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

                          E U R O P E

          Monday, March 28, 2022, Vol. 23, No. 56

                           Headlines



A R M E N I A

ARMENIA: Moody's Affirms Ba3 Issuer Rating, Alters Outlook to Neg.


I R E L A N D

NEUBERGER BERMAN 3: Moody's Gives B3 Rating to EUR9MM Cl. F Notes
NEUBERGER BERMAN 3: S&P Assigns B- (sf) Rating to Class F Notes


I T A L Y

BRIGNOLE CQ 2022: Moody's Assigns B1 Rating to EUR6.9MM X Notes


N E T H E R L A N D S

TMF SAPPHIRE: Moody's Raises CFR to B2 & Alters Outlook to Stable


T U R K E Y

ULKER BISKUVI: S&P Downgrades ICR to 'B', Outlook Negative


U K R A I N E

MHP SE: Fitch Lowers LT IDRs and Senior Unsec. Rating to 'C'
MHP SE: S&P Downgrades LT ICR to 'SD' on Missed Coupon Payment


U N I T E D   K I N G D O M

CHELSEA FC: Parent Can Inject Up to GBP30 Million Into Club
GRANDVIEW HOUSE: Enters Administration, To Close in the Summer
GREENSILL: Credit Suisse Shareholders Put Pressure on AGM Vote
NMC GROUP: UK's NMC Healthcare PLC Remains in Administration
P&O FERRIES: Broke Law by Sacking 800 Workers Without Notice

TM LEWIN: Frasers, Marks & Spencer Among Potential Buyers


X X X X X X X X

[*] BOND PRICING: For the Week March 21 to March 25, 2022

                           - - - - -


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A R M E N I A
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ARMENIA: Moody's Affirms Ba3 Issuer Rating, Alters Outlook to Neg.
------------------------------------------------------------------
Moody's Investors Service has affirmed the Government of Armenia's
Ba3 local and foreign currency long-term issuer ratings, as well as
the foreign currency senior unsecured ratings. Concurrently,
Moody's has changed the outlook to negative from stable.

The drivers of the negative outlook are Moody's assessment of
increased risks that Armenia's near- and longer-term growth outlook
deteriorates materially due to the impact of a sharp weakening of
prospects for the Russian economy, which Armenia is linked to. In
turn, weaker growth would have a negative impact on the sovereign's
fiscal profile. In addition, Russia's invasion of Ukraine has
increased geopolitical risks related to Armenia's unresolved
territorial disputes with Azerbaijan.

The affirmation of the Ba3 ratings incorporates Moody's assessment
that, taking into account the downside risks, Armenia's moderately
high institutions and governance strength will support its economic
resilience, buffering the impact of shock on its credit profile.

Armenia's local and foreign currency country ceilings remain
unchanged at Baa2 and Ba1, respectively. The four-notch gap between
the local currency ceiling and the sovereign rating reflects a
balance between the government's small footprint in the economy and
strong institutions, and geopolitical tensions with neighboring
countries and external deficits that expose the economy to external
shocks. The two-notch gap between the foreign currency ceiling and
the local currency ceiling incorporates Moody's assessment of
Armenia's policy effectiveness and low transfer and convertibility
risks even in times of stress.

RATINGS RATIONALE

RATIONALE FOR THE CHANGE IN OUTLOOK TO NEGATIVE FROM STABLE

LONGER-TERM GROWTH RISKS WEAKENING

Moody's expects near-term downward pressure on Armenia's growth
outlook, with risks that this extends to the longer term.

Pressure reflects Armenia's relatively high economic linkages with
Russia, whose economy Moody's expects to contract sharply in the
aftermath of the country's invasion of Ukraine. Armenia's exports
to Russia account for about 6% of GDP, while remittances from
Russia also represent roughly 6% of GDP. Given the strong
interlinkages, Moody's projects Armenia's real GDP growth to fall
to 1.8% in 2022 and around 3% in 2023, compared to previous
forecasts of 5-5.5% for each year.

The revised forecasts are driven by Moody's expectations that
remittances will decline, amid an economic contraction in Russia
and a depreciation of the ruble. Moody's expects total remittances
(including from other sources) to contract by 20-30% in 2022,
against earlier expectation for remittances to stay roughly flat.
This will weigh on Armenian household consumption. In addition,
export growth will also likely stall from lower demand from Russia,
further weighing on real GDP growth.

In the longer term, Armenia's growth potential may weaken. This
risk reflects Moody's view that international sanctions on Russia
will remain for an extended period of time. As a result,
remittances from Russia and exports to Russia are unlikely to
recover to previous levels. Armenia's economic resilience to this
shock will depend on the effectiveness of policies that may help
absorb it.

DEBT LEVELS TO REMAIN SLIGHTLY HIGHER FOR LONGER, WITH RISKS SKEWED
TOWARDS A LARGER FISCAL SHOCK

Moody's also expects fiscal consolidation to be on hold, with
Armenia's debt burden stabilising at a higher level over the
medium-term than previously expected given the more adverse
economic outlook weighing on revenue. As a result of lower growth,
Moody's expects the fiscal deficit to stay unchanged at 4-4.5% of
GDP in 2022 and 2023, compared to previous expectation for the
deficit narrow to 3% in 2022.

In tandem, Moody's expects the government debt to stabilise at a
slightly higher level of around 62-63% of GDP over 2022 to 2024,
from 60.3% of GDP in 2021. While the government has yet to announce
any additional expenditures to support the economy, additional
fiscal support, while supportive of growth, would further delay
fiscal consolidation.

Armenia's fiscal profile is also exposed to currency risks, with
70% of its debt denominated in foreign currency. While not Moody's
baseline assumption, a sharp depreciation in the dram would worsen
the government debt trajectory, while also increasing banking
sector risks given the still-high levels of dollarisation.

GEOPOLITICAL RISKS MAY INTENSIFY

Geopolitical risks may also increase, particularly with Azerbaijan.
In the near term, the Russia-Ukraine military conflict could
destabilise the ceasefire agreement over the disputed territory
between Armenia and Azerbaijan that Russia brokered in 2020. Should
there be a significant increase in frequency and intensity of
tensions between Armenia and Azerbaijan, it would weigh on
consumption and investment, as well as fiscal strength especially
if the currency was under pressure and/or defense spending
increased markedly.

In the longer term, Moody's sees risks for Armenia stemming from
greater uncertainty around how regional states are likely to
re-assess relations with Russia in the wake of its invasion of
Ukraine.

RATIONALE FOR THE AFFIRMATION OF THE Ba3 RATING

Armenia's Ba3 rating reflects Moody's assessment that the country's
moderately high institutions and governance strength will help to
support its economic resilience and buffer the impact of the shock.
Moody's expects structural reforms to continue, which will at least
partially offset the headwinds to Armenia's longer-term growth.

The government's 2021-2026 programme outlined an agenda to
facilitate the rebalancing of Armenia's growth drivers from
domestic to external demand. Armenia has achieved some success in
diversifying its export basket. In particular, the country has
built up a burgeoning information technology (IT) sector, albeit
from a low base. The IT sector grew 20% annually on average from
2016-2020 and accounted for 11% of the country's services exports
in 2019 from 8% in 2014. Continued growth in the higher value-added
IT sector, and further diversification in its export basket and
destinations, would augur well for Armenia's productivity growth
and increase its resilience to shocks.

In addition, the government's debt structure, which is anchored by
its large stock of multilateral and bilateral financing and
borrowed on mostly concessional terms with long tenors and low
interest rates, supports debt affordability and reduces government
liquidity risk.

ENVIRONMENTAL, SOCIAL AND GOVERNANCE CONSIDERATIONS

Armenia's ESG Credit Impact Score is moderately negative (CIS-3),
driven primarily by moderately negative social and environmental
risks, with low governance risk that is underpinned by a track
record of policy effectiveness and institutional reforms.

Armenia's exposure to environmental risks is moderately negative
(E-3), reflecting the country's moderate exposure to heat and water
stress, sizeable agricultural sector and its landlocked geography
and small land area, with low exposure to pollution, water
constraints, and carbon transition risk, given the economy's low
dependence on hydrocarbon revenue and exports. Armenia's score is
largely in line with regional neighbors.

Armenia's social risk exposure is moderately negative (S-3) and is
driven by demographic challenges including a small, aging
population and a high level of youth unemployment that may act as a
drag on long-term potential growth. High emigration by higher
skilled Armenians supports inbound remittances, a mitigating
factor, but also exacerbates demographic dynamics.

The pivot to higher productivity services sectors including
information technology may help to mitigate these risks. Moderate
risks stem from similar levels of housing and health care
provision, life expectancy, and access to basic services observed
in other sovereigns in the region.

Armenia's governance risk exposure (G-2) is neutral to low,
reflecting the relative strength versus peers in economic
policymaking, with a track record of fiscal and monetary prudence,
and initial progress toward institutional reforms. Ongoing
challenges include the control of corruption and rule of law
compared to peers, although perceptions have recently improved and
institutional reforms to address these issues, in large part with
international technical assistance, are among the government's top
priorities. The banking system's large size and significant
dollarization level pose challenges to the effectiveness of
macroprudential and regulatory policies to mitigate risks to
financial stability.

GDP per capita (PPP basis, US$): 13,329 (2020 Actual) (also known
as Per Capita Income)

Real GDP growth (% change): -7.4% (2020 Actual) (also known as GDP
Growth)

Inflation Rate (CPI, % change Dec/Dec): 3.7% (2020 Actual)

Gen. Gov. Financial Balance/GDP: -5.1% (2020 Actual) (also known as
Fiscal Balance)

Current Account Balance/GDP: -3.8% (2020 Actual) (also known as
External Balance)

Economic resiliency: ba1

Default history: No default events (on bonds or loans) have been
recorded since 1983.

On March 21, 2022, a rating committee was called to discuss the
rating of the Armenia, Government of. The main points raised during
the discussion were: The issuer's economic fundamentals, including
its economic strength, have materially decreased. The issuer's
fiscal or financial strength, including its debt profile, has
materially decreased.

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

FACTORS THAT COULD LEAD TO AN UPGRADE

The negative outlook signals that a rating upgrade is unlikely over
the near term. The outlook would likely be changed to stable if
Armenia's growth outlook were to be better than Moody's current
expectations, containing the deterioration in the government's
fiscal and debt metrics. Signs of faster and sustained fiscal
consolidation once the near-term pressures on growth fade would
also be credit positive.

Ongoing and further reforms that translate into sustained
improvements in economic competitiveness and the business climate,
supporting economic diversification and resiliency, would also
create conditions for a stable outlook.

FACTORS THAT COULD LEAD TO A DOWNGRADE

The rating would likely be downgraded if it looked increasing
likely that Armenia's long-term growth prospects and/or fiscal
strength were markedly weakened compared to Moody's current
expectations. A renewed and lasting escalation of tensions with
Azerbaijan into full-scale conflict, would also put downward
pressure on the rating.

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



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I R E L A N D
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NEUBERGER BERMAN 3: Moody's Gives B3 Rating to EUR9MM Cl. F Notes
-----------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by Neuberger Berman
Loan Advisers Euro CLO 3 DAC (the "Issuer"):

EUR186,000,000 Class A Senior Secured Floating Rate Notes due
2034, Definitive Rating Assigned Aaa (sf)

EUR30,750,000 Class B Senior Secured Floating Rate Notes due 2034,
Definitive Rating Assigned Aa2 (sf)

EUR18,750,000 Class C Senior Secured Deferrable Floating Rate
Notes due 2034, Definitive Rating Assigned A2 (sf)

EUR20,250,000 Class D Senior Secured Deferrable Floating Rate
Notes due 2034, Definitive Rating Assigned Baa3 (sf)

EUR15,000,000 Class E Senior Secured Deferrable Floating Rate
Notes due 2034, Definitive Rating Assigned Ba3 (sf)

EUR9,000,000 Class F Senior Secured Deferrable Floating Rate Notes
due 2034, Definitive Rating Assigned B3 (sf)

RATINGS RATIONALE

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

The Issuer is a managed cash flow CLO. At least 90% of the
portfolio must consist of senior secured obligations and up to 10%
of the portfolio may consist of senior unsecured obligations,
second-lien loans, mezzanine obligations and high yield bonds. The
portfolio is expected to be 90% ramped as of the closing date and
to comprise of predominantly corporate loans to obligors domiciled
in Western Europe. The remainder of the portfolio will be acquired
during the six-month ramp-up period in compliance with the
portfolio guidelines.

Neuberger Berman Europe Limited manage the CLO. It will direct the
selection, acquisition and disposition of collateral on behalf of
the Issuer and may engage in trading activity, including
discretionary trading, during the transaction's 4.6-year
reinvestment period. Thereafter, subject to certain restrictions,
purchases are permitted using principal proceeds from unscheduled
principal payments and proceeds from sales of credit risk
obligations or credit improved obligations.

In addition to the six classes of notes rated by Moody's, the
Issuer has issued EUR560,000 of Senior Preferred Return Notes due
2034, EUR410,000 of Subordinated Preferred Return Notes due 2034
and EUR1,000,000 of Performance Notes due 2034 which are not rated.
The Senior Preferred Return Notes and the Subordinated Preferred
Return Notes accrue interest in an amount equivalent to a certain
proportion of the senior and subordinated management fees and its
notes' payment is pari passu with the payment of the senior and
subordinated management fee. The Performance Notes accrue interest
in an amount equivalent to a typical incentive management fee in
other EMEA CLOs. The interest amount is first used to repay
principal until the amount outstanding is EUR1. Finally, the Issuer
has issued EUR26,400,000 of Subordinated Notes which are not
rated.

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

Methodology underlying the rating action:

The principal methodology used in these ratings was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
December 2021.

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

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

Moody's modeled the transaction using a cash flow model based on
the Binomial Expansion Technique, as described in Section 2.3 of
the "Moody's Global Approach to Rating Collateralized Loan
Obligations" rating methodology published in December 2021.

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

Par Amount: EUR300,000,000

Diversity Score: 53

Weighted Average Rating Factor (WARF): 3002

Weighted Average Spread (WAS): 3.50%

Weighted Average Coupon (WAC): 3.50%

Weighted Average Recovery Rate (WARR): 44.5%

Weighted Average Life (WAL): 7.5 years

NEUBERGER BERMAN 3: S&P Assigns B- (sf) Rating to Class F Notes
---------------------------------------------------------------
S&P Global Ratings assigned its credit ratings to Neuberger Berman
Loan Advisers Euro CLO 3 DAC's class A, B, C, D, E, and F notes. At
closing, the issuer also issued unrated subordinated notes.

The ratings reflect S&P's assessment of:

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

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

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

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

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

  Portfolio Benchmarks
                                                         CURRENT
  S&P Global Ratings weighted-average rating factor     2,730.21
  Default rate dispersion                                 475.60
  Weighted-average life (years)                             5.42
  Obligor diversity measure                               115.68
  Industry diversity measure                               22.84
  Regional diversity measure                                1.31

  Transaction Key Metrics
                                                         CURRENT
  Total par amount (mil. EUR)                                300
  Defaulted assets (mil. EUR)                                  0
  Number of performing obligors                              134
  Portfolio weighted-average rating
  derived from S&P's CDO evaluator                           'B'

  'CCC' category rated assets (%)                           1.75
  'AAA' weighted-average recovery (%)                      36.50
  Weighted-average spread net of floors (%)                 3.50

This is a European cash flow CLO transaction, securitizing a pool
of primarily syndicated senior secured loans or bonds. The
portfolio's reinvestment period ends approximately 4.5 years after
closing, and the portfolio's maximum average maturity date is 8.5
years after closing. Under the transaction documents, the rated
notes pay quarterly interest unless there is a frequency switch
event. Following this, the notes will switch to semiannual
payment.

At closing the portfolio is well-diversified, primarily comprising
broadly syndicated speculative-grade senior-secured term loans and
senior-secured bonds. Therefore, S&P has conducted its credit and
cash flow analysis by applying its criteria for corporate cash flow
CDOs.

S&P said, "In our cash flow analysis, we modeled the EUR300 million
target par amount, the covenanted weighted-average spread of 3.50%,
the reference weighted-average coupon of 3.50%, and the covenanted
weighted-average recovery rates. We applied various cash flow
stress scenarios, using four different default patterns, in
conjunction with different interest rate stress scenarios for each
liability rating category. Our cash flow analysis also considers
scenarios where the underlying pool comprises 100% floating-rate
assets (i.e., the fixed-rate bucket is 0%) and where the fixed-rate
bucket is fully utilized (in this case, 10%).

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

"The transaction's documented counterparty replacement and remedy
mechanisms adequately mitigate its exposure to counterparty risk
under our counterparty criteria.
"The transaction's legal structure is bankruptcy remote, in line
with our legal criteria.

"Following our analysis of the credit, cash flow, counterparty,
operational, and legal risks, we believe that our ratings are
commensurate with the available credit enhancement for the class A,
B, C, D, E, and F notes. Our credit and cash flow analysis
indicates that the available credit enhancement for the class B, C,
D, and E notes is commensurate with higher ratings than those we
have assigned. However, as the CLO will have a reinvestment period,
during which the transaction's credit risk profile could
deteriorate, we have capped our assigned ratings on these notes.

"The class F notes' current break-even default rate (BDR) cushion
is negative at the 'B-' rating level. Based on the portfolio's
actual characteristics and additional overlaying factors, including
our long-term corporate default rates and recent economic outlook,
we believe this class is able to sustain a steady-state scenario,
in accordance with our criteria." S&P's analysis reflects several
factors, including:

-- The class F notes' available credit enhancement is in the same
range as that of other CLOs we have rated and that have recently
been issued in Europe.

-- S&P's BDR at the 'B-' rating level is 25.84% versus a portfolio
default rate of 16.80% if we were to consider a long-term
sustainable default rate of 3.1% for a portfolio with a
weighted-average life of 5.4 years.

-- Whether the tranche is vulnerable to non-payment in the near
future.

-- If there is a one-in-two chance for this note to default.

-- If S&P envisions this tranche to default in the next 12-18
months.

-- Following this analysis, S&P considers that the available
credit enhancement for the class F notes is commensurate with a
preliminary 'B- (sf)' rating.

S&P said, "In addition to our standard analysis, to provide an
indication of how rising pressures among speculative-grade
corporates could affect our ratings on European CLO transactions,
we have also included the sensitivity of the ratings on the class A
to E notes to five of the 10 hypothetical scenarios we looked at in
our publication, "How Credit Distress Due To COVID-19 Could Affect
European CLO Ratings," published on April 2, 2020.

"As our ratings analysis makes additional considerations before
assigning ratings in the 'CCC' category, and we would assign a 'B-'
rating if the criteria for assigning a 'CCC' category rating are
not met, we have not included the above scenario analysis results
for the class F notes."

Environmental, social, and governance (ESG) factors

S&P said, "We regard the exposure to ESG credit factors in the
transaction as being broadly in line with our benchmark for the
sector. Primarily due to the diversity of the assets within CLOs,
the exposure to environmental credit factors is viewed as below
average, social credit factors are below average, and governance
credit factors are average. For this transaction, the documents
prohibit the manger from investing in activities that are United
Nations Global Compact violations, and activities related to the
manufacture of controversial weapons, civilian firearms, tobacco,
thermal coal or coal extraction, oil sands extraction, utilities
with expansion plans that would increase their negative
environmental impact, services to physical casinos and/or online
gambling platforms, palm oil production, speculative transactions
of soft commodities, pornography or prostitution, and operation,
management, or provision of services to private prisons. Since the
exclusion of assets related to these activities does not result in
material differences between the transaction and our ESG benchmark
for the sector, we have not made any specific adjustments in our
rating analysis to account for any ESG-related risks or
opportunities."

  Ratings List

  CLASS    RATING     AMOUNT     SUB (%)   INTEREST RATE*
                    (MIL. EUR)
  A        AAA (sf)    186.00    38.00     Three/six-month EURIBOR

                                           plus 0.92%

  B        AA (sf)      30.75    27.75     Three/six-month EURIBOR

                                           plus 1.70%

  C        A (sf)       18.75    21.50     Three/six-month EURIBOR

                                           plus 2.25%

  D        BBB- (sf)    20.25    14.75     Three/six-month EURIBOR

                                           plus 3.20%

  E        BB- (sf)     15.00     9.75     Three/six-month EURIBOR

                                           plus 6.32%

  F        B- (sf)       9.00     6.75     Three/six-month EURIBOR

                                           plus 8.87%

  Sub      NR           26.40      N/A     N/A

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

EURIBOR--Euro Interbank Offered Rate.
NR--Not rated.
N/A—-Not applicable.




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BRIGNOLE CQ 2022: Moody's Assigns B1 Rating to EUR6.9MM X Notes
---------------------------------------------------------------
Moody's Investors Service has assigned the following definitive
ratings to Notes issued by Brignole CQ 2022 S.r.l.:

EUR133,220,000 Class A Asset Backed Floating Rate Notes due March
2038, Definitive Rating Assigned Aa3 (sf)

EUR27,130,000 Class B Asset Backed Floating Rate Notes due March
2038, Definitive Rating Assigned A1 (sf)

EUR2,460,000 Class C Asset Backed Floating Rate Notes due March
2038, Definitive Rating Assigned Baa2 (sf)

EUR1,640,000 Class D Asset Backed Floating Rate Notes due March
2038, Definitive Rating Assigned Ba3 (sf)

EUR6,900,000 Class X Asset Backed Floating Rate Notes due March
2038, Definitive Rating Assigned B1 (sf)

RATINGS RATIONALE

The Notes are backed by a six months revolving pool of Italian
Cessione del Quinto (CDQ) and Delegazione di Pagamento (DP)
consumer loans originated by Creditis Servizi Finanziari SpA
("Creditis"; NR). This represents the second issuance out of the
Brignole CQ shelf.

The portfolio consists of approximately EUR 164 million of loans as
of February 18, 2022 pool cut-off date. The Reserve Fund will be
funded to 1% of Class A to C Notes balance at closing and the total
credit enhancement for the Class A Notes will be around 20%. Class
X is an excess spread Note which will be repaid out of the interest
available funds. It has an 18 months target amortization profile.
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 (i) a granular portfolio, (ii) an amortising cash
reserve sized at 1% of Class A to C Notes balance, (iii) a turbo
amortization feature starting three payment dates after the Notes'
step up date and (iv) an interest rate cap to mitigate the interest
rate mismatch on the Notes provided by Natixis (Aa3(cr), P-1(cr)).
However, Moody's notes that the transaction features some credit
weaknesses such as (i) an unrated servicer, (ii) a 6 months
revolving period and (iii) an interest rate cap with a
pre-determined notional which will terminate in 2029 ahead of the
Notes legal maturity, potentially leaving the transaction unhedged
should the pool amortization be slower than expected or in high
default scenarios. Various mitigants have been included in the
transaction structure such as a back-up servicer facilitator which
is obliged to appoint a back-up servicer if the appointed servicer
is terminated, as well as a performance trigger which stops the
revolving early if certain triggers are breached.

All the loans in the initial portfolio benefit from life insurance
and 32.9% also benefit from employment insurance. The top three
life insurers represent over 75.7% of the pool: 29.8% AXA France
Vie (Aa3 insurance financial strength), 25.9% Net Insurance Life
S.p.A. (Not Rated), and 20% Cardif Assurance Vie (Not Rated). The
top three employment insurances are provided by: 15.3% Net
Insurance S.p.A. (Not Rated), 7.3% HDI Assicurazioni S.p.A. (Not
Rated), and 6.9% AXA France IARD (Aa3 insurance financial
strength).

The insurance policies will pay off the outstanding loan balance in
the event of, inter alia, borrowers' unemployment, resignation or
death. Since those events would be the typical driver of defaults
in a standard consumer loan transaction, the existence of the
insurance is credit positive. Therefore, the default risk of the
insurers and their correlation to the portfolio are a key aspect in
Moody's quantitative analysis of the transaction.

Moody's determined the portfolio lifetime expected defaults of
8.5%, expected recoveries of 75% post insurance pay-out and Aa3
portfolio credit enhancement ("PCE") of 25% 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
prior to giving any benefit to insurance recoveries. 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 8.5% are in line with the EMEA CDQ
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 and performance of
the previous deal, (ii) benchmark transactions, and (iii) other
qualitative considerations.

Portfolio expected recoveries of 75% post insurance pay-out are in
line the EMEA CDQ 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 25% is in line with the EMEA CDQ 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 CDQ loan
market and (iii) the exposure to different insurance companies. The
PCE level of 25% results in an implied coefficient of variation
("CoV") of 48.1%.

Moody's also considered the insurance company exposure in the
transaction and the impact of one or more insurance companies
defaulting on the recovery figure above, as well as shifts in the
concentration to single insurance companies. These scenarios are
weighted by the credit quality of the insurance companies to derive
a joint loss distribution for Moody's cash-flow model.

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 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.

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.



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

TMF SAPPHIRE: Moody's Raises CFR to B2 & Alters Outlook to Stable
-----------------------------------------------------------------
Moody's Investors Service upgraded TMF Sapphire Midco B.V.'s
corporate family rating to B2 from B3 and its probability of
default rating to B2-PD from B3-PD. Concurrently, Moody's upgraded
to B1 from B2 the instrument ratings of the EUR950 million backed
senior secured first lien term loan and EUR150 million backed
senior secured first lien revolving credit facility (RCF), and
upgraded to Caa1 from Caa2 the instrument rating on the EUR200
million backed senior secured second lien term loan, all at the
level of TMF Sapphire Bidco B.V. The outlook on both entities was
changed to stable from positive.

RATINGS RATIONALE

The ratings upgrade reflects expectations for continued improvement
in TMF's operating performance and credit metrics. The company has
demonstrated meaningful resilience in operations and the ability to
generate free cash flow (FCF) in the past two years. Good execution
with respect to organic growth, complemented by selective bolt-on
M&A, and strict cost control contributed to significant expansion
in EBITDA and lower leverage, with Moody's-adjusted Debt/ EBITDA
(excluding overdraft) declining to 6.4x in 2021 from 8.1x in 2019.
Leverage at close to 6.5x in 2021 is high for its B2 rating, but
somewhat mitigated by the resilience of the business, with a high
level of recurring revenue, and the company's good liquidity.

TMF's B2 CFR benefits from the company's resilient business model,
with around 90% of recurring revenue, and its low sensitivity to
the business cycle, as shown by moderate growth in its revenues and
high margins during 2008 through 2010 and in 2020. The company has
an established track record of operating in the industry with
long-standing customer relationships, which create barriers to
entry. In addition, because of its global network in 85
jurisdictions, the company is well-positioned to take advantage of
cross-selling opportunities with existing clients to new locations.
Furthermore, the low capital requirements inherent in the company's
business model support good FCF; TMF generated positive FCF in 2020
and 2021, which Moody's expects to continue over the next several
years.

Nonetheless, Moody's expects the business environment to remain
volatile given the uncertainties posed by a multitude of factors
including lower economic growth, rising inflation and a shortage of
professionals. In addition, the rating reflects regulatory and
legal risks inherent to the industry. Finally, TMF's private equity
ownership, which typically involves an aggressive financial policy
and a highly leveraged capital structure to extract value, also
constrains the rating.

LIQUIDITY

TMF has good liquidity, supported by the EUR50 million of cash
balance (net of bank overdrafts) as of the end of December 2021 and
its EUR150 million RCF due in 2025, of which EUR117 million is
available and EUR33 million is used for bank guarantees, and
Moody's expectation of continued positive FCF generation.

The RCF has one springing covenant (first-lien net leverage, a
maximum of 9.50x versus the actual 5.3x as of the end of December
2021) that is tested when the facility is drawn by more than 40%.
Moody's expect the company to be in compliance with the springing
covenant at all times.

STRUCTURAL CONSIDERATIONS

The B1 rating for the pari passu-ranked backed senior secured first
lien term loan and the RCF is one notch above the B2 CFR of TMF,
which reflects the seniority of these facilities in relation to the
Caa1 backed senior secured second lien term loan and the unsecured
lease rejection claims. The company's facilities benefit from
guarantees from a number of guarantors, which together represent no
less than 70% of TMF's consolidated EBITDA.

OUTLOOK

The stable outlook reflects Moody's expectation that earnings
growth, based on the assumption that the company can successfully
pass through most wage price increases to its customers, together
with contribution from bolt-on acquisitions, will result in Moody's
adjusted Debt/EBITDA (excluding overdraft) around 6.0x, and
continued positive FCF, with FCF/debt (excluding overdrafts) of 3%,
in the next 12-18 months. The stable outlook also assumes that TMF
does not undertake material debt-funded acquisitions, return
capital to shareholders, or otherwise change its financial policy
such that leverage is likely to exceed 6.5x Moody's adjusted Debt /
EBITDA (excluding overdrafts) or FCF to turn negative on a
sustained basis. Finally, it incorporates Moody's expectation that
TMF will retain its good liquidity profile.

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

The ratings could be upgraded if strong earnings growth or a shift
to a more conservative financial policy results in adjusted
Debt/EBITDA (excluding overdrafts) sustainably below 5.0x and
Moody's adjusted FCF/Debt above 5%.

The ratings could be downgraded with expectations for Moody's
adjusted Debt / EBITDA (excluding overdrafts) above 6.5x or FCF
reducing towards zero for a sustained period of time, or if
liquidity deteriorates.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Business and
Consumer Services published in November 2021.

COMPANY PROFILE

TMF Sapphire Midco B.V. (TMF) is a global provider of business
process services for companies (65% of revenue), financial
institutions, including funds and capital markets (30%), and family
offices (5%) in more than 85 jurisdictions, with reported revenue
of EUR650 million and a company-adjusted EBITDA of EUR199 million
in 2021. The company's Global Entity Management (GEM) business line
represents about 40% of its revenue and provides services
associated with the creation and administration of financial
vehicles, the administration of structures for corporates and
high-net-worth individuals, and the administration of alternative
investments, especially for the private equity and real estate
sectors. The Accounting & Tax (A&T) and the HR & Payroll (HRP)
business lines generate about 40% and 20% of revenue, respectively,
and provide accounting, tax and administrative (including payroll)
services for companies. Since 2018, TMF has been owned by funds
ultimately controlled by CVC Capital Partners, while its current
and previous management hold an aggregate stake of less than 10%.



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

ULKER BISKUVI: S&P Downgrades ICR to 'B', Outlook Negative
----------------------------------------------------------
S&P Global Ratings lowered its long-term issuer credit rating on
Turkey-Based Ulker Biskuvi to 'B' from 'B+'. S&P also lowered its
issue rating on its senior unsecured notes to 'B' from 'B+'.

S&P said, "The negative outlook primarily reflects downside risks
to our base-case projections for FOCF and credit metrics for the
next 12 months, coming from high operating cost inflation and the
foreign-exchange volatility of the Turkish lira against the U.S.
dollar and euro. In addition, we see refinancing risks related to
large debt amounts due by April 2023."

Ulker's cash flow and debt leverage metrics weakened considerably
in 2021 amid negative foreign exchange effects, a large
acquisition, and high working capital investments. S&P Global
Ratings-adjusted (gross) debt to EBITDA stood at about 7.0x with
large negative free operating cash flow (FOCF) of about Turkish
lira (TRY) 900 million, which is much weaker than its base-case
projections.

S&P said, "For 2022, we project high revenue growth, supported by
proactive pricing in high inflationary economies and an EBITDA
margin of about 20%-21% factoring good pricing power and prudent
raw materials hedging. This should translate into positive FOCF,
but adjusted debt to EBITDA should remain elevated at about 6.0x.


"The rating action reflects our forecasts that credit metrics will
remain weaker than we previously anticipated, with adjusted debt to
EBITDA well above 5.0x until 2023. Ulker has good coverage for main
raw materials, notably cocoa, wheat, and sugar until the end of Q3
2022, following strong investments in Q4 2021 that drove FOCF to a
deep deficit of about TRY900 million for the full year. Combined
with continued proactive price increases into 2022, notably in
Turkey from the second half of 2021, this coverage should result in
broadly stable adjusted EBITDA margins and improved FOCF
generation. We therefore anticipate adjusted EBITDA margins of
20%-21% and positive FOCF of more than TRY400 million in 2022,
which should support reduction in debt leverage to about 6.0x. We
think overall revenue growth will likely reach about 30%. Revenue
from its Turkish operations could grow by up to 50%, and we
forecast that the local inflation rate will peak at 52.4%. We
assume volume growth of about 1%-2% in Turkey and higher in
international markets, where recent lifting of COVID-19
pandemic-related restrictions should provide a boost, such as in
schools in Saudi Arabia from March 14, 2022, for example. That
said, we view the adjusted debt metrics as materially higher than
the 4x-5x range we view as commensurate with the 'B+' rating
level.

"Our rating action also reflects the volatility around our base
case, and our revision of the company's liquidity profile to less
than adequate. Key risks to our base case include high raw material
price inflation and currency translation risk from the weaker
Turkish lira against hard currency, and to a lesser extent the very
high inflation rate in Turkey. The company is well-stocked for raw
materials for the first nine months of 2022, but we see potential
for cash flow volatility within that timeframe because the company
may seek to do forward purchases on wheat and sugar in Turkey.
Regarding currency risks, we note the material impact on the
adjusted leverage at year-end 2021 from the large open foreign
exchange balance sheet position that Ulker has in euros. Currency
translation risk is notable, and at year-end 2021, the company
agreed a one-time testing vacation with its bank lenders because
its reported net leverage of 3.54x was above the permitted level of
3.50x. Failure to generate stronger positive free cash flow in 2022
could jeopardize the liquidity position ahead of the large
refinancing in April 2023, when about 43% of its total debt will
mature." This comprises the following bank loans:

-- $110 million floating rate U.S. dollar-LIBOR +3.10% syndicated
loan due April 20, 2023

-- EUR243.938 million floating rate EURIBOR +2.95% syndicated loan
due April 20, 2023

-- EUR75 million EBRD floating rate EURIBOR +2.95% syndicated loan
due April 20, 2023

S&P said, "Although the company has a large liquid fund investment
portfolio of about TRY6.4 billion (as at Dec. 31, 2021) and has a
track record of liquidating it in case of need, we still apply a
40% haircut given valuation uncertainty across invested asset
classes. If this materializes, this could affect the liquidity
coverage for upcoming debt maturities within the next 12-18 months,
if capital markets are closed. This, alongside the lack of a
cushion under the maintenance covenants, is a key reason for our
revised assessment of the company's liquidity position.

"We anticipate the company will focus on cash generation to help
build a liquidity buffer within the next 12 months ahead of
upcoming refinancing needs. In our base case, we do not incorporate
any acquisitions and dividends for 2022, although we acknowledge
the low visibility on shareholder remuneration. We anticipate the
company will focus on continued profitable growth and cash flow
preservation in light of the refinancing needs in April 2023. It is
possible Ulker will resume dividends in 2023. We note that the
ultimate parent, Yildiz Holding, has previously shown support in
periods of uncertainty by forgoing dividend distributions, such as
in 2019 (no dividend) and 2020 (modest distribution of about TRY6.7
million).

"The company's strong market position and brand equity should allow
it to proactively adjust prices and product and package mix to
manage earnings pressure and support cash flows. The Turkish
confectionary market is strongly duopolistic in nature, with Ulker
and Eti controlling about 70% of it. Ulker enjoys a clear market
leading position (41% market share) in the high-value chocolate and
biscuits product categories. We understand that the two companies
continue to broadly follow each other in terms of price increases
in the high inflationary domestic environment in Turkey, thus
resulting in a less intense competitive environment. We also see
value in Ulker's clear market leading position in the biscuits
product category in its main international markets, notably Saudi
Arabia and Egypt, while enjoying the No. 3 position in Kazakhstan
in chocolate. The company's focus on own brands (89% of total net
sales), leading market shares, and strong customer awareness in its
main markets afford it strong pricing power, which should continue
to support profitability levels. We also anticipate the company
will continue to innovate and launch new products, notably in
chocolate and biscuits in Turkey, while adjusting its packaging
mix. This should help offset higher costs for logistics, staff, and
raw materials in the next 12-18 months.

"The negative outlook primarily reflects the volatility around our
base case, particularly from a cash flow and leverage perspective,
within the next 12 months. This is in the context of large
refinancing needs due in April 2023.

"We could lower the ratings if adjusted debt leverage deteriorates
to above 7x and FOCF stays negative in 2022. This would prevent the
company from rebuilding a cushion under its financial maintenance
covenants tied to bank lines and put pressure on its ability to
successfully refinance debt maturities before April 2023. For
example, this could happen as a result of higher-than-anticipated
working capital investments into the second half of 2022, or due to
strong adverse TRY-USD currency exchange movements coupled with an
inability to raise prices in a timely manner.

"We could revise the outlook to stable if the company successfully
navigates short-term headwinds, such that it successful refinances
the significant debt maturities due in April 2023 in a timely
manner. This would likely stem from the company maintaining an
adjusted EBITDA margin of 19%-21% thanks to timely and significant
price increases and cost control, as well as posting sustained
positive FOCF that would allow it to maintain adequate headroom of
more than 15% under its maintenance financial covenants."
ESG credit indicators: E-2, S-2, G-2

S&P said, "ESG factors are an overall neutral consideration in our
credit rating analysis of Ulker Biskuvi Sanayi. Ulker's production
capacity is predominantly located in Turkey, a country we view as
bearing high risk for corporate entities, owing to its relatively
weak institutional governance framework. We consider that Ulker's
credit quality could also withstand a default of Turkey, given its
established presence outside Turkey and its sizable financial
investment portfolio, which could be liquidated in case of need and
provide ample coverage of external financial obligations in hard
currency. This supports our view of the company's governance
assessment."




=============
U K R A I N E
=============

MHP SE: Fitch Lowers LT IDRs and Senior Unsec. Rating to 'C'
------------------------------------------------------------
Fitch Ratings has downgraded MHP SE's (MHP) Long-Term Foreign- and
Local-Currency Issuer Default Ratings (IDR) and senior unsecured
rating to 'C' from 'CCC'.

The downgrade of the IDR to 'C' follows MHP's announcement that it
will exercise a grace period and will not make the coupon payment
scheduled on 19 March 2022 related to an USD11 million interest
payment on its USD350 million 6.25% bonds. This follows the severe
operational disruptions resulting from Russia's invasion of
Ukraine.

MHP's 'C' IDRs denote that a default or default-like process has
begun.

KEY RATING DRIVERS

Non-Payment of Coupon: MHP has entered into a grace period
following the non-payment of the USD11 million interest coupon on
its USD350 million 6.25% bonds due 19 March 2022 in light of
disruptions resulting from Russia's invasion of Ukraine. MHP is
seeking a 270-day extension to a the 30-day grace period from the
USD1.4 billion bondholders following the missed payment of the
coupon due on 19 March. MHP has two other coupon payments due in
April and May for USD38 million which Fitch expects will not be
made.

Tight Sowing Campaign Funding: MHP needs to start its sowing
campaign soon, for which it requires around USD160 million funding.
The bank lines that usually finance the sowing campaign are
currently not available due to liquidity constraints on Ukraine's
banking system. The missed interest payments, along with the
270-day extension of the 30-day grace period of its USD1.4 billion
bonds and requested extensions on upcoming maturities of the
working capital financing facilities, reflect the company's
decision to protect all available liquidity to fund the sowing
campaign. Securing funds for the sowing campaign is currently one
of MHP's top priorities, as the company needs grains to stay
operational and be ready to export again when possible.

Disrupted Export Operations: Exports are at a minimal level as the
company has been facing many logistical disruptions in Ukraine. The
ports are closed so there is no operational activity and using
trucks to ship products can be very challenging, as some roads and
bridges have been destroyed and it is difficult to pass the
borders.

Ukrainian Food Security in Focus: MHP's main priority is to provide
food for people in Ukraine. MHP historically supplied around half
of all chicken produced commercially for Ukraine. Due to the
disruptions, all other poultry producers have closed operations as
they were in locations closer to the war zone. MHP's poultry
production is currently operating at 80-85% capacity, and the
entire production is dedicated to Ukraine. The company is providing
10%-15% of produce free of charge.

Severe Operational Disruptions: Russia has launched missile, ground
and sea operations across multiple fronts, including Kyiv. There is
high uncertainty about the extent of Russia's ultimate objectives,
the length, breadth and intensity of the conflict, and its
aftermath. However, multiple infrastructure and industrial
facilities have already been damaged and the risk to employee
wellbeing, severe disruption to operations or plant and equipment
remains high.

Moratorium on FX Payments: The National Bank of Ukraine has
introduced a moratorium on cross-border foreign currency payments,
potentially limiting issuers' ability to service their
foreign-currency obligations. Exceptions can be made to this
moratorium but it is unclear how these will be applied in practice,
particular with disruption caused by the ongoing conflict and
martial law in the country.

KEY ASSUMPTIONS

KEY RECOVERY RATING ASSUMPTIONS

The recovery analysis assumes that MHP would be considered a going
concern in bankruptcy and that it would be reorganised rather than
liquidated. Fitch has assumed a 10% administrative claim.

MHP's going-concern EBITDA is based on 2020 EBITDA discounted by
41% to reflect disruptions in exports and local operations
resulting from Russia's invasion, vulnerability to FX risks and the
volatility of poultry, grain and sunflower seeds prices, as well as
the volatility of some raw material costs. The going-concern USD175
million EBITDA estimate reflects Fitch's view of a sustainable,
post-reorganisation EBITDA level upon which Fitch bases the
valuation of MHP.

Fitch uses an enterprise value/EBITDA multiple of 4x to calculate a
post-reorganisation valuation and to reflect a mid-cycle multiple.
The multiple is the same as that for Kernel Holding S.A., a
Ukrainian agricultural commodity trader and processor, and is
unchanged relative to Fitch's previous review.

Fitch does not consider MHP's pre-export financing (PXF) facility
as fully drawn in Fitch's analysis. Unlike an RCF, a PXF facility
has several drawdown restrictions and the availability window is
limited to only part of the year. Opco bank debt and PXF facilities
are treated as prior ranking debt in Fitch's waterfall analysis.

The principal waterfall analysis generates a ranked recovery for
the senior secured debt, in the 'RR4' category, leading to a 'C'
rating for senior unsecured bonds. The waterfall analysis output
percentage based on current metrics and assumptions is 39%.

RATING SENSITIVITIES

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

-- An upgrade is unlikely at this point as Fitch does not expect
    MHP to pay upcoming and overdue coupon payments;

-- The payment of the overdue coupon by the end of the 30-day (or
    extended 240-day) grace period and the timely payment of
    upcoming maturities under the working capital facilities;

-- Improved liquidity position.

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

-- Execution of a distressed debt exchange (downgrade to
    Restricted Default);

-- Non-payment of the overdue coupon by the end of the 30 days
    grace period (downgrade to D; Default);

-- The IDR will be further downgraded to 'D' if the issuer enters
    into bankruptcy filings, administration, receivership,
    liquidation or other formal winding-up procedures, or
    otherwise ceases business.

BEST/WORST CASE RATING SCENARIO

International scale credit ratings of Non-Financial Corporate
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.

LIQUIDITY AND DEBT STRUCTURE

Tight Liquidity: As of end-September 2021, MHP had a Fitch-adjusted
cash balance of USD286 million and USD304 million of undrawn
committed facilities. However, bank lines are currently not
available due to liquidity constraints on Ukraine's banking system.
MHP requires around USD160 million to fund its sowing campaign,
therefore the group decided to adopt all protective measures to
ensure sufficient funding for operational needs in the current
circumstances.

ISSUER PROFILE

MHP is the largest poultry producer and exporter in Ukraine.
Vertical integration into crop growing allows the company to
generate high EBITDA margins and enhances its competitiveness in
export markets.

ESG CONSIDERATIONS

MHP SE had an ESG Relevance Score of '4' for Group Structure, which
has been revised to '3' since the drivers of this score no longer
represent a constraint to the rating. A score of '3' expresses
minimal credit-relevance to the rating.

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.

MHP SE: S&P Downgrades LT ICR to 'SD' on Missed Coupon Payment
--------------------------------------------------------------
S&P Global Ratings lowered its long-term issuer credit rating on
MHP SE to 'SD' (selective default) and its issue ratings on all
three senior unsecured notes to 'D' (default).

S&P said, "We plan to review the issuer credit rating on the
company and the issue ratings on its senior unsecured notes after
the consent solicitation process completes, and we will be in a
capacity to evaluate in a satisfactory manner the company's
business and financial prospects under the amended debt terms."

The rating action reflects MHP's announcement that it missed the
coupon payment due under its $350 million senior unsecured 6.25%
fixed-rate notes on March 19, 2022, and is seeking consent
solicitation from all bondholders to postpone the payment.
According to the terms of the bond indenture, the company has 30
days from the due date of March 19, 2022 to pay the overdue coupon
before an event of default is triggered. The company stated
publicly that it is unlikely to make the coupon payment on all
outstanding notes in a timely manner. S&P said, "We understand this
is primarily due to the high level of business and financial
disruption in Ukraine, which is harming the group's liquidity
position and ability to meet its financial obligations. The company
is seeking consent solicitation from all bondholders (including for
notes due in 2026 and 2029) to implement a 270-day extension to the
grace period. This would allow it flexibility to postpone interest
payments due under all its senior notes for the duration of 2022.
Given the above, we also think it is highly unlikely MHP will make
the scheduled coupon payments under the two other senior notes on
April 3, 2022 (under the $550 million 6.95% fixed-rate notes due
April 2026), and on May 10, 2022 (under the $500 million 7.75%
fixed-rate notes due May 2024), in a timely manner. Since MHP has
skipped a coupon payment and is highly unlikely to pay during the
original stated grace period, under our criteria, we view the group
as defaulting under its financial obligations for the three rated
senior notes."

The missed coupon payment and consent solicitation is in the
context of the ongoing challenging environment in Ukraine. Although
the company has substantial cash on balance sheet ($228 million as
at March 21, 2022), it currently has no access to its undrawn
working capital bank facilities ($154 million as of March 21, 2022)
due to liquidity constraints in the Ukrainian banking system. The
company appears to have enough cash to make the payments, and S&P
understands that the postponement of the coupon payments would help
preserve available liquidity while the group enters the critical
spring sowing season. MHP, like other Ukrainian companies, has
suffered from abrupt disruption in its business and financial
position due to the conflict. It is largely unable to generate cash
from exports out of Ukraine (about 53% of total revenue) given that
the ports and main export facilities are not operating. The company
is engaged in the critical tasks of supplying food to the Ukrainian
population and providing humanitarian aid in the country.

S&P said, "We plan to review the ratings on the company and the
notes after the consent solicitation process completes and upon
receiving a satisfactory level of information. In our rating
review, we would seek to gather as much detailed information as
possible to evaluate the company's business and financial prospects
under the amended debt terms and rapidly changing operating
business environment."




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

CHELSEA FC: Parent Can Inject Up to GBP30 Million Into Club
-----------------------------------------------------------
Samuel Agini at The Financial Times reports that Chelsea Football
Club's parent company is to be allowed to inject up to GBP30
million into the football club to help the Premier League side
"resolve any cash flow or liquidity issues".

According to the FT, the UK Treasury set out the move on March 23
in amendments to the special licence granted to Chelsea to allow
the club to continue operating despite the government's decision to
impose sanctions on owner Roman Abramovich, the Russian-Israeli
billionaire, after Russia's invasion of Ukraine.

The move means that Fordstam, Chelsea's parent company, can inject
funds that could be used to pay bills or player salaries, as the
club moves closer to a sale, the FT states.

Mr. Abramovich is the "ultimate controlling party" of Fordstam,
according to its accounts, through which he owns Chelsea, the FT
notes.

"We're all very mindful of the financial situation and getting it
through to the sale," the FT quotes a government official as
saying. "The club still has certain obligations it needs to meet
[and] giving the club access to cash flow from the parent company
is the most appropriate way of making sure those obligations can be
met."

The auction of Chelsea, which is being run by US merchant bank
Raine, is attracting rich suitors looking for a chance to join the
ranks of the 20 best clubs in England, according to the FT.  Raine
is selecting a shortlist of bidders to progress to the next round
of the process, the FT discloses.

However, the transaction requires special approval from the UK
government, which is adamant that Abramovich cannot benefit from
the sale proceeds, the FT says.

Bidders include Todd Boehly, co-owner of the Los Angeles Dodgers
baseball team, and the Ricketts family, owner of the Chicago Cubs,
a rival side. City of London grandee Martin Broughton is leading
another group backed by private equity billionaires Josh Harris and
David Blitzer, according to the FT.

Other interested parties include British property developer Nick
Candy and London-based investment manager Centricus, the FT notes.

The original licence imposed a series of restrictions on the club,
such as barring the sale of merchandise, but allowed it to continue
playing matches despite the sanctions on Mr. Abramovich, the FT
discloses.

The club remains blocked from selling tickets to its own fans for
Premier League matches at its home stadium, Stamford Bridge, the FT
says.

However, the licence allows the club to resume selling new tickets
under certain conditions, the FT states.

Rival fans will be allowed to pay for admission to matches at
Chelsea's ground.  The club can sell tickets to all fans for
matches in the Uefa Champions League, Europe's most prestigious
club tournament, for games in the domestic FA Cup and for the
Women's Super League, according to the FT.

But the proceeds from these sales will be directed to competition
organisers, such as Uefa, the FT notes.


GRANDVIEW HOUSE: Enters Administration, To Close in the Summer
--------------------------------------------------------------
Tom Ramage at Struthspey & Badenoch reports that there is shock and
concern following two care homes in Badenoch and Strathspey being
placed into administration.

According to Struthspey & Badenoch, Grandview House in Grantown is
to close in the summer but there are hopes that a buyer can be
found for Main's House in Newtonmore.

An administrator has been appointed to take over the running of the
two care homes, Struthspey & Badenoch discloses.

NHS Highland has said it is working with the administrator and
families to re-home the residents from the care home in the centre
of Grantown, Struthspey & Badenoch relates.

The health authority has also said that finding new employment for
the staff at Grandview will also be a priority, Struthspey &
Badenoch notes.

Main's House care home will continue to operate whilst a buyer is
sought for the continued operation of the facility, Struthspey &
Badenoch states.

The Newtonmore facility is operated by Mains House Ltd and the
Grantown home is run by Grandview House Ltd, both owned by the
Eavis family, according to Struthspey & Badenoch.


GREENSILL: Credit Suisse Shareholders Put Pressure on AGM Vote
--------------------------------------------------------------
Owen Walker at The Financial Times reports that Credit Suisse
shareholders have put pressure on the bank not to include a vote at
its annual general meeting that would absolve directors and
executives for the Greensill scandal, according to people with
knowledge of the discussions.

According to the FT, investors in the Swiss group have raised
concerns with new chair Axel Lehmann over the board's decision not
to release a report into the bank's failings around the collapse of
specialist finance firm Greensill last year, which caused Credit
Suisse to freeze US$10 billion of client funds.

The bank is due to publish its agenda for the April 29 AGM in the
coming days, after announcing that three directors -- including
vice chair Severin Schwan -- would be stepping down, the FT
discloses.

Under Swiss law, corporate directors and executives are liable to
shareholders for misleading or incorrect statements, as well as for
causing damage to the company, either intentionally or through
negligence.  Each year, shareholders are typically asked to vote to
discharge them from their legal liability for the previous
financial year.

But last year, Credit Suisse did not include a discharge vote at
its AGM as it was in the immediate aftermath of the collapse of
Greensill and Archegos Capital, the family office whose implosion
caused Credit Suisse a US$5.5 billion trading loss, the biggest in
its 166-year history, the FT notes.

At the AGM last year, the board, as cited by the FT, said it was
"of the opinion that it is in the best interest of the shareholders
if this proposal is not considered prior to completion of the
internal investigations into the recent developments and
announcement of the corresponding outcome, and that a proposal to
discharge the members of the board of directors and the executive
board for the 2020 financial year may be submitted at a later
date."

While last summer Credit Suisse published an excoriating report
written by law firm Paul Weiss into Archegos, it decided last month
to keep under wraps a report into Greensill written by Swiss law
firm Walder Wyss and accounting firm Deloitte, the FT recounts.

The Greensill report has been shared with Swiss regulator Finma,
but the board decided not to publish the full report or even
provide details of its findings as it is wary of releasing too much
information that could harm it in potential lawsuits or insurance
claims as it seeks to reclaim lost funds, the FT states.

