.720
Vontobel Financial Produ  17.750   3/25/2022     EUR    35.300
Goldman Sachs & Co Wertp  19.000   4/21/2022     EUR    67.610
Goldman Sachs & Co Wertp  20.000   3/23/2022     EUR    67.270
Societe Generale Effekte  17.750   3/25/2022     EUR    46.420
Credit Suisse AG/London   14.000   03/04/2022    EUR    43.320
Zurcher Kantonalbank Fin   8.500   06/10/2022    EUR    61.640
Corner Banca SA           11.000   9/15/2022     CHF    51.380
Leonteq Securities AG     16.000   3/15/2022     CHF    42.070
Leonteq Securities AG/Gu  17.600   03/08/2022    USD    23.850
Leonteq Securities AG/Gu  16.000   3/15/2022     EUR    64.140
Zurcher Kantonalbank Fin  19.000   3/24/2022     CHF    63.820
Zurcher Kantonalbank Fin  15.000   3/24/2022     USD    55.250
Landesbank Baden-Wuertte   2.700   4/25/2022     EUR    36.880
Bank Vontobel AG          11.500   4/25/2022     USD    39.400
Corner Banca SA           15.000   05/02/2022    USD    43.220
UBS AG/London             16.000   9/19/2022     CHF    61.050
Credit Suisse AG/London   10.000   3/17/2022     USD    50.070
BNP Paribas Issuance BV    6.240   3/28/2022     JPY    50.810
Leonteq Securities AG/Gu  10.000   3/22/2022     CHF    38.020
Barclays Bank PLC         14.250   3/20/2023     USD    59.350
Landesbank Baden-Wuertte   7.650   4/25/2022     EUR    75.340
Landesbank Baden-Wuertte   4.700   4/25/2022     EUR    32.680
Landesbank Baden-Wuertte   7.050   4/25/2022     EUR    29.540
Leonteq Securities AG/Gu  10.000   4/29/2022     USD    41.540
Landesbank Baden-Wuertte   3.200  11/25/2022     EUR    41.390
UBS AG/London             15.000   06/03/2022    USD    48.900
EFG International Financ  10.000   06/02/2022    CHF    53.010
Societe Generale SA       20.000   01/03/2024    USD    13.000
UBS AG/London             10.500   06/09/2022    CHF    52.850
UBS AG/London             12.250   06/09/2022    CHF    54.250
EFG International Financ  11.000   06/10/2022    USD    50.210
Nordea Bank Abp            4.100   7/20/2023     SEK    51.380
DekaBank Deutsche Giroze   4.250   05/03/2022    EUR    56.610
Corner Banca SA           15.000   03/07/2022    USD    41.440
DekaBank Deutsche Giroze   2.900   1/13/2023     EUR    66.990
Bank Vontobel AG           7.504   6/13/2022     CHF    46.300
Bank Vontobel AG           9.006   6/14/2022     CHF    71.900
Leonteq Securities AG     12.000   6/15/2022     CHF    40.670
EFG International Financ   6.200  12/18/2023     USD    39.860
Vontobel Financial Produ  14.500   3/25/2022     EUR    45.410
Vontobel Financial Produ  15.500   3/25/2022     EUR    43.940
Vontobel Financial Produ  17.000   3/25/2022     EUR    42.610
Vontobel Financial Produ  12.000   3/25/2022     EUR    48.720
Vontobel Financial Produ  22.000   3/25/2022     EUR    54.850
Vontobel Financial Produ  16.500   3/25/2022     EUR    63.970
Vontobel Financial Produ  12.000   3/25/2022     EUR    25.070
Vontobel Financial Produ  17.500   3/25/2022     EUR    22.430
Vontobel Financial Produ  16.000   3/25/2022     EUR    23.250
Vontobel Financial Produ  11.000   3/25/2022     EUR    50.610
Bank Vontobel AG           8.008   08/05/2022    EUR    68.400
Bank Vontobel AG           8.002   08/05/2022    EUR    68.400
Bank Vontobel AG          11.002   08/10/2022    CHF    70.400
Landesbank Baden-Wuertte   3.000   9/23/2022     EUR    64.640
Landesbank Baden-Wuertte   5.100  11/25/2022     EUR    37.820
Skandinaviska Enskilda B   9.020   7/17/2023     SEK    68.600
SecurAsset SA              5.250   6/30/2022     EUR    51.050
UniCredit Bank AG          4.450   7/23/2022     EUR    60.110
UniCredit Bank AG          4.150   7/26/2022     EUR    58.100
EFG International Financ  16.000   2/24/2022     CHF    58.470
EFG International Financ   5.870   2/25/2022     USD    45.500
Leonteq Securities AG/Gu  14.000   8/26/2022     USD    44.370
Societe Generale Effekte  10.500   3/25/2022     EUR    53.100
Societe Generale Effekte  12.500   3/25/2022     EUR    48.520
Societe Generale Effekte  14.500   3/25/2022     EUR    44.980
Societe Generale Effekte  16.500   3/25/2022     EUR    42.110
Leonteq Securities AG     11.000   8/26/2022     CHF    44.740
SG Issuer SA              24.300   03/02/2022    EUR    48.540
DZ Bank AG Deutsche Zent  12.500   3/23/2022     EUR    65.700
DZ Bank AG Deutsche Zent  13.700   3/25/2022     EUR    66.060
DZ Bank AG Deutsche Zent   7.900   3/25/2022     EUR    67.160
DZ Bank AG Deutsche Zent  16.300   3/25/2022     EUR    32.680
DZ Bank AG Deutsche Zent  19.400   3/25/2022     EUR    63.730
DZ Bank AG Deutsche Zent  21.800   3/25/2022     EUR    59.120
Societe Generale Effekte   9.250   3/25/2022     EUR    62.080
UBS AG/London             10.000   03/03/2022    CHF    50.450
UBS AG/London              9.500   03/03/2022    EUR    45.900
EFG International Financ  12.000   03/03/2022    CHF    68.100
Vontobel Financial Produ  11.000   3/25/2022     EUR    52.790
Vontobel Financial Produ   8.500   3/25/2022     EUR    57.470
Bank Vontobel AG          23.008   06/02/2022    CHF    60.100
Bank Vontobel AG           8.758   06/02/2022    CHF    51.300
Bank Vontobel AG           7.250   06/03/2022    CHF    64.400
Bank Vontobel AG          14.004   09/02/2022    CHF    72.500
Leonteq Securities AG     14.000   06/08/2022    CHF    56.410
Bank Vontobel AG          25.504   5/24/2022     CHF    51.500
Bank Vontobel AG          15.004   8/26/2022     CHF    43.200
EFG International Financ   8.200   03/01/2023    USD    62.850
Bank Vontobel AG          15.004   03/01/2022    EUR    28.700
UniCredit Bank AG         16.840   03/01/2022    NOK    64.630
Vontobel Financial Produ  16.500   3/25/2022     EUR    66.180
Vontobel Financial Produ  18.000   3/25/2022     EUR    64.740
Vontobel Financial Produ  19.000   3/25/2022     EUR    63.330
Vontobel Financial Produ   9.000   3/25/2022     EUR    30.800
Vontobel Financial Produ  15.000   3/25/2022     EUR    26.610
Vontobel Financial Produ   7.500   3/25/2022     EUR    32.670
Vontobel Financial Produ  14.500   3/25/2022     EUR    70.740
Vontobel Financial Produ  16.500   3/25/2022     EUR    36.350
Vontobel Financial Produ  19.500   3/25/2022     EUR    33.450
Vontobel Financial Produ  20.500   3/25/2022     EUR    32.610
Vontobel Financial Produ  17.500   3/25/2022     EUR    35.320
Vontobel Financial Produ  21.000   3/25/2022     EUR    31.770
Vontobel Financial Produ  22.000   3/25/2022     EUR    31.030
Vontobel Financial Produ  23.000   3/25/2022     EUR    30.340
Vontobel Financial Produ  24.000   3/25/2022     EUR    29.690
Bank Vontobel AG           6.507   8/17/2022     CHF    63.100
Vontobel Financial Produ   7.500   3/25/2022     EUR    22.370
Leonteq Securities AG/Gu   4.000   4/19/2022     EUR    73.530
Corner Banca SA           20.000   03/08/2022    CHF    49.100
Leonteq Securities AG/Gu  17.000   06/08/2022    USD    42.030
Vontobel Financial Produ  14.000   6/24/2022     EUR    67.290
Vontobel Financial Produ   7.500   3/25/2022     EUR    74.250
Vontobel Financial Produ   7.000   6/24/2022     EUR    74.290
Vontobel Financial Produ  19.500   6/24/2022     EUR    68.560
Vontobel Financial Produ  17.500   6/24/2022     EUR    71.320
Vontobel Financial Produ  20.500   3/25/2022     EUR    69.570
Vontobel Financial Produ  13.000   3/25/2022     EUR    68.060
UniCredit Bank AG          8.700   7/22/2022     EUR    70.270
UniCredit Bank AG          9.600   7/22/2022     EUR    68.450
Vontobel Financial Produ  18.000   3/25/2022     EUR    72.990
Vontobel Financial Produ   7.500   3/25/2022     EUR    60.210
Vontobel Financial Produ  20.500   3/25/2022     EUR    41.600
Bank Vontobel AG           8.001   10/07/2022    CHF    47.700
Landesbank Baden-Wuertte   4.450   4/25/2022     EUR    59.250
Leonteq Securities AG     26.140   4/14/2022     CHF    32.920
Zurcher Kantonalbank Fin  15.000   4/26/2022     USD    43.320
Zurcher Kantonalbank Fin  15.000   4/22/2022     CHF    61.510
UBS AG/London             11.250   4/14/2023     CHF    53.200
UBS AG/London             11.750  10/14/2022     CHF    62.700
UniCredit Bank AG          9.250   5/16/2022     EUR    47.540
Vontobel Financial Produ   9.000   6/24/2022     EUR    71.560
Vontobel Financial Produ  19.500   3/25/2022     EUR    70.780
UniCredit Bank AG          9.400  11/25/2022     EUR    68.200
Vontobel Financial Produ  11.250   3/25/2022     EUR    66.090
Vontobel Financial Produ  14.500   3/25/2022     EUR    70.810
Vontobel Financial Produ  18.500   3/25/2022     EUR    63.800
Landesbank Baden-Wuertte   4.450   4/25/2022     EUR    47.160
Landesbank Baden-Wuertte   3.750   4/25/2022     EUR    68.810
Landesbank Baden-Wuertte  10.000   4/25/2022     EUR    48.130
Leonteq Securities AG     22.340   4/14/2022     CHF    36.500
DZ Bank AG Deutsche Zent  18.200   3/25/2022     EUR    70.200
Vontobel Financial Produ  17.000   3/25/2022     EUR    56.590
Vontobel Financial Produ  23.500   3/25/2022     EUR    72.080
Landesbank Baden-Wuertte   4.000   3/25/2022     EUR    71.150
Leonteq Securities AG     20.000   3/15/2022     CHF    51.940
Leonteq Securities AG/Gu  18.000   3/15/2022     USD    41.700
Bank Vontobel AG          25.008   3/14/2022     CHF    43.600
Vontobel Financial Produ   8.000   3/25/2022     EUR    63.410
Vontobel Financial Produ  22.500   3/25/2022     EUR    46.160
Vontobel Financial Produ   7.000   3/25/2022     EUR    23.470
Vontobel Financial Produ  11.500   3/25/2022     EUR    64.550
UniCredit Bank AG         13.900   4/21/2022     EUR    67.430
Vontobel Financial Produ   9.000   4/13/2022     EUR    44.430
DZ Bank AG Deutsche Zent  16.700   3/25/2022     EUR    57.560
DZ Bank AG Deutsche Zent  13.900   3/25/2022     EUR    62.070
UBS AG/London             10.500   03/10/2022    CHF    59.600
UBS AG/London              9.250   03/10/2023    CHF    74.450
UBS AG/London             10.750   09/12/2022    CHF    72.850
Societe Generale Effekte  12.000   3/25/2022     EUR    59.260
Societe Generale Effekte  14.000   3/25/2022     EUR    54.520
Goldman Sachs & Co Wertp  17.000   6/22/2022     EUR    69.390
Goldman Sachs & Co Wertp  15.000   9/21/2022     EUR    72.400
DekaBank Deutsche Giroze   3.100   04/08/2022    EUR    65.570
DekaBank Deutsche Giroze   3.300   04/08/2022    EUR    51.490
Leonteq Securities AG/Gu   4.000   03/08/2022    EUR    61.660
Leonteq Securities AG     23.390   4/19/2022     CHF    36.850
Credit Suisse AG/London   11.000   4/15/2022     USD    38.560
Landesbank Baden-Wuertte   2.500   6/24/2022     EUR    67.370
Vontobel Financial Produ  10.000   3/25/2022     EUR    70.970
Vontobel Financial Produ  19.000   6/24/2022     EUR    69.500
Vontobel Financial Produ  21.500   3/25/2022     EUR    68.410
Vontobel Financial Produ  11.500   6/24/2022     EUR    69.290
Vontobel Financial Produ  18.000   6/24/2022     EUR    70.300
UniCredit Bank AG         10.600   7/22/2022     EUR    66.760
UniCredit Bank AG          8.600  11/25/2022     EUR    71.070
Vontobel Financial Produ  14.500   3/25/2022     EUR    68.630
Vontobel Financial Produ  14.500   3/25/2022     EUR    67.860
DekaBank Deutsche Giroze   1.000   1/20/2025     EUR    63.510
DZ Bank AG Deutsche Zent  10.250   3/23/2022     EUR    31.380
Zurcher Kantonalbank Fin  12.250   03/11/2022    CHF    55.720
Leonteq Securities AG/Gu  17.600   06/08/2022    USD    33.480
Leonteq Securities AG/Gu  16.400   06/02/2022    CHF    33.060
Landesbank Baden-Wuertte   4.050   3/24/2023     EUR    40.470
Landesbank Baden-Wuertte   3.150   3/24/2023     EUR    74.520
DZ Bank AG Deutsche Zent  17.700   3/25/2022     EUR    59.230
DZ Bank AG Deutsche Zent  16.700   3/25/2022     EUR    28.950
DZ Bank AG Deutsche Zent  12.600   3/25/2022     EUR    36.370
DZ Bank AG Deutsche Zent  20.200   3/25/2022     EUR    29.810
Societe Generale Effekte   7.250   3/25/2022     EUR    71.060
Vontobel Financial Produ   9.750   3/25/2022     EUR    61.340
Landesbank Baden-Wuertte   7.200   4/25/2022     EUR    42.070
Landesbank Baden-Wuertte   2.000   4/25/2022     EUR    73.480
Landesbank Baden-Wuertte   6.700   4/25/2022     EUR    53.360
EFG International Financ  18.000   4/14/2022     CHF    40.770
DZ Bank AG Deutsche Zent  14.900   6/24/2022     EUR    71.420
Vontobel Financial Produ  15.000   3/25/2022     EUR    61.500
Leonteq Securities AG/Gu  15.000   4/13/2022     CHF    34.010
Goldman Sachs & Co Wertp  22.000   6/22/2022     EUR    68.150
Bank Julius Baer & Co Lt   7.400   7/13/2022     CHF    72.200
DZ Bank AG Deutsche Zent  12.600   3/25/2022     EUR    72.330
UBS AG/London             12.500   6/23/2022     USD    52.000
Nordea Bank Abp            9.000   7/20/2024     SEK    73.050
Credit Suisse AG/London   16.300  12/26/2023     USD    62.150
UniCredit Bank AG          5.350   2/27/2023     EUR    58.990
EFG International Financ   7.000  12/29/2022     USD    25.280
UBS AG/London             13.000   6/23/2022     CHF    52.350
UBS AG/London              6.250  12/23/2022     CHF    55.600
UBS AG/London              8.750   6/23/2022     CHF    51.200
Landesbank Baden-Wuertte   8.100   8/26/2022     EUR    59.840
Landesbank Baden-Wuertte   3.150   8/26/2022     EUR    75.710
Vontobel Financial Produ   0.212   02/03/2023    EUR    59.000
Raiffeisen Switzerland B   9.000   7/29/2022     CHF    68.820
UBS AG/London             11.250   02/03/2023    CHF    62.100
UBS AG/London             10.250   08/03/2022    CHF    72.850
Leonteq Securities AG     12.000   05/03/2022    CHF    61.420
Landesbank Baden-Wuertte   6.000   8/26/2022     EUR    65.800
Landesbank Baden-Wuertte   4.050   8/26/2022     EUR    33.960
UniCredit Bank AG          8.300   03/02/2022    EUR    39.770
Vontobel Financial Produ  18.500   3/25/2022     EUR    64.380
Vontobel Financial Produ  16.000   3/25/2022     EUR    69.370
EFG International Financ   6.200   08/05/2022    EUR    50.820
Vontobel Financial Produ  21.500   3/25/2022     EUR    60.470
Societe Generale Effekte  13.250   3/25/2022     EUR    40.080
Societe Generale Effekte   9.250   3/25/2022     EUR    47.890
Societe Generale Effekte  11.250   3/25/2022     EUR    43.500
BNP Paribas Emissions- u  11.000   6/23/2022     EUR    39.340
BNP Paribas Emissions- u  13.000   6/23/2022     EUR    38.050
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    36.150
BNP Paribas Emissions- u   8.500   3/24/2022     EUR    39.730
BNP Paribas Emissions- u  10.000   3/24/2022     EUR    38.060
BNP Paribas Emissions- u  13.000   3/24/2022     EUR    36.670
BNP Paribas Emissions- u   8.500   6/23/2022     EUR    41.900
BNP Paribas Emissions- u   9.000   6/23/2022     EUR    40.300
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    70.880
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    66.400
EFG International Financ   7.100   04/06/2022    EUR    70.520
Zurcher Kantonalbank Fin  15.000   4/20/2022     CHF    68.350
Vontobel Financial Produ   5.500   6/17/2022     USD    51.940
Bank Vontobel AG          13.005   10/03/2022    CHF    49.300
Bank Julius Baer & Co Lt  14.650   07/07/2022    USD    46.350
Leonteq Securities AG     18.000   04/08/2022    CHF    47.390
Raiffeisen Switzerland B  10.000   04/06/2022    CHF    69.670
UBS AG/London             14.250   10/07/2022    USD    55.050
BNP Paribas Emissions- u   9.500   3/24/2022     EUR    72.960
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    71.100
BNP Paribas Emissions- u   9.500   3/24/2022     EUR    52.170
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    50.740
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    48.260
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    46.170
BNP Paribas Emissions- u  18.000   3/24/2022     EUR    42.570
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    55.540
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    52.910
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    49.620
Landesbank Baden-Wuertte   5.000   3/25/2022     EUR    33.320
Leonteq Securities AG     14.000   5/19/2022     CHF    36.220
Bank Vontobel AG          10.507   8/19/2022     CHF    47.900
Bank Vontobel AG          12.008   8/19/2022     CHF    39.400
Bank Vontobel AG          12.006   8/19/2022     CHF    70.000
Leonteq Securities AG     15.000   5/19/2022     CHF    31.940
Vontobel Financial Produ   7.000   3/25/2022     EUR    42.130
Vontobel Financial Produ   8.750   3/25/2022     EUR    70.520
Vontobel Financial Produ   8.250   3/25/2022     EUR    69.410
Leonteq Securities AG/Gu   9.300   8/24/2022     USD    49.060
UBS AG/London             11.000   8/24/2022     CHF    66.650
UBS AG/London             15.250   2/24/2022     USD    31.500
Leonteq Securities AG/Gu   9.450   5/13/2022     USD    29.850
Leonteq Securities AG/Gu  28.960   5/17/2022     CHF    57.990
Vontobel Financial Produ  12.000   3/25/2022     EUR    71.160
Zurcher Kantonalbank Fin  23.000   2/25/2022     USD    52.780
Zurcher Kantonalbank Fin  20.500   2/25/2022     USD    52.150
Credit Suisse AG/London    7.250   5/18/2022     CHF    65.690
Credit Suisse AG/London    8.100   8/23/2022     CHF    67.220
Credit Suisse AG/London   10.000   5/13/2022     USD    45.350
Vontobel Financial Produ  18.500   6/24/2022     EUR    59.360
Corner Banca SA           11.000  11/17/2022     EUR    66.290
Leonteq Securities AG/Gu  18.000   5/17/2022     USD    46.850
Leonteq Securities AG/Gu  13.200   5/13/2022     USD    48.250
Leonteq Securities AG/Gu  10.000   8/17/2022     CHF    48.560
Vontobel Financial Produ  11.300   5/17/2022     USD    44.150
Vontobel Financial Produ  11.750   6/24/2022     EUR    63.700
Vontobel Financial Produ  11.750   6/24/2022     EUR    71.590
Vontobel Financial Produ  21.000   6/24/2022     EUR    67.880
Vontobel Financial Produ  19.000   6/24/2022     EUR    70.180
Vontobel Financial Produ  21.000   3/25/2022     EUR    70.290
Vontobel Financial Produ  22.500   3/25/2022     EUR    70.430
Vontobel Financial Produ   5.550   5/18/2022     EUR    57.840
Bank Julius Baer & Co Lt  11.200   5/18/2022     CHF    56.850
EFG International Financ   6.300   5/18/2023     USD    57.460
Societe Generale Effekte   9.250   5/27/2022     EUR    53.980
Societe Generale Effekte  11.250   5/27/2022     EUR    50.250
Societe Generale Effekte  13.250   5/27/2022     EUR    47.460
Societe Generale Effekte  15.250   5/27/2022     EUR    45.260
Corner Banca SA            7.600  11/18/2022     USD    46.660
Credit Suisse AG/London   10.000   5/19/2022     CHF    55.970
UBS AG/London             10.250  11/21/2022     CHF    59.900
Vontobel Financial Produ  14.500   3/25/2022     EUR    55.520
Vontobel Financial Produ  19.500   3/25/2022     EUR    50.270
Vontobel Financial Produ   8.000   3/25/2022     EUR    66.530
Bank Julius Baer & Co Lt  10.000   3/28/2022     USD    49.750
DVM Construction Fovalla   3.000   7/29/2030     HUF    72.500
Landesbank Baden-Wuertte   3.500   8/26/2022     EUR    33.660
Landesbank Baden-Wuertte   5.450   8/26/2022     EUR    29.640
Landesbank Baden-Wuertte   3.050   3/25/2022     EUR    36.680
Landesbank Baden-Wuertte   7.300   3/25/2022     EUR    30.620
Landesbank Baden-Wuertte   3.500   3/25/2022     EUR    74.350
Raiffeisen Centrobank AG  10.000   3/24/2023     EUR    60.410
Bank Vontobel AG          10.508   8/19/2022     CHF    47.900
Leonteq Securities AG     15.000   8/19/2022     CHF    59.110
Corner Banca SA           19.000   5/23/2022     USD    32.610
Leonteq Securities AG/Gu  10.000   5/19/2022     CHF    48.660
Leonteq Securities AG/Gu   5.700   8/19/2022     USD    54.940
Vontobel Financial Produ  10.500   3/25/2022     EUR    64.460
Vontobel Financial Produ  13.500   3/25/2022     EUR    60.200
Vontobel Financial Produ   8.000   3/25/2022     EUR    69.510
Leonteq Securities AG     17.000   2/23/2022     CHF    38.660
Vontobel Financial Produ  13.000   3/25/2022     EUR    65.660
Vontobel Financial Produ  11.000   3/25/2022     EUR #N/A N/A
Vontobel Financial Produ  23.500   3/25/2022     EUR    67.970
Vontobel Financial Produ  22.000   3/25/2022     EUR    70.320
Vontobel Financial Produ  22.000   3/25/2022     EUR    65.940
UBS AG/London             10.000   3/23/2026     USD    50.990
Zurcher Kantonalbank Fin  18.000   04/01/2022    USD    64.290
UniCredit Bank AG          8.000   4/20/2022     EUR    58.750
DZ Bank AG Deutsche Zent  14.400   3/25/2022     EUR    34.890
DZ Bank AG Deutsche Zent  16.700   3/25/2022     EUR    32.790
DZ Bank AG Deutsche Zent  21.700   3/25/2022     EUR    55.170
DZ Bank AG Deutsche Zent  17.900   3/25/2022     EUR    68.930
DZ Bank AG Deutsche Zent  18.600   3/25/2022     EUR    63.880
UBS AG/London             12.250   3/24/2022     CHF    52.600
UBS AG/London             13.250   4/29/2022     CHF    64.900
Bank Vontobel AG          10.000   5/16/2022     CHF    41.100
DZ Bank AG Deutsche Zent  17.700   3/25/2022     EUR    62.430
Bank Vontobel AG           4.255   6/27/2022     CHF    61.500
Bank Vontobel AG          28.506   3/28/2022     CHF    58.700
Societe Generale Effekte  10.750   3/25/2022     EUR    65.490
Societe Generale Effekte  12.750   3/25/2022     EUR    62.310
Raiffeisen Switzerland B  14.000   3/29/2022     CHF    71.380
UBS AG/London             16.750   3/31/2022     CHF    52.600
Credit Suisse AG/London   11.000   3/28/2022     USD    38.610
DZ Bank AG Deutsche Zent   8.000   6/24/2022     EUR    72.670
DZ Bank AG Deutsche Zent   8.000   6/24/2022     EUR    65.830
Zurcher Kantonalbank Fin  17.250   4/14/2022     CHF    57.680
BNP Paribas Emissions- u   9.000   3/24/2022     EUR    74.390
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    74.920
BNP Paribas Emissions- u   9.500   6/23/2022     EUR    74.010
BNP Paribas Emissions- u  13.000   3/24/2022     EUR    47.410
BNP Paribas Emissions- u  15.000   3/24/2022     EUR    45.000
BNP Paribas Emissions- u  16.000   3/24/2022     EUR    44.280
BNP Paribas Emissions- u   9.500   6/23/2022     EUR    56.490
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    51.160
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    48.720
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    47.180
BNP Paribas Emissions- u   8.500   3/24/2022     EUR    54.420
BNP Paribas Emissions- u   9.000   3/24/2022     EUR    53.270
Vontobel Financial Produ   9.500   3/25/2022     EUR    61.400
Corner Banca SA           16.000   04/06/2022    CHF    44.720
Vontobel Financial Produ   6.000   3/25/2022     EUR    66.660
Leonteq Securities AG/Gu   2.700   04/01/2026    EUR    44.860
Leonteq Securities AG/Gu  19.000   04/08/2022    USD    47.550
UBS AG/London             15.500   04/07/2022    USD    72.650
UBS AG/London              9.500   04/11/2022    CHF    56.800
Leonteq Securities AG     18.000   3/29/2022     CHF    37.630
DZ Bank AG Deutsche Zent   6.250   3/23/2022     EUR    73.740
DZ Bank AG Deutsche Zent  10.500   4/22/2022     EUR    35.890
UniCredit Bank AG          7.950   4/27/2022     EUR    67.600
UniCredit Bank AG          9.250   4/27/2022     EUR    64.920
Landesbank Baden-Wuertte   4.050  10/28/2022     EUR    46.870
Landesbank Baden-Wuertte   3.500  10/28/2022     EUR    46.800
Corner Banca SA           12.000   06/01/2022    CHF    51.150
UBS AG/London             16.250   07/07/2022    CHF    69.500
UBS AG/London             16.300   01/08/2024    EUR     8.690
EFG International Financ   9.350   01/12/2023    CHF    60.550
Zurcher Kantonalbank Fin   8.250   7/20/2022     EUR    58.590
EFG International Financ   8.000   7/22/2022     CHF    63.380
Leonteq Securities AG     13.000   05/09/2022    CHF    41.780
Corner Banca SA           14.000   05/09/2022    CHF    41.940
UBS AG/London             13.250   05/12/2022    USD    45.300
UBS AG/London             13.500   05/12/2022    USD    45.350
UniCredit Bank AG          5.250   12/01/2023    EUR    44.520
Leonteq Securities AG     15.000   3/30/2022     CHF    60.280
Landesbank Baden-Wuertte   6.350  10/28/2022     EUR    42.680
Landesbank Baden-Wuertte   5.750  10/28/2022     EUR    43.070
DZ Bank AG Deutsche Zent  20.300   3/25/2022     EUR    69.160
DZ Bank AG Deutsche Zent  17.100   3/25/2022     EUR    41.900
DZ Bank AG Deutsche Zent  22.700   3/25/2022     EUR    65.970
Bank Vontobel AG           6.007   9/26/2022     CHF    63.500
Bank Vontobel AG           6.007   9/26/2022     CHF    63.500
Bank Vontobel AG           9.000   9/26/2022     EUR    65.200
Bank Vontobel AG           9.009   9/26/2022     EUR    65.200
Bank Vontobel AG          14.006   9/26/2022     CHF    39.800
Bank Vontobel AG          12.751   6/27/2022     CHF    42.000
Bank Vontobel AG          15.009   6/27/2022     CHF    34.400
Bank Vontobel AG          22.008   6/27/2022     CHF    54.400
Societe Generale Effekte   8.750   3/25/2022     EUR    69.390
UBS AG/London             16.000   9/30/2022     CHF    48.500
Zurcher Kantonalbank Fin  14.250   4/19/2022     CHF    57.500
Leonteq Securities AG     18.000   04/12/2022    CHF    36.000
Leonteq Securities AG     22.860   04/12/2022    CHF    29.850
DZ Bank AG Deutsche Zent   8.000   6/22/2022     EUR    67.210
Vontobel Financial Produ  18.000   3/25/2022     EUR    50.460
Vontobel Financial Produ   8.500   3/25/2022     EUR    38.510
Vontobel Financial Produ  13.250   3/25/2022     EUR    70.750
Vontobel Financial Produ  10.250   3/25/2022     EUR    38.690
Goldman Sachs & Co Wertp  23.000   5/25/2022     EUR    66.750
Corner Banca SA           14.000   9/26/2022     USD    58.430
Goldman Sachs & Co Wertp  11.000   6/22/2022     EUR    70.190
BNP Paribas Emissions- u  16.000   3/24/2022     EUR    67.750
BNP Paribas Emissions- u   8.000   3/24/2022     EUR    40.980
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    35.740
BNP Paribas Emissions- u  15.000   3/24/2022     EUR    34.860
BNP Paribas Emissions- u  17.000   3/24/2022     EUR    32.450
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    43.010
Societe Generale SA       18.000   05/02/2024    USD    55.600
UniCredit Bank AG          6.200   4/13/2022     EUR    40.820
Landesbank Baden-Wuertte   5.200   5/27/2022     EUR    40.140
Landesbank Baden-Wuertte   7.750   5/27/2022     EUR    37.030
Landesbank Baden-Wuertte   6.500   5/27/2022     EUR    38.120
EFG International Financ  17.000   3/17/2022     USD    45.950
UBS AG/London              7.500   3/17/2023     CHF    73.550
Bank Vontobel AG           6.002   08/12/2022    EUR    63.100
EFG International Financ  23.000   3/17/2022     CHF    42.270
Vontobel Financial Produ  15.000   3/25/2022     EUR    41.390
UBS AG/London              9.750   3/17/2023     CHF    64.150
Bank Julius Baer & Co Lt  12.050   3/18/2022     USD    58.800
Leonteq Securities AG/Gu  15.000   6/16/2022     USD    51.840
Leonteq Securities AG/Gu  10.000   4/26/2022     EUR    56.580
Erste Group Bank AG        7.250   03/03/2026    EUR    51.400
Goldman Sachs & Co Wertp  10.000   3/23/2022     EUR    73.030
Goldman Sachs & Co Wertp  13.000   6/22/2022     EUR    71.380
UniCredit Bank AG          4.450   09/11/2023    EUR    28.620
Landesbank Baden-Wuertte   3.150   6/24/2022     EUR    32.950
Landesbank Baden-Wuertte   4.850   6/24/2022     EUR    28.500
Bank Julius Baer & Co Lt  10.200   5/30/2023     EUR    12.650
Societe Generale SA       20.000   8/31/2023     USD    61.250
Landesbank Baden-Wuertte   3.000  10/25/2024     EUR    37.310
Vontobel Financial Produ  16.500   3/25/2022     EUR    55.650
Vontobel Financial Produ  12.000   3/25/2022     EUR    44.640
