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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, June 20, 2022, Vol. 23, No. 116

                           Headlines



G E R M A N Y

DIOK REAL ESTATE: S&P Affirms 'B-' ICR, Outlook Negative
MINIMAX VIKING: Moody's Ups CFR to Ba3 & Alters Outlook to Stable
WIKING HELIKOPTER: Goes Into Administration


I R E L A N D

MALLINCKRODT PLC: Exits Chapter 11, Completes Examinership


L U X E M B O U R G

CME MEDIA: S&P Assigns 'B+' Issuer Credit Rating, Outlook Stable


N E T H E R L A N D S

DE VOLKSBANK: Moody's Gives 'Ba1(hyb)' to Add'l. Tier 1 Securities


R U S S I A

GOOGLE RUSSIA: Files for Bankruptcy in Moscow Court
OZON HOLDINGS: Enters Into Standstill Agreement in Respect of Bonds


S P A I N

BANKINTER 11: Moody's Cuts Rating on EUR9.8MM Class D Notes to B1
BBVA CONSUMER 2022-1: Moody's Gives Ba3 Rating to EUR30MM E Notes


S W E D E N

PREEM HOLDING: Moody's Assigns B1 CFR & Rates New EUR340MM Bond B3


T U R K E Y

PETKIM PETROKIMYA: Moody's Puts 'B2' CFR on Review for Downgrade


U N I T E D   K I N G D O M

DERBY COUNTY FOOTBALL: EFL Blocked From Speaking to Bidders
DEUCE MIDCO: Fitch Affirms 'B' LongTerm IDR, Outlook Stable
GREAT HALL 2007-01: Moody's Ups GBP14.5MM Ea Notes Rating to Ba2
HONEST BREW: Enters Administration, Halts Trading
MCLAREN GROUP: S&P Affirms 'CCC+' ICR & Alters Outlook to Negative

SALVATION PROCLAIMER: Wound Up in High Court


X X X X X X X X

[*] BOND PRICING: For the Week June 13 to June 17, 2022

                           - - - - -


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G E R M A N Y
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DIOK REAL ESTATE: S&P Affirms 'B-' ICR, Outlook Negative
--------------------------------------------------------
S&P Global Ratings affirmed its 'B-' issuer credit rating on German
office landlord Diok Real Estate AG and its 'CCC+' issue rating on
the company's senior unsecured debt.

The outlook remains negative, reflecting that S&P could lower the
ratings in the next six to 12 months if the company fails to
increase its cash flow, if its capital structure becomes less
sustainable, with shrinking liquidity headroom, or if 2023
maturities are not addressed in a timely manner.

Diok Real Estate has sold 49.9% of its share capital to an
international consortium of private investors led by Alvarium
Investment, a wealth and asset manager with assets under management
of about $21 billion, including $11 billion of real estate.

Alvarium's purchase of 49.9% of Diok's share capital allows it to
add a representative to the company's supervisory boards.

S&P said, "We understand that Alvarium acquired its 49.9% stake
from Diok's existing shareholders and that the stake is held
through Delta BuyCo Sarl, in which Alvarium owns a controlling
stake of about 90%. Diok's remaining major shareholders are Diok
Capital GmbH (the holding company of Daniel Grosch) with 17.5%,
Markus Drews with 13.8%, Marc Leffin with 9.4%, and Swiss Merchant
Group with 7.5%. Following the transaction, Diok has agreed to
appoint an additional board member, related to Alvarium, taking the
number of board members to three, including two previous members
who remain independent. Also as part of the transaction, Dr. Ralf
Nöcker has been appointed as an additional member of Diok's
management team, joining the existing members Mr. Drews and Mr.
Grosch. Dr. Nöcker holds about 10% of the equity in Delta BuyCo
Sarl.

"We understand that the company's financial policy and operational
strategy will not change following the change in shareholder
structure. Diok said it still plans to expand its asset base while
aiming to reduce leverage in the medium term. We note that
Alvarium's purchase of a stake from existing Diok shareholders
means the new owner did not provide new common equity to the
company. We now treat Diok as a financial-sponsor owned company,
even though it is possible that Alvarium will support a less
aggressive financial policy than is typical of fully private-equity
owned companies. In our view, the presence of a private-equity
sponsor generally increases the risk that financial leverage could
remain high over the medium term.

"Diok's capital structure remains highly leveraged, with EBITDA
interest coverage not approaching 1.0x before the end of 2022.
Diok's adjusted interest coverage was about 0.8x on Dec. 31, 2021,
which is weaker than our previous assumption of about 1.0x. This is
mainly because of a lower-than-expected earnings increase that
stemmed from delayed portfolio growth and re-lettings to fill
vacant premises. We understand that Diok's access to debt capital
markets was restricted over the past two years, due to the COVID-19
pandemic, leading the company to postpone its growth strategy. We
expect Diok will continue expanding its cash-flow base and
portfolio throughout 2022, but believe that its currently limited
cash-flow base and high debt-servicing needs may weigh on its
capital structure and liquidity headroom. We forecast that the
company will approach EBITDA interest coverage of 1.0x by year-end
2022, given resumed acquisitions in line with its strategy. That
said, we anticipate Diok's debt to debt-plus-equity will remain
high at about 80%. The company forecasts increasing equity in the
next few years, due mainly to revaluation gains on purchased
properties, in line with its strategy of buying properties at a
10%-15% discount, while funding acquisitions solely with debt. We
believe that Diok's highly leveraged capital structure and market
uncertainties pose a risk to its ability to secure new funding,
particularly during a market downturn, which could weigh on its
financial sustainability. In addition, we see a risk that
valuations for office properties in secondary locations may not
benefit from positive valuation developments and that demand could
become more subdued compared with prime locations. This could
further delay Diok's efforts to deleverage toward its reported
loan-to-value target. We understand that Alvarium plans to support
repayment of a significant amount of subordinated debt to reduce
the company's overall leverage over the medium term. At this stage,
we have not incorporated any potential reduction of leverage over
the next 12 months, which is the time horizon for our rating.

"The negative outlook reflects our view that we could lower the
ratings on Diok in the next 12 months if the company's capital
structure becomes increasingly unsustainable, with shrinking
liquidity headroom.

"We would lower the rating if the company fails to address its debt
maturities with sufficient liquidity in a timely manner.

"We would also view it negatively if Diok is unable to reach EBITDA
interest coverage of 1.0x over the next 6 to 12 months. This could
happen, for example, if the company is unable to fill recent
vacated properties in a timely manner, or increase absolute cash
flow on the back of its growth strategy."

S&P could revise the outlook to stable if Diok executes on its
strategy to expand its portfolio and absolute cash flow base such
that:

-- Its existing asset portfolio stabilizes with reduced vacancy
due to new leasing activity; and

-- Its EBITDA interest coverage ratio reaches 1.0x or more in the
next 6 to 12 months; and

-- Liquidity does not deteriorate further.

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

S&P said, "Governance factors are a moderately negative
consideration in our credit rating analysis of Diok. The company's
largest (49.9%) shareholder is Alvarium Investments, which we view
as a financial sponsor. The company's management board also
features Diok's founders, Mr. Grosch and Mr. Drews, who jointly own
31.3% of the group where they are CEO and COO, respectively. We
believe that entrepreneurial or controlling ownership, including by
financial sponsors, bears key-person risks and/or may negatively
influence corporate decision making and strategy by promoting their
interests above those of other stakeholders. Furthermore, we take
into account the company's less frequent financial reporting and
weaker disclosure standards, compared to listed companies.
Environmental and social factors are an overall neutral
consideration in our credit rating analysis of Diok."


MINIMAX VIKING: Moody's Ups CFR to Ba3 & Alters Outlook to Stable
-----------------------------------------------------------------
Moody's Investors Service has upgraded to Ba3 from B1 the corporate
family rating of German active fire detection and protection
solutions provider Minimax Viking GmbH ("Minimax" or "company").
Concurrently, Moody's upgraded to Ba3 from B1 the ratings on the
group's guaranteed senior secured bank credit facilities and
upgraded the probability of default rating to Ba3-PD from B1-PD of
Minimax. The outlook on all ratings has been changed to stable from
positive.

RATINGS RATIONALE

The rating action reflects Minimax's strong operating performance
through 2021 and the first four months of this year, and Moody's
expectation that the current level of operating performance and
credit metrics will be sustained in the next 12 to 18 months. Good
execution with respect to organic growth, successful pass through
of most input price increases to customers, and strict cost control
contributed to significant expansion in EBITDA and lower leverage,
with Moody's-adjusted Debt/ EBITDA declining to around 4.3x as of
last twelve months ended April 2022 (LTM-Apr 22) from 5.6x in 2020
and 6.1x in 2019. Earnings growth together with positive free cash
flow (FCF) generation resulted in a faster deleveraging on a net
basis, through accumulation of cash on its balance sheet which
reached EUR422 million as of April-end 2022.

Minimax's Ba3 CFR benefits from the company's resilient business
model, with around 50% of recurring revenue component; and low
sensitivity of its operating performance to a range of economic
scenarios, as shown by only a 5% and 2% reported revenue decline in
its revenues during 2009 and in 2020, respectively. In addition,
Minimax CFR is supported by its strong market positions in the
highly regulated fire protection market; its proven track record of
operating and financial performance, including margin resilience in
the context of rising input costs and supply chain frictions and
consistently positive FCF generation; and its good liquidity
profile. Moody's anticipates that Minimax is likely to continue to
operate within the requirements for the Ba3 rating category even in
a weaker macroeconomic environment, as evidenced in the past and
supported by the company's balanced financial policy.

Minimax's CFR also considers governance considerations, including
its private equity ownership and an associated event risk of
debt-funded shareholder distributions or acquisitions, as well as
its strong management track record. Moody's expects that the
company will continue to exercise a balanced approach in managing
interests of its lenders and private owners. Consequently, the Ba3
rating doesn't factor in the expectation of sizeable dividend
payouts or sizeable debt-funded acquisitions. Throughout a long
history of Minimax's private-equity ownership, the company has a
track record of deleveraging through earnings growth and
accumulation of positive FCF on balance sheet. Following a dividend
recap in 2013, the company has consistently de-levered by around
0.5x per annum from 3.9x net leverage (company-adjusted) to 1.7x at
year-end 2017. The change in ownership in 2018 has triggered an
increased net leverage (company-adjusted) to 4.0x at year-end 2018,
which has improved to 2.3x as of LTM-Apr 22. The senior facilities
agreement prohibits any dividend distribution if the net leverage
ratio (company-adjusted) is above 3.5x pro forma for the
transaction.

LIQUIDITY

Minimax's liquidity is good. As of April 30, 2022, the group's
available cash sources included a sizeable cash balance of EUR422
million and Moody's-projected positive FCF of around EUR70 million
- EUR80 million per annum. Together with a EUR40 million commitment
under its guaranteed revolving credit facility maturing in 2024
(fully undrawn), liquidity sources comfortably cover all expected
liquidity requirements of the group for this year and next year.
Cash needs mainly comprise capital spending of around EUR60 - EUR70
million per annum, working capital consumption and debt
amortisation of about EUR10 million per annum.

STRUCTURAL CONSIDERATIONS

In Moody's Loss Given Default assessment, Moody's rank first the
group's term loans maturing in 2025 and the guaranteed revolving
credit facility maturing in 2024, given the upstream guarantees
from material subsidiaries and pledges of a security package
encompassing, inter alia, main tangible and intangible assets of
material subsidiaries. The instruments rank pari passu with the
trade payables, followed by unsecured pension obligations and lease
rejection claims due within one year. Since there is no
subordinated debt in Minimax's capital structure, apart from
pensions and lease obligations, the ratings on the term loans and
the revolving credit facility are in line with the group's CFR of
Ba3.

RATING OUTLOOK

The stable outlook reflects Moody's expectation that Minimax will
continue to generate strong operating performance over the next 12
to 18 months, supported by its solid order intake to date and a
high share of revenue from recurring activities, and maintain a
good liquidity profile. The outlook also reflects Moody's
expectations of a continued prudent financial policy over the next
12 to 18 months that will support a Moody's adjusted gross leverage
around 4.0x and positive FCF generation.

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

Upward rating pressure could arise if Minimax's leverage ratio
(defined as Moody's-adjusted gross debt/EBITDA) reduced to below
3.5x; RCF/Net debt above 20% on a sustained basis and if its
Moody's-adjusted FCF/debt increases and remains above 10% while the
company maintains a good liquidity profile. Furthermore, an upgrade
would require a commitment by the ownership of the company to a
leverage target consistent with these improved credit metrics.

Conversely, downward rating pressure could develop if Minimax's
operating performance deteriorates or the company embarks on
significant debt-funded acquisitions or significant shareholder
distribution, resulting in Moody's-adjusted gross leverage ratio
above 4.5x on a sustained basis; RCF/Net Debt sustainably below 15%
or its FCF/debt persistently below 5%.

LIST OF AFFECTED RATINGS:

Issuer: Minimax GmbH

Upgrades:

BACKED Senior Secured Bank Credit Facility, Upgraded to Ba3 from
B1

Outlook Actions:

Outlook, Changed To Stable From Positive

Issuer: Minimax Viking GmbH

Upgrades:

LT Corporate Family Rating, Upgraded to Ba3 from B1

Probability of Default Rating, Upgraded to Ba3-PD from B1-PD

BACKED Senior Secured Bank Credit Facility, Upgraded to Ba3 from
B1

Outlook Actions:

Outlook, Changed To Stable From Positive

Issuer: MX Holdings US, Inc.

Upgrades:

BACKED Senior Secured Bank Credit Facility, Upgraded to Ba3 from
B1

Outlook Actions:

Outlook, Changed To Stable From Positive

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Manufacturing
published in September 2021.

COMPANY PROFILE

Minimax Viking GmbH, headquartered in Bad Oldesloe, Germany, is a
global operator in the active fire protection and detection
markets. The group serves industrial and commercial clients through
the development, manufacturing and installation of tailor-made fire
protection solutions and offers follow-up and post system
installation services. The group generated sales of EUR1.85 billion
and company-adjusted EBITDA of about EUR301 million in 2021. The
group is majority owned (around 90%) by UK-based Intermediate
Capital Group PLC, while its remaining shareholders are Minimax
management and the Groos family (founders of the former Viking
group).

WIKING HELIKOPTER: Goes Into Administration
-------------------------------------------
FlightGlobal reports that German offshore transport specialist
Wiking Helikopter Service has entered administration on the back of
rising fuel costs, loss-making contracts and the lingering effects
of the coronavirus pandemic.




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I R E L A N D
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MALLINCKRODT PLC: Exits Chapter 11, Completes Examinership
----------------------------------------------------------
Mallinckrodt plc ("Mallinckrodt" or the "Company") on June 16
disclosed that it has successfully completed its reorganization
process, emerged from Chapter 11 and completed the Irish
Examinership proceedings.

The Company is moving forward as a diversified global specialty
pharmaceutical company with a strengthened balance sheet and
increased financial flexibility to invest in its business, execute
its strategic initiatives, advance its pipeline and better meet the
needs of patients.  Supported by existing drug development programs
and approximately 2,800 talented employees globally, the Company is
poised to build on its 155-year history of providing medicines that
address patient needs through its two business segments:

Specialty Brands, a global, innovative biopharmaceutical business
that develops and commercializes specialty branded pharmaceutical
medicines for patients; and

Specialty Generics, a U.S.-based, vertically integrated business
that produces high-quality generic medicines and active
pharmaceutical ingredients in complex markets.

Paul Bisaro, Chairman of the Mallinckrodt Board of Directors, said,
"[Thurs]day marks a new beginning for Mallinckrodt as we emerge
well-positioned for long-term success, with a substantially
stronger capital structure and major litigation matters permanently
resolved.  As we move forward, the top priority for our new Board
is working alongside management to review the business and develop
a go-forward strategy to drive sustainable value for our patients,
customers, partners, team members, shareholders and other
stakeholders.  We are focused on thoughtfully establishing a plan
that builds on our innovation-driven therapies pipeline,
capitalizes on Mallinckrodt's core strengths and positions the
Company for long-term sustainable growth."

"I extend my deepest gratitude to Mallinckrodt's teams, whose
determination, resilience and commitment to serving our customers
and patients have been extraordinary throughout this process," Mr.
Bisaro continued.  "We also thank engaged patient groups and our
customers and partners for their significant support and continued
confidence in our company and our future, which has been
instrumental in making this milestone possible."

Sigurdur Olafsson Appointed President and Chief Executive Officer

The Company also announced on June 16 that Sigurdur (Siggi)
Olafsson has been appointed as President and Chief Executive
Officer and a member of Mallinckrodt's Board, effective June 25,
2022. Mr. Olafsson brings almost 30 years of diverse pharmaceutical
experience across branded and generic drugs, most recently serving
as CEO of Hikma Pharmaceuticals.

Prior to Hikma, Mr. Olafsson served as President and CEO of the
Global Generic Medicines Group of Teva Pharmaceuticals. Previously,
he was President of Actavis plc (Watson) and CEO of the Actavis
Group, which develop, manufacture and distribute branded, generic
and biosimilar products.  Mr. Olafsson also held a number of
leadership positions in Pfizer's Global R&D organization in the UK
and U.S., focused on branded drug development, and served as Head
of Drug Development for Omega Farma in Iceland.

Mark Trudeau has stepped down from his role as President and CEO,
effective June 16, 2022.  Mallinckrodt has established an Office of
the CEO on an interim basis until Mr. Olafsson starts at
Mallinckrodt. The Office of the CEO comprises Mark Casey, Executive
Vice President and Chief Legal Officer; Hugh O'Neill, Executive
Vice President and Chief Commercial and Operations Officer; and
Bryan Reasons, Executive Vice President and Chief Financial
Officer.

Mr. Bisaro added, "On behalf of the Board and leadership team, I
thank Mark for his significant contributions to Mallinckrodt over
the past decade. We wish Mark all the best in his future endeavors.
Importantly, we have strong leadership in place to guide us as we
turn the page, with Siggi bringing decades of experience and deep
expertise in both branded and generic pharmaceuticals.  We
appreciate Mark, Hugh and Bryan stepping into the Office of the CEO
to lead us until Siggi officially joins Mallinckrodt later this
month."

Mr. Olafsson said, "It's an honor to be appointed Mallinckrodt's
CEO. I look forward to helping guide the Company as it continues to
support patients around the world.  Mallinckrodt is emerging from
its recent restructuring process with an attractive pipeline,
enhanced financial flexibility and significant opportunities to
drive stakeholder value.  I look forward to working closely with
the Board and my new colleagues in developing and executing
Mallinckrodt's revised strategic plan."

New Board of Directors

The Company's Board now comprises six independent directors, each
of whom brings years of experience, relevant expertise and fresh
perspectives to Mallinckrodt. These directors are:

Paul Bisaro, Chairman, an industry veteran with 30 years of
experience in the healthcare industry;

Daniel Celentano, a seasoned financial advisor to major companies
across numerous industries globally;

Riad El-Dada, a pharmaceutical executive with extensive U.S. and
international leadership experience, including as a senior
executive at Merck for more than 25 years;

Neal Goldman, Chair of the Human Resources and Compensation
Committee, an investment professional with more than 25 years of
experience in investing and working with companies in a variety of
industries to maximize shareholder value, and with expertise in
strategic planning and company transformations;

Woodrow (Woody) Myers, Chair of the Governance and Compliance
Committee, a nationally recognized leader in the development of
advanced healthcare management programs and initiatives to improve
medical quality; and

James Sulat, Chair of the Audit Committee, a leader with more than
20 years of experience serving as an executive and board member in
the life sciences industry.

When Mr. Olafsson joins the Company later this month, the total
number of directors on Mallinckrodt's Board will be seven.

For full biographies of each director, please visit
https://www.mallinckrodt.com/about/board-of-directors/.

Permanent Resolution of Litigation

As a result of the reorganization process, Mallinckrodt has
significantly improved its financial position and resolved numerous
lawsuits the Company was facing prior to the Chapter 11
proceedings.  The Company's Plan of Reorganization (the "Plan") and
Irish law Scheme of Arrangement (the "Scheme"), which became
effective today, include key legal settlements that resolve opioid
claims brought against the Company and litigation matters involving
Acthar(R) Gel, among other claims, and provides for significant
equitization of the Company's guaranteed unsecured notes.

Mallinckrodt is now the first company that has permanently resolved
opioid litigation on a global scale, including any future claims
that might be brought for periods prior to emergence.  The Company
will continue operating its opioid business in a responsible
manner, in compliance with an operating injunction agreed to with
state Attorneys General that has been in place since the
commencement of the Chapter 11 process, and under the oversight of
an independent monitor.

Implementing the Plan and the Scheme strengthens the Company's
balance sheet, reduces its total debt by approximately $1.3 billion
and enables it to move forward with more than $250 million in cash
and cash equivalents on hand.

Issuance, Listing and Trading of New Common Stock

In connection with emergence, all of Mallinckrodt's existing
ordinary shares were cancelled pursuant to the Plan and the Scheme.
Mallinckrodt issued 13,170,932 new ordinary shares to its
guaranteed unsecured noteholders in accordance with the provisions
of the Plan and the Scheme.

In accordance with the Plan, Mallinckrodt also issued 3,290,675
warrants with a strike price of $103.40 to the opioid claimants and
adopted a management incentive plan providing for the issuance to
management, key employees and directors of the Company of equity
awards with respect to up to an aggregate of 1,829,068 shares.

Mallinckrodt's new shares are anticipated to trade over-the-counter
under the ticker symbol "MNKPF" until such time as the Company
relists on a national securities exchange.

New Financing

In connection with emergence, Mallinckrodt issued $650 million in
aggregate principal amount of new first lien senior secured notes.
The proceeds of the notes will be used to, among other things, pay
certain fees and expenses, satisfy other payment obligations under
the Plan, and for other general corporate purposes.  Mallinckrodt
also entered into a $200 million accounts receivable financing
facility.

Pursuant to the Plan, Mallinckrodt also reinstated $495 million in
aggregate principal amount of its existing first lien senior
secured notes and issued $1.76 billion in aggregate principal
amount of new first lien senior secured term loans to the holders
of its existing term loans in satisfaction thereof, issued $323
million in aggregate principal amount of new second lien senior
secured notes to the holders of its existing second lien senior
secured notes in satisfaction thereof and issued $375 million in
aggregate principal amount of new second lien senior secured notes
to the holders of certain of its existing unsecured senior notes in
partial satisfaction thereof.

Advisors

Latham & Watkins LLP; Wachtell, Lipton, Rosen & Katz; Arnold &
Porter; Ropes & Gray LLP; and Hogan Lovells served as
Mallinckrodt's counsel.  Guggenheim Securities, LLC served as
investment banker and AlixPartners LLP served as restructuring
advisor to Mallinckrodt.

                       About Mallinckrodt PLC

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

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

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

Judge John T. Dorsey oversees the cases.

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

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

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




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L U X E M B O U R G
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CME MEDIA: S&P Assigns 'B+' Issuer Credit Rating, Outlook Stable
----------------------------------------------------------------
S&P Global Ratings assigned its 'B+' issuer credit rating to CME
Media Enterprises BV (CME) and withdrew its 'B+' issuer credit
rating on TV Bidco.

The stable outlook reflects S&P's expectation that CME will
maintain robust operating performance and an S&P Global
Ratings-adjusted EBITDA margin well above 30% over the next 12
months.

Effective May 11, 2022, TV Bidco merged into its direct subsidiary,
CME. Under the merger's universal title of succession, TV Bidco
transferred all of its assets and liabilities, including the
unrated EUR1.1 billion senior secured loan, to CME, and ceased to
exist. Consequently, S&P assigned its 'B+' issuer credit rating to
CME and withdrew its 'B+' issuer credit rating on TV Bidco. CME is
now the rated parent entity of the group, replacing TV Bidco.

S&P said, "The stable outlook reflects our expectation that CME's
operating performance will remain robust over the next 12 months,
with revenue growth largely offsetting increased content costs. We
expect the adjusted EBITDA margin will remain well above 30% and
the company will generate substantial free operating cash flow
(FOCF) of about EUR120 million-EUR130 million per year. This will
translate into adjusted debt to EBITDA declining to about 4.0x in
2022."

S&P could lower the rating on CME if adjusted debt to EBITDA rises
above 5.0x or if adjusted FOCF to debt falls sustainably below 10%,
which could happen if:

-- The group's competitive position weakens, for example if it
cannot adjust its business model to overcome structural challenges
in the linear TV broadcasting industry, or if programming costs and
investment in business growth increase more than S&P forecasts,
weakening profitability and FOCF; or

-- The group follows a more aggressive financial policy,
prioritizing acquisitions or shareholder returns over leverage
reduction.

An upgrade is unlikely over the short term. Over the longer term,
S&P could raise the rating if adjusted debt to EBITDA declined
sustainably below 3.5x and FOCF to debt increased above 15%, with
dividends not exceeding FOCF. An upgrade would also hinge on the
group's financial policy being targeted at maintaining such
improved credit metrics.




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DE VOLKSBANK: Moody's Gives 'Ba1(hyb)' to Add'l. Tier 1 Securities
-------------------------------------------------------------------
Moody's Investors Service assigned a Ba1(hyb) rating to the EUR300
million Additional Tier 1 non-viability contingent capital
securities issued by de Volksbank N.V. (de Volksbank). The
securities are issued as green bonds in accordance with de
Volksbank's green bond framework, which follows the Green Bond
Principles of the International Capital Market Association
("ICMA"). In addition, Moody's affirmed de Volksbank's long-term
deposit ratings of A2 and changed the outlook to positive from
stable.  

RATINGS RATIONALE

According to Moody's methodology on the rating of banks'
non-viability securities, Additional Tier 1 securities are
typically positioned three notches below the bank's Adjusted
Baseline Credit Assessment (BCA). The Ba1(hyb) rating assigned to
the Additional Tier 1 notes is based on (1) de Volksbank's
standalone creditworthiness as expressed by the bank's baa1 BCA;
(2) the high loss given failure of these deeply subordinated
securities under Moody's Advanced Loss Given Failure (LGF)
analysis, resulting in one notch downward adjustment from the BCA;
and (3) the higher payment risk associated with the non-cumulative
coupon skip mechanism, resulting in a further two notches of
downward adjustment. The LGF analysis takes into consideration the
principal write-down feature, in combination with the Additional
Tier 1 notes' deeply subordinated status in liquidation.

The notes are unsecured, perpetual and subordinated to senior and
subordinated unsecured obligations of de Volksbank. The notes have
a non-cumulative full-discretionary coupon-suspension mechanism.
There is a principal write-down if the bank's or the group's
transitional Common Equity Tier 1 capital ratio drops below 5.125%,
which Moody's views as close to the point of non-viability. The
principal can be written up at the issuer's discretion.

OUTLOOK ON LONG-TERM DEPOSIT RATINGS

Moody's decision to change the outlook on deposit ratings to
positive from stable reflects the expected increased volume of
liabilities subordinated to the bank's junior deposits following
the issuance of the Additional Tier 1 notes and planned issuance of
junior senior unsecured notes (commonly referred to as senior
non-preferred notes) in the next two years. De Volksbank indicated
that it plans on issuing between EUR1.2 billion and EUR1.7 billion
of junior senior unsecured notes by 2024, on top of the EUR1
billion already issued, in order to meet its 2024 Minimum
Requirement for Eligible Liabilities and own funds (MREL) target of
7.87% of the leverage ratio exposure (LRE).

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

The rating of the Additional Tier 1 notes is mainly driven by de
Volksbank's baa1 BCA, which reflects the bank's very low risk
profile due to its focus on domestic retail mortgages and its
strong capital base.

Any changes in the bank's BCA would likely result in changes to the
Ba1(hyb) rating assigned to these securities.

In addition, an upgrade of the bank's long-term deposit ratings
would likely occur if the bank were to further issue junior senior
unsecured notes, which would increase subordination and offer
greater protection to depositors.

LIST OF AFFECTED RATINGS

Issuer: de Volksbank N.V.

Assignment:

Preferred Stock Non-cumulative, assigned Ba1(hyb)

Affirmations:

Long-term Bank Deposits, affirmed A2, outlook changed to Positive
from Stable

Outlook Action:

Outlook changed to Positive(m) from Stable

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Banks
Methodology published in July 2021.




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GOOGLE RUSSIA: Files for Bankruptcy in Moscow Court
---------------------------------------------------
Laurens Cerulus at Politico reports that Google's local subsidiary
in Russia filed for bankruptcy because Moscow's measures against
the U.S. firm have made it impossible to do business, the firm said
on June 17.

"Google Russia has filed for bankruptcy," a Google spokesperson, as
cited by Politico, said in a statement, adding that "the Russian
authorities' seizure of Google Russia's bank account has made it
untenable for our Russia office to function, including employing
and paying Russia-based employees, paying suppliers and vendors,
and meeting other financial obligations."

"People in Russia rely on our services to access quality
information and we'll continue to keep free services such as
Search, YouTube, Gmail, Maps, Android and Play available," the firm
said.

According to Politico, Russian news agency Interfax reported the
Company filed its paperwork with the Moscow Arbitration Court on
June 16.

Google is one of many Western technology companies that have pulled
out of Russia or scaled down its activities there, in part due to
Western sanctions and Russian counter-measures, and in part due to
pressure from the Ukrainian government to throw up a "digital
blockade" to stop Russia from accessing services, Politico
discloses.


OZON HOLDINGS: Enters Into Standstill Agreement in Respect of Bonds
-------------------------------------------------------------------
Ozon Holdings PLC (NASDAQ and MOEX: "OZON", thereafter referred to
as "we", "us", "our", "Ozon" or the "Company"), the operator of a
leading Russian e-commerce platform, provides further update in
respect of its $750 million 1.875 per cent. senior unsecured
convertible bonds due 2026 ("Bonds"), issued by the group's Cypriot
holding company, Ozon Holdings PLC.

On June 1, 2022, the Company and ad hoc group of Bondholders,
representing 21.4 per cent of the outstanding Bonds entered into a
standstill agreement to facilitate the restructuring of the Bonds
(the "Standstill Agreement"). In addition, on June 1, 2022, the
Company and certain Russian bondholders, representing 14.5 per cent
of the outstanding Bonds also entered into a separate Russian
standstill agreement, which in form and substance is substantially
similar to the Standstill Agreement (the "Russian Standstill
Agreement" and together with the Standstill Agreement, the
"Standstill Agreements").

The Standstill Agreements according to their terms came into effect
on June 1, 2022, with Bondholders becoming a party thereto
amounting 35.9 per cent of the outstanding Bonds, exceeding 33.4
per cent threshold.

According to the terms of the Standstill Agreements, the
Bondholders agreed to forbear from taking any enforcement actions
on the basis of certain identified events of default and potential
events of default under the Bonds.  In addition, under the Russian
Standstill Agreement, the Russian bondholders agreed to forbear
from taking certain enforcement actions under other indebtedness of
the Company and its subsidiaries.  The Standstill Agreements will
terminate on August 30, 2022, subject to certain early termination
events and an extension option.

Bondholders, who are not members of the ad hoc group of Bondholders
and who are not Sanctioned Bondholders (as defined in the
Standstill Agreement), may accede to the Standstill Agreement by
executing the accession deed and delivering it to the Company.
Russian bondholders who are not Sanctioned Bondholders (as defined
in the Standstill Agreements) are invited to accede to the Russian
Standstill Agreement.  Russian bondholders include any Bondholder
that is (a) formed, organized, or existing under the laws of
Russia; (b) an individual ordinarily resident in Russia; or (c) 50%
or more owned by, controlled by, acting on behalf of, or at the
direction of, in each case, individually or in the aggregate, a
person(s) described under clause (a) and/or (b).

The Company strongly encourages Bondholders who are not Sanctioned
Bondholders (as defined in the Standstill Agreements) to accede to
the Standstill Agreements to facilitate the consensual
restructuring of the Bonds, which the Company believes to be the
optimal mutually beneficial solution to both Bondholders and the
Company.

Bondholders interested in receiving more information regarding the
Standstill Agreements or in acceding to the Standstill Agreements
are directed to follow the link https://ir.ozon.com/restructuring/,
or to contact Houlihan Lokey, the financial advisor of the ad hoc
group of Bondholders at projectondohl@hl.com or Alvarez & Marsal,
the financial advisor of the Company at
ozonbondholders@alvarezandmarsal.com.

                              About OZON

Ozon -- https://ir.ozon.com/ -- is a leading multi-category
e-commerce platform and one of the largest internet companies in
Russia.  Ozon's platform offers one of the widest selections of
goods across multiple product categories. Ozon's country-wide
warehouse footprint includes around one million square meters. Its
infrastructure enables Ozon to provide Russian population with a
fast and convenient delivery via couriers, pick-up points and
parcel lockers.  Ozon's extensive logistics and fast-developing
marketplace allow over 90 thousand entrepreneurs to sell their
products across Russia's 11 time zones to more than 25 million
customers.  In addition to its core e-commerce business, Ozon is
expanding Ozon fintech and other value-added services, such as its
online grocery solution Ozon fresh.




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S P A I N
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BANKINTER 11: Moody's Cuts Rating on EUR9.8MM Class D Notes to B1
-----------------------------------------------------------------
Moody's Investors Service has downgraded the rating of the Class D
notes and affirmed the ratings of the other notes issued by
BANKINTER 11, FTH:

EUR816.8M Class A2 Notes, Affirmed Aa1 (sf); previously on Aug 16,
2021 Affirmed Aa1 (sf)

EUR15.6M Class B Notes, Affirmed Aa1 (sf); previously on Aug 16,
2021 Upgraded to Aa1 (sf)

EUR15.3M Class C Notes, Affirmed A2 (sf); previously on Aug 16,
2021 Upgraded to A2 (sf)

EUR9.8M Class D Notes, Downgraded to B1 (sf); previously on Aug
16, 2021 Affirmed Ba2 (sf)

The rating action reflects:

-- the deterioration in the levels of credit enhancement for the
affected notes due to EUR1.3 million in draws under the reserve
fund. Draws are being driven by the lost cash flows under the
hedging arrangement with the swap counterparty as well as financing
costs on the Class A2 – Class E notes which all rank senior to
reserve fund replenishment;

-- the expectation of diminished excess spread available in the
transaction given increasing funding costs as lower yielding senior
notes are repaid;

-- the expectation of further draws of the reserve fund as the
12-month Euribor reference rate of the loans requires the loans to
reset before the pool benefits from higher yielding prevailing
rates.

Moody's affirmed the ratings of the notes that had sufficient
credit enhancement to maintain their current ratings.

Maximum achievable rating is Aa1 (sf) for structured finance
transactions in Spain, driven by the corresponding local currency
country ceiling of the country.

RATINGS RATIONALE

The rating action on Class D notes is prompted by:

-- the deterioration in the levels of credit enhancement for the
affected notes due to EUR1.3 million in draws under the reserve
fund. Draws are being driven by the lost cash flows under the
hedging arrangement with the swap counterparty as well as financing
costs on the Class A2 – Class E notes which all rank senior to
reserve fund replenishment;

-- the expectation of diminished excess spread available in the
transaction given increasing funding costs as lower yielding senior
notes are repaid;

-- the expectation of further draws of the reserve fund as the
12-month Euribor reference rate of the loans requires the loans to
reset before the pool benefits from higher yielding prevailing
rates.

Deterioration of credit enhancement for Class D:

The reserve fund amount is EUR4.9 million and EUR1.3 million below
its target value of EUR6.2 million. Since the last rating action on
August 16, 2021, the reserve fund has fallen from EUR5.7 million
(reporting date May 21, 2021) to EUR4.9 million (reporting date May
21, 2022). The reserve fund draws of EUR1.3 million are due to
negative excess spread in the transaction driven by increased
hedging costs and rising financing costs. The reserve fund is
effectively the only source of credit enhancement for Class D.

Expectation of diminished excess spread to replenish the reserve
fund:

Currently the pool yields a weighted average interest rate of 0.08%
p.a. and rising to a maximum of 0.48% p.a. net of swap payments as
the reference rate rises. However current pool interest and
projected pool interest is insufficient to meaningfully offset
outflows associated with net swap payments, senior fees, and
interest payments on the notes. Interest on all outstanding notes,
including Class E coupon of 3mE+390bps, rank ahead of reserve fund
replenishments.

As interest rates are expected to increase over the coming months,
Moody's expect the size of quarterly reserve fund draws to decrease
from current levels of circa EUR200K per quarter to much lower
levels. This will stop the further deterioration of credit
enhancement for Class D. However, it is unlikely that sufficient
excess spread will be restored enabling the transaction to
replenish the reserve fund back to its target amount of EUR6.2
million.

Annual reset of the mortgage loans:

The sizeable net swap payments made by the issuer to the swap
counterparty were due to the very negative levels of 12m-Euribor
interest rate leading to the effectiveness of the basis swap being
impacted and creating increasing net swap payments to be made by
the issuer. As 12m-Euribor rates increase, the expectation is for
the associated swap cost to fall. However, given annual reset of
the mortgage loans, the benefit of the already higher level of
interest rates will accrue to the issuer lockstep with the annual
reset dates of the underlying mortgages.

Key Collateral Assumptions:

As part of the rating action, Moody's reassessed its lifetime loss
expectation for the portfolio reflecting the collateral performance
to date.

The performance of the transaction has continued to be stable with
de minimis defaults since closing of the transaction. Total
delinquencies have also remained stable and at very low levels in
the past year, with 90 days plus arrears currently standing at
0.17% of current pool balance. Cumulative defaults currently stand
at 0.64% of original balance and unchanged since February 2021.

Moody's decreased the expected loss assumption to 0.4% as a
percentage of original pool balance from 0.45% due to the very good
asset performance. Correspondingly, the revised 0.4% expected loss
assumption on original balance is equivalent to an expected loss
assumption on current balance of 0.96%.

The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
February 2022.

The analysis undertaken by Moody's at the initial assignment of
ratings for an RMBS security may focus on aspects that become less
relevant or typically remain unchanged during the surveillance
stage.

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

Factors or circumstances that could lead to an upgrade of the
ratings include: (i) performance of the underlying collateral that
is better than Moody's expected; (ii) an increase in available
credit enhancement; and (iii) a decrease in sovereign risk.

Factors or circumstances that could lead to a downgrade of the
ratings include: (i) an increase in sovereign risk; (ii)
performance of the underlying collateral that is worse than Moody's
expected; (iii) deterioration in the notes' available credit
enhancement; and (iv) deterioration in the credit quality of the
transaction counterparties.


BBVA CONSUMER 2022-1: Moody's Gives Ba3 Rating to EUR30MM E Notes
-----------------------------------------------------------------
Moody's Investors Service has assigned the following definitive
ratings to Notes issued by BBVA CONSUMER AUTO 2022-1 FONDO DE
TITULIZACION (the "Issuer"):

EUR1,038M Class A Floating Rate Asset Backed Notes due Feb 2036,
Definitive Rating Assigned Aa2 (sf)

EUR30M Class B Floating Rate Asset Backed Notes due Feb 2036,
Definitive Rating Assigned A3 (sf)

EUR24M Class C Floating Rate Asset Backed Notes due Feb 2036,
Definitive Rating Assigned Baa2 (sf)

EUR48M Class D Floating Rate Asset Backed Notes due Feb 2036,
Definitive Rating Assigned Ba1 (sf)

EUR30M Class E Floating Rate Asset Backed Notes due Feb 2036,
Definitive Rating Assigned Ba3 (sf)

Moody's has not assigned any ratings to the following Notes to the
EUR30M Class F Floating Rate Asset Backed Notes and EUR5.5M Class Z
Floating Rate Asset Backed Notes due Feb 2036.

RATINGS RATIONALE

The transaction is a static cash securitisation of auto loans
extended to obligors in Spain by Banco Bilbao Vizcaya Argentaria,
S.A. ("BBVA") (A3 SU, A2 LT Bank Deposits, A3(cr)/P2(cr)) with the
purpose of financing new or used vehicles via car dealers
(prescriptores). BBVA also acts as asset servicer, swap
counterparty, collection and issuer account bank provider.

The provisional portfolio of underlying assets consists of auto
loans originated in Spain, with fixed rates and a total outstanding
balance of approximately EUR1,360 million. The final portfolio will
be selected at random from the provisional portfolio to match the
final Note issuance amount.

As of May 4, 2022, the provisional pool cut had 116,512 loans with
a weighted average seasoning of 16.1 months. Loans are used for the
purpose of new (38.9%) or used (61.1%) car acquisition. 61.4% of
the loans do not have any security over the vehicle and hence the
servicer cannot repossess it in order to increase recoveries. 52.3%
of the portfolio contain a "reserva de dominio" clause, meaning
that the vehicles can be registered at the seller's option on the
Registro de Bienes Muebles, the Spanish moveable goods register and
38.6% of the loans have been already registered in the Chattel
Registry.

Moody's have received a breakdown of vehicles by engine type.
Diesel cars have a share of 38.3% of the outstanding portfolio
balance, Petrol cars 41.3%, Unknown 15.5% and AFVs/ Hybrids 4.9%.

The transaction benefits from credit strengths such as the
granularity of the portfolio, the excess spread-trapping mechanism
through 6 months artificial write off mechanism, the high average
interest rate of 6.34% and the financial strength and
securitisation experience of the originator.

Moreover, Moody's notes that the transaction features some credit
weaknesses such as a complex structure including interest deferral
triggers for junior notes, pro-rata payments on all classes of
notes from the first payment date, and the high linkage to BBVA.
Various mitigants have been put in place in the transaction
structure such as sequential redemption triggers to stop the
pro-rata amortization. Commingling risk is partly mitigated by the
transfer of collections to the issuer account within two days and
the high rating of the servicer.

Hedging: All the loans are fixed-rate loans, whereas the notes are
floating-rate liabilities. As a result, the issuer is subjected to
a fixed-floating interest-rate mismatch. To mitigate the
fixed-floating rate mismatch, the issuer has entered into a swap
agreement, with BBVA. Under the swap agreement, (i) the issuer pays
a fixed rate of 2.20%, (ii) the swap counterparty pays 3M Euribor +
0.70% (floored at 0), (iii) the notional as of any date will be the
outstanding balance of Classes A-F.

Moody's analysis focused, amongst other factors, on: (i) an
evaluation of the underlying portfolio of auto loans and the
eligibility criteria; (ii) historical performance provided on
BBVA's total book and past consumer loan ABS transactions; (iii)
the credit enhancement provided by subordination, excess spread and
the reserve fund; (iv) the liquidity support available in the
transaction by way of principal to pay interest; and (v) the
overall legal and structural integrity of the transaction.

MAIN MODEL ASSUMPTIONS

Moody's determined a portfolio lifetime expected mean default rate
of 4.5%, expected recoveries of 35.0% and a portfolio credit
enhancement ("PCE") of 14.0% for both the current and substituted
portfolios of the issuer. The expected defaults and recoveries
capture Moody's expectations of performance considering the current
economic outlook, while the PCE captures the loss Moody's expect
the portfolio to suffer in the event of a severe recession
scenario. Expected defaults and PCE are parameters used by Moody's
to calibrate its lognormal portfolio loss distribution curve and to
associate a probability with each potential future loss scenario in
its ABSROM cash flow model to rate consumer ABS transactions.

The portfolio expected mean default rate of 4.5% is in line with
the Spanish auto loan transactions and is 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) strict criteria requiring the long seasoning of
the loans, (iii) benchmark transactions, and (iv) other qualitative
considerations.

Portfolio expected recoveries of 35% are higher than Spanish auto
loan average and are based on Moody's assessment of the lifetime
expectation for the pool taking into account: (i) historic
performance of the loan book of the originator, (ii) benchmark
transactions, and (iii) other qualitative considerations such as
quality of data provided and asset security provisions.

The PCE of 14.0% is lower than other Spanish auto loan peers and is
based on Moody's assessment of the pool taking into account the
relative ranking to originator peers in the Spanish consumer loan
market. The PCE of 14.0% results in an implied coefficient of
variation ("CoV") of 58.4%.

METHODOLOGY

The principal methodology used in these ratings was 'Moody's Global
Approach to Rating Auto Loan- and Lease-Backed ABS' published in
September 2021.

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

Factors or circumstances that could lead to an upgrade of the
ratings of the Notes would be: (1) better than expected performance
of the underlying collateral; or (2) a lowering of Spain's
sovereign risk leading to the removal of the local currency ceiling
cap.

Factors or circumstances that could lead to a downgrade of the
ratings would be: (1) worse than expected performance of the
underlying collateral; (2) deterioration in the credit quality of
BBVA; or (3) an increase in Spain's sovereign risk.




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S W E D E N
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PREEM HOLDING: Moody's Assigns B1 CFR & Rates New EUR340MM Bond B3
------------------------------------------------------------------
Moody's Investors Service assigned a B1 corporate family rating to
Preem Holding AB (Preem or the company), a holding entity at the
top of the restricted group of the largest refining company in the
Nordic region. Moody's also assigned a B1-PD probability of default
rating to Preem as well as a B3 instrument rating to the proposed
EUR340 million senior subordinated bond issued by Preem. The
outlook on Preem is stable.

Preem expects to use the proceeds of the bond together with cash to
primarily repay an existing term loan of $540 million, along with
transactions costs.

RATINGS RATIONALE

Preem's B1 CFR is primarily constrained by its (1) small scale and
a degree of operational concentration, with only two refineries
located in Sweden and no integration into petroleum exploration and
production; (2) exposure to the capital intensive and highly
volatile refining business already in a structural decline in
Europe and subject to increasingly demanding regulatory
requirements and margin pressure; (3) sizeable and ambitious
investment plan that creates execution risks and will likely
necessitate incremental debt in Moody's view, which will take a
toll on the currently strong point-in-time credit metrics; (4)
weaker corporate governance compared to publicly listed companies
with a generally broader shareholder base, considering the sole
ultimate shareholder, who however has supported the business so
far; and (5) still high reliance on a borrowing base facility, the
availability of which may quickly decline when business is under
pressure and which is subject to covenants, although Preem's
liquidity buffer is currently good.

Conversely, Preem's (1) two high quality, large scale refineries
with advantageous coastal locations and the ability to supply
products that fulfill stringent regulatory requirements in Sweden,
including biofuels, which contribute to gross margins in excess of
industry benchmarks; (2) established leading position in
Sweden/Scandinavia in refining and retail/marketing, focused on
commercial road transport, which is currently somewhat less
impacted by electrification trends than the passenger vehicle
sector; and (3) integration into its more stable retail/marketing
business, which somewhat reduces the inherent volatility of the
refining business; support the B1 CFR.

In 2022 to date, shortages in key Russian product export markets,
notably for diesel, have lifted Preem's refining margins to levels
exceeding those achieved in fiscal year 2021, and current credit
metrics position Preem solidly in the B1 rating category. However,
uncertainties about the sustainability of the currently strong
momentum in margins remain. The stable outlook reflects Moody's
expectation that even with softened refining margins and an
increase in debt to fund expansionary capital expenditures, Preem
will exhibit credit metrics in line with B1 rating and maintain
adequate liquidity.

The PDR of B1-PD, in line with the CFR, factors in the agency's
standard assumption of a family recovery rate of 50%, which is
customary for a capital structure consisting of bonds and bank
debt. The B3 rating of the proposed bond reflects its structural
subordination to other sizeable financial debt in the restricted
group. Preem Holding AB, the issuer of the bond, has limited assets
and essentially no cash flows other than dividends from Preem AB,
the issuer of the borrowing base facility. In addition, the bond
does not benefit from guarantees from operating subsidiaries and is
secured only by share pledges of the issuer.

Hence, in Moody's loss given default model, the bond ranks behind
trade payables and lease claims at the operating level, as well as
the sizeable borrowing base facility secured by trade receivables
and inventories. Furthermore, the agency expects funding for future
capital spending to be raised at the operating level, which will
result in incremental liabilities ahead of bondholders. Although
several assets in the restricted group, including fixed assets, are
not pledged and the book value of these assets well exceeds the
nominal value of bond, there is substantial uncertainty about
recovery value of those assets in a default scenario.

ESG CONSIDERATIONS

Governance considerations for Preem include concentrated ownership
as the company is ultimately owned by Mr. Mohammed Hussein
Al-Amoudi, who however has been supportive of the business so far.
Additionally, Preem has taken steps to strengthen its liquidity and
reduce its leverage since the start of the pandemic, leading to
credit metrics that currently position the company solidly in its
rating category.

Preem has very highly negative exposure to environmental risk
mainly driven by very high carbon transition risk, very high waste
and pollution risk and high physical climate risk. Refining and
marketing companies will face increasing pressure over time as
decarbonization efforts and the transition towards cleaner energy
continue. Preem also has very highly negative exposure to social
risks mainly driven by demographic & societal pressures and the
push for responsible production. Major drivers of risk are
regulatory mandates that increase costs and an eventual societal
trend away from hydrocarbons, as well as the related pressure on
access to and cost of capital for refining and marketing
companies.

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

An upgrade of Preem's ratings would primarily require improved
scale and diversification, with a further track record of the
company being able to meaningfully expand its renewable offering,
as well as to maintain a strong liquidity buffer even at times when
the business is more under pressure. It would also require the
company to keep Moody's adjusted retained cash flow to debt
sustainably above 20% through the cycle (around 35% in 2021).

Moody's could downgrade Preem's B1 CFR with indications of
sustained deterioration of refining margins, leading to Moody's
adjusted retained cash flow to debt sustainably below 15%, or with
evidence of deterioration of the liquidity profile.

The principal methodology used in these ratings was Refining and
Marketing published in August 2021.

With operational headquarters in Stockholm, Sweden, Preem is the
largest refining company in the Nordic region by production
capacity with two technologically advanced refineries, Preemraff
Lysekil (capacity of 220 thousand barrels/day) and Preemraff
Gothenburg (125 thousand barrels/day). In addition, the company
owns a leading fuel distribution and retail network in Sweden,
consisting of almost 500 Preem branded service stations and Preem
SAifa branded diesel truck stops. In 2021 Preem generated around
SEK90 billion of sales (equivalent of roughly $10 billion, net of
excise duties). The company is ultimately owned by Mr. Mohammed
Hussein Al-Amoudi.



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T U R K E Y
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PETKIM PETROKIMYA: Moody's Puts 'B2' CFR on Review for Downgrade
----------------------------------------------------------------
Moody's Investors Service has placed Petkim Petrokimya Holding
A.S.'s B2 Corporate Family Rating, B2-PD Probability of Default
Rating and the B2 senior unsecured rating on review for downgrade.
The outlook changed to ratings under review from negative.

"The placement of Petkim's ratings on review for downgrade reflects
the company's refinancing risk ahead of the $500 million notes due
in January 2023", says Julien Haddad, a Vice President – Senior
Analyst, and the local market analyst on Petkim. "While Petkim has
been looking at ways to refinance the notes, the company is yet to
secure the funding ahead of the maturity."

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

The rating action reflects the substantial amount of short term
debt in Petkim's capital structure as of March 2022 as well as the
weakened financing conditions as financial volatility and interest
rates continue to rise in the wake of the Russia-Ukraine crisis.
Petkim's short term borrowings include around $360 million of short
term debt maturing over the course of the next 12 months and $500
million notes maturing on January 26, 2023. The short term debt is
mainly made of working capital facilities that Petkim uses to
purchases its naphtha. Those have been historically rolled-over and
are mainly held by Turkish banks. Moody's understands that Petkim
has been looking at different options to refinance its $500 million
notes, however, none of those options has crystallized.

In addition, Moody's expects Petkim's leverage (debt to EBITDA) and
interest coverage (EBITDA/interest expense) to normalize in 2022
following a very strong 2021, where the company benefitted from the
increase in product prices. Petkim's debt to EBTDA decreased to
1.0x in 2021 from 4.5x in 2020, while EBITDA/interest expense
increased to 14.7x from 5.1x. Moody's expects those metrics to
normalize in 2022 to levels around 2.9x and 6.7x, respectively.

During the review process, Moody's will assess Petkim's actions in
order to manage its liquidity profile, including the refinancing of
its upcoming maturities and the timeliness of such actions, be it
for the short term debt or the $500 million notes due in January
2023.

In addition to the weak liquidity, Petkim's B2 ratings are
constrained by (1) the small scale of the company with a single
integrated facility and concentration of its production site and
operations in one country; and (2) exposure to the volatility and
cyclicality of the petrochemical industry that has resulted in
elevated leverage in a down cycle.

On the other hand, Petkim's ratings continue to positively reflect
(1) the company's healthy position in the Turkish petrochemical
market; (2) the on-going cost savings and planned synergies as
Petkim integrates itself with the STAR refinery, a sister company,
that became fully operational in 2019; and (3) the strategic
importance of Petkim to the State Oil Company of the Azerbaijan
Republic (SOCAR, Ba2 positive), which remains a supportive
shareholder.

ESG CONSIDERATIONS

Chemicals is among 11 sectors with elevated credit exposure to
environmental risk through the tightening of environmental and
safety regulations. For Petkim, these risks are partly mitigated by
its good track record in environmental compliance and solid
operational capabilities. The company has procedures in place to
comply with local regulations and monitor pollutants released into
the air, water and soil during production. Turkey has signed, but
not ratified, the Paris Agreement on reducing greenhouse gas
emissions.

In terms of governance, Petkim issued a $500 million bond to help
finance its acquisition of a 18% stake in STAR refinery, a sister
company. STEAS has a 51% controlling stake in Petkim, while STEAS
along with the Republic of Azerbaijan wholly-owned the STAR
refinery prior to the Petkim transaction. SOCAR through STEAS is
actively involved in defining Petkim's strategic direction and
Moody's considers it as a supportive shareholder. Petkim is listed
on the Istanbul Stock Exchange and therefore has to follow
regulations governing due diligence of related party transactions.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Chemical
Industry published in March 2019.

CORPORATE PROFILE

Petkim Petrokimya Holding A.S. is the sole petrochemical producer
in Turkey and was established in 1965 by the Turkish government.
The company is listed since 1990 on the Istanbul Stock Exchange and
was fully privatized in 2008. Petkim is currently 51% owned by
SOCAR Turkey Energy A.S. (STEAS), which in turn is wholly-owned by
State Oil Company of the Azerbaijan Republic (SOCAR) while the
remaining 49% is publicly listed.

