| NAME | ID | Price | Vol | ACC INT | YTM | Coupon | MAT | DATE | |
|---|---|---|---|---|---|---|---|---|---|
| ASCENCIA BONDS | ASCE.B2025 | 12.97 | 0 | 0.00 | 4.19 | 6.00 | 30/06/2025 | 22/01/2021 | |
| ABSA NOTE 3 * | ASN.D0003 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 01/09/2023 | 22/01/2021 | |
| ABSA NOTE 4 * | ASN.D0004 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 06/09/2023 | 22/01/2021 | |
| ABSA NOTE 5 * | ASN.D0005 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 09/08/2023 | 22/01/2021 | |
| ABSA NOTE 6 * | ASN.D0006 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 12/01/2023 | 22/01/2021 | |
| ABSA NOTE 7 * | ASN.D0007 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 16/04/2024 | 22/01/2021 | |
| BOM GJB 150321 | BOM.D1001 | 25,000.47 | 0 | 0.00 | 4.25 | 4.25 | 15/03/2021 | 22/01/2021 | |
| BOM GJB 160321 | BOM.D1002 | 25,000.54 | 0 | 0.00 | 4.25 | 4.25 | 16/03/2021 | 22/01/2021 | |
| BOM GJB 190321 | BOM.D1003 | 25,000.47 | 0 | 0.00 | 4.25 | 4.25 | 19/03/2021 | 22/01/2021 | |
| BOM GJB 200321 | BOM.D1004 | 24,997.54 | 0 | 0.00 | 4.25 | 4.25 | 20/03/2021 | 22/01/2021 | |
| BOM GJB 210321 | BOM.D1005 | 25,003.36 | 0 | 0.00 | 4.25 | 4.25 | 21/03/2021 | 22/01/2021 | |
| BOM GJB 220321 | BOM.D1006 | 25,000.57 | 0 | 0.00 | 4.25 | 4.25 | 22/03/2021 | 22/01/2021 | |
| BOM GJB 230321 | BOM.D1007 | 24,997.77 | 0 | 0.00 | 4.25 | 4.25 | 23/03/2021 | 22/01/2021 | |
| BOM GJB 260321 | BOM.D1008 | 25,003.72 | 0 | 0.00 | 4.25 | 4.25 | 26/03/2021 | 22/01/2021 | |
| BOM GJB 270321 | BOM.D1009 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 27/03/2021 | 22/01/2021 | |
| BOM GJB 280321 | BOM.D1010 | 24,997.64 | 0 | 0.00 | 4.25 | 4.25 | 28/03/2021 | 22/01/2021 | |
| BOM GJB 290321 | BOM.D1011 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 29/03/2021 | 22/01/2021 | |
| BOM GJB 300321 | BOM.D1012 | 25,216.52 | 0 | 0.00 | 3.69 | 4.25 | 30/03/2021 | 22/01/2021 | |
| BOM GJB 020421 | BOM.D1013 | 25,104.24 | 0 | 0.00 | 4.00 | 4.25 | 04/02/2021 | 22/01/2021 | |
| BOM GJB 030421 | BOM.D1014 | 24,997.69 | 0 | 0.00 | 4.25 | 4.25 | 04/03/2021 | 22/01/2021 | |
| BOM GJB 040421 | BOM.D1015 | 24,997.80 | 0 | 0.00 | 4.25 | 4.25 | 04/04/2021 | 22/01/2021 | |
| BOM GJB 050421 | BOM.D1016 | 25,000.63 | 0 | 0.00 | 4.25 | 4.25 | 04/05/2021 | 22/01/2021 | |
| BOM GJB 060421 | BOM.D1017 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 04/06/2021 | 22/01/2021 | |
| BOM GJB 090421 | BOM.D1018 | 25,000.78 | 0 | 0.00 | 4.25 | 4.25 | 04/09/2021 | 22/01/2021 | |
| BOM GJB 100421 | BOM.D1019 | 25,000.95 | 0 | 0.00 | 4.25 | 4.25 | 04/10/2021 | 22/01/2021 | |
