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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, September 11, 2023, Vol. 24, No. 182

                           Headlines



F R A N C E

ALTICE FRANCE: EUR1.72BB Bank Debt Trades at 10% Discount
BANIJAY ENTERTAINMENT: Moody's Rates New EUR910MM Sec. Notes 'B1'
BANIJAY GROUP: S&P Rates EUR910MM New Senior Secured Bonds 'B+'


G E R M A N Y

SLV GMBH: EUR397MM Bank Debt Trades at 16% Discount


I R E L A N D

AVOCA STATIC I: Fitch Puts 'BB-(EXP)sf' Rating to Cl. E Notes
FINANCE IRELAND NO. 3: S&P Affirms 'BB+ (sf)' Rating on F Notes
HARVEST CLO XXX: S&P Assigns B- (sf) Rating to Class F Notes
METRON STORES: Iceland Closes Stores Following Liquidation
MILLTOWN PARK CLO: Moody's Affirms B2 Rating on EUR12MM E Notes

SEGOVIA EUROPEAN 4-2017: Moody's Affirms B2 Rating on Cl. F Notes


I T A L Y

BELVEDERE SPV: Moody's Cuts Rating on EUR320MM Class A Notes to B2
UDINE SRL: October 18 Sale Scheduled for Property Complex


L U X E M B O U R G

MALLINCKRODT INTERNATIONAL: $1.39BB Bank Debt Trades at 26% Off
VIVION INVESTMENTS: S&P Lowers Sr. Unsecured Notes Rating to 'BB-'


N E T H E R L A N D S

KETER GROUP: S&P Upgrades ICR to 'CCC+', Outlook Developing


P O R T U G A L

EMPRESA DE ELECTRICIDADE: Moody's Withdraws 'Ba3' Long Term CFR


T U R K E Y

ANADOLU EFES: Fitch Keeps 'BB+' LongTerm IDR on Watch Negative


U N I T E D   K I N G D O M

BELL GROUP: Relevant Date Application to be Heard in October 2023
DURHAM MORTGAGES: S&P Affirms 'CCC (sf)' Rating on X-Dfrd Notes
J TOMLINSON: Owed GBP33 Million at Time of Collapse
JACKSONS THE BAKERS: Bought Out of Administration
PITTARDS: To Close Down After Failing to Find Buyer

QUANTUM 4: Opus Restructuring Named as Administrator
RBC INVESTOR: Oct. 9 Hearing Set for Business Transfer Scheme
RMAC NO.3: S&P Assigns Prelim B- (sf) Rating to Class F-Dfrd Notes
[*] UK: Administrations in Construction Sector Hit Monthly Record


X X X X X X X X

[*] BOND PRICING: For the Week September 4 to September 8, 2023

                           - - - - -


===========
F R A N C E
===========

ALTICE FRANCE: EUR1.72BB Bank Debt Trades at 10% Discount
---------------------------------------------------------
Participations in a syndicated loan under which Altice France SA is
a borrower were trading in the secondary market around 89.6
cents-on-the-dollar during the week ended Friday, September 8,
2023, according to Bloomberg's Evaluated Pricing service data.

The EUR1.72 billion facility is a Term loan that is scheduled to
mature on August 31, 2028.  The amount is fully drawn and
outstanding.

Altice France provides wireless telecommunication services. The
Company offers fiber optic network solutions for all type of media.
Altice France serves customers in France.


BANIJAY ENTERTAINMENT: Moody's Rates New EUR910MM Sec. Notes 'B1'
-----------------------------------------------------------------
Moody's Investors Service has assigned B1 ratings to the proposed
EUR910 million equivalent backed senior secured notes due 2029. The
issuance will be split into two tranches, one denominated in euros
and the other denominated in US dollars and will be issued by
Banijay Entertainment S.A.S. ("Banijay" or "the company"). Banijay
is the largest independent TV content producer. The outlook is
stable.

All other ratings remain unchanged, including Banijay Group S.A.S.'
B2 long term corporate family rating, the B2-PD probability of
default rating (PDR), the Caa1 senior unsecured debt instrument
rating, Banijay's B1 backed senior secured ratings and the B1
senior secured bank credit facilities issued by Banijay and Banijay
Group US Holdings Inc.

This transaction is leverage neutral, as proceeds from this debt
issuance will be used to repay the EUR575 million backed senior
secured notes and the outstanding $348 million backed senior
secured notes due March 2025 borrowed by Banijay Entertainment
S.A.S.

RATINGS RATIONALE

Banijay's ratings reflect the company's large scale of operations
and global footprint; good geographic diversification; strategic
focus on non-scripted content in highly profitable time slots;
established and proven formats with high and recurring revenue and
earnings visibility; strong free cash flow (FCF) generation;
positive industry demand dynamics; good track record of operating
performance and management's commitment to reduce leverage over the
next two years.

The ratings also factor in the company's high leverage; high client
concentration, risks and costs related to talent acquisition and
retention; and the challenge to continuously create, refresh and
replace formats.

RATIONALE FOR STABLE OUTLOOK

The stable outlook reflects Moody's expectation that the company
will report organic revenue growth in high-single digits over the
next 12-18 months and a Moody's adjusted EBITDA margin of around
12%. The stable outlook also reflects the assumption that the
company will reduce its Moody's-adjusted gross leverage ratio below
6.5x over the next 12-18 months. The outlook does not factor in any
large debt-funded acquisition and assumes adequate liquidity at all
times.

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

Upward rating pressure could develop if the company's
Moody's-adjusted gross leverage ratio declines below 5.5x and its
retained cash flow/net debt ratio increases above 10%, both on a
sustained basis.

Downward rating pressure could build up if operating performance
deteriorates, Moody's-adjusted gross leverage remains above 6.5x on
a sustained basis or free cash flow generation turns negative,
leading to a deterioration in the company's liquidity.

PRINCIPAL METHODOLOGY

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

COMPANY PROFILE

Banijay Group S.A.S., headquartered in Paris, France, is the
world's largest independent content production group. It creates,
develops, sells, produces and distributes television content
worldwide across a well-diversified network of around 130
production companies in 21 different countries. The group has a
strong position in both scripted and non-scripted content
production and benefits from an extensive library of around 172,000
hours of content. In 2022, the group reported revenue and adjusted
EBITDA of EUR3.2 billion and EUR472 million, respectively.

BANIJAY GROUP: S&P Rates EUR910MM New Senior Secured Bonds 'B+'
---------------------------------------------------------------
S&P Global Ratings assigned its 'B+' issue rating to the EUR910
million-equivalent proposed senior secured notes, due 2029, to be
issued by France-based independent content production group Banijay
Group SAS (Banijay). The '3' recovery rating indicates our
expectations of meaningful recovery prospects (50%-70%; rounded
estimate: 60%) for debtholders in the event of a payment default.

The company plans to use the proceeds to refinance its
euro-denominated EUR575 million and U.S.-dollar-denominated EUR320
million senior secured notes, both maturing on March 1, 2025. In
S&P's view, the issuance will be largely neutral for the group's
credit metrics despite a slight increase in leverage and higher
interest costs on the new debt compared to our latest-published
forecasts.

S&P said, "We continue to believe that Banijay's revenue and EBITDA
will expand in 2023-2024, leading to some deleveraging from 2024.
That said, we now forecast slightly higher S&P Global
Ratings-adjusted leverage of 5.1x-5.2x in 2023 versus about 5.0x in
our previous forecasts. This reflects slightly higher interest
expenses on the proposed senior secured notes, bond issuance costs,
and hence lower free operating cash flow of EUR160 million-EUR180
million versus EUR200 million-EUR220 million previously. It will
also translate into a slightly lower cash balance at year-end
2023.

"While we forecast no leverage headroom in 2023, we expect
Banijay's adjusted leverage to improve to less than 5.0x in
2024-2025. The group aims to reduce its net leverage toward its
target of less than 4.0x (excluding earnout liabilities)--or less
than 4.5x on an adjusted basis--by 2025, which also supports our
forecast."

Issue Ratings - Recovery Analysis

Key analytical factors

-- S&P rates the proposed senior secured debt, including the
proposed senior secured bonds, 'B+' with a '3' recovery rating, in
line with the existing senior secured instruments.

-- The '3' recovery rating reflects S&P's expectation of
meaningful recovery (50%-70%; rounded estimate: 60%) in the event
of default and is supported by the prior-ranking status of this
debt and the presence of the subordinated notes. Recovery prospects
are slightly higher to factor in Banijay's continued organic
revenue growth and recent acquisitions.

-- The EUR400 million senior unsecured notes due 2026 are not
affected by the proposed transaction, leaving S&P's issue rating
unchanged at 'B-' and recovery rating at '6'. The recovery rating
reflects its expectations of no recovery in the event of default,
due to the debt's subordinated nature.

-- In S&P's hypothetical default scenario, it assumes several
underperforming TV shows and production cost overruns, combined
with severe working capital pressure that materially erodes cash
flow.

-- S&P values Banijay as a going concern, given its market
position as the largest independent TV content producer in the
world, broad geographical diversity, and strong and long-lasting
relationships with major broadcast networks and
over-the-top/subscription players.

Simulated default assumptions

-- Year of default: 2027
-- Jurisdiction: France

Simplified waterfall

-- EBITDA at emergence: About EUR240 million

-- EBITDA multiple: 6.5x, in line with standard for the media
industry.

-- Gross enterprise value at default: About EUR1.54 billion

-- Net enterprise value after administrative costs (5%): About
EUR1.48 billion

-- Estimated first-lien debt: EUR2.2 billion

-- Total value available to first-lien debt after satisfying the
claims of close to EUR140 million of priority debt: EUR1.34
billion

    --Recovery prospects for first-lien debt: 50%-70% (rounded
estimate: 60%)

-- Estimated unsecured debt claims: EUR422 million

    --Recovery prospects for unsecured debt claims: 0%-10% (rounded
estimate: 0%)

-- The senior revolving credit facility is assumed 85% drawn at
the time of default. All debt amounts include six months of
prepetition interest.




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

SLV GMBH: EUR397MM Bank Debt Trades at 16% Discount
---------------------------------------------------
Participations in a syndicated loan under which SLV GmbH is a
borrower were trading in the secondary market around 83.7
cents-on-the-dollar during the week ended Friday, September 8,
2023, according to Bloomberg's Evaluated Pricing service data.

The EUR397 million facility is a Term loan that is scheduled to
mature on January 3, 2024.  The amount is fully drawn and
outstanding.

SLV GmbH provides lighting products. The Company offers lamps,
pendant, fittings, transformers, control devices, and electrical
products. The Company's country of domicile is Germany.



=============
I R E L A N D
=============

AVOCA STATIC I: Fitch Puts 'BB-(EXP)sf' Rating to Cl. E Notes
-------------------------------------------------------------
Fitch Ratings has assigned Avoca Static CLO I Designated Activity
Company notes expected ratings.

The assignment of final ratings will be contingent on the final
documents conforming to the draft received for the assignment of
the expected ratings.

   Entity/Debt         Rating           
   -----------         ------            
Avoca Static
CLO I Designated
Activity Company

   A               LT AAA(EXP)sf  Expected Rating
   B               LT AA(EXP)sf   Expected Rating
   C               LT A(EXP)sf    Expected Rating
   D               LT BBB(EXP)sf  Expected Rating
   E               LT BB-(EXP)sf  Expected Rating

TRANSACTION SUMMARY

Avoca Static CLO I Designated Activity Company is a cash flow
collateralised loan obligation (CLO) managed by KKR Credit Advisors
(Ireland) Unlimited Company. Net proceeds from the issuance of the
notes will be used to purchase a static pool of primarily secured
senior loans and bonds, with a target par of EUR329 million.

KEY RATING DRIVERS

'B'/'B-' Portfolio Credit Quality (Neutral): Fitch places the
average credit quality of obligors at 'B' /'B-'. The Fitch weighted
average rating factor (WARF) of the identified portfolio is 25.4.

High Recovery Expectations (Positive): The portfolio consists
solely of senior secured obligations and first-lien loans. Fitch
views the recovery prospects for these assets as more favorable
than for second-lien, unsecured and mezzanine assets. The Fitch
weighted average recovery rate (WARR) of the identified portfolio
is 62.4%.

Diversified Portfolio Composition (Positive): The largest three
industries comprise 38.7% of the portfolio balance, the top 10
obligors represent 12.7% of the portfolio balance and the largest
obligor represents 1.4% of the portfolio.

Static Portfolio (Positive): The transaction does not have a
reinvestment period and discretionary sales are not permitted.
Fitch's analysis is based on the identified portfolio. The agency
notched down by one level the ratings of all obligors with a
Negative Outlook (floored at 'CCC-'). These represent 7.3% of the
identified portfolio. Post the adjustment on Negative Outlook, the
WARF of the portfolio is 26.3.

Deviation from Model-Implied Ratings: The one-notch deviation from
the model-implied ratings (MIR) for the class B, C, and D notes,
and the two-notch deviation for the class E notes reflect a limited
break-even default-rate cushion at their MIRs. This takes into
consideration Fitch's expectation of deterioration in asset
performance, which unlike reinvesting CLOs, would immediately
affect the ratings of static CLOs.

RATING SENSITIVITIES

Factors that Could, Individually or Collectively, Lead to Negative
Rating Action/Downgrade

A 25% increase of the mean default rate (RDR) across all ratings
and a 25% decrease of the recovery rate (RRR) across all ratings of
the identified portfolio would lead to downgrades of up to three
notches for the rated notes.

Downgrades, which are based on the identified portfolio, may occur
if the loss expectation is larger than initially assumed, due to
unexpectedly high levels of default and portfolio deterioration.
Due to the better WARF of the identified portfolio than the
Fitch-stressed portfolio and the deviation from the MIRs, the class
B, C, D and E notes each display a rating cushion of one notch.

Should the cushion between the identified portfolio and the
Fitch-stressed portfolio erode due to manager trading or negative
portfolio credit migration, a 25% increase of the mean RDR across
all ratings and a 25% decrease of the RRR all ratings of the
stressed portfolio would lead to downgrades of up to four notches
for the rated notes.

Factors that Could, Individually or Collectively, Lead to Positive
Rating Action/Upgrade

A 25% reduction of the mean RDR across all ratings and a 25%
increase in the RRR across all ratings of the Fitch-stressed
portfolio would lead to upgrades of up to four notches for the
rated notes, except for the 'AAAsf' rated notes.

Upgrades may occur on stable portfolio credit quality and
deleveraging leading to higher credit enhancement and excess spread
available to cover losses in the remaining portfolio.

DATA ADEQUACY

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

Overall, and together with any assumptions referred to above,
Fitch's assessment of the information relied upon for the agency's
rating analysis according to its applicable rating methodologies
indicates that it is adequately reliable.

FINANCE IRELAND NO. 3: S&P Affirms 'BB+ (sf)' Rating on F Notes
---------------------------------------------------------------
S&P Global Ratings raised its credit ratings on Finance Ireland
RMBS No. 3 DAC's class B-Dfrd, C-Dfrd, and D-Dfrd notes to 'AA+
(sf)' from 'AA (sf)', 'AA (sf)' from 'A (sf)', and 'A (sf)' from
'BBB+ (sf)', respectively. At the same time, S&P affirmed its 'AAA
(sf)', 'BBB (sf)', and 'BB+ (sf)' ratings on the class A, E-Dfrd,
and F-Dfrd notes, respectively.

The rating actions reflect its full analysis of the most recent
transaction information that it has received and the transaction's
structural features.

The transaction's performance remains stable with low arrears,
while both the general reserve fund and the class A liquidity
reserve fund remain at their respective targets.

S&P said, "After applying our global residential loans criteria,
our weighted-average foreclosure frequency has decreased primarily
because of the transaction's improved weighted-average
loan-to-income ratio and the reduced originator adjustment we are
applying in Finance Ireland. We also note a reduction in our
first-time buyer penalty applied in this transaction due to
increased seasoning of the loans. Our weighted-average loss
severity assumptions have decreased at all rating levels due mainly
to the reduced current weighted-average loan-to-value ratio in line
with the benefit we have given to house price index growth since
closing."

  Credit Analysis Results

  RATING LEVEL    WAFF (%)    WALS (%)

   AAA            26.07       29.79

   AA             17.73       25.4

   A              13.54       17.42

   BBB             9.16       13.22

   BB              4.97       10.35

   B               3.96         7.8

WAFF--Weighted-average foreclosure frequency.
WALS--Weighted-average loss severity.

S&P said, "We expect Irish inflation to have peaked in 2022 at 8%.
Although elevated inflation is overall credit negative for all
borrowers, inevitably some borrowers will be more affected than
others. To the extent inflationary pressures materialize more
quickly or more severely than currently expected, risks may emerge.
However, we consider the borrowers in this transaction to be prime
and as such they will generally have strong resilience to
inflationary pressures. We have considered this in both our credit
and cash flow analyses.

"Considering the results of our credit and cash flow analysis, the
increased available credit enhancement, and the transaction's
performance, we consider that the available credit enhancement for
the class B-Dfrd, C-Dfrd, and D-Dfrd notes is commensurate with
higher ratings than those currently assigned. We therefore raised
our ratings on these classes of notes.

"We analyzed the performance of the junior class E-Dfrd and F-Dfrd
notes under different stress scenarios. Specifically, we considered
the high proportion of loans that are on fixed-rate products and
are due to revert to a floating rate in the coming years. This
could potentially lead to an increase beyond the typical level of
prepayments expected under our criteria. We also considered the
potential sensitivity of these classes of notes to an increase in
arrears as a result of cost of living pressures, and the
sensitivity of the notes to reduced revenues caused by product
switches. In each case, the ratings remain robust.

"Our ratings on the class B–Dfrd to D-Dfrd notes address the
ultimate payment of interest and principal, and timely receipt of
interest when they become the most senior class outstanding. There
will be limited liquidity in the transaction when the class E-Dfrd
and F-Dfrd notes become the most senior. The transaction's
performance and increased credit enhancement have not had as
positive an effect in our cash flow analysis for the class E Dfrd
and F-Dfrd compared with other classes of notes. We therefore
affirmed our 'BBB (sf)' and 'BB+ (sf)' ratings on the class E-Dfrd
and F-Dfrd notes.

"The available credit enhancement for the class A notes continue to
be commensurate with the currently assigned rating. We therefore
affirmed our 'AAA (sf)' rating on this class of notes."

Finance Ireland RMBS No. 3 is a static RMBS transaction that
securitizes a portfolio of owner-occupied mortgage loans, secured
over residential properties in Ireland. The transaction closed in
June 2021.


HARVEST CLO XXX: S&P Assigns B- (sf) Rating to Class F Notes
------------------------------------------------------------
S&P Global Ratings assigned credit ratings to Harvest CLO XXX DAC's
class A to F European cash flow CLO notes. At closing, the issuer
also issued unrated class Z and subordinated notes.

Under the transaction documents, the rated notes pay quarterly
interest unless a frequency switch event occurs. Following this,
the notes will permanently switch to semiannual payments.

The portfolio's reinvestment period will end approximately 4.6
years after closing, while the non-call period will end 2.0 years
after closing.

The ratings reflect S&P's assessment of:

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

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

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

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

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

  Portfolio benchmarks
                                                      CURRENT

  S&P weighted-average rating factor                 2,850.65

  Default rate dispersion                              395.10

  Weighted-average life including
  reinvestment (years)                                   4.64

  Obligor diversity measure                            113.57

  Industry diversity measure                            20.70

  Regional diversity measure                             1.31


  Transaction key metrics

  CURRENT

  Portfolio weighted-average rating
  derived from our CDO evaluator                            B

  'CCC' category rated assets (%)                        0.50

  'AAA' weighted-average recovery (%)                   35.72

  Floating-rate assets (%)                              90.00

  Covenanted weighted-average spread (net of floors; %)  4.15

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

S&P said, "In our cash flow analysis, we used the EUR400 million
target par amount, the covenanted weighted-average spread (4.15%),
and the covenanted weighted-average coupon (4.50%) as indicated by
the collateral manager. We assumed the actual weighted-average
recovery rates at all rating levels. We applied various cash flow
stress scenarios, using four different default patterns, in
conjunction with different interest rate stress scenarios for each
liability rating category.

"Our credit and cash flow analysis shows that the class B-1, B-2,
C, D, and E notes benefit from break-even default rate (BDR) and
scenario default rate cushions that we would typically associate
with higher ratings than those assigned. However, as the CLO is
still in its reinvestment phase, during which the transaction's
credit risk profile could deteriorate, we capped our ratings on the
notes. The class A and F notes can withstand stresses commensurate
with the assigned rating.

"Until the end of the reinvestment period on April 27, 2028, the
collateral manager may substitute assets in the portfolio if our
CDO Monitor test is maintained or improved in relation to the
initial ratings on the notes. This test looks at the total losses
the transaction can sustain as established by the initial cash
flows for each rating, and compares that with the current
portfolio's default potential plus par losses to date. As a result,
until the end of the reinvestment period, the collateral manager
may through trading deteriorate the transaction's current risk
profile, if the initial ratings are maintained.

"Under our structured finance sovereign risk criteria, we consider
the transaction's exposure to country risk sufficiently mitigated
at the assigned ratings.

"The transaction's documented counterparty replacement and remedy
mechanisms adequately mitigate its exposure to counterparty risk
under our current counterparty criteria.

"The transaction's legal structure and framework is bankruptcy
remote, in line with our legal criteria.

"Following our analysis of the credit, cash flow, counterparty,
operational, and legal risks, we believe our ratings are
commensurate with the available credit enhancement for the class A
to F notes.

"In addition to our standard analysis, to indicate how rising
pressures among speculative-grade corporates could affect our
ratings on European CLO transactions, we also included the
sensitivity of the ratings on the class A to E notes based on four
hypothetical scenarios.

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

  Ratings list

  CLASS    RATING*     BALANCE    SUB (%)    INTEREST RATE§
                       (MIL. EUR)

  A       AAA (sf)     242.00     39.50   Three/six-month EURIBOR
                                          plus 1.75%
  
  B-1     AA (sf)       39.50     27.75   Three/six-month EURIBOR
                                          plus 2.60%

  B-2     AA (sf)        7.50     27.75   6.50%

  C       A (sf)        22.00     22.25   Three/six-month EURIBOR
                                          plus 3.40%

  D       BBB- (sf)     27.00     15.50   Three/six-month EURIBOR  

                                          plus 5.20%

  E       BB- (sf)      18.00     11.00   Three/six-month EURIBOR
                                          plus 7.50%

  F       B- (sf)       12.00      8.00   Three/six-month EURIBOR
                                          plus 9.47%

  Z       NR             0.25       N/A   N/A

  Sub. Notes  NR        31.40       N/A   N/A

*The ratings assigned to the class A and B notes address timely
interest and ultimate principal payments. The ratings assigned to
the class C, D, E, and F notes address ultimate interest and
principal payments.

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


EURIBOR--Euro Interbank Offered Rate.

NR--Not rated.

N/A—-Not applicable.


METRON STORES: Iceland Closes Stores Following Liquidation
----------------------------------------------------------
The Journal reports that discount retailer Iceland has closed its
final stores in Ireland, as its parent company, Metron Stores Ltd,
has entered liquidation.

According to The Journal, Iceland stores in Blanchardstown,
Portlaoise, Fingal, Limerick and Shannon closed unexpectedly on
Sunday, Sept. 10, with staff reportedly being given as little as 15
minutes notice.

The future of the company's Irish stores has been rooted in
uncertainty in recent months, with an examiner appointed in June to
rescue the Ireland franchise's stores from going under, The Journal
relates.

The closures mark the end of attempts to save the company, The
Journal notes.  There had been discussions with an unrevealed
investor, believed to be Tesco Ireland, The Journal states.

However, on Sept. 7 Mr. Justice Quinn was informed that the
proposed investor had pulled out of the process, with the result
that there was no reality of a scheme being put together that would
save the business, The Journal recounts.

Lawyers for the examiner said that their clients had no choice
other than ask the judge to bring the company's period of
protection from its creditors to an end and place Metron into
liquidation, The Journal relays.

Mr. Justice Quinn agreed to make orders winding up the company and
that Mr. Joe Walsh, who had been appointed as examiner to the
retailer, act as the firm's liquidator, The Journal discloses.

A number of stores have already closed, including Ballyfermot,
Talbot St and Tallaght in Dublin, as well as shops in Kerry,
Wexford, Waterford, and Cork, The Journal states.

During hearings with the examiner, the High Court was told that the
company was insolvent and unable to pay debts of about EUR36
million, The Journal relates.

It also heard that approximately 150 staff are seeking payment of
wages, holiday pay and redundancy pay, according to The Journal.


MILLTOWN PARK CLO: Moody's Affirms B2 Rating on EUR12MM E Notes
---------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the following
notes issued by Milltown Park CLO DAC:

EUR22,000,000 Class A-2A Senior Secured Floating Rate Notes due
2031, Upgraded to Aaa (sf); previously on Jun 13, 2018 Definitive
Rating Assigned Aa2 (sf)

EUR20,000,000 Class A-2B Senior Secured Fixed Rate Notes due 2031,
Upgraded to Aaa (sf); previously on Jun 13, 2018 Definitive Rating
Assigned Aa2 (sf)

EUR26,000,000 Class B Senior Secured Deferrable Floating Rate
Notes due 2031, Upgraded to A1 (sf); previously on Jun 13, 2018
Definitive Rating Assigned A2 (sf)

EUR19,000,000 Class C Senior Secured Deferrable Floating Rate
Notes due 2031, Upgraded to Baa1 (sf); previously on Jun 13, 2018
Definitive Rating Assigned Baa2 (sf)

Moody's has also affirmed the ratings on the following notes:

EUR248,000,000 (Current outstanding amount EUR 221,230,000) Class
A-1 Senior Secured Floating Rate Notes due 2031, Affirmed Aaa (sf);
previously on Jun 13, 2018 Definitive Rating Assigned Aaa (sf)

EUR25,000,000 Class D Senior Secured Deferrable Floating Rate
Notes due 2031, Affirmed Ba2 (sf); previously on Jun 13, 2018
Definitive Rating Assigned Ba2 (sf)

EUR12,000,000 Class E Senior Secured Deferrable Floating Rate
Notes due 2031, Affirmed B2 (sf); previously on Jun 13, 2018
Definitive Rating Assigned B2 (sf)

Milltown Park CLO DAC, issued in June 2018, is a collateralised
loan obligation (CLO) backed by a portfolio of mostly high-yield
senior secured European loans. The portfolio is managed by
Blackstone Ireland Limited. The transaction's reinvestment period
ended in July 2022.

RATINGS RATIONALE

The rating upgrades on the Classes A-2A, A-2B, B and C Notes are
primarily a result of the deleveraging of the senior notes
following amortisation of the underlying portfolio over the last 12
months. The deal is also benefiting from a shorter weighted average
life of the portfolio which reduces the time the rated notes are
exposed to the credit risk of the underlying portfolio.

The affirmations on the ratings on the Class A-1, Class D and Class
E Notes are primarily a result of the expected losses on the notes
remaining consistent with their current ratings after taking into
account the CLO's latest portfolio, its relevant structural
features and its actual over-collateralization (OC) levels.

The Class A-1 Notes have paid down by approximately EUR26.8 million
(10.7%) in the last 12 months. As a result of the deleveraging,
over-collateralisation (OC) has increased across the capital
structure. According to the trustee report dated August 2022 [1]
the Class A, Class B, Class C and Class D OC ratios are reported at
139.09%, 127.65%, 120.41% and 112.05% compared to August 2023 [2]
levels of 141.34%, 128.63%, 120.70% and 111.65%, respectively.

In light of reinvestment restrictions during the amortisation
period, and therefore the limited ability to effect significant
changes to the current collateral pool, Moody's analysed the deal
assuming a higher likelihood that the collateral pool
characteristics would maintain an adequate buffer relative to
certain covenant requirements.

Key model inputs:

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers.

In its base case, Moody's used the following assumptions:

Performing par and principal proceeds balance: EUR372.1m

Defaulted Securities: EUR1.4m

Diversity Score: 58

Weighted Average Rating Factor (WARF): 2970

Weighted Average Life (WAL): 3.76 years

Weighted Average Spread (WAS) (before accounting for Euribor
floors): 3.62%

Weighted Average Coupon (WAC): 3.46%

Weighted Average Recovery Rate (WARR): 44.51%

Par haircut in OC tests and interest diversion test:  none

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on future
defaults is based primarily on the seniority of the assets in the
collateral pool. In each case, historical and market performance
and a collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analysing.

Methodology Underlying the Rating Action:

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

Counterparty Exposure:

The rating action took into consideration the notes' exposure to
relevant counterparties, such as account bank and swap provider,
using the methodology "Moody's Approach to Assessing Counterparty
Risks in Structured Finance" published in June 2022. Moody's
concluded the ratings of the notes are not constrained by these
risks.

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

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

Additional uncertainty about performance is due to the following:

-- Portfolio amortisation: The main source of uncertainty in this
transaction is the pace of amortisation of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortisation could accelerate as a consequence of high loan
prepayment levels or collateral sales by the collateral manager or
be delayed by an increase in loan amend-and-extend restructurings.
Fast amortisation would usually benefit the ratings of the notes
beginning with the notes having the highest prepayment priority.

-- Recovery of defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's
over-collateralisation levels. Further, the timing of recoveries
and the manager's decision whether to work out or sell defaulted
assets can also result in additional uncertainty. Moody's analysed
defaulted recoveries assuming the lower of the market price or the
recovery rate to account for potential volatility in market prices.
Recoveries higher than Moody's expectations would have a positive
impact on the notes' ratings.

In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.

SEGOVIA EUROPEAN 4-2017: Moody's Affirms B2 Rating on Cl. F Notes
-----------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the following
notes issued by Segovia European CLO 4-2017 Designated Activity
Company:

EUR29,000,000 Class B-1 Senior Secured Floating Rate Notes due
2031, Upgraded to Aaa (sf); previously on Feb 21, 2022 Upgraded to
Aa1 (sf)

EUR12,500,000 Class B-2 Senior Secured Fixed Rate Notes due 2031,
Upgraded to Aaa (sf); previously on Feb 21, 2022 Upgraded to Aa1
(sf)

EUR22,250,000 Class C Senior Secured Deferrable Floating Rate
Notes due 2031, Upgraded to A1 (sf); previously on Feb 21, 2022
Affirmed A2 (sf)

Moody's has also affirmed the ratings on the following notes:

EUR193,000,000 (Current outstanding amount EUR168,834,000) Class A
Senior Secured Floating Rate Notes due 2031, Affirmed Aaa (sf);
previously on Feb 21, 2022 Affirmed Aaa (sf)

EUR19,100,000 Class D Senior Secured Deferrable Floating Rate
Notes due 2031, Affirmed Baa2 (sf); previously on Feb 21, 2022
Upgraded to Baa2 (sf)

EUR15,500,000 Class E Senior Secured Deferrable Floating Rate
Notes due 2031, Affirmed Ba2 (sf); previously on Feb 21, 2022
Affirmed Ba2 (sf)

EUR10,100,000 Class F Senior Secured Deferrable Floating Rate
Notes due 2031, Affirmed B2 (sf); previously on Feb 21, 2022
Affirmed B2 (sf)

Segovia European CLO 4-2017 Designated Activity Company, issued in
December 2017, is a collateralised loan obligation (CLO) backed by
a portfolio of mostly high-yield senior secured European loans. The
portfolio is managed by Segovia Loan Advisors (UK) LLP. The
transaction's reinvestment period ended in January 2022.

RATINGS RATIONALE

The rating upgrades on the Class B-1, Class B-2 and Class C notes
are primarily a result of the deleveraging of the Class A notes
following amortisation of the underlying portfolio since the last
review in December 2022.

The affirmations on the ratings on the Class A, D, E and F Notes
are primarily a result of the expected losses on the notes
remaining consistent with their current ratings after taking into
account the CLO's latest portfolio, its relevant structural
features and its actual over-collateralization (OC) levels.

The Class A notes have paid down by approximately EUR 24.17 million
(12.5%) since the last rating action in February 2022. As a result
of the deleveraging, over-collateralisation (OC) has increased for
tranches A to C. According to the trustee report dated January 2022
[1] the Class A/B, Class C, Class D, Class E and Class F OC ratios
are reported at 136.60%, 124.76%, 116.12%, 109.94% and 106.26%
compared to July 2023 [2] levels of 138.51%, 125.33%, 115.84%,
109.17% and 105.21%, respectively.

Key model inputs:

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers.

In its base case, Moody's used the following assumptions:

Performing par and principal proceeds balance: EUR291.8m

Defaulted Securities: EUR4.6m

Diversity Score: 3000

Weighted Average Rating Factor (WARF): 57

Weighted Average Life (WAL): 4.7 years

Weighted Average Spread (WAS) (before accounting for Euribor
floors): 3.68%

Weighted Average Coupon (WAC): 4.66%

Weighted Average Recovery Rate (WARR): 44.70%

Par haircut in OC tests and interest diversion test: 0%

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on future
defaults is based primarily on the seniority of the assets in the
collateral pool. In each case, historical and market performance
and a collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analysing.

Moody's notes that the August 2023 [3] trustee report was published
at the time it was completing its analysis of the July 2023 data.
Key portfolio metrics such as WARF, diversity score, weighted
average spread and life, and OC ratios exhibit little or no change
between these dates.

Methodology Underlying the Rating Action:

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

Counterparty Exposure:

The rating action took into consideration the notes' exposure to
relevant counterparties, such as account bank, using the
methodology "Moody's Approach to Assessing Counterparty Risks in
Structured Finance" published in June 2022. Moody's concluded the
ratings of the notes are not constrained by these risks.

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

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

Additional uncertainty about performance is due to the following:

-- Portfolio amortisation: The main source of uncertainty in this
transaction is the pace of amortisation of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortisation could accelerate as a consequence of high loan
prepayment levels or collateral sales by or be delayed by an
increase in loan amend-and-extend restructurings. Fast amortisation
would usually benefit the ratings of the notes beginning with the
notes having the highest prepayment priority.

-- Recovery of defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's
over-collateralisation levels.  Further, the timing of recoveries
and the manager's decision whether to work out or sell defaulted
assets can also result in additional uncertainty. Moody's analysed
defaulted recoveries assuming the lower of the market price or the
recovery rate to account for potential volatility in market prices.
Recoveries higher than Moody's expectations would have a positive
impact on the notes' ratings.

In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.



=========
I T A L Y
=========

BELVEDERE SPV: Moody's Cuts Rating on EUR320MM Class A Notes to B2
------------------------------------------------------------------
Moody's Investors Service has downgraded the rating of one note in
BELVEDERE SPV S.R.L. The rating action reflects lower than
anticipated cash-flows generated from the recovery process on the
non-performing loans (NPLs) and under-hedging.

EUR320M Class A Notes, Downgraded to B2 (sf); previously on Mar
31, 2022 Downgraded to Ba3 (sf)

RATINGS RATIONALE

The rating action is prompted by lower than anticipated cash-flows
generated from the recovery process on the NPLs and under-hedging.

Lower than anticipated cash-flows generated from the recovery
process on the NPLs:

The portfolio is serviced by Prelios Credit Servicing S.p.A.
("PRECS"; unrated) for 67% of the GBV as of June 2023 and by
Bayview Italia S.r.l. ("BVI", unrated) for the remaining portion.

As of the end of the latest collection period (May 2023) Cumulative
Gross Collection Ratio stood at 26.77% for PRECS portfolio and at
60.54% for BVI portfolio. Collections have been particularly poor
on the unsecured portion of the portfolio, representing around
80.9% of current Gross Book Value ("GBV") serviced by PRECS,
according to the servicer's loan classification. On an aggregate
level the ratio stood at 45.69%, up from 41.5% at the time of last
rating action, meaning that current collections levels are
significantly lower than anticipated in the original Business Plan
projections. Indeed, through the collection period ending on May
2023, nine collection periods since closing, aggregate cumulative
gross collections were EUR181.65 million versus original business
plans expectations of EUR380.4 million.

Gross collections represented around 7.15% of the GBV at closing.
Moody's notes that this percentage is considerably low among other
NPL transactions. 77% of collections were coming from judicial
proceedings, while proceeds from ReoCo activities still represent a
minor portion of collections.

Belvedere has underperformed the servicers' original expectations
since closing with the gap between actual and servicers' and
Moody's expected collections increasing.

In terms of the underlying portfolio, the GBV stood at EUR2.16
billion as of June 2023 down from EUR2.54 billion at closing, and
the pool still exhibits a geographical concentration in the
northern regions of Italy, in particular in the Lombardy region
(24.77% of total GBV serviced by PRECS and 25.88% for the BVI
part).

Out of the approximately EUR380.40 million reduction of GBV since
closing, principal payments to Class A have been around EUR99.37
million. The principal payment to Class A was EUR3.25 million in
the June 2023 payment date, compared to the currently outstanding
amount of Class A at EUR220.63 million. In particular, Moody's
notes that in the most recent interest payment period, the ratio
between the Class A repayment and the amount of gross proceeds
suffered a significant downturn.

The advance rate, i.e. the ratio between Class A notes balance and
the outstanding gross book value of the backing portfolio, stood at
10.21% as of June 2023, down from 10.96% as of the last rating
action, but up from the 10.17% of the previous interest period.
While this advance rate is low compared to other Italian NPL
transactions in the same rating category, the rate of its decline
has been slow compared to its peers and in line with lower rated
transactions.

Unlike other rated Italian NPLs transactions, Belvedere does not
benefit from GACS guarantee and Class B interest payments are
always junior to Class A notes principal. Cumulative gross
collections are above the limit for a subordination of servicing
fees, but present value (PV) cumulative profitability ratio is in
line with other NPL Transactions at 117.52% from PRECS, but lower
than average at 91.41% for BVI, allowing PRECS fees and 70% of BVI
fees to be paid ahead of Class A interest.

Under-hedging:

The transaction benefits from one interest rate cap referenced to
the 6-month Euribor rate, split equally between J.P. Morgan SE
(Aa1(cr)/P-1(cr)) and BNP Paribas (Aa3(cr)/P-1(cr)), which are
acting as the cap counterparties. Under the cap agreement, from
June 2019 to December 2029, the SPV receives the difference, if
positive, between the six-month Euribor and 0.50%.

The notional of the interest rate cap, determined at closing, was
initially equal to EUR305.5 million in June 2019 and then
decreasing in consideration of the anticipation of the senior
notes' amortization based on a pre-defined schedule. Given the
Class A notes have so far amortised at a slower pace than the
scheduled notional amount set out in the cap agreement, a portion
of the outstanding notes is unhedged. Scheduled notional for the
next period is EUR152.40 million while Class A notes outstanding
balance stands at EUR220.62 million. The 6-month EURIBOR reference
rate for the last payment date was 2.725%, as it was fixed 6 months
before. But given current reference rates, the interest rate for
next periods will be higher, and the transaction may face
increasing difficulties in making principal repayments on the
senior notes, which may in turn further deteriorate hedging
coverage.

NPL transactions' cash flows depend on the timing and amount of
collections. Due to the current economic environment, Moody's has
considered additional stresses in its analysis, including a 6 to
12-months delay in the recovery timing. Benchmarking and
performance considerations against other Italian NPLs have also
been factored in the analysis.

The principal methodology used in this rating was "Non-Performing
and Re-Performing Loan Securitizations Methodology" published in
July 2022.

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

Factors or circumstances that could lead to an upgrade of the
rating include: (1) the recovery process of the non-performing
loans producing significantly higher cash-flows in a shorter time
frame than expected; (2) improvements in the credit quality of the
transaction counterparties; and (3) a decrease in sovereign risk.

Factors or circumstances that could lead to a downgrade of the
rating include: (1) significantly lower or slower cash-flows
generated from the recovery process on the non-performing loans due
to either a longer time for the courts to process the foreclosures
and bankruptcies, a change in economic conditions from Moody's
central scenario forecast or idiosyncratic performance factors. For
instance, should economic conditions be worse than forecasted and
the sale of the properties generate less cash-flows for the issuer
or take a longer time to sell the properties, all these factors
could result in a downgrade of the ratings; (2) deterioration in
the credit quality of the transaction counterparties; and (3)
increase in sovereign risk.

UDINE SRL: October 18 Sale Scheduled for Property Complex
---------------------------------------------------------
A large property complex owned by Udine S.r.l. has been put up for
sale.

The base price is set at EUR4,560,750.00.

The raised Bid is set at EUR200,000.00.

The mixed synchronous sale will be he held at www.garavirtuale.it
on October 18, 2023, at 9:30 a.m.  Each interested party must read
the full tender notice available on the public sales portal on the
website of the Court of Bergamo and on the websites
www.asteannunci.it, www.asteavvisi.it, www.canaleaste.it and
www.rivistaastegiudiziarie.it.

The legal liquidator can be reached at:

         Prof. Giuliano Buffelli
         Tel: 035.247532
         Fax: 035.231060
         E-mail: studio@buffelli.iet

Udine -- between the roads Via Giovanni Paolo II, Via Cromazio
d'Aquileia, Via Fusine, Via Molin Nuovo -- large property complex,
consisting of a large area of land for construction on which there
is a disused electrical substation tower and a structure with
prefabricated cement pillars and metal trusses covering a
pre-existing production building.  The General Municipal Regulatory
Plan establishes for the property complex in question a total of
29,100 square metres of Usable Surface Area, specifying the
intended use and respective quantities.  The total surface area is
112,910 square metres.  The property complex currently forms part
of a territorial area subject to the Implementation Rules of the
General Municipal Regulatory Plan as per Variant no. 31, relating
to part of the disused industrial area of the "former Bertoli
steelworks", approved on June 27, 2022, through Resolution no. 52
of the Municipal Council.  The variant entered into force on July
14, 2022.   





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

MALLINCKRODT INTERNATIONAL: $1.39BB Bank Debt Trades at 26% Off
---------------------------------------------------------------
Participations in a syndicated loan under which Mallinckrodt
International Finance SA is a borrower were trading in the
secondary market around 73.8 cents-on-the-dollar during the week
ended Friday, September 8, 2023, according to Bloomberg's Evaluated
Pricing service data.

The $1.39 billion facility is a Term loan that is scheduled to
mature on September 30, 2027.  About $1.36 billion of the loan is
withdrawn and outstanding.

Mallinckrodt International Finance SA manufactures and distributes
pharmaceutical products. The company's country of domicile is
Luxembourg.


VIVION INVESTMENTS: S&P Lowers Sr. Unsecured Notes Rating to 'BB-'
------------------------------------------------------------------
S&P Global Ratings lowered the issue rating on Vivion Investments
S.a.r.l's (Vivion's) senior unsecured notes to 'BB-' from 'BB+'.
S&P also removed the rating from CreditWatch with negative
implications, where it had placed it on Aug. 4, 2023. At the same
time, S&P revised the recovery rating on the senior unsecured notes
downward to '5' from '2' following the completion of Vivion's debt
exchange offer. The 'BB+' issue rating and '2' recovery rating on
the new senior secured notes due 2028 and 2029 are unchanged.

Following the completion of Vivion's debt exchange offer, it
received a total of around EUR1.2 billion in new senior secured
notes--EUR608.5 million due 2028 and EUR543.8 million due 2029,
with a 6.50% coupon plus payment-in-kind (PIK) interest--in
exchange for the old senior unsecured notes due 2024 and 2025 and
convertible notes due 2025. Around EUR183 million of senior
unsecured notes due 2024 remain outstanding after the debt exchange
offer, as not all investors participated in it. S&P said, "We
revised down our recovery rating on Vivion's senior unsecured debt
to reflect our view of the lower recovery prospects for its lenders
in our simulated default scenario due to the addition of senior
secured debt to its capital structure."

S&P said, "Our 'BB' issuer credit rating with a negative outlook is
unchanged. The debt exchange has improved Vivion's debt maturity
profile, but its EBITDA interest coverage ratio has come under
pressure following the significant increase in the cost of debt
post transaction. We understand that the company will be taking
actions to address this over the next few quarters, and that it
remains committed to the current ratings."

Issue Ratings--Recovery Analysis

Key analytical factors

-- Following the refinancing, Vivion has EUR183 million of senior
unsecured notes outstanding. These mature in 2024 and have a 3%
interest rate.

-- S&P said, "Our '5' recovery rating on the senior unsecured debt
reflects the lower recovery prospects for lenders in our simulated
default scenario due to the addition of secured debt to the capital
structure. We expect modest recovery prospects (10%-30%; rounded
estimate: 15%) for the unsecured lenders in the case of a
default."

-- Vivion now has two lots of senior secured notes totaling
EUR1.15 billion. These mature in 2028 and 2029 and have a 6.5%
interest rate plus PIK interest.

-- S&P's 'BB+' issue rating on the senior secured debt reflects
the company's robust asset base and the limited amount of
prior-ranking debt.

-- The '2' recovery rating on the senior secured debt reflects
S&P's expectation of substantial recovery prospects (70%-90%;
rounded estimate: 85%) for Vivion's secured lenders in the case of
a default.

-- S&P said, "Although the numerical recovery outcome exceeds 90%,
we cap the recovery rating on the senior secured notes at '2'. This
accounts for the risk that additional prior-ranking or pari
passu-ranking debt could be raised on the path to default. It also
reflects the omission from the collateral package of direct charges
over property, which we regard as real estate companies' most
valuable asset."

-- The security is mainly share pledges, with 100% of shares
pledged in several subsidiaries, including Vivion Capital Partners,
which holds 51.5% of Golden Capital Partners' shares.

-- Noteholders benefit from a significant asset base constituting
well-located and stable income-generating properties in the U.K.
and Germany. For recovery purposes, S&P only gives value to the
51.5% stake that Vivion owns in Golden Capital Partners, which
holds its German assets.

-- The documentation includes limitations on total indebtedness--a
maximum maintenance loan-to-value (LTV) ratio of 65% and an
incurrence LTV ratio of 53%.

-- S&P's hypothetical default scenario assumes a severe economic
downturn in Germany and the U.K. that puts pressure on rents,
exacerbated by an increase in competition and a material decline in
asset values.

-- S&P values Vivion as a going concern, reflecting its
relationships with hotel operators and its solid German property
portfolio. It uses a distressed asset valuation to reflect Vivion's
robust asset base valued at EUR4.0 billion.

Simulated default assumptions

-- Simulated year of default: 2028

-- Jurisdiction: U.K. and Germany

Simplified waterfall

-- Consolidated net enterprise value at default (after 5%
administrative costs): EUR2.45 billion

-- Priority debt linked to mortgages and the value available to
minorities at Golden Capital Partners: EUR1.12 billion

-- Value available for senior secured claims: EUR1.33 billion

-- Senior secured debt: EUR1.30 billion

    --Recovery expectations: 70%-90%; rounded estimate: 85%, with
the recovery rating capped at '2'

-- Unsecured debt claims: EUR183 million

    --Recovery expectations: 10%-30% (rounded estimate: 15%)

All debt amounts at default include six months of accrued
prepetition interest and all accrued PIK interest.




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

KETER GROUP: S&P Upgrades ICR to 'CCC+', Outlook Developing
-----------------------------------------------------------
S&P Global Ratings raised its issuer credit rating on Keter Group
B.V. and its issue rating on the EUR102 million revolving credit
facility (RCF) and EUR1,205 million TLB to 'CCC+' from 'CCC'. The
recovery rating on the instruments remains at '3', with recovery
prospects in the 50%-70% range (rounded estimate: 55%).

The developing outlook reflects perceived uncertainty around the
sale of Keter. S&P said, "We would consider the sale credit
positive and likely raise the ratings. We could lower the rating if
Keter fails to successfully complete the sale, which would entail
the lenders becoming the company's new owners. We would consider
any amount of debt-to-equity swap, or a potential debt
restructuring, tantamount to default under our criteria."

Keter is expected to complete the amend and extend (A&E)
transaction of its senior facilities--EUR102 million revolving
credit facility (RCF) and EUR1,205 million term loan B (TLB)--and
EUR315 million payment-in-kind (PIK) loan shortly.

The maturities of the senior and PIK facilities were extended by 17
months, while at the same time Keter raised a new super senior
EUR50 million bridge facility maturing in December 2024, which is
available for utilisation until the end of September 2023 and at
the date of this report remains undrawn.

The upgrade follows Keter's successful completion of the A&E
transaction with regard to its senior and PIK facilities, while the
strategic sale of Keter is still ongoing. The A&E transaction is
expected to be completed shortly with 100% consent from lenders
(less than 2% of lenders signed neither the company's consent
request nor lock-up agreement and were accordingly "snoozed"). As
part of the transaction, the maturity of the EUR102 million senior
RCF was extended to Dec. 31, 2024 (from July 31, 2023); the
maturity of the EUR1,205 million TLB was extended to March 31, 2025
(from Oct. 31, 2023); and the maturity of the PIK loan was extended
to Dec. 31, 2025 (from Oct. 31, 2024). The company also raised a
new super senior bridge facility of EUR50 million due on Dec. 31,
2024, to reinforce its liquidity position. As part of the
transaction's terms, a strategic sale process in respect of Keter
is expected to be launched before end of September with closing
expected before mid-2024. This will be monitored by an independent
mergers and acquisitions committee. When the sale is closed, the
existing debt will be redeemed, including the PIK loan. If the sale
process collapses, however, lenders will take ownership of the
company. S&P said, "Any amount of debt-to-equity swap would be
considered tantamount to default under our criteria. Under our
criteria, we consider the increased PIK margin uplift to the senior
and PIK loan facilities offered under the A&E transaction agreement
to be adequate compensation to lenders for the maturities'
extension over the period of the sale process" Senior and PIK loan
lenders will receive additional increasing PIK interest between now
and the sale's close. The A&E transaction agreement also specifies
full and permanent waivers of any and all defaults that existed
under the PIK and senior facilities agreement.

S&P said, "We forecast adjusted EBITDA margin recovery, driven by
declining raw material costs and good cost control in 2023 and
2024, following a more challenging 2022. Keter's 2022 results were
hit by high cost inflation, particularly increases in the price of
raw materials (namely resin), energy, and freight, as well as
recessionary pressures and a decline in consumer purchasing power.
Nevertheless, sales have proved resilient in 2022, rising by 3.5%,
despite softer demand, thanks to price increases. S&P Global
Ratings-adjusted EBITDA stood at about EUR138 million, with margin
declining by about 490 basis points (bps) to 8.9%. As a
consequence, adjusted leverage excluding NCE rose to 10.1x. S&P
Global Ratings-adjusted FOCF was positive at about EUR36 million,
thanks to working capital inflows partly driven by significant
inventory release. We note pressures in the FFO cash interest
coverage metric, standing at 1.7x, given interest rate rises.

"For 2023, we forecast a decline in sales of about 15%-16% because
of overall lower volumes, despite price increases introduced this
year. Nevertheless, we expect margin recovery of about
430bps-480bps on the back of declining input costs, in particular
resin and freight, and a cost-savings program that we expect to
generate savings of about EUR71 million in 2023. Adjusted EBITDA is
forecasted at about EUR175 million-EUR185 million and adjusted
leverage excluding NCE instruments at around 8.5x. We forecast
negative FOCF at about EUR45 million-EUR55 million due to
exceptional costs associated with the A&E transaction, moderate
working capital requirements to allow stock build-up ahead of 2024,
and higher interest payments due to the rising interest rate
environment. FFO cash interest coverage is expected to deteriorate
slightly to 1.6x, driven by rises in interest rates.

"In 2024, we expect sales to return to growth (10%-11%), with
volumes expected to rebound. Additionally, input costs, including
resin and freight, are expected to remain broadly stable at 2023
levels, resulting in a modest EBITDA margin improvement of
30bps-80bps. We forecast adjusted leverage excluding NCE to decline
to around 7.0x-7.5x, assuming broadly unchanged capital structure,
and FOCF to return to positive territory at about EUR10
million-EUR20 million thanks to stronger earnings and despite
moderate working capital build-up. We also expect the FFO cash
interest coverage ratio to remain within the 1.5x-2x range."

The developing outlook reflects expected continuous performance
improvement of Keter and the likelihood of a successful sales
process. However it also implies the uncertainty around the
successful completion of the sale over the next 12 months and any
credit implications likely to follow in such a scenario.

S&P said, "We could downgrade Keter by multiple notches if the
strategic sale process collapses. In this case, lenders would take
ownership of the company. At that point, we would consider a
potentially debt restructuring or debt-equity swap tantamount to
default under our criteria.

"We could upgrade Keter--potentially by multiple notches--if the
strategic sale is successfully completed, depending on the new
capital structure and subject to Keter's operating performance
remaining in line with our expectations."




===============
P O R T U G A L
===============

EMPRESA DE ELECTRICIDADE: Moody's Withdraws 'Ba3' Long Term CFR
---------------------------------------------------------------
Moody's Investors Service has withdrawn the Ba3 long-term corporate
family rating and the ba3 Baseline Credit Assessment of Empresa de
Electricidade da Madeira, S.A. (EEM). Prior to the withdrawal, the
issuer outlook was positive.

RATINGS RATIONALE

Moody's has decided to withdraw the ratings for its own business
reasons.

EEM is the dominant vertically integrated utility in Madeira, 100%
owned by the Autonomous Region of Madeira (Ba2, Positive). In the
year to December 2022, the company's consolidated EBITDA amounted
to EUR43 million.



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

ANADOLU EFES: Fitch Keeps 'BB+' LongTerm IDR on Watch Negative
--------------------------------------------------------------
Fitch Ratings has maintained Anadolu Efes Biracilik ve Malt Sanayii
A.S.'s (Efes) Long-Term Issuer Default Rating (IDR) and senior
unsecured rating of 'BB+' on Rating Watch Negative (RWN). The
Recovery Rating is 'RR4'.

The maintained RWN reflects the uncertainty surrounding the
company's ability to repatriate profits generated in Russia, as
well as likely rating pressure from the potential acquisition of
its partner's stake in the jointly-owned AB InBev Efes B.V. (ABI
Efes) operations in Russia and Ukraine, which could lead to
additional debt. The RWN also continues to reflect macroeconomic
volatility in its two main markets, Turkiye and Russia.

Fitch will seek to resolve the RWN once there is confirmation of
the acquisition and its funding mix, as well as clarity over Efes'
access to profits in Russia. Continuing restrictions on dividend
repatriation may lead us to remove the Russian business from the
scope of Efes's operations, resulting in an increase in leverage
and potentially leading to a multi-notch downgrade.

Efes continues to demonstrate resilience amid a challenging input
cost environment with a strong performance during 1H23. Efes'
credit profile also benefits from adequate liquidity, including
hard-currency cash balances.

KEY RATING DRIVERS

No Access to Russian Profits: Russia is the main contributor to
Efes's overseas earnings (around two-thirds of EBITDA based on
Russia and Ukraine proportionately consolidated). Restrictions on
dividend payments in Russia to foreign parents, introduced in
connection with the war in Ukraine, is limiting access to the cash
flow of these operations. Should these restrictions continue, Fitch
would better represent Efes' credit profile through the
deconsolidation of these operations, which would adversely affect
the company's scale, leverage and diversification.

Strong 1H23 Performance: Efes delivered strong revenue and EBITDA
growth in 1H23 of 58% and 93% yoy (beer group reported basis),
respectively, and an increase in the EBITDA margin to 20% (1H22:
16.3%; beer group-reported basis). This shows adequate management
of increasing raw material costs and strong pricing power in a
challenged economic environment. Efes' revenues and profitability
were also supported by effective hedges, its ability to procure raw
materials locally in Russia, economies of scale and the return of
international tourism to Turkiye.

Potential M&A and Debt Funding: Since the war started in Ukraine,
Efes' JV partner Anheuser Busch InBev NV/SA (ABI) has expressed its
intention to leave the Russian market and Efes its intention to
purchase their stake. Efes has a record of commitment to
maintaining conservative net debt/EBITDA of under 2.0x. However,
Fitch sees some risk of leverage remaining above this threshold in
the event of a fully debt-funded acquisition. These risks
contributed to the maintained RWN.

Improving Trading Outlook: Fitch sees room for further price growth
in the inflationary context, which Fitch expects to be the main
driver of organic revenue growth projected at above 20% and 10% in
2023and 2024, on top of a positive FX impact on revenues reported
in Turkish lira. Fitch assumes consumer spending power in Turkiye
to remain under pressure in 2024, which could result in a modest
sales volumes contraction, after expected strong results in 2023.
Fitch expects Efes' operations in Russia to be able to protect
operating margins in 2023-24 due to the company's strict
cost-control measures and hedging.