The company's operations are located in Aliaga, about 50 kilometers
from Izmir in western Turkey. The petrochemical complex has 14
primary production units including a 588,000 ton/year ethylene
cracker. Using naphtha as a feedstock, the company produces 15
different petrochemical products that can be categorised into (1)
thermoplastic polymers such as polyvinyl chloride (PVC),
low-density polyethylene (LDPE), high-density polyethylene (HDPE)
and polypropylene (PP); (2) fiber raw materials such as
acrylonitrile (ACN), monoethylene glycol (MEG) and purified
terephthalic acid (PTA); and (3) other co-products such as benzene
and paraxylene among others.




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

DERBY COUNTY FOOTBALL: EFL Blocked From Speaking to Bidders
-----------------------------------------------------------
BBC News reports that the Football League says it is "extremely
frustrated" at being blocked from speaking to potential buyers of
stricken League One club Derby County.

After Chris Kirchner's withdrawal on June 13, the EFL said it
intended to step up its involvement in the process, BBC relates.

It was expected EFL chief executive Trevor Birch would be kept
across efforts to sell the club, BBC notes.

Ex-chairman Andy Appleby and former Newcastle owner Mike Ashley are
among those known to be interested, BBC states.

However, it has not been clear whether any party would be willing
to pay the sum Mr. Kirchner had agreed to, which has raised the
potential of a 15-point deduction for Derby next season, BBC
relays.

"The administrators have informed us that the confidentiality
arrangements agreed with bidders, plus obligations owed by the
administrators to individuals under the UK's General Data
Protection Regulations, means they are unable to confirm the
identity of any bidder without the express consent from the
relevant bidder," BBC quotes Mr. Birch as saying.

"In order to explain our position, we have asked for calls with the
solicitors acting for those bidders who have refused consent. These
calls have not yet taken place.

"As you can imagine this is extremely frustrating for us. Firstly,
with considerable experience in this area we believe we can help
review any proposed exit plans to identify any issues as early as
possible so we can then work with them to try to find any potential
solutions.

"Secondly, we will have significant work to do on verification of
compliance with the Owners' and Directors' Test, as well as an
assessment of the ultimate source and sufficiency of funding. This
clearly cannot start until we have the necessary information."

Quantuma have relied on external funding through the American
financiers MSD Holdings since they were appointed in September, BBC
discloses.

However, Birch points out this approach carries risk, according to
BBC.

"The administrators have funded the ongoing trading losses with
further advances from an external funder which has security on the
stadium," he added.

"This of course has created a liability that the administrators
need a prospective purchaser to repay as part of the sale
consideration. This debt has obviously grown with every passing
month of administration trading."

Derby would be allowed to start the 2022-23 League One season in
administration, BBC says.  However, Quantuma will have to show how
they intend to fund the club at break-even level throughout the
campaign, BBC notes.

               About Derby County Football Club

Founded in 1884, Derby County Football Club is a professional
association football club based in Derby, Derbyshire, England.  The
club competes in the English Football League Championship (EFL, the
'Championship'), the second tier of English football.  The team
gets its nickname, The Rams, to show tribute to its links with the
First Regiment of Derby Militia, which took a ram as its mascot.
Mel Morris is the owner while Wayne Rooney is the manager of the
club.

On Sept. 22, 2021, the club went into administration.  The EFL
sanctioned a 12-point deduction on the club, putting the team at
the bottom of the Championship.  Andrew Hosking, Carl Jackson and
Andrew Andronikou, managing directors at business advisory firm
Quantuma, had been appointed joint administrators to the club.


DEUCE MIDCO: Fitch Affirms 'B' LongTerm IDR, Outlook Stable
-----------------------------------------------------------
Fitch Ratings has affirmed Deuce Midco Limited's (David Lloyd
Leisure, (DLL)) Long-Term Issuer Default Rating (IDR) at 'B'. The
Outlook is Stable. Fitch has also affirmed Deuce Finco plc's senior
secured instrument ratings at 'B+' with a Recovery Rating of
'RR3'.

The 'B' IDR encapsulates DLL's high funds from operations (FFO)
adjusted gross leverage. However, Fitch expects leverage to reduce
to below 7.0x by 2023, underpinned by post-pandemic stabilisation,
solid inherent profitability with FFO margin trending towards 17%,
and sufficient liquidity. Fitch expects free cash flow (FCF) to
turn positive in 2023, following repayment of deferred payments in
2022 and expected lower capex intensity.

The Stable Outlook is driven by Fitch's expectation that the
premium health and fitness club operator will maintain healthy
membership levels and margins even in a recessionary environment.
Fitch could revise the Outlook to Negative on declining membership
levels, weaker profitability and larger FCF outflows eroding
liquidity and delaying deleveraging prospects.

KEY RATING DRIVERS

Post-Pandemic Stabilisation: Fitch expects broadly flat membership
count yoy at end-2022, as record new membership sales in 2Q21 lead
to higher attrition rates in 2H22. Membership levels have recovered
to above pre-pandemic levels with 723,000 members in May 2022.
General post-pandemic trends, such as more working from home and a
greater focus on health and wellbeing, are positive for DLL with
its clubs in sub-urban locations. At the same time, people
increasing their working hours in office and spending more time
travelling may reduce their usage of DLL clubs and prompt higher
attrition.

Healthy Profitability Maintained: Fitch forecasts that cost
inflation will largely be mitigated by membership yield increases
of 5% in 2022-2024 and continued strong cost control, while
maintaining the premium quality of DLL's offering. Fitch expects
2023 EBITDA of around GBP145 million and EBITDA margin to trend to
24% over the rating horizon to 2025, reflecting a more conservative
stance on higher attrition in 2022 and some cost pressure
offsetting 10 more new clubs being added during 2022-2026.
Improvement in margin is driven by maturing clubs, net membership
gains, and yield increase helping to offset inflationary cost
pressures, plus by the company's cost-savings programme.

Fitch has reversed the IFRS16 impact on leases in line with Fitch's
corporate criteria, deducting GBP16 million a year from EBITDA and
FFO in 2021 and over the forecast period.

High Leverage: Fitch expects total adjusted debt/EBITDAR (and FFO
adjusted gross leverage) to decline to around 7.0x in 2022, which
is commensurate with a 'B' rating category, in line with Fitch's
previous expectations. Shareholder's equity injection and
payment-in kind (PIK) instrument (which Fitch treats as equity) of
a combined GBP350 million, along with owner TDR's focus on growing
the business and no planned dividends over the rating horizon,
suggest some commitment to deleveraging. Leverage had increased to
above 8.5x following a debt-funded dividend payment in 2018, and
was distorted in 2020 and 2021 by the pandemic.

Materially Higher Capex in 2022: Fitch has materially revised up
2022 capex assumptions (by around GBP90 million to GBP137 million)
in line with management's guidance. Capex assumption for 2023 is
revised up by a smaller GBP18 million to around GBP75 million, in
addition to around GBP20 million M&A spend for European expansion.
Revenue-accretive, cash-funded capex, for example investments in
luxury spas, should aid deleveraging once additional profits are
captured, but it will reduce immediate financial flexibility.
Furthermore, Fitch sees high execution risk associated with
converting existing members to more premium memberships, while also
managing higher attrition rates in 2H22.

Deleveraging Capability: Deleveraging will depend on management's
further appetite for M&A and expansion versus debt reduction. Fitch
expects positive FCF from 2023 as remaining deferred payments
relating to the pandemic (GBP44 million) are paid in 2022, and this
is also supported by Fitch's assumption of lower capex intensity in
2023. Fitch expects maintenance capex to remain at around 5% of
sales.

Lower Pipeline Capex for UK Sites: DLL's strategy is to add four
sites per year, half of which is planned in the UK. DLL
increasingly finances more UK projects on a turn-key basis, versus
via pipeline capex (capex for acquiring new clubs and
transformations of acquired clubs), whereby the developer invests
money upfront (land and construction) and DLL only pays for
fit-outs. Once the site is open, it is treated as long-leasehold.
Such a strategy will reduce expansionary capex for UK sites,
improving deleveraging capacity. For Europe, DLL plans to acquire
and transforms gyms.

Solid Operations: Fitch views DLL as a strong business benefitting
from a growing health and fitness sector and a loyal affluent
membership base that is less sensitive to economic pressures.
Current management had turned around DLL pre-pandemic with net
membership gains, following years of net customer losses. Its
premium lifestyle offering sets DLL apart from the traditional gym
format, resulting in less direct competition and lower attrition
rates. Subscription income (around 80% of sales) is complemented
mainly by food and beverage and personal-training revenue streams.

DERIVATION SUMMARY

DLL's IDR reflects the company's niche leading position with an
affluent membership base that is less sensitive to economic
pressures.

Its closest Fitch-rated peer is Pinnacle Bidco plc (Pure Gym;
B-/Stable), the second-largest gym and fitness operator in Europe
with a value/low-cost business model, even though both credits have
different business models. Pure Gym faces more rigorous price
competition in a more crowded market, while DLL's members are less
price-sensitive. Pure Gym is smaller by revenue, but has a
geographically more balanced portfolio following its Fitness World
acquisition, while DLL is increasing its geographic
diversification. The gym market is polarised and both companies
have been winning market share from their mid-market peers.

Due to its low-cost business model, Pure Gym operates on higher
EBITDAR margins of around 48%-50% versus around 40% at DLL. Pure
Gym has a more aggressive expansion strategy resulting in weaker
expected FCF generation and higher FFO adjusted gross leverage,
which Fitch expects to reduce to 7.7x in 2022 following
coronavirus-related disruptions. Fitch expects DLL's FFO adjusted
gross leverage to reduce to below 7.0x beyond 2022, albeit
depending on management's appetite to grow.

KEY ASSUMPTIONS

Fitch's Key Assumptions Within the Rating Case for the Issuer:

-- Membership levels to slightly decline to 703,000 by end-2022,
    driven by higher attrition following record high new
    membership sales in 2021;

-- Four new site additions per year between 2022 and 2025 (two
    each in the UK and Europe);

-- Average members per site stable at slightly above 5,500 as the

    maturation of previously opened or added sites is expected to
    be offset by the addition of new sites;

-- Average yield at GBP59 in 2022, increasing 5% in 2023 and 2024

    as expected price increases help offset higher costs, followed

    by slower 2.5% growth in 2025;

-- Ancillary sales recovering to GBP126 million in 2022 and
    growing 3% per year in 2023-2025;

-- EBITDA margin slightly above 23% in 2022 and 2023 as increased

    costs including rising energy prices are expected to largely
    be mitigated by increase in yields, while rent increases are
    assumed to be capped at 4.2%. EBITDA margins to improve
    gradually to 24% by 2025, supported by some normalisation in
    cost inflation and continued yield increases;

-- Increased capex in 2022 at GBP137 million primarily to fund
    enlarged investment plans, followed by at around 11% of sales
    to 2025;

-- M&A of around GBP20 million per year from 2023 onwards,
    reflecting two European club additions per year (and two UK
    club additions per year assumed on a sale-and-lease back
    basis);

-- No dividends.

Fitch's Key Recovery Assumptions

The recovery analysis assumes that DLL would be reorganised as a
going-concern (GC) in bankruptcy rather than liquidated. Fitch has
assumed a 10% administrative claim.

DLL's GC EBITDA of GBP110 million is based on expected EBITDA,
including contributions from its Accura and Meridian acquisitions.
The GC EBITDA assumption reflects no new club openings, lower
membership revenue amid fewer members per club, no increase in
yield, and an EBITDA margin slightly below 2019 levels due to
higher operating spending. The GBP110 million GC EBITDA is 24%
below the estimated 2022 EBITDA, and reflects Fitch's view of a
sustainable, post-reorganisation EBITDA level upon which Fitch
bases the enterprise valuation (EV).

We have applied a 6x EV/EBITDA multiple to the GC EBITDA to
calculate a post-reorganisation EV. The multiple, which is 0.5x
higher than for Pure Gym, reflects a well-invested premium estate
(long leases mainly), an established brand name and lower attrition
rate of members than budget fitness operators', expected positive
FCF generation over the rating horizon and reasonable performance
through past recessions when the estate was less well-invested.

Its GBP900 million-equivalent senior secured notes rank behind an
GBP125 million super senior revolving credit facility (RCF), which
Fitch assumes to be fully drawn upon default, but ahead of the
GBP200 million PIK instrument raised outside the restricted group.

Our waterfall analysis generates a ranked recovery for the senior
secured notes in the 'RR3' band, indicating a 'B+' instrument
rating, one notch up from the IDR. The waterfall analysis output
percentage on current metrics and assumptions is 52%.

RATING SENSITIVITIES

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

Fitch does not expect a positive rating action over the rating
horizon, unless

-- FFO adjusted gross leverage, or total lease-adjusted
    debt/operating EBITDAR, falls below 6.0x, suggesting a more
    robust underlying performance than expected, or a more
    conservative financial policy;

-- FFO fixed charge cover, or operating EBITDAR / interest plus
    rents, sustainably above 1.8x; and/or

-- Positive FCF margin above 4%.

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

-- Slower recovery in memberships, weaker profitability amid
    lower yields/higher attrition, and/or higher cash outflows
    leading to:

-- FFO adjusted gross leverage, or total lease-adjusted
    debt/operating EBITDAR, remaining sustainably above 7.0x;

-- FFO fixed-charge cover, or operating EBITDAR / interest plus
    rents, sustainably below 1.5x; and

-- FCF margin remaining neutral to negative.

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

Satisfactory Liquidity: Available liquidity amounted to around
GBP238 million as of end-March 2022, comprising GBP113 million cash
on balance sheet and GBP125 million RCF availability. This is
sufficient to meet deferred payments and to fund the company's
increased investment plan of an estimated GBP137 million for 2022.
Fitch does not expect the RCF to be drawn during Fitch's forecast
horizon.

After a larger cash outlay in 2022, primarily to fund the company's
premiumisation prospects, Fitch expects FCF generation to turn
positive in 2023 as Fitch expects business expansion in the UK to
require limited expenditure due to partnership with developers. In
addition, DLL has no near-term maturities with its RCF maturing in
2026 and the senior secured notes in 2027.

ISSUER PROFILE

DLL is a premium lifestyle club operator in the UK & Republic of
Ireland (where 101 clubs are located) with an expanding presence in
Europe. It has 126 clubs with over 720,000 members at end-May
2022.

ESG CONSIDERATIONS

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

   DEBT                 RATING                    RECOVERY   PRIOR
   ----                 ------                    --------   -----
Deuce Midco Limited       LT IDR    B    Affirmed            B
Deuce FinCo plc

   senior secured         LT        B+   Affirmed    RR3     B+


GREAT HALL 2007-01: Moody's Ups GBP14.5MM Ea Notes Rating to Ba2
----------------------------------------------------------------
Moody's Investors Service has upgraded the ratings of 26 notes in
Great Hall Mortgages No. 1 Plc Series 2006-01, Great Hall Mortgages
No. 1 Plc Series 2007-01 and Great Hall Mortgages No. 1 Plc Series
2007-02. The rating action reflects the upgrade of The Co-operative
Bank plc (The Co-operative Bank)'s Counterparty Risk assessment
("CR assessment") to Baa3(cr) acting as master servicer, better
than expected collateral performance, and the increased levels of
credit enhancement for the affected notes.

Moody's affirmed the ratings of the notes that had sufficient
credit enhancement to maintain their current ratings.

Issuer: Great Hall Mortgages No. 1 Plc Series 2006-01

GBP216.3M Class A2a Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

EUR175M Class A2b Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

GBP25.8M Class Ba Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

EUR7.5M Class Bb Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

GBP11.5M Class Ca Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

EUR8M Class Cb Notes, Upgraded to Aaa (sf); previously on Oct 25,
2021 Affirmed Aa3 (sf)

GBP6M Class Da Notes, Upgraded to Aa1 (sf); previously on Oct 25,
2021 Upgraded to Aa3 (sf)

EUR11.5M Class Db Notes, Upgraded to Aa1 (sf); previously on Oct
25, 2021 Upgraded to Aa3 (sf)

GBP5.6M Class Ea Notes, Upgraded to Baa3 (sf); previously on Oct
25, 2021 Affirmed Ba1 (sf)

Issuer: Great Hall Mortgages No. 1 Plc Series 2007-01

GBP264M Class A2a Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

EUR396M Class A2b Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

GBP47.1M Class Ba Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

EUR55.6M Class Bb Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

GBP14M Class Ca Notes, Upgraded to Aaa (sf); previously on Oct 25,
2021 Affirmed Aa3 (sf)

EUR33.4M Class Cb Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

GBP19M Class Da Notes, Upgraded to Aa2 (sf); previously on Oct 25,
2021 Upgraded to A1 (sf)

EUR22.9M Class Db Notes, Upgraded to Aa2 (sf); previously on Oct
25, 2021 Upgraded to A1 (sf)

GBP14.5M Class Ea Notes, Upgraded to Ba2 (sf); previously on Oct
25, 2021 Upgraded to B1 (sf)

Issuer: Great Hall Mortgages No. 1 Plc Series 2007-02

GBP278.8M Class Aa Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

EUR30M Class Ab Notes, Upgraded to Aaa (sf); previously on Oct 25,
2021 Affirmed Aa3 (sf)

US$600M Class Ac Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

GBP75.2M Class Ba Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Affirmed Aa3 (sf)

GBP9M Class Ca Notes, Upgraded to Aaa (sf); previously on Oct 25,
2021 Upgraded to Aa3 (sf)

EUR42.1M Class Cb Notes, Upgraded to Aaa (sf); previously on Oct
25, 2021 Upgraded to Aa3 (sf)

GBP2M Class Da Notes, Upgraded to A2 (sf); previously on Oct 25,
2021 Upgraded to A3 (sf)

EUR28M Class Db Notes, Upgraded to A2 (sf); previously on Oct 25,
2021 Upgraded to A3 (sf)

GBP7.5M Class Ea Notes, Affirmed B3 (sf); previously on Oct 25,
2021 Affirmed B3 (sf)

EUR10M Class Eb Notes, Affirmed B3 (sf); previously on Oct 25,
2021 Affirmed B3 (sf)

RATINGS RATIONALE

The rating action is prompted by the upgrade of The Co-operative
Bank's CR assessment to Baa3(cr), who acts as master servicer in
the transactions. The rating action also reflects the decreased key
collateral assumptions, namely the portfolio Expected Loss (EL) for
Great Hall Mortgages No. 1 Plc Series 2006-01 and, for all three
transactions, the MILAN CE assumptions due to better than expected
collateral performance, as well as an increase in credit
enhancement for the affected tranches.

Revision of Key Collateral Assumptions:

As part of the rating action, Moody's reassessed its lifetime loss
expectation for the portfolios reflecting the collateral
performance to date.

The performance of Great Hall Mortgages No. 1 Plc Series 2006-01
has been better than expected since October 2021. Total
delinquencies have decreased since then, with 90 days plus arrears
currently standing at 2.8% of current pool balance, with pool
factor at 20%. Cumulative losses have remained stable at 1.65% of
original pool balance.

Moody's assumed the expected loss assumption of 2.50% as a
percentage of current pool balance. This corresponds to 2.15% as a
percentage of original pool balance, down from the previous
assumption of 2.27%.

The performance of Great Hall Mortgages No. 1 Plc Series 2007-01
and Great Hall Mortgages No. 1 Plc Series 2007-02 has been stable
since October 2021. 90 days plus arrears as a percentage of current
balance are currently standing at 4.6% and 5.4%, respectively, with
pool factor at 29% and 32%. Cumulative losses have remained stable
at 2.5% and 2.7% of original pool balance, respectively.

Moody's maintained the expected loss assumption as a percentage of
original pool balance for Great Hall Mortgages No. 1 Plc Series
2007-01 and Great Hall Mortgages No. 1 Plc Series 2007-02 at 3.29%
and 3.75%, respectively.

Moody's has also assessed loan-by-loan information as a part of its
detailed transaction review to determine the credit support
consistent with target rating levels and the volatility of future
losses. As a result, Moody's has decreased MILAN CE assumptions for
Great Hall Mortgages No. 1 Plc Series 2006-01, Great Hall Mortgages
No. 1 Plc Series 2007-01 and Great Hall Mortgages No. 1 Plc Series
2007-02 to 14%, 16% and 16% from 16%, 20% and 20%, respectively.

Increase in Available Credit Enhancement

The three transactions are amortising sequentially as performance
triggers have been breached and are incurable, which means their
notes' payment waterfalls cannot revert to pro-rata amortisation.
Sequential amortization and non-amortizing reserve funds led to the
increase in the credit enhancement available in the transactions.

For instance, in Great Hall Mortgages No. 1 Plc Series 2006-01, the
credit enhancement for tranches Da and Db affected by today's
rating action increased to 11.45% from 10.95% since the last rating
action in October 2021.

In Great Hall Mortgages No. 1 Plc Series 2007-01, the credit
enhancement for tranches Da and Db affected by today's rating
action increased to 11.29% from 10.61% since the last rating action
in October 2021.

In Great Hall Mortgages No. 1 Plc Series 2007-02, the credit
enhancement for tranches Da and Db affected by today's rating
action increased to 9.82% from 9.18% since the last rating action
in October 2021.

Counterparty Exposure

The rating actions took into consideration the notes' exposure to
relevant counterparties, such as servicers.

Moody's considered how the liquidity available in the transactions
and other mitigants support continuity of note payments, in case of
servicer default, using the CR assessment as a reference point for
servicers. The CR assessment of The Co-operative Bank who acts as
master servicer in the three transactions has been upgraded to
Baa3(cr) on May 31, 2022. As a result, the ratings are not
constrained by financial disruption risk anymore. However, due to
the transactions' weak back-up servicing arrangements the notes'
ratings will remain linked to the credit quality of the master
servicer.

Moody's also considered that several amendments have been
implemented in the three transactions. Under the amendments, the
Issuer has (a) updated the reference rate of notes denominated in
GBP to compounded daily SONIA instead of 3 month sterling LIBOR;
(b) updated the reference rate in respect of the LIBOR Hedge
Agreement and the GBP leg of the Currency Hedge Agreement to
compounded daily SONIA; (c) incorporated a spread adjustment that
reflects the difference between LIBOR and the new reference rate;
(d) changed the reference rate used to calculate the interest rate
charged on loans linked to sterling LIBOR in the portfolios to
Synthetic LIBOR. Moody's notes there is no fall back language for
USD LIBOR in Great Hall Mortgages No. 1 Plc Series 2007-02, and
therefore the transaction is exposed to risks arising from the
cessation of USD LIBOR.

The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
February 2022.

The analysis undertaken by Moody's at the initial assignment of
ratings for RMBS securities may focus on aspects that become less
relevant or typically remain unchanged during the surveillance
stage.

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

Factors or circumstances that could lead to an upgrade of the
ratings include (1) performance of the underlying collateral that
is better than Moody's expected, (2) an increase in available
credit enhancement and (3) a decrease in sovereign risk.

Factors or circumstances that could lead to a downgrade of the
ratings include (1) an increase in sovereign risk, (2) performance
of the underlying collateral that is worse than Moody's expected,
(3) deterioration in the notes' available credit enhancement, (4)
deterioration in the credit quality of the transaction
counterparties and (5) no fallback rate for USD LIBOR in Great Hall
Mortgages No. 1 Plc Series 2007-02 when USD LIBOR will be
unavailable after June 30, 2023.


HONEST BREW: Enters Administration, Halts Trading
-------------------------------------------------
Beer Today reports that online beer retailer Honest Brew has been
placed into administration.

The company ceased trading on June 14 and will not be accepting
further orders, Beer Today relates.

According to Beer Today, in a statement, Honest Brew said: "Like so
many others, we worked hard to overcome the challenges of the last
couple of years.  We didn't always get things right, but we tried
to approach every problem with honesty and best intentions.

"However, the current trading environment has proved to be one
challenge too far, and on June 14 we made the difficult decision to
stop taking new orders.

"We are very keen to ensure that all of our customers are looked
after, particularly those of you with unused cash deposits.  We
have been working closely with a fellow craft beer pioneer to work
out how best to do this, and you will be contacted in the coming
days with more details."


MCLAREN GROUP: S&P Affirms 'CCC+' ICR & Alters Outlook to Negative
------------------------------------------------------------------
S&P Global Ratings revised its outlook on McLaren Group Ltd. to
negative and affirmed its issuer credit rating on McLaren at
'CCC+'. At the same time, S&P affirmed its issue rating on
McLaren's senior secured notes at 'CCC+', with a recovery rating of
'3'.

S&P said, "The negative outlook reflects our view that McLaren's
liquidity position remains pressured and covenant headroom is thin.
It also reflects the view that McLaren's route to recovery has been
lengthened and we have lowered our forecasts for wholesale volumes
for 2022 and 2023.

"McLaren's operating performance in 2021 was hampered by both
company-related and industrywide challenges, and we expect some of
those to persist in 2022. The launch of the Artura, originally
slated for the back end of 2021, was key to underpinning the
recovery of McLaren's recovery sales volumes after the tough
operating conditions McLaren faced in 2020 caused by the pandemic.
However, some internal and supply chain challenges (including the
semiconductor shortages that have been impacting the wider
industry) delayed the launch. Some of these challenges have
persisted, coupled with the impact of pandemic-related lockdowns in
Shanghai and other regions across China, which have weighed on
McLaren's sales in the region. The company's sales volumes have
therefore not rebounded after the pandemic as strongly as we
previously forecast. In 2021, wholesale volumes totaled 2,138
vehicles, below previous expectations of 3,000-3,250. As such,
revenues declined by more than 5% compared to an already
challenging operating environment in 2020, when revenues fell 50%.
Some of this impact was also due to the lower revenue from the
Applied division, which was sold in 2021. With the launch of the
Artura in the second quarter of 2022, as dealerships take stock of
the model and customers receive orders in late June, we expect
McLaren's overall wholesale volumes to grow to more than 3,300 in
2022, with revenues rising to more than GBP800 million.

"Despite the company's reported EBITDA recovering materially after
the pandemic (GBP139.9 million in 2021 versus negative reported
EBITDA in 2020), the fact that we continue to expense capitalized
development costs means that McLaren's S&P Global Ratings-adjusted
EBITDA remained negative in 2021, after taking into account GBP155
million of capitalized development costs. We expect reported EBITDA
to be around GBP40 million-GBP50 million in 2022, and after
expensing capitalized development costs, that we forecast to be in
the range of GBP165 million-GBP185 million, we expect adjusted
EBITDA to remain negative in 2022 before turning positive in
2023."

Liquidity continues to be pressured and the success of the Artura
(and resultant cash inflow from sales) remains key to McLaren's
recovery in 2022 and 2023. McLaren's cash balances have reduced
materially since our last rating action. Cash has fallen to around
GBP18 million at the end of March 2022 from around GBP310 million
shortly after McLaren's refinancing in July 2021. This swing was
partly the result of higher-than-expected working capital outflows
of GBP59 million in 2021, relating largely to increasing inventory
levels with the Artura stock not wholesaled, as well as an outflow
of GBP24 million in the first quarter of this year due to ongoing
investment into the Artura. Capital expenditure (capex) remains
high, at GBP162 million in 2021 and GBP29 million in the first
quarter of 2022. As a result, S&P anticipates that unless McLaren
receives support from shareholders or issues new debt to bolster
its cash balances then liquidity will remain pressured.

The Artura is McLaren's first hybrid supercar, underpinned by the
new lightweight vehicle architecture that the company has heavily
invested in and developed over the past few years. McLaren has a
significant number of vehicles ready for final validation before
they are then sent to dealerships, the sale of which will
significantly support the group's cash flows and working capital
unwind that we assume in our base case. Other models, including the
Elva, 765LT, 720S, and GT are supported by a strong order backlog.

S&P said, "We also note that in its path to electrification,
McLaren may at some point in the future partner with a larger
automotive manufacturer, who would support the company through
expertise and potential investment.

"The negative outlook reflects our view that McLaren's liquidity
position remains pressured and covenant headroom is thin. It also
reflects the view that McLaren's route to recovery has been
lengthened and we have lowered our forecasts for wholesale volumes
for 2022 and 2023.

"We could lower the ratings on McLaren in the next six months if
wholesale volumes fell below our base case, leading to decreasing
revenue and reported EBITDA, or if cash burn remained high and
liquidity deteriorated further. We could also lower the ratings if
the utilization of the revolving credit facility (RCF) exceeded 35%
and we did not expect McLaren to pass its covenant test.

"We could revise the outlook to stable if wholesale volumes and
revenues, alongside reported EBITDA, illustrated signs of sustained
improvement. We could also revise the outlook if the liquidity
position stabilized and covenant headroom increased."

Environmental, Social, And Governance

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

S&P said, "Environmental factors are a moderately negative
consideration in our rating analysis of McLaren Group Ltd., since
the auto industry must comply with increasingly stringent
greenhouse gas regulations. Given the company's small scale, large
investments in R&D and capex are required to achieve the
transition. However, the company has previously been a leading
producer of environmentally friendly luxury vehicles, launching the
first hybrid supercar in 2013, the P1. This was a low-volume
limited model." The company produced a limited number of Speedtail
hypercars in 2019/2020, which were also powered by a hybrid power
unit. However, the Artura--a key model in the past year--is the
first series-production hybrid model the company has released and
will set the benchmark for the future McLaren hybrid supercars.
Governance factors are also a moderately negative consideration
because there has been some underperformance in past years relative
to plans, with liquidity injections required to support the
business.

The $620 million (GBP450 million equivalent) senior secured notes
have an issue rating of 'CCC+' and a recovery rating of '3'. This
reflects S&P's expectations of meaningful recovery (50%-70%;
rounded estimate: 50%) in the event of a payment default.

The documentation includes a minimum guarantor coverage test (85%
for EBITDA and assets), as well as customary clauses (including
negative pledge and incurrence covenants). The documentation also
has a springing consolidated net leverage ratio covenant that will
be tested quarterly when the RCF is at least 35% drawn.

In S&P's hypothetical default scenario, we assume that declining
revenue and EBITDA would eventually undermine the company's ability
to service its debt obligations.

S&P values the business as a going concern due to its strong brand
name and market position.

-- Year of default: 2023 (second half of the year)

-- Jurisdiction: U.K.

-- Emergence EBITDA: GBP81 million

-- Minimum capex assumed at 4.5% of revenue, given the high
capex/sales ratio in recent years.

-- Cyclical adjustment of 15%, which is standard for the sector.

-- Implied enterprise value multiple: 5.0x. The anchor multiple
for the auto OEM industry is 5.5x, but S&P uses 5.0x because
McLaren is not part of a larger automotive group and therefore
lacks diversity and scale compared with its peers. However, S&P
believes the group possesses a strong brand name and has some
next-generation products in the pipeline, so it maintains the 5.0x
multiple for the valuation.

-- An operational adjustment of -5%, representing the high
leverage against peers.

-- Gross recovery value: GBP405.3 million

-- Net recovery value for waterfall after admin expenses (5%):
GBP385 million

-- Priority claims: GBP89.3 million

-- Estimated senior secured claims: GBP466.9 million

-- Recovery range: 50%-70% (rounded estimate: 50%)

*All debt amounts include six months' prepetition interest.


SALVATION PROCLAIMER: Wound Up in High Court
--------------------------------------------
The Insolvency Service on June 17 disclosed that Salvation
Proclaimer Ministries Limited, more commonly known as SPAC Nation,
was wound up in the public interest in the High Court on June 9,
2022, before Judge Burton.  The Official Receiver has been
appointed as liquidator of the company.

The court heard that SPAC Nation was incorporated in 2012, a
charity set up to advance Christianity. Much of its charitable work
was based in London, working particularly with vulnerable people,
youth, and offenders.

Initially, the church group received positive reviews and media
attention.  But by late 2019 SPAC Nation was subject to media
scrutiny following allegations by former church members they had
been financially exploited by senior church personnel.

The Insolvency Service received complaints about SPAC Nation before
instigating its own confidential enquiries into the church group's
activities.

Investigators interviewed one of the company's directors, Adedapo
Olugbenga Adegboyega, who was also known as Dapo Adegboyega or
Pastor Dapo. During interviews, Mr. Adegboyega said that the church
group had over 2,000 members and 200 ordained ministers and pastors
but failed to provide any supporting information.

Further enquiries found that SPAC Nation either failed to comply or
only partially complied with statutory requirements, including
providing data to support claimed donations, and accounting records
in support of GBP1.87 million of expenditure.

The company's financial statements in the two years to December 31,
2019, set out GBP610,000 of rent expenditure.  However, the company
did not have a single base of its own and would hire venues across
London to hold services, at significant expense.

Salvation Proclaimer Ministries Limited was wound-up after the
court concluded the company operated with a lack of transparency,
filed suspicious or incorrect accounts, and was insolvent at the
time of the hearing.

It was also recognised that the company provided inconsistent
information to the Insolvency Service and Charity Commission, and
failed to deliver up adequate accounting records

The company remains subject of a statutory inquiry by the Charity
Commission, who are examining financial, governance and
safeguarding matters at the charity.

Edna Okhiria, Chief Investigator for the Insolvency Service, said:

"While SPAC Nation claimed it had noble intentions to support
vulnerable and young people, our enquiries uncovered a different
side of the charity.  There were clear concerns around how the
church group managed its affairs and SPAC Nation failed to properly
account for income received from donations and other expenditure.

"The court recognised the severity of SPAC Nation's actions and
this sends a strong message that proper records and accounts must
be maintained, even if you're a charity.:

All enquiries concerning the affairs of the company should be made
to the Official Receiver of the Public Interest Unit: 16th Floor, 1
Westfield Avenue, Stratford, London, E20 1HZ or
piu.or@insolvency.gov.uk.




