schroder absolute return income (managed fund) (chi-x ......alme_4x-ar 0.75 15-jan-2032 reg-s...

Please note that some holdings may have a negative weighting. This is due to the futures allocation,

not physical holding.

Total holdings may not equal 100% due to rounding.

30 November 2020

Chi-X Australia Pty Ltd Chi-X Market Announcements Office Level 23, 1 Farrer Place SYDNEY NSW 2000

Schroder Absolute Return Income (Managed Fund) (Chi-X code: PAYS) Quarterly holdings disclosure for quarter ending 30 September 2020 Holdings on a full look through basis as at 30 September 2020

Asset Name Weight

A10_19-B-A1 3.085 15-AUG-2040 144a 0.0044%

A10_19-B-AS 3.222 15-AUG-2040 144a 0.0153%

A10_19-B-B 3.483 15-AUG-2040 144a 0.0052%

A10_19-B-C 3.781 15-AUG-2040 144a 0.0067%

A10_19-B-D 4.523 15-AUG-2040 144a 0.0066%

A10_20-C-B 2.617 144a 0.0133%

A10_20-C-C 3.363 15-FEB-2024 144a 0.0253%

AA BOND CO LTD 4.875 31-JUL-2024 Reg-S (SECURED) 0.0023%


AA BOND CO LTD 5.5 31-JUL-2043 144a (SECURED) 0.0000%


AABST_05-4-M1 0.82425 25-OCT-2035 0.0001%

AAC TECHNOLOGIES HOLDINGS INC 3.0 27-NOV-2024 Reg-S (SENIOR) 0.0148%

AAI LTD T2 3.29 06-OCT-2042 (CAPSEC (BTP)) 0.2640%

ABBVIE INC 4.25 21-NOV-2049 144a (SENIOR) 0.0872%

ABERTIS INFRAESTRUCTURAS SA 1.25 07-FEB-2028 Reg-S (SENIOR) 0.0101%

ABERTIS INFRAESTRUCTURAS SA 1.875 26-MAR-2032 Reg-S (SENIOR) 0.0018%

Schroder Investment Management Australia Limited ABN: 22 000 443 274

Australian Financial Services Licence: 226473

Level 20 Angel Place

123 Pitt Street Sydney NSW 2000

P: 1300 070 714

E: [email protected] W: www.schroders.com.au/PAYS

ABERTIS INFRAESTRUCTURAS SA 2.375 27-SEP-2027 Reg-S (SENIOR) 0.0108%

ABERTIS INFRAESTRUCTURAS SA 2.5 27-FEB-2025 Reg-S (SENIOR) 0.0028%

ABN AMRO BANK NV 0.875 15-JAN-2024 Reg-S (SENIOR) 0.0063%

ABU DHABI NATIONAL ENERGY COMPANY 4.0 03-OCT-2049 Reg-S (SENIOR) 0.0341%

ACADIA HEALTHCARE CO INC 5.0 15-APR-2029 144a (SENIOR) 0.0032%

ACADIA HEALTHCARE CO INC 5.5 01-JUL-2028 144a (SENIOR) 0.0011%

ACCOR SA PERP 2.625 31-DEC-2049 Reg-S (SENIOR) 0.0029%

ACE_05-HE2-M4 1.10925 25-APR-2035 0.0001%

ACE_07-SL2-A 1.19925 25-MAY-2037 0.0008%

ACHMEA BV HYBRID-P 4.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0085%

ACTIVISION BLIZZARD INC 1.35 15-SEP-2030 (SENIOR) 0.0243%

ADCB FINANCE CAYMAN LTD 3.75 25-OCT-2022 Reg-S (SENIOR) 0.0000%

ADCB FINANCE CAYMAN LTD 4.5 25-OCT-2027 Reg-S (SENIOR) 0.0000%

ADIENT GLOBAL HOLDINGS LTD 3.5 15-AUG-2024 Reg-S (SENIOR) 0.0049%

ADIENT US LLC 9.0 15-APR-2025 144a (SECURED) 0.0107%

ADLER REAL ESTATE AG 1.875 27-APR-2023 Reg-S (SENIOR) 0.0026%

ADLER REAL ESTATE AG 2.125 06-FEB-2024 Reg-S (SENIOR) 0.0003%

ADLER REAL ESTATE AG 3.0 27-APR-2026 Reg-S (SENIOR) 0.0016%

ADO PROPERTIES SA 1.5 26-JUL-2024 Reg-S (SENIOR) 0.0307%

ADO PROPERTIES SA 2.0 23-NOV-2023 Reg-S (SENIOR) 0.0119%

ADO PROPERTIES SA 2.0 23-NOV-2023 Reg-S (SENIOR) 0.0000%

ADO PROPERTIES SA 3.25 05-AUG-2025 Reg-S (SENIOR) 0.0068%

AERCAP HOLDINGS NV 5.875 10-OCT-2079 0.0054%

AEROPORTS DE PARIS SA 2.75 02-APR-2030 Reg-S (SENIOR) 0.0039%

AES CORPORATION (THE) 3.3 15-JUL-2025 144a (SECURED) 0.0491%

AES EL SALVADOR TRUST II 6.75 28-MAR-2023 Reg-S (SENIOR) 0.0046%

AES PANAMA GENERATION HOLDINGS SRL 4.375 31-MAY-2030 144a (SECURED) 0.0003%

AGILENT TECHNOLOGIES INC 2.75 15-SEP-2029 (SENIOR) 0.0332%

AGL ENERGY LTD 5.0 05-NOV-2021 (SENIOR) 0.0429%

AI CANDELARIA SPAIN SL 7.5 15-DEC-2028 Reg-S (SECURED) 0.0044%

AIA GROUP LTD 3.2 16-SEP-2040 Reg-S (SUB) 0.0075%

AIA GROUP LTD 3.6 09-APR-2029 144a (SENIOR) 0.0154%

AIB GROUP PLC AT1-P 5.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0001%

AIB GROUP PLC AT1-P 6.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0090%

AIR PRODUCTS AND CHEMICALS INC 2.7 15-MAY-2040 (SENIOR) 0.0353%

AIRBUS SE 2.375 09-JUN-2040 Reg-S (SENIOR) 0.0071%

AIRCASTLE LTD 4.25 15-JUN-2026 (SENIOR) 0.0004%

AIRPORT MOTORWAY TRUST 5.5 09-DEC-2020 Reg-S (SECURED) 0.0000%

AIRSERVICES AUSTRALIA 2.2 15-MAY-2030 0.0000%

AIRSERVICES AUSTRALIA 2.75 15-MAY-2023 0.0000%

AIRSERVICES AUSTRALIA GOVTOWN 3.25 15-MAY-2026 Reg-S 0.0000%

AIRSERVICES AUSTRALIA GOVTOWN 4.75 19-NOV-2020 0.0000%

AKBANK TAS 5.125 31-MAR-2025 Reg-S (SENIOR) 0.0062%

AKELIUS RESIDENTIAL PROPERTY AB (P HYBRID 2.249 17-MAY-2081 Reg-S (SENIOR SUB)

0.0115%

AKELIUS RESIDENTIAL PROPERTY AB (P HYBRID 3.875 05-OCT-2078 Reg-S (SUB) 0.0177%

AL AHLI BANK OF KUWAIT KSC AT1-P 7.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0166%

ALBA_05-1-A3 0.25775 25-NOV-2042 Reg-S 0.0026%

ALBA_06-2-A3A 0.22913 15-DEC-2038 Reg-S 0.0200%

ALBA_07-1-A3 0.22313 17-MAR-2039 0.0572%

ALBERTSONS COMPANIES INC 3.25 15-MAR-2026 144a (SENIOR) 0.0077%

ALBERTSONS COMPANIES INC 4.875 15-FEB-2030 144a (SENIOR) 0.0024%

ALBERTSONS COMPANIES INC 5.875 15-FEB-2028 144a (SENIOR) 0.0111%

ALBERTSONS COS LLC/SAFEWAY INC/NEW 5.75 15-MAR-2025 (SENIOR) 0.0013%

ALCON FINANCE CORP 2.75 23-SEP-2026 144a (SENIOR) 0.0318%

ALCON FINANCE CORP 3.0 23-SEP-2029 144a (SENIOR) 0.0445%

ALE DIRECT PROPERTY TRUST REIT 4.0 20-AUG-2022 Reg-S (SENIOR) 0.7267%

ALEXANDRIA REAL ESTATE EQUITIES IN REIT 1.875 01-FEB-2033 (SENIOR) 0.0288%

ALGECO GLOBAL FINANCE PLC 8.0 15-FEB-2023 Reg-S (SECURED) 0.0002%

ALGECO SCOTSMAN GLOBAL FINANCE PLC 6.25 15-FEB-2023 Reg-S (SECURED) 0.0017%

ALGECO SCOTSMAN GLOBAL FINANCE PLC 6.5 15-FEB-2023 Reg-S (SECURED) 0.0057%

ALGECO SCOTSMAN GLOBAL FINANCE PLC 8.0 15-FEB-2023 144a (SECURED) 0.0001%

ALLY FINANCIAL INC T2 5.75 20-NOV-2025 (SUB) 0.0012%

ALMAVIVA THE ITALIAN INNOVATION CO 7.25 15-OCT-2022 Reg-S (SECURED) 0.0070%

ALME_4X-AR 0.75 15-JAN-2032 Reg-S 0.0131%

ALPHA HOLDING SA DE CV 10.0 19-DEC-2022 Reg-S (SENIOR) 0.0042%

ALPHA HOLDING SA DE CV 9.0 10-FEB-2025 Reg-S (SENIOR) 0.0033%

ALPHABET INC 2.05 15-AUG-2050 (SENIOR) 0.0492%

ALPHABET INC 2.25 15-AUG-2060 (SENIOR) 0.0111%

ALSTRIA OFFICE REIT-AG REIT 0.5 26-SEP-2025 Reg-S (SENIOR) 0.0067%

ALTICE FINANCING SA 2.25 15-JAN-2025 Reg-S (SECURED) 0.0040%

ALTICE FINCO SA 4.75 15-JAN-2028 Reg-S (SENIOR) 0.0022%

ALTICE FRANCE S.A 8.0 15-MAY-2027 Reg-S (SENIOR) 0.0040%

ALTICE FRANCE SA (FRANCE) 2.125 15-FEB-2025 Reg-S (SECURED) 0.0028%

ALTICE FRANCE SA (FRANCE) 2.5 15-JAN-2025 Reg-S (SECURED) 0.0016%

ALTICE FRANCE SA (FRANCE) 4.125 15-JAN-2029 Reg-S (SECURED) 0.0062%

ALTICE FRANCE SA (FRANCE) 5.125 15-JAN-2029 144a (SECURED) 0.0054%

ALTICE FRANCE SA (FRANCE) 5.875 01-FEB-2027 Reg-S (SECURED) 0.0045%

ALTICE FRANCE SA (FRANCE) 8.125 01-FEB-2027 144a (SECURED) 0.0046%

AMBAC LSNI LLC 6.0 12-FEB-2023 144a (SECURED) 0.0561%

AMERICAN AXLE & MANUFACTURING INC 6.875 01-JUL-2028 (SENIOR) 0.0076%

AMERICAN AXLE AND MANUFACTURING IN 6.5 01-APR-2027 (SENIOR) 0.0020%

AMERICAN TOWER CORPORATION 2.1 15-JUN-2030 (SENIOR) 0.0779%

AMERICAN TOWER CORPORATION REIT 3.8 15-AUG-2029 (SENIOR) 0.0168%

AMGEN INC 2.45 21-FEB-2030 (SENIOR) 0.0073%

AMGEN INC 3.375 21-FEB-2050 (SENIOR) 0.0161%

AMIGO LUXEMBOURG SA 7.625 15-JAN-2024 Reg-S (SECURED) 0.0026%

AMMC_17-21A-A 1.46438 02-NOV-2030 144a 0.0029%

AMP BANK LTD 1.1711 10-SEP-2021 Reg-S (SENIOR) 0.4339%

AMP BANK LTD 1.37 24-MAY-2021 Reg-S (SENIOR) 0.3093%

AMP CAPITAL WHOLESALE OFFICE FUND 4.75 07-OCT-2021 (SENIOR) 0.0000%

AMP LTD T2 1.8916 01-DEC-2027 (SUB) 0.1227%

AMPHENOL CORPORATION 2.8 15-FEB-2030 (SENIOR) 0.0641%

AMS AG 6.0 31-JUL-2025 Reg-S (SENIOR) 0.0064%

AMS AG 7.0 31-JUL-2025 144a (SENIOR) 0.0004%

AMSI_05-R7-M2 0.89925 25-SEP-2035 0.0030%

ANGLIAN WATER OSPREY FINANCING PLC 4.0 08-MAR-2026 Reg-S (SECURED) 0.0029%

ANGLIAN WATER OSPREY FINANCING PLC 5.0 30-APR-2023 Reg-S (SECURED) 0.0002%

ANGLOGOLD ASHANTI HOLDINGS PLC 3.75 01-OCT-2030 (SENIOR) 0.0055%

ANHEUSER BUSCH INBEV NV 2.875 02-APR-2032 Reg-S (SENIOR) 0.0093%

ANHEUSER BUSCH INBEV NV 3.7 02-APR-2040 Reg-S (SENIOR) 0.0118%

ANHEUSER-BUSCH INBEV NV 2.0 17-MAR-2028 Reg-S (SENIOR) 0.0013%

ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75 15-JUL-2042 (SENIOR) 0.0120%

ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.35 01-JUN-2040 (SENIOR) 0.0644%

ANTON OILFIELD SERVICES GROUP 9.75 05-DEC-2020 Reg-S (SENIOR) 0.0044%

AOMT_19-6-A1 2.62 25-NOV-2059 144a 0.0073%

APACHE CORP 4.25 15-JAN-2044 (SENIOR) 0.0066%

APACHE CORPORATION 4.625 15-NOV-2025 (SENIOR) 0.0030%

APACHE CORPORATION 4.875 15-NOV-2027 (SENIOR) 0.0020%

APL REALTY HOLDINGS PTE LTD 5.95 02-JUN-2024 Reg-S (SENIOR) 0.0022%

APLLO_13-1-A 0.97 24-JUN-2044 Reg-S 0.1358%

APPLE INC 3.35 10-JAN-2024 Reg-S (SENIOR) 0.0000%

APPLE INC 3.6 10-JUN-2026 Reg-S (SENIOR) 0.0000%

APPLE INC 3.7 28-AUG-2022 Reg-S (SENIOR) 0.0000%

APT PIPELINES LTD 3.75 20-OCT-2023 Reg-S (SENIOR) 0.0000%

APT PIPELINES LTD 3.875 11-OCT-2022 Reg-S (SENIOR) 0.1414%

APT PIPELINES LTD 4.2 23-MAR-2025 Reg-S (SENIOR) 0.7374%

APT PIPELINES LTD 4.25 15-JUL-2027 Reg-S (SENIOR) 0.5069%

AQUASURE FINANCE PTY LTD 5.75 09-DEC-2020 Reg-S (SECURED) 0.0000%

ARABIAN CENTRES COMPANY LTD 5.375 26-NOV-2024 Reg-S (Sukuk Murabahah) 0.0256%

ARALCO FINANCE SA 07-MAY-2020 Reg-S (SENIOR) 0.0001%

ARCHROCK PARTNERS LP 6.25 01-APR-2028 144a (SENIOR) 0.0103%

ARCHROCK PARTNERS LP/FINANCE CORP 6.875 01-APR-2027 144a 0.0033%

ARDAGH PACKAGING FINANCE PLC 5.25 15-AUG-2027 144a (SENIOR) 0.0061%

ARDAGH PACKAGING FINANCE PLC 5.25 30-APR-2025 144a (SECURED) 0.0040%

ARGENTA SPAARBANK NV 1.0 06-FEB-2024 Reg-S (SENIOR) 0.0247%

ARGENTA SPAARBANK NV 1.0 29-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.0034%

ARION BANKI HF 1.0 20-MAR-2023 Reg-S (SENIOR) 0.0090%

ARION BANKI HF 1.625 01-DEC-2021 Reg-S (SENIOR) 0.0077%

AROUNDTOWN SA 4.5 14-MAY-2025 Reg-S (SENIOR) 0.0000%

ARROW BIDCO LLC 9.5 15-MAR-2024 144a (SECURED) 0.0003%

ARROW GLOBAL FINANCE PLC 5.125 15-SEP-2024 Reg-S (SECURED) 0.0001%

ARSI_04-W7-M2 1.04925 25-MAY-2034 0.0002%

ARYZTA AG PERP 5.2774 31-DEC-2049 Reg-S (SUB) 0.0005%

ARYZTA EURO FINANCE LTD LT2-P 6.627 31-DEC-2049 Reg-S (SUB) 0.0042%

ASCENDAS REAL ESTATE INVESTMENT TR PERP 3.0 31-DEC-2049 Reg-S (SENIOR) 0.0267%

ASHTEAD CAPITAL INC 4.0 01-MAY-2028 144a (SECURED) 0.0292%

ASIAN DEVELOPMENT BANK 3.75 12-MAR-2025 (SENIOR) 0.3239%

ASSICURAZIONI GENERALI SPA HYBRID-P 4.596 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.0106%

ASSICURAZIONI GENERALI SPA T1-P 6.269 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0001%

ASSICURAZIONI GENERALI SPA T2 5.0 08-JUN-2048 Reg-S (SUB) 0.0002%

AT&T CORP 3.5 01-JUN-2041 (SENIOR) 0.0716%

AT&T INC 1.3 05-SEP-2023 (SENIOR) 0.0053%

AT&T INC 1.6 19-MAY-2028 (SENIOR) 0.0082%

AT&T INC 2.05 19-MAY-2032 (SENIOR) 0.0046%

AT&T INC 2.45 15-MAR-2035 (SENIOR) 0.0088%

AT&T INC 3.15 04-SEP-2036 (SENIOR) 0.0095%

AT&T INC 3.45 19-SEP-2023 Reg-S (SENIOR) 0.0000%

AT&T INC 3.55 17-DEC-2032 (SENIOR) 0.0044%

AT&T INC 4.1 19-JAN-2026 Reg-S (SENIOR) 0.0000%

AT&T INC 4.3 15-DEC-2042 (SENIOR) 0.0276%

AT&T INC 4.3 15-FEB-2030 (SENIOR) 0.0181%

AT&T INC 4.6 19-SEP-2028 Reg-S (SENIOR) 0.0000%

AT&T INC PERP 2.875 31-DEC-2049 (SUB) 0.0185%

ATLANTIA SPA 5.875 09-JUN-2024 Reg-S (SENIOR) 0.0009%

ATLANTIA SPA 6.25 09-JUN-2022 Reg-S (SENIOR) 0.0028%

AUCKLAND COUNCIL 2.9 16-SEP-2027 Reg-S (SECURED) 0.0000%

AUCKLAND COUNCIL 3.5 09-MAR-2026 Reg-S (SECURED) 0.0000%

AUCKLAND INTERNATIONAL AIRPORT LTD 4.5 23-SEP-2027 (SENIOR) 0.0000%

AURIZON NETWORK PTY LTD 2.9 02-SEP-2030 Reg-S (SENIOR) 0.1722%

AURIZON NETWORK PTY LTD 4.0 21-JUN-2024 Reg-S (SENIOR) 0.4824%

AURIZON NETWORK PTY LTD 5.75 28-OCT-2020 Reg-S (SENIOR) 0.0000%

AUSGRID FINANCE PTY LTD 1.122 05-FEB-2024 Reg-S (SECURED) 0.0000%

AUSGRID FINANCE PTY LTD 1.814 05-FEB-2027 (SECURED) 0.2168%

AUSGRID FINANCE PTY LTD 3.75 30-OCT-2024 (SECURED) 1.3841%

AUSNET SERVICES HOLDINGS PTY LTD 2.6 31-JUL-2029 0.1025%

AUSNET SERVICES HOLDINGS PTY LTD 3.1904 06-OCT-2080 Reg-S (SUB) 0.6352%

AUSNET SERVICES HOLDINGS PTY LTD 4.2 21-AUG-2028 (SENIOR) 0.3212%

AUSNET SERVICES HOLDINGS PTY LTD 4.4 16-AUG-2027 Reg-S (SENIOR) 0.1393%

AUSNET SERVICES HOLDINGS PTY LTD 5.375 02-JUL-2024 (SENIOR) 0.0116%

AUSNET SERVICES HOLDINGS PTY LTD 5.75 17-MAR-2076 Reg-S (JUNIOR SUB) 0.1558%

AUSNET SERVICES HOLDINGS PTY LTD 7.5 01-APR-2021 (SENIOR) 0.0000%

AUST 10YR BOND DEC 20 XM 15-DEC-2020 0.0000%

AUST 3YR BOND DEC 20 YM 15-DEC-2020 0.0000%

AUSTRALIA & NEW ZEALAND BANKING GR 2.8 16-AUG-2021 Reg-S (SENIOR) 0.0000%

AUSTRALIA & NEW ZEALAND BANKING GR 3.25 07-APR-2021 Reg-S (SENIOR) 0.0000%

AUSTRALIA & NEW ZEALAND BANKING GR 3.3 07-MAR-2022 Reg-S (SENIOR) 0.0000%

AUSTRALIA & NEW ZEALAND BANKING GR 4.1 28-SEP-2027 Reg-S (SENIOR) 0.0000%

AUSTRALIA & NEW ZEALAND BANKING GR COVERED 5.0 16-AUG-2023 Reg-S 0.0000%

AUSTRALIA (COMMONWEALTH OF) 0.5 21-SEP-2026 Reg-S 0.2082%

AUSTRALIA (COMMONWEALTH OF) 2.25 21-MAY-2028 Reg-S 0.2345%

AUSTRALIA (COMMONWEALTH OF) 2.75 21-JUN-2035 Reg-S 0.0464%

AUSTRALIA (COMMONWEALTH OF) 2.75 21-MAY-2041 Reg-S 0.1279%

AUSTRALIA (COMMONWEALTH OF) 2.75 21-NOV-2027 Reg-S 0.1097%

AUSTRALIA (COMMONWEALTH OF) 3.0 21-MAR-2047 Reg-S 0.0244%

AUSTRALIA (COMMONWEALTH OF) 3.25 21-JUN-2039 Reg-S 0.3342%

AUSTRALIA (COMMONWEALTH OF) 3.75 21-APR-2037 Reg-S 0.0262%




AUSTRALIA AND NEW ZEALAND BANKING 1.55 29-AUG-2024 (SENIOR) 0.2237%

AUSTRALIA AND NEW ZEALAND BANKING 1.65 16-JAN-2025 (SENIOR) 0.0000%

AUSTRALIA AND NEW ZEALAND BANKING 2.06 26-JUL-2029 (SENIOR) 0.0905%

AUSTRALIA AND NEW ZEALAND BANKING 2.9575 16-JUL-2021 Reg-S (SENIOR) 0.0000%

AUSTRALIA AND NEW ZEALAND BANKING 3.1 08-FEB-2024 Reg-S (SENIOR) 0.0000%

AUSTRALIA AND NEW ZEALAND BANKING 3.1 18-JAN-2023 (SENIOR) 0.0000%

AUSTRALIA AND NEW ZEALAND BANKING 3.35 09-MAY-2023 Reg-S (SENIOR) 0.0000%

AUSTRALIA AND NEW ZEALAND BANKING 4.0 22-JUL-2026 Reg-S (SENIOR) 0.0000%

AUSTRALIA AND NEW ZEALAND BANKING AT1-P 6.75 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.4093%

AUSTRALIA AND NEW ZEALAND BANKING T2 1.945 26-FEB-2031 Reg-S (SUB) 0.1044%

AUSTRALIA COMMONWEALTH OF (GOVERN 2.0 21-AUG-2035 Reg-S 1.7542%

AUSTRALIA PACIFIC AIRPORTS MELBOUR 3.75 04-NOV-2026 Reg-S (SECURED) 0.0166%

AUSTRALIA PACIFIC AIRPORTS MELBOUR 4.0 15-SEP-2022 (SECURED) 0.0000%

AUSTRALIAN CATHOLIC UNIVERSITY LTD 3.7 03-AUG-2027 Reg-S (SENIOR) 0.0000%

AUSTRALIAN GAS NETWORKS (VIC 3) PT 4.5 17-DEC-2021 (SECURED) 0.0000%

AUSTRALIAN GAS NETWORKS LTD 0.49 01-JUL-2024 (SECURED) 0.0925%

AUSTRALIAN NATIONAL UNIVERSITY 3.98 18-NOV-2025 Reg-S (SENIOR) 0.0000%

AUSTRALIAN POSTAL CORP 4.0 01-DEC-2026 Reg-S 0.0000%

AUSTRALIAN POSTAL CORP GOVTOWN 5.0 13-NOV-2020 0.0000%

AUSTRALIAN POSTAL CORP GOVTOWN 5.5 13-NOV-2023 0.0000%

AUSTRALIAN PRIME PROPERTY FUND RET 3.75 22-MAY-2024 Reg-S (SENIOR) 0.0000%

AUSTRALIAN RAIL TRACK CORP LTD 4.5 11-DEC-2024 Reg-S 0.0000%

AUSTRALIAN UNITY LTD SERIES C 2.1043043 15-DEC-2024 0.0433%

AUSTRALIAN UNITY LTD SERIES C 2.1043043 15-DEC-2024 0.0000%

AUTODIS SA 4.375 01-MAY-2022 Reg-S (SECURED) 0.0031%

AVOLON HOLDINGS FUNDING LTD 2.875 15-FEB-2025 144a (SENIOR) 0.0243%

AVOLON HOLDINGS FUNDING LTD 3.25 15-FEB-2027 144a (SENIOR) 0.0006%

AVOLON HOLDINGS FUNDING LTD 4.375 01-MAY-2026 144a (SENIOR) 0.0016%

AXALTA COATING SYSTEMS LLC 4.75 15-JUN-2027 144a (SENIOR) 0.0031%

AXIATA SPV2 BHD 2.163 19-AUG-2030 Reg-S (Sukuk Wakala) 0.0048%

AZURE POWER SOLAR ENERGY PRIVATE L 5.65 24-DEC-2024 Reg-S (1ST LIEN) 0.0144%

B2HOLDING ASA 4.25 14-NOV-2022 (SENIOR) 0.0036%

B2HOLDING ASA 6.35 28-MAY-2024 Reg-S (SENIOR) 0.0002%

BABSN_13-IA-AR 1.01838 20-JAN-2028 144a 0.0079%

BAHRAIN (KINGDOM OF) 5.45 16-SEP-2032 Reg-S (SENIOR) 0.0109%

BAIDU INC 4.375 14-MAY-2024 (SENIOR) 0.0049%

BALTA_04-12-1A3 0.84925 25-JAN-2035 0.0001%

BAMSC_18-1-D 2.54763 17-MAY-2028 Reg-S 0.0002%

BANCA FARMAFACTORING SPA T2 5.875 02-MAR-2027 Reg-S (SUB) 0.0018%

BANCA IFIS SPA T2 4.5 17-OCT-2027 Reg-S (SUB) 0.0092%

BANCA MONTE DEI PASCHI DI SIENA SP T2 5.375 18-JAN-2028 Reg-S (SUB) 0.0024%

BANCO DE BOGOTA SA T2 6.25 12-MAY-2026 Reg-S (SUB) 0.0126%

BANCO DE SABADELL SA 0.625 07-NOV-2025 Reg-S (SENIOR) 0.0093%

BANCO DE SABADELL SA 0.875 05-MAR-2023 Reg-S (SENIOR) 0.0286%

BANCO DE SABADELL SA 1.75 10-MAY-2024 Reg-S (SENIOR NON-PREFERRED) 0.0003%

BANCO DE SABADELL SA 1.75 29-JUN-2023 Reg-S (SENIOR PREFERRED) 0.0070%

BANCO DE SABADELL SA AT1-P 6.125 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0003%

BANCO DE SABADELL SA AT1-P 6.5 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0057%

BANCO DE SABADELL SA T2 5.375 12-DEC-2028 Reg-S (SUB) 0.0002%

BANCO DO BRASIL SA (GRAND CAYMAN B T1-P 9.0 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.0056%

BANCO INTERNACIONAL DEL PERU SAA - 3.25 04-OCT-2026 Reg-S (SENIOR) 0.0023%

BANCO MERCANTIL DEL NORTE SA (GRAN AT1-P 6.875 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.0114%

BANCO MERCANTIL DEL NORTE SA NC10 AT1-P 7.625 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.0057%

BANCO SANTANDER MEXICO SA INSTITUC 5.375 17-APR-2025 Reg-S (SENIOR) 0.0066%

BANCO SANTANDER SA 1.73 19-JAN-2023 (SENIOR) 0.1249%

BANCO SANTANDER SA 3.306 27-JUN-2029 (SENIOR) 0.0448%

BANCOLOMBIA SA T2 4.875 18-OCT-2027 (SUB) 0.0114%

BANISTMO SA 4.25 31-JUL-2027 Reg-S (SENIOR) 0.0047%

BANK NEDERLANDSE GEMEENTEN NV 3.25 15-JUL-2025 (SENIOR) 0.0000%

BANK NEDERLANDSE GEMEENTEN NV 3.25 24-AUG-2026 (SENIOR) 0.0000%

BANK NEDERLANDSE GEMEENTEN NV 3.3 17-JUL-2028 Reg-S (SENIOR) 0.0000%

BANK NEDERLANDSE GEMEENTEN NV 3.5 19-JUL-2027 (SENIOR) 0.0000%

BANK NEDERLANDSE GEMEENTEN NV 4.75 06-MAR-2023 (SENIOR) 0.0000%

BANK NEDERLANDSE GEMEENTEN NV 5.25 20-MAY-2024 (SENIOR) 0.0000%

BANK NEDERLANDSE GEMEENTEN NV 5.5 23-MAY-2022 (SENIOR) 0.0000%

BANK OF AMERICA CORP 0.26 04-MAY-2023 Reg-S (SENIOR) 0.0102%

BANK OF AMERICA CORP 1.898 23-JUL-2031 (SENIOR) 0.0154%

BANK OF AMERICA CORP 3.559 23-APR-2027 (SENIOR) 0.1654%

BANK OF AMERICA CORP PERP 4.3 31-DEC-2049 (JUNIOR SUB) 0.0106%

BANK OF CHINA (HONG KONG) LTD 2.375 01-MAR-2021 Reg-S (SENIOR) 0.0053%

BANK OF CHINA (HONG KONG) LTD 3.875 30-JUN-2025 Reg-S (SENIOR) 0.0049%

BANK OF CHINA LTD (MACAU BRANCH) 3.15 21-SEP-2022 Reg-S (SENIOR) 0.0202%

BANK OF IRELAND GROUP PLC 1.0 25-NOV-2025 Reg-S (SENIOR) 0.0091%

BANK OF IRELAND GROUP PLC AT1-P 6.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0027%

BANK OF IRELAND GROUP PLC GBP T2 3.125 19-SEP-2027 Reg-S (SUB) 0.0094%

BANK OF IRELAND GROUP PLC USD T2 4.125 19-SEP-2027 Reg-S (SUB) 0.0001%

BANK OF MONTREAL 2.1 17-JUL-2024 Reg-S (SENIOR) 0.0000%

BANK OF MONTREAL 3.2 07-SEP-2023 Reg-S (SENIOR) 0.0000%

BANK OF MONTREAL 3.25 06-OCT-2022 Reg-S (SENIOR) 0.0000%

BANK OF NEW YORK MELLON CORP/THE AT1-P 4.625 31-DEC-2049 (CAPSEC (BTP))