In meetings with Lehmann in recent weeks, shareholders have pushed
for the discharge vote to be removed from the agenda again as they
do not feel they have enough information about who was responsible
within Credit Suisse for the Greensill losses, said people with
knowledge of the discussions, the FT relates

According to the FT, a person close to the company said that
discharge votes were largely symbolic and they did not prevent
shareholders from pursuing executives and directors if information
later came to light.

Among those whose liability is yet to be discharged for the 2020
and 2021 financial years are members of the current board and
management team, as well as former chairs Urs Rohner and Antonio
Horta-Osorio, both of whom left during the past year, the FT
states.

Also affected are outgoing and former directors such as Schwan and
Andreas Gottschling, who stepped down last year under shareholder
pressure, and several departed executives, including Eric Varvel,
the former head of the asset management business, Brian Chin, the
former head of the investment bank, and Lara Warner, the former
head of risk and compliance, the FT discloses.

Credit Suisse has so far paid back US$6.7 billion of the US$10
billion originally frozen in the Greensill-backed supply-chain
finance funds, while the bank holds a further US$600 million in
cash that it plans to return to the more than 1,000 investors in
the funds, according to the FT.

The bank is in the process of trying to recoup the remaining funds,
most of which are owed by three groups: Sanjeev Gupta's GFG
Alliance, SoftBank-backed Katerra and Bluestone Resources, the US
mining business owned by West Virginia governor Jim Justice, the FT
says.


NMC GROUP: UK's NMC Healthcare PLC Remains in Administration
------------------------------------------------------------
Simeon Kerr at The Financial Times reports that NMC group came out
of administration on Friday, March 25, ending two years of
uncertainty after debts racked up in an alleged fraud threatened to
destroy the United Arab Emirates' largest private healthcare
group.

However, the UK's NMC Healthcare PLC and UAE-registered NMC
Healthcare Ltd will remain in administration, allowing Alvarez &
Marsal to continue its investigation and pursue potential avenues
to recover funds for creditors, the FT states.

The scandal at NMC left creditors with large outstanding debts,
recounts the FT.  The company collapsed in 2020 after revealing
more than US$4 billion in previously undisclosed liabilities across
NMC and other businesses founded by Indian entrepreneur BR Shetty,
the FT says.

A new NMC group, NMC OpCo Ltd, has been formed from 34 of the 36
companies that were subject to the administration proceedings under
the courts of Abu Dhabi's international financial centre, allowing
the healthcare operations to continue to trade normally, the FT
discloses.

The group is now planning to expand its hospitals and clinics,
build new revenue streams and find cost efficiencies, the FT
states.

In 2021, NMC recorded gross revenue of 4.51 billion UAE dirhams
(US$1.23 billion) and ebitda of Dh755 million, with a strong
performance from its cosmetic surgery and fertility hospitals, the
FT relays.

Mr. Shetty has launched legal proceedings in the US against the
former management, auditor EY and two banks, claiming they
participated in a complex US$5 billion fraud, the FT relates.  EY
denies any wrongdoing.

NMC's lenders have been provided with a new US$2.25 billion
facility under the restructuring to settle their previous debt
claims, the FT discloses.

According to the FT, they have selected seven new directors, most
of whom represent companies that provided new capital to help keep
the business afloat and enable it to launch a three-year growth
plan, including divestments.

P&O FERRIES: Broke Law by Sacking 800 Workers Without Notice
------------------------------------------------------------
Tom Espiner and Daniel Thomas at BBC News report that P&O Ferries
boss Peter Hebblethwaite has admitted to MPs that a decision to
sack 800 workers last week without notice broke the law.

According to BBC, he said there was "absolutely no doubt" that
under UK employment law the firm was required to consult unions
before making the mass cuts.

However, he said no union would have accepted the plan and it was
easier to compensate workers "in full" instead, BBC notes.

The P&O boss also said he would make the same decision again if he
had to, according to BBC.

Huw Merriman, the Conservative chair of the Transport Committee
urged him to resign, BBC relates.

"It's untenable to come to parliament and say you decided to break
the law, you have no regrets," Mr. Merriman told BBC Radio 4's
World at One. "We can't have companies run by people like that. So
he needs to hand his card in."

The sackings of P&O staff sparked outrage after it emerged they
will be replaced by foreign agency workers paid less than the
minimum wage, BBC recounts.

Addressing a committee of MPs on March 24, Mr. Hebblethwaite
apologised for the distress caused by the cuts, but said they were
necessary to save the business which has been loss-making, BBC
notes.

According to BBC, he said workers would receive "extremely
generous" compensation, although as part of these settlements they
would forgo their right to pursue further legal action against
P&O.

Asked whether P&O broke the law by not consulting the unions, Mr.
Hebblethwaite, as cited by BBC, said: "It was our assessment that
the change [to staffing] was of such a magnitude that no union
could possibly accept our proposal.

"So as I say, I completely throw our hands up, my hands up, that we
did choose not to consult."

He added: "We did not believe there was any other way to do this
and we are compensating people in full."

Asked if he would change anything about the decision made, he
responded: "That's a really, really difficult question.

"The business would close, the business was not viable. This is the
only way for us to save this business and we have moved to a model
that is internationally recognised and widely used across the globe
and by our competitors.

"I would make this decision again I'm afraid."

Peter Hebblethwaite apologised to workers.  But he remained adamant
there had been no other option and gave no indication that he would
change course, BBC notes.

MPs were aghast at his open admission that the business had chosen
not to comply with the requirement to consult unions over planned
redundancies, BBC relays.

According to BBC, a representative of DP World, which owns P&O,
said Mr Hebblethwaite would not be sacked.


TM LEWIN: Frasers, Marks & Spencer Among Potential Buyers
---------------------------------------------------------
Ashley Armstrong at The Sunday Times reports that Mike Ashley's
Frasers Group, Marks & Spencer, Charles Tyrwhitt and Crew Clothing
are all circling TM Lewin after the shirt brand collapsed into
administration this month for the second time in two years.

According to The Sunday Times, it is understood that the rivals
have expressed an interest in the company and are receiving
information about its recent financial performance from
administrators at Interpath, although it is not yet clear which if
any will pursue a bid ahead of next month' deadline.

TM Lewin, founded in London in 1898, is famous for selling the
first button-up shirt and before its demise was popular with City
workers.  During the First World War it supplied the army with
uniforms and it claims to have sold more than 70 million shirts.