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

[*] BOND PRICING: For the Week June 13 to June 17, 2022
-------------------------------------------------------
Issuer             Coupon Maturity Currency Price
------             ------  -------- -------------
ADLER Group SA      2.250 1/14/2029  EUR   49.781
Diebold Nixdorf D   9.000 7/15/2025  EUR   72.700
Atento Luxco 1 SA   8.000 02/10/2026 USD   79.893
Gazprom PJSC Via    2.250 7/19/2022  CHF   72.500
Corestate Capital   3.500 4/15/2023  EUR   25.750
ADLER Group SA      1.500 7/26/2024  EUR   59.990
ADLER Group SA      1.875 1/14/2026  EUR   54.344
Endo Luxembourg F   6.125 04/01/2029 USD   76.106
EnfraGen Energia    5.37512/30/2030  USD   68.848
Gazprom PJSC Via    1.450 03/06/2023 CHF   41.663
VGP NV              1.500 04/08/2029 EUR   72.489
ADLER Real Estate   3.000 4/27/2026  EUR   72.486
Aggregate Holding   6.875 11/09/2025 EUR   25.118
Russian Foreign B   5.625 04/04/2042 USD   20.467
Lukoil Internatio   4.563 4/24/2023  USD   70.608
Russian Foreign B  12.750 6/24/2028  USD   24.146
Orpea SA            2.000 04/01/2028 EUR   63.826
Gazprom PJSC Via    4.950 7/19/2022  USD   73.528
Corestate Capital   1.37511/28/2022  EUR   40.012
ADLER Group SA      3.250 08/05/2025 EUR   57.000
Gazprom PJSC Via    8.625 4/28/2034  USD   33.026
ADLER Group SA      2.00011/23/2023  EUR   67.148
Consus Real Estat   4.00011/29/2022  EUR   65.910
Lukoil Securities   3.875 05/06/2030 USD   51.964
Kleopatra Holding   6.500 09/01/2026 EUR   65.542
ADLER Group SA      2.250 4/27/2027  EUR   50.650
VTB Bank OJSC Via   6.95010/17/2022  USD    5.975
Lukoil Internatio   4.750 11/02/2026 USD   60.377
ADLER Real Estate   2.125 02/06/2024 EUR   75.580
Castellum AB        3.125            EUR   73.592
Aragvi Finance In   8.450 4/29/2026  USD   68.894
EP Infrastructure   1.816 03/02/2031 EUR   68.094
ADLER Group SA      2.75011/13/2026  EUR   54.250
Russian Foreign B   4.875 9/16/2023  USD   24.639
Frigoglass Financ   6.875 02/12/2025 EUR   51.520
Sigma Holdco BV     5.750 5/15/2026  EUR   70.625
Lukoil Capital DA   2.800 4/26/2027  USD   54.957
MHP SE              7.750 05/10/2024 USD   52.971
Casino Guichard P   3.992            EUR   40.264
Sberbank of Russi   5.12510/29/2022  USD   10.350
Russian Railways    5.700 04/05/2022 USD    5.756
Banca Monte dei P   5.375 1/18/2028  EUR   62.291
VGP NV              2.250 1/17/2030  EUR   72.413
Casino Guichard P   2.511            EUR   25.832
Gazprom PJSC Via    3.12511/17/2023  EUR   35.645
CPI Property Grou   3.750            EUR   64.694
Mitsubishi UFJ In   3.97012/15/2050  EUR   33.980
Ukraine Governmen   9.750 11/01/2028 USD   39.544
Tinkoff Bank JSC    6.000            USD    8.000
Jababeka Internat   6.500 10/05/2023 USD   72.166
Standard Profil A   6.250 4/30/2026  EUR   65.039
NAK Naftogaz Ukra   7.375 7/19/2022  USD   68.500
Teva Pharmaceutic   4.100 10/01/2046 USD   70.826
NET4GAS sro         3.500 7/28/2026  EUR   65.052
Fastighets AB Bal   2.873 06/02/2081 EUR   74.883
Gazprom PJSC via    3.897            EUR   15.252
MHP Lux SA          6.950 04/03/2026 USD   52.949
Lukoil Capital DA   3.60010/26/2031  USD   51.473
VEON Holdings BV    3.37511/25/2027  USD   60.897
Air Baltic Corp A   6.750 7/30/2024  EUR   73.014
Heimstaden Bostad   3.000            EUR   69.396
Heimstaden Bostad   2.625            EUR   71.371
Ukraine Governmen   6.750 6/20/2026  EUR   36.312
SBB Treasury Oyj    0.75012/14/2028  EUR   71.301
Ideal Standard In   6.375 7/30/2026  EUR   69.640
ALROSA Finance SA   4.650 04/09/2024 USD   24.000
Gazprom PJSC via    4.599            USD   16.750
VF Ukraine PAT vi   6.200 02/11/2025 USD   65.259
ALROSA Finance SA   3.100 6/25/2027  USD   11.000
Vnesheconombank V   6.80011/22/2025  USD    5.000
Russian Railways    2.200 5/23/2027  EUR   10.000
Samhallsbyggnadsb   2.875            EUR   69.347
NAK Naftogaz Ukra   7.625 11/08/2026 USD   32.123
Hellenic Republic   1.875 1/24/2052  EUR   64.495
Novolipetsk Steel   4.700 5/30/2026  USD   36.912
Metinvest BV        8.500 4/23/2026  USD   60.000
Eurotorg LLC Via    9.00010/22/2025  USD   20.000
Atos SE             1.000 11/12/2029 EUR   73.458
La Banque Postale   3.000            EUR   74.735
Banca Monte dei P  10.500 7/23/2029  EUR   71.108
Ocado Group PLC     0.750 1/18/2027  GBP   70.464
EP Infrastructure   2.045 10/09/2028 EUR   73.280
Credit Bank of Mo   3.875 9/21/2026  USD   23.556
Russian Railways    2.100 10/02/2023 CHF    5.000
SBB Treasury Oyj    1.12511/26/2029  EUR   69.179
Ukraine Governmen   6.876 5/21/2029  USD   36.251
Boparan Finance P   7.62511/30/2025  GBP   71.400
Gazprom PJSC Via    2.25011/22/2024  EUR   31.178
Gazprom PJSC Via    7.288 8/16/2037  USD   30.282
Gazprom PJSC Via    5.150 02/11/2026 USD   29.291
Severstal OAO Via   3.150 9/16/2024  USD   15.000
Phosagro OAO Via    3.949 4/24/2023  USD   27.000
Gazprom PJSC Via    2.949 1/24/2024  EUR   27.566
United Kingdom Gi   0.62510/22/2050  GBP   67.566
Ukraine Governmen   4.375 1/27/2030  EUR   36.248
Korian SA           1.875            EUR   36.098
Novolipetsk Steel   1.450 06/02/2026 EUR   29.525
Moby SpA            7.750 2/15/2023  EUR   72.876
Yandex NV           0.750 03/03/2025 USD   49.625
Carnival PLC        1.00010/28/2029  EUR   64.199
Raiffeisen Bank I   4.500            EUR   73.633
Gazprom PJSC via    1.500 2/17/2027  EUR   26.360
State of North Rh   0.950 01/10/2121 EUR   50.403
Eustream AS         1.625 6/25/2027  EUR   73.576
Ukraine Governmen   7.750 09/01/2025 USD   38.356
TenneT Holding BV   1.125 06/09/2041 EUR   74.116
United Kingdom Gi   0.50010/22/2061  GBP   58.321
Credit Bank of Mo   3.100 1/21/2026  EUR   18.164
Mallinckrodt Inte  10.000 4/15/2025  USD   70.000
Kernel Holding SA   6.50010/17/2024  USD   53.107
CaixaBank SA        3.625            EUR   75.962
Credit Suisse Gro   0.625 1/18/2033  EUR   72.413
Iceland Bondco PL   4.375 5/15/2028  GBP   72.844
VTB Bank PJSC Via   9.500            USD    8.000
State Agency of R   6.250 6/24/2028  USD   33.602
Gazprom PJSC Via    4.250 04/06/2024 GBP   30.001
Russian Foreign B   4.250 6/23/2027  USD   15.888
Herens Midco Sarl   5.250 5/15/2029  EUR   76.167
Voltalia SA         1.000 1/13/2025  EUR   30.305
ING Groep NV        4.250            USD   76.720
Gazprom PJSC via    2.950 1/27/2029  USD   29.957
Pro-Gest SpA        3.25012/15/2024  EUR   74.583
MMC Norilsk Nicke   4.100 04/11/2023 USD   55.929
BICO Group AB       2.875 3/19/2026  SEK   68.672
Credit Bank of Mo   7.500 10/05/2027 USD   21.219
Gazprom PJSC Via    2.500 3/21/2026  EUR   26.999
Vonovia SE          1.625 09/01/2051 EUR   62.048
Romanian Governme   2.625 12/02/2040 EUR   66.915
Rallye SA           4.371 2/28/2032  EUR   14.018
Delivery Hero SE    2.125 03/10/2029 EUR   58.518
Desenio Group AB    5.54612/16/2024  SEK   70.333
Credit Bank of Mo   7.625            USD   15.000
Credit Bank of Mo   4.700 1/29/2025  USD   23.795
Russian Foreign B   2.875 12/04/2025 EUR   16.063
Gazprom PJSC via    3.250 2/25/2030  USD   26.675
NAK Naftogaz Ukra   7.125 7/19/2024  EUR   33.706
Alfa Bank AO Via    5.950 4/15/2030  USD   10.000
MorphoSys AG        0.62510/16/2025  EUR   73.468
Delivery Hero SE    1.000 4/30/2026  EUR   67.993
CPI Property Grou   1.500 1/27/2031  EUR   73.045
Gazprom PJSC via    1.540 6/30/2027  CHF   27.594
Borets Finance DA   6.000 9/17/2026  USD   29.968
Russian Foreign B   5.875 9/16/2043  USD   21.538
Sberbank of Russi   5.250 5/23/2023  USD   12.396
Grupo Antolin-Ira   3.500 4/30/2028  EUR   73.340
NPC Ukrenergo       6.875 11/09/2026 USD   32.680
Delivery Hero SE    1.000 1/23/2027  EUR   70.812
VEON Holdings BV    4.000 04/09/2025 USD   73.475
Mallinckrodt Inte   5.750 08/01/2022 USD   40.750
Metinvest BV        7.75010/17/2029  USD   55.000
Air France-KLM      0.125 3/25/2026  EUR   16.120
Vnesheconombank V   5.94211/21/2023  USD    5.000
Kernel Holding SA   6.75010/27/2027  USD   52.800
Delivery Hero SE    0.875 7/15/2025  EUR   73.309
Sigma Holdco BV     7.875 5/15/2026  USD   71.756
CTP NV              1.500 9/27/2031  EUR   69.854
Metalloinvest Fin   3.37510/22/2028  USD   25.413
Sweden Government   1.375 6/23/2071  SEK   67.005
Just Eat Takeaway   0.625 02/09/2028 EUR   63.810
Tinkoff Bank JSC    9.250            USD   10.000
Metinvest BV        5.625 6/17/2025  EUR   60.655
PIK Securities DA   5.62511/19/2026  USD    8.500
Russian Railways    0.840 03/12/2026 CHF    6.111
Gazprom PJSC Via    4.950 02/06/2028 USD   32.674
Credit Bank of Mo   8.875            USD   12.500
Russian Railways    7.487 3/25/2031  GBP    9.892
Hacienda Investme   5.350 02/08/2028 USD   12.000
Delivery Hero SE    1.500 1/15/2028  EUR   61.214
Serbia Internatio   1.650 03/03/2033 EUR   70.199
Romanian Governme   2.875 4/13/2042  EUR   67.343
Dtek Renewables F   8.500 11/12/2024 EUR   35.372
SPP-Distribucia A   1.000 06/09/2031 EUR   72.946
Evraz PLC           5.250 04/02/2024 USD   58.020
MHP Lux SA          6.250 9/19/2029  USD   52.454
State of North Rh   1.450 1/19/2122  EUR   63.717
Gazprom PJSC via    2.950 4/15/2025  EUR   27.444
BAT International   2.250 09/09/2052 GBP   52.240
NGD Holdings BV     6.75012/31/2026  USD   42.171
Russian Railways    4.600 03/06/2023 EUR   10.221
Nostrum Oil & Gas   8.000 7/25/2022  USD   22.040
Union Fenosa Pref   1.173            EUR   70.000
Ukraine Railways    8.250 07/09/2024 USD   30.477
Accor SA            0.700 12/07/2027 EUR   47.286
Russian Railways    0.898 10/03/2025 CHF    6.479
Russian Railways    3.125            CHF    5.268
Severstal OAO Via   5.90010/17/2022  USD   15.000
MMK International   4.375 6/13/2024  USD   31.000
Gazprom PJSC via    3.500 7/14/2031  USD   29.915
Bank Gospodarstwa   2.250 7/21/2033  PLN   60.560
Ukreximbank Via B   9.750 1/22/2025  USD   52.109
Ekosem-Agrar AG     8.500 12/07/2022 EUR   39.397
Gazprom PJSC Via    4.364 3/21/2025  EUR   29.575
Korian SA           0.875 03/06/2027 EUR   50.156
Metinvest BV        7.750 4/23/2023  USD   54.800
Electricite de Fr   2.000 12/09/2049 EUR   69.624
Arrival SA          3.500 12/01/2026 USD   35.000
Czech Gas Network   0.450 09/08/2029 EUR   72.468
Ukraine Governmen   8.994 02/01/2024 USD   40.210
Lloyds Banking Gr   3.36912/14/2046  USD   74.745
Serbia Internatio   2.050 9/23/2036  EUR   68.258
Evraz PLC           5.375 3/20/2023  USD   50.000
EnBW Energie Bade   2.125 8/31/2081  EUR   74.623
Metinvest BV        7.650 10/01/2027 USD   61.155
Royalty Pharma PL   3.350 09/02/2051 USD   71.119
Credit Bank of Mo   5.550 2/14/2023  USD   20.590
Cardea Europe AG    7.250 12/08/2023 EUR   58.981
Novatek OAO Via N   4.42212/13/2022  USD   46.500
GTLK Europe Capit   5.950 4/17/2025  USD   15.000
MMC Norilsk Nicke   6.62510/14/2022  USD   66.500
Hungary Governmen   2.250 4/20/2033  HUF   64.470
Polyus Finance PL   3.25010/14/2028  USD   26.783
Just Eat Takeaway   1.250 4/30/2026  EUR   71.927
National Grid Ele   0.87211/26/2040  EUR   66.403
MMC Norilsk Nicke   2.550 09/11/2025 USD   51.058
Phosagro OAO Via    2.600 9/16/2028  USD   20.767
Gazprom PJSC via    3.000 6/29/2027  USD   30.275
MMC Norilsk Nicke   2.80010/27/2026  USD   51.375
Credit Bank of Mo   5.150 2/20/2024  EUR   18.549
Odea Bank AS        7.625 08/01/2027 USD   73.063
Hungary Governmen   3.25010/22/2031  HUF   75.068
Quadient SA         3.375            EUR   58.187
Interpipe Holding   8.375 5/13/2026  USD   42.603
Mallinckrodt Inte   5.62510/15/2023  USD   35.250
Ekosem-Agrar AG     7.500 08/01/2024 EUR   18.613
Andrade Gutierrez   9.50012/30/2024  USD   45.000
SCF Capital Desig   5.375 6/16/2023  USD   20.284
Mobile Telesystem   5.000 5/30/2023  USD   27.000
Vnesheconombank V   6.025 07/05/2022 USD    5.000
Czech Gas Network   0.875 3/31/2031  EUR   68.047
Prosus NV           3.832 02/08/2051 USD   66.056
Biocartis Group N   4.000 05/09/2024 EUR   71.463
Saxa Gres Spa       7.000 08/04/2026 EUR   70.635
Czech Republic Go   1.500 4/24/2040  CZK   60.259
Banca Monte dei P   8.000 1/22/2030  EUR   65.452
Russian Agricultu   8.50010/16/2023  USD    7.250
Metro Bank PLC      5.500 6/26/2028  GBP   60.641
Royalty Pharma PL   3.550 09/02/2050 USD   74.054
Bank Gospodarstwa   2.125 06/05/2030 PLN   68.945
Turkey Government  12.600 10/01/2025 TRY   75.250
Hacienda Investme   5.075 2/15/2023  USD   13.292
Gazprom PJSC Via    4.950 3/23/2027  USD   28.256
Paragon GmbH & Co   4.000 4/23/2023  CHF   58.000
Russian Railways    4.375 03/01/2024 USD   20.000
SCF Capital Desig   3.850 4/26/2028  USD   20.596
Sovcombank Via So   8.000 04/07/2030 USD    4.846
Gazprom PJSC via    1.85011/17/2028  EUR   26.411
GTLK Europe DAC     5.125 5/31/2024  USD   16.000
Eurochem Finance    5.500 3/13/2024  USD   41.500
Intesa Sanpaolo S   4.950 06/01/2042 USD   75.724
GTLK Europe Capit   4.650 03/10/2027 USD   13.000
Global Ports Fina   6.500 9/22/2023  USD    8.625
Rallye SA           4.000 2/28/2032  EUR   14.380
Wirecard AG         0.500 09/11/2024 EUR   11.496
Suek Securities D   3.375 9/15/2026  USD   15.000
Prosus NV           4.987 1/19/2052  USD   78.057
MMC Norilsk Nicke   3.37510/28/2024  USD   53.125
Sovcombank Via So   7.750            USD    3.842
Sovcombank Via So   7.600            USD    5.007
Deutsche Bahn Fin   0.625 12/08/2050 EUR   61.260
Novolipetsk Steel   4.000 9/21/2024  USD   37.750
Borets Finance DA   6.500 04/07/2022 USD   30.017
Rallye SA           5.250 2/28/2032  EUR   14.823
Ozon Holdings PLC   1.875 2/24/2026  USD   26.000
Russian Foreign B   1.12511/20/2027  EUR   14.988
Maisons du Monde    0.125 12/06/2023 EUR   46.854
Vonovia Finance B   1.000 1/28/2041  EUR   62.659
Novolipetsk Steel   4.500 6/15/2023  USD   38.250
DOF Subsea AS       9.500 9/30/2022  USD   50.427
Phosagro OAO Via    3.050 1/23/2025  USD   21.875
Cellnex Finance C   3.875 07/07/2041 USD   73.460
Republic of Belar   6.378 2/24/2031  USD   13.333
Ukreximbank Via B   9.95011/14/2029  USD   35.239
TenneT Holding BV   0.50011/30/2040  EUR   66.130
Diebold Nixdorf D   9.000 7/15/2025  EUR   72.532
Sovcombank Via So   3.400 1/26/2025  USD    5.017
Ukraine Railways    7.875 7/15/2026  USD   29.737
Turkey Government  10.600 02/11/2026 TRY   71.600
Bank Gospodarstwa   1.750 03/12/2028 PLN   73.626
Aggregate Holding   5.500 5/17/2024  EUR   20.000
DOF Subsea AS       9.23011/27/2023  NOK   50.000
Republic of Polan   4.000 4/25/2047  PLN   65.876
Econocom Group SA   0.500 03/06/2023 EUR    8.047
Bank Gospodarstwa   2.37511/27/2040  PLN   48.774
Home Credit & Fin   8.800            USD    5.000
Banca Monte dei P   8.500 09/10/2030 EUR   67.276
BNP Paribas SA      2.824 1/26/2041  USD   72.759
Mallinckrodt Inte   5.500 4/15/2025  USD   39.000
Constellation Oil  10.000 11/09/2024 USD   36.659
Rusal Capital DAC   4.850 02/01/2023 USD   40.960
Mithra Pharmaceut   4.25012/17/2025  EUR   69.654
Haya Real Estate    5.25011/15/2022  EUR   68.304
Medtronic Global    1.62510/15/2050  EUR   72.392
BP Capital Market   1.467 9/21/2041  EUR   74.160
Societe Generale    4.027 1/21/2043  USD   76.006
PB International    7.62512/31/2025  USD   43.827
Lukoil Capital DA   2.800 4/26/2027  USD   55.003
Prosus NV           4.027 08/03/2050 USD   68.394
Turkey Government  11.000 2/24/2027  TRY   64.000
Societe Generale    3.625 03/01/2041 USD   73.219
Neoen SA            1.875 10/07/2024 EUR   43.625
Offshore Drilling   8.375 9/20/2020  USD    4.560
Republic of Belar   5.875 2/24/2026  USD   14.063
Atento Luxco 1 SA   8.000 02/10/2026 USD   79.157
Mallinckrodt Inte   4.750 4/15/2023  USD   41.500
Republic of Armen   3.600 02/02/2031 USD   73.537
JT International    3.300 9/14/2051  USD   72.197
VTB Bank OJSC Via   4.07310/24/2024  CHF    4.936
Slovenia Governme   1.175 2/13/2062  EUR   68.284
Nexity SA           0.250 03/02/2025 EUR   61.511
Travelex Financin   8.000 5/15/2022  EUR    1.212
Vonovia SE          1.500 6/14/2041  EUR   68.735
Uralkali OJSC Via   4.00010/22/2024  USD   22.000
Turkey Government   8.000 03/12/2025 TRY   68.500
Lukoil Capital DA   3.60010/26/2031  USD   49.651
State of North Rh   1.375 1/15/2120  EUR   61.908
BAT International   4.00011/23/2055  GBP   67.611
Neoen SA            2.000 06/02/2025 EUR   53.245
GTLK Europe Capit   4.800 2/26/2028  USD   16.000
VEON Holdings BV    3.37511/25/2027  USD   62.631
Russian Railways    1.195 04/03/2028 CHF    7.069
Intelsat Jackson    8.50010/15/2024  USD   44.504
Nostrum Oil & Gas   7.000 2/16/2025  USD   24.499
FF Group Finance    1.750 07/03/2019 EUR    5.493
Turkey Government  12.400 03/08/2028 TRY   69.750
Ukraine Governmen  15.840 2/26/2025  UAH   56.287
FIGEAC-AERO         1.12510/18/2022  EUR   22.802
Polyus Finance PL   5.250 02/07/2023 USD   25.143
Unibail-Rodamco-W   1.750 07/01/2049 EUR   60.747
EnfraGen Energia    5.37512/30/2030  USD   70.404
Lukoil Securities   3.875 05/06/2030 USD   52.061
Sibur Securities    2.950 07/08/2025 USD   35.000
Prosus NV           2.031 08/03/2032 EUR   74.309
SRV Group Oyj       6.875 3/23/2025  EUR   59.864
Fuerstenberg Capi   5.625            EUR   60.902
Credit Agricole S   2.811 01/11/2041 USD   72.731
TMK OAO Via TMK C   4.300 02/12/2027 USD   17.368
Enel Finance Inte   0.875 6/17/2036  EUR   73.495
CM.com NV           2.000 09/09/2026 EUR   74.270
Bayer AG            1.000 01/12/2036 EUR   74.055
BP Capital Market   0.933 12/04/2040 EUR   68.307
Rusal Capital DAC   5.300 05/03/2023 USD   30.000
HOCHDORF Holding    2.500            CHF   48.953
Alfa Bank AO Via    6.950            USD   11.533
GTLK Europe Capit   4.949 2/18/2026  USD   16.000
Slovenia Governme   0.688 03/03/2081 EUR   45.311
Autonomous Commun   2.965 09/08/2039 JPY   67.673
Intelsat Jackson    9.750 7/15/2025  USD   44.301
Deutsche Bahn Fin   1.125 5/29/2051  EUR   70.901
GTLK Europe Capit   4.349 2/27/2029  USD   14.974
Societe Generale    3.625 03/01/2041 USD   72.894
SRV Group Oyj       4.875 3/27/2025  EUR   59.875
Celtic Resources    4.125 10/09/2024 USD   37.915
ABH Financial Ltd   2.875 11/09/2022 CHF    5.100
Intelsat Jackson    5.500 08/01/2023 USD   42.919
Vonovia Finance B   1.625 10/07/2039 EUR   70.765
Credit Bank of Mo   7.121 6/25/2024  USD   21.063
Cooperatieve Rabo   0.01011/27/2040  EUR   68.975
Gazprom PJSC Via    4.950 7/19/2022  USD   74.450
BNP Paribas SA      2.824 1/26/2041  USD   72.359
Alfa Bank AO Via    5.900            USD    7.956
Romania Governmen   4.250 4/28/2036  RON   67.977
Vonovia Finance B   1.125 9/14/2034  EUR   73.834
Alfa Bank AO Via    5.50010/26/2031  USD    7.831
Societe Du Grand    1.00011/26/2051  EUR   71.342
Dexia Credit Loca   1.327            EUR    3.996
ABH Financial Ltd   2.700 06/11/2023 EUR    5.000
Region de Bruxell   0.765 7/15/2052  EUR   64.554
Nestle Finance In   0.875 6/14/2041  EUR   73.188
de Volksbank NV     0.375 9/16/2041  EUR   73.953
DNB Bank ASA        0.954            USD   69.798
AstraZeneca PLC     2.125 08/06/2050 USD   70.084
Clarion Funding P   1.875 09/07/2051 GBP   68.708
Lithuania Governm   0.750 7/15/2051  EUR   64.561
Nederlandse Water   0.500 4/26/2051  EUR   71.318
Wellcome Trust Lt   1.500 7/14/2071  GBP   63.165
Hungary Governmen   2.000 5/23/2029  HUF   72.933
Polyus Finance PL   4.700 1/29/2024  USD   26.114
Russian Foreign B   5.100 3/28/2035  USD   15.084
Scandinavian Airl   0.625            CHF   11.683
City of Kyiv Via    7.50012/15/2022  USD   36.368
Pierre Et Vacance   2.000 04/01/2023 EUR   25.014
Investor AB         0.37510/29/2035  EUR   73.174
Rallye SA           3.400 2/28/2032  EUR   14.172
Turkey Government   9.000 7/24/2024  TRY   74.500
DNB Bank ASA        1.848            USD   71.000
Idavang A/S         7.250 11/11/2025 EUR   65.967
CCEP Finance Irel   1.500 05/06/2041 EUR   74.517
University Colleg   1.625 06/04/2061 GBP   71.286
Gazprom PJSC Via    4.950 02/06/2028 USD   31.421
VEON Holdings BV    4.000 04/09/2025 USD   73.124
City of Lugano Sw   0.15011/28/2070  CHF   50.800
Haya Real Estate    5.12511/15/2022  EUR   69.422
Sibur Securities    4.125 10/05/2023 USD   30.352
Russian Foreign B   4.875 9/16/2023  USD   21.500
Russian Federal B   6.100 7/18/2035  RUB   76.200
Credit Agricole S   2.811 01/11/2041 USD   72.335
BAT International   2.000 3/13/2045  EUR   63.020
State of North Rh   0.500 1/15/2052  EUR   68.491
DNB Bank ASA        0.929            USD   69.955
Ukraine Governmen   7.750 09/01/2022 USD   69.636
Sibur Securities    3.450 9/23/2024  USD   28.200
Intu Debenture PL   5.56212/31/2027  GBP   41.250
Sigma Holdco BV     7.875 5/15/2026  USD   69.891
Prosus NV           1.985 7/13/2033  EUR   72.299
PIK Securities DA   5.62511/19/2026  USD    8.000
Senvion Holding G   3.87510/25/2022  EUR    0.249
Nederlandse Water   0.375 9/28/2046  EUR   71.581
Karlou BV           7.750 6/18/2024  USD   14.358
Hungary Governmen   2.250 6/22/2034  HUF   61.849
Gazprom PJSC via    4.599            USD   16.000
Mondelez Internat   1.250 09/09/2041 EUR   69.963
Koninklijke Lucht   0.750            CHF   18.000
Linde PLC           1.000 9/30/2051  EUR   62.266
Russian Foreign B   4.750 5/27/2026  USD   17.198
Rallye SA           3.250 2/28/2032  CHF   14.698
La Poste SA         0.625 1/18/2036  EUR   73.816
Nestle Finance In   0.375 12/03/2040 EUR   67.728
PJSC Koks via IMH   5.900 9/23/2025  USD    5.660
Lukoil Internatio   4.563 4/24/2023  USD   70.949
Immigon Portfolio   5.772            EUR   11.233
Thomas Cook Finan   3.875 7/15/2023  EUR    0.851
ALROSA Finance SA   4.650 04/09/2024 USD   11.119
Russian Foreign B   4.375 3/21/2029  USD   16.726
Shell Internation   1.750 09/10/2052 GBP   63.668
Societe Du Grand    0.70010/15/2060  EUR   57.246
Havila Shipping A   5.920 01/02/2025 NOK   34.228
O1 Properties Fin   0.500 9/27/2028  USD    6.270
Galapagos Holding   7.000 6/15/2022  EUR    2.010
Ministeries Van d   1.000 1/23/2051  EUR   73.085
Thomas Cook Group   6.250 6/15/2022  EUR    0.510
Lukoil Internatio   4.750 11/02/2026 USD   60.376
Russian Foreign B   5.625 04/04/2042 USD   20.625
Prosus NV           4.027 08/03/2050 USD   68.701
FF Group Finance    3.250 11/02/2021 CHF    5.385
Officine Maccafer   5.750 06/01/2021 EUR   16.545
Russian Foreign B   4.250 6/23/2027  USD   16.310
Constellation Oil  10.000 11/09/2024 USD    1.000
Rallye SA           4.000 2/28/2032  CHF   13.150
Norddeutsche Land   7.490            EUR   61.945
Vnesheconombank V   6.80011/22/2025  USD    5.000
BAE Systems PLC     3.000 9/15/2050  USD   75.056
Gecina SA           0.875 6/30/2036  EUR   74.770
Nexity SA           0.875 4/19/2028  EUR   49.053
Cooperatieve Rabo   0.01011/27/2040  EUR   68.791
Rickmers Holding    8.875 06/11/2018 EUR    0.665
Wessex Water Serv   1.250 01/12/2036 GBP   74.043
Romanian Governme   3.375 1/28/2050  EUR   70.379
Region Wallonne B   1.250 6/22/2071  EUR   63.925
Enel Finance Inte   2.875 07/12/2041 USD   73.682
Realkredit Danmar   1.000 10/01/2053 DKK   73.872
Constellation Oil  10.000 11/09/2024 USD    0.633
Russian Foreign B   5.250 6/23/2047  USD   17.646
MMK International   4.375 6/13/2024  USD   27.779
MHP SE              7.750 05/10/2024 USD   53.445
Societe Nationale   1.000 1/19/2061  EUR   58.882
Shell Internation   0.875 11/08/2039 EUR   73.289
Croatia Governmen   1.250 03/03/2040 EUR   70.995
Northern Powergri   1.875 6/16/2062  GBP   65.944
Claranova SE        5.000 07/01/2023 EUR    1.080
Credit Bank of Mo   4.700 1/29/2025  USD   23.812
Pentracor GmbH      8.500 5/29/2025  EUR   17.500
Prosus NV           4.987 1/19/2052  USD   78.651
Credit Bank of Mo   3.875 9/21/2026  USD   23.556
Sovcombank Via So   7.750            USD    3.842
Chelyabinsk Pipe    4.500 9/19/2024  USD   10.042
Ukreximbank Via B   7.623 02/09/2023 USD   32.010
Aragvi Finance In   8.450 4/29/2026  USD   69.926
Guinness Partners   2.000 4/22/2055  GBP   72.303
EA Partners II BV   6.750 06/01/2021 USD    0.389
JAB Holdings BV     3.750 5/28/2051  USD   75.345
Metinvest BV        7.75010/17/2029  USD   61.750
UK Municipal Bond   1.625 8/26/2060  GBP   70.552
Luzerner Kantonal   0.150 10/07/2044 CHF   72.081
Gazprom PJSC via    3.250 2/25/2030  USD   29.188
Platform HG Finan   1.625 08/10/2055 GBP   64.620
Sberbank of Russi   5.12510/29/2022  USD  100.375
Becton Dickinson    1.336 8/13/2041  EUR   70.160
Land Berlin         0.625 1/26/2052  EUR   72.167
Anchor Hanover Gr   2.000 7/21/2051  GBP   71.713
Hylea Group SA      7.250 12/01/2022 EUR    3.800
Cellnex Finance C   3.875 07/07/2041 USD   73.824
National Grid Gas   1.625 1/14/2043  GBP   65.355
Evraz PLC           5.250 04/02/2024 USD   42.367
Saltaire Finance    1.52711/23/2051  GBP   75.564
NPC Ukrenergo       6.875 11/09/2026 USD   34.830
Vier Gas Transpor   0.500 09/10/2034 EUR   70.845
Hacienda Investme   5.350 02/08/2028 USD   11.000
Societe Generale    4.027 1/21/2043  USD   75.769
Ziton A/S           7.900 10/03/2022 EUR   69.917
Russian Foreign B  12.750 6/24/2028  USD   25.000
Gazprom PJSC Via    8.625 4/28/2034  USD   35.336
Region de Bruxell   1.100 5/25/2051  EUR   72.733
Motability Operat   1.500 1/20/2041  GBP   74.783
Perrigo Finance U   4.90012/15/2044  USD   74.780
SABIC Capital I B   3.000 9/14/2050  USD   73.068
Ukraine Governmen   7.253 3/15/2033  USD   36.545
Onward Homes Ltd    2.125 3/25/2053  GBP   74.466
Banco Espirito Sa   7.12511/28/2023  EUR    0.523
Accentro Real Est   4.125 3/23/2026  EUR   71.871
Ukraine Governmen   6.876 5/21/2029  USD   36.749
St Galler Kantona   0.100 10/10/2041 CHF   73.749
Air Berlin PLC      8.250 4/19/2018  EUR    0.892
Lehman Brothers U   5.125            EUR   19.750
Alno AG             8.500 5/14/2018  EUR   16.502
Deutsche Lichtmie   5.250 02/01/2027 EUR    5.876
Development Bank    6.750 05/02/2024 USD    6.147
MHP Lux SA          6.250 9/19/2029  USD   52.842
Deutsche Lichtmie   5.750 12/01/2023 EUR    9.934
Deutsche Lichtmie   5.250 09/01/2025 EUR    0.010
Deutsche Wohnen S   1.300 04/07/2041 EUR   64.747
Phosagro OAO Via    3.949 4/24/2023  USD   27.357
Deutsche Lichtmie   5.750 01/01/2023 EUR    5.000
European Primary    1.732 11/09/2055 GBP   73.527
Nykredit Realkred   1.000 10/01/2053 DKK   73.865
Europejskie Centr  11.370 4/14/2023  PLN   58.973
Volkswagen Intern   1.500 1/21/2041  EUR   72.381
Muenchener Hypoth   0.01010/19/2039  EUR   70.841
Turkey Government   5.750 05/11/2047 USD   68.892
Cie Generale des    0.625 11/02/2040 EUR   68.320
Basque Government   1.37510/31/2070  EUR   55.755
Ukraine Governmen   7.750 09/01/2025 USD   38.721
VF Ukraine PAT vi   6.200 02/11/2025 USD   65.361
Metalloinvest Fin   3.37510/22/2028  USD   24.898
Czech Republic Go   1.950 7/30/2037  CZK   69.711
Alfa Bank AO Via    5.950 4/15/2030  USD   10.000
City of St Gallen   0.140 9/16/2044  CHF   74.092
Hyde Housing Asso   1.750 8/18/2055  GBP   64.977
WPP Finance 2013    2.875 9/14/2046  GBP   74.580
Uralkali OJSC Via   4.00010/22/2024  USD   20.000
Sberbank of Russi   5.250 5/23/2023  USD   12.396
ABN AMRO Bank NV    0.400 9/17/2041  EUR   73.871
Orpea SA            2.750 06/03/2033 EUR   60.159
Norwegian Air Shu   5.450 02/07/2023 SEK   41.154
Bourbon Corp        8.305            EUR    0.400
Gazprom PJSC Via    7.288 8/16/2037  USD   30.281
NAK Naftogaz Ukra   7.625 11/08/2026 USD   31.924
Avangardco Invest  10.00010/29/2018  USD    0.348
M Objekt Real Est   6.000 7/22/2024  EUR   55.715
Air Berlin PLC      6.750 05/09/2019 EUR    0.425
Ukraine Governmen  10.950 11/01/2023 UAH   71.647
Stichting Afwikke   6.25010/26/2020  EUR    5.375
Credit Bank of Mo   3.100 1/21/2026  EUR   20.081
Interpipe Holding   8.375 5/13/2026  USD   41.445
City of Lausanne    0.050 9/28/2054  CHF   60.087
UkrLandFarming PL  10.875 3/26/2018  USD    0.998
Engie SA            1.25010/24/2041  EUR   70.514
NET4GAS sro         2.750 7/17/2025  CZK   69.040
Alfa Bank AO Via    5.900            USD    7.956
Mallinckrodt Inte   5.750 08/01/2022 USD   48.250
EYEMAXX Real Esta   5.500 4/26/2023  EUR    2.837
EA Partners I BV    6.875 9/28/2020  USD    0.500
Metinvest BV        7.650 10/01/2027 USD   61.132
Nykredit Realkred   0.500 10/01/2053 DKK   74.654
Mallinckrodt Inte  10.000 4/15/2025  USD   70.081
Debenhams PLC       5.250 7/15/2021  GBP    0.500
Canton of Neuchat   0.350 7/14/2050  CHF   70.895
Privatbank CJSC V  10.250 1/23/2018  USD    3.909
Societe Du Grand    1.000 2/18/2070  EUR   59.702
Orpea SA            2.56411/30/2027  EUR   66.741
Region de Bruxell   1.121 05/11/2071 EUR   62.931
Genfit              3.50010/16/2025  EUR   24.756
European Financia   0.700 1/17/2053  EUR   72.389
Verimatrix SA       6.000 6/29/2022  EUR    3.851
Romanian Governme   4.000 2/14/2051  USD   77.232
Stichting Afwikke  11.250            EUR    0.622
Hellenic Bank PCL  10.000            EUR   54.730
Societe Centrale    2.500 5/15/2023  EUR    6.870
State Agency of R   6.250 6/24/2028  USD   34.451
OGX Austria GmbH    8.375 04/01/2022 USD    0.002
Phosagro OAO Via    3.050 1/23/2025  USD   21.820
Sovcombank Via So   3.400 1/26/2025  USD    5.017
Boparan Finance P   7.62511/30/2025  GBP   71.167
Nostrum Oil & Gas   8.000 7/25/2022  USD   23.418
Constellation Oil  10.000 11/09/2024 USD    1.000
Tresu Investment    5.000 01/02/2025 EUR   48.800
Ukraine Governmen   4.375 1/27/2030  EUR   36.201
Mitsubishi UFJ In   3.80212/30/2099  EUR    5.458
Russian Foreign B   2.875 12/04/2025 EUR   16.634
EDOB Abwicklungs    7.500 04/01/2012 EUR    1.368
Hamon & CIE SA      3.300 1/31/2035  EUR   46.000
Hellenic Republic   2.085 7/25/2057  EUR   37.180
Enel Finance Inte   2.875 07/12/2041 USD   73.212
Constellation Oil  10.000 11/09/2024 USD   36.968
Cirio Holding Lux   6.250 2/16/2004  EUR    0.723
Gazprom PJSC Via    3.12511/17/2023  EUR   35.645
RTE Reseau de Tra   1.125 09/09/2049 EUR   66.905
Polski Koncern Na   2.875 3/25/2031  PLN   68.924
AK BARS Bank Via    8.000 7/13/2022  USD   25.000
EYEMAXX Real Esta   5.500 9/24/2024  EUR    2.927
European Financia   0.050 1/18/2052  EUR   58.524
Societe Nationale   0.875 2/28/2051  EUR   65.127
Novolipetsk Steel   4.700 5/30/2026  USD   37.208
Hungary Governmen   3.125 9/21/2051  USD   67.783
Flagship Finance    1.875 7/14/2061  GBP   66.885
Ukraine Governmen   7.375 9/25/2032  USD   36.397
Northern Powergri   2.250 10/09/2059 GBP   73.821
Barclays Bank PLC   1.092 7/28/2031  USD   70.601
Republic of Polan   1.750 4/25/2032  PLN   65.058
Evraz PLC           5.375 3/20/2023  USD   45.022
Prosus NV           3.832 02/08/2051 USD   65.823
Kommunekredit       0.125 9/26/2040  EUR   71.373
Yuksel Insaat AS    9.500 11/10/2015 USD    0.101
Gazprom PJSC via    2.950 1/27/2029  USD   28.945
Canton of Neuchat   0.10010/29/2049  CHF   65.783
Junta de Castilla   1.275 04/07/2049 EUR   70.644
WD Invest Sarl      1.900 10/02/2024 EUR   11.374
Canton of Geneva    0.50010/31/2056  CHF   73.250
Andrade Gutierrez  11.000 8/20/2021  USD   56.940
Bilt Paper BV      10.360            USD    1.430
Allied Irish Bank  12.500 6/25/2035  GBP   55.202
Hellas Telecommun   6.054 1/15/2015  USD    0.001
Nordiska Kreditma   8.816            SEK   71.002
Barclays Bank PLC  12.000 9/24/2025  TRY   50.708
Kernel Holding SA   6.75010/27/2027  USD   52.826
ALROSA Finance SA   3.100 6/25/2027  USD   10.163
EYEMAXX Real Esta   5.500 7/22/2025  EUR   75.000
Polski Fundusz Ro   1.375 8/30/2027  PLN   74.146
Berner Kantonalba   0.100 9/30/2039  CHF   74.206
Land Berlin         0.350 09/09/2050 EUR   67.049
Ukraine Governmen   7.750 09/01/2023 USD   46.167
Ukraine Governmen   8.994 02/01/2024 USD   40.197
State of North Rh   0.375 09/02/2050 EUR   67.289
Orpea SA            2.000 08/09/2029 EUR   60.000
Gazprom PJSC Via    4.950 3/23/2027  USD   29.520
LSF9 Balta Issuer   3.00012/31/2030  EUR   64.485
Tinkoff Bank JSC    6.000            USD    6.643
Senivita Social E   6.500 05/12/2025 EUR    5.120
Civitas Propertie   4.00011/24/2022  EUR   65.000
Banco Espirito Sa   2.282            EUR    0.120
Orpea SA            2.77012/18/2028  EUR   60.355
Free and Hanseati   0.300 9/16/2050  EUR   65.783
Romania Governmen   3.650 9/24/2031  RON   72.870
Endo Luxembourg F   6.125 04/01/2029 USD   75.801
Ukraine Governmen   7.750 09/01/2026 USD   39.248
Ukreximbank Via B   9.750 1/22/2025  USD   52.109
Russian Foreign B   5.875 9/16/2043  USD   21.667
VTB Bank OJSC Via   6.95010/17/2022  USD    5.975
Eurotorg LLC Via    9.00010/22/2025  USD   31.250
Lehman Brothers U   3.875            EUR   19.750
Kleopatra Holding   6.500 09/01/2026 EUR   65.666
Metinvest BV        8.500 4/23/2026  USD   55.250
Suek Securities D   3.375 9/15/2026  USD   13.000
Ukraine Governmen   9.750 11/01/2028 USD   38.982
Novolipetsk Steel   1.450 06/02/2026 EUR   29.525
Havila Shipping A   5.170 01/02/2025 NOK   40.619
Jababeka Internat   6.500 10/05/2023 USD   72.511
Free and Hanseati   0.250 2/18/2041  EUR   73.580
Deutsche Bank AG/  13.750 6/20/2026  TRY   28.436
MHP Lux SA          6.950 04/03/2026 USD   53.305
Gazprom PJSC Via    5.150 02/11/2026 USD   27.167
City of Bern Swit   0.040 10/02/2070 CHF   51.907
Rallye SA           1.000 2/28/2032  EUR   15.750
Region Wallonne B   1.000 9/16/2059  EUR   62.528
Frigoglass Financ   6.875 02/12/2025 EUR   52.944
Jain Internationa   7.125 3/31/2026  USD   28.000
State of Saxony-A   0.500 3/24/2051  EUR   70.253
ESFIL-Espirito Sa   5.250 06/12/2015 EUR    0.111
Gazprom PJSC via    3.500 7/14/2031  USD   27.667
Eurochem Finance    5.500 3/13/2024  USD   40.000
LiveWest Treasury   1.875 2/18/2056  GBP   69.868
Cooperatieve Rabo   0.500 7/30/2043  MXN   13.295
Air Berlin PLC      5.625 05/09/2019 CHF    0.361
Sigma Holdco BV     5.750 5/15/2026  EUR   70.904
Phosagro OAO Via    2.600 9/16/2028  USD   23.000
Severstal OAO Via   3.150 9/16/2024  USD   15.000
Alfa Bank AO Via    5.50010/26/2031  USD    7.831
Praktiker AG        5.875 02/10/2016 EUR    0.069
Hungary Governmen   3.000 4/25/2041  HUF   59.023
Severstal OAO Via   5.90010/17/2022  USD   14.982
MMC Norilsk Nicke   6.62510/14/2022  USD  102.620
Banco Espirito Sa   6.875 7/15/2016  EUR   24.500
Veragold Mining C   5.00012/31/2022  EUR   20.000
Fuerstenberg Capi   1.020            EUR   61.718
Banque Cantonale    0.100 11/01/2044 CHF   69.799
BOA Offshore AS     0.409 7/17/2047  NOK    5.253
Banco Espirito Sa   2.462            EUR    0.254
Samhallsbyggnadsb   2.750 04/03/2040 EUR   61.227
Agrokor dd          9.875 05/01/2019 EUR   15.000
Metinvest BV        7.750 4/23/2023  USD   60.214
Republic of Belar   6.875 2/28/2023  USD   16.300
Ukraine Governmen  10.000 8/23/2023  UAH   70.585
Muenchener Hypoth   0.010 11/02/2040 EUR   69.520
Takarek Mortgage    3.00010/22/2031  HUF   66.800
State of Bremen     0.400 8/20/2049  EUR   68.432
Alitalia-Societa    5.250 7/30/2020  EUR    0.100
Boparan Finance P   7.62511/30/2025  GBP   69.518
Communaute Franca   0.788 8/30/2049  EUR   65.439
Bank Nadra Via ND   8.250 7/31/2018  USD    0.208
Virgolino de Oliv  10.500 1/28/2018  USD    0.436
Ideal Standard In   6.375 7/30/2026  EUR   70.150
Barclays Bank PLC   1.07212/30/2030  USD   74.340
Mallinckrodt Inte   5.500 4/15/2025  USD   35.000
Virgolino de Oliv  11.750 02/09/2022 USD    0.503
Orpea SA            3.00011/25/2041  EUR   59.613
Espirito Santo Fi   6.87510/21/2019  EUR    0.244
Sovcombank Via So   7.600            USD    5.007
Cirio Finanziaria   8.00012/21/2005  EUR    0.753
State of Rhinelan   0.375 03/10/2051 EUR   67.571
Polyus Finance PL   3.25010/14/2028  USD   25.880
Espirito Santo Fi   9.75012/19/2025  EUR    0.287
BAWAG PSK Bank fu   0.375 3/25/2041  EUR   73.633
Ukraine Governmen  11.50010/25/2023  UAH   72.459
Mallinckrodt Inte   5.62510/15/2023  USD   39.331
Green City Energy   4.00012/30/2026  EUR   12.000
Borets Finance DA   6.000 9/17/2026  USD   30.000
Sovcombank Via So   8.000 04/07/2030 USD    4.846
Havenbedrijf Rott   1.100 3/23/2051  EUR   73.430
Novatek OAO Via N   4.42212/13/2022  USD   51.732
VTB Bank PJSC Via   9.500            USD    8.289
Swissgrid AG        0.050 6/30/2050  CHF   61.577
MMC Norilsk Nicke   4.100 04/11/2023 USD   56.557
Ukraine Governmen  15.840 2/26/2025  UAH   56.287
OGX Austria GmbH    8.500 06/01/2018 USD    0.002
Societe Generale   10.000 10/01/2036 USD   70.125
Spain Government    1.00010/31/2050  EUR   67.346
Vnesheconombank V   5.94211/21/2023  USD    5.000
State of Bremen     0.450 2/24/2051  EUR   68.594
Free and Hanseati   0.200 09/03/2049 EUR   64.464
Republic of Belar   6.200 2/28/2030  USD   13.750
Kommunekredit       0.375 02/03/2045 DKK   71.379
CB First Investme   8.000            EUR   63.139
Solarworld AG       9.691 2/24/2019  EUR   25.000
Nordea Kredit Rea   1.000 10/01/2053 DKK   73.856
Ukraine Governmen   9.990 5/22/2024  UAH   59.574
de Volksbank NV     0.12511/19/2040  EUR   71.041
EOS Imaging SA      6.000 5/31/2023  EUR    7.250
LBI ehf             6.100 8/25/2011  USD   10.709
Region de Bruxell   1.029 1/14/2048  EUR   73.920
Celtic Resources    4.125 10/09/2024 USD   37.915
Banca Popolare di   9.500 9/29/2025  EUR    0.704
Espirito Santo Fi   3.125 12/02/2018 EUR    0.286
Landwirtschaftlic   0.01011/26/2040  EUR   71.342
Land Thueringen     0.375 12/01/2051 EUR   66.879
AXA Bank Europe S   0.250 06/09/2040 EUR   73.028
Elli Finance UK P   8.750 6/15/2019  GBP   65.125
Andrade Gutierrez   9.50012/30/2024  USD   61.375
Offshore Drilling   8.375 9/20/2020  USD    4.560
State of Brandenb   0.125 1/26/2046  EUR   66.414
Transcapitalbank   10.000            USD   65.353
Bank Vontobel AG   15.000 11/07/2022 EUR   53.300
Standard Profil A   6.250 4/30/2026  EUR   65.000
Wales & West Util   1.875 5/28/2041  GBP   73.517
Lehman Brothers U   5.750            EUR    7.000
New World Resourc   4.000 10/07/2020 EUR    0.308
Windreich GmbH      6.500 7/15/2016  EUR    4.475
Ukraine Governmen   7.750 09/01/2027 USD   38.919
Ukraine Governmen  11.67011/22/2023  UAH   68.201
Gazprom PJSC via    1.500 2/17/2027  EUR   26.360
Kernel Holding SA   6.50010/17/2024  USD   53.391
Privatbank CJSC V  11.000 02/09/2021 USD    1.000
State of Bremen     0.150 9/14/2040  EUR   72.417
Dexia SA            1.342            EUR    3.167
Ukraine Governmen   7.375 9/25/2032  USD   36.000
Ukraine Governmen   3.700 5/25/2023  USD   60.234
VTB Bank OJSC Via   6.250 6/30/2035  USD   22.000
City of Lausanne    0.540 11/06/2062 CHF   68.331
Credit Bank of Mo   7.625            USD   15.000
Barclays Bank PLC   1.218 06/03/2036 USD   65.000
Republic of Belar   5.875 2/24/2026  USD   14.000
Credit Bank of Mo   5.550 2/14/2023  USD   21.046
Romanian Governme   2.000 4/14/2033  EUR   72.280
Realkredit Danmar   0.500 10/01/2053 DKK   74.667
New World Resourc   8.000 04/07/2020 EUR    0.001
Jain Internationa   7.125 02/01/2022 USD   22.424
MFB Magyar Fejles   2.90010/22/2031  HUF   69.887
Nationale-Nederla   0.050 11/12/2040 EUR   71.598
Veneto Banca SpA    9.878 12/01/2025 EUR    0.479
Region Wallonne B   0.650 1/16/2051  EUR   63.167
Cirio Finance Lux   7.500 11/03/2002 EUR    1.430
Swissgrid AG        0.200 6/29/2040  CHF   73.602
Turkey Government   4.875 4/16/2043  USD   64.935
Perrigo Co PLC      5.30011/15/2043  USD   81.859
Department of L'E   0.515 5/25/2040  EUR   73.315
Land Thueringen     0.125 1/13/2051  EUR   61.741
SCF Capital Desig   5.375 6/16/2023  USD   20.284
Canton of Zurich    0.100 6/23/2045  CHF   73.276
Credit Bank of Mo   7.500 10/05/2027 USD   21.221
Sidetur Finance B  10.000 4/20/2016  USD    0.770
A-TEC Industries    8.75010/27/2014  EUR    0.100
Romania Governmen   4.750 10/11/2034 RON   74.931
Transports Public   0.45012/29/2056  CHF   64.808
A-TEC Industries    2.750 05/10/2014 EUR    0.100
DZ Bank AG Deutsc   0.550 4/29/2024  EUR   47.659
Metinvest BV        5.625 6/17/2025  EUR   60.141
Rosselkhozbank JS   9.000            RUB   75.820
CRC Breeze Financ   6.110 05/08/2026 EUR   31.539
Hema Bondco II BV   8.500 1/15/2023  EUR    0.113
State Savings Ban   7.293 1/19/2024  USD   30.625
Caisse Francaise    0.500 10/01/2046 EUR   71.674
French Republic G   0.750 5/25/2052  EUR   71.035
Barclays Bank PLC   1.139 1/27/2031  USD   72.289
Basque Government   1.00010/31/2050  EUR   62.675
Ukraine Governmen   6.750 6/20/2026  EUR   36.085
RUSNANO AO          6.750 12/12/2023 RUB   69.720
Cooperatieve Rabo   0.50010/30/2043  MXN   13.011
Mobile Telesystem   5.000 5/30/2023  USD   23.973
MMC Norilsk Nicke   2.550 09/11/2025 USD   51.618
Autonomous Commun   1.850 5/13/2061  EUR   70.419
Banco Espirito Sa   6.900 6/28/2024  EUR   24.500
Midland Heart Cap   1.831 08/12/2050 GBP   70.617
Kairos Global Sol   1.900 07/03/2035 USD   69.405
Grupo Antolin-Ira   3.500 4/30/2028  EUR   73.396
Fuerstenberg Capi   1.609            EUR   60.361
Land Baden-Wuertt   0.12511/19/2040  EUR   72.332
Saleza AS           9.000 07/12/2021 EUR    0.203
Gazprom PJSC via    3.897            EUR   15.202
State of Brandenb   0.60010/13/2051  EUR   72.300
Ville de Paris      0.45010/20/2045  EUR   68.435
KTG Agrar SE        7.125 06/06/2017 EUR    1.746
Free and Hanseati   0.40011/23/2051  EUR   67.312
Jyske Realkredit    0.500 10/01/2053 DKK   74.699
Barclays Bank PLC  10.200 2/16/2023  USD   51.200
Polski Fundusz Ro   2.000 03/05/2030 PLN   68.917
CBo Territoria      3.750 07/01/2024 EUR    4.600
Turkey Government   6.625 2/17/2045  USD   75.758
Joh Friedrich Beh   6.250 6/18/2024  EUR   30.001
Novolipetsk Steel   4.500 6/15/2023  USD   40.604
Novolipetsk Steel   4.000 9/21/2024  USD   39.136
City of Lausanne    0.230 11/01/2060 CHF   60.335
Norwegian Air Shu   6.37511/15/2024  USD   47.985
Tennor Finance BV   5.750 6/17/2024  EUR   75.000
Enertronica Sante   7.00012/31/2022  EUR   63.610
Region de Bruxell   0.55612/23/2064  EUR   49.805
Alpine Holding Gm   6.000 5/22/2017  EUR    3.084
City of Zurich Sw   0.25011/24/2051  CHF   71.109
UBS AG/London       0.90411/23/2025  EUR   69.222
Banco Santander S   1.909            EUR    1.574
Republic of Belar   7.625 6/29/2027  USD   13.615
Kardan NV           6.325 2/21/2021  ILS   12.900