Deleveraging Capacity: Efes' debt is mostly US dollar-denominated
and when converted into Turkish lira, has been materially
increasing since end-2021. Its impact on net leverage is somewhat
mitigated by Efes' policy of holding its cash balances in hard
currencies. Fitch expects EBITDA net leverage to return to below
2.0x in 2023 (around 1.5x historically), from 2.1x and 2.8x in 2021
and 2022, respectively, due to a material FX impact on debt
reported in Turkish lira. Fitch's estimate is affected by its
adjustment for the cash balance kept in Russia due to the inability
to extract dividends from the country.

Coca-Cola Icecek AS Deconsolidation: Fitch deconsolidates and
treats Efes' 50.3% ownership of Coca Cola Icecek (CCI; BBB/Stable)
as an associate. This is because Efes' ability to control CCI is
constrained by important voting rights of the other shareholder,
The Coca-Cola Company (A/Stable). Also, CCI's and Efes' treasury
functions and debt structures are fully ring-fenced from each
other. However, Fitch recognises the stability of the dividend flow
to Efes and that its ownership of CCI enhances its financial
flexibility. In case of need, Efes could pledge CCI's shares or in
the event of severe stress, divest its stake, which is currently
valued at over USD1.8 billion.

JV Proportional Consolidation: In its accounts, Efes consolidates
100% of ABI Efes, its JV resulting from the merger of the Russian
and Ukrainian operations of Efes and ABI. However, since Efes owns
and has access only to 50% of cash flow of this entity, Fitch
deconsolidates the remaining 50%. Fitch's treatment of the JV is
subject to potential change in Efes' stake in the business or its
ability to access the cash flows generated in Russia.

Kazakhstan Country Ceiling Applicable: Efes is incorporated in
Turkiye but generated around 10% of its TRY4.4 billion consolidated
EBITDA in 2022 from Kazakhstan, which has a Country Ceiling of
'BBB+', higher than Turkiye's. Fitch projects hard-currency
interest expenses at about TRY300 million-TRY330 million and that
the cash flow from Kazakhstan should cover these charges with
sufficient and growing headroom. Based on its Non-Financial
Corporates Exceeding the Country Ceiling Rating Criteria, this
leads us to apply the Kazakhstan Country Ceiling to Efes' Long-Term
Foreign-Currency IDR.

DERIVATION SUMMARY

Efes does not have the same size and degree of geographic
diversification as large international beer groups such as
Carlsberg Breweries A/S (BBB+/Stable) and Asian beer and spirits
peer Thai Beverage Public Company Limited (BBB-/Stable). However,
Efes has historically displayed a significantly more conservative
capital structure (consistent with the 'A' category) than ABI or
Thai Beverage, which is more aligned with Carlsberg's.

KEY ASSUMPTIONS

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

- High-20s organic revenue growth in 2023, low-teens in 2024 and
moderating to mid-single digits in 2025-2026

- EBITDA margin at around 17.5% in 2023, gradually stabilising
toward 16.5% in 2024-26

- Capex to decline to 7% of revenue in 2023 as part of cash
preservation measures, normalising at 8% over 2024-2026

- Annual common dividends of TRY1.1 billion in 2024-27

- No large M&A transactions for the next four years

RATING SENSITIVITIES

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

- EBITDA returning to around USD200 million (equivalent), due to
stabilisation of sales and profitability in Turkiye and Russia,
among other factors

- Resumption of ability to upstream dividends from Russia

- EBITDA margin increasing above 16% (calculated by deconsolidating
CCI, proportionately consolidating ABI Efes)

- EBITDA gross leverage below 2.5x on a sustained basis or below
1.5x net of readily available cash (calculated by deconsolidating
CCI, proportionately consolidating ABI Efes)

- Free cash flow (FCF) margin above 3%

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

- Inability to maintain a consolidated EBITDA margin of at least
14% (calculated by deconsolidating CCI, proportionately
consolidating ABI Efes) and to stabilise profit margins in Turkiye

- Prospect of EBITDA gross leverage remaining permanently above
3.0x or higher than 2.0x net of readily available cash (calculated
by deconsolidating CCI, proportionately consolidating ABI Efes)

- Inability to generate pre-dividend FCF margins in high single
digits on a sustained basis

- EBITDA interest coverage below 6.0x

- Permanently impaired ability to access cash flow from ABI Efes or
deteriorating liquidity at ABI Efes requiring support from Efes

- Increasing macroeconomic and / or political instability further
affecting trading performance and liquidity

- Deterioration of operating environment in the company's key
markets, leading to a more significant impact on Efes' IDR

Factors that could, individually or collectively, lead to
affirmation and removal from RWN:

- Completion of the acquisition and clarity on continuous access to
cash generated by Russian operations with the group EBITDA leverage
remaining below 3.0x

- Continued ability to procure external funding and sufficient
hard-currency liquidity buffers

LIQUIDITY AND DEBT STRUCTURE

Adequate Liquidity: Fitch views Efes' liquidity as adequate, with
near-term maturities of TRY7,244 million as of end-1H23 covered by
cash balances and access to uncommitted lines. The hard-currency
USD500 million bond is due in 2028, outside its rating case to
2026.

Committed bank facilities are not commonly available in Turkiye. As
of end-June 2023, Efes had no committed credit facilities, but had
access to USD1.2 billion (equivalent) of uncommitted credit limits
with USD203 million (equivalent) of loan utilisation in banks. The
Ukrainian entity carries some short-term local debt, which is
partly backed by cash held at the same entity. Efes and ABI are
committed to supporting the entity's liquidity and Fitch assumes
Efes will contribute its own proportionate share of liquidity, if
necessary.

Until Fitch sees certainty of Efes's ability to upstream abroad
cash flows generated in Russia, Fitch conservatively assumes most
of the cash (TRY2,000 million) kept in Russia in 2022 as restricted
going forward.

ISSUER PROFILE

Efes is the largest beer company in Turkiye. It also owns 50.3% of
CCI and operates its beer business in Russia, where it is the joint
market leader, through a 50%-50% JV with ABI.

ESG CONSIDERATIONS

The highest level of ESG credit relevance is a score of '3', unless
otherwise disclosed in this section. A score of '3' 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. Fitch's ESG Relevance Scores are not
inputs in the rating process; they are an observation on the
relevance and materiality of ESG factors in the rating decision.

   Entity/Debt             Rating               Recovery   Prior
   -----------             ------               --------   -----
Anadolu Efes
Biracilik ve
Malt Sanayii
A.S.              LT IDR    BB+     Rating Watch
                                    Maintained               BB+
           
                  LC LT IDR BB+     Rating Watch
                                    Maintained               BB+

                  Natl LT   AAA(tur)Rating Watch
                                    Maintained           AAA(tur)

   senior
   unsecured      LT        BB+     Rating Watch
                                    Maintained     RR4       BB+



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

BELL GROUP: Relevant Date Application to be Heard in October 2023
-----------------------------------------------------------------
Bell Group N.V. (in liquidation) (in bankruptcy)
(the "Issuer")

A$75,000,000 11 per cent. Guaranteed Convertible Subordinated Bonds
due 1995 (CH0005575151) (the "1995 Bonds")

A$175,000,000 10 per cent. Guaranteed Convertible Subordinated
Bonds due 1997 (XS0000001247) (the "First 1997 Bonds")

GBP75,000,000 5 per cent. Guaranteed Convertible Subordinated Bonds
due 1997 (GB0040901711) (the "Second 1997 Bonds")
(together, the "Bonds", and the holders of the Bonds, the
"Bondholders")

Unconditionally guaranteed on a subordinated basis by The Bell
Group Ltd. (in liquidation) ("TBGL")

This notice is given by Madison Pacific Trust Limited as trustee
for the Bondholders (the "Trustee").

Reference is made to (i) the Trust Deeds dated 20 December 1985, 7
May 1987 and 14 July 1987 constituting the Bonds (as amended and
supplemented from time to time, the "Trust Deeds") and (ii) the
Trustee's previous notices to the Bondholders (the "Trustee's
Notices").

All terms and expressions used but not otherwise defined in this
notice shall have the meanings given to them in the Trust Deeds or
the Trustee's Notices.

NOTICE IS HEREBY GIVEN that:
1. on 9 May 2023, the Trustee received a distribution in USD (the
"Second Distribution") from the Curatoren of:
(i) USD560,623.61 in respect of the 1995 Bonds;
(ii) USD1,523,105.52 in respect of the First 1997 Bonds; and
(iii) USD1,092,797.49 in respect of the Second 1997 Bonds;

2. on 11 May 2023, the Curatoren issued the twenty second and final
public bankruptcy report of the Issuer, confirming that the
bankruptcy of the Issuer in Curacao was finalized and complete,
such that the above amounts comprise all final amounts that the
Trustee expects to receive in the winding up of the Issuer.
Bondholders may wish to refer to http://www.bgnv.cw/for further
detail on the bankruptcy of the Issuer and the distributions made
by the Curatoren;

3. the Trustee will distribute the Second Distribution across the
respective Bonds in the following amounts to the Bondholders on
record (refer paragraph 5 and 6 below) as at 21 August 2023 (the
"Record Date") in accordance with the terms of the Trust Deeds on
29 August 2023 (being 5 business 2 days from the Record Date) (the
"Second Distribution Date"):

(i) USD560,623.61 in respect of the 1995 Bonds;
(ii) A$2,349,383.80 in respect of the First 1997 Bonds (using an FX
rate of A$/USD0.6483 provided by the receiving bank less any bank
charges and fees); and (iii) GBP856,088.91 in respect of the Second
1997 Bonds (using an FX rate of GBP/USD1.2765
provided by the receiving bank less any bank charges and fees);

4. for reference, this Second Distribution will entitle each
relevant Bondholder of record to receive payments at the following
rates (and in the currency as prescribed in the Trust Deeds):
(i) USD0.93 cents for each Australian dollar of principal amount in
respect of the 1995 Bonds;
(ii) A$1.34 cents for each Australian dollar of principal amount in
respect of the First 1997
Bonds; and
(iii) GBP1.14 pence for each GBP of principal amount in respect of
the Second 1997 Bonds;

5. Bondholders whose Bonds are currently held in the ICSDs need
take no further action in respect of the Second Distribution. The
Trustee will pay the relevant share of the Second Distribution to
the ICSDs on the Second Distribution Date for onward distribution
to those Bondholders;

6. Bondholders whose Bonds are not held in the ICSDs should contact
the Trustee using the details set out below to discuss the
procedure for receiving their share of the Second Distribution.
Such Bondholders should note that further steps regarding, among
other things, the authentication of their
Bonds may be required and they will not receive their share of the
Second Distribution until those steps have been completed; and

7. as notified in its notice of 16 March 2023, on 10 February 2023
the Trustee made the Application to the Court for certain
directions, including in relation to the meaning of the definition
of the "Relevant Date" as currently defined in Condition 8 of the
Bonds, and in relation to proposed amendments to the same. The
Application is listed to be heard by the Court in October 2023.

The above communication is made without prejudice to any and all of
the Trustee's rights under the Trust Deeds, all of which are
expressly reserved.

The Trustee provides the information above for the information of
Bondholders, but makes no representation as to the accuracy or
completeness thereof and cannot accept any liability for any loss
caused by any inaccuracy therein. The Trustee expresses no opinion
as to the action (if any) that Bondholders should take in relation
to the matters set out above. The Trustee makes no
recommendations and gives no legal or investment advice herein or
as to the Bonds generally. Bondholders should take and rely on
their own independent legal, financial or other professional
advice, and may not rely on advice or information provided to the
Trustee, statements as to the legal position included in notices
issued by the Trustee relating to the Bonds or otherwise or the
views of the Trustee expressed herein or otherwise.

ISIN numbers appearing herein have been included solely for the
convenience of the Bondholders. The Trustee assumes no
responsibility for the selection or use of such number and makes no
representation as to the correctness of the numbers listed above.

18 August 2023
By the Trustee:
Madison Pacific Trust Limited
17th Floor, Far East Finance Centre
16 Harcourt Road, Admiralty
Hong Kong
Email: agent@madisonpac.com


DURHAM MORTGAGES: S&P Affirms 'CCC (sf)' Rating on X-Dfrd Notes
---------------------------------------------------------------
S&P Global Ratings lowered to 'BBB- (sf)' from 'BBB (sf)' and to
'B- (sf)' from 'BB- (sf)' its credit rating on Durham Mortgages B
PLC's class E-Dfrd and F-Dfrd notes, respectively. At the same
time, S&P affirmed its 'AAA (sf)', 'AA+ (sf)', 'AA (sf)', 'A (sf)',
and 'CCC (sf)' ratings on the class A, B-Dfrd, C-Dfrd, D-Dfrd, and
X-Dfrd notes, respectively.

The rating actions reflect the transaction's performance, with
higher arrear balances compared with its previous analysis,
although there has been an increase in credit enhancement for all
classes of notes.

Durham Mortgages B is a static RMBS transaction that securitizes a
portfolio of first-lien U.K. nonconforming residential mortgage
loans.

Total arrears (8.13%) in the transaction have increased since
closing but are currently below our U.K. nonconforming index for
pre-2014 originations.

The credit enhancement available for the notes has increased since
closing due to the sequential amortization of the notes and the
presence of a nonamortizing reserve fund, which remains undrawn.

Overall, since closing, the weighted-average foreclosure frequency
(WAFF) and the weighted-average loss severity (WALS) have
increased, in line with the increase in arrears.

Aside from this, the pool has showed stable performance and similar
pool level characteristics compared to our previous analysis.

Considering the historical loss severity levels registered in the
pool, the data suggest that the portfolio's underlying properties
may have only partially benefited from the rising house prices, and
we have therefore applied a valuation haircut on the current
valuations to reflect this.

  Table 1

  Portfolio WAFF and WALS

                                              BASE FORECLOSURE
                                              FREQUENCY
                                              COMPONENT FOR
                                              AN ARCHETYPICAL
  RATING                       CREDIT         U.K. MORTGAGE
  LEVEL   WAFF (%)   WALS (%)  COVERAGE (%)   LOAN POOL (%)

  AAA     28.66      39.04     11.19          12.00

  AA      23.25      31.50      7.32           8.10

  A       20.10      20.05      4.03           6.10

  BBB     17.00      13.99      2.38           4.20

  BB      13.73      10.25      1.41           2.20

  B       12.99       7.43      0.97           1.75

WAFF--Weighted-average foreclosure frequency.
WALS--Weighted-average loss severity.

S&P said, "Our credit and cash flow results indicate that the
available credit enhancement for the class A notes continues to be
commensurate with the assigned rating. We have therefore affirmed
our rating on this class of notes.

"The class B-Dfrd notes continue to show improved credit
enhancement levels, and our credit and cash flow results indicate
that these notes can withstand our stresses at a higher level than
the currently assigned rating, including sensitivities where
deteriorating credit conditions are tested. However, as we do not
consider deferrable notes to be commensurate with our 'AAA (sf)'
rating, we have affirmed our 'AA+ (sf)' rating on the class B-Dfrd
notes.

"We have also affirmed our ratings on the class C-Dfrd and D-Dfrd
notes as the available credit enhancement continues to be
commensurate with the assigned rating, despite the increase in
arrear levels (which is offset by the increased credit
enhancement).

"The downgrade of the class E-Dfrd notes reflects our cash flow
stresses that pass at a lower rating level due to the increase in
the level of arrears. Considering the increase in credit
enhancement, subordination available to this class of notes, and
the seasoning of the portfolio along with the overall macroeconomic
outlook in the U.K., we have lowered to 'BBB- (sf)' from 'BBB (sf)'
our rating on the class E-Dfrd notes.

"Under our ratings definitions, a security would generally be rated
'B-' if we believe the obligor has the capacity to meet its
financial commitment on the obligation under the current conditions
(see "Related Research"). However, to be assigned a rating above
'B-', a security must have sufficient credit enhancement to
withstand scenarios that are more stressful than the current
conditions.

"The class F-Dfrd notes face shortfalls under our standard cash
flow analysis at the current rating level. These shortfalls are
driven by our cash flow stresses where the WAFF has increased
compared with at our previous review due to the increase in the
level of arrears, and the position of this class of notes in the
capital structure.

"Based on the cash flow results in a steady state scenario (the
current macroeconomic conditions and the transaction's
performance), given the current available credit enhancement we do
not believe this class of notes is dependent upon favorable
business, financial, and economic conditions to pay timely interest
and ultimate principal (see "Criteria For Assigning 'CCC+', 'CCC',
'CCC-', And 'CC' Ratings," published on Oct. 1, 2012). The
improvement in credit enhancement levels, cumulative losses close
to zero, and the seasoning of the portfolio along with the overall
macroeconomic outlook in the U.K. were the drivers for our lowering
to 'B- (sf)' from 'BB- (sf)' of our rating on the class F-Dfrd
notes.

"In line with our previous analysis, for the class X-Dfrd notes we
performed a qualitative assessment of the key variables, together
with an analysis of performance and market data, and we consider
repayment of this class of notes to be dependent upon favorable
business, financial, and economic conditions. We believe that the
payment of interest and principal on the class X-Dfrd notes is
commensurate with a 'CCC' category rating. We have therefore
affirmed our rating on the class X-Dfrd notes."


J TOMLINSON: Owed GBP33 Million at Time of Collapse
---------------------------------------------------
Charlotte Banks at Construction News reports that Midlands builder
J Tomlinson owed GBP33 million to creditors when it collapsed in
July.

Hundreds of suppliers are set to lose money from the insolvency,
with assets for the 100-employee company expected to be worth only
GBP788,000, according to joint administrators Rajnesh Mittal and
Nathan Jones of FRP Advisory, Construction News relates.



JACKSONS THE BAKERS: Bought Out of Administration
-------------------------------------------------
Business Sale reports that Jacksons the Bakers Ltd, a
Derbyshire-based bakery firm, has been acquired out of
administration in a pre-pack deal.

The company, which fell into administration as a result of
challenging trading conditions, has been sold to an undisclosed
buyer, Business Sale discloses.

Leonard Curtis' Ryan Holdsworth and Danielle Shore were
subsequently appointed as joint administrators this month, Business
Sale relates.

With support from Tom Paton, Curtis Blackham and Rachel Piper of
Irwin Mitchell's restructuring and insolvency team, the joint
administrators oversaw the company's transition and subsequent
pre-pack sale, Business Sale recounts.

According to Business Sale, on a joint statement, the joint
administrators said: "We are pleased to have completed this
transaction which will enable the continuing operation of the
company's bakery business and, importantly, safeguards over 50
jobs."

In the firm's most recent accounts at Companies House, for the year
ending September 30, 2022, its fixed assets were valued at
GBP264,852 and current assets at GBP193,730, Business Sale states.
At the time, however, the company owed its creditors a total of
slightly over GBP740,000, meaning that it reported net liabilities
of GBP283,208, Business Sale notes.


PITTARDS: To Close Down After Failing to Find Buyer
---------------------------------------------------
Business Sale reports that leather manufacturer Pittards, one of
the oldest companies in Somerset, is to close down after a buyer
could not be found for the business.

The company initiated a sale process last month and said it was set
to appoint administrators following a failed fundraising in July,
Business Sale recounts.

According to Business Sale, the nearly-200-year-old firm had sought
to raise GBP1.16 million in an effort to avoid administration and
continue trading in the face of falling demand since COVID-19 and
soaring energy prices for manufacturers across the UK.  However,
these efforts were terminated after the business only raised an
insufficient GBP300,000, Business Sale notes.

Lucy Winterborne and Dan Hurd of EY-Parthenon were subsequently
appointed as joint administrators to the listed company on Sept. 4,
Business Sale relates.  Despite hopes that a buyer could be found,
a rescue deal could not be secured and the business has ceased
trading, with the loss of over 130 jobs, Business Sale states.

In a statement, the joint administrators, as cited by Business
Sale, said: "Extensive discussions were held with an interested
party to achieve a sale of the company's business and assets but,
unfortunately, the prospective buyer was unable to conclude an
agreement with its debt funder to allow a sale to proceed.

"As no other party has expressed an interest in acquiring the
business, the company has now ceased to trade with immediate effect
and sadly, the majority of the company's UK employees have been
made redundant."

The joint administrators added that they "will assess options over
the coming days to realise value for the company's creditors and
wind down the company's business," notes the report.


QUANTUM 4: Opus Restructuring Named as Administrator
----------------------------------------------------
Sam Metcalf at TheBusinessDesk.com reports that Opus Restructuring
has been named as the administrator to a collapsed design and
development firm that supplies retailers.

Leicestershire-based Quantum 4 and its sister company Quantum 4
International posted a notice of appointment to appoint
administrators through law firm Shoosmiths, TheBusinessDesk.com
relates.

According to TheBusinessDesk.com, now, Louise Williams and Trevor
Binyon from Opus have been named as the joint administrators to the
Market Harborough firms.

In its latest available accounts, made up to March 31 2022, the
firm made a profit of almost GBP940,000 -- up sharply from just
under GBP300,000 the year before, TheBusinessDesk.com discloses.
It had assets of GBP2.85 million, TheBusinessDesk.com states.

At the time, the company employed 29 people, TheBusinessDesk.com
notes.

Shawbrook Bank holds an outstanding charge over Quantum 4,
according to TheBusinessDesk.com.


RBC INVESTOR: Oct. 9 Hearing Set for Business Transfer Scheme
-------------------------------------------------------------
Allen & Overy LLP, for the attention of Duncan Bellamy, Solicitors
for RBC Investor Services Trust, disclosed that:

In the High Court of Justice Business and Property Courts of
England and Wales (Claim No. CR-2023-002513) Insolvency and
Companies Court (ChD)

In the matter of RBC Investor Services Trust ("RBC IS Trust") and
In the matter of CACEIS Bank ("CACEIS Bank")
and In the matter of PART VII OF THE FINANCIAL SERVICES AND MARKETS
ACT 2000

Notice is hereby given that by a Part 8 Claim Form dated July 25,
2023, issued in His Majesty's High Court of Justice, RBC IS Trust
and CACEIS Bank applied for an order under Section 111 of the
Financial Services and Markets Act 2000 ("FSMA") sanctioning a
scheme (the "Scheme") for the transfer of part of the business of
the UK branch of RBC IS Trust to the UK branch of CACEIS Bank and
such other orders (including ancillary orders pursuant to Section
112 of FSMA) as the Court thinks fit.

A statement setting out the terms of the Scheme and a copy of the
Scheme may be obtained by any person free of charge on application
by writing to RBC IS Trust at partvii_client_queries@rbc.com or
online at
https://www.rbcits.com/en/who-we-are/caceis/rbcis-trust-uk-transfer.page
before the making of an order
sanctioning the Scheme.

For further information visit RBC IS Trust's website at:
https://www.rbcits.com/en/who-we-are/caceis/rbcis-trust-uktransfer.page.
Customers of RBC IS Trust may also obtain further information by
contacting their Relationship Manager or by emailing
partvii_client_queries@rbc.com.

The application to sanction the Scheme is directed to be heard
before the High Court at the Rolls Building (Chancery Division,
Rolls Building, 7 Rolls Building, Fetter Lane, London, EC4A 1NL,
United Kingdom) on October 9, 2023.  The information on RBC IS
Trust's website will help you understand if the Scheme may
adversely affect you and, if so, the further steps you may wish to
take. Any person (including any customer or employee of
RBC IS Trust or any customer or employee of CACEIS Bank) who claims
that he or she would be adversely affected by the carrying out of
the Scheme may appear at the time of the said hearing in person or
by Counsel or may make representations in writing to it. Any person
who intends so to appear or intends to make a written
representation to the Court is requested, though is not required,
to give prior notice in writing of such intention and of the
reasons therefor by preferably at least five business days before
October 9, 2023, in writing to RBC IS Trust's dedicated email
address at partvii_client_queries@rbc.com or by post to the
following address: 100 Bishopsgate, London, EC2N 4AA.


RMAC NO.3: S&P Assigns Prelim B- (sf) Rating to Class F-Dfrd Notes
------------------------------------------------------------------
S&P Global Ratings assigned its preliminary credit ratings to RMAC
No.3 PLC's class A, B-Dfrd, C-Dfrd, D-Dfrd, E-Dfrd, and F-Dfrd
notes. At closing, RMAC No. 3 will also issue unrated class Z
notes, and RC1 and RC2 residual certificates.

RMAC No. 3 is a static RMBS transaction that securitizes a
portfolio of GBP344.7 million owner-occupied and buy-to-let (BTL)
mortgage loans secured on properties in the U.K.

At or before closing the seller (Paratus AMC Ltd.) will purchase
the beneficial interest in the portfolio of loans originated by
GMAC-RFC Ltd., Amber Homeloans Ltd., participating firms in
GMAC-RFC's lending program and Future Mortgages Ltd. The issuer
will use the issuance proceeds to purchase the full beneficial
interest in these mortgage loans. The issuer will grant security
over all of its assets in favor of the security trustee.

The pool is well seasoned. All the loans are first-lien U.K.
owner-occupied and BTL residential mortgage loans. The borrowers in
this pool may have previously been subject to a county court
judgement (or the Scottish equivalent), an individual voluntary
arrangement, a bankruptcy order, may be self-employed, have
self-certified their incomes, or were otherwise considered by banks
and building societies to be nonprime borrowers. The loans are
secured on properties in England, Wales, and Scotland, and were
mostly originated over 10 years ago.

The pool has high exposure to interest-only loans (82.2%), and
20.67% of the mortgage loans are currently in arrears greater than
(or equal to) one month.

A general reserve fund provides credit enhancement and liquidity,
and principal can be used to pay senior fees and interest on the
notes subject to various conditions. The liquidity reserve fund
will provide liquidity support to the class A and B-Dfrd notes.

Paratus AMC is the servicer in this transaction.

Counterparty, operational, or sovereign risks do not constrain the
preliminary ratings. S&P expects the issuer to be bankruptcy remote
on the closing date.

S&P said, "In our cash flow analysis we apply stresses at all
rating levels. In our stresses on the class A notes, notes must pay
full and timely principal and interest. Our preliminary ratings on
the class B-Dfrd to D-Dfrd notes address the payment of ultimate
principal and interest while they are not the most senior class
outstanding. When the class B-Dfrd to D-Dfrd notes become the most
senior class outstanding, our ratings will address the timely
payment of interest and ultimate payment of principal (all
previously deferred interest on the then senior most note is to be
repaid immediately. For the class E-Dfrd and F-Dfrd notes our
ratings address ultimate payment of interest, and once it become
most senior, only the newly accrued interest becomes due
immediately, while any previous interest shortfall can be repaid by
the legal maturity.

"We consider that the available credit enhancement for the rated
notes is commensurate with the preliminary ratings assigned."

  Preliminary ratings

  CLASS      PRELIM. RATING*     CLASS SIZE (%)

  A               AAA (sf)         88.00

  B-Dfrd          AA+ (sf)          3.75

  C-Dfrd          AA- (sf)          1.00

  D-Dfrd          A (sf)            0.75

  E-Dfrd          BB+ (sf)          2.30

  F-Dfrd          B- (sf)           0.95

  Z1              NR                3.25

  Z2              NR                1.50

  RC1 residual
  Certificate     NR                 N/A

  RC2 residual
  Certificate     NR                 N/A

*S&P's preliminary ratings address timely receipt of interest and
ultimate repayment of principal for the class A notes, the ultimate
payment of interest and principal on the class B-Dfrd, C-Dfrd, and
D-Dfrd notes, which must pay timely interest once they become the
most senior notes outstanding (including immediate repayment of
previously deferred interest), and its ratings on the class E-Dfrd
and F-Dfrd notes address ultimate payment of interest and principal
(once these classes of notes become most senior, only the newly
accrued interest becomes due immediately, while any previous
interest shortfall can remain due until final legal maturity).

N/A--Not applicable.

NR--Not rated.


[*] UK: Administrations in Construction Sector Hit Monthly Record
-----------------------------------------------------------------
Ben Vogel at Construction News reports that administrations in the
construction sector reached a new monthly record in August, with 44
companies going under -- more than double the 20 recorded in the
same month last year.

Creditsafe data also shows that 247 firms entered administration in
the year to date, marking a 56% year-on-year increase, Construction
News discloses.

Andy Taylor, partner and head of restructuring at law firm
Shakespeare Martineau, described a "steady flow of corporate
failures" in the construction sector, Construction News relates.
This was borne out by figures released in August by the Insolvency
Service, which showed that around 4,280 construction-related
businesses became insolvent in the year to June 30, 2023 (an
increase of 16.5 per cent compared with the previous 12-month
period), Construction News discloses.

Tight cashflow puts businesses at higher risk of failure, Mr.
Taylor noted, adding: "Supply chain issues and the rising cost of
importing goods . . . have created a challenging juggling act for
businesses to maintain profitability."

According to Construction News, Tim Symes, insolvency partner at
law firm Stewarts, said the skills shortage, inflation and high
interest rates added to "a lethal cocktail of pressures that many
construction companies and contractors simply won't withstand".

The trend towards higher administration numbers -- with the monthly
record broken three times this year already -- reflects broader
problems in an industry predicated towards fixed-price contracts,
Brendan Sharkey, partner at MHA, said.  "The industry needs to
improve its housekeeping with better management and financial
stewardship.  To prosper, the industry needs to be more stable to
attract the talent it needs and weather the inevitable storms when
they come," he told Construction News.