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

[*] BOND PRICING: For the Week March 21 to March 25, 2022
---------------------------------------------------------
Issuer             Coupon    Maturity   Currency  Price
------             ------    --------   --------  -----
Yandex NV             0.750 03/03/2025  USD   43.000
Gazprom PJSC Via Gaz  8.625 4/28/2034   USD   43.500
Gazprom PJSC Via Gaz  3.12511/17/2023   EUR
Lukoil Securities BV  3.875 05/06/2030  USD   56.000
Gazprom PJSC Via Gaz  5.150 02/11/2026  USD   41.250
Gazprom PJSC Via Gaz  1.450 03/06/2023  CHF   20.002
Sberbank of Russia V  5.12510/29/2022   USD    8.000
Vnesheconombank Via   6.80011/22/2025   USD   33.500
VTB Bank PJSC Via VT  9.500             USD   16.000
VEON Holdings BV      3.37511/25/2027   USD   58.550
Gazprom PJSC Via Gaz  4.950 7/19/2022   USD   41.000
Gazprom PJSC Via Gaz  2.25011/22/2024   EUR   35.000
Gazprom PJSC Via Gaz  4.250 04/06/2024  GBP   20.001
VTB Bank OJSC Via VT  6.95010/17/2022   USD   89.900
Lukoil Capital DAC    3.60010/26/2031   USD   55.000
Lukoil International  4.750 11/02/2026  USD   59.750
Gazprom PJSC Via Gaz  2.500 3/21/2026   EUR   32.730
Russian Railways Via  4.600 03/06/2023  EUR   10.000
Gazprom PJSC Via Gaz  7.288 8/16/2037   USD   45.000
Gazprom PJSC via Gaz  3.250 2/25/2030   USD   38.000
Aragvi Finance Inter  8.450 4/29/2026   USD   63.131
Metinvest BV          8.500 4/23/2026   USD   48.125
Russian Foreign Bond  2.875 12/04/2025  EUR   15.000
Gazprom PJSC Via Gaz  4.364 3/21/2025   EUR   32.498
Vnesheconombank Via   5.94211/21/2023   USD   33.500
Gazprom PJSC via Gaz  4.599             USD    6.000
Kernel Holding SA     6.50010/17/2024   USD   47.427
Gazprom PJSC via Gaz  2.950 1/27/2029   USD   40.000
Metinvest BV          7.75010/17/2029   USD   49.125
Gazprom PJSC via Gaz  3.500 7/14/2031   USD   37.000
Russian Railways Via  2.100 10/02/2023  CHF    9.660
Gazprom PJSC via Gaz  1.540 6/30/2027   CHF   30.000
MHP SE                7.750 05/10/2024  USD   45.395
Lukoil Capital DAC    2.800 4/26/2027   USD   59.000
Sberbank of Russia V  5.250 5/23/2023   USD  100.475
Gazprom PJSC via Gaz  3.000 6/29/2027   USD   39.000
VEON Holdings BV      4.000 04/09/2025  USD   60.484
Gazprom PJSC Via Gaz  4.950 02/06/2028  USD   40.000
MHP Lux SA            6.950 04/03/2026  USD   44.426
Russian Railways Via  3.125             CHF   14.000
Gunvor Group Ltd      6.250 9/30/2026   USD   70.812
Metinvest BV          5.625 6/17/2025   EUR   44.993
Gazprom PJSC Via Gaz  4.950 3/23/2027   USD   38.000
Gazprom Neft OAO Via  4.375 9/19/2022   USD   25.958
Russian Railways Via  5.700 04/05/2022  USD    9.000
Lukoil International  6.656 06/07/2022  USD   70.000
Russian Railways Via  7.487 3/25/2031   GBP   10.004
Pro-Gest SpA          3.25012/15/2024   EUR   74.625
Evraz PLC             5.375 3/20/2023   USD   35.234
Kernel Holding SA     6.75010/27/2027   USD   47.639
VEON Holdings BV      7.250 4/26/2023   USD   65.040
Credit Bank of Mosco  3.100 1/21/2026   EUR    5.000
Ozon Holdings PLC     1.875 2/24/2026   USD   73.313
MMC Norilsk Nickel O  2.550 09/11/2025  USD   60.500
Frigoglass Finance B  6.875 02/12/2025  EUR   64.975
Tinkoff Bank JSC Via  6.000             USD   20.000
Novolipetsk Steel Vi  4.700 5/30/2026   USD   35.510
NAK Naftogaz Ukraine  7.125 7/19/2024   EUR   25.000
MHP Lux SA            6.250 9/19/2029   USD   43.928
MMC Norilsk Nickel O  2.80010/27/2026   USD   60.500
ALROSA Finance SA     4.650 04/09/2024  USD   24.000
Vnesheconombank Via   6.025 07/05/2022  USD   42.500
Evraz PLC             5.250 04/02/2024  USD   67.500
Gtlk Europe Capital   4.349 2/27/2029   USD   15.302
Severstal OAO Via St  3.150 9/16/2024   USD   12.500
ALROSA Finance SA     3.100 6/25/2027   USD   17.375
Phosagro OAO Via Pho  3.050 1/23/2025   USD   22.750
Mitsubishi UFJ Inves  3.97112/15/2050   EUR   36.766
VF Ukraine PAT via V  6.200 02/11/2025  USD   43.576
MMC Norilsk Nickel O  4.100 04/11/2023  USD   64.000
Metinvest BV          7.650 10/01/2027  USD   49.042
Russian Railways Via  4.375 03/01/2024  USD   15.123
Polyus Finance PLC    3.25010/14/2028   USD   78.314
Russian Railways Via  0.840 03/12/2026  CHF   15.050
Dtek Renewables Fina  8.500 11/12/2024  EUR   30.326
Russian Railways Via  0.898 10/03/2025  CHF   15.500
Credit Bank of Mosco  3.875 9/21/2026   USD   10.000
Gazprom Neft OAO Via  6.00011/27/2023   USD   21.025
Phosagro OAO Via Pho  2.600 9/16/2028   USD   20.250
Banca Monte dei Pasc  5.375 1/18/2028   EUR   65.244
Metalloinvest Financ  3.37510/22/2028   USD   91.470
NAK Naftogaz Ukraine  7.625 11/08/2026  USD   24.304
Gtlk Europe Capital   4.650 03/10/2027  USD   14.500
NPC Ukrenergo         6.875 11/09/2026  USD   32.269
Eurotorg LLC Via Bon  9.00010/22/2025   USD   36.410
GTLK Europe DAC       5.125 5/31/2024   USD    9.000
Credit Bank of Mosco  5.150 2/20/2024   EUR
Novatek OAO Via Nova  4.42212/13/2022   USD   40.000
Credit Bank of Mosco  4.700 1/29/2025   USD   10.250
Credit Bank of Mosco  7.500 10/05/2027  USD   90.781
NGD Holdings BV       6.75012/31/2026   USD   26.028
Ukraine Railways Via  8.250 07/09/2024  USD   86.970
VTB Bank OJSC Via VT  4.07310/24/2024   CHF   15.000
Standard Profil Auto  6.250 4/30/2026   EUR   72.515
Boparan Finance PLC   7.62511/30/2025   GBP   69.286
Eurochem Finance DAC  5.500 3/13/2024   USD   28.750
Alfa Bank AO Via Alf  5.950 4/15/2030   USD   10.000
VEON Holdings BV      4.950 6/16/2024   USD   61.882
Metinvest BV          7.750 4/23/2023   USD   49.125
Phosagro OAO Via Pho  3.949 4/24/2023   USD   22.000
State Agency of Road  6.250 6/24/2028   USD   30.834
Gtlk Europe Capital   4.800 2/26/2028   USD   14.500
VEON Holdings BV      3.37511/25/2027   USD   59.784
VEON Holdings BV      5.950 2/13/2023   USD   59.123
NAK Naftogaz Ukraine  7.375 7/19/2022   USD   26.534
Aggregate Holdings S  6.875 11/09/2025  EUR   43.067
Severstal OAO Via St  5.90010/17/2022   USD   13.000
MMC Norilsk Nickel O  6.62510/14/2022   USD   38.500
Russian Federal Bond  7.250 05/10/2034  RUB   70.299
MMK International Ca  4.375 6/13/2024   USD   32.000
Banca Monte dei Pasc 10.500 7/23/2029   EUR   73.758
Credit Bank of Mosco  7.625             USD   75.535
Gtlk Europe Capital   5.950 4/17/2025   USD   14.500
Global Fashion Group  1.250 3/15/2028   EUR   69.140
Credit Bank of Mosco  8.875             USD   93.750
Russian Agricultural  8.50010/16/2023   USD  101.000
Russian Railways Via  1.195 04/03/2028  CHF   14.150
Gtlk Europe Capital   4.949 2/18/2026   USD   11.250
Lukoil Capital DAC    3.60010/26/2031   USD   55.000
Haya Real Estate SA   5.25011/15/2022   EUR   69.357
Credit Bank of Mosco  5.550 2/14/2023   USD   99.000
Casino Guichard Perr  3.992             EUR   47.500
Sovcombank Via SovCo  7.600             USD    5.000
Interpipe Holdings P  8.375 5/13/2026   USD   31.242
Casino Guichard Perr  1.413             EUR   27.511
Ukraine Railways Via  7.875 7/15/2026   USD   78.000
Novolipetsk Steel Vi  4.500 6/15/2023   USD   40.000
Intelsat Jackson Hol  5.500 08/01/2023  USD   42.750
PIK Securities DAC    5.62511/19/2026   USD   94.327
Polyus Finance PLC    4.699 3/28/2022   USD   41.057
Russian Foreign Bond  5.250 6/23/2047   USD   25.000
Korian SA             0.875 03/06/2027  EUR   50.327
Alfa Bank AO Via Alf  6.950             USD  101.170
Serbia International  2.050 9/23/2036   EUR   76.508
Ukreximbank Via Biz   9.750 1/22/2025   USD   94.400
Mobile Telesystems O  5.000 5/30/2023   USD   15.000
Novolipetsk Steel Vi  4.000 9/21/2024   USD   40.500
Intelsat Jackson Hol  8.50010/15/2024   USD   45.500
Lukoil Securities BV  3.875 05/06/2030  USD   58.000
ABH Financial Ltd Vi  2.700 06/11/2023  EUR    4.971
Ekosem-Agrar AG       7.500 08/01/2024  EUR   26.850
Lukoil Capital DAC    2.800 4/26/2027   USD   58.000
Sibur Securities DAC  2.950 07/08/2025  USD   20.050
Teva Pharmaceutical   4.100 10/01/2046  USD   75.694
Ekosem-Agrar AG       8.500 12/07/2022  EUR   30.921
Credit Bank of Mosco  7.121 6/25/2024   USD   99.537
Rusal Capital DAC     4.850 02/01/2023  USD   30.461
Korian SA             1.875             EUR   37.088
ABH Financial Ltd Vi  2.875 11/09/2022  CHF   27.500
Sibur Securities DAC  3.450 9/23/2024   USD   35.000
Intelsat Jackson Hol  9.750 7/15/2025   USD   44.500
Polyus Finance PLC    5.250 02/07/2023  USD   99.990
Accor SA              0.700 12/07/2027  EUR   48.382
United Kingdom Gilt   0.50010/22/2061   GBP   67.973
Russian Foreign Bond 12.750 6/24/2028   USD   30.023
VEON Holdings BV      4.000 04/09/2025  USD   60.384
Lukoil International  4.563 4/24/2023   USD   62.750
Prosus NV             3.832 02/08/2051  USD   76.590
SCF Capital Designat  5.375 6/16/2023   USD   15.329
Sovcombank Via SovCo  7.750             USD    4.609
Rusal Capital DAC     5.300 05/03/2023  USD  101.050
Ukreximbank Via Biz   9.625 4/27/2022   USD   27.979
Hungary Government B  2.250 4/20/2033   HUF   71.447
Suek Securities DAC   3.375 9/15/2026   USD   17.702
State of North Rhine  0.950 01/10/2121  EUR   65.143
Cardea Europe AG      7.250 12/08/2023  EUR   51.938
Polyus Finance PLC    4.700 1/29/2024   USD   99.305
Banca Monte dei Pasc  8.000 1/22/2030   EUR   69.049
Delivery Hero SE      2.125 03/10/2029  EUR   67.608
Russian Foreign Bond  5.875 9/16/2043   USD   39.667
Celtic Resources Hol  4.125 10/09/2024  USD   30.000
Paragon GmbH & Co KG  4.500 07/05/2027  EUR   58.834
Uralkali OJSC Via Ur  4.00010/22/2024   USD   19.000
Voltalia SA           1.000 1/13/2025   EUR   30.087
TMK OAO Via TMK Capi  4.300 02/12/2027  USD   91.875
BAT International Fi  2.250 09/09/2052  GBP   57.416
MorphoSys AG          0.62510/16/2025   EUR   74.133
Ukreximbank Via Biz   9.95011/14/2029   USD   23.244
Czech Republic Gover  1.500 4/24/2040   CZK   71.330
Russian Foreign Bond  5.625 04/04/2042  USD   39.667
Gazprom PJSC via Gaz  3.250 2/25/2030   USD   38.000
Rallye SA             4.000 2/28/2030   EUR   16.500
Banca Monte dei Pasc  8.500 09/10/2030  EUR   69.853
Ukraine Government I  7.750 09/01/2022  USD   49.294
Quadient SA           3.375             EUR   58.023
Lithuania Government  0.750 7/15/2051   EUR   72.001
Vonovia SE            1.625 09/01/2051  EUR   74.591
Air France-KLM        0.125 3/25/2026   EUR   15.964
Metro Bank PLC        5.500 6/26/2028   GBP   63.444
Mallinckrodt Interna  5.750 08/01/2022  USD   49.250
Russian Foreign Bond  4.750 5/27/2026   USD   24.090
Neoen SA              2.000 06/02/2025  EUR   52.722
Sibur Securities DAC  4.125 10/05/2023  USD   26.208
Maisons du Monde SA   0.125 12/06/2023  EUR   47.182
Delivery Hero SE      1.500 1/15/2028   EUR   69.460
Gazprom PJSC Via Gaz  4.950 7/19/2022   USD  100.020
Biocartis Group NV    4.000 05/09/2024  EUR   71.913
Russian Federal Bond  7.000 7/30/2036   RUB   68.490
Gazprom PJSC Via Gaz  4.950 02/06/2028  USD   19.000
VEON Holdings BV      7.250 4/26/2023   USD   65.218
Union Fenosa Prefere  1.067             EUR   68.833
Carnival PLC          1.00010/28/2029   EUR   72.765
Rallye SA             4.371 1/23/2023   EUR   13.197
Metinvest BV          7.75010/17/2029   USD   45.000
Kernel Holding SA     6.50010/17/2024   USD   48.114
Paragon GmbH & Co KG  4.000 4/23/2023   CHF   70.200
VEON Holdings BV      5.950 2/13/2023   USD   59.418
Deutsche Bahn Financ  0.625 12/08/2050  EUR   74.705
Gazprom PJSC via Gaz  4.599             USD  100.000
Moby SpA              7.750 2/15/2023   EUR   65.566
Gazprom PJSC Via Gaz  8.625 4/28/2034   USD  132.555
Arrival SA            3.500 12/01/2026  USD   61.875
Gazprom PJSC Via Gaz  5.150 02/11/2026  USD   23.167
MHP Lux SA            6.250 9/19/2029   USD   43.782
Wirecard AG           0.500 09/11/2024  EUR   11.114
Gazprom PJSC via Gaz  3.500 7/14/2031   USD   39.536
DNB Bank ASA          0.954             USD   71.104
Gazprom PJSC Via Gaz  7.288 8/16/2037   USD   22.000
Gazprom PJSC via Gaz  2.950 1/27/2029   USD   22.500
Econocom Group SA/NV  0.500 03/06/2023  EUR    7.907
MHP SE                7.750 05/10/2024  USD   44.202
Haya Real Estate SA   5.12511/15/2022   EUR   69.696
Turkey Government Bo 12.600 10/01/2025  TRY   71.800
Kernel Holding SA     6.75010/27/2027   USD   47.632
VEON Holdings BV      4.950 6/16/2024   USD   60.970
Pierre Et Vacances S  2.000 04/01/2023  EUR   27.640
Metinvest BV          8.500 4/23/2026   USD   49.500
Metinvest BV          7.650 10/01/2027  USD   48.925
VF Ukraine PAT via V  6.200 02/11/2025  USD   39.747
MHP Lux SA            6.950 04/03/2026  USD   46.249
Ukraine Government B  9.790 5/26/2027   UAH   56.652
NPC Ukrenergo         6.875 11/09/2026  USD   32.814
Fuerstenberg Capital  5.625             EUR   54.440
HOCHDORF Holding AG   2.500             CHF   44.537
Nexity SA             0.250 03/02/2025  EUR   62.614
Odea Bank AS          7.625 08/01/2027  USD   75.961
Nostrum Oil & Gas Fi  8.000 7/25/2022   USD   26.093
Neoen SA              1.875 10/07/2024  EUR   43.112
DNB Bank ASA          0.929             USD   70.350
Metinvest BV          7.750 4/23/2023   USD   45.419
PB International BV   7.62512/31/2025   USD   52.250
Mallinckrodt Interna  5.62510/15/2023   USD   48.750
Turkey Government Bo 10.600 02/11/2026  TRY   65.200
Offshore Drilling Ho  8.375 9/20/2020   USD    5.000
Nostrum Oil & Gas Fi  7.000 2/16/2025   USD   24.625
PIK Securities DAC    5.62511/19/2026   USD   18.745
AstraZeneca PLC       2.125 08/06/2050  USD   76.034
DNB Bank ASA          0.758             USD   70.510
Gazprom PJSC Via Gaz  4.950 3/23/2027   USD   93.000
Ukraine Government I  7.750 09/01/2026  USD   37.500
Aragvi Finance Inter  8.450 4/29/2026   USD   62.873
SRV Group Oyj         4.875 3/27/2025   EUR   70.268
Ukraine Government I  7.750 09/01/2023  USD   47.500
Turkey Government Bo  8.000 03/12/2025  TRY   65.350
Gazprom PJSC Via Gaz  3.12511/17/2023   EUR
NAK Naftogaz Ukraine  7.625 11/08/2026  USD   25.120
BAT International Fi  4.00011/23/2055   GBP   74.576
Ukraine Government I  7.750 09/01/2027  USD   36.406
Intu Debenture PLC    5.56212/31/2027   GBP   40.700
Wellcome Trust Ltd/T  1.500 7/14/2071   GBP   74.375
Rallye SA             3.250 02/08/2024  CHF   13.328
Aggregate Holdings S  5.500 5/17/2024   EUR   43.476
Celtic Resources Hol  4.125 10/09/2024  USD   29.996
Scandinavian Airline  0.625             CHF   19.251
Polyus Finance PLC    3.25010/14/2028   USD   25.000
Rallye SA             5.250 02/01/2022  EUR   17.189
Senvion Holding GmbH  3.87510/25/2022   EUR    0.177
Shell International   1.750 09/10/2052  GBP   69.852
Andrade Gutierrez In  9.50012/30/2024   USD   53.000
Republic of Belarus   6.378 2/24/2031   USD    9.333
Mallinckrodt Interna  4.750 4/15/2023   USD   41.000
Northern Powergrid N  1.875 6/16/2062   GBP   75.434
Officine Maccaferri-  5.750 06/01/2021  EUR   16.395
Privatbank CJSC Via  10.250 1/23/2018   USD    4.000
State Agency of Road  6.250 6/24/2028   USD   23.070
City of Kyiv Via PBR  7.50012/15/2022   USD   30.665
Deutsche Lichtmiete   5.250 09/01/2025  EUR   11.000
Republic of Belarus   5.875 2/24/2026   USD    9.667
FIGEAC-AERO           1.12510/18/2022   EUR   22.925
Interpipe Holdings P  8.375 5/13/2026   USD   28.866
Turkey Government Bo 10.500 08/11/2027  TRY   58.000
Republic of Belarus   7.625 6/29/2027   USD   10.100
Societe Du Grand Par  1.000 2/18/2070   EUR   74.846
Metinvest BV          5.625 6/17/2025   EUR   45.000
Hungary Government B  2.250 6/22/2034   HUF   68.837
Mallinckrodt Interna  5.500 4/15/2025   USD   51.000
Slovenia Government   0.688 03/03/2081  EUR   60.903
Deutsche Lichtmiete   5.750 01/01/2023  EUR    5.000
EFG International AG  0.551             EUR   96.402
Rallye SA             3.400 1/31/2022   EUR   13.666
Thomas Cook Group PL  6.250 6/15/2022   EUR    0.510
European Financial S  0.050 1/18/2052   EUR   73.333
Ukreximbank Via Biz   9.625 4/27/2022   USD   27.979
Prosus NV             3.832 02/08/2051  USD   76.592
PREOS Global Office   7.500 12/09/2024  EUR   58.580
Turkey Government Bo  9.000 7/24/2024   TRY   72.950
Vonovia Finance BV    1.000 1/28/2041   EUR   72.579
Debenhams PLC         5.250 7/15/2021   GBP    0.500
Deutsche Lichtmiete   5.250 02/01/2027  EUR    9.001
Societe Du Grand Par  0.70010/15/2060   EUR   71.881
BAT International Fi  2.000 3/13/2045   EUR   73.826
DOF Subsea AS         9.11011/27/2023   NOK   35.000
Avangardco Investmen 10.00010/29/2018   USD    0.348
Air Berlin PLC        8.250 4/19/2018   EUR    0.783
Eurotorg LLC Via Bon  9.00010/22/2025   USD  100.750
Ukreximbank Via Biz   7.623 02/09/2023  USD   21.265
DOF Subsea AS         9.500 4/30/2022   USD   35.145
Russian Foreign Bond  5.250 6/23/2047   USD   22.000
EYEMAXX Real Estate   5.500 4/26/2023   EUR    3.373
Deutsche Lichtmiete   5.750 12/01/2023  EUR   10.000
Air Berlin PLC        6.750 05/09/2019  EUR    0.502
Koninklijke Luchtvaa  0.750             CHF   20.500
Bank Gospodarstwa Kr  2.250 7/21/2033   PLN   71.700
Nexity SA             0.875 4/19/2028   EUR   52.580
Ukreximbank Via Biz   9.750 1/22/2025   USD   24.464
Hellenic Bank PCL    10.000             EUR   57.222
Banco Espirito Santo  7.12511/28/2023   EUR    0.391
Basque Government     1.37510/31/2070   EUR   67.676
Development Bank of   6.750 05/02/2024  USD   10.276
Yell Bondco PLC       8.500 05/02/2023  GBP   60.177
Mitsubishi UFJ Inves  3.68712/30/2099   EUR    5.000
Rallye SA             4.00011/23/2020   CHF   11.863
Travelex Financing P  8.000 5/15/2022   EUR    1.833
Flagship Finance PLC  1.875 7/14/2061   GBP   76.637
Stichting Afwikkelin  6.25010/26/2020   EUR    5.375
Ziton A/S             7.900 10/03/2022  EUR   69.750
UkrLandFarming PLC   10.875 3/26/2018   USD    1.524
Fuerstenberg Capital  1.020             EUR   54.405
EYEMAXX Real Estate   5.500 7/22/2025   EUR   75.000
Ukraine Government B 12.520 5/13/2026   UAH   67.509
EA Partners II BV     6.750 06/01/2021  USD    0.612
Russian Federal Bond  6.900 7/23/2031   RUB   72.402
Societe Nationale SN  1.000 1/19/2061   EUR   72.759
Boparan Finance PLC   7.62511/30/2025   GBP   68.500
Turkey Government In  5.750 05/11/2047  USD   72.486
Stichting Afwikkelin 11.250             EUR    0.502
M Objekt Real Estate  6.000 7/22/2024   EUR   59.123
FF Group Finance Lux  1.750 07/03/2019  EUR    3.353
Ukraine Government I 12.520 5/13/2026   UAH   67.509
Dexia Credit Local S  1.206             EUR    3.089
SAS AB                4.377             SEK   28.916
Norddeutsche Landesb  7.490             EUR   60.503
REM Saltire Holding   7.00012/31/2024   NOK   53.371
City of Bern Switzer  0.040 10/02/2070  CHF   67.495
Bank Gospodarstwa Kr  2.37511/27/2040   PLN   63.770
Russian Foreign Bond  4.750 5/27/2026   USD   22.838
Allied Irish Banks P 12.500 6/25/2035   GBP   59.599
Immigon Portfolioabb  5.772             EUR   11.630
Thomas Cook Finance   3.875 7/15/2023   EUR    0.522
Hyde Housing Associa  1.750 8/18/2055   GBP   74.456
Lehman Brothers UK C  5.125             EUR   35.000
Rickmers Holding AG   8.875 06/11/2018  EUR    0.635
OGX Austria GmbH      8.375 04/01/2022  USD    0.003
LSF9 Balta Issuer SA  3.00012/31/2030   EUR   71.843
Virgolino de Oliveir 11.750 02/09/2022  USD    0.500
TF Bank AB            6.178             SEK   51.561
Ukraine Government I  9.790 5/26/2027   UAH   56.652
Genfit                3.50010/16/2025   EUR   25.571
Praktiker AG          5.875 02/10/2016  EUR    0.069
Haya Real Estate SA   5.25011/15/2022   EUR   70.094
Pro-Gest SpA          3.25012/15/2024   EUR   74.710
Boparan Finance PLC   7.62511/30/2025   GBP   68.179
Autonomous Community  2.965 09/08/2039  JPY   67.612
Agrokor dd            9.875 05/01/2019  EUR   15.000
Barclays Bank PLC    12.000 9/24/2025   TRY   55.976
Barclays Bank PLC     1.268 3/28/2034   USD   71.094
Galapagos Holding SA  7.000 6/15/2022   EUR    0.001
Hylea Group SA        7.250 12/01/2022  EUR    4.600
Hellenic Republic Go  2.085 7/25/2057   EUR   42.455
Pentracor GmbH        8.500 5/29/2025   EUR   17.000
National Grid Gas PL  1.625 1/14/2043   GBP   72.850
Claranova SE          5.000 07/01/2023  EUR    1.000
Privatbank CJSC Via  11.000 02/09/2021  USD    1.000
Platform HG Financin  1.625 08/10/2055  GBP   73.949
niiio finance group   4.000 5/31/2026   EUR   35.000
Standard Profil Auto  6.250 4/30/2026   EUR   72.443
FF Group Finance Lux  3.250 11/02/2021  CHF    6.141
Ukraine Government I  7.253 3/15/2033   USD   34.933
Elli Finance UK PLC   8.750 6/15/2019   GBP   65.125
EA Partners I BV      6.875 9/28/2020   USD    0.814
Rallye SA             1.000 10/02/2020  EUR   21.785
WD Invest Sarl        1.900 10/02/2024  EUR   11.205
Serbia International  2.050 9/23/2036   EUR   76.566
Dtek Renewables Fina  8.500 11/12/2024  EUR   30.326
Barclays Bank PLC     1.092 7/28/2034   USD   69.250
Credit Bank of Mosco  7.625             USD   74.883
Lloyds Bank PLC       1.376 07/05/2033  USD   66.134
OGX Austria GmbH      8.500 06/01/2018  USD    0.002
AK BARS Bank Via AK   8.000 7/13/2022   USD   25.000
Santhera Pharmaceuti  7.500 8/17/2024   CHF   75.643
Yuksel Insaat AS      9.500 11/10/2015  USD    0.100
EOS Imaging SA        6.000 5/31/2023   EUR    7.250
Bank Nadra Via NDR F  8.250 7/31/2018   USD    0.208
Alno AG               8.500 5/14/2018   EUR   17.676
Espirito Santo Finan  6.87510/21/2019   EUR    0.244
Cirio Finance Luxemb  7.500 11/03/2002  EUR    1.920
Veneto Banca SpA      9.878 12/01/2025  EUR    0.571
Lehman Brothers UK C  3.875             EUR   35.000
Frigoglass Finance B  6.875 02/12/2025  EUR   65.792
Nordiska Kreditmarkn  8.750             SEK   74.825
Hellas Telecommunica  6.054 1/15/2015   USD    0.001
Intelsat Jackson Hol  8.50010/15/2024   USD   44.504
Cirio Holding Luxemb  6.250 2/16/2004   EUR    0.723
Hamon & CIE SA        3.300 1/31/2035   EUR   46.000
Ghelamco Invest       4.500 5/23/2022   EUR   40.010
Lloyds Bank PLC       1.836 4/25/2034   USD   74.727
Ukraine Government I 12.520 5/13/2026   UAH   67.509
Del Monte Finance Lu  6.625 5/24/2006   EUR    4.337
Tresu Investment Hol  5.000 02/02/2025  EUR   48.796
Andrade Gutierrez In 11.000 8/20/2021   USD   57.167
City of Lugano Switz  0.15011/28/2070   CHF   69.952
Cooperatieve Raboban  0.50010/29/2027   MXN   61.340
State Savings Bank o  7.293 1/19/2024   USD   28.000
LBI ehf               6.100 8/25/2011   USD   10.631
Bourbon Corp          8.305             EUR    0.596
Norwegian Air Shuttl  5.000 02/07/2023  SEK   41.500
Alitalia-Societa Aer  5.250 7/30/2020   EUR    0.100
Norske Skogindustrie  7.00012/30/2026   EUR    0.010
Barclays Bank PLC     1.44410/30/2034   USD   73.618
Banco Espirito Santo  2.163             EUR    0.144
Ukraine Government I  7.375 9/25/2032   USD   34.917
Virgolino de Oliveir 10.500 1/28/2018   USD    0.455
Ukraine Government B  3.700 7/14/2022   USD   75.833
Banco Espirito Santo  6.900 6/28/2024   EUR   24.474
Swissgrid AG          0.050 6/30/2050   CHF   73.122
German Pellets GmbH   7.25011/27/2019   EUR    1.859
Air Berlin PLC        5.625 05/09/2019  CHF    0.503
Lloyds Bank PLC       0.444 7/29/2033   USD   66.543
Espirito Santo Finan  3.125 12/02/2018  EUR    0.287
Russian Foreign Bond  4.250 6/23/2027   USD   25.000
Agrokor dd            8.875 02/01/2020  USD   15.000
Verimatrix SA         6.000 6/29/2022   EUR    3.809
Phosphorus Holdco PL 10.000 04/01/2019  GBP    1.500
Bilt Paper BV        10.360             USD    1.071
Mallinckrodt Interna  5.750 08/01/2022  USD   48.875
Ukraine Government I  7.750 09/01/2026  USD   37.659
Havila Shipping ASA   5.460 01/02/2025  NOK   25.673
Orpea SA              3.00011/25/2041   EUR   73.031
Banco Santander SA    1.909             EUR    1.676
VPV Lebensversicheru  3.477 8/17/2026   EUR   69.471
Lithuania Government  0.500 7/28/2050   EUR   69.371
Russian Foreign Bond  5.100 3/28/2035   USD   16.000
Cirio Finanziaria Sp  8.00012/21/2005   EUR    0.777
City of Lausanne Swi  0.050 9/28/2054   CHF   73.350
Ukraine Government B  3.900 10/05/2023  USD   39.799
Haya Real Estate SA   5.12511/15/2022   EUR   70.023
Banco Espirito Santo  2.343             EUR    0.294
Andrade Gutierrez In  9.50012/30/2024   USD   53.250
Lloyds Bank PLC       1.197 7/26/2033   USD   72.632
ESFIL-Espirito Santo  5.250 06/12/2015  EUR    0.111
EDOB Abwicklungs AG   7.500 04/01/2012  EUR    2.816
Kommunekredit         0.500 7/30/2027   TRY   20.128
Gazprom Neft PJSC     7.150 12/07/2029  RUB   71.980
Russian Foreign Bond  5.625 04/04/2042  USD   40.667
Dexia SA              1.230             EUR    2.980
Portugal Telecom Int  6.250 7/26/2016   EUR    0.285
Ukraine Government B  3.700 4/27/2023   USD   49.209
Intelsat Jackson Hol  9.750 7/15/2025   USD   43.604
Ukraine Government I  9.790 5/26/2027   UAH   56.652
Privatbank CJSC Via  10.875 2/28/2018   USD    8.000
Barclays Bank PLC     5.000 11/01/2029  BRL   61.167
Ukraine Government B  8.750 2/16/2033   UAH   47.916
Region Wallonne Belg  1.135 10/10/2069  EUR   75.056
Espirito Santo Finan  9.75012/19/2025   EUR    0.287
Jain International T  7.125 02/01/2022  USD   21.017
Bank Vontobel AG     15.000 11/07/2022  EUR   58.100
KTG Agrar SE          7.125 06/06/2017  EUR    1.860
Transports Publics D  0.45012/29/2056   CHF   74.765
EYEMAXX Real Estate   5.500 9/24/2024   EUR    3.847
Mallinckrodt Interna  5.62510/15/2023   USD   48.693
Corporate Commercial  8.250 08/08/2014  USD    0.308
Jain International T  7.125 3/31/2026   USD   28.000
Windreich GmbH        6.500 7/15/2016   EUR    4.475
Norwegian Air Shuttl  6.37511/15/2024   USD   47.497
Solarworld AG         9.691 2/24/2019   EUR   20.875
Cooperatieve Raboban  0.500 7/30/2043   MXN   12.976
Russian Federal Bond  6.700 3/14/2029   RUB   72.999
Mallinckrodt Interna  5.500 4/15/2025   USD   49.405
Senivita Social Esta  4.000 05/12/2025  EUR    6.510
Finmek International  7.000 12/03/2004  EUR    2.193
Societe Centrale des  2.500 5/15/2023   EUR    6.880
Fuerstenberg Capital  1.609             EUR   58.241
New World Resources   8.000 04/07/2020  EUR    0.506
Ukraine Government B  3.70012/22/2022   USD   60.471
Windreich GmbH        6.500 03/01/2015  EUR    4.475
Barclays Bank PLC     1.089 9/29/2034   USD   65.411
Banca Popolare di Vi  9.500 9/29/2025   EUR    0.049
City of Kyiv Via PBR  7.50012/15/2022   USD   30.665
Norske Skog Holding   8.000 2/24/2021   EUR    0.006
Ukraine Government B  3.890 02/02/2023  USD   56.395
Joh Friedrich Behren  6.250 6/18/2024   EUR   29.301
MS Deutschland Betei  6.87512/18/2017   EUR    0.620
Cirio Del Monte NV    7.750 3/14/2005   EUR    0.363
Lehman Brothers UK C  5.750             EUR    7.000
International Financ  0.500 6/29/2027   ZAR   63.997
Enertronica Santerno  7.00012/31/2022   EUR   68.450
Single Platform Inve  0.363 2/15/2041   EUR   72.091
Region Wallonne Belg  1.225 09/02/2120  EUR   71.848
Finance and Credit B  9.250 1/25/2019   USD    0.141
Sidetur Finance BV   10.000 4/20/2016   USD    0.770
Lehman Brothers UK C  6.900             USD    3.986
Raiffeisen Schweiz G  4.800 04/07/2022  EUR   54.010
Island Offshore Ship  6.230 6/30/2022   NOK    4.543
CBo Territoria        3.750 07/01/2024  EUR    4.710
Landesbank Baden-Wue  4.050 3/24/2023   EUR   39.450
BBI Development SA   11.610 2/22/2023   PLN    0.010
Barclays Bank PLC     0.652 4/19/2033   USD   67.612
Offshore Drilling Ho  8.375 9/20/2020   USD    5.000
Region de Bruxelles-  0.592 12/10/2061  EUR   67.964
Banca Popolare di Vi  2.82112/20/2017   EUR    0.100
Sairgroup Finance BV  4.375 06/08/2006  EUR    1.568
Kairos Global Soluti  1.900 07/03/2035  USD   72.236
Grupo Isolux Corsan   1.00012/30/2021   EUR    0.011
Nostrum Oil & Gas Fi  8.000 7/25/2022   USD   27.187
Basque Government     1.00010/31/2050   EUR   74.358
Irish Bank Resolutio  0.566 6/21/2016   EUR    0.500
Ukraine Government B  3.900 3/30/2023   USD   51.459
VTB Bank PJSC         7.600 04/02/2031  RUB   75.000
Green City Energy Kr  4.00012/30/2026   EUR   10.010
Cooperatieve Raboban  0.50010/30/2043   MXN   12.511
Hellas Telecommunica  8.50010/15/2013   EUR    0.834
Kingdom of Belgium G  0.459 7/23/2079   EUR   61.590
Banco Espirito Santo  6.875 7/15/2016   EUR   24.500
Mriya Agro Holding P 10.950 3/30/2016   USD    4.667
Norske Skogindustrie  2.00012/30/2115   EUR    0.113
Elli Investments Ltd 12.250 6/15/2020   GBP   52.250
Saleza AS             9.000 07/12/2021  EUR    0.203
CRC Breeze Finance S  6.110 05/08/2026  EUR   31.538
Republic of Ireland   0.74011/27/2120   EUR   64.273
Erste Group Bank AG   4.50010/15/2022   EUR   63.500
Credit Suisse Intern  9.500 3/24/2026   UAH   67.720
DZ Bank AG Deutsche  16.700 3/25/2022   EUR   31.980
Ukraine Government I  7.750 09/01/2027  USD   36.777
Lloyds Bank PLC       0.352 4/26/2033   USD   67.427
Russian Foreign Bond  5.875 9/16/2043   USD   40.000
UBS AG/London        13.250 05/04/2022  USD   35.850
State Transport Leas  7.440 5/14/2035   RUB   74.810
Stichting Afwikkelin  6.625 5/14/2018   EUR    5.375
Single Platform Inve  0.815 04/01/2042  EUR   74.578
MOL Hungarian Oil &   1.900 04/12/2031  HUF   64.900
Elli Finance UK PLC   8.750 6/15/2019   GBP   65.125
KTG Agrar SE          7.25010/15/2019   EUR    1.860
Societe Generale SA   7.310 5/22/2026   USD   67.750
Ukraine Government B  8.120 11/10/2035  UAH   41.901
Havila Shipping ASA   4.710 01/02/2025  NOK   40.000
Waste Italia SpA     10.50011/15/2019   EUR    0.550
Ukreximbank Via Biz   7.623 02/09/2023  USD   21.265
Alpine Holding GmbH   6.000 5/22/2017   EUR    3.084
Republic of Belarus   7.625 6/29/2027   USD   10.000
UkrLandFarming PLC   10.875 3/26/2018   USD    1.524
Region de Bruxelles-  0.444 3/19/2057   EUR   64.015
Andrade Gutierrez In 11.000 8/20/2021   USD   57.167
Societe Nationale SN  1.280 3/27/2120   EUR   69.252
Hema Bondco II BV     8.500 1/15/2023   EUR    0.113
RUSNANO AO            6.750 12/12/2023  RUB   71.120
Danske Bank A/S       5.300 7/15/2023   SEK   40.920
DekaBank Deutsche Gi  7.650 03/10/2023  EUR   41.240
Steilmann SE          7.000 03/09/2017  EUR    1.429
Moby SpA              7.750 2/15/2023   EUR   65.566
Joh Friedrich Behren  7.750 11/11/2020  EUR   29.500
Ukraine Government B  6.000 1/28/2032   UAH   37.943
UBS AG/London         9.750 3/17/2023   CHF   45.650
Bank Otkritie Financ  0.010 7/16/2025   RUB   70.000
OGX Austria GmbH      8.375 04/01/2022  USD    0.002
Alpine Holding GmbH   5.250 07/01/2015  EUR    3.084
Ukraine Government B  9.700 03/10/2032  UAH   52.835
NTRP Via Interpipe L 10.250 08/02/2017  USD   29.500
Deutsche Bank AG      0.687 10/11/2049  EUR   55.544
Zurcher Kantonalbank  6.000 2/13/2023   CHF   70.520
Bank Otkritie Financ  0.010 9/24/2025   RUB   68.990
UBS AG/London        19.250 11/07/2022  CHF   74.350
Van Lanschot Kempen   0.843 04/04/2024  EUR  100.800
Yell Bondco PLC       8.500 05/02/2023  GBP   60.177
BASF SE               1.025 8/13/2048   JPY   74.794
Societe Generale SA   6.820 5/18/2026   USD   66.900
Kardan NV             6.325 2/21/2021   ILS   12.900
Grupo Isolux Corsan   6.00012/30/2021   EUR    0.192
City of Lausanne Swi  0.230 11/01/2060  CHF   75.825
Lloyds Bank PLC       0.256 9/29/2034   USD   73.906
New World Resources   4.000 10/07/2020  EUR    0.574
German Pellets GmbH   7.250 07/09/2018  EUR    1.859
Erste Group Bank AG   7.250 03/03/2026  EUR   54.250
Societe Generale SA   7.00011/29/2024   USD   63.100
Ministeries Van de V  0.63411/19/2060   EUR   70.445
Bulgaria Steel Finan 12.000 05/04/2013  EUR    0.216
Aralco Finance SA    10.125 05/07/2020  USD    2.910
Espirito Santo Finan  5.05011/15/2025   EUR    0.287
Kingdom of Belgium G  0.650 6/22/2071   EUR   68.377
Krakowski Bank Spold  8.020 9/20/2023   PLN   70.010
TBI Bank EAD          5.250 7/30/2031   EUR   55.916
VTB Bank PJSC        10.000             RUB   67.000
Erste Group Bank AG   4.100 4/30/2022   EUR   63.600
Turkey Government In  4.875 4/16/2043   USD   69.638
Bank Julius Baer & C 13.250 01/05/2023  USD   54.250
Golden Gate AG        6.500 10/11/2014  EUR   33.000
Norske Skogindustrie  7.12510/15/2033   USD    0.010
Mriya Agro Holding P  9.450 4/19/2018   USD    4.667
Rena GmbH             7.00012/15/2015   EUR    2.096
Russian Foreign Bond  1.85011/20/2032   EUR   15.274
Caixa Economica Mont  5.000             EUR   50.020
Agrokor dd            9.125 02/01/2020  EUR   15.000
Stichting Afwikkelin  8.450 8/20/2018   USD    5.375
Futureal Development  3.50011/16/2036   HUF   74.000
Communaute Francaise  0.886 6/22/2057   EUR   74.500
Barclays Bank PLC     0.500 1/28/2033   MXN   35.259
CB First Investment   8.000             EUR   74.830
Cattles Ltd           8.125 07/05/2017  GBP    0.027
A-TEC Industries AG   5.750 11/02/2010  EUR    0.100
Alpine Holding GmbH   5.250 06/10/2016  EUR    3.084
Societe Nationale SN  1.400 5/18/2120   EUR   74.638
Region Wallonne Belg  0.850 1/26/2071   EUR   66.575
French Republic Gove  0.500 5/25/2072   EUR   64.799
Societe Generale SA  24.000 11/08/2024  USD   66.750
Zurcher Kantonalbank 21.250 10/04/2022  CHF   66.480
BNP Paribas Emission 10.00012/22/2022   EUR   72.280
Erotik-Abwicklungsge  7.750 07/09/2019  EUR    0.779
Ukraine Government I  7.750 09/01/2025  USD   37.125
Batigere Grand Est S  1.400 8/31/2050   EUR   73.383
Rio Forte Investment  4.000 7/22/2014   EUR    4.406
Steilmann SE          6.750 6/27/2017   EUR    2.184
Ukraine Government I  4.375 1/27/2030   EUR   35.695
Deutsche Bank AG      1.725 1/16/2045   EUR   72.435
Hell Energy Magyaror  2.70012/18/2029   HUF   69.200
Intelsat Jackson Hol  9.750 7/15/2025   USD   43.604
Veragold Mining Co G  5.00012/31/2022   EUR   56.000
State of Mecklenburg  0.23911/17/2070   EUR   71.823
Senvion Holding GmbH  3.87510/25/2022   EUR    0.177
International Bank o  8.250 10/09/2024  USD   60.375
Russian Federal Bond  6.100 7/18/2035   RUB   63.966
Quintet Private Bank  3.65011/13/2023   EUR
SiC Processing GmbH   7.125 03/01/2016  EUR    2.418
Turkey Government Bo 11.70011/13/2030   TRY   53.875
AlphaNotes ETP Dac    0.010 09/09/2029  USD   66.538
Hungary Government B  3.000 4/25/2041   HUF   67.790
Deutsche Bank AG/Lon  0.34811/26/2034   USD   65.899
Barclays Bank PLC     0.956 3/28/2033   USD   70.054
Green City Energy Kr  4.75012/30/2023   EUR   10.000
BNG Bank NV          10.010 6/17/2025   TRY   52.489
Specialfastigheter S  1.280 9/20/2049   SEK   75.056
Communaute Francaise  0.782 02/08/2061  EUR   69.287
EFG International Fi  9.800 06/07/2023  USD   72.990
Credit Suisse AG/Lon  5.200 8/17/2022   USD    9.860
RUSNANO AO            6.750 3/26/2024   RUB   72.300
OGX Austria GmbH      8.500 06/01/2018  USD    0.002
Republic of Austria   0.850 6/30/2120   EUR   66.763
Ukraine Government I  9.750 11/01/2028  USD   36.622
Steilmann SE          7.000 9/23/2018   EUR    1.429
JP Morgan Structured 11.00012/30/2026   ZMW   67.712
German Pellets GmbH   7.250 04/01/2016  EUR    1.859
Republic of Belarus   6.378 2/24/2031   USD   10.000
Sberbank of Russia P  0.010 10/05/2028  RUB   70.200
Depfa Funding II LP   6.500             EUR   61.844
A-TEC Industries AG   8.75010/27/2014   EUR    0.100
Development Bank of   6.750 05/02/2024  USD   10.276
Barclays Bank PLC     0.348 5/30/2034   USD   70.956
Ahtium PLC            4.00012/16/2015   EUR    0.586
Region de Bruxelles-  0.650 2/15/2061   EUR   70.426
DekaBank Deutsche Gi  5.970 02/09/2023  EUR   72.240
Ukraine Government I  7.750 09/01/2023  USD   46.230
Virgolino de Oliveir 11.750 02/09/2022  USD    0.500
Ukraine Government B  5.000 2/20/2032   UAH   33.754
Veneto Banca SpA      6.411             EUR    0.345
Russian Foreign Bond  4.375 3/21/2029   USD   15.000
Erste Group Bank AG   6.250 8/31/2022   EUR   60.300
Lehman Brothers Trea  1.000 10/05/2035  EUR    0.100
State of Lower Austr  0.55011/13/2080   EUR   72.053
Solon SE              1.375 12/06/2012  EUR    0.745
LSF9 Balta Issuer SA  3.00012/31/2030   EUR   71.843
Corner Banca SA       8.000 06/08/2022  EUR   66.170
Deutsche Bank AG/Lon 13.750 6/20/2026   TRY   32.466
Pescanova SA          5.125 4/20/2017   EUR    0.319
Air Berlin Finance B  8.500 03/06/2019  EUR    0.377
Ukraine Government B  8.520 11/10/2033  UAH   45.596
Deutsche Bank AG/Lon  1.62510/31/2034   USD   67.597
Russian Federal Bond  7.700 3/23/2033   RUB   73.533
Credit Suisse AG/Lon  6.500 3/28/2022   USD    3.731
Russian Federal Bond  7.700 3/16/2039   RUB   70.286
Ukraine Government B  8.310 11/10/2034  UAH   43.614
Virgolino de Oliveir 10.875 1/13/2020   USD   36.000
Dolphin Drilling ASA  4.490 8/28/2019   NOK    0.644
SAir Group            4.250 02/02/2007  CHF   12.625
Republic of Belarus   6.875 2/28/2023   USD   11.000
Credito Padano Banca  3.100             EUR   33.729
Pannon Work Szemelyz  3.00010/30/2030   HUF   73.550
VEB.RF GK             7.27011/17/2026   RUB   73.430
Virgolino de Oliveir 10.500 1/28/2018   USD    0.455
Spain Government Bon  1.45010/31/2071   EUR   74.156
Stichting Afwikkelin  2.197             EUR    0.502
Windreich GmbH        6.250 03/01/2015  EUR    4.475
Ukraine Government B  9.780 05/10/2029  UAH   59.029
Republic of Belarus   6.200 2/28/2030   USD   10.000
WPE International Co 10.375 9/30/2020   USD    5.000
Societe Generale SA   5.000 01/10/2023  USD   43.330
Credit Suisse AG/Lon  5.500 7/26/2023   USD    9.400
Credit Suisse AG/Lon 20.000 11/05/2024  USD   50.500
Credit Suisse AG/Lon 13.000 6/16/2022   CHF   67.790
BNP Paribas Emission  3.000 3/24/2022   EUR   71.300
Single Platform Inve  1.850 2/15/2041   NOK   75.686
Slovenia Government   0.48810/20/2050   EUR   72.062
Region de Bruxelles-  0.56212/23/2065   EUR   63.786
Ukraine Government B  6.000 8/28/2030   UAH   41.325
Ukraine Government B  8.750 4/20/2033   UAH   47.276
Single Platform Inve  0.559 2/15/2047   EUR   70.116
Cooperatieve Raboban  0.500 1/31/2033   MXN   37.064
Sairgroup Finance BV  6.625 10/06/2010  EUR    1.568
Region Wallonne Belg  1.150 09/02/2120  EUR   69.500
Peine GmbH            2.000 07/05/2023  EUR   44.500
Credit Suisse AG/Lon  4.450 6/28/2023   USD    8.890
Raiffeisen Switzerla  4.000 8/30/2022   CHF   30.370
WEB Windenergie AG    4.500             EUR    0.010
RUSAL Bratsk OJSC     0.010 04/07/2026  RUB   68.520
Ukraine Government B  6.00010/23/2024   UAH   72.148
Vontobel Financial P 18.000 6/24/2022   EUR   65.750
EFG International Fi 10.600 8/23/2023   EUR   65.710
Credit Suisse AG/Lon 20.00011/29/2024   USD   12.630
Norske Skog Holding   8.000 2/24/2021   EUR    0.006
Tonon Luxembourg SA  12.500 5/14/2024   USD    0.399
getgoods.de AG        7.750 10/02/2017  EUR    0.527
Getin Noble Bank SA   8.040 8/30/2024   PLN   68.619
Leonteq Securities A  6.770 5/27/2022   USD   45.610
Corner Banca SA       6.600 08/02/2022  CHF   23.920
GTC Magyarorszag Zrt  2.250 12/07/2030  HUF   74.390
Russian Federal Bond  5.700 5/17/2028   RUB   70.603
Vontobel Financial P 13.500 9/23/2022   EUR   67.850
Russian Federal Bond  6.000 10/06/2027  RUB   73.750
Pongs & Zahn AG       8.500 11/01/2014  EUR    0.100
Norske Skog Holding   8.000 2/24/2023   USD    0.006
Ukraine Government B  9.980 03/06/2030  UAH   57.748
Solarwatt GmbH        7.000 11/01/2015  EUR   15.500
Ukraine Government I  6.750 6/20/2026   EUR   36.527
Premium Green PLC     0.60010/31/2046   EUR   61.898
Credit Suisse AG/Lon  8.500 09/09/2022  EUR   72.580
Luzerner Kantonalban 23.000 06/07/2022  CHF   28.920
UniCredit Bank AG     6.600 7/20/2028   EUR   47.810
Mostotrest PJSC       0.010 7/29/2026   RUB   49.400
Vontobel Financial P  9.00012/23/2022   EUR   71.670
Alrosa PJSC           5.750 05/10/2030  RUB   75.000
Pervyi Konteinernyi   5.000 12/09/2025  RUB   72.050
Leonteq Securities A  2.750 9/15/2022   CHF   57.620
Alno AG               8.000 3/21/2019   EUR   15.000
Russian Foreign Bond  4.875 9/16/2023   USD   48.905
BrokerCreditService   1.514 12/06/2031  USD   73.854
Mriya Agro Holding P 10.950 3/30/2016   USD    4.667
Windreich GmbH        6.750 03/01/2015  EUR    4.475
Region de Bruxelles-  0.55612/23/2064   EUR   64.163
Ukraine Government B  9.700 12/08/2032  UAH   51.715
Ukraine Government B  8.630 05/10/2033  UAH   46.691
Agrokor dd            8.875 02/01/2020  USD   15.000
Societe Generale SA  24.000 8/30/2024   USD   66.550
UBS AG/London        14.000 07/07/2022  USD   48.250
Vontobel Financial P  5.00012/23/2022   EUR   73.860
Banque Cantonale Vau 22.200 08/02/2022  CHF   71.260
RUSNANO AO            8.860 3/27/2028   RUB   75.000
Sberbank of Russia P  0.010 12/05/2024  RUB   60.760
Resa SA/Belgium       1.950 7/22/2036   EUR   50.010
Russian Federal Bond  7.650 04/10/2030  RUB   74.337
Rosselkhozbank JSC   21.600 7/15/2025   RUB   60.360
SAir Group            5.500 7/23/2003   CHF   12.625
Credit Agricole Corp 15.700 10/07/2026  TRY   62.846
Ahtium PLC            9.750 04/04/2017  EUR    0.726
Elli Investments Ltd 12.250 6/15/2020   GBP   52.250
Credit Agricole Corp 10.200 08/06/2026  TRY   51.086
Deutsche Agrar Holdi  7.250 9/28/2018   EUR    0.735
Skandinaviska Enskil  8.600 7/17/2023   SEK   67.260
EFG International Fi 18.00010/20/2022   CHF   69.410
Vontobel Financial P  7.50012/23/2022   USD   77.980
BNP Paribas Issuance  5.000 11/05/2024  EUR   32.130
Pervyi Konteinernyi   0.010 02/06/2026  RUB   51.740
Societe Generale SA  10.00011/30/2022   USD   67.400
EDOB Abwicklungs AG   7.500 04/01/2012  EUR    2.816
Ukraine Government B 10.570 05/10/2027  UAH   68.328
Single Platform Inve  0.419 2/15/2040   EUR   74.064
Portugal Telecom Int  5.242 11/06/2017  EUR    0.694
Hungary Government B  3.00010/27/2038   HUF   70.426
Nostrum Oil & Gas Fi  7.000 2/16/2025   USD   27.152
Privatbank CJSC Via  10.875 2/28/2018   USD    8.000
Russian Federal Bond  6.900 5/23/2029   RUB   73.055
Agrokor dd            9.875 05/01/2019  EUR   15.000
Ukraine Government B  8.750 11/10/2032  UAH   47.876
Region Wallonne Belg  1.222 6/24/2080   EUR   73.572
Hema Bondco II BV     8.500 1/15/2023   EUR    0.113
Commerzbank AG        0.06011/19/2029   EUR   70.954
Republic of Belarus   6.875 2/28/2023   USD    7.849
Hungary Government B  4.000 4/28/2051   HUF   72.733
Norske Skogindustrie  2.00012/30/2115   EUR    0.113
DekaBank Deutsche Gi  5.600 4/25/2022   EUR   70.240
Hunland Feed Kft      2.880 7/21/2031   HUF   74.250
SG Issuer SA          8.120 7/20/2023   SEK   71.140
Leonteq Securities A  8.510 5/27/2022   USD   34.700
Landesbank Baden-Wue  6.75011/25/2022   EUR   59.270
VTB Bank PJSC         0.010 10/04/2022  RUB   70.000
UBS AG/London         7.000 1/26/2024   USD   73.800
UBS AG/London         0.120 5/25/2040   MXN   14.554
Veneto Banca SpA      6.950 2/25/2025   EUR    0.571
La Veggia Finance SA  7.12511/14/2004   EUR    0.287
Norske Skogindustrie  7.12510/15/2033   USD    0.010
Single Platform Inve  0.428 2/15/2040   EUR   75.079
Deutsche Bank AG/Lon  1.796 6/30/2034   USD   65.449
Cooperatieve Raboban  0.50012/29/2027   MXN   59.533
Republic of Austria   0.700 4/20/2071   EUR   76.895
Aralco Finance SA    10.125 05/07/2020  USD    2.910
Credito Padano Banca  3.100             EUR   33.530
Turkiye Ihracat Kred 12.540 9/14/2028   TRY   46.366
Citigroup Global Mar 12.37911/13/2023   SEK   58.860
BNP Paribas Emission  8.000 6/23/2022   EUR   49.350
Axial Javito Kereske  2.000 9/23/2030   HUF   68.377
DekaBank Deutsche Gi  7.050 4/28/2023   EUR   63.050
SALVATOR Vermoegensv  9.500             EUR    7.600
Lloyds Bank PLC       1.83610/25/2033   USD   69.269
Ukraine Government B  9.700 12/08/2027  UAH   63.346
Ukraine Government B  6.000 1/22/2031   UAH   40.245
BPCE SA               2.250 3/13/2040   AUD   71.728
Lehman Brothers Trea  2.875 3/14/2013   CHF    0.100
Pescanova SA          6.750 03/05/2015  EUR    0.319
Ukraine Government I  6.876 5/21/2029   USD   35.416
Vontobel Financial P 22.000 3/25/2022   EUR   57.330
EFG International Fi  9.000 06/07/2023  EUR   75.900
VEB.RF GK             6.590 06/10/2027  RUB   71.220
Societe Generale Eff  5.000 5/27/2022   EUR   77.300
DZ Bank AG Deutsche  11.680 8/26/2022   EUR   66.830
UniCredit Bank AG    23.50010/28/2022   EUR   77.300
Zalaco Sutoipari zrt  3.500 7/24/2030   HUF   75.563
Gold-Zack AG          7.00012/14/2005   EUR    1.521
Green City Energy Kr  5.75012/30/2033   EUR    9.000
Kingdom of Belgium G  0.558 9/24/2077   EUR   65.770
Kreditanstalt fuer W  0.250 10/06/2036  CAD   51.097
Ukraine Government B  9.990 12/10/2031  UAH   54.351
Officine Maccaferri-  5.750 06/01/2021  EUR   16.372
Region de Bruxelles-  0.731 8/25/2060   EUR   71.381
Mox Telecom AG        7.250 11/02/2017  EUR    2.270
Ville de Paris        0.760 5/25/2066   EUR   74.251
SecurAsset SA         5.250 6/30/2022   EUR   28.420