Prosus NV           2.031 08/03/2032 EUR   74.336
Ukraine Governmen  11.67011/22/2023  UAH   68.201
Barclays Bank PLC   0.500 1/28/2033  MXN   32.800
Credit Bank of Mo   7.121 6/25/2024  USD   20.415
Romanian Governme   2.000 1/28/2032  EUR   75.799
Takarek Mortgage    3.000 8/21/2030  HUF   69.400
Romanian Governme   2.625 12/02/2040 EUR   67.057
Finmek Internatio   7.000 12/03/2004 EUR    2.193
Land Berlin         0.050 08/06/2040 EUR   71.207
Kreditanstalt fue   1.00010/19/2050  EUR   73.712
Sairgroup Finance   4.375 06/08/2006 EUR    1.578
Eurogrid GmbH       0.87511/20/2040  EUR   64.246
MMC Norilsk Nicke   3.37510/28/2024  USD   52.833
Grupo Isolux Cors   1.00012/30/2021  EUR    0.159
Russian Foreign B   5.100 3/28/2035  USD   13.000
Rhaetische Bahn S   0.050 08/03/2050 CHF   66.671
DekaBank Deutsche   7.650 03/10/2023 EUR   32.370
Elli Finance UK P   8.750 6/15/2019  GBP   65.125
Phosphorus Holdco  10.000 04/01/2019 GBP    1.319
Corporate Commerc   8.250 08/08/2014 USD    0.308
Irish Bank Resolu   0.566 6/21/2016  EUR    0.595
Kingdom of Belgiu   1.170 05/12/2121 EUR   60.040
Region Wallonne B   1.225 09/02/2120 EUR   51.798
Region de Bruxell   0.274 12/11/2040 EUR   69.601
Purple Protected    2.100 4/15/2060  EUR   67.886
Portugal Telecom    6.250 7/26/2016  EUR    0.285
State of Mecklenb   0.23911/17/2070  EUR   52.154
Barclays Bank PLC   0.00011/29/2030  USD   75.552
Land Berlin         0.12511/24/2045  EUR   66.644
Vnesheconombank V   6.025 07/05/2022 USD    5.000
Global Ports Fina   6.500 9/22/2023  USD   10.000
Communaute Franca   0.626 8/24/2040  EUR   72.867
niiio finance gro   4.000 5/31/2026  EUR   40.000
Rusal Capital DAC   5.300 05/03/2023 USD   40.606
Deutsche Telekom    3.500 4/15/2041  AUD   70.881
Grupo Isolux Cors   6.00012/30/2021  EUR    0.479
Agrokor dd          9.125 02/01/2020 EUR   15.000
Single Platform I   1.54810/31/2050  EUR   56.981
SCF Capital Desig   3.850 4/26/2028  USD   20.596
Region de Bruxell   0.444 3/19/2057  EUR   52.033
Norske Skogindust   7.00012/30/2026  EUR    0.010
Ukraine Governmen  15.840 2/26/2025  UAH   56.287
Borets Finance DA   6.500 04/07/2022 USD   30.017
Republic of Belar   6.378 2/24/2031  USD   13.287
Haya Real Estate    5.12511/15/2022  EUR   69.305
Kommunekredit       0.500 7/30/2027  TRY   18.138
MMC Norilsk Nicke   2.80010/27/2026  USD   51.320
Autonomous Commun   1.515 6/21/2051  EUR   72.927
Societe Generale   10.000 02/02/2023 USD   69.600
Hungary Governmen   3.125 9/21/2051  USD   67.745
Barclays Bank PLC   1.07212/30/2030  USD   62.875
State of Brandenb   0.300 10/04/2049 EUR   66.566
State of Rhinelan   0.60010/24/2046  EUR   73.327
Russian Foreign B   4.375 3/21/2029  USD   12.751
OGX Austria GmbH    8.375 04/01/2022 USD    0.002
Batigere Grand Es   1.709 11/04/2042 EUR   66.481
Leonteq Securitie   8.380 7/20/2022  CHF   41.950
Credit Suisse AG/   6.55011/30/2022  USD    9.210
State of Lower Au   1.000 9/15/2121  EUR   57.749
Cirio Del Monte N   7.750 3/14/2005  EUR    0.356
BPCE SA             1.762            EUR   61.591
Societe Nationale   1.280 3/27/2120  EUR   51.730
V-Bank AG           4.000            EUR   59.882
Rio Forte Investm   4.000 7/22/2014  EUR    3.713
SAir Group          5.500 7/23/2003  CHF   12.625
State of Lower Au   0.815 9/22/2056  EUR   69.646
Hellas Telecommun   8.50010/15/2013  EUR    0.834
KTG Agrar SE        7.25010/15/2019  EUR    1.746
Banca Popolare di   2.82112/20/2017  EUR    0.205
Barclays Bank PLC   5.000 11/01/2029 BRL   64.468
Batigere Grand Es   2.030 5/29/2070  EUR   71.520
DZ Bank AG Deutsc  11.680 8/26/2022  EUR   45.530
Polyus Finance PL   5.250 02/07/2023 USD   25.143
Single Platform I   1.220 8/24/2047  EUR   71.045
Rusal Capital DAC   4.850 02/01/2023 USD   40.960
Batigere Grand Es   1.50012/15/2051  EUR   58.167
Intelsat Jackson    8.50010/15/2024  USD   44.504
Italy Buoni Polie   0.950 03/01/2037 EUR   75.115
Depfa Funding III   0.235            EUR   44.637
Barclays Bank PLC   0.433 3/14/2023  USD    8.030
SNCF Reseau         1.425 8/14/2119  EUR   59.192
State of Saarland   0.050 11/05/2040 EUR   70.996
Dtek Renewables F   8.500 11/12/2024 EUR   35.372
Quintet Private B   3.65011/13/2023  EUR   67.890
Kingdom of Belgiu   0.459 7/23/2079  EUR   44.706
Erotik-Abwicklung   7.750 07/09/2019 EUR    0.779
MOL Hungarian Oil   1.900 04/12/2031 HUF   58.400
Bulgaria Governme   1.375 9/23/2050  EUR   67.499
Sibur Securities    2.950 07/08/2025 USD   28.874
Societe Generale   10.000 6/28/2034  USD   73.250
Del Monte Finance   6.625 5/24/2006  EUR    4.334
Ahtium PLC          4.00012/16/2015  EUR    0.586
National Grid Ele   1.151 2/20/2040  EUR   70.067
Romanian Governme   2.875 4/13/2042  EUR   67.437
Republic of Irela   0.835 07/08/2080 EUR   63.210
Wirtschafts- und    0.138 8/23/2044  EUR   66.287
Finance and Credi   9.250 1/25/2019  USD    0.001
Depfa Funding II    6.500            EUR   63.230
German Pellets Gm   7.25011/27/2019  EUR    1.477
Iceland Bondco PL   4.375 5/15/2028  GBP   73.125
Societe Generale   24.050 8/18/2022  USD   49.750
Veneto Banca SpA    6.950 2/25/2025  EUR    0.174
Caisse des Depots   0.39812/15/2050  EUR   67.512
Republic of Irela   0.74011/27/2120  EUR   44.876
State of Lower Au   0.460 10/08/2049 EUR   65.716
Ahtium PLC          9.750 04/04/2017 EUR    0.726
Solon SE            1.375 12/06/2012 EUR    0.745
Green City Energy   5.00012/31/2036  EUR   12.000
Aralco Finance SA  10.125 05/07/2020 USD    3.133
Deutsche Bank AG    0.687 10/11/2049 EUR   46.346
Ukraine Governmen   3.700 4/27/2023  USD   62.517
VTB Bank PJSC      17.750            RUB   68.000
Batigere Grand Es   1.550 08/12/2041 EUR   66.424
State of Brandenb   0.050 08/10/2040 EUR   71.232
Virgolino de Oliv  10.500 1/28/2018  USD    0.010
Jyske Realkredit    1.000 10/01/2053 DKK   73.870
Waste Italia SpA   10.50011/15/2019  EUR    0.550
Takarek Mortgage    2.60010/22/2028  HUF   73.200
Alno AG             8.000 3/21/2019  EUR   14.510
Sveriges Sakersta   1.378 7/13/2046  SEK   70.728
Privatbank CJSC V  10.875 2/28/2018  USD    8.000
Russian Federal B   0.250 7/20/2044  RUB   17.170
Golden Gate AG      6.500 10/11/2014 EUR   32.000
Windreich GmbH      6.500 03/01/2015 EUR    4.475
Specialfastighete   1.280 9/20/2049  SEK   59.128
Ville de Paris      0.850 08/04/2051 EUR   69.563
Rena GmbH           8.250 07/11/2018 EUR    2.096
Caisse des Depots   2.160 12/07/2050 AUD   65.152
Prosus NV           1.985 7/13/2033  EUR   72.428
Specialfastighete   1.120 2/19/2044  SEK   61.467
Republic of Irela   0.995 2/24/2121  EUR   60.361
Credit Bank of Mo   8.875            USD    5.270
SiC Processing Gm   7.125 03/01/2016 EUR    0.799
Pescanova SA        5.125 4/20/2017  EUR    0.319
Polyus Finance PL   4.700 1/29/2024  USD   26.114
Serbia Internatio   2.050 9/23/2036  EUR   68.491
Sibur Securities    4.125 10/05/2023 USD   30.352
Stichting Afwikke   6.625 5/14/2018  EUR    5.375
Mondelez Internat   1.250 09/09/2041 EUR   69.075
Gazprom PJSC via    1.85011/17/2028  EUR   26.411
Vontobel Financia  10.550 9/23/2022  USD   77.450
Barclays Bank PLC   0.475 2/28/2034  USD   65.329
Barclays Bank PLC   0.360 8/15/2033  USD   62.875
Region de Bruxell   1.144 1/14/2056  EUR   68.842
Junta de Castilla   1.27010/31/2044  EUR   75.495
Russian Agricultu   8.50010/16/2023  USD    4.821
Vasakronan AB       2.130 5/27/2041  SEK   73.903
Region de Bruxell   1.100 6/22/2066  EUR   62.699
Romanian Governme   3.375 1/28/2050  EUR   70.143
Department of L'E   0.643 8/31/2041  EUR   74.296
Banque Cantonale    9.10010/27/2022  CHF   75.640
Senvion Holding G   3.87510/25/2022  EUR    0.249
getgoods.de AG      7.750 10/02/2017 EUR    0.527
Region de Bruxell   1.31012/15/2069  EUR   67.995
Virgolino de Oliv  10.875 1/13/2020  USD   36.000
Vontobel Financia   5.800 7/22/2022  USD   70.260
Societe Generale    8.000 5/28/2027  USD   35.600
Rena GmbH           7.00012/15/2015  EUR    2.096
Assistance Publiq   1.099 04/06/2071 EUR   61.154
Intelsat Jackson    9.750 7/15/2025  USD   44.301
Nordea Kredit Rea   0.500 10/01/2053 DKK   74.687
Ukraine Governmen   3.890 02/02/2023 USD   70.178
Ukraine Governmen  12.520 5/13/2026  UAH   45.454
Serbia Internatio   1.650 03/03/2033 EUR   70.267
Lehman Brothers U   6.900            USD    3.986
Credit Suisse AG/  15.750 8/30/2024  USD    0.650
Bank Julius Baer   13.250 01/05/2023 USD   44.850
SG Issuer SA        5.150 01/10/2025 EUR   78.960
Andrade Gutierrez  11.000 8/20/2021  USD   56.940
Ukraine Governmen   9.990 5/22/2024  UAH   59.574
Region de Bruxell   0.845 9/30/2059  EUR   59.177
Mediobanca Banca    0.78010/28/2031  EUR   70.566
Societe Du Grand    1.149 04/08/2069 EUR   64.329
A-TEC Industries    5.750 11/02/2010 EUR    0.100
Nostrum Oil & Gas   7.000 2/16/2025  USD   24.499
Region Wallonne B   1.550 4/28/2120  EUR   62.898
Ukraine Governmen  12.520 5/13/2026  UAH   45.454
Ukreximbank Via B   7.623 02/09/2023 USD   32.010
Cooperatieve Rabo   0.50010/29/2027  MXN   60.963
Luzerner Kantonal  23.000 06/07/2022 CHF   13.350
Societe Generale   10.000 02/02/2023 USD   68.600
Republic of Armen   3.600 02/02/2031 USD   73.295
Kommunekredit       2.180 7/16/2040  AUD   73.840
Regie Autonome de   0.875 8/18/2080  EUR   63.622
Romanian Governme   4.000 2/14/2051  USD   77.200
Sequa Petroleum N   5.000 4/29/2020  USD   30.250
German Pellets Gm   7.250 07/09/2018 EUR    1.477
Romanian Governme   2.000 1/28/2032  EUR   75.744
Ministeries Van d   0.63411/19/2060  EUR   55.258
Kommunekredit       0.869 11/12/2043 SEK   69.654
Moby SpA            7.750 2/15/2023  EUR   72.876
Region de Bruxell   0.808 1/31/2050  EUR   66.529
Lithuania Governm   0.500 7/28/2050  EUR   61.236
Turkey Government   6.000 1/14/2041  USD   72.135
Polski Fundusz Ro   1.375 9/30/2027  PLN   73.806
Solarwatt GmbH      7.000 11/01/2015 EUR   15.500
German Pellets Gm   7.250 04/01/2016 EUR    1.477
Landeskreditbank    0.61011/17/2050  EUR   70.673
Credit Suisse AG/   6.100 09/08/2022 USD    9.450
Borzhomi Finance    7.600 2/20/2026  RUB   78.080
VTB Bank PJSC       5.195            USD   50.000
TAMI I KO LLC      10.500 3/25/2025  RUB   68.670
Cie Generale de N   0.35012/29/2056  CHF   65.568
Region de Bruxell   1.500 6/22/2070  EUR   73.113
CDC Habitat SEM     0.853 2/15/2041  EUR   62.368
Ukraine Governmen  12.520 5/13/2026  UAH   45.454
Raiffeisen Switze   3.890 8/26/2022  CHF   71.270
Sibur Holding PAO   1.500 10/01/2032 USD   26.000
Societe Generale   10.000 03/02/2023 USD   71.400
Societe Generale    1.323 1/31/2034  USD   69.605
PJSC Koks via IMH   5.900 9/23/2025  USD    5.660
Metropole de Lyon   0.37612/22/2044  EUR   66.633
Single Platform I   0.363 2/15/2041  EUR   63.986
Deutsche Telekom    3.500 09/06/2039 AUD   72.445
Steilmann SE        6.750 6/27/2017  EUR    2.184
Odea Bank AS        7.625 08/01/2027 USD   73.038
VTB Bank PJSC       3.750            EUR   48.000
Gebr Sanders GmbH   8.75010/22/2018  EUR    9.375
Pro-Gest SpA        3.25012/15/2024  EUR   73.417
SAir Group          6.25010/27/2002  CHF   12.625
Espirito Santo Fi   5.05011/15/2025  EUR    0.287
BNG Bank NV        10.010 6/17/2025  TRY   49.833
Norske Skogindust   2.00012/30/2115  EUR    0.113
Willhem AB          1.82410/18/2038  SEK   68.888
Carmila SA          1.890 11/06/2031 EUR   72.884
UBS AG/London      19.250 1/26/2023  USD   79.450
Centrosolar Group   7.000 2/15/2016  EUR    2.505
Communaute Franca   0.782 02/08/2061 EUR   56.550
Peine GmbH          2.000 07/05/2023 EUR   44.500
Portugal Telecom    5.242 11/06/2017 EUR    0.694
Societe Generale    2.20012/17/2040  USD   70.831
Norske Skog Holdi   8.000 2/24/2021  EUR    0.006
Sibur Securities    3.450 9/23/2024  USD   24.838
Vasakronan AB       1.655 09/05/2039 SEK   67.003
Hunland Feed Kft    2.880 7/21/2031  HUF   70.135
Societe Generale   22.000 11/03/2022 USD   58.100
Vontobel Financia   7.50012/23/2022  USD   59.770
Credit Suisse AG/  20.00011/29/2024  USD   12.040
Single Platform I   1.051 04/01/2042 EUR   72.088
Region Wallonne B   1.250 4/30/2055  EUR   70.185
Russian Foreign B   1.85011/20/2032  EUR   14.706
BNP Paribas SA      0.500 9/29/2029  AUD   68.925
Credit Suisse AG/  20.500 7/20/2022  USD   27.750
Societe Generale    9.640 09/12/2024 USD   62.530
Societe Wallonne    0.90410/23/2047  EUR   63.191
Specialfastighete   1.180 12/02/2044 SEK   62.598
Alpine Holding Gm   5.250 07/01/2015 EUR    3.084
Republic of Austr   0.850 6/30/2120  EUR   50.483
BPCE SA             2.550 06/09/2035 AUD   70.903
International Ban   8.250 10/09/2024 USD   60.375
PA Resources AB    13.500 03/03/2016 SEK    0.124
Elli Investments   12.250 6/15/2020  GBP   52.250
Orient Express Ba   2.000            USD   19.815
State of Bremen     0.550 02/04/2050 EUR   71.314
Muenchener Hypoth   0.25010/31/2044  CHF   72.549
Credit Suisse AG/   8.000 8/16/2024  USD    8.510
Rosselkhozbank JS   9.000            RUB   75.460
UBS AG/London      14.750 2/17/2023  CHF   33.250
Bank Vontobel AG    6.750 7/14/2023  CHF   78.400
Caixa Economica M   5.000            EUR   50.100
Communaute Franca   1.010 7/19/2051  EUR   67.537
Pfandbriefzentral   0.050 10/06/2043 CHF   72.630
Sairgroup Finance   6.625 10/06/2010 EUR    1.958
Premium Green PLC   1.000 7/25/2040  EUR   73.713
Haya Real Estate    5.25011/15/2022  EUR   68.549
Agrokor dd Via Aq   4.921 08/08/2017 EUR   14.625
Ukraine Governmen   3.900 10/05/2023 USD   47.393
DZ Bank AG Deutsc  22.700 6/24/2022  EUR   48.990
Sberbank of Russi   7.000 03/11/2031 RUB   68.000
GTC Magyarorszag    2.600 3/17/2031  HUF   71.260
Dr Wiesent Sozial   7.000            EUR    0.011
Joh Friedrich Beh   7.750 11/11/2020 EUR   30.030
State of Hesse      0.227 8/20/2049  EUR   63.449
Kingdom of Belgiu   0.650 6/22/2071  EUR   53.287
Credit Suisse AG    0.50012/16/2025  BRL   65.660
Alpine Holding Gm   5.250 06/10/2016 EUR    3.084
Getin Noble Bank   11.070 4/28/2023  PLN   66.875
DZ HYP AG           0.205 06/05/2040 EUR   68.831
Region de Bruxell   1.225 6/21/2070  EUR   65.036
Republic of Irela   1.230 6/23/2121  EUR   65.012
Grand Delta Habit   1.285 11/06/2040 EUR   65.524
Vasakronan AB       1.000 6/15/2041  EUR   71.134
Region Wallonne B   1.240 5/28/2069  EUR   63.773
Bulgaria Steel Fi  12.000 05/04/2013 EUR    0.216
Ukraine Governmen   9.790 5/26/2027  UAH   50.929
Takarek Mortgage    3.000 1/28/2036  HUF   58.700
BNP Paribas SA     20.200 5/31/2022  USD   31.250
Credit Bank of Mo   0.100 02/12/2023 RUB   54.350
Ville de Paris      0.760 5/25/2066  EUR   56.954
Virgolino de Oliv  11.750 02/09/2022 USD    0.503
Region de Bruxell   0.540 9/13/2044  EUR   68.330
City of Kyiv Via    7.50012/15/2022  USD   36.368
Communaute Franca   1.581 1/23/2120  EUR   60.247
Batigere Grand Es   1.400 8/31/2050  EUR   55.690
NTRP Via Interpip  10.250 08/02/2017 USD   27.622
Steilmann SE        7.000 9/23/2018  EUR    1.429
Duna Aszfalt Ut E   2.99010/17/2029  HUF   68.000
Mifa Mitteldeutsc   7.500 08/12/2018 EUR    2.415
BNP Paribas Emiss   7.500 02/07/2023 EUR   54.190
Autonomous Commun   1.25510/31/2048  EUR   71.032
Grupo Isolux Cors   0.25012/30/2018  EUR    0.162
Region Wallonne B   1.246 05/12/2070 EUR   62.452
Russian Foreign B   5.250 6/23/2047  USD   17.312
Ukraine Governmen  11.970 4/16/2025  UAH   56.969
VTB Bank PJSC       5.000            USD   59.000
Republic of Irela   1.32011/28/2119  EUR   56.324
OGX Austria GmbH    8.500 06/01/2018 USD    0.002
Single Platform I   0.523 05/07/2041 EUR   65.637
Single Platform I   1.165 06/06/2046 EUR   73.236
Regie Autonome de   0.938 5/25/2050  EUR   69.022
Citigroup Global    4.000 02/07/2034 EUR   77.660
Credit Suisse AG/  12.000 6/30/2022  CHF   18.330
Wirtschafts- und    0.208 1/28/2043  EUR   69.568
Stichting Afwikke   2.275            EUR    0.622
Romanian Governme   2.000 4/14/2033  EUR   72.147
Elli Investments   12.250 6/15/2020  GBP   52.250
Ukraine Governmen  10.000 8/23/2023  UAH   70.585
UBS AG/London       8.750 2/17/2023  CHF   74.350
MS Deutschland Be   6.87512/18/2017  EUR    0.610
UBS AG/London       8.25011/19/2026  EUR   73.890
Autonomous Commun   1.646 7/30/2060  EUR   69.182
Single Platform I   0.810 04/01/2042 EUR   68.445
SAG Solarstrom AG   6.25012/14/2015  EUR   31.000
Landesbank Hessen   1.650 5/27/2030  EUR    1.330
Batigere Grand Es   1.800 08/12/2050 EUR   62.692
Centre Hospitalie   0.950 02/05/2041 EUR   68.866
Region de Bruxell   0.592 12/10/2061 EUR   53.189
Single Platform I   1.040 6/25/2044  EUR   71.176
International Fin   0.500 6/29/2027  ZAR   64.433
Centre Hospitalie   1.160 09/06/2039 EUR   71.071
Communaute Franca   1.000 10/08/2069 EUR   55.130
Vasakronan AB       2.162 05/04/2040 SEK   72.285
Agrokor dd          9.875 05/01/2019 EUR   15.000
Ukraine Governmen  12.70010/30/2024  UAH   62.560
BNP Paribas SA      0.50011/16/2032  MXN   32.949
JP Morgan Structu  11.00012/30/2026  ZMW
Credit Suisse AG/   4.550 2/23/2023  USD    9.240
Bayer Construct E   3.70010/21/2031  HUF   70.280
Credit Suisse AG/  24.000 1/16/2024  USD   61.850
Krakowski Bank Sp   8.020 9/20/2023  PLN   66.500
State of Saxony-A   0.475 9/30/2050  EUR   69.049
Region de Bruxell   0.750 6/24/2042  EUR   74.633
Espirito Santo Fi   5.05011/15/2025  EUR    0.287
Region Wallonne B   1.135 10/10/2069 EUR   59.914
VPV Lebensversich   3.597 8/17/2026  EUR   64.917
Single Platform I   1.103 5/25/2052  EUR   67.658
State of Hesse      0.450 9/23/2044  EUR   71.194
Land Berlin         0.500 6/19/2047  EUR   73.183
Cooperatieve Rabo   0.50012/29/2027  MXN   59.092
Agrokor dd          8.875 02/01/2020 USD   15.000
Barclays Bank PLC   3.020 3/26/2051  USD   74.519
Heta Asset Resolu   7.50012/31/2023  ATS    5.250
Batigere Grand Es   1.60011/14/2039  EUR   70.602
Sonnedix Energy T   2.20012/31/2038  EUR   75.000
Anselma Issuer SA   1.57412/31/2038  EUR   74.730
Societe Generale   15.840 8/30/2024  USD   20.800
DekaBank Deutsche   3.970 02/09/2023 EUR   64.270
Sberbank of Russi   0.016 3/15/2032  RUB   70.300
SAir Group          5.125 03/01/2003 CHF   12.750
Credit Suisse Int   9.500 3/24/2026  UAH   70.220
State of Saxony-A   1.349 07/03/2028 EUR   60.000
Landesbank Baden-   3.30011/25/2022  EUR   61.170
Thomas Cook Finan   3.875 7/15/2023  EUR    0.851
French Republic G   0.500 5/25/2072  EUR   50.756
Polski Fundusz Ro   1.500 9/30/2027  PLN   74.341
Single Platform I   0.880 1/15/2040  EUR   73.683
Credit Bank of Mo   5.150 2/20/2024  EUR   18.549
National Grid Ele   1.690 9/16/2041  GBP   69.244
Ville de Paris      0.65011/25/2070  EUR   51.577
UBS Group AG        2.300 12/03/2035 AUD   72.035
Phosphorus Holdco  10.000 04/01/2019 GBP    1.319
Virgolino de Oliv  10.875 1/13/2020  USD   36.000
Region Wallonne B   0.850 1/26/2071  EUR   52.615
Cattles Ltd         8.125 07/05/2017 GBP    0.027
Cooperatieve Rabo   0.50011/30/2027  MXN   59.860
Air Berlin Financ   6.000 03/06/2019 EUR    0.402
Batigere Grand Es   1.55011/14/2039  EUR   69.559
Corner Banca SA    12.800 12/07/2022 CHF   56.240
DekaBank Deutsche   5.970 02/09/2023 EUR   61.090
Credit Agricole S   3.000 1/28/2041  AUD   61.438
Land Baden-Wuertt   0.375 7/20/2048  EUR   68.544
Agence France Loc   0.33012/20/2040  EUR   73.762
Region de Bruxell   0.980 01/10/2051 EUR   68.972
Region de Bruxell   1.065 06/12/2058 EUR   65.967
Thomas Cook Group   6.250 6/15/2022  EUR    0.510
BNG Bank NV         0.630 07/11/2067 EUR   69.595
Communaute Franca   1.367 1/20/2070  EUR   71.996
Deutsche Agrar Ho   7.250 9/28/2018  EUR    0.718
Purple Protected    1.580 5/25/2060  EUR   65.501
Denmark Governmen   0.25011/15/2052  DKK   69.743
Grand City Proper   2.500 6/27/2039  EUR   74.372
Vasakronan AB       2.400 6/20/2044  SEK   67.724
Single Platform I   1.250 8/15/2051  EUR   70.572
Akademiska Hus AB   1.252 2/13/2043  SEK   67.898
Ministeries Van d   0.60011/19/2055  EUR   58.262
Batigere Grand Es   1.540 11/04/2041 EUR   65.584
Vontobel Financia  13.500 6/24/2022  EUR   65.640
BNP Paribas SA     19.400 5/31/2022  USD   31.250
Wingholding Zrt     3.000 9/22/2031  HUF   63.400
Pannonia Bio Ltd    2.400 9/18/2029  HUF   70.055
WPE International  10.375 9/30/2020  USD    5.000
BNP Paribas SA      3.080 8/28/2039  AUD   71.304
Turkey Government   1.500 10/09/2024 TRY
Region of Pays de   0.448 9/25/2040  EUR   71.908
Ukraine Governmen   3.900 3/30/2023  USD   65.030
Societe Nationale   1.400 5/18/2120  EUR   55.355
BNG Bank NV         0.632 07/12/2066 EUR   70.115
CDC Habitat SEM     1.170 05/04/2037 EUR   72.932
Single Platform I   1.375 7/25/2053  EUR   72.355
Hungary Governmen   1.50011/17/2050  EUR   60.703
Assistance Publiq   0.791 8/27/2051  EUR   66.964
Ministeries Van d   0.40011/20/2043  EUR   68.763
Single Platform I   0.740 04/01/2042 EUR   69.284
UBS AG/London      18.000 6/16/2022  USD   38.250
Baromfi-Coop Term   3.000 7/19/2031  HUF   69.100
4iG Nyrt            2.900 3/29/2031  HUF   71.095
OR PJSC            12.000 9/22/2022  RUB   14.560
Societe Generale    4.00011/22/2022  USD   56.210
Sberbank of Russi   0.010 12/07/2026 RUB   65.500
Region de Bruxell   0.930 05/03/2051 EUR   69.511
Single Platform I   1.370 7/25/2053  EUR   72.251
State of Rhinelan   0.375 7/20/2048  EUR   67.403
Republic of Irela   1.020 09/10/2086 EUR   68.027
Republic of Irela   0.740 9/22/2078  EUR   60.567
Single Platform I   0.901 2/15/2041  EUR   72.419
Ukraine Governmen  12.300 07/03/2024 UAH   63.905
KPNQwest NV         8.875 02/01/2008 EUR    0.453
Grand Delta Habit   1.425 2/26/2048  EUR   60.230
Portugal Obrigaco   1.000 04/12/2052 EUR   64.506
Ukraine Governmen  11.67011/22/2023  UAH   68.201
State of Brandenb   0.30011/17/2045  EUR   68.674
Bibby Offshore Se   7.500 6/15/2021  GBP   11.625
Republic of Irela   1.100 11/12/2096 EUR   62.493
Credit Suisse AG/   5.20012/28/2022  USD    9.260
Societe Generale   14.820 8/16/2024  USD   70.408
Landesbank Baden-   4.050 3/24/2023  EUR   31.820
Societe Generale   12.000 7/14/2026  USD   20.400
Leonteq Securitie   7.000 3/29/2023  CHF   76.990
SALVATOR Vermoege   9.500            EUR    7.400
Nordea Bank Abp     7.050 7/20/2024  SEK   71.870
Vontobel Financia  25.000 6/23/2023  EUR   72.900
Opus Global Nyrt    2.80010/29/2029  HUF   67.000
Societe Generale   18.000 11/02/2023 USD   27.350
Resa SA/Belgium     1.950 7/22/2036  EUR   50.010
Autonomous Commun   1.550 05/11/2051 EUR   73.989
Credit Agricole C   2.610 7/27/2050  USD   66.997
SAG Solarstrom AG   7.500 07/10/2017 EUR   31.000
Ukraine Governmen   7.750 09/01/2026 USD   39.427
Hungary Governmen   4.000 4/28/2051  HUF   62.640
Regie Autonome de   1.070 4/28/2050  EUR   71.336
Constellation Oil  10.000 11/09/2024 USD    0.633
Deutsche Bank AG    1.725 1/16/2045  EUR   58.688
Landesbank Baden-   0.905 04/01/2041 EUR   70.644
Landeskreditbank    0.81212/16/2060  EUR   71.469
Specialfastighete   1.215 5/14/2035  SEK   74.433
Ukraine Governmen   3.70012/22/2022  USD   74.303
Credit Agricole C   1.300 02/02/2061 EUR   68.071
VTB Bank OJSC Via   6.250 6/30/2035  USD   22.000
Ukraine Governmen  11.780 5/27/2026  UAH   48.292
Agrokor dd          8.875 02/01/2020 USD   15.000
Single Platform I   1.762 5/25/2066  EUR   72.545
Hema Bondco II BV   8.500 1/15/2023  EUR    0.113
Bank Julius Baer    8.450 8/15/2022  USD   59.600
RUSNANO AO          6.750 3/26/2024  RUB   68.970
DZ Bank AG Deutsc  15.400 6/24/2022  EUR   63.810
EFG International   7.500 7/26/2022  USD   33.510
Barclays Bank PLC   2.650 11/04/2031 EUR   78.970
Leonteq Securitie  10.400 9/28/2022  CHF   78.020
City of Predeal R   7.150 5/15/2026  RON   69.000
Alfa-Bank AO       10.200 02/10/2025 RUB   65.000
NRW Bank            0.600 1/28/2051  EUR   73.152
Region de Bruxell   0.658 01/07/2041 EUR   73.904
Finland Governmen   0.125 4/15/2052  EUR   61.737
Getin Noble Bank   11.760 5/31/2023  PLN   67.711
Assistance Publiq   0.490 9/30/2040  EUR   72.656
Grenke Finance PL   0.819 2/15/2030  EUR   70.475
Stichting Afwikke   8.450 8/20/2018  USD    5.375
Region Wallonne B   1.165 6/29/2059  EUR   65.292
Spain Government    1.45010/31/2071  EUR   62.029
Cie de Financemen   0.900 7/18/2058  EUR   67.071
Republic of Irela   1.230 5/29/2120  EUR   66.045
Republic of Austr   0.700 4/20/2071  EUR   60.327
Ukraine Governmen   9.700 12/08/2027 UAH   36.146
Chelyabinsk Pipe    4.500 9/19/2024  USD   10.042
Muenchener Hypoth   0.550 2/18/2046  CHF   66.700
Getin Noble Bank   11.430 11/09/2023 PLN   54.865
GTC Magyarorszag    2.250 12/07/2030 HUF   69.705
Leonteq Securitie  14.000 07/12/2022 USD   50.970
Bank Julius Baer   29.500 6/27/2022  CHF   36.000
Quintet Private B   6.050 5/26/2026  USD   72.720
Banque Internatio   7.500 7/28/2022  USD   54.580
Alfa-Leasing OOO    8.300 7/28/2022  RUB   60.500
Sberbank of Russi   0.01011/30/2028  RUB   57.000
UniCredit Bank AG   6.600 7/20/2028  EUR   35.980
Banque Cantonale   22.200 08/02/2022 CHF   69.350
COFIDUR SA          0.10012/31/2024  EUR   25.000
Barclays Bank PLC   2.975 2/21/2025  USD    9.480
Barclays Bank PLC   2.353 2/23/2024  USD    9.310
Region de Bruxell   0.690 6/22/2050  EUR   64.454
Ukraine Governmen   7.750 09/01/2022 USD   69.807
Espirito Santo Fi   0.79810/27/2024  EUR    0.297
Communaute Franca   0.749 9/16/2080  EUR   62.127
Purple Protected    2.08510/27/2060  EUR   73.362
Region de Bruxell   0.56212/23/2065  EUR   49.302
Deutsche Bank AG/   0.50010/18/2038  MXN   16.131
Getin Noble Bank    9.960 3/31/2023  PLN   71.675
DZ Bank AG Deutsc   0.097 10/11/2050 EUR   73.041
Agence Francaise    2.330 02/10/2041 AUD   72.473
State of Lower Au   0.585 10/11/2049 EUR   68.315
Citigroup Global    1.200 8/25/2041  EUR   72.853
Getin Noble Bank    8.040 8/30/2024  PLN   49.875
Privatbank CJSC V  10.875 2/28/2018  USD    8.000
Skandinaviska Ens   9.500 7/17/2023  SEK   62.810
Zurcher Kantonalb  25.000 7/14/2022  CHF   82.660
Leonteq Securitie  18.000 2/22/2023  CHF   52.600
Landesbank Baden-   2.910 7/22/2022  EUR   67.400
Citigroup Global   12.000 2/13/2024  SEK   67.320
Federal Grid Co U  18.830 4/27/2048  RUB   50.010
Federal Grid Co U  18.830 4/27/2048  RUB   65.000
WEB Windenergie A   5.250 04/08/2023 EUR    0.010
BNP Paribas Issua   4.600 1/23/2024  EUR   55.800
Ukraine Governmen   7.750 09/01/2024 USD   39.779
Veneto Banca SpA    6.944 5/15/2025  EUR    0.352
Region de Bruxell   0.910 1/31/2053  EUR   67.587
Landesbank Baden-   1.300 6/21/2049  EUR   71.016
Societe Generale    5.05011/25/2036  USD   61.280
Societe Generale    5.40011/17/2037  USD   61.671
Aareal Bank AG      0.300 12/11/2030 EUR   73.769
Single Platform I   0.656 9/20/2050  EUR   58.820
Eurohold Bulgaria   8.00012/29/2026  EUR   70.622
SAir Group          2.125 11/04/2004 CHF   12.625
Single Platform I   1.150 5/25/2066  EUR   61.773
Lehman Brothers T   2.875 3/14/2013  CHF    0.100
Ukraine Governmen   8.120 11/10/2035 UAH   21.745
Kuntarahoitus Oyj   0.815 2/24/2061  EUR   70.937
Saechsische Aufba   0.300 2/18/2042  EUR   72.409
Italy Buoni Polie   1.500 4/30/2045  EUR   72.927
Agrokor dd          9.125 02/01/2020 EUR   15.000
Mox Telecom AG      7.250 11/02/2017 EUR    2.270
UBS AG/London      16.300 01/08/2024 EUR    5.810
Credit Suisse AG/   5.800 7/26/2023  USD    9.570
Barclays Bank PLC   1.580 04/12/2039 EUR   74.525
Hell Energy Magya   3.000 7/28/2031  HUF   70.100
Credit Suisse AG/   4.710 8/24/2022  USD    9.820
Leonteq Securitie  22.800 10/05/2022 CHF   30.750
JP Morgan Structu  12.000 01/04/2027 ZMW
Societe Generale   11.00010/30/2036  USD   73.500
Zurcher Kantonalb  21.250 10/04/2022 CHF   61.510
Leonteq Securitie   2.000 5/31/2022  EUR   63.500
Communaute Franca   1.040 7/19/2101  EUR   60.017
Kingdom of Belgiu   0.675 07/07/2080 EUR   51.381
Region de Bruxell   0.829 07/02/2043 EUR   74.673
Ville de Paris      0.963 12/06/2051 EUR   71.162
Nomura Bank Inter   1.450 12/10/2041 EUR   74.058
Department of Bou   0.490 12/08/2045 EUR   67.226
Department of Bou   0.467 12/08/2044 EUR   67.890
Autonomous Commun   1.744 07/01/2061 EUR   66.900
Ville de Paris      0.963 06/08/2050 EUR   71.957
Republic of Polan   1.25010/25/2030  PLN   66.408
Ville de Paris      0.464 8/20/2040  EUR   73.767
Italy Buoni Polie   0.150 5/15/2051  EUR   73.763
Ukraine Governmen   9.800 04/02/2031 UAH   28.718
Ukraine Governmen   9.910 08/07/2030 UAH   29.840
Ukraine Governmen   6.00012/23/2026  UAH   32.859
Citigroup Global    1.380 11/04/2041 EUR   75.199
Ville de Paris      0.758 8/20/2060  EUR   60.011
State of Hesse      0.100 10/01/2037 EUR   74.408
State of Saarland   0.500 3/15/2051  EUR   70.136
National Grid Ele   1.608 8/24/2040  GBP   69.400
Region Nouvelle-A   0.81411/22/2044  EUR   74.223
Landesbank Baden-   1.000 3/18/2039  EUR   73.722
Single Platform I   0.785 3/20/2039  EUR   72.033
Russian Foreign B   4.750 5/27/2026  USD   17.009
Credit Suisse AG/  14.000 3/17/2023  USD   67.190
VTB Bank PJSC       3.750            EUR   48.850
Leonteq Securitie  20.000 6/15/2022  CHF   32.720
Vontobel Financia  18.500 6/24/2022  EUR   47.770
Zurcher Kantonalb  14.600 06/03/2022 CHF   49.110
VEB-Leasing AO      7.910 09/01/2025 RUB   61.300
Banque Internatio   8.000 11/08/2023 USD   78.930
Landesbank Baden-   9.15010/28/2022  EUR   65.650
Norske Skogindust   7.12510/15/2033  USD    0.010
Heta Asset Resolu   5.03012/31/2023  EUR    5.181
Santander Interna   1.365 1/28/2061  EUR   72.697
Dolphin Drilling    4.490 8/28/2019  NOK    0.644
Single Platform I   0.776 1/23/2051  EUR   61.141
Single Platform I   1.080 5/25/2066  EUR   60.669
Norske Skog Holdi   8.000 2/24/2023  USD    0.006
Department of Loi   0.47810/30/2040  EUR   72.268
Region Hauts-de-F   0.691 07/09/2042 EUR   73.698
Italy Buoni Polie   2.150 03/01/2072 EUR   71.626
Region Wallonne B   1.220 06/12/2050 EUR   73.123
SAir Group          0.125 07/07/2005 CHF   12.625
Single Platform I   0.860 6/15/2039  EUR   72.591
Single Platform I   0.457 2/15/2046  EUR   59.770
Grand Delta Habit   1.630 03/06/2045 EUR   64.544
Ministeries Van d   1.095 06/03/2055 EUR   69.826
La Veggia Finance   7.12511/14/2004  EUR    0.287
Credito Padano Ba   3.100            EUR   33.692
Air Berlin Financ   8.500 03/06/2019 EUR    0.402
Wirtschafts- und    0.500 8/28/2046  EUR   71.076
Grand Delta Habit   1.75010/28/2061  EUR   73.933
Region Wallonne B   1.000 6/22/2045  EUR   72.466
Single Platform I   1.301 6/25/2044  EUR   73.343
Luminis SA          1.800 09/02/2059 EUR   55.246
Laurel GmbH         7.12511/16/2017  EUR    7.750
Region Wallonne B   1.150 09/02/2120 EUR   48.995
Region de Bruxell   0.976 11/04/2058 EUR   63.651
Barclays Bank PLC   2.000 06/12/2029 TRY   19.099
Leonteq Securitie  20.000 6/21/2022  CHF   61.610
Corner Banca SA    10.40012/14/2022  CHF   39.230
DZ Bank AG Deutsc   8.300 6/24/2022  EUR   65.420
Credit Suisse AG/   4.450 6/28/2023  USD    9.210
Leonteq Securitie  24.020 6/29/2022  CHF   29.290
UBS AG/London       8.250 4/21/2023  CHF   80.900
Leonteq Securitie  12.000 06/01/2022 CHF   24.460
Sberbank of Russi   0.01011/13/2026  TRY   69.900
Raiffeisen Centro   6.50012/21/2023  EUR   74.500
Corner Banca SA     8.400 2/20/2023  CHF   60.220
VTB Bank PJSC       0.01011/22/2024  RUB   61.010
Corner Banca SA     6.600 08/02/2022 CHF   24.430
Zurcher Kantonalb  12.250 10/07/2022 CHF   61.750
Danske Bank A/S     7.470 07/09/2023 SEK   65.530
Leonteq Securitie  13.000 10/06/2022 USD   44.760
Bayerische Landes   3.000 9/23/2022  EUR   77.450
Skandinaviska Ens   6.500 1/15/2024  SEK   68.250
RENE LEZARD Mode    7.25011/25/2017  EUR    0.110
DekaBank Deutsche  11.20012/23/2022  EUR   47.970
UBS AG/London      10.20011/30/2022  USD    9.204
Credit Suisse AG/  11.500 8/23/2022  CHF   30.870
Bank Vontobel AG   12.000 05/09/2023 EUR   53.100
Sberbank of Russi   0.010 8/31/2028  RUB   55.000
Greenergy Holding   3.000 9/21/2031  HUF   71.374
Single Platform I   1.260 1/22/2049  EUR   69.845
Societe Wallonne    0.94810/23/2051  EUR   61.954
Credit Agricole C   2.10510/22/2035  USD   74.512
Wirtschafts- und    0.192 1/28/2042  EUR   70.548
Republic of Irela   1.250 10/08/2121 EUR   71.701
Barclays Bank PLC   2.320 01/11/2041 USD   71.862
Pescanova SA        8.750 2/17/2019  EUR    0.319
Societe Generale    2.000 1/30/2036  USD   66.930
BPCE SA             2.255 03/12/2040 AUD   61.622
Ministeries Van d   1.053 06/03/2050 EUR   71.051
Metropole de Lyon   0.50012/28/2048  EUR   64.081
Region de Bruxell   0.500 6/22/2040  EUR   73.797
New World Resourc   8.000 04/07/2020 EUR    0.001
Single Platform I   1.490 3/20/2051  EUR   73.859
Aareal Bank AG      0.520 4/18/2031  EUR   74.447
Muenchener Hypoth   1.010 08/06/2044 EUR   66.937
Ministeries Van d   0.940 05/12/2050 EUR   70.863
Ville de Paris      0.831 2/23/2056  EUR   64.587
Lehman Brothers T   6.650 8/24/2011  AUD    0.100
Region Hauts-de-F   0.402 2/18/2043  EUR   69.078
Single Platform I   1.110 1/22/2040  EUR   74.333
Region de Bruxell   1.020 4/30/2060  EUR   63.540
Tonon Luxembourg   12.500 5/14/2024  USD    0.399
Credit Agricole S   3.450 03/04/2041 AUD   64.116
Thames Water Util   2.442 05/12/2050 GBP   71.959
BPCE SA             2.82012/18/2039  AUD   68.470
Credit Mutuel Ark   0.73010/14/2036  EUR   73.186
Communaute Franca   0.818 8/28/2050  EUR   64.987
Assistance Publiq   0.634 8/27/2045  EUR   70.108
Sweden Government   0.50011/24/2045  SEK   75.182
Batigere Grand Es   1.60011/14/2044  EUR   62.812
DZ Bank AG Deutsc  11.500 6/24/2022  EUR   71.010
Sberbank of Russi   0.010 6/22/2028  RUB   56.600
Appeninn Holding    3.50011/22/2029  HUF   66.500
VTB Bank PJSC      10.000            RUB   70.000
Landesbank Baden-   3.900 6/24/2022  EUR   69.180
EFG International  15.000 06/10/2022 CHF   69.020
DZ Bank AG Deutsc   4.000 6/24/2022  EUR   78.060
Societe Generale   16.000 07/03/2024 USD   17.600
Vontobel Financia   6.500 6/24/2022  EUR   72.530
Leonteq Securitie  10.00012/20/2022  CHF   34.410
Golfino AG          8.00011/18/2023  EUR    0.020
Vontobel Financia   7.350 6/15/2022  USD   46.660
SunDell Estate Ny   3.650 07/09/2031 HUF   69.500
LLMC AirLoans      13.250 05/06/2025 RUB   73.850
DekaBank Deutsche   7.050 4/28/2023  EUR   50.960
Nordea Bank Abp     4.100 7/20/2023  SEK   50.750
Credit Bank of Mo   0.010 9/18/2023  RUB   60.000
SG Issuer SA        6.130 1/20/2024  SEK   67.380
DZ Bank AG Deutsc  10.000 6/24/2022  EUR   73.260
DekaBank Deutsche   3.19010/26/2022  EUR   72.600
BNP Paribas Emiss  20.000 6/23/2022  EUR   74.490
UBS AG/London       7.850 11/02/2023 USD   62.300
Trans-Sped Logisz   2.500 3/16/2030  HUF   69.445
Slovenia Governme   0.48810/20/2050  EUR   60.822
Ville de Paris      0.921 5/26/2053  EUR   69.306
Getin Noble Bank   11.760 4/29/2024  PLN   39.745
Barclays Bank PLC   2.000 05/07/2036 MXN   27.341
Department of Bou   0.48210/20/2045  EUR   67.233
Single Platform I   1.240 5/25/2052  EUR   69.550
KPNQwest NV        10.000 3/15/2012  EUR    0.453
Collectivite Euro   0.487 10/09/2045 EUR   67.356
Ukraine Governmen   9.780 05/10/2029 UAH   31.979
Region de Bruxell   1.000 4/21/2051  EUR   69.136
Societe Generale    2.970 4/15/2036  USD   75.437
Lehman Brothers T   0.010 9/20/2011  USD    0.100
Single Platform I   1.500 3/20/2051  EUR   74.362
Harp Issuer PLC     1.400 2/14/2032  USD   72.485
Region de Bruxell   0.900 6/28/2046  EUR   72.554
Department of Bou   0.445 12/08/2043 EUR   68.495
Region de Bruxell   1.036 6/29/2049  EUR   72.221
Department of Bou   0.668 04/01/2042 EUR   73.571
Getin Noble Bank    7.64012/21/2023  PLN   54.875
HSBC Bank PLC       0.500 6/23/2027  MXN   61.863
Ukraine Governmen   9.610 11/10/2029 UAH   30.488
CDC Habitat SEM     1.043 05/12/2036 EUR   73.312
Citigroup Global    1.500 5/13/2051  EUR   72.942
Heta Asset Resolu   4.35012/31/2023  EUR    5.181
CDC Habitat SEM     0.814 2/15/2040  EUR   62.665
Single Platform I   0.830 09/06/2041 EUR   70.361
Ukraine Governmen   9.790 5/26/2027  UAH   50.929
LSF9 Balta Issuer   3.00012/31/2030  EUR   64.485
DZ Bank AG Deutsc   0.350 11/10/2042 EUR   71.297
Purple Protected    1.48011/30/2060  EUR   67.881
Getin Noble Bank    7.230 7/26/2024  PLN   41.775
Lehman Brothers T   6.000 03/04/2015 USD    0.100
Veneto Banca SpA    6.411            EUR    0.345
Batigere Grand Es   1.48510/25/2039  EUR   68.876
Caisse des Depots   0.750 11/06/2048 EUR   69.263
SunDell Estate Ny   3.250 11/12/2030 HUF   67.000
Leonteq Securitie  16.000 6/21/2022  USD   29.230
Leonteq Securitie  16.600 6/17/2022  USD   29.570
DZ Bank AG Deutsc   9.410 8/26/2022  EUR   29.080
Basler Kantonalba  10.00012/16/2022  CHF   50.650
Leonteq Securitie  10.000 12/01/2022 USD   37.760
SG Issuer SA        0.021 8/15/2033  EUR   52.710
Raiffeisen Schwei  12.500 06/07/2022 CHF  102.680
Daniella Keresked   3.000 7/30/2030  HUF   68.805
Leonteq Securitie  20.000 07/06/2022 CHF   31.690
Leonteq Securitie  27.170 8/19/2022  EUR   35.330
Nordea Bank Abp     8.250 1/20/2025  SEK   64.790
EFG International  18.000 9/29/2022  CHF   57.950
Landesbank Baden-   7.00010/28/2022  EUR   77.140
UBS AG/London      14.250 02/03/2023 CHF   61.950
OPUS TIGAZ Gazhal   2.800 3/24/2031  HUF   70.000
Landesbank Baden-   3.000 4/23/2027  EUR   77.520
Skandinaviska Ens   8.520 1/15/2024  SEK   71.300
Citigroup Global   13.20012/18/2023  SEK   57.050
Societe Generale    5.000 01/10/2023 USD   47.770
Societe Generale   15.000 05/02/2024 USD   31.950
Skandinaviska Ens   7.600 1/15/2024  SEK   69.840
Skandinaviska Ens   9.600 1/15/2024  SEK   74.280
Hell Energy Magya   2.70012/18/2029  HUF   62.800
Bayerische Landes   1.20011/25/2022  EUR   66.140
Bayerische Landes   2.700 7/22/2022  EUR   75.070
UBS AG/London       7.000 1/26/2024  USD   67.200
Credit Suisse AG/   7.75012/15/2022  CHF   73.100
Credit Suisse AG/  11.20011/14/2022  CHF   52.100
Gold-Zack AG        7.00012/14/2005  EUR    1.550
Leonteq Securitie  23.400 1/18/2023  CHF   81.840
National Treasury   1.190 10/07/2101 EUR   64.623
Societe Wallonne    0.89410/23/2045  EUR   64.278
Ukraine Governmen   7.253 3/15/2033  USD   36.085
Single Platform I   1.163 5/25/2066  EUR   62.370
Citigroup Global    1.370 7/27/2051  EUR   69.061
Erste Group Bank    1.010 10/07/2041 EUR   73.149
Banco Espirito Sa  10.000 12/06/2021 EUR    0.523
Republic of Austr   0.100 07/10/2040 EUR   73.419
Steilmann SE        7.000 03/09/2017 EUR    1.429
Minicentrales Dos   0.010 06/06/2047 EUR   66.875
Communaute Franca   0.750 02/04/2061 EUR   55.157
Landesbank Baden-   0.780 4/21/2036  EUR   75.069
Ukraine Governmen  12.500 4/24/2024  UAH   67.814
Pescanova SA        6.750 03/05/2015 EUR    0.319
Societe Generale    1.290 2/27/2040  EUR   74.314
Region de Bruxell   0.609 12/03/2049 EUR   63.395
Waste Italia SpA   10.50011/15/2019  EUR    0.550
Berlin Hyp AG       1.157 12/09/2039 EUR   71.343
State of Lower Au   0.40010/13/2050  EUR   63.483
Lehman Brothers T   2.000 3/16/2035  EUR    0.100
Region de Bruxell   1.015 1/23/2051  EUR   70.515
Single Platform I   1.00010/31/2040  EUR   73.265
Credito Padano Ba   3.100            EUR   33.905
Landesbank Baden-   0.770 6/23/2036  EUR   74.813
Ukraine Governmen   9.980 04/10/2030 UAH   30.572
Ukraine Governmen   9.700 10/06/2027 UAH   36.808
Region de Bruxell   0.650 2/15/2061  EUR   55.441
Landesbank Baden-   0.640 2/26/2036  EUR   73.509
NRW Bank            0.473 6/23/2049  EUR   72.781
Getin Noble Bank    8.290 7/28/2023  PLN   57.975
Communaute Franca   0.392 1/22/2041  EUR   69.752
Republic of Irela   1.21010/27/2111  EUR   63.572
Ukraine Governmen  12.940 2/14/2024  UAH   70.280
Single Platform I   0.940 10/04/2041 EUR   71.185
Morgan Stanley &    1.105 6/18/2041  EUR   72.256
Cooperatieve Rabo   0.500 1/31/2033  MXN   36.381
Rio Forte Investm   3.900 07/10/2014 USD    3.503
Batigere Grand Es   1.61010/23/2040  EUR   68.444
Lehman Brothers T  11.00012/20/2017  AUD    0.100
Societe Generale    8.600 7/29/2022  USD   43.800
Corner Banca SA    10.080 3/22/2023  CHF   69.180
Landesbank Baden-   5.450 8/26/2022  EUR   22.250
UniCredit Bank AG   6.300 7/27/2022  EUR   37.920
Credit Suisse AG/   5.880 6/28/2023  USD    9.100
Bank Julius Baer    7.80010/17/2022  USD   75.800
Credit Suisse AG/   6.190 9/14/2022  USD    9.630
Credit Suisse AG/   4.460 7/26/2023  USD    9.430
Societe Generale    8.50010/28/2022  EUR   68.820
Raiffeisen Schwei  16.500 8/30/2022  CHF   77.700
Leonteq Securitie  26.350 08/03/2022 CHF   54.970
Sberbank of Russi   0.01012/22/2026  RUB   66.300
VTB Bank PJSC       0.010 5/20/2025  RUB   57.010
EFG International   5.500 7/17/2023  USD   52.980
DZ Bank AG Deutsc   4.000 6/23/2023  EUR   75.460
RUSAL Bratsk OJSC   0.010 04/07/2026 RUB   63.060
Nordea Bank Abp     5.813 7/20/2024  SEK   55.650
Barclays Bank PLC   2.730 9/27/2024  EUR   45.440
Skandinaviska Ens   5.520 7/15/2024  SEK   59.780
Nordea Bank Abp     6.100 7/20/2024  SEK   77.500
Leonteq Securitie   2.380 11/10/2022 EUR   45.550
Societe Generale   17.604 8/24/2023  USD   48.500
Credit Suisse AG/   6.000 5/30/2022  CHF   74.530
Alteo Nyrt          3.15010/28/2029  HUF   63.700
Skandinaviska Ens   7.450 1/15/2025  SEK   58.740
Norske Skogindust   7.12510/15/2033  USD    0.010
Region de Bruxell   0.900 4/14/2050  EUR   68.840
Ukraine Governmen   7.750 09/01/2024 USD   39.706
Region de Bruxell   1.250 01/10/2060 EUR   69.972
NRW Bank            0.106 8/17/2050  EUR   64.083
Single Platform I   0.559 2/15/2047  EUR   59.875
Caisse des Depots   2.630 9/16/2049  AUD   72.899
HSBC Bank PLC      10.30012/20/2024  TRY   56.522
Caisse des Depots   2.34011/27/2049  AUD   68.282
Region de Bruxell   1.05311/14/2059  EUR   64.970
Region de Bruxell   0.453 12/07/2055 EUR   54.492
Department of Loi   0.55012/18/2045  EUR   68.330
BNP Paribas SA      3.170 01/07/2041 AUD   71.911
Lehman Brothers T   6.000 08/07/2013 EUR    0.100
Deutsche Bank AG/   0.500 04/05/2038 MXN   22.940
Single Platform I   0.938 2/15/2041  EUR   70.903
French Republic G   0.500 6/25/2044  EUR   74.311
Metropole de Lyon   0.466 12/07/2046 EUR   65.936