Vontobel Financial Produ  11.000   3/25/2022     EUR #N/A N/A
Vontobel Financial Produ  12.000   3/25/2022     EUR    69.880
EFG International Financ   7.000   3/23/2023     USD    33.820
Vontobel Financial Produ  10.000   3/25/2022     EUR    62.330
Credit Suisse AG/London    8.500   06/08/2022    CHF    70.010
DZ Bank AG Deutsche Zent  14.800   3/25/2022     EUR    70.150
DZ Bank AG Deutsche Zent  23.500   3/25/2022     EUR    52.340
DZ Bank AG Deutsche Zent  21.600   3/25/2022     EUR    61.700
DZ Bank AG Deutsche Zent  16.600   3/25/2022     EUR    69.340
DZ Bank AG Deutsche Zent  15.100   3/25/2022     EUR    50.720
DZ Bank AG Deutsche Zent  16.600   3/25/2022     EUR    48.360
DZ Bank AG Deutsche Zent  19.800   3/25/2022     EUR    44.330
BNP Paribas SA            29.000   3/28/2022     USD    64.370
UniCredit Bank AG          8.200   2/16/2022     EUR    52.850
Leonteq Securities AG/Gu  13.000   7/25/2022     USD    44.740
UniCredit Bank AG          6.000   7/28/2023     EUR    41.350
UBS AG/London             10.000   07/08/2022    CHF    60.550
Bank Julius Baer & Co Lt  10.150   4/25/2022     USD    50.000
UBS AG/London             14.000   1/18/2024     USD    51.260
Leonteq Securities AG/Gu  17.680   05/06/2022    CHF    56.380
EFG International Financ  15.000   9/26/2022     CHF    60.680
UBS AG/London             26.250   9/26/2022     USD    70.150
UBS AG/London             15.500   3/24/2022     CHF    58.550
Vontobel Financial Produ   9.200   3/23/2022     EUR    37.260
Vontobel Financial Produ   6.400   2/28/2022     EUR    47.980
Vontobel Financial Produ  13.500   3/25/2022     EUR    60.800
Vontobel Financial Produ  18.000   3/25/2022     EUR    53.430
Vontobel Financial Produ  11.000   3/25/2022     EUR    67.400
UBS AG/London             11.250   07/01/2022    CHF #N/A N/A
Vontobel Financial Produ  10.500   3/25/2022     EUR    21.610
Vontobel Financial Produ  17.000   3/25/2022     EUR    52.730
Vontobel Financial Produ  12.000   3/25/2022     EUR    58.680
Leonteq Securities AG/Gu  11.000   08/10/2022    USD    45.940
UniCredit Bank AG          6.500   9/15/2022     EUR    47.420
UniCredit Bank AG          7.300   6/14/2024     EUR    70.510
DZ Bank AG Deutsche Zent  24.100   3/25/2022     EUR    68.530
Bank Julius Baer & Co Lt  11.200   05/12/2022    CHF    67.800
EFG International Financ  22.000   05/12/2022    CHF    59.860
EFG International Financ  14.000   05/12/2022    USD    58.580
UBS AG/London             14.750  11/14/2022     CHF    65.500
UBS AG/London             10.500  11/14/2022     CHF    64.800
Corner Banca SA           15.000   5/25/2022     CHF    49.200
Corner Banca SA           15.000  11/21/2022     USD    64.980
Leonteq Securities AG/Gu  13.000  11/21/2022     USD    43.400
Corner Banca SA           16.000   08/10/2022    EUR    61.230
Credit Suisse AG/London    9.500   05/10/2022    CHF    54.530
Leonteq Securities AG/Gu  21.530   5/17/2022     CHF    34.570
Leonteq Securities AG/Gu  21.420   05/11/2022    CHF    35.320
Credit Suisse AG/London   13.250   05/04/2022    USD    45.090
Vontobel Financial Produ  16.500   6/24/2022     EUR    58.690
Leonteq Securities AG/Gu   7.000   7/22/2022     CHF    71.680
Goldman Sachs & Co Wertp  14.000   3/23/2022     EUR    70.220
Goldman Sachs & Co Wertp  12.000   3/23/2022     EUR    68.530
Leonteq Securities AG/Gu  22.080   05/06/2022    CHF    39.500
Leonteq Securities AG/Gu   7.000   11/07/2022    CHF    77.020
Leonteq Securities AG/Gu  11.000   08/10/2022    CHF    55.780
DZ Bank AG Deutsche Zent  12.700   3/25/2022     EUR    67.570
UBS AG/London             21.250   3/24/2022     USD    61.300
UBS AG/London             15.500   3/24/2022     CHF    47.300
UBS AG/London             29.750   3/24/2022     CHF    58.950
Bank Julius Baer & Co Lt  16.000   05/11/2022    EUR    31.450
Bank Vontobel AG          20.004   08/10/2022    CHF    72.400
UBS AG/London              6.500   8/24/2022     CHF    39.600
Bank Julius Baer & Co Lt   8.550   5/13/2022     USD    53.850
DekaBank Deutsche Giroze   6.000   3/24/2022     EUR    60.950
Zurcher Kantonalbank Fin  19.800   2/25/2022     CHF    51.980
Vontobel Financial Produ  16.000   6/24/2022     EUR    68.390
Vontobel Financial Produ  16.000   3/25/2022     EUR    50.530
Vontobel Financial Produ  13.500   3/25/2022     EUR    54.070
Vontobel Financial Produ  18.500   3/25/2022     EUR    47.480
Vontobel Financial Produ  21.000   3/25/2022     EUR    44.840
Vontobel Financial Produ  13.500   6/24/2022     EUR    70.200
Vontobel Financial Produ  17.500   6/24/2022     EUR    65.210
Bank Vontobel AG           9.003  11/14/2022     CHF    66.400
EFG International Financ  13.000  11/14/2022     CHF    49.590
Societe Generale Effekte   7.000   3/25/2022     EUR    61.740
Societe Generale Effekte   7.500   5/27/2022     EUR    60.040
Landesbank Baden-Wuertte   2.200   1/27/2023     EUR    32.220
UBS AG/London             14.750   5/25/2022     CHF    46.950
UBS AG/London             12.250  11/18/2022     EUR #N/A N/A
Landesbank Baden-Wuertte   3.400   8/23/2024     EUR    33.220
DekaBank Deutsche Giroze   3.500   11/04/2022    EUR    57.220
Zurcher Kantonalbank Fin  11.500   3/25/2022     CHF    52.560
Landesbank Baden-Wuertte   3.000   5/27/2022     EUR    44.250
Landesbank Baden-Wuertte   5.300   6/24/2022     EUR    72.920
Landesbank Baden-Wuertte   3.500   5/27/2022     EUR    43.400
EFG International Financ   9.070   3/17/2022     USD    61.470
Bank Julius Baer & Co Lt   7.300   2/22/2022     EUR    63.700
UBS AG/London             13.500   5/18/2022     CHF    39.200
Leonteq Securities AG/Gu  11.000   05/05/2022    CHF    47.970
Leonteq Securities AG/Gu   9.000   02/08/2023    CHF    67.360
Societe Generale SA       16.000   2/29/2024     USD    24.300
Nordea Bank Abp            6.063   7/20/2024     SEK    72.660
Vontobel Financial Produ   7.500   6/24/2022     EUR    65.990
Vontobel Financial Produ  18.000   6/24/2022     EUR    66.930
Credit Suisse AG/London   11.000   6/15/2022     CHF    51.440
Vontobel Financial Produ  18.000   6/24/2022     EUR    69.830
Raiffeisen Centrobank AG   7.500   07/07/2023    EUR    69.420
Vontobel Financial Produ  23.950   06/03/2022    EUR    19.380
Vontobel Financial Produ  12.400   3/16/2022     EUR    35.630
Vontobel Financial Produ  15.500   06/02/2022    EUR    72.440
Landesbank Baden-Wuertte   5.100  11/25/2022     EUR    50.780
Landesbank Baden-Wuertte   3.800  11/25/2022     EUR    71.600
Landesbank Baden-Wuertte   8.600   6/24/2022     EUR    44.030
Landesbank Baden-Wuertte   5.100   6/24/2022     EUR    50.620
DZ Bank AG Deutsche Zent  24.400   6/24/2022     EUR    60.660
DZ Bank AG Deutsche Zent  14.000   6/24/2022     EUR    51.310
DZ Bank AG Deutsche Zent  20.000   6/24/2022     EUR    45.610
DZ Bank AG Deutsche Zent  17.600   6/24/2022     EUR    39.570
Landesbank Baden-Wuertte   4.350  11/25/2022     EUR    58.100
Landesbank Baden-Wuertte   6.600  11/25/2022     EUR    54.650
DZ Bank AG Deutsche Zent  15.400   6/24/2022     EUR    67.740
DZ Bank AG Deutsche Zent  19.500   6/24/2022     EUR    62.130
DZ Bank AG Deutsche Zent  21.700   3/25/2022     EUR    62.310
DZ Bank AG Deutsche Zent  15.800   3/25/2022     EUR    63.730
DZ Bank AG Deutsche Zent  12.000   6/24/2022     EUR    69.490
DZ Bank AG Deutsche Zent  15.800   6/24/2022     EUR    64.410
DZ Bank AG Deutsche Zent  19.500   3/25/2022     EUR    61.060
DZ Bank AG Deutsche Zent  24.500   6/24/2022     EUR    58.950
Landesbank Baden-Wuertte   2.500   6/24/2022     EUR    62.150
Landesbank Baden-Wuertte   7.150   6/24/2022     EUR    53.370
Vontobel Financial Produ   3.500   07/03/2023    EUR    68.300
EFG International Financ  24.000   06/07/2022    USD    25.870
Zurcher Kantonalbank Fin  19.000   06/10/2022    USD    66.010
Zurcher Kantonalbank Fin  22.750   06/10/2022    USD    53.080
Credit Suisse AG/London   13.000   6/16/2022     CHF    68.850
UBS AG/London             12.500  12/16/2022     CHF    62.150
UBS AG/London              9.000   6/16/2022     CHF    51.750
UBS AG/London             10.250   6/16/2022     CHF    54.050
UBS AG/London             11.500   6/16/2022     CHF    71.050
Vontobel Financial Produ  17.000   6/24/2022     EUR    58.840
Vontobel Financial Produ  10.500   6/24/2022     EUR    69.170
Vontobel Financial Produ  15.000   6/24/2022     EUR    64.360
Zurcher Kantonalbank Fin  11.000   6/24/2022     CHF    68.560
Zurcher Kantonalbank Fin  21.500   6/24/2022     USD    58.820
Leonteq Securities AG/Gu  16.000   06/01/2022    USD    33.590
BNP Paribas SA            20.200   5/31/2022     USD    72.500
Leonteq Securities AG/Gu   6.000   12/01/2023    CHF    77.420
Bank Julius Baer & Co Lt   7.250   06/02/2022    CHF    67.200
Zurcher Kantonalbank Fin  10.000   06/08/2022    USD    43.140
UniCredit Bank AG         12.000   6/16/2022     EUR    45.490
Societe Generale Effekte  11.250   6/24/2022     EUR    53.640
Societe Generale Effekte  13.250   6/24/2022     EUR    50.820
Societe Generale Effekte  15.250   6/24/2022     EUR    48.490
Vontobel Financial Produ  18.750   6/24/2022     EUR    32.060
Vontobel Financial Produ  18.250   6/24/2022     EUR    61.390
Vontobel Financial Produ  14.750   6/24/2022     EUR    67.450
Vontobel Financial Produ   7.750   6/24/2022     EUR    67.340
Vontobel Financial Produ   9.000   6/24/2022     EUR    67.730
Vontobel Financial Produ  12.500   6/24/2022     EUR    67.200
Vontobel Financial Produ  17.000   6/24/2022     EUR    49.330
Vontobel Financial Produ  14.500   6/24/2022     EUR    30.690
Societe Generale Effekte   5.250   6/24/2022     EUR    68.920
Societe Generale Effekte   7.250   6/24/2022     EUR    62.250
Societe Generale Effekte   9.250   6/24/2022     EUR    57.370
Leonteq Securities AG/Gu   7.400   12/01/2023    USD    76.710
DZ Bank AG Deutsche Zent   7.250   6/22/2022     EUR    70.010
DekaBank Deutsche Giroze   4.000   8/18/2022     EUR    62.870
DZ Bank AG Deutsche Zent  10.750   8/24/2022     EUR    58.270
DZ Bank AG Deutsche Zent  12.500   8/24/2022     EUR    47.480
Leonteq Securities AG/Gu  10.600   7/19/2022     USD    29.270
Leonteq Securities AG/Gu  13.000   7/19/2022     USD    38.100
Vontobel Financial Produ  13.500   9/23/2022     EUR    71.360
Leonteq Securities AG/Gu  27.800   4/22/2022     CHF    48.420
Leonteq Securities AG/Gu  20.000   7/20/2022     CHF    56.890
Vontobel Financial Produ  10.500   9/23/2022     EUR    37.590
Zurcher Kantonalbank Fin  16.000   7/28/2022     CHF    56.280
Vontobel Financial Produ  11.700   1/24/2023     USD    57.150
Bank Vontobel AG          15.000  10/13/2022     CHF    59.300
UniCredit Bank AG          9.550   8/17/2022     EUR    45.060
UniCredit Bank AG          8.050   8/17/2022     EUR    64.890
DZ Bank AG Deutsche Zent  23.000   6/24/2022     EUR    65.060
DZ Bank AG Deutsche Zent  22.400   6/24/2022     EUR    71.940
DZ Bank AG Deutsche Zent  24.400   3/25/2022     EUR    52.090
DZ Bank AG Deutsche Zent  21.000   6/24/2022     EUR    57.030
DZ Bank AG Deutsche Zent  22.400   3/25/2022     EUR    68.560
DZ Bank AG Deutsche Zent  19.100   3/25/2022     EUR    64.770
DZ Bank AG Deutsche Zent  15.400   6/24/2022     EUR    67.820
DZ Bank AG Deutsche Zent  18.300   6/24/2022     EUR    55.560
DZ Bank AG Deutsche Zent  22.800   6/24/2022     EUR    63.640
DZ Bank AG Deutsche Zent  19.600   6/24/2022     EUR    70.180
Vontobel Financial Produ   7.500   6/24/2022     EUR    71.410
Vontobel Financial Produ   8.500   6/24/2022     EUR    70.570
EFG International Financ  11.000   1/23/2023     CHF    56.720
EFG International Financ  12.000   7/21/2022     CHF    65.860
Zurcher Kantonalbank Fin   8.000   7/29/2022     USD    66.620
Raiffeisen Schweiz Genos  10.000   1/16/2023     CHF    66.840
Societe Generale Effekte  18.000   3/25/2022     EUR    63.330
Societe Generale Effekte  15.750   6/24/2022     EUR    66.940
Vontobel Financial Produ  13.000   6/24/2022     EUR    72.040
Vontobel Financial Produ  10.000   9/23/2022     EUR    48.280
Vontobel Financial Produ  14.000   9/23/2022     EUR    46.100
Vontobel Financial Produ  12.500   9/23/2022     EUR    46.620
Vontobel Financial Produ  11.500   9/23/2022     EUR    47.540
Vontobel Financial Produ  12.000   6/24/2022     EUR    47.060
Vontobel Financial Produ  15.000   6/24/2022     EUR    44.860
Vontobel Financial Produ  15.000   9/23/2022     EUR    45.380
Vontobel Financial Produ  13.500   6/24/2022     EUR    45.900
Vontobel Financial Produ  16.500   6/24/2022     EUR    43.930
Vontobel Financial Produ  18.000   6/24/2022     EUR    43.100
Leonteq Securities AG/Gu  13.000   7/22/2022     CHF    63.900
Leonteq Securities AG/Gu  27.290   4/26/2022     CHF    33.240
UBS AG/London             12.000   1/16/2023     CHF    62.200
Vontobel Financial Produ  17.250   6/24/2022     EUR    50.520
Vontobel Financial Produ  16.750   6/24/2022     EUR    63.040
Raiffeisen Schweiz Genos  16.000   7/19/2022     EUR    70.110
Societe Generale Effekte  13.500   8/26/2022     EUR    44.930
Societe Generale Effekte   3.500   8/26/2022     EUR    64.270
Societe Generale Effekte   5.500   8/26/2022     EUR    56.880
Societe Generale Effekte   7.500   8/26/2022     EUR    52.040
Societe Generale Effekte   9.500   8/26/2022     EUR    48.790
Societe Generale Effekte  11.500   8/26/2022     EUR    46.580
Leonteq Securities AG/Gu  11.000   1/26/2023     USD    61.020
Leonteq Securities AG/Gu  10.000   7/26/2022     CHF    60.240
Leonteq Securities AG/Gu  10.000  10/26/2022     CHF    66.750
Vontobel Financial Produ  10.500   9/23/2022     EUR    63.010
Vontobel Financial Produ  12.000   6/24/2022     EUR    60.870
Vontobel Financial Produ   7.000   6/24/2022     EUR    68.960
Vontobel Financial Produ   7.500   9/23/2022     EUR    66.730
Zurcher Kantonalbank Fin  10.000   08/03/2022    CHF    67.630
Zurcher Kantonalbank Fin  12.500   08/03/2022    CHF    63.760
Vontobel Financial Produ  11.200   7/26/2022     EUR    59.460
Zurcher Kantonalbank Fin  28.500   08/02/2022    USD    47.990
Zurcher Kantonalbank Fin  27.500   08/02/2022    CHF    61.720
Bank Julius Baer & Co Lt  10.000   7/26/2022     USD    67.550
Bank Vontobel AG          12.500   1/24/2023     CHF    56.100
Leonteq Securities AG     10.000  10/26/2022     CHF    55.740
Leonteq Securities AG     12.000   1/26/2023     CHF    55.220
Raiffeisen Schweiz Genos   5.500   06/07/2023    CHF    76.830
Leonteq Securities AG/Gu  17.000   07/05/2022    EUR    48.010
Zurcher Kantonalbank Fin   8.100  12/14/2022     USD    61.050
Zurcher Kantonalbank Fin  12.500   7/13/2022     USD    69.940
Zurcher Kantonalbank Fin  15.000   7/13/2022     CHF    50.830
Leonteq Securities AG/Gu  10.000   10/05/2022    CHF    49.000
Vontobel Financial Produ   7.350   6/15/2022     USD    61.390
Vontobel Financial Produ   8.700   04/04/2022    CHF    60.610
Leonteq Securities AG/Gu  24.870   6/14/2022     CHF    26.460
EFG International Financ  18.000   6/30/2022     EUR    65.100
Zurcher Kantonalbank Fin  24.000   6/17/2022     CHF    58.720
Zurcher Kantonalbank Fin  11.250   07/06/2022    EUR    50.100
Vontobel Financial Produ  20.000   6/24/2022     EUR    58.780
DZ Bank AG Deutsche Zent   7.250   6/22/2022     EUR    73.130
DZ Bank AG Deutsche Zent   7.000   9/21/2022     EUR    71.520
Vontobel Financial Produ   7.500   6/24/2022     EUR    69.130
Vontobel Financial Produ  14.500   6/24/2022     EUR    60.860
Vontobel Financial Produ  16.000   6/24/2022     EUR    59.910
Leonteq Securities AG/Gu  14.000   9/14/2022     CHF    65.530
Vontobel Financial Produ  13.500   6/24/2022     EUR    70.360
Vontobel Financial Produ  12.500   6/24/2022     EUR    62.600
Vontobel Financial Produ   5.000   6/24/2022     EUR    69.210
Zurcher Kantonalbank Fin  12.000   6/21/2022     CHF    63.670
Vontobel Financial Produ  19.500   6/24/2022     EUR    64.560
Zurcher Kantonalbank Fin  12.000   7/14/2022     CHF    53.510
Bank Vontobel AG          11.250   01/03/2023    EUR    72.500
Bank Vontobel AG           7.500   01/03/2023    EUR    47.200
Bank Vontobel AG          17.500   07/04/2022    CHF    45.300
Corner Banca SA           12.000   6/14/2022     CHF    68.200
UniCredit Bank AG          3.500   2/13/2023     EUR    46.910
Danske Bank A/S            5.300   7/15/2023     SEK    40.950
UBS AG/London             10.750   07/07/2022    EUR    72.700
UBS AG/London             16.500   6/30/2022     USD    43.200
Credit Suisse AG/London   12.000   4/15/2022     USD    51.280
Raiffeisen Schweiz Genos  11.000   7/14/2022     CHF    51.230
DZ Bank AG Deutsche Zent   7.000   3/23/2022     EUR    73.800
UniCredit Bank AG         10.900   2/16/2022     EUR    48.160
Vontobel Financial Produ  14.500   3/25/2022     EUR    74.890
Leonteq Securities AG     12.000   4/21/2022     CHF    46.060
Zurcher Kantonalbank Fin   7.500   4/29/2022     CHF    54.860
Zurcher Kantonalbank Fin   8.000   4/29/2022     USD    54.920
UBS AG/London             15.250   7/21/2022     USD    71.450
UniCredit Bank AG         10.700   02/03/2025    EUR    71.780
Vontobel Financial Produ  12.000   3/25/2022     EUR    48.590
Vontobel Financial Produ  10.500   3/25/2022     EUR    67.130
Vontobel Financial Produ  12.000   3/25/2022     EUR    63.790
Vontobel Financial Produ  15.000   3/25/2022     EUR    58.100
Vontobel Financial Produ   7.000   3/25/2022     EUR    30.620
Vontobel Financial Produ  10.000   3/25/2022     EUR    27.550
Vontobel Financial Produ  11.500   3/25/2022     EUR    26.290
Vontobel Financial Produ   8.000   3/25/2022     EUR    69.510
Vontobel Financial Produ  14.000   3/25/2022     EUR    60.250
Vontobel Financial Produ   8.000   3/25/2022     EUR    60.260
Bank Vontobel AG           7.506   7/15/2022     CHF    73.700
Vontobel Financial Produ  15.000   3/25/2022     EUR    69.810
Vontobel Financial Produ   8.000   3/25/2022     EUR    28.940
Vontobel Financial Produ  13.000   3/25/2022     EUR    25.160
Vontobel Financial Produ  14.000   3/25/2022     EUR    48.920
Vontobel Financial Produ  11.000   3/25/2022     EUR    50.740
Vontobel Financial Produ   9.500   3/25/2022     EUR    53.060
Vontobel Financial Produ  11.000   3/25/2022     EUR    64.510
Bank Vontobel AG           9.006  10/31/2022     CHF    45.600
Vontobel Financial Produ  18.250   3/25/2022     EUR    60.340
EFG International Financ   6.080   05/05/2022    USD    56.820
Bank Julius Baer & Co Lt  11.800   4/26/2022     EUR    36.950
Leonteq Securities AG/Gu   6.700   11/04/2022    USD    72.590
Corner Banca SA           17.200   4/26/2022     CHF    47.790
UBS AG/London             19.750   05/05/2022    USD    64.700
UBS AG/London             14.500   11/07/2022    CHF    59.150
Vontobel Financial Produ   7.000   6/24/2022     EUR    59.190
Vontobel Financial Produ  12.500   6/24/2022     EUR    66.890
Vontobel Financial Produ  14.500   6/24/2022     EUR    64.050
Vontobel Financial Produ  13.500   6/24/2022     EUR    69.940
Vontobel Financial Produ  14.500   3/25/2022     EUR    68.780
Vontobel Financial Produ   9.500   6/24/2022     EUR    55.170
Zurcher Kantonalbank Fin  24.000   05/12/2022    CHF    70.170
Corner Banca SA           14.000   4/26/2022     USD    52.200
Zurcher Kantonalbank Fin  16.250   05/04/2022    EUR    54.010
Leonteq Securities AG/Gu  11.500  10/27/2022     CHF    69.060
Landesbank Baden-Wuertte   7.000   4/28/2023     EUR    54.120
Landesbank Baden-Wuertte   5.250   4/28/2023     EUR    43.460
Landesbank Baden-Wuertte   3.150   4/28/2023     EUR    47.220
Landesbank Baden-Wuertte   2.300   4/28/2023     EUR    70.700
Landesbank Baden-Wuertte   5.700   4/28/2023     EUR    46.330
Landesbank Baden-Wuertte   4.350   4/28/2023     EUR    48.180
Landesbank Baden-Wuertte   3.000   4/28/2023     EUR    50.720
DZ Bank AG Deutsche Zent  22.600   3/25/2022     EUR    61.520
DZ Bank AG Deutsche Zent  21.700   3/25/2022     EUR    66.070
DZ Bank AG Deutsche Zent  24.600   3/25/2022     EUR    59.770
Vontobel Financial Produ  13.500   6/24/2022     EUR    64.050
Vontobel Financial Produ  15.000   6/24/2022     EUR    62.700
Vontobel Financial Produ  11.000   6/24/2022     EUR    67.270
Vontobel Financial Produ   9.500   6/24/2022     EUR    69.000
Vontobel Financial Produ  12.500   6/24/2022     EUR    65.680
Vontobel Financial Produ  16.500   6/24/2022     EUR    61.470
Vontobel Financial Produ   9.500   3/25/2022     EUR    69.100
Vontobel Financial Produ  20.000   3/25/2022     EUR    57.670
Vontobel Financial Produ  16.500   3/25/2022     EUR    60.950
Vontobel Financial Produ  11.000   3/25/2022     EUR    66.810
Vontobel Financial Produ  13.000   3/25/2022     EUR    64.720
Vontobel Financial Produ  14.500   3/25/2022     EUR    62.740
Vontobel Financial Produ   8.500   6/24/2022     EUR    71.050
Vontobel Financial Produ  20.500   6/24/2022     EUR    38.370
Zurcher Kantonalbank Fin  12.250   05/05/2022    CHF    51.170
Bank Vontobel AG           7.008   7/25/2022     CHF    66.800
UBS AG/London             13.500   4/29/2024     USD    52.860
UBS AG/London             12.750   4/28/2022     CHF    66.000
UBS AG/London             12.750  10/28/2022     CHF    50.350
UBS AG/London              9.500  10/28/2022     CHF    74.300
Zurcher Kantonalbank Fin   6.400   11/07/2022    USD    43.320
Leonteq Securities AG/Gu   8.310   7/19/2022     EUR    70.240
EFG International Financ   5.500   4/20/2022     USD    62.940
Vontobel Financial Produ  17.000   6/24/2022     EUR    69.500
Vontobel Financial Produ  13.000   6/24/2022     EUR    64.150
Vontobel Financial Produ  19.000   6/24/2022     EUR    64.190
Vontobel Financial Produ  20.000   6/24/2022     EUR    64.530
Vontobel Financial Produ  24.000   3/25/2022     EUR    61.340
Vontobel Financial Produ  22.500   3/25/2022     EUR    61.200
Bank Julius Baer & Co Lt  11.150   4/22/2022     CHF    48.250
Bank Julius Baer & Co Lt  16.250   4/22/2022     USD    38.200
Leonteq Securities AG     10.000   7/20/2022     CHF    37.530
Leonteq Securities AG/Gu  12.000   4/22/2022     USD    31.620
Leonteq Securities AG     23.030   4/22/2022     CHF    35.950
DZ Bank AG Deutsche Zent  17.600   3/25/2022     EUR    40.550
DZ Bank AG Deutsche Zent  20.800   3/25/2022     EUR    37.780
DZ Bank AG Deutsche Zent  22.700   3/25/2022     EUR    55.740
DZ Bank AG Deutsche Zent  23.700   3/25/2022     EUR    65.410
DZ Bank AG Deutsche Zent   7.600   3/25/2022     EUR    73.870
DZ Bank AG Deutsche Zent  16.000   3/25/2022     EUR    68.930
DZ Bank AG Deutsche Zent  23.500   3/25/2022     EUR    49.650
Vontobel Financial Produ  10.000   6/24/2022     EUR    34.790
Vontobel Financial Produ  13.000   6/24/2022     EUR    71.760
UniCredit Bank AG          8.300   5/16/2022     EUR    55.950
Vontobel Financial Produ  12.900   4/26/2022     EUR    37.740
Leonteq Securities AG     24.530   4/22/2022     CHF    39.410
Vontobel Financial Produ  12.500   3/25/2022     EUR    35.840
Vontobel Financial Produ  18.000   3/25/2022     EUR    72.760
Vontobel Financial Produ  11.000   3/25/2022     EUR    66.120
Vontobel Financial Produ  14.500   6/24/2022     EUR    62.100
UBS AG/London              7.000   4/21/2023     USD    59.200
UBS AG/London             10.500   4/21/2023     CHF    59.400
Vontobel Financial Produ  13.000   6/24/2022     EUR    53.720
Vontobel Financial Produ  10.000   3/25/2022     EUR    56.300
Vontobel Financial Produ   8.500   6/24/2022     EUR    60.300
Vontobel Financial Produ  13.500   3/25/2022     EUR    51.750
Vontobel Financial Produ  17.000   3/25/2022     EUR    47.950
Vontobel Financial Produ  11.500   6/24/2022     EUR    69.520
Vontobel Financial Produ  17.500   6/24/2022     EUR    49.100
Vontobel Financial Produ  15.500   6/24/2022     EUR    64.530
Vontobel Financial Produ  20.500   3/25/2022     EUR    44.780
EFG International Financ   5.800   4/26/2023     EUR    61.080
EFG International Financ   5.700   4/26/2023     USD    72.230
Bank Julius Baer & Co Lt   9.300   7/22/2022     USD    68.250
Vontobel Financial Produ   6.000   6/24/2022     EUR    48.770
Vontobel Financial Produ  11.000   6/24/2022     EUR    43.500
Vontobel Financial Produ  15.500   6/24/2022     EUR    39.810
Vontobel Financial Produ  13.000   6/24/2022     EUR    41.400
Vontobel Financial Produ   9.500   3/25/2022     EUR    44.420
Vontobel Financial Produ  12.500   3/25/2022     EUR    41.350
Vontobel Financial Produ   8.500   6/24/2022     EUR    45.870
Vontobel Financial Produ   8.000   6/24/2022     EUR    56.980
Vontobel Financial Produ  13.000   6/24/2022     EUR    50.420
Vontobel Financial Produ  16.000   6/24/2022     EUR    48.160
Vontobel Financial Produ   5.500   6/24/2022     EUR    61.430
Vontobel Financial Produ  15.500   6/24/2022     EUR    62.750
Vontobel Financial Produ  13.500   6/24/2022     EUR    65.420
Vontobel Financial Produ  13.000   6/24/2022     EUR    70.820
Vontobel Financial Produ  16.500   6/24/2022     EUR    65.990
Vontobel Financial Produ  15.500   6/24/2022     EUR    67.540
Vontobel Financial Produ  14.000   6/24/2022     EUR    69.040
Vontobel Financial Produ   8.500   3/25/2022     EUR    54.910
Vontobel Financial Produ  10.500   6/24/2022     EUR    53.380
Vontobel Financial Produ  11.000   6/24/2022     EUR    68.300
Societe Generale Effekte   4.750   5/27/2022     EUR    62.180
Societe Generale Effekte   6.750   5/27/2022     EUR    54.290
Societe Generale Effekte   8.750   5/27/2022     EUR    49.050
Societe Generale Effekte  10.750   5/27/2022     EUR    45.450
Societe Generale Effekte  12.750   5/27/2022     EUR    42.740
Societe Generale Effekte  14.750   5/27/2022     EUR    40.540
EFG International Financ   6.500   4/26/2023     USD    57.900
Zurcher Kantonalbank Fin  11.000   6/22/2022     USD    66.180
Leonteq Securities AG     15.000   6/15/2022     CHF    38.030
Leonteq Securities AG     11.000   9/15/2022     CHF    55.870
Leonteq Securities AG/Gu  20.000   6/15/2022     CHF    54.170
Vontobel Financial Produ  15.000   6/24/2022     EUR    70.880
Vontobel Financial Produ  18.500   6/24/2022     EUR    67.720
DZ Bank AG Deutsche Zent  11.750   3/23/2022     EUR    75.310
Vontobel Financial Produ  16.000   6/24/2022     EUR    66.250
Vontobel Financial Produ  20.500   6/24/2022     EUR    62.840
Vontobel Financial Produ   8.000   6/24/2022     EUR    76.990
Vontobel Financial Produ   5.500   6/24/2022     EUR    66.260
Vontobel Financial Produ  20.500   6/24/2022     EUR    67.700
Vontobel Financial Produ  26.800   06/03/2022    EUR    58.520
Bank Vontobel AG          15.001   9/13/2022     CHF    50.500
Landesbank Baden-Wuertte   7.900  11/25/2022     EUR    46.610
DZ Bank AG Deutsche Zent  16.900   6/24/2022     EUR    48.210
DZ Bank AG Deutsche Zent  18.900   3/25/2022     EUR    61.780
Landesbank Baden-Wuertte   5.400  11/25/2022     EUR    56.100
DZ Bank AG Deutsche Zent  17.400   6/24/2022     EUR    64.760
DZ Bank AG Deutsche Zent  21.700   6/24/2022     EUR    59.840
Landesbank Baden-Wuertte   3.250   6/24/2022     EUR    72.230
DZ Bank AG Deutsche Zent  21.700   6/24/2022     EUR    63.240
Corner Banca SA           20.000   11/01/2022    USD    52.900
DZ Bank AG Deutsche Zent  10.500  11/23/2022     EUR    53.280
DZ Bank AG Deutsche Zent  15.250  11/23/2022     EUR    50.660
Raiffeisen Schweiz Genos  10.000   05/01/2023    USD    69.150
Vontobel Financial Produ  16.000  12/23/2022     EUR    67.330
Vontobel Financial Produ   7.000  12/23/2022     EUR    70.400
