NPORT-P false 0000810893 XXXXXXXX S000025202 C000075114 C000075116 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Long-Term Credit Bond Fund S000025202 ZCHOOW8186RO45QGKP62 2020-03-31 2019-09-30 N 6067751863.220000 1670699236.140000 4397052627.080000 0.000000 0.000000 687630880.230000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 12000000.000000 0.000000 0.000000 4439012.890000 USD AUD BRL EUR GBP HUF JPY ARS PEN MXN N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -21502.720000 0.0004890 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -23305.520000 USD 2800000.000000 USD 1802.800000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD 4347.330000 0.0000989 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-06-21 0.000000 USD -6495.110000 USD 700000.000000 USD 10842.440000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD 8243.710000 0.0001875 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -42499.990000 USD 2400000.000000 USD 50743.700000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD 26448.580000 0.0006015 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -121891.280000 USD 7700000.000000 USD 148339.860000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -9614.360000 0.0002187 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -58812.820000 USD 4400000.000000 USD 49198.460000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD 43623.000000 0.0009921 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -237076.940000 USD 12700000.000000 USD 280699.940000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -3933.140000 0.0000894 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -29108.160000 USD 1800000.000000 USD 25175.020000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -152054.980000 0.0034581 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -119256.690000 USD 19800000.000000 USD -32798.290000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD 25933.360000 0.0005898 N/A DCR US N 2 Nomura Global Financial Products Inc. 0Z3VO5H2G7GRS05BHJ91 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -139323.460000 USD 7550000.000000 USD 165256.820000 N N N N/A N/A 000000000 1.000000 NC USD 79335.020000 0.0018043 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 18836173.470000 USD 78592992.000000 BRL 2019-10-02 79335.020000 N N N N/A N/A 000000000 1.000000 NC USD -46943.400000 0.0010676 N/A DFE BR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3050000.000000 USD 12477550.000000 BRL 2019-10-02 -46943.400000 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BA7 170000.000000 PA USD 181222.000000 0.0041214 Long DBT CORP US N 2 2045-02-09 Fixed 3.45 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BX7 70000.000000 PA USD 88268.670000 0.0020075 Long DBT CORP US N 2 2046-02-23 Fixed 4.65 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CH1 14200000.000000 PA USD 17012148.690000 0.3868989 Long DBT CORP US N 2 2047-02-09 Fixed 4.25 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DD9 1600000.000000 PA USD 1784841.970000 0.0405918 Long DBT CORP US N 2 2047-09-12 Fixed 3.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 15700000.000000 PA USD 15415044.370000 0.3505768 Long DBT CORP US N 2 2049-09-11 Fixed 2.95 N N N N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAH9 2800000.000000 PA USD 3209363.720000 0.0729890 Long DBT CORP JE N 2 2049-03-15 Fixed 5.4 N N N N N N ARAMARK SERVICES INC (AKA: ARAMARK CORP) 42YMHYH0XMHJEXDUB065 03852JAL5 466331.250000 PA USD 468079.990000 0.0106453 Long LON CORP US N 2 2025-03-11 Floating 3.7935 N N N N N N N/A N/A 000000000 1.000000 NC -1051.130000 0.0000239 N/A DFE CN N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1272648.040000 CNY 176489.490000 USD 2020-03-18 -1051.130000 N N N N/A N/A 000000000 1.000000 NC -121587.160000 0.0027652 N/A DFE MX N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 121393000.000000 MXN 5981571.360000 USD 2019-11-19 -121587.160000 N N N N/A UMI46YPGBLUE4VGNNT48 000000000 1.000000 NC USD 62854.730000 0.0014295 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2024-06-21 46607.370000 USD 0.000000 USD 3400000.000000 USD 16247.360000 N N N N/A UMI46YPGBLUE4VGNNT48 000000000 1.000000 NC USD 29101.560000 0.0006618 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2024-12-21 23461.320000 USD 0.000000 USD 1700000.000000 USD 5640.240000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD -22144.860000 0.0005036 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -327010.820000 USD 3300000.000000 USD 304865.960000 N N N N/A 549300FNENFFSMO3GT38 000000000 1.000000 NC USD -11407.960000 0.0002594 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -171004.170000 USD 1700000.000000 USD 159596.210000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -49927.940000 0.0011355 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -60879.560000 USD 1000000.000000 USD 10951.620000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -42942.510000 0.0009766 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -76127.300000 USD 1800000.000000 USD 33184.790000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -19971.180000 0.0004542 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -21282.950000 USD 400000.000000 USD 1311.770000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -149783.850000 0.0034065 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -177651.150000 USD 3000000.000000 USD 27867.300000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -50099.600000 0.0011394 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -84274.350000 USD 2100000.000000 USD 34174.750000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -109841.490000 0.0024981 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -129085.240000 USD 2200000.000000 USD 19243.750000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -28628.340000 0.0006511 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -48156.770000 USD 1200000.000000 USD 19528.430000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -24963.970000 0.0005677 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -28920.920000 USD 500000.000000 USD 3956.950000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -16699.870000 0.0003798 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -28697.510000 USD 700000.000000 USD 11997.640000 N N N N/A 254900NDAKGNZ2IBBL45 000000000 1.000000 NC USD -29271.030000 0.0006657 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PT PERTAMINA (PERSERO) PT PERTAMINA (PERSERO) Y Single Leg Swap 2024-12-21 0.000000 USD -27364.560000 USD 2700000.000000 USD -1906.470000 N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAB9 500000.000000 PA USD 625259.200000 0.0142200 Long DBT CORP US N 2 2046-12-15 Fixed 5.031 N N N N N N ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 039483BL5 65000.000000 PA USD 65773.270000 0.0014958 Long DBT CORP US N 2 2026-08-11 Fixed 2.5 N N N N N N N/A 549300C6OZZ8LTVR8209 000000000 1.000000 NC USD 27293.330000 0.0006207 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPEC GRP DEV 2018 SR UNSEC Y Single Leg Swap 2024-12-21 29098.960000 USD 0.000000 USD 2000000.000000 USD -1805.630000 N N N N/A N/A 000000000 1.000000 NC USD -18473.750000 0.0004201 N/A DFE RU N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 3810419.430000 USD 247276134.490000 RUB 2019-11-15 -18473.750000 N N N N/A N/A 000000000 1.000000 NC USD 7297.550000 0.0001660 N/A DFE RU N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 221372.170000 USD 14976080.000000 RUB 2019-12-16 7297.550000 N N N N/A 549300FC3G3YU2FBZD92 000000000 1.000000 NC USD 93969.750000 0.0021371 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 SOUTHERN CO SOUTHERN CO SR UNSEC Y Single Leg Swap 2022-12-21 43377.010000 USD 0.000000 USD 3500000.000000 USD 50592.740000 N N N N/A N/A 000000000 1.000000 NC 2134370.550000 0.0485409 N/A DFE N/A N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 107749316.390000 EUR 119575773.610000 USD 2019-10-02 2134370.550000 N N N N/A N/A 000000000 1.000000 NC USD -95722.780000 0.0021770 N/A DFE BR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 21963761.820000 USD 91070542.000000 BRL 2019-11-04 -95722.780000 N N N N/A N/A 000000000 1.000000 NC USD -289265.710000 0.0065786 N/A DFE RU N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 15711540.820000 USD 1001975235.030000 RUB 2019-10-17 -289265.710000 N N N N/A N/A 000000000 1.000000 NC 87123.440000 0.0019814 N/A DFE BR N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 91070542.000000 BRL 22005688.530000 USD 2019-10-02 87123.440000 N N N N/A 3003006V8BHG5158QO96 000000000 1.000000 NC USD 31702.850000 0.0007210 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 STATE GRID OVERSEAS INVESTMENT (2016) LIMITED STATE GRID OVERSEAS INV SR UNSEC REGS Y Single Leg Swap 2024-12-21 32558.410000 USD 0.000000 USD 2200000.000000 USD -855.560000 N N N N/A N/A 000000000 -77600000.000000 NC USD -7.760000 0.0000002 N/A DIR US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 Put Written Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 3.04000 10/08/19-5Y CME N/A N/A 2024-10-08 0.000000 USD 0.000000 USD N/A USD N/A 3.040000 USD 2019-10-04 XXXX 521575.510000 N N N N/A N/A 000000000 -55900000.000000 NC USD -39.130000 0.0000009 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.75000 12/11/19-5Y CME N/A N/A 2024-12-11 0.000000 USD 0.000000 USD N/A USD N/A 2.750000 USD 2019-12-09 XXXX 586910.870000 N N N N/A N/A 000000000 12700000.000000 NC USD 676.910000 0.0000154 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.93000 12/11/19-30Y CME N/A N/A 2049-12-11 0.000000 USD 0.000000 USD N/A USD N/A 2.930000 USD 2019-12-09 XXXX -583523.090000 N N N N/A N/A 000000000 -38300000.000000 NC USD -26.810000 0.0000006 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.75000 12/11/19-5Y CME N/A N/A 2024-12-11 0.000000 USD 0.000000 USD N/A USD N/A 2.750000 USD 2019-12-09 XXXX 418313.640000 N N N N/A N/A 000000000 8700000.000000 NC USD 424.560000 0.0000097 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Purchased BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.94500 12/11/19-30Y CME N/A N/A 2049-12-11 0.000000 USD 0.000000 USD N/A USD N/A 2.940000 USD 2019-12-09 XXXX -417175.440000 N N N N/A N/A 000000000 -17100000.000000 NC USD -13.680000 0.0000003 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.75000 12/13/19-5Y CME N/A N/A 2024-12-13 0.000000 USD 0.000000 USD N/A USD N/A 2.750000 USD 2019-12-11 XXXX 183422.680000 N N N N/A N/A 000000000 3900000.000000 NC USD 226.980000 0.0000052 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Purchased BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.94500 12/13/19-30Y CME N/A N/A 2049-12-13 0.000000 USD 0.000000 USD N/A USD N/A 2.940000 USD 2019-12-11 XXXX -183853.020000 N N N N/A N/A 000000000 -17100000.000000 NC USD -15.390000 0.0000004 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.75000 12/16/19-5Y CME N/A N/A 2024-12-16 0.000000 USD 0.000000 USD N/A USD N/A 2.750000 USD 2019-12-12 XXXX 186530.060000 N N N N/A N/A 000000000 3900000.000000 NC USD 250.380000 0.0000057 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.94250 12/16/19-30Y CME N/A N/A 2049-12-16 0.000000 USD 0.000000 USD N/A USD N/A 2.940000 USD 2019-12-12 XXXX -186949.620000 N N N N/A N/A 000000000 -64000000.000000 NC USD -6.400000 0.0000001 N/A DIR US N 2 Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 Put Written Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.75000 11/12/19-5Y CME N/A N/A 2024-11-12 0.000000 USD 0.000000 USD N/A USD N/A 2.750000 USD 2019-11-07 XXXX 1215993.600000 N N N N/A N/A 000000000 12800000.000000 NC USD 42.240000 0.0000010 N/A DIR US N 2 Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 Put Purchased Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.90000 11/12/19-30Y CME N/A N/A 2049-11-12 0.000000 USD 0.000000 USD N/A USD N/A 2.900000 USD 2019-11-07 XXXX -1215957.760000 N N N N/A N/A 000000000 -20100000.000000 NC USD -2.010000 0.0000000 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 3.75000 12/18/19-5Y CME N/A N/A 2024-12-18 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2019-12-16 XXXX 262668.440000 N N N N/A N/A 000000000 4600000.000000 NC USD 5.060000 0.0000001 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 3.63000 12/18/19-30Y CME N/A N/A 2049-12-18 0.000000 USD 0.000000 USD N/A USD N/A 3.630000 USD 2019-12-16 XXXX -264494.940000 N N N N/A N/A 000000000 72450000.000000 NC USD 2043452.250000 0.0464732 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Purchased BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.94000 02/20/20-2Y CME N/A N/A 2022-02-20 0.000000 USD 0.000000 USD N/A USD N/A 2.940000 USD 2020-02-18 XXXX 1512152.250000 N N N N/A N/A 000000000 -6900000.000000 NC USD -2279376.360000 0.0518387 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 3.08600 02/20/20-30Y CME N/A N/A 2050-02-20 0.000000 USD 0.000000 USD N/A USD N/A 3.090000 USD 2020-02-18 XXXX -1748076.360000 N N N N/A N/A 000000000 -9000000.000000 NC -419013.090000 0.0095294 N/A DIR DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 0.25000 12/17/19-30Y LCH 2049-12-17 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.250000 EUR 2019-12-13 XXXX -204450.750000 N N N N/A N/A 000000000 18000000.000000 NC USD 1.800000 0.0000000 N/A DIR US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 Put Purchased Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 3.34000 10/08/19-30Y CME N/A N/A 2049-10-08 0.000000 USD 0.000000 USD N/A USD N/A 3.340000 USD 2019-10-04 XXXX -508153.780000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1C93Q0 9560000.000000 PA 110540.730000 0.0025140 Long DBT NUSS AR N 2 2020-02-26 Fixed 0 N N N N N N N/A N/A 000000000 1.000000 NC -208844.150000 0.0047496 N/A DIR GB N 2 London Clearing house N/A UK RPI All Items NSA N/A N/A Y 2031-10-15 64732.240000 GBP 0.000000 GBP 10600000.000000 GBP -273576.390000 N N N N/A N/A 000000000 1.000000 NC 202037.990000 0.0045949 N/A DIR GB N 2 London Clearing house N/A UK RPI All Items NSA N/A N/A Y 2046-10-15 32296.750000 GBP 0.000000 GBP 800000.000000 GBP 169741.240000 N N N N/A N/A 000000000 1.000000 NC USD 105579.010000 0.0024011 N/A DIR US N 2 London Clearing house N/A US CPI Urban Consumers NSA N/A N/A Y 2020-09-30 114154.300000 USD 0.000000 USD 4350000.000000 USD -8575.290000 N N N N/A N/A 000000000 1.000000 NC USD 442960.860000 0.0100740 N/A DIR US N 2 London Clearing house N/A US CPI Urban Consumers NSA N/A N/A Y 2020-09-30 482456.660000 USD 0.000000 USD 19500000.000000 USD -39495.800000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1DM1J8 5360000.000000 PA 56021.820000 0.0012741 Long DBT NUSS AR N 2 2020-05-13 Fixed 0 N N N N N N N/A N/A 000000000 1.000000 NC 172750.430000 0.0039288 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2030-03-18 858325.840000 EUR 0.000000 EUR 46900000.000000 EUR -685575.410000 N N N N/A N/A 000000000 1.000000 NC -3019308.400000 0.0686666 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2029-12-18 0.000000 EUR -1576861.510000 EUR 42300000.000000 EUR -1442446.890000 N N N N/A N/A 000000000 1.000000 NC -1198354.940000 0.0272536 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2049-12-20 0.000000 EUR -1078519.790000 EUR 4700000.000000 EUR -119835.150000 N N N N/A N/A 000000000 1.000000 NC -586695.240000 0.0133429 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2030-03-18 453478.160000 GBP 0.000000 GBP 43600000.000000 GBP -1040173.400000 N N N N/A N/A 000000000 1.000000 NC -163589.880000 0.0037204 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2050-03-18 227757.730000 GBP 0.000000 GBP 9350000.000000 GBP -391347.610000 N N N N/A N/A 000000000 1.000000 NC 799367.650000 0.0181796 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2025-03-18 96231.850000 GBP 0.000000 GBP 75500000.000000 GBP 703135.800000 N N N N/A N/A 000000000 1.000000 NC 808603.790000 0.0183897 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2023-09-19 59946.700000 HUF 0.000000 HUF 9471700000.000000 HUF 748657.090000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0TFSY6 1840000.000000 PA 19258.910000 0.0004380 Long DBT NUSS AR N 2 2022-04-03 Floating 55.4688 N N N N N N N/A N/A 000000000 1.000000 NC -10267.000000 0.0002335 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-03-21 0.000000 JPY -307.490000 JPY 33400000.000000 JPY -9959.510000 N N N N/A N/A 000000000 1.000000 NC -1078120.700000 0.0245192 N/A DIR JP N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2023-09-19 0.000000 JPY -1121020.710000 JPY 2480000000.000000 JPY 42900.010000 N N N N/A N/A 000000000 1.000000 NC -1442178.860000 0.0327988 N/A DIR JP N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2024-09-20 0.000000 JPY -943219.440000 JPY 2666300000.000000 JPY -498959.420000 N N N N/A N/A 000000000 1.000000 NC -50244.240000 0.0011427 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2021-09-06 0.000000 MXN -150222.630000 MXN 56400000.000000 MXN 99978.390000 N N N N/A N/A 000000000 1.000000 NC 1513.840000 0.0000344 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2022-03-22 22.580000 MXN 0.000000 MXN 1900000.000000 MXN 1491.260000 N N N N/A N/A 000000000 1.000000 NC 1017564.360000 0.0231420 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-23 0.000000 MXN -409955.820000 MXN 610100000.000000 MXN 1427520.180000 N N N N/A N/A 000000000 1.000000 NC 7989.630000 0.0001817 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-01-03 0.000000 MXN 0.000000 MXN 4700000.000000 MXN 7989.630000 N N N N/A N/A 000000000 1.000000 NC 816822.420000 0.0185766 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2022-12-29 0.000000 MXN 0.000000 MXN 468600000.000000 MXN 816822.420000 N N N N/A N/A 000000000 1.000000 NC -945425.700000 0.0215014 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-12-28 143586.530000 MXN 0.000000 MXN 260000000.000000 MXN -1089012.230000 N N N N/A N/A 000000000 1.000000 NC 2082355.760000 0.0473580 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2024-04-17 4965.760000 MXN 0.000000 MXN 771900000.000000 MXN 2077390.000000 N N N N/A N/A 000000000 1.000000 NC 