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

[*] BOND PRICING: For the Week September 4 to September 8, 2023
---------------------------------------------------------------
Issuer                Coupon Maturity Currency Price
------                ------ -------- -------  -----
Republic of Austria Gov  0.850  6/30/2120  EUR 38.067
MC Brazil Downstream Tr  7.250  6/30/2031  USD 63.557
Vedanta Resources Ltd    6.125   8/9/2024  USD 64.872
Altice France Holding S  8.000  5/15/2027  EUR 47.042
Tele Columbus AG         3.875   5/2/2025  EUR 64.643
Altice Finco SA          4.750  1/15/2028  EUR 63.377
Atento Luxco 1 SA        8.000  2/10/2026  USD  0.459
Altice France Holding S 10.500  5/15/2027  USD 51.544
United Kingdom Gilt      0.625  7/31/2035  GBP 64.443
Unigel Luxembourg SA     8.750  10/1/2026  USD 38.757
EnfraGen Energia Sur SA  5.375 12/30/2030  USD 72.565
Tullow Oil PLC           7.000   3/1/2025  USD 69.751
Vedanta Resources Finan  8.950  3/11/2025  USD 66.583
Samhallsbyggnadsbolaget  2.875             EUR  9.777
Heimstaden AB            4.375   3/6/2027  EUR 52.018
Pro-Gest SpA             3.250 12/15/2024  EUR 70.518
DIC Asset AG             2.250  9/22/2026  EUR 52.863
Samhallsbyggnadsbolaget  2.250  8/12/2027  EUR 59.156
Ukraine Government Inte  7.750   8/1/2041  USD 46.653
Trinseo Materials Opera  5.125   4/1/2029  USD 54.031
Casino Guichard Perrach  4.498   3/7/2024  EUR  1.445
Samhallsbyggnadsbolaget  1.750  1/14/2025  EUR 74.086
SBB Treasury Oyj         1.125 11/26/2029  EUR 54.139
Samhallsbyggnadsbolaget  2.624             EUR 10.145
DEMIRE Deutsche Mittels  1.875 10/15/2024  EUR 62.531
Barclays PLC             4.375             USD 68.125
Samhallsbyggnadsbolaget  1.125   9/4/2026  EUR 64.399
Gol Finance SA           7.000  1/31/2025  USD 59.004
Braskem Netherlands Fin  5.875  1/31/2050  USD 74.362
Standard Chartered PLC   4.300             USD 75.955
SBB Treasury Oyj         0.750 12/14/2028  EUR 54.801
United Kingdom Inflatio  0.125  3/22/2051  GBP 74.535
Casino Guichard Perrach  3.992             EUR  0.337
Altice France SA/France  3.375  1/15/2028  EUR 69.731
ams-OSRAM AG             2.125  11/3/2027  EUR 69.889
Samhallsbyggnadsbolaget  2.625             EUR 10.247
Atos SE                  1.000 11/12/2029  EUR 59.940
Kenbourne Invest SA      4.700  1/22/2028  USD 59.895
French Republic Governm  0.750  5/25/2053  EUR 50.249
Altice France Holding S  4.000  2/15/2028  EUR 38.708
BNP Paribas SA           4.500             USD 72.391
Heimstaden AB            6.750             EUR 39.575
United Kingdom Gilt      1.125  1/31/2039  GBP 61.605
Vedanta Resources Finan  9.250  4/23/2026  USD 60.231
Canary Wharf Group Inve  3.375  4/23/2028  GBP 64.230
Thames Water Kemble Fin  4.625  5/19/2026  GBP 67.475
Casino Guichard Perrach  4.022             EUR  0.265
Mitsubishi UFJ Investor  8.326 12/15/2050  EUR 46.744
Altice France SA/France  5.125  7/15/2029  USD 69.787
Casino Guichard Perrach  4.048   8/5/2026  EUR  1.500
Altice France SA/France  4.250 10/15/2029  EUR 69.057
Liquid Telecommunicatio  5.500   9/4/2026  USD 62.855
Heimstaden AB            7.896 10/15/2025  SEK 62.011
Intrum AB                3.500  7/15/2026  EUR 74.955
Heimstaden AB            4.250   3/9/2026  EUR 51.354
Vivion Investments Sarl  3.500  11/1/2025  EUR 73.517
La Financiere Atalian S  4.000  5/15/2024  EUR 72.485
Altice France Holding S  6.000  2/15/2028  USD 41.416
Maxeda DIY Holding BV    5.875  10/1/2026  EUR 73.647
Heimstaden Bostad AB     3.248             EUR 56.070
Casino Guichard Perrach  5.250  4/15/2027  EUR  1.500
Herens Midco Sarl        5.250  5/15/2029  EUR 53.750
Global Fashion Group SA  1.250  3/15/2028  EUR 72.180
AI Candelaria Spain SA   5.750  6/15/2033  USD 72.532
Castellum AB             3.125             EUR 72.264
Citycon Oyj              4.496             EUR 65.840
Casino Guichard Perrach  6.625  1/15/2026  EUR  1.512
Ukraine Government Inte  7.750   9/1/2024  USD 33.724
Ukraine Government Inte  6.750  6/20/2028  EUR 26.690
BNP Paribas SA           4.625             USD 72.589
AT Securities BV         7.747             USD 44.500
Ukraine Government Inte  7.750   9/1/2026  USD 29.840
Metalcorp Group SA       8.500  6/28/2026  EUR  1.975
Intrum AB                3.000  9/15/2027  EUR 66.636
United Kingdom Gilt      0.875  1/31/2046  GBP 47.777
Ukraine Government Inte  4.375  1/27/2032  EUR 24.363
Codere Finance 2 Luxemb 12.750 11/30/2027  EUR 25.000
State of North Rhine-We  0.950  1/10/2121  EUR 37.072
Fastighets AB Balder     2.873   6/2/2081  EUR 66.847
Allianz SE               3.875             USD 68.069
Heimstaden Bostad AB     2.625             EUR 42.916
Standard Chartered PLC   4.750             USD 74.500
gategroup Finance Luxem  3.000  2/28/2027  CHF 66.231
Unibail-Rodamco-Westfie  2.125             EUR 74.067
GTC Aurora Luxembourg S  2.250  6/23/2026  EUR 71.802
United Kingdom Gilt      1.750   9/7/2037  GBP 70.701
Dignity Finance PLC      4.696 12/31/2049  GBP 60.801
United Kingdom Gilt      1.250 10/22/2041  GBP 58.751
Banco Santander SA       3.625             EUR 64.961
Aegon NV                 3.939             USD 75.808
Clariane SE              2.250 10/15/2028  EUR 64.534
Ideal Standard Internat  6.375  7/30/2026  EUR 62.614
Fastighets AB Balder     1.250  1/28/2028  EUR 72.825
Prosus NV                4.987  1/19/2052  USD 66.521
Grand City Properties S  2.500             EUR 49.843
VTR Finance NV           6.375  7/15/2028  USD 43.350
Turkey Government Bond  10.500  8/11/2027  TRY 72.150
Altice France SA/France  5.500  1/15/2028  USD 73.991
Coruripe Netherlands BV 10.000  2/10/2027  USD 73.071
Heimstaden AB            9.753             SEK 40.693
ING Groep NV             3.875             USD 74.001
United Kingdom Gilt      1.625 10/22/2071  GBP 46.266
Romanian Government Int  2.875  4/13/2042  EUR 60.941
Kernel Holding SA        6.500 10/17/2024  USD 69.167
Casino Guichard Perrach  3.580   2/7/2025  EUR  1.500
Canary Wharf Group Inve  1.750   4/7/2026  EUR 69.268
Heimstaden Bostad Treas  1.625 10/13/2031  EUR 61.784
Romanian Government Int  2.000  1/28/2032  EUR 73.167
Grand City Properties S  1.500             EUR 42.759
MorphoSys AG             0.625 10/16/2025  EUR 72.600
Altice France SA/France  5.500 10/15/2029  USD 70.569
United Kingdom Inflatio  0.125 11/22/2065  GBP 71.732
Eolo SpA                 4.875 10/21/2028  EUR 72.010
Deutsche Bank AG         4.625             EUR 71.845
Teva Pharmaceutical Fin  4.100  10/1/2046  USD 63.837
Romanian Government Int  2.750  4/14/2041  EUR 60.923
Deutsche Bank AG         4.500             EUR 73.393
Kernel Holding SA        6.750 10/27/2027  USD 59.158
Carnival PLC             1.000 10/28/2029  EUR 66.381
Heimstaden AB            8.638  4/14/2025  SEK 67.573
Altice France SA/France  4.125  1/15/2029  EUR 69.570
Heimstaden Bostad AB     3.625             EUR 44.883
Aroundtown SA            2.125             EUR 34.481
Gol Finance SA           8.000  6/30/2026  USD 55.133
Nordea Bank Abp          3.750             USD 75.193
UBS Group AG             0.625  1/18/2033  EUR 69.664
UBS Group AG             4.375             USD 73.000
Ukraine Government Inte  7.750   9/1/2025  USD 32.945
ATF Netherlands BV       7.078             EUR 44.033
Unicaja Banco SA         4.875             EUR 71.510
Hellenic Republic Gover  1.875  1/24/2052  EUR 60.743
Ukraine Railways Via Ra  8.250   7/9/2026  USD 43.414
Heimstaden Bostad AB     3.375             EUR 46.171
Aragvi Finance Internat  8.450  4/29/2026  USD 66.775
Aroundtown SA            0.375  4/15/2027  EUR 74.233
NAK Naftogaz Ukraine vi  7.625  11/8/2026  USD 39.647
Mallinckrodt Internatio 10.000  6/15/2029  USD 16.375
Euroboden GmbH           5.500  10/1/2024  EUR  1.307
Ukraine Government Inte  9.750  11/1/2030  USD 29.844
Russian Foreign Bond -   5.100  3/28/2035  USD 35.466
Abengoa Abenewco 2 SA    1.500 10/26/2024  EUR  2.391
JSM Global Sarl          4.750 10/20/2030  USD 13.750
United Kingdom Inflatio  0.125  3/22/2058  GBP 72.402
VEON Holdings BV         3.375 11/25/2027  USD 68.834
Heimstaden Bostad Treas  1.000  4/13/2028  EUR 71.517
Aroundtown SA            3.375             EUR 42.026
Prosus NV                3.832   2/8/2051  USD 56.085
Delivery Hero SE         2.125  3/10/2029  EUR 69.573
NatWest Group PLC        4.600             USD 67.750
Aegon NV                 0.496             NLG 64.787
Grupo Antolin-Irausa SA  3.500  4/30/2028  EUR 73.627
B2W Digital Lux Sarl     4.375 12/20/2030  USD 13.750
Italy Buoni Poliennali   1.500  4/30/2045  EUR 59.498
InterCement Financial O  5.750  7/17/2024  USD 67.307
Russian Foreign Bond -   4.375  3/21/2029  USD 48.313
NIBC Bank NV             2.850  2/21/2040  EUR 56.389
NAK Naftogaz Ukraine vi  7.125  7/19/2026  EUR 35.733
Dtek Renewables Finance  8.500 11/12/2024  EUR 51.858
AnaCap Financial Europe  8.725   8/1/2024  EUR 48.520
ING Groep NV             4.250             USD 67.592
Berkeley Group PLC/The   2.500  8/11/2031  GBP 66.670
Ukraine Government Inte  8.994   2/1/2026  USD 30.680
Hungary Government Inte  1.750   6/5/2035  EUR 69.227
Altice France SA/France  4.000  7/15/2029  EUR 68.844
Ukraine Government Inte  7.750   9/1/2029  USD 29.736
Aroundtown SA            1.625             EUR 31.817
Zenith Finco PLC         6.500  6/30/2027  GBP 74.397
MHP SE                   7.750  5/10/2024  USD 68.199
Mithra Pharmaceuticals   4.250 12/17/2025  EUR 46.946
Compact Bidco BV         5.750   5/1/2026  EUR 64.059
VGP NV                   1.500   4/8/2029  EUR 73.785
Air France-KLM           0.125  3/25/2026  EUR 17.404
Vodafone Group PLC       5.125   6/4/2081  USD 70.118
La Financiere Atalian S  5.125  5/15/2025  EUR 68.499
HSE Finance Sarl         5.625 10/15/2026  EUR 53.850
Gross & Partner Grundst  5.000  2/21/2025  EUR 64.983
United Kingdom Inflatio  0.125 11/22/2056  GBP 72.865
Deutsche Pfandbriefbank  8.474             EUR 68.747
Agps Bondco PLC          6.000   8/5/2025  EUR 38.318
French Republic Governm  1.750  5/25/2066  EUR 63.800
Clariane SE              1.875             EUR 29.290
Orpea SA                 2.625  3/10/2025  EUR 26.486
Samhallsbyggnadsbolaget  7.500  6/26/2025  NOK 72.277
Samhallsbyggnadsbolaget  3.120 11/28/2024  NOK 73.000
Ziggo Bond Co BV         3.375  2/28/2030  EUR 74.437
BCP V Modular Services   6.750 11/30/2029  EUR 73.983
Codere Finance 2 Luxemb 11.000  9/30/2026  EUR 74.578
Agps Bondco PLC          4.250  7/31/2025  EUR 71.347
Samhallsbyggnadsbolaget  6.696  1/30/2027  SEK 60.185
Abengoa Abenewco 2 SA    1.500 10/26/2024  EUR  2.391
Mallinckrodt Internatio 10.000  4/15/2025  USD 11.000
Republic of Italy Gover  4.000 10/17/2049  USD 70.994
BAT International Finan  2.250   9/9/2052  GBP 39.988
Russian Railways Via RZ  0.898  10/3/2025  CHF 62.877
Russian Foreign Bond -   2.875  12/4/2025  EUR 62.542
EP Infrastructure AS     1.816   3/2/2031  EUR 68.147
Commerzbank AG           4.250             EUR 74.192
Ocado Group PLC          0.750  1/18/2027  GBP 72.782
Balder Finland Oyj       1.000  1/20/2029  EUR 65.939
Castellum Helsinki Fina  0.875  9/17/2029  EUR 71.124
EIG Pearl Holdings Sarl  4.387 11/30/2046  USD 74.942
HOCHDORF Holding AG      2.500             CHF 28.242
Romanian Government Int  4.000  2/14/2051  USD 67.251
Gazprom PJSC via Gaz Fi  3.897             EUR 60.008
Atento Luxco 1 SA        8.000  2/10/2026  USD  0.513
Spain Government Bond    1.000 10/31/2050  EUR 50.770
NGD Holdings BV          6.750 12/31/2026  USD 70.757
Atos SE                  2.500  11/7/2028  EUR 69.403
Russian Railways Via RZ  3.125             CHF 39.953
Republic of Austria Gov  1.500  11/2/2086  EUR 55.505
TotalEnergies SE         3.250             EUR 74.030
Aroundtown SA            2.875             EUR 35.070
Intesa Sanpaolo SpA      4.125             EUR 73.969
Metro Bank PLC           9.139  6/26/2028  GBP 61.825
CPI Property Group SA    4.875             EUR 34.712
CPI Property Group SA    1.500  1/27/2031  EUR 55.779
Turkey Government Bond  10.400 10/13/2032  TRY 64.350
Allianz SE               2.600             EUR 66.937
CaixaBank SA             3.625             EUR 69.028
Gazprom PJSC via Gaz Fi  1.540  6/30/2027  CHF 61.291
Nykredit Realkredit AS   1.000  10/1/2050  DKK 71.448
Idorsia Ltd              2.125   8/4/2028  CHF 45.583
CPI Property Group SA    3.750             EUR 28.080
Intesa Sanpaolo SpA      4.198   6/1/2032  USD 74.807
CNP Assurances SACA      4.875             USD 74.526
Audax Renovables SA      4.200 12/18/2027  EUR 65.119
Balder Finland Oyj       2.000  1/18/2031  EUR 63.301
Diebold Nixdorf Dutch H  9.000  7/15/2025  EUR 17.698
Heimstaden Bostad Treas  1.375  7/24/2028  EUR 70.601
Accor SA                 0.700  12/7/2027  EUR 45.867
LEG Immobilien SE        0.750  6/30/2031  EUR 72.796
Signa Development Finan  5.500  7/23/2026  EUR 70.375
Samhallsbyggnadsbolaget  7.422             SEK 10.033
Hungary Government Bond  3.000 10/27/2038  HUF 60.745
CPI Property Group SA    4.875             EUR 37.752
Mutuelle Assurance Des   3.500             EUR 71.737
Electricite de France S  4.500  12/4/2069  USD 66.868
United Kingdom Gilt      1.750  7/22/2057  GBP 52.534
Swedbank AB              4.000             USD 72.319
Vonovia SE               1.625   9/1/2051  EUR 47.092
Rallye SA                4.371  2/28/2032  EUR  0.159
Heimstaden Bostad AB     3.000             EUR 44.839
Gazprom PJSC via Gaz Fi  1.500  2/17/2027  EUR 63.966
Nexity SA                0.250   3/2/2025  EUR 58.481
Raiffeisen Bank Interna  4.500             EUR 61.395
Euroboden GmbH           5.500 11/18/2025  EUR  1.851
EQT AB                   0.875  5/14/2031  EUR 73.352
Heimstaden Bostad Treas  0.750   9/6/2029  EUR 63.440
Citycon Oyj              3.625             EUR 51.951
Delivery Hero SE         1.500  1/15/2028  EUR 71.823
Intesa Sanpaolo SpA      4.950   6/1/2042  USD 63.959
Cie de Phalsbourg Sarl   5.000  3/27/2024  EUR 64.658
Wirecard AG              0.500  9/11/2024  EUR 14.354
Kleopatra Holdings 2 SC  6.500   9/1/2026  EUR 63.174
Kingdom of Belgium Gove  0.400  6/22/2040  EUR 60.955
Codere Finance 2 Luxemb 13.625 11/30/2027  USD  9.125
Koninklijke Luchtvaart   0.750             CHF 24.250
Allianz SE               2.625             EUR 70.269
Russian Foreign Bond -   4.750  5/27/2026  USD 55.840
Prosus NV                4.027   8/3/2050  USD 58.501
Nostrum Oil & Gas Finan  5.000  6/30/2026  USD 64.576
Hungary Government Bond  2.250  4/20/2033  HUF 67.058
Bank Gospodarstwa Krajo  0.500   7/8/2031  EUR 72.821
YIT Oyj                  5.750             EUR 74.238
Stellantis NV            1.250  6/20/2033  EUR 73.506
Clariane SE              0.875   3/6/2027  EUR 42.473
Republic of Italy Gover  3.875   5/6/2051  USD 68.555
BPCE SFH SA              0.010  1/29/2036  EUR 64.866
Agps Bondco PLC          5.000  1/14/2029  EUR 28.476
Logicor Financing Sarl   0.875  1/14/2031  EUR 66.943
Gazprom PJSC via Gaz Fi  3.250  2/25/2030  USD 62.217
Aroundtown SA            1.450   7/9/2028  EUR 70.259
Aroundtown SA            1.625  1/31/2028  EUR 73.346
United Kingdom Gilt      1.750  1/22/2049  GBP 57.208
Serbia International Bo  1.650   3/3/2033  EUR 67.266
Kojamo Oyj               0.875  5/28/2029  EUR 71.613
Just Eat Takeaway.com N  0.625   2/9/2028  EUR 67.075
Hungary Government Inte  3.125  9/21/2051  USD 59.297
Ukraine Government Bond  9.790  5/26/2027  UAH 53.822
La Banque Postale SA     3.000             EUR 65.992
UBM Development AG       5.500             EUR 73.521
Romanian Government Int  2.625  12/2/2040  EUR 60.800
TotalEnergies SE         2.125             EUR 72.770
Atrium Finance PLC       2.625   9/5/2027  EUR 73.298
Aroundtown SA            4.750             GBP 36.925
Orpea SA                 0.375  5/17/2027  EUR 42.913
Metinvest BV             8.500  4/23/2026  USD 66.000
Altice France SA/France  5.125  1/15/2029  USD 69.919
Offshore Drilling Holdi  8.375  9/20/2020  USD  1.375
Polyus Finance PLC       3.250 10/14/2028  USD 61.664
Solocal Group           10.526  3/15/2025  EUR 39.693
Prosus NV                2.778  1/19/2034  EUR 72.167
Garfunkelux Holdco 3 SA  7.750  11/1/2025  GBP 74.779
Julius Baer Group Ltd    3.625             USD 68.936
Yorkshire Water Finance  2.750  4/18/2041  GBP 62.623
CTP NV                   1.500  9/27/2031  EUR 71.721
Endo Luxembourg Finance  6.125   4/1/2029  USD 72.000
Flamingo Lux II SCA      5.000  3/31/2029  EUR 64.417
Italy Buoni Poliennali   1.800   3/1/2041  EUR 67.867
BPCE SA                  2.125 10/13/2046  EUR 73.398
Direct Line Insurance G  4.750             GBP 66.911
NAK Naftogaz Ukraine vi  7.375  7/19/2022  USD 58.550
Rallye SA                4.000  2/28/2032  EUR  0.139
Russian Railways Via RZ  0.840  3/12/2026  CHF 53.424
Brit Insurance Holdings  3.676  12/9/2030  GBP 71.591
Digital Dutch Finco BV   1.000  1/15/2032  EUR 71.658
Union Fenosa Preferente  5.248             EUR 70.923
Ageas SA/NV              3.875             EUR 72.999
Interpipe Holdings PLC   8.375  5/13/2026  USD 66.004
Metinvest BV             5.625  6/17/2025  EUR 69.449
Ilija Batljan Invest AB  6.975 12/15/2024  SEK 24.799
Haya Holdco 2 PLC       12.462 11/30/2025  EUR 38.536
Tinkoff Bank JSC Via TC  6.000             USD 48.864
Gazprom PJSC via Gaz Fi  3.500  7/14/2031  USD 60.228
Gazprom PJSC via Gaz Fi  3.000  6/29/2027  USD 71.000
E.ON SE                  0.875 10/18/2034  EUR 73.845
Boparan Finance PLC      7.625 11/30/2025  GBP 66.986
Studentbostader i Norde  9.521  5/14/2024  SEK 52.100
Rothschild & Co Continu  3.470             EUR 66.358
MHP Lux SA               6.950   4/3/2026  USD 57.419
Rothesay Life PLC        4.875             USD 74.757
United Kingdom Gilt      1.625 10/22/2054  GBP 51.426
Gazprom PJSC via Gaz Fi  2.950  1/27/2029  USD 63.000
CPI Property Group SA    1.750  1/14/2030  EUR 63.433
Ukraine Railways Via Ra  7.875  7/15/2028  USD 38.684
Tullow Oil PLC           7.000   3/1/2025  USD 70.255
JT International Financ  3.300  9/14/2051  USD 60.572
ADLER Real Estate AG     3.000  4/27/2026  EUR 72.770
Republic of Austria Gov  0.750  3/20/2051  EUR 55.121
Deutsche Bank AG         1.375  2/17/2032  EUR 74.309
Shell International Fin  3.000 11/26/2051  USD 65.362
Hungary Government Inte  0.500 11/18/2030  EUR 73.282
Triodos Bank NV          2.250   2/5/2032  EUR 73.855
EnfraGen Energia Sur SA  5.375 12/30/2030  USD 72.429
Royalty Pharma PLC       3.300   9/2/2040  USD 67.287
Russian Foreign Bond -   5.625   4/4/2042  USD 67.663
Serbia International Bo  2.050  9/23/2036  EUR 62.012
Samhallsbyggnadsbolaget  6.703  4/11/2025  SEK 71.651
BAT International Finan  4.000 11/23/2055  GBP 55.959
Russian Foreign Bond -   4.250  6/23/2027  USD 52.120
Codere Finance 2 Luxemb 13.625 11/30/2027  USD  9.009
Desenio Group AB         9.221 12/16/2024  SEK 67.808
Sberbank of Russia Via   5.125 10/29/2022  USD 32.618
AerCap Ireland Capital   3.850 10/29/2041  USD 72.776
Gazprom PJSC via Gaz Fi  4.599             USD 59.500
Gazprom PJSC Via Gaz Ca  2.500  3/21/2026  EUR 72.420
BAE Systems PLC          3.000  9/15/2050  USD 64.856
La Financiere Atalian S  6.625  5/15/2025  GBP 67.753
Russian Foreign Bond -   7.500  3/31/2030  USD 66.029
Belfius Bank SA          3.625             EUR 74.938
Orsted AS                2.500  2/18/3021  GBP 66.322
Agps Bondco PLC          4.625  1/14/2026  EUR 33.449
MC Brazil Downstream Tr  7.250  6/30/2031  USD 63.279
Shell International Fin  3.250   4/6/2050  USD 69.555
Vonovia SE               0.750   9/1/2032  EUR 68.131
IOG Plc                 13.072  9/20/2024  EUR 50.333
Pershing Square Holding  3.250  10/1/2031  USD 73.671
NPC Ukrenergo            6.875  11/9/2028  USD 26.766
Arrival SA               3.500  12/1/2026  USD 13.172
Sagax Euro Mtn NL BV     1.000  5/17/2029  EUR 74.027
Lloyds Banking Group PL  2.707  12/3/2035  GBP 73.126
MHP Lux SA               6.250  9/19/2029  USD 54.099
Grand City Properties S  6.332             EUR 59.515
VTB Bank OJSC Via VTB C  6.950 10/17/2022  USD  6.718
BUPA Finance PLC         4.000             GBP 59.500
Gazprom PJSC Via Gaz Ca  4.950  3/23/2027  USD 74.504
Bulgaria Government Int  1.375  9/23/2050  EUR 54.241
Logicor Financing Sarl   2.000  1/17/2034  EUR 64.771
Saga PLC                 5.500  7/15/2026  GBP 74.825
PB International BV      7.625 12/31/2025  USD 41.100
Siemens Financieringsma  2.875  3/11/2041  USD 72.133
Gazprom PJSC Via Gaz Ca  4.950   2/6/2028  USD 74.924
EnBW Energie Baden-Wuer  2.125  8/31/2081  EUR 71.343
Housing & Care 21        3.288  11/8/2049  GBP 66.600
Russian Foreign Bond -   1.850 11/20/2032  EUR 36.688
Cardea Europe AG         7.250  12/8/2023  EUR 33.250
JAB Holdings BV          4.500   4/8/2052  USD 73.622
Moby SpA                 7.750  2/15/2023  EUR 60.090
Orsted AS                1.500  2/18/3021  EUR 74.347
Quant AB                 9.781 11/15/2025  EUR 67.451
Royalty Pharma PLC       3.350   9/2/2051  USD 60.717
Social Chain AG /The     5.750   4/7/2024  EUR  1.250
Croatia Government Inte  1.750   3/4/2041  EUR 69.711
State of North Rhine-We  2.150  3/21/2119  EUR 65.460
Republic of Belarus Int  5.875  2/24/2026  USD 48.225
VF Ukraine PAT via VFU   6.200  2/11/2025  USD 74.138
Czech Republic Governme  1.500  4/24/2040  CZK 64.453
Vienna Insurance Group   1.000  3/26/2036  EUR 71.698
Rickmers Holding AG      8.875  6/11/2018  EUR  2.193
SPP-Distribucia AS       1.000   6/9/2031  EUR 68.136
Cellnex Finance Co SA    3.875   7/7/2041  USD 71.379
Agps Bondco PLC          5.500 11/13/2026  EUR 32.206
Rothesay Life PLC        5.000             GBP 63.911
Electricite de France S  1.000 11/29/2033  EUR 73.404
British Telecommunicati  4.250  11/8/2049  USD 71.384
Slovenia Government Bon  1.175  2/13/2062  EUR 52.348
BNP Paribas SA           4.625             USD 75.750
Romanian Government Int  3.375   2/8/2038  EUR 72.599
Borets Finance DAC       6.000  9/17/2026  USD 48.771
Republic of Austria Gov  1.500  2/20/2047  EUR 70.828
DDM Debt AB              9.000  4/19/2026  EUR 68.902
Italy Buoni Poliennali   1.450   3/1/2036  EUR 72.428
LEG Immobilien SE        1.000 11/19/2032  EUR 70.222
Tinkoff Bank JSC Via TC 11.002             USD 55.000
Saxa Gres Spa            7.000   8/4/2027  EUR  4.193
Nexity SA                0.875  4/19/2028  EUR 38.015
Digital Intrepid Holdin  1.375  7/18/2032  EUR 73.013
Altice France Holding S  6.000  2/15/2028  USD 42.268
BNG Bank NV              0.125  4/19/2033  EUR 74.390
Just Group PLC           5.000             GBP 63.672
Phosagro OAO Via Phosag  2.600  9/16/2028  USD 64.421
UBS Group AG             3.179  2/11/2043  USD 67.680
Electricite de France S  2.000  12/9/2049  EUR 58.422
Altice France Holding S 10.500  5/15/2027  USD 51.264
State Agency of Roads o  6.250  6/24/2030  USD 27.532
BAWAG Group AG           5.125             EUR 73.522
Lendlease Europe Financ  3.500  12/2/2033  GBP 65.629
Metinvest BV             7.750 10/17/2029  USD 58.500
Severstal OAO Via Steel  3.150  9/16/2024  USD  5.485
Diebold Nixdorf Dutch H  9.000  7/15/2025  EUR 17.698
Logicor Financing Sarl   1.625  1/17/2030  EUR 73.573
Glencore Capital Financ  1.250   3/1/2033  EUR 72.361
Societe Generale SA      4.027  1/21/2043  USD 65.004
CK Hutchison Group Tele  2.625 10/17/2034  GBP 66.918
Ireland Government Bond  0.550  4/22/2041  EUR 62.964
Ireland Government Bond  0.400  5/15/2035  EUR 73.679
BMW Finance NV           0.200  1/11/2033  EUR 73.266
WM Morrison Supermarket  4.750   7/4/2029  GBP 58.822
HSE Finance Sarl         9.531 10/15/2026  EUR 57.519
OSB Group PLC            6.000             GBP 74.085
Deutsche Bank AG/New Yo  3.742   1/7/2033  USD 73.599
Samhallsbyggnadsbolaget  7.284  2/19/2024  SEK 74.566
Russian Railways Via RZ  2.200  5/23/2027  EUR 68.227
Aedifica SA              0.750   9/9/2031  EUR 72.174
Russian Foreign Bond -   2.650  5/27/2036  EUR 34.630
Aegon NV                 1.425             NLG 72.011
Bank Gospodarstwa Krajo  2.250  7/21/2033  PLN 69.334
Alfa Bank AO Via Alfa B  5.950  4/15/2030  USD  1.359
Vnesheconombank Via VEB  6.800 11/22/2025  USD  6.507
Enel SpA                 1.875             EUR 74.027
Siemens Financieringsma  2.875  3/11/2041  USD 71.889
Voltalia SA              1.000  1/13/2025  EUR 29.056
Fresnillo PLC            4.250  10/2/2050  USD 72.574
UBS Group AG             0.625  2/24/2033  EUR 70.859
Republic of Austria Gov  0.250 10/20/2036  EUR 67.989
Deutsche Bahn Finance G  0.625  12/8/2050  EUR 48.148
Ukraine Government Bond 12.700 10/30/2024  UAH 65.938
Saderea DAC             12.500 11/30/2026  USD 46.500
Maisons du Monde SA      0.125  12/6/2023  EUR 47.541
Marston's Issuer PLC     7.819  7/16/2035  GBP 70.635
Financiere Immobiliere   6.000  1/30/2025  EUR  9.587
Czech Gas Networks Inve  0.875  3/31/2031  EUR 73.202
Tresu Investment Holdin  8.554   1/2/2025  EUR 44.017
Agps Bondco PLC          5.000  4/27/2027  EUR 30.825
Kingdom of Belgium Gove  2.250  6/22/2057  EUR 74.797
AstraZeneca PLC          3.000  5/28/2051  USD 69.287
Southern Housing         2.375  10/8/2036  GBP 67.770
Thomas Cook Group PLC    6.250  6/15/2022  EUR  0.499
Rallye SA                4.000  2/28/2032  CHF  1.702
Realkredit Danmark A/S   1.000  10/1/2050  DKK 71.484
Credit Bank of Moscow V  3.100  1/21/2026  EUR 27.901
Republic of Belarus Int  7.625  6/29/2027  USD 48.792
Development Bank of the  6.750   5/2/2024  USD 41.325
Samhallsbyggnadsbolaget  6.380  8/27/2025  NOK 68.460
Prosus NV                1.985  7/13/2033  EUR 67.700
University of Oxford     2.544  12/8/2117  GBP 49.789
Scandinavian Airlines S  0.625             CHF  9.440
BICO Group AB            2.875  3/19/2026  SEK 69.003
Slovenia Government Bon  0.488 10/20/2050  EUR 45.636
NET4GAS sro              8.040  1/28/2028  CZK 66.000
Altice France SA/France  5.500  1/15/2028  USD 74.530
FIGEAC-AERO              1.750 10/18/2028  EUR 23.104
Altice France SA/France  5.125  7/15/2029  USD 69.404
Samhallsbyggnadsbolaget  7.038  1/14/2025  SEK 70.990
Credit Bank of Moscow V  3.875  9/21/2026  USD 34.566
Sweden Government Bond   1.375  6/23/2071  SEK 54.576
Vonovia SE               1.000  6/16/2033  EUR 67.443
Abengoa Abenewco 2 SA    1.500 10/26/2024  USD  0.009
Gazprom PJSC via Gaz Fi  2.950  4/15/2025  EUR 74.134
Mutuelle Assurance Des   2.125  6/21/2052  EUR 69.590
Slovenia Government Bon  0.688   3/3/2081  EUR 38.005
Fnac Darty SA            0.250  3/23/2027  EUR 67.160
Orpea SA                 2.000   4/1/2028  EUR 27.343
Raiffeisen Bank Interna  1.375  6/17/2033  EUR 71.590
Selina Hospitality PLC   6.000  11/1/2026  USD 25.512
European Financial Stab  1.450   9/5/2040  EUR 74.970
Nykredit Realkredit AS   1.000  10/1/2053  DKK 70.598
Chancellor Masters & Sc  0.250  6/27/2068  GBP 54.874
UBS Group AG             0.875  11/3/2031  EUR 74.797
Sweden Government Bond   0.500 11/24/2045  SEK 60.632
Paragon Treasury Plc     3.625  1/21/2047  GBP 70.383
Immigon Portfolioabbau  10.138             EUR 17.145
Blackstone Property Par  1.625  4/20/2030  EUR 73.605
Pandion AG               5.500   2/5/2026  EUR 67.414
Russian Railways Via RZ  1.195   4/3/2028  CHF 56.705
BNP Paribas SA           4.500             USD 73.750
Slovakia Government Bon  0.375  4/21/2036  EUR 63.847
CPI Property Group SA    5.800             SGD 43.838
Rallye SA                3.250  2/28/2032  CHF  0.145
TenneT Holding BV        0.500 11/30/2040  EUR 63.080
alstria office REIT-AG   1.500 11/15/2027  EUR 71.382
Electricite de France S  1.875 10/13/2036  EUR 73.542
VTB Bank PJSC Via VTB E  9.500             USD 17.644
State of North Rhine-We  1.750  7/11/2068  EUR 61.177
Ukraine Government Bond  9.990  5/22/2024  UAH 68.277
RWE AG                   1.000 11/26/2033  EUR 73.302
Idavang A/S             11.009 11/11/2025  EUR 73.476
SAS AB                   8.295             SEK 10.471
Oscar Properties Holdin 11.070   7/5/2024  SEK 48.576
Suek Securities DAC      3.375  9/15/2026  USD 69.099
Georgia Capital JSC      8.500   8/3/2028  USD 73.965
Abengoa Abenewco 2 SA    1.500 10/26/2024  USD  1.423
Russian Foreign Bond -   1.125 11/20/2027  EUR 38.898
Russian Railways Via RZ  7.487  3/25/2031  GBP 67.753
Vodafone Group PLC       3.000  8/12/2056  GBP 55.112
Cofinimmo SA             0.875  12/2/2030  EUR 74.917
National Grid Electrici  0.872 11/26/2040  EUR 59.352
BNP Paribas SA           0.625  12/3/2032  EUR 71.376
Czech Republic Governme  1.950  7/30/2037  CZK 74.492
ALROSA Finance SA        4.650   4/9/2024  USD 10.162
Aberdeen City Council    0.100  2/28/2054  GBP 69.520
Affordable Housing Fina  2.893  8/11/2043  GBP 72.985
Veganz Group AG          7.500  2/24/2025  EUR 60.828
Audax Renovables SA      2.750 11/30/2025  EUR 74.698
PREOS Global Office Rea  7.500  12/9/2024  EUR  4.260
Mallinckrodt Internatio 10.000  6/15/2029  USD 13.550
Derwent London PLC       1.875 11/17/2031  GBP 70.131
Thames Water Utilities   1.250  1/31/2032  EUR 74.877
Altice Finco SA          4.750  1/15/2028  EUR 63.444
NET4GAS sro              3.500  7/28/2026  EUR 66.017
UNIQA Insurance Group A  2.375  12/9/2041  EUR 73.956
Akelius Residential Pro  0.750  2/22/2030  EUR 72.313
Orpea SA                 2.200 12/15/2024  EUR 27.928
CPI Property Group SA    2.750  1/22/2028  GBP 69.300
Alfa Bank AO Via Alfa B  5.900             USD  7.634
Sovcombank Via SovCom C  7.600             USD  4.035
BNP Paribas SA           2.824  1/26/2041  USD 63.754
TotalEnergies Capital I  3.127  5/29/2050  USD 67.891
Credit Bank of Moscow V  8.875             USD 13.056
Free and Hanseatic City  1.095  6/13/2046  EUR 62.123
Neoen SA                 2.000   6/2/2025  EUR 44.198
Chelyabinsk Pipe Plant   4.500  9/19/2024  USD 58.616
BNP Paribas SA           1.250  7/13/2031  GBP 69.561
Unigel Luxembourg SA     8.750  10/1/2026  USD 38.678
Manchester Airport Grou  2.875  9/30/2044  GBP 62.554
Gazprom PJSC via Gaz Fi  1.850 11/17/2028  EUR 60.133
Royalty Pharma PLC       3.550   9/2/2050  USD 63.879
Thermo Fisher Scientifi  2.000 10/18/2051  EUR 63.002
Intu Debenture PLC       5.562 12/31/2027  GBP 40.083
Agri Resources Group SA  8.000  3/17/2026  EUR  9.645
Bank Millennium SA       8.940  1/30/2029  PLN 73.299
Bank Gospodarstwa Krajo  2.375 11/27/2040  PLN 61.712
Lukoil Securities BV     3.875   5/6/2030  USD 74.222
Lloyds Banking Group PL  4.344   1/9/2048  USD 73.155
Banque Federative du Cr  1.125 11/19/2031  EUR 73.782
Lukoil Capital DAC       3.600 10/26/2031  USD 72.284
Wuestenrot & Wuerttembe  2.125  9/10/2041  EUR 71.163
Syngenta Finance NV      4.375  3/28/2042  USD 70.637
DXC Capital Funding DAC  0.950  9/15/2031  EUR 71.503
Muenchener Rueckversich  1.000  5/26/2042  EUR 72.493
Metalloinvest Finance D  3.375 10/22/2028  USD 54.088
Nykredit Realkredit AS   1.500  10/1/2053  DKK 74.761
Sberbank of Russia Via   5.250  5/23/2023  USD 32.618
nextbike GmbH            6.000  3/31/2025  EUR 65.000
Berlin Hyp AG            0.375  4/21/2031  EUR 74.216
Slovenia Government Bon  1.750  11/3/2040  EUR 73.741
Russian Agricultural Ba  8.500 10/16/2023  USD 26.135
Ilija Batljan Invest AB 10.475             SEK  4.643
Smurfit Kappa Treasury   1.000  9/22/2033  EUR 73.249
ABN AMRO Bank NV         1.125  4/23/2039  EUR 71.667
Chesnara PLC             4.750   8/4/2032  GBP 72.797
John Lewis PLC           4.250 12/18/2034  GBP 61.537
Altarea SCA              1.750  1/16/2030  EUR 70.949
Societe Du Grand Paris   0.700 10/15/2060  EUR 37.038
Credit Bank of Moscow V  4.700  1/29/2025  USD 26.156
Slovakia Government Bon  1.000 10/13/2051  EUR 49.898
Vnesheconombank Via VEB  5.942 11/21/2023  USD  9.666
GTLK Europe Capital DAC  5.950  4/17/2025  USD 29.218
TenneT Holding BV        0.125 11/30/2032  EUR 74.826
Optivo Finance PLC       2.857  10/7/2035  GBP 73.820
Pershing Square Holding  3.250  10/1/2031  USD 73.118
Places For People Treas  2.500  1/26/2036  GBP 68.279
Kreditanstalt fuer Wied  0.875   7/4/2039  EUR 70.170
Ukreximbank Via Biz Fin  9.950 11/14/2029  USD 68.125
Prosus NV                2.031   8/3/2032  EUR 70.653
publity AG               5.500  6/19/2025  EUR 57.470
JAB Holdings BV          2.250 12/19/2039  EUR 69.782
Vonovia SE               1.500  6/14/2041  EUR 54.601
Schlote Holding GmbH     6.750 11/21/2024  EUR 27.649
UK Municipal Bonds Agen  1.625  8/26/2060  GBP 39.540
Adecco International Fi  0.500  9/21/2031  EUR 74.838
Metinvest BV             7.650  10/1/2027  USD 61.609
Vonovia SE               0.625  3/24/2031  EUR 71.787
EnBW International Fina  0.500   3/1/2033  EUR 72.150
Deutsche Telekom AG      3.625  1/21/2050  USD 70.908
Balder Finland Oyj       1.375  5/24/2030  EUR 62.813
K2A Knaust & Andersson   9.860             SEK 65.000
BAT International Finan  2.000  3/13/2045  EUR 57.151
Nykredit Realkredit AS   1.000  10/1/2053  DKK 65.782
Vonovia Finance BV       1.625  10/7/2039  EUR 59.568
Medtronic Global Holdin  1.375 10/15/2040  EUR 65.979
Nats En Route PLC        1.750  9/30/2033  GBP 70.686
Bigben Interactive       1.125  2/19/2026  EUR 64.610
Fresenius Finance Irela  0.875  10/1/2031  EUR 74.794
Soc Nationale SNCF SACA  1.000  1/19/2061  EUR 39.857
FF Group Finance Luxemb  3.250  11/2/2021  CHF  4.137
Credit Bank of Moscow V  5.150  2/20/2024  EUR 30.727
Vedanta Resources Finan  8.950  3/11/2025  USD 67.080
Pozavarovalnica Sava dd  3.750  11/7/2039  EUR 67.271
Wellcome Trust Ltd/The   1.500  7/14/2071  GBP 37.626
Hacienda Investments Lt  5.350   2/8/2028  USD 58.116
Slovakia Government Bon  2.000 10/17/2047  EUR 68.649
Hellenic Republic Gover  2.085  7/25/2057  EUR 30.248
AstraZeneca PLC          2.125   8/6/2050  USD 58.110
Aroundtown SA            3.000 10/16/2029  GBP 64.736
Jyske Realkredit A/S     1.000  10/1/2050  DKK 71.524
Herens Holdco Sarl       4.750  5/15/2028  USD 74.916
Republic of Belarus Int  6.200  2/28/2030  USD 37.978
UNEDIC ASSEO             0.500  5/25/2036  EUR 69.515
Shell International Fin  1.750  9/10/2052  GBP 45.094
Ageas SA/NV              1.875 11/24/2051  EUR 73.335
Karlou BV                7.750  6/18/2024  USD 11.400
JT International Financ  2.750  9/28/2033  GBP 74.247
SABIC Capital I BV       3.000  9/14/2050  USD 68.851
Groupe des Assurances d  1.850  4/21/2042  EUR 73.786
Mime Petroleum AS       13.500  3/21/2083  USD 20.000
SCF Capital Designated   3.850  4/26/2028  USD 65.808
Verbund AG               0.900   4/1/2041  EUR 66.373
Merlin Properties Socim  1.875  12/4/2034  EUR 70.403
Nordea Kredit Realkredi  1.000  10/1/2050  DKK 71.678
Ekosem-Agrar AG          2.500  12/7/2027  EUR 15.358
Turkey Government Bond   9.100  2/16/2028  TRY #N/A N/A
Shell International Fin  2.875 11/26/2041  USD 70.181
HSBC Holdings PLC        4.000   9/8/2036  USD 73.677
Plusplus Capital Financ 11.000  7/29/2026  EUR 73.477
Ekosem-Agrar AG          2.500  7/31/2029  EUR 18.195
Lar Espana Real Estate   1.843  11/3/2028  EUR 73.751
Barclays PLC             3.330 11/24/2042  USD 67.240
Nestle Finance Internat  0.875  6/14/2041  EUR 65.539
BP Capital Markets BV    1.467  9/21/2041  EUR 63.498
Orange SA                0.625 12/16/2033  EUR 73.683
Electricite de France S  4.750  10/6/2045  USD 74.237
Slovakia Government Bon  2.250  6/12/2068  EUR 65.212
Societe Generale SA      3.625   3/1/2041  USD 62.544
Thermo Fisher Scientifi  1.625 10/18/2041  EUR 67.521
Parnassia Groep BV       1.200  12/1/2051  EUR 69.121
BNP Paribas SA           2.000  9/13/2036  GBP 62.995
Anheuser-Busch InBev SA  2.850  5/25/2037  GBP 74.846
Segro Capital Sarl       0.500  9/22/2031  EUR 73.359
Hexagon Housing Associa  3.625  4/22/2048  GBP 66.667
Basque Government        1.375 10/31/2070  EUR 41.006
LEG Immobilien SE        0.875  3/30/2033  EUR 67.568
Nykredit Realkredit AS   1.500  10/1/2053  DKK 70.348
Home Credit & Finance B  8.800             USD  5.364
Holcim Finance Luxembou  0.625  1/19/2033  EUR 71.630
BNP Paribas SA           2.824  1/26/2041  USD 63.974
Kenbourne Invest SA      4.700  1/22/2028  USD 59.996
Finland Government Bond  0.125  4/15/2036  EUR 67.566
Travelex Financing PLC   8.000  5/15/2022  EUR  0.303
VTB Bank OJSC Via VTB C  4.073 10/24/2024  CHF 16.000
Credit Bank of Moscow V  7.625             USD 26.434
Direct Line Insurance G  4.000   6/5/2032  GBP 71.929
Fastator AB             10.318 12/23/2025  SEK 70.906
UBS Group AG             4.375             USD 73.740
Trinseo Materials Opera  5.125   4/1/2029  USD 53.516
Sirius Real Estate Ltd   1.750 11/24/2028  EUR 74.858
CM.com NV                2.000   9/9/2026  EUR 64.474
Deutsche Telekom AG      1.750  12/9/2049  EUR 69.203
esure Group PLC          6.000             GBP 69.177
Senvion Holding GmbH     3.875 10/25/2022  EUR  0.145
Prosus NV                3.832   2/8/2051  USD 56.242
Air Berlin PLC           6.750   5/9/2019  EUR  0.363
ALROSA Finance SA        3.100  6/25/2027  USD  6.629
British Telecommunicati  4.250  11/8/2049  USD 70.570
Digital Intrepid Holdin  0.625  7/15/2031  EUR 71.533
Finland Government Bond  0.250  9/15/2040  EUR 60.350
Heineken NV              1.750   5/7/2040  EUR 72.958
Bayer AG                 1.000  1/12/2036  EUR 68.508
Portugal Obrigacoes do   0.900 10/12/2035  EUR 74.044
Samhallsbyggnadsbolaget  4.500  3/10/2025  EUR 70.338
Pershing Square Holding  4.950  7/15/2039  USD 72.089
Enel Finance Internatio  1.125 10/17/2034  EUR 71.609
GTLK Europe Capital DAC  4.800  2/26/2028  USD 22.382
Barclays PLC             3.811  3/10/2042  USD 68.746
Imperial Brands Finance  1.750  3/18/2033  EUR 73.052
Cyprus Government Inter  2.250  4/16/2050  EUR 66.536
Cie de Financement Fonc  0.600 10/25/2041  EUR 60.980
SNCF Reseau              0.750  5/25/2036  EUR 70.588
Morhomes PLC             3.400  2/19/2038  GBP 74.717
United Utilities Water   1.875   6/3/2042  GBP 54.635
OMV AG                   1.000   7/3/2034  EUR 74.315
Muenchener Hypothekenba  0.010  11/2/2040  EUR 55.770
Assura Financing PLC     1.625  6/30/2033  GBP 66.295
Wales & West Utilities   3.000   8/3/2038  GBP 71.038
Jyske Realkredit A/S     1.500  10/1/2053  DKK 74.881
UniCredit Bank AG        0.010  1/21/2036  EUR 65.937
Kreditanstalt fuer Wied  0.050  9/29/2034  EUR 71.095
Utmost Group PLC         4.000 12/15/2031  GBP 72.296
Enel Finance Internatio  0.875  6/17/2036  EUR 65.733
Hungary Government Bond  2.250  6/22/2034  HUF 64.013
Proximus SADP            0.750 11/17/2036  EUR 66.072
Agence Francaise de Dev  0.375  5/25/2036  EUR 66.802
Bromford Housing Group   3.125   5/3/2048  GBP 67.040
Repsol Europe Finance S  0.875   7/6/2033  EUR 74.711
Vnesheconombank Via VEB  6.025   7/5/2022  USD  7.295
Hacienda Investments Lt  5.075  2/15/2023  USD 25.175
Latvia Government Inter  1.375  5/16/2036  EUR 73.092
Aroundtown SA            3.625  4/10/2031  GBP 62.704
Banque Federative du Cr  3.103             EUR 74.833
EYEMAXX Real Estate AG   5.500  4/26/2023  EUR  1.726
UBS Group AG             3.179  2/11/2043  USD 67.627
Latvia Government Inter  1.875  2/19/2049  EUR 67.598
Landwirtschaftliche Ren  0.010 11/26/2040  EUR 56.571
State of North Rhine-We  1.950  9/26/2078  EUR 63.665
GTLK Europe Capital DAC  4.650  3/10/2027  USD 22.689
State of North Rhine-We  1.000 10/16/2046  EUR 61.482
Thames Water Utilities   2.375  4/22/2040  GBP 56.813
Russian Foreign Bond -   5.875  9/16/2043  USD 66.416
Abengoa Abenewco 2 Bis   1.500  4/26/2024  EUR  0.498
Credit Bank of Moscow V  7.500  10/5/2027  USD 21.609
TotalEnergies Capital I  3.386  6/29/2060  USD 67.822
Channel Link Enterprise  3.848  6/30/2050  GBP 65.169
BASF SE                  1.625 11/15/2037  EUR 73.180
Societe Generale SA      4.027  1/21/2043  USD 65.097
Anglo American Capital   3.950  9/10/2050  USD 71.065
LSEGA Financing PLC      3.200   4/6/2041  USD 71.956
Southern Gas Networks P  1.250  12/2/2031  GBP 69.864
GlaxoSmithKline Capital  1.625  5/12/2035  GBP 67.371
Nederlandse Waterschaps  0.375  9/28/2046  EUR 51.679
LEG Immobilien SE        1.500  1/17/2034  EUR 70.683
Cie Generale des Etabli  0.625  11/2/2040  EUR 64.233
DH Europe Finance II Sa  1.350  9/18/2039  EUR 68.553
Sydbank AS               3.259             EUR 72.726
Metropolitan Housing Tr  1.875  7/28/2036  GBP 64.024
Land Securities Capital  2.750  9/22/2059  GBP 55.139
NET4GAS sro              2.745  1/28/2031  CZK 46.939
Kommunekredit            0.375   2/3/2045  DKK 53.171
Cooperatieve Rabobank U  0.750  6/21/2039  EUR 66.757
Samhallsbyggnadsbolaget  4.940 12/18/2025  SEK 64.459
Tritax Big Box REIT PLC  1.500 11/27/2033  GBP 64.272
Barclays Bank PLC       12.000  9/24/2025  TRY 69.380
Latvia Government Inter  2.250  2/15/2047  EUR 73.546
Eurogrid GmbH            0.741  4/21/2033  EUR 74.804
Sovcombank Via SovCom C  3.400  1/26/2025  USD  2.610
Finland Government Bond  0.500  4/15/2043  EUR 59.818
Pension Insurance Corp   3.625 10/21/2032  GBP 73.322
Richemont International  1.625  5/26/2040  EUR 73.012
Lloyds Banking Group PL  3.369 12/14/2046  USD 64.199
Vedanta Resources Ltd    6.125   8/9/2024  USD 65.387
Braskem Netherlands Fin  5.875  1/31/2050  USD 74.456
Eni SpA                  1.000 10/11/2034  EUR 72.448
UNEDIC ASSEO             0.250  7/16/2035  EUR 69.654
Region of Pays de la Lo  1.704 10/23/2040  EUR 70.937
Cadent Finance PLC       2.625  9/22/2038  GBP 64.370
Simon International Fin  1.125  3/19/2033  EUR 71.382
European Financial Stab  0.700  1/17/2053  EUR 49.829
Blend Funding PLC        3.459  9/21/2047  GBP 71.426
BNG Bank NV              0.125   7/9/2035  EUR 68.983
Enexis Holding NV        0.375  4/14/2033  EUR 74.509
Wellcome Trust Ltd/The   2.517   2/7/2118  GBP 49.869
ABN AMRO Bank NV         1.250  1/20/2034  EUR 74.848
Finland Government Bond  1.375  4/15/2047  EUR 69.837
Siemens Financieringsma  0.500   9/5/2034  EUR 72.493
MMK International Capit  4.375  6/13/2024  USD 27.930
Cadent Finance PLC       2.750  9/22/2046  GBP 57.682
Landesbank Hessen-Thuer  0.500  1/19/2037  EUR 69.196
Market Parent Finco PLC  6.750  10/1/2029  GBP 63.270
Shell International Fin  0.875  11/8/2039  EUR 62.379
Mitsubishi UFJ Investor  7.913 12/30/2099  EUR  2.922
Bulgaria Government Bon  1.500  6/21/2039  BGN 54.406
Soc Nationale SNCF SACA  0.875  2/28/2051  EUR 46.580
Evraz PLC                5.375  3/20/2023  USD 71.057
Altice France SA/France  5.500 10/15/2029  USD 70.652
GTLK Europe Capital DAC  4.949  2/18/2026  USD 19.180
Gol Finance SA           8.000  6/30/2026  USD 54.957
SRV Group Oyj            4.875             EUR 40.000
Standard Chartered PLC   4.300             USD 74.855
Russian Federal Bond -   6.100  7/18/2035  RUB 67.841
Nederlandse Gasunie NV   0.750 10/13/2036  EUR 67.800
BUPA Finance PLC         4.125  6/14/2035  GBP 74.308
Medtronic Global Holdin  1.750   7/2/2049  EUR 61.828
Nykredit Realkredit AS   2.000  10/1/2053  DKK 72.509
Storebrand Livsforsikri  1.875  9/30/2051  EUR 72.964
Grand City Properties S  2.000 10/25/2032  EUR 61.346
Lithuania Government In  0.750  7/15/2051  EUR 47.367
NIBC Bank NV             3.089             EUR 69.641
Petrobras Global Financ  4.750   4/2/2038  EUR 50.826
Altice France Holding S  8.000  5/15/2027  EUR 47.083
Luzerner Kantonalbank A  0.160 12/23/2043  CHF 70.595
Medtronic Global Holdin  1.625 10/15/2050  EUR 58.724
Sovcombank Via SovCom C  7.750             USD  1.358
National Grid PLC        0.750   9/1/2033  EUR 70.683
Air Berlin PLC           8.250  4/19/2018  EUR  0.446
Deutsche Telekom AG      3.625  1/21/2050  USD 70.681
East Slope Residencies   0.100  2/28/2062  GBP 59.547
Offentliga Hus I Norden 10.662             SEK 48.027
Clarion Funding PLC      1.875   9/7/2051  GBP 45.908
Ukraine Government Inte  6.876  5/21/2031  USD 27.323
Landesbank Baden-Wuertt  0.375  2/21/2031  EUR 74.735
JAB Holdings BV          3.750  5/28/2051  USD 64.032
Mondelez International   1.250   9/9/2041  EUR 64.036
Credit Agricole SA       2.811  1/11/2041  USD 63.894
Amprion GmbH             0.625  9/23/2033  EUR 72.382
Novo Banco SA/Luxembour  3.500  1/23/2043  EUR 73.278
GTLK Europe DAC          5.125  5/31/2024  USD 36.146
Enel Finance Internatio  0.875  9/28/2034  EUR 70.325
BP Capital Markets BV    0.933  12/4/2040  EUR 59.024
SKF AB                   0.250  2/15/2031  EUR 74.835
Shell International Fin  1.000 12/10/2030  GBP 73.768
PIK Securities DAC       5.625 11/19/2026  USD 44.320
Intesa Sanpaolo SpA      4.700  9/23/2049  USD 69.241
Home Group Ltd           3.125  3/27/2043  GBP 66.539
Solocal Group           10.526  3/15/2025  EUR 31.572
Vodafone Group PLC       3.375   8/8/2049  GBP 63.261
ABN AMRO Bank NV         0.625  1/24/2037  EUR 69.960
TMK OAO Via TMK Capital  4.300  2/12/2027  USD 65.144
Alfa Bank AO Via Alfa B  6.950             USD  5.641
Island Offshore Shiphol  9.630  6/30/2024  NOK 45.352
TotalEnergies Capital I  1.618  5/18/2040  EUR 71.598
Ukraine Government Bond 15.500  10/2/2024  UAH 68.839
Magnolia Bostad AB      11.784  5/19/2026  SEK 70.033
Libra Longhurst Group T  3.250  5/15/2043  GBP 68.411
Aroundtown SA            2.912  9/20/2030  EUR 63.931
Motability Operations G  1.500  1/20/2041  GBP 56.340
Free State of Bavaria    0.010  1/18/2035  EUR 69.626
Orange SA                0.750  6/29/2034  EUR 73.339
Free State of Saxony     0.010 12/17/2035  EUR 67.026
Aegon Bank NV            0.375   6/9/2036  EUR 68.272
Rallye SA                3.400  2/28/2032  EUR  0.131
Ukraine Government Inte 15.840  2/26/2025  UAH 71.966