| BOM GJB 110421 | BOM.D1020 | 24,997.96 | 0 | 0.00 | 4.25 | 4.25 | 04/11/2021 | 22/01/2021 | |
| BOM GJB 120421 | BOM.D1021 | 25,003.00 | 0 | 0.00 | 4.22 | 4.25 | 04/12/2021 | 22/01/2021 | |
| BOM GJB 130421 | BOM.D1022 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 13/04/2021 | 22/01/2021 | |
| BOM GJB 160421 | BOM.D1023 | 25,000.69 | 0 | 0.00 | 4.25 | 4.25 | 16/04/2021 | 22/01/2021 | |
| BOM GJB 170421 | BOM.D1024 | 25,000.80 | 0 | 0.00 | 4.25 | 4.25 | 17/04/2021 | 22/01/2021 | |
| BOM GJB 180421 | BOM.D1025 | 25,000.74 | 0 | 0.00 | 4.25 | 4.25 | 18/04/2021 | 22/01/2021 | |
| BOM GJB 190421 | BOM.D1026 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 19/04/2021 | 22/01/2021 | |
| BOM GJB 200421 | BOM.D1027 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 20/04/2021 | 22/01/2021 | |
| BOM GJB 230421 | BOM.D1028 | 25,000.72 | 0 | 0.00 | 4.25 | 4.25 | 23/04/2021 | 22/01/2021 | |
| BOM GJB 240421 | BOM.D1029 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 24/04/2021 | 22/01/2021 | |
| BOM GJB 250421 | BOM.D1030 | 25,000.79 | 0 | 0.00 | 4.25 | 4.25 | 25/04/2021 | 22/01/2021 | |
| BOM GJB 260421 | BOM.D1031 | 25,000.82 | 0 | 0.00 | 4.25 | 4.25 | 26/04/2021 | 22/01/2021 | |
| BOM GJB 270421 | BOM.D1032 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 27/04/2021 | 22/01/2021 | |
| BOM GJB 300421 | BOM.D1033 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 30/04/2021 | 22/01/2021 | |
| BOM GJB 020521 | BOM.D1034 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 05/02/2021 | 22/01/2021 | |
| BOM GJB 030521 | BOM.D1035 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 05/03/2021 | 22/01/2021 | |
| BOM GJB 040521 | BOM.D1036 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 05/04/2021 | 22/01/2021 | |
| BOM GJB 070521 | BOM.D1037 | 25,000.81 | 0 | 0.00 | 4.25 | 4.25 | 05/07/2021 | 22/01/2021 | |
| BOM GJB 080521 | BOM.D1038 | 25,000.71 | 0 | 0.00 | 4.25 | 4.25 | 05/08/2021 | 22/01/2021 | |
| BOM GJB 090521 | BOM.D1039 | 25,000.76 | 0 | 0.00 | 4.25 | 4.25 | 05/09/2021 | 22/01/2021 | |
| BOM GJB 100521 | BOM.D1040 | 25,001.00 | 0 | 0.00 | 4.25 | 4.25 | 05/10/2021 | 22/01/2021 | |
| BOM GJB 110521 | BOM.D1041 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 05/11/2021 | 22/01/2021 | |
| BOM GJB 140521 | BOM.D1042 | 25,000.99 | 0 | 0.00 | 4.25 | 4.25 | 14/05/2021 | 22/01/2021 | |
| BOM GJB 150521 | BOM.D1043 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 15/05/2021 | 22/01/2021 | |
| BOM GJB 160521 | BOM.D1044 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 16/05/2021 | 22/01/2021 | |
| BOM GJB 170521 | BOM.D1045 | 25,000.69 | 0 | 0.00 | 4.25 | 4.25 | 17/05/2021 | 22/01/2021 | |