UBS AG/London        12.25011/18/2022   EUR   46.150
Rosselkhozbank JSC    9.000             RUB   73.090
UBS AG/London         8.250 07/07/2022  CHF   67.050
Credit Suisse AG/Lon  7.500 3/24/2022   CHF   66.200
Epito-Es Epuletkarba  3.000 11/11/2030  HUF   73.600
Bank J Safra Sarasin 12.750 04/06/2022  CHF   68.600
Bank Julius Baer & C 12.600 04/04/2022  EUR   66.950
EFG International Fi  8.000 06/10/2022  CHF   68.180
JP Morgan Structured 12.000 01/04/2027  ZMW
EFG International Fi 10.000 9/20/2023   USD   64.790
Zurcher Kantonalbank  9.00012/30/2022   CHF   68.780
Szinorg Universal zr  3.000 5/15/2030   HUF   72.058
Norske Skog Holding   8.000 2/24/2023   USD    0.006
Single Platform Inve  1.860 2/15/2041   NOK   76.012
SAG Solarstrom AG     7.500 07/10/2017  EUR   31.000
Takarek Mortgage Ban  3.00010/22/2031   HUF   73.650
HSBC Bank PLC        10.300 12/10/2024  TRY   61.726
Ville de Paris        0.65011/25/2070   EUR   65.512
Region de Bruxelles-  0.845 9/30/2059   EUR   73.324
Getin Noble Bank SA   9.770 4/29/2024   PLN   62.869
Bulgaria Steel Finan 12.000 05/04/2013  EUR    0.216
Single Platform Inve  2.050 09/01/2044  NOK   75.734
Lloyds Bank PLC       0.500 7/26/2028   MXN   57.289
Credit Suisse AG/Lon  8.000 08/05/2022  EUR   66.640
Russian Foreign Bond  4.250 6/23/2027   USD   24.828
SG Issuer SA          0.263 2/20/2025   EUR   20.150
Danske Bank A/S      10.300 07/09/2023  SEK   11.600
UniCredit Bank AG     3.600 10/05/2022  EUR   53.320
Sberbank of Russia P  0.010 11/05/2025  RUB   69.400
Zurcher Kantonalbank 12.500 11/04/2022  CHF   72.800
Societe Generale SA  18.000 5/31/2024   USD   32.323
Banque International 15.000 01/05/2023  EUR   51.220
UBS AG/London         7.000 8/18/2022   USD   56.950
Sberbank of Russia P  0.010 8/25/2025   RUB   60.000
Centrosolar Group AG  7.000 2/15/2016   EUR    2.505
Societe Generale SA   1.323 1/31/2034   USD   72.643
Phosphorus Holdco PL 10.000 04/01/2019  GBP    1.500
Republic of Belarus   5.875 2/24/2026   USD   10.000
Sequa Petroleum NV    5.000 4/29/2020   USD   30.250
Ukraine Government B  6.000 9/18/2030   UAH   41.166
Ukraine Government B  6.00010/15/2031   UAH   38.546
Ukraine Government B 11.580 02/02/2028  UAH   68.989
LBI ehf               6.100 8/25/2011   USD   10.631
Ukraine Government B  8.880 05/10/2032  UAH   49.173
Republic of Ireland   1.200 4/15/2120   EUR   72.697
Agrokor dd Via Aquar  4.921 08/08/2017  EUR   14.625
Rena GmbH             8.250 07/11/2018  EUR    2.096
Skandinaviska Enskil  8.300 7/17/2023   SEK   66.890
Sberbank of Russia P  0.010 2/27/2025   RUB   73.800
UBS AG/London        13.500 4/29/2024   USD   43.770
Sberbank of Russia P  0.010 3/26/2024   RUB   53.450
Banque Cantonale Vau 20.650 8/22/2022   CHF   74.110
Luzerner Kantonalban 23.100 8/15/2022   CHF   52.710
Citigroup Global Mar 13.20012/18/2023   SEK   61.630
Vontobel Financial P 15.50012/23/2022   EUR   66.880
Leonteq Securities A 14.000 02/01/2023  USD   68.940
Leonteq Securities A 27.800 4/22/2022   CHF   47.120
Bank Vontobel AG      8.758 06/02/2022  CHF   46.300
Golfino AG            8.00011/18/2023   EUR    0.020
EFG International Fi 11.12012/27/2024   EUR   29.510
Sberbank of Russia P  0.010 10/04/2024  RUB   71.410
AKB Peresvet ZAO      0.510 6/23/2021   RUB   25.000
SG Issuer SA          6.760 7/20/2024   SEK   77.800
Sberbank of Russia P  0.010 8/25/2025   RUB   73.300
PA Resources AB      13.500 03/03/2016  SEK    0.124
Deutsche Bank AG/Lon  0.500 04/05/2038  MXN   23.794
Lehman Brothers Trea  2.000 3/16/2035   EUR    0.100
United Kingdom Gilt   0.62510/22/2050   GBP   75.422
HSBC Bank PLC         0.50011/25/2025   BRL   63.423
Ukraine Government B  6.000 10/11/2028  UAH   47.608
Espirito Santo Finan  5.05011/15/2025   EUR    0.287
Ukraine Government B  9.700 06/02/2032  UAH   52.436
Ukraine Government B  9.700 8/25/2032   UAH   52.157
Ukraine Government B  9.980 04/10/2030  UAH   58.468
Ukraine Government B  8.220 05/10/2035  UAH   42.761
SAir Group            0.125 07/07/2005  CHF   12.625
New World Resources   4.000 10/07/2020  EUR    0.574
New World Resources   8.000 04/07/2020  EUR    0.506
Irish Bank Resolutio  4.000 4/23/2018   EUR   33.250
Bank Julius Baer & C 22.500 05/03/2022  CHF   58.200
Leonteq Securities A 11.000 9/15/2022   CHF   46.520
Sberbank of Russia P  0.010 12/05/2025  RUB   73.700
Bank Vontobel AG     10.009 10/03/2022  EUR   68.900
BNP Paribas Issuance 11.840 04/04/2022  EUR   70.220
Skandinaviska Enskil  7.600 1/15/2024   SEK   75.760
Zurcher Kantonalbank 21.75010/21/2022   CHF   58.530
DekaBank Deutsche Gi 11.20012/23/2022   EUR   60.880
Green City Energy Kr  5.00012/31/2036   EUR    9.000
Sberbank of Russia P  0.010 5/28/2024   RUB   61.200
Mifa Mitteldeutsche   7.500 08/12/2018  EUR    2.270
BOA Offshore AS       0.409 7/17/2047   NOK    5.248
Bilt Paper BV        10.360             USD    1.071
Pescanova SA          8.750 2/17/2019   EUR    0.319
Virgolino de Oliveir 10.875 1/13/2020   USD   36.000
SAir Group            6.250 04/12/2005  CHF   12.625
Communaute Francaise  0.749 9/16/2080   EUR   75.603
Rio Forte Investment  3.900 07/10/2014  USD    4.852
Vontobel Financial P 16.500 3/25/2022   EUR   56.040
Sberbank of Russia P  0.010 05/07/2025  RUB   74.400
ENVIEN Magyarorszag   2.500 5/18/2031   HUF   74.870
Danske Bank A/S       8.050 07/09/2023  SEK   71.260
Bank Julius Baer & C 10.150 4/25/2022   USD   45.400
Sberbank of Russia P  0.01012/21/2026   RUB   70.000
Bank Julius Baer & C  8.800 5/23/2022   CHF   59.950
Wingholding Zrt       3.000 9/22/2031   HUF   69.200
JP Morgan Structured 12.000 8/28/2026   ZMW   71.835
Leonteq Securities A  8.000 6/13/2023   USD   20.440
UBS AG/London         7.25010/21/2022   EUR   73.700
DZ Bank AG Deutsche  22.700 6/24/2022   EUR   65.870
Stelius Befektetoe Z  3.100 9/17/2030   HUF   74.500
Sberbank of Russia P  0.100 12/05/2024  RUB   64.850
DZ Bank AG Deutsche  19.400 3/25/2022   EUR   42.790
Banco Espirito Santo 10.000 12/06/2021  EUR    0.388
Ukraine Government B 12.500 4/27/2029   UAH   68.931
Lehman Brothers Trea  8.000 4/20/2009   EUR    0.100
Societe Generale SA   5.40011/17/2037   USD   74.831
Sidetur Finance BV   10.000 4/20/2016   USD    0.770
Ukraine Government B  6.000 4/23/2031   UAH   39.631
Ukraine Government B  8.420 05/10/2034  UAH   44.606
Cooperatieve Raboban  0.50011/30/2027   MXN   60.236
Lehman Brothers Trea 10.44211/22/2008   CHF    0.100
Credit Agricole Corp  9.450 03/08/2027  TRY   46.425
Kingdom of Belgium G  0.675 07/07/2080  EUR   69.658
Skandinaviska Enskil  9.500 7/17/2023   SEK   68.400
Citigroup Global Mar 12.000 2/13/2024   SEK   72.410
Leonteq Securities A 10.000 03/01/2023  USD   62.130
EFG International Fi  9.800 6/21/2023   EUR   49.930
JD Capital PLC        5.000 5/21/2028   EUR   70.000
Credit Suisse AG/Lon 16.30012/26/2023   USD   55.920
Vontobel Financial P  5.500 6/17/2022   USD   47.380
Credit Suisse AG/Lon  9.500 04/01/2022  EUR   66.560
Leonteq Securities A  8.380 7/20/2022   CHF   55.970
Danske Bank A/S       7.470 07/09/2023  SEK   77.460
Corner Banca SA      13.68010/28/2022   EUR   61.880
Leonteq Securities A 20.400 1/18/2023   CHF   76.450
Bank Vontobel AG     24.000 08/09/2022  CHF   42.800
EFG International Fi 11.000 06/10/2022  USD   46.790
Skandinaviska Enskil  8.520 1/15/2024   SEK   77.450
Societe Generale Eff  4.00011/22/2022   USD   75.210
Credit Suisse AG/Lon 14.000 6/16/2022   USD   67.650
UBS AG/London        10.250 9/19/2022   CHF   68.550
Luzerner Kantonalban 22.620 6/20/2022   CHF   39.230
State of Saxony-Anha  0.773 07/03/2028  EUR   60.000
Skandinaviska Enskil  6.500 1/15/2024   SEK   73.850
Sberbank of Russia P  0.010 11/07/2024  RUB   64.000
Sberbank of Russia P  0.010 8/20/2025   RUB   61.300
Russian Foreign Bond 12.750 6/24/2028   USD   45.207
Purple Protected Ass  1.580 5/25/2060   EUR   59.397
Lehman Brothers Trea  3.82010/20/2009   USD    0.100
Cie DU Chemin de Fer  0.28011/29/2052   CHF   62.852
Ukraine Government B  9.790 5/14/2031   UAH   54.527
Ukraine Government B  9.760 7/23/2031   UAH   54.080
Ukraine Government B 10.360 11/10/2027  UAH   65.773
ECM Real Estate Inve  5.000 10/09/2011  EUR   15.375
BPCE SA               2.250 3/13/2040   AUD   71.318
Purple Protected Ass  1.600 09/08/2056  EUR   74.639
Luminis SA            1.800 09/02/2059  EUR   58.851
Leonteq Securities A 24.360 9/13/2022   CHF   42.850
Credit Suisse AG/Lon  4.180 9/14/2022   USD    9.660
Leonteq Securities A  7.500 6/28/2022   CHF   67.450
Credit Suisse AG/Lon 10.000 3/28/2022   CHF   69.670
Credit Suisse AG/Lon  8.00010/14/2022   EUR   69.550
Sberbank of Russia P  0.010 08/07/2025  RUB   70.800
Credit Suisse AG/Lon  8.450 06/07/2023  USD    9.770
Raiffeisen Centroban 10.000 3/24/2023   EUR   56.660
Credit Suisse AG/Lon  4.600 11/09/2022  USD    9.653
Raiffeisen Schweiz G 16.000 7/19/2022   EUR   69.210
DZ Bank AG Deutsche   4.000 6/24/2022   EUR   71.360
Vontobel Financial P  7.350 6/15/2022   USD   55.660
EFG International Fi  7.000 4/20/2022   USD   53.890
Raiffeisen Schweiz G  7.000 2/20/2023   CHF   76.280
Skandinaviska Enskil  5.800 1/15/2025   SEK   68.300
Republic of Bashkort  5.900 9/24/2025   RUB   73.100
Barclays Bank PLC     2.730 9/27/2024   EUR   49.200
RENE LEZARD Mode Gmb  7.25011/25/2017   EUR    0.110
Erste Group Bank AG   6.750 5/31/2024   EUR   66.600
Raiffeisen Schweiz G  6.600 3/23/2022   CHF   63.400
Dr Wiesent Sozial gG  7.000             EUR    0.010
Societe Generale SA   5.05011/25/2036   USD   74.178
Ukraine Government I  7.375 9/25/2032   USD   34.926
Gebr Sanders GmbH &   8.75010/22/2018   EUR    9.375
KPNQwest NV          10.000 3/15/2012   EUR    0.453
Northland Resources   4.00010/15/2020   USD    0.271
Ministeries Van de V  0.60011/19/2055   EUR   72.594
Barclays Bank PLC    13.810 4/16/2024   TRY   72.254
Single Platform Inve  0.924 2/18/2049   EUR   72.279
Lehman Brothers Trea  2.000 5/17/2010   EUR    0.100
Ukraine Government B  9.700 10/06/2027  UAH   65.594
Ukraine Government B  9.610 10/11/2029  UAH   57.467
Metropole de Lyon     0.540 12/07/2050  EUR   74.859
Credit Agricole Corp 11.340 02/12/2026  TRY   56.614
Banca Popolare di Vi  9.500 10/02/2025  EUR    0.049
Air Berlin Finance B  6.000 03/06/2019  EUR    0.402
Credit Agricole Corp 14.280 11/05/2026  TRY   62.579
KPNQwest NV           7.125 06/01/2009  EUR    0.453
Waste Italia SpA     10.50011/15/2019   EUR    0.550
CDC Habitat SEM       0.814 2/15/2040   EUR   75.453
UniCredit Bank AG     4.150 7/26/2022   EUR   52.950
MetMax Europe Zrt     3.000 12/11/2030  HUF   73.800
Leonteq Securities A 10.00010/19/2022   CHF   79.400
Credit Suisse AG/Lon 11.000 4/19/2022   CHF   46.040
UniCredit Bank AG     3.350 6/14/2022   EUR   60.020
BNP Paribas Issuance  6.310 07/05/2023  SEK   76.230
Credit Suisse AG/Lon 11.000 3/28/2022   USD   35.320
BNP Paribas Issuance  7.980 1/20/2025   SEK   74.910
Sberbank of Russia P  0.010 3/27/2028   RUB   73.400
Sberbank of Russia P  0.010 11/05/2025  RUB   56.000
Leonteq Securities A 15.000 3/29/2022   CHF   58.140
Leonteq Securities A  4.000 08/10/2022  CHF   60.230
Credit Suisse AG/Lon 13.50012/14/2022   CHF   71.960
Societe Generale SA   3.900 3/23/2022   USD    0.350
Bank Julius Baer & C 21.150 08/09/2022  CHF   46.650
AutoWallis Nyrt       3.000 7/27/2031   HUF   72.000
Zurcher Kantonalbank 11.250 04/01/2022  CHF   64.410
Sberbank of Russia P  0.010 7/24/2028   RUB   72.700
EFG International Fi 10.600 06/01/2023  USD   72.320
Credit Suisse AG/Lon 16.000 6/27/2022   EUR   56.190
Russian Federal Bond  7.100 5/15/2041   RUB   67.972
UBS AG/London         8.25011/19/2026   EUR   61.460
EFG International Fi  9.100 9/20/2023   EUR   65.900
DekaBank Deutsche Gi 11.800 4/21/2022   EUR   74.390
Sberbank of Russia P  0.010 1/29/2025   RUB   58.220
SG Issuer SA          2.200 01/10/2025  EUR   72.690
Nordea Bank Abp       7.450 7/20/2024   SEK   77.280
SG Issuer SA          0.35011/15/2023   EUR   21.980
COFIDUR SA            0.10012/31/2024   EUR   24.050
Societe Generale SA  27.30010/20/2025   USD   33.650
Cerruti Finance SA    6.500 7/26/2004   EUR    2.058
Teksid Aluminum Luxe 12.375 7/15/2011   EUR    0.122
Ukraine Government B  9.800 04/02/2031  UAH   54.803
Ukraine Government B 11.570 03/01/2028  UAH   68.749
Single Platform Inve  0.745 2/15/2047   EUR   73.724
BPCE SA               2.285 12/03/2035  AUD   75.936
BPCE SA               2.255 03/12/2040  AUD   70.905
Heta Asset Resolutio  0.20712/31/2023   EUR    3.285
Polski Bank Spoldzie  8.270 9/14/2027   PLN   71.396
SG Issuer SA          0.100 06/11/2029  NZD   70.419
Hellas Telecommunica  8.50010/15/2013   EUR    0.834
Republic of Belarus   6.200 2/28/2030   USD   10.000
Norske Skogindustrie  7.00012/30/2026   EUR    0.010
Communaute Francaise  0.500 6/27/2046   EUR   75.356
KPNQwest NV           8.875 02/01/2008  EUR    0.453
Gazprom PJSC Via Gaz  2.250 7/19/2022   CHF   20.693
DZ Bank AG Deutsche   9.410 8/26/2022   EUR   33.140
SG Issuer SA          0.015 11/07/2033  EUR   71.040
EFG International Fi 17.000 9/15/2022   EUR   35.620
Credit Suisse AG/Lon  4.70011/30/2022   USD    9.583
Bank Julius Baer & C 14.500 4/20/2022   EUR   62.050
Sberbank of Russia P  0.01012/17/2025   RUB   73.600
Sberbank of Russia P  0.01012/17/2025   RUB   57.300
Leonteq Securities A 20.000 08/10/2022  CHF   50.760
Sberbank of Russia P  0.01011/26/2025   RUB   72.800
Sberbank of Russia P  0.01011/27/2025   RUB   56.800
SG Issuer SA          2.270 02/04/2032  EUR   72.730
Societe Generale SA  16.000 08/01/2024  USD   35.850
Societe Generale SA  16.000 08/01/2024  USD   47.500
Rosselkhozbank JSC    9.000             RUB   74.020
Sberbank of Russia P  0.01012/22/2025   RUB   73.200
Societe Generale SA  21.00011/30/2023   USD   18.300
Landesbank Baden-Wue  5.650 5/27/2022   EUR   47.420
Corner Banca SA      12.600 10/12/2022  EUR   69.160
Bank Vontobel AG     15.010 08/08/2022  USD   70.900
Vontobel Financial P  9.400 5/13/2022   EUR   47.780
Sberbank of Russia P  0.946 04/01/2025  RUB   72.400
Zurcher Kantonalbank  7.000 08/10/2022  USD   53.180
SG Issuer SA          1.500 1/24/2034   EUR   77.330
Societe Generale Eff 18.000 9/23/2022   EUR   72.270
UBS AG/London        18.50011/25/2022   USD   78.950
UBS AG/London         9.750 04/06/2023  USD   53.350
Bank Vontobel AG     20.000 9/26/2022   EUR   45.300
Credit Suisse AG/Lon 12.000 7/14/2022   USD   66.930
Leonteq Securities A 18.00012/27/2022   CHF   75.380
UBS AG/London        13.250 04/06/2023  USD   77.550
Societe Generale SA   6.000 05/09/2022  USD    2.120
EFG International Fi 13.000 8/24/2022   CHF   81.700
Bank Vontobel AG     22.300 08/02/2022  CHF   69.900
Societe Generale SA  20.00012/18/2025   USD   73.000
BrokerCreditService  14.000 09/09/2022  USD   45.000
UBS AG/London         7.250 12/09/2022  CHF   67.750
Raiffeisen Schweiz G 14.000 7/19/2022   USD   77.420
Raiffeisen Schweiz G 12.00010/19/2022   CHF   73.610
EFG International Fi  7.500 7/26/2022   USD   62.350
SG Issuer SA          7.700 1/20/2024   SEK   77.980
Societe Generale SA  16.000 8/30/2024   USD   46.250
Corner Banca SA      13.200 12/07/2022  CHF   53.920
Credit Suisse AG/Lon  8.50012/16/2022   CHF   65.410
Credit Suisse AG/Lon  8.00012/19/2022   CHF   72.660
EFG International Fi  6.500 4/26/2023   USD   35.490
EFG International Fi 11.410 4/26/2022   EUR   78.730
Nordea Bank Abp       7.100 7/20/2024   SEK   76.100
Nordea Bank Abp       9.000 7/20/2024   SEK   75.050
Sberbank of Russia P  0.010 03/06/2028  RUB   73.200
Bank Vontobel AG      7.254 9/19/2022   CHF   63.300
Zurcher Kantonalbank 15.200 9/21/2022   USD   38.920
Bank Julius Baer & C 14.300 02/08/2023  CHF   75.450
DeltaCredit Bank JSC  1.00010/20/2025   RUB   60.000
Barclays Bank PLC     0.433 3/14/2023   USD
Skandinaviska Enskil  6.400 1/15/2025   SEK   61.730
SG Issuer SA          6.130 1/20/2024   SEK   75.750
Leonteq Securities A  9.000 6/13/2023   CHF   75.160
EFG International Fi  9.65012/23/2024   EUR   64.520
Nordea Bank Abp       5.813 7/20/2024   SEK   73.380
Muehl Product & Serv  6.750 03/10/2005  DEM    0.104
Raiffeisen Schweiz G 10.00012/31/2024   CHF   67.470
Skandinaviska Enskil  5.750 1/15/2025   SEK   68.180
Societe Generale SA  18.000 11/02/2023  USD   41.130
Sberbank of Russia P  0.010 10/06/2025  RUB   73.700
VTB Bank PJSC         0.010 8/15/2023   RUB   55.900
Tonon Luxembourg SA   9.250 1/24/2020   USD    0.500
Credit Agricole Corp  2.480 8/18/2050   USD   75.656
Barclays Bank PLC     1.59612/23/2033   USD   74.908
Natixis SA            0.300 6/25/2048   USD   39.222
Single Platform Inve  0.462 2/15/2040   EUR   75.552
Barclays Bank PLC     0.836 4/25/2034   USD   69.918
Minicentrales Dos SA  0.010 06/06/2047  EUR   59.125
Purple Protected Ass  1.48011/30/2060   EUR   61.751
Single Platform Inve  0.751 11/06/2047  EUR   72.633
Credit Suisse AG      0.50012/16/2025   BRL   63.270
Ukraine Government B  9.700 12/06/2028  UAH   59.974
Region de Bruxelles-  0.453 12/07/2055  EUR   68.659
Societe Wallonne de   0.94810/23/2051   EUR   71.642
Societe Wallonne de   0.90410/23/2047   EUR   71.944
Ukraine Government B  6.000 06/12/2030  UAH   41.883
Lehman Brothers Trea  7.50010/24/2008   USD    0.100
Irish Bank Resolutio  6.75011/30/2013   BGN   33.250
LBI ehf               7.431             USD    0.001
Ukraine Government B 10.710 4/26/2028   UAH   65.362
Ukraine Government B  6.000 1/14/2026   UAH   62.534
Region de Bruxelles-  0.45012/22/2056   EUR   67.521
Thomas Cook Finance   3.875 7/15/2023   EUR    0.522
Tonon Luxembourg SA  12.500 5/14/2024   USD    0.399
SAir Group            2.125 11/04/2004  CHF   12.625
BNP Paribas SA        1.000 1/23/2040   MXN   21.488
Societe Generale SA   2.696 6/30/2035   USD   71.716
KPNQwest NV           7.125 06/01/2009  EUR    0.453
Astana Finance BV     7.875 06/08/2010  EUR   16.000
Lukoil International  4.563 4/24/2023   USD   48.492
Ukraine Government I  8.994 02/01/2024  USD   39.083
Mriya Agro Holding P  9.450 4/19/2018   USD    4.667
Communaute Francaise  1.000 10/08/2069  EUR   70.329
Northland Resources  15.000 7/15/2019   USD    2.621
Espirito Santo Finan  5.125 5/30/2016   EUR    0.528
Lehman Brothers Trea  7.320 7/31/2013   GBP    0.100
Lehman Brothers Trea  8.280 7/31/2013   GBP    0.100
Reso-Leasing OOO      7.500 06/02/2024  RUB   59.510
Leonteq Securities A 22.770 8/30/2022   CHF   46.860
Sberbank of Russia P  0.010 2/27/2024   RUB   71.600
Sberbank of Russia P  0.010 03/06/2025  RUB   71.000
Bank Vontobel AG     12.508 9/26/2022   CHF   62.000
UBS AG/London        16.750 3/31/2022   CHF   39.950
VTB Bank PJSC         0.010 3/21/2023   RUB   59.000
Sberbank of Russia P  0.01011/20/2025   RUB   73.700
Vasutvillamosito Kft  3.000 02/03/2031  HUF   73.200
UBS AG/London        10.50010/28/2022   USD   73.150
UBS AG/London        12.250 3/24/2022   CHF   41.400
Credit Suisse AG/Lon 11.20011/14/2022   CHF   64.380
Leonteq Securities A 24.020 6/29/2022   CHF   51.360
Sberbank of Russia P  0.010 7/24/2025   RUB   73.400
Sberbank of Russia P  0.010 08/12/2025  RUB   71.900
Societe Generale SA   6.000 06/06/2022  USD    0.040
DZ Bank AG Deutsche  10.750 6/22/2022   EUR   61.090
Societe Generale SA   8.600 7/29/2022   USD   49.600
Zurcher Kantonalbank 15.500 11/08/2022  USD   78.350
Zurcher Kantonalbank 20.500 9/13/2022   CHF   46.550
Russian Foreign Bond  2.650 5/27/2036   EUR   12.662
UBS AG/London         4.500 07/01/2024  CHF   72.500
Corner Banca SA      15.400 4/26/2022   CHF   62.140
Leonteq Securities A 21.100 4/21/2022   CHF   45.590
Raiffeisen Schweiz G 12.000 01/04/2023  CHF   48.790
Aranynektar Termekgy  3.500 04/03/2030  HUF   65.682
Sberbank of Russia P  1.055 4/15/2024   RUB   72.100
Sberbank of Russia P  0.010 10/06/2025  RUB   67.700
Sberbank of Russia P  0.010 10/07/2025  RUB   56.300
Credit Suisse AG/Lon  6.000 06/07/2022  CHF   74.910
OOO SPV Structural I  0.010 09/01/2023  RUB   66.740
Sberbank of Russia P  1.20312/18/2024   RUB   59.100
Pick Szeged Szalamig  2.000 12/06/2029  HUF   92.300
Sberbank of Russia P  0.010 1/27/2025   RUB   63.710
Pannonia Bio Ltd      2.400 9/18/2029   HUF   74.020
DeltaCredit Bank JSC  1.000 5/18/2026   RUB   55.280
Credit Agricole Corp 15.000 6/18/2026   TRY   65.148
Thomas Cook Group PL  6.250 6/15/2022   EUR    0.510
Lehman Brothers Trea  2.370 7/15/2013   USD    0.100
Credit Agricole Corp 11.640 3/24/2027   TRY   52.759
Barclays Bank PLC     1.645 06/03/2041  USD   75.170
Ukraine Government B  6.00011/20/2024   UAH   71.480
Ukraine Government B 12.500 10/12/2029  UAH   67.990
Veneto Banca SpA      6.944 5/15/2025   EUR    0.571
Credit Agricole Corp 10.800 3/24/2026   TRY   54.348
Ukraine Government I  7.750 09/01/2025  USD   37.421
Ukraine Government B  9.910 08/07/2030  UAH   56.526
Ukraine Government B  6.00011/28/2029   UAH   43.511
Ukraine Government B  9.820 02/12/2031  UAH   55.140
Credit Agricole Corp 11.190 1/15/2026   TRY   56.354
Intelsat SA           4.500 6/15/2025   USD    9.500
Societe Generale SA   4.404 3/31/2034   USD   72.303
Petromena ASA        10.85011/19/2018   USD    0.622
Hellas Telecommunica  6.054 1/15/2015   USD    0.001
Bibby Offshore Servi  7.500 6/15/2021   GBP   11.625
Credit Agricole Corp 10.500 2/16/2027   TRY   49.316
Credit Agricole Corp 15.000 7/14/2026   TRY   64.036
Credit Agricole Corp  6.000 2/26/2027   BRL   74.229
Barclays Bank PLC     0.500 10/01/2031  TRY    8.967
Communaute Francaise  0.750 02/04/2061  EUR   69.635
Societe Generale SA   2.480 7/17/2040   USD   70.380
Deutsche Bank AG/Lon  0.50010/18/2038   MXN   15.118
Barclays Bank PLC     7.830 7/26/2038   MXN   73.572
Deutsche Bank AG/Lon  2.00010/25/2023   TRY   57.792
Ukraine Government I  9.750 11/01/2028  USD   36.659
Ukraine Government I  8.994 02/01/2024  USD   39.093
Credit Agricole Corp 12.00011/17/2025   TRY   59.160
Cie Generale de Navi  0.35012/29/2056   CHF   73.093
BLT Finance BV       12.000 02/10/2015  USD   10.500
Credit Agricole Corp 15.000 6/18/2026   TRY   64.313
Skandinaviska Enskil 10.360 7/17/2023   SEK   74.810
Sberbank of Russia P  0.010 07/02/2025  RUB   73.900
Danske Bank A/S       9.430 07/09/2024  SEK   79.260
Raiffeisen Schweiz G 12.000 07/12/2022  CHF   64.980
Agrar Mezogazdasagi   2.900 8/24/2031   HUF   74.880
Bank Julius Baer & C 15.000 6/22/2022   CHF   60.750
Basler Kantonalbank  10.00012/16/2022   CHF   70.220
VTB Bank PJSC         0.01011/15/2022   RUB   62.000
Sberbank of Russia P  0.946 03/11/2025  RUB   62.800
Sberbank of Russia P  0.010 11/05/2025  RUB   73.700
Societe Generale SA  10.800 3/31/2026   USD   64.850
Bank Vontobel AG     20.504 05/12/2022  CHF   64.000
Corner Banca SA      19.000 04/12/2022  CHF   74.930
Bank Julius Baer & C 11.000 04/07/2022  USD   66.800
EFG International Fi  7.100 04/06/2022  EUR   64.110
Credit Suisse AG/Lon  8.000 04/12/2022  EUR   63.010
Leonteq Securities A 28.960 5/17/2022   CHF   62.470
Sberbank of Russia P  0.010 3/25/2025   RUB   70.000
Russian Federal Bond  5.900 03/12/2031  RUB   65.000
Raiffeisen Switzerla 12.000 9/22/2022   CHF   52.040
UBS AG/London         9.750 9/26/2022   CHF   65.850
Bank Julius Baer & C  9.250 05/11/2022  EUR   53.400
Erste Group Bank AG  10.000 3/31/2022   EUR   71.650
Credit Suisse AG/Lon 10.500 07/08/2022  EUR   36.420
UBS AG/London         8.500 03/08/2023  CHF   68.500
UBS AG/London        28.500 7/28/2022   USD   44.650
Sberbank of Russia P  0.010 7/29/2024   RUB   64.900
UniCredit Bank AG     4.400 04/12/2023  EUR   60.280
SG Issuer SA         19.750 11/08/2022  EUR
DekaBank Deutsche Gi  7.260 5/30/2022   EUR   72.500
Russian Foreign Bond  5.100 3/28/2035   USD   16.000
Zurcher Kantonalbank  8.000 4/22/2022   EUR   68.150
Leonteq Securities A 27.290 4/26/2022   CHF   33.660
SAir Group            5.125 03/01/2003  CHF   12.750
Vontobel Financial P 11.00012/23/2022   EUR   71.710
UBS AG/London         5.00012/15/2023   EUR   70.000
Progress Etteremhalo  3.000 9/18/2030   HUF   73.500
VTB Bank PJSC         0.010 9/13/2022   RUB   60.070
Rosselkhozbank JSC    5.450 2/13/2025   RUB   72.390
Sberbank of Russia P  0.010 8/21/2025   RUB   58.800
Sberbank of Russia P  1.055 5/13/2024   RUB   71.100
Sberbank of Russia P  0.010 02/06/2023  RUB   58.850
Sberbank of Russia P  1.054 7/16/2024   RUB   64.400
Ukraine Government I  7.750 09/01/2022  USD   48.845
Ukraine Government I  7.750 09/01/2024  USD   38.083
IT Holding Finance S  9.87511/15/2012   EUR    0.015
Barclays Bank PLC     3.800 9/30/2031   USD   65.926
Turkey Government Bo 11.000 2/24/2027   TRY   60.800
Astana Finance BV     9.00011/16/2011   USD   15.250
Ukraine Government I  7.750 09/01/2024  USD   38.144
Ukraine Government B  9.990 8/27/2031   UAH   54.871
Credit Agricole Corp 11.550 1/28/2026   TRY   55.276
Credit Agricole Corp 10.800 3/24/2026   TRY   50.964
Ukraine Government B  6.00011/26/2025   UAH   63.487
Ukraine Government B  6.000 11/12/2025  UAH   63.767
Credit Agricole SA    3.000 1/19/2041   AUD   73.000
Ukraine Government I  4.375 1/27/2030   EUR   35.721
Lehman Brothers Trea 11.000 07/04/2011  USD    0.100
Ukraine Government I  7.253 3/15/2033   USD   35.077
Turkey Government Bo 12.400 03/08/2028  TRY   62.400
Barclays Bank PLC     1.450 9/24/2038   MXN   29.698
Ukraine Government I  6.750 6/20/2026   EUR   36.333
SAir Group            2.750 7/30/2004   CHF   12.625
Cooperatieve Raboban  0.500 8/21/2028   MXN   56.515
Ukraine Government I  6.876 5/21/2029   USD   35.375
Espirito Santo Finan  0.48110/27/2024   EUR    0.297
Leonteq Securities A  2.500 06/05/2024  EUR   70.420
Skandinaviska Enskil  9.020 7/17/2023   SEK   67.040
SG Issuer SA          4.000 6/22/2026   EUR   73.410
Landesbank Baden-Wue  3.000 9/23/2022   EUR   61.760
SG Issuer SA         11.170 7/20/2025   SEK   41.550
UniCredit Bank AG     4.200 7/26/2022   EUR   28.710
UniCredit Bank AG     4.450 7/23/2022   EUR   47.930
UniCredit Bank AG     3.650 7/23/2022   EUR   46.840
Landesbank Baden-Wue  2.500 8/25/2023   EUR   67.420
Landesbank Baden-Wue  2.300 9/23/2022   EUR   73.610
Landesbank Baden-Wue  3.050 9/23/2022   EUR   60.460
SG Issuer SA          8.300 7/21/2025   SEK   61.320
EFG International Fi  6.100 05/11/2023  USD   46.400
Credit Suisse AG/Lon  8.250 05/05/2022  USD   46.080
Banque Cantonale Vau 10.600 05/05/2022  CHF   67.610
Bank Vontobel AG      7.007 11/02/2022  CHF   67.400
Leonteq Securities A 22.080 05/06/2022  CHF   38.330
Vontobel Financial P 11.500 6/24/2022   EUR   69.710
Credit Suisse AG/Lon  8.000 08/03/2022  CHF   44.700
Zurcher Kantonalbank  9.000 05/11/2022  CHF   71.810
Vontobel Financial P 15.750 08/03/2022  EUR   38.210
Vontobel Financial P 19.000 6/24/2022   EUR   58.640
Vontobel Financial P 15.000 6/24/2022   EUR   63.250
Bank Julius Baer & C  8.250 05/04/2022  CHF   67.550
Vontobel Financial P 17.750 3/25/2022   EUR   43.170
Vontobel Financial P 17.000 6/24/2022   EUR   72.660
Vontobel Financial P 11.000 6/24/2022   EUR   69.120
Vontobel Financial P 15.000 6/24/2022   EUR   75.120
Bank Vontobel AG     11.00610/31/2022   CHF   76.400
Bank Vontobel AG      8.50310/31/2022   CHF   75.800
UBS AG/London        13.000 05/06/2024  USD   42.500
UBS AG/London        12.750 11/07/2022  USD   41.750
UBS AG/London        10.250 11/07/2022  CHF   70.850
UBS AG/London        19.750 05/05/2022  USD   51.500
Zurcher Kantonalbank 21.500 05/12/2022  USD   51.920
UBS AG/London        14.000 05/05/2022  CHF   32.100
Bank Vontobel AG      9.00610/31/2022   CHF   43.200
UBS AG/London        14.500 11/07/2022  CHF   55.600
EFG International Fi  6.500 4/20/2022   CHF   52.300
Vontobel Financial P  9.500 6/24/2022   EUR   67.790
EFG International Fi  5.500 4/20/2022   USD   57.870
DZ Bank AG Deutsche  10.000 3/23/2022   EUR   61.440
DZ Bank AG Deutsche  10.000 6/22/2022   EUR   61.700
DZ Bank AG Deutsche   5.250 6/22/2022   EUR   71.130
DZ Bank AG Deutsche   9.000 6/22/2022   EUR   69.440
DZ Bank AG Deutsche  13.000 3/23/2022   EUR   64.280
DZ Bank AG Deutsche  10.500 6/22/2022   EUR   65.550
DZ Bank AG Deutsche   8.750 3/23/2022   EUR   70.180
DZ Bank AG Deutsche   6.750 6/22/2022   EUR   70.980
Vontobel Financial P 17.000 6/24/2022   EUR   69.890
Vontobel Financial P 17.000 6/24/2022   EUR   60.810
Vontobel Financial P 13.000 6/24/2022   EUR   66.010
Vontobel Financial P 14.000 6/24/2022   EUR   72.020
DekaBank Deutsche Gi  3.500 11/04/2022  EUR   54.390
AutoWallis Nyrt       3.000 4/15/2030   HUF   74.580
EFG International Fi  4.90011/24/2023   USD   65.260
Landesbank Baden-Wue  2.200 1/27/2023   EUR   31.270
DekaBank Deutsche Gi  2.80010/20/2023   EUR   63.640
Landesbank Baden-Wue  3.400 8/23/2024   EUR   32.110
EFG International Fi  4.67011/23/2022   EUR   70.610
Leonteq Securities A  8.00011/23/2022   CHF   77.250
DekaBank Deutsche Gi  3.25011/25/2022   EUR   68.220
UBS AG/London        13.250 4/29/2022   CHF   56.700
Bank Vontobel AG     11.501 05/02/2022  EUR   67.600
EFG International Fi  6.080 05/05/2022  USD   49.050
Leonteq Securities A 21.050 05/04/2022  CHF   66.630
Leonteq Securities A  6.700 11/04/2022  USD   67.120
Zurcher Kantonalbank 20.750 05/12/2022  CHF   62.100
UBS AG/London         9.500 11/07/2022  CHF   75.550
UBS AG/London        10.500 11/07/2022  CHF   75.200
Vontobel Financial P 17.000 6/24/2022   EUR   65.110
Vontobel Financial P 12.000 6/24/2022   EUR   64.680
Vontobel Financial P 15.500 6/24/2022   EUR   71.700
Vontobel Financial P 12.500 6/24/2022   EUR   63.860
Vontobel Financial P 11.000 6/24/2022   EUR   63.450
Leonteq Securities A 14.000 9/14/2022   CHF   57.570
Vontobel Financial P 19.500 6/24/2022   EUR   33.240
Vontobel Financial P  8.000 6/24/2022   EUR   64.860
Vontobel Financial P  6.500 6/24/2022   EUR   67.120
Bank Vontobel AG     12.500 6/20/2022   CHF   68.000
Bank Vontobel AG     12.500 9/19/2022   CHF   65.200
DZ Bank AG Deutsche   7.000 3/23/2022   EUR   62.080
DZ Bank AG Deutsche   9.250 6/24/2022   EUR   67.790
Vontobel Financial P 15.000 6/24/2022   EUR   74.690
Vontobel Financial P 18.000 6/24/2022   EUR   33.770
Vontobel Financial P  6.250 6/24/2022   EUR   72.100
EFG International Fi 16.000 6/23/2022   USD   66.460
Bank Julius Baer & C 13.000 6/22/2022   CHF   50.450
Vontobel Financial P 16.000 6/24/2022   EUR   60.860
Vontobel Financial P 17.000 6/24/2022   EUR   69.780
Vontobel Financial P  9.500 6/24/2022   EUR   62.990
Leonteq Securities A 22.790 6/22/2022   CHF   40.440
Vontobel Financial P  7.500 6/24/2022   EUR   67.210
Vontobel Financial P 12.000 6/24/2022   EUR   74.010
UBS AG/London        11.250 07/01/2022  CHF   59.450
UniCredit Bank AG     6.000 7/28/2023   EUR   39.440
UBS AG/London        10.000 07/08/2022  CHF   53.050
Societe Generale SA   9.000 7/22/2022   USD   48.700
Vontobel Financial P 12.000 6/24/2022   EUR   43.330
Leonteq Securities A  2.800 7/29/2022   EUR   61.250
Leonteq Securities A 22.450 7/29/2022   CHF   42.360
Vontobel Financial P 12.500 6/24/2022   EUR   72.950
Vontobel Financial P  8.250 6/24/2022   EUR   64.730
Leonteq Securities A 10.000 11/02/2022  CHF   58.150
DZ Bank AG Deutsche   5.500 6/20/2022   EUR   73.900
DZ Bank AG Deutsche   5.100 9/19/2022   EUR   74.660
Societe Generale Eff  4.750 6/24/2022   EUR   54.180
BNP Paribas Issuance  9.000 5/18/2022   SEK   67.560
Vontobel Financial P  9.000 6/24/2022   EUR   68.010
Vontobel Financial P 14.750 6/24/2022   EUR   34.950
Zurcher Kantonalbank 12.500 08/09/2022  EUR   58.360
Bank Vontobel AG      7.550 1/30/2023   CHF   71.900
Leonteq Securities A  6.200 5/20/2022   EUR   46.220
Societe Generale Eff 15.750 5/27/2022   EUR   46.730
Vontobel Financial P  5.750 6/24/2022   EUR   72.060
Leonteq Securities A 12.000 7/29/2022   CHF   67.860
Leonteq Securities A 20.000 7/29/2022   CHF   48.170
Societe Generale Eff  3.000 7/22/2022   USD    9.920
Vontobel Financial P  7.250 6/24/2022   EUR   74.390
Vontobel Financial P 11.750 6/24/2022   EUR   50.170
Vontobel Financial P  9.750 6/24/2022   EUR   73.000
Societe Generale Eff 11.750 5/27/2022   EUR   52.350
Vontobel Financial P 12.250 6/24/2022   EUR   66.090
Vontobel Financial P 13.000 6/24/2022   EUR   72.340
Landesbank Baden-Wue  3.50012/22/2023   EUR   73.170
Vontobel Financial P  8.250 6/24/2022   EUR   56.800
Vontobel Financial P 17.750 6/24/2022   EUR   39.250
Societe Generale Eff  5.750 5/27/2022   EUR   68.930
Societe Generale Eff 13.750 5/27/2022   EUR   49.250
Leonteq Securities A  5.000 1/30/2023   USD   56.820
DZ Bank AG Deutsche   4.700 6/20/2022   EUR   75.240
DZ Bank AG Deutsche   5.600 9/19/2022   EUR   73.750
Vontobel Financial P  7.000 6/24/2022   EUR   73.990
UBS AG/London         9.75012/23/2022   CHF   62.800
UBS AG/London         9.250 6/23/2023   USD   68.300
UBS AG/London         7.750 6/23/2023   CHF   66.850
Vontobel Financial P  7.000 9/23/2022   EUR   71.710
Vontobel Financial P 10.500 9/23/2022   EUR   66.550
Vontobel Financial P  7.000 6/24/2022   EUR   71.840
Landesbank Baden-Wue  4.600 8/25/2023   EUR   74.970
Vontobel Financial P 12.000 9/23/2022   EUR   67.280
Vontobel Financial P 11.500 6/24/2022   EUR   67.900
DZ Bank AG Deutsche   4.75012/19/2022   EUR   75.240
DZ Bank AG Deutsche   9.50012/19/2022   EUR   74.540
Leonteq Securities A 24.610 7/15/2022   CHF   63.000
Leonteq Securities A 28.010 4/19/2022   CHF   16.050
Vontobel Financial P  9.000 6/24/2022   EUR   72.290
EFG International Fi  8.000 1/19/2023   CHF   68.110
DZ Bank AG Deutsche   9.000 8/26/2022   EUR   74.450
DZ Bank AG Deutsche   7.80012/23/2022   EUR   75.800
DZ Bank AG Deutsche  14.400 6/24/2022   EUR   72.800
DZ Bank AG Deutsche  11.700 8/26/2022   EUR   71.830
Leonteq Securities A  8.00012/20/2022   CHF   59.730
Goldman Sachs & Co W  7.000 5/25/2022   EUR   69.730
Goldman Sachs & Co W  7.000 6/22/2022   EUR   69.770
Leonteq Securities A 10.000 3/17/2023   CHF   69.210
DZ Bank AG Deutsche   8.250 3/23/2022   EUR   71.590
DZ Bank AG Deutsche   9.500 6/22/2022   EUR   65.290
UniCredit Bank AG     5.350 2/27/2023   EUR   55.500
Vontobel Financial P  9.500 6/24/2022   EUR   71.480
Vontobel Financial P 11.500 6/24/2022   EUR   69.000
Vontobel Financial P 13.500 6/24/2022   EUR   70.440
Vontobel Financial P 14.000 6/24/2022   EUR   66.880
Vontobel Financial P 10.500 6/24/2022   EUR   74.120
Vontobel Financial P  7.000 6/24/2022   EUR   65.030
Vontobel Financial P  8.500 6/24/2022   EUR   62.110
Vontobel Financial P  9.000 6/24/2022   EUR   64.300
Zurcher Kantonalbank  8.000 07/01/2022  CHF   67.890
Zurcher Kantonalbank 18.000 07/01/2022  USD   74.840
Zurcher Kantonalbank  8.750 07/01/2022  CHF   68.980
Vontobel Financial P  7.500 6/24/2022   EUR   61.590
Vontobel Financial P  8.000 6/24/2022   EUR   68.660
Vontobel Financial P 20.500 6/24/2022   EUR   64.040
Vontobel Financial P  6.000 6/24/2022   EUR   67.930
Raiffeisen Schweiz G 10.00012/14/2022   CHF   64.920
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   72.130
DZ Bank AG Deutsche   6.750 9/21/2022   EUR   73.170
DZ Bank AG Deutsche  11.750 3/23/2022   EUR   64.260
DZ Bank AG Deutsche   8.000 9/21/2022   EUR   66.700
DZ Bank AG Deutsche  10.000 3/23/2022   EUR   68.970
Vontobel Financial P  3.750 01/03/2023  EUR   44.400
Vontobel Financial P 13.500 6/24/2022   EUR   58.060
Vontobel Financial P  7.500 6/24/2022   EUR   74.190
Vontobel Financial P  5.000 6/24/2022   EUR   57.660
Leonteq Securities A 15.000 6/15/2022   CHF   31.720
Bank Julius Baer & C  7.450 9/26/2022   USD   56.750
Vontobel Financial P  7.000 6/24/2022   EUR   65.860
Vontobel Financial P 10.000 6/24/2022   EUR   61.530
Vontobel Financial P  6.000 6/24/2022   EUR   61.380
Vontobel Financial P  6.500 6/24/2022   EUR   63.580
Vontobel Financial P 11.000 6/24/2022   EUR   69.070
Vontobel Financial P 15.500 6/24/2022   EUR   65.140
Corner Banca SA      10.40012/14/2022   CHF   49.400
Vontobel Financial P  7.000 6/24/2022   EUR   66.390
UBS AG/London        10.25012/23/2022   CHF   63.050
UBS AG/London         8.250 6/23/2022   CHF   37.950
UBS AG/London         8.000 6/23/2022   USD   59.350
Credit Suisse AG/Lon 15.000 6/14/2022   CHF   63.380
UBS AG/London        16.75012/23/2022   CHF   52.800
Credit Suisse AG/Lon 11.000 6/15/2022   CHF   43.820
Raiffeisen Schweiz G  8.000 9/14/2022   EUR   64.340
Vontobel Financial P 15.500 6/24/2022   EUR   72.400
Vontobel Financial P 13.500 6/24/2022   EUR   66.130
Vontobel Financial P 16.000 6/24/2022   EUR   63.510
Societe Generale Eff  8.500 7/22/2022   EUR   64.810
Societe Generale Eff  8.000 7/22/2022   EUR   55.420
Zurcher Kantonalbank 11.000 6/22/2022   USD   65.330
Bank Julius Baer & C 15.000 6/15/2022   USD   69.900
Vontobel Financial P  6.000 6/24/2022   EUR   57.950
Vontobel Financial P  5.000 6/24/2022   EUR   61.090
Vontobel Financial P  8.000 6/24/2022   EUR   64.010
Leonteq Securities A 20.000 6/15/2022   CHF   45.520
Vontobel Financial P 12.000 6/24/2022   EUR   72.210
UBS AG/London         6.800 6/15/2026   USD   72.450
Vontobel Financial P  7.000 6/24/2022   EUR   58.240
Vontobel Financial P  7.000 6/24/2022   EUR   63.720
Vontobel Financial P 14.500 6/24/2022   EUR   74.800
Vontobel Financial P  9.000 6/24/2022   EUR   71.970
Vontobel Financial P 16.000 6/24/2022   EUR   55.730
Vontobel Financial P  8.500 6/24/2022   EUR   72.120
Vontobel Financial P  8.000 6/24/2022   EUR   75.840
Vontobel Financial P  5.500 6/24/2022   EUR   55.750
Vontobel Financial P 18.000 6/24/2022   EUR   56.240
Vontobel Financial P 18.000 6/24/2022   EUR   71.530
Vontobel Financial P 11.000 6/24/2022   EUR   69.310
Vontobel Financial P 10.000 6/24/2022   EUR   67.590
Vontobel Financial P 14.500 6/24/2022   EUR   73.260
Vontobel Financial P  8.500 6/24/2022   EUR   72.780
Raiffeisen Schweiz G 11.00012/14/2022   CHF   69.810
Vontobel Financial P 20.500 6/24/2022   EUR   59.020
Societe Generale Eff 16.500 6/24/2022   EUR   71.500
Societe Generale Eff 12.000 7/22/2022   EUR   48.570
Societe Generale Eff 14.000 7/22/2022   EUR   46.300
Societe Generale Eff  9.000 7/22/2022   EUR   73.360
Vontobel Financial P 15.000 6/24/2022   EUR   68.790
Societe Generale Eff  9.000 7/22/2022   EUR   73.470
Raiffeisen Switzerla  8.200 11/03/2022  CHF   53.360
Raiffeisen Schweiz G 12.000 05/03/2022  USD   53.750
UniCredit Bank AG     4.200 9/21/2022   EUR   49.890
Zurcher Kantonalbank 12.750 05/11/2022  CHF   78.540
Vontobel Financial P 18.000 6/24/2022   EUR   65.370
DekaBank Deutsche Gi  2.800 05/02/2022  EUR   53.330
Landesbank Baden-Wue  2.300 6/24/2022   EUR   56.610
Landesbank Baden-Wue  3.000 7/22/2022   EUR   64.850
Raiffeisen Switzerla  6.500 11/03/2022  CHF   68.990
Landesbank Baden-Wue  3.300 5/27/2022   EUR   56.570
Landesbank Baden-Wue  4.000 5/27/2022   EUR   46.060
Societe Generale Eff 18.250 6/24/2022   EUR   61.020
Vontobel Financial P 14.500 6/24/2022   EUR   65.160
Vontobel Financial P  9.000 9/23/2022   EUR   68.360
Landesbank Baden-Wue  6.300 8/25/2023   EUR   71.470
Landesbank Baden-Wue  7.800 8/25/2023   EUR   69.280
Landesbank Baden-Wue  6.800 8/25/2023   EUR   49.820
Vontobel Financial P  7.500 9/23/2022   EUR   72.840
Vontobel Financial P  6.500 9/23/2022   EUR   74.570
Landesbank Baden-Wue  4.00010/28/2022   EUR   71.920
Leonteq Securities A 20.000 7/13/2022   CHF   47.530
Vontobel Financial P 14.500 6/24/2022   EUR   68.600
Vontobel Financial P 12.000 6/24/2022   EUR   72.190
Vontobel Financial P 13.750 6/24/2022   EUR   52.160
Vontobel Financial P 17.750 6/24/2022   EUR   55.150
Vontobel Financial P 15.250 9/23/2022   EUR   59.710
Leonteq Securities A 18.000 8/31/2022   CHF   45.680
DZ Bank AG Deutsche  14.600 6/24/2022   EUR   73.310
Goldman Sachs & Co W  7.000 9/21/2022   EUR   71.140
Goldman Sachs & Co W  6.00012/21/2022   EUR   71.900
Goldman Sachs & Co W  6.000 4/21/2022   EUR   72.940
Goldman Sachs & Co W  7.000 7/20/2022   EUR   70.210
Leonteq Securities A 22.220 9/16/2022   CHF   48.720
Leonteq Securities A 22.68010/14/2022   CHF   68.290
Vontobel Financial P  7.500 9/23/2022   EUR   70.350
Vontobel Financial P 13.500 9/23/2022   EUR   63.440
Vontobel Financial P 12.000 6/24/2022   EUR   64.490
Landesbank Baden-Wue  8.800 8/25/2023   EUR   67.500
Landesbank Baden-Wue  4.000 8/25/2023   EUR   63.350
Landesbank Baden-Wue 11.60010/28/2022   EUR   73.750
Landesbank Baden-Wue  5.200 8/25/2023   EUR   51.040
Vontobel Financial P 11.000 9/23/2022   EUR   68.570
Landesbank Baden-Wue  4.400 8/25/2023   EUR   73.970
Leonteq Securities A 12.000 7/15/2022   CHF   61.840
EFG International Fi  9.000 1/16/2023   CHF   49.830
Leonteq Securities A 26.120 8/31/2022   CHF   64.510
Vontobel Financial P 13.000 6/24/2022   EUR   67.210
Vontobel Financial P 16.000 6/24/2022   EUR   64.060
Vontobel Financial P 18.000 6/24/2022   EUR   62.780
Vontobel Financial P 16.000 6/24/2022   EUR   54.820
Vontobel Financial P 11.500 6/24/2022   EUR   68.960
Vontobel Financial P  4.000 6/24/2022   EUR   67.500
Vontobel Financial P  4.500 6/24/2022   EUR   67.630
Vontobel Financial P 11.000 9/23/2022   EUR   72.430
DZ Bank AG Deutsche  20.000 6/24/2022   EUR   67.460
DZ Bank AG Deutsche  15.800 9/23/2022   EUR   70.110
SG Issuer SA          0.021 8/15/2033   EUR   55.280
Societe Generale Eff 10.750 5/27/2022   EUR   58.100
Credit Suisse AG/Lon  6.000 8/22/2022   CHF   71.710
Societe Generale Eff 11.500 6/24/2022   EUR   57.210
Societe Generale Eff 15.500 6/24/2022   EUR   52.020
Societe Generale Eff 12.750 7/22/2022   EUR   55.680
Societe Generale Eff 14.750 7/22/2022   EUR   53.230
Societe Generale Eff 11.750 8/26/2022   EUR   57.610
Societe Generale Eff 13.750 8/26/2022   EUR   54.840
Vontobel Financial P 12.000 9/23/2022   EUR   72.970
Vontobel Financial P 10.000 6/24/2022   EUR   69.790
Vontobel Financial P 14.000 6/24/2022   EUR   70.930
Vontobel Financial P 13.500 6/24/2022   EUR   70.790
Landesbank Baden-Wue  2.700 7/22/2022   EUR   57.530
DZ Bank AG Deutsche  20.400 6/24/2022   EUR   69.450
Societe Generale Eff 11.250 6/24/2022   EUR   71.520
Societe Generale Eff 14.750 6/24/2022   EUR   41.090
Societe Generale Eff  8.250 7/22/2022   EUR   49.150
Credit Suisse AG/Lon  6.000 8/24/2022   CHF   71.170
Bank Julius Baer & C  6.750 12/01/2022  CHF   76.950
Landesbank Baden-Wue  9.300 9/23/2022   EUR   66.930
Landesbank Baden-Wue  1.750 9/23/2022   EUR   66.080
Landesbank Baden-Wue  4.000 9/23/2022   EUR   77.490
Leonteq Securities A 24.48010/14/2022   CHF   52.210
Bank Julius Baer & C 10.250 7/18/2022   CHF   50.450
Societe Generale Eff 12.500 6/24/2022   EUR   72.210
Societe Generale Eff 18.000 5/27/2022   EUR   37.290
Raiffeisen Schweiz G 18.520 7/13/2022   CHF   47.480
Basler Kantonalbank  12.00010/14/2022   CHF   69.960
Landesbank Baden-Wue  7.500 7/22/2022   EUR   74.810
Societe Generale Eff  9.500 6/24/2022   EUR   61.200
Societe Generale Eff 13.500 6/24/2022   EUR   54.260
Societe Generale Eff 19.500 6/24/2022   EUR   48.800
Societe Generale Eff 17.750 8/26/2022   EUR   51.140
Societe Generale Eff  8.00010/28/2022   EUR   65.410
Landesbank Baden-Wue  3.300 7/22/2022   EUR   73.660
DZ Bank AG Deutsche  24.000 6/24/2022   EUR   49.710
Landesbank Baden-Wue  3.150 7/22/2022   EUR   70.100
Landesbank Baden-Wue  4.700 7/22/2022   EUR   66.040
Societe Generale Eff  3.000 6/24/2022   EUR   71.010
Societe Generale Eff  6.250 7/22/2022   EUR   53.800
Landesbank Baden-Wue  9.250 7/22/2022   EUR   45.050
Raiffeisen Schweiz G  4.500 2/21/2023   CHF   73.470
Raiffeisen Schweiz G  6.000 8/24/2022   CHF   72.360
Bank Julius Baer & C 26.650 5/31/2022   USD   51.000
Leonteq Securities A 14.00011/30/2022   CHF   67.300
Corner Banca SA       8.200 8/30/2023   CHF   71.910
EFG International Fi 22.900 6/15/2022   CHF   47.200
Societe Generale Eff  9.750 8/26/2022   EUR   72.300
Bank Julius Baer & C  8.05012/16/2022   USD   61.800
Landesbank Baden-Wue  5.500 9/23/2022   EUR   74.490
Landesbank Baden-Wue  5.800 9/23/2022   EUR   45.740
Landesbank Baden-Wue  9.000 9/23/2022   EUR   41.980
Societe Generale Eff 15.000 5/27/2022   EUR   70.780
Vontobel Financial P 19.000 9/23/2022   EUR   48.630
Vontobel Financial P 17.000 9/23/2022   EUR   62.140
DZ Bank AG Deutsche   6.800 9/19/2022   EUR   71.970
DZ Bank AG Deutsche   5.00012/19/2022   EUR   74.420
Vontobel Financial P 15.000 9/23/2022   EUR   68.630
Vontobel Financial P  6.500 9/23/2022   EUR   63.470
Vontobel Financial P 15.000 9/23/2022   EUR   72.930
Vontobel Financial P 19.500 6/24/2022   EUR   69.440
Vontobel Financial P  9.500 9/23/2022   EUR   64.280
Vontobel Financial P  4.500 6/24/2022   EUR   62.610
Vontobel Financial P  5.000 9/23/2022   EUR   66.100