GTLK Europe Capital DAC  4.349  2/27/2029  USD 20.824
Platform HG Financing P  1.625  8/10/2055  GBP 43.250
NRW Bank                 1.250  3/21/2044  EUR 68.893
Lithuania Government Bo  0.300  2/12/2032  EUR 71.770
South Eastern Power Net  1.750  9/30/2034  GBP 67.731
Russian Federal Bond -   5.900  3/12/2031  RUB 74.826
Vonovia Finance BV       1.125  9/14/2034  EUR 64.570
JSM Global Sarl          4.750 10/20/2030  USD 17.250
BNG Bank NV              0.805  6/28/2049  EUR 53.627
Ukraine Government Bond 19.750  7/22/2026  UAH 72.201
National Grid Electrici  2.000  4/17/2040  GBP 58.645
Sibur Securities DAC     2.950   7/8/2025  USD 65.418
Novolipetsk Steel Via S  1.450   6/2/2026  EUR 69.463
EYEMAXX Real Estate AG   5.500  7/22/2025  EUR 18.958
Dexia Credit Local SA    5.528             EUR  2.351
Russian Foreign Bond -   4.250  6/23/2027  USD 52.120
United Utilities Water   0.875 10/28/2029  GBP 74.219
VTR Finance NV           6.375  7/15/2028  USD 43.156
Allied Irish Banks PLC  12.500  6/25/2035  GBP 58.058
Tele Columbus AG         3.875   5/2/2025  EUR 65.000
Nordea Kredit Realkredi  1.000  10/1/2053  DKK 65.873
EWE AG                   0.375 10/22/2032  EUR 72.385
Nykredit Realkredit AS   0.500  10/1/2053  DKK 65.349
BNG Bank NV              0.250 11/22/2036  EUR 66.507
Nationwide Building Soc  0.500   5/5/2041  EUR 60.299
State of North Rhine-We  1.750 10/26/2057  EUR 66.366
R-Logitech Finance SA   10.250  9/26/2027  EUR 30.253
Zurich Finance Ireland   1.625  6/17/2039  EUR 72.689
Diageo Finance PLC       2.750   6/8/2038  GBP 72.365
Cellnex Finance Co SA    3.875   7/7/2041  USD 69.629
WPP Finance 2013         2.875  9/14/2046  GBP 57.050
Nationale-Nederlanden B  0.050 11/12/2040  EUR 55.890
Orange SA                1.375   9/4/2049  EUR 64.027
Talanx AG                1.750  12/1/2042  EUR 74.800
HOWOGE Wohnungsbaugesel  1.125  11/1/2033  EUR 71.978
Becton Dickinson Euro F  1.336  8/13/2041  EUR 62.071
Ghelamco Invest          4.250  1/21/2027  EUR 71.957
Magnolia Bostad AB      10.670  3/18/2025  SEK 74.244
Societe Generale SA      3.625   3/1/2041  USD 63.054
Prosus NV                4.987  1/19/2052  USD 66.483
Privatbank CJSC Via UK  10.250  1/23/2018  USD  3.392
Ukraine Government Inte  7.750   8/1/2041  USD 46.586
Scottish Hydro Electric  2.125  3/24/2036  GBP 67.165
Russian Foreign Bond -   4.375  3/21/2029  USD 48.313
Deutsche Bahn Finance G  0.625  4/15/2036  EUR 69.385
Russian Federal Bond -   7.000  7/30/2036  RUB 72.515
Unibail-Rodamco-Westfie  0.875  3/29/2032  EUR 72.433
Investor AB              0.375 10/29/2035  EUR 66.396
Snam SpA                 1.000  9/12/2034  EUR 71.855
Clarion Funding PLC      3.125  4/19/2048  GBP 64.327
Samhallsbyggnadsbolaget  3.000   4/3/2040  EUR 46.464
Severn Trent Utilities   2.000   6/2/2040  GBP 57.729
Nordea Kredit Realkredi  1.000  10/1/2050  DKK 67.256
Land Thueringen          0.125  1/13/2051  EUR 41.666
Realkredit Danmark A/S   1.000  10/1/2053  DKK 65.783
Andorra International B  1.700 10/13/2041  EUR 64.019
La Poste SA              0.625  1/18/2036  EUR 67.502
Novo Banco SA/Luxembour  3.500  2/19/2043  EUR 73.383
Sovcombank Via SovCom C  8.000   4/7/2030  USD  6.581
Operateur de Reseaux d'  2.850   2/3/2045  EUR 73.860
CNP Assurances SACA      1.875 10/12/2053  EUR 71.587
3i Group PLC             3.750   6/5/2040  GBP 71.037
Air Berlin PLC           5.625   5/9/2019  CHF  0.408
Nostrum Oil & Gas Finan  7.000  2/16/2025  USD 25.375
Ukraine Government Inte  7.253  3/15/2035  USD 27.625
Region Wallonne Belgium  1.050  6/22/2040  EUR 64.909
Genfit SA                3.500 10/16/2025  EUR 25.209
BAWAG PSK Bank fuer Arb  0.010 11/19/2035  EUR 64.593
Realkredit Danmark A/S   1.000  10/1/2050  DKK 67.095
Intesa Sanpaolo SpA      2.625  3/11/2036  GBP 64.776
Royal Schiphol Group NV  0.750  4/22/2033  EUR 74.856
NPC Ukrenergo            6.875  11/9/2028  USD 28.053
Terragon AG              6.500  5/24/2024  EUR  1.239
Deutsche Bahn Finance G  1.125  5/29/2051  EUR 56.170
Vonovia Finance BV       1.000  1/28/2041  EUR 50.832
SES SA                   5.300   4/4/2043  USD 68.678
State of North Rhine-We  1.450  2/16/2043  EUR 71.395
Republic of Belarus Int  6.875  2/28/2023  USD 38.194
Prologis International   0.750  3/23/2033  EUR 68.688
Landwirtschaftliche Ren  0.625 10/31/2036  EUR 71.788
TotalEnergies Capital I  2.986  6/29/2041  USD 71.793
OGX Austria GmbH         8.500   6/1/2018  USD  0.019
Gecina SA                0.875  6/30/2036  EUR 66.462
Petrobras Global Financ  4.500   2/4/2033  EUR 64.894
Nationale-Nederlanden B  0.050  9/24/2035  EUR 66.455
RL Finance Bonds NO 4 P  4.875  10/7/2049  GBP 73.363
British Telecommunicati  3.625 11/21/2047  GBP 67.913
Lehman Brothers UK Capi  5.750             EUR  7.000
Herens Midco Sarl        5.250  5/15/2029  EUR 53.250
Republic of Croatia FX   1.000 11/27/2034  EUR 72.446
Canary Wharf Group Inve  3.375  4/23/2028  GBP 63.125
Argenta Spaarbank NV     0.500  10/8/2041  EUR 59.234
Allianz Finance II BV    0.500 11/22/2033  EUR 73.764
Realkredit Danmark A/S   1.000  10/1/2053  DKK 59.624
BNG Bank NV              1.980  4/19/2040  SEK 73.740
Espirito Santo Financia  6.875 10/21/2019  EUR  0.104
Enel Finance Internatio  1.250  1/17/2035  EUR 73.017
DSV Finance BV           0.875  9/17/2036  EUR 68.084
Motability Operations G  2.125  1/18/2042  GBP 61.201
Coventry Building Socie  2.000 12/20/2030  GBP 74.294
BPCE SA                  2.285  12/3/2035  AUD 60.167
Ramfort GmbH             6.750  3/15/2026  EUR 62.834
Bilt Paper BV           10.360             USD  1.313
Engie SA                 1.000 10/26/2036  EUR 68.488
Altice France SA/France  5.125  1/15/2029  USD 69.808
Nykredit Realkredit AS   1.500  10/1/2053  DKK 65.041
Saltaire Finance PLC     1.527 11/23/2051  GBP 47.242
Societe Du Grand Paris   1.625   4/8/2042  EUR 70.456
European Financial Stab  0.700  1/20/2050  EUR 53.093
Kommunekredit            0.010   5/4/2034  EUR 70.557
A2A SpA                  1.000  11/2/2033  EUR 71.583
Nordea Kredit Realkredi  1.000  10/1/2053  DKK 70.916
Global Ports Finance PL  6.500  9/22/2023  USD 44.602
Linde PLC                1.000  9/30/2051  EUR 52.570
Ukraine Government Bond 19.500  1/15/2025  UAH 70.781
Lehman Brothers UK Capi  6.900             USD  3.986
Ukraine Government Inte  7.750   9/1/2026  USD 29.587
Hannover Rueck SE        1.375  6/30/2042  EUR 73.644
Credit Mutuel Arkea SA   0.875  3/11/2033  EUR 73.586
Annington Funding PLC    2.308  10/6/2032  GBP 70.808
Nordea Kredit Realkredi  1.500  10/1/2053  DKK 74.915
Equinor ASA              3.250 11/18/2049  USD 69.831
Eurovita SpA             6.000 12/22/2025  EUR 54.639
Altice Financing SA      5.750  8/15/2029  USD 74.519
Eversholt Funding PLC    3.529   8/7/2042  GBP 71.133
Debenhams PLC            5.250  7/15/2021  GBP  0.529
UkrLandFarming PLC      10.875  3/26/2018  USD  2.430
Altice France Holding S  4.000  2/15/2028  EUR 38.708
Nostrum Oil & Gas Finan  8.000  7/25/2022  USD 25.546
Rallye SA                5.250  2/28/2032  EUR  0.096
Cooperatieve Rabobank U  0.010 11/27/2040  EUR 55.160
TenneT Holding BV        1.500   6/3/2039  EUR 73.386
Novo Banco SA/Luxembour  3.500   1/2/2043  EUR 73.384
BP Capital Markets PLC   1.104 11/15/2034  EUR 72.143
Chancellor Masters & Sc  2.350  6/27/2078  GBP 55.202
Cadent Finance PLC       2.250 10/10/2035  GBP 66.943
CCEP Finance Ireland DA  1.500   5/6/2041  EUR 68.246
National Grid Electrici  1.750   9/9/2031  GBP 73.877
European Financial Stab  2.000  2/28/2056  EUR 71.993
Clariane SE              3.350  6/29/2028  EUR 70.279
Traton Finance Luxembou  1.250  3/24/2033  EUR 74.232
National Gas Transmissi  1.125  1/14/2033  GBP 64.397
Southern Gas Networks P  3.100  9/15/2036  GBP 71.832
Societe Du Grand Paris   1.000  2/18/2070  EUR 38.352
Catalyst Housing Ltd     3.125 10/31/2047  GBP 64.507
Unilever PLC             1.500  6/11/2039  EUR 73.320
DZ Bank AG Deutsche Zen  4.884  7/30/2029  EUR 61.874
Nykredit Realkredit AS   1.000  10/1/2056  DKK 60.700
Jyske Realkredit A/S     1.000  10/1/2050  DKK 67.123
European Financial Stab  1.375  5/31/2047  EUR 67.300
NRW Bank                 0.500  6/17/2041  EUR 61.672
Ukraine Government Bond 19.700   8/6/2025  UAH 74.772
Ukraine Government Bond 12.520  5/13/2026  UAH 58.821
Ukraine Government Inte  7.750   9/1/2028  USD 29.627
LEG Immobilien SE        1.625 11/28/2034  EUR 68.802
Gazprom PJSC via Gaz Fi  4.599             USD 62.000
Severn Trent Utilities   0.010 12/16/2055  GBP 41.156
AI Candelaria Spain SA   5.750  6/15/2033  USD 72.271
TotalEnergies Capital I  3.461  7/12/2049  USD 73.167
Tinkoff Bank JSC Via TC  6.000             USD 48.864
Transcapitalbank JSC Vi 10.000             USD 15.998
Sanctuary Capital PLC    2.375  4/14/2050  GBP 55.655
ICADE                    0.625  1/18/2031  EUR 73.262
Unibail-Rodamco-Westfie  2.250  5/14/2038  EUR 73.978
Hellas Telecommunicatio  6.054  1/15/2015  USD  0.012
Anchor Hanover Group     2.000  7/21/2051  GBP 50.643
Close Brothers Finance   1.625  12/3/2030  GBP 69.333
Credit Bank of Moscow V  7.121  6/25/2024  USD 23.882
Region de Bruxelles-Cap  1.121  5/11/2071  EUR 41.266
Linde PLC                0.375  9/30/2033  EUR 72.270
Nederlandse Waterschaps  0.500  4/26/2051  EUR 47.728
Annington Funding PLC    3.935  7/12/2047  GBP 69.308
Deutsche Bahn Finance G  0.750  7/16/2035  EUR 72.344
Realkredit Danmark A/S   1.500  10/1/2053  DKK 70.347
City of Lausanne Switze  0.540  11/6/2062  CHF 64.646
RTE Reseau de Transport  1.125   9/9/2049  EUR 58.153
Air Liquide Finance SA   0.375  9/20/2033  EUR 72.906
Vonovia Finance BV       2.750  3/22/2038  EUR 72.423
Wendel SE                1.375  1/18/2034  EUR 72.681
Thames Water Utilities   2.625  1/24/2032  GBP 74.703
European Financial Stab  0.050  1/18/2052  EUR 39.336
State of North Rhine-We  0.600   6/4/2041  EUR 62.116
Thomas Cook Finance 2 P  3.875  7/15/2023  EUR  0.659
Jigsaw Funding PLC       3.375   5/5/2052  GBP 69.924
Utmost Group PLC         6.125             GBP 72.708
Clarion Funding PLC      1.875  1/22/2035  GBP 67.043
Cooperatieve Rabobank U  0.625  2/25/2033  EUR 74.285
Yorkshire Water Finance  1.750 10/27/2032  GBP 69.461
Nykredit Realkredit AS   1.500  10/1/2050  DKK 72.773
TotalEnergies Capital I  1.405   9/3/2031  GBP 74.148
University of Leeds      3.125 12/19/2050  GBP 69.657
Soc Nationale SNCF SACA  1.000  5/25/2040  EUR 64.078
Havila Shipping ASA      8.870   1/2/2025  NOK 42.802
Accent Capital PLC       2.625  7/18/2049  GBP 60.340
London & Quadrant Housi  2.000  3/31/2032  GBP 74.135
European Financial Stab  1.750  7/17/2053  EUR 68.352
Medtronic Global Holdin  1.500   7/2/2039  EUR 69.067
Nestle Finance Internat  0.375  12/3/2040  EUR 60.480
European Financial Stab  1.800  7/10/2048  EUR 72.382
Vnesheconombank Via VEB  6.800 11/22/2025  USD  6.507
SES SA                   5.300   4/4/2043  USD 68.678
Kommunekredit            0.500  6/19/2039  DKK 63.065
Standard Chartered PLC   4.750             USD 74.130
Abengoa Abenewco 2 SA    1.500 10/26/2024  USD  1.423
Diageo Finance PLC       1.250  3/28/2033  GBP 70.375
STERIS Irish FinCo UnLt  3.750  3/15/2051  USD 71.667
Credit Agricole SA       2.811  1/11/2041  USD 64.404
Eastern Power Networks   2.125 11/25/2033  GBP 72.098
Gecci Investment KG      5.750   8/1/2025  EUR  7.436
Ukraine Government Inte  6.750  6/20/2028  EUR 26.897
Agence Francaise de Dev  1.125   3/2/2037  EUR 72.957
UNEDIC ASSEO             0.100  5/25/2034  EUR 71.182
Becton Dickinson Euro F  1.213  2/12/2036  EUR 70.753
United Utilities Water   0.010  7/27/2040  GBP 62.763
Bourbon Corp            11.652             EUR  0.936
Avanti Communications G  9.000  10/1/2022  USD 14.250
Alfa Bank AO Via Alfa B  5.500 10/26/2031  USD  0.617
Bulgaria Government Bon  0.100  8/17/2031  BGN 70.781
Unibail-Rodamco-Westfie  1.375  5/25/2033  EUR 74.280
Flagship Finance PLC     1.875  7/14/2061  GBP 46.012
Optivo Finance PLC       3.283  3/22/2048  GBP 65.756
Kreditanstalt fuer Wied  0.375  5/20/2036  EUR 70.325
TenneT Holding BV        1.125   6/9/2041  EUR 69.434
Russian Foreign Bond -   5.100  3/28/2035  USD 35.466
Bank Gospodarstwa Krajo  2.000  11/3/2036  EUR 70.960
Annington Funding PLC    2.924  10/6/2051  GBP 54.040
Realkredit Danmark A/S   1.500  10/1/2053  DKK 74.846
Kairos Global Solutions  1.900   7/3/2035  USD 74.107
Engie SA                 1.250 10/24/2041  EUR 62.214
Saleza AS                9.000  7/12/2021  EUR  0.203
Realkredit Danmark A/S   1.000  10/1/2053  DKK 70.651
Logicor Financing Sarl   2.750  1/15/2030  GBP 74.567
Clarion Funding PLC      1.250 11/13/2032  GBP 68.148
City of Lausanne Switze  0.050  9/28/2054  CHF 58.514
Region de Bruxelles-Cap  1.500  6/22/2070  EUR 48.849
National Grid Electrici  2.750   2/6/2035  GBP 73.221
Cyprus Government Inter  1.250  1/21/2040  EUR 64.972
B2W Digital Lux Sarl     4.375 12/20/2030  USD 17.250
Hera SpA                 1.000  4/25/2034  EUR 72.057
Diebold Nixdorf Dutch H  9.000  7/15/2025  EUR  7.618
University of Southampt  2.250  4/11/2057  GBP 52.993
EYEMAXX Real Estate AG   5.500  9/24/2024  EUR  1.656
NRW Bank                 1.200  3/28/2039  EUR 73.096
Sage Group PLC/The       1.625  2/25/2031  GBP 74.608
University College Lond  1.625   6/4/2061  GBP 45.670
CRC Breeze Finance SA    6.110   5/8/2026  EUR 74.417
DWR Cymru Financing UK   2.500  3/31/2036  GBP 71.553
UniCredit Bank Austria   0.050  9/21/2035  EUR 66.234
Yandex NV                0.750  9/13/2022  USD 69.375
Beyond Housing Ltd       2.125  5/17/2051  GBP 52.848
DZ Bank AG Deutsche Zen  4.800  6/26/2029  EUR 65.355
ING-DiBa AG              1.000  5/23/2039  EUR 69.871
British Telecommunicati  1.774  6/25/2042  GBP 71.892
Bausparkasse Schwaebisc  0.200  4/27/2033  EUR 74.157
Ukraine Government Inte  7.750   9/1/2025  USD 33.114
Banco Espirito Santo SA  7.125 11/28/2023  EUR  0.397
Nykredit Realkredit AS   0.500  10/1/2050  DKK 64.200
Land Baden-Wuerttemberg  0.125 11/19/2040  EUR 57.516
Yuksel Insaat AS         9.500 11/10/2015  USD  0.500
City of Lausanne Switze  0.230  11/1/2060  CHF 57.897
SCF Capital Designated   5.375  6/16/2023  USD 73.043
Autonomous Community of  0.700  7/30/2033  EUR 74.205
VEON Holdings BV         3.375 11/25/2027  USD 69.401
State of Schleswig-Hols  0.200  8/15/2039  EUR 60.988
Nykredit Realkredit AS   0.500  10/1/2050  DKK 67.423
Canton of Zurich         0.100  6/23/2045  CHF 73.633
Siemens Financieringsma  3.300  9/15/2046  USD 72.993
Russian Foreign Bond -   2.875  12/4/2025  EUR 62.542
Barclays Bank PLC        3.967 12/28/2040  EUR 73.623
Master & Fellows of Uni  3.068  4/28/2065  GBP 56.250
SCOR SE                  1.375  9/17/2051  EUR 73.005
Southern Housing         3.500 10/19/2047  GBP 67.604
Guinness Partnership Lt  2.000  4/22/2055  GBP 47.281
Ukraine Government Inte  7.375  9/25/2034  USD 27.752
Societe Du Grand Paris   0.875  5/10/2046  EUR 55.262
City of Bern Switzerlan  0.040  10/2/2070  CHF 52.503
Havila Shipping ASA      8.120   1/2/2025  NOK 39.054
BAWAG PSK Bank fuer Arb  0.375  3/25/2041  EUR 58.252
Cooperatieve Rabobank U  0.500  7/30/2043  MXN 14.793
Hyde Housing Associatio  1.750  8/18/2055  GBP 44.249
Kuntarahoitus Oyj        0.050  9/10/2035  EUR 68.166
Gecci Investment KG      6.000  10/1/2027  EUR  3.962
Nykredit Realkredit AS   0.500  10/1/2043  DKK 74.923
Telenor ASA              0.875  2/14/2035  EUR 71.927
BPCE SA                  3.582 10/19/2042  USD 63.807
Heimstaden Bostad AB     2.800   5/4/2035  EUR 55.274
Aeroports de Paris       1.125  6/18/2034  EUR 74.867
Deutsche Bahn Finance G  0.875  6/23/2039  EUR 67.147
Iren SpA                 0.250  1/17/2031  EUR 74.177
Jyske Realkredit A/S     1.500  10/1/2050  DKK 72.754
Salerno Pompei Napoli S  2.800  1/19/2045  EUR 66.320
WD Invest Sarl           1.900  10/2/2024  EUR 11.952
Orpea SA                 2.130   7/3/2024  EUR 27.776
AOC I Die Stadtentwickl  7.500   4/8/2027  EUR 49.015
Avangardco Investments  10.000 10/29/2018  USD  0.103
Ukraine Government Inte  7.750   9/1/2027  USD 29.184
Ministeries Van de Vlaa  0.875  3/21/2046  EUR 56.200
State of Rhineland-Pala  0.375   4/1/2041  EUR 60.014
EDOB Abwicklungs AG      7.500   4/1/2012  EUR  1.537
Agence Francaise de Dev  0.500  5/31/2035  EUR 71.023
Cooperatieve Rabobank U  1.000  1/19/2034  EUR 74.802
Rhaetische Bahn AG RHB   0.050   8/3/2050  CHF 67.218
Orpea SA                 2.750   6/3/2033  EUR 28.238
DH Europe Finance II Sa  1.800  9/18/2049  EUR 64.411
Commune de Marseille     0.509 12/17/2041  EUR 56.878
Telefonica Emisiones SA  1.864  7/13/2040  EUR 71.286
Intesa Sanpaolo SpA      2.100 11/13/2030  USD 71.707
Paragon Treasury Plc     2.000   5/7/2036  GBP 64.473
de Volksbank NV          0.125 11/19/2040  EUR 56.148
Cardiff University       3.000  12/7/2055  GBP 65.412
New World Resources NV   4.000  10/7/2020  EUR  0.369
OGX Austria GmbH         8.375   4/1/2022  USD  0.067
Ministeries Van de Vlaa  1.500  4/11/2044  EUR 67.548
New World Resources NV   8.000   4/7/2020  EUR  0.105
DSV Finance BV           0.750   7/5/2033  EUR 74.817
Volkswagen Internationa  1.500  1/21/2041  EUR 62.800
Cooperatieve Rabobank U  0.500 10/29/2027  MXN 65.117
Aroundtown SA            4.750  3/27/2032  USD 64.355
Credit Bank of Moscow V  5.550  2/14/2023  USD 22.712
InterCement Financial O  5.750  7/17/2024  USD 66.997
Ukraine Government Bond 19.750  11/5/2025  UAH 74.417
Lithuania Government In  1.625  6/19/2049  EUR 61.927
Stichting Afwikkeling O  6.250 10/26/2020  EUR 43.625
European Primary Placem  1.732  11/9/2055  GBP 45.929
National Gas Transmissi  1.625  1/14/2043  GBP 48.999
Societe Du Grand Paris   1.000 11/26/2051  EUR 50.286
Alno AG                  8.500  5/14/2018  EUR 17.305
Canton of Geneva Switze  0.500 10/31/2056  CHF 72.259
Peabody Capital No 2 Pl  3.250  9/14/2048  GBP 65.397
Ukraine Government Inte  7.750   9/1/2024  USD 33.818
Raiffeisen-Landesbank S  0.500  5/27/2041  EUR 59.127
United Utilities Water   2.000   7/3/2033  GBP 71.650
Nordea Kredit Realkredi  1.500  10/1/2053  DKK 65.041
TotalEnergies Capital I  1.535  5/31/2039  EUR 73.308
Omnicom Capital Holding  2.250 11/22/2033  GBP 72.331
Alitalia-Societa Aerea   5.250  7/30/2020  EUR  0.221
Virgolino de Oliveira F 10.500  1/28/2018  USD  0.010
Virgolino de Oliveira F 11.750   2/9/2022  USD  0.628
Caisse Francaise de Fin  0.500  10/1/2046  EUR 52.818
Croatia Government Bond  1.250   3/3/2040  EUR 64.961
BPCE SA                  2.315 11/19/2035  AUD 60.502
Land Berlin              0.050   8/6/2040  EUR 56.802
Prosus NV                4.027   8/3/2050  USD 58.743
Anglo American Capital   3.950  9/10/2050  USD 71.055
Yorkshire Water Service  1.462   8/1/2051  GBP 70.236
Sidetur Finance BV      10.000  4/20/2016  USD  0.751
Celtic Resources Holdin  4.125  10/9/2024  USD 14.527
Solarworld AG            9.691  2/24/2019  EUR 14.875
National Gas Transmissi  1.375   2/7/2031  GBP 71.883
O1 Properties Finance P  0.500  9/27/2028  USD  5.823
Intesa Sanpaolo SpA      4.375  1/12/2048  USD 67.810
Investor AB              1.500  6/20/2039  EUR 69.895
OGX Austria GmbH         8.375   4/1/2022  USD  0.067
Deutsche Bahn Finance G  3.350  1/20/2042  AUD 71.429
Swan Housing Capital pl  3.625   3/5/2048  GBP 70.795
Bunzl Finance PLC        1.500 10/30/2030  GBP 74.289
Zurich Finance Ireland   1.600 12/17/2052  EUR 71.759
London & Quadrant Housi  2.000 10/20/2038  GBP 61.086
States of Guernsey Bond  3.375 12/12/2046  GBP 73.333
Northern Powergrid Nort  1.875  6/16/2062  GBP 44.853
Unibail-Rodamco-Westfie  1.750   7/1/2049  EUR 57.401
Shell International Fin  3.125  11/7/2049  USD 67.967
Jyske Realkredit A/S     1.000  10/1/2053  DKK 65.824
Caisse des Depots et Co  1.552  8/16/2038  EUR 72.558
Saltaire Finance PLC     2.711   5/9/2052  GBP 63.999
Electricite de France S  4.990 10/21/2056  USD 74.514
Northern Powergrid York  2.250  10/9/2059  GBP 49.896
Ukraine Government Inte  9.750  11/1/2030  USD 29.833
Autonomous Community of  1.255 10/31/2048  EUR 52.915
National Grid Electrici  1.625  10/7/2035  GBP 63.440
Kommunekredit            0.125  9/26/2040  EUR 57.630
Heimstaden Bostad AB     2.800   5/4/2035  EUR 54.047
Land Securities Capital  2.625  9/22/2037  GBP 69.823
Bayerische Landesbank    1.550  2/13/2040  EUR 48.631
Grand City Properties S  3.432   8/8/2034  EUR 73.061
Deutsche Wohnen SE       0.500   4/7/2031  EUR 74.458
Raiffeisenlandesbank Ob  0.500  1/22/2035  EUR 71.276
Gazprom PJSC Via Gaz Ca  4.950   2/6/2028  USD 74.924
Deutsche Bank AG/London 13.750  6/20/2026  TRY 14.872
Nederlandse Waterschaps  0.877  6/24/2054  EUR 49.749
Prologis International   3.000  2/22/2042  GBP 66.294
Cooperatieve Rabobank U  0.500 10/30/2043  MXN 12.023
Vedanta Resources Finan  9.250  4/23/2026  USD 60.939
Northern Powergrid Nort  3.250   4/1/2052  GBP 66.794
Altice France SA/France  4.250 10/15/2029  EUR 69.244
Community Finance Co 1   0.339  12/1/2040  GBP 74.124
Communaute Francaise de  2.300  4/25/2089  EUR 67.068
Covivio SA/France        0.875  1/20/2033  EUR 70.886
Mallinckrodt Internatio 10.000  4/15/2025  USD 11.942
Martlet Homes Ltd        3.000   5/9/2052  GBP 63.423
Privatbank CJSC Via UK  10.875  2/28/2018  USD  7.542
Credit Agricole Corpora  1.550   9/8/2031  AUD 72.579
National Grid Electrici  0.010  3/26/2036  GBP 71.950
Land Berlin              0.125 11/24/2045  EUR 49.064
Citizen Treasury PLC     3.250 10/20/2048  GBP 68.378
Alpine Holding GmbH      5.250   7/1/2015  EUR  0.372
Liquid Telecommunicatio  5.500   9/4/2026  USD 62.936
ABN AMRO Bank NV         1.115   3/3/2042  EUR 66.840
Nykredit Realkredit AS   1.000  10/1/2053  DKK 59.544
FF Group Finance Luxemb  1.750   7/3/2019  EUR  4.909
Credit Bank of Moscow V  7.500  10/5/2027  USD 21.609
BNG Bank NV              0.010  10/5/2032  EUR 74.727
Region de Bruxelles-Cap  0.562 12/23/2065  EUR 28.080
Orpea SA                 3.000 11/25/2041  EUR 27.445
DH Europe Finance II Sa  3.400 11/15/2049  USD 73.496
Manchester Airport Grou  2.875  3/31/2039  GBP 68.006
Elli Finance UK PLC      8.750  6/15/2019  GBP 42.613
Aster Treasury Plc       1.405  1/27/2036  GBP 63.726
Blend Funding PLC        2.922   4/5/2054  GBP 59.992
Deutsche Wohnen SE       1.300   4/7/2041  EUR 58.858
LSF9 Balta Issuer SARL   3.000 12/31/2030  EUR 63.817
Nordea Kredit Realkredi  1.500  10/1/2053  DKK 70.389
Assura Financing PLC     1.500  9/15/2030  GBP 73.520
Banca Popolare di Vicen  2.821 12/20/2017  EUR  0.396
National Grid Electrici  1.657  7/28/2056  GBP 74.262
BPCE SA                  2.614   3/4/2036  AUD 62.481
Russian Foreign Bond -   4.750  5/27/2026  USD 55.840
Senivita Social Estate   6.500  5/12/2025  EUR  2.410
ESFIL-Espirito Santo Fi  5.250  6/12/2015  EUR  0.172
Ukraine Government Bond 19.600   4/2/2025  UAH 71.372
Nordea Kredit Realkredi  2.000  10/1/2053  DKK 72.516
Societe Generale SA     10.000  6/28/2034  USD 66.230
Banco Espirito Santo SA  6.438             EUR  1.335
Aktia Bank Oyj           0.800  2/26/2036  EUR 64.404
Deutsche Bahn Finance G  1.375  4/16/2040  EUR 70.996
City of Lugano Switzerl  0.150 11/28/2070  CHF 50.801
BPCE SA                  3.582 10/19/2042  USD 63.862
Societe Du Grand Paris   0.300   9/2/2036  EUR 65.330
Eastern Power Networks   1.875   6/1/2035  GBP 67.301
Ministeries Van de Vlaa  0.125 10/15/2035  EUR 66.130
Ile-de-France Mobilites  1.275  2/14/2042  EUR 66.553
Caisse Francaise de Fin  0.125  2/15/2036  EUR 65.779
Pershing Square Holding  4.950  7/15/2039  USD 72.089
Assistance Publique Hop  1.750 11/27/2041  EUR 72.793
Bromford Housing Group   2.554  3/17/2054  GBP 54.620
Swissgrid AG             0.050  6/30/2050  CHF 56.974
MMK International Capit  4.375  6/13/2024  USD 27.930
Nestle Hungaria Kft      1.750  5/31/2028  HUF 74.500
Nordea Kredit Realkredi  1.500  10/1/2050  DKK 72.812
Pentracor GmbH           8.500  5/29/2025  EUR  2.601
Canary Wharf Group Inve  1.750   4/7/2026  EUR 69.533
Espirito Santo Financia  3.125  12/2/2018  EUR  0.760
Church Commissioners fo  3.625  7/14/2052  GBP 73.155
Segro PLC                2.875 10/11/2037  GBP 70.155
Tennor Finance BV        5.750  6/17/2024  EUR 65.000
Credit Agricole Italia   0.125  3/15/2033  EUR 70.335
European Financial Stab  1.200  2/17/2045  EUR 66.790
Nykredit Realkredit AS   0.500  10/1/2053  DKK 62.032
BNG Bank NV              0.875 10/24/2036  EUR 73.749
NRW Bank                 0.100   7/9/2035  EUR 68.519
Barclays Bank PLC        0.500  1/28/2033  MXN 40.466
Societe Du Grand Paris   1.700  5/25/2050  EUR 64.160
La Poste SA              1.000  9/17/2034  EUR 74.193
A2A SpA                  0.625 10/28/2032  EUR 72.026
Italgas SpA              0.500  2/16/2033  EUR 71.069
Jyske Realkredit A/S     2.000  10/1/2053  DKK 72.295
Pro-Gest SpA             3.250 12/15/2024  EUR 70.938
Telefonica Emisiones SA  1.957   7/1/2039  EUR 73.939
ABN AMRO Bank NV         0.400  9/17/2041  EUR 58.530
Hacienda Investments Lt  5.350   2/8/2028  USD 58.116
Metalloinvest Finance D  3.375 10/22/2028  USD 54.088
Deutsche Lichtmiete AG   5.750  12/1/2023  EUR  1.703
Transports Publics Du C  0.450 12/29/2056  CHF 64.725
Ukraine Government Inte  4.375  1/27/2032  EUR 24.774
Caisse Francaise de Fin  0.375  2/13/2040  EUR 60.315
Gol Finance SA           7.000  1/31/2025  USD 59.903
Altice France SA/France  3.375  1/15/2028  EUR 69.964
Beno Holding AG          5.300 11/29/2027  EUR 69.577
Region de Bruxelles-Cap  0.444  3/19/2057  EUR 33.026
Novo Banco SA/Luxembour  3.500  3/18/2043  EUR 73.117
Credit Suisse AG/London  9.000  4/22/2024  USD 30.000
Wrekin Housing Group Lt  2.500 10/22/2048  GBP 57.159
Thames Water Utilities   2.442  5/12/2050  GBP 45.039
Communaute Francaise de  0.625  6/11/2035  EUR 70.545
Volkswagen Internationa  3.500   4/2/2043  EUR 74.603
Espirito Santo Financia  9.750 12/19/2025  EUR  0.759
Muenchener Hypothekenba  1.000  4/18/2039  EUR 70.792
Virgolino de Oliveira F 10.500  1/28/2018  USD  0.641
Banca Popolare di Vicen  9.500  9/29/2025  EUR  0.380
State of North Rhine-We  0.500  1/15/2052  EUR 47.602
University of Liverpool  3.375  6/25/2055  GBP 71.433
Coruripe Netherlands BV 10.000  2/10/2027  USD 73.217
Borets Finance DAC       6.000  9/17/2026  USD 48.771
Free and Hanseatic City  0.200   9/3/2049  EUR 45.126
Wales & West Utilities   1.875  5/28/2041  GBP 56.815
MHP SE                   7.750  5/10/2024  USD 67.960
Offshore Drilling Holdi  8.375  9/20/2020  USD  1.040
Scottish Hydro Electric  2.250  9/27/2035  GBP 69.607
Platform HG Financing P  1.926  9/15/2041  GBP 60.125
Region Provence-Alpes-C  1.460  10/3/2036  EUR 74.793
Thames Water Utilities   1.760  8/28/2062  GBP 63.181
Sovereign Housing Capit  2.375  11/4/2048  GBP 56.792
Caisse des Depots et Co  1.930   3/6/2048  EUR 68.161
Realkredit Danmark A/S   2.000  10/1/2053  DKK 72.278
Cooperatieve Rabobank U  0.500  1/31/2033  MXN 37.847
Societa di Progetto Bre  3.375 12/31/2038  EUR 71.908
RTE Reseau de Transport  1.125   7/8/2040  EUR 66.788
Ukraine Government Inte  8.994   2/1/2026  USD 30.346
Gazprom PJSC via Gaz Fi  1.850 11/17/2028  EUR 60.133
WM Morrison Supermarket  2.500  10/1/2031  GBP 36.713
Gazprom PJSC via Gaz Fi  3.897             EUR 60.317
Nationale-Nederlanden B  0.375   3/4/2041  EUR 59.041
Muenchener Hypothekenba  0.010 10/19/2039  EUR 57.609
Haya Holdco 2 PLC       12.462 11/30/2025  EUR 38.536
Jyske Realkredit A/S     1.500  10/1/2053  DKK 70.353
Autonomous Community of  2.300  5/24/2049  EUR 67.922
National Grid Electrici  2.000  9/16/2038  GBP 60.669
Republic of Ireland Int  1.425  9/18/2119  EUR 48.306
Autoroute de Liaison Se  2.485  7/31/2046  EUR 74.941
NAK Naftogaz Ukraine vi  7.625  11/8/2026  USD 40.086
Malta Government Bond    1.000  8/23/2035  EUR 72.250
Deutsche Lichtmiete AG   5.250   2/1/2027  EUR  0.850
Berner Kantonalbank AG   0.100  9/30/2039  CHF 72.997
Realkredit Danmark A/S   1.500  10/1/2053  DKK 65.010
Fresnillo PLC            4.250  10/2/2050  USD 72.770
Serbia International Bo  2.050  9/23/2036  EUR 62.127
Prs Finance PLC          1.500  8/24/2034  GBP 70.264
State of Hesse           0.750   8/4/2036  EUR 73.041
Deutsche Lichtmiete AG   5.250   9/1/2025  EUR  0.626
Romanian Government Int  2.000  4/14/2033  EUR 70.257
City of Lausanne Switze  0.680  3/11/2058  CHF 71.636
Transport for London     3.625  5/15/2045  GBP 74.616
Blend Funding PLC        3.508   5/4/2057  GBP 66.639
LiveWest Treasury PLC    1.875  2/18/2056  GBP 46.250
Holcim US Finance Luxem  2.240 10/15/2031  USD 74.551
SNCF Reseau              2.250 12/20/2047  EUR 73.827
Bayerische Landesbank    2.020 10/14/2030  EUR 74.988
Nordea Kredit Realkredi  0.500  10/1/2050  DKK 67.490
DWR Cymru Financing UK   1.375  3/31/2033  GBP 68.847
Region Wallonne Belgium  0.650  1/16/2051  EUR 45.273
Muenchener Hypothekenba  0.250  3/29/2041  CHF 74.902
Intesa Sanpaolo SpA      1.400   2/8/2031  GBP 67.318
Sovcombank Via SovCom C  7.750             USD  1.358
Penarian Housing Financ  3.212   6/7/2052  GBP 66.522
London & Quadrant Housi  2.750  7/20/2057  GBP 55.100
Yorkshire Water Service  1.758   2/1/2054  GBP 72.752
Severn Trent Utilities   1.602  9/29/2056  GBP 74.228
Karbon Homes Ltd         3.375 11/15/2047  GBP 71.699
Action Logement Service  0.750  7/19/2041  EUR 60.103
SNCF Reseau              2.000   2/5/2048  EUR 68.982
Commune de Marseille     0.498 12/17/2040  EUR 58.511
de Volksbank NV          0.375  9/16/2041  EUR 57.594
Ministeries Van de Vlaa  1.500  7/12/2038  EUR 74.666
Irish Bank Resolution C  0.566  6/21/2016  EUR  0.679
Caisse Francaise de Fin  0.625  1/20/2042  EUR 60.527
adidas AG                0.625  9/10/2035  EUR 70.630
Region de Bruxelles-Cap  1.100  6/22/2066  EUR 43.297
Abengoa Abenewco 2 SA    1.500 10/26/2024  USD  0.009
Nederlandse Waterschaps  0.125   9/3/2035  EUR 68.180
Credit Suisse AG/London  2.300  9/24/2031  USD 74.384
Ile-de-France Mobilites  0.950  5/28/2041  EUR 63.611
National Grid Electrici  1.541  12/1/2053  GBP 70.705
Lloyds Bank PLC          2.560   9/4/2038  SEK 70.529
Northern Electric Finan  2.750  5/24/2049  GBP 61.823
TechnipFMC PLC           3.750  10/7/2033  EUR 69.893
Norske Skogindustrier A  7.000 12/30/2026  EUR  0.010
Privatbank CJSC Via UK  11.000   2/9/2021  USD  1.000
Jyske Realkredit A/S     1.000  10/1/2053  DKK 70.852
ABN AMRO Bank NV         0.375  1/14/2035  EUR 71.590
Communaute Francaise de  0.626  8/24/2040  EUR 59.696
Waterside Campus Develo  3.302 11/30/2054  GBP 74.010
Ukraine Government Inte  7.750   9/1/2029  USD 29.543
DZ Bank AG Deutsche Zen  1.055  3/11/2031  EUR 70.989
LIB-Landesimmobilien Bu  0.620  7/15/2041  EUR 61.544
Russian Foreign Bond -   5.250  6/23/2047  USD 36.976
Kernel Holding SA        6.750 10/27/2027  USD 59.093
Deutsche Wohnen SE       2.000  3/28/2034  EUR 69.106
City of Lausanne Switze  0.600 11/30/2056  CHF 69.994
Free and Hanseatic City  0.250  2/18/2041  EUR 58.635
Societe Generale SA      2.360  5/25/2031  USD 74.797
Onward Homes Ltd         2.125  3/25/2053  GBP 49.312
Single Platform Investm  3.070  8/15/2041  NOK 70.533
RHP Finance PLC          3.250   2/5/2048  GBP 69.887
Russian Federal Bond -   6.900   2/6/2036  RUB 74.980
Herefordshire Capital P  4.193 11/28/2049  GBP 71.450
Republic of Belarus Int  7.625  6/29/2027  USD 48.924
Atari SA                 6.500  7/31/2026  EUR #N/A N/A
City of Lausanne Switze  0.600   7/6/2050  CHF 74.251
Metinvest BV             7.750 10/17/2029  USD 59.000
Kommunekredit            0.500  7/30/2027  TRY 30.559
Motability Operations G  2.375   7/3/2039  GBP 67.336
Lehman Brothers UK Capi  5.125             EUR 16.125
Lukoil Capital DAC       3.600 10/26/2031  USD 72.284
Banco Santander SA       0.100  2/27/2032  EUR 74.595
Paradigm Homes Charitab  2.250  5/20/2051  GBP 54.201
Orpea SA                 2.000   8/9/2029  EUR 28.240
Luzerner Kantonalbank A  0.150  10/7/2044  CHF 69.315
Electricite de France S  4.650 10/21/2046  USD 74.978
Nordea Kredit Realkredi  1.000  10/1/2053  DKK 59.632
Diebold Nixdorf Dutch H  9.000  7/15/2025  EUR  7.618
Landesbank Saar          0.650 11/19/2035  EUR 64.602
Kreditanstalt fuer Wied  1.000 10/19/2050  EUR 58.321
London & Quadrant Housi  3.750 10/27/2049  GBP 70.510
DWR Cymru Financing UK   2.375  3/31/2034  GBP 68.194
Endo Luxembourg Finance  6.125   4/1/2029  USD 72.250
MHP Lux SA               6.950   4/3/2026  USD 56.904
Region Hauts-de-France   0.402  2/18/2043  EUR 53.117
BAWAG PSK Bank fuer Arb  0.625  6/19/2034  EUR 73.800
British Telecommunicati  3.883  6/25/2039  GBP 71.986
Sovcombank Via SovCom C  7.600             USD  4.035
Sberbank of Russia Via   5.125 10/29/2022  USD 32.618
Stonewater Funding PLC   1.625  9/10/2036  GBP 63.275
Nykredit Realkredit AS   1.000  10/1/2050  DKK 67.090
Intrum AB                3.500  7/15/2026  EUR 74.823
Aroundtown SA            2.970  9/26/2033  EUR 54.275
MS Deutschland Beteilig  6.875 12/18/2017  EUR  0.100
Orbit Capital PLC        3.375  6/14/2048  GBP 67.239
Nostrum Oil & Gas Finan  5.000  6/30/2026  USD 64.576
Lehman Brothers UK Capi  3.875             EUR 18.750
Muenchener Hypothekenba  0.125   9/5/2035  EUR 68.115
Polyus Finance PLC       3.250 10/14/2028  USD 61.664
Incommunities Treasury   3.250  3/21/2049  GBP 69.685
MHP Lux SA               6.250  9/19/2029  USD 53.481
State of North Rhine-We  0.500 11/25/2039  EUR 63.763
Holcim Finance Luxembou  1.375  10/8/2036  EUR 62.433
Kommunekredit            1.375  5/18/2046  SEK 62.890
Ukraine Government Inte 15.840  2/26/2025  UAH 71.966
Ville de Paris           0.450 10/20/2045  EUR 51.086
State of Bremen          0.450  2/24/2051  EUR 47.141
Raiffeisenlandesbank Ob  3.093   6/9/2036  EUR 65.600
Altice France SA/France  4.125  1/15/2029  EUR 69.812
PJSC Koks via IMH Capit  5.900  9/23/2025  USD  8.623
Mondelez International   1.250   9/9/2041  EUR 63.721
LSEGA Financing PLC      3.200   4/6/2041  USD 72.187
Credit Agricole Italia   0.750  1/20/2042  EUR 58.067
State of North Rhine-We  0.375   9/2/2050  EUR 46.412
Aroundtown SA            2.700 10/31/2028  EUR 70.634
Aragvi Finance Internat  8.450  4/29/2026  USD 66.731
Cadent Finance PLC       3.125  3/21/2040  GBP 68.116
Prosus NV                1.985  7/13/2033  EUR 67.889
Intesa Sanpaolo SpA      2.500 10/14/2031  USD 72.233
State of Brandenburg     0.600 10/13/2051  EUR 49.523
PIK Securities DAC       5.625 11/19/2026  USD 44.320
VF Ukraine PAT via VFU   6.200  2/11/2025  USD 74.009
Romanian Government Int  3.375  1/28/2050  EUR 62.228
State of North Rhine-We  0.800  7/30/2049  EUR 55.026
Landeskreditbank Baden-  0.610 11/17/2050  EUR 52.758
Hellas Telecommunicatio  8.500 10/15/2013  EUR  0.140
State of Bremen          0.500   5/6/2041  EUR 60.890
UBS AG/London           11.000   1/8/2024  CHF 20.920
Russian Federal Bond -   0.250  7/20/2044  RUB 15.000
Windreich GmbH           6.500  7/15/2016  EUR  2.780
LiveWest Treasury PLC    2.250 10/10/2043  GBP 60.609
Republic of Ireland Int  0.740 11/27/2120  EUR 27.334
Bank Nadra Via NDR Fina  8.250  7/31/2018  USD  0.208
BAE Systems PLC          3.000  9/15/2050  USD 64.377
Altice France SA/France  4.000  7/15/2029  EUR 69.078
Compact Bidco BV         5.750   5/1/2026  EUR 64.963
Nordea Kredit Realkredi  0.500  10/1/2053  DKK 65.505
Italy Buoni Poliennali   2.800   3/1/2067  EUR 67.845
Kommunekredit            0.875  11/3/2036  EUR 73.409
Bayerische Landesbank    1.820  5/12/2031  EUR 71.700
ING Bank NV              1.000  2/17/2037  EUR 73.692
Notting Hill Genesis     3.250 10/12/2048  GBP 65.012
Metinvest BV             7.650  10/1/2027  USD 61.100
Affinity Water Finance   0.230 11/22/2042  GBP 61.139
DZ Bank AG Deutsche Zen  1.550  6/27/2041  EUR 71.580
Veneto Banca SpA         9.878  12/1/2025  EUR  0.708
BPCE SFH SA              0.375  3/18/2041  EUR 58.651
DZ HYP AG                0.375 11/10/2034  EUR 72.112
MVM Energetika Zrt       3.250   9/3/2031  HUF 70.000
Orbit Capital PLC        2.000 11/24/2038  GBP 60.805
Free State of Bavaria    0.010  3/28/2036  EUR 66.026
London & Quadrant Housi  3.125  2/28/2053  GBP 61.944
GN Store Nord AS         1.970   3/3/2036  EUR 56.916
Action Logement Service  0.500 10/30/2034  EUR 71.605
State of North Rhine-We  0.750  8/16/2041  EUR 63.586
Holcim Sterling Finance  2.250   4/4/2034  GBP 69.338
Metinvest BV             8.500  4/23/2026  USD 66.757
AXA Bank Europe SCF      0.250   6/9/2040  EUR 58.525
Banco Espirito Santo SA  6.618             EUR  0.415
Single Platform Investm  1.448  7/25/2053  EUR 58.989
Espirito Santo Financia  5.050 11/15/2025  EUR  0.759
Russian Foreign Bond -   5.875  9/16/2043  USD 66.416
FNG Benelux Holding NV   5.000  8/28/2023  EUR  1.013
State of Saxony-Anhalt   0.500  3/24/2051  EUR 48.477
AXA Home Loan SFH SA     0.125  6/25/2035  EUR 67.636
Dtek Renewables Finance  8.500 11/12/2024  EUR 51.858
Blend Funding PLC        2.467  6/16/2061  GBP 48.734
State of North Rhine-We  1.550  6/16/2048  EUR 68.984
Deutsche Bank AG         1.580 10/23/2031  EUR 73.872
Gazprom PJSC via Gaz Fi  3.250  2/25/2030  USD 62.217
Engie SA                 1.375  6/21/2039  EUR 66.805
Rena GmbH                7.000 12/15/2015  EUR  0.054
Aktia Bank Oyj           0.500  3/30/2031  EUR 74.152
Signa Development Finan  5.500  7/23/2026  EUR 70.458
CBo Territoria           3.750   7/1/2024  EUR  4.700
Bazalgette Finance Plc   2.750  3/10/2034  GBP 74.931
Autobahnen- und Schnell  0.100  7/16/2035  EUR 69.084
AnaCap Financial Europe  8.725   8/1/2024  EUR 49.324
ESB Finance DAC          1.875  7/21/2035  GBP 67.627
Norske Skogindustrier A  2.000 12/30/2115  EUR  0.367
State of Lower Austria   1.000  9/15/2121  EUR 30.447
Ahtium PLC               4.000 12/16/2015  EUR  0.586
Region Provence-Alpes-C  0.753   1/5/2037  EUR 66.530
Erste Group Bank AG      0.500  1/12/2037  EUR 67.237
Region of Pays de la Lo  0.877 10/28/2041  EUR 61.169
Orbit Capital PLC        3.500  3/24/2045  GBP 70.063
Severstal OAO Via Steel  3.150  9/16/2024  USD  5.485
Hemso Fastighets AB      3.020  9/14/2048  SEK 61.788
Thames Water Utilities   1.771  8/28/2057  GBP 63.512
Housing & Care 21        3.288  11/8/2049  GBP 67.339
NRW Bank                 1.150  9/16/2051  EUR 60.678
Kommunekredit            1.700  6/26/2045  EUR 73.470
Allergan Funding SCS     4.750  3/15/2045  USD 74.344
State of Bremen          0.400  8/20/2049  EUR 48.001
Caisse Francaise de Fin  0.510 11/19/2040  EUR 59.596
A-TEC Industries AG      8.750 10/27/2014  EUR  0.100
Republic of Belarus Int  6.378  2/24/2031  USD 40.225
DekaBank Deutsche Giroz  1.100 11/25/2030  EUR 72.024
Notting Hill Genesis     2.000   6/3/2036  GBP 65.117
Nederlandse Waterschaps  1.625  1/29/2048  EUR 70.582
Phosphorus Holdco PLC   10.000   4/1/2019  GBP  0.947
Pershing Square Holding  3.000  7/15/2032  USD 69.689
Thames Water Utilities   1.819  8/28/2049  GBP 68.487
niiio finance group AG   4.000  5/31/2026  EUR 35.000
Boparan Finance PLC      7.625 11/30/2025  GBP 66.304
Swissgrid AG             0.200  6/29/2040  CHF 71.782
British Telecommunicati  3.924  6/25/2042  GBP 68.803
Hylea Group SA           7.250  12/1/2022  EUR  0.200
Jyske Realkredit A/S     1.500  10/1/2053  DKK 65.037
Intesa Sanpaolo SpA      2.700  3/29/2031  USD 73.878
Pfandbriefbank schweize  0.375  6/15/2046  CHF 74.582
Kreditanstalt fuer Wied  1.100  9/16/2051  EUR 59.542
Malta Government Bond    1.200  5/13/2037  EUR 71.028
Gemeente Bergen OP Zoom  0.440  9/20/2044  EUR 55.162
Stelius Befektetoe Zart  3.100  9/17/2030  HUF 66.500
VST Building Technologi  7.000  6/28/2024  EUR  0.031
Single Platform Investm  2.965  2/15/2042  NOK 71.634
Celtic Resources Holdin  4.125  10/9/2024  USD 14.527
Lukoil Securities BV     3.875   5/6/2030  USD 74.222
Ukraine Government Bond 12.940  2/14/2024  UAH 74.564
Unibail-Rodamco-Westfie  2.000  5/29/2037  EUR 73.720
Land Thueringen          1.127   4/2/2049  EUR 60.136
Republic of Belarus Int  5.875  2/24/2026  USD 49.105
Intrum AB                3.000  9/15/2027  EUR 66.650
Credit Suisse Internati  9.500  3/24/2026  UAH 58.510
Banco Espirito Santo SA  6.875  7/15/2016  EUR 21.162
Deutsche Konsum REIT-AG  3.100  4/28/2031  EUR 74.774
Cie de Financement Fonc  0.010 10/29/2035  EUR 65.820
Ministeries Van de Vlaa  1.000 10/13/2036  EUR 72.813
Caisse Francaise de Fin  0.010 10/19/2035  EUR 65.411
Hungary Government Inte  3.125  9/21/2051  USD 59.167
Single Platform Investm  1.548 10/31/2050  EUR 60.004
City of Hanover Germany  1.560   5/3/2048  EUR 69.527
Kingdom of Belgium Gove  1.400  6/22/2053  EUR 60.816
Gazprom PJSC via Gaz Fi  2.950  1/27/2029  USD 63.000
Region Wallonne Belgium  1.000  9/16/2059  EUR 42.959
Single Platform Investm  4.020   7/1/2052  EUR 53.898
Russian Foreign Bond -   5.625   4/4/2042  USD 67.663
Natixis SA               3.630  6/14/2039  AUD 66.938
Kleopatra Holdings 2 SC  6.500   9/1/2026  EUR 64.417
Raiffeisenlandesbank Ob  1.650  8/23/2046  EUR 68.638
Agrokor dd               9.875   5/1/2019  EUR 15.000
Flamingo Lux II SCA      5.000  3/31/2029  EUR 64.642
Soc Nationale SNCF SACA  2.457 12/23/2050  USD 60.845
SCC Power PLC            6.000 12/31/2028  USD 50.878
Republic of Ireland Int  1.560  2/16/2122  EUR 52.550
Kuntarahoitus Oyj        1.449   3/1/2061  EUR 66.224
Garfunkelux Holdco 3 SA  7.750  11/1/2025  GBP 74.558
Assa Abloy AB            0.650  8/28/2034  EUR 70.519
Yorkshire Water Service  1.462   8/1/2051  GBP 71.451
Muenchener Hypothekenba  0.568  6/15/2032  EUR 73.502
Realkredit Danmark A/S   0.500  10/1/2043  DKK 74.924
Region Wallonne Belgium  0.500  6/22/2037  EUR 64.956
KTG Agrar SE             7.125   6/6/2017  EUR  2.001
Achmea Bank NV           0.250  9/29/2036  EUR 66.519
ING Bank NV              0.182  4/21/2033  EUR 74.035
Commune de Marseille     1.712  12/6/2039  EUR 74.878
Thames Water Utilities   2.620  3/22/2033  GBP 69.342
Land Thueringen          0.100   7/9/2035  EUR 68.742
Kommunekredit            0.625 11/21/2039  EUR 65.853
Region Hauts-de-France   0.691   7/9/2042  EUR 58.038
DLR Kredit A/S           1.000  10/1/2050  DKK 68.634
Region Centre            0.711  11/2/2036  EUR 67.237
Interpipe Holdings PLC   8.375  5/13/2026  USD 63.888
Kernel Holding SA        6.500 10/17/2024  USD 69.644
Development Bank of the  6.750   5/2/2024  USD 41.325
Landesbank Baden-Wuertt 13.100 11/24/2023  EUR 67.340
Dexia SA                 5.495             EUR  2.805
Ministeries Van de Vlaa  1.000  1/23/2051  EUR 53.271
Affinity Water Finance   3.278  8/22/2042  GBP 66.298
Bayerische Landesbodenk  0.250  3/21/2036  EUR 68.638
Abengoa Abenewco 1 SA    6.000  6/10/2022  EUR  0.454
Ile-de-France Mobilites  0.675 11/24/2036  EUR 68.911
Futureal Development Ho  4.000  3/23/2031  HUF 69.000
Jyske Realkredit A/S     1.000  10/1/2053  DKK 59.627
Realkredit Danmark A/S   0.500  10/1/2053  DKK 62.043
Metropolitano de Teneri  1.229  7/30/2036  EUR 69.876
Euronext NV              1.500  5/17/2041  EUR 67.854
Romanian Government Int  2.750  4/14/2041  EUR 60.834
Soc Nationale SNCF SACA  1.280  3/27/2120  EUR 33.321
Free and Hanseatic City  0.400 11/23/2051  EUR 45.691
National Grid Electrici  1.676  9/24/2052  GBP 74.045
National Grid Electrici  1.151  2/20/2040  EUR 61.413
Junta de Castilla y Leo  1.275   4/7/2049  EUR 53.717
Slovenska Sporitelna AS  4.820             EUR 64.590
Romanian Government Int  2.875  4/13/2042  EUR 61.008
Vasakronan AB            1.870   6/3/2039  EUR 45.693
Iberdrola Finanzas SA    1.000   2/2/2037  EUR 69.243
International Finance F  0.500  6/29/2027  ZAR 70.374
La Banque Postale Home   0.250  2/12/2035  EUR 69.606
Abengoa Abenewco 2 Bis   1.500  4/26/2024  USD  1.046
United Utilities Water   1.435 11/21/2056  GBP 70.893
Russian Foreign Bond -   7.500  3/31/2030  USD 66.029
State of Brandenburg     0.125  1/26/2046  EUR 48.621
Credit Agricole Italia   1.000  1/17/2045  EUR 57.180
Jyske Realkredit A/S     0.500  10/1/2050  DKK 64.229
Cirio Holding Luxembour  6.250  2/16/2004  EUR  2.231
Nationwide Building Soc  0.485  7/11/2044  CHF 73.135
Chelyabinsk Pipe Plant   4.500  9/19/2024  USD 58.616
Romanian Government Int  2.625  12/2/2040  EUR 60.858
Realkredit Danmark A/S   1.500  10/1/2050  DKK 72.784
Royal Schiphol Group NV  2.890 10/25/2034  AUD 69.921
Canton of Neuchatel      0.350  7/14/2050  CHF 69.999
British Telecommunicati  1.739  6/25/2039  GBP 68.031
Land Berlin              0.625  8/25/2036  EUR 71.502
Gazprom PJSC via Gaz Fi  1.500  2/17/2027  EUR 64.051
Hampshire Trust Bank PL  7.250  5/10/2028  GBP 70.378
Romanian Government Int  4.000  2/14/2051  USD 67.305
Kingdom of Belgium Gove  0.459  7/23/2079  EUR 28.167
NRW Bank                 1.250  5/13/2049  EUR 64.665
Realkredit Danmark A/S   0.500  10/1/2050  DKK 64.228
Stadt Graz               1.878 10/31/2046  EUR 71.552
Kelag-Kaerntner Elektri  1.150  4/16/2041  EUR 62.943
Gazprom PJSC via Gaz Fi  3.500  7/14/2031  USD 60.228
Single Platform Investm  2.085  1/24/2044  NOK 57.256
Banco Santander SA       5.886             EUR  1.562
DLR Kredit A/S           0.500  10/1/2053  DKK 66.945
FLUVIUS System Operator  3.000 10/27/2044  EUR 72.101
CBo Territoria           7.000  6/30/2028  EUR  4.260
Deutsche Lichtmiete Fin  5.750   1/1/2023  EUR  4.250
United Kingdom Gilt      1.125 10/22/2073  GBP 36.149
Ideal Standard Internat  6.375  7/30/2026  EUR 63.191