Vontobel Financial Produ  11.000  12/23/2022     EUR    66.990
Vontobel Financial Produ   9.000  12/23/2022     EUR    68.540
Vontobel Financial Produ  13.000  12/23/2022     EUR    65.720
Vontobel Financial Produ   7.500  12/23/2022     EUR    71.740
Vontobel Financial Produ   9.500  12/23/2022     EUR    69.620
Vontobel Financial Produ  10.500  12/23/2022     EUR    68.700
Vontobel Financial Produ   8.500  12/23/2022     EUR    70.640
Vontobel Financial Produ  11.500  12/23/2022     EUR    67.820
Vontobel Financial Produ  13.000  12/23/2022     EUR    67.460
Vontobel Financial Produ  14.000  12/23/2022     EUR    66.760
Vontobel Financial Produ  15.000  12/23/2022     EUR    66.140
Leonteq Securities AG     23.400  10/25/2022     CHF    63.180
EFG International Financ  11.040  10/25/2022     EUR    46.350
Leonteq Securities AG/Gu  15.000  10/26/2022     USD    67.350
Leonteq Securities AG     20.400  10/26/2022     CHF    56.070
Leonteq Securities AG     22.200  10/26/2022     CHF    67.630
Raiffeisen Schweiz Genos  18.000  10/25/2022     CHF    57.260
Raiffeisen Schweiz Genos  10.000   4/25/2023     CHF    68.120
Raiffeisen Schweiz Genos  18.000   8/30/2022     CHF    49.420
Landesbank Baden-Wuertte   6.300   8/25/2023     EUR    70.950
Landesbank Baden-Wuertte   7.800   8/25/2023     EUR    68.780
Landesbank Baden-Wuertte   8.800   8/25/2023     EUR    67.080
Landesbank Baden-Wuertte   6.800   8/25/2023     EUR    53.640
Vontobel Financial Produ  15.250   9/23/2022     EUR    57.590
Leonteq Securities AG/Gu  24.190   8/30/2022     CHF    42.350
Leonteq Securities AG/Gu  18.000   8/31/2022     CHF    52.830
Leonteq Securities AG/Gu  26.120   8/31/2022     CHF    67.290
DZ Bank AG Deutsche Zent  24.300   3/25/2022     EUR    59.010
DZ Bank AG Deutsche Zent  17.200   6/24/2022     EUR    66.030
DZ Bank AG Deutsche Zent  20.100   6/24/2022     EUR    63.650
DZ Bank AG Deutsche Zent  17.200   9/23/2022     EUR    66.820
DZ Bank AG Deutsche Zent  15.800   3/25/2022     EUR    65.500
DZ Bank AG Deutsche Zent  19.800   3/25/2022     EUR    62.020
Societe Generale Effekte   3.500   8/26/2022     EUR    59.580
Zurcher Kantonalbank Fin  21.500   8/23/2022     USD    45.210
Zurcher Kantonalbank Fin  20.500   8/23/2022     CHF    55.550
Leonteq Securities AG/Gu  26.150   8/16/2022     CHF    40.720
Zurcher Kantonalbank Fin  18.500   8/22/2022     USD    51.600
Zurcher Kantonalbank Fin  17.500   8/22/2022     CHF    60.630
DZ Bank AG Deutsche Zent  15.750   8/24/2022     EUR    63.530
Zurcher Kantonalbank Fin  12.900   8/17/2022     CHF    49.660
Vontobel Financial Produ  14.500   6/24/2022     EUR    70.990
Zurcher Kantonalbank Fin  15.000   8/25/2022     EUR    59.900
Zurcher Kantonalbank Fin  11.750   8/25/2022     CHF    67.830
Leonteq Securities AG/Gu  22.160   8/17/2022     CHF    42.550
Vontobel Financial Produ  18.250   9/23/2022     EUR    42.360
Raiffeisen Schweiz Genos  15.000  11/16/2022     CHF    36.560
Zurcher Kantonalbank Fin  12.250   09/08/2022    CHF    70.360
Zurcher Kantonalbank Fin  13.000   09/08/2022    CHF    54.220
Zurcher Kantonalbank Fin  26.000   09/09/2022    USD    49.510
Zurcher Kantonalbank Fin  24.750   09/09/2022    CHF    49.100
Zurcher Kantonalbank Fin  25.500   9/13/2022     CHF    57.220
UBS AG/London              9.750   3/15/2023     CHF    56.750
Vontobel Financial Produ  13.950   05/05/2022    CHF    49.910
Vontobel Financial Produ  13.000  12/23/2022     EUR    53.950
Societe Generale Effekte   5.500   9/23/2022     EUR    65.230
Bank Vontobel AG          16.500   01/03/2023    EUR    46.500
Bank Vontobel AG           8.500   11/03/2023    CHF    49.100
Bank Vontobel AG          14.250   11/07/2022    CHF    57.000
Leonteq Securities AG     17.000   02/08/2023    CHF    70.160
Leonteq Securities AG/Gu  14.000   02/08/2023    USD    50.030
Bank Julius Baer & Co Lt  21.150   08/09/2022    CHF    47.650
Societe Generale Effekte  19.500   5/27/2022     EUR    44.150
Societe Generale Effekte  18.500   6/24/2022     EUR    45.270
Societe Generale Effekte   8.500   8/26/2022     EUR    57.260
Societe Generale Effekte   7.750   9/23/2022     EUR    58.950
Societe Generale Effekte   5.000  10/28/2022     EUR    68.430
Leonteq Securities AG     29.500   9/27/2022     CHF    53.110
Leonteq Securities AG/Gu  24.000   01/11/2023    CHF    67.640
Societe Generale Effekte   8.500  10/28/2022     EUR    53.920
Leonteq Securities AG/Gu  12.000   2/22/2023     CHF    57.410
Leonteq Securities AG/Gu  24.000  11/18/2022     EUR    55.890
Leonteq Securities AG/Gu  24.000  11/18/2022     CHF    68.110
Bank Julius Baer & Co Lt  16.000   9/23/2022     CHF    46.900
Corner Banca SA           11.600  12/27/2022     USD    49.600
Corner Banca SA           18.000   9/27/2022     CHF    70.590
Vontobel Financial Produ  10.500   9/23/2022     EUR    62.290
Vontobel Financial Produ   8.500   9/23/2022     EUR    64.210
Vontobel Financial Produ  13.000   9/23/2022     EUR    60.910
Vontobel Financial Produ  15.500   9/23/2022     EUR    59.830
Leonteq Securities AG/Gu  20.000   9/27/2022     USD    72.330
DZ Bank AG Deutsche Zent  24.100   3/25/2022     EUR    62.180
DZ Bank AG Deutsche Zent  21.200   9/23/2022     EUR    69.440
Leonteq Securities AG     22.220   9/16/2022     CHF    47.680
Leonteq Securities AG     17.200   9/20/2022     CHF    44.340
Luzerner Kantonalbank AG  15.500   09/07/2022    CHF    49.250
Leonteq Securities AG     26.040   9/20/2022     CHF    44.500
DZ Bank AG Deutsche Zent  13.750   3/23/2022     EUR    62.650
Vontobel Financial Produ  18.000   9/23/2022     EUR    45.170
Bank Julius Baer & Co Lt  17.200   02/06/2023    USD    56.600
Vontobel Financial Produ   7.500  12/23/2022     EUR    68.760
Vontobel Financial Produ  10.750  12/23/2022     EUR    64.340
Vontobel Financial Produ  15.500  12/23/2022     EUR    53.390
Vontobel Financial Produ  18.500  12/23/2022     EUR    62.290
Vontobel Financial Produ  16.700   05/06/2022    USD    67.180
Leonteq Securities AG     24.480   9/21/2022     CHF    51.210
Vontobel Financial Produ  12.500   9/23/2022     EUR    46.080
Leonteq Securities AG     24.000   11/04/2022    CHF    56.910
Vontobel Financial Produ  10.500  10/18/2022     EUR    62.350
DZ Bank AG Deutsche Zent  15.700  11/25/2022     EUR    50.360
DZ Bank AG Deutsche Zent  18.500  11/25/2022     EUR    49.660
DZ Bank AG Deutsche Zent  17.700  12/23/2022     EUR    50.340
DZ Bank AG Deutsche Zent  20.400  12/23/2022     EUR    50.150
DZ Bank AG Deutsche Zent  13.500   3/24/2023     EUR    52.510
DZ Bank AG Deutsche Zent  15.600   3/24/2023     EUR    52.100
DZ Bank AG Deutsche Zent  17.700   3/24/2023     EUR    52.030
Bank Vontobel AG          18.000  11/21/2022     USD    57.300
Bank Vontobel AG          10.750   5/22/2023     CHF    68.200
Credit Suisse AG/London    4.550   2/23/2023     USD     9.750
Credit Suisse AG/London    5.200  11/27/2023     USD     9.380
UBS AG/London             17.250  11/24/2022     EUR    53.050
Corner Banca SA           11.000  11/29/2022     CHF    56.050
Leonteq Securities AG/Gu  10.000  11/29/2023     EUR    69.870
Corner Banca SA           12.000  11/29/2022     USD    53.810
Societe Generale Effekte  25.250   7/22/2022     EUR    63.180
Societe Generale Effekte  23.000   8/26/2022     EUR    63.910
Leonteq Securities AG/Gu  24.120  12/29/2022     CHF    71.850
Leonteq Securities AG     30.000   9/30/2022     CHF    53.160
BNP Paribas Emissions- u  16.000   9/22/2022     EUR    60.180
BNP Paribas Emissions- u  18.000   9/22/2022     EUR    59.000
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    62.110
BNP Paribas Emissions- u  14.000  12/22/2022     EUR    61.440
Credit Suisse AG/London   11.500  12/23/2022     USD    57.790
Vontobel Financial Produ  11.000   9/23/2022     EUR    62.550
Vontobel Financial Produ  11.500   9/23/2022     EUR    61.680
Vontobel Financial Produ  14.500   9/23/2022     EUR    60.210
Vontobel Financial Produ  13.500   9/23/2022     EUR    60.660
Vontobel Financial Produ  16.500   9/23/2022     EUR    59.430
Vontobel Financial Produ   6.000   9/23/2022     EUR    67.590
Vontobel Financial Produ   9.000   9/23/2022     EUR    63.830
Vontobel Financial Produ  10.000   9/23/2022     EUR    63.160
Societe Generale Effekte   5.250   8/26/2022     EUR    65.410
EFG International Financ  15.000  11/17/2022     CHF    71.040
Leonteq Securities AG/Gu  14.000  12/27/2022     CHF    49.560
Leonteq Securities AG/Gu  12.000   9/27/2022     CHF    53.990
Leonteq Securities AG/Gu  12.000  12/28/2022     USD    56.150
Leonteq Securities AG/Gu  22.820  11/25/2022     CHF    51.800
Leonteq Securities AG/Gu  10.000  11/25/2022     CHF    57.820
Landesbank Baden-Wuertte   7.850   5/26/2023     EUR    71.580
Vontobel Financial Produ  17.750  12/23/2022     EUR    56.690
Societe Generale Effekte  10.750  11/25/2022     EUR    49.260
Societe Generale Effekte  12.750  11/25/2022     EUR    47.840
Societe Generale Effekte  14.750  11/25/2022     EUR    47.030
Societe Generale Effekte   8.750  11/25/2022     EUR    51.690
Vontobel Financial Produ   8.500  12/23/2022     EUR    62.500
Luzerner Kantonalbank AG  23.100   8/15/2022     CHF    55.000
Leonteq Securities AG/Gu  10.000  11/29/2022     CHF    62.610
Leonteq Securities AG/Gu  11.000   5/30/2023     USD    69.600
Vontobel Financial Produ  10.000  12/23/2022     EUR    69.390
Vontobel Financial Produ  12.500  12/23/2022     EUR    72.110
Vontobel Financial Produ  14.000  12/23/2022     EUR    71.600
Vontobel Financial Produ  16.500  12/23/2022     EUR    70.400
Vontobel Financial Produ  15.500  12/23/2022     EUR    71.170
Vontobel Financial Produ  18.000  12/23/2022     EUR    70.110
Vontobel Financial Produ   9.000  12/23/2022     EUR    70.270
Vontobel Financial Produ  11.000  12/23/2022     EUR    68.580
Vontobel Financial Produ  12.000  12/23/2022     EUR    67.830
Vontobel Financial Produ  17.000  12/23/2022     EUR    66.390
Vontobel Financial Produ  13.500  12/23/2022     EUR    67.560
Vontobel Financial Produ  14.500  12/23/2022     EUR    66.970
Bank Vontobel AG          20.000   01/03/2023    CHF    73.500
Credit Suisse AG/London   16.000  12/29/2022     CHF    64.970
Zurcher Kantonalbank Fin   9.000  12/30/2022     CHF    70.770
Vontobel Financial Produ  24.500  12/23/2022     EUR    59.270
Vontobel Financial Produ  15.500  12/23/2022     EUR    68.950
Vontobel Financial Produ  16.500  12/23/2022     EUR    68.660
Vontobel Financial Produ  17.500  12/23/2022     EUR    68.400
Vontobel Financial Produ  19.500  12/23/2022     EUR    68.010
Vontobel Financial Produ  18.500  12/23/2022     EUR    68.180
Leonteq Securities AG     15.000   01/10/2023    CHF    68.270
Leonteq Securities AG/Gu  20.000  12/27/2022     USD    52.890
Leonteq Securities AG     27.000   9/30/2022     CHF    51.510
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    59.910
BNP Paribas Emissions- u  20.000   3/24/2022     EUR    60.640
BNP Paribas Emissions- u  18.000   3/24/2022     EUR    56.930
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    64.590
BNP Paribas Emissions- u  20.000   9/22/2022     EUR    57.980
BNP Paribas Emissions- u   8.000  12/22/2022     EUR    63.920
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    65.580
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    62.930
BNP Paribas Emissions- u  16.000  12/22/2022     EUR    60.910
BNP Paribas Emissions- u  16.000  12/22/2022     EUR    58.880
BNP Paribas Emissions- u  18.000  12/22/2022     EUR    60.530
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    63.060
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    60.380
BNP Paribas Emissions- u  14.000   9/22/2022     EUR    61.540
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    65.240
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    61.900
BNP Paribas Emissions- u  16.000   6/23/2022     EUR    63.210
BNP Paribas Emissions- u  16.000   6/23/2022     EUR    60.110
BNP Paribas Emissions- u  18.000   6/23/2022     EUR    57.920
BNP Paribas Emissions- u  20.000   6/23/2022     EUR    58.570
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    64.780
Leonteq Securities AG/Gu  24.120  12/30/2022     CHF    71.780
UBS AG/London             19.500  12/29/2022     CHF    72.800
Zurcher Kantonalbank Fin  28.750   6/27/2022     CHF    61.160
Leonteq Securities AG     14.000   3/17/2023     CHF    57.770
Leonteq Securities AG     17.000  12/20/2022     CHF    67.660
Leonteq Securities AG/Gu  22.800  12/16/2022     CHF    64.070
Leonteq Securities AG/Gu  25.800  12/16/2022     CHF    56.360
Raiffeisen Switzerland B  18.200  12/20/2022     CHF    68.610
Bank Vontobel AG           9.000  12/18/2023     CHF    61.000
Credit Suisse AG/London   13.500  12/14/2022     CHF    64.800
Bank Vontobel AG          14.000  12/19/2022     CHF    66.600
DZ Bank AG Deutsche Zent  23.300   6/24/2022     EUR    59.630
DZ Bank AG Deutsche Zent  19.300   9/23/2022     EUR    62.010
DZ Bank AG Deutsche Zent  21.600   9/23/2022     EUR    60.830
DZ Bank AG Deutsche Zent  17.100  12/23/2022     EUR    63.890
DZ Bank AG Deutsche Zent  18.800  12/23/2022     EUR    63.240
DZ Bank AG Deutsche Zent  15.000   3/24/2023     EUR    64.920
DZ Bank AG Deutsche Zent  16.300   3/24/2023     EUR    64.380
DZ Bank AG Deutsche Zent  17.700   3/24/2023     EUR    64.040
UBS AG/London              7.750  12/22/2022     USD    63.100
UBS AG/London             25.750  12/22/2022     USD    65.650
Bank Julius Baer & Co Lt  21.800   6/23/2022     CHF    59.050
EFG International Financ  15.400  12/23/2022     USD    48.740
Societe Generale Effekte  15.250   7/22/2022     EUR    66.070
Societe Generale Effekte  17.250   7/22/2022     EUR    64.420
Societe Generale Effekte  19.250   7/22/2022     EUR    63.150
Societe Generale Effekte  21.250   7/22/2022     EUR    62.070
Societe Generale Effekte  23.250   7/22/2022     EUR    61.240
Societe Generale Effekte  11.250   8/26/2022     EUR    69.430
Societe Generale Effekte  13.250   8/26/2022     EUR    67.140
Societe Generale Effekte  20.000   9/23/2022     EUR    62.360
Societe Generale Effekte   8.750  10/28/2022     EUR    70.860
Societe Generale Effekte  10.750  10/28/2022     EUR    68.380
Societe Generale Effekte  12.750  10/28/2022     EUR    66.420
Societe Generale Effekte  14.750  10/28/2022     EUR    64.970
Societe Generale Effekte  16.750  10/28/2022     EUR    63.850
Societe Generale Effekte  18.750  10/28/2022     EUR    63.020
Societe Generale Effekte   7.750  11/25/2022     EUR    71.730
Societe Generale Effekte   9.750  11/25/2022     EUR    68.960
Societe Generale Effekte  11.750  11/25/2022     EUR    66.960
Societe Generale Effekte  13.750  11/25/2022     EUR    65.440
Societe Generale Effekte  15.750  11/25/2022     EUR    64.350
Societe Generale Effekte  17.750  11/25/2022     EUR    63.530
Societe Generale Effekte   7.000  12/23/2022     EUR    72.370
Societe Generale Effekte   9.000  12/23/2022     EUR    69.320
Societe Generale Effekte  11.000  12/23/2022     EUR    67.240
Societe Generale Effekte  13.000  12/23/2022     EUR    65.780
Societe Generale Effekte  15.000  12/23/2022     EUR    64.710
Societe Generale Effekte  17.000  12/23/2022     EUR    63.930
Societe Generale Effekte  10.000   9/23/2022     EUR    69.810
Societe Generale Effekte  12.000   9/23/2022     EUR    67.500
Societe Generale Effekte  14.000   9/23/2022     EUR    65.690
Societe Generale Effekte  16.000   9/23/2022     EUR    64.290
Societe Generale Effekte  18.000   9/23/2022     EUR    63.200
Societe Generale Effekte  11.250   7/22/2022     EUR    70.850
Societe Generale Effekte  13.250   7/22/2022     EUR    68.180
Societe Generale Effekte  15.250   8/26/2022     EUR    65.310
Societe Generale Effekte  17.250   8/26/2022     EUR    63.930
Societe Generale Effekte  19.250   8/26/2022     EUR    62.810
Societe Generale Effekte  21.250   8/26/2022     EUR    61.950
Societe Generale Effekte   8.000   9/23/2022     EUR    72.600
Bank Vontobel AG          14.000  11/14/2022     CHF    48.800
Vontobel Financial Produ   8.000  12/23/2022     EUR    70.360
Vontobel Financial Produ  12.000  12/23/2022     EUR    69.410
Vontobel Financial Produ  14.000  12/23/2022     EUR    68.000
Vontobel Financial Produ  16.000  12/23/2022     EUR    66.870
Vontobel Financial Produ  15.000  12/23/2022     EUR    67.400
Vontobel Financial Produ  11.000   9/23/2022     EUR    69.180
Vontobel Financial Produ  17.000  12/23/2022     EUR    66.400
Vontobel Financial Produ  12.500   9/23/2022     EUR    68.290
Vontobel Financial Produ  15.500   9/23/2022     EUR    66.750
Vontobel Financial Produ  14.000   9/23/2022     EUR    67.470
Vontobel Financial Produ  18.500   9/23/2022     EUR    65.540
Vontobel Financial Produ  17.000   9/23/2022     EUR    66.110
Vontobel Financial Produ  10.000  12/23/2022     EUR    69.120
Vontobel Financial Produ  11.500  12/23/2022     EUR    67.840
Vontobel Financial Produ   9.500   9/23/2022     EUR    68.990
Vontobel Financial Produ   8.000  12/23/2022     EUR    71.140
Vontobel Financial Produ  13.000  12/23/2022     EUR    67.480
Vontobel Financial Produ  15.000  12/23/2022     EUR    66.140
Vontobel Financial Produ  14.000  12/23/2022     EUR    66.760
Vontobel Financial Produ  10.500   9/23/2022     EUR    67.680
Vontobel Financial Produ  13.500   9/23/2022     EUR    65.910
Vontobel Financial Produ   7.000   9/23/2022     EUR    71.620
Vontobel Financial Produ  17.000   9/23/2022     EUR    64.810
Vontobel Financial Produ   8.000   9/23/2022     EUR    70.110
Vontobel Financial Produ  12.000   9/23/2022     EUR    66.740
Vontobel Financial Produ  16.500  12/23/2022     EUR    66.010
Vontobel Financial Produ  15.000   9/23/2022     EUR    65.210
Vontobel Financial Produ  20.000   9/23/2022     EUR    65.050
Societe Generale Effekte  21.750   7/22/2022     EUR    52.380
Societe Generale Effekte  15.500  10/28/2022     EUR    55.720
Societe Generale Effekte   8.750  11/25/2022     EUR    62.300
Societe Generale Effekte  10.750  11/25/2022     EUR    59.570
Raiffeisen Schweiz Genos  12.500  12/20/2022     CHF    62.470
Bank Vontobel AG          10.250  12/19/2022     CHF    58.700
Bank Vontobel AG          13.000  12/19/2022     EUR    54.000
Leonteq Securities AG/Gu  24.000  12/21/2022     CHF    66.800
Leonteq Securities AG/Gu  22.800  12/21/2022     CHF    62.990
Societe Generale Effekte  21.750   6/24/2022     EUR    52.040
Societe Generale Effekte  23.750   6/24/2022     EUR    51.300
Societe Generale Effekte  20.000   8/26/2022     EUR    53.330
Societe Generale Effekte  17.500  10/28/2022     EUR    54.760
Leonteq Securities AG/Gu  20.400   12/09/2022    CHF    54.530
Corner Banca SA           15.000   03/10/2023    CHF    56.510
Credit Suisse AG/London   19.250   12/06/2022    USD    47.720
Leonteq Securities AG/Gu  10.000   4/18/2023     USD    66.660
Raiffeisen Switzerland B  17.400   1/17/2023     EUR    67.710
Societe Generale Effekte  19.000   6/24/2022     EUR    57.700
Societe Generale Effekte  17.000   7/22/2022     EUR    58.890
Societe Generale Effekte  21.000   7/22/2022     EUR    56.500
Leonteq Securities AG     14.800   12/06/2022    CHF    55.670
Bank Vontobel AG          11.500   06/05/2023    CHF    57.800
Bank Vontobel AG          15.000   12/05/2022    CHF    57.000
Credit Suisse AG/London    7.020   12/05/2024    USD     9.530
Credit Suisse AG/London    9.240   12/05/2024    USD     9.670
Leonteq Securities AG/Gu  21.600   12/06/2022    CHF    75.000
Leonteq Securities AG/Gu  22.800   12/06/2022    CHF    60.460
Leonteq Securities AG     22.800   11/02/2022    CHF    70.160
Leonteq Securities AG     23.400   11/02/2022    CHF    61.430
Banque Internationale a   18.000   11/02/2022    EUR    52.220
DZ Bank AG Deutsche Zent  24.400   6/24/2022     EUR    62.110
DZ Bank AG Deutsche Zent  15.800   9/23/2022     EUR    53.100
DZ Bank AG Deutsche Zent  21.700   6/24/2022     EUR    68.710
Leonteq Securities AG/Gu  10.000  12/20/2022     CHF    51.470
Leonteq Securities AG     20.360   9/20/2022     CHF    45.720
Leonteq Securities AG/Gu  21.420  11/23/2022     CHF    73.240
UniCredit Bank AG          6.300  12/21/2022     EUR    62.880
Bank Vontobel AG          20.500  11/21/2022     CHF    62.900
Bank Vontobel AG          20.000  11/21/2022     CHF    53.300
Bank Vontobel AG          10.000  11/21/2022     CHF    52.500
UBS AG/London             15.000  11/25/2022     USD    67.950
Banque Cantonale Vaudois   9.100  10/27/2022     CHF    67.880
Societe Generale Effekte   5.250   8/26/2022     EUR    61.100
Vontobel Financial Produ   5.500   6/24/2022     EUR    67.205
Vontobel Financial Produ   6.500   6/24/2022     EUR #N/A N/A
Vontobel Financial Produ   5.500   9/23/2022     EUR    67.420
Vontobel Financial Produ   6.500   9/23/2022     EUR #N/A N/A
Raiffeisen Schweiz Genos   8.500   2/20/2023     CHF    67.930
Raiffeisen Schweiz Genos  12.000   8/23/2022     CHF    53.140
Raiffeisen Schweiz Genos  18.000   8/23/2022     CHF    36.640
Raiffeisen Schweiz Genos   7.500   3/17/2023     USD    62.390
Vontobel Financial Produ  15.000   9/23/2022     EUR    65.010
Vontobel Financial Produ  13.000   9/23/2022     EUR    66.500
Vontobel Financial Produ  11.500   9/23/2022     EUR    47.790
Vontobel Financial Produ  21.500   9/23/2022     EUR    44.130
Vontobel Financial Produ   7.000   9/23/2022     EUR    66.720
Vontobel Financial Produ  18.500   9/23/2022     EUR    58.780
EFG International Financ  15.000  11/18/2022     USD    61.180
Societe Generale Effekte   6.500  10/28/2022     EUR    59.280
Zurcher Kantonalbank Fin  15.500   11/08/2022    USD    65.750
Leonteq Securities AG     18.000  11/15/2022     CHF    60.310
Leonteq Securities AG     14.000   2/15/2023     CHF    60.370
Leonteq Securities AG      9.000   05/12/2023    CHF    63.330
Corner Banca SA           10.000   5/15/2023     USD    71.160
Bank Vontobel AG          14.250   11/07/2022    CHF    41.300
Landesbank Baden-Wuertte   6.200   5/26/2023     EUR    73.760
Societe Generale Effekte  18.000   7/22/2022     EUR    43.750
Societe Generale Effekte  16.000   9/23/2022     EUR    45.470
Societe Generale Effekte   4.750  11/25/2022     EUR    62.850
Societe Generale Effekte   6.750  11/25/2022     EUR    55.790
Vontobel Financial Produ  18.000  12/23/2022     EUR    52.320
EFG International Financ  19.000   11/10/2022    CHF    53.560
Leonteq Securities AG/Gu  22.800   11/11/2022    CHF    46.390
Corner Banca SA           20.000  11/15/2022     CHF    58.090
Societe Generale Effekte   7.500   5/27/2022     EUR    65.890
Bank Vontobel AG          13.750   05/08/2023    CHF    52.800
Bank Vontobel AG          14.000   05/12/2023    CHF    65.800
Bank Vontobel AG          18.750  11/14/2022     CHF    52.400
Leonteq Securities AG/Gu  17.000  11/22/2022     USD    54.490
Leonteq Securities AG     18.500  11/29/2022     CHF    64.260
Leonteq Securities AG     25.000  11/29/2022     CHF    68.900
Leonteq Securities AG/Gu  12.800  11/29/2022     CHF    55.430
Societe Generale Effekte   4.000   9/23/2022     EUR    70.240
DZ Bank AG Deutsche Zent  20.700   9/23/2022     EUR    50.490
DZ Bank AG Deutsche Zent  22.900   3/25/2022     EUR    45.970
DZ Bank AG Deutsche Zent  18.000   6/24/2022     EUR    50.020
Leonteq Securities AG     14.000  12/20/2022     CHF    50.360
Leonteq Securities AG/Gu   9.000  12/20/2022     USD    61.290
Leonteq Securities AG/Gu   5.710   9/23/2022     USD    64.190
Vontobel Financial Produ  22.250  12/23/2022     EUR    51.090
Vontobel Financial Produ  17.000  12/23/2022     EUR    55.810
Vontobel Financial Produ   9.500  12/23/2022     EUR    52.550
Raiffeisen Schweiz Genos  16.000   9/20/2022     CHF    52.800
Vontobel Financial Produ  17.500   9/23/2022     EUR    64.030
Vontobel Financial Produ   9.000   9/23/2022     EUR    70.190
Vontobel Financial Produ   5.500  12/23/2022     EUR    64.440
Vontobel Financial Produ   8.500  12/23/2022     EUR    61.460
Vontobel Financial Produ  11.500  12/23/2022     EUR    59.220
Vontobel Financial Produ  15.000  12/23/2022     EUR    58.070
EFG International Financ  16.000   11/10/2022    USD    67.910
Vontobel Financial Produ   8.500  12/23/2022     EUR    66.790
Vontobel Financial Produ   8.250  12/23/2022     EUR    65.820
Vontobel Financial Produ  12.500  12/23/2022     EUR    68.050
Leonteq Securities AG/Gu  26.400   11/08/2022    CHF    69.320
Leonteq Securities AG/Gu  26.400  11/15/2022     USD    65.750
Leonteq Securities AG/Gu  20.400  12/13/2022     CHF    65.430
Credit Suisse AG/London   19.250   12/08/2022    CHF    53.030
Corner Banca SA           17.000   1/17/2023     EUR    65.190
Societe Generale Effekte  13.250  11/25/2022     EUR    60.860
Societe Generale Effekte  13.500   9/23/2022     EUR    60.920
Leonteq Securities AG/Gu  24.000   12/09/2022    CHF    54.030
Societe Generale Effekte   7.750   7/22/2022     EUR    68.910
Societe Generale Effekte  18.750   9/23/2022     EUR    53.940
Societe Generale Effekte  16.750  11/25/2022     EUR    55.290
Leonteq Securities AG/Gu  12.000  12/13/2022     CHF    51.350
Societe Generale Effekte   8.750   8/26/2022     EUR    68.230
Societe Generale Effekte  14.250  10/28/2022     EUR    60.170
Bank Vontobel AG          10.000   06/12/2023    CHF    58.600
Leonteq Securities AG/Gu  11.000   03/10/2023    CHF    63.020
Leonteq Securities AG/Gu  24.000  12/13/2022     CHF    66.150
DZ Bank AG Deutsche Zent  15.000   6/22/2022     EUR    58.450
UniCredit Bank AG          7.400   12/09/2024    EUR    71.120
Leonteq Securities AG/Gu  20.400  11/16/2022     CHF    61.000
Leonteq Securities AG/Gu  30.000  11/15/2022     CHF    61.980
DZ Bank AG Deutsche Zent  18.800  10/28/2022     EUR    54.230
Raiffeisen Schweiz Genos   7.500  11/15/2023     CHF    71.980
DZ Bank AG Deutsche Zent  14.800  12/23/2022     EUR    56.830
Leonteq Securities AG/Gu  22.800  11/16/2022     CHF    57.560
DZ Bank AG Deutsche Zent  16.600   9/23/2022     EUR    54.820
Raiffeisen Schweiz Genos  15.000  11/15/2022     CHF    66.570
DZ Bank AG Deutsche Zent  17.300  12/23/2022     EUR    55.600
EFG International Financ  16.000  10/27/2022     CHF    59.410
Leonteq Securities AG/Gu  24.000  11/15/2022     CHF    70.580
Societe Generale Effekte   9.500   7/22/2022     EUR    69.020
Vontobel Financial Produ  21.750  12/23/2022     EUR    67.340
Vontobel Financial Produ  22.000  12/23/2022     EUR    66.100
UBS AG/London              6.500  12/29/2023     USD    75.100
Credit Suisse AG/London   10.500  12/27/2022     CHF    60.150
Societe Generale Effekte   6.750  11/25/2022     EUR    65.700
Societe Generale Effekte  14.750  11/25/2022     EUR    56.150
DZ Bank AG Deutsche Zent  18.200   9/23/2022     EUR    56.700
DZ Bank AG Deutsche Zent  16.000  12/23/2022     EUR    58.940
Raiffeisen Schweiz Genos  19.710  12/14/2022     CHF    65.320
Leonteq Securities AG/Gu  25.800  12/14/2022     CHF    66.690
UniCredit Bank AG         10.850   1/18/2023     EUR    69.320
Bank Vontobel AG          20.000   06/12/2023    EUR    61.300
UBS AG/London             21.500  12/15/2022     USD    72.850
Raiffeisen Switzerland B  18.000  12/13/2022     CHF    59.020
Societe Generale Effekte   4.750  11/25/2022     EUR    70.360
Credit Suisse AG/London   10.000   12/12/2022    CHF    54.410
Vontobel Financial Produ   9.250  12/23/2022     EUR    67.310
Vontobel Financial Produ  16.000  12/23/2022     EUR    68.040