0.0062%

BANK OF NOVA SCOTIA (AUSTRALIA BRA 3.2 07-SEP-2023 Reg-S (SENIOR) 0.0000%

BANK OF NOVA SCOTIA (AUSTRALIA BRA 3.2 08-SEP-2022 Reg-S (SENIOR) 0.0000%

BANK OF QUEENSLAND LTD 2.0 30-OCT-2024 Reg-S (SENIOR) 0.0000%

BANK OF QUEENSLAND LTD 3.0 16-NOV-2021 Reg-S (SENIOR) 0.0000%

BANK OF QUEENSLAND LTD T2 1.9035 01-MAY-2028 (SUB) 0.1083%

BANK OF TOKYO-MITSUBISHI UFJ LTD ( CD 3.25 09-MAR-2021 Reg-S (SENIOR) 0.0000%

BANK OF TOKYO-MITSUBISHI UFJ LTD ( CD 3.4 20-MAR-2023 Reg-S (SENIOR) 0.0000%

BANKIA SA T2 3.75 15-FEB-2029 Reg-S (JUNIOR SUB) 0.0074%

BANKINTER SA PERP 6.25 31-DEC-2049 Reg-S (SUB) 0.0089%

BARCLAYS BANK PLC T1-P 0.226 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0001%

BARCLAYS BANK PLC T1-P 6.86 31-DEC-2049 144a (CAPSEC (BTP)) 0.0003%

BARCLAYS PLC 2.375 06-OCT-2023 Reg-S (SENIOR) 0.0135%

BARCLAYS PLC 3.25 26-JUN-2024 Reg-S (SENIOR) 0.0000%




BARCLAYS PLC T2 2.625 11-NOV-2025 Reg-S (SUB) 0.0317%

BARRICK NA FINANCE LLC 5.75 01-MAY-2043 (SENIOR) 0.0925%

BASF SE 0.101 05-JUN-2023 Reg-S (SENIOR) 0.0051%

BAUSCH HEALTH COMPANIES INC 5.5 01-NOV-2025 144a (SECURED) 0.0017%

BAUSCH HEALTH COMPANIES INC 5.75 15-AUG-2027 144a (SECURED) 0.0032%

BAUSCH HEALTH COMPANIES INC 7.0 15-MAR-2024 144a (SECURED) 0.0087%

BAXTER INTERNATIONAL INC 3.95 01-APR-2030 144a (SENIOR) 0.0046%

BAYER AG 1.375 06-JUL-2032 Reg-S (SENIOR) 0.0070%

BAYER AG HYBRID 2.375 02-APR-2075 Reg-S (CAPSEC (BTP)) 0.0026%

BAYER AG PERP 2.375 12-MAY-2079 Reg-S (JUNIOR SUB) 0.0093%

BAYER AG PERP 3.125 12-NOV-2079 Reg-S (JUNIOR SUB) 0.0035%

BAYER CAPITAL CORPORATION BV 0.625 15-DEC-2022 Reg-S (SENIOR) 0.0070%

BAYTEX ENERGY CORP 8.75 04-JAN-2027 144a (SENIOR) 0.0048%

BBI (DBCT) FINANCE PTY LTD 0.39 09-JUN-2021 (SECURED) 0.9333%

BBIRD_16-1A-AA 2.487 16-DEC-2041 144a 0.0006%

BBVA BANCOMER SA (TEXAS BRANCH) 4.375 10-APR-2024 Reg-S (SENIOR) 0.0053%

BBVA BANCOMER SA (TEXAS BRANCH) T2 5.125 18-JAN-2033 Reg-S (CAPSEC (BTP))

0.0111%

BBVA BANCOMER SA INSTITUCION DE BA T2 5.875 13-SEP-2034 Reg-S (SENIOR SUB)

0.0053%

BCORE_19-CORE-D 1.79088 15-DEC-2031 144a 0.0056%

BCORE_19-CORE-E 2.04088 15-DEC-2031 144a 0.0087%

BDO UNIBANK INC 2.125 13-JAN-2026 Reg-S (SENIOR) 0.0286%

BECTON DICKINSON AND COMPANY 2.823 20-MAY-2030 (SENIOR) 0.0192%

BECTON DICKINSON EURO FINANCE SARL 0.632 04-JUN-2023 (SENIOR) 0.0147%

BECTON DICKINSON EURO FINANCE SARL 1.208 04-JUN-2026 (SENIOR) 0.0070%

BEIJING STATE-OWNED ASSETS MANAGEM 4.125 26-MAY-2025 Reg-S (SENIOR) 0.0118%

BELARUS (REPUBLIC OF) 6.875 28-FEB-2023 Reg-S (SENIOR) 0.0043%

BELARUS (REPUBLIC OF) 7.625 29-JUN-2027 Reg-S (SENIOR) 0.0106%

BELGIUM (KINGDOM OF) 0.5 22-OCT-2024 Dual 144a|Reg-S 0.0000%

BENDIGO AND ADELAIDE BANK LTD 1.7 06-SEP-2024 0.0000%

BENDIGO AND ADELAIDE BANK LTD 3.5 25-JAN-2023 Reg-S (SENIOR) 0.0000%

BERKSHIRE HATHAWAY FINANCE CORP 2.375 19-JUN-2039 (SENIOR) 0.0165%

BETASHARES AUSTRALIAN HIGH INTERES ETF-M 1.9854%

BHP BILLITON FINANCE LTD HYBRID 5.625 22-OCT-2079 Reg-S (CAPSEC (BTP)) 0.4701%

BLACK KNIGHT INFOSERV LLC 3.625 01-SEP-2028 144a (SENIOR) 0.0037%

BLACK SEA TRADE AND DEVELOPMENT BA 3.5 25-JUN-2024 Reg-S (SENIOR) 0.0062%

BLACKSTONE PROPERTY PARTNERS EUROP 1.4 06-JUL-2022 Reg-S (SENIOR) 0.0189%

BLACKSTONE PROPERTY PARTNERS EUROP 1.75 12-MAR-2029 Reg-S (SENIOR) 0.0155%

BLUEM_12-2A-AR2 1.27375 20-NOV-2028 144a 0.0144%

BLUESTAR FINANCE HOLDINGS LTD BTP-P 3.875 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.0085%

BLUME_3X-A1 0.9 15-JAN-2031 Reg-S 0.0084%

BMIR_19-1A-M1A 1.44925 25-MAR-2029 144a 0.0004%

BMIR_19-1A-M1B 1.89925 25-MAR-2029 144a 0.0148%

BMIR_19-3A-M1A 1.24925 25-JUL-2029 144a 0.0049%

BMIR_20-1A-M1A 2.79925 25-JUN-2030 144a 0.0262%

BMIR_20-1A-M1B 3.54925 25-JUN-2030 144a 0.0417%

BMIR_20-2A-M1A 2.44925 26-AUG-2030 144a 0.0308%

BMW FINANCE NV 0.125 13-JUL-2022 Reg-S (SENIOR) 0.0038%

BMW US CAPITAL LLC 3.8 06-APR-2023 144a (SENIOR) 0.0108%

BNG BANK NV 0.75 13-NOV-2023 Reg-S (SENIOR) 0.0000%

BNG BANK NV 1.6 27-NOV-2030 (SENIOR) 0.0000%

BNG BANK NV 3.3 26-APR-2029 Reg-S (SENIOR) 0.0000%

BNP PARIBAS SA 1.125 22-NOV-2023 Reg-S (SENIOR NON-PREFERRED) 0.0027%

BNP PARIBAS SA 2.819 19-NOV-2025 144a (SENIOR NON-PREFERRED) 0.0093%

BNZ INTERNATIONAL FUNDING LIMITED 0.5 13-MAY-2023 Reg-S (SENIOR) 0.0084%

BOMBARDIER INC 7.875 15-APR-2027 144a (SENIOR) 0.0061%

BOOKING HOLDINGS INC 2.15 25-NOV-2022 (SENIOR) 0.0090%

BORAL FINANCE PTY LIMITED 3.0 01-NOV-2022 144a (SENIOR) 0.0656%

BORMIOLI PHARMA BIDCO SPA 3.5 15-NOV-2024 Reg-S (SECURED) 0.0038%

BOSTON PROPERTIES LP 2.9 15-MAR-2030 (SENIOR) 0.0219%

BOSTON PROPERTIES LP 3.25 30-JAN-2031 (SENIOR) 0.0258%

BOSTON PROPERTIES LP 3.8 01-FEB-2024 (SENIOR) 0.0132%

BOXER PARENT CO INC 7.125 02-OCT-2025 144a (SECURED) 0.0071%

BOXER PARENT CO INC 9.125 01-MAR-2026 144a (SECURED) 0.0004%

BOYD GAMING CORPORATION 6.0 15-AUG-2026 (SENIOR) 0.0064%

BP CAPITAL MARKETS PLC HYBRID-P 3.25 31-DEC-2049 Reg-S (SUB) 0.0072%

BP CAPITAL MARKETS PLC HYBRID-P 3.625 31-DEC-2049 Reg-S (SUB) 0.0144%

BP CAPITAL MARKETS PLC PERP 4.375 31-DEC-2049 (SUB) 0.0120%

BP CAPITAL MARKETS PLC PERP 4.875 31-DEC-2049 (SUB) 0.0063%

BPCE SA 0.125 04-DEC-2024 (SENIOR) 0.0034%

BPCE SA 0.5 15-SEP-2027 Reg-S (SENIOR NON-PREFERRED) 0.0094%

BPCE SA 0.625 26-SEP-2023 Reg-S (SENIOR) 0.0052%

BPCE SA 0.625 28-APR-2025 Reg-S (SENIOR) 0.0141%

BPCE SA 1.8 11-SEP-2024 Reg-S (SENIOR) 0.0000%

BPCE SA 2.0 05-JUN-2025 Reg-S (SENIOR) 0.0000%

BPCE SA 4.5 26-APR-2028 Reg-S (SENIOR NON-PREFERRED) 0.0000%

BPPE HOLDINGS SARL 2.0 15-FEB-2024 Reg-S (SENIOR) 0.0184%

BPPE HOLDINGS SARL 2.2 24-JUL-2025 Reg-S (SENIOR) 0.0133%

BRACKEN MIDCO1 PLC PIK 8.875 15-OCT-2023 Reg-S (SENIOR) 0.0039%

BRASKEM FINANCE LTD PERP 7.375 31-DEC-2049 Reg-S (SENIOR) 0.0189%

BRASKEM NETHERLANDS FINANCE BV 5.875 31-JAN-2050 Reg-S (SENIOR) 0.0157%

BRASKEM NETHERLANDS FINANCE BV 8.5 23-JAN-2081 Reg-S (SUB) 0.0187%

BRAZIL FEDERATIVE REPUBLIC OF (GO 10.0 01-JAN-2021 0.0536%

BRAZIL FEDERATIVE REPUBLIC OF (GOV 10.0 01-JAN-2029 0.1541%

BRAZIL FEDERATIVE REPUBLIC OF (GOV 10.0 01-JAN-2031 0.0466%

BRAZIL FEDERATIVE REPUBLIC OF (GOV 3.875 12-JUN-2030 (SENIOR) 0.0053%

BRF SA 4.875 24-JAN-2030 144a (SENIOR) 0.0071%

BRISBANE AIRPORT CORPORATION PTY L 3.1 30-JUN-2026 (SECURED) 0.3840%

BRISBANE AIRPORT CORPORATION PTY L 3.9 24-APR-2025 Reg-S (SECURED) 0.8661%

BRISBANE AIRPORT CORPORATION PTY L 4.5 30-DEC-2030 (SECURED) 0.4059%

BRISBANE AIRPORT CORPORATION PTY L 6.0 21-OCT-2020 (SECURED) 0.0000%

BRISTOL-MYERS SQUIBB CO 3.4 26-JUL-2029 (SENIOR) 0.1173%

BRITISH TELECOMMUNICATIONS PLC 0.5 12-SEP-2025 Reg-S (SENIOR) 0.0066%

BRITISH TELECOMMUNICATIONS PLC 1.0 21-NOV-2024 Reg-S (SENIOR) 0.0026%



BRITISH TELECOMMUNICATIONS PLC HYBRID 1.874 18-AUG-2080 Reg-S (JUNIOR SUB)

0.0161%

BROADCOM INC 3.15 15-NOV-2025 (SENIOR) 0.0302%

BSABS_04-HE5-M1 1.00425 25-JUL-2034 0.0022%

BSARM_04-3-2A 3.27181 25-JUL-2034 0.0000%

BURBERRY GROUP PLC 1.125 21-SEP-2025 Reg-S (SENIOR) 0.0095%

BWAY HOLDING CO 4.75 15-APR-2024 Reg-S (SECURED) 0.0000%

BWP TRUST 3.3 10-APR-2026 (SENIOR) 0.2424%

BWP TRUST 3.5 11-MAY-2022 Reg-S (SENIOR) 0.0925%

BX_18-BILT-C 1.36088 15-MAY-2035 144a 0.0004%

BX_18-BILT-E 2.56088 15-MAY-2035 144a 0.0038%

BX_18-BILT-F 3.06088 15-MAY-2030 144a 0.0082%

BX_18-BIOA-C 1.26193 15-MAR-2037 144a 0.0032%

BX_18-BIOA-D 1.46193 15-MAR-2037 144a 0.0031%

BX_18-BIOA-E 2.09193 15-MAR-2037 144a 0.0298%

BX_18-IND-F 1.941 15-NOV-2035 144a 0.0150%

BX_18-IND-G 2.191 15-NOV-2035 144a 0.0130%

CAESARS RESORT COLLECTION LLC 5.25 15-OCT-2025 144a (SENIOR) 0.0083%

CAIXABANK SA 0.75 18-APR-2023 Reg-S (SENIOR) 0.0052%

CAIXABANK SA AT1-P 5.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0030%

CAI_18-2A-A 4.34 25-SEP-2043 144a 0.0035%

CALTEX AUSTRALIA LTD 4.0 17-APR-2025 Reg-S (SENIOR) 0.0000%

CAMB_19-LIFE-E 2.29088 15-DEC-2037 144a 0.0157%

CAMB_19-LIFE-F 2.69088 15-DEC-2037 144a 0.0148%

CAMB_19-LIFE-G 3.39088 15-DEC-2037 144a 0.0122%

CAMDEN PROPERTY TRUST REIT 2.8 15-MAY-2030 (SENIOR) 0.0161%

CAMEROON (REPUBLIC OF) 9.5 19-NOV-2025 Reg-S (SENIOR) 0.0046%

CAMPBELL SOUP COMPANY 2.375 24-APR-2030 (SENIOR) 0.0230%

CAN 10YR BOND DEC 20 CN 18-DEC-2020 0.0000%

CANADIAN IMPERIAL BANK OF COMMERCE 1.6 09-JUN-2023 Reg-S (SENIOR) 0.0000%

CANADIAN NATURAL RESOURCES LTD 2.95 15-JUL-2030 (SENIOR) 0.0475%

CAPGEMINI SE 1.25 15-APR-2022 Reg-S (SENIOR) 0.0026%

CAPITAL ENVIRONMENT HOLDINGS LTD 5.625 11-SEP-2021 Reg-S (SENIOR) 0.0060%

CAPITAL ONE FINANCIAL CORPORATION 3.3 30-OCT-2024 (SENIOR) 0.0072%

CAPITAL ONE FINANCIAL CORPORATION 3.75 09-MAR-2027 (SENIOR) 0.0081%

CAPITAL ONE FINANCIAL CORPORATION 3.9 29-JAN-2024 (SENIOR) 0.0302%

CAPITAL ONE FINANCIAL DS REPRESENT PERP 5.0 31-DEC-2049 0.0073%

CAPITAL ONE FINANCIAL DS REPRESENT PERP 5.0 31-DEC-2049 0.0000%

CAR INC 6.0 11-FEB-2021 Reg-S (SENIOR) 0.0185%

CARNIVAL CORP 1.875 07-NOV-2022 (SENIOR) 0.0112%

CARNIVAL CORP 10.5 01-FEB-2026 144a (SECURED) 0.0012%

CARNIVAL CORP 11.5 01-APR-2023 144a (SECURED) 0.0217%

CARNIVAL CORP 9.875 01-AUG-2027 144a (SECURED) 0.0062%

CARNIVAL CORPORATION 10.125 01-FEB-2026 Reg-S 0.0038%

CARNIVAL PLC 1.0 28-OCT-2029 (SENIOR) 0.0054%

CARRIER GLOBAL CORP 2.7 15-FEB-2031 144a (SENIOR) 0.0325%

CASINO GUICHARD PERRACHON SA 3.58 07-FEB-2025 Reg-S (SENIOR) 0.0013%

CASINO GUICHARD PERRACHON SA 4.498 07-MAR-2024 Reg-S (SENIOR) 0.0018%

CASINO GUICHARD PERRACHON SA 4.561 25-JAN-2023 Reg-S (SENIOR) 0.0103%

CASINO GUICHARD PERRACHON SA PERP 3.992 31-DEC-2049 Reg-S (JUNIOR SUB) 0.0007%

CASTELLUM AB 0.75 04-SEP-2026 Reg-S (SENIOR) 0.0083%

CASTELLUM AB 2.125 20-NOV-2023 Reg-S (SENIOR) 0.0098%

CAS_14-C02-1M2 2.74925 25-MAY-2024 0.0126%

CAS_14-C03-1M2 3.14925 25-JUL-2024 0.0146%

CAS_14-C04-1M2 5.04925 25-NOV-2024 0.0038%

CAS_15-C01-1M2 4.44925 25-FEB-2025 0.0068%

CAS_16-C01-1M2 6.89925 25-AUG-2028 0.0046%

CAS_16-C02-1M2 6.14925 25-SEP-2028 0.0103%

CAS_16-C04-1M2 4.39925 25-JAN-2029 0.0057%

CAS_16-C04-1M2B 4.39925 25-JAN-2029 0.0142%

CAS_17-C01-1M2 3.69925 25-JUL-2029 0.0090%

CAS_17-C01-1M2C 3.69925 25-JUL-2029 0.0169%

CAS_17-C03-1M2 3.14925 25-OCT-2029 0.0101%

CAS_17-C05-1EB3 1.34925 25-JAN-2030 0.0146%

CAS_17-C05-1M2 2.34925 25-JAN-2030 0.0118%

CAS_18-C03-1M2 2.29925 25-OCT-2030 0.0064%

CAS_18-C05-1M2 2.49925 27-JAN-2031 0.0067%

CAS_18-R07-1ED2 1.24925 25-APR-2031 144a 0.0076%

CATALENT PHARMA SOLUTIONS INC 2.375 01-MAR-2028 Reg-S (SENIOR) 0.0004%

CATALYST HOUSING LTD 3.125 31-OCT-2047 Reg-S (SECURED) 0.0178%

CATERPILLAR INC 3.25 09-APR-2050 (SENIOR) 0.0117%

CBS RADIO INC 6.5 01-MAY-2027 144a (SECURED) 0.0025%

CCL INDUSTRIES INC 3.05 01-JUN-2030 144a (SENIOR) 0.0335%

CCO HOLDINGS LLC 4.5 01-MAY-2032 144a (SENIOR) 0.0051%

CCO HOLDINGS LLC 4.5 15-AUG-2030 144a (SENIOR) 0.0035%

CCO HOLDINGS LLC/CCO HOLDINGS CAPI 5.0 01-FEB-2028 144a (SENIOR) 0.0162%

CDBL FUNDING 1 3.5 24-OCT-2027 Reg-S (SENIOR) 0.0064%

CDS: (CDX.NA.HY.34.V9) CDX 5.0 20-JUN-2025 (SENIOR) 0.0002%

CDS: (KERFP) CDS 1.0 20-DEC-2020 (SENIOR) -0.0001%

CDS: (LHNVX) CDS 1.0 20-JUN-2021 (SENIOR) 0.0000%

CDS: (LHNVX) CDS 1.0 20-JUN-2021 (SENIOR) 0.0000%

CDS: (SVU) CDS 5.0 20-JUN-2023 (SENIOR) 0.0000%

CDS: (SVU) CDS 5.0 20-JUN-2023 (SENIOR) 0.0000%

CDS: (TSCOLN) CDS 1.0 20-DEC-2020 (SENIOR) 0.0000%

CDW LLC 3.25 15-FEB-2029 (SENIOR) 0.0057%

CEDAR FAIR LP 5.25 15-JUL-2029 (SENIOR) 0.0021%

CEDAR FAIR LP 5.5 01-MAY-2025 144a (SECURED) 0.0095%

CEDF_16-6A-AR 1.30838 20-OCT-2028 144a 0.0016%

CEMEX SAB DE CV 2.75 05-DEC-2024 Reg-S (SECURED) 0.0021%

CEMEX SAB DE CV 5.2 17-SEP-2030 144a (SECURED) 0.0031%

CEMEX SAB DE CV 5.2 17-SEP-2030 Reg-S (SECURED) 0.0158%

CEMEX SAB DE CV 7.375 05-JUN-2027 144a (SECURED) 0.0082%

CEMEX SAB DE CV 7.375 05-JUN-2027 Reg-S (SECURED) 0.0056%

CENOVUS ENERGY INC 5.375 15-JUL-2025 (SENIOR) 0.0067%

CENTERPOINT ENERGY HOUSTON ELECTRI 2.9 01-JUL-2050 (SECURED) 0.0109%

CENTRAL CHINA REAL ESTATE LTD 7.25 16-JUL-2024 Reg-S (SENIOR) 0.0072%

CENTRAL CHINA REAL ESTATE LTD 7.65 27-AUG-2023 Reg-S (SENIOR) 0.0101%

CEPSA FINANCE SA 0.75 12-FEB-2028 Reg-S (SENIOR) 0.0062%

CEPSA FINANCE SA 2.25 13-FEB-2026 Reg-S (SENIOR) 0.0212%

CETIN FINANCE BV 1.423 06-DEC-2021 Reg-S (SENIOR) 0.0147%

CEZ AS 0.875 21-NOV-2022 Reg-S (SENIOR) 0.0080%

CGCMT_13-375P-D 3.63483 10-MAY-2035 144a 0.0042%

CGCMT_18-TBR-B 1.29088 15-DEC-2036 144a 0.0036%

CGCMT_18-TBR-D 1.94088 15-DEC-2036 144a 0.0046%

CGCMT_18-TBR-E 2.94088 15-DEC-2036 144a 0.0034%

CGMS_13-4A-A1RR 1.23688 15-JAN-2031 144a 0.0173%

CGMS_15-2A-A1R 0.9965 27-APR-2027 144a 0.0016%

CGMS_15-3A-A1R 1.22225 28-JUL-2028 144a 0.0117%

CHANNEL LINK ENTERPRISES FINANCE P 1.761 30-JUN-2050 Reg-S (SECURED) 0.0204%

CHANNEL LINK ENTERPRISES FINANCE P 2.706 30-JUN-2050 Reg-S (SECURED) 0.0069%

CHARLES SCHWAB CORPORATION (THE) PERP 5.0 31-DEC-2049 (CAPSEC (BTP)) 0.0132%

CHARLES SCHWAB CORPORATION (THE) PERP 5.375 31-DEC-2049 (JUNIOR SUB) 0.0051%

CHARTER COMMUNICATIONS OPERATING L 3.7 01-APR-2051 (SENIOR) 0.0448%

CHARTER COMMUNICATIONS OPERATING L 4.25 01-FEB-2031 144a (SENIOR) 0.0071%

CHARTER HALL EXCHANGE FINANCE PTY 2.317 25-SEP-2030 (SENIOR) 0.0725%

CHENIERE CORPUS CHRISTI HOLDINGS L 3.7 15-NOV-2029 144a (SENIOR) 0.0615%

CHENIERE ENERGY INC 4.625 15-OCT-2028 144a (SECURED) 0.0115%

CHENIERE ENERGY PARTNERS LP 4.5 01-OCT-2029 (SENIOR) 0.0094%

CHENIERE ENERGY PARTNERS LP 5.625 01-OCT-2026 (SENIOR) 0.0148%

CHEPLAPHARM ARZNEIMITTEL GMBH 3.5 11-FEB-2027 Reg-S (SECURED) 0.0006%

CHINA AOYUAN GROUP LTD 6.35 08-FEB-2024 Reg-S (SENIOR) 0.0217%

CHINA CONSTRUCTION BANK CORP T2 2.45 24-JUN-2030 Reg-S (SENIOR SUB) 0.0401%

CHINA EVERGRANDE GROUP 4.25 14-FEB-2023 Reg-S (SECURED) 0.0104%

CHINA EVERGRANDE GROUP 4.25 14-FEB-2023 Reg-S (SECURED) 0.0000%

CHINA EVERGRANDE GROUP 7.5 28-JUN-2023 Reg-S (SECURED) 0.0185%

CHINA GREAT WALL INTERNATIONAL HOL 2.375 18-AUG-2030 Reg-S (SENIOR) 0.0277%

CHINA GREAT WALL INTERNATIONAL HOL 3.875 31-AUG-2027 Reg-S (SENIOR) 0.0048%

CHINA HONGQIAO GROUP LIMITED 7.125 22-JUL-2022 Reg-S (SENIOR) 0.0047%

CHINA HONGQIAO GROUP LIMITED 7.375 02-MAY-2023 Reg-S (SENIOR) 0.0079%

CHINA HUADIAN OVERSEAS DEVELOPMENT BTP-P 3.375 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.0060%

CHINA OIL AND GAS GROUP LTD 4.625 20-APR-2022 Reg-S (SENIOR) 0.0077%

CHINA OIL AND GAS GROUP LTD 5.5 25-JAN-2023 Reg-S (SECURED) 0.0127%

CHINA RESOURCES LAND LTD BTP-P 3.75 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0093%

CHINA SCE PROPERTY HOLDINGS LTD 5.875 10-MAR-2022 Reg-S (SENIOR) 0.0036%

CHINA SHENHUA OVERSEAS CAPITAL CO 3.875 20-JAN-2025 Reg-S (SENIOR) 0.0106%

CHONGQING NANAN URBAN CONSTRUCTION 4.5 17-AUG-2026 Reg-S (SENIOR) 0.0151%

CHORUS LTD 1.125 18-OCT-2023 Reg-S (SENIOR) 0.7975%

CHS/COMMUNITY HEALTH SYSTEMS INC 6.25 31-MAR-2023 (SECURED) 0.0050%

CHS/COMMUNITY HEALTH SYSTEMS INC 6.625 15-FEB-2025 144a (SECURED) 0.0193%

CHS/COMMUNITY HEALTH SYSTEMS INC 6.875 01-APR-2028 144a (SENIOR) 0.0022%

CHS/COMMUNITY HEALTH SYSTEMS INC 8.0 15-DEC-2027 144a (SECURED) 0.0018%

CIFC_12-2RA-A1 1.01838 20-JAN-2028 144a 0.0104%

CIFC_15-1A-ARR 1.32575 22-JAN-2031 144a 0.0481%

CIFC_17-2A-A 1.45838 20-APR-2030 144a 0.0050%

CIFC_17-5A-A1 1.39775 16-NOV-2030 144a 0.0197%

CIFC_18-1A-A 1.21775 18-APR-2031 144a 0.0386%

CIFI HOLDINGS GROUP CO LTD 5.85 19-AUG-2023 Reg-S (SENIOR) 0.0082%

CIFI HOLDINGS GROUP CO LTD 5.95 20-OCT-2025 Reg-S (SENIOR) 0.0093%

CIFI HOLDINGS GROUP CO LTD 6.45 07-NOV-2024 Reg-S (SENIOR) 0.0076%

CIGNA CORP 3.4 01-MAR-2027 (SENIOR) 0.0365%

CIRSA FINANCE INTERNATIONAL SARL 4.75 22-MAY-2025 Reg-S (SECURED) 0.0046%

CIT GROUP INC 5.0 01-AUG-2023 (SENIOR) 0.0142%

CITIGROUP INC 2.375 22-MAY-2024 Reg-S (SENIOR) 0.0086%

CITIGROUP INC 3.887 10-JAN-2028 (SENIOR) 0.0386%

CITIGROUP INC 3.98 20-MAR-2030 (SENIOR) 0.0621%

CITIGROUP INC AT1-P 4.316 31-DEC-2049 (CAPSEC (BTP)) 0.0051%

CNAC HK FINBRIDGE CO LTD 3.875 19-JUN-2029 Reg-S (SENIOR) 0.0049%

CNAC HK FINBRIDGE CO LTD 4.75 19-JUN-2049 Reg-S (SENIOR) 0.0138%

CNAC HK FINBRIDGE CO LTD 4.875 14-MAR-2025 Reg-S (SENIOR) 0.0048%

CNAC HK FINBRIDGE CO LTD PERP 3.35 31-DEC-2049 Reg-S (SENIOR) 0.0205%

CNH INDUSTRIAL CAPITAL AUSTRALIA P 2.1 12-DEC-2022 Reg-S (SENIOR) 0.0000%

CNRC CAPITALE LTD BTP-P 3.9 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0060%

COCA-COLA CO 3.25 11-JUN-2024 Reg-S (SENIOR) 0.0000%

COLES GROUP TREASURY PTY LTD 2.2 06-NOV-2026 Reg-S (SENIOR) 0.3750%

COLES GROUP TREASURY PTY LTD 2.65 06-NOV-2029 Reg-S (SENIOR) 0.4506%

COLT MERGER SUB INC 5.75 01-JUL-2025 144a (SECURED) 0.0095%

COLT MERGER SUB INC 6.25 01-JUL-2025 144a (SECURED) 0.0054%

COMCAST CORPORATION 4.15 15-OCT-2028 (SENIOR) 0.0135%



COMERICA INCORPORATED 3.7 31-JUL-2023 (SENIOR) 0.0226%

COMETA ENERGIA SA DE CV 6.375 24-APR-2035 Reg-S (SECURED) 0.0062%

COMISION FEDERAL DE ELECTRICIDAD 4.875 15-JAN-2024 Reg-S (SENIOR) 0.0088%

COMMERZBANK AG AT1-P 6.125 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0090%

COMMERZBANK AG AT1-P 6.5 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0033%