| BOM GJB 180521 | BOM.D1046 | 24,998.03 | 0 | 0.00 | 4.25 | 4.25 | 18/05/2021 | 22/01/2021 | |
| BOM GJB 210521 | BOM.D1047 | 24,997.73 | 0 | 0.00 | 4.25 | 4.25 | 21/05/2021 | 22/01/2021 | |
| BOM GJB 220521 | BOM.D1048 | 24,997.72 | 0 | 0.00 | 4.25 | 4.25 | 22/05/2021 | 22/01/2021 | |
| BOM GJB 230521 | BOM.D1049 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 23/05/2021 | 22/01/2021 | |
| BOM GJB 240521 | BOM.D1050 | 25,005.02 | 0 | 0.00 | 4.22 | 4.25 | 24/05/2021 | 22/01/2021 | |
| BOM GJB 250521 | BOM.D1051 | 24,997.75 | 0 | 0.00 | 4.25 | 4.25 | 25/05/2021 | 22/01/2021 | |
| BOM GJB 280521 | BOM.D1052 | 25,000.88 | 0 | 0.00 | 4.25 | 4.25 | 28/05/2021 | 22/01/2021 | |
| BOM GJB 290521 | BOM.D1053 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 29/05/2021 | 22/01/2021 | |
| BOM GJB 300521 | BOM.D1054 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 30/05/2021 | 22/01/2021 | |
| BOM GJB 310521 | BOM.D1055 | 25,000.68 | 0 | 0.00 | 4.25 | 4.25 | 31/05/2021 | 22/01/2021 | |
| BOM GJB 010621 | BOM.D1056 | 24,997.88 | 0 | 0.00 | 4.25 | 4.25 | 06/01/2021 | 22/01/2021 | |
| BOM GJB 040621 | BOM.D1057 | 24,904.81 | 0 | 0.00 | 4.50 | 4.25 | 06/04/2021 | 22/01/2021 | |
| BOM GJB 050621 | BOM.D1058 | 24,997.77 | 0 | 0.00 | 4.25 | 4.25 | 06/05/2021 | 22/01/2021 | |
| BOM GJB 060621 | BOM.D1059 | 24,997.75 | 0 | 0.00 | 4.25 | 4.25 | 06/06/2021 | 22/01/2021 | |
| BOM GJB 070621 | BOM.D1060 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 06/07/2021 | 22/01/2021 | |
| BOM GJB 080621 | BOM.D1061 | 25,003.69 | 0 | 0.00 | 4.25 | 4.25 | 06/08/2021 | 22/01/2021 | |
| BOM GJB 110621 | BOM.D1062 | 25,024.67 | 0 | 0.00 | 4.03 | 4.25 | 06/11/2021 | 22/01/2021 | |
| BOM GJB 120621 | BOM.D1063 | 25,000.42 | 0 | 0.00 | 4.25 | 4.25 | 06/12/2021 | 22/01/2021 | |
| BOM GJB 130621 | BOM.D1064 | 25,102.39 | 0 | 0.00 | 4.00 | 4.25 | 13/06/2021 | 22/01/2021 | |
| BOM GJB 140621 | BOM.D1065 | 25,000.00 | 0 | 0.00 | 4.25 | 4.25 | 14/06/2021 | 22/01/2021 | |
| BOM GJB 150621 | BOM.D1066 | 25,000.46 | 0 | 0.00 | 4.25 | 4.25 | 15/06/2021 | 22/01/2021 | |
| BRAW NOTES | BRAW.D0021 | 10,242.59 | 0 | 0.00 | 6.84 | 8.00 | 31/12/2021 | 22/01/2021 | |
| CFSL 4.20 2022 | CIM.D1113 | 99,954.26 | 0 | 0.00 | 4.22 | 4.20 | 28/10/2022 | 22/01/2021 | |
| CFSL 4.85 2024 | CIM.D1114 | 99,134.10 | 0 | 0.00 | 4.56 | 4.85 | 28/10/2024 | 22/01/2021 | |
| CFSL 2.50 2021 | CIM.D1120 | 99,998.11 | 0 | 0.00 | 2.50 | 2.50 | 30/07/2021 | 22/01/2021 | |
| CFSL 3.30 2023 | CIM.D1121 | 99,966.21 | 0 | 0.00 | 3.31 | 3.30 | 31/07/2023 | 22/01/2021 | |
| CFSL 4.00 2025 | CIM.D1122 | 102,115.85 | 0 | 0.00 | 3.50 | 4.00 | 31/07/2025 | 22/01/2021 | |