Credit Suisse AG/London 11.500  9/25/2023  CHF 17.940
Credit Agricole SA       3.750   6/9/2040  AUD 65.226
BPCE SA                  0.500 10/21/2034  EUR 67.478
UniCredit Bank AG        6.600  7/20/2028  EUR  1.700
Single Platform Investm  0.700  9/20/2041  EUR 56.261
Malta Government Bond    1.500 10/22/2045  EUR 62.051
Aareal Bank AG           1.576  2/23/2032  EUR 70.213
Fastighets AB Balder     1.293   3/3/2031  EUR 58.671
NRW Bank                 1.182   8/7/2050  EUR 58.779
Ziggo Bond Co BV         3.375  2/28/2030  EUR 74.513
Cooperatieve Rabobank U  0.500 11/30/2027  MXN 64.555
Caisse de Refinancement  0.250   2/7/2035  EUR 69.883
La Financiere Atalian S  5.125  5/15/2025  EUR 68.350
National Grid Electrici  1.690  9/16/2041  GBP 52.365
UBS Group AG             1.269 10/27/2033  JPY 74.897
Department of Loiret Fr  0.478 10/30/2040  EUR 58.423
Region Wallonne Belgium  1.250  6/22/2071  EUR 46.746
State of Lower Saxony    0.050   3/9/2035  EUR 69.292
Erotik-Abwicklungsgesel  7.750   7/9/2019  EUR  0.779
Land Baden-Wuerttemberg  0.375  7/20/2048  EUR 47.717
Maxeda DIY Holding BV    5.875  10/1/2026  EUR 73.699
Alfa Bank AO Via Alfa B  5.950  4/15/2030  USD  1.359
La Financiere Atalian S  4.000  5/15/2024  EUR 72.135
Municipality of Utrecht  0.950   3/2/2037  EUR 73.704
SCF Capital Designated   3.850  4/26/2028  USD 65.808
Muenchener Hypothekenba  0.250   5/2/2036  EUR 67.765
City of Amsterdam Nethe  1.515  2/26/2044  EUR 71.517
Raiffeisenlandesbank Ni  0.375  1/15/2035  EUR 70.129
Cooperatieve Rabobank U  0.500  8/21/2028  MXN 60.102
State of Bremen          0.150  9/14/2040  EUR 57.672
Banque Cantonale de Fri  0.100  11/1/2044  CHF 67.786
Pfandbriefzentrale der   0.050  10/6/2043  CHF 71.279
Logicor Financing Sarl   2.875  12/6/2029  GBP 74.566
Anglian Water Services   1.760 11/13/2035  GBP 63.245
Kuntarahoitus Oyj        0.940   6/9/2064  EUR 58.167
Assistance Publique Hop  1.125  4/16/2047  EUR 57.508
Charm Finance PLC        3.509  4/12/2048  GBP 68.728
Serbia International Bo  1.650   3/3/2033  EUR 67.413
Spain Government Bond    1.450 10/31/2071  EUR 45.453
Societe Du Grand Paris   2.062  3/19/2070  EUR 59.606
DZ Bank AG Deutsche Zen  0.510  1/25/2036  EUR 61.730
Canton of Neuchatel      0.100 10/29/2049  CHF 65.400
Gazprom PJSC Via Gaz Ca  4.950  3/23/2027  USD 74.504
Land Berlin              0.625  7/15/2039  EUR 66.060
Global Ports Finance PL  6.500  9/22/2023  USD 44.602
MBH Mortgage Bank Co PL  2.600 10/22/2028  HUF 72.700
Deutsche Bahn Finance G  1.850 11/23/2043  EUR 65.691
Jyske Realkredit A/S     0.500  10/1/2053  DKK 65.377
Investitionsbank Berlin  0.050   3/2/2035  EUR 69.053
Republic of Ireland Int  0.835   7/8/2080  EUR 39.631
Hamon & CIE SA           3.300  1/31/2035  EUR 46.307
Severn Trent Utilities   1.501   8/1/2058  GBP 71.908
State of Mecklenburg-We  0.239 11/17/2070  EUR 23.782
BNP Paribas SA           0.990   5/6/2024  USD 15.180
Ukraine Government Bond 19.750  2/18/2026  UAH 73.450
Ukraine Government Bond 14.000  6/26/2024  UAH 72.276
Jyske Realkredit A/S     0.500  10/1/2050  DKK 67.499
DXC Capital Funding DAC  0.950  9/15/2031  EUR 71.761
United Utilities Water   1.587  8/16/2056  GBP 73.618
Free State of Saxony     0.400  5/12/2036  EUR 69.975
Kreditanstalt fuer Wied  0.788  11/4/2039  EUR 68.198
Ukraine Government Inte  9.790  5/26/2027  UAH 53.822
Midland Heart Capital P  1.831  8/12/2050  GBP 48.422
HSBC Continental Europe  1.140  8/26/2049  EUR 51.636
Sairgroup Finance BV     4.375   6/8/2006  EUR  0.250
T-Centrum CZ AS         11.710 10/30/2024  CZK 46.300
Basque Government        1.750  4/22/2050  EUR 60.000
Futures Treasury PLC     3.375   2/8/2044  GBP 72.160
United Utilities Water   1.750  2/10/2038  GBP 60.028
Codere Finance 2 Luxemb 12.750 11/30/2027  EUR 25.000
Vier Gas Transport GmbH  0.500  9/10/2034  EUR 67.914
Region Wallonne Belgium  1.600  3/29/2039  EUR 71.736
SpareBank 1 SR-Bank ASA  2.800  9/19/2044  EUR 72.267
Cie de Financement Fonc  0.975  8/11/2046  EUR 61.840
Region de Bruxelles-Cap  1.220  6/23/2053  EUR 53.646
Commune de Marseille     1.079 11/19/2046  EUR 57.157
BNP Paribas SA           1.590  2/23/2051  EUR 61.220
Deutsche Bank Luxembour  1.560  10/6/2028  EUR 69.553
Autonomous Community of  2.738 10/31/2049  EUR 74.632
Yarlington Treasury Ser  3.410  9/18/2057  GBP 63.679
VIA A11 NV               4.490  9/30/2045  EUR 71.975
United Utilities Water   0.379  12/9/2036  GBP 73.421
Abengoa Abenewco 2 Bis   1.500  4/26/2024  USD  1.046
St Galler Kantonalbank   0.100 10/10/2041  CHF 72.215
La Banque Postale Home   0.640  1/27/2042  EUR 61.554
DLR Kredit A/S           1.000  10/1/2050  DKK 73.123
Sibur Securities DAC     2.950   7/8/2025  USD 65.418
Prosus NV                2.778  1/19/2034  EUR 72.335
Region Bourgogne-Franch  0.270  12/7/2035  EUR 64.336
Eolo SpA                 4.875 10/21/2028  EUR 72.278
Barclays Bank PLC        5.000  11/1/2029  BRL 72.039
Cirio Finance Luxembour  7.500  11/3/2002  EUR  3.056
Telia Co AB              3.000  9/25/2064  EUR 67.211
United Utilities Water   0.387  10/5/2057  GBP 46.058
Romanian Government Int  2.000  1/28/2032  EUR 73.178
State of Brandenburg     0.500 11/21/2039  EUR 63.961
Pershing Square Holding  3.000  7/15/2032  USD 69.689
Evan Group PLC           6.000  7/31/2022  EUR  4.510
Bank of Valletta PLC     3.750  6/15/2031  EUR 71.812
Norwegian Air Shuttle A  7.830             NOK 74.000
Uliving@essex3 LLP       2.720  8/31/2066  GBP 47.551
Heta Asset Resolution A  3.786 12/31/2023  EUR  1.168
Agatos SpA               4.750 12/31/2026  EUR 68.000
EVN AG                   0.850 10/15/2035  EUR 68.770
Aroundtown SA            3.250 11/12/2032  EUR 57.231
Niedersachsen Invest Gm  0.250  7/16/2035  EUR 70.507
Caisse des Depots et Co  2.766   8/9/2049  USD 65.021
Communaute Francaise de  1.397  7/18/2059  EUR 50.872
Cirio Del Monte NV       7.750  3/14/2005  EUR  2.261
Norwegian Air Shuttle A  7.500 11/10/2023  USD 73.375
OGX Austria GmbH         8.500   6/1/2018  USD  0.019
Land Berlin              0.625  1/26/2052  EUR 49.880
Phosagro OAO Via Phosag  2.600  9/16/2028  USD 64.421
Soc Nationale SNCF SACA  3.190  4/19/2041  AUD 71.895
Land Thueringen          0.375  12/1/2051  EUR 45.248
Malta Government Bond    2.400  8/13/2052  EUR 68.907
Single Platform Investm  1.850  11/5/2040  EUR 71.762
Single Platform Investm  0.915  2/15/2043  EUR 57.809
DZ Bank AG Deutsche Zen  1.840 12/21/2048  EUR 68.860
Quintet Private Bank Eu  3.650 11/13/2023  EUR  3.080
State of Brandenburg     0.375  1/29/2035  EUR 72.583
State of Bremen          0.550   2/4/2050  EUR 49.802
Comunidad Foral de Nava  2.100  4/30/2044  EUR 68.988
Deutsche Pfandbriefbank  3.100   9/7/2046  USD 64.664
ASH8 Debt Co UK 1 PLC    3.651 12/31/2055  GBP 70.558
Spain Government Bond    1.900 10/31/2052  EUR 63.080
Regiao Autonoma Madeira  1.141  12/4/2034  EUR 71.955
State of Brandenburg     0.300  10/4/2049  EUR 46.623
Single Platform Investm  1.610  2/15/2043  EUR 66.884
State of Saarland        0.050  11/5/2040  EUR 56.828
HYPO NOE Landesbank fue  1.605  8/23/2046  EUR 71.624
Aareal Bank AG           0.870  6/28/2029  EUR 74.545
Wessex Water Services F  1.250  1/12/2036  GBP 57.106
Citigroup Global Market 12.379 11/13/2023  SEK 72.340
Ukraine Government Inte 12.520  5/13/2026  UAH 58.821
Republic of Poland Gove  1.750  4/25/2032  PLN 73.717
BCP V Modular Services   6.750 11/30/2029  EUR 73.826
Ukraine Government Bond 19.250   8/7/2024  UAH 72.762
Yorkshire Water Service  1.758   2/1/2054  GBP 74.444
Bazalgette Finance Plc   0.010   8/5/2036  GBP 70.691
Jain International Trad  7.125   2/1/2022  USD 22.000
Del Monte Finance Luxem  6.625  5/24/2006  EUR  1.000
Ukraine Government Inte  9.990  5/22/2024  UAH 68.277
Norske Skog Holding AS   8.000  2/24/2021  EUR  0.006
HSBC Bank PLC            0.500  6/23/2027  MXN 66.635
ABN AMRO Bank NV         0.450 12/12/2036  EUR 68.205
Severn Trent Utilities   1.457   8/1/2058  GBP 71.083
Cirio Finanziaria SpA    8.000 12/21/2005  EUR  0.478
Finmek International SA  7.000  12/3/2004  EUR  2.193
Communaute Francaise de  1.120  7/19/2038  EUR 66.390
NRW Bank                 0.650  7/20/2037  EUR 68.775
State of Saarland        0.500  3/15/2051  EUR 48.390
Autonomous Region of th  1.095  9/27/2036  EUR 67.785
Metinvest BV             5.625  6/17/2025  EUR 69.563
JAB Holdings BV          4.500   4/8/2052  USD 74.133
Bayerische Landesbank    0.770  2/27/2032  EUR 74.368
Cie de Saint-Gobain SA   1.875   5/3/2035  EUR 74.440
United Utilities Water   0.010  9/30/2036  GBP 71.805
Nordea Kredit Realkredi  0.500  10/1/2050  DKK 64.447
Yorkshire Water Service  1.709   2/1/2058  GBP 74.643
Eurogrid GmbH            0.875 11/20/2040  EUR 60.965
Alpine Holding GmbH      5.250  6/10/2016  EUR  0.372
State of Lower Saxony    0.250  4/15/2036  EUR 68.561
Autonomous Community of  1.850  5/13/2061  EUR 52.835
Single Platform Investm  1.425  5/25/2052  EUR 57.821
Caisse des Depots et Co  0.398 12/15/2050  EUR 41.687
Region de Bruxelles-Cap  0.765  7/15/2052  EUR 44.555
Republic of Austria Gov  2.100  9/20/2117  EUR 68.672
State of Hesse           0.227  8/20/2049  EUR 48.169
Russian Agricultural Ba  8.500 10/16/2023  USD 26.135
Thames Water Utilities   1.846  8/28/2047  GBP 69.853
National Grid Electrici  1.608  8/24/2040  GBP 49.757
Morhomes PLC             2.508  2/19/2051  GBP 52.096
La Financiere Atalian S  6.625  5/15/2025  GBP 67.843
DLR Kredit A/S           1.000  10/1/2053  DKK 67.753
DAH Holding GmbH         7.250  9/28/2018  EUR  0.718
UBS AG/London            1.600  4/18/2049  EUR 61.156
United Utilities Water   1.556 10/25/2056  GBP 72.598
Region de Bruxelles-Cap  1.400  3/11/2054  EUR 51.782
Boparan Finance PLC      7.625 11/30/2025  GBP 67.066
Deutsche Telekom AG      3.500  4/15/2041  AUD 70.633
GN Store Nord AS         3.200 11/26/2036  GBP 70.416
Region de Bruxelles-Cap  1.813  1/22/2048  EUR 67.172
Single Platform Investm  1.340  5/10/2044  EUR 56.798
Malta Government Bond    1.400  8/20/2046  EUR 59.593
State Agency of Roads o  6.250  6/24/2030  USD 27.313
Kingdom of Belgium Gove  1.170  5/12/2121  EUR 38.443
Realkredit Danmark A/S   0.500  10/1/2053  DKK 65.334
Aareal Bank AG           2.658  5/13/2033  EUR 73.987
ABN AMRO Bank NV         0.500 12/12/2039  EUR 63.077
Severn Trent Utilities   1.589   2/1/2067  GBP 74.809
State of Lower Austria   0.550 11/13/2080  EUR 28.523
State Savings Bank of U 12.700  1/19/2024  USD 34.250
Ahtium PLC               9.750   4/4/2017  EUR  0.726
Peine GmbH               2.000   7/5/2023  EUR 44.500
Berlin Hyp AG            0.030  7/22/2030  EUR 74.298
Single Platform Investm  1.370  7/25/2053  EUR 57.048
Credit Agricole SA       6.750  9/29/2042  AUD 74.074
Region Auvergne-Rhone-A  0.892 10/21/2041  EUR 60.379
Land Thueringen          0.250   3/5/2040  EUR 60.018
DNB Bank ASA             1.185  1/14/2038  EUR 67.879
Republic of Austria Gov  0.100  7/10/2040  EUR 58.776
Banque Federative du Cr  0.376 10/15/2031  EUR 70.904
Goldman Sachs Internati 16.288  3/17/2027  USD 51.630
Citigroup Global Market  8.200  3/21/2024  SEK 60.320
Region of Ile de France  0.610   7/2/2040  EUR 60.891
Deutsche Bahn Finance G  3.100  5/20/2041  AUD 69.145
Banque Federative du Cr  1.590   2/5/2031  USD 72.983
Single Platform Investm  1.460  5/25/2052  EUR 58.692
Richter Gedeon Nyrt      1.750   6/4/2031  HUF 72.500
Department of L'Eure Fr  0.643  8/31/2041  EUR 56.321
State of Brandenburg     0.050  8/10/2040  EUR 56.822
Orpea SA                 3.144 12/22/2025  EUR 28.234
National Grid Electrici  1.584  7/28/2056  GBP 70.631
State of Rhineland-Pala  1.500  4/25/2052  EUR 65.558
Joh Friedrich Behrens A  7.750 11/11/2020  EUR  8.112
Republic of Belarus Int  6.378  2/24/2031  USD 40.632
BNG Bank NV              0.630  7/11/2067  EUR 37.510
DNB Boligkreditt AS      0.980  6/20/2044  EUR 63.465
Alliander NV             1.125   4/8/2035  EUR 70.293
Barclays Bank PLC        0.779 11/15/2024  USD 10.000
Agence Francaise de Dev  2.302 10/25/2044  USD 62.910
Nederlandse Waterschaps  0.436 10/22/2040  EUR 60.691
HSE Finance Sarl         5.625 10/15/2026  EUR 53.909
Single Platform Investm  1.270  5/15/2035  EUR 68.880
Kreditanstalt fuer Wied  0.980   2/9/2042  EUR 67.753
Saechsische Aufbaubank-  0.300  2/18/2042  EUR 54.378
Autonomous Community of  1.655 10/31/2050  EUR 57.771
Ukraine Government Bond  4.000  1/25/2024  USD 72.671
State of North Rhine-We  1.467  6/12/2045  EUR 69.948
Ukraine Government Inte  9.790  5/26/2027  UAH 53.822
Agrokor dd               9.125   2/1/2020  EUR 15.000
Aareal Bank AG           0.570   8/7/2029  EUR 72.760
Severn Trent Utilities   1.566   2/1/2058  GBP 71.714
Veneto Banca SpA         6.411             EUR  0.345
COFIDUR SA               0.100 12/31/2024  EUR 30.700
Aareal Bank AG           2.020 11/20/2034  EUR 65.723
Anglian Water Services   0.850 12/23/2040  JPY 72.600
Land Berlin              0.350   9/9/2050  EUR 46.313
Land Thueringen          0.375 11/14/2034  EUR 72.632
Ile-de-France Mobilites  1.586  2/23/2052  EUR 61.736
Hemso Fastighets AB      3.050  1/18/2038  SEK 73.724
Grand Delta Habitat      1.820  3/18/2050  EUR 60.802
NRW Bank                 1.400  3/19/2070  EUR 55.217
Ukraine Government Inte 14.000  6/26/2024  UAH 72.276
DZ Bank AG Deutsche Zen 14.100  6/28/2024  EUR 71.050
Landesbank Baden-Wuertt  0.280   9/1/2031  EUR 72.050
Bulgaria Steel Finance  12.000   5/4/2013  EUR  0.216
CNH Industrial Finance   2.200  7/15/2039  EUR 71.277
Siemens Financieringsma  3.300  9/15/2046  USD 72.758
State of Bremen          0.936  9/28/2046  EUR 62.358
Depfa Funding II LP      6.500             EUR 60.136
Credit Bank of Moscow V  7.625             USD 26.434
Raiffeisen Landesbank V  0.250   3/4/2036  EUR 66.846
CPI Hungary Investments  2.250   8/7/2030  HUF 59.000
VTB Bank PJSC Via VTB E  9.500             USD 17.644
Deutsche Wohnen SE       1.700  12/5/2036  EUR 62.070
Yorkshire Water Service  1.460   8/1/2056  GBP 69.968
A-TEC Industries AG      2.750  5/10/2014  EUR  0.100
Basque Government        1.000 10/31/2050  EUR 47.823
Norwegian Air Shuttle A  7.500 11/10/2023  USD 73.375
International Bank of A  8.250  10/9/2024  USD 60.375
Wirtschafts- und Infras  0.500  8/28/2046  EUR 50.973
Bpifrance                1.046  5/25/2050  EUR 50.097
Cooperatieve Rabobank U  1.460   6/1/2040  EUR 73.420
Single Platform Investm  0.950  7/25/2047  EUR 47.043
Republic of Ireland Int  0.995  2/24/2121  EUR 35.389
Region de Bruxelles-Cap  0.592 12/10/2061  EUR 32.700
Stonewater Funding PLC   3.375  11/2/2045  GBP 71.720
Single Platform Investm  1.600  2/15/2041  EUR 68.902
Novolipetsk Steel Via S  1.450   6/2/2026  EUR 69.463
Single Platform Investm  1.250  8/15/2051  EUR 56.535
Norske Skog Holding AS   8.000  2/24/2021  EUR  0.006
Nederlandse Waterschaps  1.900  1/31/2035  AUD 69.879
Free and Hanseatic City  0.010  11/5/2035  EUR 67.305
Ministeries Van de Vlaa  1.875   6/2/2042  EUR 74.777
Bibby Offshore Services  7.500  6/15/2021  GBP 11.625
Region de Bruxelles-Cap  0.808  1/31/2050  EUR 46.146
getgoods.de AG           7.750  10/2/2017  EUR  0.527
Region de Bruxelles-Cap  0.944  6/22/2057  EUR 40.069
Cooperatieve Rabobank U  0.500 12/29/2027  MXN 63.834
TBI Bank EAD             5.250  7/30/2031  EUR 50.901
Cooperatieve Rabobank U  1.850  3/29/2049  EUR 58.993
Department of L'Eure Fr  1.110  6/18/2039  EUR 68.688
Kreditanstalt fuer Wied  1.000 10/20/2050  EUR 59.236
Credit Bank of Moscow V  8.875             USD 13.056
Kuntarahoitus Oyj        0.448  3/19/2040  EUR 61.158
Concessio Estacions Aer  3.520 12/31/2037  EUR 68.932
Grupo Antolin-Irausa SA  3.500  4/30/2028  EUR 74.000
Ukraine Government Inte 14.000  6/26/2024  UAH 72.276
GB Social Housing PLC    3.814   4/9/2047  GBP 66.269
Region de Bruxelles-Cap  0.283 10/24/2033  EUR 69.122
DLR Kredit A/S           1.000  10/1/2053  DKK 72.604
BPCE SFH SA              0.500  1/23/2035  EUR 71.792
Single Platform Investm  1.800  7/25/2053  EUR 64.827
Deutsche Bank AG         1.725  1/16/2045  EUR 41.013
Kuntarahoitus Oyj        1.150   4/1/2051  EUR 64.748
GTC Magyarorszag Zrt     2.600  3/17/2031  HUF 73.420
Rena GmbH                8.250  7/11/2018  EUR  0.054
Hemso Fastighets AB      2.975 10/25/2038  SEK 72.175
Landesbank Baden-Wuertt  0.900  5/28/2035  EUR 68.077
Department of Gironde F  0.765  4/29/2036  EUR 67.287
Region Wallonne Belgium  1.805  1/24/2040  EUR 71.871
VTB Bank OJSC Via VTB C  6.250  6/30/2035  USD 23.633
DekaBank Deutsche Giroz  0.400  1/29/2035  EUR 72.448
Region Wallonne Belgium  1.305  9/29/2041  EUR 63.469
NatWest Markets PLC      1.250  12/4/2034  EUR 69.215
ALROSA Finance SA        4.650   4/9/2024  USD 10.162
Kommuninvest I Sverige   2.000 10/21/2040  SEK 73.739
Kardan NV                6.325  2/21/2021  ILS 10.000
Ministeries Van de Vlaa  0.634 11/19/2060  EUR 35.751
Barclays Bank PLC        0.745 10/31/2024  USD  9.857
Comunidad Foral de Nava  0.550 10/22/2035  EUR 67.698
Steilmann SE             6.750  6/27/2017  EUR  2.184
Basler Kantonalbank     16.000  6/14/2024  CHF 66.010
Danske Bank A/S          0.910 10/17/2039  JPY 70.899
Credit Agricole SA       4.400  2/24/2042  AUD 60.256
Mercedes-Benz Manufactu  1.500  3/16/2027  HUF 75.000
Societe Generale SA      3.310 11/29/2033  AUD 70.278
Deutsche Bank AG         2.330  2/11/2043  EUR 69.488
Autonomous Community of  1.515  6/21/2051  EUR 54.033
OP Corporate Bank plc    1.400  3/16/2035  EUR 71.125
Batigere Grand Est SAHL  1.600 11/14/2044  EUR 61.157
MFB Magyar Fejlesztesi   2.900 10/22/2031  HUF 70.428
Thomas Cook Finance 2 P  3.875  7/15/2023  EUR  0.659
National Grid Electrici  1.541  12/1/2056  GBP 70.815
Air Berlin Finance BV    8.500   3/6/2019  EUR  0.278
Spain Government Bond    1.200 10/31/2040  EUR 66.007
Malta Government Bond    2.000  7/10/2051  EUR 63.197
United Kingdom Gilt      1.250  7/31/2051  GBP 47.638
UBS AG/London           17.500  3/15/2024  CHF 45.400
Vasakronan AB            2.130  5/27/2041  SEK 64.049
Deutsche Pfandbriefbank  1.000  12/2/2030  EUR 73.374
Kingdom of Belgium Gove  0.675   7/7/2080  EUR 33.283
Landesbank Hessen-Thuer  4.375  3/30/2042  USD 63.453
Societe Generale SA      8.510   6/6/2024  USD 72.500
Assistance Publique Hop  0.634  8/27/2045  EUR 52.381
BNG Bank NV             10.010  6/17/2025  TRY 66.784
JAB Holdings BV          2.000 12/19/2039  EUR 70.167
Commerzbank AG           0.850  8/15/2029  EUR 74.972
Cie Generale de Navigat  0.350 12/29/2056  CHF 66.607
German Pellets GmbH      7.250 11/27/2019  EUR  0.815
Department of Val d'Ois  0.735   7/3/2040  EUR 62.230
DZ Bank AG Deutsche Zen  1.010 12/30/2030  EUR 74.470
Deutsche Telekom AG      4.125  7/23/2049  USD 72.113
A-TEC Industries AG      5.750  11/2/2010  EUR  0.100
Wirtschafts- und Infras  0.101   9/8/2033  EUR 72.979
Cooperatieve Rabobank U  2.090 12/27/2047  EUR 63.803
Caisse des Depots et Co  1.787  1/30/2048  EUR 66.329
Ville de Paris           0.831  2/23/2056  EUR 42.048
Kingdom of Belgium Gove  0.650  6/22/2071  EUR 38.520
United Utilities Water   0.359  10/5/2048  GBP 52.397
Caisse des Depots et Co  1.015  7/22/2050  EUR 51.991
Societe Generale SA      1.113  7/17/2031  EUR 74.736
Prosus NV                2.031   8/3/2032  EUR 70.776
Single Platform Investm  0.745  2/15/2047  EUR 44.033
Meta Wolf AG             6.750  3/10/2005  DEM  0.110
Credit Bank of Moscow V  4.700  1/29/2025  USD 26.156
Corporate Commercial Ba  8.250   8/8/2014  USD  0.308
Nordea Kredit Realkredi  0.500  10/1/2053  DKK 62.064
Praktiker AG             5.875  2/10/2016  EUR  0.001
Republic of Ireland Int  0.740  9/22/2078  EUR 37.868
Finance and Credit Bank  9.250  1/25/2019  USD  0.001
Malta Government Bond    1.800  8/28/2051  EUR 60.136
Banco Santander SA       1.840  7/20/2033  EUR 72.771
Credit Bank of Moscow V  3.875  9/21/2026  USD 34.566
Free and Hanseatic City  0.300  9/16/2050  EUR 45.328
Lloyds Bank PLC          2.580  3/28/2039  SEK 70.031
Region Wallonne Belgium  1.150   9/2/2120  EUR 32.779
Societe Du Grand Paris   2.100  2/14/2069  EUR 59.287
Credit Agricole SA       3.000  1/28/2041  AUD 49.289
Single Platform Investm  1.442  7/25/2053  EUR 58.669
Norwegian Air Shuttle A  6.860             NOK 74.000
Banque Internationale a  0.510  2/10/2031  EUR 71.931
Jyske Realkredit A/S     1.000  10/1/2056  DKK 66.740
Societe Generale SA     18.800  8/31/2023  USD 18.500
MBH Mortgage Bank Co PL  3.000  1/28/2036  HUF 54.650
NRW Bank                 0.210  8/31/2033  EUR 74.230
Norske Skogindustrier A  7.125 10/15/2033  USD  0.010
Turkey Government Inter  5.750  5/11/2047  USD 70.585
Region Wallonne Belgium  0.050 10/26/2032  EUR 70.953
Single Platform Investm  0.559  2/15/2047  EUR 49.072
Batigere Grand Est SAHL  1.485 10/25/2039  EUR 66.290
DLR Kredit A/S           0.500  10/1/2050  DKK 68.962
Landesbank Hessen-Thuer  0.650 10/18/2034  EUR 66.542
Single Platform Investm  1.870 11/21/2044  EUR 58.872
Nordea Bank Abp          7.500  7/20/2027  SEK 74.875
Solon SE                 1.375  12/6/2012  EUR  0.745
Societe Generale SA      1.137  1/26/2037  EUR 68.616
KTG Agrar SE             7.250 10/15/2019  EUR  2.001
Grand City Properties S  2.500  6/27/2039  EUR 57.852
LFA Foerderbank Bayern   0.125  9/30/2038  EUR 61.363
Banco Santander SA       1.000  10/1/2033  EUR 73.695
Agence France Locale     2.550  3/20/2036  AUD 72.481
Ville de Paris           0.750 11/30/2041  EUR 60.595
SCC Power PLC            6.000 12/31/2028  USD 50.878
City of Zurich Switzerl  0.250 11/24/2051  CHF 69.632
UniCredit SpA            0.725 11/27/2030  EUR 68.785
Autonomous Community of  1.744   7/1/2061  EUR 50.061
DZ Bank AG Deutsche Zen  1.980 12/29/2031  EUR 73.000
National Grid Electrici  3.350  6/10/2036  AUD 74.259
Credito Padano Banca di  3.100             EUR 36.366
VTB Bank OJSC Via VTB C  6.250  6/30/2035  USD 23.633
Ministeries Van de Vlaa  1.095   6/3/2055  EUR 47.520
Municipality of Eindhov  1.826  5/30/2047  EUR 73.726
Bayerische Landesbodenk  0.030 10/22/2035  EUR 67.214
Golfino AG               8.000 11/18/2023  EUR  0.200
Municipality of Arnhem   0.460  9/20/2049  EUR 49.030
Caisse Francaise de Fin  1.640  7/10/2048  EUR 68.144
Severn Trent Utilities   1.399   2/9/2057  GBP 69.260
Region Auvergne-Rhone-A  1.090   4/8/2037  EUR 70.957
SNCF Reseau              1.425  8/14/2119  EUR 36.852
Severn Trent Utilities   1.399   2/9/2057  GBP 68.598
Ile-de-France Mobilites  0.200 11/16/2035  EUR 66.803
Hamburg Commercial Bank  2.597   2/1/2036  EUR 60.080
Portugal Telecom Intern  6.250  7/26/2016  EUR  0.285
Assistance Publique Hop  1.099   4/6/2071  EUR 38.640
Italy Buoni Poliennali   0.950   3/1/2037  EUR 65.735
BOA Offshore AS          0.409  7/17/2047  NOK  4.213
Wingholding Zrt          3.000  9/22/2031  HUF 64.000
Single Platform Investm  1.240  5/25/2052  EUR 57.571
Single Platform Investm  1.640  2/15/2047  EUR 64.088
Region de Bruxelles-Cap  1.040   5/3/2061  EUR 39.844
Bayerische Landesbank    3.180  2/16/2038  EUR 64.083
Republic of Belarus Int  6.200  2/28/2030  USD 40.556
SG Issuer SA             8.410  1/20/2027  SEK 62.850
GTC Magyarorszag Zrt     2.250  12/7/2030  HUF 72.210
Department of Val d'Ois  0.390 11/18/2041  EUR 55.254
Societe Generale SA      2.200 12/17/2040  USD 62.955
Kreditanstalt fuer Wied  0.699 10/20/2036  EUR 72.982
Jyske Realkredit A/S     0.500  10/1/2043  DKK 74.937
Deutsche Bank Luxembour  2.386  4/27/2029  EUR 69.726
Department of Val d'Ois  0.929  5/19/2041  EUR 63.061
NRW Bank                 0.185  8/17/2033  EUR 74.295
Barclays Bank PLC        2.300  8/31/2036  USD 63.578
J&T Banka AS             7.000             EUR 70.693
Kommunekredit            0.342   9/1/2042  EUR 57.083
Natixis SA               3.600 11/16/2041  AUD 64.367
Sequa Petroleum NV       5.000  4/29/2020  USD 30.250
Proximus SADP            1.500  5/14/2040  EUR 67.796
Elia Transmission Belgi  1.560  1/30/2044  EUR 72.445
Land Berlin              0.125   6/4/2035  EUR 69.368
Deutsche Pfandbriefbank  0.765  9/12/2036  EUR 54.765
Erdoel-Lagergesellschaf  1.281  9/30/2036  EUR 72.456
Deutsche Bank AG         1.750 10/30/2028  USD 74.700
Communaute Francaise de  1.725  4/23/2049  EUR 66.983
Intesa Sanpaolo SpA      4.700  9/23/2049  USD 66.107
Ukraine Government Bond 19.590  12/4/2024  UAH 70.929
Erste Group Bank AG      1.540  3/18/2034  EUR 71.062
Kommuninvest I Sverige   2.000 10/21/2039  SEK 74.206
Centre Hospitalier de M  1.580  2/11/2061  EUR 69.622
Single Platform Investm  1.450  9/14/2040  EUR 67.771
Societe Generale SA      0.690  4/21/2033  EUR 71.374
Parnassia Groep BV       1.470  12/3/2046  EUR 60.749
Parnassia Groep BV       1.260  12/3/2046  EUR 73.511
Region Occitanie         0.728 11/16/2037  EUR 65.515
DZ Bank AG Deutsche Zen  0.950 12/30/2030  EUR 74.450
Vontobel Financial Prod  9.200  6/28/2024  EUR 72.360
Kreditanstalt fuer Wied  0.980  6/28/2051  EUR 58.574
UBS AG/London            7.100 11/22/2023  USD  9.900
Ville de Paris           0.850   8/4/2051  EUR 48.161
Region de Bruxelles-Cap  0.910  1/31/2053  EUR 45.729
Minicentrales Dos SA     0.010   6/6/2047  EUR 58.439
Muenchener Hypothekenba  0.250 10/31/2044  CHF 70.185
Hemso Fastighets AB      1.130 10/31/2039  EUR 59.875
Single Platform Investm  1.150  5/25/2066  EUR 44.531
Landesbank Baden-Wuertt  0.380 11/18/2030  EUR 74.769
Vilogia SA d'HLM         1.500   8/7/2034  EUR 73.993
BNG Bank NV              2.020   8/7/2058  EUR 74.477
Barclays Bank PLC        7.350  4/11/2024  USD  9.897
Assistance Publique Hop  0.490  9/30/2040  EUR 58.734
ESB Finance DAC          2.000  4/17/2044  EUR 68.480
Deutsche Bank AG/London  0.500  8/23/2038  MXN 21.687
SAir Group               2.125  11/4/2004  CHF 10.125
Scottish Hydro Electric  1.429 10/20/2056  GBP 68.106
Hungary Government Inte  1.500 11/17/2050  EUR 51.353
Havenbedrijf Rotterdam   1.100  3/23/2051  EUR 57.378
Sovcombank Via SovCom C  8.000   4/7/2030  USD  6.581
State of Bremen          1.000  5/27/2039  EUR 70.491
Soc Nationale SNCF SACA  2.820  4/28/2036  AUD 74.949
Romanian Government Int  2.000  4/14/2033  EUR 70.261
MOL Hungarian Oil & Gas  1.900  4/12/2031  HUF 62.300
Romanian Government Int  3.375   2/8/2038  EUR 72.460
HSBC Continental Europe  2.220  1/24/2048  EUR 67.756
DNB Boligkreditt AS      1.452  1/19/2038  EUR 74.577
Hemso Fastighets AB      2.615 11/30/2043  EUR 63.508
Banque et Caisse d'Epar  1.230  4/26/2046  EUR 66.946
Banco Santander SA       0.010  10/1/2032  EUR 68.381
Kingdom of Belgium Gove  2.750  6/10/2071  USD 61.814
Ukraine Government Inte  7.375  9/25/2034  USD 27.417
Muenchener Hypothekenba  1.666   8/7/2042  EUR 74.704
Deutsche Bank AG         0.250  8/23/2028  EUR 68.310
Depfa Funding III LP     3.062             EUR 51.243
Caisse des Depots et Co  1.630 12/28/2046  EUR 64.548
Hungary Government Bond  3.000  4/25/2041  HUF 57.722
SNCF Reseau              2.622  9/24/2049  USD 64.566
United Utilities Water   0.010  12/9/2036  GBP 70.670
Barclays Bank PLC        2.500 12/29/2032  USD 74.611
State of Brandenburg     0.750   8/8/2036  EUR 72.915
Belfius Bank SA          0.125  6/19/2034  EUR 70.664
Single Platform Investm  2.230  3/17/2039  NOK 65.266
Credit Agricole Corpora  3.200  3/11/2036  AUD 73.402
Sanctuary Capital PLC    2.481 11/12/2037  GBP 66.938
Junta de Castilla y Leo  1.270 10/31/2044  EUR 58.624
Landesbank Baden-Wuertt  0.560  9/22/2033  EUR 68.949
Communaute Francaise de  1.010  7/19/2051  EUR 50.129
City of Amsterdam Nethe  1.359  2/26/2044  EUR 69.264
SpareBank 1 SR-Bank ASA  1.650  2/24/2042  EUR 61.143
Grand Delta Habitat      1.425  2/26/2048  EUR 55.980
Land Berlin              0.150  2/22/2036  EUR 67.825
Cooperatieve Rabobank U  2.481  2/26/2036  AUD 70.400
Single Platform Investm  1.130   5/1/2030  EUR 63.725
Credit Agricole Corpora 15.000  6/18/2026  TRY 71.801
Single Platform Investm  1.510  2/13/2043  EUR 65.263
UBS AG/London           16.500  7/22/2024  CHF 70.400
DZ Bank AG Deutsche Zen  1.850  2/19/2049  EUR 69.526
CDC Habitat SEM          1.700  3/21/2039  EUR 71.182
MBH Mortgage Bank Co PL  3.000  8/21/2030  HUF 68.650
NORD/LB Luxembourg SA C  0.542  9/30/2037  EUR 64.995
Land Berlin              0.500  6/19/2047  EUR 51.435
DZ Bank AG Deutsche Zen  1.000  2/18/2032  EUR 65.532
Erdoel-Lagergesellschaf  1.200   6/4/2043  EUR 61.989
Banco Espirito Santo SA  6.900  6/28/2024  EUR 19.241
Swedbank Hypotek AB      1.500  7/13/2048  EUR 68.939
CaixaBank SA             0.150 11/22/2027  EUR 74.187
Kingdom of Belgium Gove  0.558  9/24/2077  EUR 31.521
City of St Gallen        0.140  9/16/2044  CHF 72.220
Itas Istituto Trentino   5.000 12/17/2031  EUR 60.814
Autostrade per l'Italia  3.625   6/9/2038  EUR 73.906
Kommunekredit            0.100  9/30/2033  DKK 71.031
Natixis SA               2.420  9/29/2035  AUD 63.641
Department of Loiret Fr  0.500 10/30/2042  EUR 54.967
Credit Agricole Corpora  0.100 10/21/2030  EUR 73.476
Alpine Holding GmbH      6.000  5/22/2017  EUR  0.372
German Pellets GmbH      7.250   4/1/2016  EUR  0.815
Grupo Isolux Corsan SA   6.000 12/30/2021  EUR  0.673
Nederlandse Waterschaps  0.964  6/11/2059  EUR 51.408
Region Wallonne Belgium  1.135 10/10/2069  EUR 43.475
Landwirtschaftliche Ren  0.210  9/30/2033  EUR 74.536
Assistance Publique Hop  1.073  4/16/2045  EUR 59.249
Single Platform Investm  2.600  1/19/2038  NOK 69.918
Belfius Bank SA          1.561  4/27/2043  EUR 71.770
Deutsche Bahn Finance G  0.232  3/17/2032  EUR 73.909
Kuntarahoitus Oyj        1.400   3/5/2061  EUR 64.872
Landesbank Hessen-Thuer  0.550   4/1/2031  EUR 73.922
Landesbank Hessen-Thuer  1.250   4/7/2037  EUR 70.100
Societe Generale SA      0.831 11/25/2031  EUR 69.151
Grand Delta Habitat      1.630   3/6/2045  EUR 61.244
Grenke Finance PLC       0.819  2/15/2030  EUR 68.461
Credit Suisse AG/London 16.500   9/7/2023  CHF 32.840
Agence Francaise de Dev  1.833  2/26/2052  EUR 66.766
Credito Padano Banca di  3.100             EUR 36.103
Sovcombank Via SovCom C  3.400  1/26/2025  USD  2.610
SNCF Reseau              1.475  3/30/2065  EUR 48.897
Pongs & Zahn AG          8.500  11/1/2014  EUR  0.002
Purple Protected Asset   1.580  5/25/2060  EUR 39.581
NRW Bank                 0.106  8/17/2050  EUR 41.966
DZ Bank AG Deutsche Zen  1.000  2/13/2042  EUR 64.881
Agrokor dd               8.875   2/1/2020  USD 15.000
Nederlandse Waterschaps  0.750  10/4/2041  EUR 63.226
Landesbank Baden-Wuertt  0.690  10/8/2035  EUR 65.410
SG Issuer SA             0.350 11/15/2023  EUR 31.260
Mifa Mitteldeutsche Fah  7.500  8/12/2018  EUR  1.800
Affinity Water Finance   2.699 11/22/2033  GBP 69.638
NRW Bank                 1.000  2/26/2050  EUR 59.385
Thames Water Utilities   1.819  8/28/2049  GBP 71.829
SAir Group               6.250  4/12/2005  CHF 10.172
KPNQwest NV              8.875   2/1/2008  EUR  0.507
La Veggia Finance SA     7.125 11/14/2004  EUR  0.301
Nationwide Building Soc  1.573   5/7/2041  EUR 73.216
Banco Espirito Santo SA 10.000  12/6/2021  EUR  0.397
Swedbank Hypotek AB      1.490  8/15/2038  EUR 74.642
Societe Generale SFH SA  0.570  3/15/2036  EUR 70.362
Assistance Publique Hop  0.666  3/19/2040  EUR 61.957
Societe Generale SA     10.000  6/28/2034  USD 72.500
Raiffeisen Landesbank V  0.375 11/13/2034  EUR 71.269
Credit Agricole Corpora  3.100  4/28/2041  AUD 64.014
DekaBank Deutsche Giroz  0.230  4/22/2031  EUR 72.977
HSE Finance Sarl         9.531 10/15/2026  EUR 57.519
Ministeries Van de Vlaa  1.874  3/28/2058  EUR 58.264
Region de Bruxelles-Cap  1.620   2/8/2044  EUR 66.275
ING Groep NV             0.975  2/14/2034  EUR 66.820
State of North Rhine-We  1.850  3/18/2089  EUR 55.058
Societe Du Grand Paris   0.576 10/29/2052  EUR 40.052
Soc Nationale SNCF SACA  1.400  5/18/2120  EUR 32.825
Vasakronan AB            1.770 10/26/2033  NOK 67.665
Region Auvergne-Rhone-A  0.250 10/23/2034  EUR 68.548
Caisse Francaise de Fin  0.726 10/29/2039  EUR 63.645
Oberoesterreichische La  1.014  9/16/2049  EUR 39.968
Landesbank Hessen-Thuer  0.600  1/17/2035  EUR 73.500
Credit Bank of Moscow V  7.121  6/25/2024  USD 23.882
Landesbank Saar          0.540 11/18/2033  EUR 68.302
Rio Forte Investments S  4.000  7/22/2014  EUR  2.114
FLUVIUS System Operator  0.810   4/8/2033  EUR 69.828
Bilt Paper BV           10.360             USD  1.313
Single Platform Investm  2.000   2/1/2039  EUR 74.232
Kreditanstalt fuer Wied  1.208  3/10/2051  EUR 62.979
Nykredit Realkredit AS   1.182  1/17/2034  EUR 71.814
Regie Autonome des Tran  0.875  8/18/2080  EUR 34.914
BNG Bank NV              1.897 10/30/2048  EUR 71.484
Muenchener Hypothekenba  1.000   5/7/2035  EUR 69.842
Landeskreditbank Baden-  2.500  5/21/2036  AUD 69.677
Single Platform Investm  0.656  9/20/2050  EUR 50.472
NRW Bank                 1.000  6/24/2051  EUR 58.114
Vajda-Papir Gyarto Kere  3.500  5/17/2031  HUF 70.900
Anselma Issuer SA        1.574 12/31/2038  EUR 35.230
Single Platform Investm  0.830   8/6/2041  EUR 57.800
DZ Bank AG Deutsche Zen  0.190  1/14/2031  EUR 72.100
Soc Nationale SNCF SACA  2.503  1/14/2041  AUD 64.526
Assistance Publique Hop  0.630  7/30/2042  EUR 57.133
Nederlandse Waterschaps  0.190  11/2/2050  EUR 43.624
Uliving@Essex2 Issuerco  0.100  8/31/2063  GBP 60.155
Single Platform Investm  1.083  2/15/2041  EUR 62.009
Municipality of Arnhem   0.605  2/24/2040  EUR 64.523
Assistance Publique Hop  1.502   5/9/2044  EUR 67.550
Raiffeisen Bank zrt     11.597             EUR 67.884
Vasakronan AB            2.256  4/12/2044  EUR 71.912
Ukraine Government Bond  8.750  4/20/2033  UAH 25.894
National Grid Electrici  1.541  12/1/2056  GBP 70.043
Kommunalkredit Austria   0.570  9/15/2037  EUR 65.314
Suek Securities DAC      3.375  9/15/2026  USD 69.099
Severn Trent Utilities   1.523   8/1/2058  GBP 72.443
Barclays Bank PLC        1.637  4/12/2039  EUR 74.850
Societe Publique d'Admi  2.003  9/27/2044  EUR 72.302
Deutsche Wohnen SE       2.500  7/21/2034  EUR 72.959
National Grid Electrici  1.541  12/1/2053  GBP 71.011
Region de Bruxelles-Cap  1.286 12/17/2046  EUR 56.024
Aktia Bank Oyj           0.635 10/16/2035  EUR 63.158
SAir Group               4.250   2/2/2007  CHF 10.172
Sairgroup Finance BV     6.625  10/6/2010  EUR  0.250
Communaute Francaise de  0.500  6/27/2046  EUR 48.038
AKB Peresvet ZAO         0.510   8/4/2034  RUB 31.190
ALROSA Finance SA        3.100  6/25/2027  USD  6.629
Aareal Bank AG           1.125  6/28/2030  EUR 72.020
Lloyds Bank PLC          2.170  8/28/2038  EUR 67.909
Cie de Financement Fonc  0.900  7/18/2058  EUR 48.496
Vasakronan AB            2.400  6/20/2044  SEK 65.520
United Kingdom Gilt      0.250  7/31/2031  GBP 72.561
State of North Rhine-We  1.267  9/16/2051  EUR 61.880
Credit Agricole Corpora  2.850  9/15/2051  AUD 53.387
Cooperatieve Rabobank U  2.940  3/11/2036  AUD 74.468
State of Lower Austria   0.815  9/22/2056  EUR 46.413
Nordea Bank Abp          9.370  7/20/2029  SEK 72.330
BNG Bank NV              2.000   9/5/2058  EUR 67.391
Santander Consumer Bank  9.430             NOK 60.954
Norddeutsche Landesbank  0.650  8/26/2031  EUR 73.386
Kreditanstalt fuer Wied  1.171  7/19/2051  EUR 61.395
Banco Santander SA       0.790  9/30/2031  EUR 72.326
Alfa Bank AO Via Alfa B  5.500 10/26/2031  USD  0.617
UniCredit Bank Austria   0.150  4/29/2033  EUR 71.807
Die Schweizerische Post  0.180 12/14/2061  CHF 52.822
EnBW International Fina  2.080  1/21/2041  EUR 64.675
State of North Rhine-We  1.960  1/24/2079  EUR 66.414
Sparebanken Sor          7.970             NOK 73.977
Kreditanstalt fuer Wied  1.175  4/14/2051  EUR 62.386
Quintet Private Bank Eu  6.050  5/26/2026  USD 56.110
ACCIONA Financiacion Fi  1.900  6/28/2034  EUR 70.485
Region de Bruxelles-Cap  1.144  1/14/2056  EUR 46.174
Ukraine Government Bond 12.300   7/3/2024  UAH 71.046
MBH Mortgage Bank Co PL  3.000 10/22/2031  HUF 65.500
Santander Consumer Bank  2.620  6/18/2031  NOK 74.887
City of Amsterdam Nethe  0.490 12/16/2036  EUR 69.087
Credit Agricole Corpora 11.190  3/12/2027  TRY 60.047
Commune de Marseille     1.688  12/6/2038  EUR 74.861
Single Platform Investm  1.120  7/25/2045  JPY 66.556
Premium Green PLC        1.610  9/30/2030  AUD 74.025
Barclays Bank PLC        2.320  1/11/2041  USD 56.647
SG Issuer SA             1.600  6/26/2034  EUR 13.150
State of Lower Austria   0.585 10/11/2049  EUR 48.466
State of Bremen          0.500  6/14/2034  EUR 74.457
Alno AG                  8.000  3/21/2019  EUR 17.500
Lloyds Bank PLC          0.500  7/26/2028  MXN 60.067
Agrokor dd               9.125   2/1/2020  EUR 15.000
Erste Group Bank AG      1.230  5/29/2033  EUR 71.166
Citigroup Global Market  1.230  8/20/2039  EUR 62.076
Communaute Francaise de  0.788  8/30/2049  EUR 48.226
United Kingdom Inflatio  0.125  3/22/2068  GBP 71.522
SAir Group               5.500  7/23/2003  CHF 10.172
Ministeries Van de Vlaa  1.392 11/12/2041  EUR 64.743
Erste Group Bank AG      1.400   5/7/2034  EUR 69.369
Erste Group Bank AG      1.380   6/8/2032  EUR 73.964
Ukraine Government Bond  8.630  5/10/2033  UAH 25.527
Magyar Export-Import Ba  2.500  5/23/2029  HUF 70.449
Landesbeteiligungen Bad  1.450  6/15/2046  EUR 57.915
Landesbank Hessen-Thuer  1.000   3/9/2037  EUR 66.700
Department of Bouches d  0.500  10/5/2043  EUR 53.380
Elli Investments Ltd    12.250  6/15/2020  GBP 52.250
Serbia Treasury Bonds    1.500  3/26/2033  EUR 71.255
Credit Agricole Corpora  2.750 12/12/2034  AUD 71.848
Nykredit Realkredit AS   1.000  10/1/2050  DKK 70.386
Purple Protected Asset   1.598   2/5/2061  EUR 63.222
de Volksbank NV          1.552  4/12/2040  EUR 74.836
BPCE SA                  2.730  10/5/2036  AUD 62.091
Department of Gironde F  0.846  4/29/2039  EUR 65.860
Cie de Financement Fonc  1.760 11/15/2048  EUR 68.386
Single Platform Investm  1.920  11/5/2040  EUR 65.953
Single Platform Investm  1.233  6/25/2044  EUR 63.940
Italy Buoni Poliennali   0.150  5/15/2051  EUR 61.969
Single Platform Investm  0.815   4/1/2042  EUR 55.514
Single Platform Investm  2.290  7/19/2038  NOK 66.073
Ville de Paris           1.165   6/9/2053  EUR 50.506
Banco Santander SA       2.280  2/28/2039  EUR 71.351
Nationale-Nederlanden B  1.400  3/18/2039  EUR 73.143
HSBC Bank PLC            2.230   9/6/2047  EUR 63.550
Soc Nationale SNCF SACA  2.910  1/27/2051  AUD 61.434
Landesbank Hessen-Thuer  0.350  1/20/2031  EUR 72.780
Assistance Publique Hop  0.791  8/27/2051  EUR 47.131
Societe Generale SA      2.480  7/17/2040  USD 49.979
SALVATOR Vermoegensverw  9.500             EUR  7.900
Vasakronan AB            0.914  5/27/2030  EUR 67.063
Berlin Hyp AG            0.440 10/29/2035  EUR 58.467
Deutsche Bank AG         2.784   4/3/2034  EUR 70.638
BASF SE                  1.025  8/13/2048  JPY 66.729
Tonon Luxembourg SA      9.250  1/24/2020  USD  0.795
United Kingdom Gilt      1.500  7/22/2047  GBP 54.793
Department of Bouches d  0.810 12/16/2041  EUR 60.550
Hemso Fastighets AB      2.127  4/18/2039  EUR 62.273
Societe Generale SA     10.000  4/28/2034  USD 67.750
Republic of Ireland Int  1.320 11/28/2119  EUR 38.726
Turkiye Ihracat Kredi B 12.540  9/14/2028  TRY 53.700
DZ HYP AG                1.430 10/26/2046  EUR 61.786
Single Platform Investm  0.932  2/15/2041  EUR 59.437
BNG Bank NV              1.627  4/25/2046  EUR 71.218
Lloyds Bank PLC          2.520   9/4/2038  SEK 69.700
ECM Real Estate Investm  5.000  10/9/2011  EUR 15.375
DZ Bank AG Deutsche Zen  0.760  9/15/2033  EUR 69.916
United Utilities Water   1.591  9/25/2056  GBP 74.981
Autonomous Community of  1.089 10/31/2049  EUR 50.365
Pescanova SA             6.750   3/5/2015  EUR  0.840
Magyar Export-Import Ba  2.000 10/27/2027  HUF 70.063
Societe Wallonne de Fin  0.883 11/21/2044  EUR 52.989
City of Hanover Germany  1.580 11/17/2042  EUR 74.126
BPCE SA                  1.980  10/6/2030  AUD 74.115
BPCE SFH SA              1.295   6/8/2037  EUR 74.199
Belfius Bank SA          0.780  7/22/2036  EUR 71.132
New World Resources NV   4.000  10/7/2020  EUR  0.369
Credit Agricole Corpora 10.320  7/22/2026  TRY 62.123
Pescanova SA             5.125  4/20/2017  EUR  1.045
Societe Generale SA      2.700  3/17/2031  AUD 73.287
Ville de Paris           2.017  5/25/2052  EUR 66.926
Single Platform Investm  1.440  7/18/2042  EUR 64.423
Credit Suisse AG/London 20.000 11/29/2024  USD 13.880
Caisse des Depots et Co  1.106  9/30/2049  EUR 53.039
Communaute Francaise de  1.040  7/19/2101  EUR 42.265
Penarian Housing Financ  3.212   6/7/2052  GBP 66.932
Region Occitanie         0.766  10/7/2041  EUR 60.310
Comunidad Foral de Nava  1.450   5/8/2040  EUR 65.891
Citigroup Global Market  1.290  4/29/2025  EUR 74.100
Credit Agricole SA       3.610  4/20/2036  AUD 65.213
Nederlandse Waterschaps  1.650  5/27/2061  EUR 61.955
Single Platform Investm  1.250 10/18/2035  EUR 61.490
Societe Generale SA      3.920  12/9/2036  AUD 69.870
Region de Bruxelles-Cap  1.990 11/30/2050  EUR 62.683
Raiffeisen Switzerland   9.000   2/2/2024  EUR 74.770
Premium Green PLC        1.610  9/30/2030  AUD 74.025
VTB Bank PJSC           10.000             RUB 59.010
Citigroup Global Market  2.000  3/25/2039  EUR 71.004
MKB-Leasing OOO         10.500 10/12/2026  RUB 70.020
DZ Bank AG Deutsche Zen  1.070  10/6/2042  EUR 65.483
Raiffeisenlandesbank Ob  0.998  11/4/2033  EUR 70.405
French Republic Governm  0.500  5/25/2072  EUR 35.738
City of Gothenburg Swed  1.990  2/20/2045  SEK 70.071
Kreditanstalt fuer Wied  0.250  10/6/2036  CAD 51.354
Ministeries Van de Vlaa  1.053   6/3/2050  EUR 51.874
Romanian Government Int  3.375  1/28/2050  EUR 62.184
Grand Delta Habitat      1.500   9/1/2047  EUR 52.026
HPI AG                   3.500             EUR  3.010
Landesbank Hessen-Thuer  0.800  2/26/2035  EUR 66.951
Societe Wallonne de Fin  0.948 10/23/2051  EUR 48.872
Deutsche Apotheker-und   1.770 12/21/2046  EUR 72.771
DZ HYP AG                1.033  12/6/2049  EUR 54.278
Norske Skogindustrier A  7.125 10/15/2033  USD  0.010
Landesbank Saar          0.835  2/19/2035  EUR 67.818
VTB Bank PJSC            7.600   4/2/2031  RUB 65.010
Region Wallonne Belgium  0.808  6/24/2038  EUR 64.437
Cooperatieve Rabobank U  3.000  3/25/2036  AUD 74.930
Landesbank Hessen-Thuer  1.000  4/28/2036  EUR 66.056
Royal Schiphol Group NV  3.090   7/1/2034  AUD 72.976
LR Realkredit AS         0.500  10/1/2040  DKK 74.833
Landesbank Saar          0.710  12/6/2035  EUR 65.053
SiC Processing GmbH      7.125   3/1/2016  EUR  0.643
Single Platform Investm  2.040  2/15/2044  EUR 73.198
Assistance Publique Hop  0.683  3/19/2041  EUR 60.249
Caisse des Depots et Co  1.114  9/20/2049  EUR 54.364
Specialfastigheter Sver  1.280  9/20/2049  SEK 51.199
Purple Protected Asset   1.600   9/8/2056  EUR 47.833
BNG Bank NV              2.280 10/17/2048  SEK 72.939
Region Wallonne Belgium  1.246  5/12/2070  EUR 44.241
ING Bank NV              0.335  4/21/2036  EUR 67.556
Norddeutsche Landesbank  0.825  5/18/2033  EUR 69.312
UniCredit Bank AG        1.550  7/18/2031  EUR 70.970
Norddeutsche Landesbank  1.420  4/28/2039  EUR 61.422
Rikshem AB               2.137  1/29/2036  EUR 72.992
Region de Bruxelles-Cap  1.819  1/22/2048  EUR 66.546
Akademiska Hus AB        1.694 12/18/2045  EUR 74.552
NRW Bank                 0.600  1/28/2051  EUR 50.828
UBS Group AG             2.300  12/3/2035  AUD 65.633
Orpea SA                 2.564 11/30/2027  EUR 27.672
Single Platform Investm  0.946  5/25/2036  EUR 67.758
Landeskreditbank Baden-  0.547  2/18/2041  EUR 62.004
Assistance Publique Hop  1.850 12/21/2046  EUR 68.853
Premium Green PLC        1.630 12/30/2030  AUD 73.229
Landesbank Hessen-Thuer  1.000  8/27/2035  EUR 67.525
Region de Bruxelles-Cap  1.506  2/21/2039  EUR 71.990
HSBC Continental Europe  2.200  2/19/2049  EUR 67.677
Vasakronan AB            0.950  3/22/2039  JPY 71.914
Hypo Tirol Bank AG       1.090  1/21/2041  EUR 55.826
Landesbank Hessen-Thuer  0.850   9/2/2036  EUR 63.899
Landesbank Hessen-Thuer  0.650  9/16/2036  EUR 61.949
Vasakronan AB            1.130  5/27/2042  JPY 67.825
Landesbank Hessen-Thuer  1.450  7/10/2035  EUR 68.300
Republic of Ireland Int  0.810  7/10/2079  EUR 39.370
Lithuania Government In  0.500  7/28/2050  EUR 44.034
Lehman Brothers Treasur  5.666  10/5/2035  EUR  0.100
TransFin-M PAO          10.500  6/28/2027  RUB 60.000
CDC Habitat SEM          1.060  5/22/2036  EUR 69.011
BPCE SA                  2.550   6/9/2035  AUD 63.673
Jyske Realkredit A/S     0.500  10/1/2053  DKK 62.094
Grand Delta Habitat      1.500   9/1/2049  EUR 56.180
Single Platform Investm  0.695  6/25/2039  EUR 59.858
Landesbank Hessen-Thuer  1.000  9/24/2035  EUR 67.357
Muenchener Hypothekenba  0.300   9/6/2032  EUR 70.488
Land Thueringen          0.200  9/12/2039  EUR 60.654
Air Berlin Finance BV    6.000   3/6/2019  EUR  0.278
Single Platform Investm  0.924  2/18/2049  EUR 50.055
Bayerische Landesbank    0.710  12/1/2031  EUR 74.157
Russian Post FGUP        2.750  12/6/2023  RUB 60.070
Stichting Afwikkeling O  8.450  8/20/2018  USD 43.625
Espirito Santo Financia  5.050 11/15/2025  EUR  0.759
Intesa Sanpaolo Bank Ir  3.102 11/19/2035  AUD 65.342
Single Platform Investm  1.220 11/28/2033  EUR 74.802
Kommunekredit            1.336  10/1/2032  AUD 71.852
Steilmann SE             7.000  9/23/2018  EUR  1.429
Deutsche Bahn Finance G  1.520   7/3/2035  SEK 72.174
Ville de Paris           1.720  8/23/2047  EUR 67.207