463681.530000 0.0105453 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2022-12-27 24686.710000 MXN 0.000000 MXN 229300000.000000 MXN 438994.820000 N N N N/A N/A 000000000 1.000000 NC -616857.930000 0.0140289 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2027-12-21 9880.620000 MXN 0.000000 MXN 144600000.000000 MXN -626738.550000 N N N N/A N/A 000000000 1.000000 NC 448842.440000 0.0102078 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2024-02-29 0.000000 MXN 0.000000 MXN 148900000.000000 MXN 448842.440000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0VSDQ8 47820000.000000 PA 408903.710000 0.0092995 Long DBT NUSS AR N 2 2020-06-21 Floating 67.4197 N N N N N N N/A N/A 000000000 1.000000 NC USD -549914.840000 0.0125064 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-05 0.000000 USD -18450.000000 USD 15000000.000000 USD -531464.840000 N N N N/A N/A 000000000 1.000000 NC USD -553027.470000 0.0125772 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-04 0.000000 USD -16390.000000 USD 14900000.000000 USD -536637.470000 N N N N/A N/A 000000000 1.000000 NC USD -555869.520000 0.0126419 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-30 0.000000 USD -19240.000000 USD 14800000.000000 USD -536629.520000 N N N N/A N/A 000000000 1.000000 NC USD -586529.690000 0.0133392 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-29 0.000000 USD -18772.000000 USD 15200000.000000 USD -567757.690000 N N N N/A N/A 000000000 1.000000 NC USD -638938.540000 0.0145311 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-31 0.000000 USD -18260.000000 USD 16600000.000000 USD -620678.540000 N N N N/A N/A 000000000 1.000000 NC USD -577389.210000 0.0131313 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-30 0.000000 USD -17908.000000 USD 14800000.000000 USD -559481.210000 N N N N/A N/A 000000000 1.000000 NC USD -617533.200000 0.0140443 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-06 0.000000 USD -15554.000000 USD 15400000.000000 USD -601979.200000 N N N N/A N/A 000000000 1.000000 NC USD -569412.940000 0.0129499 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-15 0.000000 USD -14700.000000 USD 14000000.000000 USD -554712.940000 N N N N/A N/A 000000000 1.000000 NC USD -635845.490000 0.0144607 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-05 0.000000 USD -15655.000000 USD 15500000.000000 USD -620190.490000 N N N N/A N/A 000000000 1.000000 NC USD -533905.320000 0.0121423 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-17 0.000000 USD -13545.000000 USD 12900000.000000 USD -520360.320000 N N N N/A N/A 000000000 1.000000 NC USD -606919.390000 0.0138029 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-22 0.000000 USD -15802.500000 USD 14700000.000000 USD -591116.890000 N N N N/A N/A 000000000 1.000000 NC USD -616583.680000 0.0140227 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-21 0.000000 USD -17009.000000 USD 14600000.000000 USD -599574.680000 N N N N/A N/A 000000000 1.000000 NC USD -624090.880000 0.0141934 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-05-20 0.000000 USD -16060.000000 USD 14600000.000000 USD -608030.880000 N N N N/A N/A 000000000 1.000000 NC USD -655177.990000 0.0149004 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-03-28 0.000000 USD -16380.000000 USD 16800000.000000 USD -638797.990000 N N N N/A N/A 000000000 1.000000 NC USD -635324.860000 0.0144489 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-04-11 0.000000 USD -14000.000000 USD 14000000.000000 USD -621324.860000 N N N N/A N/A 000000000 1.000000 NC USD -1027737.630000 0.0233733 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-04-15 0.000000 USD -22311.000000 USD 22200000.000000 USD -1005426.630000 N N N N/A N/A 000000000 1.000000 NC USD -670792.860000 0.0152555 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-04-10 0.000000 USD -15840.000000 USD 14400000.000000 USD -654952.860000 N N N N/A N/A 000000000 1.000000 NC USD -443331.050000 0.0100825 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-03-28 0.000000 USD -11000.000000 USD 11000000.000000 USD -432331.050000 N N N N/A N/A 000000000 1.000000 NC USD -252634.070000 0.0057455 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-03-27 0.000000 USD -6014.000000 USD 6200000.000000 USD -246620.070000 N N N N/A N/A 000000000 1.000000 NC USD -723023.060000 0.0164434 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-04-10 0.000000 USD -17880.000000 USD 14900000.000000 USD -705143.060000 N N N N/A N/A 000000000 1.000000 NC USD -700044.050000 0.0159208 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-04-02 0.000000 USD -15840.000000 USD 14400000.000000 USD -684204.050000 N N N N/A N/A 000000000 1.000000 NC USD -736591.000000 0.0167519 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-04-03 0.000000 USD -16500.000000 USD 15000000.000000 USD -720091.000000 N N N N/A N/A 000000000 1.000000 NC USD -779121.130000 0.0177192 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-04-08 0.000000 USD -18600.000000 USD 15500000.000000 USD -760521.130000 N N N N/A N/A 000000000 1.000000 NC USD -683662.510000 0.0155482 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-04-09 0.000000 USD -14450.000000 USD 13600000.000000 USD -669212.510000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0YQ3P2 150000.000000 PA 66024.670000 0.0015016 Long DBT NUSS AR N 2 2047-11-09 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC 383195.070000 0.0087148 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 0.000000 BRL -13320.460000 BRL 163200000.000000 BRL 396515.530000 N N N N/A N/A 000000000 1.000000 NC 297769.210000 0.0067720 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL -2231.680000 BRL 97100000.000000 BRL 300000.890000 N N N N/A 549300Y5MFC4SW5Z3K71 000000000 1.000000 NC 62776.840000 0.0014277 N/A DCR ES N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TELEFONICA EMISIONES SA TELEFONICA EMISIONES SAU Y Single Leg Swap 2023-12-21 0.000000 EUR -5453.950000 EUR 3200000.000000 EUR 68230.790000 N N N N/A 254900N4SLUMW4XUYY11 000000000 1.000000 NC USD 15612.180000 0.0003551 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TENCENT HOLDINGS LIMITED TENCENT HOLDINGS LTD SR UNSEC REGS Y Single Leg Swap 2024-12-21 19152.260000 USD 0.000000 USD 2000000.000000 USD -3540.080000 N N N N/A N/A 000000000 1.000000 NC USD -36858.700000 0.0008383 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TOLL BROTHERS FINANCE CORP TOLL BROS FINANCE CORP Y Single Leg Swap 2024-06-21 4549.900000 USD 0.000000 USD 3800000.000000 USD -41408.600000 N N N N/A N/A 000000000 1.000000 NC USD 104.440000 0.0000024 N/A DFE CN N 2 UBS AG BFM8T61CT2L1QCEMIK50 177529.360000 USD 1268092.200000 CNY 2019-12-18 104.440000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114GK0 9353000.000000 PA USD 3752984.780000 0.0853523 Long DBT NUSS AR N 2 2038-12-31 Variable 3.75 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 B0R174II4 5647000.000000 PA 2388877.470000 0.0543291 Long DBT NUSS AR N 2 2038-12-31 Variable 3.38 N N N N N N N/A N/A 000000000 1.000000 NC USD -3096338.870000 0.0704185 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 127539672.540000 USD 13455435453.000000 JPY 2019-10-02 -3096338.870000 N N N N/A N/A 000000000 1.000000 NC USD -587358.730000 0.0133580 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 125306718.690000 USD 13455435453.000000 JPY 2019-11-05 -587358.730000 N N N N/A N/A 000000000 1.000000 NC 578250.120000 0.0131509 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 13455435453.000000 JPY 125021583.790000 USD 2019-10-02 578250.120000 N N N N/A N/A 000000000 -8500000.000000 NC USD -24538.650000 0.0005581 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% NOV 30YR N/A 98.470000 USD 2019-11-06 XXXX 3684.010000 N N N N/A N/A 000000000 65000000.000000 NC USD 0.650000 0.0000000 N/A DIR US N 2 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 4.0% OCT 30YR N/A 73.000000 USD 2019-10-03 XXXX -2538.410000 N N N N/A N/A 000000000 210000000.000000 NC USD 2.100000 0.0000000 N/A DIR US N 2 Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 3.5% OCT 30YR N/A 72.000000 USD 2019-10-03 XXXX -8201.030000 N N N N/A N/A 000000000 -8500000.000000 NC USD -21715.800000 0.0004939 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% NOV 30YR N/A 100.470000 USD 2019-11-06 XXXX 1526.390000 N N N N/A 254900HROIFWPRGM1V77 000000000 253.000000 NC USD 253.000000 0.0000058 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 116.000000 USD 2019-11-22 XXXX -1922.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 5.000000 NC USD 5.000000 0.0000001 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/19 2019-12-20 N/A USD N/A 116.500000 USD 2019-11-22 XXXX -38.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 207.000000 NC USD -270349.660000 0.0061484 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2019-12-19 26974687.500000 USD -270349.660000 N N N N/A 254900HROIFWPRGM1V77 000000000 2.000000 NC USD 2.000000 0.0000000 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 2YR CBT 12/31/19 2020-01-01 N/A USD N/A 111.130000 USD 2019-11-22 XXXX -15.200000 N N N N/A 254900HROIFWPRGM1V77 000000000 123.000000 NC USD 123.000000 0.0000028 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 2YR CBT 12/31/19 2020-01-01 N/A USD N/A 111.250000 USD 2019-11-22 XXXX -934.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 709.000000 NC USD 709.000000 0.0000161 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 2YR CBT 12/31/19 2020-01-01 N/A USD N/A 111.380000 USD 2019-11-22 XXXX -5388.400000 N N N N/A 254900HROIFWPRGM1V77 000000000 -834.000000 NC USD 415957.500000 0.0094599 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2019-12-31 -179727000.000000 USD 415957.500000 N N N N/A 254900HROIFWPRGM1V77 000000000 5.000000 NC USD 5.000000 0.0000001 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 131.500000 USD 2019-11-22 XXXX -38.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 31.000000 NC USD 31.000000 0.0000007 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Call Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 5YR CBT 12/31/19 2020-01-01 N/A USD N/A 132.000000 USD 2019-11-22 XXXX -235.600000 N N N N/A 254900HROIFWPRGM1V77 000000000 261.000000 NC USD 261.000000 0.0000059 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 125.000000 USD 2019-11-22 XXXX -1983.600000 N N N N/A 254900HROIFWPRGM1V77 000000000 40.000000 NC USD 40.000000 0.0000009 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 127.000000 USD 2019-11-22 XXXX -304.000000 N N N N/A 254900HROIFWPRGM1V77 000000000 6.000000 NC USD 6.000000 0.0000001 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 129.000000 USD 2019-11-22 XXXX -45.600000 N N N N/A 254900HROIFWPRGM1V77 000000000 187.000000 NC USD -637230.360000 0.0144922 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2019-12-19 30352437.500000 USD -637230.360000 N N N N/A 254900HROIFWPRGM1V77 000000000 269.000000 NC USD -1351353.550000 0.0307332 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2019-12-19 51622781.250000 USD -1351353.550000 N N N N/A 254900HROIFWPRGM1V77 000000000 133.000000 NC USD 133.000000 0.0000030 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US ULTRA 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 135.000000 USD 2019-11-22 XXXX -1010.800000 N N N N/A 254900HROIFWPRGM1V77 000000000 686.000000 NC USD 686.000000 0.0000156 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Put Purchased Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US ULTRA 30YR CBT 12/19/19 2019-12-20 N/A USD N/A 137.000000 USD 2019-11-22 XXXX -5213.600000 N N N N/A 549300KP43CPCUJOOG15 000000000 8823.000000 NC USD 18087.150000 0.0004113 N/A DE US N 1 None N/A Call Purchased VISTRA ENERGY CORP VISTRA ENERGY CORP N/A 35.000000 USD 2024-02-02 XXXX -5117.340000 N N N N/A 213800TB53ELEUKM7Q61 000000000 1.000000 NC 71022.800000 0.0016152 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VODAFONE GROUP PLC VODAFONE GROUP PLC SR UNSEC EMTN Y Single Leg Swap 2024-06-21 32260.540000 EUR 0.000000 EUR 3400000.000000 EUR 38762.260000 N N N ASSET BACKED SEC CORP HM EQ 2005-HE6 N/A 04541GTN2 2000000.000000 PA USD 2010122.200000 0.0457152 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.97838 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFU1 13430000.000000 PA USD 15746386.790000 0.3581123 Long DBT CORP US N 2 2050-02-15 Fixed 5.15 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDE9 55000.000000 PA USD 70009.380000 0.0015922 Long DBT CORP US N 2 2040-03-15 Fixed 6.35 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDS8 20000000.000000 PA USD 24198241.600000 0.5503287 Long DBT CORP US N 2 2047-03-01 Fixed 5.45 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 38877000.000000 PA USD 41859536.920000 0.9519908 Long DBT CORP US N 2 2048-03-09 Fixed 4.5 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDK5 312000.000000 PA USD 337195.220000 0.0076687 Long DBT CORP US N 2 2049-03-09 Fixed 4.55 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 400000.000000 PA USD 444587.380000 0.0101110 Long DBT CORP US N 2 2046-05-15 Fixed 4.75 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCG5 6065000.000000 PA USD 6736628.340000 0.1532078 Long DBT CORP US N 2 2044-06-15 Fixed 4.8 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBK7 10443000.000000 PA USD 11036066.120000 0.2509878 Long DBT CORP US N 2 2045-06-15 Fixed 4.35 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 5150000.000000 PA USD 5196842.030000 0.1181892 Long DBT CORP US N 2 2021-07-15 Floating 3.25338 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFW7 2200000.000000 PA USD 2503618.830000 0.0569386 Long DBT CORP US N 2 2037-08-15 Fixed 4.9 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFS6 7500000.000000 PA USD 8789397.000000 0.1998929 Long DBT CORP US N 2 2058-08-15 Fixed 5.3 N N N N N N AT&T INC 549300Z40J86GGSTL398 04650NAB0 40000.000000 PA USD 46976.340000 0.0010684 Long DBT CORP US N 2 2040-09-01 Fixed 5.35 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHA3 4600000.000000 PA USD 5344224.340000 0.1215411 Long DBT CORP US N 2 2046-11-15 Fixed 5.15 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBH4 6813000.000000 PA USD 7128309.520000 0.1621156 Long DBT CORP US N 2 2042-12-15 Fixed 4.3 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AQ8 30000.000000 PA USD 34800.850000 0.0007915 Long DBT CORP US N 2 2049-03-15 Fixed 4.125 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AM7 25000.000000 PA USD 28990.580000 0.0006593 Long DBT CORP US N 2 2044-10-15 Fixed 4.125 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EAZ2 7100000.000000 PA USD 8007043.030000 0.1821002 Long DBT CORP US N 2 2046-10-15 Fixed 3.9 N N N N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAB9 4000000.000000 PA USD 4301973.760000 0.0978377 Long DBT CORP US N 2 2029-06-01 Fixed 3.8 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 4500000.000000 PA USD 4880449.710000 0.1109937 Long DBT CORP US N 2 2025-10-01 Fixed 4.875 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAC4 6300000.000000 PA USD 6534990.000000 0.1486221 Long DBT CORP KY N 2 2023-03-15 Fixed 4.5 N N N N N N AWAS AVIATION CAPITAL DESIGNATED ACTIVITY COMPANY N/A 978WBNII8 8451447.380000 PA USD 8677043.470000 0.1973377 Long DBT CORP IE Y 3 2021-10-03 Fixed 4.87 N N N N N N AXA EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 1600000.000000 PA USD 1705672.700000 0.0387913 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N AXA EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AM7 4175000.000000 PA USD 4510088.840000 0.1025707 Long DBT CORP US N 2 2048-04-20 Fixed 5 N N N N N N AXIS SPECIALTY FINANCE LLC N/A 05463HAB7 4000000.000000 PA USD 4192965.240000 0.0953585 Long DBT CORP US N 2 2029-07-15 Fixed 3.9 N N N N N N AZURE POWER SOLAR ENERGY PRIVATE LIMITED 549300N77HEXIINE3X94 05502TAA6 3900000.000000 PA USD 3916575.000000 0.0890727 Long DBT CORP MU N 2 2024-12-24 Fixed 5.65 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AG4 4100000.000000 PA USD 4509011.820000 0.1025462 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AH2 3600000.000000 PA USD 4133576.520000 0.0940079 Long DBT CORP BM N 2 2048-05-15 Fixed 5.3 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAF7 500000.000000 PA USD 504827.540000 0.0114810 Long DBT CORP US N 2 2047-12-15 Fixed 4.08 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EL0 4000000.000000 PA USD 3956243.440000 0.0899749 Long DBT CORP US N 2 2049-09-15 Fixed 3.2 N N N N N N BANC OF AMERICA FUND CORP 2006-3 N/A 058931BC9 246838.930000 PA USD 252102.550000 0.0057334 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.75 N N N N N N BANC OF AMERICA FUNDING CORP 2005-8 N/A 05946XZ48 236133.870000 PA USD 211459.560000 0.0048091 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 ACI0LW0M3 3000000.000000 PA 3622373.630000 0.0823819 Long DBT CORP ES N 2 2021-04-14 Floating 8.875 N N N N Y Banco Bilbao Vizcaya Argentaria, S.A. EUR XXXX N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BVG7GWII3 12200000.000000 PA 13563873.810000 0.3084765 Long DBT CORP ES N 2 2020-02-18 Floating 6.75 N N N N Y Banco Bilbao Vizcaya Argentaria, S.A. EUR XXXX N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BF2PHRII3 800000.000000 PA 924571.730000 0.0210271 Long DBT CORP ES N 2 2023-09-24 Floating 5.