| FN BO0739, 3.5% 1jun2049, USD (ABS) (US3140JUZD95) |
| FN BH0798, 3.5% 1apr2047, USD (ABS) (US3140GN3G63) |
| FHLB, 2.94% 17jun2027, USD (US3130AGLF07) |
| FG Q57442, 3.5% 1jul2048, USD (ABS) (US3132Y1HU58) |
| FN BN3191, 4.5% 1jan2049, USD (ABS) (US3140JKRM05) |
| FN CA0838, 3.5% 1nov2047, USD (ABS) (US3140Q74Y08) |
| IBRD, 0% 1jul2026, BRL (2557D) (XS2019238679) |
| Freddie Mac, 2.15% 27jul2021, USD (US3134G7HW46) |
| Freddie Mac, 2.4% 29jul2020, USD (US3134G7KG58) |
| Freddie Mac, 1.2% 6mar2018, USD (US3134G7PF21) |
| Freddie Mac, 1.25% 28dec2018, USD (US3134G7J770) |
| Freddie Mac, 2.5% 29oct2020, USD (US3134G72U46) |
| Freddie Mac, 1.75% 19may2020, USD (US3134G83B38) |
| Freddie Mac, 1.55% 24may2019, USD (US3134G87G88) |
| Freddie Mac, 2% 25nov2020, USD (US3134G87J28) |
| Freddie Mac, 0.7% 19dec2016, USD (US3134G4W879) |
| Freddie Mac, 0.75% 12dec2016, USD (US3134G4WM67) |
| Freddie Mac, 2% 20sep2019, USD (US3134G4WU83) |
| Freddie Mac, 1.2% 27dec2017, USD (US3134G4Z278) |
| Freddie Mac, 1.02% 21apr2017, USD (US3134G4ZY78) |
| Freddie Mac, 1.95% 29apr2019, USD (US3134G53M56) |
| Freddie Mac, 0.8% 30dec2016, USD (US3134G5BZ74) |
| Freddie Mac, 1.1% 21jul2017, USD (US3134G5C944) |
| Freddie Mac, 0.805% 6feb2017, USD (US3134G5DC61) |
| KKR Financial CLO 2016, FRN 20jan2029, USD (ABS) |
| FG Q34551, 3% 1jul2045, USD (ABS) (US3132QRBV14) |
| FHLB, FRN 25mar2020, USD (US3130AGPB56) |
| Freddie Mac, 1.1% 29sep2017, USD (US3134G5JJ50) |
| Freddie Mac, 1.5% 30mar2018, USD (US3134G5JT33) |
| Freddie Mac, 2.1% 30sep2019, USD (US3134G5JW61) |
| Freddie Mac, 0.61% 28oct2016, USD (US3134G5LE36) |
| Freddie Mac, 0.5% 17nov2017, USD (US3134G5LR49) |
| Freddie Mac, 2% 26nov2019, USD (US3134G5N438) |
| Freddie Mac, 0.67% 28nov2016, USD (US3134G5P748) |
| Freddie Mac, 1.45% 19jun2018, USD (US3134G5T211) |
| Freddie Mac, 1.35% 27dec2017, USD (US3134G5WB77) |
| FR SD8000, 3% 1jul2049, USD (ABS) (US3132DV3H69) |
| FN AL9072, 5% 1jul2044, USD (ABS) (US3138ERCJ74) |
| FN MA3693, 4% 1jul2049, USD (ABS) (US31418DC759) |
| Dryden Senior Loan Fund 2016-43A, FRN 20jul2029, USD (ABS) |
| Citigroup Global Markets Holdings, 12.5% 17jul2020, PKR (XS1980756719) |
| FN MA2932, 3% 1jan2047, USD (ABS) (US31418CHJ62) |
| IBRD, 0% 30jun2027, MXN (100842, 2924D) (XS2020595117) |
| Federal Farm Credit Banks, 2.85% 10jul2028, USD (US3133EKUL88) |
| Freddie Mac, 0.35% 18mar2015, USD (US3134G36G07) |
| Freddie Mac, 2% 25oct2021, USD (US3134G37L82) |
| Freddie Mac, 1% 13feb2017, USD (US3134G4EF19) |
| Freddie Mac, 0.45% 28aug2015, USD (US3134G4FB95) |
| Freddie Mac, 0.75% 30aug2018, USD (US3134G4H763) |
| Freddie Mac, 0% 30oct2015, USD (758D) (US3134G4HF81) |
| Freddie Mac, 2% 8nov2018, USD (US3134G4J744) |