Vontobel Financial Produ  23.000  12/23/2022     EUR    65.100
Societe Generale Effekte  11.750  10/28/2022     EUR    60.140
Credit Suisse AG/London   12.000   4/29/2022     USD    30.670
Vontobel Financial Produ  14.000   3/25/2022     EUR    66.020
Vontobel Financial Produ  15.000   3/25/2022     EUR    64.730
Vontobel Financial Produ  17.000   3/25/2022     EUR    62.330
Vontobel Financial Produ  19.500   3/25/2022     EUR    60.180
Vontobel Financial Produ  11.000   3/25/2022     EUR    60.210
Vontobel Financial Produ  17.000   6/24/2022     EUR    62.270
Vontobel Financial Produ  18.000   6/24/2022     EUR    52.140
Vontobel Financial Produ  13.000   6/24/2022     EUR    66.710
Vontobel Financial Produ  12.000   3/25/2022     EUR    68.770
Vontobel Financial Produ  16.000   3/25/2022     EUR    63.510
Vontobel Financial Produ  16.000   3/25/2022     EUR    53.510
Vontobel Financial Produ   8.500   6/24/2022     EUR    65.360
Vontobel Financial Produ  14.500   3/25/2022     EUR    54.980
Vontobel Financial Produ  19.500   3/25/2022     EUR    49.480
Vontobel Financial Produ  13.000   6/24/2022     EUR    57.500
Vontobel Financial Produ  12.000   3/25/2022     EUR    58.330
Vontobel Financial Produ  15.000   6/24/2022     EUR    40.830
Vontobel Financial Produ  10.000   6/24/2022     EUR    44.710
Vontobel Financial Produ  17.500   6/24/2022     EUR    39.390
Vontobel Financial Produ   7.500   6/24/2022     EUR    47.330
Vontobel Financial Produ  12.500   6/24/2022     EUR    42.570
Vontobel Financial Produ   9.000   3/25/2022     EUR    46.250
Vontobel Financial Produ  12.000   3/25/2022     EUR    42.900
Vontobel Financial Produ  15.000   3/25/2022     EUR    40.090
Leonteq Securities AG/Gu  24.350   4/29/2022     CHF    61.740
Leonteq Securities AG/Gu  23.180   4/29/2022     USD    33.160
Zurcher Kantonalbank Fin  18.000   05/06/2022    CHF    56.390
BNP Paribas SA            21.800   05/01/2023    USD    70.500
Vontobel Financial Produ  11.500   3/25/2022     EUR    67.590
Vontobel Financial Produ  14.500   3/25/2022     EUR    63.810
Vontobel Financial Produ  17.000   3/25/2022     EUR    64.680
Vontobel Financial Produ  17.750   3/25/2022     EUR    49.250
Credit Suisse AG/London    8.000   08/03/2022    CHF    41.770
Vontobel Financial Produ  15.750   08/03/2022    EUR    40.480
Vontobel Financial Produ  20.000   6/24/2022     EUR    71.850
Vontobel Financial Produ  24.000   3/25/2022     EUR    67.390
Vontobel Financial Produ  19.000   6/24/2022     EUR    67.200
Vontobel Financial Produ  18.000   6/24/2022     EUR    63.850
Vontobel Financial Produ  12.000   3/25/2022     EUR    70.870
Vontobel Financial Produ  16.500   6/24/2022     EUR    67.530
Vontobel Financial Produ  17.000   3/25/2022     EUR    66.000
Vontobel Financial Produ  20.000   3/25/2022     EUR    66.280
Vontobel Financial Produ  23.500   3/25/2022     EUR    66.600
Vontobel Financial Produ  17.000   6/24/2022     EUR    63.510
Vontobel Financial Produ  19.000   6/24/2022     EUR    64.190
Vontobel Financial Produ  22.000   3/25/2022     EUR    61.150
Vontobel Financial Produ  23.000   3/25/2022     EUR    61.250
Vontobel Financial Produ  19.000   3/25/2022     EUR    68.860
Vontobel Financial Produ  19.000   3/25/2022     EUR    69.240
Raiffeisen Switzerland B   8.200   11/03/2022    CHF    57.120
Raiffeisen Schweiz Genos  12.000   05/03/2022    USD    56.200
DZ Bank AG Deutsche Zent  20.400   3/25/2022     EUR    70.720
Vontobel Financial Produ   8.750   3/25/2022     EUR    68.280
Vontobel Financial Produ  20.000   3/25/2022     EUR    32.340
UBS AG/London             13.000   05/06/2024    USD    50.760
Leonteq Securities AG/Gu  21.050   05/04/2022    CHF    56.000
Bank Julius Baer & Co Lt  16.000   4/26/2022     EUR    39.100
Bank Julius Baer & Co Lt  12.000   4/26/2022     CHF    62.650
Vontobel Financial Produ  16.250   3/25/2022     EUR    63.250
Vontobel Financial Produ  20.000   3/25/2022     EUR    44.520
Credit Suisse AG/London    8.250   05/05/2022    USD    50.520
Zurcher Kantonalbank Fin  21.500   05/12/2022    USD    52.730
Zurcher Kantonalbank Fin  20.750   05/12/2022    CHF    62.990
UBS AG/London             12.750   11/07/2022    USD    53.700
Leonteq Securities AG/Gu  10.000  10/26/2022     USD    46.440
Vontobel Financial Produ  12.500   6/24/2022     EUR    52.070
Vontobel Financial Produ   7.500   3/25/2022     EUR    57.380
Vontobel Financial Produ  16.000   3/25/2022     EUR    62.130
Vontobel Financial Produ  15.000   6/24/2022     EUR    68.400
Vontobel Financial Produ  12.500   6/24/2022     EUR    71.750
Vontobel Financial Produ  16.000   3/25/2022     EUR    66.670
Vontobel Financial Produ  16.500   6/24/2022     EUR    66.930
Vontobel Financial Produ  12.500   3/25/2022     EUR    71.000
Vontobel Financial Produ  15.500   6/24/2022     EUR    49.570
Vontobel Financial Produ  10.000   6/24/2022     EUR    69.980
Vontobel Financial Produ   7.750   3/25/2022     EUR    63.890
DZ Bank AG Deutsche Zent  14.100   3/25/2022     EUR    69.610
DZ Bank AG Deutsche Zent  14.500   6/24/2022     EUR    69.370
DZ Bank AG Deutsche Zent  24.600   6/24/2022     EUR    60.400
DZ Bank AG Deutsche Zent  18.600   9/23/2022     EUR    66.340
DZ Bank AG Deutsche Zent  14.800   9/23/2022     EUR    71.340
DZ Bank AG Deutsche Zent  22.900   9/23/2022     EUR    69.930
DZ Bank AG Deutsche Zent  24.400   9/23/2022     EUR    68.030
DZ Bank AG Deutsche Zent  20.700   6/24/2022     EUR    62.280
DZ Bank AG Deutsche Zent  19.600   9/23/2022     EUR    62.980
DZ Bank AG Deutsche Zent  21.400   3/25/2022     EUR    61.260
DZ Bank AG Deutsche Zent  18.600   6/24/2022     EUR    64.830
Vontobel Financial Produ  12.250   6/24/2022     EUR    60.450
Vontobel Financial Produ  12.500   6/24/2022     EUR    63.500
UniCredit Bank AG         10.150   09/07/2022    EUR    73.380
Vontobel Financial Produ   3.000   6/24/2022     EUR    67.810
UniCredit Bank AG          7.450   09/07/2022    EUR    64.680
UniCredit Bank AG          9.650   09/07/2022    EUR    54.230
DZ Bank AG Deutsche Zent  20.100   9/23/2022     EUR    37.160
DZ Bank AG Deutsche Zent  18.300   9/23/2022     EUR    68.710
DZ Bank AG Deutsche Zent  20.400   9/23/2022     EUR    66.860
DZ Bank AG Deutsche Zent  23.100   6/24/2022     EUR    61.980
DZ Bank AG Deutsche Zent  20.800   9/23/2022     EUR    65.390
DZ Bank AG Deutsche Zent  22.700   9/23/2022     EUR    63.250
DZ Bank AG Deutsche Zent  24.800   9/23/2022     EUR    61.560
DZ Bank AG Deutsche Zent  15.400   9/23/2022     EUR    44.820
DZ Bank AG Deutsche Zent  18.000   9/23/2022     EUR    43.820
DZ Bank AG Deutsche Zent  24.800   3/25/2022     EUR    35.420
DZ Bank AG Deutsche Zent  20.200   6/24/2022     EUR    40.170
DZ Bank AG Deutsche Zent  12.900   9/23/2022     EUR    46.250
EFG International Financ  17.000   08/11/2022    CHF    64.780
EFG International Financ  15.000   2/13/2023     EUR    45.840
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    69.440
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    71.780
BNP Paribas Emissions- u   6.000   3/24/2022     EUR    43.500
BNP Paribas Emissions- u  10.000   3/24/2022     EUR    40.230
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    37.440
BNP Paribas Emissions- u  15.000   3/24/2022     EUR    64.540
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    61.350
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    64.110
BNP Paribas Emissions- u   4.000   3/24/2022     EUR    70.260
BNP Paribas Emissions- u   8.000   3/24/2022     EUR    65.930
BNP Paribas Emissions- u  12.000   3/24/2022     EUR    62.180
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    67.730
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    64.340
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    62.090
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    61.790
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    65.440
BNP Paribas Emissions- u  15.000   9/22/2022     EUR    64.730
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    67.250
BNP Paribas Emissions- u  14.000  12/22/2022     EUR    63.480
Societe Generale Effekte   9.250   3/25/2022     EUR    69.290
Societe Generale Effekte  19.250   3/25/2022     EUR    57.190
BNP Paribas Emissions- u   8.000   9/22/2022     EUR    69.900
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    67.030
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    64.620
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    45.530
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    42.570
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    40.220
BNP Paribas Emissions- u   8.000   9/22/2022     EUR    47.270
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    45.030
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    43.270
BNP Paribas Emissions- u  14.000   9/22/2022     EUR    41.890
BNP Paribas Emissions- u   8.000  12/22/2022     EUR    45.490
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    44.330
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    43.520
Bank Julius Baer & Co Lt   9.600   08/12/2022    USD    54.150
Leonteq Securities AG/Gu  26.380   08/12/2022    CHF    62.560
Landesbank Baden-Wuertte   6.750   8/26/2022     EUR    64.530
Landesbank Baden-Wuertte   8.700   8/26/2022     EUR    70.560
Landesbank Baden-Wuertte  10.100   8/26/2022     EUR    67.020
Landesbank Baden-Wuertte   4.800   8/26/2022     EUR    68.330
BNP Paribas Emissions- u  10.000   3/24/2022     EUR    67.260
BNP Paribas Emissions- u   8.000   9/22/2022     EUR    70.160
Societe Generale Effekte   4.000   7/22/2022     EUR    57.410
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    69.380
Vontobel Financial Produ  14.250   6/24/2022     EUR    65.510
Vontobel Financial Produ  16.250   6/24/2022     EUR    70.760
Vontobel Financial Produ  20.000   6/24/2022     EUR    40.860
Leonteq Securities AG     16.000  11/16/2022     CHF    65.790
Leonteq Securities AG     12.000  11/16/2022     CHF    53.550
Corner Banca SA           10.000   2/13/2023     EUR    48.470
Corner Banca SA           13.000   8/16/2022     CHF    53.780
Leonteq Securities AG     14.000   2/13/2023     CHF    48.660
Leonteq Securities AG/Gu  13.000  11/16/2022     USD    68.940
Bank Vontobel AG          10.000   8/15/2022     CHF    66.500
Bank Vontobel AG          10.000   8/15/2022     CHF    66.500
Bank Vontobel AG          14.500   2/13/2023     EUR    60.500
Bank Julius Baer & Co Lt  19.600   5/16/2022     CHF    53.700
Leonteq Securities AG     24.240   9/30/2022     CHF    62.190
Zurcher Kantonalbank Fin   8.150   3/31/2023     CHF    72.650
UBS AG/London             13.000   3/29/2023     USD    58.550
UBS AG/London             10.750  10/20/2022     EUR    72.450
UBS AG/London             14.250   4/20/2023     USD    59.350
Credit Suisse AG/London   10.000  11/30/2022     CHF    52.730
Credit Suisse AG/London   15.000   6/29/2022     USD    30.190
Credit Suisse AG/London   10.000   10/03/2022    CHF    62.350
UBS AG/London             19.500   09/01/2022    USD    71.050
UBS AG/London              8.250   03/01/2023    CHF    69.450
Credit Suisse AG/London   11.750   09/08/2022    USD    44.930
Credit Suisse AG/London   10.500   09/12/2022    CHF    45.440
Bank Vontobel AG          20.000  12/19/2022     CHF    48.700
UBS AG/London             11.000   6/30/2022     CHF    51.550
UBS AG/London              6.000   6/30/2023     CHF    67.150
Bank Vontobel AG          13.000  10/17/2022     CHF    57.400
Bank Vontobel AG           7.500   2/28/2023     CHF    46.600
Credit Suisse AG/London   15.250   9/19/2022     EUR    37.530
Credit Suisse AG/London   11.000  12/20/2022     CHF    48.830
Credit Suisse AG/London   10.250   9/21/2022     CHF    44.550
Credit Suisse AG/London    8.000  12/27/2022     EUR    68.680
Bank Vontobel AG           7.500  12/19/2022     EUR    63.600
UBS AG/London             11.000   7/21/2023     USD    51.150
Credit Suisse AG/London   13.000   6/30/2022     USD    36.470
Credit Suisse AG/London   11.500   07/04/2022    CHF    46.790
Credit Suisse AG/London   15.000   07/07/2022    USD    35.210
Credit Suisse AG/London   12.500   8/18/2022     CHF    49.590
Credit Suisse AG/London   11.500   8/23/2022     CHF    48.220
Credit Suisse AG/London   10.350   2/27/2023     CHF    54.800
Zurcher Kantonalbank Fin   8.000  12/27/2022     CHF    68.810
Zurcher Kantonalbank Fin  21.000   10/04/2022    CHF    45.190
UBS AG/London             14.250  10/20/2022     CHF    56.600
UBS AG/London             10.000   2/20/2023     EUR    42.000
UBS AG/London              9.250   2/20/2023     CHF    55.400
UBS AG/London             11.500   1/23/2023     CHF    65.400
UBS AG/London             13.500   07/07/2022    CHF    37.250
UBS AG/London             12.250   07/08/2022    USD    70.950
Zurcher Kantonalbank Fin  19.500   9/15/2022     USD    50.580
UBS AG/London             14.750   3/22/2023     USD    61.400
UBS AG/London             10.500   3/22/2023     USD    57.350
UBS AG/London             14.000   08/04/2022    USD    48.500
UBS AG/London             17.750   08/04/2022    CHF    49.450
UBS AG/London              8.750   08/04/2023    CHF    69.000
Credit Suisse AG/London    9.000   10/07/2022    CHF    48.050
Credit Suisse AG/London   15.000  10/14/2022     USD    47.600
Credit Suisse AG/London   11.100  10/13/2022     CHF    52.790
Bank Vontobel AG          20.000   9/26/2022     CHF    44.900
Bank Vontobel AG          20.000  12/27/2022     CHF    69.800
Bank Vontobel AG          20.000   9/26/2022     EUR    47.200
Bank Vontobel AG           4.500  12/27/2022     CHF    71.300
UBS AG/London              9.250   03/01/2023    CHF    52.250
UBS AG/London             10.250   09/01/2022    EUR    74.900
UBS AG/London             20.250   03/01/2023    CHF    54.150
UBS AG/London             11.250   03/01/2023    CHF    56.250
UBS AG/London              9.750   03/01/2023    CHF    55.500
Credit Suisse AG/London   10.000  12/28/2022     USD    41.740
Credit Suisse AG/London   11.500   9/29/2022     CHF    47.370
Credit Suisse AG/London   14.500   9/30/2022     USD    37.980
Credit Suisse AG/London   13.700   9/25/2023     USD    62.790
Credit Suisse AG/London   10.000   10/05/2022    USD    49.740
Bank Vontobel AG           7.000   3/31/2023     CHF    64.500
Bank Vontobel AG          10.000   01/10/2023    CHF    67.800
Bank Vontobel AG          13.000   01/10/2023    CHF    53.000
Bank Vontobel AG          10.500   04/12/2023    CHF    55.600
Bank Vontobel AG          16.250   04/12/2023    CHF    57.600
Bank Vontobel AG          15.000   04/12/2023    EUR    55.600
UBS AG/London             10.250   03/09/2023    USD    56.100
UBS AG/London             15.750   03/09/2023    USD    55.450
UBS AG/London              8.000   01/09/2023    CHF    74.650
Zurcher Kantonalbank Fin  15.000   9/23/2022     CHF    45.540
Zurcher Kantonalbank Fin  10.250   9/27/2022     CHF    70.060
Zurcher Kantonalbank Fin  14.000   9/27/2022     USD    70.910
UBS AG/London              9.250   2/13/2023     CHF    60.800
UBS AG/London             19.500   08/11/2022    CHF    41.550
UBS AG/London              9.250   2/13/2023     USD    52.150
Vontobel Financial Produ  14.500  12/23/2022     EUR    60.110
Bank Vontobel AG           8.750   4/18/2023     CHF    52.800
UBS AG/London             15.000   09/09/2022    USD    50.250
Bank Vontobel AG          14.000  11/28/2022     CHF    55.900
Bank Vontobel AG          12.500  11/28/2022     CHF    41.400
Bank Vontobel AG           8.000  11/28/2022     CHF    51.400
Bank Vontobel AG          10.000  11/28/2022     CHF    46.300
Bank Vontobel AG          17.000   09/05/2022    CHF    45.400
Bank Vontobel AG          19.000   12/05/2022    CHF    50.800
Bank Vontobel AG          19.500   09/05/2022    CHF    33.400
Bank Vontobel AG          12.000   12/12/2022    CHF    46.300
Zurcher Kantonalbank Fin  13.000   9/20/2022     USD    64.540
Zurcher Kantonalbank Fin  12.000   9/20/2022     CHF    64.220
Zurcher Kantonalbank Fin  25.000   9/20/2022     CHF    43.700
Credit Suisse AG/London   10.500   07/08/2022    EUR    38.820
Credit Suisse AG/London   11.500   7/13/2022     CHF    52.390
Credit Suisse AG/London   12.500   7/14/2022     USD    34.650
UBS AG/London             12.250   4/13/2023     CHF    60.300
Zurcher Kantonalbank Fin  16.000  10/14/2022     CHF    55.550
Zurcher Kantonalbank Fin   8.000  10/18/2022     CHF    52.470
UBS AG/London             10.750   3/15/2023     CHF    59.400
UBS AG/London              5.500   3/15/2023     EUR    68.750
UBS AG/London             10.750   3/15/2023     USD    72.350
UBS AG/London             15.250   9/15/2023     USD    64.050
UBS AG/London             18.250   3/15/2023     CHF    49.550
UBS AG/London             14.750   3/15/2023     EUR    49.000
UBS AG/London             12.000   3/22/2023     CHF    56.550
UBS AG/London              8.500   9/22/2022     CHF    49.100
Zurcher Kantonalbank Fin  20.000   10/12/2022    USD    50.440
Zurcher Kantonalbank Fin  19.500   10/12/2022    CHF    50.240
UBS AG/London             10.250   07/07/2022    EUR    61.400
UBS AG/London             15.500   07/07/2022    CHF    71.150
UBS AG/London              8.750   1/16/2023     CHF    75.400
UBS AG/London             10.250   1/17/2023     USD    64.950
UBS AG/London             17.250   7/14/2022     USD    71.300
UBS AG/London             21.250   7/14/2022     CHF    62.600
Zurcher Kantonalbank Fin  19.500   09/08/2022    CHF    45.850
Credit Suisse AG/London   10.000   7/22/2022     CHF    39.560
Credit Suisse AG/London   10.000   7/19/2022     EUR    40.730
Credit Suisse AG/London   12.750   7/20/2022     CHF    52.640
Credit Suisse AG/London   16.000   7/22/2022     USD    33.290
Bank Vontobel AG          12.000   09/06/2022    USD    53.200
Bank Vontobel AG           8.000   03/06/2023    USD    71.800
Bank Vontobel AG          16.250  11/28/2022     CHF    57.900
Bank Vontobel AG          13.000  11/28/2022     CHF    49.000
Bank Vontobel AG          13.500   10/03/2022    CHF    64.100
Bank Vontobel AG           5.250   01/04/2023    CHF    67.200
Bank Vontobel AG          14.750   1/16/2023     CHF    53.100
Bank Vontobel AG           8.500   1/23/2023     CHF    50.400
Bank Vontobel AG          17.000   1/24/2023     CHF    47.100
Bank Vontobel AG          15.000  10/24/2022     CHF    51.500
Leonteq Securities AG/Gu  10.000   02/01/2023    CHF    43.070
Leonteq Securities AG/Gu  12.000   05/02/2023    USD    62.950
Bank Vontobel AG          16.500   8/29/2022     CHF    52.000
Bank Vontobel AG          18.000   2/28/2023     CHF    54.000
Bank Vontobel AG          25.000   8/25/2022     CHF    58.000
Bank Vontobel AG           5.500  11/28/2022     EUR    66.500
UBS AG/London              9.250   1/30/2023     USD    54.950
UBS AG/London             20.250   7/28/2022     USD    43.050
UBS AG/London              8.500   1/30/2023     CHF    60.000
UBS AG/London             28.500   7/28/2022     USD    45.550
UBS AG/London              8.000   7/28/2023     CHF    68.900
Zurcher Kantonalbank Fin  21.750  10/21/2022     CHF    51.230
Credit Suisse AG/London   16.000   08/05/2022    USD    38.260
Credit Suisse AG/London   10.250   11/09/2022    USD    39.420
Credit Suisse AG/London    9.250   08/11/2022    CHF    53.580
Credit Suisse AG/London   11.250   8/15/2022     EUR    60.510
UBS AG/London             14.750   4/14/2023     USD    60.900
UBS AG/London             13.250   4/14/2023     USD    62.600
UBS AG/London             13.000   10/06/2022    CHF    48.800
UBS AG/London              9.750   04/06/2023    USD    60.500
UBS AG/London             13.750   10/06/2023    USD    67.350
UBS AG/London             21.250   2/20/2023     CHF    53.200
UBS AG/London              9.250   2/27/2023     CHF    57.900
UBS AG/London             15.750   2/27/2023     CHF    52.600
UBS AG/London              8.750   2/27/2023     USD    68.200
Credit Suisse AG/London   12.250   7/28/2022     CHF    53.860
Credit Suisse AG/London    8.000  10/28/2022     CHF    64.270
Credit Suisse AG/London   12.500   7/29/2022     USD    35.440
Credit Suisse AG/London   10.000   08/03/2022    EUR    37.730
Credit Suisse AG/London    9.500   08/03/2022    CHF    50.910
Credit Suisse AG/London   18.250   08/08/2022    USD    45.250
UBS AG/London             13.000   04/06/2023    USD    52.200
Zurcher Kantonalbank Fin  23.000  10/20/2022     CHF    59.240
Zurcher Kantonalbank Fin  19.250  10/25/2022     USD    69.600
Zurcher Kantonalbank Fin  26.800  10/25/2022     CHF    62.030
Zurcher Kantonalbank Fin  14.500  10/24/2022     USD    45.160
Bank Vontobel AG          10.000   1/23/2023     CHF    51.500
UBS AG/London             12.000   02/06/2023    USD    68.550
UBS AG/London             18.750   02/06/2023    CHF    56.600
UBS AG/London             10.250   02/06/2023    CHF    65.450
UBS AG/London              8.000   7/28/2022     EUR    64.650
Bank Vontobel AG          18.000   8/29/2022     USD    55.600
Bank Vontobel AG          15.000   8/29/2022     USD    47.300
Bank Vontobel AG          13.750   03/06/2023    EUR    47.700
Bank Vontobel AG          12.000   09/05/2022    EUR    49.800
Credit Suisse AG/London   12.000  10/18/2022     EUR    44.120
Credit Suisse AG/London    9.500  10/18/2022     CHF    50.030
Credit Suisse AG/London   12.250  10/24/2022     CHF    49.670
Credit Suisse AG/London   13.500  10/24/2022     USD    49.800
Bank Vontobel AG          16.500  10/31/2022     CHF    51.400
Bank Vontobel AG          11.000  10/31/2022     CHF    50.200
Bank Vontobel AG          15.000   05/02/2023    CHF    56.000
Bank Vontobel AG          19.000  10/31/2022     EUR    50.000
UBS AG/London             11.500  10/27/2022     EUR    50.350
UBS AG/London              9.750   4/27/2023     USD    71.450
UBS AG/London              9.500   4/27/2023     USD    69.400
Zurcher Kantonalbank Fin  20.000  10/26/2022     USD    54.540
Zurcher Kantonalbank Fin  19.000  10/26/2022     CHF    54.370
Landesbank Baden-Wuertte   6.500  10/27/2023     EUR    58.430
Landesbank Baden-Wuertte   8.000  10/27/2023     EUR    57.420
Bank Julius Baer & Co Lt   6.800   02/02/2023    CHF    70.400
Leonteq Securities AG     20.400   11/01/2022    CHF    61.730
Raiffeisen Schweiz Genos  12.250   05/02/2023    CHF    51.120
EFG International Financ  15.000   10/06/2022    USD    52.620
Raiffeisen Schweiz Genos  11.000  12/27/2022     CHF    53.340
Raiffeisen Schweiz Genos  11.500   9/27/2022     CHF    46.830
Raiffeisen Schweiz Genos  15.000   9/27/2022     CHF    37.720
Raiffeisen Schweiz Genos   8.500   3/24/2023     USD    47.570
Raiffeisen Schweiz Genos  18.500   9/27/2022     USD    47.200
Raiffeisen Schweiz Genos   8.000   3/24/2023     CHF    66.260
Leonteq Securities AG     24.000   9/28/2022     CHF    53.010
DZ Bank AG Deutsche Zent  24.600   3/25/2022     EUR    56.000
DZ Bank AG Deutsche Zent  19.900   6/24/2022     EUR    60.560
DZ Bank AG Deutsche Zent  16.900   9/23/2022     EUR    63.690
DZ Bank AG Deutsche Zent  15.100  12/23/2022     EUR    66.270
Basler Kantonalbank       12.000   9/29/2022     CHF    40.660
EFG International Financ  12.000   3/29/2023     USD    48.990
Nordea Bank Abp            0.620  10/14/2026     SEK    71.970
Societe Generale Effekte   6.000   7/22/2022     EUR    68.340
Societe Generale Effekte   7.000   8/26/2022     EUR    63.450
Societe Generale Effekte  10.250   9/23/2022     EUR    56.410
Societe Generale Effekte  11.250  10/28/2022     EUR    55.020
Societe Generale Effekte  13.250  10/28/2022     EUR    53.000
Societe Generale Effekte  15.250  10/28/2022     EUR    51.500
Landesbank Baden-Wuertte   6.200   3/24/2023     EUR    56.920
Landesbank Baden-Wuertte   8.650   3/24/2023     EUR    53.730
Landesbank Baden-Wuertte   3.650   3/24/2023     EUR    67.550
Landesbank Baden-Wuertte   6.200   3/24/2023     EUR    64.110
Vontobel Financial Produ  16.750   9/23/2022     EUR    53.140
Vontobel Financial Produ  15.000   9/23/2022     EUR    68.760
Vontobel Financial Produ   9.000   9/23/2022     EUR    67.580
Vontobel Financial Produ  16.500   9/23/2022     EUR    68.740
Leonteq Securities AG/Gu  19.330   10/04/2022    CHF    47.320
Leonteq Securities AG/Gu  19.430   10/04/2022    CHF    47.580
Leonteq Securities AG     10.000   01/04/2023    CHF    52.480
Leonteq Securities AG     15.000   01/04/2023    CHF    53.340
UBS AG/London             10.500   1/23/2023     CHF    57.650
UBS AG/London              8.250   7/21/2022     USD    56.400
UBS AG/London             11.750   7/21/2022     CHF    62.050
Credit Suisse AG/London   11.500   8/25/2022     USD    41.460
Credit Suisse AG/London    8.500   6/30/2022     CHF    35.690
Credit Suisse AG/London    8.500   6/24/2022     CHF    44.990
Credit Suisse AG/London   15.000   6/27/2022     USD    36.650
UBS AG/London             10.500   2/27/2023     CHF    72.950
Credit Suisse AG/London    8.500   9/13/2022     CHF    47.020
Credit Suisse AG/London   15.000   9/15/2022     USD    39.940
Bank Vontobel AG           8.500   3/17/2023     CHF    69.700
Bank Vontobel AG          10.500  12/27/2022     CHF    50.900
UBS AG/London             14.500   6/30/2022     CHF    61.400
Bank Vontobel AG          10.000   2/27/2023     EUR    47.200
Bank Vontobel AG          15.500  12/19/2022     EUR    45.100
UBS AG/London             12.500   2/13/2023     CHF    64.750
Credit Suisse AG/London   12.000   6/30/2022     CHF    36.380
Credit Suisse AG/London   14.250   07/04/2022    CHF    68.190
Credit Suisse AG/London   11.500   10/06/2022    USD    48.210
Credit Suisse AG/London   13.500   8/17/2022     CHF    37.260
Credit Suisse AG/London    8.000   8/24/2022     USD    53.350
EFG International Financ   8.260   8/26/2022     USD    53.800
EFG International Financ  24.360   5/27/2022     CHF    32.040
Leonteq Securities AG/Gu  22.260   8/26/2022     CHF    58.400
Leonteq Securities AG/Gu  24.600   8/26/2022     USD    49.390
Vontobel Financial Produ  13.400   8/29/2022     EUR    68.700
Zurcher Kantonalbank Fin  17.250   09/02/2022    CHF    42.470
Societe Generale Effekte   3.750   9/23/2022     EUR    65.060
Societe Generale Effekte   5.750   9/23/2022     EUR    58.860
Societe Generale Effekte   7.750   9/23/2022     EUR    54.810
UniCredit Bank AG         10.500   9/23/2024     EUR    72.970
Vontobel Financial Produ  10.000   9/23/2022     EUR    62.000
Vontobel Financial Produ  10.000   6/24/2022     EUR    60.890
Vontobel Financial Produ  14.000   9/23/2022     EUR    58.950
Vontobel Financial Produ   5.500   6/24/2022     EUR    66.410
Vontobel Financial Produ  16.000   6/24/2022     EUR    70.780
Leonteq Securities AG/Gu  11.000   03/01/2023    CHF    51.960
Leonteq Securities AG/Gu  10.000   03/01/2023    USD    67.390
Vontobel Financial Produ  17.000   9/23/2022     EUR    70.590
UniCredit Bank AG          8.130   8/26/2022     EUR    56.770
Leonteq Securities AG/Gu  13.000  11/30/2022     USD    47.820
Leonteq Securities AG/Gu  22.770   8/30/2022     CHF    50.880
Vontobel Financial Produ  18.500   9/23/2022     EUR    62.480
UBS AG/London              9.250   6/23/2023     USD    72.900
Credit Suisse AG/London   10.000   5/30/2022     CHF    52.340
Leonteq Securities AG/Gu  10.000   1/18/2023     USD    70.290
Leonteq Securities AG/Gu  22.800   10/05/2022    CHF    48.110