COMMERZBANK AG T2 4.0 05-DEC-2030 Reg-S (SENIOR SUB) 0.0212%

COMMONWEALTH BANK OF AUSTRALIA 2.75 16-AUG-2021 (SENIOR) 0.0000%

COMMONWEALTH BANK OF AUSTRALIA 2.9 12-JUL-2021 Reg-S (SENIOR) 0.0000%

COMMONWEALTH BANK OF AUSTRALIA 3.0 11-JAN-2024 Reg-S (SENIOR) 0.0000%

COMMONWEALTH BANK OF AUSTRALIA 3.2 16-AUG-2023 (SENIOR) 0.0000%


COMMONWEALTH BANK OF AUSTRALIA 3.25 25-APR-2023 Reg-S (SENIOR) 0.0000%

COMMONWEALTH BANK OF AUSTRALIA 3.25 25-JUL-2022 (SENIOR) 0.0000%


COMMONWEALTH BANK OF AUSTRALIA 3.75 25-JAN-2028 (SENIOR) 0.0000%

COMMONWEALTH BANK OF AUSTRALIA 4.2 11-JUN-2026 (SENIOR) 0.0000%

COMMONWEALTH BANK OF AUSTRALIA AT1-P 2.0301141304 31-DEC-2049 0.0000%

COMMONWEALTH BANK OF AUSTRALIA AT1-P 2.0301141304 31-DEC-2049 0.0202%

COMMONWEALTH BANK OF AUSTRALIA CLI 3.25 31-MAR-2022 (SENIOR) 0.0000%

COMMONWEALTH BANK OF AUSTRALIA COVERED 2.75 17-NOV-2021 Reg-S 0.0000%

COMMONWEALTH BANK OF AUSTRALIA COVERED 3.25 17-NOV-2026 Reg-S 0.0000%

COMMONWEALTH BANK OF AUSTRALIA COVERED 4.75 27-MAY-2024 Reg-S 0.0000%

COMMONWEALTH BANK OF AUSTRALIA T2 1.936 03-OCT-2029 Reg-S (SENIOR SUB)

0.3724%

COMMONWEALTH BANK OF AUSTRALIA T2 4.5 09-DEC-2025 Reg-S (CAPSEC (BTP))

0.3457%

COMMSCOPE FINANCE LLC 6.0 01-MAR-2026 144a (SECURED) 0.0059%

COMMSCOPE FINANCE LLC 8.25 01-MAR-2027 144a (SENIOR) 0.0058%

COMMSCOPE TECHNOLOGIES LLC 6.0 15-JUN-2025 144a (SENIOR) 0.0006%

COMM_19-521F-E 2.14088 15-JUN-2034 144a 0.0097%

COMM_19-521F-F 2.534849 15-JUN-2034 144a 0.0073%

COMM_19-WCM-E 1.89088 15-OCT-2036 144a 0.0101%

COMM_19-WCM-F 2.34088 15-OCT-2036 144a 0.0055%

COMPAGNIE GENERALE DES ETABLISSEME 10-NOV-2023 Reg-S (SENIOR) 0.0042%

COMPAGNIE GENERALE DES ETABLISSEME 10-NOV-2023 Reg-S (SENIOR) 0.0000%

COMPASS MINERALS INTERNATIONAL INC 6.75 01-DEC-2027 144a (SENIOR) 0.0101%

CONCHO RESOURCES INC 2.4 15-FEB-2031 (SENIOR) 0.0064%

CONCHO RESOURCES INC 3.75 01-OCT-2027 (SENIOR) 0.0292%

CONNECTEAST FINANCE PTY LTD 3.4 25-MAR-2026 (SECURED) 0.7253%

CONNECTEAST FINANCE PTY LTD 5.75 02-SEP-2020 (SECURED) 0.0000%

CONSOLIDATED COMMUNICATIONS INC 6.5 01-OCT-2028 144a (SECURED) 0.0111%

CONSTELLATION BRANDS INC 3.7 06-DEC-2026 (SENIOR) 0.0506%

CONSTELLIUM NV 5.875 15-FEB-2026 144a (SENIOR) 0.0105%

CONSTELLIUM SE (FRANCE) 5.625 15-JUN-2028 144a (SENIOR) 0.0050%

CONTINENTAL RESOURCES INC 4.5 15-APR-2023 (SENIOR) 0.0060%

CONTINENTAL RESOURCES INC 4.9 01-JUN-2044 (SENIOR) 0.0022%

COOF_16-1-A1 1.09 24-NOV-2048 Reg-S 0.2022%

COOPERATIEVE RABOBANK UA (SYDNEY B 3.25 25-JAN-2023 Reg-S (SENIOR PREFERRED)

0.0000%

CORNING INC 5.35 15-NOV-2048 (SENIOR) 0.0427%

CORPORACION NACIONAL DEL COBRE DE 4.5 16-SEP-2025 Reg-S (SENIOR) 0.0091%

COSAN LTD 5.5 20-SEP-2029 Reg-S (SENIOR) 0.0118%

COSL SINGAPORE CAPITAL LTD 2.5 24-JUN-2030 Reg-S (SENIOR) 0.0357%

COTE D IVOIRE (REPUBLIC OF) 6.625 22-MAR-2048 Reg-S (SENIOR) 0.0126%

COUNTRY GARDEN HOLDINGS CO LTD 4.8 06-AUG-2030 Reg-S (SENIOR) 0.0288%

COUNTRY GARDEN HOLDINGS CO LTD 5.125 14-JAN-2027 Reg-S (SENIOR) 0.0020%

COUNTRY GARDEN HOLDINGS CO LTD 5.4 27-MAY-2025 Reg-S (SENIOR) 0.0033%

COUNTRY GARDEN HOLDINGS CO LTD 5.625 14-JAN-2030 Reg-S (SENIOR) 0.0080%

COUNTRY GARDEN HOLDINGS CO LTD 6.15 17-SEP-2025 Reg-S (SENIOR) 0.0040%

COUNTRY GARDEN HOLDINGS CO LTD 7.25 08-APR-2026 Reg-S (SENIOR) 0.0146%

COUNTRY GARDEN HOLDINGS COMPANY LT 4.75 28-SEP-2023 Reg-S (SENIOR) 0.0045%

COVESTRO AG 0.875 03-FEB-2026 Reg-S (SENIOR) 0.0075%

CPI PROPERTY GROUP SA 2.75 12-MAY-2026 Reg-S (SENIOR) 0.0177%

CPI PROPERTY GROUP SA 2.75 22-JAN-2028 Reg-S (SENIOR) 0.0088%

CPI PROPERTY GROUP SA HYBRID-P 4.875 31-DEC-2049 Reg-S (SUB) 0.0081%

CPI PROPERTY GROUP SA PERP 4.875 31-DEC-2049 Reg-S (SUB) 0.0269%

CREDIT MUTUEL ARKEA T2 1.875 25-OCT-2029 Reg-S (SUB) 0.0071%

CREDIT MUTUEL ARKEA T2 3.375 11-MAR-2031 (SUB) 0.0080%

CREDIT SUISSE (SYDNEY BRANCH) AG 4.0 09-MAR-2021 Reg-S (SENIOR) 0.0000%

CREDIT SUISSE AG (LONDON BRANCH) 1.0 07-JUN-2023 Reg-S (SENIOR) 0.0068%

CREDIT SUISSE AG (SYDNEY BRANCH) 1.245 26-MAY-2023 Reg-S (SENIOR) 0.0000%

CREDIT SUISSE GROUP AG 2.25 09-JUN-2028 Reg-S (SENIOR) 0.0128%

CREDIT SUISSE GROUP AG 2.593 11-SEP-2025 (SENIOR) 0.0300%

CREDIT SUISSE GROUP AG 3.25 02-APR-2026 Reg-S (SENIOR) 0.0064%

CREDIT SUISSE GROUP AG T2-P 5.25 31-DEC-2049 144a (JUNIOR SUB) 0.0084%

CREDITO REAL SAB DE CV SOFOM ER 7.25 20-JUL-2023 Reg-S (SENIOR) 0.0043%

CRESTWOOD MIDSTREAM PARTNERS LP/CR 6.25 01-APR-2023 (SENIOR) 0.0096%

CRH FINLAND SERVICES OYJ 0.875 05-NOV-2023 Reg-S (SENIOR) 0.0045%

CROWN CASTLE INTERNATIONAL CORP 2.25 15-JAN-2031 (SENIOR) 0.0887%

CROWN CASTLE INTERNATIONAL CORP REIT 3.1 15-NOV-2029 (SENIOR) 0.0076%

CROWN CASTLE INTERNATIONAL CORP REIT 3.7 15-JUN-2026 (SENIOR) 0.0329%

CROWNROCK LP / CROWNROCK FINANCE I 5.625 15-OCT-2025 144a (SENIOR) 0.0065%

CSC HOLDINGS LLC 3.375 15-FEB-2031 144a (SENIOR) 0.0052%

CSC HOLDINGS LLC 4.125 01-DEC-2030 144a (SENIOR) 0.0076%

CSC HOLDINGS LLC 5.5 15-APR-2027 144a (SENIOR) 0.0047%

CSCEC FINANCE (CAYMAN) II LTD 2.9 05-JUL-2022 Reg-S (SENIOR) 0.0052%

CSCEC FINANCE (CAYMAN) II LTD 3.5 05-JUL-2027 Reg-S (SENIOR) 0.0048%

CSN ISLANDS XI CORP 6.75 28-JAN-2028 144a (SENIOR) 0.0123%

CSN RESOURCES SA 7.625 13-FEB-2023 Reg-S (SENIOR) 0.0045%

CTP BV 2.125 01-OCT-2025 Reg-S (SENIOR) 0.0047%

CTR PARTNERSHIP LP / CARETRUST CAP 5.25 01-JUN-2025 (SENIOR) 0.0096%

CVS HEALTH CORP 2.7 21-AUG-2040 (SENIOR) 0.0278%

CVS HEALTH CORP 4.25 01-APR-2050 (SENIOR) 0.0177%

CVS HEALTH CORP 5.05 25-MAR-2048 (SENIOR) 0.0112%

CWALT_05-10CB1A2 0.59925 25-MAY-2035 0.0001%

CWHEL_04-G-1A 0.36088 15-DEC-2029 0.0001%

CWHEL_04-J-1A 0.43088 15-DEC-2033 0.0000%

CWHEL_04-K-2A 0.44088 15-FEB-2034 0.0008%

CWHEL_04-N-2A 0.42088 15-FEB-2034 0.0007%

CWHEL_04-O-1A 0.42088 15-FEB-2034 0.0017%

CWHEL_05-G-2A 0.37088 15-DEC-2035 0.0025%

CWHEL_05-L-A 0.36088 15-FEB-2036 0.0009%

CWHEL_06-B-2A 0.31088 15-MAY-2036 0.0013%

CWHEL_06-C-1A 0.32088 15-MAY-2036 0.0047%

CWHEL_06-C-2A 0.32088 15-MAY-2036 0.0047%

CWHEL_06-F-1A 0.28088 15-JUL-2036 0.0041%

CWHEL_06-F-2A1A 0.28088 15-JUL-2036 0.0029%

CWHEL_06-I-2A 0.28088 15-JAN-2037 0.0053%

CWHEL_06-RES4E1A 0.40088 15-JUN-2029 144a 0.0006%

CWHEL_06-RES4E1B 0.40088 15-JUN-2029 144a 0.0008%

CWHEL_06-RES4F1B 0.40088 15-MAY-2034 144a 0.0009%

CWHEL_06-RES4K1A 0.44088 15-FEB-2034 144a 0.0021%

CWHEL_06-RES4K1B 0.44088 15-FEB-2034 144a 0.0011%

CWHEL_06-RES4U1A 0.41088 15-MAR-2034 144a 0.0023%

CWHEL_06-RES5A1A 0.37088 15-APR-2035 144a 0.0045%

CWHEL_06-RES5C1A 0.32088 15-JUL-2035 144a 0.0015%

CWHEL_06-RES5D1A 0.33088 15-NOV-2035 144a 0.0064%

CWHEL_06-RES5E1A 0.36088 15-NOV-2035 144a 0.0045%

CWHEL_07-A-A 0.26088 15-APR-2037 0.0003%

CWHEL_07-B-A 0.29088 15-FEB-2037 0.0001%

CWL_06-11-1AF4 6.3 26-DEC-2035 0.0043%

CWL_06-11-1AF6 6.15 25-MAY-2046 0.0012%

CWL_06-13-1AF4 4.41732 25-JAN-2036 0.0071%

CWL_06-13-1AF5 4.21079 25-JAN-2037 0.0043%

CWL_06-13-1AF6 6.034 25-JAN-2037 0.0024%

CWL_07-4-A4W 5.859 25-APR-2047 0.0007%

CYDSA SAB DE CV 6.25 04-OCT-2027 144a (SENIOR) 0.0082%

CYRUSONE FINANCE CORP 2.15 01-NOV-2030 (SENIOR) 0.0067%

CYRUSONE LP 1.45 22-JAN-2027 (SENIOR) 0.0049%

CZECH REPUBLIC 3.85 29-SEP-2021 0.0974%

CZECH REPUBLIC 4.7 12-SEP-2022 0.0726%

D R HORTON INC 2.6 15-OCT-2025 (SENIOR) 0.0188%

DAIMLER INTERNATIONAL FINANCE BV 0.25 06-NOV-2023 Reg-S (SENIOR) 0.0172%

DANA INC 5.375 15-NOV-2027 (SENIOR) 0.0026%

DANA INC 5.625 15-JUN-2028 (SENIOR) 0.0031%

DANAHER CORPORATION 1.7 30-MAR-2024 (SENIOR) 0.0262%

DANAHER CORPORATION 2.6 01-OCT-2050 (SENIOR) 0.0249%

DANSKE BANK A/S 0.875 22-MAY-2023 Reg-S (SENIOR NON-PREFERRED) 0.0096%

DANSKE BANK A/S 2.25 14-JAN-2028 Reg-S (SENIOR NON-PREFERRED) 0.0108%

DANSKE BANK A/S 5.0 12-JAN-2022 144a 0.0046%

DANSKE BANK A/S T2 1.375 12-FEB-2030 Reg-S (SENIOR SUB) 0.0084%

DARLING INGREDIENTS INC 5.25 15-APR-2027 144a (SENIOR) 0.0163%

DAVIDE CAMPARI MILANO NV 1.25 06-OCT-2027 Reg-S (SENIOR) 0.0031%

DAVITA INC 4.625 01-JUN-2030 144a (SENIOR) 0.0031%

DBGS_19-1735-E 4.334368 10-APR-2039 144a 0.0057%

DBNGP FINANCE CO PTY LTD 4.225 28-MAY-2025 Reg-S (SECURED) 0.6363%

DBS GROUP HOLDINGS LTD 0.85 17-JUL-2023 Reg-S (SENIOR) 0.0000%

DBS GROUP HOLDINGS LTD AT1-P 3.3 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0109%

DELL INC 4.9 01-OCT-2026 144a (SENIOR) 0.0218%

DELL INTERNATIONAL LLC 6.1 15-JUL-2027 144a (SENIOR) 0.0026%

DELL INTERNATIONAL LLC 6.2 15-JUL-2030 144a (SENIOR) 0.0043%

DELTA AIR LINES INC 4.75 20-OCT-2028 144a (SECURED) 0.0006%

DELTA AIR LINES INC 7.375 15-JAN-2026 (SENIOR) 0.0010%

DEUTSCHE BAHN FINANCE GMBH 1.375 16-APR-2040 Reg-S (SENIOR) 0.0055%

DEUTSCHE BAHN FINANCE GMBH 14-FEB-2024 Reg-S (SENIOR) 0.0073%

DEUTSCHE BAHN FINANCE GMBH 3.5 27-SEP-2024 Reg-S (SENIOR) 0.0000%

DEUTSCHE BAHN FINANCE GMBH 3.8 27-SEP-2027 Reg-S (SENIOR) 0.0000%

DEUTSCHE WOHNEN SE 1.0 30-APR-2025 Reg-S (SENIOR) 0.0062%

DEUTSCHE WOHNEN SE 1.5 30-APR-2030 Reg-S (SENIOR) 0.0037%

DEXUS FINANCE PTY LTD 2.5 17-OCT-2029 Reg-S (SENIOR) 0.0000%

DEXUS FINANCE PTY LTD 3.0 03-FEB-2032 Reg-S (SENIOR) 0.0000%

DEXUS FINANCE PTY LTD 4.2 09-NOV-2022 Reg-S (SENIOR) 0.0000%

DEXUS FINANCE PTY LTD 4.25 11-MAY-2027 Reg-S (SENIOR) 0.0000%

DEXUS FINANCE PTY LTD 4.75 05-NOV-2025 Reg-S (SENIOR) 0.0589%

DEXUS WHOLESALE PROPERTY FUND 4.75 16-JUN-2025 (SENIOR) 0.0000%

DEXUS WHOLESALE PROPERTY FUND REIT 4.25 16-JUN-2022 (SENIOR) 0.0000%

DH EUROPE FINANCE II SARL 0.2 18-MAR-2026 (SENIOR) 0.0110%

DH EUROPE FINANCE II SARL 3.4 15-NOV-2049 (SENIOR) 0.0122%

DIAMOND BC BV 5.625 15-AUG-2025 Reg-S (SENIOR) 0.0019%

DIB SUKUK LTD 2.95 16-JAN-2026 Reg-S (Sukuk Wakala) 0.0061%

DIGICEL HOLDINGS (BERMUDA) LTD 8.75 25-MAY-2024 144a (SECURED) 0.0003%

DIGICEL LTD 6.75 01-MAR-2023 144a (SENIOR) 0.0006%

DIGICEL LTD 6.75 01-MAR-2023 Reg-S (SENIOR) 0.0001%

DIGITAL DUTCH FINCO BV 0.125 15-OCT-2022 Reg-S (SENIOR) 0.0069%

DIGITAL DUTCH FINCO BV 0.625 15-JUL-2025 Reg-S (SENIOR) 0.0052%

DIGITAL DUTCH FINCO BV 1.5 15-MAR-2030 Reg-S (SENIOR) 0.0072%

DIGITAL EURO FINCO LLC 1.125 09-APR-2028 Reg-S (SENIOR) 0.0081%

DIGITAL EURO FINCO LLC 2.5 16-JAN-2026 Reg-S (SENIOR) 0.0097%

DIGITAL REALTY TRUST LP REIT 3.7 15-AUG-2027 (SENIOR) 0.1071%

DIRECT LINE INSURANCE GROUP PLC 4.0 05-JUN-2032 Reg-S (SUB) 0.0063%

DISCOVER FINANCIAL SERVICES 4.5 30-JAN-2026 (SENIOR) 0.0538%

DISCOVERY COMMUNICATIONS LLC 3.625 15-MAY-2030 (SENIOR) 0.0068%

DISCOVERY COMMUNICATIONS LLC 3.95 20-MAR-2028 (SENIOR) 0.0260%

DISCOVERY COMMUNICATIONS LLC 4.125 15-MAY-2029 (SENIOR) 0.0109%

DISH DBS CORP 7.375 01-JUL-2028 (SENIOR) 0.0090%

DKFLD_2-F 3.80663 20-DEC-2052 Reg-S 0.0264%

DKT FINANCE APS 9.375 17-JUN-2023 144a (SENIOR) 0.0031%

DOCUFORMAS SAPI DE CV 10.25 24-JUL-2024 Reg-S (SENIOR) 0.0038%

DOMETIC AB 3.0 13-SEP-2023 Reg-S (SENIOR) 0.0000%

DOMINICAN REPUBLIC (GOVERNMENT) 5.5 27-JAN-2025 Reg-S (SENIOR) 0.0028%

DOWNER GROUP FINANCE PTY LTD 3.7 29-APR-2026 Reg-S (SENIOR) 0.0000%

DOWNER GROUP FINANCE PTY LTD 4.5 11-MAR-2022 (SENIOR) 0.0000%

DP WORLD CRESCENT LTD 3.908 31-MAY-2023 Reg-S (Sukuk) 0.0054%

DRMT_18-4A-A1 4.08 25-OCT-2058 144a 0.0190%

DRSLF_14-36A-AR2 1.51688 15-APR-2029 144a 0.0174%

DRSLF_17-49A-A 1.42775 18-JUL-2030 144a 0.0218%

DRSLF_17-53A-A 1.35688 15-JAN-2031 144a 0.0160%

DRYD_15-39X-AR 0.87 15-OCT-2031 Reg-S 0.0140%

DRYD_15-44X-A1R 0.72 15-JUL-2030 Reg-S 0.0062%

DS SMITH PLC 1.375 26-JUL-2024 Reg-S (SENIOR) 0.0115%

DS SMITH PLC 2.25 16-SEP-2022 Reg-S (SENIOR) 0.0026%

DSLA_05-AR6-2A1A 0.4395 19-OCT-2045 0.0024%

DUBAI DOF SUKUK LTD 2.763 09-SEP-2030 Reg-S (Sukuk) 0.0130%

DUERO_1-A 1.488 31-OCT-2039 Reg-S 0.0331%

DUFRY ONE BV 2.5 15-OCT-2024 Reg-S (SENIOR) 0.0030%

DUKE REALTY CORPORATION 1.75 01-JUL-2030 (SENIOR) 0.0210%

DUKE REALTY LP 3.375 15-DEC-2027 (SENIOR) 0.0283%

E.ON SE 0.375 20-APR-2023 Reg-S (SENIOR) 0.0067%

EASYJET PLC 0.875 11-JUN-2025 Reg-S (SENIOR) 0.0013%

EASYJET PLC 1.125 18-OCT-2023 Reg-S (SENIOR) 0.0002%

EASYJET PLC 1.75 09-FEB-2023 Reg-S (SENIOR) 0.0031%

ECAF_15-1A-A1 3.473 15-JUN-2040 144a 0.0021%

ECOPETROL SA 5.875 28-MAY-2045 (SENIOR) 0.0062%

ECOPETROL SA 6.875 29-APR-2030 (SENIOR) 0.0183%

EDITH COWAN UNIVERSITY 3.0 11-APR-2029 Reg-S (SENIOR) 0.0000%

EG GLOBAL FINANCE PLC 4.375 07-FEB-2025 Reg-S (SECURED) 0.0047%

EG GLOBAL FINANCE PLC 6.25 30-OCT-2025 Reg-S (SECURED) 0.0025%

EG GLOBAL FINANCE PLC 6.75 07-FEB-2025 144a (SECURED) 0.0154%

EGYPT (ARAB REPUBLIC OF) 16.1 07-MAY-2029 0.0273%

EGYPT (ARAB REPUBLIC OF) 4.55 20-NOV-2023 Reg-S (SENIOR) 0.0044%

EGYPT (ARAB REPUBLIC OF) 8.5 31-JAN-2047 Reg-S (SENIOR) 0.0025%

EGYPT (ARAB REPUBLIC OF) 8.7002 01-MAR-2049 Reg-S (SENIOR) 0.0253%

EHI CAR SERVICES LTD 5.875 14-AUG-2022 Reg-S (SENIOR) 0.0016%

EHMU_07-1-A 0.20913 15-JUN-2044 Reg-S 0.0029%

EHMU_07-2-A2 0.24913 15-SEP-2044 Reg-S 0.0017%

EHMU_07-2-A3 0.32913 15-SEP-2044 Reg-S 0.0104%

ELDORADO GOLD CORPORATION 9.5 01-JUN-2024 Reg-S (SECURED) 0.0016%

ELECT GLOBAL INVESTMENTS LTD BTP-P 4.85 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0182%

ELECT GLOBAL INVESTMENTS LTD BTP-P 4.85 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0109%

ELECTRICITE DE FRANCE SA HYBRID-P 5.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0034%




ELECTRICITE DE FRANCE SA NONDMUNI 3.375 31-DEC-2049 Reg-S 0.0037%

ELECTRICITE DE FRANCE SA PERP 4.0 31-DEC-2049 Reg-S (SENIOR) 0.0223%

ELEMENT SOLUTIONS INC 3.875 01-SEP-2028 144a (SENIOR) 0.0029%

EMBOTELLADORA ANDINA SA 3.95 21-JAN-2050 Reg-S (SENIOR) 0.0062%

EMBRAER NETHERLANDS FINANCE BV 6.95 17-JAN-2028 Reg-S (SENIOR) 0.0210%

EMERGENT BIOSOLUTIONS INC 3.875 15-AUG-2028 144a (SENIOR) 0.0060%

EMIRATES NBD BANK PJSC 3.05 26-FEB-2030 Reg-S (SENIOR) 0.0000%

EMIRATES NBD BANK PJSC 4.75 09-FEB-2028 Reg-S (SENIOR) 0.0000%

EMIRATES NBD BANK PJSC 4.85 12-OCT-2027 Reg-S (SENIOR) 0.0000%

EMIRATES NBD PJSC 4.75 18-FEB-2022 Reg-S (SENIOR) 0.0000%

EMIR_19-1-M1B 1.94925 25-APR-2029 144a 0.0026%

EMIR_20-1-M1A 1.04925 25-JAN-2030 144a 0.0076%

EMPRESA DE LOS FERROCARRILES DEL E 3.068 18-AUG-2050 Reg-S (SENIOR) 0.0052%

EMPRESA NACIONAL DE TELECOMUNICACI 4.75 01-AUG-2026 Reg-S (SENIOR) 0.0113%

EMPRESA NACIONAL DE TELECOMUNICACI 4.875 30-OCT-2024 Reg-S (SENIOR) 0.0055%

EMPRESA NACIONAL DEL PETROLEO ENAP 4.375 30-OCT-2024 Reg-S (SENIOR) 0.0091%

ENBRIDGE INC HYBRID 6.0 15-JAN-2077 (CAPSEC (BTP)) 0.0064%

ENBW ENERGIE BADEN WUERTTEMBERG AG HYBRID 3.625 02-APR-2076 Reg-S (CAPSEC (BTP))

0.0053%

ENBW ENERGIE BADEN WUERTTEMBERG AG HYBRID 5.125 05-APR-2077 Reg-S (CAPSEC (BTP))

0.0032%

ENCOMPASS HEALTH CORP 4.5 01-FEB-2028 (SENIOR) 0.0041%

ENCOMPASS HEALTH CORP 4.75 01-FEB-2030 (SENIOR) 0.0053%

ENCOMPASS HEALTH CORP 4.875 30-MAR-2031 (SENIOR) 0.0052%

ENDEAVOR ENERGY RESOURCES LP 6.625 15-JUL-2025 144a (SENIOR) 0.0020%

ENDO DAC/ENDO FINANCE LLC/ENDO FIN 6.0 30-JUN-2028 144a (UNSEC) 0.0031%

ENDO DAC/ENDO FINANCE LLC/ENDO FIN 9.5 31-JUL-2027 144a (2ND LIEN) 0.0077%

ENEL FINANCE INTERNATIONAL NV 17-JUN-2024 Reg-S (SENIOR) 0.0097%

ENEL FINANCE INTERNATIONAL NV 4.625 14-SEP-2025 144a (SENIOR) 0.0338%

ENEL SPA HYBRID 8.75 24-SEP-2073 144a (CAPSEC (BTP)) 0.0151%

ENERGY PARTNERSHIP GAS PTY LTD 3.642 11-DEC-2024 Reg-S (SENIOR) 0.3932%

ENERGY TRANSFER PARTNERS LP HYBRID-P 6.25 31-DEC-2049 (CAPSEC (BTP)) 0.0107%

ENERGY TRANSFER PARTNERS LP HYBRID-P 6.625 31-DEC-2049 (CAPSEC (BTP)) 0.0061%

ENGIE SA 1.25 24-OCT-2041 (SENIOR) 0.0072%

ENGIE SA 2.125 30-MAR-2032 Reg-S (SENIOR) 0.0041%

ENLINK MIDSTREAM LLC 5.375 01-JUN-2029 (SENIOR) 0.0093%

ENLINK MIDSTREAM PARTNERS LP 4.4 01-APR-2024 (SENIOR) 0.0001%

ENLINK MIDSTREAM PARTNERS LP PERP 6.0 31-DEC-2049 (SUB) 0.0055%

ENSIGN DRILLING INC 9.25 15-APR-2024 144a (SENIOR) 0.0002%

ENTERPRISE PRODUCTS OPERATING LLC 2.8 31-JAN-2030 (SENIOR) 0.0155%

ENTERPRISE PRODUCTS OPERATING LLC HYBRID 5.25 16-AUG-2077 (JUNIOR SUB) 0.0054%

EOG RESOURCES INC 4.375 15-APR-2030 (SENIOR) 0.0304%

EP INFRASTRUCTURE AS 2.045 09-OCT-2028 Reg-S (SENIOR) 0.0074%

EQM MIDSTREAM PARTNERS LP 6.0 01-JUL-2025 144a (SENIOR) 0.0015%

EQM MIDSTREAM PARTNERS LP 6.5 01-JUL-2027 144a (SENIOR) 0.0057%

EQT CORP 6.125 01-FEB-2025 (SENIOR) 0.0427%

EQUATE PETROCHEMICAL BV 4.25 03-NOV-2026 Reg-S (SENIOR) 0.0208%

EQUIFAX INC 2.6 15-DEC-2025 (SENIOR) 0.0078%

EQUINIX INC 2.15 15-JUL-2030 (SENIOR) 0.0381%

EQUINIX INC 3.2 18-NOV-2029 (SENIOR) 0.0546%

ESAIL_07-2X-A3C 0.20963 13-MAR-2045 Reg-S 0.0109%

ESAIL_07-3X-A3A 1.00963 13-JUN-2045 Reg-S 0.0068%

ESAIL_07-4X-A4 1.00963 13-JUN-2045 Reg-S 0.0064%

ESSEX PORTFOLIO LP 3.0 15-JAN-2030 (SENIOR) 0.0669%

ETSA UTILITIES FINANCE PTY LTD 3.5 29-AUG-2024 Reg-S (SENIOR) 0.2762%

EUMF_08-1X-A1A 1.03963 13-MAR-2046 Reg-S 0.0190%

EUR/USD FUTURE (CME) DEC 20 EC 14-DEC-2020 0.0000%

EURO BUXL 30YR BOND DEC 20 UB 08-DEC-2020 0.0000%

EURO-BOBL DEC 20 OE 08-DEC-2020 0.0000%

EURO-BUND DEC 20 RX 08-DEC-2020 0.0000%

EURO-SCHATZ DEC 20 DU 08-DEC-2020 0.0000%

EUROFINS SCIENTIFIC SE (FRENCH BRA HYBRID-P 3.25 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.0020%

EUROFINS SCIENTIFIC SE 3.75 17-JUL-2026 Reg-S (SENIOR) 0.0162%

EUROFINS SCIENTIFIC SE PERP 2.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.0014%