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH 549300QTVYRPFHS0J362 05971PAB4 1200000.000000 PA USD 1219500.000000 0.0277345 Long DBT CORP MX N 2 2029-06-27 Floating 7.5 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BQQ3S0II9 9700000.000000 PA 11180438.010000 0.2542712 Long DBT CORP ES N 2 2021-09-11 Floating 6.25 N N N N Y Banco Santander S.A. USD XXXX N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 21900000.000000 PA USD 23728650.000000 0.5396490 Long DBT CORP US N 2 2028-03-15 Floating 5.875 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FP4 10800000.000000 PA USD 11205000.000000 0.2548298 Long DBT CORP US N 2 2024-06-20 Floating 5.125 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 95000.000000 PA USD 102171.510000 0.0023236 Long DBT CORP US N 2 2028-01-20 Floating 3.824 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGG8 100000.000000 PA USD 119481.770000 0.0027173 Long DBT CORP US N 2 2048-01-20 Floating 4.443 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHA0 265000.000000 PA USD 298074.890000 0.0067790 Long DBT CORP US N 2 2049-01-23 Floating 3.946 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 60000.000000 PA USD 70994.480000 0.0016146 Long DBT CORP US N 2 2050-03-15 Floating 4.33 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 185000.000000 PA USD 212143.080000 0.0048247 Long DBT CORP US N 2 2038-04-24 Floating 4.244 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 7200000.000000 PA USD 7617861.500000 0.1732493 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 7700000.000000 PA USD 11727356.950000 0.2667095 Long DBT CORP US N 2 2038-05-14 Fixed 7.75 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TJZ6 1200000.000000 PA USD 1646843.380000 0.0374533 Long DBT CORP US N 2 2036-10-15 Fixed 6 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 200000.000000 PA USD 220643.000000 0.0050180 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI07CRC6 10000000.000000 PA 11676310.910000 0.2655486 Long DBT CORP GB N 2 2020-12-15 Floating 8 N N N N Y Barclays PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0G5LH6 800000.000000 PA 1048271.620000 0.0238403 Long DBT CORP GB N 2 2022-09-15 Floating 7.875 N N N N Y Barclays PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1CH093 5300000.000000 PA 6918146.550000 0.1573360 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y Barclays PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 5000000.000000 PA USD 5287178.950000 0.1202437 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 4400000.000000 PA USD 4514479.200000 0.1026706 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAJ4 2900000.000000 PA USD 3287206.000000 0.0747593 Long DBT CORP GB N 2 2045-08-17 Fixed 5.25 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 3700000.000000 PA USD 3598608.750000 0.0818414 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 9700000.000000 PA USD 9329256.110000 0.2121707 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BAUSCH HEALTH COS INC (AKA: VALEANT PHARMACEUTICALS INTERN) B3BS7ACMDUWISF18KY76 91911KAN2 300000.000000 PA USD 315030.000000 0.0071646 Long DBT CORP CA N 2 2025-11-01 Fixed 5.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 1800000.000000 PA USD 1951642.890000 0.0443853 Long DBT CORP US N 2 2038-06-25 Fixed 4.625 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 3400000.000000 PA USD 3764476.330000 0.0856136 Long DBT CORP US N 2 2048-06-25 Fixed 4.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 75000.000000 PA USD 71346.170000 0.0016226 Long DBT CORP US N 2 2064-07-15 Fixed 4.7 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 1700000.000000 PA USD 1837578.210000 0.0417911 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BAYVIEW FINANCIAL ACQUISITION TR 2007-A N/A 07325VAF1 14086.160000 PA USD 14585.560000 0.0003317 Long ABS-MBS CORP US N 2 2037-05-28 Variable 6.101 N N N N N N BEAR STEARNS ALT-A TRUST-2004-11 N/A 07386HNB3 37907.980000 PA USD 37473.960000 0.0008523 Long ABS-MBS CORP US N 2 2034-11-25 Floating 4.64513 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2E1 752953.050000 PA USD 750802.390000 0.0170751 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.98093 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-ABF1 N/A 07384YLE4 4469.520000 PA USD 4333.870000 0.0000986 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.75838 N N N N N N BEAR STEARNS ASSETBACKED SEC 2006-P N/A 07387UAY7 2000000.000000 PA USD 2008125.200000 0.0456698 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.43838 N N N N N N BELL CANADA INC 549300O5ZKB2MUUSKB97 0778FPAA7 105000.000000 PA USD 123244.050000 0.0028029 Long DBT CORP CA N 2 2048-04-01 Fixed 4.464 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 8370000.000000 PA USD 10012479.750000 0.2277089 Long DBT CORP US N 2 2049-01-15 Fixed 4.45 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VBD8 85000.000000 PA USD 107738.690000 0.0024502 Long DBT CORP US N 2 2043-11-15 Fixed 5.15 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 70000.000000 PA USD 83102.360000 0.0018900 Long DBT CORP US N 2 2049-01-15 Fixed 4.25 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 2400000.000000 PA USD 2816539.010000 0.0640552 Long DBT CORP US N 2 2048-08-15 Fixed 4.2 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAF3 3100000.000000 PA USD 3989311.350000 0.0907269 Long DBT CORP GB N 2 2041-10-15 Fixed 5.125 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 3300000.000000 PA USD 3527518.530000 0.0802246 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BIOGEN INC (AKA: BIOGEN IDEC INC) W8J5WZB5IY3K0NDQT671 09062XAD5 1000000.000000 PA USD 1187971.130000 0.0270174 Long DBT CORP US N 2 2045-09-15 Fixed 5.2 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AR0 2300000.000000 PA USD 2303190.910000 0.0523803 Long DBT CORP US N 2 2029-10-15 Fixed 3.05 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AS8 1900000.000000 PA USD 1920153.680000 0.0436691 Long DBT CORP US N 2 2049-10-15 Fixed 3.875 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAM9 2500000.000000 PA USD 2456822.080000 0.0558743 Long DBT CORP US N 2 2049-09-10 Fixed 3.5 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AGF4 3100000.000000 PA USD 3415487.000000 0.0776767 Long DBT CORP FR N 2 2028-08-16 Floating 7 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CQ6 2280000.000000 PA USD 2475035.530000 0.0562885 Long DBT CORP US N 2 2050-02-01 Fixed 3.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CR4 4500000.000000 PA USD 4974600.870000 0.1131349 Long DBT CORP US N 2 2059-08-01 Fixed 3.95 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BF7 600000.000000 PA USD 612600.000000 0.0139321 Long DBT CORP CA N 2 2023-01-15 Fixed 6.125 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 100000.000000 PA USD 100600.000000 0.0022879 Long DBT CORP CA N 2 2024-12-01 Fixed 7.5 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AU1 4600000.000000 PA USD 5640771.070000 0.1282853 Long DBT CORP US N 2 2049-03-01 Fixed 4.7 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AE7 1500000.000000 PA USD 2111178.480000 0.0480135 Long DBT CORP US N 2 2035-11-15 Variable 7 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAT7 65000.000000 PA USD 67907.000000 0.0015444 Long DBT CORP US N 2 2026-05-04 Fixed 3.119 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAC4 50000.000000 PA USD 55480.930000 0.0012618 Long DBT CORP US N 2 2028-09-21 Fixed 3.937 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAE0 20000.000000 PA USD 22646.330000 0.0005150 Long DBT CORP US N 2 2028-11-06 Fixed 4.234 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAN7 2932500.000000 PA USD 2870184.380000 0.0652752 Long LON CORP US N 2 2024-06-21 Floating 6.5142 N N N N N N BRASKEM AMERICA FINANCE COMPANY 254900QMQAJ26H49CL75 U1065PAA9 2600000.000000 PA USD 3097250.000000 0.0704392 Long DBT CORP US N 2 2041-07-22 Fixed 7.125 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAF0 6200000.000000 PA USD 5545333.510000 0.1261148 Long DBT CORP US N 2 2047-06-22 Fixed 4.7 N N N N N N AGRIBANK FCB I0JS1G88CFNZT8P31C22 00850L203 40000.000000 NS USD 4285000.000000 0.0974516 Long EP CORP US N 2 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CC0 900000.000000 PA USD 1022385.010000 0.0232516 Long DBT CORP US N 2 2039-06-15 Fixed 4.125 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CD8 6930000.000000 PA USD 8081992.890000 0.1838048 Long DBT CORP US N 2 2049-10-26 Fixed 4.25 N N N N N N BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST N/A 11043XAA1 3600000.000000 PA USD 3760628.760000 0.0855261 Long DBT CORP US N 2 2034-06-15 Fixed 3.3 N N N N N N BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY 549300OWFMSO9NYV4H90 111021AE1 3640000.000000 PA USD 5554497.710000 0.1263232 Long DBT CORP GB N 2 2030-12-15 Variable 9.625 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 1200000.000000 PA USD 1282999.940000 0.0291786 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAF6 7900000.000000 PA USD 8088136.600000 0.1839445 Long DBT CORP US N 2 2024-01-15 Fixed 3.625 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAH2 8595000.000000 PA USD 8647091.030000 0.1966565 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAB7 3300000.000000 PA USD 3491206.880000 0.0793988 Long DBT CORP US N 2 2029-04-15 Fixed 4.75 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAD4 1100000.000000 PA USD 1246239.640000 0.0283426 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAB8 5000000.000000 PA USD 5492354.600000 0.1249099 Long DBT CORP CA N 2 2047-09-20 Fixed 4.7 N N N N N N BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL N/A 11284DAA3 1500000.000000 PA USD 1573125.000000 0.0357768 Long DBT CORP US N 2 2026-05-15 Fixed 5.75 N N N N N N BROOKLYN UNION GAS CO/THE 83BQ1DXS6VA5GZFK8S35 114259AU8 1200000.000000 PA USD 1462349.770000 0.0332575 Long DBT CORP US N 2 2049-03-04 Fixed 4.487 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A 12189LAC5 65000.000000 PA USD 81473.930000 0.0018529 Long DBT CORP US N 2 2041-03-01 Fixed 5.05 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A 12189LAP6 125000.000000 PA USD 160289.130000 0.0036454 Long DBT CORP US N 2 2043-09-01 Fixed 5.15 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A 12189LAX9 20000.000000 PA USD 24676.170000 0.0005612 Long DBT CORP US N 2 2045-09-01 Fixed 4.7 N N N N N N BUSINESS JET SECURITIES LLC 2018-1 N/A 123262AN7 846432.300000 PA USD 855280.400000 0.0194512 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.335 N N N N N N CABLEVISION (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 64072UAG7 1678750.000000 PA USD 1683463.930000 0.0382862 Long LON CORP US N 2 2026-01-25 Floating 4.5275 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAB5 4617750.000000 PA USD 4593423.690000 0.1044660 Long LON CORP US N 2 2024-12-22 Floating 4.7935 N N N N N N CAESARS RESORT COLLECTION LLC / CRC FINCO INC N/A 12652AAA1 3200000.000000 PA USD 3279680.000000 0.0745881 Long DBT CORP US N 2 2025-10-15 Fixed 5.25 N N N N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 13033W3Y7 2300000.000000 PA USD 3407243.000000 0.0774892 Long DBT MUN US N 2 2049-05-15 Fixed 6.486 N N N N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685C81 2600000.000000 PA USD 3858790.000000 0.0877586 Long DBT MUN US N 2 2035-03-01 Fixed 7.804 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077CTL8 700000.000000 PA USD 1043959.000000 0.0237422 Long DBT MUN US N 2 2041-11-01 Fixed 6.484 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BF5 1200000.000000 PA USD 1273078.880000 0.0289530 Long DBT CORP US N 2 2025-03-15 Fixed 3.95 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AL5 40000.000000 PA USD 51170.890000 0.0011638 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAX2 11470000.000000 PA USD 17186518.270000 0.3908645 Long DBT CORP CA N 2 2115-09-15 Fixed 6.125 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AA5 6030000.000000 PA USD 6042025.390000 0.1374108 Long DBT CORP US N 2 2019-10-15 Fixed 7.875 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YAW8 70000.000000 PA USD 68831.540000 0.0015654 Long DBT CORP US N 2 2043-03-15 Fixed 4.6 N N N N N N CARLYLE FINANCE LLC N/A 14314CAA3 3100000.000000 PA USD 3666763.980000 0.0833914 Long DBT CORP US N 2 2048-09-15 Fixed 5.65 N N N N N N CATERPILLAR INCORPORATED WRJR7GS4GTRECRRTVX92 149123CB5 25000.000000 PA USD 28192.980000 0.0006412 Long DBT CORP US N 2 2042-08-15 Fixed 3.803 N N N N N N CBL & ASSOCIATES LIMITED PARTNERSHIP 549300VS75TWHD9JTH89 12505JAD5 700000.000000 PA USD 495250.000000 0.0112632 Long DBT CORP US N 2 2026-12-15 Fixed 5.95 N N N N N N CBS CORPORATION 5KYC8KF17ROCY24M3H09 124857AK9 5700000.000000 PA USD 6417318.670000 0.1459459 Long DBT CORP US N 2 2044-08-15 Fixed 4.9 N N N N N N CELEO REDES OPERACION CHILE SA 959800U0HC7MFYWVH407 15103JAA0 489867.670000 PA USD 546202.450000 0.0124220 Long DBT CORP CL N 2 2047-06-22 Fixed 5.2 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AZ7 400000.000000 PA USD 477920.480000 0.0108691 Long DBT CORP US N 2 2048-02-20 Fixed 4.55 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AM6 300000.000000 PA USD 357096.660000 0.0081213 Long DBT CORP US N 2 2044-05-15 Fixed 4.625 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AU8 2500000.000000 PA USD 3141146.380000 0.0714375 Long DBT CORP US N 2 2045-08-15 Fixed 5 N N N N N N CELGENE CORPORATION 4SIHMF0MOSTTL8CD0X64 151020AW4 1800000.000000 PA USD 2089583.050000 0.0475224 Long DBT CORP US N 2 2047-11-15 Fixed 4.35 N N N N N N CELULOSA ARAUCO Y CONSTITUCION SA 549300QEKV8G0AMNQD28 151191BD4 1500000.000000 PA USD 1672500.000000 0.0380368 Long DBT CORP CL N 2 2047-11-02 Fixed 5.5 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAP4 3740000.000000 PA USD 4081733.940000 0.0928289 Long DBT CORP CA N 2 2037-06-15 Fixed 5.25 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAR0 875000.000000 PA USD 987242.510000 0.0224524 Long DBT CORP CA N 2 2047-06-15 Fixed 5.4 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 15135UAF6 6200000.000000 PA USD 7596550.500000 0.1727646 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAS6 2200000.000000 PA USD 2317073.000000 0.0526960 Long DBT CORP US N 2 2023-09-01 Floating 6.125 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 2500000.000000 PA USD 2547550.000000 0.0579377 Long DBT CORP US N 2 2027-12-01 Floating 5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BR4 1800000.000000 PA USD 2015902.080000 0.0458467 Long DBT CORP US N 2 2029-03-30 Fixed 5.05 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BN3 8025000.000000 PA USD 9159329.100000 0.2083061 Long DBT CORP US N 2 2048-04-01 Fixed 5.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 10100000.000000 PA USD 11008567.420000 0.2503624 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 7000000.000000 PA USD 7486308.830000 0.1702574 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 80000.000000 PA USD 97619.350000 0.0022201 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BC7 12600000.000000 PA USD 15953639.940000 0.3628258 Long DBT CORP US N 2 2055-10-23 Fixed 6.834 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A3 N/A 161639BH1 290018.590000 PA USD 265954.210000 0.0060485 Long ABS-MBS CORP US N 2 2037-12-25 Floating 3.70762 Y N N N N N CHILDRENS HOSPITAL CORP/THE 549300NXFO6BISJLOS32 16876BAA0 25000.000000 PA USD 29970.090000 0.0006816 Long DBT CORP US N 2 2047-01-01 Fixed 4.115 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863CE6 40000.000000 PA USD 46040.400000 0.0010471 Long DBT NUSS CL N 2 2047-06-21 Fixed 3.86 N N N N N N CHINA EVERGRANDE GROUP (AKA: EVERGRANDE REAL ESTATE GROUP) 549300CUF7B1LAB15T90 ACI0T69Q4 6000000.000000 PA USD 5901000.000000 0.1342035 Long DBT CORP KY N 2 2020-03-23 Fixed 7 N N N N N N CHINA EVERGRANDE GROUP (AKA: EVERGRANDE REAL ESTATE GROUP) 549300CUF7B1LAB15T90 BYW5QBII8 2600000.000000 PA USD 2347835.310000 0.0533957 Long DBT CORP KY N 2 2021-06-28 Fixed 6.25 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DAY6 1000000.000000 PA USD 997100.000000 0.0226766 Long DBT CORP US N 2 2023-03-31 Fixed 6.25 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DAU4 1200000.000000 PA USD 1201500.000000 0.0273251 Long DBT CORP US N 2 2021-08-01 Fixed 5.125 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBB5 6400000.000000 PA USD 6624000.000000 0.1506464 Long DBT CORP US N 2 2024-01-15 Fixed 8.