Leonteq Securities AG     21.600  10/18/2022     CHF    58.340
Vontobel Financial Produ  15.250   9/23/2022     EUR    64.190
UniCredit Bank AG          6.650   9/28/2022     EUR    66.440
Vontobel Financial Produ  14.000   9/23/2022     EUR    49.010
Vontobel Financial Produ   7.500   9/23/2022     EUR    52.510
Vontobel Financial Produ   8.500   6/24/2022     EUR    51.740
Vontobel Financial Produ   6.000   9/23/2022     EUR    53.850
Vontobel Financial Produ  14.000   9/23/2022     EUR    41.750
Leonteq Securities AG/Gu  27.170   8/19/2022     EUR    50.640
Vontobel Financial Produ  11.500   6/24/2022     EUR    72.540
Vontobel Financial Produ  13.500   9/23/2022     EUR    70.880
Vontobel Financial Produ  15.000   9/23/2022     EUR    70.070
Leonteq Securities AG/Gu  25.000   09/07/2022    CHF    47.180
DZ Bank AG Deutsche Zent  20.800   9/23/2022     EUR    71.640
DZ Bank AG Deutsche Zent  19.500   9/23/2022     EUR    63.480
DZ Bank AG Deutsche Zent  21.900   6/24/2022     EUR    55.140
DZ Bank AG Deutsche Zent  23.500   3/25/2022     EUR    68.670
DZ Bank AG Deutsche Zent  22.000   6/24/2022     EUR    57.080
DZ Bank AG Deutsche Zent  24.100   9/23/2022     EUR    56.740
Vontobel Financial Produ   8.500   9/23/2022     EUR    51.040
Vontobel Financial Produ  14.000   9/23/2022     EUR    47.510
Vontobel Financial Produ  19.000   6/24/2022     EUR    44.780
Vontobel Financial Produ  16.750   03/08/2022    EUR    67.680
Vontobel Financial Produ  11.500   6/24/2022     EUR    66.910
Vontobel Financial Produ  15.000   9/23/2022     EUR    64.910
Vontobel Financial Produ  15.500   6/24/2022     EUR    64.030
Vontobel Financial Produ  16.500   6/24/2022     EUR    63.070
Leonteq Securities AG     23.320   09/07/2022    CHF    50.600
Leonteq Securities AG     23.200   09/07/2022    CHF    43.860
Leonteq Securities AG/Gu  11.000   09/07/2022    CHF    45.160
Raiffeisen Schweiz Genos   4.000   03/03/2023    CHF    62.940
Leonteq Securities AG/Gu   8.000   03/07/2023    USD    46.390
Vontobel Financial Produ  18.350   9/23/2022     EUR    46.900
Leonteq Securities AG/Gu   9.500   12/08/2022    EUR    56.090
Societe Generale Effekte  14.250   9/23/2022     EUR    44.350
Leonteq Securities AG     22.680  10/14/2022     CHF    67.980
Raiffeisen Schweiz Genos  12.000   01/04/2023    CHF    54.140
Raiffeisen Schweiz Genos  18.000   10/04/2022    CHF    46.330
Vontobel Financial Produ  21.720   10/05/2022    USD    68.910
DZ Bank AG Deutsche Zent  10.500  10/26/2022     EUR    54.930
Societe Generale Effekte  14.750   8/26/2022     EUR    50.460
Societe Generale Effekte  16.750   8/26/2022     EUR    49.150
Societe Generale Effekte  16.000   9/23/2022     EUR    49.910
Societe Generale Effekte  15.750   7/22/2022     EUR    49.420
Societe Generale Effekte  17.750   7/22/2022     EUR    48.070
Societe Generale Effekte   4.750   8/26/2022     EUR    69.960
Societe Generale Effekte  10.750   8/26/2022     EUR    54.750
Societe Generale Effekte  12.750   8/26/2022     EUR    52.260
Leonteq Securities AG/Gu   9.000   02/01/2023    CHF    66.670
Bank Vontobel AG          13.259   7/29/2022     CHF    43.200
Vontobel Financial Produ  13.500   9/23/2022     EUR    70.880
Vontobel Financial Produ  12.000   9/23/2022     EUR    71.770
Leonteq Securities AG/Gu  12.000   7/15/2022     CHF    62.290
Bank Vontobel AG           8.000   7/18/2022     CHF    36.700
Vontobel Financial Produ  11.500   6/24/2022     EUR    63.460
Vontobel Financial Produ   6.000   9/23/2022     EUR    68.080
Vontobel Financial Produ  11.500   9/23/2022     EUR    61.430
Vontobel Financial Produ   6.500   6/24/2022     EUR    66.770
Vontobel Financial Produ   8.500   6/24/2022     EUR    63.710
Vontobel Financial Produ  14.000   6/24/2022     EUR    73.270
Bank Julius Baer & Co Lt   8.600   7/19/2022     CHF    65.400
Luzerner Kantonalbank AG   7.500   08/09/2023    CHF    55.240
Vontobel Financial Produ  11.000   9/23/2022     EUR    61.140
Vontobel Financial Produ  13.500   9/23/2022     EUR    59.920
Vontobel Financial Produ  16.000   6/24/2022     EUR    57.200
Leonteq Securities AG     13.200  10/19/2022     CHF    44.770
Zurcher Kantonalbank Fin  21.500   8/16/2022     USD    60.270
Zurcher Kantonalbank Fin  20.250   8/16/2022     CHF    70.440
Zurcher Kantonalbank Fin  18.000   8/16/2022     USD    54.520
Zurcher Kantonalbank Fin  10.000   8/16/2022     USD    61.430
Leonteq Securities AG/Gu  14.200  10/19/2022     USD    44.630
Leonteq Securities AG/Gu  21.840   06/09/2022    CHF    56.410
Leonteq Securities AG/Gu  22.870   06/09/2022    CHF    47.510
Bank Julius Baer & Co Lt   5.250   08/10/2022    CHF    69.150
Zurcher Kantonalbank Fin  29.000   8/17/2022     CHF    52.720
EFG International Financ  17.000   6/30/2022     CHF    50.600
EFG International Financ  10.010   6/30/2022     EUR    40.920
UBS AG/London              9.900   07/01/2024    EUR    71.095
Raiffeisen Centrobank AG  11.750   08/04/2023    EUR    54.300
Vontobel Financial Produ  18.650   06/09/2022    EUR    20.150
Zurcher Kantonalbank Fin  22.750   3/29/2022     USD    72.940
Bank Vontobel AG           6.504   12/05/2022    CHF    65.400
Bank Julius Baer & Co Lt   9.000   07/01/2022    USD    55.550
Landesbank Baden-Wuertte   5.000   6/24/2022     EUR    70.470
Vontobel Financial Produ   7.700   08/02/2022    CHF    56.720
EFG International Financ  17.000   07/08/2022    USD    45.810
Raiffeisen Schweiz Genos  11.000   07/06/2022    CHF    65.740
Zurcher Kantonalbank Fin  10.750   7/15/2022     EUR    43.320
Raiffeisen Schweiz Genos  13.200   08/02/2022    USD    41.730
Raiffeisen Schweiz Genos  12.500   08/02/2022    CHF    53.940
Societe Generale SA       11.000   7/14/2026     USD    52.750
Zurcher Kantonalbank Fin  20.000   08/10/2022    USD    58.520
Societe Generale Effekte   3.500   5/27/2022     EUR    69.660
Corner Banca SA           11.200   10/12/2022    EUR    64.130
Raiffeisen Schweiz Genos  14.000   07/12/2022    CHF    52.790
Credit Suisse AG/London   11.000   06/08/2022    CHF    66.580
Bank Vontobel AG           6.504   12/05/2022    CHF    65.400
Leonteq Securities AG/Gu  21.520   07/01/2022    CHF    32.210
Leonteq Securities AG/Gu  25.460   07/01/2022    CHF    31.400
Zurcher Kantonalbank Fin  23.051   3/29/2022     EUR    72.640
DZ Bank AG Deutsche Zent  15.000   6/24/2022     EUR    66.430
Bank Julius Baer & Co Lt  11.000   01/04/2023    CHF    69.150
EFG International Financ  12.000   12/09/2022    CHF    60.190
EFG International Financ  10.000   12/09/2022    USD    48.670
UBS AG/London             11.250   12/09/2022    CHF    59.150
UBS AG/London              8.000   06/09/2023    CHF    66.150
UBS AG/London              8.250   06/09/2023    CHF    74.000
UBS AG/London             17.750   06/09/2022    USD    75.300
UBS AG/London             10.500   06/09/2023    CHF    66.850
Leonteq Securities AG/Gu  21.760   06/10/2022    CHF    39.190
Raiffeisen Schweiz Genos  15.000   06/07/2022    CHF    68.080
Leonteq Securities AG     18.000   10/06/2022    CHF    62.520
Leonteq Securities AG/Gu   9.000   01/06/2023    CHF    70.620
Vontobel Financial Produ  15.500   6/24/2022     EUR    63.670
Zurcher Kantonalbank Fin  15.250   07/06/2022    CHF    57.810
Vontobel Financial Produ  12.000   6/24/2022     EUR    63.190
Vontobel Financial Produ  11.000   6/24/2022     EUR    70.460
Societe Generale Effekte   4.750   6/24/2022     EUR    63.130
Societe Generale Effekte   6.750   6/24/2022     EUR    56.610
Leonteq Securities AG/Gu  10.000   07/06/2022    EUR    47.420
Leonteq Securities AG/Gu   7.000   07/06/2022    EUR    39.940
DZ Bank AG Deutsche Zent   9.000   9/21/2022     EUR    72.680
Bank Julius Baer & Co Lt  14.500   1/13/2023     USD    41.000
DZ Bank AG Deutsche Zent   7.000   3/23/2022     EUR    70.300
Zurcher Kantonalbank Fin  15.000   7/20/2022     CHF    62.020
UniCredit Bank AG         10.400   08/11/2022    EUR    61.669
Landesbank Baden-Wuertte   5.850   7/22/2022     EUR    52.750
DZ Bank AG Deutsche Zent  24.000   6/24/2022     EUR    57.860
DZ Bank AG Deutsche Zent  20.300   3/25/2022     EUR    67.150
DZ Bank AG Deutsche Zent  24.400   3/25/2022     EUR    62.410
DZ Bank AG Deutsche Zent  17.700   6/24/2022     EUR    70.850
DZ Bank AG Deutsche Zent  20.600   6/24/2022     EUR    67.010
DZ Bank AG Deutsche Zent  23.500   6/24/2022     EUR    63.750
DZ Bank AG Deutsche Zent  22.300   3/25/2022     EUR    61.490
DZ Bank AG Deutsche Zent  19.400   6/24/2022     EUR    65.860
DZ Bank AG Deutsche Zent  23.100   6/24/2022     EUR    61.210
DZ Bank AG Deutsche Zent  21.200   3/25/2022     EUR    69.630
DZ Bank AG Deutsche Zent  24.400   6/24/2022     EUR    65.010
Landesbank Baden-Wuertte   6.000   7/22/2022     EUR    55.820
Landesbank Baden-Wuertte   8.550   7/22/2022     EUR    67.200
DZ Bank AG Deutsche Zent  17.800   3/25/2022     EUR    40.910
Societe Generale Effekte   9.000   6/24/2022     EUR    52.120
Societe Generale Effekte  12.750   6/24/2022     EUR    45.500
Societe Generale Effekte  14.750   6/24/2022     EUR    43.830
Societe Generale Effekte   4.250   7/22/2022     EUR    62.880
Societe Generale Effekte  12.250   7/22/2022     EUR    46.290
Societe Generale Effekte  14.250   7/22/2022     EUR    44.620
Landesbank Baden-Wuertte   4.500   7/22/2022     EUR    58.300
Landesbank Baden-Wuertte   7.200   7/22/2022     EUR    54.620
Landesbank Baden-Wuertte   9.250   7/22/2022     EUR    52.930
DZ Bank AG Deutsche Zent  20.200   6/24/2022     EUR    42.770
Leonteq Securities AG/Gu  20.000   7/13/2022     CHF    56.290
Leonteq Securities AG/Gu  28.010   4/19/2022     CHF    19.970
Vontobel Financial Produ  10.750   6/24/2022     EUR    60.880
Vontobel Financial Produ  13.750   6/24/2022     EUR    59.470
Vontobel Financial Produ  17.750   6/24/2022     EUR    48.030
Societe Generale SA       15.000   8/30/2024     USD    39.370
Vontobel Financial Produ  11.000   6/24/2022     EUR    56.000
Vontobel Financial Produ   8.500   6/24/2022     EUR    58.480
Vontobel Financial Produ  13.500   6/24/2022     EUR    53.890
Vontobel Financial Produ  12.000   6/24/2022     EUR    64.510
Vontobel Financial Produ   9.500   9/23/2022     EUR    67.260
Vontobel Financial Produ   8.500   6/24/2022     EUR    68.490
EFG International Financ   8.000   1/19/2023     CHF    66.210
UniCredit Bank AG          3.600   09/02/2024    EUR    48.670
Corner Banca SA           13.000  10/19/2022     CHF    42.240
Corner Banca SA           11.200   7/19/2022     CHF    54.030
Corner Banca SA           13.000   1/19/2023     USD    65.810
Leonteq Securities AG     10.400   1/19/2023     CHF    68.160
Leonteq Securities AG     10.000  10/19/2022     CHF    54.960
Bank Vontobel AG          10.500   1/16/2023     CHF    64.000
Bank Vontobel AG          10.500   1/16/2023     CHF    64.000
Leonteq Securities AG/Gu  10.000   1/19/2023     USD    36.490
Leonteq Securities AG/Gu  11.000   1/19/2023     CHF    63.780
Leonteq Securities AG/Gu  10.000   7/19/2022     CHF    22.110
BrokerCreditService Stru   3.500   4/30/2024     USD    53.500
Vontobel Financial Produ  10.000   9/23/2022     EUR    65.350
Vontobel Financial Produ  13.500   9/23/2022     EUR    62.320
Vontobel Financial Produ   7.000   9/23/2022     EUR    69.480
Vontobel Financial Produ  16.500   9/23/2022     EUR    59.690
Vontobel Financial Produ  15.500   6/24/2022     EUR    59.550
Vontobel Financial Produ   7.500   9/23/2022     EUR    65.360
Vontobel Financial Produ   9.500   9/23/2022     EUR    63.240
Vontobel Financial Produ  13.500   9/23/2022     EUR    59.910
Vontobel Financial Produ  11.000   6/24/2022     EUR    61.210
Vontobel Financial Produ  13.500   6/24/2022     EUR    59.060
Vontobel Financial Produ  16.000   6/24/2022     EUR    70.750
Vontobel Financial Produ  18.500   6/24/2022     EUR    50.570
BrokerCreditService Stru   8.000   1/30/2024     USD    31.970
Leonteq Securities AG     10.000   02/06/2023    CHF    46.210
Leonteq Securities AG     11.200   02/06/2023    CHF    54.710
Leonteq Securities AG/Gu  18.000   08/09/2022    USD    45.860
Vontobel Financial Produ  21.000   6/24/2022     EUR    41.930
Vontobel Financial Produ   8.750   9/23/2022     EUR    56.140
Vontobel Financial Produ  12.000   6/24/2022     EUR    66.610
Vontobel Financial Produ  10.500   6/24/2022     EUR    61.050
Vontobel Financial Produ  13.000   6/24/2022     EUR    58.890
Zurcher Kantonalbank Fin  17.000   7/27/2022     CHF    55.800
Zurcher Kantonalbank Fin  16.000   7/26/2022     CHF    61.040
Zurcher Kantonalbank Fin  22.000   8/16/2022     CHF    69.740
Bank Vontobel AG          10.000   02/06/2023    CHF    50.100
Bank Vontobel AG          10.000   08/08/2022    CHF    35.200
Bank Vontobel AG          12.000   02/06/2023    EUR    43.700
Bank Julius Baer & Co Lt   4.850   7/20/2022     CHF    65.950
Vontobel Financial Produ  12.000   08/09/2022    EUR    67.240
Bank Julius Baer & Co Lt  13.150   08/10/2022    CHF    70.600
Leonteq Securities AG/Gu  26.460   08/09/2022    CHF    38.760
DZ Bank AG Deutsche Zent   9.750   8/24/2022     EUR    67.960
DZ Bank AG Deutsche Zent  15.000   8/24/2022     EUR    62.200
DZ Bank AG Deutsche Zent   7.000   9/21/2022     EUR    67.170
DZ Bank AG Deutsche Zent  10.250   8/24/2022     EUR    45.870
DZ Bank AG Deutsche Zent  15.500   8/24/2022     EUR    42.790
Vontobel Financial Produ  18.500   9/23/2022     EUR    58.180
Vontobel Financial Produ  24.000   6/24/2022     EUR    56.190
Leonteq Securities AG/Gu  21.000   06/09/2022    CHF    55.960
Raiffeisen Schweiz Genos  10.000   02/06/2023    EUR    43.930
Raiffeisen Schweiz Genos  12.000   11/09/2022    CHF    37.810
Vontobel Financial Produ  18.500   6/24/2022     EUR    67.830
Vontobel Financial Produ   7.500   6/24/2022     EUR    45.520
Vontobel Financial Produ  15.000   6/24/2022     EUR    39.640
Leonteq Securities AG/Gu  10.000  12/21/2022     USD    54.450
Leonteq Securities AG/Gu  16.000   6/21/2022     USD    47.600
Vontobel Financial Produ  16.000   6/24/2022     EUR    55.250
Credit Suisse AG/London    9.500   6/21/2022     USD    36.530
DZ Bank AG Deutsche Zent  20.200   6/24/2022     EUR    71.940
DZ Bank AG Deutsche Zent  23.200   6/24/2022     EUR    62.730
DZ Bank AG Deutsche Zent  24.600   3/25/2022     EUR    59.350
DZ Bank AG Deutsche Zent  14.800   6/24/2022     EUR    70.590
Bank Julius Baer & Co Lt  10.050   7/29/2022     USD    50.150
Societe Generale Effekte   7.000   3/25/2022     EUR    48.570
Societe Generale Effekte  17.000   3/25/2022     EUR    37.910
Societe Generale Effekte   5.000   5/27/2022     EUR    54.670
Societe Generale Effekte   6.500   6/24/2022     EUR    50.740
Societe Generale Effekte   9.250   3/24/2022     EUR    68.270
Zurcher Kantonalbank Fin  20.500   08/09/2022    CHF    51.620
Vontobel Financial Produ  12.000   6/24/2022     EUR    40.450
Leonteq Securities AG/Gu  12.000   7/29/2022     CHF    66.370
Leonteq Securities AG/Gu  20.000   7/29/2022     CHF    55.850
Leonteq Securities AG/Gu  22.450   7/29/2022     CHF    43.920
Vontobel Financial Produ   8.250   6/24/2022     EUR    66.570
Vontobel Financial Produ  14.750   6/24/2022     EUR    29.860
Vontobel Financial Produ  17.750   6/24/2022     EUR    34.780
Vontobel Financial Produ  11.750   6/24/2022     EUR    37.860
Leonteq Securities AG/Gu  10.000   11/02/2022    CHF    65.790
Leonteq Securities AG/Gu   5.000   1/30/2023     USD    52.330
UniCredit Bank AG         12.000   8/18/2022     EUR    56.260
Societe Generale Effekte   4.750   6/24/2022     EUR    56.380
Societe Generale Effekte   8.750   6/24/2022     EUR    47.350
Zurcher Kantonalbank Fin  12.500   08/09/2022    EUR    62.130
Vontobel Financial Produ   8.500   6/24/2022     EUR    59.330
Bank Vontobel AG          13.000   1/30/2023     EUR    70.800
Basler Kantonalbank       11.000   01/09/2023    CHF    65.660
EFG International Financ  10.000   01/09/2023    USD    44.240
Leonteq Securities AG     15.000   08/02/2022    CHF    36.930
Leonteq Securities AG/Gu  17.000   08/02/2022    USD    39.240
Leonteq Securities AG/Gu  20.000   08/03/2022    CHF    47.590
Raiffeisen Schweiz Genos  13.000   08/02/2022    CHF    66.820
Vontobel Financial Produ  13.500   6/24/2022     EUR    73.090
Vontobel Financial Produ  17.000   6/24/2022     EUR    70.560
Vontobel Financial Produ  19.500   6/24/2022     EUR    70.810
Vontobel Financial Produ  17.000   6/24/2022     EUR    71.460
Vontobel Financial Produ  10.000   6/24/2022     EUR    43.160
Vontobel Financial Produ  12.500   6/24/2022     EUR    41.230
Vontobel Financial Produ  17.500   6/24/2022     EUR    38.360
Leonteq Securities AG/Gu  12.000   6/21/2022     CHF    52.530
Credit Suisse AG/London   11.000   6/20/2022     USD    53.340
Raiffeisen Schweiz Genos  10.500   6/21/2022     CHF    57.630
Vontobel Financial Produ  12.250   6/24/2022     EUR    66.310
Leonteq Securities AG     13.000  12/21/2022     CHF    56.500
Leonteq Securities AG     15.000   6/21/2022     CHF    32.540
Corner Banca SA           12.000  12/21/2022     CHF    45.180
Corner Banca SA           12.000   6/21/2022     CHF    22.420
Vontobel Financial Produ  21.500   6/24/2022     EUR    69.980
Vontobel Financial Produ   7.000   6/24/2022     EUR    66.770
Vontobel Financial Produ  19.500   6/24/2022     EUR    60.750
Vontobel Financial Produ  16.500   6/24/2022     EUR    59.730
Vontobel Financial Produ  11.000   6/24/2022     EUR    65.660
Raiffeisen Schweiz Genos  11.500   6/21/2022     CHF    69.170
Vontobel Financial Produ   5.500   6/24/2022     EUR    67.640
Vontobel Financial Produ   8.500   6/24/2022     EUR    62.440
Vontobel Financial Produ   8.000   6/24/2022     EUR    67.270
Vontobel Financial Produ  12.000   6/24/2022     EUR    58.370
Vontobel Financial Produ  12.500   6/24/2022     EUR    61.730
Vontobel Financial Produ  10.000   6/24/2022     EUR    64.220
Leonteq Securities AG/Gu   5.000  12/21/2022     USD    57.740
Bank Julius Baer & Co Lt  13.000   6/22/2022     CHF    46.850
Leonteq Securities AG/Gu  22.790   6/22/2022     CHF    44.420
Bank Vontobel AG           6.752   9/19/2022     CHF    67.600
UniCredit Bank AG          5.250   07/01/2024    EUR    73.380
Bank Julius Baer & Co Lt   8.250   6/17/2022     USD    60.100
UBS AG/London             10.250  11/30/2022     CHF    65.050
UBS AG/London             12.000  11/30/2022     EUR    50.450
Leonteq Securities AG/Gu  21.290   6/17/2022     CHF    62.900
Leonteq Securities AG/Gu  20.760   6/17/2022     CHF    32.880
Leonteq Securities AG     14.000   06/08/2022    CHF    48.370
Leonteq Securities AG/Gu  12.000   06/08/2022    CHF    20.760
Credit Suisse AG/London   10.250   06/02/2022    USD    40.920
Zurcher Kantonalbank Fin   6.500   6/14/2022     CHF    63.360
Vontobel Financial Produ  12.750   6/24/2022     EUR    68.600
Vontobel Financial Produ  10.000   6/24/2022     EUR    53.840
Vontobel Financial Produ  13.750   6/24/2022     EUR    39.920
DekaBank Deutsche Giroze   4.000   07/07/2022    EUR    57.930
Vontobel Financial Produ   9.000   06/08/2022    EUR    57.300
Zurcher Kantonalbank Fin  20.000   6/15/2022     USD    60.090
Zurcher Kantonalbank Fin  19.250   6/15/2022     CHF    59.850
DZ Bank AG Deutsche Zent   9.500   3/23/2022     EUR    69.210
Societe Generale SA       15.000   07/03/2024    USD    48.150
Vontobel Financial Produ  10.500   6/24/2022     EUR    66.020
Vontobel Financial Produ  20.000   6/24/2022     EUR    56.100
Vontobel Financial Produ  12.500   6/24/2022     EUR    66.540
Vontobel Financial Produ  17.000   6/24/2022     EUR    62.270
Vontobel Financial Produ  19.500   6/24/2022     EUR    60.590
Zurcher Kantonalbank Fin  20.250   6/24/2022     CHF    68.730
Zurcher Kantonalbank Fin  14.000   6/24/2022     CHF    42.890
Leonteq Securities AG/Gu  23.290   06/03/2022    CHF    67.830
Erste Group Bank AG        8.000   6/30/2022     EUR    64.950
Erste Group Bank AG        4.250   6/30/2022     EUR    67.750
Bank Julius Baer & Co Lt   8.200   9/19/2022     USD    59.150
UBS AG/London             11.000  11/30/2022     CHF    56.600
Leonteq Securities AG/Gu   9.000   09/07/2022    CHF    67.710
Leonteq Securities AG/Gu   8.000   12/07/2022    CHF    46.870
Zurcher Kantonalbank Fin  14.000   6/14/2022     CHF    68.520
Vontobel Financial Produ   9.750   6/24/2022     EUR    38.520
Vontobel Financial Produ  16.000   6/24/2022     EUR    42.550
Credit Suisse AG/London   10.000   06/07/2022    CHF    50.960
DZ Bank AG Deutsche Zent  13.300   3/25/2022     EUR    67.010
DZ Bank AG Deutsche Zent  13.900   6/24/2022     EUR    66.710
DZ Bank AG Deutsche Zent  22.500   3/25/2022     EUR    57.780
Landesbank Baden-Wuertte  10.500   6/24/2022     EUR    49.710
Landesbank Baden-Wuertte   4.200   6/24/2022     EUR    58.180
Landesbank Baden-Wuertte   9.500   6/24/2022     EUR    69.720
Zurcher Kantonalbank Fin  21.750   06/10/2022    CHF    63.700
Zurcher Kantonalbank Fin  13.000   06/10/2022    CHF    63.910
EFG International Financ  18.000   6/16/2022     CHF    44.290
EFG International Financ  10.000  12/16/2022     CHF    55.320
EFG International Financ   7.210   6/16/2022     USD    49.340
Raiffeisen Schweiz Genos  12.000   06/01/2022    CHF    61.820
Vontobel Financial Produ  26.350   06/06/2022    EUR    56.910
Zurcher Kantonalbank Fin   9.800   6/17/2022     USD    59.700
Vontobel Financial Produ  20.000   6/24/2022     EUR    56.240
UBS AG/London              8.000  12/16/2022     CHF    74.150
Vontobel Financial Produ  16.500   6/24/2022     EUR    31.320
Vontobel Financial Produ  14.500   6/24/2022     EUR    73.670
Vontobel Financial Produ  13.500   6/24/2022     EUR    62.000
Vontobel Financial Produ  18.000   6/24/2022     EUR    72.990
Leonteq Securities AG/Gu  23.690   06/03/2022    CHF    32.880
Erste Group Bank AG        6.500   6/30/2022     EUR    64.400
Landesbank Baden-Wuertte   4.000   7/25/2025     EUR    52.280
Landesbank Baden-Wuertte   2.750   3/25/2022     EUR    62.470
UniCredit Bank AG          4.450  12/29/2022     EUR    38.850
EFG International Financ  14.000  11/21/2022     CHF    30.900
Zurcher Kantonalbank Fin  19.000   6/30/2022     USD    55.350
Zurcher Kantonalbank Fin  18.000   6/30/2022     CHF    55.020
Bank Vontobel AG          14.000  12/19/2022     CHF    38.700
Bank Vontobel AG          12.500   9/19/2022     CHF    59.500
Bank Vontobel AG          13.002   9/19/2022     CHF    23.800
Luzerner Kantonalbank AG  10.120  12/23/2022     CHF    49.920
Basler Kantonalbank        9.000  12/23/2022     CHF    66.670
UBS AG/London             11.750  11/28/2022     CHF    51.100
EFG International Financ  17.000   6/23/2022     CHF    50.730
UBS AG/London              8.500  11/28/2022     EUR    74.200
EFG International Financ  16.000   6/23/2022     USD    69.420
UBS AG/London              8.000   6/23/2022     USD    59.150
Bank Julius Baer & Co Lt  15.000   08/04/2022    CHF    52.950
Vontobel Financial Produ   8.500   9/23/2022     EUR    62.450
Vontobel Financial Produ   5.500   9/23/2022     EUR    68.120
Zurcher Kantonalbank Fin  20.000   7/22/2022     USD    46.580
Leonteq Securities AG/Gu  28.120   08/04/2022    CHF    42.490
Raiffeisen Schweiz Genos  12.000   07/12/2022    CHF    65.020
Raiffeisen Schweiz Genos  10.000   10/12/2022    EUR    63.070
Landesbank Baden-Wuertte   6.000   3/25/2022     EUR    67.820
Societe Generale Effekte   4.750   3/25/2022     EUR    57.040
Bank Julius Baer & Co Lt   7.750   7/15/2022     USD    62.900
Vontobel Financial Produ  13.000   6/24/2022     EUR    71.060
Vontobel Financial Produ  11.500   6/24/2022     EUR    72.540
Leonteq Securities AG/Gu  24.610   7/15/2022     CHF    49.770
Societe Generale SA       16.000   8/30/2024     USD    37.140
Vontobel Financial Produ  13.000   9/23/2022     EUR    63.840
Vontobel Financial Produ  16.000   6/24/2022     EUR    52.100
Vontobel Financial Produ  18.500   6/24/2022     EUR    50.550
EFG International Financ   9.000   1/16/2023     CHF    55.840
BrokerCreditService Stru   3.000   2/28/2023     USD    60.000
Bank Vontobel AG          16.500   08/05/2022    CHF    68.200
Leonteq Securities AG/Gu  22.810   08/09/2022    CHF    41.000
UniCredit Bank AG          5.800   9/14/2022     EUR    60.290
UniCredit Bank AG          9.950   9/14/2022     EUR    67.780
EFG International Financ  21.000   09/02/2022    USD    49.630
Zurcher Kantonalbank Fin  11.250   8/26/2022     USD    66.900
Zurcher Kantonalbank Fin  15.000   8/24/2022     CHF    48.160
Bank Julius Baer & Co Lt   7.600   09/02/2022    USD    47.450
Zurcher Kantonalbank Fin  19.000   9/13/2022     USD    62.160
Zurcher Kantonalbank Fin  18.000   9/13/2022     CHF    62.020
Zurcher Kantonalbank Fin  26.000   9/13/2022     CHF    46.610
Vontobel Financial Produ  13.000   6/24/2022     EUR    68.660
Vontobel Financial Produ  17.000   9/23/2022     EUR    47.870
Vontobel Financial Produ  19.000   6/24/2022     EUR    46.220
Vontobel Financial Produ  10.500   6/24/2022     EUR    50.300
Vontobel Financial Produ  10.500   9/23/2022     EUR    50.320
Vontobel Financial Produ   6.500   9/23/2022     EUR    75.750
Raiffeisen Schweiz Genos  13.000   09/06/2022    CHF    52.580
Vontobel Financial Produ  13.000   6/24/2022     EUR    71.060
Vontobel Financial Produ  12.000   9/23/2022     EUR    71.760
DZ Bank AG Deutsche Zent  21.300   9/23/2022     EUR    61.930
DZ Bank AG Deutsche Zent  22.500   9/23/2022     EUR    56.040
DZ Bank AG Deutsche Zent  22.200   9/23/2022     EUR    57.390
Vontobel Financial Produ  11.500   6/24/2022     EUR    48.690
Vontobel Financial Produ  15.000   6/24/2022     EUR    46.410
Vontobel Financial Produ  13.650   03/08/2022    EUR    66.990
Vontobel Financial Produ  16.000   9/23/2022     EUR    64.340
Vontobel Financial Produ  12.000   9/23/2022     EUR    66.910
Vontobel Financial Produ  14.000   9/23/2022     EUR    65.530
Vontobel Financial Produ  17.000   9/23/2022     EUR    63.810
Leonteq Securities AG/Gu  10.000   12/01/2022    USD    50.570
Corner Banca SA           15.000   8/31/2022     EUR    52.320
Luzerner Kantonalbank AG   7.500   6/15/2022     CHF    63.260
Corner Banca SA           20.000   8/30/2022     USD    56.890
Leonteq Securities AG     10.000   2/27/2023     CHF    70.240
Vontobel Financial Produ   7.000   6/24/2022     EUR    73.320
Vontobel Financial Produ   9.500   6/24/2022     EUR    74.490
Vontobel Financial Produ   7.500   9/23/2022     EUR    68.210
Vontobel Financial Produ  15.500   9/23/2022     EUR    60.710
Vontobel Financial Produ  22.000   9/23/2022     EUR    64.540
Vontobel Financial Produ  17.000   9/23/2022     EUR    61.590
Vontobel Financial Produ  20.000   9/23/2022     EUR    63.360
Vontobel Financial Produ  19.500   6/24/2022     EUR    59.100
Societe Generale Effekte  18.750   3/25/2022     EUR    40.860
Landesbank Baden-Wuertte   5.200   8/25/2023     EUR    54.680
Landesbank Baden-Wuertte   4.800   8/25/2023     EUR    64.240
Landesbank Baden-Wuertte   6.100   8/25/2023     EUR    62.600
Leonteq Securities AG/Gu  22.520   07/06/2022    CHF    26.920
Leonteq Securities AG/Gu  20.000   07/06/2022    CHF    51.180
Vontobel Financial Produ  17.000   6/24/2022     EUR    67.210
Vontobel Financial Produ   8.000   6/24/2022     EUR    61.070
Vontobel Financial Produ   7.250   6/24/2022     EUR    69.800
Vontobel Financial Produ  16.450   6/24/2022     EUR    71.010
Vontobel Financial Produ  16.250   6/24/2022     EUR    63.800