EURO_31-A2 0.95 26-OCT-2028 Reg-S 0.0013%

EURO_31-D 2.3 26-JAN-2021 Reg-S 0.0002%

EURO_31-E 3.25 26-JAN-2021 Reg-S 0.0031%

EURO_34A-E 3.19763 17-MAY-2029 Dual 144a|Reg-S 0.0072%

EVERI PAYMENTS INC 7.5 15-DEC-2025 144a (SENIOR) 0.0192%

EVERSOURCE ENERGY 1.65 15-AUG-2030 (SENIOR) 0.0114%

EVOCA SPA 4.25 01-NOV-2026 Reg-S (SECURED) 0.0002%

EXELON CORPORATION 4.7 15-APR-2050 (SENIOR) 0.0381%

EXPEDIA GROUP INC 4.625 01-AUG-2027 144a (SENIOR) 0.0312%

EXPORT-IMPORT BANK OF KOREA 1.311 29-MAY-2023 Reg-S (SENIOR) 0.0000%

EXPORT-IMPORT BANK OF KOREA 3.5 14-FEB-2022 Reg-S (SENIOR) 0.0000%

EXPORT-IMPORT BANK OF KOREA 3.7 19-FEB-2021 Reg-S (SENIOR) 0.0000%

EXPORT-IMPORT BANK OF KOREA 4.0 07-JUN-2027 Reg-S (SENIOR) 0.0000%

FANTASIA HOLDINGS GROUP CO LTD 9.25 28-JUL-2023 Reg-S (SECURED) 0.0055%

FAURECIA SE 3.75 15-JUN-2028 Reg-S (SENIOR) 0.0117%

FBG FINANCE PTY LTD 1.0605 06-SEP-2022 Reg-S (SENIOR) 0.3399%




FCA BANK SPA (DUBLIN BRANCH) 0.25 28-FEB-2023 Reg-S (SENIOR) 0.0050%

FCA BANK SPA (DUBLIN BRANCH) 1.25 21-JUN-2022 Reg-S (SENIOR) 0.0068%

FCC SERVICIOS MEDIO AMBIENTE HOLDI 0.815 04-DEC-2023 Reg-S (SENIOR) 0.0165%

FCC SERVICIOS MEDIO AMBIENTE HOLDI 1.661 04-DEC-2026 Reg-S (SENIOR) 0.0142%

FCE BANK PLC 1.615 11-MAY-2023 Reg-S (SENIOR) 0.0016%

FCE BANK PLC 3.25 19-NOV-2020 Reg-S (SENIOR) 0.0029%

FEDEX CORP 4.05 15-FEB-2048 (SENIOR) 0.0062%

FFMER_07-H1-2A1 1.64925 25-OCT-2037 0.0073%

FHLMC 30YR UMBS FRQA8819 3.0 01-APR-2050 0.0289%

FHLMC 30YR UMBS FRRA3077 2.5 01-JUL-2050 0.0328%

FHLMC 30YR UMBS SUPER FRSD8097 2.0 01-AUG-2050 0.0366%

FIDEICOMISO F/1401 OF DEUTSCHE BAN 5.25 15-DEC-2024 Reg-S (SENIOR) 0.0048%

FIDELITY NATIONAL INFORMATION SERV 0.125 21-MAY-2021 (SENIOR) 0.0162%

FIDELITY NATIONAL INFORMATION SERV 0.625 03-DEC-2025 (SENIOR) 0.0091%



FIFTH THIRD BANCORP 3.65 25-JAN-2024 (SENIOR) 0.0196%

FIFTH THIRD BANK 2.25 01-FEB-2027 (SENIOR) 0.0199%

FIRMENICH INTERNATIONAL SA PERP 3.75 31-DEC-2049 Reg-S (JUNIOR SUB) 0.0153%

FIRST QUANTUM MINERALS LTD 6.875 15-OCT-2027 144a (SENIOR) 0.0099%

FISERV INC 3.2 01-JUL-2026 (SENIOR) 0.0507%

FKH_20-SFR1-A 1.339 17-SEP-2025 144a 0.0132%

FLIR SYSTEMS INC 2.5 01-AUG-2030 (SENIOR) 0.0018%

FLY LEASING LTD 5.25 15-OCT-2024 (SENIOR) 0.0037%

FLY LEASING LTD 6.375 15-OCT-2021 (SENIOR) 0.0166%

FNMA 15YR UMBS SUPER FNFM2974 2.5 01-APR-2035 0.0182%

FNMA 30YR UMBS FNBP9250 2.5 01-JUL-2050 0.0266%

FNMA 30YR UMBS FNCA5122 3.0 01-FEB-2050 0.0313%

FNMA 30YR UMBS FNCA5229 3.0 01-FEB-2050 0.0376%

FNMA 30YR UMBS FNCA5970 2.5 01-JUN-2050 0.0536%

FNMA 30YR UMBS FNMA4019 2.5 01-MAY-2050 0.0382%

FNMA 30YR UMBS FNMA4055 2.5 01-JUN-2050 0.0297%

FNMA 30YR UMBS FNMA4077 2.0 01-JUL-2050 0.0355%

FNMA 30YR UMBS SUPER FNFM2870 3.0 01-MAR-2050 0.0396%

FNMA 30YR UMBS SUPER FNFM3339 2.5 01-MAY-2050 0.0399%

FNMA 30YR UMBS SUPER FNFM3897 2.0 01-JUL-2050 0.0303%

FONTERRA CO-OPERATIVE GROUP LTD 3.75 16-JUN-2026 Reg-S (SENIOR) 0.0000%

FONTERRA CO-OPERATIVE GROUP LTD 4.0 02-NOV-2027 Reg-S (SENIOR) 0.0000%

FONTERRA CO-OPERATIVE GROUP LTD 4.5 30-JUN-2021 (SENIOR) 0.0000%

FONTERRA CO-OPERATIVE GROUP LTD 5.5 26-FEB-2024 (SENIOR) 0.0000%

FORD MOTOR COMPANY 9.0 22-APR-2025 (SENIOR) 0.0050%

FORD MOTOR CREDIT COMPANY LLC 1.355 07-FEB-2025 (SENIOR) 0.0015%

FORD MOTOR CREDIT COMPANY LLC 2.33 25-NOV-2025 (SENIOR) 0.0027%

FORD MOTOR CREDIT COMPANY LLC 2.386 17-FEB-2026 (SENIOR) 0.0016%

FORD MOTOR CREDIT COMPANY LLC 2.979 03-AUG-2022 (SENIOR) 0.0113%

FORD MOTOR CREDIT COMPANY LLC 3.021 06-MAR-2024 (SENIOR) 0.0021%

FORD MOTOR CREDIT COMPANY LLC 3.25 15-SEP-2025 (SENIOR) 0.0015%

FORD MOTOR CREDIT COMPANY LLC 3.683 03-DEC-2024 (SENIOR) 0.1106%

FORD MOTOR CREDIT COMPANY LLC 4.063 01-NOV-2024 (SENIOR) 0.0121%

FORD MOTOR CREDIT COMPANY LLC 4.125 17-AUG-2027 (SENIOR) 0.0088%

FORD MOTOR CREDIT COMPANY LLC 4.535 06-MAR-2025 (SENIOR) 0.0003%

FORD MOTOR CREDIT COMPANY LLC 5.125 16-JUN-2025 (SENIOR) 0.0165%

FRAPORT AG FRANKFURT AIRPORT SERVI 2.125 09-JUL-2027 Reg-S (SENIOR) 0.0049%

FREEPORT-MCMORAN INC 4.375 01-AUG-2028 (SENIOR) 0.0054%

FREEPORT-MCMORAN INC 4.625 01-AUG-2030 (SENIOR) 0.0065%

FRESNILLO PLC 4.25 02-OCT-2050 144a (SENIOR) 0.0001%

G4S INTERNATIONAL FINANCE PLC 1.5 02-JUN-2024 Reg-S (SENIOR) 0.0311%

G4S INTERNATIONAL FINANCE PLC 1.5 09-JAN-2023 Reg-S (SENIOR) 0.0247%

G4S INTERNATIONAL FINANCE PLC 1.875 24-MAY-2025 Reg-S (SENIOR) 0.0120%

GALAXY BIDCO LTD 6.5 31-JUL-2026 Reg-S (SECURED) 0.0046%

GALAXY FINCO LTD 9.25 31-JUL-2027 Reg-S (SENIOR) 0.0004%

GALXY_13-15A-AR 1.43688 15-OCT-2030 144a 0.0010%

GALXY_15-19A-A1R 1.43475 24-JUL-2030 144a 0.0136%

GALXY_16-22A-A2R 1.08013 16-JUL-2028 144a 0.0080%

GALXY_17-24A-A 1.35688 15-JAN-2031 144a 0.0019%

GARFUNKELUX HOLDCO 2 SA 11.0 01-NOV-2023 Reg-S (SENIOR) 0.0007%

GARFUNKELUX HOLDCO 3 SA 3.5 01-SEP-2023 Reg-S (SECURED) 0.0003%

GARFUNKELUX HOLDCO 3 SA 7.5 01-AUG-2022 Reg-S (SECURED) 0.0052%

GARFUNKELUX HOLDCO 3 SA 8.5 01-NOV-2022 Reg-S (SECURED) 0.0004%

GARTNER INC 3.75 01-OCT-2030 144a (SENIOR) 0.0057%

GARTNER INC 4.5 01-JUL-2028 144a (SENIOR) 0.0025%

GAZ CAPITAL SA LPN 5.15 11-FEB-2026 Reg-S (SENIOR) 0.0049%

GAZ FINANCE PLC LPN 3.25 25-FEB-2030 Reg-S (SENIOR) 0.0080%

GBP/USD FUTURE (CME) DEC 20 BP 14-DEC-2020 0.0000%

GC EOS BUYER INC 9.25 01-AUG-2025 144a (SECURED) 0.0001%

GE CAPITAL AUSTRALIA FUNDING PTY L 5.25 04-SEP-2020 Reg-S (SENIOR) 0.0000%

GE CAPITAL AUSTRALIA FUNDING PTY L 5.5 08-AUG-2022 Reg-S (SENIOR) 0.0000%

GE CAPITAL INTERNATIONAL FUNDING C 4.418 15-NOV-2035 (SENIOR) 0.0323%

GENERAL ELECTRIC CO 3.625 01-MAY-2030 (SENIOR) 0.0131%

GENERAL ELECTRIC CO 4.125 09-OCT-2042 (SENIOR) 0.0122%

GENERAL ELECTRIC CO HYBRID-P 5.0 31-DEC-2049 (CAPSEC (BTP)) 0.0027%

GENERAL MILLS INC 4.0 17-APR-2025 (SENIOR) 0.0084%

GENERAL MOTORS CO 5.2 01-APR-2045 (SENIOR) 0.0117%

GENERAL MOTORS CO 6.125 01-OCT-2025 (SENIOR) 0.0355%

GENERAL MOTORS CO 6.8 01-OCT-2027 (SENIOR) 0.0024%

GENERAL MOTORS FINANCIAL CO INC 3.6 21-JUN-2030 (SENIOR) 0.0200%

GENERAL MOTORS FINANCIAL CO INC 3.85 21-FEB-2023 (SENIOR) 0.5198%

GENERAL PROPERTY TRUST REIT 3.657 24-AUG-2026 Reg-S (SENIOR) 0.0000%

GERMANY (FEDERAL REPUBLIC OF) 2.5 04-JAN-2021 Reg-S 0.0395%

GHANA (REPUBLIC OF) 16.5 22-MAR-2021 0.0175%

GHANA (REPUBLIC OF) 19.0 02-NOV-2026 0.0217%

GHANA (REPUBLIC OF) 8.125 18-JAN-2026 Reg-S (SENIOR) 0.0044%

GHANA (REPUBLIC OF) 7.875 11-FEB-2035 Reg-S (SENIOR) 0.0256%

GHM_07-2X-AA 0.192 18-JUN-2039 Reg-S 0.0112%

GIVAUDAN FINANCE EUROPE BV 1.625 22-APR-2032 Reg-S (SENIOR) 0.0038%

GKFIN_06-B2 2.13913 15-MAR-2036 Reg-S 0.0012%

GLM_17-2A-A 1.36838 28-NOV-2030 144a 0.0227%

GLM_20-7A-A 2.11838 20-APR-2031 144a 0.0136%

GLOBAL AIRCRAFT LEASING CO LTD 6.5 15-SEP-2024 144a (SENIOR) 0.0007%

GLOBAL PARTNERS LP 6.875 15-JAN-2029 144a (SENIOR) 0.0048%

GLOBAL SHIP LEASE INC 9.875 15-NOV-2022 144a (SECURED) 0.0003%

GLOBAL SHIP LEASE INC 9.875 15-NOV-2022 Reg-S (SECURED) 0.0001%

GLOBE TELECOM INC 2.5 23-JUL-2030 Reg-S (SENIOR) 0.0023%

GLOBE TELECOM INC 3.0 23-JUL-2035 Reg-S (SENIOR) 0.0031%

GLOBO COMUNICACOES E PARTICIPACOES 4.875 22-JAN-2030 Reg-S (SENIOR) 0.0055%

GMACM_06-HE5-1A1 0.46925 25-FEB-2037 0.0008%

GOLD FIELDS OROGEN HOLDINGS (BVI) 6.125 15-MAY-2029 Reg-S (SENIOR) 0.0055%

GOLDEN ENTERTAINMENT INC 7.625 15-APR-2026 144a (SENIOR) 0.0118%

GOLDEN NUGGET INC 6.75 15-OCT-2024 144a (SENIOR) 0.0054%

GOLDEN NUGGET INC 8.75 01-OCT-2025 144a (SENIOR SUB) 0.0072%

GOLDMAN SACHS GROUP INC 4.7 08-SEP-2021 Reg-S (SENIOR) 0.0000%

GOLDMAN SACHS GROUP INC/THE 0.041 21-APR-2023 Reg-S (SENIOR) 0.0127%

GOLDMAN SACHS GROUP INC/THE 0.127 26-SEP-2023 Reg-S (SENIOR) 0.0014%

GOLDMAN SACHS GROUP INC/THE 0.143 09-SEP-2022 Reg-S (SENIOR) 0.0026%

GOLDMAN SACHS GROUP INC/THE 1.375 15-MAY-2024 Reg-S (SENIOR) 0.0086%

GOLDMAN SACHS GROUP INC/THE 3.375 27-MAR-2025 Reg-S (SENIOR) 0.0113%

GPC MERGER SUB INCORPORATED 7.125 15-AUG-2028 144a (SENIOR) 0.0052%

GPT FUNDS MANAGEMENT LTD 4.0 18-MAY-2022 Reg-S (SENIOR) 0.0000%

GPT RE LTD 2.849 20-FEB-2032 Reg-S (SENIOR) 0.0000%

GPT RE LTD 3.591 07-NOV-2023 Reg-S (SENIOR) 0.0000%

GPT RE LTD 3.6725 19-SEP-2024 Reg-S (SENIOR) 0.1872%

GPT WHOLESALE OFFICE FUND NO1 2.525 12-JAN-2026 Reg-S (SENIOR) 0.0000%

GPT WHOLESALE OFFICE FUND NO1 4.52 22-FEB-2027 Reg-S (SENIOR) 0.0000%

GPT WHOLESALE SHOPPING CENTRE FUND 3.993 11-SEP-2024 Reg-S (SENIOR) 0.0000%

GPT WHOLESALE SHOPPING CENTRE FUND 4.49 28-FEB-2028 Reg-S (SENIOR) 0.0000%

GRAINGER PLC REIT 3.0 03-JUL-2030 Reg-S (SENIOR) 0.0233%

GRAINGER PLC REIT 3.375 24-APR-2028 Reg-S (SECURED) 0.0155%

GRAY OAK PIPELINE LLC 3.45 15-OCT-2027 144a (SENIOR) 0.0029%

GREENKO DUTCH BV 5.25 24-JUL-2024 Reg-S (SENIOR) 0.0052%

GREENKO INVESTMENT CO 4.875 16-AUG-2023 Reg-S (SECURED) 0.0183%

GREENKO MAURITIUS LTD 6.25 21-FEB-2023 Reg-S (SENIOR) 0.0131%

GREENLAND GLOBAL INVESTMENT LTD 6.25 16-DEC-2022 Reg-S (SENIOR) 0.0179%

GREENLAND GLOBAL INVESTMENT LTD 6.75 25-JUN-2022 Reg-S (SENIOR) 0.0070%

GREENTOWN CHINA HOLDINGS LTD 5.65 13-JUL-2025 Reg-S (SENIOR) 0.0117%

GROUPAMA SA HYBRID-P 6.375 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0079%

GRUPO ANTOLIN IRAUSA SA 3.25 30-APR-2024 Reg-S (SECURED) 0.0027%

GRUPO BIMBO SAB DE CV PERP 5.95 31-DEC-2049 Reg-S (SUB) 0.0155%

GSAA_05-11-2A2 0.78925 25-OCT-2035 0.0002%

GTL TRADE FINANCE INC / GERDAU HOL 5.893 29-APR-2024 Reg-S (SENIOR) 0.0051%

GUANGZHOU METRO INVESTMENT FINANCE 1.507 17-SEP-2025 Reg-S (SENIOR) 0.0339%

GUANGZHOU METRO INVESTMENT FINANCE 2.31 17-SEP-2030 Reg-S (SENIOR) 0.0085%

HANESBRANDS INC 4.875 15-MAY-2026 144a (SENIOR) 0.0057%

HANESBRANDS INC 5.375 15-MAY-2025 144a (SENIOR) 0.0036%

HARVEST MIDSTREAM I LP 7.5 01-SEP-2028 144a (SENIOR) 0.0038%

HBOS CAPITAL FUNDING NO 1 LP T1-P 6.85 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0003%

HCA INC 3.5 01-SEP-2030 (SENIOR) 0.0118%

HD SUPPLY INC 5.375 15-OCT-2026 144a (SENIOR) 0.0037%

HEATHROW FINANCE PLC 4.75 01-MAR-2024 Reg-S (SECURED) 0.0003%

HEAT_04-8-M1 1.01925 25-MAR-2035 0.0015%

HEAT_05-7-M1 0.59925 25-JAN-2036 0.0002%

HEAT_05-9-M1 0.55925 25-APR-2036 0.0017%

HEAT_06-2-1A1 0.56925 25-MAY-2036 144a 0.0038%

HEAT_06-4-2A4 0.42925 25-AUG-2036 0.0031%

HEAT_07-3-2A3 0.38925 25-AUG-2037 0.0031%

HEIMSTADEN BOSTAD AB 1.375 03-MAR-2027 (SENIOR) 0.0120%

HEIMSTADEN BOSTAD AB 2.125 05-SEP-2023 Reg-S (SENIOR) 0.0234%

HEIMSTADEN BOSTAD AB PERP 3.248 31-DEC-2049 Reg-S (JUNIOR SUB) 0.0314%

HEJUN SHUNZE INVESTMENT CO LTD 11.0 04-JUN-2022 Reg-S (SENIOR) 0.0058%

HEJUN SHUNZE INVESTMENT CO LTD 12.0 25-APR-2021 Reg-S (SENIOR) 0.0068%

HESS CORP 3.5 15-JUL-2024 (SENIOR) 0.0042%

HESS CORPORATION 5.8 01-APR-2047 (SENIOR) 0.0141%

HIDROVIAS INTERNATIONAL FINANCE SA 5.95 24-JAN-2025 Reg-S (SENIOR) 0.0009%

HIGH STREET FUNDING TRUST II 4.682 15-FEB-2048 144a (SENIOR) 0.0280%

HILT_16-HHV-C 4.33328 05-NOV-2038 144a 0.0012%

HILT_16-SFP-A 2.828438 05-NOV-2035 144a 0.0373%

HISCOX LTD T2 6.125 24-NOV-2045 Reg-S (SUB) 0.0002%

HOLCIM FINANCE (AUSTRALIA) PTY LTD 3.5 16-JUN-2022 Reg-S (SENIOR) 0.1681%

HOLDING DINFRASTRUCTURES DE TRANSP 1.625 18-SEP-2029 Reg-S (SENIOR) 0.0146%

HOLDING DINFRASTRUCTURES DE TRANSP 2.5 04-MAY-2027 Reg-S (SENIOR) 0.0194%

HOLOGIC INC 3.25 15-FEB-2029 144a (SENIOR) 0.0077%

HOME DEPOT INC 3.35 15-APR-2050 (SENIOR) 0.0196%

HOME GROUP LTD 3.125 27-MAR-2043 Reg-S (SECURED) 0.0127%

HONGKONG AND SHANGHAI BANKING CORP 1.5 27-SEP-2024 Reg-S (SENIOR) 0.0000%

HONGKONG AND SHANGHAI BANKING CORP 2.75 16-AUG-2021 Reg-S (SENIOR) 0.0000%

HORIZON PHARMA USA INC 5.5 01-AUG-2027 144a (SENIOR) 0.0072%

HP PELZER HOLDING GMBH 4.125 01-APR-2024 Reg-S (SECURED) 0.0013%

HPLY_19-HIT-D 2.14088 15-NOV-2026 144a 0.0105%

HPLY_19-HIT-E 2.49088 15-NOV-2026 144a 0.0160%

HSBC HOLDINGS PLC AT1-P 6.375 31-DEC-2049 (CAPSEC (BTP)) 0.0095%

HUARONG FINANCE 2017 CO LTD 4.25 07-NOV-2027 Reg-S (SENIOR) 0.0337%

HUARONG FINANCE 2019 CO LTD 3.375 24-FEB-2030 Reg-S (SENIOR) 0.0058%

HUARONG FINANCE II CO LTD 5.5 16-JAN-2025 Reg-S (SENIOR) 0.0277%

HUDBAY MINERALS INC 6.125 01-APR-2029 144a (SENIOR) 0.0103%

HUNGARY (REPUBLIC OF) 0.5 21-APR-2021 0.0330%

HUNGARY (REPUBLIC OF) 1.5 24-AUG-2022 0.0347%

HUSKY III HOLDING LTD 13.0 15-FEB-2025 144a (SENIOR) 0.0085%

HYUNDAI CAPITAL SERVICES INC 3.5 03-JUN-2021 Reg-S (SENIOR) 0.0000%

HYUNDAI CAPITAL SERVICES INC 3.5 30-MAR-2022 Reg-S (SENIOR) 0.0000%

IBERCAJA BANCO SA T2 2.75 23-JUL-2030 Reg-S (SUB) 0.0002%

ICADE SANTE SAS 0.875 04-NOV-2029 Reg-S (SENIOR) 0.0067%

ICE: (ITRAXX.AUST.34.V1) CDX 1.0 20-DEC-2025 (SENIOR) -0.0081%

ICEE: (CDX.NA.HY.34.V9) CDX 5.0 20-JUN-2025 (SENIOR) -0.0046%

ICPF FINANCE PTY LTD 4.25 21-APR-2027 Reg-S (SENIOR) 0.0000%

ICSL_1-A1 1.31838 24-JUL-2056 Reg-S 0.0073%

ICSL_2-A1 1.31838 24-JUL-2058 Reg-S 0.0220%

IDOLT_12-1 A1 1.505 27-APR-2043 0.1129%

IDOLT_13-2-A1 1.02 23-DEC-2044 0.0265%

IDOLT_14-1-A 0.85 17-JUN-2045 0.0867%

IDOLT_19-1-A 1.02 12-JAN-2051 0.8021%

IE2 HOLDCO SAU 2.375 27-NOV-2023 Reg-S (SENIOR) 0.0111%

IHSFR_18-SFR2-A 1.04088 17-JUN-2037 144a 0.0253%

IHSFR_18-SFR3-A 1.14088 17-JUL-2037 144a 0.0161%

ILIAD SA 2.375 17-JUN-2026 Reg-S (SENIOR) 0.0078%

ILLUMINATE BUYER/HLDG 9.0 01-JUL-2028 144a (SENIOR) 0.0025%

IN LI REIT 1.125 02-JUL-2029 Reg-S (SENIOR) 0.0174%

INCITEC PIVOT LTD 4.3 18-MAR-2026 (SENIOR) 0.0685%

INDA_07-AR1-1A1 3.66991 25-MAR-2037 0.0023%

INDIA (REPUBLIC OF) 7.17 08-JAN-2028 0.0464%

INDIA (REPUBLIC OF) 7.26 14-JAN-2029 0.0325%

INDONESIA (REPUBLIC OF) FR74 7.5 15-AUG-2032 0.0457%

INDONESIA (REPUBLIC OF) 2.85 14-FEB-2030 0.0173%

INDONESIA (REPUBLIC OF) 4.75 08-JAN-2026 Reg-S (SENIOR) 0.0193%




INDONESIA (REPUBLIC OF) FR 68 8.375 15-MAR-2034 0.0626%

INDONESIA (REPUBLIC OF) FR 78 8.25 15-MAY-2029 0.0674%

INDONESIA (REPUBLIC OF) FR59 7.0 15-MAY-2027 0.0507%



INDONESIA (REPUBLIC OF) FR80 7.5 15-JUN-2035 0.0234%

INDONESIA (REPUBLIC OF) FR82 7.0 15-SEP-2030 0.0482%

INDONESIA ASAHAN ALUMINIUM PERSERO 5.45 15-MAY-2030 Reg-S (SENIOR) 0.0197%

INDONESIA ASAHAN ALUMINIUM PERSERO 6.757 15-NOV-2048 Reg-S (SENIOR) 0.0120%

INDUSTRIAL AND COMMERCIAL BANK OF T2 2.875 12-SEP-2029 Reg-S (SENIOR SUB)

0.0060%

INDX_06-AR2-1A1A 0.36925 25-APR-2046 0.0019%

INDX_06-AR2-1A1B 0.35925 25-APR-2046 0.0014%

INFINEON TECHNOLOGIES AG 1.125 24-JUN-2026 Reg-S (SENIOR) 0.0071%

INFINEON TECHNOLOGIES AG 2.0 24-JUN-2032 Reg-S (SENIOR) 0.0036%

INFINEON TECHNOLOGIES AG PERP 2.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.0004%

INFINEON TECHNOLOGIES AG PERP 3.625 31-DEC-2049 Reg-S (JUNIOR SUB) 0.0002%

INFORMA PLC 1.25 22-APR-2028 Reg-S (SENIOR) 0.0223%

INFORMA PLC 1.5 05-JUL-2023 Reg-S (SENIOR) 0.0272%

INFORMA PLC 2.125 06-OCT-2025 Reg-S (SENIOR) 0.0409%

INFRAESTRUCTURA ENERGETICA NOVA SA 4.75 15-JAN-2051 Reg-S (SENIOR) 0.0317%

ING BANK (AUSTRALIA) LTD COVERED 1.45 20-AUG-2024 Reg-S 0.0000%

ING BANK (AUSTRALIA) LTD COVERED 3.0 07-SEP-2023 Reg-S 0.0000%

ING GROEP NV 3.0 18-FEB-2026 Reg-S (SENIOR) 0.0084%

INGERSOLL-RAND LUXEMBOURG FINANCE 3.5 21-MAR-2026 (SENIOR) 0.0189%

INGIM_14-1A-AAR2 1.20775 18-APR-2031 144a 0.0055%

INMOBILIARIA COLONIAL SOCIMI SA 1.625 28-NOV-2025 Reg-S (SENIOR) 0.0072%

INMOBILIARIA COLONIAL SOCIMI SA 2.0 17-APR-2026 Reg-S (SENIOR) 0.0181%

INSURANCE AUSTRALIA GROUP LTD 2.5596 15-DEC-2036 (SUB) 0.0272%

INSURANCE AUSTRALIA GROUP LTD AT1-P 4.8001467391 31-DEC-2049 0.0000%

INSURANCE AUSTRALIA GROUP LTD AT1-P 4.8001467391 31-DEC-2049 0.1321%

INSURANCE AUSTRALIA GROUP LTD T2 2.193 15-JUN-2044 Reg-S (SUB) 0.3055%

INSURANCE AUSTRALIA GROUP LTD T2 2.443 15-JUN-2045 (SUB) 0.2310%

INTEL CORPORATION 2.45 15-NOV-2029 (SENIOR) 0.0177%

INTEL CORPORATION 4.0 01-DEC-2022 Reg-S (SENIOR) 0.0000%

INTELSAT JACKSON HOLDINGS SA 9.75 15-JUL-2025 144a (SENIOR) 0.0100%

INTERMEDIATE CAPITAL GROUP PLC 1.625 17-FEB-2027 Reg-S (SENIOR) 0.0342%

INTERNATIONAL BANK FOR RECONSTRUCT 2.2 27-FEB-2024 (SENIOR) 0.1002%

INTERNATIONAL BANK FOR RECONSTRUCT 2.8 13-JAN-2021 (SENIOR) 0.2486%

INTERNATIONAL BANK FOR RECONSTRUCT 4.25 24-JUN-2025 (SENIOR) 0.3356%

INTERNATIONAL CONSOLIDATED AIRLINE 0.5 04-JUL-2023 Reg-S (SENIOR) 0.0097%

INTERNATIONAL CONSOLIDATED AIRLINE 1.5 04-JUL-2027 Reg-S (SENIOR) 0.0045%

INTERNATIONAL FINANCE CORP 8.25 10-JUN-2021 (SENIOR) 0.0054%

INTERNATIONAL FINANCE CORPORATION 6.3 25-NOV-2024 (SENIOR) 0.0801%

INTERNATIONAL GAME TECHNOLOGY 6.5 15-FEB-2025 144a (SECURED) 0.0053%

INTERNATIONAL GAME TECHNOLOGY PLC 2.375 15-APR-2028 Reg-S (SECURED) 0.0028%

INTERNATIONAL GAME TECHNOLOGY PLC 5.25 15-JAN-2029 144a (SECURED) 0.0079%

INTESA SANPAOLO SPA 5.148 10-JUN-2030 Reg-S (SUB) 0.0002%

INTESA SANPAOLO SPA AT1-P 5.875 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0092%

INTESA SANPAOLO SPA AT1-P 7.75 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0007%