Vontobel Financial P  5.500 6/24/2022   EUR   66.940
Vontobel Financial P 18.500 9/23/2022   EUR   63.530
Vontobel Financial P 20.000 9/23/2022   EUR   64.280
DZ Bank AG Deutsche   8.750 3/23/2022   EUR   71.150
DZ Bank AG Deutsche   8.250 3/23/2022   EUR   71.370
Zurcher Kantonalbank 15.000 7/20/2022   CHF   61.440
Zurcher Kantonalbank 15.000 7/19/2022   CHF   70.630
DZ Bank AG Deutsche   8.000 6/22/2022   EUR   73.010
DZ Bank AG Deutsche   6.600 9/19/2022   EUR   74.830
Societe Generale Eff 11.000 5/27/2022   EUR   71.380
Vontobel Financial P 10.500 9/23/2022   EUR   71.200
Societe Generale Eff  9.250 9/23/2022   EUR   73.960
DZ Bank AG Deutsche   6.300 6/20/2022   EUR   75.030
DZ Bank AG Deutsche   7.200 6/20/2022   EUR   73.700
Societe Generale Eff 11.750 9/23/2022   EUR   47.500
Vontobel Financial P  6.000 9/23/2022   EUR   57.810
Vontobel Financial P  6.000 9/23/2022   EUR   68.510
Vontobel Financial P  4.500 9/23/2022   EUR   71.740
Vontobel Financial P 12.000 9/23/2022   EUR   61.630
UniCredit Bank AG     6.15010/21/2024   EUR   72.750
DZ Bank AG Deutsche   5.60012/19/2022   EUR   73.470
DZ Bank AG Deutsche   6.100 9/19/2022   EUR   72.810
Vontobel Financial P  7.500 9/23/2022   EUR   75.510
Vontobel Financial P 11.000 9/23/2022   EUR   71.580
Vontobel Financial P 11.500 9/23/2022   EUR   69.600
Vontobel Financial P 16.500 9/23/2022   EUR   64.970
Vontobel Financial P 13.000 9/23/2022   EUR   67.510
Vontobel Financial P 15.000 9/23/2022   EUR   68.580
Vontobel Financial P 20.000 9/23/2022   EUR   70.820
Vontobel Financial P 21.000 6/24/2022   EUR   68.060
Vontobel Financial P 23.000 6/24/2022   EUR   66.890
Vontobel Financial P  9.000 9/23/2022   EUR   70.980
Vontobel Financial P 18.000 9/23/2022   EUR   57.360
Vontobel Financial P  7.000 6/24/2022   EUR   61.710
Vontobel Financial P 12.500 9/23/2022   EUR   74.710
Vontobel Financial P  4.500 9/23/2022   EUR   64.880
Raiffeisen Schweiz G 10.000 10/12/2022  EUR   70.140
Landesbank Baden-Wue  8.750 7/22/2022   EUR   46.520
UniCredit Bank AG     8.130 8/26/2022   EUR   53.330
Societe Generale Eff 10.750 7/22/2022   EUR   58.960
Societe Generale Eff 16.750 7/22/2022   EUR   51.320
Societe Generale Eff  5.000 9/23/2022   EUR   75.490
Societe Generale Eff 17.000 9/23/2022   EUR   52.130
Landesbank Baden-Wue  4.300 7/22/2022   EUR   71.560
Vontobel Financial P 11.500 6/24/2022   EUR   70.210
Landesbank Baden-Wue  6.500 7/22/2022   EUR   62.540
Landesbank Baden-Wue 10.000 7/22/2022   EUR   74.340
Landesbank Baden-Wue  4.000 7/22/2022   EUR   58.230
Societe Generale Eff 12.750 6/24/2022   EUR   42.830
Leonteq Securities A 13.00011/30/2022   USD   51.530
EFG International Fi 14.00010/13/2022   CHF   58.320
DZ Bank AG Deutsche   6.20012/19/2022   EUR   72.790
Vontobel Financial P 14.000 9/23/2022   EUR   67.110
Vontobel Financial P 19.500 9/23/2022   EUR   63.410
Vontobel Financial P  9.000 9/23/2022   EUR   72.450
Vontobel Financial P 11.500 9/23/2022   EUR   66.700
Vontobel Financial P  6.000 9/23/2022   EUR   63.200
Vontobel Financial P  7.500 9/23/2022   EUR   64.000
Vontobel Financial P 19.500 9/23/2022   EUR   69.630
Leonteq Securities A 24.000 10/11/2022  CHF   76.850
Vontobel Financial P 13.000 9/23/2022   EUR   75.960
Vontobel Financial P 16.000 6/24/2022   EUR   58.020
Vontobel Financial P 14.000 6/24/2022   EUR   69.020
Vontobel Financial P 16.000 6/24/2022   EUR   67.350
Vontobel Financial P  5.000 6/24/2022   EUR   67.120
Vontobel Financial P 14.000 9/23/2022   EUR   69.520
Vontobel Financial P  9.500 9/23/2022   EUR   73.740
Vontobel Financial P  8.000 9/23/2022   EUR   75.370
Vontobel Financial P 11.000 9/23/2022   EUR   72.220
EFG International Fi 22.000 9/15/2022   CHF   43.460
Vontobel Financial P 10.500 6/24/2022   EUR   73.820
Vontobel Financial P  9.500 6/24/2022   EUR   59.880
Vontobel Financial P 13.500 6/24/2022   EUR   56.250
Vontobel Financial P 11.500 6/24/2022   EUR   57.970
Leonteq Securities A  6.000 2/20/2023   CHF   64.980
Vontobel Financial P 18.000 6/24/2022   EUR   53.420
Vontobel Financial P 19.500 6/24/2022   EUR   70.250
Vontobel Financial P 17.000 6/24/2022   EUR   69.540
Vontobel Financial P 11.500 6/24/2022   EUR   72.830
Vontobel Financial P  5.000 9/23/2022   EUR   68.370
Vontobel Financial P  4.000 6/24/2022   EUR   52.530
DZ Bank AG Deutsche  14.200 9/23/2022   EUR   66.380
Vontobel Financial P  3.500 9/23/2022   EUR   53.160
Landesbank Baden-Wue  5.850 7/22/2022   EUR   51.110
Landesbank Baden-Wue  2.300 7/22/2022   EUR   73.110
Societe Generale Eff 12.250 7/22/2022   EUR   43.720
Landesbank Baden-Wue  3.150 7/22/2022   EUR   52.480
DZ Bank AG Deutsche  20.200 6/24/2022   EUR   39.530
DZ Bank AG Deutsche  15.400 9/23/2022   EUR   57.200
DZ Bank AG Deutsche  21.100 9/23/2022   EUR   52.920
DZ Bank AG Deutsche  16.500 6/24/2022   EUR   74.890
DZ Bank AG Deutsche  13.500 6/24/2022   EUR   75.180
DZ Bank AG Deutsche  15.500 6/24/2022   EUR   73.090
DZ Bank AG Deutsche  17.600 6/24/2022   EUR   71.310
DZ Bank AG Deutsche  21.000 6/24/2022   EUR   68.750
DZ Bank AG Deutsche  12.900 9/23/2022   EUR   76.100
DZ Bank AG Deutsche  10.750 3/23/2022   EUR   71.840
DZ Bank AG Deutsche   8.500 7/20/2022   EUR   72.790
DZ Bank AG Deutsche  14.800 9/23/2022   EUR   72.130
DZ Bank AG Deutsche   8.500 6/20/2022   EUR   71.110
DZ Bank AG Deutsche  14.400 9/23/2022   EUR   72.670
Zurcher Kantonalbank 10.000 7/20/2022   CHF   72.220
DZ Bank AG Deutsche  16.00010/26/2022   EUR   73.200
Societe Generale Eff  5.750 9/23/2022   EUR   57.480
Societe Generale Eff  9.750 9/23/2022   EUR   49.740
EFG International Fi  8.160 2/26/2025   EUR   74.120
UniCredit Bank AG    10.400 08/11/2022  EUR   64.330
Leonteq Securities A 22.440 10/11/2022  CHF   45.160
Vontobel Financial P 16.500 6/24/2022   EUR   75.040
Vontobel Financial P 10.000 9/23/2022   EUR   63.600
Vontobel Financial P 22.000 6/24/2022   EUR   69.110
Vontobel Financial P  8.000 6/24/2022   EUR   65.460
Vontobel Financial P 10.000 6/24/2022   EUR   72.740
Vontobel Financial P 12.500 9/23/2022   EUR   70.820
Vontobel Financial P  8.500 6/24/2022   EUR   74.970
Vontobel Financial P 18.000 6/24/2022   EUR   65.830
Vontobel Financial P 15.000 9/23/2022   EUR   73.550
Vontobel Financial P 15.500 9/23/2022   EUR   68.330
Vontobel Financial P  7.000 6/24/2022   EUR   77.320
UniCredit Bank AG    11.900 11/09/2022  EUR   47.820
Vontobel Financial P 10.000 9/23/2022   EUR   66.600
Vontobel Financial P 14.500 6/24/2022   EUR   65.650
Societe Generale Eff  8.250 9/23/2022   EUR   75.200
Societe Generale Eff  3.750 9/23/2022   EUR   64.890
Societe Generale Eff  7.750 9/23/2022   EUR   52.870
Societe Generale Eff 13.750 9/23/2022   EUR   45.850
Vontobel Financial P 16.000 6/24/2022   EUR   72.400
Vontobel Financial P 15.000 9/23/2022   EUR   73.480
Vontobel Financial P 14.000 9/23/2022   EUR   73.900
SG Issuer SA          0.021 07/07/2033  EUR   66.350
EFG International Fi  6.200 2/20/2023   CHF   75.200
Raiffeisen Schweiz G  4.600 2/20/2023   CHF   73.800
Vontobel Financial P 19.000 6/24/2022   EUR   71.890
Vontobel Financial P 16.500 9/23/2022   EUR   58.750
Vontobel Financial P 13.000 6/24/2022   EUR   60.090
Vontobel Financial P 15.500 6/24/2022   EUR   73.080
Vontobel Financial P 18.500 6/24/2022   EUR   70.990
Vontobel Financial P  7.000 9/23/2022   EUR   77.350
Vontobel Financial P 21.500 6/24/2022   EUR   73.360
Vontobel Financial P 17.000 9/23/2022   EUR   67.260
Vontobel Financial P 14.500 6/24/2022   EUR   65.580
Vontobel Financial P 11.500 9/23/2022   EUR   67.390
Vontobel Financial P 13.500 9/23/2022   EUR   68.480
EFG International Fi  8.620 8/24/2022   CHF   73.560
Vontobel Financial P 10.000 6/24/2022   EUR   64.350
Vontobel Financial P  7.000 6/24/2022   EUR   63.290
Vontobel Financial P  7.500 6/24/2022   EUR   62.010
Vontobel Financial P 12.500 6/24/2022   EUR   57.080
Vontobel Financial P 19.500 6/24/2022   EUR   52.900
Leonteq Securities A  6.800 2/20/2023   CHF   70.980
Vontobel Financial P  4.500 9/23/2022   EUR   68.560
DZ Bank AG Deutsche  22.900 9/23/2022   EUR   65.280
DZ Bank AG Deutsche  16.400 9/23/2022   EUR   43.320
DZ Bank AG Deutsche  13.400 9/23/2022   EUR   78.050
Societe Generale Eff 20.750 5/27/2022   EUR   47.450
Societe Generale Eff  4.750 7/22/2022   EUR   79.100
Societe Generale Eff 15.750 8/26/2022   EUR   52.740
Societe Generale Eff 11.000 9/23/2022   EUR   59.100
Vontobel Financial P  9.500 9/23/2022   EUR   71.630
Vontobel Financial P  9.000 6/24/2022   EUR   69.500
Vontobel Financial P 10.500 6/24/2022   EUR   69.930
Vontobel Financial P 12.500 6/24/2022   EUR   70.500
DZ Bank AG Deutsche  24.400 6/24/2022   EUR   60.930
Landesbank Baden-Wue  8.550 7/22/2022   EUR   45.950
Vontobel Financial P 17.500 9/23/2022   EUR   71.610
Leonteq Securities A 24.120 10/12/2022  CHF   68.320
Vontobel Financial P  8.000 9/23/2022   EUR   65.880
Vontobel Financial P  5.500 6/24/2022   EUR   68.750
Vontobel Financial P 16.500 6/24/2022   EUR   74.890
EFG International Fi 12.000 3/15/2023   CHF   70.890
Vontobel Financial P 12.000 6/24/2022   EUR   70.790
Vontobel Financial P 17.000 6/24/2022   EUR   54.100
Vontobel Financial P  8.500 6/24/2022   EUR   60.920
Vontobel Financial P 14.500 6/24/2022   EUR   55.450
Vontobel Financial P 12.000 9/23/2022   EUR   71.280
Vontobel Financial P 14.500 6/24/2022   EUR   68.810
Vontobel Financial P  5.000 9/23/2022   EUR   68.830
Vontobel Financial P  5.000 6/24/2022   EUR   67.780
Vontobel Financial P 16.000 6/24/2022   EUR   73.550
Vontobel Financial P  3.000 6/24/2022   EUR   52.250
EFG International Fi 15.000 9/15/2022   USD   45.580
Landesbank Baden-Wue  3.100 7/22/2022   EUR   59.140
Societe Generale Eff 18.750 7/22/2022   EUR   49.810
Societe Generale Eff  9.750 8/26/2022   EUR   61.330
Societe Generale Eff  9.000 9/23/2022   EUR   63.140
Landesbank Baden-Wue  6.000 7/22/2022   EUR   49.750
Landesbank Baden-Wue  2.000 7/22/2022   EUR   64.180
Landesbank Baden-Wue  6.250 7/22/2022   EUR   54.050
Societe Generale Eff  9.000 6/24/2022   EUR   49.580
Societe Generale Eff 10.750 6/24/2022   EUR   45.020
Societe Generale Eff  4.250 7/22/2022   EUR   61.400
Societe Generale Eff 10.250 7/22/2022   EUR   46.010
Societe Generale Eff 14.250 7/22/2022   EUR   41.950
Vontobel Financial P  9.500 6/24/2022   EUR   48.980
Vontobel Financial P 15.750 6/24/2022   EUR   71.210
Landesbank Baden-Wue  4.500 7/22/2022   EUR   49.970
Landesbank Baden-Wue  7.200 7/22/2022   EUR   46.590
Raiffeisen Schweiz G  5.000 8/24/2022   CHF   71.860
DZ Bank AG Deutsche   5.300 9/19/2022   EUR   73.890
UniCredit Bank AG    10.500 9/23/2024   EUR   75.500
Vontobel Financial P 10.000 6/24/2022   EUR   62.470
Vontobel Financial P 14.000 9/23/2022   EUR   59.940
Vontobel Financial P 12.000 6/24/2022   EUR   70.800
Leonteq Securities A 16.000 8/30/2022   CHF   41.970
Vontobel Financial P 12.500 6/24/2022   EUR   75.400
UniCredit Bank AG     7.400 11/09/2022  EUR   66.500
Vontobel Financial P 19.500 6/24/2022   EUR   61.450
Vontobel Financial P 10.500 6/24/2022   EUR   58.900
Vontobel Financial P 11.500 6/24/2022   EUR   68.870
Vontobel Financial P  4.500 9/23/2022   EUR   62.970
Vontobel Financial P  3.500 9/23/2022   EUR   62.380
Vontobel Financial P  4.000 6/24/2022   EUR   61.740
Vontobel Financial P  4.000 9/23/2022   EUR   68.300
EFG International Fi 24.360 5/27/2022   CHF   35.990
Leonteq Securities A 22.260 8/26/2022   CHF   60.300
DZ Bank AG Deutsche   8.500 6/22/2022   EUR   71.840
DZ Bank AG Deutsche   8.500 3/23/2022   EUR   71.330
DZ Bank AG Deutsche  12.75010/26/2022   EUR   69.520
Zurcher Kantonalbank 17.250 09/02/2022  CHF   39.220
Bank Julius Baer & C  7.750 7/15/2022   USD   63.700
Vontobel Financial P 15.000 9/23/2022   EUR   79.220
Vontobel Financial P 12.000 9/23/2022   EUR   67.480
Vontobel Financial P 16.500 9/23/2022   EUR   72.640
Vontobel Financial P 18.500 9/23/2022   EUR   71.070
Landesbank Baden-Wue  4.50010/28/2022   EUR   71.590
Vontobel Financial P 13.500 9/23/2022   EUR   66.340
Vontobel Financial P  8.500 9/23/2022   EUR   71.220
Vontobel Financial P 10.000 6/24/2022   EUR   69.540
Vontobel Financial P  8.000 9/23/2022   EUR   72.020
Landesbank Baden-Wue  6.100 8/25/2023   EUR   59.600
DZ Bank AG Deutsche   7.000 9/19/2022   EUR   74.720
Leonteq Securities A  9.000 7/15/2022   CHF   74.080
Vontobel Financial P 20.000 6/24/2022   EUR   73.550
Vontobel Financial P  9.500 6/24/2022   EUR   62.980
Vontobel Financial P  9.000 6/24/2022   EUR   68.980
Vontobel Financial P  5.000 9/23/2022   EUR   63.860
Vontobel Financial P  9.500 6/24/2022   EUR   73.230
Vontobel Financial P  5.500 9/23/2022   EUR   59.820
Vontobel Financial P  3.500 9/23/2022   EUR   64.370
Vontobel Financial P  6.000 9/23/2022   EUR   71.320
Zurcher Kantonalbank  9.500 7/22/2022   CHF   72.930
Zurcher Kantonalbank 20.000 7/22/2022   USD   50.380
Vontobel Financial P 15.500 9/23/2022   EUR   62.010
Vontobel Financial P  6.500 9/23/2022   EUR   59.550
Vontobel Financial P 16.500 8/31/2022   EUR   68.510
Sberbank of Russia P  0.010 2/26/2025   RUB   63.200
EFG International Fi 10.030 7/26/2022   USD   63.360
Landesbank Baden-Wue  3.600 9/23/2022   EUR   61.380
Vontobel Financial P  9.250 6/24/2022   EUR   74.130
DZ Bank AG Deutsche   9.000 9/21/2022   EUR   68.460
DZ Bank AG Deutsche   6.000 6/20/2022   EUR   74.560
Bank Julius Baer & C 15.000 7/13/2022   USD   72.200
DZ Bank AG Deutsche  18.600 9/23/2022   EUR   67.490
Bank Julius Baer & C 14.500 1/13/2023   USD   42.250
Vontobel Financial P 13.400 8/29/2022   EUR   67.820
EFG International Fi  6.000 7/13/2022   EUR   68.580
Societe Generale Eff 13.000 5/27/2022   EUR   69.190
Societe Generale Eff 10.500 9/23/2022   EUR   70.330
Leonteq Securities A 10.000 2/27/2023   CHF   75.320
DZ Bank AG Deutsche  17.500 6/24/2022   EUR   74.520
Vontobel Financial P 11.000 6/24/2022   EUR   71.920
Vontobel Financial P 16.500 9/23/2022   EUR   71.490
Vontobel Financial P  9.500 9/23/2022   EUR   73.540
Vontobel Financial P 13.000 9/23/2022   EUR   61.630
Vontobel Financial P 11.500 9/23/2022   EUR   52.700
Vontobel Financial P  7.500 9/23/2022   EUR   58.570
Vontobel Financial P 13.000 9/23/2022   EUR   61.330
Vontobel Financial P  9.000 6/24/2022   EUR   65.020
Vontobel Financial P 22.000 9/23/2022   EUR   65.290
Raiffeisen Schweiz G 12.00010/13/2022   CHF   76.480
Vontobel Financial P  8.000 9/23/2022   EUR   65.400
DZ Bank AG Deutsche  15.900 6/24/2022   EUR   74.070
DZ Bank AG Deutsche  18.500 6/24/2022   EUR   70.020
Vontobel Financial P 17.500 6/24/2022   EUR   70.780
Vontobel Financial P 12.000 6/24/2022   EUR   71.960
Vontobel Financial P  8.500 9/23/2022   EUR   68.090
Raiffeisen Schweiz G 18.000 8/30/2022   CHF   51.210
Landesbank Baden-Wue  2.850 9/23/2022   EUR   62.170
Landesbank Baden-Wue  4.700 9/23/2022   EUR   58.440
UniCredit Bank AG     7.45011/18/2024   EUR   62.140
DZ Bank AG Deutsche   7.750 9/21/2022   EUR   60.620
DZ Bank AG Deutsche   7.750 3/23/2022   EUR   73.560
Landesbank Baden-Wue  6.000 9/23/2022   EUR   57.730
Landesbank Baden-Wue  5.500 9/23/2022   EUR   76.440
Landesbank Baden-Wue  6.800 9/23/2022   EUR   51.590
Landesbank Baden-Wue  4.000 9/23/2022   EUR   49.280
Vontobel Financial P 17.000 9/23/2022   EUR   62.770
Vontobel Financial P 19.500 6/24/2022   EUR   60.160
Vontobel Financial P 10.000 6/24/2022   EUR   59.170
Vontobel Financial P 12.500 6/24/2022   EUR   72.490
Vontobel Financial P 14.000 6/24/2022   EUR   72.910
Vontobel Financial P 13.500 6/24/2022   EUR   72.880
Bank Vontobel AG      9.502 12/12/2022  CHF   69.000
DZ Bank AG Deutsche  15.400 6/24/2022   EUR   59.150
DZ Bank AG Deutsche  17.400 6/24/2022   EUR   56.240
DZ Bank AG Deutsche  19.500 6/24/2022   EUR   53.730
DZ Bank AG Deutsche   6.200 6/24/2022   EUR   69.750
DZ Bank AG Deutsche   8.300 6/24/2022   EUR   66.680
UBS AG/London         7.250 07/05/2022  EUR   72.120
DZ Bank AG Deutsche  16.800 6/24/2022   EUR   64.180
Vontobel Financial P  8.500 6/24/2022   EUR   69.550
Bank Vontobel AG      9.750 12/12/2022  CHF   66.300
Bank Vontobel AG      7.502 12/12/2022  CHF   66.000
Bank Vontobel AG     15.001 9/13/2022   CHF   48.100
BNP Paribas Issuance  4.36012/14/2022   EUR   81.500
Landesbank Baden-Wue  8.600 6/24/2022   EUR   42.320
DZ Bank AG Deutsche  10.800 6/24/2022   EUR   64.180
Landesbank Baden-Wue  6.500 7/22/2022   EUR   73.170
Vontobel Financial P  8.750 6/24/2022   EUR   74.230
Landesbank Baden-Wue  1.500 6/24/2022   EUR   72.600
Landesbank Baden-Wue  5.100 6/24/2022   EUR   48.670
DZ Bank AG Deutsche  24.400 6/24/2022   EUR   54.470
DZ Bank AG Deutsche  16.900 6/24/2022   EUR   44.980
DZ Bank AG Deutsche  20.000 6/24/2022   EUR   42.270
DZ Bank AG Deutsche  21.700 6/24/2022   EUR   51.560
Landesbank Baden-Wue  8.250 7/22/2022   EUR   70.620
Societe Generale Eff  6.000 7/22/2022   EUR   61.040
Societe Generale Eff 10.000 7/22/2022   EUR   51.450
Vontobel Financial P  9.500 6/24/2022   EUR   45.830
Bank Julius Baer & C  9.000 6/27/2022   CHF   61.300
Bank Julius Baer & C 11.000 6/27/2022   CHF   39.450
Vontobel Financial P 10.500 6/24/2022   EUR   54.580
Vontobel Financial P 13.500 6/24/2022   EUR   70.480
Bank Vontobel AG      9.501 12/12/2022  CHF   69.000
Bank Vontobel AG      8.500 12/12/2022  EUR   63.900
Vontobel Financial P 14.000 6/24/2022   EUR   51.060
Vontobel Financial P  8.500 6/24/2022   EUR   62.080
Vontobel Financial P 11.500 6/24/2022   EUR   70.430
DZ Bank AG Deutsche   8.000 6/22/2022   EUR   58.980
DZ Bank AG Deutsche  19.200 6/24/2022   EUR   61.030
DZ Bank AG Deutsche  15.800 6/24/2022   EUR   55.630
Vontobel Financial P 20.000 6/24/2022   EUR   68.930
DZ Bank AG Deutsche  16.700 6/24/2022   EUR   74.490
DZ Bank AG Deutsche  10.500 3/23/2022   EUR   71.270
DZ Bank AG Deutsche  17.600 6/24/2022   EUR   39.490
Vontobel Financial P 11.000 6/24/2022   EUR   64.030
Landesbank Baden-Wue  5.150 6/24/2022   EUR   74.430
Landesbank Baden-Wue  6.000 6/24/2022   EUR   66.620
DZ Bank AG Deutsche  14.000 6/24/2022   EUR   48.190
Landesbank Baden-Wue  3.250 6/24/2022   EUR   67.930
DZ Bank AG Deutsche  13.800 6/24/2022   EUR   69.060
Leonteq Securities A  6.600 5/25/2022   EUR   74.560
Leonteq Securities A 16.000 06/01/2022  USD   27.500
Leonteq Securities A 11.00011/28/2022   EUR   75.980
Leonteq Securities A 10.000 12/01/2022  USD   52.240
Corner Banca SA      15.000 8/31/2022   EUR   45.030
Leonteq Securities A 15.000 8/31/2022   CHF   67.790
Luzerner Kantonalban  7.500 6/15/2022   CHF   64.440
Leonteq Securities A 11.000 06/01/2022  CHF   61.630
Societe Generale Eff 11.250 6/24/2022   EUR   50.920
Societe Generale Eff 13.250 6/24/2022   EUR   47.920
Vontobel Financial P 18.750 6/24/2022   EUR   27.210
Vontobel Financial P 18.250 6/24/2022   EUR   68.530
Vontobel Financial P 14.750 6/24/2022   EUR   71.830
Societe Generale Eff 11.250 6/24/2022   EUR   64.740
Societe Generale Eff  9.500 6/24/2022   EUR   73.000
Vontobel Financial P 17.000 6/24/2022   EUR   54.490
Vontobel Financial P 14.500 6/24/2022   EUR   25.830
Societe Generale Eff  7.250 6/24/2022   EUR   60.060
Societe Generale Eff  9.250 6/24/2022   EUR   54.780
Societe Generale Eff 12.250 6/24/2022   EUR   70.330
Societe Generale Eff  7.500 6/24/2022   EUR   74.860
Societe Generale Eff  8.500 6/24/2022   EUR   72.790
DZ Bank AG Deutsche  11.750 3/23/2022   EUR   62.100
DZ Bank AG Deutsche  11.000 6/22/2022   EUR   65.650
DZ Bank AG Deutsche   7.000 3/23/2022   EUR   71.570
Vontobel Financial P 15.500 06/02/2022  EUR   74.730
Societe Generale SA   8.510 06/06/2024  USD   74.710
Landesbank Baden-Wue  5.10011/25/2022   EUR   49.350
Landesbank Baden-Wue  7.90011/25/2022   EUR   44.990
Landesbank Baden-Wue  3.80011/25/2022   EUR   67.550
Landesbank Baden-Wue  6.10011/25/2022   EUR   74.200
Landesbank Baden-Wue  3.80011/25/2022   EUR   70.460
Landesbank Baden-Wue  7.85011/25/2022   EUR   69.620
Landesbank Baden-Wue  5.35011/25/2022   EUR   56.340
Vontobel Financial P  7.000 6/24/2022   EUR   67.060
Vontobel Financial P  5.500 3/25/2022   EUR   68.230
DekaBank Deutsche Gi  2.60010/24/2023   EUR   64.460
Danske Bank A/S       7.141 07/09/2023  SEK   73.090
Skandinaviska Enskil  6.800 1/15/2024   SEK   74.380
Landesbank Baden-Wue  2.550 6/23/2023   EUR   74.930
Landesbank Baden-Wue  2.15012/23/2022   EUR   53.030
DekaBank Deutsche Gi  2.50010/24/2023   EUR   64.310
UniCredit Bank AG     4.500 10/05/2022  EUR   58.830
Bank Julius Baer & C  8.000 09/01/2022  CHF   78.050
Bank Julius Baer & C  7.250 06/02/2022  CHF   68.100
Zurcher Kantonalbank 10.000 06/08/2022  USD   46.340
Zurcher Kantonalbank 11.600 06/02/2022  USD   76.140
UniCredit Bank AG    12.000 6/16/2022   EUR   40.360
Societe Generale Eff 15.250 6/24/2022   EUR   45.570
Vontobel Financial P  6.750 6/24/2022   EUR   64.480
Vontobel Financial P 14.250 6/24/2022   EUR   78.530
Vontobel Financial P  9.000 6/24/2022   EUR   74.040
Societe Generale Eff  9.250 6/24/2022   EUR   68.150
Societe Generale Eff 11.000 6/24/2022   EUR   72.570
Societe Generale Eff 12.000 6/24/2022   EUR   70.990
Societe Generale Eff  8.500 6/24/2022   EUR   74.570
Vontobel Financial P 12.500 6/24/2022   EUR   77.620
Societe Generale Eff  5.250 6/24/2022   EUR   67.620
Societe Generale Eff 14.250 6/24/2022   EUR   67.480
DZ Bank AG Deutsche   6.500 3/23/2022   EUR   74.160
DZ Bank AG Deutsche   6.500 9/21/2022   EUR   73.180
Leonteq Securities A  7.400 12/01/2023  USD   75.830
Bank Julius Baer & C 10.000 06/02/2022  CHF   52.650
DZ Bank AG Deutsche  11.000 3/23/2022   EUR   74.710
Raiffeisen Centroban  7.500 07/07/2023  EUR   65.540
Zurcher Kantonalbank 12.500 12/02/2022  EUR   73.550
Vontobel Financial P 23.950 06/03/2022  EUR   20.580
Vontobel Financial P 26.800 06/03/2022  EUR   57.860
Landesbank Baden-Wue  2.00011/25/2022   EUR   72.570
Landesbank Baden-Wue  5.75011/25/2022   EUR   73.720
Landesbank Baden-Wue  2.00011/25/2022   EUR   64.210
Landesbank Baden-Wue  8.50011/25/2022   EUR   50.820
Landesbank Baden-Wue  6.60011/25/2022   EUR   50.870
Vontobel Financial P 16.500 6/24/2022   EUR   59.530
Vontobel Financial P 14.000 3/25/2022   EUR   74.550
Vontobel Financial P 12.500 6/24/2022   EUR   65.060
Vontobel Financial P  7.500 3/25/2022   EUR   68.320
Raiffeisen Switzerla 10.800 04/12/2022  CHF   69.570
Basler Kantonalbank   7.600 4/13/2023   CHF   71.360
Bank Vontobel AG      6.008 10/07/2022  CHF   68.800
Bank Vontobel AG      6.008 04/11/2023  EUR   67.900
Landesbank Baden-Wue  4.550 4/25/2022   EUR   72.350
Landesbank Baden-Wue  7.200 4/25/2022   EUR   40.430
Landesbank Baden-Wue  3.750 4/25/2022   EUR   64.560
Landesbank Baden-Wue  6.800 4/25/2022   EUR   71.840
Landesbank Baden-Wue  5.500 4/25/2022   EUR   75.390
Landesbank Baden-Wue  3.600 4/25/2022   EUR   64.770
Landesbank Baden-Wue  6.700 4/25/2022   EUR   44.940
Landesbank Baden-Wue 10.000 4/25/2022   EUR   40.340
Leonteq Securities A 22.340 4/14/2022   CHF   37.970
Zurcher Kantonalbank 15.000 4/22/2022   CHF   64.970
UBS AG/London         5.000 4/14/2023   CHF   69.450
UBS AG/London         6.250 4/14/2023   CHF   71.300
DZ Bank AG Deutsche   9.500 6/22/2022   EUR   65.290
DZ Bank AG Deutsche   8.700 6/24/2022   EUR   69.430
DZ Bank AG Deutsche  11.800 6/24/2022   EUR   64.720
DZ Bank AG Deutsche  10.800 6/24/2022   EUR   67.350
DZ Bank AG Deutsche  12.300 6/24/2022   EUR   68.340
Leonteq Securities A 11.200 11/07/2022  CHF   68.640
Leonteq Securities A 10.000 11/07/2022  CHF   68.000
Leonteq Securities A 11.000 08/10/2022  CHF   63.890
Landesbank Baden-Wue  3.00012/23/2022   EUR   59.630
Raiffeisen Switzerla 10.000 4/16/2024   USD   69.450
Vontobel Financial P 19.500 6/24/2022   EUR   72.860
Vontobel Financial P 11.500 6/24/2022   EUR   73.260
Vontobel Financial P 14.000 6/24/2022   EUR   70.300
Vontobel Financial P 18.000 6/24/2022   EUR   66.560
LP Portfolio Vagyonk  2.80011/30/2030   HUF   70.600
UniCredit Bank AG    10.600 7/22/2022   EUR   73.890
Leonteq Securities A  9.00010/19/2022   USD   80.470
Vontobel Financial P 13.000 6/24/2022   EUR   66.140
Vontobel Financial P 12.500 6/24/2022   EUR   60.720
VTB Bank PJSC         0.010 05/01/2025  RUB   61.550
Landesbank Baden-Wue  2.75011/25/2022   EUR   60.630
Landesbank Baden-Wue  3.20011/25/2022   EUR   40.240
Landesbank Baden-Wue  5.10011/25/2022   EUR   36.540
UBS AG/London        10.000 06/02/2022  CHF   67.500
UBS AG/London         8.250 12/02/2022  CHF   67.600
Sberbank of Russia P  0.010 12/08/2025  RUB   69.200
Bank Vontobel AG     13.259 7/29/2022   CHF   41.000
Vontobel Financial P  0.212 02/03/2023  EUR   55.900
Raiffeisen Switzerla  9.000 7/29/2022   CHF   65.060
UBS AG/London        11.250 02/03/2023  CHF   62.100
UBS AG/London         8.000 02/03/2023  CHF   67.800
UBS AG/London        10.250 08/03/2022  CHF   65.450
UBS AG/London        15.000 08/03/2022  CHF   63.350
Credit Suisse AG/Lon  2.920 04/02/2022  USD   66.350
Raiffeisen Switzerla 10.100 02/08/2023  CHF   74.730
Societe Generale SA  20.000 2/29/2024   USD   17.600
Leonteq Securities A  9.000 02/08/2023  CHF   65.750
Societe Generale SA  16.000 2/29/2024   USD   24.300
Leonteq Securities A 11.000 05/05/2022  CHF   44.430
Leonteq Securities A 11.000 08/05/2022  CHF   67.520
Raiffeisen Switzerla  7.300 1/25/2023   CHF   67.000
Leonteq Securities A 10.000 4/26/2022   CHF   64.820
Leonteq Securities A 15.000 4/28/2022   CHF   67.290
Corner Banca SA      16.000 4/29/2022   CHF   68.090
Leonteq Securities A  9.000 7/29/2022   CHF   64.930
Leonteq Securities A 15.200 4/29/2022   CHF   69.310
Landesbank Baden-Wue  3.100 8/26/2022   EUR   52.320
Landesbank Baden-Wue  6.000 8/26/2022   EUR   41.920
Landesbank Baden-Wue  8.100 8/26/2022   EUR   37.960
Landesbank Baden-Wue  4.650 8/26/2022   EUR   75.940
Landesbank Baden-Wue  6.450 8/26/2022   EUR   70.480
Landesbank Baden-Wue  2.800 8/26/2022   EUR   70.970
Landesbank Baden-Wue  5.550 8/26/2022   EUR   60.330
Landesbank Baden-Wue  4.050 8/26/2022   EUR   32.840
Landesbank Baden-Wue  3.150 8/26/2022   EUR   71.440
EFG International Fi  4.900 12/04/2023  USD   62.330
Bank Vontobel AG     10.000 5/16/2022   CHF   38.900
Societe Generale Eff 16.465 04/06/2022  EUR   62.020
Leonteq Securities A 10.000 4/26/2022   EUR   71.660
EFG International Fi  4.750 1/29/2024   USD   60.020
EFG International Fi 10.000 7/27/2022   CHF   66.300
Zurcher Kantonalbank 10.000 02/03/2023  CHF   68.460
Leonteq Securities A  9.000 02/01/2023  CHF   64.610
UBS AG/London        12.750 5/18/2022   CHF   71.000
Bank Vontobel AG      7.502 5/30/2022   CHF   67.100
Landesbank Baden-Wue  5.00011/25/2022   EUR   75.540
DZ Bank AG Deutsche   9.500 3/23/2022   EUR   71.610
UBS AG/London        15.000 06/03/2022  USD   41.200
EFG International Fi 10.000 06/02/2022  CHF   57.950
Sberbank of Russia P  0.010 12/02/2025  RUB   70.000
SG Issuer SA          1.05011/20/2025   EUR   17.430
Goldman Sachs & Co W  5.000 9/21/2022   EUR   72.870
Societe Generale Eff  4.750 6/24/2022   EUR   61.190
Societe Generale Eff  6.750 6/24/2022   EUR   54.250
Leonteq Securities A 10.000 07/06/2022  EUR   46.390
Sberbank of Russia P  0.946 2/17/2025   RUB   60.300
DZ Bank AG Deutsche  12.600 6/24/2022   EUR   76.310
DZ Bank AG Deutsche  14.500 6/24/2022   EUR   74.230
DZ Bank AG Deutsche  19.800 6/24/2022   EUR   69.530
SG Issuer SA          0.021 6/14/2033   EUR   71.930
DZ Bank AG Deutsche   8.750 9/21/2022   EUR   70.100
DZ Bank AG Deutsche   8.750 6/22/2022   EUR   72.340
DZ Bank AG Deutsche   7.250 9/21/2022   EUR   73.270
DZ Bank AG Deutsche   7.250 6/22/2022   EUR   74.990
Vontobel Financial P  5.750 6/24/2022   EUR   72.270
Leonteq Securities A  7.000 07/06/2022  EUR   38.960
Raiffeisen Schweiz G 12.000 07/12/2022  CHF   70.760
Raiffeisen Schweiz G 14.000 07/12/2022  CHF   46.520
Leonteq Securities A  6.000 8/17/2022   CHF   74.280
DZ Bank AG Deutsche  17.100 6/24/2022   EUR   53.830
DZ Bank AG Deutsche  16.500 6/24/2022   EUR   72.100
DZ Bank AG Deutsche  18.700 6/24/2022   EUR   70.340
DZ Bank AG Deutsche   8.500 3/23/2022   EUR   72.100
Vontobel Financial P 14.000 6/24/2022   EUR   57.170
DZ Bank AG Deutsche   6.000 9/21/2022   EUR   75.710
Leonteq Securities A 24.600 8/26/2022   USD   49.890
Raiffeisen Schweiz G  5.400 8/17/2022   CHF   74.040
Bank Julius Baer & C  9.50010/13/2022   CHF   47.150
Bank Julius Baer & C  6.70010/13/2022   CHF   74.000
Leonteq Securities A 12.000 06/08/2022  CHF   42.100
Leonteq Securities A 11.000 06/07/2022  CHF   60.210
Vontobel Financial P 12.800 06/08/2022  USD   64.170
UniCredit Bank AG     5.800 01/12/2024  EUR   64.360
DZ Bank AG Deutsche  16.400 9/23/2022   EUR   68.750
DZ Bank AG Deutsche  23.000 9/23/2022   EUR   60.520
DZ Bank AG Deutsche  11.100 9/23/2022   EUR   62.590
Vontobel Financial P 12.500 9/23/2022   EUR   70.760
Vontobel Financial P  6.250 6/24/2022   EUR   72.260
UniCredit Bank AG     7.450 09/07/2022  EUR   49.560
DZ Bank AG Deutsche  20.100 9/23/2022   EUR   26.540
DZ Bank AG Deutsche  18.300 9/23/2022   EUR   60.760
DZ Bank AG Deutsche  20.800 9/23/2022   EUR   60.540
Leonteq Securities A 13.000 6/21/2022   CHF   43.930
DZ Bank AG Deutsche  18.000 9/23/2022   EUR   40.920
Vontobel Financial P 11.050 12/08/2022  EUR   61.980
EFG International Fi  6.00012/22/2023   USD   16.150
DZ Bank AG Deutsche  12.900 9/23/2022   EUR   43.560
EFG International Fi 17.000 08/11/2022  CHF   66.040
EFG International Fi 15.000 2/13/2023   EUR   43.920
BNP Paribas Emission 10.000 6/23/2022   EUR   70.920
BNP Paribas Emission  8.000 9/22/2022   EUR   74.140
BNP Paribas Emission 10.000 6/23/2022   EUR   70.930
BNP Paribas Emission 15.000 6/23/2022   EUR   63.070
BNP Paribas Emission 12.000 9/22/2022   EUR   67.060
BNP Paribas Emission 15.000 9/22/2022   EUR   65.980
BNP Paribas Emission 12.00012/22/2022   EUR   68.740
BNP Paribas Emission 14.00012/22/2022   EUR   64.580
BNP Paribas Emission 12.000 9/22/2022   EUR   71.070
Zurcher Kantonalbank  8.00012/14/2022   CHF   70.480
DZ Bank AG Deutsche  15.000 8/24/2022   EUR   64.020
DZ Bank AG Deutsche  11.000 3/23/2022   EUR   68.990
DZ Bank AG Deutsche  10.000 8/24/2022   EUR   71.080
DZ Bank AG Deutsche  12.250 6/22/2022   EUR   73.230
Vontobel Financial P  9.000 6/24/2022   EUR   67.410
Vontobel Financial P 11.500 6/24/2022   EUR   68.020
Vontobel Financial P  8.000 9/23/2022   EUR   73.380
Vontobel Financial P  8.000 6/24/2022   EUR   71.680
Vontobel Financial P 20.000 6/24/2022   EUR   67.800
Vontobel Financial P 24.000 6/24/2022   EUR   56.620
Vontobel Financial P  7.500 9/23/2022   EUR   56.730
Raiffeisen Schweiz G 10.000 02/06/2023  EUR   41.800
Raiffeisen Schweiz G 12.000 11/09/2022  CHF   44.530
EFG International Fi  4.90012/15/2023   USD   62.740
Bank Julius Baer & C  5.250 08/10/2022  CHF   65.900
Leonteq Securities A 12.000 6/15/2022   CHF   40.130
Zurcher Kantonalbank 29.000 8/17/2022   CHF   57.850
DZ Bank AG Deutsche  17.400 6/24/2022   EUR   78.480
DZ Bank AG Deutsche  18.000 9/23/2022   EUR   66.050
DZ Bank AG Deutsche  12.700 9/23/2022   EUR   60.390
Vontobel Financial P 15.000 6/24/2022   EUR   74.920
Vontobel Financial P  9.500 9/23/2022   EUR   69.150
Vontobel Financial P 12.250 6/24/2022   EUR   57.950
Vontobel Financial P  4.050 7/15/2022   EUR   31.860
DZ Bank AG Deutsche   6.50012/19/2022   EUR   74.010
DZ Bank AG Deutsche   8.75012/19/2022   EUR   72.260
Raiffeisen Schweiz G 15.000 9/27/2022   CHF   43.440
Raiffeisen Schweiz G 18.500 9/27/2022   USD   53.900
DZ Bank AG Deutsche   7.500 9/23/2022   EUR   66.100
Vontobel Financial P 11.500 9/23/2022   EUR   65.360
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   72.040
DZ Bank AG Deutsche   9.50012/21/2022   EUR   74.590
DZ Bank AG Deutsche   7.750 3/23/2022   EUR   70.450
DZ Bank AG Deutsche   6.25012/21/2022   EUR   70.740
DZ Bank AG Deutsche   6.500 9/21/2022   EUR   67.610
DZ Bank AG Deutsche   8.250 9/21/2022   EUR   74.670
DZ Bank AG Deutsche  10.50012/21/2022   EUR   71.680
DZ Bank AG Deutsche   8.000 6/22/2022   EUR   66.790
DZ Bank AG Deutsche   7.750 3/23/2022   EUR   61.400
DZ Bank AG Deutsche   5.250 6/22/2022   EUR   65.320
DZ Bank AG Deutsche   6.25012/21/2022   EUR   68.470
DZ Bank AG Deutsche   8.75012/21/2022   EUR   66.950
DZ Bank AG Deutsche  11.50012/21/2022   EUR   72.400
Societe Generale Eff  8.500 8/26/2022   EUR   55.110
Leonteq Securities A 29.500 9/27/2022   CHF   57.370
Zurcher Kantonalbank 20.250 8/16/2022   CHF   64.860
Bank Vontobel AG      9.500 02/06/2023  CHF   68.300
Bank Vontobel AG     11.000 02/06/2023  CHF   65.400
DekaBank Deutsche Gi  2.900 1/13/2023   EUR   55.010
DZ Bank AG Deutsche   6.500 9/19/2022   EUR   75.360
DZ Bank AG Deutsche   4.75012/19/2022   EUR   72.050
DZ Bank AG Deutsche  10.000 9/19/2022   EUR   73.880
Leonteq Securities A 26.460 08/09/2022  CHF   39.620
DZ Bank AG Deutsche   9.000 6/22/2022   EUR   72.320
DZ Bank AG Deutsche   7.250 9/21/2022   EUR   73.420
Vontobel Financial P  2.000 9/23/2022   EUR   59.330
Bank Vontobel AG     10.253 6/14/2022   EUR   63.300
Vontobel Financial P  6.500 6/24/2022   EUR   68.070
Vontobel Financial P 16.500 9/23/2022   EUR   70.660
Vontobel Financial P 19.000 9/23/2022   EUR   68.780
Vontobel Financial P  9.000 9/23/2022   EUR   68.300
Raiffeisen Schweiz G 10.250 02/06/2023  CHF   65.450
Vontobel Financial P 13.000 6/24/2022   EUR   74.640
Leonteq Securities A 10.000 6/15/2022   CHF   70.670
Zurcher Kantonalbank 30.000 8/17/2022   USD   43.380
Bank Julius Baer & C 14.500 02/10/2023  CHF   53.300
Leonteq Securities A 22.310 08/10/2022  USD   28.340
EFG International Fi  6.20012/18/2023   USD   15.980
UBS AG/London        22.500 6/16/2022   USD   51.000
UBS AG/London        14.500 6/16/2022   CHF   66.650
UBS AG/London        11.750 6/16/2022   CHF   66.250
Zurcher Kantonalbank 10.000 6/28/2022   CHF   73.520
Zurcher Kantonalbank 10.000 8/18/2022   CHF   53.220
DZ Bank AG Deutsche  18.500 9/23/2022   EUR   75.880
DZ Bank AG Deutsche  14.800 9/23/2022   EUR   72.280
DZ Bank AG Deutsche   9.500 9/23/2022   EUR   73.460
DZ Bank AG Deutsche  14.500 9/23/2022   EUR   58.760
Vontobel Financial P 13.500 6/24/2022   EUR   68.440
Vontobel Financial P 12.500 6/24/2022   EUR   54.940
UniCredit Bank AG     9.650 09/07/2022  EUR   50.860
DZ Bank AG Deutsche  16.300 9/23/2022   EUR   63.010
DZ Bank AG Deutsche  20.400 9/23/2022   EUR   58.880
DZ Bank AG Deutsche  11.100 9/23/2022   EUR   70.270
DZ Bank AG Deutsche  20.200 6/24/2022   EUR   37.050
DZ Bank AG Deutsche  11.250 7/20/2022   EUR   45.400
DZ Bank AG Deutsche  14.750 7/20/2022   EUR   66.840
Erste Group Bank AG   9.000 1/31/2024   EUR   70.000
Vontobel Financial P  7.500 6/24/2022   EUR   71.400
UniCredit Bank AG     7.650 7/18/2022   EUR   44.950
Vontobel Financial P 16.500 6/24/2022   EUR   73.170
Vontobel Financial P 11.500 6/24/2022   EUR   65.760
Vontobel Financial P  6.000 6/24/2022   EUR   66.770
Vontobel Financial P  7.500 6/24/2022   EUR   62.940
Zurcher Kantonalbank  8.000 6/30/2022   CHF   68.420
Zurcher Kantonalbank 19.000 6/30/2022   USD   55.450
Zurcher Kantonalbank 18.000 6/30/2022   CHF   55.140
Bank Vontobel AG      7.000 9/19/2022   CHF   61.600
DZ Bank AG Deutsche   7.000 6/22/2022   EUR   71.810
Bank Vontobel AG     12.500 6/20/2022   CHF   68.000
Bank Vontobel AG     14.000 9/19/2022   CHF   42.900
Zurcher Kantonalbank  8.000 6/21/2023   CHF   66.630
Zurcher Kantonalbank 12.000 6/21/2022   CHF   61.560
DZ Bank AG Deutsche   7.75012/23/2022   EUR   69.700
DZ Bank AG Deutsche   7.300 6/24/2022   EUR   75.900
Vontobel Financial P  9.350 6/24/2022   EUR   75.930
Vontobel Financial P  6.250 6/24/2022   EUR   67.910
Vontobel Financial P  9.250 6/24/2022   EUR   52.010
Luzerner Kantonalban 10.12012/23/2022   CHF   43.350
Basler Kantonalbank   9.00012/23/2022   CHF   68.040
EFG International Fi 17.000 6/23/2022   CHF   44.570
Leonteq Securities A 14.000 9/14/2022   EUR   41.450
Corner Banca SA      12.000 6/14/2022   CHF   72.720
Leonteq Securities A 10.00012/14/2022   CHF   64.430
Vontobel Financial P  7.500 6/24/2022   EUR   51.130
UniCredit Bank AG     7.650 7/18/2022   EUR   73.160
Vontobel Financial P 14.500 6/24/2022   EUR   62.010
Vontobel Financial P 12.000 6/24/2022   EUR   75.870
Vontobel Financial P 13.500 6/24/2022   EUR   73.650
Vontobel Financial P 10.500 6/24/2022   EUR   78.220
Vontobel Financial P  7.500 6/24/2022   EUR   68.980
Leonteq Securities A 21.350 6/22/2022   CHF   62.590
Vontobel Financial P 11.000 6/24/2022   EUR   68.280
Bank Vontobel AG     14.00012/19/2022   CHF   31.600
Bank Vontobel AG      6.752 9/19/2022   CHF   63.500
Zurcher Kantonalbank 11.000 6/21/2022   CHF   61.970
DZ Bank AG Deutsche   6.10012/23/2022   EUR   75.600
Societe Generale Eff 11.500 5/27/2022   EUR   58.240
Vontobel Financial P 12.750 6/24/2022   EUR   64.910
Vontobel Financial P 19.500 6/24/2022   EUR   71.800
Basler Kantonalbank  12.00012/23/2022   CHF   69.260
Leonteq Securities A 11.00012/14/2022   CHF   71.080
Vontobel Financial P  9.500 6/24/2022   EUR   67.030
Credit Suisse AG/Lon 14.500 6/23/2022   CHF   65.310
Credit Suisse AG/Lon 11.000 4/15/2022   USD   34.870
Vontobel Financial P 12.500 6/24/2022   EUR   73.470
Vontobel Financial P 15.500 6/24/2022   EUR   69.930
Vontobel Financial P  9.000 6/24/2022   EUR   72.360
Vontobel Financial P  9.000 6/24/2022   EUR   60.820
Vontobel Financial P 14.000 6/24/2022   EUR   57.000
Vontobel Financial P 14.000 6/24/2022   EUR   64.330
Vontobel Financial P  8.500 6/24/2022   EUR   72.800
Vontobel Financial P 16.500 6/24/2022   EUR   61.500
Vontobel Financial P 15.500 6/24/2022   EUR   62.940
Vontobel Financial P 16.000 6/24/2022   EUR   69.060
Vontobel Financial P 12.500 6/24/2022   EUR   71.670
Vontobel Financial P 15.500 6/24/2022   EUR   69.020
Vontobel Financial P 11.500 6/24/2022   EUR   73.240
Zurcher Kantonalbank 11.000 4/19/2022   EUR   70.900
Bank Julius Baer & C 13.000 4/20/2022   USD   43.300
Raiffeisen Schweiz G 14.000 06/01/2022  CHF   70.200
Vontobel Financial P 26.350 06/06/2022  EUR   56.130
Vontobel Financial P 20.000 6/24/2022   EUR   55.980
Vontobel Financial P 16.500 6/24/2022   EUR   26.290
UniCredit Bank AG    13.300 07/07/2022  EUR   72.690
Bank Julius Baer & C  8.800 09/05/2022  EUR   63.800
Leonteq Securities A 11.000 09/07/2022  CHF   64.860
Leonteq Securities A 23.390 4/19/2022   CHF   33.590
Zurcher Kantonalbank  8.000 4/22/2022   CHF   73.990
Zurcher Kantonalbank  9.850 4/22/2022   CHF   68.110
Raiffeisen Schweiz G  6.500 07/12/2022  CHF   71.700
Vontobel Financial P 14.500 6/24/2022   EUR   70.700
Vontobel Financial P 13.000 6/24/2022   EUR   72.470
Vontobel Financial P 12.000 6/24/2022   EUR   67.150
Vontobel Financial P 11.500 6/24/2022   EUR   58.790
Vontobel Financial P  7.000 6/24/2022   EUR   63.230
Vontobel Financial P  9.500 6/24/2022   EUR   71.480
Vontobel Financial P 11.500 6/24/2022   EUR   67.590
Vontobel Financial P 10.000 6/24/2022   EUR   70.070
Vontobel Financial P 13.500 6/24/2022   EUR   65.450
Vontobel Financial P 19.500 6/24/2022   EUR   58.190
Vontobel Financial P 10.500 6/24/2022   EUR   69.640
Vontobel Financial P 13.500 6/24/2022   EUR   64.880
Vontobel Financial P  3.500 6/24/2022   EUR   69.150
Vontobel Financial P 14.000 6/24/2022   EUR   71.640
Vontobel Financial P 16.500 6/24/2022   EUR   67.690
Corner Banca SA      12.000 06/01/2022  CHF   44.420
Landesbank Baden-Wue  5.00011/25/2022   EUR   53.240
Landesbank Baden-Wue  4.35011/25/2022   EUR   54.420
Landesbank Baden-Wue  5.40011/25/2022   EUR   52.390
Landesbank Baden-Wue  5.90011/25/2022   EUR   64.780
EFG International Fi 24.000 06/07/2022  USD   28.940
Zurcher Kantonalbank 10.500 06/10/2022  CHF   66.650
Zurcher Kantonalbank 19.000 06/10/2022  USD   60.420
Zurcher Kantonalbank 22.750 06/10/2022  USD   56.240
Zurcher Kantonalbank 21.750 06/10/2022  CHF   66.790
Zurcher Kantonalbank 13.000 06/10/2022  CHF   56.710
Raiffeisen Schweiz G 12.000 06/01/2022  CHF   54.560
Bank Julius Baer & C  8.500 06/03/2022  USD   76.950
Leonteq Securities A 23.690 06/03/2022  CHF   29.470
Leonteq Securities A 23.290 06/03/2022  CHF   67.320
Corner Banca SA      13.000 4/20/2022   CHF   72.060
Corner Banca SA      12.00010/19/2022   EUR   72.970
Vontobel Financial P  9.000 6/24/2022   EUR   65.110
Vontobel Financial P  4.000 6/24/2022   EUR   49.030
Leonteq Securities A  8.410 4/21/2022   EUR   50.080
DZ Bank AG Deutsche   9.750 6/22/2022   EUR   66.460
DZ Bank AG Deutsche   8.000 3/23/2022   EUR   65.280
DZ Bank AG Deutsche   8.000 6/22/2022   EUR   66.890
DZ Bank AG Deutsche   5.750 3/23/2022   EUR   74.200
DZ Bank AG Deutsche   7.750 6/22/2022   EUR   69.120
DZ Bank AG Deutsche   9.250 3/23/2022   EUR   71.610
Zurcher Kantonalbank 10.000 06/02/2022  CHF   66.010
UBS AG/London        14.750 5/25/2022   CHF   39.650
Vontobel Financial P 18.000 6/24/2022   EUR   61.060
Vontobel Financial P 11.000 6/24/2022   EUR   69.120
Societe Generale Eff 10.250 6/24/2022   EUR   65.010
Societe Generale Eff  6.500 7/22/2022   EUR   68.880
Societe Generale Eff 10.000 7/22/2022   EUR   71.860
Societe Generale Eff 11.000 7/22/2022   EUR   70.430
Vontobel Financial P 12.250 6/24/2022   EUR   64.980
Vontobel Financial P 15.000 6/24/2022   EUR   69.310
Societe Generale Eff  8.000 7/22/2022   EUR   75.010
Vontobel Financial P 12.000 6/24/2022   EUR   71.190
Societe Generale Eff 10.500 7/22/2022   EUR   61.790
Societe Generale Eff  4.000 7/22/2022   EUR   69.320
Vontobel Financial P 12.400 3/16/2022   EUR   35.260
Vontobel Financial P 18.500 6/24/2022   EUR   48.430
Vontobel Financial P  7.000 6/24/2022   EUR   58.990
Vontobel Financial P  4.500 6/24/2022   EUR   52.680
DZ Bank AG Deutsche  12.000 6/24/2022   EUR   60.400
DZ Bank AG Deutsche  13.900 6/24/2022   EUR   57.770
Leonteq Securities A  8.000 6/28/2023   CHF   73.420
DZ Bank AG Deutsche  24.500 6/24/2022   EUR   53.560
Landesbank Baden-Wue  2.500 6/24/2022   EUR   53.370
Leonteq Securities A 18.000 9/28/2022   CHF   65.670
Leonteq Securities A 14.00012/28/2022   CHF   56.910
Leonteq Securities A 16.000 6/28/2022   CHF   42.950
Corner Banca SA      14.000 9/28/2022   CHF   68.220
Leonteq Securities A 17.000 6/28/2022   CHF   41.410
Raiffeisen Schweiz G 12.00012/28/2022   CHF   77.010
Leonteq Securities A  6.400 6/28/2023   CHF   65.810
Leonteq Securities A 12.000 6/28/2022   CHF   26.350
Leonteq Securities A 13.000 6/28/2022   EUR   73.520
Leonteq Securities A 22.560 6/24/2022   CHF   31.110
Leonteq Securities A 26.030 6/24/2022   CHF   38.530
Societe Generale Eff  3.000 6/24/2022   EUR   77.400
Landesbank Baden-Wue  4.200 6/24/2022   EUR   49.690
Landesbank Baden-Wue  7.150 6/24/2022   EUR   45.320
Landesbank Baden-Wue  9.500 6/24/2022   EUR   43.890
Vontobel Financial P 21.000 6/24/2022   EUR   69.760
Vontobel Financial P 11.500 6/24/2022   EUR   69.690
Vontobel Financial P  3.500 9/23/2022   EUR   65.130
Vontobel Financial P  3.000 6/24/2022   EUR   65.360
Vontobel Financial P  8.500 9/23/2022   EUR   55.790
Vontobel Financial P 15.000 9/23/2022   EUR   50.590
Vontobel Financial P  6.500 9/23/2022   EUR   65.890
Zurcher Kantonalbank 19.000 7/22/2022   CHF   59.430
Vontobel Financial P  7.500 9/23/2022   EUR   68.290
Raiffeisen Schweiz G  6.500 01/12/2023  CHF   70.450
Vontobel Financial P 10.000 07/06/2022  EUR   72.720
Landesbank Baden-Wue 10.500 6/24/2022   EUR   42.030
Landesbank Baden-Wue  4.000 6/24/2022   EUR   72.390
Landesbank Baden-Wue  5.500 6/24/2022   EUR   50.090
Landesbank Baden-Wue  7.250 7/22/2022   EUR   73.080
Leonteq Securities A 11.000 01/11/2023  CHF   48.690
Leonteq Securities A 12.000 01/11/2023  CHF   71.850
DZ Bank AG Deutsche   5.000 9/19/2022   EUR   72.040
DZ Bank AG Deutsche   6.250 9/19/2022   EUR   74.470
Leonteq Securities A 17.000 01/12/2023  USD   70.750
Raiffeisen Schweiz G 18.000 10/12/2022  CHF   63.220
DZ Bank AG Deutsche   5.500 6/22/2022   EUR   72.790
DZ Bank AG Deutsche   9.250 9/21/2022   EUR   73.670
Landesbank Baden-Wue  3.000 8/25/2023   EUR   65.550
UniCredit Bank AG     4.000 06/07/2022  EUR   71.520
UniCredit Bank AG     3.700 06/04/2022  EUR   48.810
Leonteq Securities A  7.000 7/15/2022   CHF   78.550
Zurcher Kantonalbank  7.000 7/25/2022   CHF   75.570
Zurcher Kantonalbank  8.500 7/25/2022   CHF   64.520
Credit Suisse AG/Lon  8.000 4/14/2022   CHF   59.960
Credit Suisse AG/Lon 12.000 4/15/2022   USD   46.310
Raiffeisen Switzerla  7.500 7/14/2022   CHF   63.110
Raiffeisen Switzerla 13.000 7/14/2022   CHF   67.560
Raiffeisen Schweiz G 11.000 7/14/2022   CHF   49.160