Vontobel Financial Produ  15.000   6/24/2022     EUR    70.260
Vontobel Financial Produ  12.750   6/24/2022     EUR    64.450
Vontobel Financial Produ  18.000   6/24/2022     EUR    35.360
Vontobel Financial Produ   9.250   6/24/2022     EUR    61.240
Zurcher Kantonalbank Fin  11.000   7/15/2022     CHF    63.430
Bank Vontobel AG           9.250   01/04/2023    CHF    40.600
Leonteq Securities AG/Gu  14.000   9/14/2022     EUR    47.540
Leonteq Securities AG     10.000  12/14/2022     CHF    65.830
UniCredit Bank AG          3.800  12/29/2022     EUR    54.280
Zurcher Kantonalbank Fin  27.000   9/13/2022     USD    47.090
Vontobel Financial Produ  14.500   6/24/2022     EUR    67.860
Vontobel Financial Produ  15.500   6/24/2022     EUR    66.930
Bank Julius Baer & Co Lt   8.550   8/19/2022     USD    64.600
Bank Julius Baer & Co Lt   8.450   8/19/2022     USD    64.750
Vontobel Financial Produ  14.500   6/24/2022     EUR    47.910
Vontobel Financial Produ  14.000   9/23/2022     EUR    54.300
Zurcher Kantonalbank Fin  20.500   9/13/2022     CHF    42.540
Leonteq Securities AG/Gu  24.440   09/02/2022    CHF    48.260
Vontobel Financial Produ  15.000   6/24/2022     EUR    69.840
Raiffeisen Schweiz Genos  17.000   09/07/2022    USD    47.760
Raiffeisen Schweiz Genos  18.000   06/03/2022    CHF    47.150
DZ Bank AG Deutsche Zent  23.200   9/23/2022     EUR    60.650
DZ Bank AG Deutsche Zent  19.000   9/23/2022     EUR    58.860
DZ Bank AG Deutsche Zent  23.500   3/25/2022     EUR    54.770
UBS AG/London              8.150   8/31/2023     USD     8.628
Zurcher Kantonalbank Fin   9.500   8/26/2022     CHF    46.960
DZ Bank AG Deutsche Zent  23.100   6/24/2022     EUR    55.350
Vontobel Financial Produ  11.000   9/23/2022     EUR    48.870
Vontobel Financial Produ  17.000   9/23/2022     EUR    46.560
Vontobel Financial Produ  10.500   6/24/2022     EUR    68.110
Vontobel Financial Produ  13.000   6/24/2022     EUR    65.950
Vontobel Financial Produ  14.000   6/24/2022     EUR    64.870
Vontobel Financial Produ  11.000   9/23/2022     EUR    67.680
Vontobel Financial Produ  13.000   9/23/2022     EUR    66.200
Vontobel Financial Produ  18.000   6/24/2022     EUR    62.340
Leonteq Securities AG/Gu   9.000   03/07/2023    USD    57.130
Leonteq Securities AG     16.000   09/07/2022    CHF    66.660
Leonteq Securities AG/Gu  20.000   09/07/2022    USD    51.320
Societe Generale Effekte  17.000   5/27/2022     EUR    43.970
Vontobel Financial Produ  19.750   9/23/2022     EUR    56.660
Vontobel Financial Produ  16.250   9/23/2022     EUR    57.730
Vontobel Financial Produ   8.350   9/23/2022     EUR    65.450
Corner Banca SA           13.200   12/07/2022    CHF    49.590
EFG International Financ  12.000   03/08/2023    CHF    50.160
Societe Generale Effekte   9.750   9/23/2022     EUR    51.990
Societe Generale Effekte  11.750   9/23/2022     EUR    49.950
Societe Generale Effekte  13.750   9/23/2022     EUR    48.430
Vontobel Financial Produ   6.000   9/23/2022     EUR    66.240
Vontobel Financial Produ   4.500   9/23/2022     EUR    69.160
Vontobel Financial Produ   8.000   9/23/2022     EUR    63.940
Vontobel Financial Produ  16.500   9/23/2022     EUR    58.080
Vontobel Financial Produ   8.000   6/24/2022     EUR    63.520
Vontobel Financial Produ  12.000   9/23/2022     EUR    60.340
Vontobel Financial Produ  13.000   6/24/2022     EUR    58.890
Vontobel Financial Produ  16.000   6/24/2022     EUR    57.180
Leonteq Securities AG/Gu  16.000   8/30/2022     CHF    43.450
Vontobel Financial Produ  18.000   6/24/2022     EUR    69.370
Vontobel Financial Produ  15.500   9/23/2022     EUR    71.570
DZ Bank AG Deutsche Zent  11.250   7/20/2022     EUR    44.690
UniCredit Bank AG          7.650   7/18/2022     EUR    66.580
UniCredit Bank AG          7.650   7/18/2022     EUR    49.630
Vontobel Financial Produ  19.500   6/24/2022     EUR    36.090
Bank Vontobel AG          14.000   9/19/2022     CHF    45.300
Bank Vontobel AG           7.000   9/19/2022     CHF    62.000
UBS AG/London             10.250   5/30/2023     CHF    69.400
UBS AG/London              8.250   5/27/2022     CHF    55.600
UBS AG/London              9.750  12/23/2022     CHF    63.250
UBS AG/London             16.750  12/23/2022     CHF    55.950
Leonteq Securities AG     16.000   5/25/2022     CHF    22.600
Vontobel Financial Produ  14.000   6/24/2022     EUR    43.670
Vontobel Financial Produ   9.500   9/23/2022     EUR    71.170
Vontobel Financial Produ  12.000   9/23/2022     EUR    68.430
Vontobel Financial Produ  16.000   6/24/2022     EUR    64.900
Vontobel Financial Produ  15.000   9/23/2022     EUR    66.440
Vontobel Financial Produ   4.000   9/23/2022     EUR    67.930
Vontobel Financial Produ   6.000   9/23/2022     EUR    61.800
Zurcher Kantonalbank Fin  19.000   08/10/2022    CHF    68.980
EFG International Financ   9.430   7/19/2022     USD    68.160
EFG International Financ  10.320   7/19/2022     USD    68.310
Vontobel Financial Produ   8.000   6/24/2022     EUR    62.080
Vontobel Financial Produ  12.500   6/24/2022     EUR    56.510
Vontobel Financial Produ  10.500   6/24/2022     EUR    59.160
Vontobel Financial Produ  15.000   6/24/2022     EUR    54.400
Vontobel Financial Produ  13.000   6/24/2022     EUR    60.380
Vontobel Financial Produ  17.500   6/24/2022     EUR    52.610
Vontobel Financial Produ  11.000   6/24/2022     EUR    61.860
Leonteq Securities AG/Gu  22.130   07/08/2022    CHF    31.850
Corner Banca SA           10.000   10/12/2022    CHF    52.650
Leonteq Securities AG/Gu  10.000   07/06/2022    EUR    41.960
Leonteq Securities AG/Gu  12.000   01/12/2023    CHF    46.830
Bank Vontobel AG          10.000   07/12/2022    CHF    68.300
Bank Vontobel AG          10.000   01/10/2023    EUR    69.700
Landesbank Baden-Wuertte   3.100   7/22/2022     EUR    60.470
Landesbank Baden-Wuertte   8.750   7/22/2022     EUR    48.350
DZ Bank AG Deutsche Zent  23.900   3/25/2022     EUR    65.790
DZ Bank AG Deutsche Zent  20.500   6/24/2022     EUR    70.380
DZ Bank AG Deutsche Zent  22.500   6/24/2022     EUR    67.550
DZ Bank AG Deutsche Zent  24.200   3/25/2022     EUR    68.480
Landesbank Baden-Wuertte   6.250   7/22/2022     EUR    69.780
Societe Generale Effekte   3.000   6/24/2022     EUR    71.440
Societe Generale Effekte   3.000   3/25/2022     EUR    68.690
Societe Generale Effekte  10.750   6/24/2022     EUR    47.620
Societe Generale Effekte   6.250   7/22/2022     EUR    55.980
Societe Generale Effekte   8.250   7/22/2022     EUR    51.530
Societe Generale Effekte  10.250   7/22/2022     EUR    48.510
Vontobel Financial Produ   9.500   6/24/2022     EUR    51.530
Vontobel Financial Produ  15.750   6/24/2022     EUR    69.120
Landesbank Baden-Wuertte   3.150   7/22/2022     EUR    61.010
DZ Bank AG Deutsche Zent  17.500   6/24/2022     EUR    66.730
Vontobel Financial Produ  13.000   9/23/2022     EUR    57.150
Vontobel Financial Produ  18.000   9/23/2022     EUR    53.980
Vontobel Financial Produ  11.500   9/23/2022     EUR    60.490
Raiffeisen Schweiz Genos  12.000  10/13/2022     CHF    67.020
Leonteq Securities AG/Gu  21.420   7/27/2022     CHF    47.080
DZ Bank AG Deutsche Zent  19.700   6/24/2022     EUR    74.830
DZ Bank AG Deutsche Zent  23.300   3/25/2022     EUR    67.930
DZ Bank AG Deutsche Zent  16.100   3/25/2022     EUR    36.970
DZ Bank AG Deutsche Zent  10.300   3/25/2022     EUR    67.360
DZ Bank AG Deutsche Zent  16.200   3/25/2022     EUR    61.170
DZ Bank AG Deutsche Zent   8.900   6/24/2022     EUR    67.830
Landesbank Baden-Wuertte   3.300   1/27/2023     EUR    64.920
Landesbank Baden-Wuertte   7.200   1/27/2023     EUR    58.940
Landesbank Baden-Wuertte   5.400   1/27/2023     EUR    53.560
Landesbank Baden-Wuertte   4.200   1/27/2023     EUR    66.280
Landesbank Baden-Wuertte   6.600   1/27/2023     EUR    59.400
Leonteq Securities AG/Gu  10.750  10/28/2022     EUR    43.490
Landesbank Baden-Wuertte   4.000   8/22/2025     EUR    69.300
Raiffeisen Centrobank AG   7.500   09/01/2023    EUR    62.580
Bank Julius Baer & Co Lt   9.600   7/29/2022     USD    58.700
Vontobel Financial Produ  16.520   1/30/2023     EUR    69.720
Bank Vontobel AG          11.000   08/01/2022    EUR    61.500
Zurcher Kantonalbank Fin  10.500   06/02/2022    CHF    67.580
DZ Bank AG Deutsche Zent  17.200   6/24/2022     EUR    52.820
DZ Bank AG Deutsche Zent  16.700   3/25/2022     EUR    73.980
DZ Bank AG Deutsche Zent  18.400   6/24/2022     EUR    37.200
DZ Bank AG Deutsche Zent  13.300   6/24/2022     EUR    62.920
Zurcher Kantonalbank Fin  14.000   08/02/2022    CHF    68.690
UniCredit Bank AG         12.400   8/17/2022     EUR    59.620
UniCredit Bank AG          5.750   8/17/2022     EUR    66.490
Landesbank Baden-Wuertte   5.150   1/27/2023     EUR    61.700
Landesbank Baden-Wuertte   7.250   1/27/2023     EUR    51.530
Landesbank Baden-Wuertte   8.750   1/27/2023     EUR    56.110
Vontobel Financial Produ  14.000   4/26/2022     CHF    49.190
Raiffeisen Schweiz Genos  13.000   07/05/2022    CHF    69.240
Corner Banca SA           14.000   11/02/2022    CHF    41.400
Societe Generale Effekte   3.000   6/24/2022     EUR    66.110
DZ Bank AG Deutsche Zent   7.500  12/23/2022     EUR    68.510
DZ Bank AG Deutsche Zent  10.000  12/23/2022     EUR    64.610
DZ Bank AG Deutsche Zent   7.500   6/24/2022     EUR    70.450
DZ Bank AG Deutsche Zent  10.000   6/24/2022     EUR    65.310
Zurcher Kantonalbank Fin  29.250   08/09/2022    CHF    53.860
Leonteq Securities AG/Gu  10.000   07/12/2023    CHF    67.980
Vontobel Financial Produ   8.000   6/24/2022     EUR    65.640
Vontobel Financial Produ   9.500   6/24/2022     EUR    63.660
Vontobel Financial Produ  20.000   6/24/2022     EUR    51.060
Vontobel Financial Produ  14.500   6/24/2022     EUR    58.880
Landesbank Baden-Wuertte   3.300   5/27/2022     EUR    51.800
Vontobel Financial Produ   8.500   9/23/2022     EUR    63.850
Vontobel Financial Produ  15.000   9/23/2022     EUR    58.190
Vontobel Financial Produ  13.000   9/23/2022     EUR    70.130
Zurcher Kantonalbank Fin  19.000   7/22/2022     CHF    55.670
DZ Bank AG Deutsche Zent  20.800   3/25/2022     EUR    68.820
DZ Bank AG Deutsche Zent  16.400   6/24/2022     EUR    71.870
EFG International Financ  10.030   7/26/2022     USD    56.120
Zurcher Kantonalbank Fin   8.500   08/11/2022    CHF    70.240
Raiffeisen Schweiz Genos  18.520   7/13/2022     CHF    46.250
Basler Kantonalbank       12.000  10/14/2022     CHF    72.160
Leonteq Securities AG/Gu   6.200   5/20/2022     EUR    71.300
Societe Generale Effekte   5.750   5/27/2022     EUR    70.640
Societe Generale Effekte  11.750   5/27/2022     EUR    55.210
Societe Generale Effekte  15.750   5/27/2022     EUR    49.770
Leonteq Securities AG/Gu  22.860   8/24/2022     CHF    68.090
Zurcher Kantonalbank Fin  13.750   09/01/2022    CHF    44.680
EFG International Financ  12.000   03/01/2023    CHF    51.650
EFG International Financ  13.000   8/25/2022     CHF    58.850
UniCredit Bank AG          7.450  11/18/2024     EUR    62.810
Vontobel Financial Produ  16.750   6/24/2022     EUR    67.440
Leonteq Securities AG     24.480  10/14/2022     CHF    56.950
Landesbank Baden-Wuertte   4.000  10/28/2022     EUR    75.240
DZ Bank AG Deutsche Zent  15.000  10/26/2022     EUR    50.530
EFG International Financ  14.000   8/25/2022     USD    51.780
Vontobel Financial Produ  12.000   9/27/2022     EUR    46.870
Landesbank Baden-Wuertte   9.000  10/28/2022     EUR    68.680
Landesbank Baden-Wuertte   6.500  10/28/2022     EUR    71.770
Vontobel Financial Produ  18.000   9/23/2022     EUR    62.920
Vontobel Financial Produ  14.000   9/23/2022     EUR    60.940
Leonteq Securities AG/Gu  10.000  12/13/2022     USD    51.960
Vontobel Financial Produ   9.500   9/23/2022     EUR    65.460
Vontobel Financial Produ  20.500   9/23/2022     EUR    48.040
Vontobel Financial Produ   8.000   9/23/2022     EUR    64.580
Vontobel Financial Produ  14.000   6/24/2022     EUR    70.690
Vontobel Financial Produ  18.500   6/24/2022     EUR    50.330
Leonteq Securities AG/Gu  25.020   8/23/2022     CHF    48.640
Societe Generale Effekte  15.250   8/26/2022     EUR    44.000
Landesbank Baden-Wuertte   2.300   6/24/2022     EUR    59.610
Societe Generale Effekte  20.500   3/25/2022     EUR    38.060
Landesbank Baden-Wuertte   4.000   5/27/2022     EUR    49.860
Landesbank Baden-Wuertte   3.300   5/27/2022     EUR    59.720
Goldman Sachs & Co Wertp  22.000   7/20/2022     EUR    72.470
Leonteq Securities AG/Gu  23.000   09/09/2022    CHF    60.010
UniCredit Bank AG         10.300   9/27/2024     EUR    69.880
Zurcher Kantonalbank Fin  26.500   8/31/2022     CHF    51.720
Corner Banca SA           14.600  12/13/2022     CHF    50.490
Leonteq Securities AG     15.000   9/13/2022     CHF    44.970
Corner Banca SA           17.000  12/13/2022     USD    61.650
Corner Banca SA           20.000   9/13/2022     CHF    54.150
Leonteq Securities AG     10.000   03/10/2023    CHF    52.590
Vontobel Financial Produ  11.250   9/23/2022     EUR    66.270
Leonteq Securities AG/Gu  18.000   9/13/2022     USD    49.020
Vontobel Financial Produ  19.000   6/24/2022     EUR    53.050
Vontobel Financial Produ  14.750   6/24/2022     EUR    46.340
DekaBank Deutsche Giroze   2.800   05/02/2022    EUR    56.650
Bank Julius Baer & Co Lt  10.500   2/24/2023     USD    48.100
Leonteq Securities AG/Gu  22.200   10/04/2022    CHF    48.210
Leonteq Securities AG/Gu  25.200   10/04/2022    CHF    68.450
Vontobel Financial Produ  21.250   9/23/2022     EUR    60.270
Landesbank Baden-Wuertte   3.100   6/24/2022     EUR    70.530
Landesbank Baden-Wuertte   6.400   5/27/2022     EUR    51.880
Landesbank Baden-Wuertte   8.500   5/27/2022     EUR    49.200
Landesbank Baden-Wuertte   7.700   5/27/2022     EUR    68.790
Landesbank Baden-Wuertte   2.050   6/24/2022     EUR    73.540
Landesbank Baden-Wuertte   6.700   5/27/2022     EUR    44.240
Leonteq Securities AG     14.200   09/01/2022    CHF    65.650
Landesbank Baden-Wuertte   4.350   6/24/2022     EUR    67.850
Landesbank Baden-Wuertte   4.550   5/27/2022     EUR    55.100
Danske Bank A/S           10.300   07/09/2023    SEK    11.600
Leonteq Securities AG/Gu  25.030   2/25/2022     USD    30.500
Raiffeisen Switzerland B   4.800  11/23/2023     CHF    68.590
DekaBank Deutsche Giroze   2.600  10/24/2023     EUR    67.130
Vontobel Financial Produ  10.000   6/24/2022     EUR    67.970
Vontobel Financial Produ   9.000   3/25/2022     EUR    69.590
Vontobel Financial Produ  15.000   6/24/2022     EUR    62.580
Vontobel Financial Produ  18.500   3/25/2022     EUR    59.000
Raiffeisen Schweiz Genos   5.000   04/05/2022    CHF    74.710
Zurcher Kantonalbank Fin  17.000   06/07/2022    USD    55.340
Landesbank Baden-Wuertte   3.000  12/23/2022     EUR    68.190
Societe Generale Effekte  13.750   5/27/2022     EUR    52.200
EFG International Financ   6.300   5/26/2023     USD    57.470
DZ Bank AG Deutsche Zent  22.200   3/25/2022     EUR    70.900
DZ Bank AG Deutsche Zent  22.000   6/24/2022     EUR    64.540
DZ Bank AG Deutsche Zent  12.000   3/23/2022     EUR    69.410
Raiffeisen Schweiz Genos  12.500   7/26/2022     CHF    54.850
Raiffeisen Schweiz Genos  14.000   7/26/2022     CHF    57.120
Raiffeisen Schweiz Genos   9.500   1/26/2023     CHF    64.310
Bank Julius Baer & Co Lt  10.800   5/25/2022     USD    43.950
Zurcher Kantonalbank Fin  24.500   06/02/2022    CHF    70.810
Vontobel Financial Produ   8.500   5/25/2022     USD    57.260
Credit Suisse AG/London   15.750   11/10/2022    CHF    49.180
Leonteq Securities AG     12.000   1/18/2023     CHF    58.040
Leonteq Securities AG/Gu  11.000  10/18/2022     CHF    49.700
Vontobel Financial Produ  17.850   04/05/2022    EUR    61.930
DZ Bank AG Deutsche Zent  13.300   9/23/2022     EUR    71.680
Leonteq Securities AG     25.680   9/23/2022     CHF    49.320
Leonteq Securities AG     20.880   9/23/2022     CHF    46.050
Vontobel Financial Produ  11.000   9/23/2022     EUR    68.220
Vontobel Financial Produ   7.500   9/23/2022     EUR    65.600
Vontobel Financial Produ  12.500   9/23/2022     EUR    61.150
Vontobel Financial Produ  15.500   9/23/2022     EUR    59.800
Vontobel Financial Produ  17.500   9/23/2022     EUR    59.090
Vontobel Financial Produ   8.500   9/23/2022     EUR    64.840
Societe Generale Effekte  10.500  10/28/2022     EUR    50.580
Societe Generale Effekte  12.500  10/28/2022     EUR    48.440
Societe Generale Effekte  14.500  10/28/2022     EUR    46.960
Societe Generale Effekte  16.250   9/23/2022     EUR    64.090
Vontobel Financial Produ  16.500   9/23/2022     EUR    71.910
Leonteq Securities AG     15.000   11/08/2022    CHF    54.350
Leonteq Securities AG/Gu  13.000   11/08/2022    CHF    54.720
UniCredit Bank AG          7.400   12/07/2022    EUR    68.180
UBS AG/London             26.750  11/18/2022     USD    69.050
Vontobel Financial Produ  10.500  12/23/2022     EUR    69.180
Vontobel Financial Produ  10.500   9/23/2022     EUR    66.970
Credit Suisse AG/London    9.250   11/10/2022    CHF    52.420
Credit Suisse AG/London   17.000   11/10/2022    USD    49.320
Credit Suisse AG/London    8.000   2/13/2023     CHF    71.860
Leonteq Securities AG/Gu  11.360  11/30/2022     USD    62.280
UniCredit Bank AG         11.700  12/15/2022     EUR    71.700
Raiffeisen Schweiz Genos  10.000  11/15/2022     CHF    69.310
UBS AG/London              6.750   5/18/2023     USD    67.700
Vontobel Financial Produ  17.000  12/23/2022     EUR    67.540
Societe Generale Effekte   5.750  10/28/2022     EUR    65.030
Goldman Sachs & Co Wertp  22.000   5/25/2022     EUR    71.860
Goldman Sachs & Co Wertp  19.000   7/20/2022     EUR    73.980
Leonteq Securities AG/Gu  22.000   09/09/2022    CHF    43.340
Vontobel Financial Produ  17.850   03/10/2022    USD    62.280
Zurcher Kantonalbank Fin  27.500   8/31/2022     USD    51.610
Raiffeisen Schweiz Genos  14.000   2/20/2023     CHF    50.510
Leonteq Securities AG     11.000   2/23/2023     CHF    45.510
DZ Bank AG Deutsche Zent   9.750   9/21/2022     EUR    49.480
DZ Bank AG Deutsche Zent  14.500   9/21/2022     EUR    46.750
Goldman Sachs & Co Wertp  23.000   6/22/2022     EUR    71.110
Goldman Sachs & Co Wertp  20.000   8/24/2022     EUR    73.550
Goldman Sachs & Co Wertp  19.000   9/21/2022     EUR    74.470
Societe Generale Effekte  16.750   6/24/2022     EUR    41.880
Societe Generale Effekte  16.000   7/22/2022     EUR    42.780
Vontobel Financial Produ  17.000   9/23/2022     EUR    69.290
Bank Julius Baer & Co Lt  14.580   09/09/2022    USD    41.650
Citigroup Global Markets   8.200   3/21/2024     SEK    67.390
Leonteq Securities AG/Gu  26.200   09/07/2022    CHF    50.200
Leonteq Securities AG/Gu  24.800   09/07/2022    CHF    53.150
Leonteq Securities AG     15.000  11/23/2022     CHF    48.880
DZ Bank AG Deutsche Zent  14.500   9/21/2022     EUR    73.380
Leonteq Securities AG/Gu  13.000   8/23/2022     CHF    49.420
Leonteq Securities AG/Gu   8.000   8/23/2023     CHF    55.260
Bank Julius Baer & Co Lt  14.500   02/10/2023    CHF    54.300
Leonteq Securities AG/Gu  20.000   08/10/2022    CHF    59.570
Leonteq Securities AG/Gu  22.310   08/10/2022    USD    32.540
DZ Bank AG Deutsche Zent  17.600   3/25/2022     EUR    66.410
DZ Bank AG Deutsche Zent  16.300   9/23/2022     EUR    68.990
DZ Bank AG Deutsche Zent  21.100   9/23/2022     EUR    64.250
DZ Bank AG Deutsche Zent  21.800   9/23/2022     EUR    65.800
DZ Bank AG Deutsche Zent  22.900   6/24/2022     EUR    60.070
DZ Bank AG Deutsche Zent  16.400   9/23/2022     EUR    67.200
DZ Bank AG Deutsche Zent  18.000   9/23/2022     EUR    65.150
DZ Bank AG Deutsche Zent  21.300   9/23/2022     EUR    61.470
DZ Bank AG Deutsche Zent  23.000   9/23/2022     EUR    60.160
DZ Bank AG Deutsche Zent  12.700   9/23/2022     EUR    68.920
DZ Bank AG Deutsche Zent  14.500   9/23/2022     EUR    67.190
DZ Bank AG Deutsche Zent  24.300   3/25/2022     EUR    57.980
DZ Bank AG Deutsche Zent  15.500  12/21/2022     EUR    63.540
Leonteq Securities AG/Gu  20.000   8/23/2022     USD    34.240
Bank Vontobel AG          15.000   2/20/2023     CHF    53.500
Goldman Sachs & Co Wertp  23.000   4/21/2022     EUR    70.770
Goldman Sachs & Co Wertp  18.000   5/25/2022     EUR    73.840
Vontobel Financial Produ  12.000   3/25/2022     EUR    65.570
Vontobel Financial Produ  12.500   6/24/2022     EUR    65.070
UniCredit Bank AG          4.000  11/21/2022     EUR    63.390
Goldman Sachs & Co Wertp  21.000   3/23/2022     EUR    71.820
Zurcher Kantonalbank Fin   8.000   07/01/2022    CHF    66.580
Zurcher Kantonalbank Fin  18.000   07/01/2022    USD    68.010
Societe Generale Effekte  12.000   7/22/2022     EUR    51.230
Societe Generale Effekte  14.000   7/22/2022     EUR    49.130
Vontobel Financial Produ  12.250   6/24/2022     EUR    71.870
Societe Generale Effekte   4.000   7/22/2022     EUR    69.760
Societe Generale Effekte   6.000   7/22/2022     EUR    62.820
Societe Generale Effekte   8.000   7/22/2022     EUR    57.690
Societe Generale Effekte  10.000   7/22/2022     EUR    53.970
Vontobel Financial Produ   9.500   6/24/2022     EUR    48.780
Vontobel Financial Produ  12.000   6/24/2022     EUR    68.730
Vontobel Financial Produ  14.000   6/24/2022     EUR    56.700
Vontobel Financial Produ  18.500   6/24/2022     EUR    54.110
Vontobel Financial Produ  10.500   6/24/2022     EUR    60.380
Vontobel Financial Produ   7.000   6/24/2022     EUR    64.910
Vontobel Financial Produ  20.000   6/24/2022     EUR    64.420
Leonteq Securities AG     16.000   6/28/2022     CHF    44.900
Leonteq Securities AG     18.000   9/28/2022     CHF    65.450
Corner Banca SA           14.000   9/28/2022     CHF    68.370
Leonteq Securities AG     17.000   6/28/2022     CHF    36.160
Leonteq Securities AG     14.000  12/28/2022     CHF    51.570
Raiffeisen Schweiz Genos  12.000  12/28/2022     CHF    70.780
Leonteq Securities AG/Gu  12.000   6/28/2022     CHF    32.020
Leonteq Securities AG/Gu  22.560   6/24/2022     CHF    36.460
Leonteq Securities AG/Gu  17.000   6/28/2022     USD    61.180
Leonteq Securities AG/Gu  26.030   6/24/2022     CHF    37.390
Raiffeisen Schweiz Genos  13.000   6/29/2022     CHF    67.110
Raiffeisen Schweiz Genos  10.000   6/29/2022     CHF    64.760
Raiffeisen Schweiz Genos  20.000   6/29/2022     CHF    45.500
Raiffeisen Schweiz Genos  11.000   6/29/2022     CHF    62.770
DZ Bank AG Deutsche Zent   8.500   9/21/2022     EUR    71.520
Vontobel Financial Produ   9.400  12/30/2022     CHF    41.000
Erste Group Bank AG        4.500   08/02/2025    EUR    72.100
Erste Group Bank AG        5.500   08/02/2025    EUR    63.400
Leonteq Securities AG/Gu  20.000   6/29/2022     CHF    50.970
Leonteq Securities AG/Gu  24.020   6/29/2022     CHF    52.790
UniCredit Bank AG         10.100   7/27/2022     EUR    63.010
UniCredit Bank AG          9.800   7/27/2022     EUR    52.780
UniCredit Bank AG          9.250   7/27/2022     EUR    67.420
Zurcher Kantonalbank Fin  15.750   07/08/2022    USD    46.270
Bank Vontobel AG           7.000  12/27/2022     CHF    60.000
Zurcher Kantonalbank Fin  10.400   07/08/2022    CHF    65.660
Landesbank Baden-Wuertte   4.150   6/23/2023     EUR    54.560
Landesbank Baden-Wuertte   2.800   6/23/2023     EUR    56.700
Landesbank Baden-Wuertte   3.800   6/23/2023     EUR    51.590
Landesbank Baden-Wuertte   2.600   6/23/2023     EUR    54.430
Landesbank Baden-Wuertte   4.500   6/23/2023     EUR    72.890
Landesbank Baden-Wuertte   3.350   6/23/2023     EUR    74.840
Landesbank Baden-Wuertte   5.000   6/23/2023     EUR    49.660
Landesbank Baden-Wuertte   7.250   6/23/2023     EUR    72.630
Landesbank Baden-Wuertte   5.600   6/23/2023     EUR    74.590
Leonteq Securities AG/Gu   8.410   4/21/2022     EUR    53.190
Bank Julius Baer & Co Lt   9.300   01/09/2023    USD    70.650
Bank Julius Baer & Co Lt   9.250   10/07/2022    USD    51.200
Leonteq Securities AG/Gu  24.600   10/07/2022    CHF    48.790
Leonteq Securities AG/Gu  26.400   10/07/2022    CHF    52.650
Societe Generale Effekte   7.000   6/24/2022     EUR    67.190
Societe Generale Effekte  17.000   6/24/2022     EUR    50.480
Societe Generale Effekte   8.250   7/22/2022     EUR    62.730
Societe Generale Effekte  12.500   9/23/2022     EUR    55.150
Societe Generale Effekte  14.500   9/23/2022     EUR    53.280
Societe Generale Effekte   9.500  10/28/2022     EUR    59.250
Societe Generale Effekte  18.250   5/27/2022     EUR    49.110
Vontobel Financial Produ  13.250   9/23/2022     EUR    72.850
Leonteq Securities AG/Gu  12.000   10/11/2022    CHF    51.010
Vontobel Financial Produ  11.750   9/23/2022     EUR    67.340
Leonteq Securities AG     11.000   01/11/2023    CHF    54.550
Leonteq Securities AG/Gu  17.000   01/12/2023    USD    70.340
Leonteq Securities AG/Gu  18.000   10/12/2022    USD    52.670
Raiffeisen Schweiz Genos  18.000   10/12/2022    CHF    55.500
Leonteq Securities AG     22.440   10/11/2022    CHF    47.350
UniCredit Bank AG          7.400   11/09/2022    EUR    69.390
UniCredit Bank AG         11.900   11/09/2022    EUR    51.710
DZ Bank AG Deutsche Zent  22.900   9/23/2022     EUR    68.980
DZ Bank AG Deutsche Zent  20.000   6/24/2022     EUR    48.190
DZ Bank AG Deutsche Zent  16.400   9/23/2022     EUR    50.660
Societe Generale Effekte  10.750   5/27/2022     EUR    60.850
Societe Generale Effekte  20.750   5/27/2022     EUR    50.910
Societe Generale Effekte   9.500   6/24/2022     EUR    63.540
Societe Generale Effekte  11.500   6/24/2022     EUR    59.890
Societe Generale Effekte  13.500   6/24/2022     EUR    57.160
Societe Generale Effekte  15.500   6/24/2022     EUR    55.070
Societe Generale Effekte  19.500   6/24/2022     EUR    52.120
Societe Generale Effekte  10.750   7/22/2022     EUR    61.300
Societe Generale Effekte  12.750   7/22/2022     EUR    58.350
Societe Generale Effekte  14.750   7/22/2022     EUR    56.130
Societe Generale Effekte  16.750   7/22/2022     EUR    54.350
Societe Generale Effekte  18.750   7/22/2022     EUR    52.980
Societe Generale Effekte   9.750   8/26/2022     EUR    63.100
Societe Generale Effekte  11.750   8/26/2022     EUR    59.960
Societe Generale Effekte  13.750   8/26/2022     EUR    57.510
Societe Generale Effekte  15.750   8/26/2022     EUR    55.620
Societe Generale Effekte  17.750   8/26/2022     EUR    54.180
Societe Generale Effekte   9.000   9/23/2022     EUR    64.330
Societe Generale Effekte  11.000   9/23/2022     EUR    60.980
Societe Generale Effekte  17.000   9/23/2022     EUR    55.000
Societe Generale Effekte   8.000  10/28/2022     EUR    65.960
EFG International Financ  14.000  10/13/2022     CHF    53.530
Vontobel Financial Produ  11.500   9/23/2022     EUR    64.210
Vontobel Financial Produ  14.000   9/23/2022     EUR    62.240
Vontobel Financial Produ  16.500   9/23/2022     EUR    60.620
Vontobel Financial Produ  19.500   9/23/2022     EUR    59.610
Vontobel Financial Produ   9.000   9/23/2022     EUR    66.560
Raiffeisen Schweiz Genos  16.200   9/14/2022     CHF    46.070
Raiffeisen Schweiz Genos   9.000   03/10/2023    USD    64.520
Raiffeisen Switzerland B  10.000   03/10/2023    EUR    45.500
DZ Bank AG Deutsche Zent  15.750   9/21/2022     EUR    62.290
Bank Julius Baer & Co Lt   6.000   9/14/2022     CHF    66.900
Bank Julius Baer & Co Lt  13.500   9/14/2022     CHF    50.050