Grand Delta Habit   1.820 3/18/2050  EUR   65.621
LFA Foerderbank B   0.160 01/02/2040 EUR   73.097
Italy Buoni Polie   1.700 09/01/2051 EUR   70.729
Lehman Brothers T   5.103 6/22/2046  EUR    0.100
KPNQwest NV         7.125 06/01/2009 EUR    0.453
ING Bank NV         2.830 9/28/2051  USD   73.806
Kuntarahoitus Oyj   0.448 3/19/2040  EUR   74.009
Ukraine Governmen   6.000 1/27/2027  UAH   32.254
Republic of Irela   1.180 5/25/2087  EUR   73.820
Getin Noble Bank   11.760 8/31/2023  PLN   49.875
O1 Properties Fin   0.500 9/27/2028  USD    6.270
Republic of Belar   6.200 2/28/2030  USD   13.750
Single Platform I   0.754 9/20/2039  EUR   70.773
Caisse des Depots   2.345 1/29/2050  AUD   68.278
BPCE SA             2.614 03/04/2036 AUD   72.178
Northland Resourc   4.00010/15/2020  USD    0.271
Republic of Belar   7.625 6/29/2027  USD   13.233
Republic of Belar   6.875 2/28/2023  USD   15.081
Caisse des Depots   2.670 9/17/2049  AUD   73.419
Autonomous Commun   1.13811/22/2052  EUR   63.792
Region de Bruxell   0.731 8/25/2060  EUR   56.785
Ukraine Governmen  10.000 8/23/2023  UAH   70.585
Bulgaria Steel Fi  12.000 05/04/2013 EUR    0.216
Nomura Bank Inter   1.415 1/27/2042  EUR   74.279
Turkey Government  10.500 08/11/2027 TRY   64.000
LBI ehf             7.431            USD    0.001
Lehman Brothers T  11.00012/20/2017  AUD    0.100
Societe Generale   21.660 2/24/2028  USD   71.750
Luzerner Kantonal   7.500 6/15/2022  CHF   53.550
Corner Banca SA    15.000 5/31/2022  CHF   66.220
Zurcher Kantonalb   4.750 7/15/2022  CHF   68.240
Raiffeisen Schwei  14.000 7/26/2022  CHF   54.120
Mostotrest PJSC     0.010 7/29/2026  RUB   49.580
Leonteq Securitie   5.710 9/23/2022  USD   35.280
Leonteq Securitie  10.00010/19/2022  CHF   39.920
UBS AG/London      13.25010/21/2022  CHF   53.750
Vontobel Financia  10.000 6/24/2022  EUR   74.710
EFG International  10.320 7/19/2022  USD   50.110
OR PJSC            11.00012/29/2024  RUB    9.020
OR PJSC            12.600 9/28/2025  RUB   10.250
OR PJSC            16.00011/26/2025  RUB   17.750
UBS AG/London      17.500 7/28/2022  CHF   37.100
UBS AG/London      14.250 08/10/2022 USD   32.850
VTB Bank PJSC       0.010 07/02/2024 RUB   62.710
Corner Banca SA     8.000 9/26/2022  CHF   62.530
Raiffeisen Switze  12.000 07/06/2022 CHF   61.010
Bayerische Landes   1.35012/23/2022  EUR   59.370
HPI AG              3.500            EUR    3.011
Vontobel Financia  13.400 8/29/2022  EUR   63.750
Agrar Mezogazdasa   2.900 8/24/2031  HUF   69.985
Credit Suisse AG/  11.500 07/01/2022 USD   60.180
UBS AG/London       7.750 3/22/2023  USD   63.700
Nordea Bank Abp     3.200 1/20/2027  SEK   78.200
Societe Generale   11.750 9/18/2024  USD   47.800
LP Portfolio Vagy   3.400 9/23/2031  HUF   60.000
VEB-Leasing AO      6.910 1/16/2024  RUB   74.610
Single Platform I   0.678 2/15/2041  EUR   67.316
Single Platform I   0.930 07/02/2041 EUR   72.797
Region Wallonne B   0.865 7/20/2044  EUR   71.238
Municipality of A   0.460 9/20/2049  EUR   71.614
Landesbank Baden-   0.310 12/09/2039 EUR   63.819
Ukraine Governmen   8.880 05/10/2032 UAH   25.367
Ukraine Governmen   8.220 05/10/2035 UAH   22.137
Intelsat Jackson    9.750 7/15/2025  USD   44.301
Hypo Vorarlberg B   1.020 7/15/2041  EUR   74.009
Single Platform I   0.80012/20/2040  EUR   71.729
Landesbank Baden-   0.690 10/08/2035 EUR   74.173
Ville de Paris      0.37312/21/2044  EUR   67.771
Grupo Isolux Cors   1.00012/30/2021  USD    0.162
Single Platform I   1.075 6/26/2052  EUR   66.608
Single Platform I   0.767 2/15/2041  EUR   69.440
Region Wallonne B   0.970 6/24/2043  EUR   74.013
Norddeutsche Land   1.050 01/06/2039 EUR   72.103
Region Wallonne B   1.222 6/24/2080  EUR   57.824
Department of L'E   0.44210/25/2045  EUR   66.769
Single Platform I   0.465 2/27/2035  EUR   74.397
BPCE SA             2.285 12/03/2035 AUD   67.614
Lehman Brothers T   7.600 03/04/2010 NZD    0.100
Wirtschafts- und    0.20012/14/2045  EUR   66.353
Oberbank AG         0.230 10/07/2041 EUR   70.273
Banca Popolare di   9.500 10/02/2025 EUR    0.704
Berlin Hyp AG       0.44010/29/2035  EUR   73.420
SAir Group          6.250 04/12/2005 CHF   12.625
Republic of Irela   1.230 06/01/2120 EUR   69.943
Barclays Bank PLC   6.400 6/16/2031  MXN   70.999
Credit Agricole C  10.200 08/06/2026 TRY   47.493
Credit Agricole C   2.480 8/18/2050  USD   65.029
Kreditanstalt fue   0.693 02/08/2050 EUR   68.404
Norddeutsche Land   1.130 02/10/2039 EUR   73.513
Tonon Luxembourg   12.500 5/14/2024  USD    0.399
Deutsche Pfandbri   0.857 9/18/2037  EUR   67.381
Windreich GmbH      6.750 03/01/2015 EUR    4.475
Windreich GmbH      6.250 03/01/2015 EUR    4.475
LBI ehf             2.250 2/14/2011  CHF   10.750
Assistance Publiq   0.800 3/23/2046  EUR   72.989
Societe Du Grand    0.57610/29/2052  EUR   62.623
Single Platform I   0.950 7/25/2047  EUR   68.300
Barclays Bank PLC  13.810 4/16/2024  TRY   66.454
Autonomous Commun   0.81010/31/2040  EUR   72.797
Region de Bruxell   1.00010/29/2059  EUR   63.712
Sberbank of Russi   0.01010/22/2025  RUB   72.300
Sberbank of Russi   0.01010/22/2025  RUB   70.300
AutoWallis Nyrt     3.000 4/15/2030  HUF   69.430
Raiffeisen Switze   8.500 7/14/2022  CHF   57.300
Raiffeisen Switze  13.000 7/14/2022  CHF   56.510
Raiffeisen Schwei  11.000 7/14/2022  CHF   35.560
Vajda-Papir Gyart   3.50011/16/2030  HUF   70.200
Landesbank Baden-   4.000 7/25/2025  EUR   43.430
KESZ Holding Busi   2.800 6/17/2031  HUF   72.140
Leonteq Securitie  11.00010/31/2022  USD   45.980
Landesbank Baden-   7.000 4/28/2023  EUR   75.790
Zurcher Kantonalb  12.300 06/07/2022 CHF   62.790
VTB Bank PJSC       0.010 04/08/2026 RUB   62.500
Nordea Bank Abp     7.250 7/20/2023  EUR   74.870
UBS AG/London       8.75010/28/2022  CHF   56.650
Leonteq Securitie  12.000 6/21/2022  CHF   33.730
Opus Global Nyrt    3.200 4/29/2031  HUF   71.000
Leonteq Securitie   5.040 2/21/2023  CHF   74.950
Raiffeisen Schwei  12.00012/28/2022  CHF   71.410
Zurcher Kantonalb   7.000 08/10/2022 USD   42.190
Credit Suisse AG/   8.000 08/05/2022 EUR   68.030
Corner Banca SA     6.50011/21/2022  CHF   36.860
Bank Julius Baer    5.500 08/10/2022 CHF   72.250
ENVIEN Magyarorsz   2.500 5/18/2031  HUF   70.735
STAVMAT Epitoanya   3.000 7/20/2031  HUF   69.600
DZ Bank AG Deutsc   5.000 6/24/2022  EUR   63.230
Leonteq Securitie  12.000 01/12/2023 CHF   34.450
Raiffeisen Schwei  11.000 7/19/2022  CHF   66.460
Credit Suisse AG/   7.37012/28/2022  USD    9.570
UBS AG/London       9.50011/30/2022  CHF   49.250
Raiffeisen Schwei   8.000 2/27/2023  CHF   62.440
LP Portfolio Vagy   2.80011/30/2030  HUF   64.000
Raiffeisen Schwei  12.500 8/30/2022  CHF   63.540
Leonteq Securitie  14.000 06/08/2022 CHF   38.760
Bank Julius Baer    5.750 8/17/2022  CHF   66.500
Societe Generale   16.000 08/01/2024 USD   17.500
UBS AG/London      10.000 03/03/2023 CHF   62.800
Pannon Work Szeme   3.00010/30/2030  HUF   67.500
Zurcher Kantonalb  21.750 06/10/2022 CHF   52.340
DZ Bank AG Deutsc   9.270 6/24/2022  EUR   37.350
UniCredit Bank AG   1.500 1/31/2040  EUR   69.160
DZ Bank AG Deutsc   8.900 6/24/2022  EUR   64.590
EFG International  10.600 06/01/2023 USD   65.090
Bank Vontobel AG   17.500 07/04/2022 CHF   30.700
Leonteq Securitie  23.200 8/30/2022  CHF   60.230
Leonteq Securitie  24.190 8/30/2022  CHF   26.600
Banque Internatio  15.000 01/05/2023 EUR   40.050
Bank Vontobel AG   22.300 08/02/2022 CHF   31.100
Zurcher Kantonalb  11.600 11/10/2022 EUR   51.140
Luzerner Kantonal   8.40012/27/2022  USD   70.210
Futureal Developm   3.50011/16/2036  HUF   74.000
UBS AG/London       9.750 1/16/2023  EUR   76.500
Credit Suisse AG/  18.250 08/08/2022 USD   42.610
VTB Bank PJSC       0.010 12/06/2024 RUB   57.600
VTB Bank PJSC       0.01012/13/2024  RUB   56.500
Sberbank of Russi   0.010 2/14/2025  RUB
UBS AG/London      10.250 6/15/2023  CHF   76.950
VTB Bank PJSC       0.01012/20/2024  RUB   54.500
Avangard-Agro JSC   7.750 9/23/2027  RUB   71.200
Nordea Bank Abp     6.060 7/20/2023  SEK   75.120
Avangard-Agro JSC   8.00011/16/2027  RUB   61.600
SG Issuer SA        5.700 7/20/2024  SEK   72.440
SG Issuer SA        7.000 7/20/2023  SEK   75.770
Maxima Telecom     10.750 7/14/2026  RUB   64.210
Reneszansz Kofara   3.200 04/09/2031 HUF   73.000
SkyGreen Building   3.00012/29/2030  HUF   67.300
DVM Construction    3.000 7/29/2030  HUF   64.200
DeltaCredit Bank    1.000 9/29/2026  RUB   59.210
MARSO Ltd           2.30012/17/2029  HUF   71.845
Stelius Befekteto   3.100 9/17/2030  HUF   66.500
Pervyi Konteinern   5.000 12/09/2025 RUB   77.720
Market Epito Zrt    2.95010/22/2029  HUF   68.000
Skandinaviska Ens  10.150 1/15/2025  SEK   59.490
WEB Windenergie A   4.00012/17/2025  EUR    0.010
VEB-Leasing AO      7.910 8/18/2025  RUB   72.660
DeltaCredit Bank    1.00010/20/2025  RUB   65.830
WEB Windenergie A   5.500 04/08/2023 EUR   30.000
Sberbank of Russi   0.010 02/04/2027 RUB   60.400
DekaBank Deutsche   4.81012/23/2022  EUR   69.910
VTB Bank PJSC       0.010 9/16/2026  RUB   61.000
Banque Cantonale   21.150 8/22/2022  CHF   22.630
Sberbank of Russi   0.01011/23/2026  RUB   60.000
Credit Suisse AG/  15.000 07/07/2022 USD   25.770
UBS AG/London       9.750 05/10/2023 USD   64.500
UniCredit Bank AG  23.50010/28/2022  EUR   72.720
Vontobel Financia  11.400 5/31/2022  EUR   73.680
Raiffeisen Schwei   8.75011/29/2022  CHF   64.040
UBS AG/London      13.250 4/20/2023  USD   57.150
AutoWallis Nyrt     3.000 7/27/2031  HUF   64.700
Landesbank Baden-   6.75011/25/2022  EUR   60.690
DZ Bank AG Deutsc   4.69011/25/2022  EUR   59.900
Leonteq Securitie  12.000 05/11/2023 CHF   60.180
UBS AG/London       7.250 11/03/2023 CHF   66.900
Luzerner Kantonal  23.100 8/15/2022  CHF   37.090
Raiffeisen Schwei   9.00011/15/2022  CHF   73.800
Basler Kantonalba  14.000 11/10/2022 CHF   65.340
Landesbank Baden-   3.480 2/24/2023  EUR   62.140
ITK Holding zrt     2.900 6/23/2031  HUF   63.100
ENSI Kft            4.750 1/25/2032  HUF   73.200
Forras Vagyonkeze   3.250 10/01/2030 HUF   71.420
Skandinaviska Ens   6.250 1/15/2025  SEK   65.850
Bank Julius Baer    8.000 10/07/2022 USD   46.650
Pongs & Zahn AG     8.500 11/01/2014 EUR    0.101
Luzerner Kantonal   7.00012/16/2024  USD   71.540
Infogroup Holding   3.000 5/20/2031  HUF   65.350
Societe Generale   21.00011/25/2022  EUR   53.350
Vontobel Financia  18.000 3/24/2023  EUR   76.040
DeltaCredit Bank    1.000 5/18/2026  RUB   60.460
Bilt Paper BV      10.360            USD    1.430
Kuntarahoitus Oyj   0.726 01/08/2060 EUR   62.718
Single Platform I   1.117 5/25/2066  EUR   61.096
Ukraine Governmen   6.000 9/18/2024  UAH   53.913
SNCF Reseau         1.475 3/30/2065  EUR   71.731
Republic of Irela   0.810 07/10/2079 EUR   62.692
Lehman Brothers T   7.06012/29/2008  EUR    0.100
Cie DU Chemin de    0.28011/29/2052  CHF   53.459
Cerruti Finance S   6.500 7/26/2004  EUR    2.058
Single Platform I   0.780 03/05/2039 EUR   72.633
BLT Finance BV     12.000 02/10/2015 USD   10.500
Region of Pays de   0.44812/20/2039  EUR   72.972
Credit Agricole C   5.400 1/31/2028  BRL   71.256
Credit Agricole C  15.000 6/18/2026  TRY   58.641
Societe Generale    2.300 1/28/2036  USD   69.305
Agence Francaise    0.368 01/12/2046 EUR   70.457
Kingdom of Belgiu   0.558 9/24/2077  EUR   48.621
ING Bank NV         2.900 6/23/2051  USD   75.177
New World Resourc   4.000 10/07/2020 EUR    0.308
Grupo Isolux Cors   6.00012/30/2021  USD    0.479
Region de Bruxell   0.45012/22/2056  EUR   53.358
BPCE SA             2.250 3/13/2040  AUD   62.421
Caisse des Depots   2.61511/15/2049  AUD   72.664
Lloyds Bank PLC     0.500 7/26/2028  MXN   56.784
Single Platform I   1.250 05/10/2044 EUR   73.704
Region de Bruxell   0.730 2/25/2050  EUR   65.570
Lehman Brothers T   0.500 07/02/2020 EUR    0.100
BPCE SA             2.450 2/24/2035  AUD   70.626
Turkey Government  11.70011/13/2030  TRY   64.500
Single Platform I   0.720 3/20/2051  EUR   60.207
Metropole de Lyon   0.462 12/07/2045 EUR   66.964
Metropole de Lyon   0.540 12/07/2050 EUR   62.445
Aareal Bank AG      0.380 9/16/2031  EUR   72.178
Lehman Brothers T   4.680 12/12/2045 EUR    0.100
State of Rhinelan   0.100 10/01/2040 EUR   70.666
Single Platform I   0.924 2/18/2049  EUR   62.448
Oberoesterreichis   0.65010/15/2035  EUR   75.202
DZ Bank AG Deutsc   0.440 1/21/2036  EUR   72.306
Deutsche Pfandbri   0.765 09/12/2036 EUR   67.913
Communaute Franca   1.170 07/05/2049 EUR   72.918
Sidetur Finance B  10.000 4/20/2016  USD    0.770
Lloyds Bank PLC     2.637 1/16/2040  AUD   73.966
Wirtschafts- und    0.321 2/18/2041  EUR   74.148
Region de Bruxell   0.46012/15/2051  EUR   58.274
Communaute Franca   1.520 7/22/2069  EUR   70.555
Hamburgische Inve   0.380 2/24/2042  EUR   73.226
Single Platform I   0.811 6/28/2039  EUR   72.019
Single Platform I   0.419 2/15/2040  EUR   66.214
SAir Group          4.250 02/02/2007 CHF   12.625
Natixis SA          2.420 9/29/2035  AUD   72.796
Norske Skog Holdi   8.000 2/24/2023  USD    0.006
Lehman Brothers T   2.400 6/20/2011  JPY    0.100
Single Platform I   0.745 2/15/2047  EUR   63.174
Single Platform I   2.085 1/24/2044  NOK   75.439
Single Platform I   0.950 2/15/2044  EUR   70.702
Region de Bruxell   0.46012/15/2051  EUR   58.713
Northland Resourc   4.00010/15/2020  NOK    0.271
Hungary Governmen   3.00010/27/2038  HUF   61.763
Single Platform I   0.780 2/15/2040  EUR   70.598
Region de Bruxell   0.950 05/07/2049 EUR   70.666
BPCE SA             2.31511/19/2035  AUD   67.939
Region de Bruxell   0.557 08/07/2048 EUR   63.827
Communaute Franca   0.785 8/24/2050  EUR   64.466
Hellas Telecommun   6.054 1/15/2015  USD    0.001
Single Platform I   0.960 7/22/2038  EUR   74.751
Single Platform I   0.930 2/15/2041  EUR   71.500
Single Platform I   0.853 3/20/2040  EUR   70.849
Bibby Offshore Se   7.500 6/15/2021  GBP   11.625
Lehman Brothers T   5.000 05/02/2022 EUR    0.100
Agence Francaise    2.36010/17/2044  AUD   70.532
Single Platform I   1.156 02/12/2041 EUR   74.664
Lehman Brothers T  10.000 2/16/2009  CHF    0.100
Lehman Brothers T  13.000 2/16/2009  CHF    0.100
Single Platform I   0.753 6/25/2039  EUR   70.768
Region de Bruxell   0.620 11/04/2044 EUR   69.524
JP Morgan Structu  12.000 8/28/2026  ZMW
UBS AG/London      10.50010/28/2022  USD   61.150
VTB Bank PJSC       0.010 06/01/2024 RUB   63.500
VTB Bank PJSC       0.010 5/20/2026  RUB   62.810
VTB Bank PJSC       0.01011/18/2025  RUB   58.850
Leonteq Securitie   7.500 6/28/2022  CHF   68.600
Leonteq Securitie  26.030 6/24/2022  CHF   28.270
Leonteq Securitie  20.000 6/29/2022  CHF   29.450
Zurcher Kantonalb  14.000 6/14/2022  CHF   61.450
VTB Bank PJSC       0.010 5/13/2025  RUB   51.710
VTB Bank PJSC       0.010 5/13/2025  RUB   60.070
Leonteq Securitie  20.000 7/13/2022  CHF   34.920
Leonteq Securitie  10.000 12/07/2022 USD   77.150
UBS AG/London      12.25011/18/2022  EUR   34.500
Leonteq Securitie  20.000 7/29/2022  CHF   34.030
UBS AG/London      11.50011/14/2022  EUR   72.800
UBS AG/London      12.000 1/16/2023  CHF   38.200
Leonteq Securitie  22.770 8/30/2022  CHF   34.260
Raiffeisen Switze   8.20010/19/2022  CHF   59.500
Bank Vontobel AG    8.758 06/02/2022 CHF   35.500
Kalita OOO         15.000 09/12/2023 RUB    7.190
Raiffeisen Schwei  15.000 9/27/2022  CHF   38.130
Leonteq Securitie   3.090 7/28/2022  EUR   48.770
Leonteq Securitie  23.400 9/28/2022  CHF   27.610
Societe Generale   11.000 7/14/2026  USD   19.750
VTB Bank PJSC       2.00011/17/2023  RUB   76.000
Leonteq Securitie  18.000 08/02/2022 CHF   80.560
Zurcher Kantonalb  12.000 7/14/2022  CHF   34.710
Leonteq Securitie  26.120 8/31/2022  CHF   49.950
Nordea Bank Abp     4.600 1/20/2029  SEK   73.470
BNP Paribas SA     30.00012/21/2022  USD   63.500
Credit Suisse AG/   9.000 2/22/2023  USD   71.950
OR PJSC            13.50010/22/2025  RUB   12.980
OR PJSC            16.00011/22/2025  RUB   19.000
Credit Suisse AG/   9.50010/18/2022  CHF   32.120
UBS AG/London       9.25010/27/2022  CHF   71.450
Leonteq Securitie  20.40010/26/2022  CHF   35.060
Societe Generale    4.50012/29/2022  USD
SG Issuer SA        8.700 1/20/2025  SEK   41.870
SG Issuer SA        5.000 04/02/2024 EUR   54.360
UBS AG/London       6.500 3/31/2023  USD   41.000
SG Issuer SA        5.000 5/23/2024  EUR   55.020
Credit Suisse AG/   8.500 06/08/2022 CHF   51.280
Leonteq Securitie   7.000 6/14/2022  CHF   58.400
SG Issuer SA        2.270 02/04/2032 EUR   65.700
SG Issuer SA        2.200 01/10/2025 EUR   64.610
DZ Bank AG Deutsc   0.910 6/25/2029  EUR   71.630
OR PJSC            11.500 7/28/2024  RUB   11.230
BNP Paribas Issua   1.560 02/02/2039 EUR   59.300
Leonteq Securitie   5.200 10/03/2022 CHF   59.460
Landesbank Baden-   0.150 09/11/2039 EUR   73.090
Landesbank Baden-   0.400 11/08/2039 EUR   73.790
Sberbank of Russi   0.010 8/25/2025  RUB   72.400
Raiffeisen Switze  20.000 01/06/2023 CHF   67.090
Bank Julius Baer    8.60010/27/2022  USD   85.500
UBS AG/London      10.500 8/16/2023  USD   78.250
Zurcher Kantonalb  19.00011/18/2022  USD   71.410
UBS AG/London       6.250 02/06/2023 USD   81.500
Credit Suisse AG/  12.50011/16/2022  CHF   83.580
Sberbank of Russi   0.010 1/22/2027  RUB   70.600
Zurcher Kantonalb  15.500 11/08/2022 USD   56.520
Leonteq Securitie  24.240 9/30/2022  CHF   61.200
Zurcher Kantonalb  21.75010/21/2022  CHF   56.800
Sberbank of Russi   0.010 11/03/2026 RUB   64.800
Alteo Nyrt          2.450 10/08/2031 HUF   57.600
OR PJSC            12.00011/14/2024  RUB    9.660
Baromfi-Coop Term   3.000 5/19/2028  HUF   66.200
Kalita OOO         13.000 8/18/2024  RUB    4.510
Credit Suisse AG/   8.000 2/24/2023  USD   79.470
DekaBank Deutsche   6.000 7/19/2023  EUR   65.300
UBS AG/London      16.500 9/15/2022  USD   28.780
Bank Otkritie Fin   0.100 05/04/2023 RUB   74.860
NRW Bank            0.80010/22/2060  EUR   70.870
Oberoesterreichis   0.655 1/25/2036  EUR   75.161
HSBC Bank PLC       0.50012/22/2025  BRL   64.701
Ukraine Governmen   7.750 09/01/2027 USD   39.241
Region Wallonne B   0.638 6/21/2047  EUR   66.045
Ukraine Governmen   6.00010/23/2024  UAH   52.681
Region de Bruxell   1.036 01/07/2060 EUR   64.495
Credit Agricole S   3.270 10/05/2041 AUD   65.391
Region de Bruxell   0.759 9/20/2049  EUR   66.564
Landesbank Baden-   0.740 06/02/2036 EUR   74.566
CDC Habitat SEM     1.150 4/30/2037  EUR   72.687
Credit Agricole S   3.610 4/20/2036  AUD   73.874
French Republic G   0.750 5/25/2053  EUR   69.652
Single Platform I   0.915 2/15/2043  EUR   72.094
Deutsche Wohnen S   1.700 12/05/2036 EUR   73.995
Ukraine Governmen  12.500 1/17/2024  UAH   70.641
Communaute Franca   0.500 6/27/2046  EUR   63.552
Landesbank Baden-   0.590 12/07/2035 EUR   75.212
Ville de Paris      0.39512/18/2045  EUR   67.001
Citigroup Global    1.240 2/18/2040  EUR   73.629
Credit Agricole C   2.400 5/17/2048  EUR   69.222
Ukraine Governmen   9.990 5/22/2024  UAH   59.574
LFA Foerderbank B   0.125 9/30/2038  EUR   74.252
Wirtschafts- und    0.170 12/09/2041 EUR   69.984
Landesbank Baden-   0.660 7/14/2036  EUR   73.433
Department of Bou   0.671 05/05/2042 EUR   73.529
Wirtschafts- und    0.200 12/02/2043 EUR   67.824
NRW Bank            1.020 08/01/2049 EUR   73.721
Hypo Tirol Bank A   1.090 1/21/2041  EUR   71.183
Heta Asset Resolu   0.42912/31/2023  EUR    5.181
BNP Paribas SA      2.720 12/12/2034 AUD   73.344
Kreditanstalt fue   0.250 10/06/2036 CAD   50.826
Communaute Franca   0.948 10/11/2059 EUR   66.915
Landesbank Baden-   0.600 03/05/2036 EUR   73.042
Heta Asset Resolu   0.29712/31/2023  EUR    5.181
KPNQwest NV         7.125 06/01/2009 EUR    0.453
Caisse des Depots   2.205 9/28/2041  AUD   70.804
Societe Generale    2.880 09/10/2034 AUD   69.858
Norddeutsche Land   0.700 03/12/2036 EUR   73.578
Credit Agricole C  15.000 6/18/2026  TRY   59.166
Landesbank Baden-   0.820 02/01/2039 EUR   71.260
IT Holding Financ   9.87511/15/2012  EUR    0.015
Communaute Franca   0.886 6/22/2057  EUR   60.686
Nederlandse Water   0.190 11/02/2050 EUR   65.105
Kuntarahoitus Oyj   0.250 6/28/2040  CAD   40.221
Landesbank Baden-   0.620 2/18/2036  EUR   73.279
Lehman Brothers T   1.598 10/05/2035 EUR    0.100
Nomura Bank Inter   1.13812/19/2039  EUR   71.994
Region Occitanie    0.83411/22/2045  EUR   73.750
Northland Resourc  12.250 3/26/2016  USD    2.621
Communaute Franca   0.584 9/17/2039  EUR   71.487
Single Platform I   1.023 2/15/2046  EUR   69.090
SAir Group          2.750 7/30/2004  CHF   12.625
Region Occitanie    0.83411/18/2044  EUR   74.513
Landesbank Baden-   0.760 3/31/2036  EUR   74.848
Norske Skogindust   7.00012/30/2026  EUR    0.010
Czech Republic Go   0.05011/29/2029  CZK   70.600
Landesbank Baden-   0.590 9/22/2034  EUR   75.011
Raiffeisen Switze  10.500 07/11/2024 USD   14.900
VTB Bank PJSC       0.010 3/25/2026  RUB   48.520
Bank Julius Baer    8.600 7/19/2022  CHF   50.500
VTB Bank PJSC       0.010 08/01/2023 RUB   72.560
Raiffeisen Schwei   6.300 12/07/2022 CHF   70.190
Landesbank Baden-   3.00010/25/2024  EUR   31.060
Raiffeisen Schwei  18.000 06/03/2022 CHF   43.180
Sberbank of Russi   0.010 9/21/2028  RUB   56.600
UBS AG/London       5.000 4/14/2023  CHF   65.900
UniCredit Bank AG   5.300 04/08/2025 EUR   75.440
Leonteq Securitie  13.000 02/06/2023 USD   44.730
Raiffeisen Schwei  13.000 07/05/2022 CHF   64.840
VTB Bank PJSC      17.750 05/06/2037 RUB   80.000
Leonteq Securitie  15.000 6/16/2022  USD   32.090
Softline Trade CJ   8.90012/23/2023  RUB   85.400
Corner Banca SA     8.000 06/08/2022 EUR   69.120
Bank Vontobel AG   14.004 09/02/2022 CHF   43.400
Leonteq Securitie   8.090 10/04/2023 CHF   68.790
Bank Vontobel AG   14.750 1/16/2023  CHF   38.000
DekaBank Deutsche   8.100 8/26/2022  EUR   43.640
UniCredit Bank AG   5.55010/26/2022  EUR   61.260
Citigroup Global    3.500 5/24/2033  EUR   76.150
VTB Bank PJSC      22.200 04/02/2031 RUB   80.000
Sberbank of Russi   0.010 09/05/2025 RUB   70.300
Credit Suisse AG/   4.70011/30/2022  USD    9.523
Erste Group Bank    8.500 1/31/2023  EUR   55.800
VTB Bank PJSC       0.010 10/06/2024 RUB   99.400
UBS AG/London       9.500 12/08/2023 USD   65.800
Credit Suisse AG/  13.700 9/25/2023  USD   29.600
Credit Suisse AG/   7.250 12/01/2022 CHF   71.260
Zurcher Kantonalb  24.500 9/23/2022  USD   71.290
BNP Paribas Emiss  12.000 9/22/2022  EUR   70.820
Vontobel Financia  13.000 8/26/2022  EUR   75.970
Zurcher Kantonalb   6.000 4/14/2023  CHF   63.130
Sberbank of Russi   0.01010/20/2028  RUB   64.500
DekaBank Deutsche   3.750 11/04/2022 EUR   36.110
UBS AG/London      16.000 04/01/2024 USD   75.250
Societe Generale    9.25010/28/2022  EUR   78.200
Societe Generale   22.000 9/23/2022  EUR   52.440
Societe Generale   19.00011/25/2022  EUR   54.590
VTB Bank PJSC       0.010 10/06/2023 RUB   78.010
Bank Julius Baer   10.000 06/02/2022 CHF   39.100
State of North Rh   0.200 1/27/2051  EUR   62.932
Slovakia Governme   1.00010/13/2051  EUR   67.778
Ukraine Governmen   7.750 09/01/2023 USD   44.769
Land Berlin         0.100 1/18/2041  EUR   71.450
Santander Interna   1.700 12/12/2049 EUR   45.356
EDOB Abwicklungs    7.500 04/01/2012 EUR    1.368
Single Platform I   0.780 04/01/2042 EUR   67.992
Department of Bou   0.500 10/05/2043 EUR   69.788
Single Platform I   1.105 1/18/2040  EUR   75.085
Cooperatieve Rabo   0.500 8/21/2028  MXN   55.965
Romanian Governme   2.750 4/14/2041  EUR   67.444
Romanian Governme   2.750 4/14/2041  EUR   67.173
Natixis SA          0.300 6/25/2048  USD   32.933
Societe Generale    2.370 9/17/2035  AUD   64.122
Lehman Brothers T   2.300 06/06/2013 USD    0.100
Ukraine Governmen   5.000 2/20/2032  UAH   15.747
BNP Paribas SA      0.857 2/22/2036  EUR   75.653
Turkiye Ihracat K  12.540 9/14/2028  TRY   45.026
Ukraine Governmen   9.70010/13/2032  UAH   27.065
Single Platform I   0.873 5/25/2052  EUR   61.299
Agence Francaise    2.360 1/30/2045  AUD   70.448
Russian Foreign B   2.650 5/27/2036  EUR   15.162
Societe Generale    3.11010/28/2041  AUD   67.689
Natixis SA          2.900 1/29/2040  AUD   72.603
Ukraine Governmen   9.790 5/26/2027  UAH   50.929
Grand Delta Habit   1.500 06/02/2045 EUR   63.104
Development Bank    6.750 05/02/2024 USD    6.147
Irish Bank Resolu   6.75011/30/2013  BGN   33.250
Societe Generale    3.000 7/22/2022  USD    8.970
Deutsche Bank AG/   2.200 4/14/2023  EUR   77.080
UniCredit Bank AG   4.450 7/23/2022  EUR   50.810
UniCredit Bank AG   3.650 7/23/2022  EUR   47.060
Skandinaviska Ens  10.360 7/17/2023  SEK   71.940
Skandinaviska Ens   9.020 7/17/2023  SEK   57.250
UniCredit Bank AG   4.000 06/07/2022 EUR   65.010
SG Issuer SA        4.000 6/22/2026  EUR   76.060
SG Issuer SA       11.170 7/20/2025  SEK   30.880
Citigroup Global    7.200 5/24/2023  SEK   64.270
UniCredit Bank AG   3.700 06/04/2022 EUR   49.340
Landesbank Baden-   3.000 9/23/2022  EUR   59.410
UniCredit Bank AG   4.200 7/26/2022  EUR   22.500
UniCredit Bank AG   4.150 7/26/2022  EUR   45.910
Landesbank Baden-   2.400 7/22/2022  EUR   73.910
UniCredit Bank AG   3.850 6/28/2022  EUR   58.640
UniCredit Bank AG   3.800 6/28/2022  EUR   37.830
Skandinaviska Ens   8.300 7/17/2023  SEK   61.590
UniCredit Bank AG   4.250 6/28/2022  EUR   42.540
Nordea Bank Abp     7.100 7/20/2024  SEK   57.910
Bank Vontobel AG   10.004 9/19/2022  CHF   62.000
Bank Vontobel AG    7.254 9/19/2022  CHF   59.200
Leonteq Securitie   8.000 9/19/2022  CHF   62.490
UBS AG/London      10.250 9/19/2022  CHF   59.900
UBS AG/London      16.000 9/19/2022  CHF   43.000
DekaBank Deutsche   2.050 04/12/2024 EUR   68.740
VTB Bank PJSC       0.010 2/24/2026  RUB   65.550
Bank Vontobel AG    7.757 2/13/2023  CHF   60.200
Leonteq Securitie  10.000 6/22/2022  CHF   61.130
Sberbank of Russi   0.010 07/02/2025 RUB   73.900
Nordea Bank Abp     9.000 1/20/2025  SEK   64.630
Slavneft Oil & Ga   6.100 06/04/2030 RUB   76.000
Landesbank Baden-   4.550 6/24/2022  EUR   71.830
Landesbank Baden-   5.300 6/24/2022  EUR   57.880
DZ Bank AG Deutsc   6.200 6/24/2022  EUR   72.990
DZ Bank AG Deutsc  14.300 6/24/2022  EUR   65.800
DZ Bank AG Deutsc  22.900 6/24/2022  EUR   67.090
Landesbank Baden-   3.00010/27/2023  EUR   77.400
DZ Bank AG Deutsc  12.400 6/24/2022  EUR   76.500
DZ Bank AG Deutsc   3.600 6/24/2022  EUR   79.270
DZ Bank AG Deutsc   4.800 6/24/2022  EUR   74.960
DZ Bank AG Deutsc   7.800 6/24/2022  EUR   68.270
UBS AG/London      15.750 9/19/2022  CHF   58.600
EFG International   6.500 3/22/2023  USD   63.180
Leasing-Trade OOO  10.800 10/01/2024 RUB   75.470
EFG International   5.500 07/07/2023 USD   63.220
UBS AG/London      10.75010/28/2022  USD   71.750
UniCredit Bank AG   6.000 7/28/2023  EUR   35.920
Landesbank Baden-   5.800 6/24/2022  EUR   75.320
Landesbank Baden-   4.750 6/24/2022  EUR   77.740
Landesbank Baden-   3.550 6/24/2022  EUR   62.310
DZ Bank AG Deutsc  11.000 6/24/2022  EUR   60.440
DZ Bank AG Deutsc   8.900 6/24/2022  EUR   77.240
DZ Bank AG Deutsc  17.900 6/24/2022  EUR   75.270
DZ Bank AG Deutsc  11.200 6/24/2022  EUR   72.530
DZ Bank AG Deutsc  13.500 6/24/2022  EUR   68.150
UBS AG/London       7.500 3/17/2023  CHF   58.500
Credit Suisse AG/   8.250 6/17/2022  CHF   53.390
VTB Bank PJSC       0.010 1/20/2026  RUB   62.830
VTB Bank PJSC       0.010 02/03/2026 RUB   60.520
Bank Vontobel AG   11.259 9/19/2022  CHF   65.200
Bank Vontobel AG    7.255 9/19/2022  CHF   68.300
Landesbank Baden-   6.500 6/24/2022  EUR   65.790
Landesbank Baden-   2.150 6/24/2022  EUR   67.550
DZ Bank AG Deutsc  13.300 6/24/2022  EUR   56.840
Pharmacy Chain 36  10.500 06/04/2030 RUB   61.200
DZ Bank AG Deutsc  20.300 6/24/2022  EUR   54.610
UBS AG/London      12.250 3/17/2023  CHF   74.700
UBS AG/London       9.750 3/17/2023  CHF   46.750
VTB Bank PJSC       0.010 1/27/2026  RUB   65.600
Bank Vontobel AG    6.002 08/12/2022 EUR   49.600
Sberbank of Russi   0.010 1/19/2026  RUB   70.400
Sberbank of Russi   0.010 11/11/2025 RUB   72.000
Epito-Es Epuletka   3.000 11/11/2030 HUF   65.500
Sberbank of Russi   0.010 11/05/2025 RUB   71.700
Bank Vontobel AG    6.00611/14/2022  EUR   69.800
SG Issuer SA        1.50012/30/2032  EUR   46.380
Sberbank of Russi   0.010 1/19/2026  RUB   66.500
Sberbank of Russi   0.010 1/19/2026  RUB   68.200
Sberbank of Russi   0.01010/28/2024  RUB   73.200
Sberbank of Russi   0.010 1/21/2026  RUB   65.300
Sberbank of Russi   0.010 11/05/2025 RUB   73.700
Sberbank of Russi   0.010 11/06/2025 RUB   70.600
Raiffeisen Switze   7.500 7/14/2022  CHF   57.050
UniCredit Bank AG   5.250 12/01/2023 EUR   39.620
Societe Generale    0.705 11/12/2035 EUR   73.230
UBS AG/London       7.750 7/20/2022  CHF   56.350
UniCredit Bank AG  10.700 2/17/2025  EUR   69.310
Sberbank of Russi   0.01011/20/2025  RUB   73.900
Bank Vontobel AG    9.004 7/15/2022  CHF   75.400
Vontobel Financia  12.500 6/24/2022  EUR   58.080
Vontobel Financia  19.000 6/24/2022  EUR   75.760
UBS AG/London       9.750 7/20/2022  CHF   56.550
UBS AG/London      11.750 1/20/2023  CHF   68.500
Zurcher Kantonalb   7.500 7/28/2022  CHF   58.450
Sberbank of Russi   0.01010/31/2025  RUB   69.700
Leonteq Securitie   4.290 1/21/2025  EUR   77.920
Bank Vontobel AG    7.506 7/15/2022  CHF   57.400
Zurcher Kantonalb   6.50011/25/2022  EUR   76.410
Vontobel Financia   7.000 6/24/2022  EUR   72.120
Vontobel Financia  11.500 6/24/2022  EUR   64.460
Vontobel Financia  14.000 6/24/2022  EUR   61.270
Vontobel Financia   9.000 6/24/2022  EUR   73.730
Vontobel Financia  10.250 6/24/2022  EUR   65.760
Bank Vontobel AG    5.501 11/07/2022 EUR   63.800
Sberbank of Russi   0.010 1/19/2026  RUB   68.500
UBS AG/London      10.500 11/11/2022 CHF   62.200
EFG International  11.100 1/25/2023  USD   78.950
Sberbank of Russi   0.010 1/21/2026  RUB   67.200
UBS AG/London       7.750 7/20/2022  CHF   47.800
Sberbank of Russi   0.01011/20/2025  RUB   69.200
UBS AG/London       7.000 1/20/2023  CHF   71.000
UBS AG/London      15.250 7/21/2022  USD   32.400
Sberbank of Russi   0.01011/24/2025  RUB   70.800
UniCredit Bank AG  10.700 02/03/2025 EUR   68.720
Landesbank Baden-   3.500 8/26/2022  EUR   25.720
Zurcher Kantonalb  17.000 06/07/2022 USD   46.010
Bank Vontobel AG   11.00611/21/2022  EUR   78.000
Bank Vontobel AG    6.502 5/23/2023  CHF   69.700
DZ Bank AG Deutsc  14.300 6/24/2022  EUR   63.240
DZ Bank AG Deutsc  10.100 6/24/2022  EUR   78.680
DZ Bank AG Deutsc  13.200 6/24/2022  EUR   66.940
DZ Bank AG Deutsc  13.000 6/24/2022  EUR   64.330
DZ Bank AG Deutsc   8.900 6/24/2022  EUR   53.010
DZ Bank AG Deutsc  20.900 6/24/2022  EUR   64.200
DZ Bank AG Deutsc  11.000 6/24/2022  EUR   61.450
DZ Bank AG Deutsc  14.800 6/24/2022  EUR   74.440
Leonteq Securitie   6.00011/27/2023  CHF   68.040
UniCredit Bank AG   3.500 8/24/2022  EUR   50.320
Zurcher Kantonalb  14.000 6/24/2022  CHF   21.360
UBS AG/London       8.00010/28/2022  CHF   71.500
UBS AG/London       8.750 4/28/2023  CHF   64.600
Vontobel Financia   7.250 6/24/2022  EUR   68.440
Vontobel Financia  14.250 6/24/2022  EUR   76.280
Vontobel Financia   5.500 6/24/2022  EUR   77.290
Vontobel Financia  12.250 6/24/2022  EUR   65.910
SG Issuer SA        9.000 7/20/2023  SEK   68.160
DZ Bank AG Deutsc   6.250 9/19/2022  EUR   71.530
Vontobel Financia  16.000 6/24/2022  EUR   68.400
Vontobel Financia  15.500 6/24/2022  EUR   71.610
Vontobel Financia  16.000 6/24/2022  EUR   62.860
Vontobel Financia  15.000 6/24/2022  EUR   64.230
Vontobel Financia  17.000 6/24/2022  EUR   61.550
DZ Bank AG Deutsc   7.500 9/19/2022  EUR   64.190
Vontobel Financia  18.000 6/24/2022  EUR   71.110
Vontobel Financia  10.500 6/24/2022  EUR   77.040
Vontobel Financia  14.000 6/24/2022  EUR   71.090
Leonteq Securitie  13.00012/21/2022  CHF   37.430
Vontobel Financia  11.500 6/24/2022  EUR   74.930
Vontobel Financia   6.000 6/24/2022  EUR   50.510
Vontobel Financia   9.000 6/24/2022  EUR   44.800
Vontobel Financia  17.000 6/24/2022  EUR   36.900
Corner Banca SA    12.00012/21/2022  CHF   37.680
Corner Banca SA     8.000 6/21/2023  CHF   62.670
EFG International   8.200 6/21/2022  CHF   67.840
Corner Banca SA    12.000 6/21/2022  CHF   22.300
Landesbank Baden-   2.500 8/25/2023  EUR   67.150
Vontobel Financia   7.000 6/24/2022  EUR   71.170
Leonteq Securitie  10.00012/21/2022  USD   74.930
Vontobel Financia   5.000 6/24/2022  EUR   74.290
Vontobel Financia   7.000 6/24/2022  EUR   69.960
Vontobel Financia   7.000 6/24/2022  EUR   55.070
Raiffeisen Schwei   8.20012/21/2022  EUR   66.930
Vontobel Financia   5.500 6/24/2022  EUR   51.990
Vontobel Financia   6.000 6/24/2022  EUR   65.300
Vontobel Financia  10.000 6/24/2022  EUR   57.920
Leonteq Securitie  10.00010/31/2022  USD   37.720
Bank Julius Baer    6.750 6/22/2022  CHF   72.950
Credit Suisse AG/   8.250 9/19/2022  EUR   63.100
Vontobel Financia   9.500 6/24/2022  EUR   69.630
Vontobel Financia  11.500 6/24/2022  EUR   66.760
Vontobel Financia   7.500 6/24/2022  EUR   72.780
Vontobel Financia   8.000 6/24/2022  EUR   63.660
Vontobel Financia  10.500 6/24/2022  EUR   59.680
Vontobel Financia  15.500 6/24/2022  EUR   54.730
Vontobel Financia  14.000 6/24/2022  EUR   58.970
Vontobel Financia  15.500 6/24/2022  EUR   57.640
Vontobel Financia  19.000 6/24/2022  EUR   50.070
Vontobel Financia  12.000 6/24/2022  EUR   64.500
Vontobel Financia   7.000 6/24/2022  EUR   63.880
Vontobel Financia   8.000 6/24/2022  EUR   70.370
Vontobel Financia  17.000 6/24/2022  EUR   52.930
UniCredit Bank AG   7.650 7/18/2022  EUR   76.080
Vontobel Financia   8.500 6/24/2022  EUR   71.130
Vontobel Financia   5.500 6/24/2022  EUR   77.050
Vontobel Financia   5.000 6/24/2022  EUR   76.020
Zurcher Kantonalb   5.600 6/23/2023  USD   78.010
Vontobel Financia  19.500 6/24/2022  EUR   16.070
Vontobel Financia   9.000 6/24/2022  EUR   40.340
Vontobel Financia  16.000 6/24/2022  EUR   75.720
Bank Julius Baer    8.200 9/19/2022  USD   45.750
Leonteq Securitie   5.00012/21/2022  USD   46.790
EFG International   8.560 6/17/2022  CHF   72.470
Leonteq Securitie  11.000 7/29/2022  CHF   56.630
Leonteq Securitie  20.760 6/17/2022  CHF   17.560
Leonteq Securitie  10.000 9/21/2022  EUR   76.740
Vontobel Financia  10.500 6/24/2022  EUR   62.570
Vontobel Financia   5.500 6/24/2022  EUR   69.120
Vontobel Financia   5.000 6/24/2022  EUR   72.600
Vontobel Financia   7.500 6/24/2022  EUR   66.740
Vontobel Financia  12.500 6/24/2022  EUR   57.940
Vontobel Financia   8.000 6/24/2022  EUR   65.660
Vontobel Financia  17.500 6/24/2022  EUR   62.580
Vontobel Financia   9.500 6/24/2022  EUR   76.970
Vontobel Financia  15.750 08/03/2022 EUR   27.680
Bank Julius Baer   13.000 6/22/2022  CHF   23.400
Raiffeisen Centro   8.250 05/11/2023 EUR   71.340
Vontobel Financia   7.750 6/24/2022  EUR   61.590
Vontobel Financia  13.000 6/24/2022  EUR   57.330
VTB Bank PJSC       0.010 3/25/2026  RUB   62.090
DZ Bank AG Deutsc   5.000 6/20/2022  EUR   75.810
Goldman Sachs & C   6.000 6/21/2023  EUR   76.900
Vontobel Financia  15.000 6/24/2022  EUR   59.870
Vontobel Financia  14.000 6/24/2022  EUR   70.760
Vontobel Financia  18.000 6/24/2022  EUR   60.300
Vontobel Financia   8.500 6/24/2022  EUR   74.060
Vontobel Financia   6.500 6/24/2022  EUR   73.650
Vontobel Financia  15.000 6/24/2022  EUR   20.390
Vontobel Financia  10.000 6/24/2022  EUR   23.170
Vontobel Financia  17.500 6/24/2022  EUR   19.300
Goldman Sachs & C   7.000 6/22/2022  EUR   75.390
Goldman Sachs & C   6.000 7/20/2022  EUR   74.270
Vontobel Financia  13.000 6/24/2022  EUR   59.450
Vontobel Financia  15.000 6/24/2022  EUR   56.410
Vontobel Financia   8.500 6/24/2022  EUR   68.010
Vontobel Financia  11.000 6/24/2022  EUR   64.420
Vontobel Financia  19.500 6/24/2022  EUR   49.780
Raiffeisen Schwei   7.50012/21/2022  CHF   68.800
Raiffeisen Schwei   8.00012/21/2022  USD   72.740
Vontobel Financia   8.000 6/24/2022  EUR   61.370
Vontobel Financia   6.500 6/24/2022  EUR   43.720
Bank Julius Baer    9.250 9/19/2022  EUR   64.200
Bank Julius Baer    8.900 6/17/2022  USD   72.050
Bank Julius Baer    8.250 6/17/2022  USD   66.300
Leonteq Securitie  21.290 6/17/2022  CHF   48.700
DZ Bank AG Deutsc   5.600 6/20/2022  EUR   67.340
DZ Bank AG Deutsc   5.500 9/19/2022  EUR   75.660
DZ Bank AG Deutsc   5.600 6/20/2022  EUR   67.500
Vontobel Financia  16.500 6/24/2022  EUR   57.860
Vontobel Financia  17.500 6/24/2022  EUR   53.730
Vontobel Financia   9.500 6/24/2022  EUR   66.140
Vontobel Financia  13.500 6/24/2022  EUR   61.230
Vontobel Financia  15.000 6/24/2022  EUR   59.790
Vontobel Financia  16.500 6/24/2022  EUR   49.570
Vontobel Financia  11.000 6/24/2022  EUR   54.050
Raiffeisen Schwei  11.500 6/21/2022  CHF   42.580
Vontobel Financia  16.000 6/24/2022  EUR   39.770
Vontobel Financia   8.500 6/24/2022  EUR   47.020
Vontobel Financia  12.000 6/24/2022  EUR   43.020
Vontobel Financia  12.500 6/24/2022  EUR   54.900
Vontobel Financia   7.500 6/24/2022  EUR   41.940
Vontobel Financia  12.500 6/24/2022  EUR   37.570
Vontobel Financia  15.000 6/24/2022  EUR   76.610
Bank Julius Baer    8.450 6/17/2022  USD   53.150
Leonteq Securitie  10.52012/21/2022  USD   72.130
Leonteq Securitie  10.00010/31/2022  CHF   72.340
Landesbank Baden-   2.300 9/23/2022  EUR   76.250
Bank Julius Baer   12.000 9/19/2022  USD   63.500
Leonteq Securitie   7.000 05/03/2023 CHF   60.790
Leonteq Securitie   9.00010/31/2022  CHF   55.490
Vontobel Financia  11.500 6/24/2022  EUR   64.860
Bank Julius Baer    6.250 6/22/2022  CHF   72.000
Vontobel Financia  10.500 6/24/2022  EUR   61.840
Vontobel Financia  13.500 6/24/2022  EUR   67.560
Vontobel Financia  21.500 6/24/2022  EUR   70.960
Vontobel Financia  10.500 6/24/2022  EUR   62.840
Vontobel Financia   7.500 6/24/2022  EUR   24.970
Vontobel Financia  12.500 6/24/2022  EUR   21.670
Vontobel Financia  14.000 6/24/2022  EUR   77.150
Vontobel Financia  10.500 6/24/2022  EUR   59.500
Vontobel Financia  16.500 6/24/2022  EUR   58.410
Vontobel Financia  10.500 6/24/2022  EUR   38.880
Credit Suisse AG/   9.500 6/21/2022  USD   28.940
Nordea Bank Abp     4.750 7/20/2026  SEK   74.250
Bank Julius Baer    7.000 6/22/2022  CHF   60.700
Landesbank Baden-   3.500 6/24/2022  EUR   71.760
DZ Bank AG Deutsc  15.400 6/24/2022  EUR   46.610
DZ Bank AG Deutsc  10.800 6/24/2022  EUR   62.320
Vontobel Financia  11.000 6/24/2022  EUR   61.060
Landesbank Baden-   1.500 6/24/2022  EUR   62.180
DZ Bank AG Deutsc  13.200 6/24/2022  EUR   76.030
DZ Bank AG Deutsc  13.000 6/24/2022  EUR   60.890
Landesbank Baden-   4.050 6/24/2022  EUR   68.130
Zurcher Kantonalb  10.000 6/24/2022  CHF   62.070
Landesbank Baden-   3.350 4/28/2023  EUR   75.010
Landesbank Baden-   5.200 4/28/2023  EUR   50.940
Landesbank Baden-   3.350 4/28/2023  EUR   55.810
Landesbank Baden-   5.650 4/28/2023  EUR   77.520
Landesbank Baden-   9.500 6/24/2022  EUR   30.950
Landesbank Baden-   4.500 6/24/2022  EUR   49.600
Landesbank Baden-   3.300 4/28/2023  EUR   76.060
Landesbank Baden-   8.600 6/24/2022  EUR   32.700
Landesbank Baden-   5.100 6/24/2022  EUR   38.290
DZ Bank AG Deutsc  24.400 6/24/2022  EUR   42.630
DZ Bank AG Deutsc  20.000 6/24/2022  EUR   29.260
DZ Bank AG Deutsc  13.100 6/24/2022  EUR   73.960
DZ Bank AG Deutsc  19.500 6/24/2022  EUR   41.440
DZ Bank AG Deutsc   4.600 6/24/2022  EUR   72.850
DZ Bank AG Deutsc   6.200 6/24/2022  EUR   68.900
Landesbank Baden-   6.500 7/22/2022  EUR   74.750
Landesbank Baden-   8.250 7/22/2022  EUR   71.600
Landesbank Baden-   3.250 6/24/2022  EUR   57.750
Landesbank Baden-   5.500 6/24/2022  EUR   36.030
Vontobel Financia   3.500 07/03/2023 EUR   52.680
Landesbank Baden-   4.650 4/28/2023  EUR   71.760
Zurcher Kantonalb  10.000 6/23/2022  CHF   77.520
Vontobel Financia   8.500 7/13/2022  EUR   51.140
Vontobel Financia   9.500 6/24/2022  EUR   63.630
Vontobel Financia  15.000 6/24/2022  EUR   79.220
Vontobel Financia   8.000 6/24/2022  EUR   65.770
Vontobel Financia   6.500 6/24/2022  EUR   67.990
Vontobel Financia   7.000 6/24/2022  EUR   58.550
Vontobel Financia   8.000 6/24/2022  EUR   70.020
Vontobel Financia  12.500 6/24/2022  EUR   62.800
Nordea Bank Abp     2.00012/29/2025  SEK   68.280
Leonteq Securitie   8.000 08/12/2022 CHF   60.520
Raiffeisen Switze   7.200 2/15/2023  CHF   61.410
Leonteq Securitie  10.000 08/12/2022 CHF   66.320
Leonteq Securitie  10.000 08/12/2022 CHF   42.830
Corner Banca SA    12.000 08/12/2022 CHF   59.320
Raiffeisen Switze   8.000 08/12/2022 CHF   60.390
Vontobel Financia  20.500 8/17/2022  EUR   64.710
Dyadya Doner OOO   13.500 4/25/2023  RUB   16.000
Landesbank Baden-   3.100 8/26/2022  EUR   63.630
DZ Bank AG Deutsc  14.000 6/24/2022  EUR   51.130
DZ Bank AG Deutsc  11.300 6/24/2022  EUR   70.930
DZ Bank AG Deutsc  16.800 6/24/2022  EUR   60.830
Raiffeisen Switze   7.000 7/22/2022  CHF   64.140
DZ Bank AG Deutsc  18.400 6/24/2022  EUR   80.600
DZ Bank AG Deutsc  11.300 6/24/2022  EUR   57.610
DZ Bank AG Deutsc  15.500 6/24/2022  EUR   67.400
DZ Bank AG Deutsc  19.900 6/24/2022  EUR   55.320
DZ Bank AG Deutsc  17.600 6/24/2022  EUR   53.430
Credit Suisse AG/  15.000 6/14/2022  CHF   52.760
UBS AG/London      11.75011/28/2022  CHF   37.700
DZ Bank AG Deutsc   9.000 6/22/2022  EUR   76.060
Bank Vontobel AG    8.500 12/12/2022 EUR   66.800
Bank Vontobel AG    7.502 12/12/2022 CHF   73.900
Vontobel Financia  15.500 6/24/2022  EUR   72.010
Vontobel Financia  10.000 6/24/2022  EUR   22.300
EFG International   5.000 4/26/2023  USD   62.870
Raiffeisen Switze  10.50010/26/2022  CHF   59.130
DZ Bank AG Deutsc  16.900 6/24/2022  EUR   31.740
DZ Bank AG Deutsc  10.200 6/24/2022  EUR   69.630
DZ Bank AG Deutsc  17.400 6/24/2022  EUR   43.850
Landesbank Baden-   3.800 6/24/2022  EUR   76.310
Landesbank Baden-   1.850 6/24/2022  EUR   75.050
UBS AG/London       7.25011/28/2022  CHF   71.200
UBS AG/London       9.000 5/30/2023  CHF   64.950
Zurcher Kantonalb  10.000 02/03/2023 CHF   56.950
Bank Julius Baer    6.850 6/15/2022  CHF   71.450
Basler Kantonalba   8.00011/28/2022  CHF   72.070