DZ Bank AG Deutsche   7.000 3/23/2022   EUR   64.660
Leonteq Securities A 12.000 4/21/2022   CHF   60.870
EFG International Fi  6.300 5/18/2023   USD   35.290
DZ Bank AG Deutsche   6.500 3/23/2022   EUR   65.500
DZ Bank AG Deutsche   6.250 3/23/2022   EUR   72.090
DZ Bank AG Deutsche   4.250 6/22/2022   EUR   71.040
Societe Generale Eff  3.250 5/27/2022   EUR   76.080
Societe Generale Eff 11.250 5/27/2022   EUR   47.530
Societe Generale Eff 13.250 5/27/2022   EUR   44.670
DZ Bank AG Deutsche   7.000 6/22/2022   EUR   69.480
DZ Bank AG Deutsche  12.250 3/23/2022   EUR   71.860
DZ Bank AG Deutsche  10.000 6/22/2022   EUR   72.660
DZ Bank AG Deutsche   8.500 9/21/2022   EUR   73.900
DZ Bank AG Deutsche   9.000 3/23/2022   EUR   71.600
DZ Bank AG Deutsche  12.000 3/23/2022   EUR   61.470
Societe Generale Eff 15.250 5/27/2022   EUR   42.400
Goldman Sachs & Co W  7.000 4/21/2022   EUR   65.120
Goldman Sachs & Co W  7.000 5/25/2022   EUR   64.370
Goldman Sachs & Co W  6.000 6/22/2022   EUR   64.950
Goldman Sachs & Co W  7.000 6/22/2022   EUR   64.700
Goldman Sachs & Co W  6.000 9/21/2022   EUR   65.470
Goldman Sachs & Co W  7.00012/21/2022   EUR   68.270
DZ Bank AG Deutsche   5.000 3/23/2022   EUR   61.360
DZ Bank AG Deutsche   7.000 3/23/2022   EUR   61.390
Leonteq Securities A 20.940 5/19/2022   CHF   62.220
Corner Banca SA       6.50011/21/2022   CHF   50.850
Corner Banca SA       7.60011/18/2022   USD   50.910
Zurcher Kantonalbank 13.250 5/31/2022   CHF   55.600
Zurcher Kantonalbank 10.500 5/27/2022   USD   67.100
UBS AG/London         7.25011/21/2022   CHF   67.400
UBS AG/London         8.25011/21/2022   CHF   56.350
Technoleasing LLC    10.750 4/16/2026   RUB   68.010
Bank Vontobel AG      7.00411/14/2022   CHF   74.000
Bank Vontobel AG      9.25611/14/2022   CHF   66.700
Bank Vontobel AG      5.755 5/15/2023   CHF   66.300
EFG International Fi 13.00011/14/2022   CHF   56.620
Societe Generale Eff  7.500 5/27/2022   EUR   57.550
Raiffeisen Centroban  6.500 06/09/2023  EUR   69.130
Leonteq Securities A  5.050 06/02/2023  EUR   66.190
Landesbank Baden-Wue  6.300 6/24/2022   EUR   72.970
Landesbank Baden-Wue  3.100 6/24/2022   EUR   66.330
Landesbank Baden-Wue  4.350 6/24/2022   EUR   63.700
Landesbank Baden-Wue  8.300 5/27/2022   EUR   69.920
Landesbank Baden-Wue  4.550 5/27/2022   EUR   46.790
Landesbank Baden-Wue  6.400 5/27/2022   EUR   43.930
Landesbank Baden-Wue  8.500 5/27/2022   EUR   41.540
Landesbank Baden-Wue  3.500 5/27/2022   EUR   72.000
Landesbank Baden-Wue  5.150 5/27/2022   EUR   67.490
Landesbank Baden-Wue  7.000 5/27/2022   EUR   63.520
Landesbank Baden-Wue  4.800 5/27/2022   EUR   48.530
Landesbank Baden-Wue  7.700 5/27/2022   EUR   42.880
Landesbank Baden-Wue  3.550 6/24/2022   EUR   68.820
Landesbank Baden-Wue  2.050 6/24/2022   EUR   69.260
Landesbank Baden-Wue  3.300 5/27/2022   EUR   50.320
Landesbank Baden-Wue  6.700 5/27/2022   EUR   42.660
Landesbank Baden-Wue 13.880 5/27/2022   EUR   73.910
EFG International Fi 14.00011/21/2022   CHF   34.710
Leonteq Securities A 14.200 09/01/2022  CHF   62.680
Bank Julius Baer & C  8.800 5/19/2022   EUR   66.850
Leonteq Securities A 16.000 5/25/2022   CHF   21.810
DZ Bank AG Deutsche  12.640 5/27/2022   EUR   67.790
DZ Bank AG Deutsche   9.270 6/24/2022   EUR   49.610
Credit Suisse AG/Lon 12.500 8/22/2022   CHF   67.150
Leonteq Securities A  7.600 03/09/2023  EUR   74.350
Bank Julius Baer & C  6.300 07/06/2022  CHF   72.750
Zurcher Kantonalbank 11.250 07/06/2022  EUR   47.870
Societe Generale SA  16.000 08/01/2024  USD   39.150
Societe Generale SA  18.000 08/01/2024  USD   38.700
Societe Generale SA  15.000 08/01/2024  USD   44.300
DZ Bank AG Deutsche   7.500 7/20/2022   EUR   71.870
Vontobel Financial P 20.000 6/24/2022   EUR   68.850
DZ Bank AG Deutsche   4.750 9/21/2022   EUR   66.330
DZ Bank AG Deutsche   8.250 9/21/2022   EUR   71.190
DZ Bank AG Deutsche   7.750 3/23/2022   EUR   71.220
Vontobel Financial P  8.000 6/24/2022   EUR   56.890
Vontobel Financial P  4.000 6/24/2022   EUR   74.830
Vontobel Financial P  8.000 6/24/2022   EUR   49.600
Vontobel Financial P 17.000 6/24/2022   EUR   72.790
Vontobel Financial P  7.250 6/24/2022   EUR   65.230
Vontobel Financial P 16.450 6/24/2022   EUR   75.330
Zurcher Kantonalbank 12.000 7/14/2022   CHF   47.480
Bank Vontobel AG      6.000 01/04/2023  CHF   69.900
Bank Vontobel AG      8.500 01/03/2023  EUR   71.100
Bank Vontobel AG      7.500 01/03/2023  EUR   45.600
Bank Vontobel AG      9.250 01/04/2023  CHF   38.300
Basler Kantonalbank  11.000 01/09/2023  CHF   65.270
EFG International Fi 10.000 01/09/2023  USD   47.490
EFG International Fi 17.000 07/08/2022  USD   47.130
Raiffeisen Schweiz G  8.000 01/05/2023  CHF   68.580
Zurcher Kantonalbank  7.500 4/29/2022   CHF   48.020
Zurcher Kantonalbank  8.000 4/29/2022   USD   48.100
UBS AG/London        15.250 7/21/2022   USD   45.550
Bank Vontobel AG      7.506 7/15/2022   CHF   63.600
DZ Bank AG Deutsche   6.750 3/23/2022   EUR   65.510
DZ Bank AG Deutsche   5.000 3/23/2022   EUR   64.630
Vontobel Financial P  9.000 6/24/2022   EUR   69.410
Goldman Sachs & Co W  6.000 3/22/2023   EUR   72.610
Vontobel Financial P  5.500 6/24/2022   EUR   71.450
Vontobel Financial P  8.750 6/24/2022   EUR   62.640
Vontobel Financial P 11.750 6/24/2022   EUR   56.220
Vontobel Financial P 14.750 6/24/2022   EUR   66.150
Vontobel Financial P 11.750 6/24/2022   EUR   74.230
Vontobel Financial P 12.000 6/24/2022   EUR   65.710
Vontobel Financial P 14.250 6/24/2022   EUR   68.690
Vontobel Financial P 14.500 6/24/2022   EUR   66.390
Vontobel Financial P 21.000 6/24/2022   EUR   59.150
Vontobel Financial P 19.000 6/24/2022   EUR   61.320
Vontobel Financial P 15.000 6/24/2022   EUR   73.690
Vontobel Financial P 16.500 6/24/2022   EUR   74.080
Vontobel Financial P  5.550 5/18/2022   EUR   55.800
Raiffeisen Schweiz G 12.000 8/17/2022   CHF   63.270
Vontobel Financial P 15.500 6/24/2022   EUR   75.580
Vontobel Financial P 20.500 6/24/2022   EUR   70.780
EFG International Fi  5.250 5/18/2023   EUR   68.750
Bank Julius Baer & C 11.200 5/18/2022   CHF   48.550
Bank Julius Baer & C  7.300 5/18/2022   CHF   70.400
Zurcher Kantonalbank 27.000 5/27/2022   USD   72.710
DZ Bank AG Deutsche   4.250 3/23/2022   EUR   68.930
Societe Generale Eff  9.250 5/27/2022   EUR   51.330
DZ Bank AG Deutsche  11.750 6/22/2022   EUR   66.960
Goldman Sachs & Co W  6.000 4/21/2022   EUR   65.270
Goldman Sachs & Co W  6.000 5/25/2022   EUR   64.600
Goldman Sachs & Co W  7.000 9/21/2022   EUR   66.200
Goldman Sachs & Co W  6.00012/21/2022   EUR   67.380
Credit Suisse AG/Lon 10.000 5/19/2022   CHF   47.700
UBS AG/London        10.25011/21/2022   CHF   51.750
UniCredit Bank AG     3.450 04/02/2024  EUR   70.410
EFG International Fi 18.000 6/30/2022   EUR   68.520
Zurcher Kantonalbank 15.250 07/06/2022  CHF   54.410
DZ Bank AG Deutsche   8.500 9/21/2022   EUR   69.470
DZ Bank AG Deutsche   5.750 7/20/2022   EUR   64.520
DZ Bank AG Deutsche   7.000 9/21/2022   EUR   67.460
Leonteq Securities A 22.520 07/06/2022  CHF   26.940
Leonteq Securities A 20.000 07/06/2022  CHF   43.710
Vontobel Financial P 12.500 6/24/2022   EUR   58.050
Vontobel Financial P  5.000 6/24/2022   EUR   58.280
Vontobel Financial P  8.000 6/24/2022   EUR   59.910
Vontobel Financial P  9.000 6/24/2022   EUR   55.450
DekaBank Deutsche Gi  4.250 4/14/2022   EUR   38.070
Raiffeisen Switzerla  8.500 7/14/2022   CHF   63.670
UBS AG/London        13.500 07/07/2022  CHF   68.800
UBS AG/London         8.750 01/09/2023  CHF   60.800
UBS AG/London         8.250 07/07/2022  CHF   66.900
UBS AG/London         9.750 6/30/2022   CHF   51.350
DZ Bank AG Deutsche   4.750 3/23/2022   EUR   61.350
DZ Bank AG Deutsche   6.500 3/23/2022   EUR   61.380
EFG International Fi  9.350 01/12/2023  CHF   56.870
Zurcher Kantonalbank  8.250 7/20/2022   EUR   49.900
UniCredit Bank AG     4.50010/26/2022   EUR   71.210
Landesbank Baden-Wue  3.00012/23/2022   EUR   65.330
Raiffeisen Schweiz G  5.000 04/05/2022  CHF   73.840
UniCredit Bank AG     3.700 6/25/2022   EUR   46.210
Landesbank Baden-Wue  2.500 8/25/2023   EUR   63.400
UniCredit Bank AG     4.250 6/28/2022   EUR   47.050
UniCredit Bank AG     3.850 6/28/2022   EUR   70.320
UniCredit Bank AG     3.800 6/28/2022   EUR   34.540
Landesbank Baden-Wue  2.600 4/28/2023   EUR   67.320
UniCredit Bank AG     3.750 3/26/2022   EUR   63.360
UniCredit Bank AG     3.250 3/29/2022   EUR   17.550
SG Issuer SA          9.180 1/20/2025   SEK   53.370
UniCredit Bank AG     3.600 3/29/2022   EUR   65.020
Landesbank Baden-Wue  2.810 3/24/2023   EUR   63.370
Landesbank Baden-Wue  2.600 4/25/2022   EUR   71.240
Landesbank Baden-Wue  2.800 4/25/2022   EUR   69.910
Leonteq Securities A  5.600 5/16/2022   CHF   55.960
Landesbank Baden-Wue  2.300 7/22/2022   EUR   69.520
Landesbank Baden-Wue  2.000 7/22/2022   EUR   73.120
Citigroup Global Mar  7.200 5/24/2023   SEK   64.270
Landesbank Baden-Wue  3.000 6/23/2023   EUR   70.970
Landesbank Baden-Wue  3.25012/23/2022   EUR   64.480
DekaBank Deutsche Gi  1.000 1/20/2025   EUR   52.950
Leonteq Securities A 12.000 6/28/2022   CHF   72.090
EFG International Fi  4.90012/28/2023   USD   63.090
EFG International Fi  7.00012/29/2022   USD    8.770
Bank Vontobel AG      9.504 6/30/2022   CHF   46.600
UBS AG/London        15.500 6/30/2022   CHF   68.500
VTB Bank PJSC         0.010 12/09/2025  RUB   72.800
Leonteq Securities A  9.000 6/30/2022   CHF   74.270
Bank Vontobel AG      7.760 6/27/2022   CHF   68.800
Bank Vontobel AG      8.252 6/27/2022   CHF   69.300
UBS AG/London        12.500 6/23/2022   USD   43.700
UBS AG/London         6.25012/23/2022   CHF   53.800
DekaBank Deutsche Gi  2.500 02/02/2024  EUR   65.590
UBS AG/London        12.750 01/03/2023  CHF   73.500
UBS AG/London         7.500 6/23/2022   CHF   65.750
UBS AG/London        13.000 6/23/2022   CHF   43.950
UBS AG/London         8.750 6/23/2022   CHF   42.850
Bank Vontobel AG      6.254 6/30/2022   CHF   79.300
UBS AG/London        10.500 6/30/2022   CHF   70.750
VTB Bank PJSC         0.01011/25/2025   RUB   74.560
UBS AG/London        10.750 07/07/2022  EUR   72.700
UBS AG/London        16.250 07/07/2022  CHF   64.950
UBS AG/London        16.300 01/08/2024  EUR    6.020
UBS AG/London        16.500 6/30/2022   USD   33.600
Leonteq Securities A 15.000 3/30/2022   CHF   54.460
Landesbank Baden-Wue  5.05010/28/2022   EUR   61.080
Bank Vontobel AG      6.007 9/26/2022   CHF   61.000
Bank Vontobel AG      9.000 9/26/2022   EUR   72.900
Bank Vontobel AG      4.255 6/27/2022   CHF   59.000
Bank Vontobel AG     14.006 9/26/2022   CHF   38.500
Bank Vontobel AG     15.009 6/27/2022   CHF   40.300
Raiffeisen Switzerla 11.750 10/06/2022  CHF   69.160
Zurcher Kantonalbank 10.500 04/08/2022  CHF   68.280
UBS AG/London        10.250 9/30/2022   CHF   70.300
UBS AG/London        16.000 9/30/2022   CHF   42.300
Landesbank Baden-Wue  4.05010/28/2022   EUR   75.530
Bank Vontobel AG      6.007 9/26/2022   CHF   61.000
Bank Vontobel AG      9.009 9/26/2022   EUR   72.900
Bank Vontobel AG     12.751 6/27/2022   CHF   39.200
Bank Vontobel AG     22.008 6/27/2022   CHF   61.900
Bank Vontobel AG     28.506 3/28/2022   CHF   53.900
UniCredit Bank AG     7.850 4/21/2022   EUR   64.960
EFG International Fi  6.000 3/30/2023   USD   72.790
Leonteq Securities A 14.000 07/06/2022  CHF   67.550
Zurcher Kantonalbank 17.250 4/14/2022   CHF   55.770
UBS AG/London         9.500 9/30/2022   CHF   64.750
UBS AG/London         6.500 3/31/2023   USD   78.000
Raiffeisen Switzerla 14.000 3/29/2022   CHF   58.080
Landesbank Baden-Wue  7.85010/28/2022   EUR   54.070
Landesbank Baden-Wue  4.05010/28/2022   EUR   40.260
Landesbank Baden-Wue  7.10010/28/2022   EUR   65.300
Landesbank Baden-Wue  5.75010/28/2022   EUR   41.630
Zurcher Kantonalbank 10.000 4/13/2022   CHF   68.700
Landesbank Baden-Wue  7.40010/28/2022   EUR   66.350
Landesbank Baden-Wue  6.35010/28/2022   EUR   36.620
Landesbank Baden-Wue  3.50010/28/2022   EUR   45.480
Landesbank Baden-Wue  5.60010/28/2022   EUR   68.770
DZ Bank AG Deutsche   7.000 3/23/2022   EUR   56.100
DZ Bank AG Deutsche   7.750 3/23/2022   EUR   61.400
DZ Bank AG Deutsche   6.500 3/23/2022   EUR   65.500
EFG International Fi 10.320 7/19/2022   USD   74.690
BNP Paribas Emission 10.000 6/23/2022   EUR   52.560
BNP Paribas Emission 10.000 6/23/2022   EUR   49.970
BNP Paribas Emission 14.000 6/23/2022   EUR   46.510
BNP Paribas Emission 11.000 6/23/2022   EUR   68.840
Vontobel Financial P 10.000 3/25/2022   EUR   68.420
BNP Paribas Emission 10.000 6/23/2022   EUR   73.100
BNP Paribas Emission 15.000 6/23/2022   EUR   36.120
BNP Paribas Emission  8.000 6/23/2022   EUR   71.300
Sberbank of Russia P  0.01010/31/2025   RUB   74.400
Sberbank of Russia P  0.01011/20/2025   RUB   70.200
UBS AG/London        13.500 5/18/2022   CHF   29.260
Vontobel Financial P 16.250 6/24/2022   EUR   73.520
Vontobel Financial P 11.000 6/24/2022   EUR   71.800
Zurcher Kantonalbank 11.000 7/15/2022   CHF   64.840
Bank Vontobel AG      8.250 01/04/2023  CHF   73.600
Bank Vontobel AG     17.500 07/04/2022  CHF   47.900
Vontobel Financial P  8.500 6/24/2022   EUR   53.890
Vontobel Financial P 16.500 6/24/2022   EUR   77.610
EFG International Fi  8.400 07/07/2023  CHF   74.820
Raiffeisen Schweiz G 10.000 07/05/2022  CHF   65.770
Raiffeisen Schweiz G 11.000 07/06/2022  CHF   67.520
Raiffeisen Schweiz G 13.000 07/05/2022  CHF   66.930
Zurcher Kantonalbank 10.750 7/15/2022   EUR   44.710
DZ Bank AG Deutsche   5.00012/23/2022   EUR   69.930
EFG International Fi  9.430 7/19/2022   USD   62.880
EFG International Fi 10.210 7/19/2022   USD   63.970
Leonteq Securities A 10.000 07/12/2023  CHF   67.360
Vontobel Financial P 16.500 6/24/2022   EUR   72.700
Vontobel Financial P  8.000 6/24/2022   EUR   68.070
Vontobel Financial P 12.500 6/24/2022   EUR   61.370
Vontobel Financial P 10.500 6/24/2022   EUR   64.560
Vontobel Financial P 15.000 6/24/2022   EUR   58.700
Vontobel Financial P 13.000 6/24/2022   EUR   52.140
Vontobel Financial P 17.500 6/24/2022   EUR   56.380
Vontobel Financial P  8.000 6/24/2022   EUR   57.070
Vontobel Financial P  9.500 6/24/2022   EUR   55.220
Vontobel Financial P 20.000 6/24/2022   EUR   54.360
Vontobel Financial P 11.000 6/24/2022   EUR   53.540
Vontobel Financial P 14.500 6/24/2022   EUR   50.750
Leonteq Securities A 22.130 07/08/2022  CHF   34.800
EFG International Fi  8.700 7/13/2023   EUR   46.650
Zurcher Kantonalbank  4.750 7/15/2022   CHF   66.910
Vontobel Financial P  9.250 6/24/2022   EUR   70.600
Societe Generale Eff  3.500 5/27/2022   EUR   68.080
Bank Julius Baer & C 17.000 05/09/2022  CHF   60.250
Leonteq Securities A  8.000 01/12/2023  CHF   67.170
Leonteq Securities A 12.000 10/12/2022  CHF   72.930
Leonteq Securities A 10.000 01/12/2023  CHF   75.900
Corner Banca SA      11.200 10/12/2022  EUR   56.640
Corner Banca SA      10.000 10/12/2022  CHF   46.400
Leonteq Securities A 10.000 10/12/2022  CHF   62.130
Leonteq Securities A 10.000 07/06/2022  EUR   37.950
Goldman Sachs & Co W  6.000 6/21/2023   EUR   69.600
Leonteq Securities A 12.000 01/12/2023  CHF   44.460
Goldman Sachs & Co W  7.00012/21/2022   EUR   68.190
Goldman Sachs & Co W  8.000 8/24/2022   EUR   73.200
Goldman Sachs & Co W  8.000 7/20/2022   EUR   74.010
Bank Vontobel AG      8.000 01/10/2023  CHF   70.100
Bank Vontobel AG      8.000 01/10/2023  CHF   70.100
Bank Vontobel AG     11.000 01/10/2023  CHF   70.300
Bank Vontobel AG     10.000 07/12/2022  CHF   78.300
Bank Vontobel AG     10.000 01/10/2023  EUR   67.600
DZ Bank AG Deutsche   9.500 3/23/2022   EUR   60.540
DZ Bank AG Deutsche  10.500 4/22/2022   EUR   36.370
DZ Bank AG Deutsche   7.500 3/23/2022   EUR   61.400
DZ Bank AG Deutsche   9.000 3/23/2022   EUR   61.420
DZ Bank AG Deutsche  11.250 3/23/2022   EUR   61.460
DZ Bank AG Deutsche   7.250 6/22/2022   EUR   65.830
DZ Bank AG Deutsche   8.750 6/22/2022   EUR   66.210
DZ Bank AG Deutsche  10.000 6/22/2022   EUR   63.740
DZ Bank AG Deutsche   8.500 3/23/2022   EUR   62.880
DZ Bank AG Deutsche   6.500 6/22/2022   EUR   64.250
DZ Bank AG Deutsche   8.000 6/22/2022   EUR   61.230
DZ Bank AG Deutsche   7.500 3/23/2022   EUR   59.790
DZ Bank AG Deutsche   7.500 6/22/2022   EUR   62.820
DZ Bank AG Deutsche   7.500 3/23/2022   EUR   65.520
DZ Bank AG Deutsche   6.500 6/22/2022   EUR   68.640
DZ Bank AG Deutsche   5.500 6/22/2022   EUR   65.360
DZ Bank AG Deutsche   7.750 6/22/2022   EUR   58.920
UniCredit Bank AG     7.950 4/27/2022   EUR   64.350
UniCredit Bank AG     9.250 4/27/2022   EUR   71.800
SG Issuer SA          1.50012/30/2032   EUR   44.360
UBS AG/London         9.750 7/20/2022   CHF   62.550
Zurcher Kantonalbank  7.500 7/28/2022   CHF   64.550
UBS AG/London         7.750 7/20/2022   CHF   62.000
UBS AG/London         7.750 7/20/2022   CHF   43.550
Bank Vontobel AG      9.004 7/15/2022   CHF   72.600
Vontobel Financial P  9.000 3/25/2022   EUR   74.350
Vontobel Financial P 10.500 3/25/2022   EUR   66.110
Vontobel Financial P  9.000 3/25/2022   EUR   63.280
Vontobel Financial P 10.000 3/25/2022   EUR   63.320
Vontobel Financial P  5.000 3/25/2022   EUR   55.260
Vontobel Financial P  6.500 3/25/2022   EUR   55.110
Vontobel Financial P  5.500 3/25/2022   EUR   55.070
Vontobel Financial P  6.000 3/25/2022   EUR   55.090
Goldman Sachs & Co W  7.000 6/22/2022   EUR   68.170
Goldman Sachs & Co W  7.000 9/21/2022   EUR   69.150
Goldman Sachs & Co W  7.00012/21/2022   EUR   70.570
Vontobel Financial P  3.500 3/25/2022   EUR   60.270
Vontobel Financial P  6.000 3/25/2022   EUR   67.730
Vontobel Financial P  8.000 3/25/2022   EUR   66.000
Vontobel Financial P  9.000 3/25/2022   EUR   66.050
Goldman Sachs & Co W  8.000 6/22/2022   EUR   68.770
Goldman Sachs & Co W  8.000 9/21/2022   EUR   69.700
Goldman Sachs & Co W  7.00012/21/2022   EUR   70.640
Vontobel Financial P 14.000 3/25/2022   EUR   65.630
Vontobel Financial P 15.000 3/25/2022   EUR   65.660
Vontobel Financial P 13.000 3/25/2022   EUR   65.580
Vontobel Financial P 16.500 3/25/2022   EUR   67.070
Vontobel Financial P 12.500 3/25/2022   EUR   65.920
Vontobel Financial P 11.500 3/25/2022   EUR   65.880
Vontobel Financial P  3.500 3/25/2022   EUR   49.030
Vontobel Financial P  9.500 3/25/2022   EUR   68.120
Leonteq Securities A 14.000 4/26/2022   CHF   37.960
Leonteq Securities A 13.000 7/25/2022   USD   42.960
Leonteq Securities A  7.450 1/25/2023   EUR   47.150
Leonteq Securities A  7.000 7/22/2022   CHF   67.540
UBS AG/London        13.250 05/12/2022  USD   37.750
Sberbank of Russia P  0.010 11/11/2025  RUB   74.900
Sberbank of Russia P  0.01011/20/2025   RUB   64.700
BNP Paribas Emission  6.500 6/23/2022   EUR   77.010
BNP Paribas Emission 12.000 6/23/2022   EUR   68.290
EFG International Fi  6.500 3/24/2023   USD   69.890
BNP Paribas Emission  9.500 6/23/2022   EUR   72.140
BNP Paribas Emission  8.500 6/23/2022   EUR   42.700
BNP Paribas Emission  9.000 6/23/2022   EUR   40.980
Vontobel Financial P 16.000 3/22/2022   USD   72.030
DZ Bank AG Deutsche   8.250 3/21/2022   EUR   74.830
EFG International Fi 16.000 3/24/2022   USD   57.270
UBS AG/London        12.750 9/26/2022   CHF   70.400
DZ Bank AG Deutsche   8.000 3/23/2022   EUR   71.790
UniCredit Bank AG    11.550 4/21/2022   EUR   66.320
Bank Julius Baer & C  5.750 6/27/2022   EUR   68.750
Vontobel Financial P 26.400 3/28/2022   EUR   77.910
Vontobel Financial P 15.220 3/28/2022   EUR   66.880
Credit Suisse AG/Lon  8.000 6/27/2022   CHF   61.810
Zurcher Kantonalbank  8.600 04/01/2022  EUR   71.210
Vontobel Financial P 15.350 3/29/2023   EUR   69.920
Vontobel Financial P 24.950 3/29/2022   EUR   75.960
Vontobel Financial P 17.750 3/29/2023   EUR   72.560
Bank Julius Baer & C 10.000 3/28/2022   USD   45.100
EFG International Fi  7.250 02/09/2024  USD   57.180
Vontobel Financial P 17.500 3/25/2022   EUR   71.680
Raiffeisen Switzerla  7.500 02/08/2023  CHF   69.990
Raiffeisen Switzerla 11.000 08/05/2022  EUR   58.630
Vontobel Financial P 16.500 3/25/2022   EUR   65.930
Vontobel Financial P  5.500 3/25/2022   EUR   56.970
Vontobel Financial P  4.500 3/25/2022   EUR   74.790
Vontobel Financial P  5.000 3/25/2022   EUR   56.950
Vontobel Financial P  6.000 3/25/2022   EUR   56.990
Vontobel Financial P  8.000 3/25/2022   EUR   56.860
Vontobel Financial P  7.500 3/25/2022   EUR   56.840
Bank Vontobel AG     11.002 08/10/2022  CHF   70.400
UBS AG/London         7.750 08/10/2022  CHF   33.400
UBS AG/London         5.250 08/10/2022  CHF   74.600
UBS AG/London        13.750 08/10/2022  CHF   74.650
UBS AG/London        14.250 08/10/2022  USD   70.400
Vontobel Financial P 11.500 3/25/2022   EUR   59.200
Vontobel Financial P  9.000 3/25/2022   EUR   59.300
EFG International Fi  4.500 02/12/2024  USD   57.910
DZ Bank AG Deutsche   3.00012/23/2022   EUR   45.520
DZ Bank AG Deutsche   7.00012/23/2022   EUR   36.830
Leonteq Securities A 15.740 08/10/2022  USD   38.250
Bank Vontobel AG     21.502 05/12/2022  CHF   40.400
Bank Vontobel AG     16.000 05/12/2022  CHF   32.400
Leonteq Securities A 10.000 08/12/2022  CHF   72.400
Leonteq Securities A 10.000 08/12/2022  CHF   60.650
Leonteq Securities A 12.400 05/12/2022  CHF   52.660
Corner Banca SA      15.000 05/12/2022  CHF   59.120
Leonteq Securities A 18.000 05/12/2022  CHF   61.180
Raiffeisen Switzerla  8.000 08/12/2022  CHF   75.170
Raiffeisen Switzerla 10.500 05/12/2022  CHF   63.350
DZ Bank AG Deutsche   9.500 3/23/2022   EUR   73.460
DZ Bank AG Deutsche  10.000 3/23/2022   EUR   56.150
DZ Bank AG Deutsche  10.000 3/23/2022   EUR   55.240
Corner Banca SA      15.00011/21/2022   USD   65.380
Leonteq Securities A 13.00011/21/2022   USD   39.880
Basler Kantonalbank  11.000 05/12/2022  CHF   64.260
Leonteq Securities A 13.00011/17/2022   USD   75.830
Corner Banca SA      11.00011/17/2022   EUR   76.180
Leonteq Securities A 18.000 5/17/2022   USD   43.620
Leonteq Securities A  8.000 5/17/2023   CHF   76.910
Leonteq Securities A 13.200 5/13/2022   USD   49.220
Leonteq Securities A  9.000 8/17/2022   CHF   73.720
Leonteq Securities A 10.000 8/17/2022   CHF   61.100
Vontobel Financial P 11.300 5/17/2022   USD   48.100
Vontobel Financial P 15.350 5/17/2022   USD   73.260
Landesbank Baden-Wue  2.650 9/22/2023   EUR   70.760
Credit Suisse AG/Lon  9.000 05/05/2022  CHF   64.620
UBS AG/London        12.75010/28/2022   CHF   42.750
Bank Julius Baer & C  9.650 7/29/2022   USD   73.400
Credit Suisse AG/Lon 12.000 4/29/2022   USD   25.930
Zurcher Kantonalbank  8.000 05/10/2022  EUR   73.090
Vontobel Financial P 15.000 6/24/2022   EUR   58.450
Vontobel Financial P 16.500 6/24/2022   EUR   56.880
Vontobel Financial P 13.500 6/24/2022   EUR   60.170
Vontobel Financial P 15.500 6/24/2022   EUR   73.080
Vontobel Financial P 12.500 6/24/2022   EUR   71.790
Vontobel Financial P 16.000 6/24/2022   EUR   68.020
Vontobel Financial P 13.500 6/24/2022   EUR   70.420
Vontobel Financial P 15.000 6/24/2022   EUR   69.250
Vontobel Financial P 17.000 6/24/2022   EUR   66.850
Vontobel Financial P 16.000 6/24/2022   EUR   75.310
Vontobel Financial P 17.000 6/24/2022   EUR   73.850
Vontobel Financial P  6.000 6/24/2022   EUR   70.170
Vontobel Financial P  9.000 6/24/2022   EUR   63.090
Vontobel Financial P 17.000 6/24/2022   EUR   53.640
Vontobel Financial P 18.000 6/24/2022   EUR   55.820
Vontobel Financial P 13.000 6/24/2022   EUR   57.780
Vontobel Financial P  8.500 6/24/2022   EUR   71.620
Vontobel Financial P 13.000 6/24/2022   EUR   62.390
Vontobel Financial P 15.000 6/24/2022   EUR   38.310
Vontobel Financial P 10.000 6/24/2022   EUR   42.500
Vontobel Financial P 17.500 6/24/2022   EUR   36.730
Vontobel Financial P  7.500 6/24/2022   EUR   45.280
Vontobel Financial P 12.500 6/24/2022   EUR   40.210
Vontobel Financial P  7.500 6/24/2022   EUR   58.250
Vontobel Financial P  6.500 3/25/2022   EUR   59.420
Vontobel Financial P  6.500 6/24/2022   EUR   55.070
Vontobel Financial P  5.000 3/25/2022   EUR   55.370
Vontobel Financial P 11.000 6/24/2022   EUR   67.740
Vontobel Financial P  9.500 3/25/2022   EUR   69.080
Vontobel Financial P 12.000 3/25/2022   EUR   69.180
Vontobel Financial P  5.500 6/24/2022   EUR   60.840
Vontobel Financial P 10.500 6/24/2022   EUR   62.120
Vontobel Financial P  5.500 6/24/2022   EUR   54.780
Zurcher Kantonalbank 15.500 05/10/2022  CHF   68.090
Leonteq Securities A 11.000 7/29/2022   CHF   71.150
Leonteq Securities A  7.000 05/03/2023  CHF   68.350
Leonteq Securities A 24.350 4/29/2022   CHF   54.350
Leonteq Securities A 23.180 4/29/2022   USD   28.350
Leonteq Securities A  9.00010/31/2022   CHF   65.000
Leonteq Securities A 11.00010/31/2022   USD   55.550
Leonteq Securities A 10.00010/31/2022   USD   64.340
Leonteq Securities A 10.00010/31/2022   CHF   70.720
Zurcher Kantonalbank 18.000 05/06/2022  CHF   60.360
DZ Bank AG Deutsche   4.250 3/23/2022   EUR   70.140
DZ Bank AG Deutsche   6.750 6/22/2022   EUR   60.880
DZ Bank AG Deutsche   8.000 3/23/2022   EUR   61.660
Leonteq Securities A  8.000 7/26/2022   CHF   66.980
Zurcher Kantonalbank  8.000 05/04/2022  CHF   73.980
Raiffeisen Switzerla 12.00010/26/2022   CHF   57.370
Raiffeisen Switzerla 10.50010/26/2022   CHF   73.290
Landesbank Baden-Wue  5.650 4/28/2023   EUR   71.970
Landesbank Baden-Wue  7.000 4/28/2023   EUR   49.450
Landesbank Baden-Wue  5.700 4/28/2023   EUR   43.320
Vontobel Financial P 13.500 6/24/2022   EUR   71.760
Vontobel Financial P 15.000 6/24/2022   EUR   70.070
Vontobel Financial P 16.500 6/24/2022   EUR   68.490
Vontobel Financial P  6.000 6/24/2022   EUR   57.060
Vontobel Financial P 20.500 6/24/2022   EUR   35.380
Vontobel Financial P  9.000 3/25/2022   EUR   72.360
Vontobel Financial P 13.000 6/24/2022   EUR   69.900
Vontobel Financial P 12.000 6/24/2022   EUR   69.600
Vontobel Financial P 16.500 3/25/2022   EUR   67.370
Vontobel Financial P 11.500 3/25/2022   EUR   70.550
Vontobel Financial P 13.000 3/25/2022   EUR   70.820
Vontobel Financial P 14.500 3/25/2022   EUR   70.880
Vontobel Financial P  9.000 6/24/2022   EUR   65.680
Bank Vontobel AG      7.008 7/25/2022   CHF   68.300
DekaBank Deutsche Gi  4.400 5/27/2022   EUR   68.600
Landesbank Baden-Wue  5.200 4/28/2023   EUR   65.240
Landesbank Baden-Wue  3.350 4/28/2023   EUR   74.330
Landesbank Baden-Wue  4.200 4/28/2023   EUR   75.580
Landesbank Baden-Wue  3.800 4/28/2023   EUR   55.250
Landesbank Baden-Wue  3.200 4/28/2023   EUR   69.780
Landesbank Baden-Wue  5.250 4/28/2023   EUR   43.500
Landesbank Baden-Wue  3.150 4/28/2023   EUR   47.450
Landesbank Baden-Wue  2.300 4/28/2023   EUR   66.930
Landesbank Baden-Wue  4.350 4/28/2023   EUR   45.170
Landesbank Baden-Wue  3.000 4/28/2023   EUR   47.730
Vontobel Financial P 12.500 6/24/2022   EUR   73.690
Vontobel Financial P  6.500 3/25/2022   EUR   56.800
Vontobel Financial P 10.500 6/24/2022   EUR   72.010
Vontobel Financial P 13.000 3/25/2022   EUR   67.230
Vontobel Financial P 12.000 6/24/2022   EUR   72.060
Vontobel Financial P 13.500 6/24/2022   EUR   72.490
Vontobel Financial P 11.000 6/24/2022   EUR   71.770
Vontobel Financial P  4.500 3/25/2022   EUR   56.720
Zurcher Kantonalbank 12.250 05/05/2022  CHF   49.350
EFG International Fi 20.000 4/28/2022   USD   75.930
EFG International Fi 14.000 4/28/2022   CHF   69.830
EFG International Fi  9.00010/28/2022   CHF   70.740
UBS AG/London         8.75010/28/2022   CHF   75.200
UBS AG/London        12.750 4/28/2022   CHF   63.550
UBS AG/London        10.500 4/28/2023   CHF   70.050
UBS AG/London         9.50010/28/2022   CHF   68.050
UBS AG/London         8.750 4/28/2023   CHF   72.600
Zurcher Kantonalbank  6.400 11/07/2022  USD   47.140
Zurcher Kantonalbank  8.000 05/05/2022  CHF   74.420
Leonteq Securities A 15.000 4/13/2022   CHF   37.190
Zurcher Kantonalbank  5.000 4/27/2022   EUR   65.340
DZ Bank AG Deutsche   4.500 6/22/2022   EUR   71.650
DZ Bank AG Deutsche   5.500 3/23/2022   EUR   60.480
DZ Bank AG Deutsche   5.000 6/22/2022   EUR   60.440
DZ Bank AG Deutsche   8.000 6/22/2022   EUR   65.760
Zurcher Kantonalbank 16.250 05/04/2022  EUR   67.810
EFG International Fi  5.000 4/26/2023   USD   71.060
Raiffeisen Switzerla  6.75010/26/2022   CHF   67.970
Raiffeisen Switzerla  8.00010/26/2022   EUR   65.070
Leonteq Securities A 11.50010/27/2022   CHF   65.660
UBS AG/London        10.500 11/11/2022  CHF   74.300
UBS AG/London        13.500 05/12/2022  USD   37.800
EFG International Fi 13.000 05/11/2022  CHF   71.130
UniCredit Bank AG     5.250 12/01/2023  EUR   42.850
UniCredit Bank AG     5.55010/26/2022   EUR   70.750
UniCredit Bank AG     4.00011/21/2022   EUR   59.730
Landesbank Baden-Wue  3.000 5/26/2023   EUR   69.160
UniCredit Bank AG     3.750 4/19/2022   EUR   51.010
DekaBank Deutsche Gi  3.900 4/25/2022   EUR   38.670
Nordea Bank Abp       4.100 7/20/2023   SEK   51.130
DekaBank Deutsche Gi  4.250 05/05/2022  EUR   72.520
Raiffeisen Switzerla 14.000 04/07/2022  CHF   61.250
Leonteq Securities A 25.630 04/12/2022  CHF   70.730
Leonteq Securities A 17.000 04/12/2022  EUR   67.300
Leonteq Securities A 22.860 04/12/2022  CHF   24.620
DZ Bank AG Deutsche   8.000 6/22/2022   EUR   57.260
Goldman Sachs & Co W  7.000 4/21/2022   EUR   71.600
Goldman Sachs & Co W  6.000 5/25/2022   EUR   71.880
Goldman Sachs & Co W  8.000 5/25/2022   EUR   72.530
Goldman Sachs & Co W 15.000 5/25/2022   EUR   64.370
Goldman Sachs & Co W 23.000 5/25/2022   EUR   56.070
Goldman Sachs & Co W 15.000 6/22/2022   EUR   65.440
Goldman Sachs & Co W 10.000 9/21/2022   EUR   73.420
Goldman Sachs & Co W 15.00012/21/2022   EUR   65.150
Goldman Sachs & Co W  7.000 6/22/2022   EUR   66.070
Goldman Sachs & Co W  7.00012/21/2022   EUR   69.140
Goldman Sachs & Co W  9.000 3/22/2023   EUR   73.680
BNP Paribas Emission  7.700 4/22/2022   EUR   69.430
Bank Julius Baer & C 19.600 04/07/2022  CHF   49.400
Leonteq Securities A 18.000 04/08/2022  CHF   45.130
Raiffeisen Switzerla 10.500 04/06/2022  EUR   61.710
Zurcher Kantonalbank 10.000 4/19/2022   CHF   58.940
Zurcher Kantonalbank 10.500 4/20/2022   CHF   68.930
Leonteq Securities A 16.000 04/12/2022  CHF   70.790
Leonteq Securities A 18.000 04/12/2022  CHF   39.190
DZ Bank AG Deutsche   9.000 6/22/2022   EUR   74.360
DZ Bank AG Deutsche   7.500 6/22/2022   EUR   69.000
Goldman Sachs & Co W  8.000 4/21/2022   EUR   72.560
Bank Vontobel AG     10.006 10/03/2022  EUR   68.900
Bank Vontobel AG     13.005 10/03/2022  CHF   46.800
Bank Julius Baer & C  8.300 04/07/2022  USD   74.450
Bank Julius Baer & C 14.650 07/07/2022  USD   42.400
Leonteq Securities A 20.690 04/08/2022  CHF   60.590
Raiffeisen Switzerla 10.000 04/06/2022  CHF   64.010
Vontobel Financial P 14.500 6/24/2022   EUR   71.240
Vontobel Financial P 12.500 6/24/2022   EUR   74.640
Vontobel Financial P 17.000 6/24/2022   EUR   69.310
Vontobel Financial P  6.500 3/25/2022   EUR   65.280
Vontobel Financial P  6.000 6/24/2022   EUR   63.810
Credit Suisse AG/Lon 10.000 5/13/2022   USD   59.480
Vontobel Financial P 13.500 6/24/2022   EUR   60.910
Bank Julius Baer & C  8.800 04/06/2022  CHF   41.550
Leonteq Securities A  2.700 04/01/2026  EUR   39.510
Leonteq Securities A 19.000 04/08/2022  USD   45.340
Leonteq Securities A 15.000 04/08/2022  CHF   73.200
Leonteq Securities A 10.600 10/12/2022  CHF   62.570
UBS AG/London        14.250 10/07/2022  USD   42.700
UBS AG/London        15.500 04/07/2022  USD   45.200
UBS AG/London         9.500 04/11/2022  CHF   47.450
UBS AG/London         9.000 10/10/2022  CHF   69.900
Raiffeisen Schweiz G  7.200 10/06/2022  CHF   71.170
Zurcher Kantonalbank 14.250 4/19/2022   CHF   72.510
Bank Julius Baer & C  7.700 7/13/2022   CHF   50.250
Zurcher Kantonalbank  9.500 4/26/2022   CHF   77.240
Corner Banca SA      14.000 4/26/2022   USD   56.510
Zurcher Kantonalbank 20.000 4/14/2022   EUR   73.840
Zurcher Kantonalbank 11.500 4/14/2022   CHF   72.350
Zurcher Kantonalbank 15.000 4/20/2022   CHF   62.930
Bank Vontobel AG     11.003 10/03/2022  CHF   66.700
Bank Vontobel AG      9.007 10/03/2022  CHF   76.100
Goldman Sachs & Co W 10.000 5/25/2022   EUR   73.840
Goldman Sachs & Co W 19.000 5/25/2022   EUR   60.350
Goldman Sachs & Co W 18.000 6/22/2022   EUR   61.510
Goldman Sachs & Co W 22.000 6/22/2022   EUR   57.550
Goldman Sachs & Co W 14.000 9/21/2022   EUR   66.280
Goldman Sachs & Co W 19.000 9/21/2022   EUR   61.660
Goldman Sachs & Co W 10.00012/21/2022   EUR   72.710
Goldman Sachs & Co W 16.00012/21/2022   EUR   64.050
Goldman Sachs & Co W  7.000 4/21/2022   EUR   68.550
Goldman Sachs & Co W  7.000 5/25/2022   EUR   65.880
Goldman Sachs & Co W  9.000 5/25/2022   EUR
Goldman Sachs & Co W  7.000 9/21/2022   EUR   67.750
Goldman Sachs & Co W 15.000 3/22/2023   EUR   66.820
Bank Julius Baer & C  7.400 7/13/2022   CHF   65.550
Bank Julius Baer & C  6.600 7/13/2022   CHF   67.250
UniCredit Bank AG     8.500 6/16/2022   EUR   64.840
DZ Bank AG Deutsche  10.750 3/23/2022   EUR   69.030
DZ Bank AG Deutsche  12.700 6/24/2022   EUR   74.020
DZ Bank AG Deutsche  21.200 6/24/2022   EUR   59.920
Bank Julius Baer & C 11.200 05/12/2022  CHF   68.250
DZ Bank AG Deutsche  11.200 9/23/2022   EUR   70.920
DZ Bank AG Deutsche  11.700 9/23/2022   EUR   72.770
DZ Bank AG Deutsche   8.250 3/23/2022   EUR   65.290
DZ Bank AG Deutsche   4.750 9/19/2022   EUR   71.920
EFG International Fi 15.00011/14/2022   EUR   74.100
EFG International Fi 22.000 05/12/2022  CHF   64.190
EFG International Fi 14.000 05/12/2022  USD   54.650
UBS AG/London        14.75011/14/2022   CHF   53.350
UBS AG/London        11.50011/14/2022   EUR   71.950
UBS AG/London        10.50011/14/2022   CHF   50.550
UBS AG/London        11.25011/14/2022   CHF   71.200
UBS AG/London        11.75011/14/2022   CHF   52.300
Corner Banca SA      15.000 5/25/2022   CHF   50.200
Leonteq Securities A  9.450 5/13/2022   USD   25.210
Bank Vontobel AG     14.257 08/08/2022  CHF   71.400
DZ Bank AG Deutsche   6.250 3/23/2022   EUR   70.180
DZ Bank AG Deutsche   9.000 3/23/2022   EUR   72.140
DZ Bank AG Deutsche   4.500 6/22/2022   EUR   74.210
DZ Bank AG Deutsche   8.500 6/22/2022   EUR   63.620
DZ Bank AG Deutsche  18.800 5/27/2022   EUR   63.920
DZ Bank AG Deutsche  19.000 9/23/2022   EUR   63.190
DZ Bank AG Deutsche   6.750 6/20/2022   EUR   68.220
DZ Bank AG Deutsche   9.000 9/19/2022   EUR   74.600
Leonteq Securities A  9.00011/21/2022   CHF   65.480
Bank Julius Baer & C  8.550 5/13/2022   USD   49.200
Leonteq Securities A 10.00011/14/2022   CHF   69.750
Vontobel Financial P 18.500 6/24/2022   EUR   73.220
Vontobel Financial P 12.500 6/24/2022   EUR   73.830
Vontobel Financial P 18.500 6/24/2022   EUR   66.740
Vontobel Financial P 16.500 6/24/2022   EUR   68.880
Vontobel Financial P 14.000 6/24/2022   EUR   72.730
Vontobel Financial P 15.500 6/24/2022   EUR   70.960
Vontobel Financial P 16.000 6/24/2022   EUR   59.110
Vontobel Financial P 15.500 6/24/2022   EUR   73.120
Vontobel Financial P  7.500 6/24/2022   EUR   64.300
Vontobel Financial P  9.000 6/24/2022   EUR   78.050
Vontobel Financial P 18.500 6/24/2022   EUR   63.800
Vontobel Financial P 17.500 6/24/2022   EUR   56.220
Vontobel Financial P 17.000 6/24/2022   EUR   72.790
Zurcher Kantonalbank 15.750 5/20/2022   CHF   76.820
Zurcher Kantonalbank 10.000 5/20/2022   CHF   69.850
UniCredit Bank AG     6.500 9/15/2022   EUR   44.470
UniCredit Bank AG     7.300 6/14/2024   EUR   63.290
Zurcher Kantonalbank 20.500 5/19/2022   USD   68.720
Corner Banca SA      14.000 05/09/2022  CHF   39.020
EFG International Fi  4.900 11/10/2023  USD   70.170
Leonteq Securities A 13.000 05/09/2022  CHF   38.780
DZ Bank AG Deutsche   4.750 3/21/2022   EUR   74.830
Corner Banca SA      20.000 04/06/2022  USD   49.090
EFG International Fi 15.000 9/26/2022   CHF   56.260
UBS AG/London        26.250 9/26/2022   USD   53.350
Credit Suisse AG/Lon  8.500 3/24/2022   CHF   41.890
UBS AG/London        29.750 3/24/2022   CHF   39.500
Danske Bank A/S       7.500 01/09/2025  SEK   78.270
DZ Bank AG Deutsche   6.250 6/22/2022   EUR   71.710
BNP Paribas Emission  6.000 9/22/2022   EUR   72.460
BNP Paribas Emission  8.000 9/22/2022   EUR   67.680
Leonteq Securities A 10.000 6/29/2022   CHF   63.130
Leonteq Securities A 16.000 3/25/2022   CHF   70.940
Corner Banca SA      16.000 3/29/2022   EUR   65.320
Corner Banca SA      14.000 9/26/2022   USD   55.050
Leonteq Securities A 18.000 3/29/2022   CHF   39.720
DZ Bank AG Deutsche   6.250 3/23/2022   EUR   64.650
DZ Bank AG Deutsche   7.000 6/22/2022   EUR   68.930
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   61.260
DZ Bank AG Deutsche  10.000 6/22/2022   EUR   61.700
DZ Bank AG Deutsche   7.250 3/23/2022   EUR   60.500
DZ Bank AG Deutsche   8.500 3/23/2022   EUR   60.520
Bank Julius Baer & C  9.600 04/01/2022  EUR   68.950
BNP Paribas Emission  9.500 6/23/2022   EUR   53.540
BNP Paribas Emission 15.000 6/23/2022   EUR   45.580
Bank Julius Baer & C 19.800 04/04/2022  CHF   51.350
Corner Banca SA      16.000 04/06/2022  CHF   41.330
Vontobel Financial P 16.000 3/25/2022   EUR   63.080
Landesbank Baden-Wue  8.140 3/18/2022   EUR   63.970
Raiffeisen Schweiz G  8.000 10/06/2022  CHF   70.770
BNP Paribas Emission  7.500 6/23/2022   EUR   74.800
BNP Paribas Emission  8.000 6/23/2022   EUR   72.590
BNP Paribas Emission 13.000 6/23/2022   EUR   65.710
BNP Paribas Emission 11.000 6/23/2022   EUR   39.790
BNP Paribas Emission  8.000 6/23/2022   EUR   75.920
Raiffeisen Switzerla 14.000 3/22/2022   CHF   66.900
BNP Paribas Emission  9.000 6/23/2022   EUR   73.970
BNP Paribas Emission  8.000 6/23/2022   EUR   43.900
BNP Paribas Emission 16.000 6/23/2022   EUR   62.920
BNP Paribas Emission  5.500 6/23/2022   EUR   68.410
BNP Paribas Emission  6.000 6/23/2022   EUR   66.430
BNP Paribas Emission  7.500 6/23/2022   EUR   64.830
BNP Paribas Emission  8.000 6/23/2022   EUR   63.710
BNP Paribas Emission  9.500 6/23/2022   EUR   62.880
BNP Paribas Emission 12.000 6/23/2022   EUR   48.130
BNP Paribas Emission 15.000 6/23/2022   EUR   64.320
BNP Paribas Emission 14.000 6/23/2022   EUR   72.640
Leonteq Securities A 15.000 04/01/2022  CHF   65.690
Zurcher Kantonalbank  8.000 7/14/2022   CHF   72.040
BNP Paribas Emission 15.000 6/23/2022   EUR   44.100
BNP Paribas Emission 11.000 6/23/2022   EUR   71.140
BNP Paribas Emission 13.000 6/23/2022   EUR   38.270
BNP Paribas Emission 10.000 6/23/2022   EUR   67.640
BNP Paribas Emission 12.000 6/23/2022   EUR   70.070
Basler Kantonalbank  11.000 4/14/2022   CHF   73.620
Credit Suisse AG/Lon 13.250 05/04/2022  USD   52.320
Credit Suisse AG/Lon  9.500 05/10/2022  CHF   46.400
Bank Julius Baer & C 16.000 05/11/2022  EUR   27.400
BNP Paribas Emission 13.000 6/23/2022   EUR   64.660
EFG International Fi 10.000 9/26/2022   CHF   74.540
UBS AG/London        14.500 3/24/2022   CHF   67.250
UBS AG/London        21.250 3/24/2022   USD   62.350
UBS AG/London        15.500 3/24/2022   CHF   39.150
UBS AG/London        15.500 3/24/2022   CHF   31.400
Vontobel Financial P 13.000 6/24/2022   EUR   70.310
Vontobel Financial P 14.000 3/25/2022   EUR   69.810
Corner Banca SA      16.000 08/10/2022  EUR   67.140
Raiffeisen Switzerla 12.500 05/10/2022  EUR   36.240
Basler Kantonalbank   9.400 05/05/2022  CHF   69.490
Zurcher Kantonalbank 19.250 5/19/2022   CHF   77.760
Luzerner Kantonalban  5.000 05/11/2022  USD   52.900
Leonteq Securities A 21.420 05/11/2022  CHF   31.000
UniCredit Bank AG     7.200 9/15/2022   EUR   78.800
Leonteq Securities A 21.530 5/17/2022   CHF   29.640
Landesbank Baden-Wue  2.600 9/22/2023   EUR   72.560
Citigroup Global Mar  8.200 3/21/2024   SEK   70.290
Vontobel Financial P  9.000 06/08/2022  EUR   48.130
Leonteq Securities A 20.40011/16/2022   CHF   52.760
DZ Bank AG Deutsche  11.250 6/22/2022   EUR   74.280
DZ Bank AG Deutsche   7.000 3/23/2022   EUR   60.500
DZ Bank AG Deutsche  13.500 6/22/2022   EUR   71.530
DZ Bank AG Deutsche   8.500 3/23/2022   EUR   58.060
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   60.150
DZ Bank AG Deutsche   7.500 6/22/2022   EUR   70.720
Raiffeisen Schweiz G 15.00011/15/2022   CHF   70.990
Credit Suisse AG/Lon 10.250 06/02/2022  USD   37.230
Leonteq Securities A  9.000 09/07/2022  CHF   66.980
Leonteq Securities A  9.400 12/07/2022  EUR   75.110
Leonteq Securities A  8.000 12/07/2022  CHF   42.120
Zurcher Kantonalbank  9.500 8/26/2022   CHF   42.370
Zurcher Kantonalbank 10.000 6/14/2022   CHF   68.920
Zurcher Kantonalbank 15.000 6/14/2022   CHF   63.250
Vontobel Financial P 11.000 9/23/2022   EUR   46.220
Vontobel Financial P  9.500 6/24/2022   EUR   73.630
Vontobel Financial P 10.500 6/24/2022   EUR   72.180
Vontobel Financial P 12.750 6/24/2022   EUR   70.970
Vontobel Financial P  8.500 9/23/2022   EUR   74.760
Vontobel Financial P 10.500 9/23/2022   EUR   72.650
Vontobel Financial P 14.000 9/23/2022   EUR   68.760
Vontobel Financial P 17.000 9/23/2022   EUR   66.530
Vontobel Financial P 11.250 6/24/2022   EUR   72.280
Vontobel Financial P  5.500 6/24/2022   EUR   72.940
Vontobel Financial P 15.500 6/24/2022   EUR   67.270
Vontobel Financial P  6.000 9/23/2022   EUR   59.220
Vontobel Financial P  3.000 6/24/2022   EUR   57.020
Leonteq Securities A 20.000 8/23/2022   CHF   68.520
Leonteq Securities A 13.000 8/23/2022   CHF   45.510
Raiffeisen Schweiz G 14.000 2/20/2023   CHF   57.850
Corner Banca SA      12.000 8/23/2022   EUR   70.810
Leonteq Securities A 15.00011/23/2022   CHF   48.770
Leonteq Securities A 20.000 8/23/2022   USD   37.450
Bank Julius Baer & C  9.85011/16/2022   CHF   48.000
Leonteq Securities A 12.000 06/08/2022  CHF   20.840
SG Issuer SA          2.100 5/16/2033   EUR   81.720
Zurcher Kantonalbank 14.000 6/14/2022   CHF   68.290
Zurcher Kantonalbank  9.500 6/15/2022   EUR   67.270
Vontobel Financial P  8.500 9/23/2022   EUR   48.480
Vontobel Financial P 19.000 6/24/2022   EUR   41.870
Vontobel Financial P 11.500 6/24/2022   EUR   70.790
Vontobel Financial P 11.000 9/23/2022   EUR   71.410
Vontobel Financial P 12.000 9/23/2022   EUR   70.480
Vontobel Financial P 13.000 9/23/2022   EUR   69.590
Vontobel Financial P 15.000 9/23/2022   EUR   67.970
Vontobel Financial P  9.500 6/24/2022   EUR   72.470
Vontobel Financial P 10.000 6/24/2022   EUR   51.940
Vontobel Financial P 16.500 6/24/2022   EUR   66.130
Vontobel Financial P  8.500 9/23/2022   EUR   63.640
DZ Bank AG Deutsche   5.000 9/19/2022   EUR   74.160
Zurcher Kantonalbank 11.600 11/10/2022  EUR   67.860
Basler Kantonalbank   9.40011/24/2022   CHF   73.790
DZ Bank AG Deutsche   5.250 3/23/2022   EUR   71.180
DZ Bank AG Deutsche  10.750 3/23/2022   EUR   71.270
Leonteq Securities A 24.00011/15/2022   CHF   73.840
DZ Bank AG Deutsche  13.000 3/23/2022   EUR   60.600
DZ Bank AG Deutsche  12.000 6/22/2022   EUR   62.210
Leonteq Securities A 30.00011/15/2022   CHF   60.560
DZ Bank AG Deutsche   6.750 6/22/2022   EUR   68.240
Leonteq Securities A 22.80011/16/2022   CHF   58.300
Raiffeisen Schweiz G  9.00011/15/2022   CHF   77.320
Vontobel Financial P 18.650 06/09/2022  EUR   22.460
UniCredit Bank AG     8.40012/14/2022   EUR   80.120
Goldman Sachs & Co W 19.000 6/22/2022   EUR   73.870
UniCredit Bank AG     7.400 12/09/2024  EUR   73.320
Credit Suisse AG/Lon 10.500 09/05/2022  EUR   67.840
Zurcher Kantonalbank  6.500 6/14/2022   CHF   64.630
Leonteq Securities A 10.000 12/07/2022  USD   72.840
Vontobel Financial P 14.000 9/23/2022   EUR   44.720
Credit Suisse AG/Lon 11.500 06/01/2022  EUR   65.420
Vontobel Financial P 22.000 6/24/2022   EUR   74.110
Vontobel Financial P 13.000 6/24/2022   EUR   69.600
Vontobel Financial P 12.000 6/24/2022   EUR   65.330
Vontobel Financial P  9.750 6/24/2022   EUR   39.070
DZ Bank AG Deutsche   7.000 9/19/2022   EUR   72.330
DZ Bank AG Deutsche   6.800 6/20/2022   EUR   74.880
Raiffeisen Centroban 10.500 9/22/2022   EUR   57.690
Leonteq Securities A 11.000 2/23/2023   CHF   45.070
Bank Julius Baer & C  8.000 09/08/2022  CHF   68.950
Leonteq Securities A  8.000 2/23/2023   USD   62.510
Zurcher Kantonalbank 19.250 6/15/2022   CHF   55.100
Vontobel Financial P 13.750 6/24/2022   EUR   40.210
DekaBank Deutsche Gi  4.000 07/07/2022  EUR   55.720
Leonteq Securities A 21.840 06/09/2022  CHF   73.310
Bank Vontobel AG     15.004 8/26/2022   CHF   37.600
DZ Bank AG Deutsche   8.750 6/22/2022   EUR   70.060
DZ Bank AG Deutsche   5.250 9/21/2022   EUR   67.610
DZ Bank AG Deutsche   5.75012/21/2022   EUR   67.300
Landesbank Baden-Wue  3.40011/25/2022   EUR   59.530
DZ Bank AG Deutsche   7.50012/21/2022   EUR   75.250
DZ Bank AG Deutsche   8.250 3/22/2023   EUR   67.750