Leonteq Securities AG     24.040   9/14/2022     CHF    68.570
Leonteq Securities AG     20.410   9/14/2022     CHF    41.340
DZ Bank AG Deutsche Zent  12.100   6/24/2022     EUR    64.400
DZ Bank AG Deutsche Zent  10.600   9/23/2022     EUR    66.300
DZ Bank AG Deutsche Zent  16.600   6/24/2022     EUR    68.030
DZ Bank AG Deutsche Zent  19.600   6/24/2022     EUR    65.490
DZ Bank AG Deutsche Zent  16.200   9/23/2022     EUR    68.460
DZ Bank AG Deutsche Zent  16.800   9/23/2022     EUR    56.420
DZ Bank AG Deutsche Zent  22.000   6/24/2022     EUR    66.680
DZ Bank AG Deutsche Zent  21.000   9/23/2022     EUR    67.840
DZ Bank AG Deutsche Zent  19.200   9/23/2022     EUR    73.330
DZ Bank AG Deutsche Zent  14.900   6/24/2022     EUR    66.790
DZ Bank AG Deutsche Zent  13.200   9/23/2022     EUR    69.170
DZ Bank AG Deutsche Zent  17.100   6/24/2022     EUR    57.860
DZ Bank AG Deutsche Zent  15.400   9/23/2022     EUR    61.060
DZ Bank AG Deutsche Zent  21.100   9/23/2022     EUR    56.860
DZ Bank AG Deutsche Zent  21.000   6/24/2022     EUR    69.320
DZ Bank AG Deutsche Zent  19.000   9/23/2022     EUR    67.930
DZ Bank AG Deutsche Zent  23.600   9/23/2022     EUR    63.680
Leonteq Securities AG     24.360   9/13/2022     CHF    48.000
EFG International Financ  22.000   9/15/2022     CHF    52.290
Vontobel Financial Produ  13.000   6/24/2022     EUR    61.840
Vontobel Financial Produ  16.000   6/24/2022     EUR    59.320
Vontobel Financial Produ  14.500   6/24/2022     EUR    60.540
Vontobel Financial Produ  19.500   6/24/2022     EUR    57.370
Vontobel Financial Produ  18.000   6/24/2022     EUR    58.400
Vontobel Financial Produ   9.500   6/24/2022     EUR    68.830
Vontobel Financial Produ  13.500   6/24/2022     EUR    65.020
Vontobel Financial Produ  11.500   6/24/2022     EUR    66.830
Vontobel Financial Produ  17.000   6/24/2022     EUR    62.800
Vontobel Financial Produ  12.500   6/24/2022     EUR    65.900
Vontobel Financial Produ   8.500   6/24/2022     EUR    69.900
Vontobel Financial Produ  19.500   6/24/2022     EUR    61.570
Vontobel Financial Produ  14.500   6/24/2022     EUR    64.180
Vontobel Financial Produ  16.000   6/24/2022     EUR    63.560
Vontobel Financial Produ  10.500   6/24/2022     EUR    67.810
Vontobel Financial Produ  18.000   6/24/2022     EUR    62.080
Vontobel Financial Produ  11.500   6/24/2022     EUR    63.250
EFG International Financ  17.000   9/15/2022     EUR    45.720
EFG International Financ  15.000   9/15/2022     USD    55.250
EFG International Financ  22.900   6/15/2022     CHF    41.960
Bank Julius Baer & Co Lt   8.050  12/16/2022     USD    60.550
Landesbank Baden-Wuertte   9.300   9/23/2022     EUR    66.510
Landesbank Baden-Wuertte   6.000   3/25/2022     EUR    65.100
Landesbank Baden-Wuertte  11.000   3/25/2022     EUR    57.300
Landesbank Baden-Wuertte   2.850   9/23/2022     EUR    66.100
Landesbank Baden-Wuertte   4.700   9/23/2022     EUR    62.560
Landesbank Baden-Wuertte   6.800   9/23/2022     EUR    59.640
Landesbank Baden-Wuertte   4.000   9/23/2022     EUR    72.670
Landesbank Baden-Wuertte   5.800   9/23/2022     EUR    66.240
Landesbank Baden-Wuertte   9.000   9/23/2022     EUR    60.980
Societe Generale Effekte  18.250   6/24/2022     EUR    60.490
Societe Generale Effekte  18.000   5/27/2022     EUR    40.160
Vontobel Financial Produ  19.000   9/23/2022     EUR    43.940
Vontobel Financial Produ  17.000   9/23/2022     EUR    59.040
UBS AG/London             19.750   4/21/2022     USD    36.600
Russian Post FGUP          2.750   12/06/2023    RUB    70.000
Leonteq Securities AG/Gu  24.120  12/28/2022     CHF    57.580
Corner Banca SA           18.000   01/03/2023    USD    70.110
Raiffeisen Switzerland B  20.000  12/30/2022     CHF    71.240
Bank Vontobel AG          14.000   3/30/2023     EUR    58.600
Raiffeisen Switzerland B  20.000   01/06/2023    CHF    73.060
Societe Generale Effekte  23.750   7/22/2022     EUR    56.640
Societe Generale Effekte  21.750   8/26/2022     EUR    57.540
Societe Generale Effekte  20.500   9/23/2022     EUR    58.140
Leonteq Securities AG/Gu  15.000   2/24/2023     USD    69.370
Leonteq Securities AG/Gu  14.000   2/23/2023     CHF    68.180
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    53.360
BNP Paribas Emissions- u  12.000   9/22/2022     EUR    51.330
BNP Paribas Emissions- u  14.000   9/22/2022     EUR    50.610
BNP Paribas Emissions- u  16.000   9/22/2022     EUR    50.010
BNP Paribas Emissions- u  18.000   9/22/2022     EUR    49.540
BNP Paribas Emissions- u  20.000   9/22/2022     EUR    49.190
BNP Paribas Emissions- u   8.000  12/22/2022     EUR    54.570
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    56.230
BNP Paribas Emissions- u  10.000  12/22/2022     EUR    54.170
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    53.910
BNP Paribas Emissions- u  12.000  12/22/2022     EUR    52.120
BNP Paribas Emissions- u  14.000  12/22/2022     EUR    52.100
BNP Paribas Emissions- u  16.000  12/22/2022     EUR    52.190
BNP Paribas Emissions- u  16.000  12/22/2022     EUR    50.660
BNP Paribas Emissions- u  18.000  12/22/2022     EUR    52.310
BNP Paribas Emissions- u  18.000  12/22/2022     EUR    51.020
Credit Suisse AG/London    9.000  11/21/2022     USD    58.570
Vontobel Financial Produ  18.750  12/23/2022     EUR    68.590
Vontobel Financial Produ  13.000  12/23/2022     EUR    61.310
Vontobel Financial Produ  18.750  12/23/2022     EUR    58.330
Vontobel Financial Produ  18.000  12/23/2022     EUR    63.540
Leonteq Securities AG/Gu  20.000   12/02/2022    CHF    65.070
Leonteq Securities AG/Gu  16.400   12/02/2022    CHF    62.990
DekaBank Deutsche Giroze   8.100   8/26/2022     EUR    59.760
Leonteq Securities AG/Gu  11.210   06/06/2023    CHF    61.480
Corner Banca SA           12.600   12/06/2022    CHF    61.630
Leonteq Securities AG     17.100   12/06/2022    CHF    51.910
Leonteq Securities AG/Gu  15.800   12/06/2022    USD    56.050
Leonteq Securities AG/Gu   8.000   12/06/2022    CHF    64.940
Leonteq Securities AG/Gu  12.000   12/06/2022    CHF    49.690
Bank Vontobel AG          14.001   04/01/2022    CHF    36.500
DekaBank Deutsche Giroze   3.750   11/04/2022    EUR    51.150
Alteo Nyrt                 2.450   10/08/2031    HUF    67.800
Bank Julius Baer & Co Lt   8.000   10/07/2022    USD    59.950
Zurcher Kantonalbank Fin  11.250  10/20/2022     USD    45.950
UBS AG/London             14.500  10/17/2022     USD    41.250
UBS AG/London             13.500   4/14/2022     CHF    44.000
UBS AG/London              9.250  10/21/2022     CHF    57.800
Nordea Bank Abp            5.813   7/20/2024     SEK    72.140
Landesbank Baden-Wuertte   3.600   6/23/2023     EUR    61.720
Corner Banca SA           14.000   2/22/2023     USD    69.290
Leonteq Securities AG/Gu  11.000   2/22/2023     USD    60.640
Leonteq Securities AG/Gu  11.000  11/22/2022     CHF    54.760
Zurcher Kantonalbank Fin   7.500   11/11/2022    CHF    72.440
Zurcher Kantonalbank Fin  20.000  11/15/2022     USD    55.240
Zurcher Kantonalbank Fin  19.000  11/15/2022     CHF    54.930
Zurcher Kantonalbank Fin   6.400  11/16/2022     USD    68.500
Bank Vontobel AG           6.500   2/20/2023     CHF    51.600
Bank Vontobel AG          21.750   5/26/2023     CHF    66.800
Bank Vontobel AG          12.500   2/27/2023     CHF    57.800
Bank Vontobel AG          18.250   5/26/2023     EUR    53.500
Bank Vontobel AG          12.000  11/28/2022     CHF    63.500
Credit Suisse AG/London   13.500  11/28/2022     CHF    57.880
Credit Suisse AG/London   15.000  11/29/2022     USD    57.690
Bank Vontobel AG           9.000   2/21/2023     CHF    66.900
Bank Vontobel AG          12.250  11/28/2022     CHF    61.900
Raiffeisen Switzerland B  19.000   12/06/2022    CHF    58.370
Leonteq Securities AG/Gu  22.200   12/07/2022    CHF    60.000
DZ Bank AG Deutsche Zent  16.700  12/23/2022     EUR    62.360
Societe Generale Effekte  20.500  12/23/2022     EUR    71.870
DZ Bank AG Deutsche Zent  10.500   5/25/2022     EUR    46.000
DZ Bank AG Deutsche Zent  11.500   6/22/2022     EUR    74.620
DZ Bank AG Deutsche Zent  10.000  12/23/2022     EUR    61.040
Zurcher Kantonalbank Fin  21.500  12/20/2022     CHF    65.180
Zurcher Kantonalbank Fin  22.500  12/20/2022     USD    65.110
Corner Banca SA           14.000   3/27/2023     CHF    67.570
Credit Suisse AG/London   20.000  12/21/2022     USD    58.810
Bank Vontobel AG          20.000  12/27/2022     CHF    67.400
Bank Vontobel AG           9.500  12/27/2023     CHF    63.500
Bank Vontobel AG          18.750  12/27/2022     CHF    66.700
Raiffeisen Schweiz Genos  17.500  12/27/2022     CHF    61.500
Raiffeisen Switzerland B  15.000  12/27/2022     CHF    62.340
DZ Bank AG Deutsche Zent  12.250   6/22/2022     EUR    49.670
DZ Bank AG Deutsche Zent  14.750  12/21/2022     EUR    61.700
DZ Bank AG Deutsche Zent  13.000   3/22/2023     EUR    62.550
Societe Generale Effekte  24.250   7/22/2022     EUR    71.920
Societe Generale Effekte  26.250   7/22/2022     EUR    71.150
Societe Generale Effekte  21.750   8/26/2022     EUR    72.370
Societe Generale Effekte  23.750   8/26/2022     EUR    71.600
Societe Generale Effekte  25.750   8/26/2022     EUR    70.950
Societe Generale Effekte  22.000   9/23/2022     EUR    71.820
Societe Generale Effekte  20.250  10/28/2022     EUR    72.170
Societe Generale Effekte  22.250  10/28/2022     EUR    71.550
Societe Generale Effekte  21.000  11/25/2022     EUR    71.850
DZ Bank AG Deutsche Zent  18.100   3/24/2023     EUR    70.320
Societe Generale Effekte  12.500  10/28/2022     EUR    70.690
Societe Generale Effekte  14.500  10/28/2022     EUR    69.130
Societe Generale Effekte  18.500  10/28/2022     EUR    66.940
Societe Generale Effekte  11.500  11/25/2022     EUR    71.320
Societe Generale Effekte  13.500  11/25/2022     EUR    69.670
Societe Generale Effekte  17.500  11/25/2022     EUR    67.350
DZ Bank AG Deutsche Zent  24.600   9/23/2022     EUR    67.530
DZ Bank AG Deutsche Zent  20.600  12/23/2022     EUR    68.990
DZ Bank AG Deutsche Zent  21.300   1/27/2023     EUR    69.030
Societe Generale Effekte  16.250   9/23/2022     EUR    69.000
Societe Generale Effekte  18.250   9/23/2022     EUR    67.910
Societe Generale Effekte  10.750  12/23/2022     EUR    72.360
Societe Generale Effekte  14.750  12/23/2022     EUR    69.280
Societe Generale Effekte  18.750  12/23/2022     EUR    67.720
Credit Suisse AG/London    9.000   11/03/2022    CHF    55.710
Banque Internationale a   11.000   11/09/2022    CHF    56.140
Leonteq Securities AG/Gu  21.600   11/09/2022    CHF    45.760
DZ Bank AG Deutsche Zent   9.400  12/23/2022     EUR    72.170
DZ Bank AG Deutsche Zent  15.600  12/23/2022     EUR    68.610
DZ Bank AG Deutsche Zent  12.500  12/23/2022     EUR    74.850
DZ Bank AG Deutsche Zent   9.600  12/23/2022     EUR    48.450
DZ Bank AG Deutsche Zent  18.200  12/23/2022     EUR    71.350
DZ Bank AG Deutsche Zent  22.800  12/23/2022     EUR    68.580
DZ Bank AG Deutsche Zent  15.600  12/23/2022     EUR    73.820
DZ Bank AG Deutsche Zent  17.100  12/23/2022     EUR    58.710
DZ Bank AG Deutsche Zent  18.800   9/23/2022     EUR    67.320
Vontobel Financial Produ   9.500  12/23/2022     EUR    48.880
Zurcher Kantonalbank Fin  20.500   11/04/2022    CHF    65.580
Zurcher Kantonalbank Fin  30.000   1/18/2023     USD    61.630
Societe Generale Effekte  22.250   9/23/2022     EUR    65.610
Societe Generale Effekte  10.500  10/28/2022     EUR    72.660
Societe Generale Effekte  16.500  10/28/2022     EUR    67.900
Societe Generale Effekte  20.500  10/28/2022     EUR    66.270
Societe Generale Effekte  15.500  11/25/2022     EUR    68.340
Societe Generale Effekte  19.500  11/25/2022     EUR    66.580
DZ Bank AG Deutsche Zent  21.700   9/23/2022     EUR    68.390
DZ Bank AG Deutsche Zent  18.500  12/23/2022     EUR    69.530
DZ Bank AG Deutsche Zent  19.400   1/27/2023     EUR    69.380
DZ Bank AG Deutsche Zent  16.500   3/24/2023     EUR    70.960
Vontobel Financial Produ  20.250   05/09/2022    USD    75.300
SG Issuer SA              19.750   11/08/2022    EUR    57.580
Leonteq Securities AG/Gu  21.600   11/08/2022    CHF    55.770
Credit Suisse AG/London   14.000   11/02/2022    CHF    48.160
Barclays Bank PLC          0.438   11/08/2023    USD     9.677
Leonteq Securities AG/Gu  25.200   11/09/2022    CHF    64.090
UniCredit Bank AG          8.150  11/30/2022     EUR    67.310
DZ Bank AG Deutsche Zent  14.700  12/23/2022     EUR    47.160
DZ Bank AG Deutsche Zent  15.100   9/23/2022     EUR    73.660
Raiffeisen Switzerland B  17.500   11/08/2022    USD    51.840
Bank Julius Baer & Co Lt   7.900   2/13/2023     EUR    69.300
DZ Bank AG Deutsche Zent  19.300   9/23/2022     EUR    60.260
Societe Generale Effekte  18.500  12/23/2022     EUR    72.520
Skandinaviska Enskilda B   6.000   1/15/2025     SEK    62.130
Pongs & Zahn AG            8.500                 EUR     0.031
UBS AG/London             16.250   05/03/2023    USD    56.300
Credit Suisse AG/London   13.000   12/05/2022    EUR    51.170
Leonteq Securities AG/Gu  30.000   1/18/2023     CHF    71.770
DZ Bank AG Deutsche Zent  15.500   9/21/2022     EUR    59.130
DZ Bank AG Deutsche Zent  10.500   6/22/2022     EUR    63.650
Zurcher Kantonalbank Fin  29.000   1/17/2023     CHF    61.480
Raiffeisen Schweiz Genos  10.000  12/31/2024     CHF    71.250
Leonteq Securities AG      7.500   11/08/2022    CHF    59.710
Raiffeisen Schweiz Genos   3.400   3/21/2025     CHF    74.000
Raiffeisen Schweiz Genos   2.700   9/22/2026     CHF    68.090
Leonteq Securities AG      3.900  12/20/2024     CHF    73.570
Leonteq Securities AG/Gu  24.800  11/29/2022     CHF    52.800
DZ Bank AG Deutsche Zent  14.500  12/21/2022     EUR    50.020
Raiffeisen Schweiz Genos  18.000  10/19/2022     CHF    57.630
Zurcher Kantonalbank Fin  18.250  11/22/2022     CHF    56.390
Zurcher Kantonalbank Fin  23.000  11/22/2022     CHF    63.250
UniCredit Bank AG          5.050  11/16/2022     EUR    69.910
Raiffeisen Switzerland B   8.800   2/22/2023     CHF    62.740
Raiffeisen Schweiz Genos  16.000  11/22/2022     CHF    65.650
Raiffeisen Schweiz Genos  12.000  11/22/2022     CHF    46.440
Leonteq Securities AG/Gu  24.420  11/22/2022     CHF    57.830
Leonteq Securities AG/Gu  14.000   2/22/2023     EUR    63.900
Leonteq Securities AG/Gu  27.300  11/22/2022     USD    59.450
UniCredit Bank AG          4.200   12/06/2022    EUR    66.490
Societe Generale Effekte  14.250   9/23/2022     EUR    70.400
Societe Generale Effekte  13.750   8/26/2022     EUR    71.660
Societe Generale Effekte  15.750   8/26/2022     EUR    69.920
Societe Generale Effekte  19.750   8/26/2022     EUR    67.480
Societe Generale Effekte  12.250   9/23/2022     EUR    72.240
Societe Generale Effekte  20.250   9/23/2022     EUR    67.060
Societe Generale Effekte  12.750  12/23/2022     EUR    70.580
Societe Generale Effekte  16.750  12/23/2022     EUR    68.380
Societe Generale Effekte  17.750   8/26/2022     EUR    68.530
Vontobel Financial Produ  26.150   4/26/2022     EUR    41.780
Leonteq Securities AG     18.000  11/22/2022     CHF    59.540
Leonteq Securities AG     18.000   2/22/2023     CHF    63.630
Societe Generale Effekte  21.250   5/27/2022     EUR    44.940
Credit Suisse AG/London   10.500  10/26/2022     CHF    48.850
Leonteq Securities AG     10.000   5/22/2023     CHF    70.130
Credit Suisse AG/London   11.500  11/14/2022     USD    61.420
Zurcher Kantonalbank Fin  14.500   11/11/2022    CHF    58.210
Societe Generale Effekte  28.250   7/22/2022     EUR    70.510
Societe Generale Effekte  20.000   9/23/2022     EUR    72.600
Societe Generale Effekte  24.000   9/23/2022     EUR    71.190
Societe Generale Effekte  19.000  11/25/2022     EUR    72.430
Vontobel Financial Produ  27.900   05/09/2022    EUR    46.600
EFG International Financ  13.400  10/31/2022     CHF    63.750
DekaBank Deutsche Giroze   3.700  11/25/2022     EUR    66.770
Leonteq Securities AG     25.200  10/21/2022     CHF    54.150
Vontobel Financial Produ  12.500  12/23/2022     EUR    50.520
BNP Paribas Emissions- u  20.000   3/24/2022     EUR    44.510
BNP Paribas Emissions- u  20.000   3/24/2022     EUR    42.650
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    52.210
Vontobel Financial Produ  15.250  12/23/2022     EUR    68.150
BNP Paribas Emissions- u  15.000   6/23/2022     EUR    66.890
BNP Paribas Emissions- u  10.000   9/22/2022     EUR    54.380
DekaBank Deutsche Giroze   3.250  11/25/2022     EUR    70.990
BNP Paribas Emissions- u  14.000   3/24/2022     EUR    66.290
BNP Paribas Emissions- u  18.000   3/24/2022     EUR    66.600
BNP Paribas Emissions- u  20.000   6/23/2022     EUR    64.510
BNP Paribas Emissions- u  18.000   9/22/2022     EUR    68.220
BNP Paribas Emissions- u  16.000   6/23/2022     EUR    48.070
BNP Paribas Emissions- u  16.000   3/24/2022     EUR    46.240
BNP Paribas Emissions- u  18.000   3/24/2022     EUR    44.350
Leonteq Securities AG/Gu  17.000  10/25/2022     USD    51.600
Leonteq Securities AG/Gu  13.000  10/25/2022     USD    54.020
Vontobel Financial Produ  18.250   9/23/2022     EUR    48.050
Credit Suisse AG/London    4.000   2/17/2025     EUR     0.010
Danske Bank A/S            6.860   07/09/2022    SEK    25.860
Leonteq Securities AG/Gu   7.600   1/23/2023     CHF    67.060
Zurcher Kantonalbank Fin   6.300  12/16/2022     CHF    53.620
Skandinaviska Enskilda B   7.450   1/15/2025     SEK    66.380
BNP Paribas Issuance BV    7.200  12/17/2024     SEK    72.890
Skandinaviska Enskilda B   6.250   1/15/2025     SEK    72.600
WEB Windenergie AG         6.500                 EUR     0.010
Zurcher Kantonalbank Fin   8.000   5/16/2022     CHF    50.830
Landesbank Baden-Wuertte   2.350   9/23/2022     EUR    33.230
WEB Windenergie AG         6.500                 EUR     0.010
Landesbank Baden-Wuertte   4.400   9/23/2022     EUR    29.460
Vontobel Financial Produ  14.000  12/23/2022     EUR    66.550
Vontobel Financial Produ  17.000  12/23/2022     EUR    51.480
Vontobel Financial Produ   9.000  12/23/2022     EUR    57.090
Vontobel Financial Produ  10.500  12/23/2022     EUR    68.410
BNP Paribas Emissions- u   8.000   6/23/2022     EUR    52.120
BNP Paribas Emissions- u  14.000   6/23/2022     EUR    47.410
BNP Paribas Emissions- u  18.000   6/23/2022     EUR    46.890
BNP Paribas Emissions- u  20.000   6/23/2022     EUR    47.540
BNP Paribas Emissions- u  20.000   6/23/2022     EUR    45.920
BNP Paribas Emissions- u   8.000   9/22/2022     EUR    53.230
Leonteq Securities AG     12.000   1/25/2023     CHF    54.810
Vontobel Financial Produ  10.000  12/23/2022     EUR    56.290
Vontobel Financial Produ  14.500  12/23/2022     EUR    65.870
DZ Bank AG Deutsche Zent  18.400  12/23/2022     EUR    71.650
Vontobel Financial Produ  12.000  12/23/2022     EUR    55.530
Vontobel Financial Produ  11.500  12/23/2022     EUR    67.980
Vontobel Financial Produ  16.500  12/23/2022     EUR    65.480
Bank Julius Baer & Co Lt  10.400   1/24/2023     USD    64.800
BNP Paribas Emissions- u  16.000   9/22/2022     EUR    67.070
BNP Paribas Emissions- u  10.000   6/23/2022     EUR    50.380
BNP Paribas Emissions- u  12.000   6/23/2022     EUR    48.760
Vontobel Financial Produ   6.000  12/23/2022     EUR    59.330
Vontobel Financial Produ  13.000  12/23/2022     EUR    66.840
Vontobel Financial Produ  15.500  12/23/2022     EUR    65.660
Leonteq Securities AG/Gu  20.600   12/02/2022    CHF    66.130
RENE LEZARD Mode GmbH      7.250  11/25/2017     EUR     0.200
MS Deutschland Beteiligu   6.875  12/18/2017     EUR     0.620
Bank Julius Baer & Co Lt  13.950   03/01/2022    USD    41.150
Bayerische Landesbank      2.500   7/22/2022     EUR    72.310
BNP Paribas Issuance BV    7.150   11/07/2024    SEK    74.820
Leonteq Securities AG/Gu   6.600   01/09/2023    CHF    67.800
Societe Generale SA       20.000  12/30/2022     USD    72.000
DeltaCredit Bank JSC       1.000  10/20/2025     RUB    65.030
Skandinaviska Enskilda B   5.750   1/15/2025     SEK    71.290
Skandinaviska Enskilda B   6.400   1/15/2025     SEK    63.120
Nordea Bank Abp            8.500   1/20/2025     SEK    67.130
UniCredit Bank AG          5.000   2/22/2022     EUR    63.590
DZ Bank AG Deutsche Zent   9.000   2/23/2022     EUR    29.080
DZ Bank AG Deutsche Zent  12.250   2/23/2022     EUR    62.800
DZ Bank AG Deutsche Zent  15.750   2/23/2022     EUR    43.550
Bank Julius Baer & Co Lt   9.000   11/07/2022    USD    64.850
UBS AG/London             18.500   06/08/2023    USD    72.050
Raiffeisen Schweiz Genos  13.000  10/18/2022     CHF    54.870
Leonteq Securities AG     24.240  10/19/2022     CHF    54.870
Zurcher Kantonalbank Fin  20.000  11/22/2022     USD    66.980
DZ Bank AG Deutsche Zent  10.500  12/21/2022     EUR    51.900
Raiffeisen Schweiz Genos  20.000  10/19/2022     CHF    50.850
Zurcher Kantonalbank Fin   7.000  11/22/2022     CHF    52.730
UniCredit Bank AG          9.250  11/16/2022     EUR    53.840
UniCredit Bank AG          6.550  11/16/2022     EUR    69.560
UniCredit Bank AG          6.800  11/16/2022     EUR    66.160
Landesbank Baden-Wuertte   7.250  11/25/2022     EUR    67.720
EFG International Financ  18.000  10/20/2022     CHF    61.810
DZ Bank AG Deutsche Zent  19.900  12/23/2022     EUR    70.230
Vontobel Financial Produ  10.500  12/23/2022     EUR    66.130
Vontobel Financial Produ  15.500  12/23/2022     EUR    62.590
DZ Bank AG Deutsche Zent  17.100  12/23/2022     EUR    57.980
DZ Bank AG Deutsche Zent  16.000  12/23/2022     EUR    68.260
DZ Bank AG Deutsche Zent  19.700  12/23/2022     EUR    65.940
Societe Generale Effekte  19.750   7/22/2022     EUR    47.710
Raiffeisen Schweiz Genos  16.000  11/29/2022     CHF    63.320
Bank Vontobel AG           9.000  11/20/2023     CHF    57.800
Bank Vontobel AG          24.000  11/28/2022     CHF    65.000
Vontobel Financial Produ  14.000   9/23/2022     EUR    69.030
Leonteq Securities AG/Gu  27.200  11/30/2022     CHF    65.780
DZ Bank AG Deutsche Zent  21.600  12/23/2022     EUR    65.230
Societe Generale Effekte  21.250   6/24/2022     EUR    46.760
DZ Bank AG Deutsche Zent  14.300  12/23/2022     EUR    69.730
DZ Bank AG Deutsche Zent  17.900  12/23/2022     EUR    66.920
Corner Banca SA            9.000   06/02/2022    CHF    67.150
Societe Generale SA       21.000  12/23/2022     USD    63.850
BNP Paribas Emissions- u  10.000   3/24/2022     EUR     0.840
Leonteq Securities AG      3.600   9/22/2026     CHF    70.060
EFG International Financ   9.800  12/27/2022     CHF    68.890
Leonteq Securities AG      8.000  12/13/2022     CHF    55.290
Vontobel Financial Produ   9.100   2/21/2022     EUR    67.240
Baromfi-Coop Termelo Es    3.000   5/19/2028     HUF    74.400
BNP Paribas Emissions- u   5.000   3/24/2022     EUR    22.580
BNP Paribas Emissions- u   7.000   3/24/2022     EUR    62.790
Societe Generale SA       21.000   02/02/2023    USD    71.000
Societe Generale SA       20.000   02/02/2023    USD    65.450
Leonteq Securities AG/Gu   5.600   5/25/2022     CHF    67.440
EFG International Financ   9.400   12/12/2022    CHF    70.210
Bayerische Landesbank      3.500   1/26/2024     EUR    74.430
Bayerische Landesbank      1.450   1/26/2024     EUR    65.790
Bayerische Landesbank      1.350  12/23/2022     EUR    65.760
UBS AG/London              6.750   5/16/2022     CHF    65.800
Societe Generale SA        8.000   5/19/2022     USD    61.000
Corner Banca SA            6.800   5/17/2022     CHF    67.400
DekaBank Deutsche Giroze   2.400   6/17/2022     EUR    73.770
Judetul Timis              3.340   04/07/2028    RON    10.000
Landesbank Baden-Wuertte   8.000   3/25/2022     EUR    81.020
Raiffeisen Schweiz Genos   6.600   3/23/2022     CHF    65.130
Leonteq Securities AG      7.200   2/14/2023     CHF    68.640
Landesbank Baden-Wuertte   2.650   3/25/2022     EUR    34.210
Landesbank Baden-Wuertte   5.300   3/25/2022     EUR    28.780
Bank Vontobel AG          13.000   03/07/2022    CHF    42.700
Skandinaviska Enskilda B   5.520   7/15/2024     SEK    73.140
Landesbank Baden-Wuertte   6.100   3/25/2022     EUR    87.430
Leonteq Securities AG      7.200   4/25/2022     CHF    65.940
Landesbank Baden-Wuertte   2.000   2/25/2022     EUR    73.030
Landesbank Baden-Wuertte   2.300   2/25/2022     EUR    65.100
Landesbank Baden-Wuertte   4.750   2/25/2022     EUR    47.020
Landesbank Baden-Wuertte   3.400   2/25/2022     EUR    58.850
Landesbank Baden-Wuertte   4.800   2/25/2022     EUR    46.550
Landesbank Baden-Wuertte   3.200   2/25/2022     EUR    74.660
Landesbank Baden-Wuertte   6.400   2/25/2022     EUR    74.280
Landesbank Baden-Wuertte   4.900   2/25/2022     EUR    69.260
Landesbank Baden-Wuertte   3.700   2/25/2022     EUR    74.950
Vontobel Financial Produ  10.500   3/25/2022     EUR    68.870
Vontobel Financial Produ  10.500   3/25/2022     EUR    66.920
Vontobel Financial Produ  10.500   3/25/2022     EUR    66.920
Vontobel Financial Produ  11.000   6/24/2022     EUR    73.000
Vontobel Financial Produ  12.000   3/25/2022     EUR    71.300
Vontobel Financial Produ  10.000   6/24/2022     EUR    73.120
Vontobel Financial Produ   5.000   9/23/2022     EUR    62.970
Vontobel Financial Produ  10.000   6/24/2022     EUR    73.120
Vontobel Financial Produ   4.000   6/24/2022     EUR    59.910
Landesbank Baden-Wuertte  10.300   2/25/2022     EUR    72.970
Landesbank Baden-Wuertte   3.100   2/25/2022     EUR    60.950
Vontobel Financial Produ   9.500   6/24/2022     EUR    72.740
Vontobel Financial Produ   7.500   9/23/2022     EUR    69.540
Vontobel Financial Produ  10.500   9/23/2022     EUR    45.670
Vontobel Financial Produ   9.500   9/23/2022     EUR    46.880
Vontobel Financial Produ  13.000   9/23/2022     EUR    43.940
Vontobel Financial Produ  17.000   9/23/2022     EUR    42.330
Vontobel Financial Produ  20.000   9/23/2022     EUR    41.890
Vontobel Financial Produ  18.500   9/23/2022     EUR    42.070
Vontobel Financial Produ  15.500   9/23/2022     EUR    42.670
Vontobel Financial Produ  14.000   9/23/2022     EUR    43.110
Vontobel Financial Produ  12.500   6/24/2022     EUR    42.800
Vontobel Financial Produ  16.000   6/24/2022     EUR    40.860
Vontobel Financial Produ  17.500   6/24/2022     EUR    39.980
Vontobel Financial Produ  21.500   6/24/2022     EUR    38.870
Vontobel Financial Produ  19.500   6/24/2022     EUR    39.380
Vontobel Financial Produ  14.000   6/24/2022     EUR    41.670
Vontobel Financial Produ  24.000   6/24/2022     EUR    38.630
Vontobel Financial Produ  12.000  12/23/2022     EUR    50.470
Vontobel Financial Produ  14.500  12/23/2022     EUR    49.320
Vontobel Financial Produ  13.500  12/23/2022     EUR    50.040
Vontobel Financial Produ  15.000  12/23/2022     EUR    49.740
Vontobel Financial Produ  16.500  12/23/2022     EUR    49.560
Vontobel Financial Produ   8.000   9/23/2022     EUR    71.830
Vontobel Financial Produ   9.000  12/23/2022     EUR    74.290
Vontobel Financial Produ  10.500  12/23/2022     EUR    49.180
Vontobel Financial Produ  17.000  12/23/2022     EUR    47.340
Vontobel Financial Produ  18.500  12/23/2022     EUR    47.430
Vontobel Financial Produ  13.000   9/23/2022     EUR    47.170
Vontobel Financial Produ  16.500   9/23/2022     EUR    46.050
Vontobel Financial Produ  18.500   9/23/2022     EUR    45.810
Vontobel Financial Produ  12.000   9/23/2022     EUR    48.390