O1 Properties Finance P  0.500  9/27/2028  USD  5.823
Landesbank Hessen-Thuer  0.600  2/18/2036  EUR 62.742
Kuntarahoitus Oyj        1.150  9/24/2051  EUR 64.755
Office Public De L'Habi  1.700 12/22/2060  EUR 68.205
DZ Bank AG Deutsche Zen  0.560 10/15/2032  EUR 70.355
Landesbank Hessen-Thuer  0.850 10/17/2034  EUR 68.230
NIBC Bank NV             2.105 10/10/2033  EUR 71.378
Gemeente Enschede Nethe  1.517 10/12/2043  EUR 71.894
Sparekassen Bredebro     3.750  4/15/2031  DKK 71.529
Muenchener Hypothekenba  1.420  4/20/2038  EUR 74.819
Lloyds Bank PLC          2.280  1/29/2044  EUR 63.917
Alfa Bank AO Via Alfa B  5.900             USD  7.634
Single Platform Investm  0.880  1/15/2040  EUR 61.245
Single Platform Investm  1.850  2/15/2041  NOK 59.465
Credit Agricole Corpora  1.000  1/31/2033  AUD 66.607
CDC Habitat SEM          0.814  2/15/2040  EUR 59.916
Landshypotek Bank AB     0.750  2/16/2033  SEK 72.779
Autonomous Community of  1.442 10/26/2049  EUR 55.500
Region de Bruxelles-Cap  1.000  4/21/2051  EUR 50.437
DZ Bank AG Deutsche Zen  0.550  3/23/2033  EUR 68.932
Deutsche Pfandbriefbank  0.480  5/19/2031  EUR 68.676
Premium Green PLC        1.630 12/30/2030  AUD 73.229
Single Platform Investm  1.080  7/18/2036  EUR 68.389
German Real Estate Capi  3.000             EUR 72.500
Instabank ASA i         11.570             NOK 71.522
CDC Habitat SEM          1.150  4/30/2037  EUR 68.616
BNP Paribas SA           3.580  7/23/2040  AUD 70.795
National Grid Electrici  2.500  7/24/2035  AUD 68.683
Barclays Bank PLC       10.200  2/14/2025  TRY 74.788
Aareal Bank AG           2.783  5/18/2037  EUR 67.315
Hypo Tirol Bank AG       0.740  5/29/2040  EUR 62.649
Ville de Paris           0.963   6/8/2050  EUR 51.309
Commerzbank AG           1.430  1/23/2040  EUR 63.679
Region Wallonne Belgium  1.865  5/10/2051  EUR 64.075
Commerzbank AG           1.046 12/18/2034  EUR 69.042
Mox Telecom AG           7.250  11/2/2017  EUR  2.270
Centrosolar Group AG     7.000  2/15/2016  EUR  2.505
Raiffeisen-Landesbank T  1.100 11/13/2036  EUR 57.641
Region de Bruxelles-Cap  0.845  9/30/2059  EUR 39.090
Netherlands Government   0.500  1/15/2040  EUR 68.173
Heta Asset Resolution A  4.458 12/31/2023  EUR  1.168
Lehman Brothers Treasur 13.500 11/28/2008  USD  0.100
Region de Bruxelles-Cap  0.256  2/26/2035  EUR 66.988
Premium Green PLC        1.650  3/28/2031  AUD 72.165
Hemso Fastighets AB      0.473  2/18/2030  EUR 72.734
Kommuninvest I Sverige   2.000 10/21/2041  SEK 71.800
Brussels Municipalities  0.832  3/29/2041  EUR 61.084
AKB Peresvet ZAO         0.510  2/14/2032  RUB  6.800
Uliving@Essex Issuerco   0.100  8/31/2058  GBP 63.385
SAir Group               0.125   7/7/2005  CHF 10.125
Deutsche Bank AG         2.348  8/15/2034  EUR 66.689
Deutsche Bank AG         2.267  8/25/2034  EUR 66.033
Windreich GmbH           6.750   3/1/2015  EUR  2.780
Single Platform Investm  1.013 12/20/2050  EUR 51.590
BNG Bank NV              0.632  7/12/2066  EUR 38.219
Landesbank Baden-Wuertt  0.300  3/17/2033  EUR 68.450
Assistance Publique Hop  1.913  4/22/2042  EUR 74.432
Ministeries Van de Vlaa  0.400 11/20/2043  EUR 52.357
Kreditanstalt fuer Wied  1.267  3/22/2051  EUR 63.960
SkyGreen Buildings Kft   3.000 12/29/2030  HUF 65.500
Landesbank Baden-Wuertt  0.140 10/20/2031  EUR 71.527
State of Rhineland-Pala  0.375  3/10/2051  EUR 46.128
Municipality of Almelo   0.210  9/14/2035  EUR 69.189
Hypo Tirol Bank AG       1.320  7/16/2041  EUR 62.785
Region Auvergne-Rhone-A  0.530  9/29/2036  EUR 66.421
CDC Habitat SEM          1.170   5/4/2037  EUR 68.833
Erste Group Bank AG      0.950   5/5/2035  EUR 62.100
Communaute Francaise de  2.350  8/18/2062  EUR 69.532
Assistance Publique Hop  1.795  3/30/2048  EUR 66.821
BNG Bank NV              1.603  3/19/2048  EUR 67.967
Agence Francaise de Dev  1.890 11/20/2048  EUR 70.071
SG Issuer SA             5.000   4/2/2024  EUR 53.210
Communaute Francaise de  1.760  1/26/2043  EUR 69.025
Single Platform Investm  1.000  7/15/2036  EUR 57.322
Oberbank AG              2.250   2/1/2039  EUR 63.567
Single Platform Investm  1.301  6/25/2044  EUR 60.455
Single Platform Investm  0.950  2/15/2044  EUR 56.852
Norddeutsche Landesbank  1.150  7/23/2036  EUR 64.128
NRW Bank                 1.276  2/15/2042  EUR 70.851
Single Platform Investm  1.860  2/15/2041  NOK 59.598
Natixis SA               3.550 11/12/2041  AUD 63.735
Santander International  1.192  12/7/2045  EUR 54.700
Department of Bouches d  0.467  12/8/2044  EUR 51.052
Department of Bouches d  0.490  12/8/2045  EUR 49.847
Metropole de Lyon        0.462  12/7/2045  EUR 49.440
Department of Bouches d  0.432   2/1/2046  EUR 48.763
Metropole de Lyon        0.466  12/7/2046  EUR 47.995
ACCIONA Financiacion Fi  3.000  12/2/2039  EUR 72.713
Department of Bouches d  0.445  12/8/2043  EUR 52.336
Region Bourgogne-Franch  0.397  12/3/2045  EUR 48.501
Department of L'Eure Fr  0.442 10/25/2045  EUR 49.328
Caisse des Depots et Co  3.000  11/8/2051  AUD 62.987
Bank Vontobel AG         8.250 11/27/2023  EUR 54.000
Flextronics Internation  3.600  12/6/2031  HUF 70.000
CDC Habitat SEM          0.853  2/15/2041  EUR 59.034
Single Platform Investm  2.125  1/15/2038  NOK 67.238
Norddeutsche Landesbank  1.350 10/20/2038  EUR 61.842
Bayerische Landesbank    0.280  10/9/2030  EUR 74.327
Region Auvergne-Rhone-A  0.645   4/9/2040  EUR 59.844
Single Platform Investm  0.885  7/24/2036  EUR 66.365
Republic of Ireland Int  1.230  6/23/2121  EUR 42.068
Berlin Hyp AG            0.460  10/7/2031  EUR 72.926
Kreditanstalt fuer Wied  1.115  5/17/2041  EUR 68.071
Department of Bouches d  0.981  5/14/2047  EUR 55.218
Department of Bouches d  1.068  5/21/2048  EUR 55.320
Single Platform Investm  1.060   4/1/2042  EUR 60.515
BNG Bank NV              0.562   6/7/2051  EUR 55.017
Grand City Properties S  2.600  2/25/2034  EUR 67.582
Credit Suisse AG/London 13.700  9/25/2023  USD 20.240
Muenchener Hypothekenba  0.030  1/14/2031  EUR 73.920
Muenchener Hypothekenba  0.300  1/27/2031  EUR 74.515
Landesbank Baden-Wuertt  0.290   8/6/2031  EUR 72.289
Ukraine Government Inte 12.520  5/13/2026  UAH 58.821
Cordia International In  3.000  7/27/2030  HUF 67.000
Landesbank Hessen-Thuer  1.200  8/28/2035  EUR 68.000
Batigere Grand Est SAHL  1.610 10/23/2040  EUR 66.218
Municipality of Eindhov  1.785  5/30/2047  EUR 73.070
Region Auvergne-Rhone-A  0.650  5/18/2038  EUR 63.165
DekaBank Deutsche Giroz  1.320  1/24/2045  EUR 58.884
Societe Generale SA      1.230  1/30/2035  EUR 71.828
Deutsche Bank AG/London  3.984 10/10/2042  USD 69.727
Lloyds Bank PLC          2.637  1/16/2040  AUD 65.713
Grand Delta Habitat      1.500   6/2/2045  EUR 59.086
Societe Wallonne de Fin  0.904 10/23/2047  EUR 50.983
Societe Wallonne de Fin  0.894 10/23/2045  EUR 52.477
Societe Generale SA      1.510 12/20/2044  EUR 61.985
Region Auvergne-Rhone-A  0.493 10/23/2037  EUR 63.602
SAir Group               6.250 10/27/2002  CHF 10.125
Norddeutsche Landesbank  1.200  9/18/2035  EUR 66.364
Kuntarahoitus Oyj        0.766 10/28/2048  EUR 60.331
Autonomous Community of  1.900  5/24/2039  EUR 73.716
BNG Bank NV              0.043  9/17/2033  EUR 69.619
Department of Bouches d  1.368   5/6/2044  EUR 64.628
Single Platform Investm  1.260  1/22/2049  EUR 56.830
Caisse des Depots et Co  1.548   8/9/2038  EUR 73.289
SR-Boligkreditt AS       1.252  12/2/2041  EUR 67.765
Communaute Francaise de  1.380  11/7/2046  EUR 60.423
DekaBank Deutsche Giroz  1.350 11/15/2044  EUR 59.450
Santander International  1.700 12/12/2049  EUR 45.804
Purple Protected Asset   2.085 10/27/2060  EUR 45.089
Societe Wallonne de Fin  1.066  9/18/2046  EUR 54.234
Ukraine Government Bond  9.700  12/8/2027  UAH 44.210
Ukraine Government Bond  9.000  7/17/2030  UAH 31.304
HH Finance PLC           5.000  5/19/2028  EUR 60.050
Ukraine Government Bond  8.120 11/10/2035  UAH 22.597
Ukraine Government Bond  8.880  5/10/2032  UAH 27.341
Single Platform Investm  1.220  8/24/2047  EUR 51.727
Bank Vontobel AG        20.000 11/27/2023  CHF 28.900
Kingdom of Belgium Gove  1.600  6/22/2047  EUR 69.224
Caisse Francaise de Fin  1.720  11/6/2047  EUR 68.770
Single Platform Investm  2.160  2/15/2044  EUR 73.776
Region Auvergne-Rhone-A  1.150   4/8/2039  EUR 68.506
BNG Bank NV              1.040 11/28/2047  EUR 59.241
Nordea Eiendomskreditt   2.200  6/17/2043  NOK 70.879
Specialfastigheter Sver  1.120  2/19/2044  SEK 56.016
Nederlandse Waterschaps  1.675  4/26/2046  EUR 71.962
Department of L'Eure Fr  0.959 11/25/2037  EUR 70.117
Municipality of Eindhov  1.246 10/18/2046  EUR 65.022
NRW Bank                 0.550  7/23/2035  EUR 72.126
Region Auvergne-Rhone-A  0.697   8/2/2036  EUR 68.368
Agence France Locale     0.586  6/20/2034  EUR 71.585
Argentum Capital SA      1.377  5/25/2034  EUR 69.625
Lehman Brothers Treasur 10.000  3/27/2009  USD  0.100
Severn Trent Utilities   1.500 10/20/2056  GBP 72.730
Autonomous Community of  0.810 10/31/2040  EUR 58.758
Orpea SA                 2.300   3/6/2025  EUR 27.548
Espirito Santo Financia  4.809 10/27/2024  EUR  0.001
Single Platform Investm  1.105  1/18/2040  EUR 62.914
Collectivite Europeenne  0.487  10/9/2045  EUR 50.055
Department of Bouches d  0.482 10/20/2045  EUR 49.935
Single Platform Investm  0.835 10/14/2061  EUR 42.702
Heta Asset Resolution A  4.007 12/31/2023  EUR  1.168
Moby SpA                 7.750  2/15/2023  EUR 60.090
Commerzbank AG           1.400  7/21/2031  EUR 73.351
Region Provence-Alpes-C  0.785  6/18/2040  EUR 60.771
Region Wallonne Belgium  1.220  6/12/2050  EUR 54.312
Banque Internationale a  0.670  6/29/2030  EUR 74.814
Elli Finance UK PLC      8.750  6/15/2019  GBP 42.613
Region Auvergne-Rhone-A  0.805  7/26/2039  EUR 64.043
Vasakronan AB            1.700  6/28/2044  EUR 41.745
Single Platform Investm  0.870  6/20/2043  EUR 56.329
Single Platform Investm  0.950  5/17/2038  EUR 64.292
Societe Generale SA      1.700  1/19/2031  USD 71.896
Orpea SA                 2.770 12/18/2028  EUR 27.679
Metropole de Lyon        0.500 12/28/2048  EUR 45.602
Purple Protected Asset   1.518  1/25/2061  EUR 62.234
Purple Protected Asset   1.565 12/23/2060  EUR 59.826
Department of Loiret Fr  0.550 12/18/2045  EUR 50.689
Metropole de Lyon        0.500 12/28/2049  EUR 44.274
UBS AG/London           16.300   1/8/2024  EUR 26.040
Metropole de Lyon        0.376 12/22/2044  EUR 49.690
Senvion Holding GmbH     3.875 10/25/2022  EUR  0.145
BKS Bank AG              1.390  1/19/2032  EUR 74.337
Caisse des Depots et Co  2.205  9/28/2041  AUD 60.889
Centre Hospitalier Regi  0.800  6/28/2041  EUR 61.230
Credit Agricole SA       3.270  10/5/2041  AUD 58.233
Single Platform Investm  2.600  7/30/2036  NOK 71.713
AutoWallis Nyrt          3.000  7/27/2031  HUF 66.800
Hungary Government Bond  4.000  4/28/2051  HUF 60.559
Bausparkasse Wuestenrot  1.830   4/3/2043  EUR 73.817
Nostrum Oil & Gas Finan  7.000  2/16/2025  USD 27.496
Credit Suisse AG/London  5.200 11/27/2023  USD  9.780
Parnassia Groep BV       1.430  12/1/2043  EUR 63.612
DNB Boligkreditt AS      1.530  1/25/2039  EUR 74.301
Vasakronan AB            2.533  1/28/2044  EUR 46.881
Single Platform Investm  2.150   8/5/2036  NOK 66.766
Assistance Publique Hop  0.750  12/3/2041  EUR 61.176
Landesbank Baden-Wuertt  0.660  11/9/2034  EUR 67.379
Single Platform Investm  1.830  11/5/2040  EUR 64.622
Single Platform Investm  1.390  6/25/2044  EUR 62.522
Societe Generale SA      2.000  2/26/2033  USD 72.107
MFB Magyar Fejlesztesi   4.200  4/20/2033  HUF 74.349
Raiffeisen Schweiz Geno  7.700  11/8/2023  CHF 34.030
Brussels Municipalities  0.336 12/15/2035  EUR 66.990
Credit Industriel Et Co  0.900   2/4/2041  EUR 58.889
Landesbank Baden-Wuertt  0.100   3/5/2031  EUR 73.144
Grand Delta Habitat      1.750 10/28/2061  EUR 67.719
BPCE SA                  2.250  3/13/2040  AUD 51.191
Banque Internationale a  0.600   8/6/2030  EUR 74.270
Regie Autonome des Tran  0.953  5/24/2052  EUR 51.969
Saastopankkien Keskuspa  0.860  1/18/2036  EUR 64.212
Landesbank Baden-Wuertt  0.150  9/20/2030  EUR 73.907
Credit Suisse AG/London  0.900 12/20/2031  EUR 73.185
Landesbank Hessen-Thuer  0.750 11/17/2036  EUR 66.700
Bazalgette Finance Plc   0.174  5/16/2049  GBP 57.985
Agence France Locale     0.570  9/20/2040  EUR 60.817
Norske Skog Holding AS   8.000  2/24/2023  USD  0.006
Nordea Hypotek AB        0.793 10/22/2032  SEK 74.257
Lehman Brothers Treasur  5.666  3/16/2035  EUR  0.100
Rosbank PJSC             0.010  4/30/2024  RUB 63.000
Rosbank PJSC             0.020  4/30/2024  RUB 63.000
Officine Maccaferri-SpA  5.750   6/1/2021  EUR 16.625
United Utilities Water   1.474  8/24/2031  USD 71.057
Luminis SA               1.800   9/2/2059  EUR 42.832
LR Realkredit AS         0.500  10/1/2050  DKK 63.380
Deutsche Pfandbriefbank  0.857  9/18/2037  EUR 53.580
Deutsche Telekom AG      3.500   9/6/2039  AUD 72.144
Nomura Bank Internation  1.138 12/19/2039  EUR 55.967
SG Issuer SA             2.250 10/28/2029  EUR 72.120
Erste Group Bank AG      0.770 11/13/2033  EUR 66.113
Commerzbank AG           1.219 12/12/2039  EUR 63.056
Oberbank AG              2.280  6/22/2038  EUR 64.749
IBP Markets Ltd          5.000             GBP 50.514
Zurcher Kantonalbank Fi  4.800  12/8/2023  CHF 61.420
Landesbank Hessen-Thuer  0.500   2/2/2032  EUR 71.719
Bayerische Landesbank    1.620   4/8/2036  EUR 72.552
Caisse des Depots et Co  1.767  9/28/2048  EUR 65.559
Commerzbank AG           1.155  3/16/2038  EUR 73.405
Avanti Communications G  9.000  10/1/2022  USD 14.250
Landesbank Hessen-Thuer  0.900  5/12/2036  EUR 65.069
Windreich GmbH           6.500   3/1/2015  EUR  2.780
Single Platform Investm  1.715   2/6/2037  EUR 74.715
SpareBank 1 SR-Bank ASA  0.970  10/9/2040  EUR 53.844
New World Resources NV   8.000   4/7/2020  EUR  0.105
Societe Generale SA      4.039 11/26/2034  USD 63.268
Nederlandse Waterschaps  1.950  8/29/2058  EUR 68.396
Grupo Isolux Corsan SA   1.000 12/30/2021  EUR  0.157
Single Platform Investm  0.960  7/22/2038  EUR 63.294
Leonteq Securities AG/G 20.200 11/14/2023  CHF 28.840
Single Platform Investm  1.413  3/20/2051  EUR 58.133
STAVMAT Epitoanyag Kere  3.000  7/20/2031  HUF 72.400
Spain Government Bond    0.850  7/30/2037  EUR 68.243
NRW Bank                 1.245  11/4/2051  EUR 61.850
ABN AMRO Bank NV         1.575  1/25/2040  EUR 73.660
Agence Francaise de Dev  1.790   2/8/2049  EUR 68.372
Societe Du Grand Paris   2.145 11/26/2068  EUR 60.554
Erste Group Bank AG      1.850  1/30/2034  EUR 73.013
NIBC Bank NV             0.660  7/14/2031  EUR 68.370
Republic of Ireland Int  1.250  10/8/2121  EUR 43.114
Unibail-Rodamco-Westfie  2.000  12/5/2033  EUR 73.569
Regie Autonome des Tran  0.938  5/25/2050  EUR 51.712
Republic of Ireland Int  1.200  4/15/2120  EUR 40.596
Berlin Hyp AG            0.750   3/4/2050  EUR 53.939
SG Issuer SA             2.270   2/4/2032  EUR 62.770
Muenchener Hypothekenba  1.003   3/9/2060  EUR 49.709
Caisse Francaise de Fin  1.428  2/19/2049  EUR 63.311
Belfius Bank SA          0.190  1/28/2031  EUR 73.600
Berlin Hyp AG            0.110  1/20/2031  EUR 73.167
NRW Bank                 1.235 12/16/2061  EUR 55.130
Credit Agricole Corpora  2.400  5/17/2048  EUR 50.822
BNP Paribas SA           3.590  7/20/2040  AUD 66.209
Ukraine Government Inte  7.253  3/15/2035  USD 27.636
Cooperatieve Rabobank U  0.540   8/3/2040  EUR 60.011
Veneto Banca SpA         6.944  5/15/2025  EUR  0.708
United Kingdom Gilt      0.500 10/22/2061  GBP 29.359
Barclays Bank PLC        2.820   6/2/2035  USD 71.539
Vnesheconombank Via VEB  6.025   7/5/2022  USD  7.295
BNP Paribas SA           0.500 11/16/2032  MXN 37.821
Orient Express Bank PJS  2.000             USD 13.372
Pannonia Bio Ltd         2.400  9/18/2029  HUF 72.850
State of Hesse           0.450  9/23/2044  EUR 53.601
DZ HYP AG                1.965  7/19/2058  EUR 64.965
State of Rhineland-Pala  0.375  7/20/2048  EUR 47.237
JP Morgan Structured Pr  5.000  7/14/2027  USD #N/A N/A
Ukraine Government Bond  8.520 11/10/2033  UAH 24.795
Ukraine Government Bond  9.760  7/23/2031  UAH 30.892
Ukraine Government Bond 19.750  5/21/2025  UAH 72.353
Lehman Brothers Treasur  0.250 10/19/2012  CHF  0.100
Zurcher Kantonalbank Fi  5.450  12/8/2023  USD 60.970
Deutsche Pfandbriefbank  0.710  9/10/2031  EUR 69.261
Nederlandse Waterschaps  1.610  12/4/2052  EUR 66.929
Bayerische Landesbank    3.550 10/14/2036  EUR 71.440
Lehman Brothers Treasur  3.700   6/6/2009  EUR  0.100
Lehman Brothers Treasur  4.500   8/2/2009  USD  0.100
Lehman Brothers Treasur  7.375  9/20/2008  EUR  0.100
Lehman Brothers Treasur 10.500   8/9/2010  EUR  0.100
Lehman Brothers Treasur  5.750  6/15/2009  CHF  0.100
Lehman Brothers Treasur 11.000  6/29/2009  EUR  0.100
Lehman Brothers Treasur  8.000   8/3/2009  USD  0.100
Trans-Sped Logisztikai   2.500  3/16/2030  HUF 72.620
SpareBank 1 SMN          0.190  11/6/2030  EUR 73.456
Kommunekredit            0.869 11/12/2043  SEK 58.082
Agence France Locale     0.210 12/20/2035  EUR 66.642
Kreditanstalt fuer Wied  1.110  7/13/2046  EUR 65.317
DZ HYP AG                1.300  7/18/2041  EUR 68.007
Barclays Bank PLC        3.130   4/9/2051  USD 59.005
EFG International Finan  6.120  7/11/2024  EUR  1.690
BNP Paribas SA           1.050  3/29/2036  EUR 67.036
Norddeutsche Landesbank  0.850  12/7/2035  EUR 62.825
Landesbank Baden-Wuertt  0.430  12/9/2030  EUR 74.918
Golden Gate GmbH         6.500 10/11/2014  EUR 36.200
Leonteq Securities AG/G 28.880 11/17/2023  CHF 64.700
Societe Generale SA     15.000  9/29/2025  USD 12.100
Renovables Atlasol SA    2.200 12/31/2038  EUR 68.691
Region Wallonne Belgium  1.130  3/28/2036  EUR 73.745
Santander Consumer Bank  9.430             NOK 60.954
Baromfi-Coop Termelo Es  3.000  7/19/2031  HUF 71.900
Penarian Housing Financ  3.212   6/7/2052  GBP 66.754
State of Saxony-Anhalt   0.475  9/30/2050  EUR 49.376
Kommunalkredit Austria   1.055  10/6/2031  EUR 71.844
ING Bank NV              0.465  4/21/2041  EUR 61.351
Single Platform Investm  0.800 12/20/2040  EUR 61.540
Landesbank Baden-Wuertt  0.510  4/15/2031  EUR 74.507
State of Lower Austria   1.800   3/9/2043  EUR 73.595
State of Lower Austria   1.886   3/2/2048  EUR 71.235
Parnassia Groep BV       1.470  12/1/2045  EUR 61.983
Ile-de-France Mobilites  1.000  12/2/2043  EUR 60.618
Batigere Grand Est SAHL  1.500 12/15/2051  EUR 55.326
Commerzbank AG           2.350  2/24/2042  EUR 74.187
Single Platform Investm  0.767  2/15/2041  EUR 58.585
Muenchener Hypothekenba  0.145  2/26/2031  EUR 74.414
Hell Energy Magyarorsza  3.000  7/28/2031  HUF 73.600
Serbia Treasury Bonds    2.250  2/26/2041  EUR 62.961
Caisse des Depots et Co  2.940   3/2/2051  AUD 62.434
Muenchener Hypothekenba  0.550  2/18/2046  CHF 66.613
State of North Rhine-We  0.200  7/17/2034  EUR 72.412
SpareBank 1 Boligkredit  1.490 12/14/2038  EUR 73.819
SpareBank 1 SR-Bank ASA  1.020  10/8/2036  EUR 61.973
Premium Green PLC        1.650  3/28/2031  AUD 72.466
Communication Technolog  5.250  1/27/2032  HUF 65.000
LP Portfolio Vagyonkeze  3.400  9/23/2031  HUF 62.250
Grand City Properties S  2.800  2/25/2039  EUR 60.763
HSBC Continental Europe  2.200  2/27/2049  EUR 67.561
Raiffeisenlandesbank Ob  1.900  8/21/2037  EUR 63.968
UBS AG/London            5.000   9/8/2023  CHF 56.600
UBS AG/London           11.500  10/6/2023  CHF 74.000
DZ Bank AG Deutsche Zen  0.800  1/21/2041  EUR 62.285
Landesbank Baden-Wuertt  0.080  2/12/2031  EUR 73.204
Erste Group Bank AG      4.500  8/31/2025  EUR 72.400
DZ Bank AG Deutsche Zen  0.400   9/1/2033  EUR 72.755
Region Wallonne Belgium  2.100  6/26/2048  EUR 69.559
Akademiska Hus AB        2.305  5/16/2040  SEK 74.140
Bazalgette Finance Plc   0.074  5/16/2049  GBP 60.755
Societe Wallonne de Fin  0.913  7/31/2040  EUR 60.808
Norske Skog Holding AS   8.000  2/24/2023  USD  0.006
Batigere Grand Est SAHL  1.600 11/14/2039  EUR 67.859
Republic of Ireland Int  2.000  6/29/2063  EUR 67.645
Tonon Luxembourg SA     12.500  5/14/2024  USD  0.001
State of North Rhine-We  1.650  5/16/2047  EUR 71.236
Bothwell Spain SA        2.637  6/30/2038  EUR 71.281
DNB Boligkreditt AS      1.533  1/27/2042  EUR 71.501
Agence Francaise de Dev  2.360  1/30/2045  AUD 58.521
Ministeries Van de Vlaa  1.564 11/12/2046  EUR 64.021
Lloyds Bank PLC          2.480   7/5/2038  SEK 69.980
Thomas Cook Group PLC    6.250  6/15/2022  EUR  0.499
Deutsche Apotheker-und   1.090 12/16/2039  EUR 59.134
Heta Asset Resolution A  5.270 12/31/2023  EUR  1.168
Societe Du Grand Paris   1.955  4/16/2069  EUR 58.668
HSBC Continental Europe  2.136  5/25/2038  EUR 73.755
Ukraine Government Bond  8.420  5/10/2034  UAH 24.168
Societe Generale SA      9.640  9/12/2024  USD 49.900
Landesbank Hessen-Thuer  0.500 10/14/2031  EUR 73.441
Spain Government Bond    1.000  7/30/2042  EUR 60.870
Kreditanstalt fuer Wied  1.201  9/13/2051  EUR 61.650
EFG International Finan 10.000  9/20/2023  USD 57.680
Municipality of Eindhov  1.134 10/18/2066  EUR 64.786
Communaute Francaise de  2.000  4/14/2076  EUR 63.463
Raiffeisen Landesbank V  2.000  8/28/2048  EUR 72.287
Irish Bank Resolution C  6.750 11/30/2013  BGN 33.250
Landesbank Hessen-Thuer  1.500  1/20/2037  EUR 63.150
Credit Mutuel Arkea SA   2.060  9/21/2038  EUR 70.671
Norddeutsche Landesbank  1.600   8/1/2039  EUR 63.387
Nederlandse Waterschaps  1.551 11/24/2061  EUR 62.157
Centre Hospitalier Univ  1.160   9/6/2039  EUR 63.936
Irish Bank Resolution C  4.000  4/23/2018  EUR 33.250
DLR Kredit A/S           0.500  10/1/2053  DKK 63.393
Berlin Hyp AG            0.130  9/29/2032  EUR 74.195
Saastopankkien Keskuspa  0.840 10/22/2035  EUR 64.417
Norske Skogindustrier A  2.000 12/30/2115  EUR  0.367
HYPO NOE Landesbank fue  2.950   6/7/2046  EUR 74.145
Transports publics frib  0.500  6/27/2041  CHF 74.245
State of North Rhine-We  0.880  7/12/2040  EUR 67.825
BNP Paribas SA           0.500  9/29/2029  AUD 70.156
Batigere Grand Est SAHL  2.030  5/29/2070  EUR 67.411
Danske Bank A/S          0.805  8/12/2036  EUR 70.349
Caisse Francaise de Fin  1.555  2/12/2042  EUR 71.329
Sparkasse Oberoesterrei  0.200  3/22/2033  EUR 73.507
Assistance Publique Hop  0.800  3/23/2046  EUR 54.004
NRW Bank                 1.070  3/10/2051  EUR 59.466
Landesbank Baden-Wuertt  0.060  1/20/2031  EUR 73.284
Hypo Vorarlberg Bank AG  0.400 12/22/2031  EUR 68.623
Single Platform Investm  2.000   2/1/2039  EUR 73.991
Vnesheconombank Via VEB  5.942 11/21/2023  USD  9.666
Credit Agricole Corpora  0.900  10/1/2034  EUR 67.521
State of Lower Austria   0.460  10/8/2049  EUR 45.836
Region Wallonne Belgium  1.225   9/2/2120  EUR 34.350
Stadt Graz               1.824 10/31/2047  EUR 69.532
Landesbank Baden-Wuertt  0.150  8/11/2031  EUR 72.078
Nordea Hypotek AB        2.250 10/15/2048  SEK 70.598
Nomura Bank Internation  1.150  10/6/2036  EUR 64.127
Ile-de-France Mobilites  1.200   4/8/2050  EUR 55.027
Region Wallonne Belgium  1.550  4/28/2120  EUR 40.363
Landeskreditbank Baden-  0.730  10/4/2050  EUR 53.747
Landesbank Baden-Wuertt  0.200   5/7/2031  EUR 73.230
Corner Banca SA         22.000  3/20/2024  CHF 54.640
Bayerische Landesbank    0.150   4/9/2031  EUR 73.669
Bayerische Landesbank    0.590  5/27/2031  EUR 74.552
Deutsche Bank AG         0.650   6/3/2031  EUR 71.710
UBS AG/London           12.250  3/11/2024  CHF 32.500
Muenchener Hypothekenba  0.867  2/25/2047  EUR 58.755
Barclays Bank PLC        4.100  1/29/2048  USD 70.961
Caisse des Depots et Co  1.780  1/15/2048  EUR 66.048
Alfa-Bank AO            10.200  2/10/2025  RUB 65.000
Hamburgische Investitio  0.380  2/24/2042  EUR 59.574
Landwirtschaftliche Ren  1.365  3/10/2042  EUR 72.515
Santander International  1.100  12/7/2040  EUR 58.269
Landesbank Baden-Wuertt  0.460 12/30/2030  EUR 74.948
Single Platform Investm  3.505   8/6/2046  AUD 58.359
Liga Bank eG Regensburg  0.010  1/29/2036  EUR 63.048
Kreditanstalt fuer Wied  0.600  2/16/2051  EUR 51.780
Portugal Obrigacoes do   1.000  4/12/2052  EUR 52.503
Bayerische Landesbank    0.450  2/12/2031  EUR 74.182
Caisse Francaise de Fin  1.670  12/7/2048  EUR 67.316
Societe Generale SA      2.750  3/12/2040  AUD 52.917
BNP Paribas SA           1.660   3/4/2031  USD 72.617
Region de Bruxelles-Cap  1.225  6/21/2070  EUR 39.875
Zurcher Kantonalbank Fi 17.000   9/4/2023  EUR 47.740
Nomura Bank Internation  1.380  1/19/2037  EUR 66.440
Standard Chartered Bank  3.040  1/18/2042  USD 68.917
Landesbank Baden-Wuertt 10.000  1/26/2024  EUR 34.640
Landesbank Baden-Wuertt  0.300  6/18/2031  EUR 73.519
MMB SCF SACA             1.500   3/1/2039  EUR 74.269
Raiffeisen-Landesbank T  0.550  1/20/2031  EUR 71.487
Barclays Bank PLC        2.230  1/26/2036  USD 65.254
Societe Generale SA      1.950 10/22/2031  USD 74.730
Bayerische Landesbank    0.020  1/28/2031  EUR 73.663
Specialfastigheter Sver  2.375  6/25/2048  SEK 70.404
Credit Agricole Corpora  2.090   5/9/2038  EUR 73.979
Leonteq Securities AG/G 24.000  12/5/2023  CHF 72.100
Russian Foreign Bond -   5.250  6/23/2047  USD 36.976
UniCredit SpA            1.490 10/23/2035  EUR 69.436
Virgolino de Oliveira F 10.875  1/13/2020  USD 36.000
Lithuania Government In  2.100  5/26/2047  EUR 73.756
B+N Referencia Ipari Ke  2.900 12/20/2029  HUF 70.800
BPCE SA                  2.820 12/18/2039  AUD 57.105
Kraus-M ZAO             10.000 12/10/2026  RUB 60.050
Natixis SA               3.210  1/29/2050  AUD 53.712
Ville de Paris           1.200  6/25/2039  EUR 69.803
Joh Friedrich Behrens A  6.250  6/18/2024  EUR  8.453
Lloyds Bank PLC          2.450  7/23/2048  EUR 64.152
Landesbank Baden-Wuertt  0.200  3/26/2031  EUR 73.592
Bayerische Landesbank    0.820 11/29/2033  EUR 70.840
Bayerische Landesbank    0.870 11/29/2034  EUR 69.214
DZ Bank AG Deutsche Zen  0.910  6/25/2029  EUR 72.370
Bayerische Landesbank    0.900 11/29/2035  EUR 67.514
Kreditanstalt fuer Wied  0.935 12/16/2039  EUR 69.590
Norddeutsche Landesbank  1.000 10/26/2035  EUR 64.398
Bayerische Landesbank    1.690  4/23/2037  EUR 73.389
Credit Agricole SA/Lond  1.770  4/26/2035  EUR 73.506
Barclays Bank PLC        1.150  9/27/2034  EUR 71.917
Santander International  1.180  12/5/2034  EUR 71.100
Agence Francaise de Dev  2.114   9/8/2034  AUD 71.933
Communaute Francaise de  1.815  3/26/2049  EUR 65.387
Ukraine Government Bond 11.870   1/6/2027  UAH 55.110
Banca Popolare di Vicen  9.500  10/2/2025  EUR  0.380
DZ Bank AG Deutsche Zen  2.400  6/28/2024  EUR 73.610
BPCE SA                  2.450  2/24/2035  AUD 63.549
HSBC Continental Europe  2.040  3/29/2049  EUR 64.752
UBS AG                  10.000 10/19/2023  USD 61.290
Republic of Poland Gove  2.000 10/25/2046  EUR 67.568
Landesbank Hessen-Thuer  1.500  8/23/2034  EUR 68.600
BNP Paribas Issuance BV  3.000  3/14/2033  EUR 41.340
LSF9 Balta Issuer SARL   3.000 12/31/2030  EUR 63.817
DZ Bank AG Deutsche Zen  0.700 11/30/2035  EUR 64.041
Serbia Treasury Bonds    2.300  3/18/2047  EUR 57.954
Lehman Brothers Treasur  4.680 12/12/2045  EUR  0.100
Portugal Telecom Intern  5.242  11/6/2017  EUR  0.694
Barclays Bank PLC        1.630 11/16/2030  USD 74.910
Grand Delta Habitat      1.285  11/6/2040  EUR 62.499
LFA Foerderbank Bayern   0.050  9/29/2034  EUR 70.018
Bayerische Landesbank    0.800 10/16/2036  EUR 65.333
Muenchener Hypothekenba  0.270 10/19/2035  EUR 67.608
Kreditanstalt fuer Wied  0.613  6/10/2040  EUR 61.797
Landesbank Baden-Wuertt  0.980  7/15/2032  EUR 74.801
Santander International  1.150   4/8/2041  EUR 57.579
Landesbank Baden-Wuertt  0.500  4/16/2031  EUR 74.437
Landesbank Saar          0.670  3/10/2034  EUR 68.882
Leonteq Securities AG/G 16.000 12/20/2023  GBP 62.560
UBS AG/London            8.440  5/26/2027  SEK 71.320
French Republic Governm  0.500  6/25/2044  EUR 57.352
Single Platform Investm  1.650   6/3/2038  EUR 71.504
Landesbank Baden-Wuertt  0.350  1/20/2031  EUR 74.119
AB Financial Products D  3.714  7/30/2040  EUR 64.469
Portugal Obrigacoes do   1.150  4/11/2042  EUR 66.015
Caisse des Depots et Co  1.075  9/15/2050  EUR 51.998
BNP Paribas Issuance BV  1.560   2/2/2039  EUR 55.400
Region Wallonne Belgium  2.057 10/19/2043  EUR 71.597
Nederlandse Waterschaps  1.928 10/23/2048  EUR 74.511
Santander Consumer Bank  9.430             NOK 60.954
Landesbank Hessen-Thuer  0.750  8/18/2036  EUR 63.036
Landesbank Hessen-Thuer  1.000  8/19/2036  EUR 62.750
Progressio Infrastructu  1.250  4/25/2033  EUR 74.819
Landesbank Hessen-Thuer  0.500  8/20/2031  EUR 73.778
UBS AG/London           14.500 10/13/2023  USD 54.450
Single Platform Investm  1.785  7/30/2042  EUR 68.856
Single Platform Investm  1.150  8/17/2033  EUR 74.398
Liga Bank eG Regensburg  0.680  3/17/2036  EUR 64.335
Single Platform Investm  0.930   7/2/2041  EUR 59.276
Assistance Publique Hop  1.183  4/16/2050  EUR 55.031
Purple Protected Asset   2.100  4/15/2060  EUR 42.425
CDC Habitat SEM          1.043  5/12/2036  EUR 68.865
Citigroup Global Market  1.010 10/28/2035  EUR 66.511
Single Platform Investm  0.810   4/1/2042  EUR 57.054
Credit Mutuel Arkea SA   1.555  5/14/2035  EUR 72.136
Landesbank Baden-Wuertt  1.100   5/7/2040  EUR 60.413
Caisse des Depots et Co  1.300  4/28/2051  EUR 54.951
Single Platform Investm  2.070   6/1/2040  NOK 62.629
DZ Privatbank SA         0.360  4/29/2031  EUR 74.834
Landesbank Saar          0.890   9/4/2034  EUR 69.358
Single Platform Investm  2.450  6/10/2037  NOK 69.297
State of North Rhine-We  2.000  4/16/2038  SEK 73.485
Cie de Financement Fonc  1.887  1/31/2049  EUR 70.374
Citigroup Global Market  2.000  3/21/2037  EUR 73.825
BNP Paribas SA           2.100  1/24/2039  EUR 74.007
BKS Bank AG              1.500  3/18/2032  EUR 74.478
Banque Internationale a  0.750  4/15/2031  EUR 73.080
Ingrad AO               11.000  2/27/2030  RUB 63.000
Region Bourgogne-Franch  0.799   5/6/2041  EUR 61.476
Region Bourgogne-Franch  0.841  5/12/2037  EUR 66.325
Nordea Bank Abp          3.050  7/20/2026  SEK 70.000
Single Platform Investm  1.960   8/1/2034  NOK 70.103
Denmark Government Bond  0.250 11/15/2052  DKK 49.350
Agence Francaise de Dev  1.950 11/19/2053  EUR 63.595
Department of Bouches d  0.872 12/18/2037  EUR 69.027
Single Platform Investm  1.480  7/25/2053  EUR 59.202
Barclays Bank PLC        2.975  2/21/2025  USD  9.987
Region Bourgogne-Franch  0.895  5/20/2038  EUR 68.354
Natixis SA               0.300  6/25/2048  USD 29.048
Centre Hospitalier Beau  0.950   2/5/2041  EUR 60.114
Oberoesterreichische La  0.705  1/29/2036  EUR 56.323
Oberoesterreichische La  0.460   2/3/2031  EUR 70.729
Region of Pays de la Lo  0.924  11/4/2044  EUR 57.710
Kreditanstalt fuer Wied  0.965   3/2/2046  EUR 60.489
Credit Agricole SA       3.450   3/4/2041  AUD 53.191
Single Platform Investm  0.940  10/4/2041  EUR 59.011
Deutschsprachige Gemein  1.004   7/1/2036  EUR 72.294
Bank fuer Kirche und Ca  0.800 11/12/2035  EUR 66.280
Bank fuer Kirche und Ca  0.770 10/12/2035  EUR 66.195
Bank fuer Kirche und Ca  0.450   7/1/2031  EUR 74.521
Single Platform Investm  1.033  2/15/2046  EUR 56.116
Liga Bank eG Regensburg  0.650  6/26/2034  EUR 67.922
Single Platform Investm  0.656  2/15/2046  EUR 50.697
Single Platform Investm  1.010  3/20/2051  EUR 53.675
Single Platform Investm  0.901  2/15/2041  EUR 60.601
Frankfurter Volksbank R  0.100  7/15/2031  EUR 71.557
Region Occitanie         0.727 11/16/2037  EUR 67.641
Single Platform Investm  1.785  2/15/2041  EUR 70.918
Single Platform Investm  1.416  2/15/2041  EUR 66.259
Single Platform Investm  1.840  11/5/2040  EUR 71.580
Single Platform Investm  0.860  6/15/2039  EUR 61.290
Region de Bruxelles-Cap  1.065  6/22/2047  EUR 54.566
Single Platform Investm  1.375  7/25/2053  EUR 57.530
Single Platform Investm  1.051   4/1/2042  EUR 60.231
Credit Agricole Corpora  2.480   3/4/2036  USD 68.366
Norddeutsche Landesbank  0.675  2/25/2033  EUR 69.130
NRW Bank                 0.120  2/24/2033  EUR 74.929
Single Platform Investm  2.300  2/25/2036  NOK 69.896
Vasakronan AB            2.400  2/25/2033  NOK 73.661
Region Bourgogne-Franch  0.300  12/3/2040  EUR 56.020
Metropole de Lyon        0.540  12/7/2050  EUR 43.761
Brussels Municipalities  0.384  6/15/2035  EUR 68.756
Single Platform Investm  2.230   4/4/2040  NOK 63.796
Landesbank Hessen-Thuer  1.000  8/18/2036  EUR 65.402
Single Platform Investm  1.075  6/26/2052  EUR 52.562
Liga Bank eG Regensburg  0.760  12/8/2036  EUR 63.684
Societe Generale SA     20.000 12/18/2025  USD 25.600
Single Platform Investm  0.800   4/7/2042  EUR 56.893
DZ HYP AG                0.050  1/31/2031  EUR 74.450
DZ Bank AG Deutsche Zen  0.185   2/5/2031  EUR 73.478
Single Platform Investm  2.210  9/27/2038  NOK 65.765
Finland Government Bond  0.125  4/15/2052  EUR 43.706
Raiffeisen-Landesbank T  1.500  2/10/2061  EUR 38.333
ING Bank NV              2.600 10/19/2031  AUD 73.238
Single Platform Investm  0.780   4/1/2042  EUR 56.733
Nederlandse Waterschaps  1.770 12/28/2048  EUR 71.783
Muenchener Hypothekenba  0.105  2/17/2031  EUR 74.047
Single Platform Investm  2.520  1/18/2040  NOK 67.375
Commerzbank AG           1.250  6/28/2034  EUR 73.275
Centre Hospitalier Regi  1.500  4/27/2050  EUR 72.913
Region de Bruxelles-Cap  0.900  4/14/2050  EUR 48.905
Landesbank Hessen-Thuer  1.000  4/30/2035  EUR 68.000
Landesbank Hessen-Thuer  0.600   4/9/2035  EUR 64.893
Admiralty Finance SA     2.650 12/31/2038  EUR 74.224
Single Platform Investm  0.955  2/15/2041  EUR 55.341
BPCE SA                  2.255  3/12/2040  AUD 50.936
Region de Bruxelles-Cap  0.500  6/22/2040  EUR 57.612
Credit Agricole Corpora 10.800  3/24/2026  TRY 65.455
UniCredit Bank AG        0.030  2/28/2033  EUR 71.958
Raiffeisenlandesbank Ob  2.310  2/27/2040  EUR 67.641
DZ Bank AG Deutsche Zen  0.780   3/5/2030  EUR 72.942
Frigate Luxembourg SA    2.000   8/1/2032  EUR 48.871
Single Platform Investm  1.490  3/20/2051  EUR 60.052
Single Platform Investm  0.833  2/15/2041  EUR 58.971
Muenchener Hypothekenba  0.270  6/16/2031  EUR 74.033
Landesbank Hessen-Thuer  0.350  7/23/2031  EUR 73.831
Raiffeisen Landesbank V  0.750 10/10/2031  EUR 70.072
Banque et Caisse d'Epar  1.068  5/18/2041  EUR 69.737
Single Platform Investm  1.165  7/30/2035  EUR 71.239
Single Platform Investm  2.770   5/9/2041  NOK 68.790
Norddeutsche Landesbank  0.950  6/16/2033  EUR 70.064
Department of Bouches d  0.855  5/20/2038  EUR 67.907
Basler Kantonalbank     18.000  9/14/2023  CHF 40.100
Liga Bank eG Regensburg  0.250  4/30/2031  EUR 71.416
NRW Bank                 0.750  5/26/2036  EUR 73.331
Banque et Caisse d'Epar  1.220  5/26/2041  EUR 71.349
Region Bourgogne-Franch  0.945  5/20/2039  EUR 66.904
Caisse des Depots et Co  0.945  5/19/2051  EUR 50.099
Department of Bouches d  0.906  5/20/2039  EUR 66.448
BKS Bank AG              1.050 11/30/2031  EUR 72.442
Single Platform Investm  1.165   6/6/2046  EUR 56.197
DZ Bank AG Deutsche Zen  1.580 12/29/2031  EUR 73.190
Frankfurter Volksbank R  0.050   8/4/2030  EUR 74.240
Batigere Grand Est SAHL  1.400  8/31/2050  EUR 53.506
Single Platform Investm  1.840  7/25/2053  EUR 60.009
Single Platform Investm  1.100  6/25/2044  EUR 58.340
Oberoesterreichische La  0.600  5/26/2031  EUR 70.464
Kommunalkredit Austria   1.183   6/2/2031  EUR 73.576
Ringkjoebing Landbobank  1.230  5/28/2036  EUR 68.988
Societe Generale SA     14.000   7/3/2024  USD 35.600
Sparebank 1 Oestlandet   1.575  2/28/2034  EUR 74.149
Caisse des Depots et Co  1.617  3/18/2049  EUR 62.831
Nationale-Nederlanden B  1.432  3/21/2039  EUR 73.413
Single Platform Investm  1.800   6/6/2039  EUR 72.775
Landeskreditbank Baden-  1.862   4/6/2062  EUR 68.909
Single Platform Investm  2.386  5/25/2053  EUR 73.781
Single Platform Investm  2.150 10/21/2041  NOK 62.376
Landesbank Baden-Wuertt  0.040  1/15/2031  EUR 73.613
Oberoesterreichische La  0.655  1/25/2036  EUR 55.909
NIBC Bank NV             0.410  1/27/2031  EUR 68.532
Credit Industriel Et Co  2.250  1/28/2036  USD 66.919
Single Platform Investm  1.910  8/15/2036  NOK 65.442
Iccrea BancaImpresa SpA  1.276   4/1/2033  EUR 73.787
Citigroup Global Market  1.000  8/31/2036  EUR 63.968
Nederlandse Waterschaps  0.130   9/6/2033  EUR 73.470
Raiffeisen Switzerland   5.000  8/30/2023  CHF 72.290
Credit Agricole CIB Fin  0.440  8/30/2033  EUR 67.973
Bank fuer Kirche und Ca  0.660  3/17/2036  EUR 64.167
Citigroup Global Market  1.200  8/25/2041  EUR 57.954
Bank fuer Kirche und Ca  0.600   6/9/2036  EUR 63.058
Region Occitanie         0.792 11/23/2043  EUR 57.203
Landesbank Baden-Wuertt  0.060   9/1/2031  EUR 71.311
Landesbank Hessen-Thuer  0.550  8/18/2033  EUR 68.690
Muenchener Hypothekenba  0.100  8/14/2034  EUR 68.860
BPCE SA                  3.000 11/18/2036  AUD 64.304
Single Platform Investm  1.265   2/4/2043  JPY 72.071
Commerzbank AG           2.565  5/15/2043  EUR 74.563
Single Platform Investm  1.842  2/15/2044  EUR 70.623
Department of Puy-de-Do  0.664 12/20/2039  EUR 62.423
Department of Puy-de-Do  0.671  7/17/2040  EUR 61.370
DZ Bank AG Deutsche Zen  0.800  8/20/2035  EUR 65.059
Caisse des Depots et Co  0.678  7/23/2040  EUR 58.967
Batigere Grand Est SAHL  1.800  8/12/2050  EUR 60.011
Single Platform Investm  0.678  2/15/2041  EUR 56.819
Saastopankkien Keskuspa  0.870  7/28/2031  EUR 74.959
Batigere Grand Est SAHL  1.550  8/12/2041  EUR 64.329
Banque et Caisse d'Epar  0.900   8/6/2042  EUR 66.000
Kuntarahoitus Oyj        0.983  11/3/2060  EUR 56.262
Single Platform Investm  0.873  5/25/2052  EUR 49.252
HYPO NOE Landesbank fue  2.500  4/29/2039  EUR 73.067
Raiffeisen Landesbank V  2.500  5/11/2035  EUR 72.942
Credit Industriel Et Co  1.550  5/15/2035  EUR 74.854
Veneto Banca SpA         6.950  2/25/2025  EUR  0.708
Raiffeisen Landesbank V  1.840  2/25/2035  EUR 68.088
Raiffeisen Landesbank V  1.775  3/13/2035  EUR 67.352
Heta Asset Resolution A  5.030 12/31/2023  EUR  1.168
IT Holding Finance SA    9.875 11/15/2012  EUR  0.015
Akademiska Hus AB        1.252  2/13/2043  SEK 58.176
Willhem AB               1.824 10/18/2038  SEK 62.394
DekaBank Deutsche Giroz  0.780 10/18/2035  EUR 65.543
Ville de Rennes          0.505 10/22/2034  EUR 67.794
Single Platform Investm  2.110   4/2/2040  EUR 74.899
Batigere Grand Est SAHL  1.709  11/4/2042  EUR 64.651
Batigere Grand Est SAHL  1.540  11/4/2041  EUR 63.875
Single Platform Investm  0.753  6/25/2039  EUR 60.393
Ringkjoebing Landbobank  1.100 10/30/2035  EUR 68.838
Landesbank Berlin AG     2.058  11/4/2031  EUR 74.835
Communaute Francaise de  1.787  6/14/2044  EUR 68.288
SNCF Reseau              2.425  6/22/2047  SEK 74.341
Goldman Sachs Internati  2.800  6/29/2037  SEK 74.944
Saastopankkien Keskuspa  1.652  5/14/2035  EUR 72.842
Senivita Social Estate   8.500  6/30/2025  EUR  0.020
Collectivite Europeenne  0.200  11/5/2035  EUR 67.166
Natixis SA               1.150  1/23/2035  EUR 70.253
Banque Internationale a  1.085 10/22/2040  EUR 55.310
DekaBank Deutsche Giroz  0.530 10/22/2035  EUR 63.194
Banque Internationale a  0.675 10/29/2030  EUR 73.918
Department of Gironde F  0.412 11/26/2037  EUR 64.138
Department of Gironde F  0.418 11/12/2041  EUR 55.647
Dr Wiesent Sozial gGmbH  7.000             EUR  0.002
Municipality of Tilburg  0.470 11/14/2034  EUR 73.577
Marseille Provence Metr  1.000  1/15/2038  EUR 66.617
Single Platform Investm  0.853  3/20/2040  EUR 60.200
Raiffeisenlandesbank Ob  1.000 12/30/2030  EUR 74.940
HSBC Continental Europe  1.300 10/23/2039  EUR 63.011
Credit Agricole Corpora 12.000 11/17/2025  TRY 70.257
BNP Paribas SA           2.750 10/24/2034  AUD 66.786
German Pellets GmbH      7.250   7/9/2018  EUR  0.815
Single Platform Investm  1.905  8/22/2039  EUR 72.531
Turkey Government Inter  4.875  4/16/2043  USD 65.957
Kreditanstalt fuer Wied  0.400  8/12/2040  EUR 62.607
Batigere Grand Est SAHL  1.550 11/14/2039  EUR 66.937
Oberoesterreichische La  0.953  9/16/2039  EUR 50.651
Credit Agricole Corpora  2.950  8/22/2039  AUD 64.933
DZ Bank AG Deutsche Zen  2.240  8/22/2034  USD 74.370
Caisse des Depots et Co  1.022  9/13/2049  EUR 51.743
Agence Francaise de Dev  1.600  7/25/2043  EUR 70.276
Single Platform Investm  1.103  5/25/2052  EUR 52.728
RENE LEZARD Mode GmbH    7.250 11/25/2017  EUR  0.151
Oberoesterreichische La  2.500 12/10/2035  EUR 72.544
State of Rhineland-Pala  0.872 10/31/2036  EUR 74.033
Stadtsparkasse Wupperta  1.000  11/3/2031  EUR 74.845
Stadtsparkasse Wupperta  1.040 11/14/2031  EUR 74.868
Stadtsparkasse Wupperta  0.900  9/30/2031  EUR 74.512
DekaBank Deutsche Giroz  0.790 11/14/2031  EUR 74.885
Aargau Verkehr AG        0.270 11/29/2049  CHF 74.564
BNP Paribas SA           3.180 11/19/2039  AUD 60.418
Societe Generale SA      1.270 11/25/2034  EUR 72.272
Specialfastigheter Sver  1.180  12/2/2044  SEK 55.568
DZ Bank AG Deutsche Zen  0.500  8/30/2034  EUR 64.932
Credit Agricole Corpora  2.930  8/20/2039  AUD 64.914
Raiffeisen-Landesbank T  0.766  9/17/2031  EUR 70.475
Caisse des Depots et Co  2.615 11/15/2049  AUD 58.654
VTB Bank PJSC            8.400  5/21/2030  RUB 67.000
DekaBank Deutsche Giroz  0.705   6/1/2032  EUR 72.708
Societe Du Grand Paris   1.923  5/25/2066  EUR 56.163
Department of Gironde F  0.650 12/17/2038  EUR 64.340
Region Centre            0.712  12/3/2039  EUR 61.066
SG Issuer SA             0.650 12/30/2030  EUR 73.433
SG Issuer SA             0.700 12/20/2030  EUR 73.833
DekaBank Deutsche Giroz  0.705   7/1/2032  EUR 72.470
DekaBank Deutsche Giroz  0.848   8/2/2032  EUR 73.250
Vasakronan AB            2.777  4/12/2039  SEK 71.218
Oberbank AG              1.850  4/18/2039  EUR 59.587
DekaBank Deutsche Giroz  1.080  12/9/2039  EUR 61.674
Single Platform Investm  1.110  1/22/2040  EUR 63.214
Ukraine Government Bond 10.570  5/10/2027  UAH 49.989
Ukraine Government Bond  9.700   6/7/2028  UAH 41.247
Ukraine Government Bond  6.000  9/13/2028  UAH 31.622
Ukraine Government Bond  6.000  4/23/2031  UAH 22.026
Caisse des Depots et Co  1.782  6/15/2048  EUR 65.992
Leonteq Securities AG/G 19.000  4/30/2024  USD 69.450
UBS AG/London           19.250  1/25/2024  CHF 40.600
Banca di Cividale SpA/o  3.710  6/30/2036  EUR 70.049
Banca di Cividale SpA/o  3.340  10/2/2036  EUR 71.638
Single Platform Investm  0.740   4/1/2042  EUR 56.168
Banque Internationale a  0.530   9/2/2030  EUR 73.767
Single Platform Investm  1.080  5/17/2033  EUR 74.425
Citigroup Global Market  1.000  9/30/2036  EUR 64.371
Deutsche Bank AG         1.050   9/1/2031  EUR 73.317
Single Platform Investm  1.600  3/23/2038  EUR 70.467
Credit Agricole CIB Fin  0.490  9/13/2033  EUR 68.303
Single Platform Investm  2.060  7/25/2033  NOK 73.120
State of North Rhine-We  1.293  2/25/2041  EUR 72.382
Ukraine Government Bond  6.000  1/14/2026  UAH 53.112
Kuntarahoitus Oyj        1.078   5/6/2039  EUR 73.074
Citigroup Global Market  1.000  1/21/2036  EUR 65.370
Liga Bank eG Regensburg  0.850   5/4/2034  EUR 70.539
Banque et Caisse d'Epar  0.880  2/10/2037  EUR 74.220
Banque et Caisse d'Epar  1.000   1/4/2042  EUR 67.685
BPCE SFH SA              1.420  3/30/2039  EUR 73.373
Agence Metropolitaine D  0.500   7/7/2035  EUR 69.328
Landesbank Hessen-Thuer  1.000  9/13/2034  EUR 68.900
Luzerner Kantonalbank A 12.750  6/12/2024  CHF 64.560
Kreissparkasse Koeln     0.350  2/19/2035  EUR 65.295
Stadtsparkasse Wupperta  0.890 10/17/2031  EUR 74.124
Nationwide Building Soc  1.420  4/23/2041  EUR 73.519
Cooperatieve Rabobank U  1.485   9/3/2041  EUR 71.483
Thames Water Utilities   1.846  8/28/2047  GBP 69.545
Credit Industriel Et Co  1.170  1/28/2037  EUR 68.535
Norddeutsche Landesbank  1.090 11/15/2043  EUR 64.298
Caisse des Depots et Co  1.270  10/1/2051  EUR 54.471
Brussels Municipalities  0.892  3/29/2041  EUR 61.925
Brussels Municipalities  0.892  9/29/2041  EUR 61.113
Societe Generale SA      2.650  1/26/2032  USD 74.498
Raiffeisen-Landesbank T  1.380  7/24/2059  EUR 54.852
Single Platform Investm  1.715  2/15/2041  EUR 70.085
Pongs & Zahn AG          8.500             EUR  0.001
DZ Bank AG Deutsche Zen  1.200 11/25/2050  EUR 51.493
Aareal Bank AG           1.850  3/20/2035  EUR 63.471
Single Platform Investm  1.690  7/25/2053  EUR 62.932
Single Platform Investm  1.720  2/15/2041  EUR 70.062
Single Platform Investm  1.340   4/4/2042  EUR 64.241
Single Platform Investm  1.675  2/15/2041  EUR 67.434
SAG Solarstrom AG        6.250 12/14/2015  EUR 31.000
Kreditanstalt fuer Wied  0.210 11/18/2037  EUR 63.998
Purple Protected Asset   1.480 11/30/2060  EUR 40.067
LFA Foerderbank Bayern   0.010 12/15/2033  EUR 71.848
Single Platform Investm  1.315 12/15/2038  EUR 66.764
UBS Group AG             2.210 11/24/2035  USD 67.112
Credit Suisse AG/London  3.220   2/8/2032  AUD 74.681
Landesbank Baden-Wuertt  0.810  5/21/2032  EUR 74.953
State of Rhineland-Pala  0.100  10/1/2040  EUR 58.734
Single Platform Investm  2.840  12/4/2035  NOK 74.524
Department of Bouches d  0.457  10/8/2040  EUR 58.282
Oberoesterreichische La  0.641 10/13/2035  EUR 56.595
Banque Internationale a  0.750 10/13/2030  EUR 74.135
Oberoesterreichische La  0.650 10/15/2035  EUR 56.658
Banque Internationale a  0.550 10/13/2030  EUR 73.009
Muenchener Hypothekenba  0.580 10/14/2035  EUR 65.158
Oberoesterreichische La  0.420 10/22/2030  EUR 71.707
KPNQwest NV              7.125   6/1/2009  EUR  0.190
Heta Asset Resolution A  3.635 12/31/2023  EUR  1.168
Belfius Bank SA          1.550  1/28/2039  EUR 74.601
Norske Skogindustrier A  7.000 12/30/2026  EUR  0.010
HYPO NOE Landesbank fue  3.000  5/30/2046  EUR 74.154