| Freddie Mac, 2% 14nov2018, USD (US3134G4JL32) |
| Freddie Mac, 0.5% 20sep2017, USD (US3134G4N209) |
| Freddie Mac, 0.5% 20jun2017, USD (US3134G4NF18) |
| Freddie Mac, 0.5% 27jun2016, USD (US3134G4PX06) |
| FG RA1107, 3.5% 1jul2049, USD (ABS) (US3133KGGQ55) |
| Citigroup Global Markets Holdings, 3.2% 12jul2029, USD (XS1980764499) |
| FG Q62321, 4.5% 1mar2049, USD (ABS) (US3132VNSK07) |
| FN AR1081, 3% 1feb2043, USD (ABS) (US3138NXFX09) |
| FN AR2952, 3% 1feb2043, USD (ABS) (US3138W0H692) |
| FN AS4168, 4% 1dec2044, USD (ABS) (US3138WDT271) |
| FN AS6675, 4% 1feb2046, USD (ABS) (US3138WGMZ40) |
| FN AV9316, 4.5% 1mar2044, USD (ABS) (US3138XMK667) |
| FN BA7252, 3% 1dec2045, USD (ABS) (US3140ECBW89) |
| FS KKR Capital 2019-1A, FRN 15jul2030, USD (ABS, A2) |
| FN BC5980, 3.5% 1apr2046, USD (ABS) (US3140F1UE04) |
| FN MA3670, 3% 1may2049, USD (ABS) (US31418DCG51) |
| Freddie Mac, 0.95% 10feb2016, USD (US3134G3LJ74) |
| Freddie Mac, 0% 13feb2015, USD (1096D) (US3134G3PQ71) |
| Freddie Mac, 1.1% 13feb2018, USD (US3134G3D319) |
| Freddie Mac, 0% 1aug2015, USD (1093D) (US3134G3D723) |
| Freddie Mac, 0% 1feb2016, USD (1244D) (US3134G3G874) |
| Freddie Mac, 1% 12sep2017, USD (US3134G3H526) |
| Freddie Mac, 0.75% 5oct2016, USD (US3134G3P388) |
| Freddie Mac, 1.5% 5nov2019, USD (US3134G3U248) |
| Pikes Peak CLO 2019-4X, FRN 15jul2032, USD (ABS) (USG7110QAA51) |
| FHLB, 2.11% 1sep2026, USD (TD-2026) (US3130AGRW75) |
| Freddie Mac, 2.08% 22jul2021, USD (US3134GTJ536) |
| Freddie Mac, 1.375% 3feb2014, USD (US3134G1X667) |
| Freddie Mac, 0.625% 19feb2013, USD (US3134G12R44) |
| Freddie Mac, 2% 25aug2014, USD (US3134G14L55) |
| Freddie Mac, 4.15% 15mar2026, USD (US3133F4U826) |
| Freddie Mac, 3.5% 15mar2023, USD (US3133F4W566) |
| Freddie Mac, 1.65% 6oct2014, USD (US3134G2CB66) |
| Freddie Mac, 1.375% 21oct2013, USD (US3134G2EX68) |
| Freddie Mac, 0.5% 6jun2014, USD (US3134G2HT20) |
| Freddie Mac, 0% 15feb2014, USD (1004D) (US3134G2JC76) |
| Citigroup Global Markets Holdings, 13.41% 17oct2022, UAH (LTCLN2099) |
| Federal Farm Credit Banks, 3% 29jul2032, USD (US3133EKWL60) |
| Freddie Mac, 2.1% 29jul2022, USD (US3134GTR703) |
| Freddie Mac, 1.35% 21jul2014, USD (US3134G2RA29) |
| Freddie Mac, 6% 27jul2021, USD (US3134G2TF97) |
| Freddie Mac, 1.8% 24aug2016, USD (US3134G2XB38) |
| Freddie Mac, 0.6% 23sep2014, USD (US3134G2D584) |
| Freddie Mac, 0% 1dec2013, USD (752D) (US3134G25R98) |
| Boeing, 2.3% 1aug2021, USD (US097023CL77) |
| Freddie Mac, 1.95% 1aug2023, USD (US3134GTN900) |
| Occidental Petroleum, FRN 15aug2022, USD (US674599CQ64) |
| G2 MA6091, 4% 20aug2049, USD (ABS) (US36179UXU14) |
| Freddie Mac, 2.35% 12aug2024, USD (US3134GTZ300) |