INTESA SANPAOLO SPA T2 5.71 15-JAN-2026 144a (SUB) 0.0162%

INTRALOT CAPITAL LUXEMBOURG SA 5.25 15-SEP-2024 Reg-S (SENIOR) 0.0008%

INTRUM AB 3.0 15-SEP-2027 Reg-S (SENIOR) 0.0030%

INTRUM AB 3.5 15-JUL-2026 Reg-S (SENIOR) 0.0012%

INTU (JERSEY) 2 LIMITED REIT 2.875 01-NOV-2022 Reg-S (SENIOR) 0.0000%

INTU (JERSEY) 2 LIMITED REIT 2.875 01-NOV-2022 Reg-S (SENIOR) 0.0005%

INTU (SGS) FINANCE PLC REIT 3.875 17-MAR-2023 Reg-S (SECURED) 0.0001%

INVENTIVE GLOBAL INVESTMENTS LTD 1.65 03-SEP-2025 Reg-S (SENIOR) 0.0070%

INVERSIONES CMPC SA 3.85 13-JAN-2030 Reg-S (SENIOR) 0.0126%

INVESTEC BANK PLC T2 4.25 24-JUL-2028 Reg-S (CAPSEC (BTP)) 0.0003%

INVESTEC PLC 4.5 05-MAY-2022 Reg-S (SENIOR) 0.0377%

IPD 3 BV 4.5 15-JUL-2022 Reg-S (SECURED) 0.0002%

IPD 3 BV 4.5 15-JUL-2022 Reg-S (SENIOR) 0.0068%

IPL PLASTICS INC 6.0 15-SEP-2028 144a (SECURED) 0.0089%

IRON MOUNTAIN INC 4.5 15-FEB-2031 144a (SENIOR) 0.0073%

ISHARES CORE GLOBAL CORPORATE BOND ETF-F 0.0019%

ISHARES GLOBAL HIGH YIELD BOND (AU ETF-F 0.0017%

ISLANDSBANKI HF 1.125 12-APR-2022 Reg-S (SENIOR) 0.0095%

ISS GLOBAL A/S 0.875 18-JUN-2026 Reg-S (SENIOR) 0.0115%

ITHACA ENERGY NORTH SEA PLC 9.375 15-JUL-2024 144a (SENIOR) 0.0006%

ITHACA ENERGY NORTH SEA PLC 9.375 15-JUL-2024 Reg-S (SENIOR) 0.0028%

ITRAXX.XO.33.V1 5YR RTP @ 375.0000 CDX 18-NOV-2020 0.0012%



ITRAXX.XO.33.V1 5YR RTP @ 475.0000 CDX 18-NOV-2020 -0.0005%

ITV PLC 1.375 26-SEP-2026 Reg-S (SENIOR) 0.0257%

ITV PLC 2.0 01-DEC-2023 Reg-S (SENIOR) 0.0155%

ITV PLC 2.125 21-SEP-2022 Reg-S (SENIOR) 0.0097%

IVORY COAST FACT 5.75 31-DEC-2032 Reg-S (SENIOR) 0.0135%

JAGGED PEAK ENERGY LLC 5.875 01-MAY-2026 (SENIOR) 0.0057%

JAGUAR HOLDING COMPANY II 4.625 15-JUN-2025 144a (SENIOR) 0.0028%

JAGUAR HOLDING COMPANY II 5.0 15-JUN-2028 144a (SENIOR) 0.0028%

JAGUAR LAND ROVER AUTOMOTIVE PLC 3.875 01-MAR-2023 Reg-S (SENIOR) 0.0017%

JAGUAR LAND ROVER AUTOMOTIVE PLC 4.5 15-JAN-2026 Reg-S (SENIOR) 0.0001%

JAGUAR LAND ROVER AUTOMOTIVE PLC 5.875 15-NOV-2024 Reg-S (SENIOR) 0.0002%

JAGUAR LAND ROVER AUTOMOTIVE PLC 6.875 15-NOV-2026 Reg-S (SENIOR) 0.0001%

JAMES HARDIE INTERNATIONAL FINANCE 5.0 15-JAN-2028 144a (SENIOR) 0.0101%

JBS USA LUX SA 6.5 15-APR-2029 144a (SENIOR) 0.0070%

JC PENNEY CORPORATION INC 15-MAR-2025 144a (SECURED) 0.0001%

JERROLD FINCO PLC 4.875 15-JAN-2026 Reg-S (SECURED) 0.0117%

JERROLD FINCO PLC 6.125 15-JAN-2024 Reg-S (SECURED) 0.0049%

JIC ZHIXIN LTD 1.5 27-AUG-2025 Reg-S (SENIOR) 0.0063%

JIC ZHIXIN LTD 2.125 27-AUG-2030 Reg-S (SENIOR) 0.0040%

JOHN DEERE FINANCIAL LTD 1.75 04-OCT-2024 (SENIOR) 0.1089%

JOHN DEERE FINANCIAL LTD 3.25 15-JUL-2022 Reg-S (SENIOR) 0.0000%

JOHNSON & JOHNSON 0.95 01-SEP-2027 (SENIOR) 0.0101%

JOHNSON & JOHNSON 1.3 01-SEP-2030 (SENIOR) 0.0123%

JOLLIBEE WORLDWIDE PTE. LTD. 4.75 24-JUN-2030 Reg-S (SENIOR) 0.0109%

JP MORGAN AND CO INC T2 3.875 10-SEP-2024 (SUB) 0.0220%

JPMAC_07-CH1-AF5 5.92 25-NOV-2036 0.0124%

JPMMT_05-A5-2A2 2.99715 25-AUG-2035 0.0001%

JPMMT_18-LTV1-A4 4.0 25-APR-2049 144a 0.0092%

JPMORGAN CHASE & CO 0.625 25-JAN-2024 Reg-S (SENIOR) 0.0233%

JPMORGAN CHASE & CO 2.956 13-MAY-2031 (SUB) 0.0470%

JPMORGAN CHASE & CO 4.005 23-APR-2029 (SENIOR) 0.0616%

JPMORGAN CHASE & CO 4.5 30-JAN-2026 Reg-S (SENIOR) 0.0000%

JPMORGAN CHASE & CO PERP 4.6 31-DEC-2049 (SUB) 0.0116%

JSL EUROPE SA 7.75 26-JUL-2024 Reg-S (SENIOR) 0.0050%

JT INTERNATIONAL FINANCIAL SERVICE HYBRID 2.9 07-APR-2081 Reg-S (SUB) 0.0002%

JT INTERNATIONAL FINANCIAL SERVICE HYBRID 3.4 07-OCT-2083 Reg-S (SUB) 0.0002%

JUST GROUP PLC 8.125 26-OCT-2029 Reg-S (SENIOR SUB) 0.0004%

KAISA GROUP HOLDINGS LTD 8.5 30-JUN-2022 Reg-S (SECURED) 0.0046%

KAISA GROUP HOLDINGS LTD 9.75 28-SEP-2023 Reg-S (SENIOR) 0.0019%

KANSAS CITY SOUTHERN 4.2 15-NOV-2069 (SENIOR) 0.0281%

KANSAS CITY SOUTHERN 4.7 01-MAY-2048 (SENIOR) 0.0119%

KENBOURNE INVEST SA 6.875 26-NOV-2024 Reg-S (SENIOR) 0.0122%

KIMCO REALTY CORPORATION REIT 3.7 01-OCT-2049 (SENIOR) 0.0516%

KINDER MORGAN INC 2.0 15-FEB-2031 (SENIOR) 0.0303%

KINGF_19-1-A2 1.62 19-MAY-2050 0.2828%

KIWIBANK LTD 4.25 27-OCT-2027 Reg-S (SENIOR) 0.0000%

KLEOPATRA HOLDINGS 1 SCA PIK 8.5 30-JUN-2023 Reg-S (SENIOR) 0.0027%

KOJAMO OYJ 1.625 07-MAR-2025 Reg-S (SENIOR) 0.0084%

KOJAMO OYJ 1.875 27-MAY-2027 Reg-S (SENIOR) 0.0086%

KOMMUNALBANKEN AS 2.4 21-NOV-2029 Reg-S (SENIOR) 0.0000%

KOMMUNALBANKEN AS 2.7 05-SEP-2023 (SENIOR) 0.0000%

KOMMUNALBANKEN AS 3.0 09-DEC-2026 (SENIOR) 0.0000%

KOMMUNALBANKEN AS 3.4 24-JUL-2028 (SENIOR) 0.0000%

KOMMUNALBANKEN AS 3.74 19-JAN-2032 (SENIOR) 0.0000%


KOMMUNALBANKEN AS 4.5 17-APR-2023 Reg-S (SENIOR) 0.0000%


KOMMUNALBANKEN AS 5.25 15-JUL-2024 Reg-S (SENIOR) 0.0000%

KOMMUNALBANKEN AS 6.5 12-APR-2021 (SENIOR) 0.0000%

KONDOR FINANCE PLC LPN LPN 7.625 08-NOV-2026 Reg-S (SENIOR) 0.0046%

KONGSBERG ACTUATION SYSTEMS BV 5.0 15-JUL-2025 Reg-S (SECURED) 0.0048%

KONINKLIJKE KPN NV 5.0 18-NOV-2026 Reg-S (SENIOR) 0.0074%

KONINKLIJKE KPN NV 5.75 17-SEP-2029 Reg-S (SENIOR) 0.0119%

KONINKLIJKE KPN NV HYBRID 7.0 28-MAR-2073 144a (CAPSEC (BTP)) 0.0107%

KOOKMIN BANK T2 4.5 01-FEB-2029 Reg-S (SENIOR SUB) 0.0149%

KOREA DEVELOPMENT BANK 1.5 29-AUG-2024 (SENIOR) 0.0000%

KOREA SOUTH-EAST POWER CO LTD 5.75 25-SEP-2020 (SENIOR) 0.0000%

KRAFT FOODS GROUP INC 5.0 04-JUN-2042 (SENIOR) 0.0124%

KRAFT HEINZ FOODS CO 3.875 15-MAY-2027 144a (SENIOR) 0.0064%

KRAFT HEINZ FOODS CO 4.625 01-OCT-2039 144a (SENIOR) 0.0032%

KRAFT HEINZ FOODS CO 4.875 01-OCT-2049 144a (SENIOR) 0.0258%

KRAFT HEINZ FOODS CO 5.5 01-JUN-2050 144a (SENIOR) 0.0084%

KUWAIT PROJECTS CO SPC LTD 4.229 29-OCT-2026 Reg-S (SENIOR) 0.0164%

L BRANDS INC 6.625 01-OCT-2030 144a (SENIOR) 0.0029%

L BRANDS INC 6.75 01-JUL-2036 (SENIOR) 0.0065%

L BRANDS INC 6.875 01-JUL-2025 144a (SECURED) 0.0022%

L BRANDS INC 9.375 01-JUL-2025 144a (SENIOR) 0.0016%

LA FINANCIERE ATALIAN SAS 4.0 15-MAY-2024 Reg-S (SENIOR) 0.0021%

LA FINANCIERE ATALIAN SAS 6.625 15-MAY-2025 Reg-S 0.0037%

LA FINANCIERE ATALIAN SAS 5.125 15-MAY-2025 Reg-S (SENIOR) 0.0012%

LAMAR MEDIA CORP 3.75 15-FEB-2028 144a (SENIOR) 0.0016%

LAMAR MEDIA CORP 4.0 15-FEB-2030 144a (SENIOR) 0.0041%

LAMAR MEDIA CORP 4.875 15-JAN-2029 144a (SENIOR) 0.0078%

LAMB WESTON HOLDINGS INC 4.875 15-MAY-2028 144a (SENIOR) 0.0007%

LANDWIRTSCHAFTLICHE RENTENBANK GOVTGUAR 4.25 24-JAN-2023 (SENIOR) 0.2072%

LAS VEGAS SANDS CORP 3.2 08-AUG-2024 (SENIOR) 0.0507%

LBMLT_03-4-M1 1.16925 25-AUG-2033 0.0001%

LCM_14A-AR 1.25838 20-JUL-2031 144a 0.0264%

LEADING AFFLUENCE LTD 4.5 24-JAN-2023 Reg-S (SENIOR) 0.0204%

LEASEPLAN CORPORATION NV 0.75 03-OCT-2022 Reg-S (SENIOR) 0.0078%

LEASEPLAN CORPORATION NV AT1-P 7.375 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0037%

LEEDS BUILDING SOCIETY T2 3.75 25-APR-2029 Reg-S (SUB) 0.0079%

LEG IMMOBILIEN AG 1.25 23-JAN-2024 Reg-S (SENIOR) 0.0053%

LEVI STRAUSS & CO 3.375 15-MAR-2027 (SENIOR) 0.0017%

LGATE_07-1-A2A 0.2205 01-JAN-2061 Reg-S 0.0148%

LGATE_08-W1X-A1 0.6605 01-JAN-2061 Reg-S 0.0066%

LGFV PROGRAM TRUST NONDMUNI 3.64 23-JUN-2026 Reg-S 0.0000%

LGFV PROGRAM TRUST NONDMUNI 4.31 12-NOV-2021 Reg-S 0.0000%

LHC3 PLC 4.125 15-AUG-2024 Reg-S (SECURED) 0.0003%

LHMC FINCO 2 SARL PIK 7.25 02-OCT-2025 Reg-S (SECURED) 0.0002%

LHMC FINCO SARL 6.25 20-DEC-2023 Reg-S (SECURED) 0.0031%

LHMC FINCO SARL 7.875 20-DEC-2023 144a (SECURED) 0.0001%

LI & FUNG LTD 4.375 04-OCT-2024 Reg-S (SENIOR) 0.0101%

LI & FUNG LTD HYBRID-P 5.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0054%

LIBERTY FINANCIAL PTY LTD 5.1 09-APR-2021 Reg-S (SENIOR) 0.0000%

LIBERTY LIVING FINANCE PLC 2.625 28-NOV-2024 Reg-S (SENIOR) 0.0088%

LIBERTY LIVING FINANCE PLC 3.375 28-NOV-2029 Reg-S (SENIOR) 0.0084%

LIBERTY MUTUAL GROUP INC 3.625 23-MAY-2059 Reg-S (JUNIOR SUB) 0.0091%

LIBRA LONGHURST GROUP TREASURY NO 3.25 15-MAY-2043 Reg-S (SECURED) 0.0080%

LIFEPOINT HEALTH INC 9.75 01-DEC-2026 144a (SENIOR) 0.0107%

LIGHT SERVICOS DE ELETRICIDADE SA 7.25 03-MAY-2023 Reg-S (SENIOR) 0.0047%

LIMACORPORATE SPA 3.75 15-AUG-2023 Reg-S (SECURED) 0.0006%

LINCOLN FINANCING SARL 3.625 01-APR-2024 Reg-S (SECURED) 0.0049%

LINCOLN FINANCING SARL 3.875 01-APR-2024 Reg-S (SECURED) 0.0026%

LLOYDS BANK CORPORATE MARKETS PLC 0.25 04-OCT-2022 Reg-S (SENIOR) 0.0154%

LLOYDS BANK CORPORATE MARKETS PLC 1.5 23-JUN-2023 Reg-S (SENIOR) 0.0187%

LLOYDS BANK PLC 2.438 05-FEB-2026 (SENIOR) 0.0065%

LLOYDS BANK PLC 2.858 17-MAR-2023 (SENIOR) 0.0184%

LLOYDS BANKING GROUP PLC 0.5 12-NOV-2025 Reg-S (SENIOR) 0.0076%

LLOYDS BANKING GROUP PLC 1.326 15-JUN-2023 (SENIOR) 0.0214%

LLOYDS BANKING GROUP PLC 3.65 20-MAR-2023 Reg-S (SENIOR) 0.0000%


LLOYDS BANKING GROUP PLC 4.0 07-MAR-2025 (SENIOR) 0.0000%


LLOYDS BANKING GROUP PLC 4.75 23-MAY-2028 Reg-S (SENIOR) 0.0000%

LMS_2-AA 0.25313 17-JUN-2039 Reg-S 0.0229%

LMS_3-A 0.32763 18-APR-2044 Reg-S 0.0158%

LOGAN MERGER SUB INC 5.5 01-SEP-2027 144a (SECURED) 0.0089%

LOGICOR FINANCING SARL 0.5 30-APR-2021 Reg-S (SENIOR) 0.0163%

LOGICOR FINANCING SARL 0.75 15-JUL-2024 Reg-S (SENIOR) 0.0150%



LOGICOR FINANCING SARL 2.75 15-JAN-2030 Reg-S (SENIOR) 0.0076%

LONDON AND QUADRANT HOUSING TRUST 2.625 28-FEB-2028 Reg-S (SECURED) 0.0065%

LONG GILT DEC 20 G 29-DEC-2020 0.0000%

LONGFOR GROUP HOLDINGS LTD 3.95 16-SEP-2029 Reg-S (SENIOR) 0.0199%

LONSDALE FINANCE PTY LTD 2.45 20-NOV-2026 Reg-S (SECURED) 0.7381%

LONSDALE FINANCE PTY LTD 3.9 15-OCT-2025 Reg-S (SECURED) 0.1129%

LONZA FINANCE INTERNATIONAL NV/SA 1.625 21-APR-2027 Reg-S (SENIOR) 0.0044%

LORCA TELECOM BONDCO SAU 4.0 18-SEP-2027 Reg-S (SECURED) 0.0032%

LOUVRE BIDCO SAS 4.25 30-SEP-2024 Reg-S (SECURED) 0.0063%

LOXAM SAS 2.875 15-APR-2026 Reg-S (SECURED) 0.0001%

LVMH MOET HENNESSY LOUIS VUITTON S 0.125 11-FEB-2028 Reg-S (SENIOR) 0.0069%

LVMH MOET HENNESSY LOUIS VUITTON S 0.375 11-FEB-2031 Reg-S (SENIOR) 0.0069%

M&T BANK CORPORATION AT1-P 5.0 31-DEC-2049 (CAPSEC (BTP)) 0.0104%

M&T BANK CORPORATION AT1-P 5.125 31-DEC-2049 (CAPSEC (BTP)) 0.0423%

MABLN_06-DI 2.18413 15-JUN-2036 Reg-S 0.0015%

MABS_07-NCW-A1 0.44925 25-MAY-2037 144a 0.0038%

MACQUARIE BANK LTD 1.7 12-FEB-2025 Reg-S (SENIOR) 0.0000%

MACQUARIE BANK LTD 1.75 07-AUG-2024 (SENIOR) 0.0556%

MACQUARIE BANK LTD 1.75 21-JUN-2022 Reg-S (SENIOR) 0.0000%

MACQUARIE BANK LTD 3.9 15-JAN-2026 Reg-S (SENIOR) 0.9572%

MACQUARIE BANK LTD 4.25 28-JUL-2026 Reg-S (SENIOR) 0.0000%

MACQUARIE BANK LTD 4.875 10-JUN-2025 Reg-S (SUB) 0.1727%

MACQUARIE BANK LTD AT1-P 6.125 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.3346%

MACQUARIE GROUP CONV PREF LTD 3.6281793478 31-DEC-2049 0.0000%

MACQUARIE GROUP CONV PREF LTD 3.6281793478 31-DEC-2049 0.0850%

MACQUARIE GROUP CONV PRF LTD AT1-P 3.500032609 17-SEP-2166 0.0000%

MACQUARIE GROUP CONV PRF LTD AT1-P 3.500032609 17-SEP-2166 0.0978%

MACQUARIE GROUP LTD 3.25 15-DEC-2022 Reg-S (SENIOR) 0.1443%

MACQUARIE GROUP LTD 4.15 15-DEC-2027 (SENIOR) 0.0000%

MACQUARIE UNIVERSITY 2.25 22-MAY-2030 Reg-S (SENIOR) 0.0000%

MACQUARIE UNIVERSITY 3.5 07-SEP-2028 Reg-S (SENIOR) 0.0000%

MACQUARIE UNIVERSITY 6.75 09-SEP-2020 (SENIOR) 0.0000%

MAF GLOBAL SECURITIES LTD HYBRID-P 5.5 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0118%

MAGNE_12-7A-A1R2 1.03688 15-JAN-2028 144a 0.0147%

MAGNE_14-8A-AR2 1.21688 15-APR-2031 144a 0.0387%

MAGNE_16-18A-AR 1.301 15-NOV-2028 144a 0.0062%

MALAYSIA (GOVERNMENT) 3.828 05-JUL-2034 0.0305%

MALAYSIA (GOVERNMENT) 3.844 15-APR-2033 0.0084%

MALAYSIA (GOVERNMENT) 4.642 07-NOV-2033 0.0180%

MANSD_06-1X-M1 0.39575 15-OCT-2048 Reg-S 0.0002%

MANSD_07-2X-A1 0.70913 15-DEC-2049 Reg-S 0.0010%

MANUFACTURERS AND TRADERS TRUST CO 3.4 17-AUG-2027 (SUB) 0.0151%

MARATHON PETROLEUM CORP 4.5 01-APR-2048 (SENIOR) 0.0240%

MARATHON PETROLEUM CORP 4.75 15-DEC-2023 (SENIOR) 0.0243%

MARM_04-13-3A7 3.19007 21-NOV-2034 0.0001%

MASTERCARD INC 3.85 26-MAR-2050 (SENIOR) 0.0017%

MATTERHORN MERGER SUB LLC 8.5 01-JUN-2026 144a (SENIOR) 0.0087%

MATTERHORN TELECOM SA 3.125 15-SEP-2026 Reg-S (SECURED) 0.0013%

MATTERHORN TELECOM SA 4.0 15-NOV-2027 Reg-S (SECURED) 0.0055%

MBANK SA 1.058 05-SEP-2022 Reg-S (SENIOR) 0.0051%

MCDONALDS CORPORATION 3.0 08-MAR-2024 (SENIOR) 0.3644%

MCDONALDS CORPORATION 3.45 08-SEP-2026 Reg-S (SENIOR) 0.0000%

MCDONALDS CORPORATION 3.8 08-MAR-2029 Reg-S (SENIOR) 0.0000%

MDPK_17-26A-AR 1.41325 29-JUL-2030 144a 0.0108%

MEDCO OAK TREE PTE LTD 7.375 14-MAY-2026 Reg-S (SENIOR) 0.0202%

MEDL_12-1-A 1.42 21-MAR-2044 0.1584%

MEDL_13-1-A2 0.9 22-AUG-2045 0.0333%

MEDL_13-2-A2 0.92 11-OCT-2045 0.0769%

MEDL_14-1-A2 0.92 22-APR-2046 0.1479%

MEDL_14-2 A1R 0.89 26-OCT-2046 0.1933%

MEDL_17-1-A1 1.0 23-JUL-2049 0.5224%

MEDL_19-1-A1 1.3494 21-JAN-2052 0.3040%

MEDL_19-1-A2 1.7994 21-JAN-2052 0.3043%

MEDTRONIC GLOBAL HOLDINGS SCA 0.375 07-MAR-2023 (SENIOR) 0.0160%

MEDTRONIC GLOBAL HOLDINGS SCA 0.75 15-OCT-2032 (SENIOR) 0.0054%

MEDTRONIC GLOBAL HOLDINGS SCA 1.625 15-OCT-2050 (SENIOR) 0.0205%

MEDTRONIC GLOBAL HOLDINGS SCA 2.25 07-MAR-2039 (SENIOR) 0.0082%

MEGAWORLD CORP 4.125 30-JUL-2027 Reg-S (SENIOR) 0.0183%

MEGLOBAL CANADA ULC 5.0 18-MAY-2025 Reg-S (SENIOR) 0.0314%

MEMBERS EQUITY BANK LTD AT1-P 5.34 31-DEC-2049 (CAPSEC (BTP)) 0.2117%

MERLIN ENTERTAINMENTS PLC 5.75 15-JUN-2026 144a (SENIOR) 0.0036%

METLIFE INC HYBRID 6.4 15-DEC-2036 (CAPSEC (BTP)) 0.0254%

METRO BANK PLC T2 5.5 26-JUN-2028 Reg-S (SUB) 0.0055%

METROPOLITAN BANK AND TRUST COMPAN 2.125 15-JAN-2026 Reg-S (SENIOR) 0.0227%

METROPOLITAN LIFE GLOBAL FUNDING I 4.0 13-JUL-2027 Reg-S (SECURED) 0.0000%

METROPOLITAN LIFE GLOBAL FUNDING I 4.75 17-SEP-2021 Reg-S (SECURED) 0.0000%

MEXICO (UNITED MEXICAN STATES) (GO 3.25 16-APR-2030 (SENIOR) 0.0312%

MEXICO (UNITED MEXICAN STATES) (GO 4.75 27-APR-2032 (SENIOR) 0.0095%

MEXICO (UNITED MEXICAN STATES) (GO 7.75 13-NOV-2042 0.1323%

MEXICO (UNITED MEXICAN STATES) (GO 8.0 07-NOV-2047 0.0733%

MEXICO (UNITED MEXICAN STATES) 10.0 20-NOV-2036 0.0606%

MEXICO (UNITED MEXICAN STATES) 4.75 08-MAR-2044 (SENIOR) 0.0256%

MEXICO GENERADORA DE ENERGIA S DE 5.5 06-DEC-2032 Reg-S (SECURED) 0.0053%

MFD_08-1-A1 1.15963 13-MAR-2046 Reg-S 0.0042%

MGIC INVESTMENT CORPORATION 5.25 15-AUG-2028 (SENIOR) 0.0008%

MGM CHINA HOLDINGS LTD 5.25 18-JUN-2025 Reg-S (SENIOR) 0.0042%

MGM CHINA HOLDINGS LTD 5.875 15-MAY-2026 144a (SENIOR) 0.0140%

MGM GROWTH PROPERTIES OPERATING PA 4.5 01-SEP-2026 (SENIOR) 0.0109%

MGM GROWTH PROPERTIES OPERATING PA 4.5 15-JAN-2028 (SENIOR) 0.0033%

MGM GROWTH PROPERTIES OPERATING PA REIT 4.625 15-JUN-2025 144a (SENIOR)

0.0037%

MICHAELS STORES INC 4.75 01-OCT-2027 144a (SECURED) 0.0057%

MICHAELS STORES INC 8.0 15-JUL-2027 144a (SENIOR) 0.0085%

MICROCHIP TECHNOLOGY INCORPORATED 4.25 01-SEP-2025 144a (SENIOR) 0.0123%

MID-AMERICA APARTMENTS LP REIT 4.2 15-JUN-2028 (SENIOR) 0.0110%

MILLER HOMES GROUP HOLDINGS PLC 5.5 15-OCT-2024 Reg-S (SECURED) 0.0036%

MINOR INTERNATIONAL PCL BTP-P 3.1 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0170%

MIRVAC GROUP FINANCE LTD 3.5 18-SEP-2023 Reg-S (SENIOR) 0.0000%

MIRVAC GROUP FINANCE LTD 3.625 18-MAR-2027 Reg-S (SENIOR) 0.0616%

MIRVAC GROUP FINANCE LTD 5.75 18-SEP-2020 (SENIOR) 0.0000%

MIZUHO BANK LTD (SYDNEY BRANCH) CD 1.7 07-AUG-2024 Reg-S (SENIOR) 0.0000%

MLMI_05-A8-A2A 0.68925 25-AUG-2036 0.0091%

MODERN LAND CHINA CO LTD 11.5 13-NOV-2022 Reg-S (SECURED) 0.0203%

MODERN LAND CHINA CO LTD 11.8 26-FEB-2022 Reg-S (SENIOR) 0.0125%

MOHAWK CAPITAL FINANCE SA 1.75 12-JUN-2027 (SENIOR) 0.0030%

MOHAWK INDUSTRIES INC 2.0 14-JAN-2022 (SENIOR) 0.0001%

MONDELEZ INTERNATIONAL INC 2.75 13-APR-2030 (SENIOR) 0.0162%

MONDI FINANCE EUROPE GMBH 2.375 01-APR-2028 Reg-S (SENIOR) 0.0097%

MOODYS CORPORATION 2.55 18-AUG-2060 (SENIOR) 0.0102%

MOODYS CORPORATION 3.25 20-MAY-2050 (SENIOR) 0.0095%

MORGAN STANLEY 0.637 26-JUL-2024 (SENIOR) 0.0222%

MORGAN STANLEY 4.0 23-JUL-2025 (SENIOR) 0.0665%

MORGAN STANLEY 4.431 23-JAN-2030 (SENIOR) 0.0397%

MORGAN STANLEY LT2 4.35 08-SEP-2026 (SUB) 0.0143%

MOTION FINCO SARL 7.0 15-MAY-2025 Reg-S (SECURED) 0.0004%

MP8_15-2A-AR 1.13225 28-OCT-2027 144a 0.0139%

MPLX LP 4.5 15-APR-2038 (SENIOR) 0.0264%

MPT OPERATING PARTNERSHIP LP / MPT 3.325 24-MAR-2025 (SENIOR) 0.0160%

MPT OPERATING PARTNERSHIP LP / MPT 5.0 15-OCT-2027 (SENIOR) 0.0013%

MPT OPERATING PARTNERSHIP LP REIT 3.692 05-JUN-2028 (SENIOR) 0.0141%

MPT OPERATING PARTNERSHIP LP REIT 4.625 01-AUG-2029 (SENIOR) 0.0178%

MSCCG_18-SELF-E 2.29088 15-OCT-2028 144a 0.0059%

MSC_18-BOP-E 2.09088 15-JUN-2035 144a 0.0043%

MSC_18-SUN-E 2.09088 15-JUL-2035 0.0006%

MSC_18-SUN-F 2.69088 16-JUL-2035 144a 0.0075%

MSHEL_06-2-A4 0.70925 25-FEB-2036 0.0040%

MSM_05-5AR-1M3 0.97425 25-SEP-2035 0.0004%

MSSG_17-237P-D 3.86481 13-SEP-2039 144a 0.0188%

MTR CORP LTD 1.625 19-AUG-2030 Reg-S (SENIOR) 0.0095%

MUFG BANK LTD (SYDNEY BRANCH) 1.35 29-AUG-2022 Reg-S (SENIOR) 0.0000%

MULHACEN PTE LTD PIK 6.5 01-AUG-2023 Reg-S (SECURED) 0.0031%

MUNICIPALITY FINANCE PLC 3.4 13-JUL-2027 (SENIOR) 0.0000%

MUNICIPALITY FINANCE PLC 5.0 20-MAR-2024 (SENIOR) 0.0000%

MUNICIPALITY FINANCE PLC GOVTGUAR 3.5 04-FEB-2026 Reg-S (SENIOR) 0.0000%

NAGACORP LTD 7.95 06-JUL-2024 Reg-S (SENIOR) 0.0212%

NAGACORP LTD 9.375 21-MAY-2021 Reg-S (SENIOR) 0.0038%

NAN FUNG TREASURY (III) LIMITED PERP 5.0 31-DEC-2049 Reg-S (SENIOR) 0.0187%

NANYANG COMMERCIAL BANK LTD AT1-P 5.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0183%

NATIONAL AUSTRALIA BANK LIMITED 2.15 19-JUN-2024 (SENIOR) 0.2228%

NATIONAL AUSTRALIA BANK LIMITED 2.169 17-MAY-2029 (SUB) 0.4240%

NATIONAL AUSTRALIA BANK LIMITED 2.75 16-APR-2021 Reg-S (SENIOR) 0.0000%

NATIONAL AUSTRALIA BANK LIMITED 2.9 26-FEB-2024 (SENIOR) 0.1912%

NATIONAL AUSTRALIA BANK LIMITED 3.0 05-JUL-2022 Reg-S (SENIOR) 0.0000%

NATIONAL AUSTRALIA BANK LIMITED 3.0 10-FEB-2023 Reg-S (SENIOR) 0.0000%

NATIONAL AUSTRALIA BANK LIMITED 3.0 12-MAY-2021 Reg-S (SENIOR) 0.0000%

NATIONAL AUSTRALIA BANK LIMITED 3.0 21-OCT-2021 Reg-S (SENIOR) 0.0000%

NATIONAL AUSTRALIA BANK LIMITED 3.25 24-MAR-2022 Reg-S (SENIOR) 0.0000%

NATIONAL AUSTRALIA BANK LIMITED 3.25 26-SEP-2023 Reg-S (SENIOR) 0.0000%

NATIONAL AUSTRALIA BANK LIMITED COVERED 3.0 16-MAR-2023 Dual 144a|Reg-S

0.0000%

NATIONAL AUSTRALIA BANK LIMITED COVERED 3.6 16-MAR-2028 Dual 144a|Reg-S

0.0000%

NATIONAL AUSTRALIA BANK LIMITED COVERED 5.0 11-MAR-2024 Reg-S 0.0000%

NATIONAL AUSTRALIA BANK LTD 1.65 21-JAN-2025 (SENIOR) 0.0000%

NATIONAL AUSTRALIA BANK LTD 2.04 18-NOV-2031 (SUB) 0.3804%

NATIONAL AUSTRALIA BANK LTD AT1-P 1.35 31-DEC-2049 0.3293%

NATIONAL AUSTRALIA BANK LTD AT1-P 1.35 31-DEC-2049 0.0000%

NATIONAL AUSTRALIA BANK LTD CLIMAT 4.0 16-DEC-2021 Reg-S (SENIOR) 0.0000%

NATIONWIDE BUILDING SOCIETY 1.0 24-JAN-2023 Reg-S (SENIOR) 0.0063%

NATIONWIDE BUILDING SOCIETY AT1-P 5.75 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0118%