DZ Bank AG Deutsche  11.250 6/22/2022   EUR   67.390
DZ Bank AG Deutsche   7.750 6/22/2022   EUR   71.110
DZ Bank AG Deutsche   5.500 3/22/2023   EUR   72.050
DZ Bank AG Deutsche   8.500 9/21/2022   EUR   72.020
DZ Bank AG Deutsche   9.750 9/21/2022   EUR   73.390
DZ Bank AG Deutsche   8.00012/21/2022   EUR   71.480
DZ Bank AG Deutsche   6.250 9/21/2022   EUR   71.430
DZ Bank AG Deutsche   5.25012/21/2022   EUR   67.740
DZ Bank AG Deutsche   8.000 6/22/2022   EUR   74.200
DZ Bank AG Deutsche   6.750 9/21/2022   EUR   73.890
DZ Bank AG Deutsche   7.250 9/21/2022   EUR   73.940
Leonteq Securities A 30.000 1/18/2023   CHF   65.780
Societe Generale Eff 14.000 6/24/2022   EUR   62.710
DZ Bank AG Deutsche  18.800 9/23/2022   EUR   72.070
Societe Generale Eff  7.50010/28/2022   EUR   74.500
DZ Bank AG Deutsche  18.50011/25/2022   EUR   46.700
DZ Bank AG Deutsche  20.40012/23/2022   EUR   47.140
Landesbank Baden-Wue  3.000 9/23/2022   EUR   56.030
Vontobel Financial P  5.00012/23/2022   EUR   66.690
Vontobel Financial P  8.00012/23/2022   EUR   68.320
Vontobel Financial P  7.00012/23/2022   EUR   72.730
DZ Bank AG Deutsche  14.200 6/24/2022   EUR   62.640
DZ Bank AG Deutsche  21.600 6/24/2022   EUR   59.610
DZ Bank AG Deutsche  10.90011/25/2022   EUR   66.260
Vontobel Financial P  8.50012/23/2022   EUR   68.210
Vontobel Financial P 15.00012/23/2022   EUR   63.260
Vontobel Financial P  9.50012/23/2022   EUR   68.270
UniCredit Bank AG     6.30012/21/2022   EUR   69.380
UBS AG/London        11.250 12/09/2022  CHF   47.550
Societe Generale Eff  5.75010/28/2022   EUR   64.710
Credit Suisse AG/Lon 10.250 11/09/2022  USD   51.080
Credit Suisse AG/Lon  9.500 11/04/2022  CHF   81.060
Credit Suisse AG/Lon 15.750 11/10/2022  CHF   54.430
Leonteq Securities A 22.860 8/24/2022   CHF   64.810
Vontobel Financial P  9.000 6/24/2022   EUR   73.860
Vontobel Financial P  9.500 9/23/2022   EUR   61.090
DZ Bank AG Deutsche  12.200 9/23/2022   EUR   61.220
Leonteq Securities A  8.000 6/27/2023   USD   79.900
Vontobel Financial P  5.50012/23/2022   EUR   75.520
Vontobel Financial P 15.00012/23/2022   EUR   70.650
DZ Bank AG Deutsche  11.800 9/23/2022   EUR   64.970
Vontobel Financial P  9.50012/23/2022   EUR   67.100
Vontobel Financial P 11.50012/23/2022   EUR   71.100
Vontobel Financial P 14.50012/23/2022   EUR   73.460
Vontobel Financial P  6.00012/23/2022   EUR   62.900
Vontobel Financial P  9.50012/23/2022   EUR   68.830
Leonteq Securities A 23.40010/25/2022   CHF   62.100
UniCredit Bank AG     4.250 9/14/2022   EUR   61.190
Bank Julius Baer & C  9.000 07/01/2022  USD   50.900
Landesbank Baden-Wue  2.80012/23/2022   EUR   58.940
UniCredit Bank AG     3.500 2/13/2023   EUR   43.990
DZ Bank AG Deutsche  10.000 6/24/2022   EUR   70.950
DZ Bank AG Deutsche  10.00012/23/2022   EUR   70.200
Societe Generale Eff 25.250 7/22/2022   EUR   59.470
Leonteq Securities A 15.000 2/24/2023   USD   70.940
Leonteq Securities A 14.000 2/23/2023   CHF   69.490
DZ Bank AG Deutsche  19.100 6/24/2022   EUR   71.000
DZ Bank AG Deutsche  23.900 6/24/2022   EUR   68.740
Societe Generale Eff 13.500 9/23/2022   EUR   74.860
Societe Generale Eff  9.500 8/26/2022   EUR   72.250
Leonteq Securities A 20.00012/27/2022   USD   55.000
Societe Generale Eff  6.50010/28/2022   EUR   75.740
Societe Generale Eff  8.50010/28/2022   EUR   73.430
DZ Bank AG Deutsche  17.70012/23/2022   EUR   47.480
DZ Bank AG Deutsche  17.700 3/24/2023   EUR   49.350
Vontobel Financial P 10.00012/23/2022   EUR   64.790
Vontobel Financial P 16.00012/23/2022   EUR   68.600
Vontobel Financial P 11.00012/23/2022   EUR   68.710
Vontobel Financial P  5.50012/23/2022   EUR   72.050
Vontobel Financial P  7.50012/23/2022   EUR   69.390
DZ Bank AG Deutsche   6.700 3/24/2023   EUR   70.360
Vontobel Financial P  8.50012/23/2022   EUR   64.790
UniCredit Bank AG     4.550 9/28/2023   EUR   70.680
UniCredit Bank AG     3.750 9/14/2022   EUR   52.660
Societe Generale Eff 23.000 8/26/2022   EUR   60.610
Vontobel Financial P  4.900 7/13/2023   EUR   67.930
Societe Generale Eff  9.000 8/26/2022   EUR   75.500
Societe Generale Eff  7.500 9/23/2022   EUR   77.260
Landesbank Baden-Wue  3.85012/23/2022   EUR   72.400
Landesbank Baden-Wue 10.50012/23/2022   EUR   57.930
Vontobel Financial P 23.00012/23/2022   EUR   70.580
Landesbank Baden-Wue  3.400 2/24/2023   EUR   66.200
Vontobel Financial P  9.25012/23/2022   EUR   71.400
Vontobel Financial P 16.00012/23/2022   EUR   76.050
UniCredit Bank AG     5.150 01/02/2023  EUR   61.560
Landesbank Baden-Wue  3.400 1/27/2023   EUR   63.810
Landesbank Baden-Wue  6.70012/23/2022   EUR   72.940
SG Issuer SA          5.000 5/23/2024   EUR   58.140
Landesbank Baden-Wue  7.35012/23/2022   EUR   62.720
Landesbank Baden-Wue 10.00012/23/2022   EUR   57.100
Landesbank Baden-Wue 12.00012/23/2022   EUR   55.670
SG Issuer SA          5.000 04/02/2024  EUR   57.390
Landesbank Baden-Wue  6.00012/23/2022   EUR   63.390
Vontobel Financial P 10.50012/23/2022   EUR   74.120
Leonteq Securities A 20.400 11/01/2022  CHF   53.540
DZ Bank AG Deutsche   8.250 9/21/2022   EUR   68.620
DZ Bank AG Deutsche   8.500 6/22/2022   EUR   65.980
DZ Bank AG Deutsche   7.250 6/22/2022   EUR   65.830
Vontobel Financial P 10.00012/23/2022   EUR   64.810
Vontobel Financial P  4.00012/23/2022   EUR   59.390
Vontobel Financial P  5.00012/23/2022   EUR   60.230
DZ Bank AG Deutsche  17.600 6/24/2022   EUR   63.570
DZ Bank AG Deutsche  15.600 9/23/2022   EUR   66.260
DZ Bank AG Deutsche  19.900 6/24/2022   EUR   68.750
DZ Bank AG Deutsche  18.000 6/24/2022   EUR   33.130
DZ Bank AG Deutsche  16.200 6/24/2022   EUR   74.510
Bank Julius Baer & C 17.200 02/06/2023  USD   63.100
UniCredit Bank AG     6.250 04/07/2022  EUR   58.250
UniCredit Bank AG     7.500 04/07/2022  EUR   73.600
Vontobel Financial P 15.50012/23/2022   EUR   50.980
Vontobel Financial P 16.700 05/06/2022  USD   73.130
Leonteq Securities A 24.000 11/04/2022  CHF   58.270
Vontobel Financial P  9.750 3/25/2022   EUR   61.690
Zurcher Kantonalbank 13.500 3/25/2022   CHF   57.750
DZ Bank AG Deutsche   8.250 3/23/2022   EUR   73.530
DZ Bank AG Deutsche  11.500 3/23/2022   EUR   49.180
Vontobel Financial P 14.000 3/25/2022   EUR   69.810
Vontobel Financial P  6.650 3/16/2022   EUR   66.290
Vontobel Financial P 11.100 3/16/2022   EUR   66.290
Vontobel Financial P 11.000 3/25/2022   EUR   73.720
UniCredit Bank AG    13.900 4/21/2022   EUR   56.170
Vontobel Financial P  9.000 4/13/2022   EUR   48.760
Leonteq Securities A 15.000 6/16/2022   EUR   66.830
Leonteq Securities A 15.000 6/16/2022   USD   46.840
Zurcher Kantonalbank 11.500 3/25/2022   CHF   45.360
UniCredit Bank AG     6.200 4/13/2022   EUR   41.350
UniCredit Bank AG     8.100 4/13/2022   EUR   66.950
Raiffeisen Switzerla 11.000 6/15/2022   CHF   68.910
Raiffeisen Switzerla 10.000 6/15/2022   CHF   72.370
Landesbank Baden-Wue  3.000 5/27/2022   EUR   37.450
Landesbank Baden-Wue  5.200 5/27/2022   EUR   33.880
Landesbank Baden-Wue  7.750 5/27/2022   EUR   31.160
Societe Generale Eff 16.25010/28/2022   EUR   73.170
Societe Generale Eff 18.25010/28/2022   EUR   71.620
Societe Generale Eff 22.25010/28/2022   EUR   69.260
Landesbank Baden-Wue  2.100 5/26/2023   EUR   74.420
Landesbank Baden-Wue  3.650 6/23/2023   EUR   72.280
Landesbank Baden-Wue  6.000 5/26/2023   EUR   72.480
Societe Generale Eff  6.50011/25/2022   EUR   75.420
Societe Generale Eff  7.50011/25/2022   EUR   74.170
Societe Generale Eff 10.750 6/24/2022   EUR   70.400
Societe Generale Eff 10.75011/25/2022   EUR   69.420
Vontobel Financial P  8.50012/23/2022   EUR   67.580
Landesbank Baden-Wue  4.000 5/26/2023   EUR   55.330
Landesbank Baden-Wue  6.200 5/26/2023   EUR   51.120
Landesbank Baden-Wue  7.850 5/26/2023   EUR   51.550
Societe Generale Eff 10.75011/25/2022   EUR   47.080
Societe Generale Eff  9.250 9/23/2022   EUR   72.070
Societe Generale Eff 16.000 9/23/2022   EUR   42.850
Societe Generale Eff  6.75011/25/2022   EUR   54.260
Credit Suisse AG/Lon 13.750 1/18/2023   CHF   77.750
Societe Generale Eff 26.250 7/22/2022   EUR   67.890
Societe Generale Eff 14.250 7/22/2022   EUR   77.650
Societe Generale Eff 16.250 7/22/2022   EUR   75.480
Societe Generale Eff 22.250 7/22/2022   EUR   70.270
Leonteq Securities A 10.00011/25/2022   CHF   49.080
Societe Generale Eff 20.25010/28/2022   EUR   70.330
Vontobel Financial P 15.000 3/24/2023   EUR   69.950
Societe Generale Eff  4.75011/25/2022   EUR   62.630
Societe Generale Eff  8.75011/25/2022   EUR   49.670
Landesbank Baden-Wue  6.50010/27/2023   EUR   54.650
Landesbank Baden-Wue  8.00010/27/2023   EUR   53.430
Societe Generale Eff 20.250 7/22/2022   EUR   71.780
Societe Generale Eff 19.00011/25/2022   EUR   70.890
Societe Generale Eff 21.00011/25/2022   EUR   69.810
Societe Generale Eff 28.250 7/22/2022   EUR   66.960
Societe Generale Eff 17.750 8/26/2022   EUR   73.120
Societe Generale Eff 21.750 8/26/2022   EUR   70.070
Societe Generale Eff 25.750 8/26/2022   EUR   67.900
Societe Generale Eff 20.000 9/23/2022   EUR   70.840
Societe Generale Eff 24.000 9/23/2022   EUR   68.560
Societe Generale Eff 18.250 7/22/2022   EUR   73.540
Leonteq Securities A 10.80011/29/2022   CHF   76.890
Landesbank Baden-Wue  5.500 5/26/2023   EUR   73.220
Vontobel Financial P  6.500 3/24/2023   EUR   58.170
Societe Generale Eff 15.00011/25/2022   EUR   73.880
Societe Generale Eff 17.00011/25/2022   EUR   72.240
Landesbank Baden-Wue  3.000 5/26/2023   EUR   72.530
Landesbank Baden-Wue  2.400 6/23/2023   EUR   74.850
Landesbank Baden-Wue  4.600 6/23/2023   EUR   70.660
Societe Generale Eff 15.750 8/26/2022   EUR   74.920
Societe Generale Eff 19.750 8/26/2022   EUR   71.480
Societe Generale Eff 23.750 8/26/2022   EUR   68.890
Societe Generale Eff 14.000 9/23/2022   EUR   75.690
Societe Generale Eff 22.000 9/23/2022   EUR   69.600
Societe Generale Eff 14.25010/28/2022   EUR   74.940
Societe Generale Eff 24.250 7/22/2022   EUR   68.980
Societe Generale Eff 13.750 8/26/2022   EUR   77.050
Societe Generale Eff 12.000 9/23/2022   EUR   77.830
Societe Generale Eff 16.000 9/23/2022   EUR   73.880
Societe Generale Eff 12.25010/28/2022   EUR   77.070
Leonteq Securities A 10.20011/25/2022   CHF   75.760
Leonteq Securities A 22.82011/25/2022   CHF   48.140
Landesbank Baden-Wue  4.35010/27/2023   EUR   76.010
Landesbank Baden-Wue  3.00010/25/2024   EUR   37.080
Vontobel Financial P  8.000 3/24/2023   EUR   67.870
Vontobel Financial P  7.50012/23/2022   EUR   65.730
Vontobel Financial P  9.50012/23/2022   EUR   67.300
Vontobel Financial P  8.50012/23/2022   EUR   66.510
Vontobel Financial P 10.00012/23/2022   EUR   67.700
Vontobel Financial P  7.500 3/24/2023   EUR   67.350
Vontobel Financial P 14.500 3/24/2023   EUR   74.160
Societe Generale Eff  7.550 8/23/2024   EUR   57.210
Nordea Bank Abp       7.150 7/20/2024   SEK   76.860
Nordea Bank Abp       6.063 7/20/2024   SEK   73.920
EFG International Fi  6.200 08/05/2022  EUR   24.970
Vontobel Financial P  9.010 08/08/2022  EUR   78.190
Bank Vontobel AG      6.500 8/28/2023   CHF   67.200
Bank Vontobel AG      5.50011/28/2022   CHF   72.600
Corner Banca SA      17.000 1/17/2023   EUR   61.580
Credit Suisse AG/Lon  9.250 08/11/2022  CHF   46.540
UBS AG/London        13.250 4/14/2023   USD   73.700
Basler Kantonalbank  12.00011/24/2022   CHF   72.030
Zurcher Kantonalbank 15.000 9/23/2022   CHF   51.370
Zurcher Kantonalbank 20.000 9/23/2022   CHF   71.140
Zurcher Kantonalbank 10.250 9/27/2022   CHF   69.630
Vontobel Financial P  7.500 3/24/2023   EUR   70.060
Vontobel Financial P  6.500 3/24/2023   EUR   71.050
Vontobel Financial P  8.50012/23/2022   EUR   69.200
Bank Vontobel AG     17.000 09/05/2022  CHF   47.000
Bank Vontobel AG      9.500 12/12/2022  CHF   75.000
Societe Generale SA   4.50012/29/2022   USD
Zurcher Kantonalbank  8.00010/18/2022   CHF   46.460
UBS AG/London        10.750 3/15/2023   CHF   52.200
UBS AG/London        10.750 3/15/2023   USD   67.200
Vontobel Financial P 11.000 3/24/2023   EUR   69.830
Vontobel Financial P 13.00012/23/2022   EUR   69.570
Vontobel Financial P 14.50012/23/2022   EUR   65.590
Vontobel Financial P  8.500 3/24/2023   EUR   69.090
Vontobel Financial P  6.000 3/24/2023   EUR   66.490
Vontobel Financial P  5.50012/23/2022   EUR   64.930
Vontobel Financial P  7.00012/23/2022   EUR   68.020
Vontobel Financial P  7.50012/23/2022   EUR   68.400
Vontobel Financial P  9.00012/23/2022   EUR   69.600
Bank Vontobel AG     19.000 12/05/2022  CHF   51.500
Zurcher Kantonalbank 13.000 9/20/2022   USD   58.930
Zurcher Kantonalbank 12.000 9/20/2022   CHF   65.100
Credit Suisse AG/Lon 11.500 7/13/2022   CHF   45.030
Zurcher Kantonalbank 16.00010/14/2022   CHF   55.090
UBS AG/London        15.250 9/15/2023   USD   56.100
Credit Suisse AG/Lon 10.000 7/19/2022   EUR   37.330
Bank Vontobel AG     12.000 09/06/2022  USD   48.100
Bank Vontobel AG      7.000 10/02/2023  CHF   69.000
Bank Vontobel AG     13.500 3/31/2023   CHF   63.500
UBS AG/London        12.000 02/06/2023  USD   60.600
UBS AG/London        10.250 02/06/2023  CHF   65.450
Vontobel Financial P  9.500 3/24/2023   EUR   71.370
Vontobel Financial P  7.00012/23/2022   EUR   67.370
UniCredit Bank AG     6.500 2/20/2023   PLN   97.700
Bank Vontobel AG      8.750 4/18/2023   CHF   47.600
Vontobel Financial P  8.000 3/24/2023   EUR   70.590
UBS AG/London        15.000 09/09/2022  USD   50.500
Bank Vontobel AG     19.500 09/05/2022  CHF   32.000
Zurcher Kantonalbank 10.000 9/15/2022   CHF   72.870
Zurcher Kantonalbank 19.500 10/12/2022  CHF   57.800
UBS AG/London        15.500 07/07/2022  CHF   80.600
UBS AG/London        10.250 1/17/2023   USD   56.900
Bank Vontobel AG      8.000 03/06/2023  USD   66.800
Bank Vontobel AG     20.000 10/03/2022  CHF   67.800
Bank Vontobel AG     17.000 1/24/2023   CHF   45.000
Credit Suisse AG/Lon  9.50010/18/2022   CHF   43.540
Credit Suisse AG/Lon 13.50010/24/2022   USD   56.020
Raiffeisen Switzerla 10.000 1/18/2023   CHF   78.490
Raiffeisen Switzerla 17.400 1/17/2023   EUR   64.170
Zurcher Kantonalbank 10.000 01/11/2023  CHF   64.110
Societe Generale SA   4.50012/30/2024   USD   75.810
UBS AG/London        10.000 3/22/2023   CHF   67.050
Credit Suisse AG/Lon 10.000 7/22/2022   CHF   30.730
Credit Suisse AG/Lon 12.750 7/20/2022   CHF   45.740
Bank Vontobel AG     16.25011/28/2022   CHF   58.200
UBS AG/London         8.000 7/28/2022   EUR   53.100
Bank Vontobel AG      6.000 09/04/2023  CHF   68.900
Bank Vontobel AG     13.750 03/06/2023  EUR   42.700
UBS AG/London        17.25011/24/2022   EUR   45.800
UBS AG/London        21.250 2/20/2023   CHF   50.850
UBS AG/London         8.750 2/27/2023   USD   65.850
Credit Suisse AG/Lon 11.500 7/28/2022   USD   76.270
Credit Suisse AG/Lon 12.500 7/29/2022   USD   29.560
Credit Suisse AG/Lon 18.250 08/08/2022  USD   50.420
UBS AG/London        13.000 04/06/2023  USD   56.500
Zurcher Kantonalbank 14.50010/24/2022   USD   40.740
Zurcher Kantonalbank 10.00010/24/2022   USD   70.770
Vontobel Financial P  8.500 3/24/2023   EUR   70.360
Vontobel Financial P 11.000 3/24/2023   EUR   72.930
Zurcher Kantonalbank 10.000 07/11/2022  CHF   64.580
Societe Generale Eff 10.250 7/22/2022   EUR   71.610
UBS AG/London         7.250 07/10/2023  USD   73.850
Bank Vontobel AG     10.500 10/10/2022  CHF   72.000
Credit Suisse AG/Lon  9.000 10/07/2022  CHF   41.700
Bank Vontobel AG     20.00012/27/2022   CHF   65.700
Bank Vontobel AG      5.00012/27/2022   CHF   77.300
UBS AG/London        11.500 03/01/2023  USD   65.350
UBS AG/London        11.250 03/01/2023  CHF   45.350
UBS AG/London         9.750 03/01/2023  CHF   44.350
UBS AG/London         6.250 09/01/2023  EUR   73.150
Zurcher Kantonalbank  7.500 01/10/2023  CHF   70.540
Credit Suisse AG/Lon 11.000 10/03/2022  CHF   68.400
Credit Suisse AG/Lon  8.250 10/04/2022  EUR   75.150
Bank Vontobel AG     13.000 01/10/2023  CHF   47.800
Bank Vontobel AG     15.000 04/12/2023  EUR   53.800
UBS AG/London        10.250 03/09/2023  USD   48.400
Vontobel Financial P 11.000 3/24/2023   EUR   70.440
Vontobel Financial P  5.000 3/24/2023   EUR   65.450
Vontobel Financial P  7.00012/23/2022   EUR   66.110
Bank Vontobel AG      9.500 12/12/2022  CHF   75.500
Bank Vontobel AG      5.750 09/11/2023  CHF   66.100
Bank Vontobel AG     12.50011/28/2022   CHF   44.200
Zurcher Kantonalbank 21.000 9/16/2022   CHF   70.420
Credit Suisse AG/Lon  9.000 10/12/2022  EUR   71.210
Credit Suisse AG/Lon 13.500 7/18/2022   CHF   67.850
Zurcher Kantonalbank 13.00010/13/2022   CHF   71.380
Societe Generale SA   4.50012/29/2022   USD    0.380
Vontobel Financial P  9.00012/23/2022   EUR   73.900
UBS AG/London        12.000 3/22/2023   CHF   43.850
UBS AG/London         8.000 01/09/2023  CHF   70.150
UBS AG/London        17.250 7/14/2022   USD   74.000
UBS AG/London        21.250 7/14/2022   CHF   50.200
Zurcher Kantonalbank 19.500 09/08/2022  CHF   41.120
UBS AG/London        19.500 08/11/2022  CHF   43.700
Vontobel Financial P 10.50012/23/2022   EUR   67.600
Vontobel Financial P  7.500 3/24/2023   EUR   68.050
Vontobel Financial P  6.00012/23/2022   EUR   65.330
Vontobel Financial P  8.00012/23/2022   EUR   66.900
Vontobel Financial P  8.500 3/24/2023   EUR   71.100
Bank Vontobel AG     14.00011/28/2022   CHF   59.600
Credit Suisse AG/Lon 10.00012/28/2022   USD   47.120
Bank Vontobel AG     16.250 04/12/2023  CHF   63.700
Vontobel Financial P 12.50012/23/2022   EUR   71.670
Zurcher Kantonalbank  8.250 9/23/2022   CHF   73.430
UBS AG/London         9.250 2/13/2023   CHF   49.650
UBS AG/London         9.250 2/13/2023   USD   35.850
UBS AG/London         9.250 2/20/2023   CHF   45.000
Bank Vontobel AG      8.00011/28/2022   CHF   49.800
Bank Vontobel AG     11.00011/28/2022   CHF   77.600
Bank Vontobel AG     10.00011/28/2022   CHF   41.000
Zurcher Kantonalbank 25.000 9/20/2022   CHF   47.110
Credit Suisse AG/Lon 12.500 7/14/2022   USD   27.020
UBS AG/London        12.250 4/13/2023   CHF   48.650
UBS AG/London         5.500 3/15/2023   EUR   55.900
UBS AG/London        18.250 3/15/2023   CHF   46.150
UBS AG/London         8.500 9/22/2022   CHF   37.600
Zurcher Kantonalbank 20.000 10/12/2022  USD   57.890
Credit Suisse AG/Lon  9.50010/21/2022   EUR   70.940
Bank Vontobel AG     18.500 09/06/2022  USD   58.800
Bank Vontobel AG     13.00011/28/2022   CHF   53.100
Bank Vontobel AG     13.500 10/03/2022  CHF   71.300
Bank Vontobel AG      5.250 01/04/2023  CHF   68.300
Vontobel Financial P 11.50012/23/2022   EUR   68.380
UBS AG/London        11.750 08/04/2023  USD   68.600
UBS AG/London         9.250 03/01/2023  CHF   41.850
UBS AG/London        10.250 09/01/2022  EUR   75.950
Zurcher Kantonalbank  7.000 01/10/2023  CHF   75.230
Credit Suisse AG/Lon  7.25012/27/2022   CHF   67.440
Credit Suisse AG/Lon 14.500 9/30/2022   USD   42.480
Credit Suisse AG/Lon 13.700 9/25/2023   USD   58.440
Bank Vontobel AG      7.000 3/31/2023   CHF   66.500
Bank Vontobel AG     10.000 01/10/2023  CHF   60.900
UBS AG/London        15.750 03/09/2023  USD   54.450
Vontobel Financial P  7.500 3/24/2023   EUR   64.870
UBS AG/London        17.750 08/04/2022  CHF   47.250
UBS AG/London         8.750 08/04/2023  CHF   55.850
Bank Vontobel AG      5.250 3/24/2023   CHF   76.500
Credit Suisse AG/Lon 10.000 10/05/2022  USD   46.360
UBS AG/London         7.250 09/08/2023  CHF   73.550
Vontobel Financial P 10.000 3/24/2023   EUR   67.470
Vontobel Financial P 11.00012/23/2022   EUR   66.430
UBS AG/London         8.250 3/22/2023   CHF   69.050
Zurcher Kantonalbank 14.000 9/27/2022   USD   67.630
Credit Suisse AG/Lon 11.500 9/29/2022   CHF   41.240
Credit Suisse AG/Lon  7.500 10/03/2022  CHF   70.480
Credit Suisse AG/Lon 12.400 9/25/2023   EUR   60.650
Bank Vontobel AG     10.500 04/12/2023  CHF   52.900
Zurcher Kantonalbank 29.000 1/17/2023   CHF   66.370
Vontobel Financial P 12.000 3/24/2023   EUR   70.870
Vontobel Financial P  6.500 3/24/2023   EUR   67.010
Vontobel Financial P  9.000 3/24/2023   EUR   69.610
Bank Vontobel AG      6.50010/17/2022   CHF   67.400
Sberbank of Russia P  0.010 08/04/2025  RUB   73.310
Vontobel Financial P  8.500 3/24/2023   EUR   68.390
Vontobel Financial P  9.500 3/24/2023   EUR   69.430
Vontobel Financial P 13.50012/23/2022   EUR   64.550
Vontobel Financial P  8.500 3/24/2023   EUR   71.860
Vontobel Financial P  9.00012/23/2022   EUR   70.400
Vontobel Financial P  7.500 3/24/2023   EUR   70.820
Vontobel Financial P  7.50012/23/2022   EUR   69.210
Skandinaviska Enskil  7.800 7/15/2024   SEK   71.050
Skandinaviska Enskil  6.500 7/15/2024   SEK   71.370
Raiffeisen Schweiz G 16.00011/29/2022   CHF   65.170
Raiffeisen Schweiz G  9.000 5/26/2023   USD   69.670
Bank Vontobel AG      9.00011/20/2023   CHF   53.200
Bank Vontobel AG      7.500 5/26/2023   CHF   75.500
Bank Vontobel AG     21.750 5/26/2023   CHF   61.700
Bank Vontobel AG     12.500 2/27/2023   CHF   49.900
Bank Vontobel AG      9.000 5/26/2023   EUR   70.900
Bank Vontobel AG     12.00011/28/2022   CHF   68.800
Zurcher Kantonalbank 16.500 1/25/2023   CHF   69.200
Landesbank Baden-Wue  3.250 2/24/2023   EUR   66.940
Sberbank of Russia P  0.946 6/18/2025   RUB   63.600
Societe Generale Eff 11.50011/25/2022   EUR   78.380
Societe Generale Eff 14.50012/23/2022   EUR   74.490
Societe Generale Eff 18.50012/23/2022   EUR   71.120
Societe Generale Eff 14.250 9/23/2022   EUR   69.280
Societe Generale Eff 20.250 9/23/2022   EUR   64.530
Societe Generale Eff  8.75012/23/2022   EUR   76.700
Societe Generale Eff 10.75012/23/2022   EUR   72.850
Societe Generale Eff 12.75012/23/2022   EUR   70.160
Societe Generale Eff 16.75012/23/2022   EUR   66.680
Societe Generale Eff 13.750 8/26/2022   EUR   70.550
Societe Generale Eff 15.750 8/26/2022   EUR   68.150
Societe Generale Eff 19.750 8/26/2022   EUR   64.880
Societe Generale Eff 12.250 9/23/2022   EUR   71.840
UBS AG/London        18.000 01/12/2023  USD   76.200
Credit Suisse AG/Lon  8.50012/15/2022   EUR   63.820
EFG International Fi 18.00012/22/2022   CHF   78.220
Societe Generale Eff 12.50012/23/2022   EUR   76.950
Societe Generale Eff 16.50012/23/2022   EUR   72.620
Societe Generale Eff 20.50012/23/2022   EUR   69.920
Landesbank Baden-Wue  8.400 7/28/2023   EUR   71.200
Landesbank Baden-Wue  5.300 7/28/2023   EUR   74.600
Landesbank Baden-Wue  6.400 7/28/2023   EUR   77.890
Sberbank of Russia P  0.010 6/25/2025   RUB   65.700
DZ Bank AG Deutsche  14.500 1/25/2023   EUR   75.700
Leonteq Securities A 24.00012/21/2022   CHF   53.620
Leonteq Securities A 22.80012/21/2022   CHF   68.460
DZ Bank AG Deutsche  16.300 3/24/2023   EUR   74.340
DZ Bank AG Deutsche  23.300 6/24/2022   EUR   55.600
DZ Bank AG Deutsche  19.300 9/23/2022   EUR   58.490
DZ Bank AG Deutsche  21.600 9/23/2022   EUR   57.280
DZ Bank AG Deutsche  17.10012/23/2022   EUR   61.170
DZ Bank AG Deutsche  18.80012/23/2022   EUR   59.980
DZ Bank AG Deutsche  15.000 3/24/2023   EUR   62.560
DZ Bank AG Deutsche  16.300 3/24/2023   EUR   61.750
DZ Bank AG Deutsche  17.700 3/24/2023   EUR   60.940
Luzerner Kantonalban  7.00012/16/2024   USD   78.040
Bank Julius Baer & C 11.000 1/25/2023   EUR   76.300
Credit Suisse AG/Lon 15.500 1/19/2023   USD   78.180
EFG International Fi  7.000 5/23/2022   EUR   29.010
Leonteq Securities A 22.800 1/25/2023   CHF   75.250
Landesbank Baden-Wue  2.75011/25/2022   EUR   60.300
DZ Bank AG Deutsche  20.200 9/23/2022   EUR   73.090
UniCredit Bank AG     4.45012/29/2022   EUR   36.120
Raiffeisen Schweiz G 18.000 1/25/2023   CHF   75.500
Vontobel Financial P 16.00012/23/2022   EUR   72.690
Landesbank Baden-Wue  2.70010/28/2022   EUR   61.290
UniCredit Bank AG     4.400 12/10/2022  EUR   71.630
Raiffeisen Switzerla  9.000 7/21/2023   USD   78.790
SG Issuer SA          7.500 1/20/2025   SEK   50.090
DZ Bank AG Deutsche  24.80012/23/2022   EUR   68.270
DZ Bank AG Deutsche  21.900 6/24/2022   EUR   72.940
Vontobel Financial P 15.500 2/20/2023   EUR   72.920
UniCredit Bank AG     3.80012/29/2022   EUR   45.840
DekaBank Deutsche Gi  3.00012/29/2022   EUR   57.960
DZ Bank AG Deutsche  15.600 3/24/2023   EUR   49.560
Vontobel Financial P 11.50012/23/2022   EUR   73.810
Vontobel Financial P  4.00012/23/2022   EUR   78.520
Vontobel Financial P 13.00012/23/2022   EUR   67.140
Vontobel Financial P  6.50012/23/2022   EUR   70.680
Societe Generale Eff  5.600 09/04/2023  EUR   46.820
DZ Bank AG Deutsche  14.10012/23/2022   EUR   64.710
Vontobel Financial P 13.00012/23/2022   EUR   64.710
DZ Bank AG Deutsche   9.100 3/24/2023   EUR   67.610
Vontobel Financial P  4.00012/23/2022   EUR   54.180
EFG International Fi 11.04010/25/2022   EUR   49.400
Raiffeisen Schweiz G 10.000 6/29/2022   CHF   66.150
Raiffeisen Schweiz G 11.000 6/29/2022   CHF   62.510
Societe Generale Eff 10.50010/28/2022   EUR   48.360
Leonteq Securities A 14.000 2/22/2023   EUR   61.260
Leonteq Securities A 14.00012/27/2022   CHF   60.940
BNP Paribas Emission  3.000 6/23/2022   EUR   69.200
Leonteq Securities A 27.30011/22/2022   USD   46.530
SG Issuer SA          7.740 7/20/2025   SEK   59.040
Leonteq Securities A 12.000 6/27/2023   CHF   70.130
BNP Paribas Emission  3.000 6/23/2022   EUR   72.070
BNP Paribas Emission  3.000 6/23/2022   EUR   67.840
BNP Paribas Emission  3.000 9/22/2022   EUR   69.580
DZ Bank AG Deutsche   8.500 9/21/2022   EUR   70.340
Leonteq Securities A 13.00012/27/2022   USD   80.370
BNP Paribas Emission  3.000 6/23/2022   EUR   66.530
Corner Banca SA      14.000 3/27/2023   CHF   71.950
BNP Paribas Emission  3.000 9/22/2022   EUR   67.040
BNP Paribas Emission  3.00012/22/2022   EUR   70.150
BNP Paribas Emission  4.00012/22/2022   EUR   68.500
DZ Bank AG Deutsche   8.25012/21/2022   EUR   72.960
DZ Bank AG Deutsche   5.25012/21/2022   EUR   68.140
DZ Bank AG Deutsche   8.25012/21/2022   EUR   69.960
DZ Bank AG Deutsche   9.000 6/22/2022   EUR   73.480
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   73.020
DZ Bank AG Deutsche   8.500 6/22/2022   EUR   69.020
DZ Bank AG Deutsche   6.750 9/21/2022   EUR   70.340
DZ Bank AG Deutsche   6.25012/21/2022   EUR   71.100
DZ Bank AG Deutsche  12.25012/21/2022   EUR   60.910
Raiffeisen Schweiz G 17.50012/27/2022   CHF   67.760
Credit Suisse AG/Lon 20.00012/21/2022   USD   63.890
Bank Vontobel AG     20.00012/27/2022   CHF   67.500
Bank Vontobel AG      9.50012/27/2023   CHF   59.600
Bank Vontobel AG     18.75012/27/2022   CHF   60.400
Bank Vontobel AG     25.00012/27/2022   CHF   71.900
Raiffeisen Switzerla 15.00012/27/2022   CHF   59.320
Raiffeisen Switzerla  9.000 6/27/2023   USD   74.310
DZ Bank AG Deutsche   4.500 9/21/2022   EUR   64.420
BNP Paribas Emission  3.000 9/22/2022   EUR   72.260
BNP Paribas Emission  3.00012/22/2022   EUR   72.670
DZ Bank AG Deutsche   8.50012/21/2022   EUR   74.090
Zurcher Kantonalbank 10.50011/16/2022   CHF   75.240
Leonteq Securities A 17.00010/25/2022   USD   63.550
Leonteq Securities A 10.000 4/25/2023   CHF   76.010
Bank Julius Baer & C 10.25012/29/2022   CHF   63.100
Vontobel Financial P  8.50012/23/2022   EUR   69.240
Credit Suisse AG/Lon  7.37012/28/2022   USD    9.730
Vontobel Financial P 10.00012/23/2022   EUR   66.670
Vontobel Financial P  9.00012/23/2022   EUR   72.850
Zurcher Kantonalbank 19.00011/15/2022   CHF   57.240
Zurcher Kantonalbank 20.00011/15/2022   USD   57.640
Vontobel Financial P 14.50012/23/2022   EUR   74.890
Vontobel Financial P 10.50012/23/2022   EUR   74.030
Vontobel Financial P  9.50012/23/2022   EUR   67.240
Zurcher Kantonalbank  6.40011/16/2022   USD   73.780
Landesbank Baden-Wue  2.700 9/22/2023   EUR   70.610
Raiffeisen Schweiz G 12.000 6/29/2022   CHF   67.110
Raiffeisen Schweiz G 13.000 6/29/2022   CHF   64.050
Raiffeisen Schweiz G 20.000 6/29/2022   CHF   42.230
EFG International Fi 11.780 07/11/2022  USD   76.430
DZ Bank AG Deutsche  10.750 9/21/2022   EUR   70.910
DZ Bank AG Deutsche   8.000 3/23/2022   EUR   63.080
DZ Bank AG Deutsche   7.250 6/22/2022   EUR   66.360
DZ Bank AG Deutsche   8.500 9/21/2022   EUR   67.130
DZ Bank AG Deutsche   4.750 9/21/2022   EUR   74.130
DZ Bank AG Deutsche   6.750 9/21/2022   EUR   62.440
DZ Bank AG Deutsche   9.000 9/21/2022   EUR   63.570
DZ Bank AG Deutsche  11.000 9/21/2022   EUR   64.570
DZ Bank AG Deutsche   7.250 9/21/2022   EUR   64.220
DZ Bank AG Deutsche   5.750 6/22/2022   EUR   73.600
DZ Bank AG Deutsche   8.250 9/21/2022   EUR   74.150
DZ Bank AG Deutsche   7.250 6/22/2022   EUR   62.960
DZ Bank AG Deutsche   4.250 9/21/2022   EUR   61.780
DZ Bank AG Deutsche   6.000 9/21/2022   EUR   75.710
DZ Bank AG Deutsche   6.500 9/21/2022   EUR   73.580
DZ Bank AG Deutsche   6.000 6/22/2022   EUR   69.740
DZ Bank AG Deutsche   8.750 9/21/2022   EUR   68.810
DZ Bank AG Deutsche   6.500 9/21/2022   EUR   68.160
DZ Bank AG Deutsche   4.250 9/21/2022   EUR   65.220
DZ Bank AG Deutsche   5.250 6/22/2022   EUR   68.830
DZ Bank AG Deutsche   6.000 9/21/2022   EUR   64.360
DZ Bank AG Deutsche   7.000 3/23/2022   EUR   71.780
DZ Bank AG Deutsche   6.000 6/22/2022   EUR   71.650
DZ Bank AG Deutsche   5.000 9/21/2022   EUR   72.140
Vontobel Financial P  4.150 7/18/2023   EUR   70.010
Vontobel Financial P  9.40012/30/2022   CHF   38.120
Erste Group Bank AG  10.750 08/02/2022  EUR   56.900
Erste Group Bank AG   4.500 08/02/2025  EUR   73.650
Leonteq Securities A 20.000 6/29/2022   CHF   42.930
Zurcher Kantonalbank  7.000 01/09/2023  CHF   71.580
UniCredit Bank AG     9.250 7/27/2022   EUR   71.510
Zurcher Kantonalbank 15.750 07/08/2022  USD   52.050
Bank Vontobel AG      6.500 6/26/2023   CHF   70.500
Bank Vontobel AG      8.00512/27/2022   CHF   73.100
Bank Vontobel AG      7.00012/27/2022   CHF   57.600
Landesbank Baden-Wue  4.150 6/23/2023   EUR   51.620
Landesbank Baden-Wue  3.800 6/23/2023   EUR   52.100
Landesbank Baden-Wue  2.600 6/23/2023   EUR   55.060
Landesbank Baden-Wue  4.500 6/23/2023   EUR   69.130
Landesbank Baden-Wue  3.350 6/23/2023   EUR   71.070
Landesbank Baden-Wue  5.350 6/23/2023   EUR   66.570
Landesbank Baden-Wue  5.000 6/23/2023   EUR   49.850
Landesbank Baden-Wue  5.600 6/23/2023   EUR   52.730
Bank Julius Baer & C  5.80010/26/2022   CHF   58.000
DZ Bank AG Deutsche  10.50012/21/2022   EUR   74.140
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   66.830
DZ Bank AG Deutsche   8.500 9/21/2022   EUR   70.740
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   73.070
DZ Bank AG Deutsche  11.00012/21/2022   EUR   66.160
Bank Julius Baer & C 14.50010/26/2022   EUR   74.450
Leonteq Securities A 15.00010/26/2022   USD   74.850
Leonteq Securities A 20.40010/26/2022   CHF   48.480
Leonteq Securities A 22.20010/26/2022   CHF   72.730
Raiffeisen Schweiz G 18.00010/25/2022   CHF   64.920
Raiffeisen Schweiz G  8.000 7/25/2023   CHF   73.850
Raiffeisen Schweiz G 10.000 4/25/2023   CHF   63.480
Bank Julius Baer & C 22.500 4/27/2022   USD   65.100
Vontobel Financial P  9.25012/23/2022   EUR   69.980
DZ Bank AG Deutsche  12.200 6/24/2022   EUR   70.750
DZ Bank AG Deutsche  15.300 6/24/2022   EUR   68.240
DZ Bank AG Deutsche  10.500 9/23/2022   EUR   72.540
DZ Bank AG Deutsche  12.800 9/23/2022   EUR   70.600
DZ Bank AG Deutsche  12.20010/28/2022   EUR   71.900
DZ Bank AG Deutsche  11.30012/23/2022   EUR   72.200
DZ Bank AG Deutsche  16.600 9/23/2022   EUR   46.190
DZ Bank AG Deutsche  18.80010/28/2022   EUR   45.950
DZ Bank AG Deutsche  14.80012/23/2022   EUR   48.670
DZ Bank AG Deutsche  17.30012/23/2022   EUR   47.580
Vontobel Financial P  8.25012/23/2022   EUR   74.480
EFG International Fi 16.00010/27/2022   CHF   58.700
Erste Group Bank AG   5.500 08/02/2025  EUR   66.150
Zurcher Kantonalbank  8.000 07/07/2022  EUR   72.600
UniCredit Bank AG    10.100 7/27/2022   EUR   45.500
UniCredit Bank AG     9.800 7/27/2022   EUR   58.550
Zurcher Kantonalbank  8.250 07/07/2022  CHF   72.760
Bank Vontobel AG      6.502 6/26/2023   CHF   69.700
Bank Vontobel AG      8.00512/27/2022   CHF   73.600
Bank Vontobel AG      5.750 6/26/2023   CHF   72.600
Zurcher Kantonalbank 10.400 07/08/2022  CHF   67.050
Landesbank Baden-Wue  2.800 6/23/2023   EUR   53.890
Landesbank Baden-Wue  4.650 6/23/2023   EUR   67.990
Landesbank Baden-Wue  3.400 6/23/2023   EUR   71.320
Landesbank Baden-Wue  1.800 6/23/2023   EUR   77.200
EFG International Fi 17.000 6/30/2022   CHF   45.390
EFG International Fi 10.010 6/30/2022   EUR   43.040
UBS AG/London         9.900 07/01/2024  EUR   65.440
Raiffeisen Centroban 11.750 08/04/2023  EUR   57.730
Bank Vontobel AG     18.000 8/29/2022   USD   55.800
Bank Vontobel AG     15.000 8/29/2022   USD   51.200
Credit Suisse AG/Lon 12.00010/18/2022   EUR   41.520
Credit Suisse AG/Lon  8.00010/25/2022   USD   77.090
UBS AG/London        10.50010/13/2022   CHF   74.750
UBS AG/London        14.750 4/14/2023   USD   63.650
UBS AG/London        13.250 4/14/2023   USD   55.400
Leonteq Securities A 15.000 4/21/2023   CHF   73.470
Leonteq Securities A 10.000 4/18/2023   USD   70.520
Zurcher Kantonalbank 23.00010/20/2022   CHF   63.560
Zurcher Kantonalbank 10.00010/25/2022   CHF   61.190
Zurcher Kantonalbank 26.80010/25/2022   CHF   65.550
UBS AG/London        10.00012/30/2022   CHF   53.900
UBS AG/London        13.000 10/06/2022  CHF   52.650
UBS AG/London        13.250 04/06/2023  USD   72.600
UBS AG/London        15.750 2/27/2023   CHF   56.600
Credit Suisse AG/Lon 12.250 7/28/2022   CHF   46.950
Credit Suisse AG/Lon  8.00010/28/2022   CHF   65.170
UBS AG/London         9.250 3/29/2023   USD   75.750
UBS AG/London        21.50011/25/2022   USD   73.750
Bank Vontobel AG      9.000 03/06/2023  CHF   66.900
Bank Vontobel AG     12.000 09/05/2022  EUR   51.800
Credit Suisse AG/Lon 16.000 08/05/2022  USD   40.920
Leonteq Securities A 17.000 1/18/2023   CHF   57.600
UBS AG/London        15.000 4/14/2023   USD   77.600
Corner Banca SA      16.000 1/24/2023   CHF   76.710
UBS AG/London        13.750 10/06/2023  USD   60.900
UBS AG/London         9.250 2/27/2023   CHF   47.200
UBS AG/London        11.000 2/27/2023   CHF   72.800
Credit Suisse AG/Lon 10.000 08/03/2022  EUR   35.370
Credit Suisse AG/Lon  9.500 08/03/2022  CHF   43.830
UBS AG/London        15.00011/25/2022   USD   73.850
Bank Vontobel AG     10.000 1/23/2023   CHF   46.000
UBS AG/London        18.750 02/06/2023  CHF   61.000
Bank Vontobel AG     11.000 12/05/2022  CHF   67.300
Credit Suisse AG/Lon 12.25010/24/2022   CHF   56.030
Credit Suisse AG/Lon 11.10010/13/2022   CHF   60.690
Vontobel Financial P  8.000 3/24/2023   EUR   74.810
UBS AG/London         8.000 01/09/2023  CHF   74.650
Credit Suisse AG/Lon 16.000 7/22/2022   USD   28.320
Bank Vontobel AG     14.750 1/16/2023   CHF   49.900
Bank Vontobel AG      8.500 1/23/2023   CHF   44.700
Bank Vontobel AG     25.000 8/25/2022   CHF   56.100
Leonteq Securities A  8.000 05/02/2023  CHF   17.530
Leonteq Securities A 12.000 05/02/2023  USD   62.910
Vontobel Financial P 14.50012/23/2022   EUR   73.280
Credit Suisse AG/Lon  4.550 2/23/2023   USD    9.750
Bank Vontobel AG     16.500 8/29/2022   CHF   43.000
UBS AG/London         8.500 1/30/2023   CHF   48.800
UBS AG/London         8.000 7/28/2023   CHF   68.300
Vontobel Financial P 15.00012/23/2022   EUR   71.270
Bank Vontobel AG     20.50011/21/2022   CHF   57.600
Bank Vontobel AG     20.00011/21/2022   CHF   61.100
Bank Vontobel AG      8.000 5/22/2023   CHF   68.300
Bank Vontobel AG     10.00011/21/2022   CHF   55.300
Bank Vontobel AG     18.00011/21/2022   USD   59.400
Bank Vontobel AG     10.750 5/22/2023   CHF   64.600
Bank Vontobel AG     12.000 2/20/2023   CHF   73.600
Bank Vontobel AG     14.000 5/22/2023   CHF   69.200
Bank Vontobel AG     10.000 1/23/2023   EUR   75.200
Bank Vontobel AG     15.00010/24/2022   CHF   58.700
Vontobel Financial P 10.50012/23/2022   EUR   70.090
Bank Vontobel AG      6.000 8/28/2023   CHF   68.700
Bank Vontobel AG     18.000 2/28/2023   CHF   54.700
Bank Vontobel AG      5.50011/28/2022   EUR   56.400
UBS AG/London        10.250 07/07/2022  EUR   45.800
UBS AG/London         8.750 1/16/2023   CHF   61.750
UBS AG/London        17.000 1/17/2023   USD   77.150
Bank Vontobel AG     12.250 12/05/2022  USD   66.900
Credit Suisse AG/Lon  5.20011/27/2023   USD    9.380
UBS AG/London        17.500 7/28/2022   CHF   48.700
Zurcher Kantonalbank  9.50010/20/2022   CHF   62.020
Credit Suisse AG/Lon 10.250 11/09/2022  USD   35.980
Credit Suisse AG/Lon 11.250 8/15/2022   EUR   58.160
Vontobel Financial P  8.50012/23/2022   EUR   68.520
Vontobel Financial P 12.000 3/24/2023   EUR   71.480
Vontobel Financial P 17.50012/23/2022   EUR   73.230
Vontobel Financial P 14.500 3/24/2023   EUR   74.080
Vontobel Financial P 15.000 3/24/2023   EUR   74.600
UBS AG/London        20.250 7/28/2022   USD   32.600
Leonteq Securities A 10.000 02/01/2023  CHF   38.920
Vontobel Financial P 12.500 3/24/2023   EUR   74.520
UBS AG/London         9.250 1/30/2023   USD   46.450
Leonteq Securities A 25.00011/29/2022   CHF   65.260
Leonteq Securities A 10.800 5/26/2023   EUR   66.560
Leonteq Securities A 17.600 5/30/2023   USD   67.500
Leonteq Securities A 10.00011/29/2023   EUR   73.820
Leonteq Securities A  8.000 03/01/2023  CHF   75.520
Leonteq Securities A 10.00011/29/2022   CHF   69.740
Raiffeisen Schweiz G  9.000 2/28/2023   CHF   66.230
Bank Vontobel AG      6.500 2/20/2023   CHF   45.600
Bank Vontobel AG      9.00011/20/2023   EUR   73.600
Bank Vontobel AG      8.00011/27/2023   EUR   61.500
Bank Vontobel AG      7.250 2/27/2023   CHF   74.800
Bank Vontobel AG     24.00011/28/2022   CHF   60.600
Bank Vontobel AG     18.250 5/26/2023   EUR   47.400
SG Issuer SA          7.600 1/20/2025   SEK   51.360
UBS AG/London         9.750 4/27/2023   USD   66.600
UBS AG/London        11.75010/27/2022   CHF   75.800
DZ Bank AG Deutsche   5.250 3/20/2023   EUR   73.410
Zurcher Kantonalbank 19.00010/26/2022   CHF   59.910
Landesbank Baden-Wue  9.25010/27/2023   EUR   76.270
Bank Vontobel AG     19.00010/31/2022   EUR   48.900
DZ Bank AG Deutsche   6.750 6/19/2023   EUR   72.510
Vontobel Financial P 17.75012/23/2022   EUR   55.740
Societe Generale Eff 12.75011/25/2022   EUR   45.530
Societe Generale Eff 18.000 7/22/2022   EUR   40.870
Leonteq Securities A 17.00011/22/2022   USD   55.850
Leonteq Securities A 13.000 2/22/2023   CHF   54.550
Zurcher Kantonalbank 16.00011/18/2022   CHF   67.590
Leonteq Securities A 18.50011/29/2022   CHF   65.150
Leonteq Securities A 10.800 5/26/2023   CHF   71.040
Leonteq Securities A 10.800 5/26/2023   EUR   70.510
Corner Banca SA      13.20011/29/2022   CHF   70.790
Leonteq Securities A 12.80011/29/2022   CHF   57.940
Corner Banca SA      11.00011/29/2022   CHF   46.650
Corner Banca SA      12.00011/29/2022   USD   60.550
Leonteq Securities A 10.00011/29/2022   CHF   67.360
Leonteq Securities A 11.000 5/30/2023   USD   70.990
UBS AG/London         7.640 4/20/2026   SEK   69.880
EFG International Fi 18.000 1/26/2023   USD   78.380
DZ Bank AG Deutsche   5.250 3/22/2023   EUR   70.400
DZ Bank AG Deutsche   5.750 3/22/2023   EUR   69.780
DZ Bank AG Deutsche   6.50012/21/2022   EUR   74.930
DZ Bank AG Deutsche   8.000 9/21/2022   EUR   74.680
DZ Bank AG Deutsche   6.00012/21/2022   EUR   72.280
DZ Bank AG Deutsche   8.750 9/21/2022   EUR   74.260
DZ Bank AG Deutsche   8.25012/21/2022   EUR   73.450
DZ Bank AG Deutsche   5.25012/21/2022   EUR   74.480
DZ Bank AG Deutsche   5.25012/21/2022   EUR   68.820
DZ Bank AG Deutsche   5.750 3/22/2023   EUR   72.460
DZ Bank AG Deutsche   9.250 3/22/2023   EUR   71.290
Sberbank of Russia P  0.010 7/24/2025   RUB   64.400
Landesbank Baden-Wue  3.500 8/26/2022   EUR   32.560
Landesbank Baden-Wue  5.450 8/26/2022   EUR   28.500
EFG International Fi  8.000 7/22/2022   CHF   60.900
DZ Bank AG Deutsche   8.250 9/21/2022   EUR   71.900
DZ Bank AG Deutsche   6.00012/21/2022   EUR   68.680
DZ Bank AG Deutsche   8.50012/21/2022   EUR   73.630
DZ Bank AG Deutsche  12.250 9/21/2022   EUR   72.810
DZ Bank AG Deutsche   5.25012/21/2022   EUR   69.490
Sberbank of Russia P  0.010 7/23/2025   RUB   70.510
DVM Construction Fov  3.000 7/29/2030   HUF   69.200
Credit Suisse AG/Lon 15.250 1/20/2023   USD   70.820
DZ Bank AG Deutsche   4.25012/21/2022   EUR   73.520
Vontobel Financial P 17.50012/23/2022   EUR   76.240
Vontobel Financial P 14.50012/23/2022   EUR   72.450
Vontobel Financial P 16.50012/23/2022   EUR   71.510
Credit Suisse AG/Lon  8.500 2/14/2023   EUR   73.280
Zurcher Kantonalbank 10.000 1/20/2023   EUR   73.800
UBS AG/London         6.380 06/07/2023  USD    9.800
DekaBank Deutsche Gi  4.250 05/03/2022  EUR   41.340
Deutsche Bank AG/Lon  2.200 4/14/2023   EUR   74.970
Raiffeisen Switzerla 11.500 05/10/2022  CHF   64.640
Vontobel Financial P 18.500 3/25/2022   EUR   71.720
Vontobel Financial P 19.500 3/25/2022   EUR   71.760
Vontobel Financial P 13.500 3/25/2022   EUR   73.830
Vontobel Financial P 14.500 6/24/2022   EUR   70.760
Vontobel Financial P 16.000 3/25/2022   EUR   69.890
Vontobel Financial P 11.500 6/24/2022   EUR   69.890
SG Issuer SA          8.700 1/20/2025   SEK   52.460
UniCredit Bank AG     3.100 5/28/2023   EUR   72.820
Bank Vontobel AG      9.00012/18/2023   CHF   54.900
Bank Vontobel AG      7.500 6/19/2023   CHF   71.300
Corner Banca SA      13.000 3/17/2023   CHF   71.120
Leonteq Securities A 14.000 3/17/2023   CHF   51.880
Leonteq Securities A 22.80012/16/2022   CHF   66.710
Raiffeisen Schweiz G 12.50012/20/2022   CHF   53.100
Raiffeisen Switzerla 10.00012/20/2022   CHF   69.180
Bank Vontobel AG     11.000 6/19/2023   CHF   71.400
Bank Vontobel AG     14.00012/19/2022   CHF   71.800
Raiffeisen Switzerla 18.20012/20/2022   CHF   70.410
Bank Vontobel AG     17.25012/19/2022   CHF   72.900
Bank Vontobel AG     10.25012/19/2022   CHF   49.700
Bank Vontobel AG     13.00012/19/2022   EUR   49.300
Societe Generale Eff 16.250 9/23/2022   EUR   67.310
Societe Generale Eff 18.250 9/23/2022   EUR   65.760
Societe Generale Eff 14.75012/23/2022   EUR   68.160
Societe Generale Eff 18.75012/23/2022   EUR   65.560
Societe Generale Eff 11.750 8/26/2022   EUR   73.610
Societe Generale Eff 17.750 8/26/2022   EUR   66.310
Societe Generale Eff 10.250 9/23/2022   EUR   74.850
UBS AG/London        17.500 07/12/2023  USD   72.500
Leonteq Securities A 17.00012/20/2022   CHF   70.170
Leonteq Securities A 14.000 3/17/2023   USD   69.990
Raiffeisen Switzerla  7.800 6/20/2023   CHF   75.300
Societe Generale Eff 14.75011/25/2022   EUR   44.600
Societe Generale Eff  8.50011/25/2022   EUR   73.100
Societe Generale Eff  8.75011/25/2022   EUR   71.450
Zurcher Kantonalbank 30.000 1/18/2023   USD   65.930
Zurcher Kantonalbank 10.000 7/18/2022   CHF   70.510
Banque Cantonale Vau 21.150 8/22/2022   CHF   45.560
Societe Generale Eff 11.75010/28/2022   EUR   58.200
Skandinaviska Enskil  8.200 1/15/2024   SEK   76.830
DZ Bank AG Deutsche   6.250 3/22/2023   EUR   68.120
DZ Bank AG Deutsche   8.250 3/22/2023   EUR   71.430
DZ Bank AG Deutsche   5.250 3/22/2023   EUR   68.550
DZ Bank AG Deutsche   8.750 6/22/2022   EUR   66.980
DZ Bank AG Deutsche   5.750 9/21/2022   EUR   66.160
DZ Bank AG Deutsche   8.500 9/21/2022   EUR   68.610
DZ Bank AG Deutsche   8.250 3/22/2023   EUR   72.070
DZ Bank AG Deutsche  18.100 3/24/2023   EUR   68.190
Societe Generale Eff 22.250 9/23/2022   EUR   62.670
Societe Generale Eff 10.50010/28/2022   EUR   72.900
Societe Generale Eff 12.50010/28/2022   EUR   70.160
Societe Generale Eff 14.50010/28/2022   EUR   67.850
Societe Generale Eff 16.50010/28/2022   EUR   66.070
Societe Generale Eff 20.50010/28/2022   EUR   63.600
Societe Generale Eff 15.50011/25/2022   EUR   66.820
DZ Bank AG Deutsche  21.700 9/23/2022   EUR   65.500
DZ Bank AG Deutsche  24.600 9/23/2022   EUR   63.910
Leonteq Securities A 25.80012/16/2022   CHF   52.440
Bank Vontobel AG      8.000 06/12/2023  EUR   72.400
Vontobel Financial P  9.50012/23/2022   EUR   75.540
Vontobel Financial P 17.50012/23/2022   EUR   71.090
Vontobel Financial P 10.50012/23/2022   EUR   74.840
Vontobel Financial P 13.50012/23/2022   EUR   72.990
Vontobel Financial P 11.50012/23/2022   EUR   74.180
Vontobel Financial P 24.00012/23/2022   EUR   81.920
Vontobel Financial P 10.00012/23/2022   EUR   75.000
Vontobel Financial P  6.00012/23/2022   EUR   60.990
Leonteq Securities A 15.000 01/10/2023  CHF   56.120
Leonteq Securities A 20.000 01/10/2023  CHF   64.560
Societe Generale Eff 23.750 7/22/2022   EUR   53.010
Societe Generale Eff 20.500 9/23/2022   EUR   55.080
Bank Julius Baer & C  8.450 8/15/2022   USD   80.000
Vontobel Financial P 24.50012/23/2022   EUR   56.070