DZ Bank AG Deutsc   5.300 6/20/2022  EUR   65.460
EFG International   9.800 6/21/2023  EUR   30.010
Bank Vontobel AG    5.502 06/12/2023 EUR   79.400
Raiffeisen Switze   6.75010/26/2022  CHF   59.640
EFG International  11.00011/28/2022  CHF   61.620
UBS AG/London      10.250 5/30/2023  CHF   52.350
DZ Bank AG Deutsc  23.200 6/24/2022  EUR   65.790
DZ Bank AG Deutsc  18.400 6/24/2022  EUR   25.380
Raiffeisen Switze   7.300 1/25/2023  CHF   61.240
Leonteq Securitie  11.000 6/14/2022  CHF   72.030
Leonteq Securitie  11.00012/14/2022  CHF   74.810
Leonteq Securitie  14.000 9/14/2022  EUR   34.700
Corner Banca SA    12.000 6/14/2022  CHF   71.150
Leonteq Securitie  14.000 6/14/2022  CHF   73.350
Leonteq Securitie  10.00012/14/2022  CHF   54.660
EFG International   4.750 1/29/2024  USD   49.300
Zurcher Kantonalb   6.500 06/07/2022 CHF   60.640
Leonteq Securitie  10.400 02/01/2023 USD   82.970
DZ Bank AG Deutsc   6.250 6/20/2022  EUR   75.280
VTB Bank PJSC       2.000 4/29/2026  RUB   65.530
DZ Bank AG Deutsc   7.000 6/20/2022  EUR   73.420
Landesbank Baden-   2.300 9/23/2022  EUR   72.990
DZ Bank AG Deutsc   5.000 6/22/2022  EUR   60.800
DZ Bank AG Deutsc  10.500 6/22/2022  EUR   73.670
Bank Vontobel AG    9.750 12/12/2022 CHF   68.400
Bank Vontobel AG    5.500 06/12/2023 EUR   79.000
Bank Vontobel AG    7.250 06/12/2023 CHF   78.100
Bank Vontobel AG   15.001 9/13/2022  CHF   34.800
VTB Bank PJSC       0.010 5/19/2024  RUB   61.520
Bank Vontobel AG    9.501 12/12/2022 CHF   50.600
Vontobel Financia   8.500 6/24/2022  EUR   63.990
Leonteq Securitie   8.000 7/26/2022  CHF   65.040
Vontobel Financia  16.500 6/24/2022  EUR   58.240
Vontobel Financia   7.500 6/24/2022  EUR   23.950
Vontobel Financia  15.000 6/24/2022  EUR   19.740
Vontobel Financia  12.500 6/24/2022  EUR   20.920
Vontobel Financia  17.500 6/24/2022  EUR   18.730
Raiffeisen Switze  12.00010/26/2022  CHF   38.760
Raiffeisen Switze   8.00010/26/2022  EUR   65.200
DZ Bank AG Deutsc  17.600 6/24/2022  EUR   29.370
Vontobel Financia  11.500 6/24/2022  EUR   68.610
Vontobel Financia  11.500 6/24/2022  EUR   66.000
Vontobel Financia  13.500 6/24/2022  EUR   63.950
Vontobel Financia  11.500 6/24/2022  EUR   73.630
Raiffeisen Schwei  11.00012/14/2022  CHF   71.880
Vontobel Financia  15.500 6/24/2022  EUR   64.660
Vontobel Financia  13.500 6/24/2022  EUR   57.850
Vontobel Financia   7.500 6/24/2022  EUR   68.850
Vontobel Financia  19.000 6/24/2022  EUR   75.760
Credit Suisse AG/  10.000 5/30/2022  CHF   29.620
DZ Bank AG Deutsc   7.000 6/20/2022  EUR   60.670
Raiffeisen Centro   5.750 5/19/2023  EUR   49.290
DZ Bank AG Deutsc   6.750 6/22/2022  EUR   60.900
Bank Vontobel AG    9.502 12/12/2022 CHF   50.600
SG Issuer SA        8.300 7/21/2025  SEK   50.360
Landesbank Baden-   2.000 6/24/2022  EUR   78.300
DZ Bank AG Deutsc  14.000 6/24/2022  EUR   34.560
DZ Bank AG Deutsc   8.000 6/22/2022  EUR   63.680
DZ Bank AG Deutsc  21.700 6/24/2022  EUR   39.310
UBS AG/London       7.250 07/05/2022 EUR   72.010
DZ Bank AG Deutsc  16.900 6/24/2022  EUR   54.390
DZ Bank AG Deutsc  12.000 6/24/2022  EUR   42.200
DZ Bank AG Deutsc  13.900 6/24/2022  EUR   40.020
DZ Bank AG Deutsc  15.800 6/24/2022  EUR   38.270
Landesbank Baden-   5.150 6/24/2022  EUR   65.730
Landesbank Baden-   2.650 6/24/2022  EUR   72.100
DZ Bank AG Deutsc   9.700 6/24/2022  EUR   61.610
Leonteq Securitie  11.50010/27/2022  CHF   56.820
Landesbank Baden-   2.500 6/24/2022  EUR   56.050
Landesbank Baden-   4.200 4/28/2023  EUR   77.360
Landesbank Baden-   3.200 4/28/2023  EUR   69.880
Landesbank Baden-   3.150 4/28/2023  EUR   38.770
VTB Bank PJSC       0.010 5/19/2024  RUB   60.070
Vontobel Financia  12.500 6/24/2022  EUR   40.370
Vontobel Financia  17.000 6/24/2022  EUR   36.900
Vontobel Financia  17.000 6/24/2022  EUR   75.770
Zurcher Kantonalb  20.250 6/24/2022  CHF   54.720
Zurcher Kantonalb  17.000 6/24/2022  CHF   78.940
Zurcher Kantonalb  11.200 6/30/2022  CHF   63.130
UniCredit Bank AG   4.200 8/24/2022  EUR   57.910
UBS AG/London      10.500 4/28/2023  CHF   71.400
UBS AG/London       9.50010/28/2022  CHF   59.050
Goldman Sachs & C  10.000 7/20/2022  EUR   74.400
Vontobel Financia  11.500 6/24/2022  EUR   70.470
Vontobel Financia   8.750 6/24/2022  EUR   64.590
Vontobel Financia   5.500 6/24/2022  EUR   64.940
Societe Generale    5.000 6/24/2022  EUR   74.810
Societe Generale    7.000 6/24/2022  EUR   68.900
Bank Julius Baer    9.650 7/29/2022  USD   64.850
DZ Bank AG Deutsc   4.700 6/20/2022  EUR   68.800
DZ Bank AG Deutsc   5.200 9/19/2022  EUR   68.740
DZ Bank AG Deutsc   5.700 9/19/2022  EUR   67.770
DZ Bank AG Deutsc   5.800 6/20/2022  EUR   74.230
DZ Bank AG Deutsc   4.700 6/20/2022  EUR   68.900
DZ Bank AG Deutsc   4.750 9/19/2022  EUR   77.540
DZ Bank AG Deutsc   6.250 6/20/2022  EUR   65.410
UBS AG/London       9.75011/28/2022  EUR   74.100
UBS AG/London       8.50011/28/2022  EUR   51.550
UBS AG/London      12.00011/28/2022  CHF   71.550
EFG International  10.000 7/27/2022  CHF   56.590
DZ Bank AG Deutsc   6.750 9/21/2022  EUR   73.360
DZ Bank AG Deutsc   5.000 6/22/2022  EUR   70.330
DZ Bank AG Deutsc   6.500 6/22/2022  EUR   67.550
Sberbank of Russi   0.010 4/27/2026  RUB   74.100
Vontobel Financia  13.500 6/24/2022  EUR   65.820
Vontobel Financia  12.000 6/24/2022  EUR   71.670
Vontobel Financia  19.000 6/24/2022  EUR   61.680
Zurcher Kantonalb  21.500 6/24/2022  USD   45.110
Zurcher Kantonalb   6.400 11/07/2022 USD   34.010
Vontobel Financia  10.250 6/24/2022  EUR   70.420
DZ Bank AG Deutsc   6.300 6/20/2022  EUR   66.250
DZ Bank AG Deutsc   6.500 6/20/2022  EUR   72.980
DZ Bank AG Deutsc   6.000 9/19/2022  EUR   74.540
DZ Bank AG Deutsc   8.250 9/19/2022  EUR   68.570
Vontobel Financia  13.500 6/24/2022  EUR   62.040
Vontobel Financia  12.500 6/24/2022  EUR   67.150
Vontobel Financia  10.500 6/24/2022  EUR   70.420
Vontobel Financia  16.500 6/24/2022  EUR   78.250
Vontobel Financia  16.500 6/24/2022  EUR   73.690
Vontobel Financia  16.000 6/24/2022  EUR   67.620
Vontobel Financia  17.000 6/24/2022  EUR   66.020
Leonteq Securitie  15.000 6/21/2022  CHF   18.850
Vontobel Financia  13.000 6/24/2022  EUR   40.400
Vontobel Financia   8.500 6/24/2022  EUR   73.750
Vontobel Financia   9.000 6/24/2022  EUR   66.750
Vontobel Financia  18.000 6/24/2022  EUR   76.470
Leonteq Securitie  17.000 9/21/2022  EUR   60.980
Vontobel Financia   5.500 6/24/2022  EUR   59.160
Vontobel Financia  21.500 6/24/2022  EUR   78.520
Vontobel Financia  12.000 6/24/2022  EUR   62.770
UBS AG/London      12.50012/16/2022  CHF   49.100
UBS AG/London       8.00012/16/2022  CHF   59.200
UBS AG/London      11.500 6/16/2022  CHF   66.150
Bank Vontobel AG    6.503 4/24/2023  EUR   57.300
Bank Vontobel AG    7.252 4/24/2023  CHF   63.300
Credit Suisse AG/  11.000 6/20/2022  USD   28.500
DekaBank Deutsche   1.46010/27/2022  EUR   77.510
Leonteq Securitie   5.400 7/25/2022  CHF   50.440
Vontobel Financia  19.000 6/24/2022  EUR   68.000
Vontobel Financia  14.000 6/24/2022  EUR   74.340
Vontobel Financia  13.000 6/24/2022  EUR   75.360
Vontobel Financia  16.000 6/24/2022  EUR   71.840
Vontobel Financia   9.000 6/24/2022  EUR   71.180
Vontobel Financia  15.000 6/24/2022  EUR   68.130
Vontobel Financia  16.500 6/24/2022  EUR   64.330
Leonteq Securitie  10.00012/21/2022  USD   39.880
Zurcher Kantonalb  11.000 6/24/2022  CHF   59.420
UBS AG/London      12.75010/28/2022  CHF   35.050
Vontobel Financia  13.500 6/24/2022  EUR   57.790
Vontobel Financia  16.500 6/24/2022  EUR   54.540
Vontobel Financia  16.000 6/24/2022  EUR   77.220
Vontobel Financia  12.500 6/24/2022  EUR   59.940
Vontobel Financia   7.500 6/24/2022  EUR   68.340
Vontobel Financia  13.130 8/17/2022  EUR   54.250
Vontobel Financia   9.500 6/24/2022  EUR   63.680
Vontobel Financia   9.000 6/24/2022  EUR   53.280
Vontobel Financia   4.000 6/24/2022  EUR   79.290
Credit Suisse AG/  14.000 6/16/2022  USD   63.730
Nordea Bank Abp     7.110 7/20/2023  SEK   75.120
Vontobel Financia  11.500 6/24/2022  EUR   70.490
Vontobel Financia  14.000 6/24/2022  EUR   67.250
Vontobel Financia   8.000 6/24/2022  EUR   57.840
Vontobel Financia  16.000 6/24/2022  EUR   75.110
Vontobel Financia  10.500 6/24/2022  EUR   42.440
UBS AG/London      13.500 4/29/2024  USD   39.810
Vontobel Financia  16.500 6/24/2022  EUR   71.010
Vontobel Financia  19.500 6/24/2022  EUR   67.140
Vontobel Financia   9.000 6/24/2022  EUR   74.100
Vontobel Financia   8.500 6/24/2022  EUR   44.770
Vontobel Financia  12.500 6/24/2022  EUR   76.080
Vontobel Financia   9.000 6/24/2022  EUR   75.640
Vontobel Financia  18.500 6/24/2022  EUR   65.010
EFG International   9.00010/28/2022  CHF   70.170
Raiffeisen Schwei  10.500 6/21/2022  CHF   54.570
DZ Bank AG Deutsc   7.300 6/24/2022  EUR   68.540
Landesbank Baden-   7.000 4/28/2023  EUR   36.170
Landesbank Baden-   7.250 7/22/2022  EUR   65.110
Landesbank Baden-   5.000 7/22/2022  EUR   71.320
Vontobel Financia  10.000 07/06/2022 EUR   77.350
Landesbank Baden-   5.250 4/28/2023  EUR   35.340
Landesbank Baden-   6.000 4/28/2023  EUR   71.220
Landesbank Baden-   5.700 4/28/2023  EUR   41.400
Landesbank Baden-   4.350 4/28/2023  EUR   43.500
Vontobel Financia   5.500 6/24/2022  EUR   73.860
Vontobel Financia  12.500 6/24/2022  EUR   59.620
Vontobel Financia  16.000 6/24/2022  EUR   69.320
Vontobel Financia   8.500 6/24/2022  EUR   65.900
EFG International  18.000 6/16/2022  CHF   31.120
EFG International  10.00012/16/2022  CHF   39.690
EFG International   7.210 6/16/2022  USD   38.590
Credit Suisse AG/  13.000 6/16/2022  CHF   63.950
UBS AG/London       9.000 6/16/2022  CHF   31.600
Vontobel Financia   6.000 6/24/2022  EUR   58.460
DZ Bank AG Deutsc   9.500 6/24/2022  EUR   77.910
Zurcher Kantonalb   9.800 6/17/2022  USD   45.710
Credit Suisse AG/  10.000 6/16/2022  USD   57.420
UBS AG/London      10.250 6/16/2022  CHF   29.940
UBS AG/London      11.25012/16/2022  USD   64.900
Bank Vontobel AG   12.00510/24/2022  CHF   61.500
Bank Vontobel AG    7.008 7/25/2022  CHF   54.500
Zurcher Kantonalb   6.50012/21/2022  EUR   68.740
Vontobel Financia   6.000 6/24/2022  EUR   57.710
Vontobel Financia   7.000 6/24/2022  EUR   47.430
Vontobel Financia  15.000 6/24/2022  EUR   38.560
Vontobel Financia  19.500 6/24/2022  EUR   35.430
Vontobel Financia  19.000 6/24/2022  EUR   73.230
Vontobel Financia  16.000 6/24/2022  EUR   71.300
Vontobel Financia  18.000 6/24/2022  EUR   61.310
Landesbank Baden-   3.800 4/28/2023  EUR   41.930
Landesbank Baden-   2.000 4/28/2023  EUR   73.980
Landesbank Baden-   8.000 6/24/2022  EUR   43.670
UniCredit Bank AG   4.250 07/01/2022 USD   58.470
Landesbank Baden-   3.000 4/28/2023  EUR   45.620
Vontobel Financia   6.500 6/24/2022  EUR   70.990
Vontobel Financia  15.000 6/24/2022  EUR   56.110
Vontobel Financia  17.500 6/24/2022  EUR   75.370
Vontobel Financia  12.500 6/24/2022  EUR   74.340
Vontobel Financia  21.500 6/24/2022  EUR   73.810
Vontobel Financia  14.000 6/24/2022  EUR   58.250
Vontobel Financia  11.000 6/24/2022  EUR   61.760
Vontobel Financia  15.000 6/24/2022  EUR   71.540
Vontobel Financia   6.000 6/24/2022  EUR   74.360
Vontobel Financia  10.000 6/24/2022  EUR   66.180
Leonteq Securitie   9.00012/21/2022  CHF   46.970
UBS AG/London       5.25012/16/2022  CHF   78.650
UBS AG/London       8.250 6/16/2023  CHF   67.350
Landesbank Baden-   2.500 6/24/2022  EUR   72.860
DZ Bank AG Deutsc  16.800 6/24/2022  EUR   69.950
DZ Bank AG Deutsc  19.200 6/24/2022  EUR   65.550
DZ Bank AG Deutsc  13.800 6/24/2022  EUR   73.060
DZ Bank AG Deutsc  16.700 6/24/2022  EUR   60.560
DZ Bank AG Deutsc  24.500 6/24/2022  EUR   33.490
Landesbank Baden-  10.500 6/24/2022  EUR   42.140
Landesbank Baden-   4.200 6/24/2022  EUR   51.690
Landesbank Baden-   7.150 6/24/2022  EUR   46.370
Landesbank Baden-   6.000 6/24/2022  EUR   72.320
Landesbank Baden-   4.000 6/24/2022  EUR   79.410
Landesbank Baden-   6.100 4/28/2023  EUR   77.690
Landesbank Baden-   2.500 6/24/2022  EUR   43.470
Landesbank Baden-   2.000 6/24/2022  EUR   57.650
Landesbank Baden-   2.300 4/28/2023  EUR   58.080
Vontobel Financia  11.000 6/24/2022  EUR   61.550
Vontobel Financia  14.500 6/24/2022  EUR   71.750
Vontobel Financia  20.000 6/24/2022  EUR   76.840
Vontobel Financia   8.000 6/24/2022  EUR   58.650
Vontobel Financia  14.500 6/24/2022  EUR   59.750
Leonteq Securitie  15.000 6/15/2022  CHF   21.870
Leonteq Securitie   9.000 02/01/2023 CHF   54.780
Vontobel Financia   8.500 6/24/2022  EUR   74.070
Leonteq Securitie   7.000 4/26/2023  CHF   64.610
Vontobel Financia  10.000 6/24/2022  EUR   36.720
Vontobel Financia  13.500 6/24/2022  EUR   33.340
Vontobel Financia  12.500 6/24/2022  EUR   34.390
Vontobel Financia  10.000 6/24/2022  EUR   63.470
Vontobel Financia   6.000 6/24/2022  EUR   72.510
Vontobel Financia  15.000 6/24/2022  EUR   64.000
Vontobel Financia  18.500 6/24/2022  EUR   75.440
Vontobel Financia  18.000 6/24/2022  EUR   57.390
Vontobel Financia   8.000 6/24/2022  EUR   70.610
Vontobel Financia  16.000 6/24/2022  EUR   55.020
Vontobel Financia  11.000 6/24/2022  EUR   61.040
DZ Bank AG Deutsc   5.750 9/21/2022  EUR   64.630
Sberbank of Russi   0.010 4/22/2026  RUB   66.600
Sberbank of Russi   0.010 4/23/2026  RUB   74.000
DZ Bank AG Deutsc   9.500 6/22/2022  EUR   64.850
Leonteq Securitie  18.000 7/26/2022  CHF   65.010
UBS AG/London       6.800 6/15/2026  USD   66.570
Bank Julius Baer   15.000 6/15/2022  USD   61.600
Leonteq Securitie   9.00010/26/2022  EUR   66.200
Vontobel Financia  12.500 6/24/2022  EUR   37.980
Vontobel Financia  14.500 6/24/2022  EUR   56.580
Vontobel Financia   7.500 6/24/2022  EUR   39.450
Vontobel Financia   6.500 6/24/2022  EUR   41.010
Vontobel Financia  18.500 6/24/2022  EUR   60.020
Vontobel Financia  14.500 6/24/2022  EUR   60.670
Vontobel Financia  17.500 6/24/2022  EUR   60.270
Vontobel Financia  16.000 6/24/2022  EUR   53.400
Vontobel Financia  20.500 6/24/2022  EUR   51.450
Vontobel Financia   5.500 6/24/2022  EUR   54.990
Vontobel Financia  15.000 6/24/2022  EUR   78.600
Credit Suisse AG/  11.000 6/15/2022  CHF   31.350
Vontobel Financia   7.500 6/24/2022  EUR   50.070
Vontobel Financia  11.000 6/24/2022  EUR   70.740
Vontobel Financia  18.000 6/24/2022  EUR   52.450
Vontobel Financia  21.500 6/24/2022  EUR   75.550
UniCredit Bank AG   3.000 08/03/2023 EUR   77.280
Leonteq Securitie   9.000 7/29/2022  CHF   59.020
Landesbank Baden-   3.050 9/23/2022  EUR   58.050
Vontobel Financia  16.000 6/24/2022  EUR   79.280
Vontobel Financia   7.000 6/24/2022  EUR   44.700
Vontobel Financia  15.000 6/24/2022  EUR   32.390
Vontobel Financia   8.500 6/24/2022  EUR   38.010
Vontobel Financia  15.500 6/24/2022  EUR   79.670
Vontobel Financia   8.000 6/24/2022  EUR   67.670
Vontobel Financia   9.500 6/24/2022  EUR   41.020
Vontobel Financia   7.500 6/24/2022  EUR   68.750
Vontobel Financia  11.000 6/24/2022  EUR   64.430
Vontobel Financia  14.500 6/24/2022  EUR   67.800
Leonteq Securitie  12.000 8/31/2022  CHF   58.680
Raiffeisen Schwei  10.00012/14/2022  CHF   54.650
VTB Bank PJSC       0.010 04/05/2024 RUB   60.070
Bank Vontobel AG   13.259 7/29/2022  CHF   20.800
DZ Bank AG Deutsc   8.000 6/20/2022  EUR   73.480
DZ Bank AG Deutsc   8.250 6/22/2022  EUR   71.670
DZ Bank AG Deutsc   5.500 6/22/2022  EUR   76.570
DZ Bank AG Deutsc   6.000 6/22/2022  EUR   75.320
DZ Bank AG Deutsc   5.250 9/21/2022  EUR   75.380
Zurcher Kantonalb  11.000 6/22/2022  USD   59.490
Credit Suisse AG/   8.500 09/09/2022 EUR   61.420
Sberbank of Russi   0.010 5/28/2026  RUB   65.700
DZ Bank AG Deutsc   7.000 6/22/2022  EUR   63.150
Vontobel Financia   6.500 6/24/2022  EUR   73.200
Leonteq Securitie  10.00010/26/2022  USD   25.200
Vontobel Financia  12.500 6/24/2022  EUR   59.820
Vontobel Financia   5.500 6/24/2022  EUR   42.710
Vontobel Financia  16.500 6/24/2022  EUR   31.510
Vontobel Financia  15.500 6/24/2022  EUR   35.420
Vontobel Financia  11.000 6/24/2022  EUR   35.500
DZ Bank AG Deutsc   8.500 6/22/2022  EUR   71.640
Vontobel Financia   3.750 01/03/2023 EUR   39.430
Leonteq Securitie  12.000 7/26/2022  EUR   63.720
EFG International   3.950 6/14/2022  USD   78.150
Vontobel Financia  15.500 6/24/2022  EUR   62.060
Vontobel Financia   9.500 6/24/2022  EUR   68.190
Vontobel Financia   7.000 6/24/2022  EUR   64.180
Vontobel Financia  18.000 6/24/2022  EUR   53.540
Raiffeisen Schwei   8.000 9/14/2022  EUR   66.780
Raiffeisen Schwei   8.300 9/14/2022  CHF   63.970
Vontobel Financia   9.500 6/24/2022  EUR   64.720
Vontobel Financia  20.500 6/24/2022  EUR   50.170
DZ Bank AG Deutsc   7.750 6/22/2022  EUR   65.710
DZ Bank AG Deutsc   5.250 9/21/2022  EUR   68.900
DZ Bank AG Deutsc   8.000 9/21/2022  EUR   66.790
Leonteq Securitie  11.000 9/15/2022  CHF   36.490
EFG International   5.160 6/14/2022  USD   70.260
Bank Vontobel AG    8.005 09/12/2022 SEK   65.600
Corner Banca SA    11.000 9/15/2022  CHF   40.040
Leonteq Securitie  15.000 6/15/2022  CHF   40.850
SG Issuer SA        0.263 2/20/2025  EUR   21.230
Credit Suisse AG/   6.000 8/24/2022  CHF   69.640
BNP Paribas Issua   7.980 1/20/2025  SEK   61.030
EFG International   8.620 8/24/2022  CHF   71.910
Leonteq Securitie   6.000 2/20/2023  CHF   52.490
Credit Suisse AG/   6.000 8/22/2022  CHF   69.760
Raiffeisen Schwei   5.000 8/24/2022  CHF   70.340
Raiffeisen Schwei   6.000 8/24/2022  CHF   70.380
Erste Group Bank    6.250 02/01/2026 EUR   73.030
VTB Bank PJSC       0.010 11/11/2025 RUB   48.750
VTB Bank PJSC       0.010 12/02/2025 RUB   51.010
VTB Bank PJSC       0.01011/25/2025  RUB   51.010
VTB Bank PJSC       0.01012/22/2023  RUB   71.010
Bank Vontobel AG    7.758 01/09/2023 CHF   72.900
UBS AG/London       9.500 6/30/2022  USD   70.850
UBS AG/London       8.250 07/07/2022 CHF   82.700
UBS AG/London      10.750 07/07/2022 EUR   68.450
UBS AG/London      11.250 01/09/2023 CHF   74.450
UBS AG/London      16.250 07/07/2022 CHF   31.000
UBS AG/London      16.500 6/30/2022  USD   43.200
EFG International   9.350 01/12/2023 CHF   47.710
Zurcher Kantonalb  19.000 6/30/2022  USD   26.840
Bank Vontobel AG   12.500 6/20/2022  CHF   59.600
Bank Vontobel AG   12.500 6/20/2022  CHF   59.600
Bank Vontobel AG    7.000 9/19/2022  CHF   50.700
Bank Vontobel AG    6.752 9/19/2022  CHF   64.500
Luzerner Kantonal  10.12012/23/2022  CHF   31.960
Basler Kantonalba   9.00012/23/2022  CHF   55.430
Vontobel Financia  15.500 6/24/2022  EUR   63.460
Vontobel Financia   9.000 6/24/2022  EUR   77.910
Vontobel Financia  11.000 6/24/2022  EUR   72.290
Vontobel Financia  14.500 6/24/2022  EUR   73.620
Vontobel Financia  11.500 6/24/2022  EUR   73.660
Vontobel Financia   5.000 6/24/2022  EUR   54.900
Vontobel Financia   7.000 6/24/2022  EUR   54.570
Vontobel Financia   9.500 6/24/2022  EUR   54.740
UBS AG/London       9.250 6/23/2023  USD   46.050
UBS AG/London      10.25012/23/2022  CHF   63.900
UBS AG/London      16.75012/23/2022  CHF   38.150
Societe Generale    5.750 7/22/2022  EUR   73.120
Societe Generale    8.000 7/22/2022  EUR   75.710
Societe Generale    9.000 7/22/2022  EUR   73.680
Vontobel Financia   8.250 6/24/2022  EUR   75.210
Vontobel Financia   9.500 6/24/2022  EUR   40.930
Vontobel Financia  12.000 6/24/2022  EUR   59.160
Societe Generale    6.250 7/22/2022  EUR   67.010
Societe Generale    8.250 7/22/2022  EUR   62.730
Sberbank of Russi   0.01012/17/2025  RUB   71.700
Sberbank of Russi   0.01012/17/2025  RUB   69.400
Zurcher Kantonalb   9.000 6/28/2022  CHF   66.070
Corner Banca SA    14.000 9/28/2022  CHF   55.230
Leonteq Securitie  17.000 6/28/2022  CHF   35.190
Leonteq Securitie  14.000 6/24/2022  CHF   65.470
Leonteq Securitie   8.00012/28/2022  CHF   74.660
Leonteq Securitie   6.400 6/28/2023  CHF   55.590
Vontobel Financia  10.000 6/24/2022  EUR   74.360
Vontobel Financia   7.000 6/24/2022  EUR   76.380
Leonteq Securitie  12.000 6/28/2022  CHF   18.290
Leonteq Securitie  13.000 6/28/2022  EUR   72.440
Leonteq Securitie  22.560 6/24/2022  CHF   14.590
Leonteq Securitie  17.000 6/28/2022  USD   27.940
Leonteq Securitie   9.00012/28/2022  USD   73.810
EFG International   6.00012/22/2023  USD   26.080
Raiffeisen Schwei  13.000 6/29/2022  CHF   41.190
Raiffeisen Schwei  20.000 6/29/2022  CHF   31.580
Raiffeisen Schwei  11.000 6/29/2022  CHF   52.760
Raiffeisen Schwei   7.20012/29/2022  USD   73.500
Bank Julius Baer    9.000 6/29/2022  CHF   75.550
EFG International  11.780 07/11/2022 USD   58.490
DZ Bank AG Deutsc   7.250 6/22/2022  EUR   55.900
DZ Bank AG Deutsc   6.750 9/21/2022  EUR   62.530
DZ Bank AG Deutsc  11.000 9/21/2022  EUR   63.840
DZ Bank AG Deutsc   6.500 9/21/2022  EUR   66.370
DZ Bank AG Deutsc   5.500 9/21/2022  EUR   63.070
DZ Bank AG Deutsc   6.000 9/21/2022  EUR   63.450
DZ Bank AG Deutsc   5.000 6/22/2022  EUR   69.370
DZ Bank AG Deutsc   5.000 9/21/2022  EUR   73.290
Vontobel Financia   4.150 7/18/2023  EUR   59.040
Erste Group Bank   10.750 08/02/2022 EUR   49.200
Erste Group Bank    5.500 08/02/2025 EUR   60.350
Zurcher Kantonalb   7.000 01/09/2023 CHF   76.160
Zurcher Kantonalb   8.000 07/07/2022 EUR   75.520
Leonteq Securitie   7.030 6/28/2023  CHF   63.670
UniCredit Bank AG  10.100 7/27/2022  EUR   42.300
UniCredit Bank AG   9.800 7/27/2022  EUR   59.950
UniCredit Bank AG   9.250 7/27/2022  EUR   54.710
Zurcher Kantonalb   6.500 1/13/2023  CHF   72.860
Zurcher Kantonalb  10.000 07/07/2022 CHF   73.980
Zurcher Kantonalb   5.000 1/13/2023  CHF   71.250
Zurcher Kantonalb  15.750 07/08/2022 USD   34.700
Bank Vontobel AG    6.500 6/26/2023  CHF   54.300
Bank Vontobel AG    6.502 6/26/2023  CHF   54.300
Bank Vontobel AG    8.00512/27/2022  CHF   61.400
Bank Vontobel AG    8.00512/27/2022  CHF   60.000
Bank Vontobel AG    7.00012/27/2022  CHF   59.400
Bank Vontobel AG    5.750 6/26/2023  CHF   70.000
UniCredit Bank AG   4.650 7/30/2024  EUR   78.740
UniCredit Bank AG   3.950 7/30/2024  EUR   73.760
Zurcher Kantonalb  10.400 07/08/2022 CHF   53.250
Landesbank Baden-   4.150 6/23/2023  EUR   50.230
Landesbank Baden-   2.800 6/23/2023  EUR   52.840
Landesbank Baden-   6.650 6/23/2023  EUR   75.840
Landesbank Baden-   5.150 6/23/2023  EUR   69.540
Landesbank Baden-   4.200 6/23/2023  EUR   71.910
Landesbank Baden-   3.000 6/23/2023  EUR   75.510
Landesbank Baden-   3.800 6/23/2023  EUR   42.970
Landesbank Baden-   2.600 6/23/2023  EUR   45.710
Landesbank Baden-   4.500 6/23/2023  EUR   59.880
Landesbank Baden-   3.350 6/23/2023  EUR   61.930
Landesbank Baden-   2.250 6/23/2023  EUR   65.360
Landesbank Baden-   7.300 6/23/2023  EUR   68.630
Landesbank Baden-   5.300 6/23/2023  EUR   74.050
Landesbank Baden-   5.350 6/23/2023  EUR   71.380
Landesbank Baden-   4.650 6/23/2023  EUR   73.140
Landesbank Baden-   3.400 6/23/2023  EUR   77.060
Landesbank Baden-   3.500 6/23/2023  EUR   73.710
Landesbank Baden-   2.500 6/23/2023  EUR   77.640
Landesbank Baden-   5.000 6/23/2023  EUR   41.330
Landesbank Baden-   7.250 6/23/2023  EUR   38.800
Landesbank Baden-   5.600 6/23/2023  EUR   40.200
Landesbank Baden-   2.700 6/23/2023  EUR   45.410
Landesbank Baden-   4.500 6/23/2023  EUR   74.070
Landesbank Baden-   3.650 6/23/2023  EUR   76.220
Landesbank Baden-   3.500 6/23/2023  EUR   77.710
Landesbank Baden-   2.650 6/23/2023  EUR   73.380
Basler Kantonalba  10.000 9/30/2022  CHF   74.570
EFG International  17.000 6/30/2022  CHF   36.330
EFG International  10.010 6/30/2022  EUR   31.010
UBS AG/London       9.900 07/01/2024 EUR   50.400
Raiffeisen Centro  11.750 08/04/2023 EUR   53.350
Vontobel Financia  20.000 6/24/2022  EUR   56.930
GVC George's Vent   2.50012/18/2030  HUF   73.280
Leonteq Securitie   8.000 6/28/2023  CHF   65.350
Leonteq Securitie  16.000 6/28/2022  CHF   22.490
Leonteq Securitie  18.000 9/28/2022  CHF   55.240
Corner Banca SA    17.000 6/28/2022  EUR   58.380
Leonteq Securitie  14.00012/28/2022  CHF   35.170
Raiffeisen Schwei  12.000 6/29/2022  CHF   65.020
Raiffeisen Schwei  10.000 6/29/2022  CHF   52.630
DZ Bank AG Deutsc  10.750 9/21/2022  EUR   57.900
DZ Bank AG Deutsc   8.500 9/21/2022  EUR   55.830
DZ Bank AG Deutsc   9.000 9/21/2022  EUR   63.230
SG Issuer SA        4.950 01/10/2025 EUR   77.500
DZ Bank AG Deutsc   5.750 6/22/2022  EUR   61.230
DZ Bank AG Deutsc   5.250 6/22/2022  EUR   68.080
DZ Bank AG Deutsc   6.000 6/22/2022  EUR   75.300
DekaBank Deutsche   1.000 1/20/2025  EUR   40.360
DZ Bank AG Deutsc   6.000 6/22/2022  EUR   72.240
Vontobel Financia   9.40012/30/2022  CHF   34.160
Sberbank of Russi   0.01012/17/2025  RUB   70.600
UBS AG/London      13.000 6/23/2022  CHF   35.450
UBS AG/London       6.25012/23/2022  CHF   39.500
UBS AG/London       8.750 6/23/2022  CHF   35.150
Leonteq Securitie  12.000 6/28/2022  CHF   64.460
EFG International   4.90012/28/2023  USD   51.860
EFG International   7.00012/29/2022  USD    6.780
Sberbank of Russi   0.01012/22/2025  RUB   69.300
Eltex Kft           3.50012/21/2028  HUF   72.250
Vontobel Financia   6.500 6/24/2022  EUR   70.990
Vontobel Financia  12.000 6/24/2022  EUR   61.940
Vontobel Financia   8.500 6/24/2022  EUR   67.030
Vontobel Financia  13.000 6/24/2022  EUR   60.420
Vontobel Financia   9.500 6/24/2022  EUR   65.220
Vontobel Financia   7.500 6/24/2022  EUR   68.950
Vontobel Financia  11.000 6/24/2022  EUR   63.550
Vontobel Financia  20.000 6/24/2022  EUR   73.620
Vontobel Financia  11.000 6/24/2022  EUR   61.040
Vontobel Financia  18.000 6/24/2022  EUR   52.990
Vontobel Financia   6.000 6/24/2022  EUR   71.180
Vontobel Financia  12.500 6/24/2022  EUR   62.470
TMK PJSC            7.350 2/28/2025  RUB   60.120
Vontobel Financia   5.500 09/09/2022 EUR   77.490
Zurcher Kantonalb   8.000 6/30/2022  CHF   61.020
Zurcher Kantonalb  18.000 6/30/2022  CHF   26.630
Bank Vontobel AG    6.50012/19/2022  CHF   74.500
Bank Vontobel AG   14.00012/19/2022  CHF   21.200
Bank Vontobel AG   12.500 9/19/2022  CHF   46.800
Bank Vontobel AG   14.000 9/19/2022  CHF   30.700
Bank Vontobel AG   10.00012/19/2022  CHF   69.900
HSBC Trinkaus & B   7.000 12/08/2022 EUR   70.810
DZ Bank AG Deutsc   7.75012/23/2022  EUR   46.340
DZ Bank AG Deutsc   7.300 6/24/2022  EUR   48.680
DZ Bank AG Deutsc   9.250 6/24/2022  EUR   42.690
DZ Bank AG Deutsc   6.10012/23/2022  EUR   51.340
Landesbank Baden-   4.200 7/22/2022  EUR   76.320
Bank Julius Baer    7.450 9/26/2022  USD   55.950
Bank Julius Baer    8.400 9/26/2022  USD   64.500
Bank Julius Baer    8.550 6/24/2022  USD   65.250
Sberbank of Russi   0.010 11/05/2025 RUB   71.000
UBS AG/London      10.000 07/08/2022 CHF   63.350
UBS AG/London       5.900 6/23/2022  EUR   77.350
UniCredit Bank AG   4.750 7/22/2024  EUR   73.050
Vontobel Financia  13.500 6/24/2022  EUR   59.820
Vontobel Financia  11.500 6/24/2022  EUR   76.190
Vontobel Financia  17.000 6/24/2022  EUR   54.110
Vontobel Financia   6.000 6/24/2022  EUR   76.290
Vontobel Financia  15.500 6/24/2022  EUR   61.750
Vontobel Financia  17.500 6/24/2022  EUR   59.540
Vontobel Financia   9.000 6/24/2022  EUR   76.220
Vontobel Financia  10.500 6/24/2022  EUR   74.860
Vontobel Financia  15.000 6/24/2022  EUR   67.550
Vontobel Financia  17.500 6/24/2022  EUR   64.470
Vontobel Financia  18.500 6/24/2022  EUR   63.030
Vontobel Financia  11.500 6/24/2022  EUR   70.970
DZ Bank AG Deutsc  14.750 7/20/2022  EUR   55.230
Vontobel Financia  12.000 6/24/2022  EUR   59.340
Vontobel Financia  15.000 6/24/2022  EUR   54.950
Vontobel Financia  19.000 6/24/2022  EUR   53.060
Vontobel Financia  11.500 6/24/2022  EUR   66.100
Vontobel Financia   9.000 6/24/2022  EUR   66.490
Vontobel Financia  16.500 6/24/2022  EUR   59.000
Basler Kantonalba  12.00012/23/2022  CHF   68.740
EFG International  17.000 6/23/2022  CHF   36.280
EFG International  16.000 6/23/2022  USD   46.810
Vontobel Financia  11.000 6/24/2022  EUR   68.360
Vontobel Financia   7.000 6/24/2022  EUR   74.250
Vontobel Financia   8.500 6/24/2022  EUR   76.110
Credit Suisse AG/  14.500 6/23/2022  CHF   55.820
UBS AG/London       9.75012/23/2022  CHF   52.000
UBS AG/London       8.250 6/23/2022  CHF   27.300
UBS AG/London       8.000 6/23/2022  USD   38.600
UBS AG/London       7.750 6/23/2023  CHF   73.200
Vontobel Financia  16.000 6/24/2022  EUR   70.900
Vontobel Financia  13.500 6/24/2022  EUR   73.420
Vontobel Financia  13.500 6/24/2022  EUR   57.660
Vontobel Financia  13.500 6/24/2022  EUR   64.150
Vontobel Financia  19.500 6/24/2022  EUR   57.510
Vontobel Financia   6.500 6/24/2022  EUR   65.860
Vontobel Financia   5.500 6/24/2022  EUR   68.260
Vontobel Financia   9.500 6/24/2022  EUR   61.620
Vontobel Financia  14.000 6/24/2022  EUR   56.280
Vontobel Financia  17.000 6/24/2022  EUR   53.270
Vontobel Financia  18.500 6/24/2022  EUR   77.210
Vontobel Financia  14.500 6/24/2022  EUR   66.480
Vontobel Financia  11.500 6/24/2022  EUR   72.870
Vontobel Financia  12.500 6/24/2022  EUR   70.990
Vontobel Financia  14.000 6/24/2022  EUR   69.240
Vontobel Financia  16.500 6/24/2022  EUR   65.990
DZ Bank AG Deutsc  11.250 7/20/2022  EUR   35.260
Vontobel Financia   5.500 6/24/2022  EUR   69.570
Leonteq Securitie   4.000 08/10/2022 CHF   54.900
Credit Suisse AG/   8.000 08/03/2022 CHF   31.390
Bank Julius Baer   15.000 6/22/2022  CHF   55.800
Vontobel Financia   7.500 6/24/2022  EUR   68.850
Vontobel Financia  16.500 6/24/2022  EUR   54.420
SG Issuer SA        7.740 7/20/2025  SEK   48.270
UBS AG/London       5.520 4/29/2041  USD   56.167
Corner Banca SA    10.200 6/22/2022  CHF   88.030
UniCredit Bank AG   7.650 7/18/2022  EUR   33.650
Leonteq Securitie  21.350 6/22/2022  CHF   56.530
Leonteq Securitie  22.790 6/22/2022  CHF   20.370
Vontobel Financia  16.500 6/24/2022  EUR   77.260
Bank Vontobel AG    8.00012/19/2022  EUR   59.300
Bank Julius Baer    9.000 11/07/2022 USD   58.650
DZ Bank AG Deutsc   4.70012/19/2022  EUR   70.060
DZ Bank AG Deutsc   6.500 9/19/2022  EUR   75.820
DZ Bank AG Deutsc   7.25012/19/2022  EUR   74.950
Societe Generale   18.000 5/31/2024  USD   30.850
DZ Bank AG Deutsc   5.20012/19/2022  EUR   69.210
Credit Suisse AG/  10.000 06/07/2022 CHF   31.050
UniCredit Bank AG   4.250 9/14/2022  EUR   69.790
DZ Bank AG Deutsc   3.050 7/22/2022  EUR   70.900
DZ Bank AG Deutsc   5.000 9/19/2022  EUR   68.980
DZ Bank AG Deutsc   6.250 9/19/2022  EUR   66.510
Zurcher Kantonalb   9.500 6/15/2022  EUR   69.400
Bank Vontobel AG   13.50410/31/2022  USD   73.300
UBS AG/London      13.000 05/06/2024 USD   39.870
Credit Suisse AG/  11.500 06/01/2022 EUR   50.600
EFG International   4.90011/24/2023  USD   53.480
Vontobel Financia  21.000 6/24/2022  EUR   39.530
Vontobel Financia   8.750 9/23/2022  EUR   38.550
UBS AG/London      12.750 11/07/2022 USD   36.850
UBS AG/London      12.750 11/07/2022 CHF   71.200
UBS AG/London      11.000 05/05/2023 CHF   74.850
UBS AG/London      19.250 11/07/2022 CHF   71.400
Landesbank Baden-   2.700 9/22/2023  EUR   69.570
Leonteq Securitie  21.520 07/01/2022 CHF   14.920
Bank Julius Baer    8.650 08/05/2022 USD   66.400
Leonteq Securitie   6.000 07/05/2023 CHF   62.340
Leonteq Securitie  25.460 07/01/2022 CHF   21.470
Zurcher Kantonalb   6.500 8/16/2022  CHF   65.430
Zurcher Kantonalb  22.000 8/16/2022  CHF   67.320
Sberbank of Russi   0.010 05/10/2028 RUB   65.900
Sberbank of Russi   0.010 05/07/2026 RUB   71.500
Zurcher Kantonalb  21.500 8/16/2022  USD   46.410
DZ Bank AG Deutsc   7.000 9/19/2022  EUR   72.330
Bank Vontobel AG    9.500 02/06/2023 CHF   63.900
Bank Vontobel AG   10.000 02/06/2023 CHF   76.700
Bank Vontobel AG   11.000 02/06/2023 CHF   42.900
UniCredit Bank AG   8.000 6/23/2022  EUR   66.110
DZ Bank AG Deutsc   5.500 6/20/2022  EUR   68.840
DZ Bank AG Deutsc   4.900 9/19/2022  EUR   70.150
DZ Bank AG Deutsc   6.800 6/20/2022  EUR   75.910
DZ Bank AG Deutsc   4.900 6/20/2022  EUR   72.190
DZ Bank AG Deutsc   9.000 6/22/2022  EUR   71.710
DZ Bank AG Deutsc   7.250 9/21/2022  EUR   73.520
Vontobel Financia  15.500 6/24/2022  EUR   61.370
Vontobel Financia  14.000 6/24/2022  EUR   65.020
Leonteq Securitie   8.000 11/07/2022 CHF   64.840
UniCredit Bank AG   4.200 9/21/2022  EUR   44.250
Sberbank of Russi   0.01011/25/2025  RUB   74.000
Vontobel Financia  12.500 9/23/2022  EUR   64.670
Corner Banca SA    16.000 07/06/2022 CHF   59.290
Vontobel Financia   3.000 9/23/2022  EUR   79.530
Leonteq Securitie  10.000 01/05/2023 CHF   64.220
Bank Julius Baer   11.000 01/04/2023 CHF   63.450
Vontobel Financia  16.500 6/24/2022  EUR   51.000
Bank Julius Baer    5.250 08/10/2022 CHF   72.350
Leonteq Securitie  10.000 10/05/2022 CHF   74.400
Leonteq Securitie  14.000 10/05/2022 CHF   61.600
Vontobel Financia  15.500 6/24/2022  EUR   73.620
Vontobel Financia  15.500 9/23/2022  EUR   68.440
Vontobel Financia   7.700 08/02/2022 CHF   32.850
Raiffeisen Schwei  10.250 02/06/2023 CHF   57.410
Raiffeisen Schwei   9.500 02/06/2023 USD   43.630
Zurcher Kantonalb  29.000 8/17/2022  CHF   55.390
Luzerner Kantonal  13.700 9/29/2022  EUR   59.560
Corner Banca SA    12.000 01/05/2023 EUR   76.290
Leonteq Securitie  18.000 10/06/2022 CHF   49.950
Zurcher Kantonalb  30.000 8/17/2022  USD   41.020
Vontobel Financia  13.500 6/24/2022  EUR   63.360
Vontobel Financia   7.500 6/24/2022  EUR   63.910
Vontobel Financia  16.500 9/23/2022  EUR   61.880
Vontobel Financia   8.500 6/24/2022  EUR   73.790
Vontobel Financia  11.000 6/24/2022  EUR   66.240
Vontobel Financia   9.000 9/23/2022  EUR   68.720
Vontobel Financia  11.500 9/23/2022  EUR   65.990
Vontobel Financia  14.000 9/23/2022  EUR   63.580
Leonteq Securitie  18.000 07/06/2022 CHF   55.280
Leonteq Securitie   7.000 11/07/2022 CHF   68.440
DZ Bank AG Deutsc   5.500 9/21/2022  EUR   77.970
Vontobel Financia  11.000 6/24/2022  EUR   69.090
Vontobel Financia  11.000 9/23/2022  EUR   78.790
Leonteq Securitie  11.000 08/10/2022 CHF   49.070
Erste Group Bank    1.70011/30/2027  RON   74.250
Leonteq Securitie  14.880 08/09/2022 CHF   59.230
Zurcher Kantonalb   8.500 11/10/2022 EUR   66.330
Vontobel Financia  10.000 9/23/2022  EUR   70.760
Vontobel Financia   6.000 9/23/2022  EUR   73.750
Vontobel Financia  10.500 9/23/2022  EUR   67.390
DZ Bank AG Deutsc   6.000 8/24/2022  EUR   75.900
DZ Bank AG Deutsc  10.250 8/24/2022  EUR   31.850
Vontobel Financia  20.000 6/24/2022  EUR   58.290
DZ Bank AG Deutsc  12.250 6/22/2022  EUR   72.620
DZ Bank AG Deutsc   9.500 9/21/2022  EUR   74.690
Vontobel Financia  16.500 6/24/2022  EUR   61.410
Vontobel Financia  12.500 9/23/2022  EUR   76.920
Vontobel Financia  14.000 9/23/2022  EUR   75.150
DZ Bank AG Deutsc  10.000 6/24/2022  EUR   31.960
DZ Bank AG Deutsc  10.00012/23/2022  EUR   34.530
Vontobel Financia  24.000 6/24/2022  EUR   44.540
Vontobel Financia   8.000 9/23/2022  EUR   76.880
Vontobel Financia   8.000 6/24/2022  EUR   75.350
Vontobel Financia   8.000 9/23/2022  EUR   74.600
Vontobel Financia  12.000 9/23/2022  EUR   67.360
Vontobel Financia  14.000 9/23/2022  EUR   64.360
Vontobel Financia  19.000 9/23/2022  EUR   59.720
Vontobel Financia  13.500 6/24/2022  EUR   70.910
Vontobel Financia   5.000 9/23/2022  EUR   75.620
Vontobel Financia   5.500 6/24/2022  EUR   74.330
Vontobel Financia   8.000 6/24/2022  EUR   70.020
Vontobel Financia  14.000 6/24/2022  EUR   62.900
Vontobel Financia   7.000 9/23/2022  EUR   71.980
Vontobel Financia   8.000 9/23/2022  EUR   70.300
Sberbank of Russi   0.01011/26/2025  RUB   69.800
Raiffeisen Schwei  10.000 02/06/2023 EUR   32.550
Zurcher Kantonalb   8.500 11/10/2022 CHF   66.130
DZ Bank AG Deutsc   7.50012/23/2022  EUR   37.600
Vontobel Financia  18.500 9/23/2022  EUR   46.640
Vontobel Financia  11.500 9/23/2022  EUR   73.430
Vontobel Financia   6.500 6/24/2022  EUR   72.090
Vontobel Financia   9.500 6/24/2022  EUR   68.080
Vontobel Financia  13.500 6/24/2022  EUR   75.910
Vontobel Financia   4.000 9/23/2022  EUR   77.560
Vontobel Financia   3.500 6/24/2022  EUR   79.250
Vontobel Financia  12.500 6/24/2022  EUR   64.520
Vontobel Financia   5.000 9/23/2022  EUR   62.830
Vontobel Financia  11.500 6/24/2022  EUR   78.360
Vontobel Financia  24.000 6/24/2022  EUR   80.060
Raiffeisen Schwei  12.000 11/09/2022 CHF   40.800
Leonteq Securitie  10.000 11/07/2022 CHF   62.680
DZ Bank AG Deutsc   7.250 6/22/2022  EUR   76.670
DZ Bank AG Deutsc  15.500 8/24/2022  EUR   28.810
DZ Bank AG Deutsc   5.250 8/24/2022  EUR   68.470
DZ Bank AG Deutsc  12.500 9/21/2022  EUR   77.430
Leonteq Securitie  11.200 11/07/2022 CHF   76.780
DZ Bank AG Deutsc  10.000 8/24/2022  EUR   70.340
DZ Bank AG Deutsc   9.500 8/24/2022  EUR   73.530
Bank Vontobel AG    9.00610/31/2022  CHF   23.500
Bank Vontobel AG   17.500 06/02/2022 CHF   42.700
Vontobel Financia   6.250 6/24/2022  EUR   75.090
Vontobel Financia  10.000 6/24/2022  EUR   49.440
Vontobel Financia  16.000 6/24/2022  EUR   26.070
DZ Bank AG Deutsc   7.000 6/20/2022  EUR   70.680
DZ Bank AG Deutsc   9.500 6/20/2022  EUR   61.550
DZ Bank AG Deutsc   7.250 6/20/2022  EUR   75.030
Bank Vontobel AG   12.000 02/06/2023 EUR   36.000
Bank Vontobel AG    8.500 02/06/2023 EUR   70.300
DZ Bank AG Deutsc   4.800 6/20/2022  EUR   70.310
Leonteq Securitie  14.000 06/08/2022 CHF   37.210
Leonteq Securitie   6.700 11/04/2022 USD   54.180
UBS AG/London      12.750 11/07/2022 CHF   69.800
Vontobel Financia  12.500 9/23/2022  EUR   67.020
Vontobel Financia  14.000 6/24/2022  EUR   79.570
Vontobel Financia  15.500 6/24/2022  EUR   77.630
Vontobel Financia  13.500 9/23/2022  EUR   53.220
Vontobel Financia  10.500 6/24/2022  EUR   54.760
Vontobel Financia  13.000 6/24/2022  EUR   52.080
Vontobel Financia  16.000 6/24/2022  EUR   49.720
Vontobel Financia  11.500 9/23/2022  EUR   38.600
Vontobel Financia  13.000 9/23/2022  EUR   37.860
Vontobel Financia  12.000 6/24/2022  EUR   36.850
Societe Generale    5.600 09/04/2023 EUR   43.180
Zurcher Kantonalb  18.000 8/16/2022  USD   45.660
Zurcher Kantonalb  10.000 8/16/2022  USD   57.510
Raiffeisen Switze   4.000 8/30/2022  CHF   31.510
EFG International  13.000 11/07/2022 CHF   64.890
Vontobel Financia   9.500 6/24/2022  EUR   65.890
Vontobel Financia  11.750 6/24/2022  EUR   77.410
Vontobel Financia   5.500 6/24/2022  EUR   59.930
Vontobel Financia  13.000 6/24/2022  EUR   79.490
Landesbank Baden-   3.000 9/23/2022  EUR   53.590
Leonteq Securitie  11.00011/24/2022  CHF   78.480
Leonteq Securitie  13.000 08/09/2022 CHF   68.760
Credit Suisse AG/   8.000 11/07/2022 USD   69.430
UBS AG/London       9.500 11/07/2022 CHF   64.300
UBS AG/London      10.250 11/07/2022 CHF   56.850
UBS AG/London      14.500 11/07/2022 CHF   29.660
Sberbank of Russi   0.010 05/06/2026 RUB   70.200
Vontobel Financia  11.250 6/24/2022  EUR   76.190
Vontobel Financia   9.750 6/24/2022  EUR   29.980
Landesbank Baden-   2.300 9/23/2022  EUR   75.540
Vontobel Financia  11.500 6/24/2022  EUR   74.120
Vontobel Financia  14.500 9/23/2022  EUR   78.120
Vontobel Financia  11.000 9/23/2022  EUR   55.020
Vontobel Financia  12.000 6/24/2022  EUR   49.700
Vontobel Financia   4.000 9/23/2022  EUR   45.840
Vontobel Financia  14.500 9/23/2022  EUR   37.200
Vontobel Financia  16.000 6/24/2022  EUR   34.630
Vontobel Financia  14.000 6/24/2022  EUR   35.700
Luzerner Kantonal   6.000 05/10/2023 CHF   64.600
Leonteq Securitie  11.000 11/07/2022 CHF   71.590
UniCredit Bank AG   3.750 9/14/2022  EUR   51.870
DZ Bank AG Deutsc   5.000 9/19/2022  EUR   62.560
Zurcher Kantonalb   6.000 2/13/2023  CHF   79.730
UBS AG/London      10.500 11/07/2022 CHF   56.900
Leonteq Securitie  12.000 11/09/2022 CHF   57.940
Zurcher Kantonalb  20.250 8/16/2022  CHF   56.140
Bank Vontobel AG   10.000 02/06/2023 CHF   28.100
Bank Vontobel AG    7.500 02/06/2023 CHF   72.400
DZ Bank AG Deutsc   5.400 9/19/2022  EUR   69.180
Zurcher Kantonalb   7.500 8/16/2022  USD   65.480
Bank Julius Baer   10.200 5/30/2023  EUR    9.950
EFG International   7.700 06/01/2023 USD   72.980
Raiffeisen Schwei  10.000 1/16/2023  CHF   55.880
Raiffeisen Schwei   8.500 1/16/2023  CHF   66.970
Societe Generale   19.500 6/24/2022  EUR   71.470
Bank Julius Baer    7.30010/24/2022  USD   64.800
Leonteq Securitie  13.00011/17/2022  USD   44.150
Corner Banca SA    11.00011/17/2022  EUR   63.550
Leonteq Securitie   9.00011/17/2022  CHF   58.330
Leonteq Securitie   8.000 5/17/2023  CHF   71.720
Corner Banca SA    11.00011/17/2022  USD   66.190
Leonteq Securitie  10.000 8/17/2022  CHF   32.250
Vontobel Financia   5.500 6/24/2022  EUR   58.670
Vontobel Financia   6.000 6/24/2022  EUR   68.700
Vontobel Financia   8.750 6/24/2022  EUR   65.380
Vontobel Financia   5.250 6/24/2022  EUR   69.480
Vontobel Financia  11.750 6/24/2022  EUR   44.040
Vontobel Financia  14.750 6/24/2022  EUR   50.990
Vontobel Financia  11.750 6/24/2022  EUR   62.050
Vontobel Financia  12.000 6/24/2022  EUR   46.000
Vontobel Financia  14.250 6/24/2022  EUR   68.580
Leonteq Securitie  10.00011/17/2022  USD   71.400
Leonteq Securitie   8.50011/14/2022  EUR   71.770
Leonteq Securitie   8.50011/17/2022  CHF   71.330
Vontobel Financia  14.500 6/24/2022  EUR   57.920
Vontobel Financia  10.000 6/24/2022  EUR   64.750
Vontobel Financia  21.000 6/24/2022  EUR   50.210
Vontobel Financia  19.000 6/24/2022  EUR   52.520
Vontobel Financia   6.500 6/24/2022  EUR   73.650
Vontobel Financia  11.000 6/24/2022  EUR   74.430
Vontobel Financia  15.000 6/24/2022  EUR   60.960
Vontobel Financia  16.500 6/24/2022  EUR   61.060
Raiffeisen Schwei  12.000 8/17/2022  CHF   56.380
Raiffeisen Schwei   5.500 5/17/2023  CHF   76.760
Raiffeisen Schwei   6.50011/17/2023  CHF   65.950
Vontobel Financia  15.500 6/24/2022  EUR   67.700
Vontobel Financia  20.500 6/24/2022  EUR   76.640
Leonteq Securitie  16.000 06/01/2022 USD   16.970
Corner Banca SA    15.000 8/31/2022  EUR   35.200
Leonteq Securitie  15.000 8/31/2022  CHF   57.510
DZ Bank AG Deutsc   5.250 6/22/2022  EUR   72.180
DZ Bank AG Deutsc   7.500 6/22/2022  EUR   63.180
DZ Bank AG Deutsc   6.500 6/22/2022  EUR   74.070
DZ Bank AG Deutsc   6.000 6/22/2022  EUR   76.130