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 1600000.000000 PA USD 1600000.000000 0.0363880 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 00440EAW7 85000.000000 PA USD 104531.150000 0.0023773 Long DBT CORP US N 2 2045-11-03 Fixed 4.35 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AJ9 30000.000000 PA USD 33814.250000 0.0007690 Long DBT CORP US N 2 2038-08-15 Fixed 4.8 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AK6 40000.000000 PA USD 45939.380000 0.0010448 Long DBT CORP US N 2 2048-12-15 Fixed 4.9 N N N N N N CIGNA HOLDING COMPANY 45RS2W538ZOGNWLVIX82 125509BW8 115000.000000 PA USD 113600.490000 0.0025836 Long DBT CORP US N 2 2047-10-15 Fixed 3.875 N N N N N N CIMAREX ENERGY CO 11KYOFXPU1C4CQL1CL44 171798AD3 1400000.000000 PA USD 1426886.340000 0.0324510 Long DBT CORP US N 2 2027-05-15 Fixed 3.9 N N N N N N CIMAREX ENERGY CO 11KYOFXPU1C4CQL1CL44 171798AC5 200000.000000 PA USD 210304.670000 0.0047829 Long DBT CORP US N 2 2024-06-01 Fixed 4.375 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAB8 3283500.000000 PA USD 3287604.380000 0.0747684 Long LON CORP US N 3 2026-02-27 Floating 5.5435 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 2550000.000000 PA USD 2710739.250000 0.0616490 Long DBT CORP US N 2 2024-05-15 Floating 6.3 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 7000000.000000 PA USD 7417375.000000 0.1686897 Long DBT CORP US N 2 2025-05-15 Floating 5.95 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 55000.000000 PA USD 58902.320000 0.0013396 Long DBT CORP US N 2 2028-01-10 Floating 3.887 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KN0 1000000.000000 PA USD 1046185.410000 0.0237929 Long DBT CORP US N 2 2026-05-01 Fixed 3.4 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 205000.000000 PA USD 217147.250000 0.0049385 Long DBT CORP US N 2 2028-07-24 Floating 3.668 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 2900000.000000 PA USD 4743496.710000 0.1078790 Long DBT CORP US N 2 2039-07-15 Fixed 8.125 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JU6 63000.000000 PA USD 76010.570000 0.0017287 Long DBT CORP US N 2 2045-07-30 Fixed 4.65 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 11200000.000000 PA USD 11572521.860000 0.2631882 Long DBT CORP US N 2 2026-10-21 Fixed 3.2 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 7200000.000000 PA USD 8403506.500000 0.1911168 Long DBT CORP US N 2 2046-05-18 Fixed 4.75 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-AR9 N/A 17310RAC3 603982.220000 PA USD 610113.730000 0.0138755 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.25838 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AE0 1000000.000000 PA USD 1082189.800000 0.0246117 Long DBT CORP US N 2 2027-12-01 Fixed 4.5 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486FA2 1240000.000000 PA USD 1322199.600000 0.0300701 Long DBT MUN US N 2 2029-01-01 Fixed 6.05 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486C98 332000.000000 PA USD 427267.400000 0.0097171 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486D22 68000.000000 PA USD 78345.520000 0.0017818 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CLECO CORPORATE HOLDINGS LLC 5493002H80P81B3HXL31 18551PAD1 400000.000000 PA USD 456325.630000 0.0103780 Long DBT CORP US N 2 2046-05-01 Variable 4.973 N N N N N N CLEVELAND CLINIC FOUNDATION 5493005LGDPOFHUC6Z36 18600TAA0 45000.000000 PA USD 58916.810000 0.0013399 Long DBT CORP US N 2 2114-01-01 Fixed 4.858 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAH8 1825000.000000 PA USD 2188849.450000 0.0497799 Long DBT CORP US N 2 2048-06-15 Fixed 4.15 N N N N N N CNA FINANCIAL CORPORATION 549300YX2GSZD7YG1R84 126117AV2 2500000.000000 PA USD 2704052.100000 0.0614969 Long DBT CORP US N 2 2029-05-01 Fixed 3.9 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278N509 433000.000000 NS USD 10972220.000000 0.2495358 Long EP CORP US N 1 N N N CNOOC NEXEN FINANCE (2014) ULC N/A 12591DAD3 75000.000000 PA USD 95160.330000 0.0021642 Long DBT CORP CA N 2 2044-04-30 Fixed 4.875 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAC6 3700000.000000 PA USD 3968250.000000 0.0902480 Long DBT CORP US N 2 2026-10-01 Floating 6.25 N N N N N N COCA-COLA FEMSA SAB DE CV (AKA: COCA COLA FEMSA SA DE CV) 5493008KEVFYPMGTXO33 191241AF5 80000.000000 PA USD 101906.330000 0.0023176 Long DBT CORP MX N 2 2043-11-26 Fixed 5.25 N N N N N N COLONIAL PIPELINE COMPANY 549300Y8RLCD6IQXIT35 195869AQ5 20000.000000 PA USD 23128.570000 0.0005260 Long DBT CORP US N 2 2048-04-15 Fixed 4.25 N N N N N N COLUMBIA PIPELINE GROUP INC 549300SRP1TQM9JJBG80 198280AH2 50000.000000 PA USD 63479.380000 0.0014437 Long DBT CORP US N 2 2045-06-01 Fixed 5.8 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBK6 1300000.000000 PA USD 1590559.330000 0.0361733 Long DBT CORP US N 2 2044-03-01 Fixed 4.75 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAF8 150000.000000 PA USD 196519.910000 0.0044694 Long DBT CORP US N 2 2035-06-15 Fixed 5.65 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 5625000.000000 PA USD 5779008.280000 0.1314291 Long DBT CORP US N 2 2046-07-15 Fixed 3.4 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBQ3 65000.000000 PA USD 78288.620000 0.0017805 Long DBT CORP US N 2 2045-08-15 Fixed 4.6 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBZ3 9400000.000000 PA USD 10380854.940000 0.2360867 Long DBT CORP US N 2 2047-08-15 Fixed 4 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCM1 11055000.000000 PA USD 13568652.290000 0.3085852 Long DBT CORP US N 2 2048-10-15 Fixed 4.7 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCN9 15000000.000000 PA USD 19272655.800000 0.4383085 Long DBT CORP US N 2 2058-10-15 Fixed 4.95 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 6517000.000000 PA USD 7204687.000000 0.1638526 Long DBT CORP US N 2 2047-11-01 Fixed 3.969 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 25000.000000 PA USD 27830.390000 0.0006329 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N COMISION FEDERAL DE ELECTRICIDAD (CFE) 4469000001BFPONMPF32 200447AC4 55000.000000 PA USD 59950.550000 0.0013634 Long DBT CORP MX N 2 2042-02-14 Fixed 5.75 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAB9 2000000.000000 PA USD 2026717.160000 0.0460926 Long DBT CORP US N 2 2029-10-01 Fixed 3.347 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BL8 3800000.000000 PA USD 3781178.520000 0.0859935 Long DBT CORP AU N 2 2039-09-12 Fixed 3.743 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 700000.000000 PA USD 802775.240000 0.0182571 Long DBT CORP US N 2 2048-03-01 Fixed 4 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JJ0 55000.000000 PA USD 59550.180000 0.0013543 Long DBT CORP US N 2 2046-06-15 Fixed 3.65 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 1700000.000000 PA USD 1697152.500000 0.0385975 Long LON CORP US N 2 2026-04-06 Floating 5.2935 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CD2 7500000.000000 PA USD 8751950.180000 0.1990413 Long DBT CORP US N 2 2038-11-01 Fixed 5.3 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CE0 4095000.000000 PA USD 4869002.750000 0.1107333 Long DBT CORP US N 2 2048-11-01 Fixed 5.4 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605PAL5 1045000.000000 PA USD 1199940.610000 0.0272897 Long DBT CORP US N 2 2048-08-15 Fixed 4.85 N N N N N N CONCHO RESOURCES INC SYHS7HRDXLL4I0IQ8776 20605PAJ0 1100000.000000 PA USD 1259144.740000 0.0286361 Long DBT CORP US N 2 2047-10-01 Fixed 4.875 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FQ1 9600000.000000 PA USD 11412098.300000 0.2595397 Long DBT CORP US N 2 2058-05-15 Fixed 4.5 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FT5 1900000.000000 PA USD 2355281.330000 0.0535650 Long DBT CORP US N 2 2048-12-01 Fixed 4.65 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FF5 40000.000000 PA USD 48040.970000 0.0010926 Long DBT CORP US N 2 2054-12-01 Fixed 4.625 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAZ1 2000000.000000 PA USD 2150255.720000 0.0489022 Long DBT CORP US N 2 2048-02-15 Fixed 4.1 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAT5 1200000.000000 PA USD 1361944.750000 0.0309740 Long DBT CORP US N 2 2047-05-09 Fixed 4.5 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29364D753 39925.000000 NS USD 1017688.250000 0.0231448 Long EP CORP US N 1 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBD9 400000.000000 PA USD 501871.560000 0.0114138 Long DBT CORP US N 2 2048-11-15 Fixed 5.25 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 35000.000000 PA USD 43034.790000 0.0009787 Long DBT CORP US N 2 2049-04-15 Fixed 4.35 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DB9 2500000.000000 PA USD 2905327.980000 0.0660744 Long DBT CORP US N 2 2048-05-15 Fixed 4.05 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365T104 142184.000000 NS USD 4008166.960000 0.0911558 Long EP CORP US N 1 N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 212015AQ4 3500000.000000 PA USD 3554067.230000 0.0808284 Long DBT CORP US N 2 2044-06-01 Fixed 4.9 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 21685WCJ4 75000.000000 PA USD 103186.290000 0.0023467 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 ACI0BJ746 7300000.000000 PA 8209658.490000 0.1867082 Long DBT CORP NL N 2 2020-06-29 Floating 5.5 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 BD2YKYII0 4600000.000000 PA 5475966.050000 0.1245372 Long DBT CORP NL N 2 2021-06-29 Floating 6.625 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 72431HAB6 2885427.130000 PA USD 2828921.810000 0.0643368 Long LON CORP US N 2 2025-04-12 Floating 5.7886 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 21987BAY4 1000000.000000 PA USD 1121768.240000 0.0255118 Long DBT CORP CL N 2 2049-02-05 Fixed 4.375 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAZ7 5100000.000000 PA USD 5814691.870000 0.1322407 Long DBT CORP CL N 2 2047-08-01 Fixed 4.5 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LIMITED 549300MGHLPT1EFHGF84 G24524AL7 5500000.000000 PA USD 5585250.000000 0.1270226 Long DBT CORP KY N 2 2020-03-09 Fixed 7.5 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LIMITED 549300MGHLPT1EFHGF84 22234XAG4 3000000.000000 PA USD 3008235.750000 0.0684148 Long DBT CORP KY N 2 2021-04-04 Fixed 7.25 N N N N N N COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41 N/A 12667GR62 547386.500000 PA USD 450143.290000 0.0102374 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.34838 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB5 N/A 12669F3A9 7314.300000 PA USD 7410.600000 0.0001685 Long ABS-MBS CORP US N 2 2035-04-20 Floating 4.17816 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CF2 4800000.000000 PA USD 5229325.060000 0.1189280 Long DBT CORP US N 2 2035-02-01 Fixed 4.8 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CK1 1525000.000000 PA USD 1677398.830000 0.0381483 Long DBT CORP US N 2 2047-08-15 Fixed 4.6 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 ACI085N83 400000.000000 PA 579425.210000 0.0131776 Long DBT CORP FR N 2 2026-06-23 Floating 7.5 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 6875000.000000 PA USD 7672940.000000 0.1745019 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 ACI06K5Q2 800000.000000 PA USD 892851.200000 0.0203057 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 2000000.000000 PA USD 2120640.000000 0.0482287 Long DBT CORP CH N 2 2024-12-18 Floating 6.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 18200000.000000 PA USD 19489561.000000 0.4432415 Long DBT CORP CH N 2 2025-09-12 Floating 7.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 2400000.000000 PA USD 2490000.000000 0.0566288 Long DBT CORP CH N 2 2026-08-21 Floating 6.375 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AC2 1450000.000000 PA USD 1560417.760000 0.0354878 Long DBT CORP CH N 2 2028-01-09 Fixed 4.282 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 750000.000000 PA USD 790601.820000 0.0179803 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL4 N/A 22946AAC2 2232815.860000 PA USD 2259717.720000 0.0513916 Long ABS-MBS CORP US N 2 2058-08-26 Fixed 3.83 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAD4 3800000.000000 PA USD 4097702.410000 0.0931920 Long DBT CORP US N 2 2048-04-04 Fixed 4.5 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAN3 30000.000000 PA USD 35304.040000 0.0008029 Long DBT CORP US N 2 2045-05-18 Fixed 5.125 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAK7 2800000.000000 PA USD 2980987.020000 0.0677951 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAL5 605000.000000 PA USD 668693.520000 0.0152078 Long DBT CORP US N 2 2029-02-15 Fixed 4.3 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAM3 9248000.000000 PA USD 11498683.260000 0.2615089 Long DBT CORP US N 2 2049-02-15 Fixed 5.2 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAE1 200000.000000 PA USD 216058.770000 0.0049137 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAF8 2650000.000000 PA USD 3084693.410000 0.0701537 Long DBT CORP US N 2 2047-05-15 Fixed 4.75 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAC2 2500000.000000 PA USD 2600287.500000 0.0591371 Long DBT CORP LU N 2 2026-04-17 Fixed 7.625 N N N N N N CSX CORPORATION 549300JVQR4N1MMP3Q88 126408HK2 100000.000000 PA USD 112489.930000 0.0025583 Long DBT CORP US N 2 2048-03-01 Fixed 4.3 N N N N N N CSX CORPORATION 549300JVQR4N1MMP3Q88 126408HF3 75000.000000 PA USD 78870.890000 0.0017937 Long DBT CORP US N 2 2046-11-01 Fixed 3.8 N N N N N N CSX CORPORATION 549300JVQR4N1MMP3Q88 126408HG1 20000.000000 PA USD 21268.910000 0.0004837 Long DBT CORP US N 2 2066-11-01 Fixed 4.25 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 1900000.000000 PA USD 2086486.630000 0.0474519 Long DBT CORP US N 2 2029-02-15 Fixed 4.375 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 705000.000000 PA USD 778439.240000 0.0177037 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 19700000.000000 PA USD 22438792.700000 0.5103144 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 13617870.400000 PA USD 16823907.520000 0.3826178 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 295080.810000 PA USD 378190.960000 0.0086010 Long DBT CORP US N 2 2031-07-10 Fixed 8.353 N N N N N N CVS PASS-THROUGH TRUST SERIES 2013 N/A 12665UAA2 1579896.190000 PA USD 1716328.430000 0.0390336 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 3950000.000000 PA USD 3971785.710000 0.0903284 Long DBT CORP US N 2 2022-02-15 Floating 3.05813 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DU5 350000.000000 PA USD 351482.110000 0.0079936 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION N/A 235417AA0 4000000.000000 PA USD 5733600.000000 0.1303964 Long DBT MUN US N 2 2042-01-01 Fixed 7.088 N N N N N N DELL INTERNATIONAL LLC N/A 24702NAZ3 288364.650000 PA USD 289703.530000 0.0065886 Long LON CORP US N 2 2023-09-07 Floating 4.05 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAG8 1500000.000000 PA USD 1634361.680000 0.0371695 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAK9 6500000.000000 PA USD 7335520.600000 0.1668281 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DAY7 1300000.000000 PA USD 1360666.050000 0.0309450 Long DBT CORP US N 2 2024-07-15 Fixed 4 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAN3 17000000.000000 PA USD 21722116.690000 0.4940154 Long DBT CORP US N 2 2036-07-15 Fixed 8.1 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAR4 80000.000000 PA USD 105603.250000 0.0024017 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DAZ4 3400000.000000 PA USD 3645179.680000 0.0829005 Long DBT CORP US N 2 2026-10-01 Fixed 4.9 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBA8 30000.000000 PA USD 32670.210000 0.0007430 Long DBT CORP US N 2 2029-10-01 Fixed 5.3 N N N N N N DELOS FINANCE SARL 549300HX549YWOJQT076 L2324EAE1 7500000.000000 PA USD 7535160.000000 0.1713684 Long LON CORP LU N 2 2023-10-06 Floating 3.8544 N N N N N N DEPOSITORY TRUST & CLEARING CORP (DTCC) MLDY5N6PZ58ZE60QU102 249670AA8 8250000.000000 PA USD 8334273.750000 0.1895423 Long DBT CORP US N 2 2020-06-15 Floating 4.875 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3 N/A 25150WAA2 254191.190000 PA USD 244617.360000 0.0055632 Long ABS-MBS CORP US N 2 2047-07-25 Floating 2.15838 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 7300000.000000 PA USD 7407541.050000 0.1684661 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAC7 110000.000000 PA USD 162559.230000 0.0036970 Long DBT CORP NL N 2 2030-06-15 Variable 8.75 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PBC6 9000000.000000 PA USD 10283805.540000 0.2338795 Long DBT CORP NL N 2 2038-06-21 Fixed 4.75 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 2655000.000000 PA USD 3158314.300000 0.0718280 Long DBT CORP US N 2 2025-12-15 Fixed 5.85 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 23422RAB8 2000000.000000 PA USD 2067500.000000 0.0470201 Long DBT CORP US N 2 2023-09-01 Fixed 7.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 25272YAE3 3771284.630000 PA USD 3680143.990000 0.0836957 Long LON CORP US N 2 2023-09-02 Floating 5.7935 N N N N N N DIAMOND SPORTS GROUP LLC N/A 25277BAB4 5000000.000000 PA USD 5033595.000000 0.1144766 Long LON CORP US N 2 2026-08-24 Floating 5.3 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 3400000.000000 PA USD 3762635.700000 0.0855718 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 5000000.000000 PA USD 5210429.050000 0.1184982 Long DBT CORP US N 2 2029-07-01 Fixed 3.6 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAJ0 2000000.000000 PA USD 2064359.780000 0.0469487 Long DBT CORP US N 2 2026-07-27 Fixed 3.45 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AN8 3000000.000000 PA USD 3047370.000000 0.0693048 Long DBT CORP US N 2 2027-10-30 Floating 5.5 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBG3 1600000.000000 PA USD 1775633.280000 0.0403824 Long DBT CORP US N 2 2049-05-15 Fixed 5.3 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAT6 5000000.000000 PA USD 5466467.100000 0.1243212 Long DBT CORP US N 2 2047-09-20 Fixed 5.2 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AA0 10150000.000000 PA USD 10909324.950000 0.2481054 Long DBT CORP US N 2 2023-10-15 Fixed 6.5 N N N N N N DOMINION ENERGY INC (AKA: DOMINION RESOURCES INC) ILUL7B6Z54MRYCF6H308 25746UAV1 35000.000000 PA USD 44314.990000 0.0010078 Long DBT CORP US N 2 2035-06-15 Fixed 5.95 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 23330JAA9 1500000.000000 PA USD 1982217.000000 0.0450806 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85 N N N N N N DP WORLD PLC (AKA: DP WORLD LTD) 549300M3U2DNF4QVSS04 M2851HAA2 2510000.000000 PA USD 3316909.780000 0.0754348 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85 N N N N N N DRAX FINCO PLC 5493000MW6H7G7JFNQ88 26151AAA7 3200000.000000 PA USD 3344000.000000 0.0760509 Long DBT CORP GB N 2 2025-11-01 Fixed 6.625 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAH9 1600000.000000 PA USD 1857751.040000 0.0422499 Long DBT CORP US N 2 2048-05-15 Fixed 4.05 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAU8 6000000.000000 PA USD 6774224.280000 0.1540628 Long DBT CORP US N 2 2048-03-15 Fixed 3.95 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAZ7 7800000.000000 PA USD 7857637.320000 0.1787024 Long DBT CORP US N 2 2049-08-15 Fixed 3.2 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAR5 80000.000000 PA USD 89013.070000 0.0020244 Long DBT CORP US N 2 2046-03-15 Fixed 3.875 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAY1 2300000.000000 PA USD 2467328.860000 0.0561132 Long DBT CORP US N 2 2047-08-15 Fixed 3.95 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAT2 9100000.000000 PA USD 9400730.610000 0.2137962 Long DBT CORP US N 2 2046-09-01 Fixed 3.75 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAP0 85000.000000 PA USD 102109.920000 0.0023222 Long DBT CORP US N 2 2045-12-15 Fixed 4.8 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAC5 80000.000000 PA USD 83957.620000 0.0019094 Long DBT CORP US N 2 2027-01-15 Fixed 3.2 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAF8 25000.000000 PA USD 29216.750000 0.0006645 Long DBT CORP US N 2 2048-07-15 Fixed 4.2 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAA9 55000.000000 PA USD 56934.370000 0.0012948 Long DBT CORP US N 2 2046-10-01 Fixed 3.4 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAE4 5900000.000000 PA USD 6272475.020000 0.1426518 Long DBT CORP US N 2 2047-09-15 Fixed 3.6 N N N N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246BS2 800000.000000 PA USD 872046.180000 0.0198325 Long DBT CORP US N 2 2028-06-20 Fixed 4.5 N N N N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246BQ6 1400000.000000 PA USD 1462159.540000 0.0332532 Long DBT CORP US N 2 2027-08-24 Fixed 3.8 N N N N N N E.ON INTERNATIONAL FINANCE BV 549300TG53AWJ719M814 268789AB0 600000.000000 PA USD 829514.870000 0.0188652 Long DBT CORP NL N 2 2038-04-30 Fixed 6.65 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AF0 2500000.000000 PA USD 2437230.980000 0.0554287 Long DBT CORP US N 2 2042-07-15 Fixed 4 N N N N N N ECAF I LTD 2015-1A N/A 26827EAC9 3189666.430000 PA USD 3193280.960000 0.0726232 Long ABS-O CORP KY N 2 2040-06-15 Fixed 4.947 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 3750000.000000 PA USD 5025037.500000 0.1142820 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 1400000.000000 PA USD 1575911.930000 0.0358402 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N EL PASO NATURAL GAS CO. N/A 283695BK9 9300000.000000 PA USD 12863057.480000 0.2925382 Long DBT CORP US N 2 2032-06-15 Variable 8.375 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AQ7 2150000.000000 PA USD 2540868.130000 0.0577857 Long DBT CORP FR N 2 2045-10-13 Fixed 4.95 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAB8 500000.000000 PA USD 567505.000000 0.0129065 Long DBT CORP NL N 2 2027-02-01 Fixed 5.4 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 2100000.000000 PA USD 2435727.990000 0.0553946 Long DBT CORP US N 2 2046-06-15 Fixed 4.75 N N N N N N EMERALD BAY SA 2221008SU8XG8LZVS860 ACI0YB9V6 8567000.000000 PA 9185869.440000 0.2089097 Long DBT CORP LU N 2 2020-10-08 None 0 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AJ9 7223000.000000 PA USD 6643446.780000 0.1510886 Long DBT CORP US N 2 2044-05-15 Fixed 5 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAT3 500000.000000 PA USD 591914.840000 0.0134616 Long DBT CORP US N 2 2040-09-15 Fixed 5.