Municipality of Groning  1.404   7/1/2041  EUR 72.810
Credit Suisse AG/London  4.700   7/1/2046  AUD 71.006
Department of Bouches d  1.100   7/8/2039  EUR 68.471
Raiffeisen Landesbank V  2.257 11/13/2034  EUR 72.446
Raiffeisen Landesbank V  2.257 11/13/2034  EUR 72.446
Department of Gironde F  0.900 12/15/2039  EUR 65.279
Department of Gironde F  0.707  6/23/2035  EUR 72.962
Department of Gironde F  0.979  6/25/2040  EUR 65.261
Saastopankkien Keskuspa  1.500  6/12/2035  EUR 71.070
Region Wallonne Belgium  1.300  6/16/2068  EUR 45.491
Saastopankkien Keskuspa  1.445  6/23/2035  EUR 70.577
Single Platform Investm  1.660 12/16/2036  EUR 73.630
Agence Metropolitaine D  0.800   7/1/2040  EUR 63.037
Vodafone Group PLC       4.600   8/9/2046  USD 72.269
Volksbank Weinheim eG    2.600  12/8/2058  EUR 74.268
Region de Bruxelles-Cap  1.800  8/17/2048  EUR 67.666
Natixis SA               1.350  6/26/2039  EUR 65.300
Single Platform Investm  2.770   6/6/2040  NOK 69.551
Landesbank Saar          0.680  3/29/2034  EUR 68.842
Single Platform Investm  1.090 11/30/2033  EUR 73.800
Single Platform Investm  1.040  6/25/2044  EUR 57.484
Nomura Bank Internation  1.175   7/8/2033  EUR 69.179
BNP Paribas SA           3.950  7/11/2039  AUD 71.127
Department of Bouches d  0.530  7/30/2035  EUR 71.031
DekaBank Deutsche Giroz  0.370  4/16/2031  EUR 74.307
Volksbank in Suedwestfa  0.300  3/19/2031  EUR 74.421
Purple Protected Asset   1.570  4/30/2061  EUR 46.364
Single Platform Investm  2.820   7/3/2041  NOK 69.341
Single Platform Investm  0.932  6/15/2039  EUR 62.356
Leonteq Securities AG/G 24.500  1/26/2024  CHF 39.310
Single Platform Investm  1.762  5/25/2066  EUR 56.328
Credit Agricole CIB Fin  0.540  9/20/2033  EUR 68.661
Single Platform Investm  2.050   9/1/2044  NOK 58.783
DZ HYP AG                0.180  3/10/2031  EUR 73.380
Single Platform Investm  2.212   4/6/2034  NOK 72.959
ING Bank NV              2.410  3/16/2031  AUD 74.165
Berlin Hyp AG            0.375  9/29/2031  EUR 72.262
Credit Industriel Et Co  0.805  9/21/2033  EUR 71.177
Banque Internationale a  0.800 12/22/2032  EUR 68.842
DekaBank Deutsche Giroz  1.585 12/28/2035  EUR 59.261
Single Platform Investm  2.500   6/6/2036  NOK 71.006
Malta Government Bond    1.000  8/23/2035  EUR 72.900
Landesbank Hessen-Thuer  1.370  9/22/2031  EUR 69.594
DekaBank Deutsche Giroz  0.250  1/31/2031  EUR 73.889
Bayerische Landesbank    1.820  3/12/2031  EUR 72.050
Renovables Atlasol SA    2.200 12/31/2038  EUR 68.691
Hypo-Bank Burgenland AG  0.810  9/17/2031  EUR 70.536
Single Platform Investm  1.180   4/1/2039  EUR 65.030
BKS Bank AG              2.165  6/21/2039  EUR 71.809
Department of L'Eure Fr  0.515  5/25/2040  EUR 59.751
Department of Loiret Fr  0.790 11/22/2039  EUR 64.084
DZ Bank AG Deutsche Zen  0.750  7/18/2033  EUR 69.247
Ringkjoebing Landbobank  1.875   6/6/2039  EUR 71.574
Lloyds Bank PLC          1.920  4/16/2044  EUR 60.034
DZ Bank AG Deutsche Zen  0.700  10/2/2034  EUR 66.271
Citigroup Global Market  1.150  9/19/2039  EUR 60.758
Region de Bruxelles-Cap  0.731  8/25/2060  EUR 36.002
DZ Bank AG Deutsche Zen  0.240  2/28/2031  EUR 73.723
DZ Bank AG Deutsche Zen 23.300 12/22/2023  EUR  9.000
Luzerner Kantonalbank A  3.500  8/30/2023  USD 47.350
Hypo Vorarlberg Bank AG  1.020  7/15/2041  EUR 51.197
Specialfastigheter Sver  2.205 10/11/2038  SEK 74.294
National Grid Electrici  2.920  9/30/2044  AUD 60.507
Region Wallonne Belgium  1.250  4/30/2055  EUR 49.961
Landesbank Hessen-Thuer  0.530  11/4/2031  EUR 72.331
Credit Agricole SA       1.000   4/6/2035  EUR 67.204
Single Platform Investm  1.155  5/25/2052  EUR 54.567
UniCredit Bank AG        1.120  1/20/2031  EUR 71.310
Single Platform Investm  1.593 10/31/2050  EUR 57.795
Landesbank Baden-Wuertt  0.500  4/21/2031  EUR 74.402
Caisse des Depots et Co  2.700  4/28/2041  AUD 67.038
Standard Chartered Bank  3.000  4/30/2036  AUD 66.925
Landesbank Saar          0.760   5/8/2034  EUR 68.988
Swedbank Hypotek AB      1.445  3/29/2038  EUR 74.928
Credit Agricole Corpora  2.500  2/20/2048  EUR 72.607
Caisse des Depots et Co  1.780  2/20/2048  EUR 66.183
Morgan Stanley & Co Int  3.100 10/28/2041  AUD 61.799
Nomura Bank Internation  1.450 12/10/2041  EUR 60.651
BNG Bank NV              1.790  1/21/2049  EUR 69.592
Landesbank Hessen-Thuer  2.435   2/6/2048  EUR 66.134
Bank Vontobel AG         9.500  12/4/2023  EUR 58.500
Region de Bruxelles-Cap  2.215   6/1/2041  EUR 74.614
Caisse Francaise de Fin  1.500   2/7/2039  EUR 74.972
Hospices Civils de Lyon  0.597 11/24/2031  EUR 74.705
Landesbank Baden-Wuertt  0.580   3/2/2033  EUR 70.421
UBS Group AG             2.490   3/4/2036  USD 68.888
Department of Bouches d  0.543 12/15/2034  EUR 72.676
Single Platform Investm  1.250  5/10/2044  EUR 60.156
Ville de Paris           1.293  2/22/2049  EUR 57.491
Region Occitanie         1.198  5/25/2036  EUR 72.476
ABN AMRO Bank NV         1.070   3/3/2041  EUR 67.398
DZ Bank AG Deutsche Zen  0.500  2/26/2031  EUR 74.738
Citigroup Global Market  2.500  2/25/2036  USD 71.879
Societe Generale SA      2.060  3/12/2031  USD 73.383
Caisse des Depots et Co  2.730   3/2/2041  AUD 67.553
Hemso Fastighets AB      2.380   3/3/2033  NOK 74.787
Landesbank Baden-Wuertt  0.500  7/30/2031  EUR 73.711
BNP Paribas SA           1.450 11/17/2041  EUR 63.530
Aktia Bank Oyj           0.430  12/2/2030  EUR 74.593
UniCredit Bank AG       10.850   2/1/2024  EUR 55.440
Region de Bruxelles-Cap  0.274 12/11/2040  EUR 54.140
Wirtschafts- und Infras  0.200 12/14/2045  EUR 48.215
Aareal Bank AG           0.300 12/11/2030  EUR 65.803
Kommunekredit            2.180  7/16/2040  AUD 61.866
Berlin Hyp AG            0.349 12/10/2031  EUR 71.736
Norddeutsche Landesbank  0.750  1/15/2032  EUR 73.389
Region Hauts-de-France   0.361  2/18/2041  EUR 54.298
Agence Francaise de Dev  2.330  2/10/2041  AUD 62.855
Landesbank Baden-Wuertt  0.380  2/12/2031  EUR 74.135
DLR Kredit A/S           2.000  10/1/2053  DKK 72.776
NRW Bank                 1.211 10/18/2045  EUR 65.829
Hemso Fastighets AB      2.418 11/30/2038  EUR 65.899
Kreditanstalt fuer Wied  0.820  4/15/2050  EUR 57.247
Landesbank Hessen-Thuer  1.200  4/30/2035  EUR 70.034
State of Brandenburg     0.050  2/28/2033  EUR 73.655
Societe Generale SFH SA  0.650  6/23/2035  EUR 72.507
KESZ Holding Business D  2.800  6/17/2031  HUF 74.740
BNP Paribas SA           1.400   6/4/2041  EUR 62.600
Cooperatieve Rabobank U  1.099  6/28/2051  EUR 58.768
Kreditanstalt fuer Wied  1.208  6/17/2051  EUR 62.829
United Kingdom Gilt      1.500  7/31/2053  GBP 50.031
JAB Holdings BV          3.750  5/28/2051  USD 63.255
Banque Federative du Cr  2.460   6/7/2032  AUD 74.158
Vasakronan AB            1.000  6/15/2041  EUR 34.741
Region de Bruxelles-Cap  2.410  8/23/2063  EUR 67.111
French Republic Governm  1.500  5/25/2050  EUR 66.285
BPCE SFH SA              1.390  3/11/2039  EUR 72.293
HSBC Continental Europe  2.150  3/14/2049  EUR 66.524
Leonteq Securities AG/G 30.000  3/13/2024  CHF 58.540
ITK Holding zrt          2.900  6/23/2031  HUF 64.900
Luzerner Kantonalbank A  6.400  10/4/2023  CHF 61.940
UBS AG/London            7.750 10/13/2023  CHF 11.000
Communaute Francaise de  2.050  7/26/2047  EUR 70.761
Landesbank Baden-Wuertt  0.430  1/22/2031  EUR 74.597
Soc Nationale SNCF SACA  2.931  1/14/2051  AUD 61.697
LFA Foerderbank Bayern   0.160   1/2/2040  EUR 59.158
Bayerische Landesbank    0.230  8/27/2031  EUR 71.728
Canton of Geneva Switze  0.050  8/27/2041  CHF 74.552
Region Occitanie         0.834 11/18/2044  EUR 56.373
Landeskreditbank Baden-  1.236  5/22/2045  EUR 67.242
Sberbank of Russia PJSC  0.010 11/23/2026  RUB 69.630
Landesbank Baden-Wuertt  0.500  12/8/2031  EUR 73.243
Agence Francaise de Dev  0.714  7/10/2045  EUR 55.395
Credit Agricole Corpora  2.610  7/27/2050  USD 53.572
Agence France Locale     0.550  6/20/2040  EUR 61.000
Muenchener Hypothekenba  0.886  3/26/2043  EUR 62.690
Lehman Brothers Treasur  4.870  10/8/2013  USD  0.100
Lehman Brothers Treasur  5.220   3/1/2024  EUR  0.100
Kreditanstalt fuer Wied  1.075 12/20/2049  EUR 61.486
EFG International Finan 11.120 12/27/2024  EUR 53.720
Region de Bruxelles-Cap  0.720 10/17/2051  EUR 41.616
Alteo Nyrt               3.150 10/28/2029  HUF 67.500
Virgolino de Oliveira F 10.875  1/13/2020  USD 36.000
Bibby Offshore Services  7.500  6/15/2021  GBP 11.625
SNCF Reseau              2.455  6/22/2047  SEK 74.782
Republic of Ireland Int  2.000  6/29/2064  EUR 67.280
Getin Noble Bank SA     11.950  4/29/2024  PLN 30.866
Bayerische Landesbank    0.970  2/14/2033  EUR 74.013
Region de Bruxelles-Cap  1.000 10/29/2059  EUR 41.050
AK BARS Bank Via AK BAR  8.000  7/13/2022  USD 31.000
BPCE SA                  1.850 10/30/2030  AUD 73.150
Norddeutsche Landesbank  1.400  8/17/2037  EUR 64.152
Kreditanstalt fuer Wied  1.087  1/21/2050  EUR 61.725
Vasakronan AB            3.100   9/9/2039  AUD 60.980
BNG Bank NV              2.000  7/24/2058  EUR 74.146
Caisse des Depots et Co  1.811  8/13/2048  EUR 66.338
Communaute Francaise de  2.177  8/17/2068  EUR 65.152
BNG Bank NV              1.900  7/11/2058  EUR 66.952
de Volksbank NV          1.495  7/26/2038  EUR 74.778
DNB Boligkreditt AS      1.230 11/18/2039  EUR 70.020
DNB Boligkreditt AS      1.080  5/16/2039  EUR 68.988
HSBC Continental Europe  0.800 12/13/2034  EUR 68.977
Landesbank Baden-Wuertt  0.590  10/7/2032  EUR 71.458
Berlin Hyp AG            1.157  12/9/2039  EUR 58.894
Natixis SA               2.180  8/24/2035  USD 68.410
Land Baden-Wuerttemberg  1.150   4/5/2049  EUR 62.559
Pick Szeged Szalamigyar  2.000  12/6/2029  HUF 70.180
Ukraine Government Bond  6.000 12/23/2026  UAH 44.497
Ukraine Government Bond  9.610 11/10/2029  UAH 34.806
Ukraine Government Bond  6.000 11/22/2028  UAH 30.561
Ukraine Government Bond  9.730  9/24/2031  UAH 30.481
Hellas Telecommunicatio  6.054  1/15/2015  USD  0.012
Societe Generale SFH SA  0.360  9/14/2033  EUR 73.945
Lehman Brothers Treasur  6.600  5/23/2012  AUD  0.100
Lehman Brothers Treasur  2.300   6/6/2013  USD  0.100
Ukraine Government Bond 11.110  3/29/2028  UAH 45.397
BPCE SFH SA              1.375  3/22/2038  EUR 74.505
Landesbank Baden-Wuertt 11.750 11/24/2023  EUR 29.940
UBS AG/London           15.240  1/31/2024  USD  7.092
Landwirtschaftliche Ren  0.984   2/4/2042  EUR 67.422
Credit Suisse AG/London 20.000 10/10/2023  CHF 27.190
Agence Francaise de Dev  1.656   4/4/2054  EUR 63.148
BPCE SFH SA              1.229  4/12/2049  EUR 60.301
Eika Boligkreditt AS     1.245  3/28/2039  EUR 70.800
Caisse des Depots et Co  1.900  9/14/2048  EUR 65.640
Bayerische Landesbank    2.250 10/17/2033  EUR 72.777
Lehman Brothers Treasur 13.000  2/16/2009  CHF  0.100
Lehman Brothers Treasur  6.000  3/18/2015  USD  0.100
Lehman Brothers Treasur  3.450  5/23/2013  USD  0.100
Lehman Brothers Treasur  7.000  4/24/2009  USD  0.100
NTRP Via Interpipe Ltd  10.250   8/2/2017  USD  2.006
Lehman Brothers Treasur  5.375   2/4/2014  USD  0.100
Lehman Brothers Treasur 10.000  2/16/2009  CHF  0.100
Lehman Brothers Treasur  7.000  2/15/2010  CHF  0.100
Lehman Brothers Treasur  3.500  6/20/2011  EUR  0.100
Lehman Brothers Treasur 11.000  2/16/2009  CHF  0.100
Lehman Brothers Treasur  6.000  9/20/2011  EUR  0.100
Morgan Stanley & Co Int  3.470  1/27/2042  AUD 65.364
Autonomous Community of  1.138 11/22/2052  EUR 47.511
BPCE SFH SA              1.586   2/1/2047  EUR 67.309
Comunidad Foral de Nava  1.800  3/25/2042  EUR 68.795
Lehman Brothers Treasur 13.000 12/14/2012  USD  0.100
Lehman Brothers Treasur  4.820 12/18/2036  EUR  0.100
Rikshem AB               1.910 11/16/2032  NOK 70.498
Kuntarahoitus Oyj        1.005  11/4/2060  EUR 56.327
Department of Bouches d  0.450 10/15/2041  EUR 56.203
NRW Bank                 0.800 10/22/2060  EUR 47.071
Heta Asset Resolution A  5.920 12/31/2023  EUR  1.168
Nationwide Building Soc  1.673  1/28/2041  EUR 74.688
Italy Buoni Poliennali   2.700   3/1/2047  EUR 74.463
State of Saarland        1.108  5/18/2046  EUR 63.071
Bazalgette Finance Plc   0.688  6/27/2050  GBP 58.555
HYPO NOE Landesbank fue  3.000  6/20/2051  EUR 73.651
United Kingdom Gilt      2.500  7/22/2065  GBP 63.471
Ukraine Government Bond 12.500  2/21/2024  UAH 73.039
Aareal Bank AG           1.741  1/12/2045  EUR 47.908
Region Bretagne SCI      0.770  12/1/2039  EUR 61.762
Rikshem AB               2.370  6/17/2032  NOK 74.229
Region Provence-Alpes-C  0.709  6/29/2040  EUR 62.763
Windreich GmbH           6.250   3/1/2015  EUR  2.780
Region de Bruxelles-Cap  1.532  8/16/2038  EUR 72.935
Landeskreditbank Baden-  1.025   4/1/2061  EUR 52.295
Landesbank Baden-Wuertt  1.000  8/12/2039  EUR 62.990
Raiffeisen Schweiz Geno 19.800 12/12/2023  CHF 41.610
Cooperatieve Rabobank U  1.430   9/1/2036  EUR 70.809
Aareal Bank AG           0.520  4/18/2031  EUR 66.127
BNP Paribas SA           3.170   1/7/2041  AUD 60.618
Credit Suisse AG/London 16.300 12/26/2023  USD 47.440
Landesbank Baden-Wuertt  0.360 12/30/2030  EUR 74.336
State of Saxony-Anhalt   2.416   7/3/2028  EUR 60.000
Aareal Bank AG           0.625  9/16/2030  EUR 68.619
Caisse des Depots et Co  2.670  9/17/2049  AUD 59.444
Lehman Brothers Treasur  4.100  5/20/2009  USD  0.100
Lehman Brothers Treasur  2.000  5/17/2010  EUR  0.100
Lehman Brothers Treasur  3.820 10/20/2009  USD  0.100
LBI ehf                  2.250  2/14/2011  CHF  7.750
NIBC Bank NV             0.460  7/19/2029  EUR 74.929
Republic of Austria Gov  0.700  4/20/2071  EUR 41.656
Republic of Ireland Int  2.045  3/22/2075  EUR 72.419
Ukraine Government Inte  6.876  5/21/2031  USD 27.069
Swedbank Hypotek AB      1.595 11/20/2043  EUR 71.492
Norddeutsche Landesbank  0.825  8/30/2033  EUR 68.451
Barclays Bank PLC        3.900  2/15/2042  AUD 65.924
Raiffeisenlandesbank Ob  0.835 10/20/2036  EUR 69.418
Standard Chartered Bank  2.650 10/13/2036  USD 72.024
Kuntarahoitus Oyj        1.220  3/27/2060  EUR 60.893
Societe Generale SA      0.570  6/30/2031  EUR 73.185
Kreditanstalt fuer Wied  1.270  6/29/2051  EUR 63.475
Kreditanstalt fuer Wied  1.271  5/20/2051  EUR 63.526
Cooperatieve Rabobank U  1.704  2/25/2049  EUR 70.373
Deutsche Bank AG         0.700 10/28/2031  EUR 71.866
Societe Generale SA      7.750 10/29/2032  USD 74.750
Region de Bruxelles-Cap  1.710   5/5/2047  EUR 61.723
Citigroup Global Market  0.200  1/19/2031  EUR 73.722
Region Wallonne Belgium  0.850  1/26/2071  EUR 34.470
Landesbank Hessen-Thuer  1.050  7/30/2035  EUR 68.148
Derzhava-Garant OOO     15.000  6/12/2030  RUB 32.400
Heta Asset Resolution A  4.875 12/31/2023  EUR  1.168
Credit Agricole Corpora  2.650  1/29/2035  AUD 71.025
Nostrum Oil & Gas Finan  8.000  7/25/2022  USD 25.546
French Republic Governm  0.500  5/25/2040  EUR 63.377
DLR Kredit A/S           1.500  10/1/2053  DKK 72.009
Bayerische Landesbank    1.100  1/26/2024  EUR 58.590
State of North Rhine-We  1.375  1/15/2120  EUR 45.278
Eika Boligkreditt AS     1.112  5/16/2039  EUR 69.635
Swedbank Hypotek AB      1.565  8/17/2043  EUR 71.130
Heta Asset Resolution A  7.500 12/31/2023  ATS  1.168
Region Wallonne Belgium  1.272  10/3/2040  EUR 64.340
BPCE SFH SA              1.186   5/9/2039  EUR 70.116
PJSC Koks via IMH Capit  5.900  9/23/2025  USD  8.623
Kuntarahoitus Oyj        0.514  10/7/2039  EUR 65.729
Ukraine Government Bond  8.750  2/16/2033  UAH 26.149
Lehman Brothers Treasur 11.000 12/19/2011  USD  0.100
Raiffeisen Switzerland  16.000   1/3/2024  CHF 40.850
Ukraine Government Bond 11.890   5/6/2026  UAH 59.824
Raiffeisen Switzerland  15.000  1/23/2024  CHF 36.350
Astana Finance BV        7.875   6/8/2010  EUR 16.000
Kingdom of Belgium Gove  2.150  6/22/2066  EUR 70.907
Lehman Brothers Treasur  3.400  9/21/2009  HKD  0.100
Lehman Brothers Treasur  5.200  11/9/2011  EUR  0.100
Sidetur Finance BV      10.000  4/20/2016  USD  0.751
Lehman Brothers Treasur  4.350   8/8/2016  SGD  0.100
Nomura Bank Internation  0.400  11/5/2030  EUR 71.724
Lehman Brothers Treasur  7.625  7/22/2011  HKD  0.100
Ukraine Government Inte  7.750   9/1/2027  USD 28.958
Ukraine Government Inte  7.750   9/1/2028  USD 29.796
Ukraine Government Bond 15.500   9/4/2024  UAH 69.759
BNP Paribas SA           3.750  6/12/2040  AUD 72.620
LR Realkredit AS         1.000  10/1/2050  DKK 65.521
Aareal Bank AG           1.300  9/19/2031  EUR 68.990
Communaute Francaise de  0.749  9/16/2080  EUR 46.448
Hemso Fastighets AB      1.800   5/5/2032  EUR 73.105
Italy Buoni Poliennali   2.450   9/1/2050  EUR 68.384
Autonomous Community of  1.646  7/30/2060  EUR 50.428
Landesbank Hessen-Thuer  0.460  7/20/2032  EUR 69.840
Landesbank Hessen-Thuer  0.350  8/19/2030  EUR 74.503
Landesbank Baden-Wuertt  0.360  8/11/2031  EUR 72.711
BPCE SA                  2.160  10/6/2031  USD 73.572
Banco Santander SA       1.020   1/4/2034  EUR 68.351
Specialfastigheter Sver  1.215  5/14/2035  SEK 70.215
Ministeries Van de Vlaa  0.940  5/12/2050  EUR 48.721
UniCredit Bank AG        0.900  7/18/2031  EUR 74.390
Italy Buoni Poliennali   2.150   3/1/2072  EUR 56.033
Vacse AB                 2.067  4/20/2034  SEK 73.416
UniCredit Bank AG        1.560  1/20/2031  EUR 72.850
Landesbank Baden-Wuertt  0.440   5/7/2031  EUR 73.908
Landesbank Hessen-Thuer  0.631   5/2/2031  EUR 73.731
Assistance Publique Hop  1.800  4/10/2048  EUR 66.871
Deutsche Bank AG/London  0.500   4/5/2038  MXN 22.767
Landesbank Baden-Wuertt  0.710  11/9/2035  EUR 65.658
Vasakronan AB            2.390  1/17/2039  EUR 50.686
Region Centre            0.807  5/12/2040  EUR 60.593
Muenchener Hypothekenba  0.805  4/16/2036  EUR 66.971
Agence Francaise de Dev  1.774  3/24/2044  EUR 72.102
Nederlandse Waterschaps  1.577  12/9/2039  GBP 63.276
UBS AG/London           15.250 11/27/2023  CHF 37.500
Landesbank Hessen-Thuer  0.450   1/7/2032  EUR 73.265
DZ HYP AG                2.023  1/18/2058  EUR 66.494
Nederlandse Waterschaps  2.032  1/23/2058  EUR 73.795
Leonteq Securities AG/G 11.000  12/7/2023  CHF 20.000
Hypo-Bank Burgenland AG  2.010   2/7/2048  EUR 70.279
Landesbank Baden-Wuertt  0.550  11/9/2032  EUR 71.150
Landesbank Baden-Wuertt  5.250 10/27/2023  EUR 43.880
Bayerische Landesbank    1.850   3/5/2031  EUR 72.540
Goldman Sachs Internati  2.520   3/3/2036  USD 68.331
Norddeutsche Landesbank  0.750  7/23/2031  EUR 74.360
Hypo Vorarlberg Bank AG  0.920   7/8/2036  EUR 59.410
Barclays Bank PLC        2.000  10/8/2042  EUR 63.070
Norddeutsche Landesbank  1.600   4/5/2034  EUR 73.874
Sveriges Sakerstallda O  1.378  7/13/2046  SEK 60.377
Landesbank Baden-Wuertt  0.200  12/2/2030  EUR 72.690
BPCE SA                  1.920  12/9/2030  AUD 73.087
Kreditanstalt fuer Wied  0.951   9/9/2050  EUR 55.989
Caisse des Depots et Co  2.160  12/7/2050  AUD 51.935
Deutsche Bank AG         2.010 12/10/2052  EUR 59.793
Kuntarahoitus Oyj        0.815  2/24/2061  EUR 52.628
DZ Bank AG Deutsche Zen  0.420  2/17/2033  EUR 68.315
Landesbank Baden-Wuertt  0.490   6/9/2031  EUR 74.105
Norddeutsche Landesbank  1.560 10/20/2038  EUR 63.938
VTB Bank PJSC            9.670             USD 50.000
NRW Bank                 0.921 10/20/2041  EUR 66.421
Landesbank Baden-Wuertt  0.520  12/9/2031  EUR 73.056
DZ Bank AG Deutsche Zen  2.000 12/29/2031  EUR 72.480
Cie de Financement Fonc  1.695  12/4/2048  EUR 67.311
Landesbank Baden-Wuertt  0.400  2/12/2031  EUR 74.259
Nederlandse Waterschaps  1.370  3/23/2065  EUR 53.676
Landesbank Baden-Wuertt  0.660  10/9/2034  EUR 67.336
Hypo Vorarlberg Bank AG  0.500  6/23/2031  EUR 71.006
Berlin Hyp AG            0.625  6/30/2031  EUR 73.104
Citigroup Global Market  1.500  5/13/2051  EUR 54.037
Landesbank Baden-Wuertt  0.740   6/2/2036  EUR 64.536
Italy Buoni Poliennali   2.150   9/1/2052  EUR 62.528
Natixis SA               2.720  5/27/2036  USD 71.624
Rikshem AB               3.250  5/31/2041  AUD 60.150
Vasakronan AB            2.277  3/11/2039  EUR 49.981
HSBC Continental Europe  2.025  3/19/2049  EUR 64.548
HYPO NOE Landesbank fue  1.790  8/18/2037  EUR 67.925
Cooperatieve Rabobank U  2.250  9/15/2047  EUR 66.517
Communaute Francaise de  1.600  6/22/2047  EUR 65.295
HYPO NOE Landesbank fue  2.080  10/5/2037  EUR 70.570
Natixis SA               2.520  8/24/2036  AUD 62.026
Landesbank Hessen-Thuer  0.500  12/3/2031  EUR 72.026
UBS AG/London            7.000  9/22/2023  CHF 72.600
Aareal Bank AG           1.475  7/19/2029  EUR 71.951
DZ Bank AG Deutsche Zen  0.250  1/21/2033  EUR 73.447
Raiffeisen Bank Interna  0.370   2/3/2033  EUR 62.343
Landesbank Baden-Wuertt  0.260  7/29/2030  EUR 74.912
Regie Autonome des Tran  1.900  6/26/2048  EUR 70.929
Nederlandse Waterschaps  1.955  6/28/2058  EUR 73.185
DekaBank Deutsche Giroz  7.500  5/31/2024  EUR 70.330
Single Platform Investm  1.475  10/5/2043  JPY 73.718
Landesbank Baden-Wuertt  0.650  12/1/2031  EUR 74.234
Landesbank Hessen-Thuer  0.300  9/15/2031  EUR 71.105
Regie Autonome des Tran  0.640  8/13/2041  EUR 60.019
State of Saxony-Anhalt   1.808  5/15/2048  EUR 73.599
Assistance Publique Hop  0.647  7/17/2040  EUR 61.137
Societe Generale SA      2.710   7/8/2035  AUD 61.674
Credit Mutuel Arkea SA   0.730 10/14/2036  EUR 61.592
Single Platform Investm  2.230  4/15/2044  EUR 73.383
Aktia Bank Oyj           0.990  1/15/2035  EUR 68.235
Deutsche Bank AG/London  4.320  6/15/2037  AUD 73.167
SNCF Reseau              2.303  7/11/2067  EUR 64.766
Landesbank Baden-Wuertt  0.790  5/16/2033  EUR 71.558
Bayerische Landesbank    0.770  6/18/2032  EUR 72.553
Nederlandse Waterschaps  0.932  12/2/2060  EUR 47.288
Ville de Paris           0.758  8/20/2060  EUR 37.571
Caisse des Depots et Co  2.345  1/29/2050  AUD 54.908
UniCredit Bank AG        7.600  2/19/2024  EUR 69.500
DZ Bank AG Deutsche Zen  0.700  8/24/2033  EUR 69.030
Assistance Publique Hop  0.750 11/30/2039  EUR 63.319
Credit Agricole Corpora  2.700   6/3/2035  AUD 70.795
United Kingdom Gilt      0.625 10/22/2050  GBP 38.894
Agence Francaise de Dev  2.360 10/17/2044  AUD 58.765
Single Platform Investm  1.156  2/12/2041  EUR 62.593
Hypo-Bank Burgenland AG  1.010 10/29/2049  EUR 56.518
SAir Group               5.125   3/1/2003  CHF 10.172
Credit Agricole Corpora 10.500  2/16/2027  TRY 58.839
Vasakronan AB            2.050  5/28/2044  EUR 45.781
HSBC Continental Europe  2.890  9/11/2039  AUD 60.754
NRW Bank                 0.473  6/23/2049  EUR 53.177
Caisse des Depots et Co  2.630  9/16/2049  AUD 58.925
State of Rhineland-Pala  0.500  7/30/2036  EUR 71.317
Lloyds Bank PLC          2.450  7/20/2048  EUR 64.112
Societe Generale SA      2.370  9/17/2035  AUD 58.536
Single Platform Investm  1.200 11/15/2037  EUR 67.258
Caisse des Depots et Co  2.340 11/27/2049  AUD 54.926
DZ Bank AG Deutsche Zen  0.625   1/7/2032  EUR 72.827
Landesbank Baden-Wuertt  0.540  10/7/2031  EUR 73.504
Communaute Francaise de  1.728  4/11/2049  EUR 67.056
Barclays Bank PLC        2.730  9/27/2024  EUR 61.480
Landesbank Hessen-Thuer  0.350 10/13/2031  EUR 71.269
Landesbank Hessen-Thuer  1.000 10/14/2036  EUR 63.650
Lehman Brothers Treasur 13.150 10/30/2008  USD  0.100
Muenchener Hypothekenba  1.172 10/30/2047  EUR 64.140
Assistance Publique Hop  1.665  4/10/2049  EUR 63.808
BNG Bank NV              1.873 11/24/2047  EUR 71.818
ECM Real Estate Investm  5.000  10/9/2011  EUR 15.375
Erste Group Bank AG      1.200  2/11/2040  EUR 54.416
Landesbank Hessen-Thuer  0.400   2/4/2031  EUR 73.808
NRW Bank                 1.020   8/1/2049  EUR 55.942
Leonteq Securities AG/G 20.000   2/2/2024  CHF 38.700
Societe Generale SA      1.100  2/20/2034  EUR 71.011
Ministeries Van de Vlaa  0.600 11/19/2055  EUR 36.910
Kuntarahoitus Oyj        1.557  3/29/2052  EUR 74.100
DZ Bank AG Deutsche Zen  0.660 11/23/2035  EUR 63.500
Banque Internationale a  0.480 11/13/2030  EUR 72.712
DZ Bank AG Deutsche Zen  0.100 11/15/2030  EUR 74.121
Deutsche Pfandbriefbank  0.613  9/30/2032  EUR 64.879
Kreditanstalt fuer Wied  1.027 10/26/2050  EUR 57.308
Berlin Hyp AG            0.055 10/16/2030  EUR 73.563
Gold-Zack AG             7.000 12/14/2005  EUR  4.402
Lloyds Bank PLC          2.255   2/9/2036  EUR 72.274
DZ HYP AG                1.060  7/28/2036  EUR 73.740
Bayerische Landesbank    0.940  7/16/2032  EUR 74.784
DZ Bank AG Deutsche Zen  1.060  6/24/2032  EUR 74.659
Credit Agricole Corpora 10.200   8/6/2026  TRY 61.658
Vasakronan AB            3.270  6/26/2034  AUD 72.443
Landesbank Baden-Wuertt  0.750  8/12/2039  EUR 64.410
Landesbank Saar          0.720  6/29/2035  EUR 65.961
Landesbank Baden-Wuertt  1.300  6/21/2049  EUR 56.672
Nomura Bank Internation  1.415  1/27/2042  EUR 59.972
DZ HYP AG                1.226  8/25/2036  EUR 66.111
Aareal Bank AG           0.255  9/17/2029  EUR 70.768
Aareal Bank AG           0.380  9/16/2031  EUR 63.395
Barclays Bank PLC        3.020  3/26/2051  USD 57.828
Autonomous Community of  1.931   4/4/2042  EUR 70.464
Deutsche Bank AG         0.510  9/16/2031  EUR 74.547
Landesbank Baden-Wuertt  0.370 10/20/2031  EUR 72.415
Region de Bruxelles-Cap  0.450 12/22/2056  EUR 33.626
State of North Rhine-We  1.450  1/19/2122  EUR 46.365
Landesbank Hessen-Thuer  0.700  2/24/2032  EUR 72.909
Bankinter SA             1.200   6/5/2035  EUR 73.114
Landesbank Baden-Wuertt  0.590  9/22/2034  EUR 66.843
Landesbank Baden-Wuertt  0.060  10/4/2030  EUR 73.290
Nederlandse Waterschaps  0.781  2/28/2050  EUR 53.871
State of Lower Austria   1.750   5/2/2047  EUR 69.179
Lloyds Banking Group PL  0.995  2/15/2038  JPY 74.956
Turkey Government Bond  10.280  9/15/2027  TRY 68.500
Leonteq Securities AG    8.000 11/29/2023  CHF 63.550
Landesbank Hessen-Thuer  0.350  5/27/2031  EUR 74.218
Caisse des Depots et Co  1.960   2/1/2048  EUR 68.104
Kingdom of Belgium Gove  1.700  6/22/2050  EUR 68.185
Landesbank Baden-Wuertt  7.800  3/22/2024  EUR 49.160
Kreditanstalt fuer Wied  1.142  2/15/2042  EUR 69.950
Caisse des Depots et Co  1.000  2/26/2051  EUR 50.395
Kuntarahoitus Oyj        1.005  12/7/2060  EUR 56.374
Ukraine Government Inte  9.990  5/22/2024  UAH 68.277
Raiffeisen Switzerland  20.000  2/20/2024  CHF 49.970
Norddeutsche Landesbank  1.100 10/13/2034  EUR 68.290
Russian Federal Bond -   7.100  5/15/2041  RUB 69.651
Banco Santander SA       1.000  1/14/2034  EUR 68.860
Vasakronan AB            3.300  1/14/2042  AUD 60.647
UBS AG/London            1.860  2/28/2049  EUR 65.155
Republic of Poland Gove  2.000   3/8/2049  EUR 65.795
Aareal Bank AG           1.465  7/24/2029  EUR 71.837
Region Wallonne Belgium  0.250 12/29/2036  EUR 62.292
Land Berlin              0.100  1/18/2041  EUR 56.679
State of North Rhine-We  0.200  1/27/2051  EUR 43.134
Raiffeisen Switzerland  17.500 12/27/2023  CHF 41.590
Agence Francaise de Dev  0.537  7/16/2040  EUR 62.065
Societe Generale SA      4.740  3/24/2030  USD 72.137
Ukraine Government Bond  9.500 12/11/2024  UAH 62.310
Goldman Sachs Internati  2.034   7/7/2036  EUR 70.122
Ville de Paris           0.760  5/25/2066  EUR 35.585
Italy Buoni Poliennali   1.700   9/1/2051  EUR 57.144
French Republic Governm  0.750  5/25/2052  EUR 51.536
Region Auvergne-Rhone-A  0.800  5/22/2040  EUR 61.365
BNP Paribas SA           1.000  1/23/2040  MXN 21.453
Norddeutsche Landesbank  1.350   2/3/2038  EUR 62.474
Landesbank Hessen-Thuer  0.600 10/27/2034  EUR 66.063
Ireland Government Bond  1.500  5/15/2050  EUR 67.258
Gazprom PJSC             4.510 10/21/2043  RUB 70.000
Deutsche Pfandbriefbank  4.120  11/3/2031  EUR 59.297
Erste Group Bank AG      0.940  5/22/2034  EUR 64.205
Barclays Bank PLC        1.750  9/29/2032  USD 68.690
MOL Hungarian Oil & Gas  1.100  9/22/2030  HUF 58.500
Lehman Brothers Treasur  5.100   5/8/2017  HKD  0.100
United Kingdom Gilt      0.875  7/31/2033  GBP 71.615
Leonteq Securities AG/G  5.000   9/6/2023  CHF 71.390
Santander International  2.770   7/2/2035  USD 69.417
Ukraine Government Bond 15.840  2/26/2025  UAH 71.966
Realkredit Danmark A/S   0.500  10/1/2050  DKK 67.417
SNCF Reseau              1.100 10/27/2036  EUR 73.338
Cattles Ltd              8.125   7/5/2017  GBP  0.027
Lehman Brothers Treasur 13.000  7/25/2012  EUR  0.100
Lehman Brothers Treasur  2.500  8/23/2012  GBP  0.100
Lehman Brothers Treasur  0.500 12/20/2017  USD  0.100
Lehman Brothers Treasur  4.000   1/4/2011  USD  0.100
Lehman Brothers Treasur  4.800 11/16/2012  HKD  0.100
Lehman Brothers Treasur  3.500 12/20/2027  USD  0.100
Lehman Brothers Treasur 11.000 12/20/2017  AUD  0.100
Lehman Brothers Treasur 11.000 12/20/2017  AUD  0.100
Lehman Brothers Treasur  0.500 12/20/2017  AUD  0.100
Lehman Brothers Treasur  6.650  8/24/2011  AUD  0.100
Turkey Government Bond  11.000  2/24/2027  TRY 74.200
BLT Finance BV          12.000  2/10/2015  USD 10.500
State of Lower Austria   0.400 10/13/2050  EUR 45.266
Perrigo Co PLC           5.300 11/15/2043  USD 72.569
Virgolino de Oliveira F 11.750   2/9/2022  USD  0.628
Pescanova SA             8.750  2/17/2019  EUR  1.047
Elli Investments Ltd    12.250  6/15/2020  GBP 52.250
Landesbank Baden-Wuertt  0.905   4/1/2041  EUR 50.827
Aktia Bank Oyj           0.550  3/17/2031  EUR 74.578
Norddeutsche Landesbank  0.775  4/20/2033  EUR 68.997
Landesbank Hessen-Thuer  0.350  4/21/2031  EUR 74.512
Ville de Paris           0.395 12/18/2045  EUR 47.873
Bank Julius Baer & Co L 13.200 11/30/2023  CHF 23.000
Bank Julius Baer & Co L  8.600 11/30/2023  CHF 57.950
BNP Paribas Emissions-   9.400  9/21/2023  EUR 71.250
DZ Bank AG Deutsche Zen 24.300  9/22/2023  EUR 66.520
DZ Bank AG Deutsche Zen 22.200 12/22/2023  EUR 71.120
DZ Bank AG Deutsche Zen 24.700 12/22/2023  EUR 64.030
UBS AG/London           15.000  8/31/2023  CHF 32.950
Vontobel Financial Prod 20.500  9/22/2023  EUR 63.610
SG Issuer SA             5.000  5/30/2029  EUR 37.650
Credit Suisse AG/London 16.750  8/29/2023  CHF 34.010
Leonteq Securities AG/G 30.000   9/1/2023  CHF 29.010
Leonteq Securities AG/G 27.000   9/1/2023  CHF 34.120
Leonteq Securities AG/G 22.000   9/6/2023  USD 48.270
Leonteq Securities AG/G 17.000  12/5/2023  CHF 40.270
Bank Julius Baer & Co L 21.850 10/11/2023  CHF 26.000
UBS AG/London           11.750  10/5/2023  EUR 61.600
Zurcher Kantonalbank Fi  7.100  10/6/2023  CHF 54.160
DZ Bank AG Deutsche Zen 22.700  9/22/2023  EUR 68.860
Barclays Bank PLC        1.450  9/24/2038  MXN 26.588
Nederlandse Waterschaps  1.900 10/29/2048  EUR 74.318
Agence Francaise de Dev  1.911 10/26/2048  EUR 70.461
BNG Bank NV              1.938   5/3/2048  EUR 72.493
Vontobel Financial Prod 15.000  9/22/2023  EUR 74.620
Nordea Bank Abp          8.270  7/20/2027  SEK 73.625
Bank Vontobel AG        20.000   1/5/2024  CHF 43.600
DZ Bank AG Deutsche Zen  7.250  9/25/2024  EUR 71.200
DZ Bank AG Deutsche Zen  8.000  3/20/2024  EUR 74.620
DZ Bank AG Deutsche Zen  6.750 12/20/2023  EUR 71.830
Vontobel Financial Prod 18.000  9/22/2023  EUR 71.960
Vontobel Financial Prod 24.500  9/22/2023  EUR 72.870
Vontobel Financial Prod 23.500  9/22/2023  EUR 74.370
Vontobel Financial Prod 14.000  9/22/2023  EUR 69.850
Vontobel Financial Prod 16.500  9/22/2023  EUR 74.470
Vontobel Financial Prod  8.000  9/22/2023  EUR 67.850
Vontobel Financial Prod 19.500  9/22/2023  EUR 61.320
Vontobel Financial Prod 17.000  9/22/2023  EUR 64.960
Vontobel Financial Prod 16.000  9/22/2023  EUR 66.960
Vontobel Financial Prod 19.500  9/22/2023  EUR 16.990
Vontobel Financial Prod 11.500  9/22/2023  EUR 64.220
Vontobel Financial Prod 14.500  9/22/2023  EUR 59.530
Vontobel Financial Prod 14.000  9/22/2023  EUR 71.360
Vontobel Financial Prod 11.000  9/22/2023  EUR 73.570
Vontobel Financial Prod 10.500  9/22/2023  EUR 74.580
Vontobel Financial Prod 18.000  9/22/2023  EUR 69.750
Vontobel Financial Prod 20.500  9/22/2023  EUR 64.980
Muenchener Hypothekenba  0.620  7/22/2033  EUR 70.990
Landwirtschaftliche Ren  0.400  7/29/2036  EUR 69.721
DZ Bank AG Deutsche Zen  0.530  7/26/2033  EUR 67.628
DZ Bank AG Deutsche Zen  0.650   8/5/2036  EUR 68.251
Landesbank Baden-Wuertt  9.300 11/22/2024  EUR 72.890
Landesbank Baden-Wuertt  9.500  6/28/2024  EUR 69.140
HSBC Trinkaus & Burkhar 16.400  9/22/2023  EUR 55.220
HSBC Trinkaus & Burkhar 10.700 12/22/2023  EUR 59.550
HSBC Trinkaus & Burkhar  5.300 12/22/2023  EUR 66.240
HSBC Trinkaus & Burkhar 12.300  3/22/2024  EUR 60.390
HSBC Trinkaus & Burkhar  8.100  9/27/2024  EUR 66.050
HSBC Trinkaus & Burkhar  6.400  9/27/2024  EUR 69.370
HSBC Trinkaus & Burkhar  5.000  9/27/2024  EUR 73.530
HSBC Trinkaus & Burkhar 15.100 12/22/2023  EUR 58.570
HSBC Trinkaus & Burkhar  9.400  3/22/2024  EUR 63.560
HSBC Trinkaus & Burkhar  6.700  3/22/2024  EUR 67.690
Kuntarahoitus Oyj        1.200  7/21/2061  EUR 60.445
DZ Bank AG Deutsche Zen  0.640 12/30/2030  EUR 74.400
SG Issuer SA             0.015  11/7/2033  EUR 64.360
SG Issuer SA             0.021  8/15/2033  EUR 55.460
Landesbank Baden-Wuertt  2.100  8/22/2025  EUR 67.820
Landesbank Baden-Wuertt  3.000  8/22/2025  EUR 72.780
DZ Bank AG Deutsche Zen  0.500  8/18/2036  EUR 60.304
DZ Bank AG Deutsche Zen  0.110  8/17/2032  EUR 67.584
DekaBank Deutsche Giroz  3.550  8/11/2025  EUR 68.850
Hunland Feed Kft         2.880  7/21/2031  HUF 72.910
Norddeutsche Landesbank  0.400  8/13/2031  EUR 71.901
Norddeutsche Landesbank  1.000  8/13/2036  EUR 62.380
Landesbank Baden-Wuertt  3.050  8/28/2026  EUR 72.230
Landesbank Hessen-Thuer  0.550  8/19/2032  EUR 70.247
Landesbank Hessen-Thuer  0.450  8/19/2031  EUR 72.259
Landesbank Hessen-Thuer  0.750  8/19/2036  EUR 61.080
Norddeutsche Landesbank  0.850  8/25/2036  EUR 61.082
Leonteq Securities AG   12.000 10/19/2023  CHF 69.020
Landesbank Hessen-Thuer  1.650  5/27/2030  EUR 29.010
SG Issuer SA             1.600  4/21/2034  EUR 67.440
Nordea Bank Abp          2.000  4/29/2027  SEK 58.540
Raiffeisen Schweiz Geno  8.000 10/11/2023  CHF 62.280
Raiffeisen Schweiz Geno  5.900  4/11/2024  CHF 71.460
UBS AG/London           18.000   4/8/2024  CHF 62.700
BNP Paribas Emissions-   3.000  4/21/2026  EUR 58.350
Raiffeisen Bank Interna  8.311  9/20/2023  EUR 66.940
Raiffeisen Bank Interna  8.450  9/20/2023  EUR 73.710
Raiffeisen Bank Interna  8.311  9/20/2023  EUR 56.530
Raiffeisen Bank Interna  9.696  9/20/2023  EUR 52.940
Raiffeisen Bank Interna 11.082  9/20/2023  EUR 50.590
Bank Vontobel AG        10.250  10/9/2023  CHF 43.000
Bank Vontobel AG         8.750  10/9/2023  CHF 48.500
UBS AG/London           18.000  4/15/2024  USD 66.450
Leonteq Securities AG    5.000 10/12/2023  CHF 73.450
BNG Bank NV              1.890 11/14/2048  EUR 71.347
HSBC Trinkaus & Burkhar  8.600  9/27/2024  EUR 69.040
HSBC Trinkaus & Burkhar  6.700  9/27/2024  EUR 72.400
Leonteq Securities AG/G 12.000 10/10/2023  CHF 28.160
Leonteq Securities AG/G 23.200 10/10/2023  CHF 70.140
Raiffeisen Switzerland   6.000  10/7/2024  CHF 61.540
Erste Group Bank AG      2.000  4/20/2037  EUR 67.555
Zurcher Kantonalbank Fi  9.400 10/11/2023  EUR 73.090
SG Issuer SA             1.600  4/18/2034  EUR 73.520
Leonteq Securities AG   10.000 10/11/2023  CHF 71.880
UBS AG/London           17.400  4/14/2027  SEK 44.430
UBS AG/London           14.250   4/8/2024  USD 58.050
UBS AG/London           14.500  10/6/2023  CHF 27.520
UBS AG/London           10.750   4/8/2024  CHF 71.000
Zurcher Kantonalbank Fi  7.000  10/6/2023  CHF 71.130
Raiffeisen Bank Interna  9.696  9/20/2023  EUR 65.420
Raiffeisen Bank Interna 11.082  9/20/2023  EUR 64.320
Agence Francaise de Dev  1.954 11/13/2053  EUR 67.979
Bank Vontobel AG        14.000  10/9/2023  CHF 28.000
Bank Vontobel AG        19.000   4/9/2024  CHF 48.300
Vontobel Financial Prod 21.000 12/22/2023  EUR 73.760
Vontobel Financial Prod 22.000  9/22/2023  EUR 72.930
Vontobel Financial Prod 21.000  9/22/2023  EUR 75.000
Region de Bruxelles-Cap  1.646  11/2/2038  EUR 73.875
Landesbank Baden-Wuertt  2.650 10/27/2023  EUR 60.470
Leonteq Securities AG/G 28.180  10/6/2023  CHF 46.690
Leonteq Securities AG/G 23.000 10/10/2023  CHF 43.740
UBS AG/London            5.250  9/11/2023  EUR 67.160
Vontobel Financial Prod 25.200   2/5/2024  USD 72.940
Vontobel Financial Prod 25.750   2/5/2024  USD 74.510
Kommunekredit            2.200  9/27/2041  AUD 61.804
Raiffeisen Schweiz Geno  4.000  9/27/2024  CHF 21.620
Citigroup Global Market 14.760  10/2/2023  EUR 59.890
Region Auvergne-Rhone-A  0.543  9/28/2036  EUR 66.319
Region Provence-Alpes-C  0.569  10/1/2038  EUR 63.866
Region Occitanie         0.776  10/6/2041  EUR 60.443
Region Occitanie         0.580  10/6/2036  EUR 65.706
NRW Bank                 0.300  9/29/2033  EUR 74.785
Muenchener Hypothekenba  0.562  9/30/2031  EUR 74.559
Nordea Bank Abp          0.620 10/14/2026  SEK 53.510
Landesbank Hessen-Thuer  0.780  10/4/2035  EUR 65.442
Landesbank Hessen-Thuer  0.800  1/18/2036  EUR 64.957
Deutsche Bank AG         2.530  10/7/2036  USD 66.722
Landesbank Hessen-Thuer  1.500  10/1/2036  EUR 64.700
Natixis SA               2.780  10/5/2036  AUD 64.136
Raiffeisen Schweiz Geno  5.850  10/4/2023  CHF 62.140
Citigroup Global Market  2.540  9/13/2024  EUR 59.050
Sberbank of Russia PJSC  0.010  10/3/2028  RUB 67.010
Citigroup Global Market  2.950  9/29/2041  AUD 59.521
Credit Agricole Corpora 15.700  10/7/2026  TRY 67.734
Erste Group Bank AG      1.010  10/7/2041  EUR 49.664
Landesbank Baden-Wuertt  7.800  1/24/2025  EUR 69.580
Kuntarahoitus Oyj        0.939  2/15/2050  EUR 63.561
Region de Bruxelles-Cap  0.760  9/15/2038  EUR 64.179
Kommunekredit            1.000  4/23/2035  SEK 72.638
Region de Bruxelles-Cap  1.020  4/30/2060  EUR 40.739
Basque Government        2.000  4/30/2059  EUR 59.304
Kreditanstalt fuer Wied  0.693   2/8/2050  EUR 50.199
Landesbank Hessen-Thuer  1.300   6/4/2035  EUR 70.712
Regie Autonome des Tran  1.070  4/28/2050  EUR 53.494
AutoWallis Nyrt          3.000  4/15/2030  HUF 71.890
Banque et Caisse d'Epar  1.270   5/7/2045  EUR 68.612
Vasakronan AB            2.162   5/4/2040  SEK 63.571
Landesbank Hessen-Thuer  1.000  6/12/2035  EUR 74.600
Kuntarahoitus Oyj        0.870 10/11/2050  EUR 61.940
Single Platform Investm  0.754  9/20/2039  EUR 59.783
Region of Pays de la Lo  0.729  5/12/2036  EUR 68.717
Landesbank Baden-Wuertt  0.327   5/7/2038  EUR 62.980
BPCE SFH SA              0.430   5/7/2040  EUR 59.748
Landesbank Baden-Wuertt  0.880  5/29/2034  EUR 70.003
Landesbank Baden-Wuertt  0.820  5/27/2032  EUR 73.943
DZ Bank AG Deutsche Zen  1.250  5/25/2035  EUR 69.841
DZ Bank AG Deutsche Zen  1.000  5/25/2032  EUR 74.589
Landesbank Baden-Wuertt  0.850  5/27/2033  EUR 71.956
DZ Bank AG Deutsche Zen  1.040  5/15/2034  EUR 70.127
Landesbank Hessen-Thuer  1.000  6/12/2035  EUR 67.800
Erste Group Bank AG      0.560  9/29/2033  EUR 63.894
Leonteq Securities AG/G  7.000  10/4/2023  CHF 40.540
Leonteq Securities AG    7.400  10/4/2023  CHF 64.760
Corner Banca SA          7.000  10/4/2023  CHF 71.210
DZ Bank AG Deutsche Zen  0.850 10/15/2036  EUR 70.026
Leonteq Securities AG/G  8.000  10/4/2023  USD 59.280
Greenergy Holding Vagyo  3.000  9/21/2031  HUF 72.032
BNP Paribas SA           1.275  10/2/2023  USD 11.670
Natixis SA               3.000 10/18/2051  USD 61.932
Landesbank Hessen-Thuer  0.650  10/6/2031  EUR 72.231
Muenchener Hypothekenba  1.495  10/5/2050  EUR 58.631
Commerzbank AG           0.900  10/7/2030  EUR 72.594
Commerzbank AG           0.800  10/5/2029  EUR 74.308
Landesbank Hessen-Thuer  0.700  11/4/2033  EUR 68.270
Leonteq Securities AG/G  8.090  10/4/2023  CHF 52.880
BNP Paribas SA           1.010  10/5/2035  EUR 65.772
Erste Group Bank AG      4.500  11/2/2025  EUR 47.000
Landesbank Hessen-Thuer  0.900 11/10/2036  EUR 64.197
Citigroup Global Market  1.150  10/6/2036  EUR 64.986
Citigroup Global Market  1.080  10/1/2036  EUR 64.636
Sberbank of Russia PJSC  0.010  10/5/2028  RUB 74.500
Landesbank Hessen-Thuer  1.250 11/10/2036  EUR 65.150
Berlin Hyp AG            0.400  10/7/2031  EUR 72.285
Citigroup Global Market  1.050  5/20/2036  EUR 64.641
Region Centre            0.662  5/12/2034  EUR 72.707
Region Centre            0.552  5/12/2033  EUR 74.361
DZ Bank AG Deutsche Zen 15.400  6/28/2024  EUR 60.000
DZ Bank AG Deutsche Zen 20.400  3/22/2024  EUR 56.140
DZ Bank AG Deutsche Zen 22.000  3/22/2024  EUR 55.730
UniCredit Bank AG       11.900  3/22/2024  EUR 66.220
UniCredit Bank AG       13.300  3/22/2024  EUR 65.060
UniCredit Bank AG       13.400  6/28/2024  EUR 64.050
Ministeries Van de Vlaa  1.863  2/28/2048  EUR 66.300
Single Platform Investm  0.840  6/20/2043  EUR 57.738
Landesbank Baden-Wuertt  0.780  4/21/2036  EUR 65.147
Credit Agricole CIB Fin  1.000  4/26/2036  EUR 65.488
Landesbank Baden-Wuertt  0.610  5/11/2034  EUR 67.857
Barclays Bank PLC        3.020  4/23/2036  NZD 72.932
UniCredit Bank AG        4.900  5/14/2024  USD 68.890
Raiffeisen-Landesbank T  1.140  4/26/2051  EUR 56.360
Caisse des Depots et Co  1.275   5/5/2051  EUR 54.851
DZ Bank AG Deutsche Zen 18.900  3/22/2024  EUR 56.660
DZ Bank AG Deutsche Zen 16.400  6/28/2024  EUR 59.400
DZ Bank AG Deutsche Zen 17.400  6/28/2024  EUR 58.870
DZ Bank AG Deutsche Zen 18.500  6/28/2024  EUR 58.480
DZ Bank AG Deutsche Zen 10.400  6/28/2024  EUR 70.190
UniCredit Bank AG       15.500 12/22/2023  EUR 61.380
BNP Paribas Emissions-   5.300   9/1/2023  EUR 62.790
Sberbank of Russia PJSC  0.010  2/26/2027  RUB 74.800
Leonteq Securities AG/G 11.000  8/28/2023  USD 55.170
Caisse des Depots et Co  1.140  2/25/2037  EUR 71.786
Nederlandse Waterschaps  1.437   3/4/2042  EUR 71.929
Credit Agricole CIB Fin  1.750   3/3/2037  EUR 72.890
Bank Vontobel AG        11.000  2/23/2024  CHF 27.500
Raiffeisen Bank Interna 14.384  9/20/2023  EUR 67.960
Vontobel Financial Prod 11.500  9/22/2023  EUR 58.540
UBS AG/London            7.250  2/12/2024  CHF 56.600
Vontobel Financial Prod 19.000  9/22/2023  EUR 69.200
Vontobel Financial Prod 16.500  9/22/2023  EUR 72.940
Vontobel Financial Prod 17.500  9/22/2023  EUR 70.950
Vontobel Financial Prod 15.500  9/22/2023  EUR 74.820
Vontobel Financial Prod 18.000  9/22/2023  EUR 61.260
Vontobel Financial Prod 20.500  9/22/2023  EUR 58.040
Vontobel Financial Prod 11.500  9/22/2023  EUR 73.760
Vontobel Financial Prod 17.000  9/22/2023  EUR 62.990
Vontobel Financial Prod 22.000  9/22/2023  EUR 71.750
HSBC Trinkaus & Burkhar 12.700  9/22/2023  EUR 69.200
HSBC Trinkaus & Burkhar 23.300  9/22/2023  EUR 59.250
HSBC Trinkaus & Burkhar 14.000 12/22/2023  EUR 28.790
DZ Bank AG Deutsche Zen 14.900  9/22/2023  EUR 72.730
DZ Bank AG Deutsche Zen 23.000  9/22/2023  EUR 50.730
DZ Bank AG Deutsche Zen 20.200  9/22/2023  EUR 57.940
Vontobel Financial Prod 13.000  9/22/2023  EUR 68.390
Vontobel Financial Prod 14.500  9/22/2023  EUR 66.660
Vontobel Financial Prod 11.500  9/22/2023  EUR 72.240
Vontobel Financial Prod 10.500  9/22/2023  EUR 74.390
Vontobel Financial Prod 17.500  9/22/2023  EUR 61.860
Vontobel Financial Prod 15.500  9/22/2023  EUR 64.980
Vontobel Financial Prod 18.500  9/22/2023  EUR 57.280
Vontobel Financial Prod 20.000  9/22/2023  EUR 63.540
Vontobel Financial Prod 18.000  9/22/2023  EUR 66.330
Vontobel Financial Prod 17.500  9/22/2023  EUR 67.420
Vontobel Financial Prod 19.000  9/22/2023  EUR 65.430
Vontobel Financial Prod 15.000  9/22/2023  EUR 71.810
UniCredit Bank AG        0.900  3/24/2036  EUR 66.130
Landesbank Hessen-Thuer  0.550  4/16/2031  EUR 73.814
DZ Bank AG Deutsche Zen  0.700  4/29/2036  EUR 69.659
Raiffeisen Switzerland  10.000  4/16/2024  USD 58.620
Citigroup Global Market  2.500  4/29/2025  EUR 51.670
Citigroup Global Market  2.560  4/29/2025  EUR 37.650
Nomura Bank Internation  1.130  4/23/2036  EUR 65.051
Otthon Centrum Holding   3.000  4/19/2031  HUF 69.900
DekaBank Deutsche Giroz  2.400  5/17/2024  EUR 40.460
UBS AG/London            7.800  4/20/2026  EUR 51.160
Landesbank Baden-Wuertt  0.540  4/21/2033  EUR 69.790
Landesbank Hessen-Thuer  1.050  5/28/2036  EUR 66.352
Bank Vontobel AG         7.501 10/16/2023  CHF 58.600
Single Platform Investm  1.000   7/8/2034  EUR 71.482
Credit Agricole Corpora  3.020  4/22/2036  AUD 71.329
Landesbank Baden-Wuertt  0.500  5/11/2032  EUR 71.779
Landesbank Baden-Wuertt  0.710  5/12/2036  EUR 64.366
Leonteq Securities AG    4.500 10/23/2023  CHF 16.170
Raiffeisen Switzerland   7.000 10/19/2023  CHF 52.500
DZ Bank AG Deutsche Zen 23.000  3/22/2024  EUR 62.340
Vontobel Financial Prod 12.250  3/22/2024  EUR 65.090
Deutsche Bank AG/London 12.780  3/16/2028  TRY 54.886
DZ HYP AG                1.528  3/12/2040  EUR 72.800
Caisse des Depots et Co  1.790  3/13/2048  EUR 66.293
DZ Bank AG Deutsche Zen  0.710  4/30/2035  EUR 64.893
DZ Bank AG Deutsche Zen  0.750  4/28/2036  EUR 70.212
Landesbank Hessen-Thuer  0.700   6/3/2033  EUR 70.444
Kreditanstalt fuer Wied  1.000  4/27/2041  EUR 68.426
Citigroup Global Market  3.200  4/27/2051  AUD 54.780
Opus Global Nyrt         3.200  4/29/2031  HUF 71.000
Landesbank Hessen-Thuer  0.650  4/28/2031  EUR 73.663
Caisse des Depots et Co  1.290   5/5/2051  EUR 55.102
Landeskreditbank Baden-  0.842   5/3/2041  EUR 67.424
UBS AG/London           13.500  4/29/2024  USD 59.420
Barclays Bank PLC        2.000   5/7/2036  MXN 27.184
Landesbank Baden-Wuertt  2.400 11/24/2023  EUR 72.880
Credit Agricole Corpora 15.000  6/18/2026  TRY 71.643
Single Platform Investm  0.750  8/15/2050  EUR 47.600
Region Nouvelle-Aquitai  0.777  5/12/2041  EUR 61.168
Landesbank Hessen-Thuer  0.500   6/4/2031  EUR 73.140
UniCredit Bank AG        4.850  5/23/2025  EUR 74.900
DZ Bank AG Deutsche Zen  0.200   6/2/2031  EUR 72.021
UniCredit Bank AG        0.610   5/2/2033  EUR 70.419
Landesbank Hessen-Thuer  0.680 10/12/2033  EUR 69.377