Vontobel Financial P 15.50012/23/2022   EUR   71.960
Vontobel Financial P 19.50012/23/2022   EUR   70.380
Vontobel Financial P 12.50012/23/2022   EUR   73.570
Vontobel Financial P  6.50012/23/2022   EUR   61.380
Sberbank of Russia P  0.010 08/12/2025  RUB   73.100
Raiffeisen Switzerla  9.000 07/06/2023  USD   72.240
Societe Generale Eff 21.750 8/26/2022   EUR   54.230
Societe Generale Eff  8.50010/28/2022   EUR   76.250
Societe Generale Eff 18.50010/28/2022   EUR   64.690
Societe Generale Eff  7.50011/25/2022   EUR   77.950
Societe Generale Eff  9.50011/25/2022   EUR   74.300
Societe Generale Eff 11.50011/25/2022   EUR   71.280
Societe Generale Eff 13.50011/25/2022   EUR   68.730
Societe Generale Eff 17.50011/25/2022   EUR   65.330
Societe Generale Eff 19.50011/25/2022   EUR   64.180
DZ Bank AG Deutsche  18.50012/23/2022   EUR   67.410
DZ Bank AG Deutsche  20.60012/23/2022   EUR   66.430
DZ Bank AG Deutsche  19.400 1/27/2023   EUR   67.010
DZ Bank AG Deutsche  21.300 1/27/2023   EUR   66.290
DZ Bank AG Deutsche  16.500 3/24/2023   EUR   68.990
Raiffeisen Switzerla 20.000 01/06/2023  CHF   76.980
Landesbank Baden-Wue  5.60010/27/2023   EUR   74.230
Landesbank Baden-Wue  5.25010/27/2023   EUR   56.790
Bank Vontobel AG     16.50010/31/2022   CHF   58.100
Bank Vontobel AG     16.00010/31/2022   CHF   73.200
UBS AG/London        11.50010/27/2022   EUR   43.750
DZ Bank AG Deutsche   7.000 3/20/2023   EUR   74.240
DZ Bank AG Deutsche   4.750 6/19/2023   EUR   74.430
UBS AG/London         9.500 4/27/2023   USD   66.800
Zurcher Kantonalbank 20.00010/26/2022   USD   59.840
DZ Bank AG Deutsche   5.500 6/19/2023   EUR   72.500
Zurcher Kantonalbank 12.00010/26/2022   USD   67.300
DekaBank Deutsche Gi  3.100 04/08/2022  EUR   48.560
DekaBank Deutsche Gi  3.300 04/08/2022  EUR   47.760
Landesbank Baden-Wue  3.150 6/24/2022   EUR   70.390
Landesbank Baden-Wue  2.500 6/24/2022   EUR   64.240
UniCredit Bank AG     5.150 4/24/2023   EUR   67.870
Landesbank Baden-Wue  2.750 9/23/2022   EUR   62.880
UniCredit Bank AG     6.900 3/16/2022   EUR   63.910
UniCredit Bank AG     9.100 3/16/2022   EUR   64.800
UniCredit Bank AG    13.200 3/16/2022   EUR   40.230
UBS AG/London        14.750 2/17/2023   CHF   39.450
Vontobel Financial P  4.800 06/01/2022  EUR   72.610
Leonteq Securities A 13.400 5/18/2022   CHF   63.810
Leonteq Securities A 14.000 5/19/2022   CHF   40.830
Bank Vontobel AG     10.506 8/19/2022   EUR   62.400
Bank Vontobel AG      7.756 8/19/2022   CHF   62.600
Bank Vontobel AG     10.508 8/19/2022   CHF   44.400
Bank Vontobel AG     10.507 8/19/2022   CHF   44.400
Bank Vontobel AG     12.008 8/19/2022   CHF   42.700
Leonteq Securities A 15.000 8/19/2022   CHF   72.260
Leonteq Securities A 15.000 5/19/2022   CHF   29.840
Leonteq Securities A 12.400 8/19/2022   EUR   66.160
Leonteq Securities A 11.400 5/19/2022   CHF   61.780
Corner Banca SA      19.000 5/23/2022   USD   30.490
Leonteq Securities A 16.000 5/19/2022   CHF   63.360
Leonteq Securities A 19.000 5/23/2022   USD   65.000
Leonteq Securities A 10.000 5/19/2022   CHF   46.040
Leonteq Securities A  5.700 8/19/2022   USD   64.030
DZ Bank AG Deutsche   5.000 6/22/2022   EUR   70.370
DZ Bank AG Deutsche   5.250 3/23/2022   EUR   74.300
DZ Bank AG Deutsche   6.750 3/23/2022   EUR   61.390
DZ Bank AG Deutsche   8.000 3/23/2022   EUR   67.700
DZ Bank AG Deutsche   8.750 3/23/2022   EUR   67.710
EFG International Fi  4.500 2/26/2024   USD   56.340
Vontobel Financial P 11.500 3/25/2022   EUR   73.740
Vontobel Financial P 10.000 3/25/2022   EUR   74.390
Vontobel Financial P 16.000 3/25/2022   EUR   71.620
Vontobel Financial P 17.500 3/25/2022   EUR   71.680
Vontobel Financial P 18.500 3/25/2022   EUR   71.720
Vontobel Financial P 19.000 3/25/2022   EUR   71.740
UniCredit Bank AG    10.100 3/23/2022   EUR   65.740
Vontobel Financial P 11.500 3/25/2022   EUR   62.450
Landesbank Baden-Wue  3.000 6/24/2022   EUR   67.030
Raiffeisen Switzerla  7.000 8/19/2022   CHF   63.990
Raiffeisen Switzerla  7.700 8/19/2022   CHF   69.640
Raiffeisen Switzerla 13.000 5/19/2022   CHF   63.130
BNP Paribas Emission  8.000 9/22/2022   EUR   61.730
Societe Generale Eff  4.000 7/22/2022   EUR   55.500
BNP Paribas Emission  6.000 6/23/2022   EUR   66.520
BNP Paribas Emission  6.000 9/22/2022   EUR   67.500
Bank Vontobel AG     20.004 08/10/2022  CHF   72.400
UBS AG/London        11.000 8/24/2022   CHF   45.900
Credit Suisse AG/Lon  7.250 5/18/2022   CHF   66.640
Credit Suisse AG/Lon  8.100 8/23/2022   CHF   62.860
Vontobel Financial P 14.250 6/24/2022   EUR   55.830
Vontobel Financial P  8.000 6/24/2022   EUR   65.870
Leonteq Securities A 10.000 2/13/2023   USD   75.800
Leonteq Securities A 16.00011/16/2022   CHF   64.610
Leonteq Securities A 12.00011/16/2022   CHF   48.700
Bank Vontobel AG      6.500 2/13/2023   CHF   69.900
Bank Vontobel AG     10.000 8/15/2022   CHF   68.400
Bank Vontobel AG     14.500 2/13/2023   EUR   62.000
Bank Julius Baer & C 19.600 5/16/2022   CHF   44.100
Societe Generale Eff  3.500 8/26/2022   EUR   58.240
Bank Vontobel AG      7.756 2/13/2023   CHF   74.700
Bank Vontobel AG      7.508 05/12/2022  CHF   69.700
Leonteq Securities A  9.000 8/26/2022   CHF   64.330
Zurcher Kantonalbank 21.500 8/23/2022   USD   51.600
Zurcher Kantonalbank 20.500 8/23/2022   CHF   61.930
Vontobel Financial P 10.50012/23/2022   EUR   71.450
Vontobel Financial P  8.50012/23/2022   EUR   72.870
Vontobel Financial P 11.00012/23/2022   EUR   62.280
Vontobel Financial P  5.50012/23/2022   EUR   72.320
Vontobel Financial P  7.00012/23/2022   EUR   65.250
Vontobel Financial P 11.00012/23/2022   EUR   74.890
Vontobel Financial P  8.50012/23/2022   EUR   66.010
Vontobel Financial P  4.50012/23/2022   EUR   60.360
Vontobel Financial P  5.50012/23/2022   EUR   69.170
Vontobel Financial P  7.00012/23/2022   EUR   70.300
Vontobel Financial P 13.00012/23/2022   EUR   74.830
Bank Julius Baer & C  9.90010/21/2022   USD   57.100
Vontobel Financial P  6.50012/23/2022   EUR   75.420
Vontobel Financial P 10.50012/23/2022   EUR   70.930
Vontobel Financial P 15.50012/23/2022   EUR   68.340
Vontobel Financial P 12.00012/23/2022   EUR   52.340
Vontobel Financial P  8.50012/23/2022   EUR   69.430
Vontobel Financial P  7.50012/23/2022   EUR   75.510
Vontobel Financial P 10.00012/23/2022   EUR   73.040
Vontobel Financial P 14.00012/23/2022   EUR   69.610
Vontobel Financial P 16.50012/23/2022   EUR   68.110
Vontobel Financial P 15.50012/23/2022   EUR   68.440
Leonteq Securities A 10.000 1/18/2023   USD   68.090
Leonteq Securities A 12.000 1/18/2023   CHF   66.340
Leonteq Securities A  8.000 4/19/2023   CHF   73.220
Raiffeisen Centroban 10.429 3/22/2023   EUR   67.010
Raiffeisen Centroban 11.819 3/22/2023   EUR   67.150
Raiffeisen Centroban  7.648 3/22/2023   EUR   64.330
Raiffeisen Centroban  9.038 3/22/2023   EUR   64.450
Raiffeisen Centroban 10.429 3/22/2023   EUR   64.660
Leonteq Securities A 11.00010/18/2022   CHF   46.620
Goldman Sachs & Co W 10.00011/23/2022   EUR   74.670
Leonteq Securities A 21.60010/18/2022   CHF   50.230
Leonteq Securities A 30.00010/18/2022   CHF   70.590
DZ Bank AG Deutsche  10.750 6/22/2022   EUR   67.490
DZ Bank AG Deutsche  10.750 9/21/2022   EUR   63.590
DZ Bank AG Deutsche   7.500 3/23/2022   EUR   73.690
DZ Bank AG Deutsche   4.250 6/22/2022   EUR   74.140
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   71.430
DZ Bank AG Deutsche   8.750 9/21/2022   EUR   73.210
DZ Bank AG Deutsche   9.250 3/23/2022   EUR   68.660
Raiffeisen Schweiz G 18.00010/19/2022   CHF   65.690
Raiffeisen Schweiz G 13.00010/18/2022   CHF   48.800
Raiffeisen Schweiz G 20.00010/19/2022   CHF   48.450
Leonteq Securities A 24.24010/19/2022   CHF   57.650
UniCredit Bank AG     9.25011/16/2022   EUR   50.630
UniCredit Bank AG     6.55011/16/2022   EUR   71.750
UniCredit Bank AG     6.80011/16/2022   EUR   62.960
UniCredit Bank AG     5.05011/16/2022   EUR   66.870
UniCredit Bank AG     7.55011/17/2022   EUR   61.720
Bank Julius Baer & C 10.400 1/24/2023   USD   67.350
Bank Julius Baer & C 10.200 5/30/2023   EUR   11.600
Vontobel Financial P  8.50012/23/2022   EUR   74.860
Vontobel Financial P 13.00012/23/2022   EUR   52.190
Vontobel Financial P 10.75012/23/2022   EUR   64.800
Vontobel Financial P 18.50012/23/2022   EUR   68.680
Vontobel Financial P  6.500 3/25/2022   EUR   53.520
Vontobel Financial P  5.500 3/25/2022   EUR   53.480
Vontobel Financial P 15.500 3/25/2022   EUR   64.320
Leonteq Securities A 27.000 11/04/2022  CHF   67.610
UBS AG/London         9.250 03/10/2023  CHF   64.750
UBS AG/London        10.750 09/12/2022  CHF   61.250
UBS AG/London        16.500 09/12/2022  CHF   65.950
Raiffeisen Switzerla  8.500 09/08/2022  CHF   60.860
Goldman Sachs & Co W 15.000 4/21/2022   EUR   73.040
Goldman Sachs & Co W 19.000 4/21/2022   EUR   68.120
Goldman Sachs & Co W 15.000 6/22/2022   EUR   72.050
Goldman Sachs & Co W 19.000 6/22/2022   EUR   68.090
Goldman Sachs & Co W 12.000 3/22/2023   EUR   72.030
Vontobel Financial P 17.750 3/25/2022   EUR   32.720
Goldman Sachs & Co W  8.000 4/21/2022   EUR   69.110
Goldman Sachs & Co W 10.000 4/21/2022   EUR   65.350
Goldman Sachs & Co W 13.00012/21/2022   EUR   70.040
Goldman Sachs & Co W 10.000 3/22/2023   EUR   75.330
Goldman Sachs & Co W  7.00012/21/2022   EUR   68.890
Goldman Sachs & Co W  8.00012/21/2022   EUR   69.920
Goldman Sachs & Co W  7.000 3/22/2023   EUR   70.350
Goldman Sachs & Co W  8.000 3/22/2023   EUR   71.530
Goldman Sachs & Co W 15.000 4/21/2022   EUR   68.100
Goldman Sachs & Co W 19.000 4/21/2022   EUR   62.780
Goldman Sachs & Co W 17.000 6/22/2022   EUR   64.700
Goldman Sachs & Co W 15.000 9/21/2022   EUR   67.920
Goldman Sachs & Co W 21.000 4/21/2022   EUR   65.920
Leonteq Securities A  8.000 3/15/2023   CHF   65.500
Zurcher Kantonalbank  8.500 06/10/2022  EUR   53.630
Landesbank Baden-Wue  9.750 3/25/2022   EUR   74.880
Corner Banca SA      11.000 9/15/2022   CHF   53.000
Zurcher Kantonalbank 19.000 3/24/2022   CHF   58.450
Zurcher Kantonalbank 10.500 3/24/2022   CHF   64.410
Zurcher Kantonalbank 15.000 3/24/2022   USD   49.220
Vontobel Financial P 10.00012/23/2022   EUR   54.520
Vontobel Financial P 17.00012/23/2022   EUR   48.910
Vontobel Financial P  6.00012/23/2022   EUR   56.300
Vontobel Financial P  9.00012/23/2022   EUR   53.980
Vontobel Financial P  6.00012/23/2022   EUR   64.020
Vontobel Financial P 10.00012/23/2022   EUR   74.800
Vontobel Financial P 11.00012/23/2022   EUR   72.480
Vontobel Financial P 15.50012/23/2022   EUR   72.430
Vontobel Financial P 12.50012/23/2022   EUR   74.280
Vontobel Financial P  8.50012/23/2022   EUR   74.780
Vontobel Financial P  9.00012/23/2022   EUR   73.700
Vontobel Financial P 10.50012/23/2022   EUR   72.050
Vontobel Financial P 11.50012/23/2022   EUR   71.470
Vontobel Financial P 13.00012/23/2022   EUR   70.060
Vontobel Financial P 14.50012/23/2022   EUR   68.820
Leonteq Securities A  9.300 8/24/2022   USD   54.120
BNP Paribas Emission  8.000 6/23/2022   EUR   63.290
BNP Paribas Emission 10.000 6/23/2022   EUR   60.450
BNP Paribas Emission  8.000 9/22/2022   EUR   64.960
UBS AG/London        10.250 8/24/2022   CHF   75.900
UBS AG/London         6.500 8/24/2022   CHF   30.700
EFG International Fi 15.000 8/24/2022   CHF   65.570
Vontobel Financial P  6.000 6/24/2022   EUR   72.400
Vontobel Financial P  6.250 6/24/2022   EUR   73.630
Vontobel Financial P 16.250 6/24/2022   EUR   69.370
Vontobel Financial P 20.000 6/24/2022   EUR   46.230
EFG International Fi  8.200 03/01/2023  USD   49.470
Corner Banca SA      10.000 2/13/2023   EUR   51.460
Corner Banca SA      13.000 8/16/2022   CHF   47.270
Leonteq Securities A 14.000 2/13/2023   CHF   59.220
Leonteq Securities A 13.00011/16/2022   USD   68.630
Bank Vontobel AG     10.000 8/15/2022   CHF   68.400
Bank Vontobel AG      9.500 2/13/2023   CHF   77.000
Bank Vontobel AG      7.500 2/13/2023   EUR   68.600
Bank Vontobel AG      6.507 8/17/2022   CHF   60.700
Bank Vontobel AG      6.505 2/27/2023   CHF   63.000
Leonteq Securities A 10.000 06/01/2022  CHF   54.490
Leonteq Securities A 20.000 8/16/2022   CHF   71.010
Leonteq Securities A 26.150 8/16/2022   CHF   43.400
Zurcher Kantonalbank 18.500 8/22/2022   USD   67.580
Zurcher Kantonalbank 17.500 8/22/2022   CHF   76.680
DZ Bank AG Deutsche   7.750 3/23/2022   EUR   65.520
Bank Julius Baer & C  5.750 8/17/2022   CHF   70.700
Zurcher Kantonalbank 12.900 8/17/2022   CHF
Vontobel Financial P  9.000 6/24/2022   EUR   72.920
Vontobel Financial P 14.500 6/24/2022   EUR   70.530
Vontobel Financial P 12.500 6/24/2022   EUR   72.680
Vontobel Financial P  9.500 9/23/2022   EUR   63.690
Luzerner Kantonalban  7.600 8/16/2022   CHF   71.530
Zurcher Kantonalbank 15.000 8/25/2022   EUR   55.750
Zurcher Kantonalbank 11.750 8/25/2022   CHF   76.650
Leonteq Securities A 22.160 8/17/2022   CHF   39.320
UniCredit Bank AG     6.450 9/14/2022   EUR   77.900
UniCredit Bank AG    11.600 9/14/2022   EUR   72.980
UniCredit Bank AG     7.450 9/14/2022   EUR   65.620
UniCredit Bank AG     5.800 9/14/2022   EUR   62.020
UniCredit Bank AG     9.950 9/14/2022   EUR   62.700
Raiffeisen Schweiz G 11.000 2/13/2023   CHF   70.680
Raiffeisen Schweiz G 15.00011/16/2022   CHF   42.220
Raiffeisen Schweiz G 10.000 2/13/2023   CHF   67.740
Bank Vontobel AG      8.251 2/13/2023   CHF   73.100
EFG International Fi 10.000 2/20/2023   CHF   67.370
Zurcher Kantonalbank 11.250 8/26/2022   USD   62.460
Zurcher Kantonalbank 15.000 8/24/2022   CHF   46.560
Bank Julius Baer & C 10.500 8/19/2022   CHF   70.000
Vontobel Financial P  6.500 9/23/2022   EUR   75.000
Vontobel Financial P 10.500 9/23/2022   EUR   71.320
Vontobel Financial P  8.500 9/23/2022   EUR   73.070
Vontobel Financial P 12.500 6/24/2022   EUR   69.450
Vontobel Financial P 10.000 6/24/2022   EUR   71.670
Vontobel Financial P 14.500 6/24/2022   EUR   58.740
Vontobel Financial P 13.000 6/24/2022   EUR   59.540
Vontobel Financial P 15.500 6/24/2022   EUR   57.850
Vontobel Financial P 11.000 6/24/2022   EUR   61.560
Bank Julius Baer & C  8.550 8/19/2022   USD   63.250
Bank Julius Baer & C  8.450 8/19/2022   USD   59.400
Bank Julius Baer & C  8.000 8/19/2022   USD   69.800
Bank Julius Baer & C  8.250 8/19/2022   EUR   73.250
EFG International Fi 10.300 8/23/2024   USD   76.730
Leonteq Securities A 27.170 8/19/2022   EUR   46.800
Leonteq Securities A 12.60011/23/2022   CHF   66.280
Vontobel Financial P  9.500 9/23/2022   EUR   68.620
Vontobel Financial P  9.500 6/24/2022   EUR   70.690
Vontobel Financial P 12.500 9/23/2022   EUR   65.160
Vontobel Financial P 16.500 9/23/2022   EUR   62.870
Vontobel Financial P  8.500 6/24/2022   EUR   69.120
Vontobel Financial P 17.500 6/24/2022   EUR   61.190
Vontobel Financial P 13.000 6/24/2022   EUR   64.750
Vontobel Financial P 12.500 6/24/2022   EUR   72.240
Vontobel Financial P 17.000 6/24/2022   EUR   69.000
Vontobel Financial P 11.000 6/24/2022   EUR   73.440
Vontobel Financial P 15.500 6/24/2022   EUR   70.020
Vontobel Financial P 14.000 6/24/2022   EUR   71.100
Vontobel Financial P 18.000 6/24/2022   EUR   67.900
Vontobel Financial P 12.000 9/23/2022   EUR   70.510
Vontobel Financial P 10.000 6/24/2022   EUR   72.470
Vontobel Financial P 13.500 6/24/2022   EUR   69.070
Vontobel Financial P 17.000 6/24/2022   EUR   66.130
Vontobel Financial P  8.000 6/24/2022   EUR   71.190
Vontobel Financial P  9.500 6/24/2022   EUR   69.420
Vontobel Financial P 11.500 6/24/2022   EUR   67.900
Vontobel Financial P 13.000 6/24/2022   EUR   66.370
Vontobel Financial P 15.000 6/24/2022   EUR   65.080
Vontobel Financial P  7.000 9/23/2022   EUR   72.580
Vontobel Financial P  8.500 9/23/2022   EUR   71.220
Vontobel Financial P  6.000 9/23/2022   EUR   74.320
Vontobel Financial P  9.500 9/23/2022   EUR   69.710
Vontobel Financial P 11.000 9/23/2022   EUR   68.570
Vontobel Financial P 13.500 9/23/2022   EUR   66.340
Vontobel Financial P 12.000 9/23/2022   EUR   67.280
Vontobel Financial P 15.000 9/23/2022   EUR   65.480
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   73.260
UBS AG/London        14.000 11/10/2022  CHF   71.800
Vontobel Financial P 14.00012/23/2022   EUR   64.640
Vontobel Financial P  7.50012/23/2022   EUR   68.700
Vontobel Financial P 11.00012/23/2022   EUR   71.350
Raiffeisen Schweiz G 10.000 05/01/2023  USD   66.700
Bank Vontobel AG      7.000 3/31/2023   CHF   74.700
Banque International 10.000 05/04/2023  CHF   77.460
Leonteq Securities A 22.800 11/02/2022  CHF   69.730
Leonteq Securities A 23.400 11/02/2022  CHF   57.640
Banque International 18.000 11/02/2022  EUR   59.350
DZ Bank AG Deutsche  24.900 9/23/2022   EUR   70.570
DZ Bank AG Deutsche  17.000 6/24/2022   EUR   70.510
DZ Bank AG Deutsche  13.300 9/23/2022   EUR   72.080
DZ Bank AG Deutsche  15.700 9/23/2022   EUR   71.480
DZ Bank AG Deutsche  15.800 9/23/2022   EUR   36.510
DZ Bank AG Deutsche  20.200 6/24/2022   EUR   73.600
DZ Bank AG Deutsche  13.000 6/24/2022   EUR   71.900
EFG International Fi 12.000 11/03/2022  CHF   77.760
EFG International Fi 15.000 11/03/2022  CHF   77.990
Vontobel Financial P  9.25012/23/2022   EUR   57.120
UBS AG/London         7.250 05/03/2023  EUR   72.950
UBS AG/London         7.250 11/03/2023  CHF   77.000
Vontobel Financial P 13.950 05/05/2022  CHF   42.130
Corner Banca SA      20.00011/15/2022   CHF   60.210
Leonteq Securities A  9.000 05/12/2023  CHF   57.820
Landesbank Baden-Wue 11.50011/25/2022   EUR   76.290
Societe Generale Eff  7.500 5/27/2022   EUR   63.620
Landesbank Baden-Wue  4.15011/25/2022   EUR   63.610
Landesbank Baden-Wue  8.30011/25/2022   EUR   53.460
Bank Vontobel AG     14.250 11/07/2022  CHF   37.200
Bank Vontobel AG     13.750 05/08/2023  CHF   58.400
Bank Vontobel AG     14.00011/14/2022   CHF   51.000
Bank Vontobel AG      9.000 05/12/2023  CHF   76.900
Bank Vontobel AG     14.000 05/12/2023  CHF   71.800
Bank Vontobel AG     18.75011/14/2022   CHF   55.700
Bank Vontobel AG      8.750 05/12/2023  CHF   66.500
Vontobel Financial P 10.500 9/23/2022   EUR   71.790
Vontobel Financial P  5.00012/23/2022   EUR   55.660
Vontobel Financial P  8.000 9/23/2022   EUR   72.260
Vontobel Financial P  8.00012/23/2022   EUR   70.420
Vontobel Financial P 11.50012/23/2022   EUR   73.960
Vontobel Financial P 12.000 9/23/2022   EUR   72.310
Vontobel Financial P 13.00012/23/2022   EUR   68.390
Vontobel Financial P  5.000 9/23/2022   EUR   69.130
Vontobel Financial P 14.00012/23/2022   EUR   75.680
Vontobel Financial P 14.000 9/23/2022   EUR   76.460
Vontobel Financial P 16.00012/23/2022   EUR   74.230
Vontobel Financial P  8.00012/23/2022   EUR   75.420
Vontobel Financial P 12.00012/23/2022   EUR   71.110
Vontobel Financial P 15.00012/23/2022   EUR   68.650
Vontobel Financial P 12.500 9/23/2022   EUR   69.920
Vontobel Financial P 15.500 9/23/2022   EUR   67.970
Vontobel Financial P 14.000 9/23/2022   EUR   68.900
Vontobel Financial P  6.00012/23/2022   EUR   71.360
Vontobel Financial P 10.00012/23/2022   EUR   66.590
Vontobel Financial P  9.500 9/23/2022   EUR   66.260
Vontobel Financial P  8.00012/23/2022   EUR   68.790
Vontobel Financial P 15.00012/23/2022   EUR   63.270
Vontobel Financial P 10.500 9/23/2022   EUR   64.870
Vontobel Financial P 17.000 9/23/2022   EUR   61.580
Vontobel Financial P 12.000 9/23/2022   EUR   63.860
Vontobel Financial P 15.000 9/23/2022   EUR   62.080
Vontobel Financial P 10.000 9/23/2022   EUR   71.760
Vontobel Financial P 12.00012/23/2022   EUR   73.410
Vontobel Financial P 13.00012/23/2022   EUR   74.180
Vontobel Financial P 13.50012/23/2022   EUR   74.600
Vontobel Financial P 12.500 9/23/2022   EUR   71.970
Vontobel Financial P 15.000 9/23/2022   EUR   73.310
Vontobel Financial P 17.000 9/23/2022   EUR   74.370
Vontobel Financial P 10.50012/23/2022   EUR   69.860
Vontobel Financial P 12.00012/23/2022   EUR   71.040
Vontobel Financial P 10.500 9/23/2022   EUR   67.580
Vontobel Financial P  8.50012/23/2022   EUR   70.080
Vontobel Financial P 12.000 9/23/2022   EUR   68.300
Vontobel Financial P 10.00012/23/2022   EUR   68.670
Vontobel Financial P  8.500 9/23/2022   EUR   65.800
Vontobel Financial P 10.000 9/23/2022   EUR   66.580
Vontobel Financial P 10.50012/23/2022   EUR   72.850
Vontobel Financial P  7.500 9/23/2022   EUR   69.310
Vontobel Financial P 10.500 9/23/2022   EUR   70.920
Vontobel Financial P  9.000 9/23/2022   EUR   70.120
Vontobel Financial P 11.50012/23/2022   EUR   73.530
Vontobel Financial P  9.500 9/23/2022   EUR   70.060
Vontobel Financial P 10.500 9/23/2022   EUR   70.600
Vontobel Financial P  8.000 9/23/2022   EUR   69.270
Vontobel Financial P 11.500 9/23/2022   EUR   71.130
Vontobel Financial P 12.000 9/23/2022   EUR   71.400
Vontobel Financial P 13.000 9/23/2022   EUR   71.940
DZ Bank AG Deutsche  10.500 5/25/2022   EUR   43.190
DZ Bank AG Deutsche   7.75012/21/2022   EUR   63.720
Societe Generale Eff 13.000 7/22/2022   EUR   66.320
Societe Generale Eff 12.250 8/26/2022   EUR   67.040
DZ Bank AG Deutsche   6.000 9/21/2022   EUR   61.210
Bank Vontobel AG     11.000 10/03/2022  EUR   62.900
Bank Vontobel AG      9.500 3/31/2023   EUR   72.900
Bank Vontobel AG     16.500 01/03/2023  EUR   51.900
Bank Vontobel AG      8.500 11/03/2023  CHF   54.000
Bank Vontobel AG     14.250 11/07/2022  CHF   51.100
Bank Vontobel AG      8.000 02/06/2023  EUR   73.600
Leonteq Securities A 15.000 11/08/2022  CHF   50.820
Leonteq Securities A 17.000 02/08/2023  CHF   74.750
Leonteq Securities A 14.000 02/08/2023  USD   58.260
Vontobel Financial P 27.900 05/09/2022  EUR   42.940
Erste Group Bank AG   6.500 12/01/2026  EUR   69.850
Erste Group Bank AG   7.000 12/01/2022  EUR   84.100
Leonteq Securities A 21.600 11/08/2022  CHF   60.890
DZ Bank AG Deutsche  11.500 9/21/2022   EUR   63.960
DZ Bank AG Deutsche   6.50012/21/2022   EUR   72.640
DZ Bank AG Deutsche   8.500 6/22/2022   EUR   66.680
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   65.000
DZ Bank AG Deutsche   8.250 9/21/2022   EUR   66.230
DZ Bank AG Deutsche   4.75012/19/2022   EUR   72.700
DZ Bank AG Deutsche   4.750 3/20/2023   EUR   73.480
DZ Bank AG Deutsche   4.75012/19/2022   EUR   70.920
DZ Bank AG Deutsche   6.25012/19/2022   EUR   72.430
DZ Bank AG Deutsche   6.250 3/20/2023   EUR   68.160
DZ Bank AG Deutsche   4.750 3/20/2023   EUR   74.170
Banque International 11.000 11/09/2022  CHF   50.340
Leonteq Securities A 21.600 11/09/2022  CHF   42.620
Leonteq Securities A 25.200 11/09/2022  CHF   66.650
UniCredit Bank AG     8.15011/30/2022   EUR   58.340
DZ Bank AG Deutsche  20.400 9/23/2022   EUR   72.290
DZ Bank AG Deutsche  14.70012/23/2022   EUR   41.000
DZ Bank AG Deutsche  15.60012/23/2022   EUR   75.890
DZ Bank AG Deutsche  15.100 9/23/2022   EUR   68.870
DZ Bank AG Deutsche  12.50012/23/2022   EUR   70.360
DZ Bank AG Deutsche  14.50012/23/2022   EUR   76.280
DZ Bank AG Deutsche  15.20012/23/2022   EUR   75.750
DZ Bank AG Deutsche  15.90012/23/2022   EUR   75.350
DZ Bank AG Deutsche  16.60012/23/2022   EUR   74.940
DZ Bank AG Deutsche  17.30012/23/2022   EUR   74.510
DZ Bank AG Deutsche   6.60012/23/2022   EUR   75.310
DZ Bank AG Deutsche  11.20012/23/2022   EUR   70.310
DZ Bank AG Deutsche  16.000 9/23/2022   EUR   67.280
Vontobel Financial P  9.50012/23/2022   EUR   46.570
Zurcher Kantonalbank 20.500 11/04/2022  CHF   74.410
Vontobel Financial P 14.00012/23/2022   EUR   69.400
Vontobel Financial P 16.00012/23/2022   EUR   67.970
Vontobel Financial P  7.500 9/23/2022   EUR   75.390
Vontobel Financial P 10.000 9/23/2022   EUR   72.480
Vontobel Financial P  6.500 9/23/2022   EUR   77.090
Vontobel Financial P 11.000 9/23/2022   EUR   71.030
Vontobel Financial P  8.500 9/23/2022   EUR   73.760
Vontobel Financial P 17.00012/23/2022   EUR   67.350
Vontobel Financial P 18.500 9/23/2022   EUR   66.350
Vontobel Financial P 17.000 9/23/2022   EUR   67.130
Vontobel Financial P 11.50012/23/2022   EUR   65.180
Vontobel Financial P  6.000 9/23/2022   EUR   70.820
Vontobel Financial P 13.00012/23/2022   EUR   64.700
Vontobel Financial P 14.00012/23/2022   EUR   63.950
Vontobel Financial P 13.500 9/23/2022   EUR   62.920
Vontobel Financial P  7.000 9/23/2022   EUR   69.100
Vontobel Financial P  8.000 9/23/2022   EUR   67.500
Vontobel Financial P 16.50012/23/2022   EUR   63.040
Vontobel Financial P 20.000 9/23/2022   EUR   65.660
Vontobel Financial P 13.500 9/23/2022   EUR   72.510
Vontobel Financial P 16.000 9/23/2022   EUR   73.830
Vontobel Financial P 13.000 9/23/2022   EUR   68.930
Vontobel Financial P  9.500 9/23/2022   EUR   68.910
Vontobel Financial P 12.50012/23/2022   EUR   71.190
Vontobel Financial P 10.500 9/23/2022   EUR   67.560
Vontobel Financial P 13.500 9/23/2022   EUR   69.100
Vontobel Financial P 12.000 9/23/2022   EUR   67.660
Vontobel Financial P  8.00012/23/2022   EUR   70.880
Vontobel Financial P 11.50012/23/2022   EUR   73.640
Vontobel Financial P  7.000 9/23/2022   EUR   69.040
Vontobel Financial P  8.500 9/23/2022   EUR   69.850
Vontobel Financial P 10.000 9/23/2022   EUR   70.660
Vontobel Financial P 12.500 9/23/2022   EUR   72.000
Vontobel Financial P  9.00012/23/2022   EUR   71.560
Vontobel Financial P 10.00012/23/2022   EUR   72.350
Vontobel Financial P 11.500 9/23/2022   EUR   71.460
Vontobel Financial P  9.000 9/23/2022   EUR   69.790
DZ Bank AG Deutsche   8.250 6/22/2022   EUR   74.470
DZ Bank AG Deutsche   8.250 9/21/2022   EUR   71.510
DZ Bank AG Deutsche   8.25012/21/2022   EUR   72.960
DZ Bank AG Deutsche  13.000 6/22/2022   EUR   72.080
DZ Bank AG Deutsche   7.500 6/22/2022   EUR   69.610
DZ Bank AG Deutsche   6.750 9/21/2022   EUR   70.830
DZ Bank AG Deutsche   7.25012/21/2022   EUR   71.880
DZ Bank AG Deutsche   6.00012/21/2022   EUR   62.410
Societe Generale Eff 15.000 5/27/2022   EUR   64.610
DZ Bank AG Deutsche  15.750 5/25/2022   EUR   71.160
Landesbank Baden-Wue  3.000 4/25/2022   EUR   64.250
EFG International Fi 16.000 11/10/2022  USD   73.470
Vontobel Financial P  8.50012/23/2022   EUR   67.870
Vontobel Financial P 12.50012/23/2022   EUR   65.410
Bank Vontobel AG      9.000 2/21/2023   CHF   71.500
Bank Vontobel AG     12.25011/28/2022   CHF   63.900
Bank Vontobel AG      7.000 5/26/2023   EUR   72.600
Leonteq Securities A  2.380 11/10/2022  EUR   59.200
Societe Generale Eff 14.250 6/24/2022   EUR   69.560
Bank Vontobel AG     12.000 05/09/2023  EUR   67.800
Zurcher Kantonalbank 13.550 11/04/2022  CHF   70.980
Raiffeisen Switzerla 19.000 12/06/2022  CHF   58.240
Leonteq Securities A 15.00011/15/2022   CHF   72.410
Leonteq Securities A 18.00011/15/2022   CHF   61.400
Leonteq Securities A 14.000 2/15/2023   CHF   53.860
Corner Banca SA      10.000 5/15/2023   USD   68.590
Vontobel Financial P 27.900 6/24/2022   EUR   71.140
Landesbank Baden-Wue  2.70011/25/2022   EUR   74.030
Landesbank Baden-Wue  3.75011/25/2022   EUR   76.730
Landesbank Baden-Wue  5.85011/25/2022   EUR   73.560
Vontobel Financial P  9.50012/23/2022   EUR   73.350
Vontobel Financial P  8.500 9/23/2022   EUR   70.690
Vontobel Financial P 11.50012/23/2022   EUR   74.900
Vontobel Financial P 13.000 9/23/2022   EUR   73.060
Vontobel Financial P 15.500 9/23/2022   EUR   74.400
Vontobel Financial P  6.500 9/23/2022   EUR   69.590
Vontobel Financial P  7.50012/23/2022   EUR   73.510
Vontobel Financial P 11.50012/23/2022   EUR   73.060
Vontobel Financial P  7.00012/23/2022   EUR   55.880
Vontobel Financial P  7.50012/23/2022   EUR   69.250
Vontobel Financial P 10.500 9/23/2022   EUR   64.170
Vontobel Financial P 12.000 9/23/2022   EUR   64.980
Vontobel Financial P 10.50012/23/2022   EUR   66.410
Vontobel Financial P 14.000 9/23/2022   EUR   66.050
Vontobel Financial P  8.000 9/23/2022   EUR   70.380
Vontobel Financial P 16.500 9/23/2022   EUR   74.330
Vontobel Financial P 19.000 9/23/2022   EUR   72.380
Vontobel Financial P 18.00012/23/2022   EUR   72.930
Vontobel Financial P  6.00012/23/2022   EUR   77.950
Vontobel Financial P  9.50012/23/2022   EUR   72.740
Leonteq Securities A 13.000 11/08/2022  CHF   58.810
DZ Bank AG Deutsche   8.50012/21/2022   EUR   70.150
DZ Bank AG Deutsche   8.50012/21/2022   EUR   74.090
Zurcher Kantonalbank  7.750 11/03/2022  CHF   72.940
Credit Suisse AG/Lon 10.50010/26/2022   CHF   42.540
Credit Suisse AG/Lon  7.00010/31/2022   CHF   75.180
Credit Suisse AG/Lon 14.000 11/02/2022  CHF   53.470
Credit Suisse AG/Lon 15.000 11/02/2022  USD   53.120
Credit Suisse AG/Lon  9.000 11/03/2022  CHF   49.500
DZ Bank AG Deutsche  10.75012/21/2022   EUR   65.970
AKB Peresvet ZAO      0.510 2/14/2032   RUB   13.000
DZ Bank AG Deutsche  15.400 9/23/2022   EUR   42.020
Leonteq Securities A 16.000 6/21/2022   USD   40.870
Basler Kantonalbank  10.000 2/13/2023   CHF   67.700
BNP Paribas Emission  6.000 6/23/2022   EUR   73.080
BNP Paribas Emission 14.000 6/23/2022   EUR   64.890
BNP Paribas Emission  6.000 9/22/2022   EUR   74.500
BNP Paribas Emission 12.000 9/22/2022   EUR   67.490
BNP Paribas Emission 10.00012/22/2022   EUR   68.930
BNP Paribas Emission  8.000 6/23/2022   EUR   72.870
BNP Paribas Emission  8.000 9/22/2022   EUR   74.530
BNP Paribas Emission 14.000 6/23/2022   EUR   65.660
BNP Paribas Emission 14.000 6/23/2022   EUR   68.690
BNP Paribas Emission 14.000 6/23/2022   EUR   67.930
BNP Paribas Emission  8.00012/22/2022   EUR   75.630
BNP Paribas Emission 12.000 9/22/2022   EUR   65.580
BNP Paribas Emission 10.000 9/22/2022   EUR   73.490
BNP Paribas Emission 12.000 9/22/2022   EUR   70.510
BNP Paribas Emission  8.000 6/23/2022   EUR   42.950
BNP Paribas Emission 10.000 6/23/2022   EUR   40.060
BNP Paribas Emission 12.000 6/23/2022   EUR   37.690
BNP Paribas Emission  8.000 9/22/2022   EUR   44.910
BNP Paribas Emission 10.000 9/22/2022   EUR   42.580
BNP Paribas Emission 12.000 9/22/2022   EUR   40.740
BNP Paribas Emission 14.000 9/22/2022   EUR   39.300
BNP Paribas Emission  8.00012/22/2022   EUR   43.450
BNP Paribas Emission 10.00012/22/2022   EUR   42.160
BNP Paribas Emission 12.00012/22/2022   EUR   41.240
BNP Paribas Emission 10.000 6/23/2022   EUR   67.400
Bank Julius Baer & C  9.600 08/12/2022  USD   48.900
Leonteq Securities A 26.380 08/12/2022  CHF   58.060
Leonteq Securities A 17.140 08/12/2022  CHF   71.250
Leonteq Securities A 18.480 08/12/2022  CHF   71.340
Landesbank Baden-Wue  6.750 8/26/2022   EUR   44.260
Landesbank Baden-Wue  6.250 8/26/2022   EUR   76.550
Landesbank Baden-Wue  8.700 8/26/2022   EUR   71.310
Landesbank Baden-Wue 10.100 8/26/2022   EUR   67.480
Landesbank Baden-Wue  3.600 8/26/2022   EUR   77.480
Landesbank Baden-Wue  5.000 8/26/2022   EUR   72.230
Landesbank Baden-Wue  4.800 8/26/2022   EUR   47.180
Landesbank Baden-Wue  3.000 8/26/2022   EUR   74.990
Landesbank Baden-Wue  5.000 8/26/2022   EUR   71.070
BNP Paribas Emission 14.000 6/23/2022   EUR   69.880
BNP Paribas Emission 12.000 9/22/2022   EUR   72.500
BNP Paribas Emission 10.00012/22/2022   EUR   73.660
BNP Paribas Emission 10.000 6/23/2022   EUR   73.610
BNP Paribas Emission 10.000 9/22/2022   EUR   75.900
BNP Paribas Emission  6.00012/22/2022   EUR   68.200
BNP Paribas Emission  6.00012/22/2022   EUR   64.840
BNP Paribas Emission  8.00012/22/2022   EUR   63.260
Bank Julius Baer & C  9.400 09/12/2022  EUR   71.050
Bank Julius Baer & C  6.900 6/13/2022   EUR   72.700
Bank Julius Baer & C  9.150 6/13/2022   USD   72.600
Leonteq Securities A 10.00012/14/2022   CHF   72.410
Leonteq Securities A 24.870 6/14/2022   CHF   23.320
Zurcher Kantonalbank 24.000 6/17/2022   CHF   60.550
Societe Generale Eff  7.500 5/27/2022   EUR   65.440
Societe Generale Eff  9.500 5/27/2022   EUR   61.790
Societe Generale Eff  7.000 6/24/2022   EUR   72.800
Societe Generale Eff  8.000 6/24/2022   EUR   70.700
Societe Generale Eff  9.000 6/24/2022   EUR   68.870
DekaBank Deutsche Gi  3.400 7/19/2024   EUR   73.360
UniCredit Bank AG     3.000 11/12/2022  EUR   67.030
DZ Bank AG Deutsche   9.200 7/22/2022   EUR   73.740
Bank Vontobel AG      7.25511/21/2022   CHF   70.000
Zurcher Kantonalbank  8.500 08/11/2022  CHF   72.620
Sberbank of Russia P  0.010 08/03/2028  RUB   75.000
DZ Bank AG Deutsche  17.200 6/24/2022   EUR   49.910
DZ Bank AG Deutsche  19.700 6/24/2022   EUR   75.020
DZ Bank AG Deutsche  11.300 6/24/2022   EUR   73.550
DZ Bank AG Deutsche   9.300 6/24/2022   EUR   74.260
DZ Bank AG Deutsche  16.200 6/24/2022   EUR   64.050
DZ Bank AG Deutsche  14.800 6/24/2022   EUR   79.230
UBS AG/London        10.250 5/30/2023   CHF   59.800
UBS AG/London         8.500 5/27/2022   CHF   66.900
Bank Julius Baer & C  8.400 08/08/2022  EUR   74.000
UniCredit Bank AG     3.600 09/02/2024  EUR   53.940
Leonteq Securities A 22.810 08/09/2022  CHF   44.440
Vontobel Financial P  6.250 6/24/2022   EUR   74.400
Vontobel Financial P 18.500 6/24/2022   EUR   52.980
Vontobel Financial P 16.500 6/24/2022   EUR   73.140
Credit Suisse AG/Lon 10.000 5/30/2022   CHF   44.560
Leonteq Securities A 10.000 02/06/2023  CHF   43.920
Leonteq Securities A 11.000 08/09/2022  CHF   74.740
Leonteq Securities A 11.200 02/06/2023  CHF   52.260
Zurcher Kantonalbank 12.300 06/07/2022  CHF   73.760
Leonteq Securities A 13.000 02/06/2023  USD   69.350
Leonteq Securities A 16.000 08/09/2022  EUR   64.520
EFG International Fi  4.800 08/05/2022  USD   47.510
Leonteq Securities A 10.000 02/06/2023  CHF   68.000
Vontobel Financial P 21.000 6/24/2022   EUR   46.820
Vontobel Financial P 13.500 6/24/2022   EUR   73.690
Vontobel Financial P 12.500 9/23/2022   EUR   73.650
Vontobel Financial P 10.500 6/24/2022   EUR   70.140
Vontobel Financial P 12.500 6/24/2022   EUR   70.710
Vontobel Financial P 12.500 6/24/2022   EUR   73.730
Vontobel Financial P 15.500 6/24/2022   EUR   74.600
Vontobel Financial P 16.500 6/24/2022   EUR   73.660
Societe Generale Eff 13.25010/28/2022   EUR   50.550
Zurcher Kantonalbank 18.500 09/09/2022  CHF   52.210
Zurcher Kantonalbank 18.000 9/13/2022   CHF   49.270
Leonteq Securities A 26.200 09/07/2022  CHF   50.890
Leonteq Securities A 24.800 09/07/2022  CHF   58.850
Leonteq Securities A  8.500 12/07/2022  EUR   66.770
DZ Bank AG Deutsche   6.500 9/19/2022   EUR   74.630
DZ Bank AG Deutsche   5.90012/19/2022   EUR   75.190
DZ Bank AG Deutsche  15.50012/21/2022   EUR   64.420
DZ Bank AG Deutsche   9.750 9/21/2022   EUR   46.940
DZ Bank AG Deutsche  14.500 9/21/2022   EUR   43.940
DZ Bank AG Deutsche   6.250 9/19/2022   EUR   71.410
DZ Bank AG Deutsche   5.000 9/19/2022   EUR   74.120
DZ Bank AG Deutsche   9.750 3/23/2022   EUR   73.750
DZ Bank AG Deutsche  14.000 3/23/2022   EUR   73.820
DZ Bank AG Deutsche   6.250 9/21/2022   EUR   67.080
DZ Bank AG Deutsche   5.25012/19/2022   EUR   72.520
DZ Bank AG Deutsche   9.250 9/19/2022   EUR   67.420
DZ Bank AG Deutsche   8.750 9/19/2022   EUR   72.610
Goldman Sachs & Co W 22.000 3/23/2022   EUR   69.170
Goldman Sachs & Co W 16.000 3/23/2022   EUR   74.740
Goldman Sachs & Co W 21.000 3/23/2022   EUR   71.820
Goldman Sachs & Co W 23.000 4/21/2022   EUR   63.560
Goldman Sachs & Co W 15.000 5/25/2022   EUR   69.240
Goldman Sachs & Co W 18.000 5/25/2022   EUR   66.750
Goldman Sachs & Co W 22.000 5/25/2022   EUR   64.700
Goldman Sachs & Co W 23.000 6/22/2022   EUR   64.100
Goldman Sachs & Co W 13.000 7/20/2022   EUR   70.850
Goldman Sachs & Co W 19.000 7/20/2022   EUR   67.070
Goldman Sachs & Co W 22.000 7/20/2022   EUR   65.540
Goldman Sachs & Co W 10.000 8/24/2022   EUR   74.050
Goldman Sachs & Co W 15.000 8/24/2022   EUR   69.930
Goldman Sachs & Co W 20.000 8/24/2022   EUR   66.790
Goldman Sachs & Co W 19.000 9/21/2022   EUR   67.810
Goldman Sachs & Co W 16.00012/21/2022   EUR   70.210
Goldman Sachs & Co W 10.000 6/21/2023   EUR   74.430
Goldman Sachs & Co W 12.000 6/21/2023   EUR   71.990
UniCredit Bank AG    11.450 9/28/2022   EUR   74.480
UniCredit Bank AG     6.650 9/28/2022   EUR   72.640
Leonteq Securities A 12.000 09/07/2022  EUR   59.080
Raiffeisen Schweiz G 13.000 09/06/2022  CHF   43.470
Raiffeisen Schweiz G 12.500 09/06/2022  CHF   74.840
Raiffeisen Schweiz G 17.000 09/07/2022  USD   49.600
Raiffeisen Schweiz G  8.500 03/03/2023  USD   74.410
Raiffeisen Schweiz G 18.000 06/03/2022  CHF   50.530
Leonteq Securities A 25.000 09/07/2022  CHF   46.510
UniCredit Bank AG     4.650 9/28/2022   EUR   76.240
DZ Bank AG Deutsche  19.500 9/23/2022   EUR   55.750
DZ Bank AG Deutsche  21.300 9/23/2022   EUR   54.260
DZ Bank AG Deutsche  23.200 9/23/2022   EUR   53.050
DZ Bank AG Deutsche  22.000 6/24/2022   EUR   57.430
DZ Bank AG Deutsche  24.100 9/23/2022   EUR   56.720
DZ Bank AG Deutsche  10.800 6/24/2022   EUR   63.440
DZ Bank AG Deutsche  10.200 9/23/2022   EUR   65.350
DZ Bank AG Deutsche  17.600 9/23/2022   EUR   67.410
DZ Bank AG Deutsche  19.900 9/23/2022   EUR   65.080
Leonteq Securities A 10.00010/26/2022   CHF   63.060
Leonteq Securities A  8.400 1/26/2023   CHF   74.100
Vontobel Financial P 10.500 9/23/2022   EUR   57.220
Vontobel Financial P  7.000 6/24/2022   EUR   71.270
Vontobel Financial P  4.000 9/23/2022   EUR   78.080
Vontobel Financial P  7.000 6/24/2022   EUR   64.230
Vontobel Financial P  9.500 6/24/2022   EUR   64.950
Zurcher Kantonalbank 12.500 08/03/2022  CHF   63.200
Vontobel Financial P  5.000 6/24/2022   EUR   66.480
Vontobel Financial P 11.500 9/23/2022   EUR   67.410
Vontobel Financial P  7.000 6/24/2022   EUR   67.010
Zurcher Kantonalbank 27.500 08/02/2022  CHF   66.980
Societe Generale Eff  7.750 8/26/2022   EUR   75.670
Societe Generale Eff 11.250 7/22/2022   EUR   68.790
DZ Bank AG Deutsche   6.200 6/20/2022   EUR   74.690
DZ Bank AG Deutsche   5.300 6/20/2022   EUR   76.000
DZ Bank AG Deutsche   6.500 9/19/2022   EUR   74.490
Corner Banca SA       8.200 7/26/2023   CHF   72.090
Leonteq Securities A 20.000 7/26/2022   CHF   73.300
Leonteq Securities A 10.00010/26/2022   CHF   49.280
Leonteq Securities A 12.000 1/26/2023   CHF   52.490
DZ Bank AG Deutsche   9.250 6/20/2022   EUR   71.330
DZ Bank AG Deutsche   9.500 9/19/2022   EUR   73.140
Raiffeisen Schweiz G 12.500 7/26/2022   CHF   48.440
Raiffeisen Schweiz G 14.000 7/26/2022   CHF   66.620
Bank Julius Baer & C  6.40010/27/2022   CHF   74.400
Zurcher Kantonalbank 14.000 08/02/2022  CHF   60.870
Landesbank Baden-Wue  3.000 1/27/2023   EUR   77.470
Landesbank Baden-Wue  3.300 1/27/2023   EUR   61.740
Landesbank Baden-Wue  7.200 1/27/2023   EUR   55.330
Landesbank Baden-Wue  5.400 1/27/2023   EUR   70.030
Landesbank Baden-Wue  5.400 1/27/2023   EUR   48.650
Landesbank Baden-Wue  7.250 1/27/2023   EUR   46.540
Bank Vontobel AG      9.000 06/05/2023  CHF   76.700
Bank Vontobel AG     15.000 12/05/2022  CHF   57.700
Credit Suisse AG/Lon  7.020 12/05/2024  USD    9.530
Raiffeisen Schweiz G  7.700 11/08/2023  CHF   74.590
Leonteq Securities A 11.210 06/06/2023  CHF   52.480
Corner Banca SA      12.600 12/06/2022  CHF   58.100
Leonteq Securities A  9.200 12/06/2022  CHF   74.650
Leonteq Securities A 17.100 12/06/2022  CHF   46.080
Leonteq Securities A 14.800 12/06/2022  CHF   49.920
Leonteq Securities A 19.000 12/06/2022  CHF   63.770
Leonteq Securities A 15.800 12/06/2022  USD   49.990
Leonteq Securities A  8.000 12/06/2022  CHF   66.580
Leonteq Securities A 12.000 12/06/2022  CHF   51.830
Bank Vontobel AG     11.500 06/05/2023  CHF   50.200
Bank Vontobel AG      9.000 12/04/2023  EUR   75.100
Bank Vontobel AG      7.000 06/05/2023  CHF   68.900
Bank Julius Baer & C 10.000 9/26/2022   CHF   66.400
Leonteq Securities A 21.600 12/06/2022  CHF   52.870
Leonteq Securities A 22.800 12/06/2022  CHF   57.080
Raiffeisen Switzerla 17.500 11/08/2022  USD   58.550
Bank Julius Baer & C  7.900 2/13/2023   EUR   75.050
Vontobel Financial P 14.00012/23/2022   EUR   74.490
Vontobel Financial P 15.00012/23/2022   EUR   74.320
Vontobel Financial P 12.50012/23/2022   EUR   75.280
Credit Suisse AG/Lon 15.00011/29/2022   USD   56.840
Bank Vontobel AG     10.500 5/26/2023   CHF   75.200
Leonteq Securities A 26.40011/15/2022   USD   60.740
Leonteq Securities A 18.000 3/22/2022   USD   30.630
DZ Bank AG Deutsche   6.000 3/21/2022   EUR   69.530
Zurcher Kantonalbank  6.750 07/01/2022  CHF   74.080
Vontobel Financial P 10.000 3/25/2022   EUR   70.120
Vontobel Financial P 11.000 3/25/2022   EUR   70.160
Vontobel Financial P  4.000 3/25/2022   EUR   53.620
Vontobel Financial P  3.000 3/25/2022   EUR   53.580
Vontobel Financial P  4.500 3/25/2022   EUR   53.430
Vontobel Financial P  3.500 3/25/2022   EUR   53.600
DZ Bank AG Deutsche   9.000 3/23/2022   EUR   64.090
DZ Bank AG Deutsche   5.750 3/23/2022   EUR   71.060
DZ Bank AG Deutsche   5.500 6/22/2022   EUR   67.380
Vontobel Financial P 14.000 3/25/2022   EUR   65.620
DZ Bank AG Deutsche   5.000 6/22/2022   EUR   73.650
EFG International Fi  7.000 3/23/2023   USD   11.980
UBS AG/London        10.000 3/23/2026   USD   57.450
Zurcher Kantonalbank 18.000 04/01/2022  USD   71.090
Zurcher Kantonalbank 11.500 04/01/2022  EUR   72.640
Zurcher Kantonalbank 11.000 04/01/2022  CHF   72.390
UniCredit Bank AG     8.000 4/20/2022   EUR   51.650
UniCredit Bank AG     9.90010/20/2022   EUR   67.840
Credit Suisse AG/Lon  8.500 06/08/2022  CHF   56.980
Credit Suisse AG/Lon  6.900 3/20/2023   USD    1.390
Credit Suisse AG/Lon 12.000 05/09/2022  USD   47.450
Vontobel Financial P  7.00012/23/2022   EUR   68.430
Vontobel Financial P  8.500 9/23/2022   EUR   67.810
Vontobel Financial P 10.00012/23/2022   EUR   70.800
Vontobel Financial P  5.500 9/23/2022   EUR   66.190
Vontobel Financial P 11.000 9/23/2022   EUR   69.400
Vontobel Financial P  9.000 9/23/2022   EUR   68.330
Vontobel Financial P  7.500 9/23/2022   EUR   67.520
Vontobel Financial P  9.00012/23/2022   EUR   68.190
Vontobel Financial P  9.500 9/23/2022   EUR   66.700
Vontobel Financial P 10.500 9/23/2022   EUR   67.240
Vontobel Financial P  8.500 9/23/2022   EUR   66.160
Vontobel Financial P 12.000 9/23/2022   EUR   67.930
Vontobel Financial P 10.50012/23/2022   EUR   69.330
Vontobel Financial P  8.50012/23/2022   EUR   67.710
Vontobel Financial P 10.000 9/23/2022   EUR   66.720
Vontobel Financial P 11.000 9/23/2022   EUR   67.350
Vontobel Financial P  8.000 9/23/2022   EUR   65.650
Vontobel Financial P  9.000 9/23/2022   EUR   66.180
Vontobel Financial P  5.50012/23/2022   EUR   61.350
Vontobel Financial P  8.50012/23/2022   EUR   58.210
Vontobel Financial P 11.50012/23/2022   EUR   55.890
Vontobel Financial P 15.00012/23/2022   EUR   54.630
Vontobel Financial P 10.00012/23/2022   EUR   74.610
Vontobel Financial P 15.00012/23/2022   EUR   72.050
Vontobel Financial P 13.00012/23/2022   EUR   72.540
Vontobel Financial P 17.00012/23/2022   EUR   73.110
Vontobel Financial P 14.50012/23/2022   EUR   74.420
Vontobel Financial P 16.00012/23/2022   EUR   73.600
Vontobel Financial P  7.50012/23/2022   EUR   72.270
Vontobel Financial P 14.50012/23/2022   EUR   67.580
Vontobel Financial P 12.00012/23/2022   EUR   68.740
Vontobel Financial P  8.00012/23/2022   EUR   73.310
Vontobel Financial P 10.00012/23/2022   EUR   72.160
Vontobel Financial P 14.00012/23/2022   EUR   70.360
Vontobel Financial P 12.00012/23/2022   EUR   71.180
Vontobel Financial P 13.50012/23/2022   EUR   75.060
EFG International Fi 19.000 11/10/2022  CHF   50.700
Vontobel Financial P  8.25012/23/2022   EUR   62.640
Credit Suisse AG/Lon 13.50011/28/2022   CHF   57.020
Leonteq Securities A 26.400 11/08/2022  CHF   54.450
Leonteq Securities A 22.800 11/11/2022  CHF   41.360
Zurcher Kantonalbank 11.000 11/08/2022  CHF   75.960
Societe Generale Eff  6.000 7/22/2022   EUR   67.380
Societe Generale Eff  7.000 8/26/2022   EUR   62.100
Societe Generale Eff 10.250 9/23/2022   EUR   54.220
Societe Generale Eff 11.25010/28/2022   EUR   52.810
Societe Generale Eff 15.25010/28/2022   EUR   48.930
Bank Julius Baer & C  9.300 01/09/2023  USD   67.900
Bank Julius Baer & C  9.250 10/07/2022  USD   57.300



                           *********


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

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

Copyright 2022.  All rights reserved.  ISSN 1529-2754.

This material is copyrighted and any commercial use, resale or
publication in any form (including e-mail forwarding, electronic
re-mailing and photocopying) is strictly prohibited without prior
written permission of the publishers.

Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.

The TCR Europe subscription rate is US$775 per half-year,
delivered via e-mail.  Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each.  For subscription information,
contact Peter Chapman at 215-945-7000.


                * * * End of Transmission * * *