DZ Bank AG Deutsc   5.250 9/21/2022  EUR   76.460
DZ Bank AG Deutsc   8.500 6/22/2022  EUR   73.210
Leonteq Securitie  11.000 06/01/2022 CHF   45.640
Leonteq Securitie   9.000 8/31/2022  CHF   74.470
UBS AG/London       5.250 5/19/2023  CHF   74.600
Leonteq Securitie   6.20011/28/2023  EUR   75.460
Bank Julius Baer    9.000 09/01/2022 CHF   71.850
Bank Julius Baer    8.000 09/01/2022 CHF   65.950
Zurcher Kantonalb  10.000 06/08/2022 USD   32.670
Zurcher Kantonalb  11.600 06/02/2022 USD   74.060
Technoleasing LLC  10.750 4/16/2026  RUB   73.660
Vontobel Financia   9.500 6/24/2022  EUR   76.530
Vontobel Financia   7.500 6/24/2022  EUR   67.060
Vontobel Financia  11.500 6/24/2022  EUR   67.820
UniCredit Bank AG  12.000 6/16/2022  EUR   29.310
Societe Generale   11.250 6/24/2022  EUR   37.070
Societe Generale   13.250 6/24/2022  EUR   34.500
Societe Generale   15.250 6/24/2022  EUR   32.420
Vontobel Financia  14.750 6/24/2022  EUR   69.230
Vontobel Financia  14.250 6/24/2022  EUR   30.720
Societe Generale    7.250 6/24/2022  EUR   76.620
Societe Generale   11.250 6/24/2022  EUR   67.220
Societe Generale    7.000 6/24/2022  EUR   75.590
Societe Generale    9.000 6/24/2022  EUR   71.770
Bank Vontobel AG    9.25611/14/2022  CHF   68.500
Bank Vontobel AG    9.00311/14/2022  CHF   55.200
Societe Generale   10.000 6/24/2022  EUR   74.430
Societe Generale   11.000 6/24/2022  EUR   72.380
Societe Generale   12.000 6/24/2022  EUR   70.560
Societe Generale    8.500 6/24/2022  EUR   74.680
Societe Generale    9.500 6/24/2022  EUR   72.870
Societe Generale   10.500 6/24/2022  EUR   72.900
Societe Generale    9.000 6/24/2022  EUR   76.660
Vontobel Financia  17.000 6/24/2022  EUR   35.250
Societe Generale    5.250 6/24/2022  EUR   51.530
Societe Generale    9.250 6/24/2022  EUR   40.340
Societe Generale    8.250 6/24/2022  EUR   69.110
Societe Generale   10.250 6/24/2022  EUR   64.810
Societe Generale   12.250 6/24/2022  EUR   61.290
Societe Generale    4.500 6/24/2022  EUR   69.830
Societe Generale    6.500 6/24/2022  EUR   64.140
Societe Generale    8.500 6/24/2022  EUR   59.990
Societe Generale    9.000 6/24/2022  EUR   77.650
Landesbank Baden-   4.100 6/27/2025  EUR   77.310
DZ Bank AG Deutsc   6.500 9/21/2022  EUR   73.180
Raiffeisen Centro   6.500 06/09/2023 EUR   63.220
DZ Bank AG Deutsc  10.250 6/22/2022  EUR   65.440
DZ Bank AG Deutsc  11.000 6/22/2022  EUR   65.080
Raiffeisen Schwei   5.400 8/17/2022  CHF   72.320
Leonteq Securitie   6.000 8/17/2022  CHF   72.750
EFG International   6.200 2/20/2023  CHF   75.260
Raiffeisen Schwei   4.600 2/20/2023  CHF   72.590
Leonteq Securitie  26.460 08/09/2022 CHF   28.430
Bank Julius Baer   13.150 08/10/2022 CHF   68.450
Basler Kantonalba   5.500 02/09/2023 CHF   70.750
DZ Bank AG Deutsc  15.000 8/24/2022  EUR   51.550
Bank Julius Baer    9.000 07/01/2022 USD   42.850
DZ Bank AG Deutsc   9.750 8/24/2022  EUR   58.130
DZ Bank AG Deutsc   6.000 6/22/2022  EUR   75.960
Leonteq Securitie  14.000 08/10/2022 CHF   65.970
Bank Julius Baer    7.600 07/01/2022 EUR   69.500
DZ Bank AG Deutsc   5.500 6/22/2022  EUR   68.100
Leonteq Securitie  10.000 08/10/2022 CHF   68.110
DZ Bank AG Deutsc   8.250 8/24/2022  EUR   64.390
Bank Vontobel AG   10.000 08/08/2022 CHF   19.100
Bank Vontobel AG   11.000 02/06/2023 EUR   32.400
DZ Bank AG Deutsc   5.800 6/20/2022  EUR   76.480
DZ Bank AG Deutsc   6.200 6/20/2022  EUR   67.750
Zurcher Kantonalb  10.000 06/02/2022 CHF   59.490
EFG International   8.160 2/26/2025  EUR   68.740
Leonteq Securitie   6.800 2/20/2023  CHF   65.500
Raiffeisen Schwei   4.500 2/21/2023  CHF   71.930
Danske Bank A/S     9.430 07/09/2024 SEK   63.150
EFG International   8.00011/21/2022  CHF   69.560
Raiffeisen Centro   7.500 07/07/2023 EUR   46.690
Landesbank Baden-   2.050 6/24/2022  EUR   72.830
Zurcher Kantonalb  15.750 06/03/2022 USD   49.390
Landesbank Baden-   2.00011/25/2022  EUR   63.000
Landesbank Baden-   6.10011/25/2022  EUR   75.050
Landesbank Baden-   3.80011/25/2022  EUR   70.520
DZ Bank AG Deutsc  15.500 6/24/2022  EUR   61.950
Landesbank Baden-   4.60011/25/2022  EUR   68.790
Landesbank Baden-   7.85011/25/2022  EUR   74.990
Landesbank Baden-   5.90011/25/2022  EUR   48.820
Sberbank of Russi   0.010 06/03/2026 RUB   72.700
EFG International  24.000 06/07/2022 USD   28.600
Zurcher Kantonalb  22.750 06/10/2022 USD   41.900
Leonteq Securitie   9.000 01/12/2023 USD   43.150
EFG International  13.000 01/05/2023 CHF   74.260
Vontobel Financia  13.000 6/24/2022  EUR   71.730
Vontobel Financia   8.000 6/24/2022  EUR   40.490
Vontobel Financia   9.500 6/24/2022  EUR   38.960
Vontobel Financia  14.500 6/24/2022  EUR   35.100
Leonteq Securitie  22.130 07/08/2022 CHF   27.300
EFG International   8.700 7/13/2023  EUR   27.240
DZ Bank AG Deutsc  17.000 6/24/2022  EUR   63.870
DZ Bank AG Deutsc   6.700 6/24/2022  EUR   67.950
DZ Bank AG Deutsc  11.600 6/24/2022  EUR   47.090
DZ Bank AG Deutsc  10.100 6/24/2022  EUR   76.130
DZ Bank AG Deutsc  12.000 6/24/2022  EUR   72.630
DZ Bank AG Deutsc  14.100 6/24/2022  EUR   69.580
DZ Bank AG Deutsc  15.200 6/24/2022  EUR   67.990
DZ Bank AG Deutsc  17.400 6/24/2022  EUR   65.400
DZ Bank AG Deutsc  17.200 6/24/2022  EUR   46.240
UniCredit Bank AG   6.300 8/18/2022  EUR   73.920
Vontobel Financia  15.000 9/23/2022  EUR   71.730
Vontobel Financia  10.500 9/23/2022  EUR   72.870
Vontobel Financia  10.500 6/24/2022  EUR   74.200
Vontobel Financia   5.500 9/23/2022  EUR   43.340
Vontobel Financia  15.000 9/23/2022  EUR   35.890
Vontobel Financia  13.000 9/23/2022  EUR   53.690
Zurcher Kantonalb  10.250 7/22/2022  CHF   75.210
Zurcher Kantonalb   9.500 7/22/2022  CHF   73.840
Vontobel Financia  11.500 9/23/2022  EUR   72.430
Vontobel Financia  14.500 6/24/2022  EUR   71.190
Vontobel Financia   6.000 9/23/2022  EUR   54.340
Basler Kantonalba   8.600 1/23/2023  CHF   73.800
Raiffeisen Schwei   6.500 01/12/2023 CHF   62.180
EFG International  11.000 1/23/2023  CHF   41.770
EFG International  12.000 7/21/2022  CHF   56.390
Zurcher Kantonalb   8.000 7/29/2022  USD   55.620
EFG International  10.030 7/26/2022  USD   35.380
Leonteq Securitie  11.00011/28/2022  EUR   63.800
Leonteq Securitie  11.000 8/31/2022  CHF   69.540
Leonteq Securitie  10.000 12/01/2022 CHF   64.440
DZ Bank AG Deutsc  10.000 6/22/2022  EUR   72.480
DZ Bank AG Deutsc   8.500 9/21/2022  EUR   74.380
DZ Bank AG Deutsc   6.250 9/21/2022  EUR   64.790
DZ Bank AG Deutsc   5.000 9/21/2022  EUR   75.260
DZ Bank AG Deutsc   7.000 9/21/2022  EUR   74.890
DZ Bank AG Deutsc  11.750 6/22/2022  EUR   54.460
DZ Bank AG Deutsc   8.500 6/22/2022  EUR   69.010
DekaBank Deutsche   5.100 6/15/2022  EUR   76.010
Corner Banca SA     7.60011/18/2022  USD   36.890
UniCredit Bank AG  14.200 6/24/2022  EUR   70.300
UBS AG/London       7.25011/21/2022  CHF   66.900
UBS AG/London      10.25011/21/2022  CHF   38.850
UBS AG/London       7.000 5/19/2023  CHF   79.650
UBS AG/London       7.75011/18/2022  USD   71.000
UBS AG/London       8.25011/21/2022  CHF   55.900
Leonteq Securitie   6.000 12/01/2023 CHF   67.950
Zurcher Kantonalb   7.100 12/02/2022 USD   83.830
UniCredit Bank AG   9.400 6/24/2022  EUR   74.130
UniCredit Bank AG  10.800 6/24/2022  EUR   71.240
UniCredit Bank AG  12.200 6/24/2022  EUR   68.680
Vontobel Financia  18.750 6/24/2022  EUR   13.270
Vontobel Financia   6.750 6/24/2022  EUR   64.560
Vontobel Financia  18.250 6/24/2022  EUR   64.730
Vontobel Financia   9.000 6/24/2022  EUR   71.850
Vontobel Financia   5.500 6/24/2022  EUR   65.070
Vontobel Financia   9.000 6/24/2022  EUR   57.640
Societe Generale    9.250 6/24/2022  EUR   71.380
Societe Generale    8.000 6/24/2022  EUR   73.500
Bank Vontobel AG    7.00411/14/2022  CHF   55.100
Bank Vontobel AG    5.755 5/15/2023  CHF   65.100
Bank Vontobel AG   12.004 8/15/2022  CHF   73.500
EFG International  13.00011/14/2022  CHF   37.320
Vontobel Financia  12.500 6/24/2022  EUR   66.940
Vontobel Financia  14.500 6/24/2022  EUR   12.460
Societe Generale    7.250 6/24/2022  EUR   44.800
Societe Generale    6.250 6/24/2022  EUR   74.830
Societe Generale   14.250 6/24/2022  EUR   58.380
Societe Generale    3.500 6/24/2022  EUR   73.790
Societe Generale    5.500 6/24/2022  EUR   66.700
Societe Generale    7.500 6/24/2022  EUR   61.930
Societe Generale   10.000 6/24/2022  EUR   75.750
DZ Bank AG Deutsc   5.500 6/22/2022  EUR   75.360
Leonteq Securitie   7.400 12/01/2023 USD   66.720
DZ Bank AG Deutsc   6.000 6/22/2022  EUR   63.090
DZ Bank AG Deutsc   5.000 9/21/2022  EUR   64.400
DZ Bank AG Deutsc   5.250 6/22/2022  EUR   77.830
DZ Bank AG Deutsc   5.250 6/22/2022  EUR   73.210
EFG International  17.00011/21/2022  EUR   70.080
Zurcher Kantonalb  12.500 12/02/2022 EUR   76.680
Landesbank Baden-   4.350 6/24/2022  EUR   53.890
EFG International   9.000 06/07/2023 EUR   67.430
Landesbank Baden-   3.050 6/24/2022  EUR   76.730
Landesbank Baden-   6.100 6/24/2022  EUR   77.070
Landesbank Baden-   3.550 6/24/2022  EUR   68.890
Landesbank Baden-   2.050 6/24/2022  EUR   59.110
Vontobel Financia  13.300 06/08/2022 EUR   54.950
Bank Julius Baer    7.250 06/09/2022 CHF   70.050
Zurcher Kantonalb  20.000 6/15/2022  USD   29.680
Zurcher Kantonalb  19.250 6/15/2022  CHF   29.440
DZ Bank AG Deutsc  12.000 6/22/2022  EUR   61.220
DZ Bank AG Deutsc   8.250 6/22/2022  EUR   52.570
Leonteq Securitie  21.840 06/09/2022 CHF   60.370
Leonteq Securitie  22.870 06/09/2022 CHF   34.240
Credit Suisse AG/  11.000 06/08/2022 USD   28.090
Goldman Sachs & C  19.000 7/20/2022  EUR   75.640
Goldman Sachs & C  18.000 7/20/2022  EUR   72.670
Goldman Sachs & C  22.000 6/22/2022  EUR   68.150
Zurcher Kantonalb   6.600 06/09/2022 CHF   66.600
Bank Vontobel AG    6.504 12/05/2022 CHF   66.500
Bank Vontobel AG    9.000 12/05/2022 CHF   72.000
Bank Vontobel AG    7.504 12/05/2022 EUR   69.200
Bank Vontobel AG   10.000 12/05/2022 CHF   36.600
BNP Paribas Emiss   6.000 6/23/2022  EUR   76.600
Vontobel Financia  14.500 6/24/2022  EUR   49.610
Vontobel Financia  14.250 6/24/2022  EUR   57.840
Vontobel Financia  10.750 6/24/2022  EUR   36.820
Vontobel Financia   6.250 6/24/2022  EUR   60.350
Vontobel Financia  16.750 6/24/2022  EUR   29.080
Vontobel Financia  12.250 6/24/2022  EUR   75.780
Vontobel Financia  17.750 6/24/2022  EUR   43.460
Vontobel Financia   9.000 6/24/2022  EUR   72.570
Goldman Sachs & C   6.00012/21/2022  EUR   66.400
Goldman Sachs & C   6.000 6/21/2023  EUR   66.900
EFG International   9.000 1/16/2023  CHF   39.730
Goldman Sachs & C   6.000 6/21/2023  EUR   74.940
Goldman Sachs & C   6.000 7/20/2022  EUR   73.540
Goldman Sachs & C   7.000 3/22/2023  EUR   64.280
Goldman Sachs & C   7.00012/21/2022  EUR   74.150
Goldman Sachs & C   7.000 3/22/2023  EUR   70.620
Goldman Sachs & C   7.000 6/21/2023  EUR   69.960
Goldman Sachs & C   8.000 8/24/2022  EUR   60.540
Goldman Sachs & C   8.000 7/20/2022  EUR   61.050
Bank Vontobel AG    8.000 01/10/2023 CHF   61.100
Bank Vontobel AG   11.000 01/10/2023 CHF   70.000
Bank Vontobel AG   10.000 07/11/2022 EUR   66.700
Bank Vontobel AG   10.000 07/11/2022 CHF   66.500
Goldman Sachs & C   3.000 7/20/2022  EUR   76.890
Goldman Sachs & C   3.000 8/24/2022  EUR   77.070
Goldman Sachs & C   3.000 9/21/2022  EUR   77.260
Goldman Sachs & C   3.000 3/22/2023  EUR   77.500
Goldman Sachs & C   3.000 6/21/2023  EUR   76.650
Corner Banca SA    13.00010/19/2022  CHF   33.440
Leonteq Securitie  10.000 1/19/2023  CHF   74.520
Leonteq Securitie  10.400 1/19/2023  CHF   62.620
Bank Vontobel AG    7.500 7/18/2022  CHF   69.700
Bank Vontobel AG   10.500 1/16/2023  CHF   48.400
Bank Vontobel AG   10.000 7/18/2022  EUR   71.800
Leonteq Securitie  10.000 1/19/2023  USD   22.380
Leonteq Securitie  10.00010/19/2022  CHF   68.030
Leonteq Securitie  10.000 7/19/2022  CHF   16.420
Vontobel Financia  10.000 9/23/2022  EUR   49.890
Vontobel Financia  13.500 9/23/2022  EUR   46.750
Vontobel Financia   6.000 6/24/2022  EUR   55.060
Vontobel Financia   7.000 9/23/2022  EUR   54.070
Vontobel Financia  16.500 9/23/2022  EUR   44.160
Vontobel Financia  11.500 6/24/2022  EUR   47.220
Vontobel Financia  15.500 6/24/2022  EUR   43.260
Vontobel Financia   4.500 9/23/2022  EUR   66.630
Vontobel Financia   6.000 9/23/2022  EUR   63.070
Vontobel Financia   7.500 9/23/2022  EUR   59.980
Vontobel Financia   9.500 9/23/2022  EUR   57.410
Vontobel Financia  11.500 9/23/2022  EUR   55.170
Vontobel Financia  13.500 9/23/2022  EUR   53.220
Vontobel Financia   6.500 6/24/2022  EUR   61.270
Vontobel Financia  11.000 6/24/2022  EUR   54.800
Vontobel Financia   8.500 6/24/2022  EUR   57.820
Vontobel Financia   5.000 9/23/2022  EUR   44.210
Vontobel Financia   7.000 9/23/2022  EUR   41.410
Vontobel Financia  13.500 6/24/2022  EUR   52.110
Vontobel Financia   6.000 9/23/2022  EUR   42.740
Vontobel Financia  15.000 9/23/2022  EUR   36.300
Vontobel Financia   8.000 6/24/2022  EUR   39.480
Vontobel Financia   8.500 9/23/2022  EUR   40.370
Vontobel Financia   9.500 6/24/2022  EUR   38.080
Vontobel Financia   9.500 9/23/2022  EUR   39.280
Vontobel Financia  11.000 6/24/2022  EUR   36.790
Vontobel Financia  11.000 9/23/2022  EUR   38.450
Vontobel Financia  12.000 9/23/2022  EUR   37.550
Vontobel Financia  13.500 9/23/2022  EUR   36.890
Vontobel Financia  14.500 6/24/2022  EUR   34.530
Vontobel Financia  16.000 6/24/2022  EUR   33.500
Vontobel Financia  12.500 6/24/2022  EUR   35.600
Vontobel Financia   8.500 6/24/2022  EUR   72.860
Bank Julius Baer    9.50010/13/2022  CHF   35.300
SG Issuer SA        0.021 6/14/2033  EUR   71.180
DZ Bank AG Deutsc   7.000 6/22/2022  EUR   75.380
DZ Bank AG Deutsc  11.500 6/22/2022  EUR   64.080
DZ Bank AG Deutsc   6.500 6/22/2022  EUR   65.630
DZ Bank AG Deutsc   8.000 7/20/2022  EUR   63.520
DZ Bank AG Deutsc   7.250 9/21/2022  EUR   73.990
DZ Bank AG Deutsc   8.500 7/20/2022  EUR   72.380
DZ Bank AG Deutsc   6.500 9/19/2022  EUR   63.010
DZ Bank AG Deutsc   7.000 9/21/2022  EUR   68.650
Zurcher Kantonalb  10.000 7/20/2022  CHF   76.070
Vontobel Financia   8.500 6/24/2022  EUR   75.600
Zurcher Kantonalb  23.500 7/27/2022  CHF   75.410
DZ Bank AG Deutsc   6.100 6/20/2022  EUR   65.380
Leonteq Securitie  14.20010/19/2022  USD   25.230
Vontobel Financia   9.000 9/23/2022  EUR   65.770
Vontobel Financia  12.000 9/23/2022  EUR   62.500
Vontobel Financia  16.000 6/24/2022  EUR   57.960
Vontobel Financia   7.000 9/23/2022  EUR   69.810
Vontobel Financia   5.500 9/23/2022  EUR   69.850
Vontobel Financia   8.000 9/23/2022  EUR   66.100
DZ Bank AG Deutsc   6.250 6/20/2022  EUR   58.560
Luzerner Kantonal   7.500 08/09/2023 CHF   39.980
Zurcher Kantonalb  15.000 7/20/2022  CHF   52.660
Zurcher Kantonalb   6.750 7/27/2022  USD   31.130
Zurcher Kantonalb  16.000 7/26/2022  CHF   62.990
Leonteq Securitie  13.20010/19/2022  CHF   25.070
DZ Bank AG Deutsc   5.800 6/20/2022  EUR   76.040
DZ Bank AG Deutsc   4.900 6/20/2022  EUR   77.530
DZ Bank AG Deutsc   6.300 6/20/2022  EUR   75.090
DZ Bank AG Deutsc   6.600 9/19/2022  EUR   75.210
Vontobel Financia   7.000 6/24/2022  EUR   68.030
Vontobel Financia   5.500 6/24/2022  EUR   70.440
Vontobel Financia   5.000 9/23/2022  EUR   71.500
Vontobel Financia  11.000 9/23/2022  EUR   63.070
Vontobel Financia   9.500 6/24/2022  EUR   64.330
Vontobel Financia  14.000 9/23/2022  EUR   60.490
Vontobel Financia  12.500 9/23/2022  EUR   74.420
Delta Leasing Co   10.500 07/01/2024 RUB   74.850
Zurcher Kantonalb   9.000 7/21/2022  CHF   76.310
Bank Julius Baer    5.750 7/20/2022  CHF   73.900
Bank Julius Baer    4.850 7/20/2022  CHF   68.700
DZ Bank AG Deutsc   5.250 9/21/2022  EUR   68.800
DZ Bank AG Deutsc   7.250 6/22/2022  EUR   54.190
DZ Bank AG Deutsc   4.250 9/21/2022  EUR   72.390
DekaBank Deutsche   3.800 8/18/2022  EUR   47.400
DekaBank Deutsche   6.500 8/18/2022  EUR   76.330
Leonteq Securitie  10.600 7/19/2022  USD   14.450
SG Issuer SA        0.015 11/07/2033 EUR   64.710
Vontobel Financia  13.500 9/23/2022  EUR   64.980
Vontobel Financia  10.500 9/23/2022  EUR   68.460
Vontobel Financia   7.500 9/23/2022  EUR   72.530
Vontobel Financia  12.000 6/24/2022  EUR   66.130
Vontobel Financia   8.500 6/24/2022  EUR   66.460
Vontobel Financia  12.000 6/24/2022  EUR   62.440
Leonteq Securitie   6.600 1/23/2023  USD   65.850
Landesbank Baden-   5.850 7/22/2022  EUR   40.260
Landesbank Baden-   2.000 7/22/2022  EUR   69.670
Landesbank Baden-   3.600 7/22/2022  EUR   74.100
Vontobel Financia  11.700 1/24/2023  USD   56.610
Landesbank Baden-   2.700 7/22/2022  EUR   40.850
Landesbank Baden-   8.550 7/22/2022  EUR   31.580
Landesbank Baden-   4.700 7/22/2022  EUR   74.260
Landesbank Baden-   4.000 7/22/2022  EUR   72.620
Landesbank Baden-  10.000 7/22/2022  EUR   75.260
Landesbank Baden-   4.150 7/22/2022  EUR   73.460
Landesbank Baden-   6.250 7/22/2022  EUR   39.260
Societe Generale   12.750 6/24/2022  EUR   30.650
Societe Generale    4.250 7/22/2022  EUR   46.810
Societe Generale    8.250 7/22/2022  EUR   36.350
Societe Generale   12.250 7/22/2022  EUR   31.680
Landesbank Baden-   7.200 7/22/2022  EUR   46.870
UniCredit Bank AG   5.550 8/17/2022  EUR   66.860
DZ Bank AG Deutsc  17.100 6/24/2022  EUR   77.360
DZ Bank AG Deutsc   8.800 6/24/2022  EUR   65.620
DZ Bank AG Deutsc  12.300 6/24/2022  EUR   77.560
DZ Bank AG Deutsc  15.400 6/24/2022  EUR   42.590
DZ Bank AG Deutsc   9.200 6/24/2022  EUR   78.040
DZ Bank AG Deutsc  11.100 6/24/2022  EUR   74.390
DZ Bank AG Deutsc  13.100 6/24/2022  EUR   71.030
DZ Bank AG Deutsc  16.300 6/24/2022  EUR   66.690
DZ Bank AG Deutsc  14.400 6/24/2022  EUR   62.290
DZ Bank AG Deutsc   8.700 6/24/2022  EUR   71.710
DZ Bank AG Deutsc  22.800 6/24/2022  EUR   59.320
Vontobel Financia   7.500 9/23/2022  EUR   75.950
Vontobel Financia  11.000 9/23/2022  EUR   70.970
Vontobel Financia   9.500 9/23/2022  EUR   77.830
Vontobel Financia  12.500 9/23/2022  EUR   74.650
Vontobel Financia  11.500 9/23/2022  EUR   37.640
Vontobel Financia   7.500 9/23/2022  EUR   51.960
Vontobel Financia   4.500 9/23/2022  EUR   54.120
Vontobel Financia   9.000 6/24/2022  EUR   53.110
Vontobel Financia   3.500 9/23/2022  EUR   55.130
Vontobel Financia   8.000 6/24/2022  EUR   77.840
Vontobel Financia   7.500 6/24/2022  EUR   52.750
Vontobel Financia   8.500 6/24/2022  EUR   52.820
Raiffeisen Schwei  12.000 07/12/2022 CHF   52.570
Raiffeisen Schwei  10.000 10/12/2022 EUR   60.470
Raiffeisen Schwei  12.00010/13/2022  CHF   66.440
EFG International  20.000 7/21/2022  EUR   62.200
Zurcher Kantonalb   9.000 7/29/2022  CHF   73.490
Zurcher Kantonalb   9.800 7/14/2022  EUR   63.480
Vontobel Financia   7.000 9/23/2022  EUR   67.980
Vontobel Financia   8.500 6/24/2022  EUR   71.130
Landesbank Baden-   5.500 7/22/2022  EUR   72.350
Landesbank Baden-   7.500 7/22/2022  EUR   67.180
Landesbank Baden-   8.750 7/22/2022  EUR   36.180
Landesbank Baden-   3.250 7/22/2022  EUR   66.000
Landesbank Baden-   4.750 7/22/2022  EUR   62.770
DZ Bank AG Deutsc  16.700 6/24/2022  EUR   75.610
Landesbank Baden-   2.100 7/22/2022  EUR   69.480
Landesbank Baden-   3.300 7/22/2022  EUR   65.880
DZ Bank AG Deutsc  24.000 6/24/2022  EUR   37.430
DZ Bank AG Deutsc  24.400 6/24/2022  EUR   26.350
Landesbank Baden-   4.800 7/22/2022  EUR   72.210
DZ Bank AG Deutsc  20.400 6/24/2022  EUR   75.360
Landesbank Baden-   6.500 7/22/2022  EUR   69.720
DZ Bank AG Deutsc  11.300 6/24/2022  EUR   64.830
Landesbank Baden-   2.700 7/22/2022  EUR   75.860
Landesbank Baden-   3.000 7/22/2022  EUR   76.250
Landesbank Baden-   4.000 7/22/2022  EUR   42.670
Societe Generale    3.000 6/24/2022  EUR   55.070
Societe Generale   11.250 6/24/2022  EUR   59.220
Societe Generale   10.750 6/24/2022  EUR   32.610
Societe Generale   14.750 6/24/2022  EUR   29.080
Societe Generale   10.250 7/22/2022  EUR   33.690
Societe Generale   14.250 7/22/2022  EUR   30.140
Landesbank Baden-   4.500 7/22/2022  EUR   51.070
Bank Vontobel AG    9.000 01/12/2023 EUR   59.300
Bank Vontobel AG   15.00010/13/2022  CHF   42.100
DZ Bank AG Deutsc  20.200 6/24/2022  EUR   27.180
DZ Bank AG Deutsc  15.900 6/24/2022  EUR   61.330
DZ Bank AG Deutsc  18.500 6/24/2022  EUR   57.150
DZ Bank AG Deutsc  22.500 6/24/2022  EUR   56.990
UniCredit Bank AG   9.550 8/17/2022  EUR   26.790
DZ Bank AG Deutsc  11.800 6/24/2022  EUR   59.800
DZ Bank AG Deutsc  16.400 6/24/2022  EUR   69.950
DZ Bank AG Deutsc  18.300 6/24/2022  EUR   59.010
DZ Bank AG Deutsc  23.500 6/24/2022  EUR   77.440
DZ Bank AG Deutsc  19.600 6/24/2022  EUR   57.820
DZ Bank AG Deutsc  17.500 6/24/2022  EUR   59.380
Vontobel Financia  11.000 6/24/2022  EUR   71.310
Vontobel Financia  15.000 9/23/2022  EUR   67.040
Vontobel Financia  11.500 6/24/2022  EUR   75.810
Vontobel Financia  14.000 9/23/2022  EUR   74.480
Vontobel Financia  17.000 9/23/2022  EUR   71.070
Vontobel Financia  13.500 6/24/2022  EUR   76.140
Vontobel Financia  15.000 6/24/2022  EUR   73.650
Vontobel Financia   8.500 9/23/2022  EUR   75.950
Vontobel Financia  13.000 9/23/2022  EUR   70.280
Vontobel Financia  15.000 9/23/2022  EUR   67.830
Vontobel Financia  13.000 6/24/2022  EUR   70.590
Vontobel Financia   8.500 9/23/2022  EUR   40.110
Vontobel Financia   3.500 9/23/2022  EUR   53.810
Vontobel Financia   6.500 9/23/2022  EUR   54.750
Vontobel Financia   6.000 9/23/2022  EUR   55.920
Zurcher Kantonalb   9.150 7/22/2022  CHF   74.750
Vontobel Financia  16.000 6/24/2022  EUR   69.030
Zurcher Kantonalb  20.000 7/22/2022  USD   39.240
Zurcher Kantonalb  19.000 7/22/2022  CHF   48.070
Vontobel Financia   9.000 9/23/2022  EUR   75.560
EFG International   8.000 1/26/2023  USD   83.830
Societe Generale   15.750 6/24/2022  EUR   64.410
Bank Julius Baer    6.70010/13/2022  CHF   67.850
DZ Bank AG Deutsc   8.000 7/20/2022  EUR   73.550
DZ Bank AG Deutsc   5.250 9/21/2022  EUR   76.640
DZ Bank AG Deutsc   5.000 7/20/2022  EUR   67.890
DZ Bank AG Deutsc   5.250 9/21/2022  EUR   66.990
DZ Bank AG Deutsc   8.750 6/22/2022  EUR   72.410
Vontobel Financia  14.000 6/24/2022  EUR   28.920
Societe Generale   17.750 6/24/2022  EUR   62.240
DZ Bank AG Deutsc   9.000 9/21/2022  EUR   56.530
Sberbank of Russi   0.010 7/20/2026  RUB   74.100
Bank Julius Baer   15.000 7/13/2022  USD   36.650
Bank Julius Baer   14.500 1/13/2023  USD   32.250
Zurcher Kantonalb  15.000 7/19/2022  CHF   71.030
EFG International   6.000 7/13/2022  EUR   59.740
Zurcher Kantonalb  17.000 7/27/2022  CHF   26.700
DZ Bank AG Deutsc   5.100 6/20/2022  EUR   66.860
DZ Bank AG Deutsc   7.200 6/20/2022  EUR   73.510
Vontobel Financia   6.000 9/23/2022  EUR   69.320
Vontobel Financia   7.500 9/23/2022  EUR   67.480
Vontobel Financia   9.500 9/23/2022  EUR   65.870
Vontobel Financia   5.000 9/23/2022  EUR   74.530
Vontobel Financia  15.000 9/23/2022  EUR   59.780
Vontobel Financia   3.000 9/23/2022  EUR   75.670
Vontobel Financia   6.000 9/23/2022  EUR   47.600
SG Issuer SA        0.021 07/07/2033 EUR   63.740
Bank Julius Baer    4.850 7/20/2022  CHF   60.950
Bank Julius Baer    6.550 7/20/2022  CHF   72.700
DZ Bank AG Deutsc   9.500 9/21/2022  EUR   68.950
DekaBank Deutsche   4.000 8/18/2022  EUR   57.430
DZ Bank AG Deutsc  10.750 8/24/2022  EUR   50.600
DZ Bank AG Deutsc  11.500 6/22/2022  EUR   66.400
UniCredit Bank AG  10.400 08/11/2022 EUR   48.200
DZ Bank AG Deutsc  12.500 8/24/2022  EUR   37.640
Bank Julius Baer   12.00010/20/2022  CHF   61.150
DZ Bank AG Deutsc   7.750 9/21/2022  EUR   68.880
Leonteq Securitie  13.000 7/19/2022  USD   27.160
Vontobel Financia   7.000 6/24/2022  EUR   73.960
Vontobel Financia  10.000 9/23/2022  EUR   64.680
Vontobel Financia   5.000 9/23/2022  EUR   72.200
Vontobel Financia  14.000 6/24/2022  EUR   60.640
Vontobel Financia   6.500 6/24/2022  EUR   68.680
Leonteq Securitie  20.000 7/20/2022  CHF   35.320
Vontobel Financia  10.500 9/23/2022  EUR   18.940
Landesbank Baden-   3.100 7/22/2022  EUR   46.360
Zurcher Kantonalb  16.000 7/28/2022  CHF   36.570
DZ Bank AG Deutsc  15.000 6/24/2022  EUR   69.890
Landesbank Baden-   4.300 7/22/2022  EUR   63.730
Landesbank Baden-   3.100 7/22/2022  EUR   76.990
Landesbank Baden-   6.000 7/22/2022  EUR   34.590
DZ Bank AG Deutsc  20.300 6/24/2022  EUR   59.970
Landesbank Baden-   3.150 7/22/2022  EUR   79.450
Landesbank Baden-   2.000 7/22/2022  EUR   47.570
Societe Generale    9.000 6/24/2022  EUR   36.340
Societe Generale    6.250 7/22/2022  EUR   40.270
Vontobel Financia   9.500 6/24/2022  EUR   43.500
Vontobel Financia  15.750 6/24/2022  EUR   58.550
Landesbank Baden-   3.150 7/22/2022  EUR   54.090
Landesbank Baden-   9.250 7/22/2022  EUR   44.790
UniCredit Bank AG   8.050 8/17/2022  EUR   55.310
Landesbank Baden-   3.100 9/23/2022  EUR   73.380
Vontobel Financia  12.250 6/24/2022  EUR   76.480
Vontobel Financia   9.250 6/24/2022  EUR   35.770
Vontobel Financia   8.000 6/24/2022  EUR   77.070
Vontobel Financia   8.500 9/23/2022  EUR   58.790
Vontobel Financia   5.500 9/23/2022  EUR   63.670
Vontobel Financia  12.000 9/23/2022  EUR   55.060
Vontobel Financia  11.500 6/24/2022  EUR   55.270
Vontobel Financia   8.000 9/23/2022  EUR   59.530
Vontobel Financia  10.000 9/23/2022  EUR   57.550
Leonteq Securitie  10.000 07/12/2022 CHF   60.720
Corner Banca SA    11.200 10/12/2022 EUR   41.630
Goldman Sachs & C   5.000 8/24/2022  EUR   68.990
Goldman Sachs & C   5.00012/21/2022  EUR   70.550
Goldman Sachs & C   5.000 3/22/2023  EUR   71.480
Goldman Sachs & C   3.00012/21/2022  EUR   77.490
Leonteq Securitie  10.000 07/06/2022 EUR   27.630
Corner Banca SA    11.200 7/19/2022  CHF   34.400
Corner Banca SA    13.000 1/19/2023  USD   42.420
Leonteq Securitie  10.400 1/19/2023  USD   63.810
Bank Vontobel AG    8.000 7/18/2022  CHF   27.900
Raiffeisen Schwei  12.000 07/12/2022 CHF   71.830
Leonteq Securitie  11.000 1/19/2023  CHF   63.170
Vontobel Financia   5.500 9/23/2022  EUR   60.210
Vontobel Financia   8.500 9/23/2022  EUR   74.770
Vontobel Financia   9.250 6/24/2022  EUR   63.980
DZ Bank AG Deutsc   7.250 6/22/2022  EUR   74.860
Goldman Sachs & C  20.000 6/22/2022  EUR   71.210
Zurcher Kantonalb   5.000 6/21/2022  CHF   58.930
Bank Vontobel AG    6.504 12/05/2022 CHF   66.500
Bank Vontobel AG    9.004 12/05/2022 CHF   72.000
Bank Vontobel AG    7.508 12/05/2022 EUR   69.300
Bank Vontobel AG    7.756 06/06/2023 EUR   63.000
BNP Paribas Emiss   3.000 6/23/2022  EUR   67.910
EFG International  17.400 06/10/2022 USD   71.200
EFG International   7.000 06/09/2023 CHF   70.970
UBS AG/London       8.000 06/09/2023 CHF   54.750
Leonteq Securitie  21.880 06/10/2022 CHF   54.070
Raiffeisen Schwei  15.000 06/07/2022 CHF   54.870
Raiffeisen Schwei  20.000 06/07/2022 CHF   68.170
VTB Bank PJSC       0.010 08/01/2023 RUB   65.520
Bank Otkritie Fin   0.010 7/28/2023  RUB   75.080
EFG International  12.000 12/09/2022 CHF   44.120
UBS AG/London       7.500 12/09/2022 CHF   61.400
UBS AG/London       6.000 06/09/2022 EUR   45.250
UBS AG/London      17.750 06/09/2022 USD   73.250
SFO VTB Investmen   0.010 03/10/2023 RUB   60.210
Raiffeisen Schwei   5.500 06/07/2023 CHF   69.190
Zurcher Kantonalb   8.10012/14/2022  USD   48.360
DZ Bank AG Deutsc   9.400 9/23/2022  EUR   62.810
DZ Bank AG Deutsc  11.800 9/23/2022  EUR   71.930
Sberbank of Russi   0.010 08/12/2025 RUB   67.300
Vontobel Financia   4.000 6/29/2023  EUR   66.230
Bank Julius Baer    6.900 6/13/2022  EUR   72.850
Bank Julius Baer    9.150 6/13/2022  USD   71.150
Leonteq Securitie   3.910 03/03/2023 CHF   74.030
BNP Paribas Emiss   3.000 6/23/2022  EUR   67.410
BNP Paribas Emiss   3.000 9/22/2022  EUR   67.790
Sberbank of Russi   0.010 08/07/2025 RUB   74.400
Landesbank Baden-   5.000 6/24/2022  EUR   67.160
EFG International  10.000 12/09/2022 USD   41.200
UBS AG/London      11.250 12/09/2022 CHF   36.450
UBS AG/London       8.250 06/09/2023 CHF   62.350
UBS AG/London      10.500 06/09/2023 CHF   55.600
Leonteq Securitie  21.760 06/10/2022 CHF   19.790
DZ Bank AG Deutsc  13.800 9/23/2022  EUR   69.320
DZ Bank AG Deutsc  11.700 9/23/2022  EUR   59.780
DZ Bank AG Deutsc  13.800 6/24/2022  EUR   69.000
DZ Bank AG Deutsc  11.900 9/23/2022  EUR   64.300
Societe Generale    8.500 6/24/2022  EUR   77.660
Societe Generale    9.500 6/24/2022  EUR   75.880
Sberbank of Russi   0.010 08/12/2025 RUB   71.000
DZ Bank AG Deutsc  12.200 9/23/2022  EUR   64.360
DZ Bank AG Deutsc  12.800 6/24/2022  EUR   63.850
DZ Bank AG Deutsc  10.800 9/23/2022  EUR   66.540
DZ Bank AG Deutsc  10.300 9/23/2022  EUR   66.310
DZ Bank AG Deutsc  13.400 9/23/2022  EUR   62.450
Leonteq Securitie  10.00012/14/2022  CHF   66.280
Leonteq Securitie  24.870 6/14/2022  CHF   22.860
Societe Generale    6.000 6/24/2022  EUR   76.240
Societe Generale    8.000 6/24/2022  EUR   71.070
DekaBank Deutsche   3.400 7/19/2024  EUR   68.630
Landesbank Baden-   2.10011/24/2023  EUR   71.920
Vontobel Financia   7.500 6/24/2022  EUR   63.300
Vontobel Financia   9.000 6/24/2022  EUR   41.170
Vontobel Financia  16.000 6/24/2022  EUR   52.280
Vontobel Financia  17.000 6/24/2022  EUR   34.700
Vontobel Financia  10.500 6/24/2022  EUR   39.650
Leonteq Securitie   7.10012/14/2022  CHF   79.540
Zurcher Kantonalb   7.200 06/09/2022 CHF   66.750
Vontobel Financia   9.000 06/08/2022 EUR   42.000
Bank Julius Baer    8.000 09/08/2022 CHF   60.300
Vontobel Financia   4.10012/16/2022  USD   75.200
Raiffeisen Centro   9.202 9/21/2022  EUR   74.420
Vontobel Financia  13.750 6/24/2022  EUR   26.420
DekaBank Deutsche   4.000 07/07/2022 EUR   51.570
DZ Bank AG Deutsc   6.500 6/22/2022  EUR   63.120
DZ Bank AG Deutsc   6.750 6/22/2022  EUR   68.480
DZ Bank AG Deutsc   5.000 6/22/2022  EUR   74.000
DZ Bank AG Deutsc  13.500 6/22/2022  EUR   54.290
Leonteq Securitie  21.000 06/09/2022 CHF   33.940
Credit Suisse AG/  11.000 06/08/2022 CHF   57.850
Vontobel Financia  18.650 06/09/2022 EUR   18.100
Goldman Sachs & C  15.000 7/20/2022  EUR   74.930
Goldman Sachs & C  16.000 9/21/2022  EUR   75.110
Goldman Sachs & C  19.000 7/20/2022  EUR   72.550
Goldman Sachs & C  21.000 7/20/2022  EUR   69.670
Goldman Sachs & C  24.000 6/22/2022  EUR   75.530
Leonteq Securitie  10.000 07/12/2023 CHF   56.390
Vontobel Financia  16.500 6/24/2022  EUR   68.230
Vontobel Financia  14.500 6/24/2022  EUR   69.920
Vontobel Financia  13.000 6/24/2022  EUR   36.290
Vontobel Financia  11.000 6/24/2022  EUR   37.550
Vontobel Financia  19.000 6/24/2022  EUR   73.230
Leonteq Securitie  22.040 07/08/2022 CHF   60.900
Zurcher Kantonalb  15.900 07/08/2022 USD   55.380
Landesbank Baden-   2.250 9/23/2022  EUR   69.250
Bank Julius Baer    7.750 7/15/2022  USD   56.450
Vontobel Financia   6.000 6/24/2022  EUR   78.240
Vontobel Financia   7.000 9/23/2022  EUR   70.840
Vontobel Financia   9.500 9/23/2022  EUR   75.340
Vontobel Financia  11.000 6/24/2022  EUR   73.260
Vontobel Financia   9.000 6/24/2022  EUR   76.020
Vontobel Financia   7.500 9/23/2022  EUR   74.240
Vontobel Financia  13.500 9/23/2022  EUR   65.260
Vontobel Financia  12.000 6/24/2022  EUR   67.040
Vontobel Financia  16.500 9/23/2022  EUR   70.920
Vontobel Financia   7.500 9/23/2022  EUR   60.290
Vontobel Financia  13.000 6/24/2022  EUR   53.770
Vontobel Financia   8.500 6/24/2022  EUR   58.590
Credit Bank of Mo   0.010 08/07/2023 RUB
Zurcher Kantonalb  24.000 6/17/2022  CHF   51.540
Societe Generale    9.000 6/24/2022  EUR   68.980
Vontobel Financia  16.000 6/24/2022  EUR   78.670
Vontobel Financia  14.500 6/24/2022  EUR   53.570
Vontobel Financia  12.000 6/24/2022  EUR   38.250
Vontobel Financia   7.500 6/24/2022  EUR   42.840
Vontobel Financia   6.000 6/24/2022  EUR   44.670
Vontobel Financia  11.500 6/24/2022  EUR   59.050
UniCredit Bank AG   4.450 09/11/2023 EUR   23.660
Societe Generale    7.000 6/24/2022  EUR   73.470
VTB Bank PJSC       0.010 08/08/2023 RUB   77.010
Vontobel Financia  12.000 6/24/2022  EUR   56.410
Vontobel Financia  16.500 6/24/2022  EUR   77.700
Vontobel Financia  15.000 6/24/2022  EUR   79.640
Vontobel Financia   5.500 6/24/2022  EUR   45.670
Vontobel Financia  15.500 6/24/2022  EUR   35.800
Vontobel Financia  13.500 6/24/2022  EUR   36.960
Leonteq Securitie  14.000 9/14/2022  CHF   48.680
Leonteq Securitie   7.00012/14/2022  CHF   76.240
Leonteq Securitie  11.00012/16/2022  CHF   80.150
Vontobel Financia   8.000 6/24/2022  EUR   58.810
Vontobel Financia   6.500 6/24/2022  EUR   60.240
Sberbank of Russi   0.010 8/21/2025  RUB   71.200
Zurcher Kantonalb  11.000 6/21/2022  CHF   65.350
Vontobel Financia  20.000 6/24/2022  EUR   79.270
Vontobel Financia  15.000 6/24/2022  EUR   72.840
Vontobel Financia   9.250 6/24/2022  EUR   36.260
Vontobel Financia  11.000 6/24/2022  EUR   60.540
Zurcher Kantonalb   8.000 6/21/2023  CHF   61.500
Zurcher Kantonalb  12.000 6/21/2022  CHF   51.580
Vontobel Financia   6.250 6/24/2022  EUR   68.620
Vontobel Financia   6.250 6/24/2022  EUR   72.080
Vontobel Financia  16.500 6/24/2022  EUR   32.130
Vontobel Financia   5.500 6/24/2022  EUR   64.970
Vontobel Financia   9.350 6/24/2022  EUR   69.190
Vontobel Financia  12.750 6/24/2022  EUR   38.590
Vontobel Financia  18.000 6/24/2022  EUR   18.770
Vontobel Financia  19.500 6/24/2022  EUR   68.310
Raiffeisen Switze   6.700 05/10/2023 CHF   78.920
Zurcher Kantonalb  11.250 07/12/2022 CHF   76.650
Leonteq Securitie  10.000 10/05/2022 CHF   32.320
Zurcher Kantonalb  11.750 7/13/2022  USD   64.220
Corner Banca SA    16.000 08/10/2022 EUR   50.000
DekaBank Deutsche   4.500 09/08/2022 EUR   77.120
Zurcher Kantonalb  10.000 5/19/2023  CHF   64.660
Leonteq Securitie  17.000 07/05/2022 EUR   34.580
Leonteq Securitie   6.000 01/09/2024 CHF   74.690
DZ Bank AG Deutsc   5.800 6/20/2022  EUR   75.970
Zurcher Kantonalb  10.750 7/13/2022  CHF   63.850
Leonteq Securitie   9.000 01/06/2023 CHF   69.780
Corner Banca SA    16.000 10/05/2022 CHF   55.840
Zurcher Kantonalb  15.000 7/13/2022  CHF   39.670
DZ Bank AG Deutsc   5.400 6/20/2022  EUR   66.030
DZ Bank AG Deutsc   4.700 6/20/2022  EUR   67.450
Sberbank of Russi   0.010 12/01/2025 RUB   72.100
Vontobel Financia  13.500 9/23/2022  EUR   74.470
Vontobel Financia   6.500 9/23/2022  EUR   61.910
Leonteq Securitie  24.610 7/15/2022  CHF   52.180
Leonteq Securitie   9.000 7/15/2022  CHF   59.940
Leonteq Securitie   8.000 01/12/2023 CHF   65.070
Leonteq Securitie  10.000 01/12/2023 CHF   63.750
Leonteq Securitie   9.000 01/12/2023 CHF   71.700
Leonteq Securitie  10.000 10/12/2022 CHF   53.170
Leonteq Securitie   6.200 07/12/2023 CHF   73.290
Leonteq Securitie  10.000 07/06/2022 EUR   26.200
Leonteq Securitie   8.000 01/12/2023 USD   71.120
Vontobel Financia  10.000 6/24/2022  EUR   68.420
Vontobel Financia  12.000 6/24/2022  EUR   72.730
Vontobel Financia   6.250 6/24/2022  EUR   64.510
Raiffeisen Schwei  16.000 7/13/2022  CHF   61.290
Corner Banca SA     8.000 01/12/2023 CHF   73.790
Goldman Sachs & C   6.000 6/22/2022  EUR   73.900
Goldman Sachs & C   6.000 3/22/2023  EUR   74.450
Goldman Sachs & C   7.000 7/20/2022  EUR   64.060
Goldman Sachs & C   7.000 8/24/2022  EUR   63.440
Goldman Sachs & C   7.00012/21/2022  EUR   63.840
Goldman Sachs & C   7.000 7/20/2022  EUR   70.940
Goldman Sachs & C   8.000 6/21/2023  EUR   64.540
Bank Vontobel AG    8.000 01/10/2023 CHF   61.100
Bank Vontobel AG   10.000 07/12/2022 CHF   79.400
Goldman Sachs & C   5.000 7/20/2022  EUR   68.540
Goldman Sachs & C   5.000 9/21/2022  EUR   69.390
Goldman Sachs & C   5.000 6/21/2023  EUR   71.480
Goldman Sachs & C   5.00012/21/2022  EUR   75.940
Goldman Sachs & C   5.000 6/21/2023  EUR   75.380
Goldman Sachs & C   5.000 6/22/2022  EUR   68.370
Societe Generale    4.750 6/24/2022  EUR   46.120
Societe Generale    6.750 6/24/2022  EUR   40.270
Vontobel Financia   5.750 6/24/2022  EUR   72.360
Goldman Sachs & C   3.000 6/22/2022  EUR   76.710
Leonteq Securitie   7.000 07/06/2022 EUR   26.570
Corner Banca SA     8.000 1/16/2023  CHF   52.330
Leonteq Securitie  10.000 1/16/2023  CHF   76.740
Leonteq Securitie  10.00010/19/2022  CHF   36.390
Bank Vontobel AG   10.500 1/16/2023  CHF   48.200
Bank Vontobel AG   10.000 1/16/2023  EUR   58.700
Raiffeisen Schwei  14.000 07/12/2022 CHF   34.000
Societe Generale    4.000 8/26/2022  EUR   68.930
Societe Generale    5.000 8/26/2022  EUR   65.720
Societe Generale    7.000 8/26/2022  EUR   61.080
Raiffeisen Centro  12.689 6/22/2022  EUR   65.980
Raiffeisen Centro  15.928 6/22/2022  EUR   65.950
Raiffeisen Centro   7.232 9/21/2022  EUR   68.900
Raiffeisen Centro  14.848 6/22/2022  EUR   64.830
DZ Bank AG Deutsc  17.600 9/23/2022  EUR   72.110
Raiffeisen Centro   0.851 9/21/2022  EUR   61.600
Societe Generale   12.000 7/22/2022  EUR   71.380
Societe Generale   12.750 8/26/2022  EUR   64.600
Societe Generale    6.500 8/26/2022  EUR   79.280
Societe Generale    7.500 8/26/2022  EUR   37.270
Societe Generale   11.500 8/26/2022  EUR   32.370
DekaBank Deutsche   3.190 2/17/2023  EUR   75.580
Leonteq Securitie  12.00012/28/2022  CHF   58.780
Corner Banca SA    11.60012/27/2022  USD   40.410
Corner Banca SA    18.000 9/27/2022  CHF   52.370
Leonteq Securitie   7.000 9/27/2023  CHF   70.230
Vontobel Financia  20.500 9/23/2022  EUR   58.320
Vontobel Financia  18.000 9/23/2022  EUR   60.510
Vontobel Financia  11.500 9/23/2022  EUR   69.510
Leonteq Securitie  16.000 9/27/2022  EUR   70.450
Leonteq Securitie  20.000 9/27/2022  USD   51.120
Vontobel Financia   8.000 9/23/2022  EUR   65.610
Leonteq Securitie   7.000 7/26/2023  CHF   75.960
Leonteq Securitie   8.400 1/26/2023  CHF   64.370
Vontobel Financia  10.500 9/23/2022  EUR   47.830
Avangard Bank PJS   0.010 2/28/2029  RUB   60.120
Vontobel Financia  11.200 7/26/2022  EUR   48.580
Bank Vontobel AG    4.500 7/21/2023  CHF   74.500
Landesbank Baden-   2.300 6/24/2022  EUR   53.960
Vontobel Financia  19.750 9/23/2022  EUR   54.300
Vontobel Financia  14.500 9/23/2022  EUR   68.150
Societe Generale    5.500 8/26/2022  EUR   73.570
Societe Generale    6.500 8/26/2022  EUR   71.320
Vontobel Financia  16.000 9/23/2022  EUR   73.660
Vontobel Financia   8.000 9/23/2022  EUR   72.300
Vontobel Financia  14.000 9/23/2022  EUR   65.140
Vontobel Financia   6.500 9/23/2022  EUR   73.910
Vontobel Financia  12.500 9/23/2022  EUR   66.300
Vontobel Financia  22.000 9/23/2022  EUR   53.960
DZ Bank AG Deutsc   5.600 9/19/2022  EUR   67.260
DZ Bank AG Deutsc   9.50012/21/2022  EUR   62.330
EFG International  11.000 09/10/2024 USD   58.010
Leonteq Securitie  10.00010/26/2022  CHF   36.570
Leonteq Securitie  12.000 1/26/2023  CHF   32.840
DZ Bank AG Deutsc   6.50012/21/2022  EUR   70.030
Raiffeisen Schwei  13.000 09/06/2022 CHF   34.410
Raiffeisen Schwei   8.700 03/03/2023 CHF   71.880
Raiffeisen Schwei   8.500 03/03/2023 USD   40.190
Zurcher Kantonalb  11.100 09/07/2022 USD   82.150
Raiffeisen Schwei  14.000 7/19/2022  USD   65.170
Raiffeisen Schwei   8.000 7/19/2023  CHF   65.490
Vontobel Financia   8.750 9/23/2022  EUR   68.200
DZ Bank AG Deutsc  17.100 6/24/2022  EUR   61.300
DZ Bank AG Deutsc  21.300 9/23/2022  EUR   42.550
DZ Bank AG Deutsc   8.500 6/24/2022  EUR   75.910
DZ Bank AG Deutsc  10.800 6/24/2022  EUR   44.590
Raiffeisen Centro  11.339 6/22/2022  EUR   64.790
Raiffeisen Centro   5.530 9/21/2022  EUR   74.710
Societe Generale    3.000 8/26/2022  EUR   73.180
Societe Generale    6.750 8/26/2022  EUR   77.690
Societe Generale   10.750 8/26/2022  EUR   67.850
Societe Generale    8.500 8/26/2022  EUR   74.040
Societe Generale    5.500 8/26/2022  EUR   41.680
Societe Generale    9.500 8/26/2022  EUR   34.410
Sberbank of Russi   0.010 9/24/2026  RUB   67.900
Leonteq Securitie  11.000 1/26/2023  USD   52.040
Leonteq Securitie  12.000 3/24/2023  CHF   67.310
Leonteq Securitie  11.00012/27/2022  CHF   70.800
Leonteq Securitie  12.000 9/27/2022  CHF   25.890
Vontobel Financia   8.500 9/23/2022  EUR   58.650
Vontobel Financia  15.500 9/23/2022  EUR   52.650
Vontobel Financia  11.000 9/23/2022  EUR   66.550
Leonteq Securitie  10.000 3/24/2023  USD   51.360
Vontobel Financia   7.500 9/23/2022  EUR   51.540
Vontobel Financia  13.000 6/24/2022  EUR   75.500
Vontobel Financia   7.500 6/24/2022  EUR   71.850
Vontobel Financia   9.500 6/24/2022  EUR   62.590
Vontobel Financia  16.750 6/24/2022  EUR   52.560
Raiffeisen Schwei  17.000 09/07/2022 USD   45.290
UniCredit Bank AG   4.650 9/28/2022  EUR   61.660
Raiffeisen Schwei  16.000 7/19/2022  EUR   59.330
Raiffeisen Schwei  12.00010/19/2022  CHF   74.210
Societe Generale    8.000 8/26/2022  EUR   59.290
DZ Bank AG Deutsc  23.200 9/23/2022  EUR   41.330
DZ Bank AG Deutsc  22.000 6/24/2022  EUR   43.380
DZ Bank AG Deutsc  24.100 9/23/2022  EUR   43.690
Raiffeisen Centro   6.381 9/21/2022  EUR   69.190
DZ Bank AG Deutsc  10.200 9/23/2022  EUR   47.080
Societe Generale   11.500 8/26/2022  EUR   74.330
DZ Bank AG Deutsc  19.900 9/23/2022  EUR   68.960
Raiffeisen Centro   0.851 9/21/2022  EUR   60.370
Raiffeisen Centro   1.702 9/21/2022  EUR   78.030
Societe Generale    8.750 8/26/2022  EUR   72.040
Societe Generale   10.500 8/26/2022  EUR   70.080
Societe Generale    3.500 8/26/2022  EUR   49.370
Bank Julius Baer   16.000 9/23/2022  CHF   29.450
Leonteq Securitie   8.000 9/27/2023  CHF   64.990
Leonteq Securitie  10.000 3/24/2023  CHF   70.600
Vontobel Financia  13.500 9/23/2022  EUR   66.080
Leonteq Securitie  14.00012/27/2022  CHF   38.110
Vontobel Financia  15.500 9/23/2022  EUR   63.040
Vontobel Financia  10.500 9/23/2022  EUR   56.250
Leonteq Securitie  12.00012/28/2022  USD   32.330
Leonteq Securitie  10.000 7/26/2022  CHF   43.040
Leonteq Securitie   8.000 3/24/2023  USD   74.600
Vontobel Financia   7.000 6/24/2022  EUR   63.270
Vontobel Financia   4.000 9/23/2022  EUR   70.940
Zurcher Kantonalb  12.500 08/03/2022 CHF   52.550
UBS AG/London       6.500 10/02/2024 USD   71.500
Sberbank of Russi   0.010 7/22/2024  RUB   74.000
Zurcher Kantonalb  28.500 08/02/2022 USD   41.090
Bank Julius Baer    7.000 09/11/2023 USD   75.050
Societe Generale    8.750 8/26/2022  EUR   74.540
Societe Generale   10.000 8/26/2022  EUR   75.690