Natixis SA               4.530  3/16/2048  AUD 70.089
Natixis SA               4.540  3/27/2048  AUD 70.193
Arkea Home Loans SFH SA  1.534  3/31/2043  EUR 71.989
Bank of Ireland Mortgag  1.548  4/17/2043  EUR 71.140
Hypo Tirol Bank AG       1.530  4/10/2043  EUR 69.519
Societe Generale SA      2.300  4/20/2048  EUR 71.685
Goldman Sachs Internati  2.200  3/29/2048  EUR 58.569
Raiffeisen-Landesbank T  1.470   5/3/2069  EUR 51.445
Region de Bruxelles-Cap  0.930   5/3/2051  EUR 48.338
Landesbank Hessen-Thuer  0.800  7/30/2035  EUR 65.956
Credit Agricole Corpora  1.000  5/10/2036  EUR 66.184
Muenchener Hypothekenba  1.300   5/7/2061  EUR 54.434
UBS AG/London           13.000   5/6/2024  USD 57.930
Norddeutsche Landesbank  1.450  5/10/2039  EUR 61.697
Region Centre            0.725 12/12/2039  EUR 63.198
Autonomous Community of  1.550  5/11/2051  EUR 55.025
Region Centre            0.822  5/12/2041  EUR 58.978
Region Centre            0.834  5/12/2042  EUR 57.397
Autonomous Community of  1.250 10/31/2040  EUR 63.747
Landesbank Baden-Wuertt  4.100  6/27/2025  EUR 70.020
Vontobel Financial Prod 24.000  9/22/2023  EUR 74.030
Vontobel Financial Prod 24.500  9/22/2023  EUR 68.610
Vontobel Financial Prod 23.000  9/22/2023  EUR 71.880
Vontobel Financial Prod 10.000  9/22/2023  EUR 58.620
Vontobel Financial Prod 11.500  9/22/2023  EUR 71.110
Vontobel Financial Prod 18.000  9/22/2023  EUR 54.690
Bank Julius Baer & Co L 17.200  2/16/2024  CHF 66.400
Vontobel Financial Prod 20.000  9/22/2023  EUR 67.570
Vontobel Financial Prod 19.500  9/22/2023  EUR 59.600
Vontobel Financial Prod 15.500  9/22/2023  EUR 64.870
Vontobel Financial Prod 14.500  9/22/2023  EUR 66.870
Vontobel Financial Prod 13.500  9/22/2023  EUR 69.020
Vontobel Financial Prod 12.500  9/22/2023  EUR 71.270
HSBC Trinkaus & Burkhar 10.200 12/22/2023  EUR 73.370
HSBC Trinkaus & Burkhar 21.900  9/22/2023  EUR 62.560
HSBC Trinkaus & Burkhar  6.000 12/22/2023  EUR 38.420
Bank of Ireland Mortgag  1.574  3/31/2043  EUR 71.540
SG Issuer SA             8.700  1/20/2025  SEK 62.660
Natixis SA               4.510  4/12/2043  AUD 72.429
Raiffeisen-Landesbank S  1.922  4/19/2058  EUR 67.969
BPCE SFH SA              1.512  4/20/2043  EUR 69.496
Muenchener Hypothekenba  1.463  4/23/2041  EUR 72.145
Societe Generale SA      1.624  4/19/2035  EUR 74.680
BNG Bank NV              1.880  4/24/2048  EUR 71.576
Nederlandse Waterschaps  1.860  4/27/2048  EUR 73.705
BNG Bank NV              1.920  2/12/2048  EUR 73.173
UBS AG/London           13.750 12/11/2023  CHF 18.060
Caisse Francaise de Fin  1.668  2/23/2043  EUR 72.142
Swedbank Hypotek AB      1.669  2/27/2043  EUR 72.564
Bayerische Landesbank    0.520 11/26/2031  EUR 73.337
Zurcher Kantonalbank Fi 15.260  3/20/2024  CHF 64.700
Credit Suisse AG/London 15.250  3/20/2024  CHF 50.080
Credit Suisse AG/London 16.000  9/20/2023  CHF 42.670
Landesbank Baden-Wuertt  2.800 11/24/2023  EUR 74.920
Landesbank Hessen-Thuer  0.560  6/16/2031  EUR 73.441
Sovcombank Leasing OOO   9.250  5/19/2025  RUB 65.000
Leonteq Securities AG/G  5.200 11/29/2023  CHF 60.550
Leonteq Securities AG    7.800 11/29/2023  CHF 64.430
Leonteq Securities AG/G 10.000 11/29/2023  EUR 43.470
Raiffeisen Schweiz Geno  7.000 11/29/2023  CHF 58.030
Bank Vontobel AG         9.000 11/20/2023  EUR 69.500
Bank Vontobel AG         8.000 11/27/2023  EUR 31.900
Wirtschafts- und Infras  0.450  12/1/2038  EUR 64.567
Credit Suisse AG/London 16.500  3/22/2024  CHF 72.460
Landesbank Baden-Wuertt  3.250   1/2/2026  EUR 63.730
UBS AG/London            6.750  12/1/2023  CHF 63.700
UBS AG/London            7.750  12/1/2023  CHF 69.600
UBS AG/London            6.500  12/1/2023  CHF 62.550
UBS AG/London            7.250  12/1/2023  CHF 62.950
MET Hungary Solar Park   3.800  12/2/2031  HUF 74.100
Landesbank Hessen-Thuer  1.170  12/8/2036  EUR 66.814
Norddeutsche Landesbank  1.050  1/13/2037  EUR 62.731
Leonteq Securities AG/G 26.000 10/31/2023  CHF 28.240
UBS AG/London           16.500 10/26/2023  CHF 24.520
Vontobel Financial Prod  8.250  3/22/2024  EUR 63.345
DZ Bank AG Deutsche Zen  0.840 10/27/2031  EUR 73.970
DekaBank Deutsche Giroz  3.000 11/24/2025  EUR 66.500
DekaBank Deutsche Giroz  2.100 11/22/2024  EUR 67.620
DekaBank Deutsche Giroz  3.600 11/24/2023  EUR 70.550
Landesbank Baden-Wuertt  3.150 10/23/2026  EUR 73.260
Societe Generale SA      3.110 10/28/2041  AUD 54.342
Region Centre            0.924  11/2/2043  EUR 59.111
Landesbank Hessen-Thuer  0.750 10/27/2031  EUR 72.707
Region Centre            0.755  11/2/2037  EUR 65.480
Raiffeisen Schweiz Geno  8.700 10/25/2023  CHF 42.430
Republic of Ireland Int  1.210 10/27/2111  EUR 42.343
Landesbank Hessen-Thuer  0.650  4/28/2031  EUR 73.668
Caisse Francaise de Fin  1.699  1/18/2044  EUR 70.752
Corner Banca SA         22.000  9/19/2023  EUR 36.950
Lloyds Bank PLC          2.450   2/1/2049  EUR 63.837
UBS AG/London           16.000  9/14/2023  CHF 37.400
Bank Vontobel AG        13.000  3/18/2024  CHF 28.200
Bank Vontobel AG        16.500 12/18/2023  CHF 42.100
UniCredit Bank AG        6.600 11/18/2024  EUR 73.560
Landesbank Hessen-Thuer  2.000 11/25/2036  EUR 63.300
Communaute Francaise de  1.617   2/7/2039  EUR 71.357
Swedbank Hypotek AB      1.292  2/11/2037  EUR 74.480
Natixis SA               3.080 10/25/2036  AUD 66.621
NRW Bank                 1.085 10/26/2041  EUR 68.228
UBS AG/London           17.500 10/26/2023  CHF 42.000
SG Issuer SA             3.000 10/10/2034  ZAR 44.145
Landesbank Hessen-Thuer  0.750 11/24/2031  EUR 72.468
Norddeutsche Landesbank  0.750   7/1/2031  EUR 74.540
Banque Internationale a  6.200 11/25/2024  CHF 73.870
DekaBank Deutsche Giroz  3.400  7/19/2024  EUR 37.520
UBS AG/London            6.750 11/24/2023  CHF 61.450
UBS AG/London            5.250 11/24/2023  CHF 69.800
UBS AG/London            6.750 11/24/2023  CHF 56.450
UBS AG/London            6.750 11/24/2023  CHF 62.350
Leonteq Securities AG/G 23.000  3/27/2024  CHF 56.980
NRW Bank                 1.100 11/26/2041  EUR 68.670
Landesbank Hessen-Thuer  0.600 11/29/2030  EUR 74.752
Leonteq Securities AG/G  5.000 11/29/2023  CHF 70.910
Landesbank Hessen-Thuer  0.700   1/6/2032  EUR 74.437
Leonteq Securities AG    7.800 11/29/2023  CHF 61.440
Leonteq Securities AG/G  6.000 11/29/2023  USD 70.550
Raiffeisen Schweiz Geno  6.600 11/29/2023  CHF 64.350
Bank Vontobel AG         5.250  5/28/2024  CHF 60.900
Raiffeisen Schweiz Geno  5.500 11/29/2023  CHF 70.850
Raiffeisen Schweiz Geno  6.000 11/29/2023  CHF 60.580
Bayerische Landesbank    0.760  12/1/2031  EUR 74.928
Raiffeisen Schweiz Geno  3.550 11/29/2023  CHF 61.480
Citigroup Global Market  1.250  11/2/2036  EUR 66.049
HYPO NOE Landesbank fue  1.810  1/16/2034  EUR 74.502
Bank Vontobel AG        25.500   4/3/2024  CHF 58.200
UniCredit Bank AG       10.200  3/22/2024  EUR 74.640
UniCredit Bank AG       12.500  3/22/2024  EUR 70.880
Nederlandse Waterschaps  1.790  1/29/2049  EUR 72.032
Citigroup Global Market  1.180 12/23/2036  EUR 65.404
Single Platform Investm  1.340  6/20/2041  EUR 64.910
Landesbank Hessen-Thuer  1.510   4/3/2036  EUR 71.508
Raiffeisen Switzerland  15.870   9/5/2023  EUR 55.240
DZ Bank AG Deutsche Zen 18.900  3/22/2024  EUR 67.670
Credit Suisse AG/London 20.000  9/14/2023  CHF 40.060
BNP Paribas Emissions-  27.000  9/21/2023  EUR 71.940
Leonteq Securities AG/G 28.200 10/27/2023  CHF 39.920
Raiffeisen Switzerland  15.000  3/20/2024  CHF 66.830
DZ Bank AG Deutsche Zen 17.700  9/22/2023  EUR 70.850
DZ Bank AG Deutsche Zen 21.600 12/22/2023  EUR 74.010
BNP Paribas Emissions-  28.000  9/21/2023  EUR 68.500
BNP Paribas Emissions-  24.000  9/21/2023  EUR 71.770
BNP Paribas Emissions-  25.000 12/21/2023  EUR 73.650
BNP Paribas Emissions-  27.000 12/21/2023  EUR 71.240
Raiffeisen Switzerland  20.000  3/20/2024  CHF 66.430
Leonteq Securities AG/G  7.000 10/28/2024  CHF 73.930
Swissquote Bank SA      28.000 10/31/2023  CHF 28.210
SG Issuer SA             2.700 11/28/2034  ZAR 42.007
SG Issuer SA             3.300  9/26/2034  ZAR 46.029
Caisse Francaise de Fin  2.010  1/18/2049  EUR 72.701
HYPO NOE Landesbank fue  2.200  1/21/2044  EUR 65.274
UniCredit Bank AG       11.300  3/22/2024  EUR 72.640
UniCredit Bank AG       13.900  3/22/2024  EUR 69.430
Akademiska Hus AB        1.664  1/11/2045  EUR 74.528
DZ Bank AG Deutsche Zen 22.900  3/22/2024  EUR 64.710
Vontobel Financial Prod 17.000  6/28/2024  EUR 72.180
Vontobel Financial Prod 19.500  6/28/2024  EUR 69.490
DZ Bank AG Deutsche Zen  9.400  9/22/2023  EUR 68.090
DZ Bank AG Deutsche Zen 11.100  9/22/2023  EUR 29.150
DZ Bank AG Deutsche Zen 23.300  9/22/2023  EUR 69.610
DZ Bank AG Deutsche Zen 24.000  9/22/2023  EUR 37.490
Vontobel Financial Prod 20.500  9/22/2023  EUR 57.830
Vontobel Financial Prod 16.500  9/22/2023  EUR 63.400
Vontobel Financial Prod 19.500  9/22/2023  EUR 59.120
Vontobel Financial Prod 18.500  9/22/2023  EUR 60.470
Vontobel Financial Prod 12.500  9/22/2023  EUR 70.250
Vontobel Financial Prod 18.500  9/22/2023  EUR 74.400
Vontobel Financial Prod 10.500  9/22/2023  EUR 68.040
Norddeutsche Landesbank  0.450  5/14/2031  EUR 73.069
Landesbank Baden-Wuertt  0.350   4/8/2037  EUR 74.345
Societe Generale SA      2.970  4/15/2036  USD 65.018
Vontobel Financial Prod 17.000  9/22/2023  EUR 68.440
Vontobel Financial Prod 14.500  9/22/2023  EUR 73.060
Landesbank Hessen-Thuer  0.510  3/10/2032  EUR 72.293
Landesbank Hessen-Thuer  0.510  3/10/2032  EUR 72.293
National Grid Electrici  2.020  3/12/2032  AUD 73.770
NRW Bank                 0.591  3/19/2040  EUR 65.584
DZ Bank AG Deutsche Zen 19.200  3/22/2024  EUR 61.090
DZ Bank AG Deutsche Zen 15.500  9/27/2024  EUR 66.360
DZ Bank AG Deutsche Zen 23.200 12/22/2023  EUR 57.780
Landesbank Hessen-Thuer  0.710  5/12/2034  EUR 66.828
TMK PJSC                 7.350  2/28/2025  RUB 60.150
Credit Agricole Corpora  0.720  5/10/2033  EUR 69.764
Landesbank Hessen-Thuer  1.800   6/9/2036  EUR 63.900
Citigroup Global Market  0.610   5/5/2031  EUR 71.344
Landesbank Hessen-Thuer  0.900  6/10/2036  EUR 64.894
Hypo Vorarlberg Bank AG  0.410   5/6/2031  EUR 70.861
Muenchener Hypothekenba  1.185   5/5/2059  EUR 53.712
SG Issuer SA             0.900   4/7/2036  EUR 61.230
Norddeutsche Landesbank  1.000  6/10/2036  EUR 63.014
Region Wallonne Belgium  1.000  6/22/2045  EUR 55.864
Norddeutsche Landesbank  1.150  6/10/2036  EUR 64.381
Landesbank Hessen-Thuer  0.550  4/20/2033  EUR 69.989
Reneszansz Kofarago zrt  3.200   4/9/2031  HUF 73.000
Landesbank Hessen-Thuer  0.550  4/21/2031  EUR 73.782
Bank Vontobel AG         5.005  10/9/2023  CHF 58.900
Landesbank Baden-Wuertt  3.400  6/27/2025  EUR 71.780
Landesbank Baden-Wuertt  4.200  6/27/2025  EUR 69.640
Kreditanstalt fuer Wied  1.143  4/15/2050  EUR 62.018
LP Portfolio Vagyonkeze  2.800 11/30/2030  HUF 67.000
DZ Bank AG Deutsche Zen 16.900  6/28/2024  EUR 64.070
Bayerische Landesbank    0.360   4/9/2031  EUR 73.698
Bayerische Landesbank    0.490   4/9/2035  EUR 65.517
Bayerische Landesbank    0.430   4/8/2033  EUR 69.531
Banque Internationale a  1.020  3/25/2040  EUR 55.589
Landesbank Hessen-Thuer  1.000  3/20/2035  EUR 64.350
Leonteq Securities AG/G 21.000  5/22/2024  USD 68.020
Agence Francaise de Dev  1.900 11/16/2048  EUR 70.322
Region de Bruxelles-Cap  0.950   5/7/2049  EUR 50.740
Raiffeisenlandesbank Ob  0.632  5/26/2031  EUR 71.131
TransKomplektHolding JS  9.500  11/2/2028  RUB 60.100
Citigroup Global Market  1.010  6/18/2034  EUR 69.297
Citigroup Global Market  2.650  3/17/2040  USD 66.825
Landesbank Baden-Wuertt  3.500 12/22/2023  EUR 64.800
Natixis SA               2.700  5/25/2036  USD 71.461
Natixis SA               2.710  5/26/2036  USD 71.543
Leonteq Securities AG/G  6.000 11/27/2023  CHF 44.180
Leonteq Securities AG/G 24.200   9/8/2023  CHF 36.540
Agence Francaise de Dev  1.815 11/15/2044  EUR 72.158
Landesbank Baden-Wuertt  2.500 12/22/2023  EUR 73.640
Akademiska Hus AB        2.185 11/21/2038  SEK 74.456
Landesbank Baden-Wuertt  3.150  6/26/2026  EUR 70.840
Corner Banca SA          7.600   9/6/2023  EUR 71.370
Vontobel Financial Prod 20.000  9/22/2023  EUR 71.770
Vontobel Financial Prod 18.500  9/22/2023  EUR 74.190
Vontobel Financial Prod 16.000  9/22/2023  EUR 70.510
Vontobel Financial Prod 15.000  9/22/2023  EUR 72.500
Vontobel Financial Prod 17.000  9/22/2023  EUR 68.600
Caisse des Depots et Co  1.438  5/24/2051  EUR 57.545
Landesbank Baden-Wuertt  0.530   6/1/2032  EUR 71.855
Landesbank Baden-Wuertt  0.650   6/1/2034  EUR 68.059
Single Platform Investm  1.170   7/8/2034  EUR 73.496
Raiffeisen Schweiz Geno  6.500 11/17/2023  CHF 62.270
Republic of Ireland Int  1.180  5/25/2087  EUR 46.707
Erste Group Bank AG      1.310  2/23/2035  EUR 66.111
Erste Group Bank AG      1.360  2/23/2036  EUR 63.982
SG Issuer SA             0.300  2/16/2032  EUR 32.800
Citigroup Global Market  3.900  2/18/2042  AUD 69.094
Banque Internationale a  6.000 11/30/2023  CHF 69.880
Wirtschafts- und Infras  0.500  12/1/2038  EUR 65.804
Slovenska Sporitelna AS  4.490             EUR 63.700
UBS AG/London            5.250  12/1/2023  EUR 74.850
UBS AG/London            5.250  12/1/2023  CHF 71.750
Landesbank Hessen-Thuer  1.000  1/13/2037  EUR 65.061
SG Issuer SA             2.100  8/23/2033  EUR 18.110
Norddeutsche Landesbank  1.200  1/13/2037  EUR 64.091
Norddeutsche Landesbank  0.650  1/12/2032  EUR 72.669
Centre Hospitalier Univ  0.490  12/1/2036  EUR 67.386
NRW Bank                 0.765 12/10/2036  EUR 71.879
Single Platform Investm  1.050  6/25/2044  EUR 60.541
Landesbank Hessen-Thuer  1.400  1/13/2037  EUR 65.200
Landesbank Baden-Wuertt  3.100  2/26/2027  EUR 70.430
UBS AG/London           16.000  3/11/2024  CHF 34.400
UBS AG/London           12.250  3/11/2024  EUR 55.450
Landshypotek Bank AB     1.815  2/25/2041  SEK 69.832
Societe Generale SA      3.050 11/23/2031  AUD 73.457
Landesbank Hessen-Thuer  0.700  1/12/2037  EUR 65.900
UBS AG/London            8.000 11/24/2023  CHF 62.550
UBS AG/London            7.000 11/24/2023  CHF 61.100
UBS AG/London            6.500 11/24/2023  CHF 61.050
UBS AG/London            8.000 11/24/2023  CHF 73.000
Leonteq Securities AG/G 25.000  3/27/2024  CHF 58.330
UBS AG/London            8.750  3/11/2024  USD 69.000
Leonteq Securities AG/G 25.000  9/12/2023  CHF 37.060
Leonteq Securities AG/G 17.000  9/19/2023  CHF 38.850
Muenchener Hypothekenba  1.543 11/16/2048  EUR 66.950
Natixis SA               2.700  5/21/2036  USD 71.328
DNB Boligkreditt AS      1.480 12/22/2042  EUR 69.919
SNCF Reseau              2.029  1/22/2048  EUR 69.940
SG Issuer SA             9.180  1/20/2025  SEK 63.270
Vontobel Financial Prod 12.750  3/22/2024  EUR 66.690
SG Issuer SA             7.600  1/20/2025  SEK 62.580
Communaute Francaise de  1.976   2/5/2048  EUR 69.491
DNB Boligkreditt AS      1.634  2/13/2043  EUR 71.766
Deutsche Apotheker-und   1.715  2/13/2037  EUR 71.183
Communaute Francaise de  1.940  2/19/2048  EUR 68.911
Communaute Francaise de  1.930  1/15/2048  EUR 68.834
Caisse des Depots et Co  1.930  1/22/2048  EUR 67.663
Communaute Francaise de  1.660  1/22/2038  EUR 74.876
Raiffeisenverband Salzb  1.500   2/1/2038  EUR 74.425
Raiffeisenverband Salzb  1.617  1/29/2048  EUR 66.214
DNB Boligkreditt AS      1.594  1/29/2043  EUR 72.169
BNG Bank NV              1.750   2/2/2043  EUR 74.604
Hemso Fastighets AB      2.000  2/15/2033  EUR 72.342
Leonteq Securities AG/G  7.000   6/7/2024  CHF 74.990
Communaute Francaise de  1.652  1/26/2038  EUR 73.165
Bank Vontobel AG        13.000  8/30/2023  CHF 31.200
Communaute Francaise de  1.674   2/5/2038  EUR 74.970
Nederlandse Waterschaps  1.770 12/23/2047  EUR 74.946
Bayerische Landesbank    1.716   1/8/2037  EUR 73.873
Region de Bruxelles-Cap  1.750  1/17/2048  EUR 66.028
DNB Boligkreditt AS      1.455  1/11/2038  EUR 74.729
Deutsche Apotheker-und   1.616  1/15/2038  EUR 68.630
Leonteq Securities AG/G 27.000  2/16/2024  CHF 52.360
UniCredit Bank AG        9.200  9/22/2023  EUR 71.220
Raiffeisen Switzerland   7.200 11/30/2023  CHF 67.420
Bank Vontobel AG        10.000  9/11/2023  CHF 21.100
Vontobel Financial Prod 18.000  9/22/2023  EUR 66.870
Erste Group Bank AG      1.065  5/17/2041  EUR 50.843
Raiffeisenverband Salzb  1.853   2/5/2049  EUR 69.391
Region de Bruxelles-Cap  1.500  2/15/2039  EUR 73.439
La Banque Postale Home   1.427  2/11/2039  EUR 73.505
Caisse des Depots et Co  1.820   2/7/2049  EUR 65.261
Nederlandse Waterschaps  1.850  2/11/2059  EUR 67.160
BPCE SA                  1.850   2/8/2036  EUR 74.177
BPCE SFH SA              1.500   2/7/2039  EUR 74.597
Raiffeisenlandesbank Ob  0.774 10/29/2031  EUR 70.741
SG Issuer SA             4.500  1/21/2032  EUR 69.050
UniCredit Bank AG        5.150 11/24/2025  EUR 71.910
Landesbank Hessen-Thuer  0.750  12/2/2036  EUR 66.600
Single Platform Investm  3.000  6/21/2047  USD 66.092
Landesbank Baden-Wuertt  0.530 11/10/2031  EUR 73.396
Raiffeisen Schweiz Geno  5.050 10/21/2024  CHF 64.730
Sberbank of Russia PJSC  0.010 10/20/2028  RUB 73.600
Erste Group Bank AG      1.760  2/15/2034  EUR 72.181
Sberbank of Russia PJSC  0.010 10/21/2026  RUB 74.010
Landesbank Hessen-Thuer  0.820 11/15/2034  EUR 68.058
SG Issuer SA             5.000  5/23/2024  EUR 53.070
Agence Francaise de Dev  1.914 11/22/2048  EUR 70.529
Agence Francaise de Dev  1.955 11/21/2053  EUR 68.607
BNG Bank NV              1.885 11/26/2048  EUR 71.247
BNG Bank NV              1.870 11/26/2048  EUR 71.278
Caisse des Depots et Co  1.820 11/26/2048  EUR 66.274
Raiffeisen Landesbank V  1.385 12/14/2037  EUR 74.624
Raiffeisen Landesbank V  1.385 12/14/2037  EUR 74.624
DNB Boligkreditt AS      1.355 12/18/2037  EUR 73.726
Bayerische Landesbank    1.680 12/18/2037  EUR 72.388
Region Centre            2.156   6/2/2042  EUR 74.298
Region Centre            2.162   6/2/2043  EUR 73.284
SG Issuer SA             1.250  2/28/2033  EUR 41.910
DZ Bank AG Deutsche Zen  0.380   2/8/2033  EUR 74.121
DZ Bank AG Deutsche Zen  5.000  9/18/2023  EUR 65.440
Landesbank Baden-Wuertt  7.200  8/23/2024  EUR 35.210
Landesbank Baden-Wuertt  9.200  8/23/2024  EUR 33.050
Vontobel Financial Prod 10.250  9/22/2023  EUR 70.260
Landesbank Baden-Wuertt  6.200 10/27/2023  EUR 72.400
Landesbank Baden-Wuertt  2.500 10/27/2023  EUR 48.700
Landesbank Baden-Wuertt  3.250 10/27/2023  EUR 44.610
Landesbank Baden-Wuertt  5.000 10/27/2023  EUR 53.740
Landesbank Baden-Wuertt  8.200 10/27/2023  EUR 41.920
Landesbank Baden-Wuertt  4.250 10/27/2023  EUR 23.490
Landesbank Baden-Wuertt  6.200 10/27/2023  EUR 20.350
Landesbank Baden-Wuertt  7.600 10/27/2023  EUR 18.800
Landesbank Baden-Wuertt  9.000 10/27/2023  EUR 17.540
Landesbank Baden-Wuertt  7.000 10/27/2023  EUR 69.550
Landesbank Baden-Wuertt  3.000 10/27/2023  EUR 67.940
Landesbank Baden-Wuertt  5.600 10/27/2023  EUR 73.890
Landesbank Baden-Wuertt  6.500 10/27/2023  EUR 39.270
Landesbank Baden-Wuertt  8.000 10/27/2023  EUR 35.680
Landesbank Baden-Wuertt  4.250 10/27/2023  EUR 72.620
Landesbank Baden-Wuertt  3.100 10/27/2023  EUR 66.660
Landesbank Baden-Wuertt  4.700 10/27/2023  EUR 59.360
Landesbank Baden-Wuertt  3.500 10/27/2023  EUR 64.030
Landesbank Baden-Wuertt  3.150 10/27/2023  EUR 69.950
Landesbank Baden-Wuertt  4.800 10/27/2023  EUR 63.080
Landesbank Baden-Wuertt  4.000 10/27/2023  EUR 72.830
Landesbank Baden-Wuertt  6.250 10/27/2023  EUR 61.140
Landesbank Baden-Wuertt  2.250 10/27/2023  EUR 69.220
Landesbank Baden-Wuertt  2.850 10/27/2023  EUR 61.980
Corner Banca SA         10.000  11/1/2023  CHF 64.600
Leonteq Securities AG    9.000  11/1/2023  CHF 72.270
Sberbank of Russia PJSC  0.010  11/2/2026  RUB 72.010
Raiffeisen Schweiz Geno  6.000  11/1/2023  CHF 70.040
Basler Kantonalbank      7.000 11/10/2023  CHF 63.020
Bank Vontobel AG         6.500  10/2/2023  CHF 61.600
UBS AG/London            7.850  11/2/2023  USD 41.150
BNP Paribas SA           1.000  11/5/2036  EUR 65.601
Societe Generale SA      7.500  11/3/2026  USD 15.950
Landesbank Baden-Wuertt  0.610  11/3/2031  EUR 74.122
DekaBank Deutsche Giroz  4.000  11/8/2024  EUR 63.410
Citigroup Global Market  1.010  12/1/2034  EUR 67.782
Sberbank of Russia PJSC  0.010  11/2/2028  RUB 72.100
UBS AG/London            7.250  11/3/2023  CHF 56.900
Citigroup Global Market  1.380  11/4/2041  EUR 60.496
Landesbank Hessen-Thuer  0.730 11/10/2031  EUR 74.916
Natixis SA               3.300  11/4/2036  AUD 68.488
Single Platform Investm  0.363  2/15/2041  EUR 53.247
Region of Pays de la Lo  0.334   3/9/2033  EUR 73.066
Region of Pays de la Lo  0.427   3/9/2034  EUR 71.075
Kuntarahoitus Oyj        0.270   3/3/2034  EUR 73.432
NRW Bank                 0.200   3/1/2034  EUR 72.885
Region of Pays de la Lo  0.449   3/9/2035  EUR 68.661
Societe Generale SA      2.630   3/2/2036  USD 62.747
Landesbank Baden-Wuertt  0.580   3/2/2033  EUR 70.421
Landesbank Baden-Wuertt  0.210  2/26/2031  EUR 71.517
Landesbank Baden-Wuertt  0.460   3/3/2031  EUR 74.496
Barclays Bank PLC        2.560   3/9/2036  USD 67.830
NRW Bank                 1.180   3/3/2051  EUR 62.160
Banque Internationale a  1.300   3/4/2041  EUR 57.065
BNG Bank NV              2.300   3/3/2036  AUD 70.049
Natixis SA               2.800   3/3/2041  USD 67.137
Goldman Sachs Internati  2.200   2/1/2036  USD 65.756
Premium Green PLC        1.050  9/15/2035  EUR 69.562
Landesbank Baden-Wuertt  4.100  6/27/2025  EUR 71.920
Vontobel Financial Prod  5.000  3/26/2024  EUR 49.680
Department of Bouches d  0.561  9/15/2035  EUR 71.018
BPCE SA                  2.320   3/4/2036  USD 63.997
Department of Bouches d  0.558  3/15/2035  EUR 72.209
Landesbank Hessen-Thuer  1.400   3/5/2036  EUR 63.200
Muenchener Hypothekenba  1.000  6/30/2037  EUR 66.969
Societe Generale SA     21.000   4/3/2024  USD  5.630
Landesbank Hessen-Thuer  0.950   4/9/2036  EUR 65.699
Landesbank Hessen-Thuer  0.560  3/12/2031  EUR 74.139
Single Platform Investm  2.395   3/3/2037  NOK 69.581
UniCredit Bank AG        5.300   4/8/2025  EUR 66.810
Sberbank of Russia PJSC  0.010   3/6/2028  RUB 73.300
Credit Agricole Corpora 11.640  3/24/2027  TRY 60.907
Erste Group Bank AG      5.500   8/2/2025  EUR 46.500
UniCredit Bank AG        4.650  7/30/2024  EUR 72.340
UniCredit Bank AG        3.950  7/30/2024  EUR 72.850
Norddeutsche Landesbank  0.925  7/23/2036  EUR 62.080
Landesbank Hessen-Thuer  0.900   8/5/2036  EUR 64.560
Landesbank Baden-Wuertt  2.600  1/26/2024  EUR 63.340
Landesbank Baden-Wuertt  3.000  1/26/2024  EUR 73.910
DZ Bank AG Deutsche Zen  1.510  6/25/2031  EUR 74.720
Region de Bruxelles-Cap  0.761   7/2/2041  EUR 56.550
Region de Bruxelles-Cap  0.796   7/2/2042  EUR 57.541
Region de Bruxelles-Cap  0.829   7/2/2043  EUR 56.328
DZ Bank AG Deutsche Zen  0.390   7/2/2031  EUR 71.157
BNP Paribas SA           0.720   7/1/2031  EUR 74.453
Leonteq Securities AG/G  6.000   1/9/2024  CHF 49.080
Norddeutsche Landesbank  0.500  7/28/2031  EUR 72.709
Landesbank Hessen-Thuer  1.750   8/4/2036  EUR 63.400
Norddeutsche Landesbank  0.700   8/3/2033  EUR 67.794
Norddeutsche Landesbank  0.950   8/3/2033  EUR 69.668
Banque Internationale a  1.600   7/7/2036  EUR 71.291
Region de Bruxelles-Cap  1.029  1/14/2048  EUR 53.310
Single Platform Investm  1.500  3/20/2051  EUR 60.503
Landesbank Baden-Wuertt  3.300  7/25/2025  EUR 71.060
Norddeutsche Landesbank  1.390   7/9/2038  EUR 62.306
Landesbank Hessen-Thuer  0.520  7/14/2031  EUR 72.969
Region de Bruxelles-Cap  1.310 12/15/2069  EUR 41.824
Vontobel Financial Prod 17.500  9/22/2023  EUR 73.170
Vontobel Financial Prod 25.000  9/22/2023  EUR 71.440
Vontobel Financial Prod 15.000  9/22/2023  EUR 69.020
Vontobel Financial Prod 18.500  9/22/2023  EUR 70.780
Vontobel Financial Prod  9.000  9/22/2023  EUR 69.860
Vontobel Financial Prod 14.000  9/22/2023  EUR 57.000
Vontobel Financial Prod 18.500  9/22/2023  EUR 63.140
Vontobel Financial Prod 12.500  9/22/2023  EUR 73.820
Vontobel Financial Prod 17.500  9/22/2023  EUR 55.530
Vontobel Financial Prod 13.500  9/22/2023  EUR 70.760
Vontobel Financial Prod 12.000  9/22/2023  EUR 72.610
Vontobel Financial Prod 15.000  9/22/2023  EUR 69.100
Vontobel Financial Prod 12.500  9/22/2023  EUR 71.650
Single Platform Investm  2.250  2/15/2044  EUR 74.994
Vontobel Financial Prod 21.000  9/22/2023  EUR 70.670
Vontobel Financial Prod 13.000  9/22/2023  EUR 60.500
UBS AG/London           19.000  7/15/2024  CHF 70.900
Landesbank Baden-Wuertt  9.300  5/24/2024  EUR 73.330
DZ Bank AG Deutsche Zen  7.250 12/20/2023  EUR 59.710
Landesbank Baden-Wuertt  3.000  2/27/2026  EUR 61.590
DZ Bank AG Deutsche Zen  1.250  2/23/2037  EUR 67.450
Bank Vontobel AG        10.750  2/12/2024  CHF 61.200
UBS AG/London            8.250   9/4/2023  CHF 47.850
Raiffeisenlandesbank Ob  1.480  2/17/2042  EUR 69.753
Landesbank Baden-Wuertt  7.200  6/28/2024  EUR 74.580
Luzerner Kantonalbank A  3.600   7/6/2026  EUR 56.430
Landesbank Hessen-Thuer  1.500 12/16/2036  EUR 66.600
UBS AG/London            7.250 11/10/2023  CHF 55.600
UBS AG/London            8.500 11/10/2023  CHF 10.920
Raiffeisen Switzerland   8.200  11/8/2023  EUR 68.730
Landesbank Baden-Wuertt  3.000 11/28/2025  EUR 71.930
Metropolis of Grenoble-  0.700 11/18/2033  EUR 74.936
Citigroup Global Market  1.370  7/27/2051  EUR 52.852
Societe Generale SA      5.500   8/1/2024  USD 47.400
Landesbank Hessen-Thuer  0.900   8/4/2036  EUR 64.526
Natixis SA               2.930  7/29/2051  AUD 49.745
Citigroup Global Market  0.660  8/25/2033  EUR 67.823
Norddeutsche Landesbank  0.550  8/30/2033  EUR 66.410
Ville de Paris           0.921  5/26/2053  EUR 47.704
Vontobel Financial Prod 18.500  9/22/2023  EUR 68.680
Vontobel Financial Prod 19.500  9/22/2023  EUR 66.960
Vontobel Financial Prod 16.500  9/22/2023  EUR 72.590
Vontobel Financial Prod 17.500  9/22/2023  EUR 70.600
UniCredit Bank AG       16.550  8/18/2025  USD 55.430
Swissquote Bank SA      23.600  9/26/2023  CHF 41.280
AlphaNotes ETP Dac       1.000  9/15/2032  USD 65.709
Bank Vontobel AG         7.500  10/2/2023  CHF 49.600
UBS AG/London           16.000   4/1/2024  USD 70.150
UBS AG/London           16.000  10/2/2023  CHF 43.700
Leonteq Securities AG/G 10.000 10/11/2023  USD 74.720
Nederlandse Waterschaps  1.870  11/8/2057  EUR 70.537
Leonteq Securities AG/G 11.000 10/11/2023  USD 74.620
Nordea Bank Abp          8.260  7/20/2028  SEK 71.050
Leonteq Securities AG/G 25.800  9/29/2023  CHF 36.160
Landesbank Baden-Wuertt  9.250  3/22/2024  EUR 45.020
Landesbank Baden-Wuertt 11.000  3/22/2024  EUR 41.760
Landesbank Baden-Wuertt 12.500  3/22/2024  EUR 39.320
Landesbank Hessen-Thuer  1.200   2/9/2052  EUR 60.279
Wirtschafts- und Infras  0.650   2/8/2039  EUR 67.621
Muenchener Hypothekenba  1.230  2/11/2042  EUR 68.704
Norddeutsche Landesbank  1.250   3/8/2034  EUR 71.144
Caisse des Depots et Co  1.150   2/3/2042  EUR 62.267
Bank Vontobel AG         7.500   2/5/2024  CHF 65.400
Norddeutsche Landesbank  1.300  3/16/2037  EUR 65.118
Landesbank Baden-Wuertt  3.000  2/27/2026  EUR 73.410
Leonteq Securities AG/G  8.000  2/14/2024  CHF 72.960
DZ Bank AG Deutsche Zen  1.030  2/23/2034  EUR 71.340
Landesbank Baden-Wuertt  3.000  2/27/2026  EUR 67.570
Caisse Francaise de Fin  0.865  2/17/2042  EUR 62.716
UBS AG/London            9.500   9/4/2023  CHF 72.150
NRW Bank                 1.341  2/17/2039  EUR 74.931
DZ Bank AG Deutsche Zen 12.400  9/27/2024  EUR 66.570
DZ Bank AG Deutsche Zen 13.300  9/27/2024  EUR 65.850
DZ Bank AG Deutsche Zen 14.200  9/27/2024  EUR 65.180
DZ Bank AG Deutsche Zen 15.100  9/27/2024  EUR 64.570
DZ Bank AG Deutsche Zen 16.000  9/27/2024  EUR 64.080
DZ Bank AG Deutsche Zen 17.000  9/27/2024  EUR 63.750
DZ Bank AG Deutsche Zen 18.000  9/27/2024  EUR 63.480
DZ Bank AG Deutsche Zen  8.800  9/27/2024  EUR 72.840
DZ Bank AG Deutsche Zen  9.400  9/27/2024  EUR 71.230
DZ Bank AG Deutsche Zen 10.100  9/27/2024  EUR 69.870
DZ Bank AG Deutsche Zen 10.800  9/27/2024  EUR 68.590
DZ Bank AG Deutsche Zen 11.600  9/27/2024  EUR 67.560
Bank Julius Baer & Co L 22.300  9/26/2023  CHF 41.350
SG Issuer SA             1.750  4/21/2034  EUR 61.950
Bank Julius Baer & Co L  6.750  8/29/2023  CHF 73.900
Zurcher Kantonalbank Fi  8.500  2/23/2024  CHF 73.710
Region Occitanie         1.282  5/25/2040  EUR 66.148
Landesbank Hessen-Thuer  1.350   4/6/2034  EUR 74.359
Nordea Bank Abp          2.000  3/25/2027  SEK 65.140
BNP Paribas Emissions-   4.320  2/22/2024  EUR 62.150
Erste Group Bank AG      1.650  3/23/2037  EUR 64.276
Landesbank Baden-Wuertt  5.400 12/22/2023  EUR 67.660
Landesbank Baden-Wuertt  3.350 10/27/2023  EUR 68.360
Landesbank Baden-Wuertt  4.700 10/27/2023  EUR 62.100
Landesbank Baden-Wuertt  2.300  2/28/2025  EUR 66.050
Landesbank Baden-Wuertt  2.200  4/28/2025  EUR 67.080
Landesbank Baden-Wuertt  2.100 12/22/2023  EUR 60.250
DekaBank Deutsche Giroz  2.400   9/1/2023  EUR 52.830
DekaBank Deutsche Giroz  2.000  8/30/2024  EUR 62.310
DekaBank Deutsche Giroz  2.400  3/14/2025  EUR 70.830
Landesbank Baden-Wuertt  4.200  3/22/2024  EUR 69.180
Landesbank Baden-Wuertt  3.700  3/22/2024  EUR 70.860
Landesbank Baden-Wuertt  5.250  3/22/2024  EUR 64.390
Landesbank Baden-Wuertt  3.000  3/22/2024  EUR 69.290
Landesbank Baden-Wuertt  4.500  3/22/2024  EUR 71.840
Landesbank Baden-Wuertt  5.600  3/22/2024  EUR 67.890
UBS AG/London            4.000  5/26/2026  SEK 53.450
UBS AG/London            4.000   8/3/2026  SEK 44.090
Leonteq Securities AG/G  6.000   2/7/2024  CHF 55.610
Leonteq Securities AG/G  7.000   2/7/2024  CHF 69.630
DZ Bank AG Deutsche Zen  2.120 12/29/2031  EUR 73.230
Landesbank Baden-Wuertt  0.720  2/25/2032  EUR 74.852
Muenchener Hypothekenba  1.275  2/11/2042  EUR 69.203
Landesbank Hessen-Thuer  1.350  3/16/2037  EUR 68.238
Landesbank Hessen-Thuer  1.150   3/9/2037  EUR 66.334
Ville de Paris           1.165   6/9/2053  EUR 50.236
Norddeutsche Landesbank  1.500  3/16/2037  EUR 66.693
Landesbank Hessen-Thuer  0.730  2/11/2032  EUR 74.897
Landesbank Hessen-Thuer  2.000  3/16/2037  EUR 67.100
DZ Bank AG Deutsche Zen  1.300 12/29/2031  EUR 73.420
Banque Internationale a  1.250  2/18/2041  EUR 56.795
Banque Internationale a  1.000  2/18/2036  EUR 63.078
Credit Agricole CIB Fin  0.500  2/23/2033  EUR 69.764
DZ Bank AG Deutsche Zen  0.230  2/19/2031  EUR 73.152
Caisse des Depots et Co  0.571  2/18/2041  EUR 58.976
Wellis Magyarorszag Ker  3.000  2/26/2031  HUF 67.408
Landesbank Baden-Wuertt  3.200  3/27/2026  EUR 69.770
DZ Bank AG Deutsche Zen  0.240  2/24/2031  EUR 72.994
DZ Bank AG Deutsche Zen  0.500  2/24/2031  EUR 73.676
VTB Bank PJSC            5.000             USD 45.000
DZ Bank AG Deutsche Zen  1.370 12/30/2030  EUR 74.460
Kreditanstalt fuer Wied  0.680  2/23/2051  EUR 53.991
Hamburgische Investitio  0.372  2/22/2041  EUR 61.063
Landesbank Hessen-Thuer  0.300  3/24/2031  EUR 74.450
BNP Paribas SA           0.857  2/22/2036  EUR 63.050
Kuntarahoitus Oyj        0.858  2/22/2051  EUR 61.402
Single Platform Investm  1.000 10/31/2040  EUR 61.496
Wirtschafts- und Infras  0.245  2/25/2036  EUR 68.269
Berlin Hyp AG            1.057  2/21/2059  EUR 52.421
EFG International Finan  4.500  2/26/2024  USD 46.090
Credit Agricole Corpora  2.800  2/23/2041  AUD 61.910
Standard Chartered Bank  2.470  2/24/2036  USD 71.168
DZ Bank AG Deutsche Zen  0.630 12/30/2030  EUR 73.500
Kreditanstalt fuer Wied  0.650  2/24/2041  EUR 64.500
NRW Bank                 0.675  2/25/2041  EUR 64.000
Landesbank Baden-Wuertt  3.000  3/22/2024  EUR 74.050
Landesbank Baden-Wuertt  5.100  3/22/2024  EUR 58.560
NRW Bank                 1.510   3/7/2046  EUR 70.545
UBS AG/London            7.640  4/20/2026  SEK 49.950
Kommunekredit            1.062   9/9/2041  EUR 68.304
Kommunekredit            0.991   3/9/2037  EUR 74.210
Landesbank Hessen-Thuer  2.000  3/10/2037  EUR 69.600
Raiffeisen Schweiz Geno  7.300   3/4/2024  CHF 57.890
DekaBank Deutsche Giroz  4.100   4/2/2026  EUR 73.320
Sberbank of Russia PJSC  0.010  7/24/2028  RUB 72.500
Citigroup Global Market  1.040   8/4/2036  EUR 64.072
Landesbank Baden-Wuertt  2.000  8/22/2025  EUR 71.950
Landesbank Baden-Wuertt  4.000  8/22/2025  EUR 69.450
Landesbank Baden-Wuertt  3.250  8/22/2025  EUR 60.370
Landesbank Saar          0.400  7/28/2031  EUR 73.946
UniCredit Bank AG        4.100   9/1/2025  EUR 74.880
Landesbank Baden-Wuertt  0.600   3/5/2036  EUR 63.710
Landesbank Baden-Wuertt  0.520   3/6/2034  EUR 67.536
Landesbank Baden-Wuertt  0.420   3/5/2032  EUR 71.668
Landesbank Baden-Wuertt  2.500  9/22/2023  EUR 73.480
UBS Group AG             2.370  2/25/2036  USD 67.742
Natixis SA               2.500   3/4/2036  USD 70.373
Region of Pays de la Lo  0.570  3/10/2036  EUR 67.420
Citigroup Global Market  1.000  3/19/2041  EUR 56.142
Citigroup Global Market  0.520  3/19/2033  EUR 67.960
Credit Agricole Corpora  0.310  2/24/2033  EUR 68.288
SG Issuer SA             0.021  6/14/2033  EUR 74.470
DZ Bank AG Deutsche Zen 20.900  3/22/2024  EUR 71.640
Bank Julius Baer & Co L 15.000  8/29/2023  CHF 40.800
Nederlandse Waterschaps  1.500  3/10/2042  EUR 72.246
Vontobel Financial Prod  7.700  8/30/2023  EUR 61.060
Region Occitanie         1.229  5/25/2038  EUR 72.058
Region Occitanie         1.238   3/2/2039  EUR 70.716
Landesbank Baden-Wuertt  4.200 12/22/2023  EUR 72.610
Landesbank Baden-Wuertt  2.400  6/27/2025  EUR 61.260
Landesbank Baden-Wuertt  3.600  2/27/2026  EUR 72.040
DekaBank Deutsche Giroz  2.300  9/20/2024  EUR 59.350
DekaBank Deutsche Giroz  4.150  7/26/2024  EUR 56.710
Norddeutsche Landesbank  0.900  12/8/2031  EUR 74.614
Department of Loiret Fr  0.915 11/23/2043  EUR 58.905
Muenchener Hypothekenba  1.692  11/6/2051  EUR 61.412
Landesbank Hessen-Thuer  1.000 12/10/2036  EUR 65.067
Vontobel Financial Prod  8.400  12/4/2023  EUR 69.020
Bank Vontobel AG         8.500  11/3/2023  CHF 34.200
Leonteq Securities AG/G  6.000  11/8/2023  CHF 63.310
Norddeutsche Landesbank  1.150  12/6/2033  EUR 70.742
Norddeutsche Landesbank  1.250  12/3/2036  EUR 64.715
Republic of Ireland Int  1.100 11/12/2096  EUR 41.628
UBS AG/London            9.500  11/8/2023  USD  9.900
Norddeutsche Landesbank  0.650  12/3/2031  EUR 72.998
UBS AG/London            6.250 11/10/2023  CHF 63.300
UBS AG/London            9.250 11/10/2023  CHF 59.300
Vontobel Financial Prod  4.000 11/30/2023  EUR 64.750
DZ Bank AG Deutsche Zen  0.180  12/7/2032  EUR 72.704
DZ Bank AG Deutsche Zen  0.810 12/30/2030  EUR 73.430
Kreditanstalt fuer Wied  0.880  12/7/2050  EUR 57.073
Region Centre            0.390  12/4/2042  EUR 51.517
DZ Bank AG Deutsche Zen  1.140 12/30/2030  EUR 72.770
DZ Bank AG Deutsche Zen  0.880 12/30/2030  EUR 71.810
Oberoesterreichische La  0.763 12/15/2050  EUR 50.742
Norddeutsche Landesbank  0.825  1/14/2036  EUR 62.141
Aktia Bank Oyj           0.965 12/11/2040  EUR 56.357
Wirtschafts- und Infras  0.170  12/9/2041  EUR 55.243
Kreditanstalt fuer Wied  0.943   6/9/2050  EUR 58.825
Landesbank Hessen-Thuer  0.650  1/14/2036  EUR 63.460
UBS AG/London           14.250  7/12/2024  EUR 71.150
BPCE SA                  1.820  12/4/2030  USD 74.085
DZ Bank AG Deutsche Zen  2.000 12/30/2030  EUR 74.000
Caisse des Depots et Co  1.005  11/5/2050  EUR 50.727
DZ Bank AG Deutsche Zen  0.290  12/2/2030  EUR 74.567
Bayerische Landesbank    0.500  12/2/2030  EUR 73.125
Kreditanstalt fuer Wied  0.830  12/9/2050  EUR 56.693
Societe Generale SA      2.050  12/2/2035  USD 58.692
Pannon Work Szemelyzeti  3.000 10/30/2030  HUF 70.450
Agence France Locale     0.330 12/20/2040  EUR 57.371
Credit Industriel Et Co  2.070  12/4/2035  USD 65.706
Nomura Bank Internation  0.450  12/3/2030  EUR 74.495
Region de Bruxelles-Cap  0.453  12/7/2055  EUR 34.587
Nomura Bank Internation  0.400  12/3/2030  EUR 73.832
SG Issuer SA             1.050 11/20/2025  EUR 12.220
DZ Bank AG Deutsche Zen  0.600  12/4/2035  EUR 62.933
DZ Bank AG Deutsche Zen  0.640  12/7/2035  EUR 63.232
DZ Bank AG Deutsche Zen  0.300  12/9/2030  EUR 74.406
Nordea Bank Abp          2.000 12/29/2025  SEK 51.270
Deutsche Pfandbriefbank  0.320  12/9/2030  EUR 69.192
DZ Bank AG Deutsche Zen  0.350 11/14/2031  EUR 72.499
Ville de Paris           0.650 11/25/2070  EUR 32.657
Single Platform Investm  1.082  3/17/2039  EUR 63.801
Landesbank Hessen-Thuer  0.550 11/26/2030  EUR 74.471
Nederlandse Waterschaps  1.000 11/24/2050  EUR 56.849
Region de Bruxelles-Cap  0.556 12/23/2064  EUR 29.003
Credit Agricole CIB Fin  0.400  12/4/2032  EUR 68.428
Single Platform Investm  1.050  3/17/2039  EUR 63.444
Landeskreditbank Baden-  0.170 12/10/2035  EUR 68.919
Caisse des Depots et Co  0.982  11/6/2050  EUR 50.343
Single Platform Investm  0.720  3/20/2051  EUR 48.261
Raiffeisen Switzerland   3.000 11/28/2023  USD 59.530
LFA Foerderbank Bayern   0.250  9/30/2039  EUR 61.116
Wirtschafts- und Infras  0.200  12/2/2043  EUR 52.127
EFG International Finan  4.900  12/4/2023  USD 50.340
Zurcher Kantonalbank Fi 10.000  7/12/2024  EUR 69.080
Landesbank Baden-Wuertt  5.250  9/22/2023  EUR 68.370
Raiffeisen Schweiz Geno  8.000  12/4/2023  CHF 74.280
Bank Vontobel AG        10.000   3/4/2024  EUR 59.500
Bank Vontobel AG         9.000   3/4/2024  CHF 73.200
Landesbank Hessen-Thuer  1.750  4/14/2037  EUR 72.568
Landesbank Baden-Wuertt  7.250  8/23/2024  EUR 68.260
Landesbank Hessen-Thuer  0.250  1/13/2031  EUR 74.704
Norddeutsche Landesbank  0.740 12/11/2031  EUR 72.928
Norddeutsche Landesbank  0.600  1/14/2031  EUR 74.934
UniCredit Bank AG        5.800  1/12/2024  EUR 28.660
DZ Bank AG Deutsche Zen  0.700 12/30/2030  EUR 74.590
MetMax Europe Zrt        3.000 12/11/2030  HUF 70.900
Single Platform Investm  0.457  2/15/2046  EUR 48.199
Credit Agricole Corpora 11.190  1/15/2026  TRY 67.596
Landesbank Hessen-Thuer  0.750  1/21/2036  EUR 64.319
UniCredit Bank AG        4.000  1/26/2024  EUR 72.500
Credit Agricole CIB Fin  0.390 12/16/2032  EUR 68.247
Kreditanstalt fuer Wied  0.918 10/11/2050  EUR 57.839
Landesbank Hessen-Thuer  0.400  1/21/2031  EUR 74.895
DZ Bank AG Deutsche Zen  0.300 12/30/2030  EUR 73.980
DZ Bank AG Deutsche Zen  0.480 12/30/2030  EUR 74.220
DekaBank Deutsche Giroz  2.000  1/12/2024  EUR 69.580
Credit Agricole Corpora 11.550  1/28/2026  TRY 66.741
Muenchener Hypothekenba  0.420 12/10/2035  EUR 63.195
DZ Bank AG Deutsche Zen  0.250 12/30/2030  EUR 74.061
Barclays Bank PLC        2.070 12/18/2035  USD 62.878
EFG International Finan  4.900 12/15/2023  USD 52.010
Abroncs Kereskedohaz Kf  2.800 12/17/2027  HUF 74.000
Bank Julius Baer & Co L  9.500  9/27/2023  CHF 62.550
UBS AG/London           14.250  9/21/2023  CHF 36.850
Bank Vontobel AG        20.250  9/25/2023  CHF 36.900
Basler Kantonalbank     16.000  9/28/2023  CHF 37.310
SG Issuer SA             0.021   7/7/2033  EUR 65.120
UniCredit Bank AG       16.900  3/22/2024  EUR 70.670
Leonteq Securities AG/G 26.000  4/17/2024  CHF 66.400
Landesbank Hessen-Thuer  1.500 12/10/2036  EUR 65.850
Erste Group Bank AG      6.500  12/1/2026  EUR 69.450
Leonteq Securities AG/G 16.000  9/26/2023  CHF 35.520
UBS AG/London           14.250  9/21/2023  CHF 38.700
DekaBank Deutsche Giroz  2.300   8/9/2024  EUR 70.500
DZ Bank AG Deutsche Zen 17.500  6/28/2024  EUR 69.770
DZ Bank AG Deutsche Zen 24.400 12/22/2023  EUR 63.710
UniCredit Bank AG       19.600  9/22/2023  EUR 66.210
UniCredit Bank AG       19.300 12/22/2023  EUR 67.650
UniCredit Bank AG       15.200  6/28/2024  EUR 73.140
Citigroup Global Market 14.650  7/22/2024  HKD 33.460
Landesbank Baden-Wuertt  0.400  12/1/2031  EUR 73.137
Landesbank Baden-Wuertt  5.000  8/23/2024  EUR 72.760
SG Issuer SA             1.800  8/14/2034  EUR 66.030
Societe Generale Effekt 19.498  1/26/2024  EUR 54.570
Bank Julius Baer & Co L 18.000   2/9/2024  CHF 60.200
Norddeutsche Landesbank  1.000  1/12/2034  EUR 69.263
Leonteq Securities AG/G  6.100  12/6/2023  CHF 65.040
Ville de Paris           0.963  12/6/2051  EUR 49.694
Bank Vontobel AG         5.250  12/1/2023  CHF 72.000
UBS AG/London            0.120  5/25/2040  MXN 14.574
Region Bretagne SCI      0.544  12/7/2036  EUR 66.043
Leonteq Securities AG/G  8.800  12/7/2023  CHF 71.830
UniCredit Bank AG        4.650 12/30/2024  USD 70.500
DekaBank Deutsche Giroz  3.300  1/12/2026  EUR 61.490
Raiffeisen Schweiz Geno  8.200  12/6/2023  CHF 65.930
Raiffeisen Schweiz Geno  4.900  12/6/2023  CHF 65.780
Landesbank Baden-Wuertt  2.300   1/2/2026  EUR 71.850
Norddeutsche Landesbank  0.825  1/14/2032  EUR 73.864
Sberbank of Russia PJSC  0.010 11/27/2026  RUB 74.500
Sberbank of Russia PJSC  0.010  12/7/2026  RUB 71.110
SG Issuer SA             2.100 12/27/2033  EUR 42.980
UBS AG/London            9.500  12/8/2023  USD 51.750
UBS AG/London            7.750  12/8/2023  CHF 59.350
Landesbank Hessen-Thuer  1.500  1/20/2037  EUR 65.700
Region Occitanie         0.786 12/14/2046  EUR 52.800
UBS AG/London            8.500  12/8/2023  EUR 64.550
SG Issuer SA             2.100  12/6/2033  EUR 42.350
Landesbank Baden-Wuertt  0.520   1/7/2032  EUR 73.194
Banque Cantonale Vaudoi  5.400  12/6/2023  CHF  6.940
Corner Banca SA          8.000 12/13/2023  CHF 73.380
Leonteq Securities AG    7.000 12/13/2023  CHF 65.920
Landesbank Hessen-Thuer  0.410 12/17/2030  EUR 74.142
Bank Vontobel AG         5.000 12/11/2023  CHF 64.200
Bank Vontobel AG         7.000 12/11/2023  CHF 68.300
Leonteq Securities AG/G  7.000 12/13/2023  CHF 65.400
Landesbank Hessen-Thuer  1.580 12/16/2036  EUR 66.700
Landesbank Baden-Wuertt  9.250  2/23/2024  EUR 73.400
Landesbank Baden-Wuertt 14.000  2/23/2024  EUR 74.720
UniCredit Bank AG       10.000 12/22/2023  EUR 70.930
UniCredit Bank AG       11.700 12/22/2023  EUR 68.860
UniCredit Bank AG       13.600 12/22/2023  EUR 67.030
UniCredit Bank AG       11.100  9/22/2023  EUR 68.540
UniCredit Bank AG       13.600  9/22/2023  EUR 66.110
UniCredit Bank AG       16.600  9/22/2023  EUR 63.910
UniCredit Bank AG        8.700 12/22/2023  EUR 73.360
Leonteq Securities AG/G 20.000  2/20/2024  CHF 49.340
Leonteq Securities AG/G 21.600  2/20/2024  CHF 49.930
Zurcher Kantonalbank Fi 12.000  2/14/2024  CHF 34.770
UniCredit Bank AG       16.600  9/22/2023  EUR 73.170
UniCredit Bank AG       19.900  9/22/2023  EUR 69.620
UniCredit Bank AG       17.100 12/22/2023  EUR 73.320
DZ Bank AG Deutsche Zen  1.080 12/30/2030  EUR 74.040
Akademiska Hus AB        0.850  2/17/2033  SEK 71.649
Vontobel Financial Prod 18.000  3/22/2024  EUR 61.760
Vontobel Financial Prod 14.000  6/28/2024  EUR 67.490
Vontobel Financial Prod 16.500  6/28/2024  EUR 65.060
UniCredit Bank AG       16.500  9/22/2023  EUR 57.570
UniCredit Bank AG       17.300 12/22/2023  EUR 59.380
UniCredit Bank AG       15.500  3/22/2024  EUR 62.370
UniCredit Bank AG       14.200  6/28/2024  EUR 65.060
UniCredit Bank AG       13.000  6/28/2024  EUR 66.360
UniCredit Bank AG       14.900 12/22/2023  EUR 60.980
UniCredit Bank AG       13.900  3/22/2024  EUR 63.800
UniCredit Bank AG       12.800  9/22/2023  EUR 59.860
DZ Bank AG Deutsche Zen 10.750 12/20/2023  EUR 62.840
Barclays Bank PLC        1.011   2/1/2041  EUR 52.803
Bayerische Landesbank    0.400  7/15/2031  EUR 73.505
DZ Bank AG Deutsche Zen  0.200  10/2/2034  EUR 62.370
Landesbank Hessen-Thuer  1.000   4/9/2035  EUR 66.400
DZ Bank AG Deutsche Zen  0.300  2/12/2032  EUR 70.520
DZ Bank AG Deutsche Zen  1.150  4/30/2035  EUR 68.720
Landesbank Baden-Wuertt  0.820   2/1/2039  EUR 60.308
Norddeutsche Landesbank  1.130  2/10/2039  EUR 58.558
Citigroup Global Market  0.250   2/9/2031  EUR 73.448
Landesbank Baden-Wuertt  0.400   7/2/2031  EUR 73.590
DZ Bank AG Deutsche Zen  1.350 12/30/2030  EUR 73.290
Aktia Bank Oyj           0.690   2/4/2036  EUR 62.880
Kuntarahoitus Oyj        0.040   2/9/2034  EUR 71.564
Landesbank Baden-Wuertt  0.436  9/25/2031  EUR 73.238
NRW Bank                 0.420   2/8/2039  EUR 64.135
Caisse des Depots et Co  0.642  2/12/2041  EUR 57.444
DZ Bank AG Deutsche Zen  0.860 12/30/2030  EUR 74.830
Landesbank Hessen-Thuer  0.500  3/10/2034  EUR 65.561
Vasutvillamosito Kft     3.000   2/3/2031  HUF 65.000
Single Platform Investm  1.013 12/20/2050  EUR 53.558
Single Platform Investm  0.780   3/5/2039  EUR 60.726
DZ Bank AG Deutsche Zen  0.310  2/10/2031  EUR 73.638
Landesbank Baden-Wuertt  0.480  2/26/2032  EUR 72.138
Landesbank Baden-Wuertt  0.570  2/27/2034  EUR 67.993
Landesbank Baden-Wuertt  0.640  2/26/2036  EUR 64.133
Communaute Francaise de  0.782   2/8/2061  EUR 38.776
Kreditanstalt fuer Wied  0.160  2/16/2036  EUR 68.237
NRW Bank                 0.642   2/9/2051  EUR 52.679
Muenchener Hypothekenba  0.335  2/10/2031  EUR 74.552
Region de Bruxelles-Cap  0.650  2/15/2061  EUR 34.155
Caisse des Depots et Co  1.018  2/16/2051  EUR 50.716
Landesbank Hessen-Thuer  1.000  3/17/2036  EUR 62.000
Landesbank Hessen-Thuer  0.750  3/18/2036  EUR 63.959
DZ Bank AG Deutsche Zen  0.600  2/19/2036  EUR 62.413
Landesbank Baden-Wuertt  0.620  2/18/2036  EUR 63.991
Norddeutsche Landesbank  0.525  3/10/2033  EUR 67.558
Norddeutsche Landesbank  0.400  3/11/2031  EUR 73.291
Muenchener Hypothekenba  0.400  8/11/2031  EUR 73.806
Norddeutsche Landesbank  0.650  3/10/2031  EUR 74.801
EFG International Finan  4.500  2/12/2024  USD 47.170
Landesbank Hessen-Thuer  0.600  3/18/2036  EUR 62.578
NRW Bank                 0.729  2/11/2051  EUR 54.219





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

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

Copyright 2023.  All rights reserved.  ISSN 1529-2754.

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