| CFSL 4.75 2030 | CIM.D1124 | 103,946.63 | 0 | 0.00 | 4.25 | 4.75 | 31/07/2030 | 22/01/2021 | |
| CIPF SR TR NOTES | CIPF.D0127 | 97,654.65 | 0 | 0.00 | 5.84 | 3.85 | 01/12/2027 | 22/01/2021 | |
| CIPF JR TR NOTES | CIPF.D0227 | 1,000.20 | 0 | 0.00 | 6.50 | 4.85 | 01/12/2027 | 22/01/2021 | |
| CMDC NOTES | CMDC.D1111 | 1,002.31 | 2000 | 1.15 | 1.19 | 1.45 | 18/12/2030 | 22/01/2021 | |
| CMSP (2) NOTE | CMS2.D0011 | 1,000.00 | 0 | 0.00 | 2.25 | 2.00 | 14/01/2030 | 22/01/2021 | |
| CMSF STRUCT NOTE | CMSF.D0008 | 1,003.99 | 0 | 0.00 | 4.13 | 4.22 | 31/05/2024 | 22/01/2021 | |
| CMSP MUR40 | CMSP.D0006 | 983.62 | 0 | 0.00 | 4.88 | 3.50 | 24/01/2022 | 22/01/2021 | |
| CMSP MUR180 | CMSP.D0007 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 24/01/2022 | 22/01/2021 | |
| EVACO NOTES 2024 | EVAC.D1112 | 1,023.18 | 0 | 0.00 | 3.91 | 4.50 | 19/11/2024 | 22/01/2021 | |
| IBL SER 2 NOTES | IBLL.D0222 | 1,026,416.94 | 0 | 0.00 | 3.50 | 5.00 | 09/08/2022 | 22/01/2021 | |
| IBL SER 3 NOTES | IBLL.D0322 | 981,361.44 | 0 | 0.00 | 3.75 | 2.60 | 09/08/2022 | 22/01/2021 | |
| IBL SER 4 NOTES | IBLL.D0424 | 1,032,608.66 | 0 | 0.00 | 4.81 | 5.50 | 09/08/2024 | 22/01/2021 | |
| IBL SER 5 NOTES | IBLL.D0524 | 958,063.69 | 0 | 0.00 | 4.31 | 3.10 | 09/08/2024 | 22/01/2021 | |
| IOST 01FRNEUR5Y | IOST.D1105 | 1,070.00 | 0 | 0.00 | 2.90 | 4.50 | 25/01/2024 | 22/01/2021 | |
| IOST 01FLRNEUR5Y | IOST.D1106 | 1,070.00 | 0 | 0.00 | 2.40 | 4.00 | 25/01/2024 | 22/01/2021 | |
| IOST 01FLRNUSD5Y | IOST.D1107 | 1,005.20 | 0 | 0.00 | 3.91 | 3.86 | 25/01/2024 | 22/01/2021 | |
| IOST 02FRNMUR5Y | IOST.D1108 | 998.95 | 0 | 0.00 | 6.03 | 6.00 | 25/01/2024 | 22/01/2021 | |
| IOST 03FLRNEUR5Y | IOST.D1109 | 1,070.00 | 0 | 0.00 | 2.39 | 4.00 | 27/03/2024 | 22/01/2021 | |
| IOST 03FRNMUR5Y | IOST.D1110 | 955.13 | 0 | 0.00 | 7.50 | 6.00 | 27/03/2024 | 22/01/2021 | |
| FRNEUR5Y - TA | KING.D1115 | 1,035.00 | 0 | 0.00 | 3.20 | 4.00 | 31/10/2024 | 22/01/2021 | |
| FRNEUR5Y - TB | KING.D1116 | 1,033.00 | 0 | 0.00 | 3.91 | 4.75 | 31/10/2024 | 22/01/2021 | |
| FRNEUR5Y - TC | KING.D1117 | 1,034.51 | 0 | 0.00 | 5.13 | 6.00 | 31/10/2024 | 22/01/2021 | |
| MCBG 5 YRS NOTE | MCBG.D0323 | 977.03 | 0 | 0.00 | 3.03 | 1.85 | 22/01/2023 | 22/01/2021 | |
| MCBG 10 YRS NOTE | MCBG.D2023 | 1,000.23 | 290 | 7.01 | 3.19 | 3.20 | 08/08/2023 | 22/01/2021 | |
| MEDINE FLRNMUR5Y | MSE.D1101 | 1,006.60 | 0 | 0.00 | 4.60 | 3.10 | 26/12/2023 | 22/01/2021 | |
| MEDINE FRNMUR5Y | MSE.D1102 | 956.87 | 0 | 0.00 | 7.06 | 5.40 | 26/12/2023 | 22/01/2021 | |
| MEDINE FLRNMUR7Y | MSE.D1103 | 881.83 | 0 | 0.00 | 6.00 | 3.45 | 26/12/2025 | 22/01/2021 | |
| MEDINE FRNMUR7Y | MSE.D1104 | 994.04 | 0 | 0.00 | 5.88 | 5.75 | 26/12/2025 | 22/01/2021 | |