NATWEST GROUP PLC 2.54038 31-DEC-2049 (JUNIOR SUB) 0.0043%

NAVIERA ARMAS SA 4.25 15-NOV-2024 Reg-S (SECURED) 0.0025%

NAVIERA ARMAS SA 6.5 31-JUL-2023 Reg-S (SECURED) 0.0001%

NBM US HOLDINGS INC 7.0 14-MAY-2026 Reg-S (SENIOR) 0.0014%

NCHET_05-C-A2D 0.48925 25-DEC-2035 0.0195%

NCL CORPORATION LTD 10.25 01-FEB-2026 144a (SECURED) 0.0138%

NCL CORPORATION LTD 12.25 15-MAY-2024 144a (SECURED) 0.0029%

NEDERLANDSE WATERSCHAPSBANK NV 3.15 02-SEP-2026 (SENIOR) 0.0000%

NEDERLANDSE WATERSCHAPSBANK NV 3.3 02-MAY-2029 Reg-S (SENIOR) 0.0000%

NEDERLANDSE WATERSCHAPSBANK NV 3.4 22-JUL-2025 Reg-S (SENIOR) 0.0000%

NEDERLANDSE WATERSCHAPSBANK NV 3.45 17-JUL-2028 Reg-S (SENIOR) 0.0000%

NEDERLANDSE WATERSCHAPSBANK NV 3.5 20-JUL-2027 (SENIOR) 0.0000%

NEDERLANDSE WATERSCHAPSBANK NV 4.75 11-APR-2023 (SENIOR) 0.0000%

NEDERLANDSE WATERSCHAPSBANK NV 5.25 18-APR-2024 (SENIOR) 0.0000%

NEERG ENERGY LTD 6.0 13-FEB-2022 Reg-S (SECURED) 0.0072%

NEPTUNE ENERGY BONDCO PLC 6.625 15-MAY-2025 Reg-S (SENIOR) 0.0001%

NETFLIX INC 3.0 15-JUN-2025 Reg-S (SENIOR) 0.0048%

NETFLIX INC 3.625 15-JUN-2025 144a (SENIOR) 0.0004%

NETFLIX INC 3.625 15-JUN-2030 Reg-S (SENIOR) 0.0105%

NETFLIX INC 3.625 15-MAY-2027 (SENIOR) 0.0004%

NETFLIX INC 4.875 15-APR-2028 (SENIOR) 0.0012%

NETFLIX INC 4.875 15-JUN-2030 144a (SENIOR) 0.0041%

NETFLIX INC 5.375 15-NOV-2029 144a (SENIOR) 0.0014%

NETWORK FINANCE COMPANY PTY LTD 1.3204 06-DEC-2024 (SECURED) 0.0617%

NETWORK FINANCE COMPANY PTY LTD 2.25 11-NOV-2026 Reg-S (SECURED) 0.0905%

NETWORK FINANCE COMPANY PTY LTD 3.5 06-DEC-2024 Reg-S (SECURED) 0.0283%

NEW SOUTH WALES TREASURY CORP NONDMUNI 4.0 20-MAY-2026 Reg-S 0.0796%

NEW SOUTH WALES TREASURY CORP NONDMUNI 5.0 20-AUG-2024 0.2014%

NEW SOUTH WALES TREASURY CORP NONDMUNI 6.0 01-MAR-2022 0.0513%

NEW SOUTH WALES TREASURY CORPORATI NONDMUNI 3.0 20-APR-2029 Reg-S 0.2223%

NEW TERMINAL FINANCING COMPANY PTY 1.53 12-JUL-2024 Reg-S (SECURED) 0.1347%

NEW ZEALAND MILK (AUSTRALASIA) PTY 5.25 23-MAY-2022 (SENIOR) 0.0000%

NEWCO GB SAS PIK 8.0 15-DEC-2022 Reg-S (SECURED) 0.0042%

NEWELL BRANDS INC 4.875 01-JUN-2025 (SENIOR) 0.0013%

NEWELL RUBBERMAID INC 4.7 01-APR-2026 (SENIOR) 0.0424%

NEWELL RUBBERMAID INC 6.0 01-APR-2046 (SENIOR) 0.0162%

NEXSTAR BROADCASTING INC 4.75 01-NOV-2028 144a (SENIOR) 0.0085%

NEXSTAR ESCROW INC 5.625 15-JUL-2027 144a (SENIOR) 0.0092%

NEXT GROUP PLC 3.0 26-AUG-2025 Reg-S (SENIOR) 0.0061%

NEXT PLC 3.625 18-MAY-2028 Reg-S (SENIOR) 0.0317%

NEXT PLC 4.375 02-OCT-2026 Reg-S (SENIOR) 0.0151%

NEXTERA ENERGY CAPITAL HOLDINGS IN 2.2 02-DEC-2026 Reg-S (SENIOR) 0.0000%

NGATE_06-2-A3A 0.2305 01-DEC-2050 Reg-S 0.0076%

NGATE_07-1X-A3 0.22075 01-DEC-2050 Reg-S 0.0299%

NGATE_07-2X-A3 0.21913 15-DEC-2050 Reg-S 0.0068%

NGATE_07-3X-A2B 0.116 15-DEC-2050 Reg-S 0.0143%

NH HOTEL GROUP SA MORT 3.75 01-OCT-2023 Reg-S (SECURED) 0.0032%

NHELI_05-FM1-M2 0.88425 25-MAY-2035 0.0033%

NHELI_05-HE1-M4 1.03425 25-SEP-2035 0.0045%

NIBC BANK NV 3.125 15-NOV-2023 Reg-S (SENIOR) 0.0119%

NIDDA HEALTHCARE HOLDING AG 3.5 30-SEP-2024 Reg-S (SECURED) 0.0079%

NIGERIA (FEDERAL REPUBLIC OF) 6.375 12-JUL-2023 Reg-S (SENIOR) 0.0045%

NISOURCE INC 1.7 15-FEB-2031 (SENIOR) 0.0343%

NISSAN FINANCIAL SERVICES AUSTRALI 3.0 22-MAR-2021 Reg-S (SENIOR) 0.0000%

NMI HOLDINGS INC 7.375 01-JUN-2025 144a (SECURED) 0.0069%

NOBLE ENERGY INC 3.25 15-OCT-2029 (SENIOR) 0.0168%

NOKIA OYJ 2.375 15-MAY-2025 Reg-S (SENIOR) 0.0044%

NOTTING HILL GENESIS 2.875 31-JAN-2029 Reg-S (SECURED) 0.0041%

NOVELIS CORP 4.75 30-JAN-2030 144a (SENIOR) 0.0186%

NOVO BANCO SA (IN DEFAULT) 15-JAN-2099 Reg-S (SENIOR) 0.0000%

NOVO BANCO SA (IN DEFAULT) 21-JAN-2099 Reg-S (SENIOR) 0.0006%

NRMBS_12-2R-A2R 1.02 20-JUN-2044 0.0381%

NRMBS_15-1-A 0.82 20-SEP-2046 0.0701%

NRMBS_18-1-A1G 0.87 24-AUG-2049 0.1706%

NSTR_07-A-AV4 0.37925 25-MAR-2037 0.0018%

NUCOR CORPORATION 2.7 01-JUN-2030 (SENIOR) 0.0103%

NUMERICABLE SFR SA 7.375 01-MAY-2026 Reg-S (SECURED) 0.0002%

NUSTAR LOGISTICS LP 5.75 01-OCT-2025 (SENIOR) 0.0039%

NUSTAR LOGISTICS LP 6.375 01-OCT-2030 (SENIOR) 0.0040%

NVIDIA CORPORATION 2.85 01-APR-2030 (SENIOR) 0.0386%

NWD FINANCE (BVI) LTD BTP-P 5.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0194%

NXP BV 3.4 01-MAY-2030 144a (SENIOR) 0.0408%

NXP BV/NXP FUNDING LLC 3.875 18-JUN-2026 144a (SENIOR) 0.0346%

NYKREDIT REALKREDIT A/S 0.25 20-JAN-2023 Reg-S (SENIOR NON-PREFERRED) 0.0180%

NYT_19-NYT-D 2.14088 15-NOV-2035 144a 0.0158%

OCCIDENTAL PETROLEUM CORP 3.125 15-FEB-2022 (SENIOR) 0.0166%

OCCIDENTAL PETROLEUM CORPORATION 2.9 15-AUG-2024 (SENIOR) 0.0185%

OCCIDENTAL PETROLEUM CORPORATION 6.2 15-MAR-2040 (SENIOR) 0.0012%

OCCIDENTAL PETROLEUM CORPORATION 6.375 01-SEP-2028 (SENIOR) 0.0074%

OCCIDENTAL PETROLEUM CORPORATION 6.6 15-MAR-2046 (SENIOR) 0.0095%

OCCIDENTAL PETROLEUM CORPORATION 6.625 01-SEP-2030 (SENIOR) 0.0073%

OCI NV 3.75 30-SEP-2025 Reg-S (SENIOR) 0.0042%

OCP_20-18A-A 2.01838 20-APR-2030 144a 0.0166%

OCT30_17-1A-A1 1.53838 17-MAR-2030 144a 0.0106%

ODYSSEY EUROPE HOLDCO SARL 8.0 15-MAY-2023 Reg-S (SECURED) 0.0004%

OIL AND GAS HOLDING CO BSC CLOSED 7.5 25-OCT-2027 Reg-S (SENIOR) 0.0090%

OIL AND GAS HOLDING CO BSC CLOSED 7.625 07-NOV-2024 Reg-S (SENIOR) 0.0090%

OMFIT_17-1A-A1 2.37 14-SEP-2032 144a 0.0019%

OMFIT_17-1A-A2 0.94088 14-SEP-2032 144a 0.0008%

OMFIT_18-1A-A 3.3 14-MAR-2029 144a 0.0184%

OMFIT_20-1A-A 3.84 14-MAY-2032 144a 0.0157%

OMFIT_20-2A-A 1.75 14-SEP-2035 144a 0.0276%

OMIR_19-1A-M1A 1.54925 25-JUL-2029 144a 0.0003%

OMIR_20-1A-M1A 3.34925 25-JUL-2030 144a 0.0150%

OMV AG PERP 2.875 31-DEC-2049 Reg-S (JUNIOR SUB) 0.0059%

ON SEMICONDUCTOR CORPORATION 3.875 01-SEP-2028 144a (SENIOR) 0.0079%

ONEOK INC 3.1 15-MAR-2030 (SENIOR) 0.0035%

ONEOK INC 4.35 15-MAR-2029 (SENIOR) 0.0146%

OOMLT_07-FXD13A4 5.86 25-JAN-2037 0.0042%

OPERADORA DE SERVICIOS MEGA SA DE 8.25 11-FEB-2025 Reg-S (SENIOR) 0.0040%

OPTUS FINANCE PTY LTD 1.6 01-JUL-2025 Reg-S (SENIOR) 0.0000%

OPTUS FINANCE PTY LTD 2.5 01-JUL-2030 Reg-S 0.4198%

OPTUS FINANCE PTY LTD 3.25 06-SEP-2023 Reg-S (SENIOR) 0.2373%

OPTUS FINANCE PTY LTD 3.25 23-AUG-2022 Reg-S (SENIOR) 0.0000%

OPTUS FINANCE PTY LTD 4.0 17-JUN-2022 Reg-S (SENIOR) 0.0000%

ORACLE CORPORATION 3.6 01-APR-2050 (SENIOR) 0.0061%

ORANGE SA HYBRID-P 5.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0042%

ORANGE SA HYBRID-P 5.75 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0088%

ORANO SA 2.75 08-MAR-2028 Reg-S (SENIOR) 0.0018%

ORIGIN ENERGY FINANCE LTD 2.65 11-NOV-2027 (SENIOR) 0.2186%

ORIGIN ENERGY FINANCE LTD 5.45 14-OCT-2021 Reg-S (SENIOR) 0.1439%

OTIS WORLDWIDE CORP 2.565 15-FEB-2030 (SENIOR) 0.0177%

OTP BANK NYRT UT2-P 2.484 31-DEC-2049 (CAPSEC (BTP)) 0.0014%

OVPH LIMITED BTP-P 5.875 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0059%

PACCAR FINANCIAL PTY LTD 2.1 13-JUN-2023 Reg-S (SENIOR) 0.0000%

PACCAR FINANCIAL PTY LTD 3.0 13-SEP-2022 Reg-S (SENIOR) 0.0000%

PACIFIC GAS AND ELECTRIC COMPANY MORT 3.3 01-AUG-2040 (SECURED) 0.0122%

PACIFIC NATIONAL FINANCE 5.25 19-MAY-2025 (SENIOR) 0.3820%

PACIFIC NATIONAL FINANCE 5.4 12-MAY-2027 (SENIOR) 0.3743%

PACIFIC NATIONAL FINANCE PTY LTD 3.7 24-SEP-2029 (SENIOR) 0.2277%

PACTIV CORPORATION 8.375 15-APR-2027 (SENIOR) 0.0058%

PANTHER BF AGGREGATOR 2 LP 8.5 15-MAY-2027 144a (SENIOR) 0.0100%

PAR PHARMACEUTICAL INC 7.5 01-APR-2027 144a (SECURED) 0.0133%

PARGN_12X-A1 0.28288 15-NOV-2038 Reg-S 0.0407%

PARGN_13X-A1 0.28575 15-JAN-2039 Reg-S 0.0762%

PARGN_14A-A2C 0.45038 15-SEP-2039 144a 0.0104%

PARGN_14X-A2B 15-SEP-2039 Reg-S 0.0020%

PARGN_14X-A2C 0.45038 15-SEP-2039 Reg-S 0.0059%

PARGN_15X-A2C 0.47038 15-DEC-2039 Reg-S 0.0031%

PARK AEROSPACE HOLDINGS LTD 5.5 15-FEB-2024 144a (SENIOR) 0.0010%

PARKLAND FUEL CORP 5.875 15-JUL-2027 144a (SENIOR) 0.0029%

PARKLAND FUEL CORP 6.0 01-APR-2026 144a (SENIOR) 0.0142%

PARLIAMENT STR FIN LLC 5.5 13-AUG-2025 144a 0.0138%

PARSLEY ENERGY LLC 5.625 15-OCT-2027 144a (SENIOR) 0.0056%

PARTS EUROPE SA 6.5 16-JUL-2025 Reg-S (SECURED) 0.0022%

PATTERN ENERGY OPERATIONS LP 4.5 15-AUG-2028 144a (SENIOR) 0.0055%

PAYMENTSENSE 8.0 15-OCT-2025 Reg-S (SECURED) 0.0002%

PB INTERNATIONAL BV 7.625 26-JAN-2022 Reg-S (SENIOR) 0.0133%

PBF HOLDING COMPANY LLC 6.0 15-FEB-2028 144a (SENIOR) 0.0062%

PBF HOLDING COMPANY LLC 9.25 15-MAY-2025 144a (SECURED) 0.0039%

PEARSON FUNDING PLC 3.75 04-JUN-2030 Reg-S (SENIOR) 0.0109%

PEPSICO INC 3.5 19-MAR-2040 (SENIOR) 0.0147%

PERMANENT TSB GROUP HOLDINGS PLC 2.125 26-SEP-2024 Reg-S (SENIOR) 0.0067%

PERNOD-RICARD SA 24-OCT-2023 Reg-S (SENIOR) 0.0026%

PERTAMINA PERSERO PT 4.175 21-JAN-2050 Reg-S (SENIOR) 0.0059%

PERTAMINA PERSERO PT 4.7 30-JUL-2049 Reg-S (SENIOR) 0.0099%

PERTH AIRPORT PTY LTD 2.13 26-MAR-2024 Reg-S (SENIOR) 0.0618%

PERTH AIRPORT PTY LTD 5.5 25-MAR-2021 Reg-S (SECURED) 0.0000%

PERU (REPUBLIC OF) 2.392 23-JAN-2026 (SENIOR) 0.0021%

PERUSAHAAN LISTRIK NEGARA (PERSERO 3.0 30-JUN-2030 Reg-S (SENIOR) 0.0112%

PERUSAHAAN PENERBIT SBSN INDONESIA GOVTGUAR 4.55 29-MAR-2026 Reg-S (Sukuk Wakala)

0.0305%

PERUSAHAAN PENERBIT SURAT BERHARGA 2.8 23-JUN-2030 Reg-S (Sukuk Wakala)

0.0190%

PERUSAHAAN PENERBIT SURAT BERHARGA 4.4 01-MAR-2028 Reg-S (Sukuk Wakala)

0.0241%

PERUSAHAAN PENERBIT SURAT BERHARGA 4.45 20-FEB-2029 Reg-S (Sukuk Wakala)

0.0191%

PETKIM PETROKIMYA HOLDING AS 5.875 26-JAN-2023 Reg-S (SENIOR) 0.0050%

PETROBRAS GLOBAL FINANCE BV 5.093 15-JAN-2030 (SENIOR) 0.0174%

PETROBRAS GLOBAL FINANCE BV 5.375 01-OCT-2029 (SENIOR) 0.0003%

PETROBRAS GLOBAL FINANCE BV 5.75 01-FEB-2029 (SENIOR) 0.0073%

PETROBRAS GLOBAL FINANCE BV 6.25 14-DEC-2026 (SENIOR) 0.0000%


PETROBRAS GLOBAL FINANCE BV 6.75 03-JUN-2050 (SENIOR) 0.0077%



PETROBRAS GLOBAL FINANCE BV 6.9 19-MAR-2049 (SENIOR) 0.0148%

PETROLEOS MEXICANOS 1.875 21-APR-2022 Reg-S (SENIOR) 0.0007%

PETROLEOS MEXICANOS 3.625 24-NOV-2025 Reg-S (SENIOR) 0.0167%

PETROLEOS MEXICANOS 3.75 16-APR-2026 Reg-S (SENIOR) 0.0069%

PETROLEOS MEXICANOS 3.75 16-NOV-2025 Reg-S (SENIOR) 0.0003%

PETROLEOS MEXICANOS 3.75 21-FEB-2024 Reg-S (SENIOR) 0.0036%

PETROLEOS MEXICANOS 4.25 15-JAN-2025 (SENIOR) 0.0074%



PETROLEOS MEXICANOS 5.35 12-FEB-2028 (SENIOR) 0.0001%


PETROLEOS MEXICANOS 7.19 12-SEP-2024 Reg-S 0.0398%

PETROLEOS MEXICANOS 7.47 12-NOV-2026 0.0924%

PETROPAVLOVSK 2016 LTD 8.125 14-NOV-2022 Reg-S (SENIOR) 0.0004%

PHILIPPINES (REPUBLIC OF) 3.7 01-MAR-2041 (SENIOR) 0.0116%

PHOENIX GROUP HOLDINGS PLC T2 5.625 28-APR-2031 Reg-S (SENIOR SUB) 0.0096%

PHOENIX GROUP HOLDINGS T2 6.625 18-DEC-2025 Reg-S (SUB) 0.0154%

PICASSO FINANCE SUB INC 6.125 15-JUN-2025 144a (SECURED) 0.0073%

PIEDMONT OPERATING PARTNERSHIP LP 3.15 15-AUG-2030 (SENIOR) 0.0170%

PINEWOOD FINCO PLC 3.25 30-SEP-2025 Reg-S (SECURED) 0.0140%

PINNACLE BIDCO PLC 6.375 15-FEB-2025 Reg-S (SECURED) 0.0001%

PLACES FOR PEOPLE TREASURY PLC 4.0 22-AUG-2022 Reg-S (SENIOR) 0.0000%

PLAINS ALL AMERICAN PIPELINE LP 3.55 15-DEC-2029 (SENIOR) 0.0065%

PLAINS ALL AMERICAN PIPELINE LP 3.8 15-SEP-2030 (SENIOR) 0.0174%

PLDT INC 2.5 23-JAN-2031 Reg-S (SENIOR) 0.0085%

PLDT INC 3.45 23-JUN-2050 Reg-S (SENIOR) 0.0162%

PNC FINANCIAL SERVICES GROUP INC ( 2.6 23-JUL-2026 (SENIOR) 0.0147%

POLAND (REPUBLIC OF) 2.0 25-APR-2021 0.2292%

POLAND (REPUBLIC OF) 2.25 25-APR-2022 0.0664%

POLY REAL ESTATE FINANCE LTD 4.75 17-SEP-2023 Reg-S (SENIOR) 0.0063%

POLYGON AB 4.0 23-FEB-2023 Reg-S (SECURED) 0.0022%

POST HOLDINGS INC 4.625 15-APR-2030 144a (SENIOR) 0.0051%

POST HOLDINGS INC 5.5 15-DEC-2029 144a (SENIOR) 0.0116%

POWERCOR AUSTRALIA LLC 0.365 17-JAN-2022 Private (SENIOR) 0.1787%

POWERLONG REAL ESTATE HOLDINGS LTD 6.25 10-AUG-2024 Reg-S (SENIOR) 0.0155%

POWERLONG REAL ESTATE HOLDINGS LTD 6.95 23-JUL-2023 Reg-S (SECURED) 0.0114%

PRIME SECURITY SERVICES BORROWER L 3.375 31-AUG-2027 144a (SECURED) 0.0023%

PROGRESSIVE CORPORATION (THE) HYBRID-P 5.375 31-DEC-2049 (JUNIOR SUB) 0.0293%

PROGS_12-1-A 1.57 11-DEC-2043 0.0468%

PROGS_12-2-A 1.57 20-JUN-2044 0.1587%

PROGS_13-1-A 1.02 23-SEP-2044 0.1130%

PROGS_14-2-A 0.82 20-JUL-2046 0.0755%

PROGS_17-2-A 0.9668 10-FEB-2049 0.1495%

PROGS_20-1-A 1.02 21-JAN-2051 0.1887%

PROGS_2019-1 1.07 24-JUN-2050 0.2091%

PROLOGIS INC 2.125 15-OCT-2050 (SENIOR) 0.0196%

PROMONTORIA HOLDING 264 BV 6.25 15-AUG-2023 Reg-S (SECURED) 0.0002%

PROMONTORIA HOLDING 264 BV 6.75 15-AUG-2023 Reg-S (SECURED) 0.0023%

PRPM_19-2A-A1 3.967 25-APR-2024 144a 0.0075%

PRPM_19-3A-A1 3.351 25-JUL-2024 144a 0.0267%

PRUDENTIAL FINANCIAL INC 3.7 01-OCT-2050 (JUNIOR SUB) 0.0224%

PRUDENTIAL FINANCIAL INC HYBRID 4.5 15-SEP-2047 (CAPSEC (BTP)) 0.0318%

PRUDENTIAL PLC 3.125 14-APR-2030 (SENIOR) 0.0114%

PRUDENTIAL PLC 3.875 20-JUL-2049 Reg-S (SUB) 0.0079%

PRUDENTIAL PLC T2 5.625 20-OCT-2051 Reg-S (SUB) 0.0117%

PRUMO PARTICIPACOES E INVESTIMENTO 7.5 31-DEC-2031 144a (SECURED) 0.0001%

PRUMO PARTICIPACOES E INVESTIMENTO FACT 7.5 31-DEC-2031 Reg-S 0.0219%

PUMA_17-1-A 0.99 19-DEC-2048 0.4179%

Q PARK HOLDING I BV 2.0 01-MAR-2026 Reg-S (SECURED) 0.0015%

QANTAS AIRWAYS LIMITED 7.75 19-MAY-2022 (SENIOR) 0.0000%

QANTAS AIRWAYS LTD 2.95 27-NOV-2029 Reg-S (SENIOR) 0.0000%

QANTAS AIRWAYS LTD 4.4 10-OCT-2023 Reg-S (SENIOR) 0.0000%

QANTAS AIRWAYS LTD 4.75 12-OCT-2026 Reg-S (SENIOR) 0.0000%

QANTAS AIRWAYS LTD 7.5 11-JUN-2021 (SENIOR) 0.0000%

QBE CAPITAL FUNDING III LTD 7.25 24-MAY-2041 Reg-S (SUB) 0.2079%

QBE CAPITAL FUNDING III LTD 7.5 24-NOV-2043 (SUB) 0.3915%

QBE INSURANCE GROUP LTD 6.75 02-DEC-2044 Reg-S (SUB) 0.4517%

QBE INSURANCE GROUP LTD T2 6.115 24-MAY-2042 Reg-S (CAPSEC (BTP)) 0.4477%

QIC FINANCE (SHOPPING CENTRE FUND) 2.0 15-AUG-2025 Reg-S (SENIOR) 0.1928%

QIC FINANCE (SHOPPING CENTRE FUND) 3.75 06-DEC-2023 Reg-S (SENIOR) 0.4003%

QIC FINANCE (SHOPPING CENTRE FUND) 3.75 24-FEB-2021 (SENIOR) 0.0000%

QNB FINANCE LTD 4.15 01-FEB-2023 Reg-S (SENIOR) 0.0000%

QNB FINANCE LTD 4.9 01-FEB-2028 Reg-S (SENIOR) 0.0000%

QORVO INC 3.375 01-APR-2031 144a (SENIOR) 0.0073%

QORVO INC 4.375 15-OCT-2029 (SENIOR) 0.0130%

QPH FINANCE CO PTY LTD 2.3 29-JUL-2027 (SECURED) 0.0209%

QPH FINANCE CO PTY LTD 2.85 29-JAN-2031 (SECURED) 0.7835%

QPH FINANCE CO PTY LTD 3.75 07-JUN-2023 Reg-S (SECURED) 0.1415%

QPH FINANCE CO PTY LTD 5.0 07-JUL-2021 (SECURED) 0.0000%

QUALCOMM INCORPORATED 3.25 20-MAY-2050 (SENIOR) 0.0904%

QUALITYTECH LP 3.875 01-OCT-2028 144a (SENIOR) 0.0114%

QUANTA SERVICES INC. 2.9 01-OCT-2030 (SENIOR) 0.0223%

QUATRIM SAS 5.875 15-JAN-2024 Reg-S (SECURED) 0.0015%

QUEENSLAND TREASURY CORP NONDMUNI 5.75 22-JUL-2024 Reg-S 0.0688%

QUEENSLAND TREASURY CORPORATION GOVTGUAR 3.25 21-JUL-2026 Dual 144a|Reg-S

0.3280%

QUEENSLAND TREASURY CORPORATION NONDMUNI 3.25 21-AUG-2029 Dual 144a|Reg-S

0.2473%

QUICKEN LOANS LLC 3.625 01-MAR-2029 144a (SENIOR) 0.0078%

QUICKEN LOANS LLC 3.875 01-MAR-2031 144a (SENIOR) 0.0370%

QUILTER PLC HYBRID 4.478 28-FEB-2028 Reg-S (SUB) 0.0040%

RABOBANK NEDERLAND (AUSTRALIA BRAN 4.25 12-MAY-2026 Reg-S (SENIOR PREFERRED)

0.0000%

RABOBANK NEDERLAND NV/AUSTRALIA 5.5 11-APR-2024 Reg-S (SENIOR PREFERRED)

0.0000%

RADIATE HOLDCO LLC 4.5 15-SEP-2026 144a (SECURED) 0.0149%

RAIFFEISEN BANK INTERNATIONAL AG 0.25 22-JAN-2025 Reg-S 0.0026%

RAIFFEISEN BANK INTERNATIONAL AG T2 1.5 12-MAR-2030 Reg-S (SENIOR SUB) 0.0125%

RAIFFEISEN BANK INTERNATIONAL AG T2 2.875 18-JUN-2032 Reg-S (SENIOR SUB) 0.0014%

RAMP_05-EFC4-M3 0.86925 25-SEP-2035 0.0041%

RAMP_05-RS5-M4 1.10925 25-MAY-2035 0.0004%

RAMP_06-EFC2-A4 0.36925 25-DEC-2036 0.0003%

RAMP_07-RZ1-A3 0.39925 25-FEB-2037 0.0003%

RAMSAY HEALTH CARE LTD PERP 3.5229480874 31-DEC-2049 0.4525%

RAMSAY HEALTH CARE LTD PERP 3.5229480874 31-DEC-2049 0.0000%

RASC_06-KS6-A4 0.39925 25-AUG-2036 0.0070%

RCI BANQUE SA 0.182 14-MAR-2022 Reg-S (SENIOR) 0.0098%

RCI BANQUE SA 2.625 18-FEB-2030 Reg-S (SENIOR) 0.0129%

REASSURE GROUP PLC 5.867 13-JUN-2029 Reg-S (SUB) 0.0021%

REDE D OR FINANCE SARL 4.5 22-JAN-2030 144a 0.0117%

REDSUN PROPERTIES GROUP LTD 9.7 16-APR-2023 Reg-S (SENIOR) 0.0060%

REDSUN PROPERTIES GROUP LTD 9.95 11-APR-2022 Reg-S (SENIOR) 0.0097%

REDS_18-1-A1 1.0722 16-JUL-2049 Reg-S 0.3625%

RELIANCE INDUSTRIES LTD 3.667 30-NOV-2027 Reg-S (SENIOR) 0.0081%

RELX CAPITAL INC 3.0 22-MAY-2030 (SENIOR) 0.0078%

RENEW POWER LTD 5.875 05-MAR-2027 Reg-S (1ST LIEN) 0.0175%

RENEW POWER LTD 6.45 27-SEP-2022 Reg-S (SECURED) 0.0112%

REPSOL INTERNATIONAL FINANCE BV PERP 3.75 31-DEC-2049 Reg-S (SENIOR) 0.0002%

REPSOL INTERNATIONAL FINANCE BV PERP 4.247 31-DEC-2049 Reg-S (SENIOR) 0.0118%

REPUBLIC SERVICES INC 1.45 15-FEB-2031 (SENIOR) 0.0167%

RESA SA 1.0 22-JUL-2026 Reg-S (SENIOR) 0.0106%

RESI_20-1A-A1B 1.274 07-FEB-2052 144a 0.0169%

REXEL SA 2.125 15-JUN-2025 Reg-S (SENIOR) 0.0016%

RITE AID CORPORATION 7.5 01-JUL-2025 144a (SECURED) 0.0002%

RITE AID CORPORATION 8.0 15-NOV-2026 Reg-S (SECURED) 0.0003%

RIZAL COMMERCIAL BANKING CORP PERP 6.5 31-DEC-2049 Reg-S (SENIOR) 0.0238%

RL FINANCE BONDS NO 3 PLC 6.125 13-NOV-2028 Reg-S (SUB) 0.0129%

RL FINANCE BONDS NO 4 PLC 4.875 07-OCT-2049 Reg-S (SUB) 0.0107%

RLOC_07-1X-A3A 15-DEC-2043 Reg-S 0.0028%

RLOC_07-1X-A3B 0.21913 15-DEC-2043 Reg-S 0.0141%

RLOC_07-1X-A3C 0.41038 15-DEC-2043 Reg-S 0.0062%

RMACS_06-NS1XA2C 12-JUN-2044 Reg-S 0.0022%

RMACS_06-NS2XA2A 0.20963 12-JUN-2044 Reg-S 0.0047%

RMACS_06-NS2XA2C 12-JUN-2044 Reg-S 0.0055%

RMACS_06-NS4XA3A 0.22963 12-JUN-2044 Reg-S 0.0485%

RMIR_19-1-M1B 2.09925 25-FEB-2029 144a 0.0119%

RMIR_20-1-M1A 1.09925 25-FEB-2030 144a 0.0084%

RMIR_20-2-M1B 4.14613 25-OCT-2030 144a 0.0181%

ROADSTER FINANCE DAC 1.625 09-DEC-2024 Reg-S (SECURED) 0.0228%

ROADSTER FINANCE DAC 2.375 08-DEC-2027 Reg-S (SECURED) 0.0111%

ROGERS COMMUNICATIONS INC 3.7 15-NOV-2049 (SENIOR) 0.0218%

ROLLS-ROYCE PLC 3.375 18-JUN-2026 Reg-S (SENIOR) 0.0001%

ROMANIA (REPUBLIC OF) 3.0 14-FEB-2031 Reg-S (SENIOR) 0.0010%

RONSHINE CHINA HOLDINGS LTD 10.5 01-MAR-2022 Reg-S (SENIOR) 0.0076%

ROSSINI SARL 3.875 30-OCT-2025 Reg-S (SECURED) 0.0016%

ROYAL BANK OF CANADA SYDNEY BRANC 4.2 22-JUN-2026 Reg-S (SENIOR) 0.0000%

ROYAL BANK OF SCOTLAND GROUP PLC 2.0 08-MAR-2023 Reg-S (SENIOR) 0.0200%

ROYAL BANK OF SCOTLAND GROUP PLC 2.5 22-MAR-2023 Reg-S (SENIOR) 0.0037%

ROYAL BANK OF SCOTLAND GROUP PLC T2 3.622 14-AUG-2030 Reg-S (SENIOR SUB)