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAJ4 271000.000000 PA USD 297751.650000 0.0067716 Long DBT CORP CA N 2 2044-06-10 Fixed 4.5 N N N N N N ENCANA CORPORATION CZ72ZHBVKZXQRV3XFE26 292505AE4 300000.000000 PA USD 366734.720000 0.0083405 Long DBT CORP CA N 2 2037-08-15 Fixed 6.625 N N N N N N ENCANA CORPORATION CZ72ZHBVKZXQRV3XFE26 698900AG2 4700000.000000 PA USD 5988844.720000 0.1362013 Long DBT CORP CA N 2 2031-11-01 Fixed 7.2 N N N N N N ENDO FINANCE LLC /ENDO LTD / ENDO FINCO INC N/A 29273EAC2 1105000.000000 PA USD 683276.750000 0.0155394 Long DBT CORP IE N 2 2023-07-15 Fixed 6 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAC2 3000000.000000 PA USD 3400524.930000 0.0773365 Long DBT CORP NL N 2 2047-05-25 Fixed 4.75 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAK4 2800000.000000 PA USD 3181095.900000 0.0723461 Long DBT CORP NL N 2 2029-06-14 Fixed 4.875 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 2900000.000000 PA USD 2906781.220000 0.0661075 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RAR0 6400000.000000 PA USD 7688052.100000 0.1748456 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RBF5 3500000.000000 PA USD 3676000.720000 0.0836015 Long DBT CORP US N 2 2045-03-15 Fixed 5.15 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29279FAA7 35000.000000 PA USD 42555.020000 0.0009678 Long DBT CORP US N 2 2049-04-15 Fixed 6.25 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RAJ8 14004000.000000 PA USD 18011100.920000 0.4096176 Long DBT CORP US N 2 2038-07-01 Fixed 7.5 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RAZ2 50000.000000 PA USD 56639.290000 0.0012881 Long DBT CORP US N 2 2043-10-01 Fixed 5.95 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RBJ7 4725000.000000 PA USD 5548397.020000 0.1261845 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N ENLINK MIDSTREAM PARTNERS LP 88CPW63VL7KHJWS0NY83 29336UAG2 1200000.000000 PA USD 984000.000000 0.0223786 Long DBT CORP US N 2 2047-06-01 Fixed 5.45 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBC1 4200000.000000 PA USD 4948010.760000 0.1125302 Long DBT CORP US N 2 2050-04-01 Fixed 4.2 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBB3 35000.000000 PA USD 41093.720000 0.0009346 Long DBT CORP US N 2 2048-09-01 Fixed 4.2 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 3730000.000000 PA USD 4005845.060000 0.0911030 Long DBT CORP US N 2 2050-01-31 Fixed 4.2 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAT0 2400000.000000 PA USD 3066882.530000 0.0697486 Long DBT CORP US N 2 2041-02-01 Fixed 5.95 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAY9 18697000.000000 PA USD 20493106.180000 0.4660646 Long DBT CORP US N 2 2043-02-15 Fixed 4.45 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBQ5 25000.000000 PA USD 26938.750000 0.0006127 Long DBT CORP US N 2 2048-02-15 Fixed 4.25 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBR3 3800000.000000 PA USD 3673619.300000 0.0835473 Long DBT CORP US N 2 2078-02-15 Floating 5.375 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 13179000.000000 PA USD 15162008.680000 0.3448221 Long DBT CORP US N 2 2044-03-15 Fixed 4.85 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBM4 4200000.000000 PA USD 4064634.000000 0.0924400 Long DBT CORP US N 2 2077-08-16 Floating 4.875 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBN2 2900000.000000 PA USD 2880211.590000 0.0655032 Long DBT CORP US N 2 2077-08-16 Floating 5.25 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAQ6 100000.000000 PA USD 134864.310000 0.0030672 Long DBT CORP US N 2 2040-09-01 Fixed 6.45 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBF9 830000.000000 PA USD 967615.020000 0.0220060 Long DBT CORP US N 2 2054-10-15 Fixed 4.95 N N N N N N ENVISION HEALTHCARE CORPORATION 549300OL60X0LPKY8N60 29373UAC5 1786500.000000 PA USD 1461951.900000 0.0332485 Long LON CORP US N 2 2025-10-10 Floating 5.7935 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 100000.000000 PA USD 109047.920000 0.0024800 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 1567000.000000 PA USD 1664733.410000 0.0378602 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 3200000.000000 PA USD 3204564.380000 0.0728798 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAE0 25000.000000 PA USD 24146.040000 0.0005491 Long DBT CORP US N 2 2048-07-15 Fixed 6.5 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAR3 100000.000000 PA USD 103459.470000 0.0023529 Long DBT CORP US N 2 2026-12-01 Fixed 3.3 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABE2 1200000.000000 PA USD 1444910.110000 0.0328609 Long DBT CORP US N 2 2045-06-01 Fixed 4.5 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABB8 3040000.000000 PA USD 3656875.220000 0.0831665 Long DBT CORP US N 2 2044-07-01 Fixed 4.5 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAQ0 5600000.000000 PA USD 5857319.550000 0.1332101 Long DBT CORP US N 2 2026-04-15 Fixed 3.375 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 200000.000000 PA USD 250455.440000 0.0056960 Long DBT CORP US N 2 2035-06-15 Fixed 5.625 N N N N N N EXELON GENERATION COMPANY LLC S2PEWKCZFFECR4533P43 30161MAN3 2195000.000000 PA USD 2616541.540000 0.0595067 Long DBT CORP US N 2 2042-06-15 Fixed 5.6 N N N N N N EXPEDIA GROUP INC N/A 30212PAQ8 2800000.000000 PA USD 2798862.420000 0.0636531 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 90000.000000 PA USD 107078.990000 0.0024352 Long DBT CORP US N 2 2046-03-01 Fixed 4.114 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 2500000.000000 PA USD 2707331.280000 0.0615715 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N FAIRSTONE FINANCIAL INC 549300CWWT866A22GS52 30575FAA6 2500000.000000 PA USD 2618750.000000 0.0595569 Long DBT CORP CA N 2 2024-07-15 Fixed 7.875 N N N N N N FARMERS EXCHANGE CAPITAL III N/A 30958QAA9 10200000.000000 PA USD 11768235.520000 0.2676392 Long DBT CORP US N 2 2054-10-15 Floating 5.454 N N N N N N FARMERS INSURANCE EXCHANGE 549300UWG2TLX1GZVT44 309601AE2 7000000.000000 PA USD 7327390.000000 0.1666432 Long DBT CORP US N 2 2057-11-01 Floating 4.747 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBQ8 105000.000000 PA USD 103396.150000 0.0023515 Long DBT CORP US N 2 2048-02-15 Fixed 4.05 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBS4 6935000.000000 PA USD 7708805.150000 0.1753176 Long DBT CORP US N 2 2048-10-17 Fixed 4.95 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898324AB4 2300000.000000 PA USD 2682375.000000 0.0610039 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AB2 2600000.000000 PA USD 2775240.000000 0.0631159 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39 N N N N N N FIBRA UNO (TRUST F/1401) N/A P9406GAB4 3000000.000000 PA USD 3498750.000000 0.0795703 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 31620RAF2 12425000.000000 PA USD 13338479.790000 0.3033505 Long DBT CORP US N 2 2022-09-01 Fixed 5.5 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAE2 900000.000000 PA USD 934701.650000 0.0212575 Long DBT CORP US N 2 2023-02-01 Fixed 4.3 N N N N N N FIRST FRANKLIN MTG LN ASSET CERT2005-FF8 N/A 362341QR3 781253.360000 PA USD 786672.130000 0.0178909 Long ABS-MBS CORP US N 2 2035-09-25 Floating 2.75338 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616CAC4 2000000.000000 PA USD 2304622.080000 0.0524129 Long DBT CORP US N 2 2047-02-13 Fixed 4.625 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAA7 6330000.000000 PA USD 8054801.060000 0.1831864 Long DBT CORP US N 2 2044-07-15 Fixed 5.45 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 6355000.000000 PA USD 7165853.320000 0.1629695 Long DBT CORP US N 2 2049-07-01 Fixed 4.4 N N N N N N FLAGSTAR BANCORP INC 549300Q22V2Y3J4R2715 337930AC5 6100000.000000 PA USD 6405994.670000 0.1456884 Long DBT CORP US N 2 2021-07-15 Fixed 6.125 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAA3 2000000.000000 PA USD 2103935.720000 0.0478488 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FQ5 4660000.000000 PA USD 5398941.700000 0.1227855 Long DBT CORP US N 2 2048-03-01 Fixed 3.95 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FR3 120000.000000 PA USD 142579.800000 0.0032426 Long DBT CORP US N 2 2048-06-01 Fixed 4.125 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAB4 4500000.000000 PA USD 6412978.440000 0.1458472 Long DBT CORP US N 2 2039-11-15 Fixed 6.45 N N N N N N FNMA PASS THRU POOLS N/A 3140H1FD7 1868475.450000 PA USD 1928668.260000 0.0438628 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H37E0 1852456.380000 PA USD 1910357.910000 0.0434463 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H5LT6 895387.770000 PA USD 924718.990000 0.0210304 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H5MJ7 906338.100000 PA USD 937335.750000 0.0213174 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HJJY8 3875527.900000 PA USD 3978710.230000 0.0904858 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CS47 5414148.870000 PA USD 5604398.920000 0.1274581 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CUA0 4505617.930000 PA USD 4654207.580000 0.1058483 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CU77 5466599.910000 PA USD 5662621.250000 0.1287822 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CWS9 1813849.710000 PA USD 1871925.880000 0.0425723 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CXM1 1784034.700000 PA USD 1840873.050000 0.0418661 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CYL2 5367082.050000 PA USD 5521237.630000 0.1255668 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CZG2 1761753.430000 PA USD 1808681.240000 0.0411339 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.5 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 160000.000000 PA USD 138953.320000 0.0031601 Long DBT CORP US N 2 2043-01-15 Fixed 4.75 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 200000.000000 PA USD 210200.300000 0.0047805 Long DBT CORP US N 2 2022-01-07 Fixed 5.596 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XW8 2500000.000000 PA USD 2512317.780000 0.0571364 Long DBT CORP US N 2 2021-03-18 Fixed 3.336 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YJ6 1100000.000000 PA USD 1085314.350000 0.0246828 Long DBT CORP US N 2 2022-03-28 Floating 3.37438 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 8100000.000000 PA USD 8620740.500000 0.1960573 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YY3 3890000.000000 PA USD 3845571.100000 0.0874579 Long DBT CORP US N 2 2021-04-05 Floating 3.0985 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 4300000.000000 PA USD 4303196.320000 0.0978655 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YS6 800000.000000 PA USD 795430.420000 0.0180901 Long DBT CORP US N 2 2020-11-02 Fixed 2.343 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAA9 3300000.000000 PA USD 3456750.000000 0.0786152 Long DBT CORP US N 2 2022-03-15 Fixed 6.75 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAB7 1400000.000000 PA USD 1442000.000000 0.0327947 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAE6 5000000.000000 PA USD 4988719.050000 0.1134560 Long DBT CORP US N 2 2029-09-15 Fixed 3.25 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAE5 11625000.000000 PA USD 14786211.480000 0.3362755 Long DBT CORP US N 2 2049-01-25 Fixed 5.576 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAB3 4100000.000000 PA USD 3782250.000000 0.0860178 Long DBT CORP US N 2 2025-04-15 Fixed 8.25 N N N N N N GAIF BOND ISSUER PTY LIMITED 2138007UNQRHCRSBNZ86 361435AA8 5000000.000000 PA USD 5103666.650000 0.1160702 Long DBT CORP AU N 2 2026-09-30 Fixed 3.4 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448AX1 1038000.000000 PA USD 1123019.630000 0.0255403 Long DBT CORP US N 2 2045-03-30 Fixed 4.5 N N N N N N GAZPROM OAO VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI184XB6 8400000.000000 PA USD 9154378.800000 0.2081935 Long DBT CORP LU N 2 2026-02-11 Fixed 5.15 N N N N N N GAZPROM OAO VIA GAZ CAPITAL SA 213800568PRHV2JR9650 368266AF9 700000.000000 PA USD 762359.500000 0.0173380 Long DBT CORP LU N 2 2022-03-07 Fixed 6.51 N N N N N N GAZPROM OAO VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI19RKR3 2600000.000000 PA 3116650.080000 0.0708804 Long DBT CORP LU N 2 2023-11-17 Fixed 3.125 N N N N N N GAZPROM OAO VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI0TDT53 7000000.000000 PA 9335533.760000 0.2123134 Long DBT CORP LU N 2 2024-04-06 Fixed 4.25 N N N N N N GAZPROM OAO VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI0QVRD1 1700000.000000 PA 2037809.670000 0.0463449 Long DBT CORP LU N 2 2023-11-17 Fixed 3.125 N N N N N N GAZPROM OAO VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI0YYVB5 600000.000000 PA 695562.700000 0.0158188 Long DBT CORP LU N 2 2024-11-22 Fixed 2.25 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAA9 1800000.000000 PA USD 1870785.000000 0.0425463 Long DBT CORP LU N 2 2022-09-19 Fixed 4.375 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI02FKT4 500000.000000 PA USD 519662.500000 0.0118184 Long DBT CORP LU N 2 2022-09-19 Fixed 4.375 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI079GD3 5600000.000000 PA USD 6220060.000000 0.1414598 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164QNA2 30454000.000000 PA USD 31997258.280000 0.7276979 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 21900000.000000 PA USD 20810913.000000 0.4732923 Long DBT CORP US N 2 2021-01-21 Floating 5 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4B7 500000.000000 PA USD 662842.670000 0.0150747 Long DBT CORP US N 2 2039-01-10 Fixed 6.875 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BH5 45000.000000 PA USD 48285.060000 0.0010981 Long DBT CORP US N 2 2044-03-11 Fixed 4.5 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3A0 30000.000000 PA USD 37004.260000 0.0008416 Long DBT CORP US N 2 2037-08-07 Fixed 6.15 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAK6 20000.000000 PA USD 22955.630000 0.0005221 Long DBT CORP US N 2 2036-04-01 Fixed 6.6 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAJ9 25000.000000 PA USD 24719.820000 0.0005622 Long DBT CORP US N 2 2045-04-01 Fixed 5.2 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAM2 1200000.000000 PA USD 1202432.330000 0.0273463 Long DBT CORP US N 2 2020-08-07 Floating 3.009 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBQ8 40000.000000 PA USD 40540.100000 0.0009220 Long DBT CORP US N 2 2026-10-06 Fixed 4 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JW2 80000.000000 PA USD 88157.370000 0.0020049 Long DBT CORP US N 2 2042-03-15 Fixed 4.3 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JS1 25000.000000 PA USD 29053.090000 0.0006607 Long DBT CORP US N 2 2040-09-01 Fixed 4.75 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298BU1 300000.000000 PA USD 478983.010000 0.0108933 Long DBT CORP US N 2 2031-05-15 Fixed 8.875 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 3465000.000000 PA USD 3869266.710000 0.0879968 Long DBT CORP US N 2 2047-03-01 Fixed 4.15 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAC6 1700000.000000 PA USD 1790212.910000 0.0407139 Long DBT CORP US N 2 2049-08-15 Fixed 4.15 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 3600000.000000 PA USD 3981456.000000 0.0905483 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 5000000.000000 PA USD 5049850.000000 0.1148462 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 8298037.390000 PA USD 82092483.890000 1.8669889 Long STIV RF US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 6200000.000000 PA USD 6564742.530000 0.1492987 Long DBT CORP US N 2 2026-02-25 Fixed 3.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 25000.000000 PA USD 26525.590000 0.0006033 Long DBT CORP US N 2 2029-04-23 Floating 3.814 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAE6 1956000.000000 PA USD 2073008.680000 0.0471454 Long DBT CORP US N 2 2025-05-22 Fixed 3.