| MSSL USD70 | MSSL.D0003 | 0.00 | 0 | 0.00 | 0.00 | 0.00 | 05/06/2021 | 22/01/2021 | |
| MSSL MUR170 | MSSL.D0004 | 849.98 | 0 | 0.00 | 15.59 | 0.00 | 05/06/2021 | 22/01/2021 | |
| MSSL MUR100 | MSSL.D0005 | 833.08 | 0 | 0.00 | 13.53 | 0.00 | 05/06/2021 | 22/01/2021 | |
| STRU NOTE MUR55 | MSSL.D0009 | 909.87 | 0 | 0.00 | 5.19 | 1.80 | 16/10/2023 | 22/01/2021 | |
| STRU NOTE MUR130 | MSSL.D0010 | 850.10 | 0 | 0.00 | 5.50 | 0.00 | 16/10/2023 | 22/01/2021 | |
| NEW FUTURES | NFUT.B2023 | 1,005.45 | 0 | 0.00 | 3.84 | 4.00 | 28/06/2023 | 22/01/2021 | |
| NMH FLRNMUR7Y | NMHL.D0124 | 1,065.00 | 0 | 0.00 | 3.84 | 3.25 | 15/11/2024 | 22/01/2021 | |
| NMH FRNMUR7Y | NMHL.D0224 | 899.84 | 0 | 0.00 | 8.34 | 5.40 | 15/11/2024 | 22/01/2021 | |
| NMH FLRNMUR5Y | NMHL.D0522 | 1,004.39 | 0 | 0.00 | 4.25 | 2.70 | 15/11/2022 | 22/01/2021 | |
| NMH FRNMUR5Y | NMHL.D0622 | 939.95 | 0 | 0.00 | 7.94 | 4.75 | 15/11/2022 | 22/01/2021 | |
| NMH FRNEUR4Y | NMHL.D0821 | 1,063.00 | 0 | 0.00 | 1.72 | 3.35 | 15/11/2021 | 22/01/2021 | |
| NORTHFIELDS | NORT.D0721 | 999.91 | 0 | 0.00 | 7.78 | 7.75 | 31/08/2021 | 22/01/2021 | |
| OMNICANE NOTE S2 | OMNI.D2621 | 10,043.00 | 0 | 0.00 | 5.09 | 3.05 | 06/08/2021 | 22/01/2021 | |
| OMNICANE NOTE S3 | OMNI.D3621 | 9,611.50 | 0 | 0.00 | 10.88 | 6.30 | 06/08/2021 | 22/01/2021 | |
| OMNICANE NOTE S4 | OMNI.D4623 | 10,417.85 | 0 | 0.00 | 5.66 | 6.80 | 06/08/2023 | 22/01/2021 | |
| SBMH CL B1 BOND* | SBMH.D2021 | 992.72 | 0 | 0.00 | 3.84 | 3.04 | 30/05/2021 | 22/01/2021 | |
| SBMH CL A1 BONDS | SBMH.D2024 | 9,766.87 | 0 | 0.00 | 4.00 | 3.20 | 03/10/2024 | 22/01/2021 | |
| SBMH CL B2 BOND* | SBMH.D2025 | 999.54 | 0 | 0.00 | 4.75 | 4.75 | 28/06/2025 | 22/01/2021 | |
| SBMH CL A2 BOND | SBMH.D2028 | 10,146.97 | 145 | 47.92 | 5.50 | 5.75 | 28/06/2028 | 22/01/2021 | |
| SCT FLRNEUR4Y | SCT.D0022 | 1,054.80 | 0 | 0.00 | 2.50 | 4.00 | 14/06/2022 | 22/01/2021 | |
| SCT FRNMUR5Y | SCT.D0023 | 1,005.29 | 0 | 0.00 | 5.56 | 5.75 | 14/06/2023 | 22/01/2021 | |
| SCT FLRNMUR7Y | SCT.D0025 | 969.60 | 0 | 0.00 | 4.84 | 4.10 | 14/06/2025 | 22/01/2021 | |
| SCT FLRNMUR10Y | SCT.D0028 | 1,002.35 | 0 | 0.00 | 6.31 | 4.85 | 14/06/2028 | 22/01/2021 | |
| SCT FLRNEUR5Y | SCT.D1123 | 1,003.86 | 0 | 0.00 | 4.16 | 4.25 | 14/06/2023 | 22/01/2021 | |
| SUN FRNMUR5Y | SUN.D0121 | 968.62 | 0 | 0.00 | 10.00 | 6.00 | 11/04/2021 | 22/01/2021 | |
| SUN FRNMUR7Y | SUN.D0123 | 956.29 | 0 | 0.00 | 8.22 | 6.50 | 11/04/2023 | 22/01/2021 | |
| SUN FLRNMUR5Y | SUN.D0221 | 1,025.33 | 0 | 0.00 | 4.09 | 3.15 | 11/04/2021 | 22/01/2021 | |
| SUN FLRNMUR7Y | SUN.D0223 | 1,004.79 | 0 | 0.00 | 4.41 | 3.55 | 11/04/2023 | 22/01/2021 |