Vontobel Financia  14.500 9/23/2022  EUR   75.310
Leonteq Securitie   8.500 03/08/2023 EUR   43.340
Leonteq Securitie   9.500 12/08/2022 EUR   52.820
DZ Bank AG Deutsc   6.000 6/20/2022  EUR   77.590
DZ Bank AG Deutsc   7.250 6/22/2022  EUR   64.760
DZ Bank AG Deutsc   6.00012/21/2022  EUR   78.910
Societe Generale   11.250 6/24/2022  EUR   74.400
Leonteq Securitie   8.000 1/26/2023  CHF   69.920
DZ Bank AG Deutsc  10.500 6/22/2022  EUR   71.950
DZ Bank AG Deutsc   6.25012/21/2022  EUR   57.220
DZ Bank AG Deutsc   8.250 9/19/2022  EUR   63.560
Leonteq Securitie   9.000 7/26/2023  USD   69.980
Societe Generale    8.500 8/26/2022  EUR   41.380
Raiffeisen Schwei   7.000 1/23/2023  CHF   76.170
Leonteq Securitie  10.00010/26/2022  CHF   54.330
Vontobel Financia  12.000 6/24/2022  EUR   45.040
Zurcher Kantonalb  10.000 08/03/2022 CHF   59.710
Vontobel Financia   8.000 9/23/2022  EUR   55.330
Aragon OOO         24.000 3/16/2029  RUB   61.000
Credit Suisse AG/  20.650 9/23/2022  USD   46.500
Zurcher Kantonalb  27.500 08/02/2022 CHF   54.420
Sberbank of Russi   0.010 7/29/2024  RUB   74.200
Bank Julius Baer   10.000 7/26/2022  USD   46.100
Bank Vontobel AG    6.500 1/24/2023  CHF   59.200
Bank Vontobel AG   12.500 1/24/2023  CHF   55.600
EFG International  12.000 03/08/2023 CHF   39.000
Societe Generale    9.250 7/22/2022  EUR   75.400
Vontobel Financia  20.000 9/23/2022  EUR   62.980
Societe Generale    4.500 8/26/2022  EUR   76.340
Vontobel Financia  17.000 9/23/2022  EUR   63.050
Vontobel Financia  15.500 9/23/2022  EUR   64.050
Vontobel Financia   9.500 9/23/2022  EUR   70.950
DZ Bank AG Deutsc   6.200 6/20/2022  EUR   74.760
DZ Bank AG Deutsc   5.200 6/20/2022  EUR   67.250
DZ Bank AG Deutsc   5.700 9/19/2022  EUR   76.210
DZ Bank AG Deutsc   6.500 9/19/2022  EUR   74.860
Bank Vontobel AG   12.500 1/24/2023  CHF   55.600
Vontobel Financia  18.350 9/23/2022  EUR   41.980
Vontobel Financia  16.250 9/23/2022  EUR   40.000
Vontobel Financia   8.350 9/23/2022  EUR   40.430
EFG International  16.000 09/08/2022 CHF   71.210
Societe Generale    7.750 8/26/2022  EUR   76.200
Landesbank Baden-   3.000 9/26/2025  EUR   72.020
Vontobel Financia  10.000 9/23/2022  EUR   75.230
Societe Generale    8.500 8/26/2022  EUR   67.970
Vontobel Financia  10.000 9/23/2022  EUR   69.040
Vontobel Financia  11.000 9/23/2022  EUR   78.790
DZ Bank AG Deutsc   6.200 6/20/2022  EUR   65.770
DZ Bank AG Deutsc   4.800 9/19/2022  EUR   68.540
DZ Bank AG Deutsc   7.200 6/20/2022  EUR   73.190
DZ Bank AG Deutsc   5.750 9/21/2022  EUR   66.090
DZ Bank AG Deutsc   5.50010/26/2022  EUR   69.600
Leonteq Securitie  20.000 7/26/2022  CHF   58.750
DZ Bank AG Deutsc   8.750 6/20/2022  EUR   71.570
DZ Bank AG Deutsc   9.750 6/20/2022  EUR   67.890
Vontobel Financia   9.500 9/23/2022  EUR   73.330
Vontobel Financia  13.000 9/23/2022  EUR   54.320
Vontobel Financia   5.000 9/23/2022  EUR   56.420
Zurcher Kantonalb  12.500 08/03/2022 CHF   75.730
Vontobel Financia   7.000 6/24/2022  EUR   63.880
Landesbank Baden-   3.000 7/22/2022  EUR   69.310
DZ Bank AG Deutsc  16.700 9/23/2022  EUR   68.780
Corner Banca SA    13.200 12/07/2022 CHF   47.410
Societe Generale   11.250 7/22/2022  EUR   71.610
Vontobel Financia  23.000 9/23/2022  EUR   60.970
Vontobel Financia  12.000 9/23/2022  EUR   71.390
Societe Generale    7.500 8/26/2022  EUR   69.530
Vontobel Financia  17.500 9/23/2022  EUR   65.460
Vontobel Financia  13.000 9/23/2022  EUR   77.070
Vontobel Financia  11.500 9/23/2022  EUR   67.700
Vontobel Financia   9.000 9/23/2022  EUR   70.620
DekaBank Deutsche   2.60010/24/2023  EUR   63.120
Landesbank Baden-   4.00011/25/2022  EUR   74.070
Landesbank Baden-   5.10011/25/2022  EUR   39.680
Landesbank Baden-   3.80011/25/2022  EUR   57.990
Landesbank Baden-   6.70011/25/2022  EUR   70.580
Landesbank Baden-   2.75011/25/2022  EUR   74.470
Landesbank Baden-   2.00011/25/2022  EUR   53.050
Landesbank Baden-   8.50011/25/2022  EUR   37.670
Landesbank Baden-   4.35011/25/2022  EUR   51.890
Luzerner Kantonal   8.00012/16/2022  CHF   74.700
Raiffeisen Schwei   8.00011/28/2022  CHF   59.460
Zurcher Kantonalb  13.000 06/10/2022 CHF   45.970
Vontobel Financia  11.750 6/24/2022  EUR   62.670
Raiffeisen Schwei   7.200 06/01/2023 CHF   69.010
Raiffeisen Schwei  12.000 06/01/2022 CHF   42.090
Vontobel Financia  20.000 6/24/2022  EUR   36.660
Vontobel Financia  16.500 6/24/2022  EUR   12.570
Vontobel Financia  14.500 6/24/2022  EUR   63.380
Raiffeisen Schwei  18.520 7/13/2022  CHF   29.090
Basler Kantonalba  12.00010/14/2022  CHF   67.360
Vontobel Financia  14.500 6/24/2022  EUR   62.840
Vontobel Financia   5.000 9/23/2022  EUR   74.220
Vontobel Financia  12.000 9/23/2022  EUR   65.540
Vontobel Financia   9.000 9/23/2022  EUR   71.690
Vontobel Financia  10.500 9/23/2022  EUR   69.350
Vontobel Financia   7.000 6/24/2022  EUR   76.190
Vontobel Financia  11.500 9/23/2022  EUR   77.150
Vontobel Financia  12.500 9/23/2022  EUR   75.780
Vontobel Financia  14.500 9/23/2022  EUR   73.230
Vontobel Financia  18.500 9/23/2022  EUR   68.840
Vontobel Financia   4.500 9/23/2022  EUR   65.570
Vontobel Financia  11.000 9/23/2022  EUR   56.260
Vontobel Financia  13.500 9/23/2022  EUR   54.100
Vontobel Financia  10.000 6/24/2022  EUR   56.880
Leonteq Securitie  12.000 7/15/2022  CHF   51.970
Leonteq Securitie  12.000 10/12/2022 CHF   74.370
Corner Banca SA    10.000 10/12/2022 CHF   34.340
EFG International  13.000 01/06/2023 USD   59.590
Vontobel Financia  13.750 6/24/2022  EUR   40.340
EFG International   8.000 1/19/2023  CHF   63.310
Goldman Sachs & C   6.000 3/22/2023  EUR   66.460
EFG International  18.000 7/14/2022  CHF   61.930
UniCredit Bank AG   6.750 08/03/2022 EUR   63.450
Goldman Sachs & C   6.000 9/21/2022  EUR   75.240
Goldman Sachs & C   6.00012/21/2022  EUR   73.910
Goldman Sachs & C   6.000 8/24/2022  EUR   74.060
Goldman Sachs & C   6.000 6/21/2023  EUR   74.070
Goldman Sachs & C   7.000 6/22/2022  EUR   63.540
Goldman Sachs & C   7.000 9/21/2022  EUR   65.280
Goldman Sachs & C   7.000 6/21/2023  EUR   66.230
Goldman Sachs & C   7.000 6/22/2022  EUR   70.410
Goldman Sachs & C   7.000 9/21/2022  EUR   72.080
Goldman Sachs & C   7.000 8/24/2022  EUR   72.380
Societe Generale    4.000 7/22/2022  USD   38.190
Bank Vontobel AG   10.000 01/10/2023 EUR   64.300
Raiffeisen Schwei  14.000 06/01/2022 CHF   68.050
Societe Generale   16.000 07/03/2024 USD   26.600
Societe Generale   18.000 07/03/2024 USD
Credit Suisse AG/  12.500 8/22/2022  CHF   64.210
Bank Julius Baer    8.800 09/05/2022 EUR   66.850
EFG International   9.850 06/08/2022 USD   70.370
EFG International  10.260 06/08/2022 USD   65.530
Sberbank of Russi   0.010 06/04/2026 RUB   67.500
Sberbank of Russi   0.010 11/12/2025 RUB   71.500
Landesbank Baden-   2.200 1/27/2023  EUR   25.090
UniCredit Bank AG   5.250 07/01/2024 EUR   64.220
Leonteq Securitie   8.00011/23/2022  CHF   61.930
UniCredit Bank AG  13.300 07/07/2022 EUR   72.290
Sberbank of Russi   0.010 11/12/2025 RUB   71.700
Leonteq Securitie  11.000 09/07/2022 CHF   56.860
Leonteq Securitie  11.000 06/03/2022 CHF   70.020
Sberbank of Russi   0.010 5/25/2026  RUB   74.000
Sberbank of Russi   0.010 06/02/2028 RUB   65.100
Leonteq Securitie  23.690 06/03/2022 CHF   20.000
Leonteq Securitie  23.290 06/03/2022 CHF   51.320
Citigroup Global    5.000 08/01/2033 EUR   75.030
Sberbank of Russi   0.010 5/25/2026  RUB   73.500
Erste Group Bank    4.250 6/30/2022  EUR   56.100
DekaBank Deutsche   3.250 08/11/2023 EUR   67.880
Erste Group Bank    8.000 6/30/2022  EUR   56.300
Vontobel Financia   5.750 6/24/2022  EUR   72.140
UBS AG/London       5.250 5/31/2023  CHF   61.250
DZ Bank AG Deutsc   7.500 6/20/2022  EUR   72.050
UBS AG/London      12.00011/30/2022  EUR   32.950
UniCredit Bank AG   4.050 07/01/2024 EUR   67.320
Landesbank Baden-   2.000 2/24/2023  EUR   72.830
Landesbank Baden-   3.400 8/23/2024  EUR   26.630
Vontobel Financia  10.500 6/24/2022  EUR   46.360
Bank Severnyy Mor   8.500            RUB   60.100
DekaBank Deutsche   2.35012/16/2022  EUR   68.290
DZ Bank AG Deutsc   5.000 9/19/2022  EUR   76.750
UBS AG/London       7.750 5/31/2023  CHF   72.300
Erste Group Bank    6.500 6/30/2022  EUR   56.150
Erste Group Bank    5.500 6/30/2025  EUR   75.800
DekaBank Deutsche   3.500 11/04/2022 EUR   43.410
Landesbank Baden-   3.50012/22/2023  EUR   74.680
Leonteq Securitie   9.400 1/30/2023  EUR   64.870
Vontobel Financia  12.500 6/24/2022  EUR   73.320
Vontobel Financia   6.500 6/24/2022  EUR   65.330
Vontobel Financia   8.250 6/24/2022  EUR   67.750
Vontobel Financia  14.750 6/24/2022  EUR   30.220
Vontobel Financia  17.750 6/24/2022  EUR   29.940
Vontobel Financia   5.750 6/24/2022  EUR   74.670
Vontobel Financia  11.750 6/24/2022  EUR   31.070
Vontobel Financia   9.750 6/24/2022  EUR   73.170
Leonteq Securitie  10.000 11/02/2022 CHF   42.460
Leonteq Securitie  10.000 1/30/2023  CHF   70.670
Bank Vontobel AG   12.505 8/19/2022  CHF   46.400
Leonteq Securitie  12.000 7/29/2022  CHF   53.670
Vontobel Financia   8.250 6/24/2022  EUR   39.910
Bank Vontobel AG    7.756 2/13/2023  CHF   60.200
Leonteq Securitie   2.800 7/29/2022  EUR   51.970
Leonteq Securitie  22.450 7/29/2022  CHF   26.310
BNP Paribas Emiss  10.000 9/22/2022  EUR   67.710
BNP Paribas Emiss   8.000 9/22/2022  EUR   33.430
BNP Paribas Emiss  10.000 9/22/2022  EUR   31.480
BNP Paribas Emiss  10.000 6/23/2022  EUR   73.010
BNP Paribas Emiss  14.000 6/23/2022  EUR   68.720
Societe Generale   10.000 7/22/2022  EUR   70.040
Societe Generale    8.000 7/22/2022  EUR   73.750
Societe Generale    6.750 7/22/2022  EUR   70.890
UBS AG/London      14.75011/14/2022  CHF   40.550
UBS AG/London      10.50011/14/2022  CHF   38.700
Societe Generale    8.500 6/24/2022  EUR   74.110
BNP Paribas Emiss  14.000 6/23/2022  EUR   73.820
Societe Generale    6.500 6/24/2022  EUR   35.750
Leonteq Securitie  11.050 08/10/2022 USD   80.730
Societe Generale   11.250 6/24/2022  EUR   76.320
Societe Generale   15.250 6/24/2022  EUR   69.590
BNP Paribas Emiss  12.000 9/22/2022  EUR   55.180
BNP Paribas Emiss  10.00012/22/2022  EUR   57.040
BNP Paribas Emiss   6.000 9/22/2022  EUR   71.490
BNP Paribas Emiss   6.00012/22/2022  EUR   72.850
BNP Paribas Emiss   8.000 6/23/2022  EUR   72.690
BNP Paribas Emiss  12.000 9/22/2022  EUR   67.610
EFG International  15.00011/14/2022  EUR   66.300
Zurcher Kantonalb   8.000 08/08/2022 CHF   64.920
BNP Paribas Emiss   6.000 9/22/2022  EUR   74.780
Vontobel Financia  13.500 6/24/2022  EUR   63.890
BNP Paribas Emiss  10.000 6/23/2022  EUR   61.990
Vontobel Financia  12.500 6/24/2022  EUR   46.340
Zurcher Kantonalb  13.000 08/08/2022 CHF   57.300
Vontobel Financia  17.000 6/24/2022  EUR   59.920
Vontobel Financia  14.000 6/24/2022  EUR   79.150
BNP Paribas Emiss   8.000 9/22/2022  EUR   75.000
BNP Paribas Emiss  14.000 9/22/2022  EUR   78.840
Vontobel Financia  13.500 6/24/2022  EUR   63.950
Vontobel Financia   4.000 6/24/2022  EUR   73.770
BNP Paribas Emiss   5.000 6/23/2022  EUR   70.420
BNP Paribas Emiss   5.000 9/22/2022  EUR   71.530
Sberbank of Russi   0.010 12/08/2025 RUB   70.600
BNP Paribas Emiss   8.00012/22/2022  EUR   73.190
Vontobel Financia  10.000 6/24/2022  EUR   68.510
BNP Paribas Emiss   5.000 6/23/2022  EUR   70.320
BNP Paribas Emiss  14.000 6/23/2022  EUR   60.130
Societe Generale   12.500 7/22/2022  EUR   73.730
Societe Generale    9.750 8/26/2022  EUR   79.010
EFG International  13.000 8/24/2022  CHF   41.420
DZ Bank AG Deutsc   9.500 6/20/2022  EUR   73.560
EFG International   8.200 03/01/2023 USD   39.690
Zurcher Kantonalb  20.500 08/09/2022 CHF   39.270
BNP Paribas Emiss  10.00012/22/2022  EUR   73.330
Sberbank of Russi   0.010 12/05/2025 RUB   70.300
BNP Paribas Emiss  12.00012/22/2022  EUR   79.790
BNP Paribas Emiss   8.00012/22/2022  EUR   75.910
BNP Paribas Emiss  10.00012/22/2022  EUR   72.810
BNP Paribas Emiss   8.00012/22/2022  EUR   76.500
Leonteq Securitie  22.520 07/06/2022 CHF   18.320
DekaBank Deutsche   2.50010/24/2023  EUR   62.980
BNP Paribas Emiss  12.000 9/22/2022  EUR   76.690
BNP Paribas Emiss  14.000 6/23/2022  EUR   75.940
BNP Paribas Emiss   8.000 9/22/2022  EUR   71.400
BNP Paribas Emiss  10.000 9/22/2022  EUR   75.500
BNP Paribas Emiss  12.000 9/22/2022  EUR   71.670
Societe Generale   10.500 6/24/2022  EUR   70.310
Vontobel Financia  10.500 6/24/2022  EUR   69.970
BNP Paribas Emiss   8.000 9/22/2022  EUR   66.750
Vontobel Financia  11.500 6/24/2022  EUR   75.590
BNP Paribas Emiss  12.000 9/22/2022  EUR   54.420
BNP Paribas Emiss  10.000 6/23/2022  EUR   74.760
BNP Paribas Emiss   8.000 9/22/2022  EUR   76.040
BNP Paribas Emiss  14.000 6/23/2022  EUR   58.630
BNP Paribas Emiss  15.000 9/22/2022  EUR   53.000
BNP Paribas Emiss   4.000 6/23/2022  EUR   75.730
Vontobel Financia   8.000 6/24/2022  EUR   46.040
Leonteq Securitie   9.00011/21/2022  CHF   48.500
BNP Paribas Emiss  14.00012/22/2022  EUR   53.230
Societe Generale   13.750 8/26/2022  EUR   71.560
BNP Paribas Emiss  12.000 9/22/2022  EUR   63.100
Vontobel Financia  16.500 6/24/2022  EUR   58.410
BNP Paribas Emiss  12.00012/22/2022  EUR   57.400
BNP Paribas Emiss   4.00012/22/2022  EUR   78.110
BNP Paribas Emiss   5.00012/22/2022  EUR   72.470
BNP Paribas Emiss  10.00012/22/2022  EUR   64.930
Vontobel Financia   7.250 6/24/2022  EUR   53.160
Vontobel Financia  16.450 6/24/2022  EUR   73.270
Vontobel Financia  16.250 6/24/2022  EUR   61.480
BNP Paribas Emiss  12.000 9/22/2022  EUR   69.720
BNP Paribas Emiss   8.00012/22/2022  EUR   69.950
BNP Paribas Emiss   8.00012/22/2022  EUR   68.620
BNP Paribas Emiss   8.000 6/23/2022  EUR   31.300
UniCredit Bank AG   3.600 10/05/2022 EUR   52.570
Leonteq Securitie  12.000 06/08/2022 CHF   36.270
UniCredit Bank AG   4.500 10/05/2022 EUR   66.240
BNP Paribas Emiss  12.00012/22/2022  EUR   30.960
BNP Paribas Emiss  12.000 9/22/2022  EUR   29.920
BNP Paribas Emiss  12.000 6/23/2022  EUR   26.780
BNP Paribas Emiss  10.000 6/23/2022  EUR   72.680
BNP Paribas Emiss   5.000 6/23/2022  EUR   74.040
Vontobel Financia  11.000 6/24/2022  EUR   71.620
BNP Paribas Emiss  10.000 6/23/2022  EUR   28.840
Bank Vontobel AG    6.507 8/17/2022  CHF   65.800
Bank Vontobel AG    6.505 2/27/2023  CHF   57.600
Leonteq Securitie  10.000 06/08/2022 EUR   60.160
BNP Paribas Emiss   5.000 9/22/2022  EUR   75.200
BNP Paribas Emiss   8.00012/22/2022  EUR   68.900
UniCredit Bank AG   4.550 9/28/2023  EUR   64.470
Erste Group Bank    6.250 8/31/2022  EUR   60.350
DZ Bank AG Deutsc   5.600 9/19/2022  EUR   68.020
Vontobel Financia  12.000 08/09/2022 EUR   55.760
Leonteq Securitie  11.00012/28/2022  USD   59.130
Societe Generale    4.750 7/22/2022  EUR   75.980
Leonteq Securitie  26.200 09/07/2022 CHF   39.000
Leonteq Securitie  24.800 09/07/2022 CHF   47.310
Leonteq Securitie   8.500 12/07/2022 EUR   70.920
Raiffeisen Schwei  16.000 9/20/2022  CHF   40.520
Raiffeisen Schwei   7.500 3/17/2023  USD   56.910
Raiffeisen Schwei  16.000 9/20/2022  CHF   34.630
Raiffeisen Schwei   9.000 3/17/2023  CHF   77.850
DZ Bank AG Deutsc   4.750 9/19/2022  EUR   72.510
Raiffeisen Schwei   7.000 9/20/2023  CHF   71.800
DZ Bank AG Deutsc   6.500 9/21/2022  EUR   73.200
DZ Bank AG Deutsc   5.50012/21/2022  EUR   75.710
DZ Bank AG Deutsc  11.750 9/21/2022  EUR   77.940
DZ Bank AG Deutsc   9.750 9/21/2022  EUR   35.030
DZ Bank AG Deutsc  10.250 9/21/2022  EUR   68.680
DZ Bank AG Deutsc  10.000 6/22/2022  EUR   76.290
DZ Bank AG Deutsc   6.500 6/22/2022  EUR   76.630
DZ Bank AG Deutsc   5.25012/19/2022  EUR   73.330
Leonteq Securitie  25.680 9/23/2022  CHF   32.600
Vontobel Financia  11.000 9/23/2022  EUR   42.870
Vontobel Financia  15.000 9/23/2022  EUR   40.370
Vontobel Financia   5.000 9/23/2022  EUR   71.530
Vontobel Financia   9.000 9/23/2022  EUR   44.440
Vontobel Financia   9.000 9/23/2022  EUR   66.200
Vontobel Financia  11.500 9/23/2022  EUR   34.180
Vontobel Financia  16.000 9/23/2022  EUR   59.440
Goldman Sachs & C  25.000 7/20/2022  EUR   64.590
Vontobel Financia   5.500 9/23/2022  EUR   48.530
Vontobel Financia   8.000 6/24/2022  EUR   67.170
Goldman Sachs & C  23.000 8/24/2022  EUR   66.510
Vontobel Financia  10.500 6/24/2022  EUR   64.160
Vontobel Financia  11.000 9/23/2022  EUR   63.330
Vontobel Financia  11.000 9/23/2022  EUR   59.820
Vontobel Financia  11.500 9/23/2022  EUR   58.780
Vontobel Financia  15.500 9/23/2022  EUR   55.700
Vontobel Financia  16.500 9/23/2022  EUR   55.040
Vontobel Financia  17.500 9/23/2022  EUR   54.410
Vontobel Financia   8.500 9/23/2022  EUR   62.950
Vontobel Financia   9.000 9/23/2022  EUR   61.740
Vontobel Financia  10.000 9/23/2022  EUR   60.760
Goldman Sachs & C  23.000 6/22/2022  EUR   50.270
Goldman Sachs & C  19.000 7/20/2022  EUR   53.620
Goldman Sachs & C   5.000 8/24/2022  EUR   70.110
Goldman Sachs & C  20.000 8/24/2022  EUR   53.540
Goldman Sachs & C   4.000 9/21/2022  EUR   74.430
Goldman Sachs & C   6.000 9/21/2022  EUR   67.010
Goldman Sachs & C   5.00012/21/2022  EUR   71.570
Goldman Sachs & C   7.00012/21/2022  EUR   65.590
Goldman Sachs & C   4.000 3/22/2023  EUR   75.550
Goldman Sachs & C   7.000 3/22/2023  EUR   67.210
Goldman Sachs & C   7.000 6/21/2023  EUR   67.900
Goldman Sachs & C  12.000 6/21/2023  EUR   60.740
Vontobel Financia   8.500 9/23/2022  EUR   49.540
Societe Generale    6.50010/28/2022  EUR   44.420
Societe Generale    8.50010/28/2022  EUR   39.230
UniCredit Bank AG   6.650 9/28/2022  EUR   75.780
Societe Generale    5.50010/28/2022  EUR   70.770
Societe Generale    6.50010/28/2022  EUR   68.920
Societe Generale    4.50010/28/2022  EUR   77.750
Vontobel Financia   6.000 6/24/2022  EUR   73.200
Vontobel Financia  14.500 6/24/2022  EUR   68.300
Societe Generale   11.75010/28/2022  EUR   71.310
Vontobel Financia   9.500 6/24/2022  EUR   76.530
Vontobel Financia  13.000 6/24/2022  EUR   71.470
Vontobel Financia  12.000 6/24/2022  EUR   73.090
Vontobel Financia  14.000 6/24/2022  EUR   69.930
Societe Generale    8.00010/28/2022  EUR   66.090
Vontobel Financia   6.000 9/23/2022  EUR   62.770
Vontobel Financia  11.000 9/23/2022  EUR   57.050
Vontobel Financia   8.000 6/24/2022  EUR   59.510
Vontobel Financia  11.000 6/24/2022  EUR   56.080
Vontobel Financia  12.500 6/24/2022  EUR   76.450
Vontobel Financia   9.000 9/23/2022  EUR   78.300
Vontobel Financia  11.000 9/23/2022  EUR   75.090
Vontobel Financia  12.500 6/24/2022  EUR   72.930
Vontobel Financia  16.500 6/24/2022  EUR   67.650
Vontobel Financia  15.000 6/24/2022  EUR   69.310
Vontobel Financia  12.500 9/23/2022  EUR   62.380
Vontobel Financia   6.500 9/23/2022  EUR   71.070
Vontobel Financia  10.000 9/23/2022  EUR   25.650
Vontobel Financia  11.500 9/23/2022  EUR   25.220
SG Issuer SA        6.850 1/20/2024  SEK   72.660
DZ Bank AG Deutsc   6.500 9/19/2022  EUR   76.080
Raiffeisen Schwei   7.500 3/17/2023  CHF   61.590
DZ Bank AG Deutsc   8.000 6/22/2022  EUR   71.740
DZ Bank AG Deutsc  10.250 6/22/2022  EUR   74.390
DZ Bank AG Deutsc   8.250 9/21/2022  EUR   76.350
DZ Bank AG Deutsc  14.500 9/21/2022  EUR   32.240
DZ Bank AG Deutsc   5.00012/21/2022  EUR   76.280
DZ Bank AG Deutsc   6.250 9/21/2022  EUR   55.680
Leonteq Securitie  20.880 9/23/2022  CHF   30.720
Vontobel Financia   7.000 9/23/2022  EUR   46.250
Vontobel Financia   7.000 9/23/2022  EUR   68.720
Vontobel Financia  13.000 9/23/2022  EUR   41.530
Vontobel Financia  11.000 9/23/2022  EUR   63.960
Vontobel Financia  13.500 9/23/2022  EUR   62.110
Vontobel Financia   6.000 6/24/2022  EUR   70.550
Vontobel Financia  13.500 6/24/2022  EUR   61.480
Goldman Sachs & C  14.000 6/22/2022  EUR   75.070
Goldman Sachs & C  20.000 6/22/2022  EUR   68.260
Goldman Sachs & C  25.000 6/22/2022  EUR   64.510
Goldman Sachs & C  18.000 8/24/2022  EUR   71.240
Goldman Sachs & C  20.000 9/21/2022  EUR   69.200
Goldman Sachs & C  22.000 9/21/2022  EUR   67.980
Vontobel Financia   5.000 9/23/2022  EUR   69.610
Vontobel Financia   7.500 9/23/2022  EUR   64.060
Vontobel Financia  14.500 9/23/2022  EUR   56.410
Vontobel Financia  18.500 9/23/2022  EUR   53.820
Goldman Sachs & C   6.000 6/22/2022  EUR   65.530
Basler Kantonalba   8.000 3/22/2023  CHF   67.610
Goldman Sachs & C   5.000 7/20/2022  EUR   69.670
Goldman Sachs & C   6.000 7/20/2022  EUR   65.980
Goldman Sachs & C   4.000 8/24/2022  EUR   74.140
Goldman Sachs & C   6.000 8/24/2022  EUR   66.530
Goldman Sachs & C  10.000 8/24/2022  EUR   60.970
Goldman Sachs & C  15.000 8/24/2022  EUR   56.810
Goldman Sachs & C   5.000 9/21/2022  EUR   70.500
Goldman Sachs & C   4.00012/21/2022  EUR   75.080
Goldman Sachs & C  16.00012/21/2022  EUR   57.830
Goldman Sachs & C   6.000 3/22/2023  EUR   69.710
Goldman Sachs & C   4.000 6/21/2023  EUR   75.030
Goldman Sachs & C   6.000 6/21/2023  EUR   70.040
EFG International   8.000 3/22/2023  USD   77.920
Leonteq Securitie  10.00012/23/2022  CHF   70.940
Societe Generale   10.50010/28/2022  EUR   77.040
Societe Generale   10.50010/28/2022  EUR   36.210
Societe Generale   14.50010/28/2022  EUR   32.940
UniCredit Bank AG  11.450 9/28/2022  EUR   62.460
Societe Generale    7.50010/28/2022  EUR   70.520
Vontobel Financia  15.000 9/23/2022  EUR   24.000
Societe Generale    7.50010/28/2022  EUR   67.410
Vontobel Financia   5.500 6/24/2022  EUR   79.860
Vontobel Financia  14.500 6/24/2022  EUR   64.550
Vontobel Financia  10.000 9/23/2022  EUR   72.830
Societe Generale   13.75010/28/2022  EUR   68.390
Societe Generale   13.500 9/23/2022  EUR   69.350
Societe Generale    4.00010/28/2022  EUR   76.650
Societe Generale    6.00010/28/2022  EUR   70.280
Vontobel Financia   9.500 9/23/2022  EUR   58.240
Vontobel Financia  13.000 6/24/2022  EUR   54.560
Vontobel Financia   7.000 6/24/2022  EUR   61.450
Vontobel Financia   9.500 6/24/2022  EUR   57.740
Vontobel Financia   7.500 6/24/2022  EUR   60.460
Vontobel Financia  16.000 6/24/2022  EUR   71.270
Vontobel Financia  12.000 9/23/2022  EUR   73.570
Vontobel Financia  14.000 6/24/2022  EUR   71.090
Vontobel Financia  14.000 9/23/2022  EUR   70.760
Vontobel Financia  10.000 6/24/2022  EUR   77.000
Vontobel Financia  11.500 6/24/2022  EUR   74.930
Vontobel Financia   9.500 9/23/2022  EUR   66.310
Vontobel Financia  12.500 6/24/2022  EUR   62.210
Vontobel Financia  11.000 6/24/2022  EUR   64.160
Vontobel Financia  14.000 9/23/2022  EUR   24.400
Vontobel Financia  13.500 6/24/2022  EUR   23.410
Vontobel Financia  18.000 6/24/2022  EUR   21.290
Leonteq Securitie  12.000 09/07/2022 EUR   43.420
Vontobel Financia  18.000 6/24/2022  EUR   64.620
Vontobel Financia   6.250 6/24/2022  EUR   76.420
Vontobel Financia  17.250 6/24/2022  EUR   48.100
Raiffeisen Schwei  12.500 09/06/2022 CHF   66.420
Societe Generale   13.500 8/26/2022  EUR   30.850
DZ Bank AG Deutsc  19.500 9/23/2022  EUR   44.010
Vontobel Financia  12.500 9/23/2022  EUR   24.700
Vontobel Financia  15.000 6/24/2022  EUR   22.640
Vontobel Financia  16.500 6/24/2022  EUR   21.930
Vontobel Financia   8.500 9/23/2022  EUR   64.900
Vontobel Financia   3.500 9/23/2022  EUR   82.370
Leonteq Securitie  13.000 7/22/2022  CHF   53.990
Raiffeisen Schwei  13.500 09/06/2022 CHF   64.960
Societe Generale   15.000 9/29/2025  USD   21.150
Sberbank of Russi   0.010 7/23/2026  RUB   63.600
Sberbank of Russi   0.010 7/24/2028  RUB   56.300
Societe Generale    6.000 8/26/2022  EUR   63.160
Societe Generale    9.000 8/26/2022  EUR   77.800
Raiffeisen Centro   8.508 9/21/2022  EUR   69.370
Societe Generale   10.500 8/26/2022  EUR   75.970
Societe Generale   12.50010/28/2022  EUR   34.280
Societe Generale    3.50010/28/2022  EUR   76.230
Societe Generale   16.250 9/23/2022  EUR   61.200
Societe Generale    5.50010/28/2022  EUR   74.870
Societe Generale    6.50010/28/2022  EUR   72.470
Societe Generale    4.50010/28/2022  EUR   73.060
Societe Generale    8.50010/28/2022  EUR   66.150
Vontobel Financia  12.000 6/24/2022  EUR   65.930
Vontobel Financia   6.500 9/23/2022  EUR   77.160
Vontobel Financia  10.000 9/23/2022  EUR   68.170
Vontobel Financia  12.500 9/23/2022  EUR   67.360
Vontobel Financia  12.500 6/24/2022  EUR   70.660
Societe Generale    9.75010/28/2022  EUR   74.990
Societe Generale    5.00010/28/2022  EUR   73.040
Societe Generale    7.00010/28/2022  EUR   68.000
Vontobel Financia   7.000 9/23/2022  EUR   61.090
Vontobel Financia   6.500 6/24/2022  EUR   62.470
Vontobel Financia  13.500 9/23/2022  EUR   74.750
Vontobel Financia  13.000 9/23/2022  EUR   72.130
Vontobel Financia  10.000 9/23/2022  EUR   76.660
Vontobel Financia   9.500 6/24/2022  EUR   66.250
Vontobel Financia  12.000 6/24/2022  EUR   24.250
Leonteq Securitie   8.690 7/26/2023  CHF   67.420
Leonteq Securitie  28.020 7/22/2022  CHF   58.490
Citigroup Global    8.200 3/21/2024  SEK   67.470
Vontobel Financia   5.000 6/24/2022  EUR   64.820
Raiffeisen Schwei  10.500 12/06/2022 CHF   71.650
Raiffeisen Schwei   8.200 03/03/2023 CHF   73.080
Raiffeisen Schwei   7.500 03/03/2023 CHF   63.760
Leonteq Securitie  25.000 09/07/2022 CHF   30.550
Vontobel Financia   7.000 6/24/2022  EUR   44.150
Leonteq Securitie   8.000 09/05/2022 CHF   68.430
Erste Group Bank    4.750 3/31/2025  EUR   60.300
Sberbank of Russi   0.010 04/11/2025 RUB   82.500
Bank Vontobel AG   16.500 08/05/2022 CHF   41.700
Bank Vontobel AG    8.008 2/27/2023  CHF   63.900
UBS AG/London      16.250 09/05/2022 CHF   52.300
Vontobel Financia  13.500 9/23/2022  EUR   70.800
Vontobel Financia  18.500 9/23/2022  EUR   62.510
Vontobel Financia  14.500 9/23/2022  EUR   66.280
Vontobel Financia  19.500 6/24/2022  EUR   59.880
Vontobel Financia  20.000 6/24/2022  EUR   64.960
Vontobel Financia  18.000 6/24/2022  EUR   74.840
Vontobel Financia  10.000 9/23/2022  EUR   77.280
Vontobel Financia  11.500 9/23/2022  EUR   75.470
Vontobel Financia  13.000 9/23/2022  EUR   73.760
Vontobel Financia   9.500 6/24/2022  EUR   78.230
Vontobel Financia   4.500 9/23/2022  EUR   76.580
Vontobel Financia  11.500 9/23/2022  EUR   66.830
Vontobel Financia  11.500 6/24/2022  EUR   75.780
Vontobel Financia  15.500 6/24/2022  EUR   63.000
Vontobel Financia  13.500 6/24/2022  EUR   64.590
Vontobel Financia  16.500 9/23/2022  EUR   76.900
Vontobel Financia  21.000 6/24/2022  EUR   74.660
Vontobel Financia  10.000 9/23/2022  EUR   73.130
Vontobel Financia  15.500 9/23/2022  EUR   49.560
Vontobel Financia  18.500 9/23/2022  EUR   50.500
Vontobel Financia  22.000 9/23/2022  EUR   51.600
Vontobel Financia  20.000 9/23/2022  EUR   50.970
Vontobel Financia   8.000 9/23/2022  EUR   65.380
Bank Julius Baer   26.650 5/31/2022  USD   24.450
Corner Banca SA    10.00011/30/2022  CHF   61.090
Corner Banca SA     8.200 8/30/2023  CHF   69.360
Leonteq Securitie  10.000 2/27/2023  CHF   68.160
DZ Bank AG Deutsc   6.800 9/19/2022  EUR   72.050
Vontobel Financia   9.000 9/23/2022  EUR   76.150
Vontobel Financia  13.500 6/24/2022  EUR   70.910
Vontobel Financia  13.000 6/24/2022  EUR   67.020
Vontobel Financia  13.500 9/23/2022  EUR   67.830
Vontobel Financia  17.500 9/23/2022  EUR   63.780
Vontobel Financia  12.000 9/23/2022  EUR   69.320
Vontobel Financia  21.000 6/24/2022  EUR   58.360
Vontobel Financia  23.000 6/24/2022  EUR   56.950
Vontobel Financia  14.500 6/24/2022  EUR   65.050
Vontobel Financia  16.000 6/24/2022  EUR   63.210
Vontobel Financia  15.500 6/24/2022  EUR   71.350
Vontobel Financia  13.000 9/23/2022  EUR   65.630
Vontobel Financia   3.000 9/23/2022  EUR   80.730
Vontobel Financia  14.500 9/23/2022  EUR   64.510
Vontobel Financia   2.500 6/24/2022  EUR   81.960
Vontobel Financia   7.000 6/24/2022  EUR   60.730
DZ Bank AG Deutsc   5.400 9/19/2022  EUR   65.290
DZ Bank AG Deutsc   4.700 9/19/2022  EUR   66.220
DZ Bank AG Deutsc   5.60012/19/2022  EUR   74.200
Vontobel Financia  25.000 6/24/2022  EUR   80.130
Vontobel Financia  10.000 9/23/2022  EUR   72.940
Vontobel Financia  20.000 9/23/2022  EUR   61.470
Vontobel Financia  10.000 6/24/2022  EUR   71.370
Vontobel Financia   8.000 9/23/2022  EUR   72.500
Vontobel Financia  19.500 6/24/2022  EUR   48.270
Vontobel Financia  16.500 8/31/2022  EUR   55.290
DZ Bank AG Deutsc   9.250 9/21/2022  EUR   66.470
Societe Generale    9.750 8/26/2022  EUR   72.180
DZ Bank AG Deutsc   7.750 9/21/2022  EUR   65.650
Vontobel Financia  16.000 9/23/2022  EUR   68.600
Vontobel Financia  16.000 9/23/2022  EUR   64.990
Vontobel Financia   8.000 9/23/2022  EUR   76.990
Vontobel Financia   7.500 6/24/2022  EUR   76.410
Vontobel Financia  17.500 6/24/2022  EUR   61.480
Vontobel Financia  11.500 6/24/2022  EUR   69.120
Vontobel Financia  15.000 9/23/2022  EUR   72.330
Vontobel Financia  13.500 6/24/2022  EUR   73.490
Vontobel Financia   4.500 6/24/2022  EUR   76.710
Vontobel Financia  12.000 6/24/2022  EUR   66.310
Vontobel Financia   5.500 9/23/2022  EUR   74.670
Vontobel Financia  10.500 9/23/2022  EUR   68.280
Vontobel Financia   3.500 9/23/2022  EUR   78.550
DZ Bank AG Deutsc   5.500 6/22/2022  EUR   66.040
DZ Bank AG Deutsc  10.500 6/22/2022  EUR   73.670
DZ Bank AG Deutsc   5.250 9/21/2022  EUR   64.480
Societe Generale    4.750 6/24/2022  EUR   71.920
Leonteq Securitie  15.000 8/30/2022  CHF   66.100
Leonteq Securitie  13.00011/30/2022  USD   30.500
DZ Bank AG Deutsc   5.300 9/19/2022  EUR   74.500
DZ Bank AG Deutsc   6.20012/19/2022  EUR   73.300
DZ Bank AG Deutsc   6.100 9/19/2022  EUR   73.130
DZ Bank AG Deutsc   5.00012/19/2022  EUR   75.400
Bank Julius Baer    6.750 12/01/2022 CHF   65.300
Vontobel Financia   7.500 9/23/2022  EUR   61.540
Vontobel Financia  17.000 9/23/2022  EUR   50.030
Bank Julius Baer   10.750 12/01/2022 CHF   76.500
Vontobel Financia  17.000 6/24/2022  EUR   67.800
Vontobel Financia  11.000 9/23/2022  EUR   73.270
Vontobel Financia  12.000 6/24/2022  EUR   35.560
Leonteq Securitie   8.000 8/30/2023  CHF   69.110
Vontobel Financia   8.000 9/23/2022  EUR   39.490
Vontobel Financia  11.000 9/23/2022  EUR   37.830
Vontobel Financia   5.500 6/24/2022  EUR   40.940
Vontobel Financia  18.000 6/24/2022  EUR   32.590
Vontobel Financia  15.500 9/23/2022  EUR   35.950
Vontobel Financia   8.000 6/24/2022  EUR   70.510
Vontobel Financia   6.000 9/23/2022  EUR   58.820
Vontobel Financia  10.000 6/24/2022  EUR   36.720
Vontobel Financia   7.000 9/23/2022  EUR   59.160
UniCredit Bank AG   8.130 8/26/2022  EUR   36.610
Vontobel Financia   7.000 6/24/2022  EUR   57.050
Vontobel Financia   6.000 6/24/2022  EUR   56.960
Leonteq Securitie  14.00011/30/2022  CHF   58.570
Vontobel Financia   7.000 6/24/2022  EUR   39.410
Vontobel Financia   8.000 9/23/2022  EUR   65.610
Vontobel Financia   8.000 6/24/2022  EUR   60.870
Vontobel Financia  12.000 6/24/2022  EUR   63.710
Vontobel Financia   4.000 9/23/2022  EUR   66.430
Vontobel Financia   4.000 6/24/2022  EUR   65.120
Vontobel Financia  14.000 6/24/2022  EUR   67.300
Vontobel Financia  16.500 6/24/2022  EUR   63.060
Vontobel Financia  10.000 9/23/2022  EUR   56.100
Vontobel Financia  22.000 6/24/2022  EUR   56.130
Vontobel Financia  11.500 9/23/2022  EUR   69.510
Vontobel Financia   4.500 9/23/2022  EUR   64.570
Vontobel Financia   8.000 9/23/2022  EUR   58.490
Vontobel Financia  16.500 9/23/2022  EUR   50.730
Vontobel Financia  10.000 6/24/2022  EUR   54.730
Vontobel Financia  12.000 9/23/2022  EUR   54.000
Vontobel Financia  14.000 9/23/2022  EUR   52.180
Vontobel Financia   5.500 6/24/2022  EUR   61.200
Vontobel Financia  16.000 6/24/2022  EUR   49.720
Leonteq Securitie  10.000 03/01/2023 USD   41.800
Leonteq Securitie  16.000 8/30/2022  CHF   27.190
Vontobel Financia  14.000 9/23/2022  EUR   36.500
Vontobel Financia  12.500 9/23/2022  EUR   37.130
Vontobel Financia   3.500 9/23/2022  EUR   44.680
Vontobel Financia   8.500 6/24/2022  EUR   38.010
Vontobel Financia  17.000 9/23/2022  EUR   35.460
Vontobel Financia   9.000 6/24/2022  EUR   70.580
Vontobel Financia   3.500 9/23/2022  EUR   66.260
Vontobel Financia   3.500 6/24/2022  EUR   65.070
Vontobel Financia  16.000 6/24/2022  EUR   33.510
Vontobel Financia  14.000 6/24/2022  EUR   34.490
Vontobel Financia   6.000 9/23/2022  EUR   41.900
Vontobel Financia   4.500 9/23/2022  EUR   43.140
Vontobel Financia   7.000 9/23/2022  EUR   40.640
Vontobel Financia   9.500 9/23/2022  EUR   38.610
Vontobel Financia  15.000 9/23/2022  EUR   62.880
Societe Generale   10.000 6/24/2022  EUR   64.500
DekaBank Deutsche   1.000 8/25/2022  EUR   70.520
Barclays Bank PLC   2.150 4/28/2031  EUR   79.210
Raiffeisen Switze   8.000 10/12/2022 CHF   68.970
Raiffeisen Switze   6.500 04/12/2023 CHF   63.100
Basler Kantonalba   7.600 4/13/2023  CHF   62.840
Zurcher Kantonalb   6.800 7/20/2022  CHF   72.390
Bank Vontobel AG    6.008 10/07/2022 CHF   66.800
Bank Vontobel AG    5.005 10/09/2023 CHF   72.700
Bank Vontobel AG    8.001 10/07/2022 CHF   36.900
Bank Vontobel AG    6.008 04/11/2023 EUR   66.900
Bank Vontobel AG   10.009 10/07/2022 EUR   57.100
Bank Vontobel AG   10.010 10/07/2022 EUR   57.100
Bank Vontobel AG   10.006 10/07/2022 CHF   64.100
UBS AG/London       9.00010/14/2022  CHF   70.650
UBS AG/London      11.250 4/14/2023  CHF   50.300
UBS AG/London      10.50010/14/2022  EUR   65.500
UBS AG/London       6.250 4/14/2023  CHF   62.000
UBS AG/London       6.75010/14/2022  EUR   64.650
UBS AG/London      10.50010/14/2022  USD   79.650
UBS AG/London      11.75010/14/2022  CHF   45.050
UBS AG/London       7.75010/14/2022  CHF   65.800
UBS AG/London      12.750 4/14/2023  CHF   58.450
UBS AG/London       9.000 4/14/2023  CHF   63.900
DZ Bank AG Deutsc   9.500 6/22/2022  EUR   64.850
DZ Bank AG Deutsc   6.250 6/22/2022  EUR   70.360
DZ Bank AG Deutsc   8.700 6/24/2022  EUR   69.330
DZ Bank AG Deutsc  11.800 6/24/2022  EUR   63.790
DZ Bank AG Deutsc  13.300 6/24/2022  EUR   61.350
DZ Bank AG Deutsc  14.900 6/24/2022  EUR   59.110
DZ Bank AG Deutsc   8.300 6/24/2022  EUR   62.550
DZ Bank AG Deutsc   8.500 6/22/2022  EUR   74.300
DZ Bank AG Deutsc   6.500 6/22/2022  EUR   67.620
DZ Bank AG Deutsc   9.600 6/24/2022  EUR   76.400
DZ Bank AG Deutsc   6.800 6/24/2022  EUR   72.190
DZ Bank AG Deutsc  10.800 6/24/2022  EUR   64.180
DZ Bank AG Deutsc   5.000 6/22/2022  EUR   68.870
DZ Bank AG Deutsc  12.300 6/24/2022  EUR   64.070
DZ Bank AG Deutsc  14.700 6/24/2022  EUR   77.430
DZ Bank AG Deutsc  17.100 6/24/2022  EUR   72.760
Vontobel Financia  21.000 6/24/2022  EUR   75.520
Vontobel Financia  22.500 6/24/2022  EUR   72.880
Vontobel Financia  19.500 6/24/2022  EUR   78.390
Zurcher Kantonalb   7.300 4/18/2023  CHF   79.550
BNP Paribas Issua   5.680 4/25/2023  EUR   72.100
Raiffeisen Schwei   6.500 07/12/2022 CHF   58.350
Vontobel Financia   5.000 6/24/2022  EUR   73.780
Vontobel Financia   6.000 6/24/2022  EUR   70.960
Vontobel Financia   6.500 6/24/2022  EUR   69.640
Vontobel Financia   5.500 6/24/2022  EUR   72.340
Vontobel Financia   7.500 6/24/2022  EUR   68.400
Vontobel Financia   8.500 6/24/2022  EUR   65.990
Vontobel Financia  10.000 6/24/2022  EUR   63.790
Vontobel Financia   9.000 6/24/2022  EUR   64.860
Vontobel Financia   8.000 6/24/2022  EUR   67.170
Vontobel Financia  12.500 6/24/2022  EUR   59.820
Vontobel Financia  14.500 6/24/2022  EUR   57.180
Vontobel Financia  10.500 6/24/2022  EUR   62.740
Vontobel Financia  13.000 6/24/2022  EUR   58.900
Vontobel Financia  15.500 6/24/2022  EUR   56.380
Vontobel Financia   9.000 6/24/2022  EUR   76.320
Vontobel Financia  12.000 6/24/2022  EUR   69.930
Vontobel Financia   8.000 6/24/2022  EUR   80.030
Vontobel Financia   2.000 6/24/2022  EUR   72.930
Vontobel Financia   9.000 6/24/2022  EUR   59.520
Vontobel Financia  11.500 6/24/2022  EUR   57.000
Vontobel Financia  14.000 6/24/2022  EUR   54.720
Vontobel Financia   7.000 6/24/2022  EUR   62.330
Vontobel Financia   7.500 6/24/2022  EUR   76.390
Vontobel Financia   9.500 6/24/2022  EUR   71.240
Vontobel Financia  15.000 6/24/2022  EUR   61.710
Vontobel Financia  12.500 6/24/2022  EUR   65.430
Vontobel Financia  11.000 6/24/2022  EUR   68.200
Vontobel Financia  11.500 6/24/2022  EUR   66.770
Vontobel Financia  14.000 6/24/2022  EUR   62.890
Vontobel Financia  18.000 6/24/2022  EUR   57.410
Vontobel Financia  19.000 6/24/2022  EUR   56.450
Vontobel Financia  15.500 6/24/2022  EUR   75.900
Vontobel Financia  16.500 6/24/2022  EUR   74.760
Vontobel Financia   4.500 6/24/2022  EUR   75.280
Vontobel Financia   4.000 6/24/2022  EUR   76.840
Vontobel Financia   8.500 6/24/2022  EUR   72.850
Vontobel Financia  10.000 6/24/2022  EUR   69.670
Vontobel Financia  15.500 6/24/2022  EUR   60.560
Vontobel Financia  13.500 6/24/2022  EUR   64.150
Vontobel Financia  16.500 6/24/2022  EUR   59.480
Vontobel Financia  19.500 6/24/2022  EUR   55.500
Vontobel Financia  17.500 6/24/2022  EUR   58.440
Vontobel Financia  10.500 6/24/2022  EUR   72.970
Vontobel Financia  15.500 6/24/2022  EUR   64.620
Vontobel Financia  13.500 6/24/2022  EUR   67.140
Vontobel Financia   3.500 6/24/2022  EUR   68.980
Vontobel Financia   5.000 6/24/2022  EUR   65.460
Vontobel Financia  11.000 6/24/2022  EUR   61.720
Vontobel Financia  12.000 6/24/2022  EUR   60.770
Vontobel Financia  14.000 6/24/2022  EUR   58.040
Vontobel Financia  16.000 6/24/2022  EUR   55.570
Vontobel Financia  15.000 6/24/2022  EUR   73.520
Vontobel Financia  15.000 6/24/2022  EUR   75.100
Vontobel Financia  13.500 6/24/2022  EUR   77.320
Vontobel Financia   8.000 6/24/2022  EUR   74.580
Raiffeisen Switze  10.000 4/16/2024  USD   65.200
Vontobel Financia  15.000 6/24/2022  EUR   74.790
Vontobel Financia  12.500 6/24/2022  EUR   76.080
Vontobel Financia  13.500 6/24/2022  EUR   73.550
Vontobel Financia  15.000 6/24/2022  EUR   71.230
Vontobel Financia  18.000 6/24/2022  EUR   67.040
Vontobel Financia  16.500 6/24/2022  EUR   69.060
Vontobel Financia  19.500 6/24/2022  EUR   65.140
Vontobel Financia   9.000 6/24/2022  EUR   73.490
Vontobel Financia   7.000 6/24/2022  EUR   77.780
Vontobel Financia  11.500 6/24/2022  EUR   69.720
Vontobel Financia  12.500 6/24/2022  EUR   67.970
Vontobel Financia  10.000 6/24/2022  EUR   71.530
Vontobel Financia  14.000 6/24/2022  EUR   66.340
Vontobel Financia   8.000 6/24/2022  EUR   75.570
Vontobel Financia  15.500 6/24/2022  EUR   64.810
Vontobel Financia  16.500 6/24/2022  EUR   63.320
Vontobel Financia  18.000 6/24/2022  EUR   61.930
Vontobel Financia   9.500 6/24/2022  EUR   72.190
Vontobel Financia   8.000 6/24/2022  EUR   76.070
Vontobel Financia  11.500 6/24/2022  EUR   68.740
UniCredit Bank AG   5.300 7/22/2022  EUR   74.150
UniCredit Bank AG   6.900 7/22/2022  EUR   68.800
UniCredit Bank AG   7.800 7/22/2022  EUR   66.430
UniCredit Bank AG   8.700 7/22/2022  EUR   64.210
UniCredit Bank AG   9.600 7/22/2022  EUR   62.200
UniCredit Bank AG  10.600 7/22/2022  EUR   60.290
UniCredit Bank AG   6.100 7/22/2022  EUR   71.370
UniCredit Bank AG   5.90011/25/2022  EUR   72.550
UniCredit Bank AG   5.20011/25/2022  EUR   74.750
UniCredit Bank AG   7.90011/25/2022  EUR   66.520
UniCredit Bank AG   7.20011/25/2022  EUR   68.390
UniCredit Bank AG   8.60011/25/2022  EUR   64.780
UniCredit Bank AG   6.50011/25/2022  EUR   70.380
UniCredit Bank AG   9.40011/25/2022  EUR   63.210
Vontobel Financia  15.000 6/24/2022  EUR   54.470
Leonteq Securitie  11.500 7/15/2022  USD   75.140
Leonteq Securitie  11.000 7/19/2022  CHF   72.030
Corner Banca SA    12.00010/19/2022  EUR   69.510
Leonteq Securitie   9.00010/19/2022  USD   65.740
Leonteq Securitie   7.00010/19/2022  CHF   59.020
Vontobel Financia  17.000 6/24/2022  EUR   62.550
Vontobel Financia  14.500 6/24/2022  EUR   66.480
Vontobel Financia  17.000 6/24/2022  EUR   69.440
Vontobel Financia  15.000 6/24/2022  EUR   73.100
Vontobel Financia   9.500 6/24/2022  EUR   76.250
Vontobel Financia  12.000 6/24/2022  EUR   71.000
Vontobel Financia   9.000 6/24/2022  EUR   58.880
Vontobel Financia  13.000 6/24/2022  EUR   59.150
Leonteq Securitie   8.310 7/19/2022  EUR   57.700
Otthon Centrum Ho   3.000 4/19/2031  HUF   73.700
DZ Bank AG Deutsc   9.750 6/22/2022  EUR   54.350
DZ Bank AG Deutsc   8.000 6/22/2022  EUR   58.680
DZ Bank AG Deutsc   5.250 6/22/2022  EUR   68.890
DZ Bank AG Deutsc   9.000 6/22/2022  EUR   71.860
DZ Bank AG Deutsc   7.750 6/22/2022  EUR   63.200
DZ Bank AG Deutsc   8.500 6/22/2022  EUR   73.240
DZ Bank AG Deutsc  10.500 6/22/2022  EUR   64.910
DZ Bank AG Deutsc   5.750 6/22/2022  EUR   76.120
DZ Bank AG Deutsc   6.750 6/22/2022  EUR   67.660
Vontobel Financia  17.000 6/24/2022  EUR   76.400
Vontobel Financia  17.000 6/24/2022  EUR   52.380
Vontobel Financia  13.000 6/24/2022  EUR   57.820
Vontobel Financia   9.500 6/24/2022  EUR   64.720
Vontobel Financia  14.000 6/24/2022  EUR   64.560
Vontobel Financia  10.000 6/24/2022  EUR   70.670
Vontobel Financia   3.000 6/24/2022  EUR   81.990
Vontobel Financia   8.000 6/24/2022  EUR   67.980
Vontobel Financia   4.500 6/24/2022  EUR   76.710
Vontobel Financia  10.500 6/24/2022  EUR   64.390
Vontobel Financia  12.500 6/24/2022  EUR   61.170
Vontobel Financia  14.500 6/24/2022  EUR   58.280
Vontobel Financia   6.000 6/24/2022  EUR   72.060
Vontobel Financia   8.000 6/24/2022  EUR   73.050
Vontobel Financia  13.000 6/24/2022  EUR   50.800
Vontobel Financia   8.000 6/24/2022  EUR   69.040
Vontobel Financia   9.000 6/24/2022  EUR   57.400
Vontobel Financia  20.000 6/24/2022  EUR   53.130
DekaBank Deutsche   2.400 5/17/2024  EUR   55.820
UBS AG/London       7.800 4/20/2026  EUR   67.540
Leonteq Securitie  10.00010/20/2022  CHF   73.660
Leonteq Securitie  10.000 7/20/2022  CHF   26.740
Vontobel Financia  14.000 6/24/2022  EUR   73.270
Vontobel Financia  12.500 6/24/2022  EUR   73.170
Vontobel Financia   3.000 6/24/2022  EUR   53.180
Vontobel Financia   4.000 6/24/2022  EUR   52.950
Vontobel Financia  10.000 6/24/2022  EUR   16.360
Vontobel Financia   9.000 6/24/2022  EUR   72.940
Vontobel Financia  13.000 6/24/2022  EUR   53.550



                           *********


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 * * *