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 2700000.000000 PA USD 2947818.560000 0.0670408 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 55000.000000 PA USD 57788.470000 0.0013143 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 23500000.000000 PA USD 25331162.070000 0.5760941 Long DBT CORP US N 2 2038-10-31 Floating 4.017 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 365000.000000 PA USD 379966.520000 0.0086414 Long DBT CORP US N 2 2026-11-16 Fixed 3.5 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239KAA6 3600000.000000 PA USD 3948582.640000 0.0898007 Long DBT CORP US N 2 2037-10-15 Fixed 4.5 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 3700000.000000 PA USD 3845553.410000 0.0874575 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N GSMPS MORTGAGE LOAN TRUST 2005-RP2 N/A 36242DT52 1000304.860000 PA USD 934137.090000 0.0212446 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.36838 N N N N N N GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AC8 3903000.000000 PA USD 4950131.260000 0.1125784 Long DBT CORP US N 2 2077-01-24 Fixed 4.85 N N N N N N GULF POWER COMPANY BLVY3B5CY5IDPCFLQ577 402479CE7 4000000.000000 PA USD 4646071.400000 0.1056633 Long DBT CORP US N 2 2044-10-01 Fixed 4.55 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216AY7 2800000.000000 PA USD 3995748.460000 0.0908733 Long DBT CORP US N 2 2039-09-15 Fixed 7.45 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216BK6 4900000.000000 PA USD 5499170.330000 0.1250649 Long DBT CORP US N 2 2045-11-15 Fixed 5 N N N N N N HARBORWALK FUNDING TRUST N/A 41161EAA6 2500000.000000 PA USD 3019550.000000 0.0686721 Long DBT CORP US N 2 2069-02-15 Floating 5.077 N N N N N N HARTFORD FINANCIAL SERVICES GROUP INC/THE IU7C3FTM7Y3BQM112U94 416515BC7 2900000.000000 PA USD 2470307.000000 0.0561810 Long DBT CORP US N 2 2067-02-12 Floating 4.28313 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 2400000.000000 PA USD 2632925.260000 0.0598793 Long DBT CORP US N 2 2039-06-15 Fixed 5.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 5000000.000000 PA USD 5661199.200000 0.1287499 Long DBT CORP US N 2 2047-06-15 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 6000000.000000 PA USD 6613449.840000 0.1504064 Long DBT CORP US N 2 2049-06-15 Fixed 5.25 N N N N N N HCP INC PZ9HF5U52KPF0MH0QN75 40414LAR0 80000.000000 PA USD 83242.470000 0.0018931 Long DBT CORP US N 2 2029-07-15 Fixed 3.5 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 423012AG8 3000000.000000 PA USD 3443116.140000 0.0783051 Long DBT CORP NL N 2 2047-03-29 Fixed 4.35 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 023551AJ3 1974000.000000 PA USD 2441072.170000 0.0555161 Long DBT CORP US N 2 2031-08-15 Fixed 7.3 N N N N N N HIGH STREET FUNDING TRUST II N/A 42981DAA4 1500000.000000 PA USD 1712382.000000 0.0389439 Long DBT CORP US N 2 2048-02-15 Fixed 4.682 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BD3 160000.000000 PA USD 206585.450000 0.0046983 Long DBT CORP US N 2 2044-02-15 Fixed 4.875 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BA9 50000.000000 PA USD 58862.210000 0.0013387 Long DBT CORP US N 2 2043-04-01 Fixed 4.2 N N N N N N REINSURANCE GROUP OF AMERICA INCORPORATED LORM1GNEU1DKEW527V90 759351703 54575.000000 NS USD 1505724.250000 0.0342439 Long EP CORP US N 1 N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAW6 1900000.000000 PA USD 2057726.370000 0.0467979 Long DBT CORP US N 2 2026-02-01 Fixed 4.5 N N N N N N HSBC BANK FUNDING STERLING LP 2138007XGRZME1ZCTY76 770567II8 400000.000000 PA 654630.850000 0.0148879 Long DBT CORP JE N 2 2031-11-05 Floating 5.844 N N N N N N HSBC CAPITAL FUNDING (DOLLAR 1) LP 213800HMY2DB765NHE46 G4637HAB4 4800000.000000 PA USD 7780320.000000 0.1769440 Long DBT CORP JE N 2 2030-06-30 Floating 10.176 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 3500000.000000 PA USD 3648177.090000 0.0829687 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 5600000.000000 PA USD 5948648.050000 0.1352872 Long DBT CORP GB N 2 2028-03-13 Floating 4.041 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 3000000.000000 PA USD 3121391.250000 0.0709883 Long DBT CORP GB N 2 2023-05-25 Fixed 3.6 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 15000000.000000 PA USD 16032146.700000 0.3646112 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 2090000.000000 PA USD 2320326.860000 0.0527700 Long DBT CORP GB N 2 2029-06-19 Floating 4.583 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AF6 1800000.000000 PA USD 2559361.500000 0.0582063 Long DBT CORP GB N 2 2032-05-17 Fixed 7.625 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 220000.000000 PA USD 307447.560000 0.0069921 Long DBT CORP GB N 2 2038-06-01 Fixed 6.8 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 100000.000000 PA USD 134826.070000 0.0030663 Long DBT CORP GB N 2 2037-09-15 Fixed 6.5 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BG6 1600000.000000 PA USD 1830592.020000 0.0416323 Long DBT CORP US N 2 2047-03-15 Fixed 4.8 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BL5 1200000.000000 PA USD 1201225.730000 0.0273189 Long DBT CORP US N 2 2049-08-15 Fixed 3.95 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BB7 40000.000000 PA USD 43955.620000 0.0009997 Long DBT CORP US N 2 2042-12-01 Fixed 4.625 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 4100000.000000 PA USD 4326683.380000 0.0983996 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAJ6 2000000.000000 PA USD 2155860.000000 0.0490297 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25 N N N N N N ILLINOIS MUNICIPAL ELECTRIC AGENCY N/A 452024GT3 2000000.000000 PA USD 2659180.000000 0.0604764 Long DBT MUN US N 2 2035-02-01 Fixed 6.832 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAC7 6700000.000000 PA USD 6766834.980000 0.1538948 Long DBT CORP GB N 2 2029-07-26 Fixed 3.875 N N N N N N INDIANA FINANCE AUTHORITY 549300PS0PAS7NDSSI20 455057SV2 800000.000000 PA USD 1227984.000000 0.0279274 Long DBT MUN US N 2 2039-02-01 Fixed 6.596 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 400000.000000 PA USD 484808.480000 0.0110258 Long DBT CORP US N 2 2046-03-15 Fixed 4.55 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 20000.000000 PA USD 23649.370000 0.0005378 Long DBT CORP US N 2 2048-08-15 Fixed 4.25 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR14 N/A 45660LRX9 452500.050000 PA USD 441000.300000 0.0100295 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.31838 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AR4 2700000.000000 PA USD 2721262.500000 0.0618883 Long DBT CORP NL N 2 2026-11-16 Floating 5.75 N N N N Y ING GROEP NV EUR XXXX N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 83000.000000 PA USD 92906.050000 0.0021129 Long DBT CORP US N 2 2047-12-08 Fixed 3.734 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAF2 1200000.000000 PA USD 1203600.000000 0.0273729 Long LON CORP LU N 2 2023-11-27 Floating 5.8036 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAF1 600000.000000 PA USD 629021.700000 0.0143055 Long DBT CORP US N 2 2027-09-15 Fixed 3.1 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAH7 1185000.000000 PA USD 1411544.150000 0.0321021 Long DBT CORP US N 2 2048-09-21 Fixed 4.25 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KC4 800000.000000 PA USD 925756.680000 0.0210540 Long DBT CORP US N 2 2049-05-15 Fixed 4.25 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AE1 800000.000000 PA USD 816446.980000 0.0185681 Long DBT CORP US N 2 2047-06-01 Fixed 4.375 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AL5 7100000.000000 PA USD 8119547.860000 0.1846589 Long DBT CORP US N 2 2048-09-26 Fixed 5 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146CN1 1000000.000000 PA USD 1128752.010000 0.0256707 Long DBT CORP US N 2 2046-05-15 Fixed 5.15 N N N N N N INTERNET BRANDS INC (MH SUB I LLC) N/A 45567YAJ4 4630500.000000 PA USD 4604453.440000 0.1047168 Long LON CORP US N 2 2024-09-13 Floating 5.7935 N N N N N N INTERPUBLIC GROUP OF COMPANIES INC 5493008IUOJ5VWTRC333 460690BQ2 1050000.000000 PA USD 1252395.890000 0.0284826 Long DBT CORP US N 2 2048-10-01 Fixed 5.4 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI0RSP49 600000.000000 PA 771257.790000 0.0175403 Long DBT CORP IT N 2 2027-01-11 Floating 7.75 N N N N N N INVESCO FINANCE PLC 549300OYQ3LAJYXXO449 46132FAC4 55000.000000 PA USD 66137.760000 0.0015041 Long DBT CORP GB N 2 2043-11-30 Fixed 5.375 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AP0 75000.000000 PA USD 79154.900000 0.0018002 Long DBT CORP US N 2 2027-11-15 Fixed 3.35 N N N N N N JB HUNT TRANSPORT SERVICES INC 549300XCD1MPI1C5GK90 445658CF2 1000000.000000 PA USD 1061169.440000 0.0241337 Long DBT CORP US N 2 2026-03-01 Fixed 3.875 N N N N N N JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP N/A 47232MAE2 5400000.000000 PA USD 5589000.000000 0.1271079 Long DBT CORP US N 2 2026-06-03 Fixed 6.25 N N N N N N JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP N/A 47232MAD4 1900000.000000 PA USD 1902375.000000 0.0432648 Long DBT CORP US N 2 2024-08-15 Fixed 7.25 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 2100000.000000 PA USD 2425392.650000 0.0551595 Long DBT CORP US N 2 2043-01-20 Fixed 6.5 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CX1 250000.000000 PA USD 325440.970000 0.0074013 Long DBT CORP US N 2 2037-06-01 Fixed 6.15 N N N N N N JOHNSON & JOHNSON COMPANY 549300G0CFPGEF6X2043 478160CG7 160000.000000 PA USD 182728.940000 0.0041557 Long DBT CORP US N 2 2047-03-03 Fixed 3.75 N N N N N N JOHNSON CONTROLS INC 3LB2NG8VUULSCV2NO430 478366AW7 55000.000000 PA USD 64688.760000 0.0014712 Long DBT CORP US N 2 2041-03-01 Fixed 5.7 N N N N N N JOHNSON CONTROLS INC 3LB2NG8VUULSCV2NO430 478373AE3 20000.000000 PA USD 21144.480000 0.0004809 Long DBT CORP US N 2 2064-07-02 Fixed 4.95 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 06423AAJ2 275000.000000 PA USD 409725.510000 0.0093182 Long DBT CORP US N 2 2030-09-01 Fixed 8.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAC4 8823000.000000 PA USD 9572205.050000 0.2176959 Long DBT CORP US N 2 2024-10-01 Floating 6.1 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHA1 10759000.000000 PA USD 10825781.110000 0.2462054 Long DBT CORP US N 2 2020-01-30 Floating 5.73575 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJW1 6877000.000000 PA USD 7456627.950000 0.1695824 Long DBT CORP US N 2 2024-04-30 Floating 6.125 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 12200000.000000 PA USD 12550750.000000 0.2854355 Long DBT CORP US N 2 2024-08-01 Floating 5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 105000.000000 PA USD 111071.800000 0.0025261 Long DBT CORP US N 2 2029-01-23 Floating 3.509 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAN6 16000000.000000 PA USD 17803753.280000 0.4049020 Long DBT CORP US N 2 2049-01-23 Floating 3.897 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 40000.000000 PA USD 42881.030000 0.0009752 Long DBT CORP US N 2 2028-02-01 Floating 3.782 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAD8 3000000.000000 PA USD 3018850.260000 0.0686562 Long DBT CORP US N 2 2023-04-25 Floating 3.1755 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 5000000.000000 PA USD 5367837.750000 0.1220781 Long DBT CORP US N 2 2030-05-06 Floating 3.702 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAW6 2500000.000000 PA USD 2510591.250000 0.0570971 Long DBT CORP US N 2 2024-07-23 Floating 3.14938 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAK2 30000.000000 PA USD 33754.290000 0.0007677 Long DBT CORP US N 2 2048-07-24 Floating 4.032 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 110000.000000 PA USD 123163.410000 0.0028010 Long DBT CORP US N 2 2048-11-15 Floating 3.964 N N N N N N JP MORGAN MORTGAGE TRUST 2003-A2 N/A 466247AZ6 12987.240000 PA USD 13455.990000 0.0003060 Long ABS-MBS CORP US N 2 2033-11-25 Floating 4.2465 N N N N N N JP MORGAN MTGGE ACQUIS CORP 2005-OPT2 N/A 46626LEN6 3700000.000000 PA USD 3689583.390000 0.0839104 Long ABS-MBS CORP US N 2 2035-12-25 Floating 2.49838 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 520000.000000 PA USD 628589.090000 0.0142957 Long DBT CORP US N 2 2047-05-01 Fixed 4.15 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170AQ7 700000.000000 PA USD 765666.830000 0.0174132 Long DBT CORP US N 2 2043-05-15 Fixed 4.3 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BB9 7000000.000000 PA USD 8378317.710000 0.1905439 Long DBT CORP US N 2 2048-05-01 Fixed 4.7 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BA1 4000000.000000 PA USD 4085574.720000 0.0929162 Long DBT CORP US N 2 2026-06-01 Fixed 3.125 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170AS3 3400000.000000 PA USD 4093495.180000 0.0930963 Long DBT CORP US N 2 2045-08-15 Fixed 4.95 N N N N N N KDAC AIRCRAFT FINANCE LTD 2017-1A N/A 48244XAA0 1137998.640000 PA USD 1166741.530000 0.0265346 Long ABS-O CORP KY N 2 2042-12-15 Fixed 4.212 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AG0 700000.000000 PA USD 721658.000000 0.0164123 Long DBT CORP US N 2 2024-04-01 Fixed 5.875 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BL0 2300000.000000 PA USD 2734750.120000 0.0621951 Long DBT CORP US N 2 2045-10-01 Fixed 4.375 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAF7 3300000.000000 PA USD 3712885.840000 0.0844403 Long DBT CORP US N 2 2028-05-25 Fixed 4.597 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAT6 2000000.000000 PA USD 2211983.960000 0.0503061 Long DBT CORP US N 2 2047-09-01 Fixed 4.45 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAV1 5000000.000000 PA USD 4914844.200000 0.1117759 Long DBT CORP US N 2 2049-10-01 Fixed 3.7 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AW6 1750000.000000 PA USD 2288518.070000 0.0520466 Long DBT CORP US N 2 2038-01-15 Fixed 6.95 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AJ5 100000.000000 PA USD 131212.620000 0.0029841 Long DBT CORP US N 2 2031-03-15 Fixed 7.4 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAF6 40000.000000 PA USD 42237.800000 0.0009606 Long DBT CORP US N 2 2042-11-01 Fixed 4.7 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28336LBH1 2980000.000000 PA USD 3776841.390000 0.0858948 Long DBT CORP US N 2 2037-02-15 Fixed 7.42 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28336LBD0 3795000.000000 PA USD 4485993.870000 0.1020227 Long DBT CORP US N 2 2028-06-01 Fixed 6.95 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAA4 3825000.000000 PA USD 5052142.350000 0.1148984 Long DBT CORP US N 2 2030-10-15 Fixed 8.05 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50076QAR7 3500000.000000 PA USD 4322743.950000 0.0983100 Long DBT CORP US N 2 2039-01-26 Fixed 6.875 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAL0 1600000.000000 PA USD 1709518.720000 0.0388787 Long DBT CORP US N 2 2035-07-15 Fixed 5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAM8 13841000.000000 PA USD 14581101.110000 0.3316108 Long DBT CORP US N 2 2045-07-15 Fixed 5.2 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 42307TAH1 5100000.000000 PA USD 6459397.660000 0.1469029 Long DBT CORP US N 2 2039-08-01 Fixed 7.125 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 423074AS2 3416000.000000 PA USD 3516905.500000 0.0799832 Long DBT CORP US N 2 2025-02-15 Fixed 4.875 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DG3 55000.000000 PA USD 56867.010000 0.0012933 Long DBT CORP US N 2 2047-02-01 Fixed 4.45 N N N N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAS1 1900000.000000 PA USD 2120075.290000 0.0482158 Long DBT CORP US N 2 2045-02-01 Fixed 4.7 N N N N N N LABRADOR AVIATION FINANCE LTD 2016-1A N/A 50543LAA0 2916666.670000 PA USD 2984549.170000 0.0678761 Long ABS-O CORP US N 2 2042-01-15 Fixed 4.3 N N N N N N LAFARGEHOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 50587KAB7 2521000.000000 PA USD 2695753.500000 0.0613082 Long DBT CORP US N 2 2046-09-22 Fixed 4.75 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 4600000.000000 PA USD 4691402.870000 0.1066943 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 23400000.000000 PA USD 23805828.540000 0.5414042 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 4400000.000000 PA USD 4514414.830000 0.1026691 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N LATAM AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 51817TAB8 477718.790000 PA USD 490402.220000 0.0111530 Long DBT CORP CL N 2 2029-08-15 Fixed 4.2 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAK1 300000.000000 PA USD 326034.980000 0.0074149 Long DBT CORP US N 2 2029-03-11 Fixed 4.375 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 1400000.000000 PA USD 1565261.610000 0.0355980 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N LEHMAN XS TRUST 2005-4 N/A 525221CA3 214925.440000 PA USD 214816.040000 0.0048855 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.81838 N N N N N N LEVEL 3 PARENT LLC N/A 52729KAN6 500000.000000 PA USD 501458.500000 0.0114044 Long LON CORP US N 2 2024-02-22 Floating 4.2935 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EAZ7 900000.000000 PA USD 1258786.640000 0.0286280 Long DBT CORP US N 2 2042-05-01 Fixed 6.5 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAB0 6500000.000000 PA USD 6963329.690000 0.1583636 Long DBT CORP US N 2 2029-06-15 Fixed 4 N N N N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 534187BG3 3000000.000000 PA USD 3268777.200000 0.0743402 Long DBT CORP US N 2 2048-03-01 Fixed 4.35 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 4600000.000000 PA USD 3813820.120000 0.0867358 Long DBT CORP GB N 2 2032-04-02 Variable 7.