Vontobel Financial Produ   9.500  12/23/2022     EUR    50.170
Vontobel Financial Produ  15.000   9/23/2022     EUR    46.700
Vontobel Financial Produ  20.500   9/23/2022     EUR    45.680
Vontobel Financial Produ   7.500  12/23/2022     EUR    70.490
Vontobel Financial Produ   7.000  12/23/2022     EUR    70.070
Vontobel Financial Produ  13.500  12/23/2022     EUR    57.720
Vontobel Financial Produ  15.000  12/23/2022     EUR    56.860
Vontobel Financial Produ  22.500  12/23/2022     EUR    56.150
Vontobel Financial Produ  16.500  12/23/2022     EUR    56.150
Vontobel Financial Produ  18.500  12/23/2022     EUR    56.020
Vontobel Financial Produ  20.500  12/23/2022     EUR    56.030
Vontobel Financial Produ  16.250  12/23/2022     EUR    66.730
UniCredit Bank AG          6.900   2/25/2022     EUR    69.710
Societe Generale Effekte  16.750   2/25/2022     EUR    45.800
UniCredit Bank AG          8.400   2/25/2022     EUR    67.270
Bank Julius Baer & Co Lt   7.450   9/26/2022     USD    58.000
Societe Generale Effekte   8.750   2/25/2022     EUR    60.810
Societe Generale Effekte  12.750   2/25/2022     EUR    51.660
Societe Generale Effekte  11.500   2/25/2022     EUR    65.130
Societe Generale Effekte  13.500   2/25/2022     EUR    62.020
Societe Generale Effekte   7.500   2/25/2022     EUR    73.680
Societe Generale Effekte   9.500   2/25/2022     EUR    68.870
Societe Generale Effekte   5.000   2/25/2022     EUR    70.950
Societe Generale Effekte   7.000   2/25/2022     EUR    59.910
Societe Generale Effekte  11.000   2/25/2022     EUR    50.010
Societe Generale Effekte   6.250   2/25/2022     EUR    52.020
Societe Generale Effekte  12.250   2/25/2022     EUR    41.140
Societe Generale Effekte  14.500   2/25/2022     EUR    53.570
Sberbank of Russia PJSC    0.010  11/27/2025     RUB    75.400
Lehman Brothers Treasury   8.000   5/22/2009     USD     0.100
Heta Asset Resolution AG   7.500  12/31/2023     ATS     1.156
Ukraine Government Bond    6.000   4/23/2031     UAH    51.346
Lehman Brothers Treasury  14.900  11/16/2010     EUR     0.100
Lehman Brothers Treasury  16.000   10/08/2008    CHF     0.100
Credit Agricole Corporat  10.800   3/24/2026     TRY    60.573
Sberbank of Russia PJSC    0.010   12/05/2025    RUB    75.600
Societe Wallonne de Fina   0.894  10/23/2045     EUR    72.830
Sberbank of Russia PJSC    0.010   12/08/2025    RUB    74.400
Lehman Brothers Treasury   2.500   8/15/2012     CHF     0.100
Lehman Brothers Treasury  13.150  10/30/2008     USD     0.100
Lehman Brothers Treasury   0.500   08/01/2020    EUR     0.100
Lehman Brothers Treasury   6.000   08/07/2013    EUR     0.100
Lehman Brothers Treasury   6.250   09/05/2011    EUR     0.100
Lehman Brothers Treasury  16.000  12/26/2008     USD     0.100
Lehman Brothers Treasury   7.750   01/03/2012    AUD     0.100
Lehman Brothers Treasury   0.500   07/02/2020    EUR     0.100
Lehman Brothers Treasury   3.100   06/04/2010    USD     0.100
Sberbank of Russia PJSC    0.010   5/28/2026     RUB    73.600
Sberbank of Russia PJSC    0.010   12/02/2025    RUB    73.800
Lehman Brothers Treasury   5.550   03/12/2015    EUR     0.100
Lehman Brothers Treasury   9.000   05/06/2011    CHF     0.100
Lehman Brothers Treasury   5.000  11/22/2012     EUR     0.100
Lehman Brothers Treasury  13.432   01/08/2009    ILS     0.100
Lehman Brothers Treasury   4.000   06/05/2011    USD     0.100
Lehman Brothers Treasury   7.500   5/30/2010     AUD     0.100
Lehman Brothers Treasury   1.460   2/19/2012     JPY     0.100
Region de Bruxelles-Capi   0.453   12/07/2055    EUR    72.818
Lehman Brothers Treasury   7.250   07/08/2014    EUR     0.100
Sberbank of Russia PJSC    0.010  10/23/2025     RUB    75.900
Societe Wallonne de Fina   0.948  10/23/2051     EUR    71.015
Sberbank of Russia PJSC    0.010  10/23/2025     RUB    72.700
SAir Group                 6.250   04/12/2005    CHF    12.625
Lehman Brothers Treasury   0.800  12/30/2016     EUR     0.100
Lehman Brothers Treasury  13.000   7/25/2012     EUR     0.100
Sberbank of Russia PJSC    0.010   11/05/2025    RUB    74.000
Lehman Brothers Treasury   2.250   05/12/2009    USD     0.100
Purple Protected Asset     2.085  10/27/2060     EUR    72.706
Lehman Brothers Treasury   1.680   03/05/2015    EUR     0.100
SAir Group                 2.125   11/04/2004    CHF    12.625
Sberbank of Russia PJSC    0.010   11/11/2025    RUB    75.100
ECM Real Estate Investme   5.000   10/09/2011    EUR    15.375
Lehman Brothers Treasury   7.000  10/22/2010     EUR     0.100
Sberbank of Russia PJSC    0.010   08/03/2028    RUB    71.200
Tonon Luxembourg SA       12.500   5/14/2024     USD     0.399
Lehman Brothers Treasury   4.800  11/16/2012     HKD     0.100
Sberbank of Russia PJSC    0.010  11/20/2025     RUB    75.400
Sberbank of Russia PJSC    0.010  11/20/2025     RUB    74.000
Ukraine Government Bond    9.780   05/10/2029    UAH    72.374
Ukraine Government Bond    8.880   05/10/2032    UAH    63.127
Lehman Brothers Treasury   5.200   11/09/2011    EUR     0.100
Ukraine Government Bond    6.000   9/13/2028     UAH    58.926
Ukraine Government Bond    8.420   05/10/2034    UAH    58.270
Sberbank of Russia PJSC    0.010   10/07/2025    RUB    74.100
Sberbank of Russia PJSC    0.010   10/07/2025    RUB    76.100
Ukraine Government Bond    9.700   06/07/2028    UAH    74.091
Lehman Brothers Treasury   6.000   9/20/2011     EUR     0.100
Polski Bank Spoldzielczy   3.780   9/14/2027     PLN    69.800
Lehman Brothers Treasury   3.000   8/13/2011     EUR     0.100
Ukraine Government Bond    9.610   10/11/2029    UAH    71.064
Ukraine Government Bond    9.010   11/10/2031    UAH    64.494
Lehman Brothers Treasury   3.500  12/20/2027     USD     0.100
Lehman Brothers Treasury   4.600   10/11/2017    ILS     0.100
Sberbank of Russia PJSC    0.010  10/31/2025     RUB    75.500
Rio Forte Investments SA   3.900   07/10/2014    USD     4.860
Sberbank of Russia PJSC    0.010   8/25/2025     RUB    74.300
Region de Bruxelles-Capi   0.731   8/25/2060     EUR    75.406
Nota-Bank OJSC            13.500   04/01/2016    RUB    31.500
AKB Peresvet ZAO          13.000   10/07/2017    RUB    13.125
Lehman Brothers Treasury   3.500   6/20/2011     EUR     0.100
Lehman Brothers Treasury   6.000   03/04/2015    USD     0.100
Lehman Brothers Treasury  11.750   03/01/2010    EUR     0.100
Northland Resources AB    12.250   3/26/2016     USD     2.621
Natixis SA                 0.300   6/25/2048     USD    42.415
Ukraine Government Bond    6.000  11/26/2025     UAH    71.980
Ukraine Government Bond    6.000  10/29/2025     UAH    72.511
Lehman Brothers Treasury   8.000   3/19/2012     USD     0.100
Credit Agricole Corporat  10.800   3/24/2026     TRY    63.615
Sberbank of Russia PJSC    0.010   5/23/2028     RUB    75.500
Lehman Brothers Treasury   1.000   2/26/2010     USD     0.100
Lehman Brothers Treasury   6.000   3/18/2015     USD     0.100
Lehman Brothers Treasury   4.000   03/10/2011    EUR     0.100
Sberbank of Russia PJSC    0.010  11/26/2025     RUB    71.200
Lehman Brothers Treasury   3.000   09/12/2036    JPY     0.100
Lehman Brothers Treasury  13.000  12/14/2012     USD     0.100
Lehman Brothers Treasury   4.680   12/12/2045    EUR     0.100
Lehman Brothers Treasury   4.820  12/18/2036     EUR     0.100
Lehman Brothers Treasury  11.250  12/31/2008     USD     0.100
Lehman Brothers Treasury   5.250   04/01/2023    EUR     0.100
Lehman Brothers Treasury   6.700   4/21/2011     USD     0.100
Sberbank of Russia PJSC    0.946   03/11/2025    RUB    74.900
Lehman Brothers Treasury   0.500  12/20/2017     USD     0.100
Lehman Brothers Treasury  11.000  12/20/2017     AUD     0.100
Lehman Brothers Treasury   8.800  12/27/2009     EUR     0.100
Lehman Brothers Treasury   0.500  12/20/2017     USD     0.100
Lehman Brothers Treasury   4.000   01/04/2011    USD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     AUD     0.100
Ukraine Government Bond    9.710  11/19/2031     UAH    67.806
Ukraine Government Bond    6.000   09/10/2031    UAH    50.485
Ukraine Government Bond    6.000  11/22/2028     UAH    58.246
Ukraine Government Bond    9.820   02/12/2031    UAH    69.479
Ukraine Government Bond    9.790   5/14/2031     UAH    68.922
Ukraine Government Bond    9.700  10/13/2032     UAH    66.601
Ukraine Government Bond    6.000   10/11/2028    UAH    58.646
Ukraine Government Bond    9.700   8/25/2032     UAH    66.790
Lehman Brothers Treasury  11.000  12/20/2017     AUD     0.100
Lehman Brothers Treasury  11.000  12/20/2017     AUD     0.100
Bibby Offshore Services    7.500   6/15/2021     GBP    11.625
Getin Noble Bank SA        8.870   4/29/2024     PLN    62.159
Lehman Brothers Treasury   0.500  12/20/2017     USD     0.100
Lehman Brothers Treasury   0.500  12/20/2017     USD     0.100
Lehman Brothers Treasury  11.000   2/16/2009     CHF     0.100
Lehman Brothers Treasury   7.000   2/15/2010     CHF     0.100
Lehman Brothers Treasury   5.375   02/04/2014    USD     0.100
BRAbank ASA                7.810                 NOK    71.668
Ukraine Government Bond    9.700   12/06/2028    UAH    72.950
Ukraine Government Bond    6.000   12/11/2030    UAH    52.229
Ukraine Government Bond    9.990   8/27/2031     UAH    69.484
Ukraine Government Bond    6.000   06/12/2030    UAH    53.518
Ukraine Government Bond    6.000   9/18/2030     UAH    52.816
Ukraine Government Bond    6.000   8/28/2030     UAH    52.974
Ukraine Government Bond    6.000  11/28/2029     UAH    55.021
Ukraine Government Bond    9.950   05/08/2030    UAH    71.258
Ukraine Government Bond    6.000   03/12/2031    UAH    51.630
Ukraine Government Bond    9.910   08/07/2030    UAH    70.712
Ukraine Government Bond    9.800   04/02/2031    UAH    69.148
Ukraine Government Bond    9.980   04/10/2030    UAH    72.887
Ukraine Government Bond    9.000   7/17/2030     UAH    66.711
Lehman Brothers Treasury  16.000  10/28/2008     USD     0.100
Lehman Brothers Treasury  10.000  10/23/2008     USD     0.100
Lehman Brothers Treasury   6.450   2/20/2010     AUD     0.100
Lehman Brothers Treasury  10.000  10/22/2008     USD     0.100
Lehman Brothers Treasury   6.600   5/23/2012     AUD     0.100
Lehman Brothers Treasury   3.450   5/23/2013     USD     0.100
Lehman Brothers Treasury   4.600   08/01/2013    EUR     0.100
Lehman Brothers Treasury   7.000   4/24/2009     USD     0.100
Lehman Brothers Treasury  16.000   11/09/2008    USD     0.100
Lehman Brothers Treasury  10.000   5/22/2009     USD     0.100
Lehman Brothers Treasury   1.000   05/09/2012    EUR     0.100
Lehman Brothers Treasury  16.200   5/14/2009     USD     0.100
Lehman Brothers Treasury  10.600   4/22/2014     MXN     0.100
Lehman Brothers Treasury   7.600   5/21/2013     USD     0.100
Lehman Brothers Treasury   2.000   6/28/2011     EUR     0.100
Sberbank of Russia PJSC    0.010   03/04/2026    RUB    73.200
Sberbank of Russia PJSC    0.010   03/06/2028    RUB    74.800
Lehman Brothers Treasury   0.500   06/02/2020    EUR     0.100
Lehman Brothers Treasury  12.000   07/04/2011    EUR     0.100
Lehman Brothers Treasury  11.000   07/04/2011    CHF     0.100
Lehman Brothers Treasury   5.500   07/08/2013    EUR     0.100
Lehman Brothers Treasury  11.000   07/04/2011    USD     0.100
Lehman Brothers Treasury  10.000   6/17/2009     USD     0.100
Lehman Brothers Treasury   5.120   4/30/2027     EUR     0.100
Sberbank of Russia PJSC    0.010   6/25/2025     RUB    76.200
Sberbank of Russia PJSC    0.010   06/02/2028    RUB    76.000
Lehman Brothers Treasury   4.100   8/23/2010     USD     0.100
SAir Group                 2.750   7/30/2004     CHF    12.625
SAir Group                 2.750   7/30/2004     CHF    12.625
Lehman Brothers Treasury  16.800   8/21/2009     USD     0.100
Lehman Brothers Treasury  14.100   11/12/2008    USD     0.100
Lehman Brothers Treasury   2.300   06/06/2013    USD     0.100
Lehman Brothers Treasury   4.300   06/04/2012    USD     0.100
Petromena ASA              9.750   5/24/2016     NOK     0.607
Lehman Brothers Treasury   3.700   06/06/2009    EUR     0.100
Sberbank of Russia PJSC    0.010   8/21/2025     RUB    74.300
Lehman Brothers Treasury   4.000   4/24/2009     USD     0.100
Lehman Brothers Treasury   3.850   4/24/2009     USD     0.100
Cultura Sparebank          6.810                 NOK    52.478
Lehman Brothers Treasury   7.585  11/22/2009     MXN     0.100
Lehman Brothers Treasury  11.000  12/19/2011     USD     0.100
PSN Pm OOO                 9.500   09/10/2026    RUB    21.625
Lehman Brothers Treasury   2.500  12/15/2011     GBP     0.100
Lehman Brothers Treasury   4.000  11/24/2016     EUR     0.100
Getin Noble Bank SA        5.310   04/04/2024    PLN    62.375
Getin Noble Bank SA        4.250   8/30/2024     PLN    70.875
Lehman Brothers Treasury   0.750   3/29/2012     EUR     0.100
Sberbank of Russia PJSC    0.010   08/12/2025    RUB    72.200
HSBC Bank PLC              0.500  11/25/2025     BRL    63.914
Sberbank of Russia PJSC    0.010   08/12/2025    RUB    73.000
Kuntarahoitus Oyj          0.250   6/28/2040     CAD    40.236
Lehman Brothers Treasury   3.025   1/31/2015     EUR     0.100
Lehman Brothers Treasury   6.000   7/28/2010     EUR     0.100
Lehman Brothers Treasury   6.000   7/28/2010     EUR     0.100
Lehman Brothers Treasury   7.000   07/11/2010    EUR     0.100
Lehman Brothers Treasury   0.480   11/02/2035    EUR     0.100
Otkritie Holding JSC      10.000   4/20/2028     RUB     0.010
Lehman Brothers Treasury   8.500   07/06/2009    CHF     0.100
Lehman Brothers Treasury   4.250   3/13/2021     EUR     0.100
Lehman Brothers Treasury   6.000   3/17/2011     EUR     0.100
Lehman Brothers Treasury   8.000   4/20/2009     EUR     0.100
AKB Peresvet ZAO          13.250   4/25/2018     RUB    13.125
Lehman Brothers Treasury   0.500   2/16/2009     EUR     0.100
Lehman Brothers Treasury   5.103   6/22/2046     EUR     0.100
Lehman Brothers Treasury   7.500   9/13/2009     CHF     0.100
Sberbank of Russia PJSC    0.010  10/22/2025     RUB    73.700
Region de Bruxelles-Capi   0.460  12/15/2051     EUR    75.607
Rosselkhozbank JSC        10.100                 RUB    90.000
Lehman Brothers Treasury   3.630   03/02/2012    EUR     0.100
OR PJSC                   13.500  10/22/2025     RUB    52.940
Getin Noble Bank SA        8.870   1/31/2024     PLN    74.256
Lehman Brothers Treasury   4.150   8/25/2020     EUR     0.100
Lehman Brothers Treasury   7.550  12/29/2008     USD     0.100
Otkritie Holding JSC       0.010   10/03/2036    RUB     0.010
Santander Consumer Bank    5.890                 NOK    50.508
Lehman Brothers Treasury   2.400   6/20/2011     JPY     0.100
A-TEC Industries AG        5.750   11/02/2010    EUR     0.100
Barclays Bank PLC          2.000   05/07/2036    MXN    28.321
Instabank ASA              7.970                 NOK    39.331
Instabank ASA              5.970   3/28/2028     NOK    64.139
Lehman Brothers Treasury   7.600   3/26/2009     EUR     0.100
Lehman Brothers Treasury   6.850  12/22/2008     EUR     0.100
Lehman Brothers Treasury   8.280   3/26/2009     USD     0.100
Bank Julius Baer & Co Lt  11.950   2/25/2022     USD    48.300
Lehman Brothers Treasury   3.000   08/08/2017    EUR     0.100
LBI ehf                    2.250   2/14/2011     CHF    10.125
Lehman Brothers Treasury   1.600   6/21/2010     JPY     0.100
Lehman Brothers Treasury   8.000   08/03/2009    USD     0.100
Lehman Brothers Treasury   1.500  10/25/2011     EUR     0.100
Lehman Brothers Treasury   2.000  10/28/2010     EUR     0.100
Lehman Brothers Treasury  11.000   6/29/2009     EUR     0.100
Lehman Brothers Treasury   5.500   6/15/2009     CHF     0.100
Lehman Brothers Treasury   4.350   08/08/2016    SGD     0.100
Lehman Brothers Treasury   4.500   08/02/2009    USD     0.100
Lehman Brothers Treasury   9.000   6/13/2009     USD     0.100
Lehman Brothers Treasury   7.250   10/06/2008    EUR     0.100
Lehman Brothers Treasury   4.500   03/06/2013    CHF     0.100
Lehman Brothers Treasury   5.750   6/15/2009     CHF     0.100
Lehman Brothers Treasury   0.250   7/21/2014     EUR     0.100
Lehman Brothers Treasury   5.000  10/24/2008     CHF     0.100
Lehman Brothers Treasury   7.500  10/24/2008     USD     0.100
Lehman Brothers Treasury   4.000   4/13/2011     CHF     0.100
Lehman Brothers Treasury  10.000   3/27/2009     USD     0.100
Lehman Brothers Treasury   7.750   1/30/2009     EUR     0.100
Lehman Brothers Treasury  10.500   08/09/2010    EUR     0.100
Lehman Brothers Treasury   8.000   5/22/2009     USD     0.100
Lehman Brothers Treasury   3.820  10/20/2009     USD     0.100
Sberbank of Russia PJSC    0.010   07/05/2028    RUB    76.200
RGS Nedvizhimost OOO      12.000  10/18/2017     RUB     0.335
Norske Skogindustrier AS   2.000  12/30/2115     EUR     0.113
Sberbank of Russia PJSC    0.010   07/02/2025    RUB    74.500
Region of Kaliningrad Ru   6.100   6/16/2027     RUB    67.470
Sberbank of Russia PJSC    0.010  12/22/2025     RUB    75.300
Lehman Brothers Treasury   7.000   2/15/2012     EUR     0.100
Lehman Brothers Treasury  15.000   3/30/2011     EUR     0.100
Lehman Brothers Treasury   1.750   02/07/2010    EUR     0.100
Lehman Brothers Treasury   6.000   2/14/2012     EUR     0.100
Lehman Brothers Treasury   4.690   2/19/2017     EUR     0.100
Lehman Brothers Treasury   6.600   2/22/2012     EUR     0.100
Lehman Brothers Treasury   5.200   3/19/2018     EUR     0.100
Sberbank of Russia PJSC    0.010   7/23/2026     RUB    70.200
Lehman Brothers Treasury   4.200   12/03/2008    HKD     0.100
Mriya Agro Holding PLC     9.450   4/19/2018     USD     4.667
Getin Noble Bank SA        7.870   6/28/2024     PLN    67.875
Getin Noble Bank SA        8.370   5/31/2024     PLN    72.874
Lehman Brothers Treasury   8.000  12/27/2032     JPY     0.100
Lehman Brothers Treasury   1.500   02/08/2012    CHF     0.100
Aralco Finance SA         10.125   05/07/2020    USD     3.137
Lehman Brothers Treasury   0.010   9/20/2011     USD     0.100
Lehman Brothers Treasury   7.750   2/21/2016     EUR     0.100
Sberbank of Russia PJSC    0.010   09/05/2025    RUB    73.000
Credit Suisse AG/London    0.500   01/08/2026    BRL    63.691
BNP Paribas SA             1.000   1/23/2040     MXN    24.972
Sberbank of Russia PJSC    0.010  12/17/2025     RUB    75.900
Lehman Brothers Treasury   5.500   4/23/2014     EUR     0.100
Lehman Brothers Treasury   7.600   03/04/2010    NZD     0.100
Lehman Brothers Treasury  12.400   06/12/2009    USD     0.100
Lehman Brothers Treasury  23.300   9/16/2008     USD     0.100
Lehman Brothers Treasury   3.000   06/03/2010    EUR     0.100
Lehman Brothers Treasury  10.442  11/22/2008     CHF     0.100
Lehman Brothers Treasury   8.000   3/21/2018     USD     0.100
Lehman Brothers Treasury  17.000   06/02/2009    USD     0.100
Lehman Brothers Treasury   7.150   3/21/2013     USD     0.100
Lehman Brothers Treasury   7.500   2/14/2010     AUD     0.100
Lehman Brothers Treasury   7.600   1/31/2013     AUD     0.100
Lehman Brothers Treasury   5.500   6/22/2010     USD     0.100
Lehman Brothers Treasury  13.500   06/02/2009    USD     0.100
Lehman Brothers Treasury  15.000   06/04/2009    CHF     0.100
Promsvyazbank PJSC         2.500   9/29/2029     RUB    58.360
KPNQwest NV                7.125   06/01/2009    EUR     0.453
MIK OAO                   15.000   2/19/2020     RUB    13.875
UniCredit Bank AG         12.700   2/25/2022     EUR    58.950
UniCredit Bank AG         10.200   2/25/2022     EUR    62.800
UniCredit Bank AG          6.500   2/25/2022     EUR    72.410
UniCredit Bank AG          9.500   2/25/2022     EUR    64.980
Vontobel Financial Produ   8.500   9/23/2022     EUR    72.160
Vontobel Financial Produ  11.500   6/24/2022     EUR    73.070
Bank Julius Baer & Co Lt   9.500  10/13/2022     CHF    54.350
Bank Julius Baer & Co Lt  26.650   5/31/2022     USD    63.300
Vontobel Financial Produ  10.000   6/24/2022     EUR    72.580
Bank Julius Baer & Co Lt   8.800   04/06/2022    CHF    48.950
Bank Julius Baer & Co Lt  14.000  11/23/2022     CHF    54.700
Sberbank of Russia PJSC    0.010   7/23/2025     RUB    71.500
Sberbank of Russia PJSC    0.010   7/24/2025     RUB    73.400
Lehman Brothers Treasury   2.000   5/17/2010     EUR     0.100
Lehman Brothers Treasury   4.100   5/20/2009     USD     0.100
Heta Asset Resolution AG   4.875  12/31/2023     EUR     1.156
Heta Asset Resolution AG   5.030  12/31/2023     EUR     1.156
Lehman Brothers Treasury   4.000   2/28/2010     EUR     0.100
Lehman Brothers Treasury   9.250   6/20/2012     USD     0.100
Heta Asset Resolution AG   5.730  12/31/2023     EUR     1.156
Lehman Brothers Treasury   3.000   9/13/2010     JPY     0.100
Mriya Agro Holding PLC    10.950   3/30/2016     USD     4.667
Heta Asset Resolution AG   5.920  12/31/2023     EUR     1.156
Barclays Bank PLC         10.200   2/14/2025     TRY    66.389
Heta Asset Resolution AG   5.270  12/31/2023     EUR     1.156
Lehman Brothers Treasury   7.320   7/31/2013     GBP     0.100
Sberbank of Russia PJSC    0.010   1/29/2025     RUB    74.450
Lehman Brothers Treasury   1.280   11/06/2010    JPY     0.100
Lehman Brothers Treasury   4.000   12/02/2012    EUR     0.100
Sberbank of Russia PJSC    0.010   3/27/2028     RUB    65.010
Sberbank of Russia PJSC    0.010   1/19/2026     RUB    60.000
Lehman Brothers Treasury   8.600   7/31/2013     GBP     0.100
Lehman Brothers Treasury   7.500   7/31/2013     GBP     0.100
Lehman Brothers Treasury   8.280   7/31/2013     GBP     0.100
Specialized Financial So   0.000   2/15/2031     RUB    59.900
LBI ehf                    7.431                 USD     0.001
Lehman Brothers Treasury   8.000  10/23/2008     USD     0.100
Sberbank of Russia PJSC    0.010   10/06/2025    RUB    75.600
Purple Protected Asset     1.480  11/30/2060     EUR    66.545
Lehman Brothers Treasury   3.400   9/21/2009     HKD     0.100
Lehman Brothers Treasury   4.000   10/12/2010    USD     0.100
DeltaCredit Bank JSC       1.000   7/28/2025     RUB    67.870
Lehman Brothers Treasury   6.000   12/06/2016    USD     0.100
HSBC Bank PLC              0.500  12/22/2025     BRL    63.412
Lehman Brothers Treasury   4.500   03/07/2015    EUR     0.100
Lehman Brothers Treasury   4.500  12/30/2010     USD     0.100
Lehman Brothers Treasury   5.100   05/08/2017    HKD     0.100
Lehman Brothers Treasury   0.250  10/19/2012     CHF     0.100
Lehman Brothers Treasury  13.500  11/28/2008     USD     0.100
Lehman Brothers Treasury   5.000   4/24/2017     EUR     0.100
Lehman Brothers Treasury  18.250   10/02/2008    USD     0.100
Sberbank of Russia PJSC    0.010   10/06/2025    RUB    74.600
Sberbank of Russia PJSC    0.946   2/17/2025     RUB    73.800
Lehman Brothers Treasury   2.500   8/23/2012     GBP     0.100
Lehman Brothers Treasury   6.000   5/23/2018     CZK     0.100
Lehman Brothers Treasury   4.000   5/30/2010     USD     0.100
Getin Noble Bank SA        6.700   11/09/2023    PLN    70.601
Lehman Brothers Treasury   2.480   05/12/2009    USD     0.100
Lehman Brothers Treasury   4.000   5/17/2010     USD     0.100
Lehman Brothers Treasury   3.350  10/13/2016     EUR     0.100
Lehman Brothers Treasury   4.100   06/10/2014    SGD     0.100
Lehman Brothers Treasury   3.500  10/31/2011     USD     0.100
Lehman Brothers Treasury   3.500  10/24/2011     USD     0.100
Lehman Brothers Treasury   6.750   04/05/2012    EUR     0.100
Heta Asset Resolution AG   0.207  12/31/2023     EUR     1.156
Sberbank of Russia PJSC    0.010   9/17/2025     RUB    74.500
Lehman Brothers Treasury   9.300  12/21/2010     EUR     0.100
Lehman Brothers Treasury   8.000  12/31/2010     USD     0.100
Region of Saratov Russia   8.100  11/20/2024     RUB    72.410
Cie DU Chemin de Fer Nyo   0.280  11/29/2052     CHF    71.314
Lehman Brothers Treasury   6.300  12/21/2018     USD     0.100
Lehman Brothers Treasury  10.000   2/16/2009     CHF     0.100
LBI ehf                    8.650   05/01/2011    ISK    10.125
LBI ehf                    5.080   03/01/2013    ISK    10.125
Heta Asset Resolution AG   0.128  12/31/2023     EUR     1.156
Lehman Brothers Treasury   7.625   7/22/2011     HKD     0.100
Sberbank of Russia PJSC    0.010   09/04/2025    RUB    73.960
Lehman Brothers Treasury  12.000   7/13/2037     JPY     0.100
Lehman Brothers Treasury  10.000   06/11/2038    JPY     0.100
Lehman Brothers Treasury   3.600   3/19/2018     JPY     0.100
Sberbank of Russia PJSC    0.010   1/19/2026     RUB    73.310
Sberbank of Russia PJSC    0.010   1/19/2026     RUB    72.700
Lehman Brothers Treasury   6.000   6/21/2011     EUR     0.100
Lehman Brothers Treasury   2.000   6/21/2011     EUR     0.100
Lehman Brothers Treasury   8.875   1/28/2011     HKD     0.100
Espirito Santo Financial   5.625   7/28/2017     EUR     0.528
Credit Agricole Corporat  10.500   2/16/2027     TRY    58.563
Sberbank of Russia PJSC    0.010   09/09/2025    RUB    72.900
Lehman Brothers Treasury   8.050  12/20/2010     HKD     0.100
KPNQwest NV                8.875   02/01/2008    EUR     0.453
Northland Resources AB    15.000   7/15/2019     USD     2.621
Lehman Brothers Treasury   6.720  12/29/2008     EUR     0.100
Lehman Brothers Treasury   7.060  12/29/2008     EUR     0.100
Societe Generale SA        3.900   3/23/2022     USD     0.350
SG Issuer SA               1.400  12/28/2032     EUR    26.440
SG Issuer SA               2.100   01/06/2033    EUR    28.550
SG Issuer SA               1.500  12/30/2032     EUR    47.310
Barclays Bank PLC          2.730   9/27/2024     EUR    62.020
SG Issuer SA               0.850  10/16/2024     EUR    13.040
SG Issuer SA               2.200   01/10/2025    EUR    72.910
SG Issuer SA               0.350  11/15/2023     EUR    24.600
SG Issuer SA               1.050  11/20/2025     EUR    16.370
SG Issuer SA               5.000   5/23/2024     EUR    58.480
SG Issuer SA               5.000   04/02/2024    EUR    57.690
Credit Agricole Corporat  12.000  11/17/2025     TRY    68.449
PA Resources AB           13.500   03/03/2016    SEK     0.124
Societe Generale SA        4.500  12/29/2022     USD     2.470
Sberbank of Russia PJSC    0.010   04/06/2026    RUB    69.000
Instabank ASA              8.630   02/04/2030    NOK    68.075
Lehman Brothers Treasury   1.950   11/04/2013    EUR     0.100
SG Issuer SA               0.021   07/07/2033    EUR    72.570
Sberbank of Russia PJSC    0.010   9/22/2025     RUB    74.000
Lehman Brothers Treasury   2.370   7/15/2013     USD     0.100
Sberbank of Russia PJSC    0.010   9/22/2025     RUB    74.800
Lehman Brothers Treasury   2.300   6/27/2013     USD     0.100
BLT Finance BV            12.000   02/10/2015    USD    10.500
Lehman Brothers Treasury   4.870   10/08/2013    USD     0.100
Lehman Brothers Treasury   5.250  11/21/2009     USD     0.100
Sberbank of Russia PJSC    0.010   6/22/2028     RUB    71.500
Credit Agricole Corporat  10.200  12/13/2027     TRY    54.748
Societe Generale SA        4.500  12/29/2022     USD
BNP Paribas Issuance BV    5.000   11/05/2024    EUR    34.600
Societe Generale Effekte   3.000   7/22/2022     USD     8.260



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

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

Copyright 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
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members of the same firm for the term of the initial subscription
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