0.0060%

ROYAL BANK OF SCOTLAND PLC 3.073 22-MAY-2028 (SENIOR) 0.0159%

ROYAL CAPITAL BV BTP-P 5.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0110%

ROYAL CARIBBEAN CRUISES LTD 10.875 01-JUN-2023 144a (SECURED) 0.0097%

ROYAL CARIBBEAN CRUISES LTD 11.5 01-JUN-2025 144a (SECURED) 0.0030%

ROYAL CARIBBEAN CRUISES LTD 9.125 15-JUN-2023 144a (SENIOR) 0.0013%

ROYAL SCHIPHOL GROUP NV 0.375 08-SEP-2027 Reg-S (SENIOR) 0.0104%

ROYAL SCHIPHOL GROUP NV 0.875 08-SEP-2032 Reg-S (SENIOR) 0.0053%

RTE RESEAU DE TRANSPORT D ELECTRIC 1.125 08-JUL-2040 Reg-S (SENIOR) 0.0108%

RTE RESEAU DE TRANSPORT D ELECTRIC 1.125 09-SEP-2049 Reg-S (SENIOR) 0.0071%

RUSSIAN FEDERATION 4.75 27-MAY-2026 Reg-S (SENIOR) 0.0051%

RUSSIAN FEDERATION 6.9 23-MAY-2029 0.0326%

RUSSIAN FEDERATION 7.0 16-AUG-2023 0.0506%

RUSSIAN FEDERATION 7.05 19-JAN-2028 0.0222%

RUSSIAN FEDERATION 7.7 23-MAR-2033 0.0838%

RYANAIR DAC 2.875 15-SEP-2025 Reg-S (SENIOR) 0.0133%

S&P GLOBAL INC 2.5 01-DEC-2029 (SENIOR) 0.0816%

SABIC CAPITAL I BV 2.15 14-SEP-2030 Reg-S (SENIOR) 0.0076%

SABIC CAPITAL I BV 3.0 14-SEP-2050 Reg-S (SENIOR) 0.0080%

SABINE PASS LIQUEFACTION LLC 5.625 01-MAR-2025 (SECURED) 0.0324%

SABRA HEALTH CARE LP 3.9 15-OCT-2029 (SENIOR) 0.0082%

SABRA HEALTH CARE LP 5.125 15-AUG-2026 (SENIOR) 0.0014%

SACO_06-6-A 0.40925 25-JUN-2036 0.0001%

SAFARI VERWALTUNGS GMBH 5.375 30-NOV-2022 Reg-S (SECURED) 0.0037%

SAGA PLC 3.375 12-MAY-2024 Reg-S (SENIOR) 0.0026%

SAIL_03-BC4-M1 1.34925 25-JUN-2033 0.0001%

SAIL_04-9-M1 1.12425 25-OCT-2034 0.0050%

SAIL_05-2-M2 0.88425 25-MAR-2035 0.0033%

SAINSBURYS BANK PLC T2 6.0 23-NOV-2027 Reg-S (SUB) 0.0064%

SAMI_04-AR8-A1 0.8295 19-MAY-2035 0.0004%

SAMPO PLC 2.5 03-SEP-2052 Reg-S (SUB) 0.0081%

SAMSONITE FINCO SARL 3.5 15-MAY-2026 Reg-S (SENIOR) 0.0015%

SANCHEZ ENERGY CORP 15-JAN-2023 (SENIOR) 0.0000%

SANDS CHINA LTD 5.125 08-AUG-2025 (SENIOR) 0.0201%

SANTANDER CONSUMER BANK AS 0.125 11-SEP-2024 Reg-S (SENIOR) 0.0068%

SANTANDER CONSUMER FINANCE SA 0.875 24-JAN-2022 Reg-S (SENIOR) 0.0070%

SANTANDER HOLDINGS USA INC 3.5 07-JUN-2024 (SENIOR) 0.0280%

SANTOS FINANCE LTD. 4.125 14-SEP-2027 Reg-S (SENIOR) 0.8528%

SARM_07-5-1A1 0.36925 25-JUN-2037 0.0002%

SASC_07-BC1-A4 0.27925 25-FEB-2037 0.0055%

SAST_06-2-A3C 0.29925 25-SEP-2036 0.0010%

SATO OYJ 1.375 31-MAY-2024 (SENIOR) 0.0046%

SAUDI ELECTRICITY GLOBAL SUKUK CO 5.5 08-APR-2044 Reg-S (Sukuk Ijarah) 0.0075%

SBA COMMUNICATIONS CORP 3.875 15-FEB-2027 144a (SENIOR) 0.0033%

SCDS: (ATLIM) CDS 1.0 20-JUN-2021 (SENIOR) 0.0000%

SCDS: (BRITEL) CDS 1.0 20-DEC-2024 (SENIOR) 0.0000%

SCDS: (BRITEL) CDS 1.0 20-DEC-2024 (SENIOR) 0.0000%

SCDS: (BRITEL) CDS 1.0 20-JUN-2024 (SENIOR) 0.0000%

SCDS: (CLNXSM) CDS 5.0 20-DEC-2024 (SENIOR) 0.0001%

SCDS: (COFP) CDS 5.0 20-DEC-2022 (SENIOR) 0.0000%

SCDS: (COFP) CDS 5.0 20-JUN-2022 (SENIOR) 0.0000%

SCDS: (COFP) CDS 5.0 20-JUN-2022 (SENIOR) -0.0002%




SCDS: (DAL) CDS 5.0 20-JUN-2025 (SENIOR) -0.0001%

SCDS: (ETP) CDS 1.0 20-JUN-2025 (SENIOR) 0.0000%



SCDS: (EUROCA) CDS 5.0 20-JUN-2025 (SENIOR) -0.0013%

SCDS: (FCX) CDS 1.0 20-DEC-2025 (SENIOR) 0.0013%

SCDS: (FRFP) CDS 1.0 20-DEC-2023 (SENIOR) -0.0001%

SCDS: (HSBC) CDS 1.0 20-JUN-2021 (SENIOR) 0.0000%

SCDS: (INDON) CDS 1.0 20-DEC-2025 (SENIOR) 0.0009%

SCDS: (INTRUM) CDS 5.0 20-DEC-2024 (SENIOR) 0.0000%

SCDS: (INTRUM) CDS 5.0 20-JUN-2025 (SENIOR) 0.0000%



SCDS: (KOREA) CDS 1.0 20-JUN-2025 (SENIOR) -0.0008%

SCDS: (KSA) CDS 1.0 20-DEC-2025 (SENIOR) -0.0001%

SCDS: (MEX) CDS 1.0 20-DEC-2025 (SENIOR) 0.0007%

SCDS: (MEX) CDS 1.0 20-DEC-2025 (SENIOR) 0.0000%

SCDS: (RAD) CDS 5.0 20-DEC-2024 (SENIOR) -0.0003%



SCDS: (RAD) CDS 5.0 20-JUN-2025 (SENIOR) -0.0005%

SCDS: (SFRFP) CDS 5.0 20-DEC-2025 (SENIOR) 0.0000%

SCDS: (STANLN) CDS 1.0 20-JUN-2021 (SUB) 0.0000%

SCDS: (T) CDS 1.0 20-DEC-2024 (SENIOR) 0.0000%

SCDS: (TITIM) CDS 1.0 20-DEC-2021 (SENIOR) 0.0000%

SCDS: (TTMTIN) CDS 5.0 20-JUN-2021 (SENIOR) 0.0000%

SCENTRE GROUP TRST 1 4.5 08-SEP-2021 Reg-S (SENIOR) 0.0000%

SCENTRE GROUP TRUST 1 / SCENTRE GR 3.625 28-JAN-2026 Reg-S (SENIOR) 0.2152%

SCENTRE GROUP TRUST 1 / SCENTRE GR 3.75 23-MAR-2027 Reg-S (SENIOR) 0.2182%

SCENTRE GROUP TRUST 1 / SCENTRE GR 4.375 28-MAY-2030 Reg-S (SENIOR) 0.1596%

SCENTRE GROUP TRUST 1 3.5 12-FEB-2025 Reg-S (SENIOR) 0.5675%

SCENTRE GROUP TRUST 2 4.75 24-SEP-2080 Reg-S (SUB) 0.0151%

SCENTRE GROUP TRUST 2 5.125 24-SEP-2080 Reg-S (SUB) 0.7046%

SCHAEFFLER AG 1.875 26-MAR-2024 Reg-S (SENIOR) 0.0037%

SCHAEFFLER VERWALTUNG ZWEI GMBH PIK 4.75 15-SEP-2026 144a (SECURED) 0.0075%

SCHOELLER PACKAGING BV 6.375 01-NOV-2024 Reg-S (SECURED) 0.0020%

SCIENTIFIC GAMES INTERNATIONAL INC 5.0 15-OCT-2025 144a (SENIOR) 0.0030%

SCIENTIFIC GAMES INTERNATIONAL INC 5.5 15-FEB-2026 Reg-S (SENIOR) 0.0062%

SCIENTIFIC GAMES INTERNATIONAL INC 8.25 15-MAR-2026 144a (SENIOR) 0.0115%

SCRIPPS ESCROW INC 5.875 15-JUL-2027 144a (SENIOR) 0.0149%

SEALN_18-1-A 3.963 08-MAY-2023 Reg-S 0.0092%

SEB SA 1.375 16-JUN-2025 Reg-S (SENIOR) 0.0026%

SELECT MEDICAL CORPORATION 6.25 15-AUG-2026 144a (SENIOR) 0.0072%

SEMPRA ENERGY PERP 4.875 31-DEC-2049 (JUNIOR SUB) 0.0575%

SEMT_04-5-A1 1.92067 20-JUN-2034 0.0018%

SEMT_04-6-A1 2.1149 20-JUL-2034 0.0023%

SEMT_17-5-A1 3.5 25-AUG-2047 144a 0.0089%

SENEGAL (REPUBLIC OF) 6.75 13-MAR-2048 Reg-S (SENIOR) 0.0154%

SENSATA TECHNOLOGIES INC 3.75 15-FEB-2031 144a (SENIOR) 0.0033%

SENSATA TECHNOLOGIES INC 4.375 15-FEB-2030 144a (SENIOR) 0.0007%

SENSATA TECHNOLOGIES UK FINANCING 6.25 15-FEB-2026 144a (SENIOR) 0.0145%

SFR GROUP SA 7.375 01-MAY-2026 144a (SECURED) 0.0146%

SGSP (AUSTRALIA) ASSETS PTY LTD 1.843 15-SEP-2028 Reg-S (SENIOR) 0.0932%

SGSP (AUSTRALIA) ASSETS PTY LTD 3.25 29-JUL-2026 Reg-S (SENIOR) 0.7809%

SGSP (AUSTRALIA) ASSETS PTY LTD 3.3 09-APR-2023 Reg-S (SENIOR) 0.0872%

SGSP (AUSTRALIA) ASSETS PTY LTD 3.5 07-JUL-2027 Reg-S (SENIOR) 0.4393%

SGSP (AUSTRALIA) ASSETS PTY LTD 3.75 27-SEP-2024 Reg-S (SENIOR) 0.0568%

SGSP (AUSTRALIA) ASSETS PTY LTD 3.75 28-JUN-2023 Reg-S (SENIOR) 0.0000%

SGSP (AUSTRALIA) ASSETS PTY LTD 5.5 12-MAR-2021 (SENIOR) 0.0000%

SHACK_15-8A-A1R 1.13838 20-OCT-2027 144a 0.0007%

SHERWIN-WILLIAMS COMPANY (THE) 2.3 15-MAY-2030 (SENIOR) 0.0040%

SHIMAO GROUP HOLDINGS LTD 4.6 13-JUL-2030 Reg-S (SENIOR) 0.0214%

SHIMAO PROPERTY HOLDINGS LTD 5.6 15-JUL-2026 Reg-S (SENIOR) 0.0221%

SHINHAN BANK 3.5 17-MAR-2021 Reg-S (SENIOR) 0.0000%

SHINHAN BANK 4.0 23-APR-2029 Reg-S (SENIOR SUB) 0.0062%

SHINHAN FINANCIAL GROUP CO LTD T2 3.34 05-FEB-2030 Reg-S (SENIOR SUB) 0.0158%

SHOP DIRECT FUNDING PLC 7.75 15-NOV-2022 Reg-S (SECURED) 0.0004%

SHOPPING CENTRES AUSTRALASIA PROPE 3.75 20-APR-2021 Reg-S (SENIOR) 0.0000%

SHOPPING CENTRES AUSTRALASIA PROPE REIT 3.9 07-JUN-2024 Reg-S (SENIOR) 0.0000%

SINO-OCEAN LAND TREASURE FINANCE I 6.0 30-JUL-2024 Reg-S (SENIOR) 0.0184%

SINO-OCEAN LAND TREASURE IV LTD 4.75 14-JAN-2030 Reg-S (SENIOR) 0.0186%

SINOPEC GROUP OVERSEAS DEVELOPMENT 2.7 13-MAY-2030 Reg-S (SENIOR) 0.0046%

SKY PLC 2.25 17-NOV-2025 Reg-S (SENIOR) 0.0171%

SLFT_17-AA-A 2.68 15-JUL-2030 144a 0.0109%

SLMA_04-2X-A6 0.039 25-JUL-2039 Reg-S 0.0181%

SMART INSIGHT INTERNATIONAL LTD 4.5 05-DEC-2023 Reg-S (SENIOR) 0.0000%

SMART INSIGHT INTERNATIONAL LTD 4.5 05-DEC-2023 Reg-S (SENIOR) 0.0027%

SMHL_15-1-A1 1.01 26-JAN-2047 0.2830%

SMHL_17-1-A 1.04 26-APR-2049 0.0682%

SMHL_19-1 1.0722 15-JUL-2051 0.4159%

SNDPT_15-3A-AR 1.10838 20-JAN-2028 144a 0.0020%

SNDPT_17-3A-A1B 1.43838 20-OCT-2030 144a 0.0014%

SNDPT_17-4A-A1 1.33838 20-JAN-2031 144a 0.0143%

SNS BANK NV LT2 26-OCT-2020 (SUB) 0.0000%

SNS BANK NV T1-P 31-DEC-2049 (CAPSEC (BTP)) 0.0000%

SOCIETE GENERALE SA 0.75 25-JAN-2027 Reg-S (SENIOR NON-PREFERRED) 0.0103%

SOCIETE GENERALE SA 0.875 22-SEP-2028 Reg-S (SENIOR NON-PREFERRED) 0.0060%

SOCIETE GENERALE SA 1.125 23-JAN-2025 Reg-S (SENIOR NON-PREFERRED) 0.0053%

SOCIETE GENERALE SA 2.625 22-JAN-2025 144a (SENIOR NON-PREFERRED) 0.0376%

SOFTBANK GROUP CORP 4.0 19-SEP-2029 Reg-S (SENIOR) 0.0045%

SOFTBANK GROUP CORP 4.0 20-APR-2023 Reg-S (SENIOR) 0.0045%



SOFTBANK GROUP CORP 5.125 19-SEP-2027 Reg-S (SENIOR) 0.0003%

SOLVAY FINANCE SA HYBRID-P 5.869 31-DEC-2049 Reg-S (JUNIOR SUB) 0.0031%

SOTHEBYS 7.375 15-OCT-2027 144a 0.0050%

SOUTH AFRICA (REPUBLIC OF) 5.75 30-SEP-2049 (SENIOR) 0.0817%

SOUTH AFRICA (REPUBLIC OF) 6.25 31-MAR-2036 0.0302%

SOUTH AFRICA (REPUBLIC OF) 7.0 28-FEB-2031 0.0333%

SOUTH AFRICA (REPUBLIC OF) 8.0 31-JAN-2030 0.0678%

SOUTH AFRICA (REPUBLIC OF) 8.25 31-MAR-2032 0.0390%

SOUTH AFRICA (REPUBLIC OF) 8.875 28-FEB-2035 0.0804%

SOUTHERN CALIFORNIA EDISON COMPANY 4.2 01-MAR-2029 (SENIOR) 0.0378%

SOUTHWEST AIRLINES CO 4.75 04-MAY-2023 (SENIOR) 0.0322%

SOUTHWEST AIRLINES CO 5.25 04-MAY-2025 (SENIOR) 0.0057%

SOUTHWESTERN ENERGY COMPANY 6.45 23-JAN-2025 (SENIOR) 0.0002%

SOUTHWESTERN ENERGY COMPANY 7.75 01-OCT-2027 (SENIOR) 0.0134%

SPARK FINANCE LTD 1.9 05-JUN-2026 Reg-S (SENIOR) 0.0000%

SPARK FINANCE LTD 2.6 18-MAR-2030 Reg-S (SENIOR) 0.0000%

SPCM SA 4.875 15-SEP-2025 144a (SENIOR) 0.0117%

SPF_06-A-B 0.3195 10-MAR-2044 0.0037%

SPRINGLEAF FINANCE CORP 5.375 15-NOV-2029 (SENIOR) 0.0092%

SPRINGLEAF FINANCE CORP 8.875 01-JUN-2025 (SENIOR) 0.0025%

SRI LANKA (DEMOCRATIC SOCIALIST RE 6.825 18-JUL-2026 Reg-S (SENIOR) 0.0072%

SRI REJEKI ISMAN TBK PT 7.25 16-JAN-2025 Reg-S (SENIOR) 0.0094%

SSE PLC 1.25 16-APR-2025 Reg-S (SENIOR) 0.0203%

SSE PLC 1.75 16-APR-2030 Reg-S (SENIOR) 0.0123%

SSE PLC HYBRID 4.75 16-SEP-2077 Reg-S (CAPSEC (BTP)) 0.0170%

SSE PLC HYBRID-P 3.125 31-DEC-2049 Reg-S (SUB) 0.0336%

STACR_14-DN2-M3 3.74925 25-APR-2024 0.0174%

STACR_14-DN3-M3 4.14925 25-AUG-2024 0.0075%

STACR_14-HQ2-M3 3.89925 25-SEP-2024 0.0012%

STACR_15-DN1-M3 4.29925 25-JAN-2025 0.0033%

STACR_15-DNA1-M3 3.44925 25-OCT-2027 0.0055%

STACR_15-DNA2-M3 4.04925 27-DEC-2027 0.0077%

STACR_15-DNA3-M3 4.84925 25-APR-2028 0.0068%

STACR_16-DNA2-M3 4.79925 25-OCT-2028 0.0053%

STACR_16-DNA3-M3 5.14925 26-DEC-2028 0.0006%

STACR_16-DNA4-M3 3.94925 25-MAR-2029 0.0130%

STACR_17-DNA3-M2 2.64925 25-MAR-2030 0.0044%

STACR_18-DNA2-M2 2.29925 26-DEC-2030 144a 0.0251%

STACR_18-DNA3-M2 2.24925 25-SEP-2048 144a 0.0311%

STANDARD CHARTERED PLC 2.9 28-JUN-2025 Reg-S (SENIOR) 0.0000%

STANDARD INDUSTRIES INC 3.375 15-JAN-2031 144a (SENIOR) 0.0169%

STANDARD INDUSTRIES INC 4.375 15-JUL-2030 144a (SENIOR) 0.0074%

STANLEY BLACK & DECKER INC 4.0 15-MAR-2060 (SENIOR) 0.0333%

STARBUCKS CORPORATION 2.25 12-MAR-2030 (SENIOR) 0.0054%

STATE ELITE GLOBAL LTD 2.25 20-OCT-2021 Reg-S (SENIOR) 0.0047%

STATE GRID OVERSEAS INVESTMENT 201 1.625 05-AUG-2030 Reg-S (SENIOR) 0.0107%

STATE STREET CORP T1-P 5.625 31-DEC-2049 (SUB) 0.0335%

STEEL DYNAMICS INC 2.4 15-JUN-2025 (SENIOR) 0.0320%

STILLWATER MINING COMPANY 7.125 27-JUN-2025 Reg-S (SENIOR) 0.0063%

STOCKLAND TRUST MANAGEMENT LTD 8.25 25-NOV-2020 Reg-S (SENIOR) 0.0000%

STOCKLAND TRUST MANAGEMENT LTD REIT 4.5 23-NOV-2022 Reg-S (SENIOR) 0.0000%

STOCKLAND TRUST REIT 3.3 22-MAR-2024 Reg-S (SENIOR) 0.0000%

STRYKER CORPORATION 0.25 03-DEC-2024 (SENIOR) 0.0091%

STRYKER CORPORATION 0.75 01-MAR-2029 (SENIOR) 0.0094%

STUDIO CITY FINANCE LTD 6.5 15-JAN-2028 144a (SENIOR) 0.0073%

SUMITOMO MITSUI BANKING CORP (SYDN CD 1.5 05-JUN-2025 Reg-S (SENIOR) 0.0000%

SUMMER BC HOLDCO B SARL 5.75 31-OCT-2026 Reg-S (SECURED) 0.0021%

SUMMIT PROPERTIES LTD 2.0 31-JAN-2025 Reg-S (SENIOR) 0.0045%

SUN HUNG KAI PROPERTIES (CAPITAL M BTP-P 4.45 31-DEC-2049 Reg-S (CAPSEC (BTP))

0.0059%

SUNAC CHINA HOLDINGS LTD 6.65 03-AUG-2024 Reg-S (SECURED) 0.0123%

SUNAC CHINA HOLDINGS LTD 7.25 14-JUN-2022 Reg-S (SENIOR) 0.0019%

SUNAC CHINA HOLDINGS LTD 7.5 01-FEB-2024 Reg-S (SENIOR) 0.0172%

SUNCORP GROUP LTD AT1-P 2.9398369565 31-DEC-2049 0.1157%

SUNCORP GROUP LTD AT1-P 2.9398369565 31-DEC-2049 0.0000%

SUNCORP GROUP LTD T2 2.24 05-DEC-2028 Reg-S (CAPSEC (BTP)) 0.2476%

SUNCORP METWAY LTD 1.85 30-JUL-2024 Reg-S (SENIOR) 0.0000%

SUNCORP METWAY LTD 3.5 12-APR-2021 Reg-S (SENIOR) 0.0000%

SUNCORP METWAY LTD 3.5 20-OCT-2020 Reg-S (SENIOR) 0.0000%

SUNCORP METWAY LTD COVERED 3.0 13-SEP-2023 Reg-S 0.0000%

SUNCORP METWAY LTD COVERED 3.25 24-AUG-2026 Reg-S 0.0000%

SUPERSTRADA PEDEMONTANA VENETA SPA 0.65 30-JUN-2047 Reg-S (SECURED) 0.0018%

SUPERSTRADA PEDEMONTANA VENETA SPA 8.0 30-JUN-2027 Reg-S (SECURED) 0.0016%

SVENSK EXPORTKREDIT AB (SWEDISH EX 4.5 22-NOV-2024 Reg-S (SENIOR) 0.0000%

SVENSKA HANDELSBANKEN AB 3.25 27-SEP-2023 Reg-S (SENIOR) 0.0000%

SVENSKA HANDELSBANKEN AB 4.0 02-MAR-2026 Reg-S (SENIOR) 0.0000%

SWEDBANK AB 1.199 17-FEB-2022 Reg-S (SENIOR) 0.0000%

SWEDBANK AB 3.5 17-FEB-2022 Reg-S (SENIOR) 0.0000%

SWEDISH EXPORT CREDIT CORP 3.3 18-SEP-2026 (SENIOR) 0.0000%

SWITCH LTD 3.75 15-SEP-2028 144a (SENIOR) 0.0039%

SYDBANK AS 1.375 18-SEP-2023 Reg-S (SENIOR NON-PREFERRED) 0.0164%

SYDNEY AIRPORT FINANCE CO PTY LTD 3.375 30-APR-2025 Reg-S (SECURED) 0.3684%

SYDNEY AIRPORT FINANCE CO PTY LTD 3.9 22-MAR-2023 Reg-S (SECURED) 0.1780%

SYDNEY AIRPORT FINANCE COMPANY PTY 3.625 28-APR-2026 144a (SECURED) 0.0628%

SYDNEY AIRPORT FINANCE COMPANY PTY 3.625 28-APR-2026 Reg-S (SECURED) 1.0342%

SYNGENTA FINANCE NV 5.676 24-APR-2048 Reg-S (SENIOR) 0.0060%

SYNLAB BONDCO PLC 4.75 01-JUL-2025 Reg-S (SECURED) 0.0023%

T-MOBILE USA INC 3.875 15-APR-2030 144a (SECURED) 0.0842%

T-MOBILE USA INC 4.5 15-APR-2050 144a (SECURED) 0.0088%

TAKEDA PHARMACEUTICAL CO LTD 2.0 09-JUL-2040 (SENIOR) 0.0153%

TALKTALK TELECOM GROUP PLC 3.875 20-FEB-2025 Reg-S (SENIOR) 0.0031%

TARGA RESOURCES PARTNERS LP 4.875 01-FEB-2031 144a (SENIOR) 0.0075%

TARGA RESOURCES PARTNERS LP 5.375 01-FEB-2027 (SENIOR) 0.0039%

TARGA RESOURCES PARTNERS LP 5.5 01-MAR-2030 144a (SENIOR) 0.0154%

TDF INFRASTRUCTURE SAS 2.5 07-APR-2026 Reg-S (SENIOR) 0.0426%

TEAMSYSTEM SPA 4.0 15-APR-2023 Reg-S (SECURED) 0.0013%

TEGNA INC 4.75 15-MAR-2026 144a (SENIOR) 0.0056%

TELE COLUMBUS AG 3.875 01-MAY-2025 Reg-S (SECURED) 0.0076%

TELECOM ITALIA SPA 1.125 26-MAR-2022 Reg-S (SENIOR) 0.0008%

TELECOM ITALIA SPA 1.125 26-MAR-2022 Reg-S (SENIOR) 0.0000%

TELECOM ITALIA SPA 4.0 11-APR-2024 Reg-S (SENIOR) 0.0001%

TELECOM ITALIA SPA 5.303 30-MAY-2024 144a (SENIOR) 0.0064%

TELEFONICA EMISIONES SAU 5.213 08-MAR-2047 (SENIOR) 0.0370%

TELEFONICA EUROPE BV 23 HYBRID-P 3.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0036%

TELEFONICA EUROPE BV 26 HYBRID-P 3.875 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0021%

TELEFONICA EUROPE BV HYBRID-P 2.625 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0074%