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808H1 500000.000000 PA 722514.040000 0.0164318 Long DBT CORP GB N 2 2029-06-27 Floating 7.875 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 5600000.000000 PA USD 6168020.430000 0.1402762 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 4060000.000000 PA USD 4145504.410000 0.0942792 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BN8 218000.000000 PA USD 257876.760000 0.0058648 Long DBT CORP US N 2 2052-09-15 Fixed 4.09 N N N N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424AR9 40000.000000 PA USD 44070.560000 0.0010023 Long DBT CORP US N 2 2043-05-15 Fixed 4.125 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENT7 5000000.000000 PA USD 6946050.000000 0.1579706 Long DBT MUN US N 2 2033-08-01 Fixed 7.488 N N N N N N LOUISVILLE GAS & ELECTRIC KO3GRIB3RPH1XDX50U72 546676AY3 2200000.000000 PA USD 2591235.460000 0.0589312 Long DBT CORP US N 2 2049-04-01 Fixed 4.25 N N N N N N LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 548661CX3 65000.000000 PA USD 73177.680000 0.0016642 Long DBT CORP US N 2 2042-04-15 Fixed 4.65 N N N N N N LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 548661DS3 90000.000000 PA USD 104135.940000 0.0023683 Long DBT CORP US N 2 2049-04-05 Fixed 4.55 N N N N N N LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 548661DQ7 2000000.000000 PA USD 2139860.640000 0.0486658 Long DBT CORP US N 2 2047-05-03 Fixed 4.05 N N N N N N LYB INTERNATIONAL FINANCE BV 549300J6QSW38QNOJK61 50247VAC3 55000.000000 PA USD 60215.450000 0.0013695 Long DBT CORP NL N 2 2044-03-15 Fixed 4.875 N N N N N N MAGELLAN MIDSTREAM PARTNERS LP MZF5TI8NFVZZNUSKDL39 559080AN6 1500000.000000 PA USD 1745681.180000 0.0397012 Long DBT CORP US N 2 2049-02-01 Fixed 4.85 N N N N N N MAGELLAN MIDSTREAM PARTNERS LP MZF5TI8NFVZZNUSKDL39 559080AP1 2300000.000000 PA USD 2342065.530000 0.0532644 Long DBT CORP US N 2 2050-03-01 Fixed 3.95 N N N N N N MANULIFE FINANCIAL CORPORATION 5493007GBX87QOZACS27 56501RAD8 7300000.000000 PA USD 9609714.160000 0.2185490 Long DBT CORP CA N 2 2046-03-04 Fixed 5.375 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849AM8 800000.000000 PA USD 902771.780000 0.0205313 Long DBT CORP US N 2 2045-06-01 Fixed 5.2 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849AE6 500000.000000 PA USD 623148.600000 0.0141720 Long DBT CORP US N 2 2037-10-01 Fixed 6.6 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BC5 200000.000000 PA USD 230852.730000 0.0052502 Long DBT CORP US N 2 2047-01-30 Fixed 4.35 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BJ0 400000.000000 PA USD 501872.460000 0.0114138 Long DBT CORP US N 2 2049-03-15 Fixed 4.9 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BM7 6000000.000000 PA USD 6096709.620000 0.1386545 Long DBT CORP US N 2 2047-05-15 Fixed 4.5 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AL2 1000000.000000 PA USD 1256092.930000 0.0285667 Long DBT CORP US N 2 2077-04-01 Fixed 4.9 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AG3 1805000.000000 PA USD 3077013.230000 0.0699790 Long DBT CORP US N 2 2039-06-01 Fixed 8.875 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AJ7 45000.000000 PA USD 57196.330000 0.0013008 Long DBT CORP US N 2 2041-12-01 Fixed 5.375 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477608 22800.000000 NS USD 627684.000000 0.0142751 Long EP CORP US N 1 N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFC3 1400000.000000 PA USD 1611102.360000 0.0366405 Long DBT CORP US N 2 2047-03-01 Fixed 4.45 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MER1 4025000.000000 PA USD 4104942.050000 0.0933567 Long DBT CORP US N 2 2043-05-01 Fixed 3.625 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFH2 25000.000000 PA USD 28963.100000 0.0006587 Long DBT CORP US N 2 2048-09-01 Fixed 4.45 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 85000.000000 PA USD 103118.530000 0.0023452 Long DBT CORP US N 2 2045-12-09 Fixed 4.875 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BT2 771000.000000 PA USD 929641.760000 0.0211424 Long DBT CORP US N 2 2035-03-15 Fixed 4.375 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAB5 1800000.000000 PA USD 1836070.360000 0.0417568 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAA7 10280000.000000 PA USD 10424965.990000 0.2370899 Long DBT CORP KY N 2 2025-06-06 Fixed 4.875 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAC3 2200000.000000 PA USD 2288771.430000 0.0520524 Long DBT CORP KY N 2 2027-07-17 Fixed 5.625 N N N N N N MELCO RESORTS FINANCE LIMITED N/A G5975LAA4 800000.000000 PA USD 811281.400000 0.0184506 Long DBT CORP KY N 2 2025-06-06 Fixed 4.875 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AB4 40000.000000 PA USD 48259.800000 0.0010975 Long DBT CORP US N 2 2052-07-01 Fixed 4.125 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A3 N/A 589929R26 11314.300000 PA USD 11571.010000 0.0002632 Long ABS-MBS CORP US N 2 2033-05-25 Floating 4.24499 N N N N N N MERX AVIATION FINANCE LLC 2018-1A N/A 56564RAA8 1692900.000000 PA USD 1737972.790000 0.0395259 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.212 N N N N N N METAL CAYMAN 2017-1 LLC N/A 59111RAA0 2948298.500000 PA USD 2993806.670000 0.0680867 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.581 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AD9 1200000.000000 PA USD 1267986.000000 0.0288372 Long DBT CORP NL N 2 2023-04-23 Fixed 7.75 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 11950000.000000 PA USD 15733310.250000 0.3578149 Long DBT CORP US N 2 2067-12-15 Floating 7.875 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBD9 30000.000000 PA USD 33466.820000 0.0007611 Long DBT CORP US N 2 2042-08-13 Fixed 4.125 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBG2 75000.000000 PA USD 93112.270000 0.0021176 Long DBT CORP US N 2 2043-11-13 Fixed 4.875 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GDB2 4600000.000000 PA USD 4640678.210000 0.1055407 Long DBT CORP US N 2 2022-06-17 Fixed 2.4 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAG5 6186000.000000 PA USD 6527096.040000 0.1484425 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAD2 4100000.000000 PA USD 4392166.000000 0.0998889 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.6 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAB7 1900000.000000 PA USD 1995000.000000 0.0453713 Long DBT CORP KY N 2 2026-05-15 Fixed 5.875 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAG0 1900000.000000 PA USD 2135695.000000 0.0485711 Long DBT CORP US N 2 2027-02-01 Fixed 5.75 N N N N N N MGM RESORTS INTERNATIONAL 54930066VBP7DZEGGJ87 59318PAC1 800000.000000 PA USD 800000.000000 0.0181940 Long LON CORP US N 3 2023-12-21 Floating 4.0435 N N N N N N MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 594751AB5 620000.000000 PA USD 628301.800000 0.0142892 Long DBT MUN US N 2 2034-06-01 Fixed 7.309 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BC6 2300000.000000 PA USD 2364132.810000 0.0537663 Long DBT CORP US N 2 2025-02-01 Fixed 5.5 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BN2 3800000.000000 PA USD 4181607.930000 0.0951002 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 3200000.000000 PA USD 3339582.430000 0.0759505 Long DBT CORP US N 2 2030-02-15 Fixed 4.663 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BZ6 8875000.000000 PA USD 10541586.370000 0.2397421 Long DBT CORP US N 2 2037-02-06 Fixed 4.1 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BE3 40000.000000 PA USD 47779.940000 0.0010866 Long DBT CORP US N 2 2055-02-12 Fixed 4 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 2000000.000000 PA USD 2214054.940000 0.0503532 Long DBT CORP US N 2 2036-08-08 Fixed 3.45 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 80000.000000 PA USD 91825.050000 0.0020883 Long DBT CORP US N 2 2046-08-08 Fixed 3.7 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BU7 20000.000000 PA USD 23688.560000 0.0005387 Long DBT CORP US N 2 2056-08-08 Fixed 3.95 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BL7 3500000.000000 PA USD 4426203.110000 0.1006630 Long DBT CORP US N 2 2045-11-03 Fixed 4.45 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BM5 4000000.000000 PA USD 5401971.840000 0.1228544 Long DBT CORP US N 2 2055-11-03 Fixed 4.75 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918AX2 50000.000000 PA USD 65975.340000 0.0015004 Long DBT CORP US N 2 2043-12-15 Fixed 4.875 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AP0 3450000.000000 PA USD 4082345.530000 0.0928428 Long DBT CORP US N 2 2046-05-01 Fixed 4.25 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AU9 4225000.000000 PA USD 5096132.980000 0.1158988 Long DBT CORP US N 2 2049-07-15 Fixed 4.25 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AR6 40000.000000 PA USD 45699.550000 0.0010393 Long DBT CORP US N 2 2047-08-01 Fixed 3.95 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AS4 75000.000000 PA USD 81930.790000 0.0018633 Long DBT CORP US N 2 2048-08-01 Fixed 3.65 N N N N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAC6 2200000.000000 PA USD 2419466.240000 0.0550247 Long DBT CORP US N 2 2029-04-01 Fixed 4.625 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BE3 2200000.000000 PA USD 2512797.120000 0.0571473 Long DBT CORP JP N 2 2039-03-07 Fixed 4.153 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 60682LAD4 200000.000000 PA USD 204104.290000 0.0046418 Long DBT CORP JP N 2 2022-02-28 Fixed 3.406 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBA6 2500000.000000 PA USD 2494419.350000 0.0567293 Long DBT CORP JP N 2 2030-09-13 Floating 2.869 N N N N N N MONONGAHELA POWER COMPANY N/A 610202BP7 4224000.000000 PA USD 5673513.200000 0.1290299 Long DBT CORP US N 2 2043-12-15 Fixed 5.4 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AM7 1800000.000000 PA USD 1882917.290000 0.0428223 Long DBT CORP US N 2 2028-01-15 Fixed 3.25 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 35000.000000 PA USD 43546.600000 0.0009904 Long DBT CORP US N 2 2048-12-17 Fixed 4.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 180000.000000 PA USD 192522.700000 0.0043784 Long DBT CORP US N 2 2029-01-24 Floating 3.772 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAR9 90000.000000 PA USD 104991.580000 0.0023878 Long DBT CORP US N 2 2039-04-22 Floating 4.457 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468C6 15000000.000000 PA USD 16190050.800000 0.3682023 Long DBT CORP US N 2 2025-07-23 Fixed 4 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BE8 1400000.000000 PA USD 1495138.810000 0.0340032 Long DBT CORP US N 2 2044-09-01 Fixed 5.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 30000.000000 PA USD 34997.330000 0.0007959 Long DBT CORP US N 2 2049-02-15 Fixed 5.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 40000.000000 PA USD 42241.970000 0.0009607 Long DBT CORP US N 2 2027-03-01 Fixed 4.125 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 25000.000000 PA USD 25970.550000 0.0005906 Long DBT CORP US N 2 2038-04-15 Fixed 4.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 1900000.000000 PA USD 1946524.540000 0.0442688 Long DBT CORP US N 2 2058-04-15 Fixed 4.9 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBF6 60000.000000 PA USD 65923.850000 0.0014993 Long DBT CORP US N 2 2047-12-01 Fixed 5.2 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 10114000.000000 PA USD 14445118.220000 0.3285182 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 4100000.000000 PA USD 4350781.090000 0.0989477 Long DBT CORP US N 2 2048-04-15 Fixed 5.2 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAN4 5667000.000000 PA USD 5869348.790000 0.1334837 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAP9 7200000.000000 PA USD 7662214.010000 0.1742580 Long DBT CORP NL N 2 2046-06-15 Fixed 5.25 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NT8 2135000.000000 PA USD 2567485.220000 0.0583911 Long DBT CORP US N 2 2049-03-15 Fixed 4.3 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 6800.000000 PA 1312667.070000 0.0298533 Long DBT CORP GB N 2 2049-12-31 Variable 10.25 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAE7 5900000.000000 PA USD 6169625.810000 0.1403128 Long DBT CORP GB N 2 2030-07-18 Floating 3.96 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 2500000.000000 PA USD 4327386.200000 0.0984156 Long DBT CORP US N 2 2039-08-15 Fixed 9.375 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FDV7 400000.000000 PA USD 396686.860000 0.0090217 Long DBT CORP US N 2 2021-03-10 Fixed 6.15 N N N N N N NBCUNIVERSAL ENTERPRISE INC N/A 63946CAE8 11000000.000000 PA USD 11333850.000000 0.2577602 Long DBT CORP US N 2 2021-03-19 Fixed 5.25 N N N N N N NBCUNIVERSAL MEDIA LLC (AKA: NBC UNIVERSAL INC) VTBDOQJ6KOGQ6K786R46 63946BAF7 70000.000000 PA USD 100033.040000 0.0022750 Long DBT CORP US N 2 2040-04-30 Fixed 6.4 N N N N N N NBCUNIVERSAL MEDIA LLC (AKA: NBC UNIVERSAL INC) VTBDOQJ6KOGQ6K786R46 63946BAG5 2400000.000000 PA USD 3318038.380000 0.0754605 Long DBT CORP US N 2 2041-04-01 Fixed 5.95 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062AL8 800000.000000 PA USD 926365.290000 0.0210679 Long DBT CORP US N 2 2038-09-24 Fixed 3.9 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062AN4 800000.000000 PA USD 950041.620000 0.0216063 Long DBT CORP US N 2 2048-09-24 Fixed 4 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ACI1BLL27 900000.000000 PA 1042989.930000 0.0237202 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 2200000.000000 PA USD 2293500.000000 0.0521599 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAG5 400000.000000 PA USD 429250.590000 0.0097622 Long DBT CORP US N 2 2027-03-15 Fixed 4.5 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAE0 1700000.000000 PA USD 1781789.580000 0.0405224 Long DBT CORP US N 2 2045-04-15 Fixed 4.875 N N N N N N NEW ENGLAND POWER COMPANY 549300DTVRGN9GYD5U85 644188BF0 6300000.000000 PA USD 6843718.600000 0.1556433 Long DBT CORP US N 2 2047-12-05 Fixed 3.8 N N N N N N NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY 549300YUVD5TEXR6L889 646136WV9 900000.000000 PA USD 902331.000000 0.0205213 Long DBT MUN US N 2 2039-12-15 Fixed 6.875 N N N N N N NEW YORK & PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AD6 45000.000000 PA USD 52768.640000 0.0012001 Long DBT CORP US N 2 2056-08-01 Fixed 4.063 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971MT44 13200000.000000 PA USD 15749052.000000 0.3581729 Long DBT MUN US N 2 2027-05-01 Fixed 5.267 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAQ1 4700000.000000 PA USD 5534487.870000 0.1258681 Long DBT CORP US N 2 2069-05-15 Fixed 4.45 N N N N N N NEWCREST FINANCE PTY LTD 549300I0XDZ4K7PDSS04 65120FAB0 3225000.000000 PA USD 3861808.080000 0.0878272 Long DBT CORP AU N 2 2041-11-15 Fixed 5.75 N N N N N N NEXEN INC (AKA: CNOOC PETROLEUM NORTH AMERICA ULC) 6Q7WW7FQZR6X22IL2I79 65334HAJ1 50000.000000 PA USD 80239.810000 0.0018249 Long DBT CORP CA N 2 2039-07-30 Fixed 7.5 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 1800000.000000 PA USD 2338836.140000 0.0531910 Long DBT CORP US N 2 2037-12-15 Fixed 7.768 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 65409YBE4 389045.000000 PA USD 389427.040000 0.0088565 Long LON CORP US N 2 2023-10-04 Floating 4.0421 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAZ6 300000.000000 PA USD 384108.620000 0.0087356 Long DBT CORP US N 2 2042-02-01 Fixed 5.8 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBD4 500000.000000 PA USD 645567.990000 0.0146818 Long DBT CORP US N 2 2045-02-01 Fixed 5.65 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 1245000.000000 PA USD 1320282.850000 0.0300265 Long DBT CORP US N 2 2048-03-30 Fixed 3.95 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBF9 1745000.000000 PA USD 1963610.980000 0.0446574 Long DBT CORP US N 2 2047-05-15 Fixed 4.375 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BF5 1000000.000000 PA USD 1009882.060000 0.0229672 Long DBT CORP US N 2 2021-03-15 Fixed 3.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AZ2 2498000.000000 PA USD 2511965.620000 0.0571284 Long DBT CORP US N 2 2022-07-13 Fixed 2.65 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BL2 5400000.000000 PA USD 5647823.230000 0.1284457 Long DBT CORP US N 2 2023-09-21 Fixed 3.875 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 U65478BP0 2200000.000000 PA USD 2251134.710000 0.0511964 Long DBT CORP US Y 2 2021-09-21 Fixed 3.65 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AE5 65000.000000 PA USD 78651.370000 0.0017887 Long DBT CORP US N 2 2041-03-01 Fixed 6 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2004-R3 N/A 62951MAZ3 1422189.860000 PA USD 1263257.870000 0.0287297 Long ABS-MBS CORP US N 2 2035-02-25 Floating 2.46838 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR1 N/A 65535VJB5 823380.890000 PA USD 834068.700000 0.0189688 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.08838 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR4 N/A 65535VMX3 197604.000000 PA USD 199912.150000 0.0045465 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.67257 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CC0 45000.000000 PA USD 50615.830000 0.0011511 Long DBT CORP US N 2 2049-05-15 Fixed 4.1 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BQ0 4500000.000000 PA USD 5203930.770000 0.1183504 Long DBT CORP US N 2 2045-06-15 Fixed 4.45 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BX5 109000.000000 PA USD 119001.960000 0.0027064 Long DBT CORP US N 2 2047-11-01 Fixed 3.942 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CB2 5090000.000000 PA USD 6249842.060000 0.1421371 Long DBT CORP US N 2 2049-12-31 Fixed 5.1 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 10000000.000000 PA USD 11663240.800000 0.2652513 Long DBT CORP US N 2 2049-01-15 Fixed 4.3 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AC8 30000.000000 PA USD 33578.680000 0.0007637 Long DBT CORP US N 2 2047-11-01 Fixed 4.26 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AD6 2500000.000000 PA USD 2623594.450000 0.0596671 Long DBT CORP US N 2 2049-11-01 Fixed 3.809 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668138AC4 9944000.000000 PA USD 10197809.460000 0.2319238 Long DBT CORP US N 2 2059-09-30 Fixed 3.625 N N N N N N NORWEGIAN AIR SHUTTLE ASA 2014-1 PASS THROUGH TRUST N/A 979TJCII0 12710008.870000 PA USD 12238003.240000 0.2783229 Long DBT CORP NO Y 3 2026-06-24 Fixed 4.0996 N N N N N N NORWEGIAN AIR SHUTTLE ASA 2014-1 PASS THROUGH TRUST N/A 979TJDII8 5327552.000000 PA USD 5277524.640000 0.1200241 Long DBT CORP NO Y 3 2021-06-24 Fixed 6.5996 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAH1 35000.000000 PA USD 43282.660000 0.0009844 Long DBT CORP US N 2 2044-05-06 Fixed 4.4 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAB4 6500000.000000 PA USD 6965887.630000 0.1584217 Long DBT CORP NL N 2 2029-06-18 Fixed 4.3 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAY4 