TELEFONICA EUROPE BV PERP 4.375 31-DEC-2049 Reg-S (SENIOR SUB) 0.0076%

TELSTRA CORP LTD 4.8 12-OCT-2021 Reg-S (SENIOR) 0.0153%

TELSTRA CORPORATION LIMITED 4.0 16-SEP-2022 (SENIOR) 0.0000%

TELSTRA CORPORATION LTD 2.9 19-APR-2021 Reg-S (SENIOR) 0.0000%

TELSTRA CORPORATION LTD 4.0 19-APR-2027 Reg-S (SENIOR) 0.0244%

TEMPO ACQUISITION LLC 5.75 01-JUN-2025 144a (SECURED) 0.0047%

TEMPO ACQUISITION LLC 6.75 01-JUN-2025 144a (SENIOR) 0.0058%

TENCENT MUSIC ENTERTAINMENT GROUP 2.0 03-SEP-2030 (SENIOR) 0.0057%

TENET HEALTHCARE CORPORATION 4.625 15-JUN-2028 144a (SECURED) 0.0038%

TENET HEALTHCARE CORPORATION 4.875 01-JAN-2026 144a (SECURED) 0.0190%

TENET HEALTHCARE CORPORATION 7.5 01-APR-2025 144a (SECURED) 0.0026%

TENNESSEE MERGER SUB INC 6.375 01-FEB-2025 144a (SENIOR) 0.0080%

TEREGA SASU 0.625 27-FEB-2028 Reg-S (SENIOR) 0.0066%

TESCO CORPORATE TREASURY SERVICES 0.875 29-MAY-2026 Reg-S (SENIOR) 0.0081%

TESCO PERSONAL FINANCE GROUP PLC 3.5 25-JUL-2025 Reg-S (SENIOR) 0.0081%

TESCO PLC 6.15 15-NOV-2037 Reg-S (SENIOR) 0.0000%

TEVA PHARMACEUTICAL FINANCE NETHER 1.125 15-OCT-2024 Reg-S (SENIOR) 0.0027%

TEVA PHARMACEUTICAL FINANCE NETHER 2.8 21-JUL-2023 (SENIOR) 0.0078%

TEVA PHARMACEUTICAL FINANCE NETHER 4.5 01-MAR-2025 (SENIOR) 0.0071%

TEVA PHARMACEUTICAL FINANCE NETHER 6.0 31-JAN-2025 (SENIOR) 0.0002%

TEXAS INSTRUMENTS INC 1.75 04-MAY-2030 (SENIOR) 0.0279%

THAIOIL TREASURY CENTER CO LTD 2.5 18-JUN-2030 Reg-S (SENIOR) 0.0252%

THAIOIL TREASURY CENTER CO LTD 3.75 18-JUN-2050 Reg-S (SENIOR) 0.0057%

THERMO FISHER SCIENTIFIC INC 1.75 15-APR-2027 (SENIOR) 0.0038%

THERMO FISHER SCIENTIFIC INC 2.375 15-APR-2032 (SENIOR) 0.0040%

THRPK_14-1A-AR 1.37838 20-OCT-2026 144a 0.0013%

THYSSENKRUPP AG 1.875 06-MAR-2023 Reg-S (SENIOR) 0.0019%

TIMES CHINA HOLDINGS LTD 6.75 08-JUL-2025 Reg-S (SENIOR) 0.0179%

TITAN ACQUISITION LTD 7.75 15-APR-2026 144a (SENIOR) 0.0077%

TORONTO-DOMINION BANK/THE 2.05 10-JUL-2024 (SENIOR) 0.3020%

TORONTO-DOMINION BANK/THE 3.7 22-DEC-2020 (SENIOR) 0.0000%

TORONTO-DOMINION BANK/THE 4.0 04-FEB-2026 (SENIOR) 0.0000%

TORONTO-DOMINION BANK/THE 4.2 07-AUG-2025 (SENIOR) 0.0000%

TORR_19-1 1.05 09-DEC-2050 0.1031%

TOTAL CAPITAL INTERNATIONAL SA 4.25 26-NOV-2021 (SENIOR) 0.0000%

TOWNGAS (FINANCE) LTD 4.75 31-DEC-2049 Reg-S (SUB) 0.0096%

TOYOTA FINANCE AUSTRALIA LTD 1.3 17-FEB-2023 Reg-S (SENIOR) 0.0000%

TOYOTA FINANCE AUSTRALIA LTD 2.5 07-DEC-2020 Reg-S (SENIOR) 0.0000%

TOYOTA FINANCE AUSTRALIA LTD 3.1 19-MAY-2022 Reg-S (SENIOR) 0.0000%

TOYOTA FINANCE AUSTRALIA LTD 3.3 22-NOV-2023 Reg-S (SENIOR) 0.0000%

TOYOTA MOTOR CREDIT CORP 2.75 26-JUL-2021 Reg-S (SENIOR) 0.0000%

TPMT_16-2-A1A 2.75 25-AUG-2055 144a 0.0004%

TPMT_17-1-A1 2.75 25-OCT-2056 144a 0.0334%

TPMT_17-4-A1 2.75 25-JUN-2057 144a 0.0117%

TPMT_17-5-A1 0.74925 25-FEB-2057 144a 0.0036%

TPMT_17-6-A1 2.75 25-OCT-2057 144a 0.0215%

TPMT_18-1-A1 3.0 25-JAN-2058 144a 0.0082%

TPMT_18-4-A1 3.0 25-JUN-2058 144a 0.0113%

TPMT_18-SJ1-A2 4.25 25-OCT-2058 144a 0.0224%

TPMT_18-SJ1-M1 4.5 25-OCT-2058 144a 0.0150%

TRANSDIGM INC 6.25 15-MAR-2026 144a (SECURED) 0.0143%

TRANSOCEAN INC 11.5 30-JAN-2027 144a (SENIOR) 0.0019%

TRANSPORTADORA DE GAS DEL PERU SA 4.25 30-APR-2028 Reg-S (SENIOR) 0.0069%

TRANSPOWER NEW ZEALAND LTD 4.25 06-AUG-2021 Reg-S (SENIOR) 0.0000%

TRANSPOWER NEW ZEALAND LTD 5.75 28-AUG-2023 (SENIOR) 0.0000%

TRANSURBAN FINANCE COMPANY PTY LTD 1.45 16-MAY-2029 Reg-S (SECURED) 0.0079%

TRANSURBAN FINANCE COMPANY PTY LTD 2.45 16-MAR-2031 144a (SENIOR) 0.0105%

TRANSURBAN FINANCE COMPANY PTY LTD 2.45 16-MAR-2031 Reg-S (SENIOR) 0.0076%

TRANSURBAN FINANCE COMPANY PTY LTD 3.375 22-MAR-2027 Reg-S (SECURED) 0.1548%

TRANSURBAN FINANCE COMPANY PTY LTD 4.125 02-FEB-2026 Reg-S (SECURED) 0.2464%

TRANSURBAN QUEENSLAND FINANCE PTY 3.75 12-OCT-2023 Reg-S (SECURED) 0.0110%

TRANSURBAN QUEENSLAND FINANCE PTY 4.9 08-DEC-2021 Reg-S (SECURED) 0.0000%

TREASURY BOND 1.25 15-MAY-2050 0.1947%

TREASURY CORP OF VICTORIA NONDMUNI 5.5 17-DEC-2024 0.1161%

TREASURY CORP OF VICTORIA NONDMUNI 5.5 17-NOV-2026 0.0124%

TREASURY CORPORATION OF VICTORIA GOVTGUAR 3.0 20-OCT-2028 Reg-S 0.1109%

TREASURY CORPORATION OF VICTORIA NONDMUNI 1.0 20-NOV-2023 0.0969%

TREASURY CORPORATION OF VICTORIA NONDMUNI 2.5 22-OCT-2029 0.1071%

TREASURY NOTE 0.125 15-JUL-2023 0.0702%

TREASURY NOTE 0.375 30-APR-2025 0.0559%

TREASURY NOTE 1.75 15-NOV-2029 1.3125%

TREASURY NOTE 2.625 15-FEB-2029 1.5422%

TRIDENT MERGER SUB INC 6.625 01-NOV-2025 144a (SENIOR) 0.0070%

TRIDENT TPI HOLDINGS INC 9.25 01-AUG-2024 144a (SENIOR) 0.0103%

TRIPADVISOR INC 7.0 15-JUL-2025 144a (SENIOR) 0.0084%

TRIVIUM PACKAGING FINANCE BV 3.75 15-AUG-2026 Reg-S (SECURED) 0.0026%

TRMPK_15-1A-ARR 1.28838 20-OCT-2028 144a 0.0195%

TRUIST FINANCIAL CORP 1.125 03-AUG-2027 (SENIOR) 0.0310%

TRUIST FINANCIAL CORP HYBRID-P 4.8 31-DEC-2049 (CAPSEC (BTP)) 0.0838%

TRUIST FINANCIAL CORP HYBRID-P 5.125 31-DEC-2049 (CAPSEC (BTP)) 0.0060%

TRUST F/1401 6.39 15-JAN-2050 Reg-S (SENIOR) 0.0182%

TURK TELEKOMUNIKASYON AS 6.875 28-FEB-2025 Reg-S (SENIOR) 0.0049%

TUTOR PERINI CORP 6.875 01-MAY-2025 144a (SENIOR) 0.0141%

TV AZTECA SAB DE CV 8.25 09-AUG-2024 Reg-S (SENIOR) 0.0001%

TYSON FOODS INC 4.0 01-MAR-2026 (SENIOR) 0.0288%

TYSON FOODS INC 4.55 02-JUN-2047 (SENIOR) 0.0261%

UBS AG (AUSTRALIA BRANCH) 3.25 08-MAR-2023 Reg-S (SENIOR) 0.0000%

UBS AG (SYDNEY BRANCH) 0.7268 30-JUL-2023 Reg-S (SENIOR) 0.0000%

UBS AG (SYDNEY BRANCH) 1.2 30-JUL-2025 Reg-S (SENIOR) 0.0000%

UBS GROUP AG 1.364 30-JAN-2027 144a (SENIOR) 0.0084%

UBS GROUP AG AT1-P 4.375 31-DEC-2049 (CAPSEC (BTP)) 0.3138%

UDR INC REIT 3.2 15-JAN-2030 (SENIOR) 0.0454%

UKRAINE (GOVERNMENT OF) 7.75 01-SEP-2023 Reg-S (SENIOR) 0.0049%

UKRAINE REPUBLIC OF (GOVERNMENT) 15.84 26-FEB-2025 0.0065%

UKRAINE REPUBLIC OF (GOVERNMENT) 18.0 24-MAR-2021 0.0038%

UKRAINE REPUBLIC OF (GOVERNMENT) 9.79 26-MAY-2027 0.0058%

UKRAINE REPUBLIC OF (GOVERNMENT) 9.84 15-FEB-2023 0.0062%

UNICAJA BANCO SA 2.875 13-NOV-2029 Reg-S (SUB) 0.0100%

UNICREDIT SPA 2.2 22-JUL-2027 Reg-S (SENIOR NON-PREFERRED) 0.0240%

UNICREDIT SPA 2.731 15-JAN-2032 Reg-S (SENIOR SUB) 0.0002%

UNICREDIT SPA 5.459 30-JUN-2035 144a (SUB) 0.0103%

UNICREDIT SPA AT1-P 7.5 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0033%

UNICREDIT SPA T2 4.875 20-FEB-2029 Reg-S (SUB) 0.0035%

UNILABS SUBHOLDING AB (PUBL) 5.75 15-MAY-2025 Reg-S (SENIOR) 0.0044%

UNILEVER NV 1.75 25-MAR-2030 Reg-S (SENIOR) 0.0039%

UNIONE DI BANCHE ITALIANE SPA PERP 5.875 31-DEC-2049 Reg-S 0.0030%

UNIPOL GRUPPO SPA 3.25 23-SEP-2030 Reg-S (SENIOR) 0.0002%

UNIQA INSURANCE GROUP AG 1.375 09-JUL-2030 Reg-S (SENIOR) 0.0036%

UNIQA INSURANCE GROUP AG 3.25 09-OCT-2035 Reg-S 0.0107%

UNIQA INSURANCE GROUP AG LT2 6.0 27-JUL-2046 Reg-S (SUB) 0.0005%

UNITED ENERGY DISTRIBUTION PTY LTD 2.2 29-OCT-2026 0.0000%

UNITED ENERGY DISTRIBUTION PTY LTD 3.5 12-SEP-2023 Reg-S (SENIOR) 0.4417%

UNITED ENERGY DISTRIBUTION PTY LTD 3.85 23-OCT-2024 Reg-S (SENIOR) 0.1153%

UNITED KINGDOM OF GREAT BRITAIN AN 0.5 22-OCT-2061 Reg-S 0.0033%

UNITED RENTALS (NORTH AMERICA) INC 3.875 15-FEB-2031 (SENIOR) 0.0067%

UNITED RENTALS (NORTH AMERICA) INC 4.875 15-JAN-2028 (SENIOR) 0.0044%

UNITY 1 SUKUK LTD 3.86 30-NOV-2021 Reg-S (SENIOR) 0.0060%

UNIVERSAL HEALTH SERVICES INC 2.65 15-AUG-2030 144a (SENIOR) 0.0333%

UNIVERSITY OF MELBOURNE 4.25 30-JUN-2021 Reg-S (SENIOR) 0.0000%

UNIVERSITY OF SYDNEY 3.75 28-AUG-2025 Reg-S (SENIOR) 0.0000%

UNIVERSITY OF SYDNEY 4.5 26-NOV-2043 (SENIOR) 0.0000%

UNIVERSITY OF SYDNEY 4.75 16-APR-2021 (SENIOR) 0.0000%

UNIVERSITY OF TECHNOLOGY SYDNEY 3.75 20-JUL-2027 Reg-S (SENIOR) 0.0568%

UNIVERSITY OF WOLLONGONG 3.5 08-DEC-2027 Reg-S (SENIOR) 0.0000%

UNUM GROUP 4.5 15-DEC-2049 (SENIOR) 0.0084%

UPC HOLDING BV 3.875 15-JUN-2029 Reg-S (SENIOR) 0.0000%

UPCB FINANCE VII LIMITED 3.625 15-JUN-2029 Reg-S (SECURED) 0.0006%

UROPA_07-1-A3A 0.24638 10-OCT-2040 Reg-S 0.0137%

UROPA_07-1-A3B 10-OCT-2040 Reg-S 0.0061%

UROPA_08-1-A 0.2595 10-JUN-2059 Reg-S 0.0061%

US 10YR NOTE DEC 20 TY 21-DEC-2020 0.0000%

US 2YR NOTE DEC 20 TU 31-DEC-2020 0.0000%

US 5YR NOTE DEC 20 FV 31-DEC-2020 0.0000%

US LONG BOND DEC 20 US 21-DEC-2020 0.0000%

US ULTRA 10YR NOTE DEC 20 UXY 21-DEC-2020 0.0000%

US ULTRA T-BOND DEC 20 WN 21-DEC-2020 0.0000%

USD C AUD P @0.677000 EO 26-OCT-2020 0.0000%

USD C AUD P @0.677000 EO 26-OCT-2020 0.0000%

USD C AUD P @0.677000 EO 26-OCT-2020 -0.0054%

USD C AUD P @0.677000 EO 26-OCT-2020 -0.0054%

USD C AUD P @0.677000 EO 26-OCT-2020 0.0054%

USD C AUD P @0.677000 EO 26-OCT-2020 0.0054%

VALERO ENERGY CORPORATION 4.0 01-APR-2029 (SENIOR) 0.0154%

VALLOUREC SA 2.25 30-SEP-2024 Reg-S (SENIOR) 0.0010%

VANKE REAL ESTATE (HONG KONG) CO L 1.8 25-MAY-2023 Reg-S (SENIOR) 0.0136%

VANKE REAL ESTATE (HONG KONG) CO L 3.5 12-NOV-2029 Reg-S (SENIOR) 0.0056%

VEDANTA RESOURCES PLC 6.125 09-AUG-2024 Reg-S (SENIOR) 0.0089%

VEDANTA RESOURCES PLC 6.375 30-JUL-2022 Reg-S (SENIOR) 0.0107%

VEDANTA RESOURCES PLC 8.25 07-JUN-2021 Reg-S (SENIOR) 0.0044%

VERIZON COMMUNICATIONS INC 0.875 02-APR-2025 (SENIOR) 0.0169%

VERIZON COMMUNICATIONS INC 1.239 17-FEB-2023 Reg-S (SENIOR) 0.6885%

VERIZON COMMUNICATIONS INC 2.1 06-MAY-2026 Reg-S (SENIOR) 0.0000%

VERIZON COMMUNICATIONS INC 2.65 06-MAY-2030 Reg-S (SENIOR) 0.0000%

VERIZON COMMUNICATIONS INC 3.5 04-NOV-2039 Reg-S (SENIOR) 0.0000%

VERIZON COMMUNICATIONS INC 3.5 17-FEB-2023 (SENIOR) 0.0000%

VERIZON COMMUNICATIONS INC 4.05 17-FEB-2025 Reg-S (SENIOR) 0.2317%

VERIZON COMMUNICATIONS INC 4.272 15-JAN-2036 (SENIOR) 0.0459%

VERIZON COMMUNICATIONS INC 4.5 17-AUG-2027 Reg-S (SENIOR) 0.1278%

VERTICAL US NEWCO INC 5.25 15-JUL-2027 144a (SECURED) 0.0028%

VESTEDA FINANCE BV 1.5 24-MAY-2027 Reg-S (SENIOR) 0.0077%

VF CORPORATION 2.4 23-APR-2025 (SENIOR) 0.0207%

VFU FUNDING PLC LPN 6.2 11-FEB-2025 Reg-S 0.0044%

VICI PROPERTIES LP 4.25 01-DEC-2026 144a (SENIOR) 0.0017%

VICI PROPERTIES LP 4.625 01-DEC-2029 144a (SENIOR) 0.0104%

VICINITY CENTRES RE LTD 1.125 07-NOV-2029 Reg-S (SENIOR) 0.1452%

VICINITY CENTRES RE LTD 3.5 26-APR-2024 (SENIOR) 0.0864%

VICINITY CENTRES RE LTD 4.0 26-APR-2027 Reg-S (SENIOR) 0.1233%

VICINITY CENTRES TRUST REIT 2.6 27-JUN-2025 Reg-S (SENIOR) 0.0000%

VICINITY FINANCE PTY LTD 5.0 27-MAY-2021 (SECURED) 0.0000%

VICTORIA POWER NETWORKS FINANCE PT 4.0 18-AUG-2027 Reg-S (SENIOR) 0.0000%

VICTORIA POWER NETWORKS FINANCE PT 4.0 29-MAR-2028 Reg-S (SENIOR) 0.0000%

VIKING CRUISES LTD 13.0 15-MAY-2025 144a (SENIOR) 0.0059%

VINE OIL & GAS LP 9.75 15-APR-2023 144a (SENIOR) 0.0078%

VIRGIN MEDIA SECURED FINANCE PLC 4.25 15-JAN-2030 Reg-S (SECURED) 0.0002%

VIRGIN MEDIA SECURED FINANCE PLC 5.0 15-APR-2027 Reg-S (SECURED) 0.0004%

VIRGIN MEDIA SECURED FINANCE PLC 5.25 15-MAY-2029 Reg-S (SECURED) 0.0003%

VIRGIN MEDIA SECURED FINANCE PLC 5.5 15-MAY-2029 144a (SECURED) 0.0074%

VIRGIN MONEY UK PLC 2.875 24-JUN-2025 Reg-S (SENIOR) 0.0124%

VIRGIN MONEY UK PLC 3.125 22-JUN-2025 Reg-S (SENIOR) 0.0089%

VIRGIN MONEY UK PLC 4.0 03-SEP-2027 Reg-S (SENIOR) 0.0307%

VIRGIN MONEY UK PLC 4.0 25-SEP-2026 Reg-S (SENIOR) 0.0023%

VIRGIN MONEY UK PLC AT1-P 8.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0037%

VIRGIN MONEY UK PLC AT1-P 9.25 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0004%

VIRGIN MONEY UK PLC T2 5.125 11-DEC-2030 Reg-S (SENIOR SUB) 0.0123%

VIRIDIAN GROUP FINANCE CO PLC/VIRI 4.0 15-SEP-2025 Reg-S (SECURED) 0.0019%

VIRIDIAN GROUP FINANCE CO PLC/VIRI 4.75 15-SEP-2024 Reg-S (SECURED) 0.0003%

VIVION INVESTMENTS SARL 3.0 08-AUG-2024 Reg-S (SENIOR) 0.0017%

VIVION INVESTMENTS SARL 3.5 01-NOV-2025 Reg-S (SENIOR) 0.0032%

VM HOLDING SA 5.375 04-MAY-2027 Reg-S (SENIOR) 0.0242%

VMED O2 UK FINANCING I PLC 4.0 31-JAN-2029 Reg-S (SECURED) 0.0122%

VMED O2 UK FINANCING I PLC 4.25 31-JAN-2031 144a (SECURED) 0.0089%

VOC ESCROW LTD 5.0 15-FEB-2028 144a (SECURED) 0.0059%

VODAFONE GROUP PLC 3.0 27-AUG-2080 Reg-S (JUNIOR SUB) 0.0021%

VODAFONE GROUP PLC 3.25 13-DEC-2022 Reg-S (SENIOR) 0.0000%

VODAFONE GROUP PLC 4.2 13-DEC-2027 Reg-S (SENIOR) 0.0000%

VODAFONE GROUP PLC HYBRID 2.625 27-AUG-2080 Reg-S (JUNIOR SUB) 0.0002%

VOLKSWAGEN BANK GMBH 0.625 08-SEP-2021 Reg-S (SENIOR NON-PREFERRED) 0.0275%

VOLKSWAGEN BANK GMBH 1.875 31-JAN-2024 Reg-S (SENIOR NON-PREFERRED) 0.0072%

VOLKSWAGEN BANK GMBH 2.5 31-JUL-2026 Reg-S (SENIOR NON-PREFERRED) 0.0112%

VOLKSWAGEN FINANCIAL SERVICES AG 3.375 06-APR-2028 Reg-S (SENIOR) 0.0107%

VOLKSWAGEN FINANCIAL SERVICES AUST 2.4 28-AUG-2024 (SENIOR) 0.0967%

VOLKSWAGEN FINANCIAL SERVICES AUST 3.1 17-APR-2023 Reg-S (SENIOR) 0.3224%

VOLKSWAGEN FINANCIAL SERVICES AUST 3.25 13-APR-2021 Reg-S (SENIOR) 0.0695%

VOLKSWAGEN FINANCIAL SERVICES AUST 3.3 28-FEB-2022 Reg-S (SENIOR) 0.0000%

VOLKSWAGEN FINANCIAL SERVICES AUST 3.5 14-SEP-2022 Reg-S (SENIOR) 0.0000%

VOLKSWAGEN INTERNATIONAL FINANCE N PERP 3.375 31-DEC-2049 Reg-S (SUB) 0.0130%

VOLKSWAGEN INTERNATIONAL FINANCE N PERP 3.875 31-DEC-2049 Reg-S (SUB) 0.0035%

VOLKSWAGEN LEASING GMBH 1.375 20-JAN-2025 Reg-S (SENIOR) 0.0012%

VOLVO TREASURY AB 11-FEB-2023 Reg-S (SENIOR) 0.0197%

VONOVIA FINANCE BV 0.625 09-JUL-2026 Reg-S (SENIOR) 0.0104%

VONOVIA FINANCE BV 0.875 10-JUN-2022 Reg-S (SENIOR) 0.0156%

VONOVIA FINANCE BV 1.625 07-APR-2024 Reg-S (SENIOR) 0.0063%

VONOVIA FINANCE BV 2.25 07-APR-2030 Reg-S (SENIOR) 0.0039%

VONOVIA FINANCE BV HYBRID-P 4.0 31-DEC-2049 Reg-S (CAPSEC (BTP)) 0.0228%

VORNADO REALTY LP REIT 3.5 15-JAN-2025 (SENIOR) 0.0435%

VOYA FINANCIAL INC 4.7 23-JAN-2048 (JUNIOR SUB) 0.0075%

VOYAGE CARE BONDCO PLC 5.875 01-MAY-2023 Reg-S (SECURED) 0.0018%

VOYA_14-4A-A1RA 1.32888 14-JUL-2031 144a 0.0059%

VOYA_17-4A-A1 1.36688 15-OCT-2030 144a 0.0113%

VOYA_18-2A-A1 1.23688 15-JUL-2031 144a 0.0067%

WAMU_04-AR10-A1B 0.98925 25-JUL-2044 0.0003%

WAMU_04-AR7-A6 2.87021 25-JUL-2034 0.0041%

WAMU_04-AR9-A7 2.96671 25-AUG-2034 0.0047%

WAMU_05-AR13A1A1 0.72925 25-OCT-2045 0.0119%

WATCO COMPANIES LLC 6.5 15-JUN-2027 144a (SENIOR) 0.0054%

WEIBO CORP 3.375 08-JUL-2030 (SENIOR) 0.0116%

WELLS FARGO & CO 5.25 07-SEP-2022 Reg-S (SENIOR) 0.0000%

WELLS FARGO & COMPANY 1.338 04-MAY-2025 Reg-S (SENIOR) 0.0150%

WELLS FARGO & COMPANY 2.164 11-FEB-2026 (SENIOR) 0.0404%

WELLS FARGO & COMPANY 2.406 30-OCT-2025 (SENIOR) 0.0191%

WELLS FARGO & COMPANY 2.879 30-OCT-2030 (SENIOR) 0.0468%

WELLS FARGO & COMPANY 3.196 17-JUN-2027 (SENIOR) 0.0158%

WELLS FARGO & COMPANY 31-JAN-2022 Reg-S (SENIOR) 0.0026%

WELLS FARGO & COMPANY 4.75 27-AUG-2024 Reg-S (SENIOR) 0.0000%

WELLS FARGO & COMPANY LT2 4.1 03-JUN-2026 (SUB) 0.0324%

WELLTOWER INC 2.7 15-FEB-2027 (SENIOR) 0.0055%

WELLTOWER INC REIT 2.75 15-JAN-2031 (SENIOR) 0.0094%

WELLTOWER INC REIT 3.625 15-MAR-2024 (SENIOR) 0.0709%

WESFARMERS LTD 3.66 18-NOV-2020 (SENIOR) 0.0000%

WESTERN AUSTRALIAN TREASURY CORPOR GOVTGUAR 3.0 21-OCT-2027 Reg-S 0.1105%

WESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 2.75 24-JUL-2029 0.1088%

WESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 3.0 21-OCT-2026 0.1202%

WESTERN AUSTRALIAN TREASURY CORPOR NONDMUNI 6.0 16-OCT-2023 0.1134%

WESTERN MIDSTREAM OPERATING LP 4.1 01-FEB-2025 (SENIOR) 0.0054%

WESTERN POWER DISTRIBUTION PLC 3.5 16-OCT-2026 Reg-S (SENIOR) 0.0440%

WESTLAKE CHEMICAL CORP 3.375 15-JUN-2030 (SENIOR) 0.0152%

WESTPAC BANKING CORP 2.0717 27-AUG-2029 Reg-S (SUB) 0.0822%

WESTPAC BANKING CORP 2.25 16-AUG-2024 (SENIOR) 0.2189%

WESTPAC BANKING CORP 3.0 24-APR-2024 Reg-S 0.0248%

WESTPAC BANKING CORP 3.125 27-OCT-2022 Reg-S (SENIOR) 0.0000%

WESTPAC BANKING CORP 3.2 06-MAR-2023 Reg-S (SENIOR) 0.0000%

WESTPAC BANKING CORP 3.25 16-NOV-2023 0.0000%

WESTPAC BANKING CORP 3.25 28-OCT-2020 (SENIOR) 0.0000%

WESTPAC BANKING CORP 3.5 07-FEB-2022 Reg-S (SENIOR) 0.0000%

WESTPAC BANKING CORP 4.125 04-JUN-2026 Reg-S (SENIOR) 0.0000%

WESTPAC BANKING CORP AT1-P 3.14 31-DEC-2049 Reg-S 0.0000%

WESTPAC BANKING CORP AT1-P 3.14 31-DEC-2049 Reg-S 0.0082%

WESTPAC BANKING CORP CLIMATE 3.1 03-JUN-2021 Reg-S (SENIOR) 0.0000%

WESTPAC BANKING CORP COVERED 2.75 31-AUG-2022 Reg-S 0.0000%

WESTPAC BANKING CORP COVERED 5.25 21-NOV-2023 0.0000%

WESTPAC BANKING CORP. (NEW ZEALAND AT1-P 5.0 31-DEC-2049 (CAPSEC (BTP))

0.3857%

WESTWOOD GROUP HOLDINGS LTD 5.375 19-OCT-2023 Reg-S (SENIOR) 0.0151%

WFHET_05-1-M4 1.06425 25-JAN-2035 0.0021%

WFMBS_06-AR5-1A1 3.98998 25-APR-2036 0.0002%

WFMBS_07-AR5-A1 3.18346 25-OCT-2037 0.0041%

WILLIAMS SCOTSMAN INTERNATIONAL IN 4.625 15-AUG-2028 144a (SECURED) 0.0069%

WINNEBAGO INDUSTRIES INC 6.25 15-JUL-2028 144a (SECURED) 0.0008%

WINTERSHALL DEA FINANCE BV 0.452 25-SEP-2023 Reg-S (SENIOR) 0.0093%

WINTERSHALL DEA FINANCE BV 0.84 25-SEP-2025 Reg-S (SENIOR) 0.0067%

WMG ACQUISITION CORP 3.0 15-FEB-2031 144a (SECURED) 0.0063%

WMG ACQUISITION CORP 3.875 15-JUL-2030 144a (SECURED) 0.0020%

WOLVERINE ESCROW LLC 13.125 15-NOV-2027 144a (SENIOR) 0.0026%

WOLVERINE ESCROW LLC 9.0 15-NOV-2026 144a (SECURED) 0.0102%

WOODSIDE FINANCE LTD 3.65 05-MAR-2025 Reg-S (SENIOR) 0.1203%

WOODSIDE FINANCE LTD 3.7 15-SEP-2026 Reg-S (SENIOR) 0.4628%

WOOLWORTHS GROUP LTD 1.85 20-MAY-2025 Reg-S (SENIOR) 0.0000%

WOOLWORTHS GROUP LTD 2.8 20-MAY-2030 Reg-S (SENIOR) 0.4370%

WOOLWORTHS GROUP LTD 2.85 23-APR-2024 (SENIOR) 0.2765%

WPP FINANCE SA 2.375 19-MAY-2027 Reg-S (SENIOR) 0.0110%

WSO FINANCE PTY LTD 2.7 28-JUN-2030 Reg-S (SECURED) 0.2217%

WSO FINANCE PTY LTD 3.5 14-JUL-2023 Reg-S (SECURED) 0.2590%

WSO FINANCE PTY LTD 4.5 30-SEP-2027 Reg-S (SECURED) 0.0000%

WSO FINANCE PTY LTD 4.5 31-MAR-2027 Reg-S (SECURED) 0.2406%

WST_11-3-A 1.27 19-NOV-2042 0.0453%

WST_12-1-A 1.42 19-JUN-2043 0.0509%

WST_14-1-A 0.8 21-JUL-2045 0.2417%

WST_14-2-A 0.77 22-JUL-2046 0.3282%

WST_15-1-A 0.82 18-JAN-2047 0.1615%

WTT INVESTMENT LTD 5.5 21-NOV-2022 Reg-S (SENIOR) 0.0076%

WYNN LAS VEGAS LLC / WYNN LAS VEGA 5.25 15-MAY-2027 144a (SENIOR) 0.0172%

WYNN MACAU LTD 5.5 15-JAN-2026 144a (SENIOR) 0.0030%

XYLEM INC (INDIANA) 2.25 30-JAN-2031 (SENIOR) 0.0129%

YANGO JUSTICE INTERNATIONAL LTD 7.5 15-APR-2024 Reg-S (SENIOR) 0.0087%

YORKSHIRE BUILDING SOCIETY 1.25 17-MAR-2022 Reg-S (SENIOR) 0.0035%

YPF SA 8.5 28-JUL-2025 Reg-S (SENIOR) 0.0010%

YUZHOU GROUP HOLDINGS CO LTD 7.85 12-AUG-2026 Reg-S (SENIOR) 0.0251%

YUZHOU PROPERTIES COMPANY LTD 7.375 13-JAN-2026 Reg-S (SENIOR) 0.0142%

YUZHOU PROPERTIES COMPANY LTD 8.3 27-MAY-2025 Reg-S (SENIOR) 0.0031%

ZF EUROPE FINANCE BV 2.0 23-FEB-2026 Reg-S (SENIOR) 0.0004%

ZF FINANCE GMBH 3.75 21-SEP-2028 Reg-S (SENIOR) 0.0076%

ZHENRO PROPERTIES GROUP LTD 7.35 05-FEB-2025 Reg-S (SENIOR) 0.0160%

ZHENRO PROPERTIES GROUP LTD 7.875 14-APR-2024 Reg-S (SENIOR) 0.0048%

ZHENRO PROPERTIES GROUP LTD 8.3 15-SEP-2023 Reg-S (SENIOR) 0.0019%

ZHENRO PROPERTIES GROUP LTD 8.65 21-JAN-2023 Reg-S (SENIOR) 0.0141%

ZHONGAN ONLINE P&C INSURANCE CO LT 3.125 16-JUL-2025 Reg-S (SENIOR) 0.0201%

ZHUHAI DA HENG QIN INVESTMENT CO L 4.6 27-NOV-2021 Reg-S (SENIOR) 0.0086%

ZIMMER BIOMET HOLDINGS INC 1.414 13-DEC-2022 (SENIOR) 0.0027%

ZIMMER BIOMET HOLDINGS INC 2.425 13-DEC-2026 (SENIOR) 0.0080%

ZIMMER BIOMET HOLDINGS INC 3.55 20-MAR-2030 (SENIOR) 0.0156%

ZURICH FINANCE AUSTRALIA LTD 3.477 31-MAY-2023 Reg-S (SENIOR) 0.0000%

Cash & Other 17.2448%

Please note that some holdings may have a negative weighting. This is due to the futures allocation, not physical holding.

Yours faithfully

Schroder Investment Management Australia Limited as responsible entity for the Schroder Absolute Return Income (Managed Fund)

About the Schroder Absolute Return Income (Managed Fund) (Chi-X code: PAYS) The Schroder Absolute Return Income (Managed Fund) (Chi-X code: PAYS) is an actively managed, absolute return fixed income strategy, targeting a reliable monthly income above the cash rate through investing in a globally diversified portfolio of fixed income securities with a strong focus on risk management. PAYS targets a total return of 2.5% p.a. (pre-fee) above the RBA cash rate over rolling 3-year periods. It also aims to avoid negative returns over rolling 12-month periods. To read the Product Disclosure Statement, please visit www.schroders.com.au/pays.

schroder absolute return income (managed fund) (chi-x ......alme_4x-ar 0.75 15-jan-2032 reg-s...

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