600000.000000 PA USD 697252.220000 0.0158573 Long DBT CORP NL N 2 2028-12-01 Fixed 5.55 N N N N N N OBP DEPOSITOR LLC TRUST 2010-OBP N/A 67087MAA4 3000000.000000 PA USD 3020294.400000 0.0686891 Long ABS-MBS CORP US N 2 2045-07-15 Fixed 4.6462 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DL6 300000.000000 PA USD 391417.900000 0.0089018 Long DBT CORP US N 2 2046-03-15 Fixed 6.6 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DR3 1722000.000000 PA USD 2140879.840000 0.0486890 Long DBT CORP US N 2 2028-05-15 Fixed 7.15 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DK8 8700000.000000 PA USD 8865408.660000 0.2016216 Long DBT CORP US N 2 2044-07-15 Fixed 4.5 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CR4 1600000.000000 PA USD 1613283.900000 0.0366901 Long DBT CORP US N 2 2026-08-15 Fixed 3.2 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CX1 3300000.000000 PA USD 3392893.220000 0.0771629 Long DBT CORP US N 2 2039-08-15 Fixed 4.3 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CY9 4600000.000000 PA USD 4737379.830000 0.1077399 Long DBT CORP US N 2 2049-08-15 Fixed 4.4 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DF9 1100000.000000 PA USD 1363217.090000 0.0310030 Long DBT CORP US N 2 2036-09-15 Fixed 6.45 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DP7 600000.000000 PA USD 713614.580000 0.0162294 Long DBT CORP US N 2 2027-11-15 Fixed 7 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AB4 348990.200000 PA USD 347248.740000 0.0078973 Long DBT CORP KY N 2 2021-12-01 Fixed 6.35 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 1026172.000000 PA USD 618268.630000 0.0140610 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 67576GAC1 1188857.320000 PA USD 1168064.210000 0.0265647 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 67576GAD9 5067210.000000 PA USD 1351019.530000 0.0307256 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 1253457.000000 PA USD 15668.210000 0.0003563 Long DBT CORP KY N 2 2019-11-04 None 0 N N N N N N OHIO NATIONAL LIFE INSURANCE CO 549300WW3O2Q3BIJEF68 677412AF5 500000.000000 PA USD 577643.350000 0.0131371 Long DBT CORP US N 2 2042-06-15 Fixed 6.875 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 85000.000000 PA USD 96882.940000 0.0022034 Long DBT CORP US N 2 2049-06-01 Fixed 4 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 P7354PAA2 3500000.000000 PA USD 3221120.000000 0.0732563 Long DBT CORP BR Y 2 2025-07-27 Fixed 10 N N Y N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 4500000.000000 PA USD 4874442.800000 0.1108570 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBN3 110000.000000 PA USD 123608.890000 0.0028112 Long DBT CORP US N 2 2049-06-01 Fixed 3.8 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAF5 50000.000000 PA USD 61109.360000 0.0013898 Long DBT CORP US N 2 2044-02-01 Fixed 4.658 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAG3 20000.000000 PA USD 24484.230000 0.0005568 Long DBT CORP US N 2 2048-11-01 Fixed 4.5 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AT0 4100000.000000 PA USD 4454663.040000 0.1013102 Long DBT CORP US N 2 2047-07-13 Fixed 4.95 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AV5 17450000.000000 PA USD 19419511.870000 0.4416484 Long DBT CORP US N 2 2048-07-15 Fixed 5.2 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAG8 7125000.000000 PA USD 8698397.010000 0.1978234 Long DBT CORP US N 2 2041-02-01 Fixed 6.125 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 70000.000000 PA USD 71507.340000 0.0016263 Long DBT CORP US N 2 2026-07-15 Fixed 2.65 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 75000.000000 PA USD 87400.950000 0.0019877 Long DBT CORP US N 2 2034-07-08 Fixed 4.3 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 9900000.000000 PA USD 10944622.260000 0.2489081 Long DBT CORP US N 2 2036-07-15 Fixed 3.85 N N N N N N ORANGE SA (AKA: FRANCE TELECOM SA) 969500MCOONR8990S771 35177PAX5 20000.000000 PA USD 25726.680000 0.0005851 Long DBT CORP FR N 2 2042-01-13 Fixed 5.375 N N N N N N ORANGE SA (AKA: FRANCE TELECOM SA) 969500MCOONR8990S771 35177PAL1 715000.000000 PA USD 1115899.430000 0.0253784 Long DBT CORP FR N 2 2031-03-01 Variable 9 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AL5 3500000.000000 PA USD 3732963.640000 0.0848970 Long DBT CORP JP N 2 2024-01-16 Fixed 4.05 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AH4 1300000.000000 PA USD 1199625.690000 0.0272825 Long DBT CORP US N 2 2048-01-30 Fixed 4.4 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AG6 7222000.000000 PA USD 6575447.920000 0.1495422 Long DBT CORP US N 2 2047-07-15 Fixed 4.3 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AF8 1300000.000000 PA USD 1307403.900000 0.0297336 Long DBT CORP US N 2 2026-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 69431EBK8 2100000.000000 PA USD 2113293.000000 0.0480616 Long LON CORP US N 2 2020-12-31 Floating 4.32 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 69431EBL6 700000.000000 PA USD 704431.000000 0.0160205 Long LON CORP US N 2 2020-12-31 Floating 2.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 1300000.000000 PA USD 1257750.000000 0.0286044 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 Y Y N N N N PACIFIC LIFE INSURANCE CO (AKA: PACIFIC MUTUAL LIFE INSURANCE CO) 8WC3XYHE06SQFW7CQK10 694475AA2 14605000.000000 PA USD 24431601.240000 0.5556359 Long DBT CORP US N 2 2039-06-15 Fixed 9.25 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 BYVTPZII5 6600000.000000 PA USD 6930983.400000 0.1576279 Long DBT CORP AU N 2 2028-03-22 Fixed 4.75 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 90000.000000 PA USD 126409.410000 0.0028749 Long DBT CORP US N 2 2039-01-15 Fixed 6 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CT3 8700000.000000 PA USD 10108817.970000 0.2298999 Long DBT CORP US N 2 2049-01-15 Fixed 4.125 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BG8 35000.000000 PA USD 41562.850000 0.0009452 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.5 N N N N N N PARK PLACE SECURITIES INC 2005-WCW2 N/A 70069FLG0 289470.470000 PA USD 290518.930000 0.0066071 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.76838 N N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAB7 2900000.000000 PA USD 3028579.740000 0.0688775 Long DBT CORP US N 2 2029-07-02 Fixed 3.7 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AW7 60000.000000 PA USD 67506.110000 0.0015353 Long DBT CORP US N 2 2048-03-01 Fixed 3.9 N N N N N N PENN MUTUAL LIFE INSURANCE COMPANY BIYXEJSLUQ3IWFUXX074 707567AC7 1000000.000000 PA USD 1452513.920000 0.0330338 Long DBT CORP US N 2 2040-06-15 Fixed 7.625 N N N N N N PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY N/A 70869PFT9 11500000.000000 PA USD 16478350.000000 0.3747590 Long DBT MUN US N 2 2039-06-15 Fixed 6.532 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448EM6 35000.000000 PA USD 37467.170000 0.0008521 Long DBT CORP US N 2 2049-07-29 Fixed 3.375 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448DP0 135000.000000 PA USD 145826.790000 0.0033165 Long DBT CORP US N 2 2046-10-06 Fixed 3.45 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AX0 44680000.000000 PA 16827217.400000 0.3826931 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 28929000.000000 PA 9999942.360000 0.2274238 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 1000000.000000 PA 362076.370000 0.0082345 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BY7 28400000.000000 PA 9618223.780000 0.2187425 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 B71QWNII2 900000.000000 PA 1312006.180000 0.0298383 Long DBT CORP NL N 2 2026-12-14 Fixed 6.25 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBF5 4735000.000000 PA USD 4945234.000000 0.1124670 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QBR2 5200000.000000 PA USD 4842500.000000 0.1101306 Long DBT CORP MX N 2 2045-01-23 Fixed 6.375 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QBX9 1650000.000000 PA USD 1419660.000000 0.0322866 Long DBT CORP MX N 2 2046-01-23 Fixed 5.625 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCL4 42189000.000000 PA USD 38926102.740000 0.8852772 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QBE1 1950000.000000 PA USD 1672417.500000 0.0380350 Long DBT CORP MX N 2 2044-06-27 Fixed 5.5 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081CY7 5224000.000000 PA USD 8211001.500000 0.1867388 Long DBT CORP US N 2 2039-03-15 Fixed 7.2 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081DT7 3000000.000000 PA USD 4045363.290000 0.0920017 Long DBT CORP US N 2 2040-09-15 Fixed 5.6 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AC3 5600000.000000 PA USD 7716543.410000 0.1754935 Long DBT CORP US N 2 2038-05-16 Fixed 6.375 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AU3 2600000.000000 PA USD 2672087.940000 0.0607700 Long DBT CORP US N 2 2042-08-21 Fixed 3.875 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BL2 5000000.000000 PA USD 5511123.750000 0.1253368 Long DBT CORP US N 2 2044-11-10 Fixed 4.25 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AH7 25000.000000 PA USD 33039.090000 0.0007514 Long DBT CORP US N 2 2042-05-01 Fixed 5.875 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AC2 40000.000000 PA USD 43010.170000 0.0009782 Long DBT CORP US N 2 2045-02-15 Fixed 4.68 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 1900000.000000 PA USD 1992046.470000 0.0453041 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AK1 1000000.000000 PA USD 1034016.000000 0.0235161 Long DBT CORP US N 2 2046-11-01 Fixed 3.64 N N N N N N PINE STREET TRUST II N/A 72284LAA7 3800000.000000 PA USD 4255876.990000 0.0967893 Long DBT CORP US N 2 2049-02-15 Fixed 5.568 N N N N N N PINNACOL ASSURANCE 549300D37RE2C54DGD62 000000000 7000000.000000 PA USD 7526462.020000 0.1711706 Long DBT CORP US Y 3 2034-06-25 Fixed 8.625 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AB3 17016000.000000 PA USD 21689921.020000 0.4932832 Long DBT CORP US N 2 2028-01-15 Fixed 7.2 N N N N N N PIPER JAFFRAY COMPANIES INC QUQDBTUSOAKFEVMRMF78 935MJPII9 6000000.000000 PA USD 6023341.440000 0.1369859 Long DBT CORP US Y 3 2023-10-15 Fixed 5.2 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RAR3 2212000.000000 PA USD 2636355.720000 0.0599573 Long DBT CORP US N 2 2037-01-15 Fixed 6.65 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBC5 1500000.000000 PA USD 1370263.980000 0.0311632 Long DBT CORP US N 2 2043-01-31 Fixed 4.3 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBH4 8200000.000000 PA USD 8269457.440000 0.1880682 Long DBT CORP US N 2 2045-02-15 Fixed 4.9 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBA9 10500000.000000 PA USD 10689259.250000 0.2431006 Long DBT CORP US N 2 2042-06-01 Fixed 5.15 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBE1 2540000.000000 PA USD 2484864.580000 0.0565121 Long DBT CORP US N 2 2044-06-15 Fixed 4.7 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WRQ9 8400000.000000 PA USD 9408504.000000 0.2139730 Long DBT MUN US N 2 2046-08-01 Fixed 5.31 N N N N N N PPL CAPITAL FUNDING N/A 69352PAM5 1700000.000000 PA USD 1768312.550000 0.0402159 Long DBT CORP US N 2 2047-09-15 Fixed 4 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 14000000.000000 PA USD 14509953.220000 0.3299927 Long DBT CORP US N 2 2051-03-13 Fixed 3.7 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCA1 30000.000000 PA USD 35078.480000 0.0007978 Long DBT CORP US N 2 2044-05-15 Fixed 4.6 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AY8 44000.000000 PA USD 47346.170000 0.0010768 Long DBT CORP US N 2 2047-12-07 Fixed 3.905 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BA9 106000.000000 PA USD 114706.600000 0.0026087 Long DBT CORP US N 2 2049-12-07 Fixed 3.935 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 2800000.000000 PA USD 2855787.280000 0.0649478 Long DBT CORP US N 2 2050-03-01 Fixed 3.2 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBX3 25000.000000 PA USD 27414.880000 0.0006235 Long DBT CORP US N 2 2028-09-01 Fixed 3.65 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CH7 2700000.000000 PA USD 3153447.480000 0.0717173 Long DBT CORP US N 2 2048-06-15 Fixed 4.223 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 1000000.000000 PA USD 1239878.000000 0.0281979 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAG2 4300000.000000 PA USD 5506365.000000 0.1252285 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 963TAKII9 5000000.000000 PA USD 4987500.000000 0.1134283 Long LON NUSS QA N 3 2020-12-21 Floating 2.9827 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AV5 65000.000000 PA USD 72830.940000 0.0016564 Long DBT CORP US N 2 2047-05-20 Fixed 4.3 N N N N N N QUICKEN LOANS INC 549300FGXN1K3HLB1R50 74840LAB8 2300000.000000 PA USD 2382225.000000 0.0541778 Long DBT CORP US N 2 2028-01-15 Fixed 5.25 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AU7 4615000.000000 PA USD 4792138.140000 0.1089852 Long DBT CORP US N 2 2025-02-15 Fixed 4.45 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AM5 3365000.000000 PA USD 3379694.180000 0.0768627 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AW3 900000.000000 PA USD 917322.920000 0.0208622 Long DBT CORP US N 2 2034-08-15 Fixed 5.45 N N N N N N RAAC SERIES 2007-RP3 N/A 74978BAA6 120064.340000 PA USD 119212.060000 0.0027112 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.39838 N N N N N N RAAC SERIES 2007-SP1 N/A 74978AAC4 544133.090000 PA USD 546145.510000 0.0124207 Long ABS-MBS CORP US N 2 2037-03-25 Floating 2.49838 N N N N N N RAMP TRUST 2006-RZ5 N/A 749239AE9 1135593.050000 PA USD 1134530.820000 0.0258021 Long ABS-MBS CORP US N 2 2046-08-25 Floating 2.26838 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730AF6 25000.000000 PA USD 29931.970000 0.0006807 Long DBT CORP US N 2 2046-07-15 Fixed 4.95 N N N N N N RBS CAPITAL TRUST II 2138002WRZFLYXSLLG07 74927PAA7 1400000.000000 PA USD 1892625.000000 0.0430430 Long DBT CORP US N 2 2034-01-03 Floating 6.425 N N N N N N RBSSP RESECURITIZATION TRUST 2014-1 N/A 74932TAB0 1395251.330000 PA USD 1381810.040000 0.0314258 Long ABS-MBS CORP US N 2 2036-11-26 Floating 2.30525 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAW3 1100000.000000 PA USD 1260035.260000 0.0286564 Long DBT CORP US N 2 2047-02-01 Fixed 4.4 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAY9 500000.000000 PA USD 603316.760000 0.0137209 Long DBT CORP US N 2 2049-03-15 Fixed 4.65 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 32402.000000 NS USD 405025.000000 0.0092113 Long EC CORP US Y 3 N N N RESIDENTIAL ACCREDIT LOANS 2005-QA2 N/A 76110HT90 601947.390000 PA USD 529584.950000 0.0120441 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.30101 Y N N N N N RESIDENTIAL ACCREDIT LOANS 2005-QA3 N/A 76110H2K4 164372.650000 PA USD 149047.050000 0.0033897 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.83264 Y N N N N N RESIDENTIAL ASSET SECURITIES 2005-KS9 N/A 754058AF2 150471.750000 PA USD 151063.070000 0.0034356 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.47838 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-SA1 N/A 76111XG72 406490.390000 PA USD 380589.350000 0.0086556 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.7814 Y N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AT3 660000.000000 PA USD 836653.180000 0.0190276 Long DBT CORP US N 2 2037-06-15 Fixed 7.25 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 1500000.000000 PA USD 1663303.040000 0.0378277 Long DBT CORP US N 2 2045-08-15 Fixed 5.85 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AZ9 500000.000000 PA USD 567454.370000 0.0129053 Long DBT CORP US N 2 2043-09-15 Fixed 6.15 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 3010555.410000 PA USD 3371852.160000 0.0766844 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A 76716XAC6 4600000.000000 PA USD 5278500.000000 0.1200463 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 6000000.000000 PA USD 5979339.180000 0.1359852 Long DBT CORP US N 2 2029-07-15 Fixed 4.95 N N N N N N ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 774341AK7 1200000.000000 PA USD 1281692.480000 0.0291489 Long DBT CORP US N 2 2027-03-15 Fixed 3.5 N N N N N N ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 774341AL5 700000.000000 PA USD 820512.810000 0.0186605 Long DBT CORP US N 2 2047-04-15 Fixed 4.35 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097AH4 700000.000000 PA USD 969500.000000 0.0220489 Long DBT CORP GB N 2 2031-09-30 Floating 7.648 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 2800000.000000 PA USD 3005380.000000 0.0683499 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y Royal Bank of Scotland Group plc GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780099CJ4 2600000.000000 PA USD 2661750.000000 0.0605349 Long DBT CORP GB N 2 2020-08-10 Floating 7.5 N N N N Y Royal Bank of Scotland Group plc GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 4100000.000000 PA USD 4592912.620000 0.1044543 Long DBT CORP GB N 2 2030-01-27 Floating 5.076 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 2100000.000000 PA USD 2197535.210000 0.0499775 Long DBT CORP GB N 2 2025-03-22 Floating 4.269 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 5200000.000000 PA USD 5725647.670000 0.1302156 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 3900000.000000 PA USD 4180494.750000 0.0950749 Long DBT CORP GB N 2 2030-05-08 Floating 4.445 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 5700000.000000 PA USD 5886266.080000 0.1338684 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAN4 35000.000000 PA USD 44475.200000 0.0010115 Long DBT CORP US N 2 2048-05-15 Fixed 4.5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AV8 1300000.000000 PA USD 1491354.670000 0.0339171 Long DBT CORP US N 2 2026-06-30 Fixed 5.875 N N N N N N SABRA HEALTH CARE LP / SABRA CAPITAL CORP N/A 78572XAF8 1300000.000000 PA USD 1375023.000000 0.0312715 Long DBT CORP US N 2 2024-06-01 Fixed 4.8 N N N N N N SACRAMENTO MUNICIPAL UTILITY DISTRICT E3GSVR6ZOU1MX2V7HF33 786005PM4 300000.000000 PA USD 427551.000000 0.0097236 Long DBT MUN US N 2 2036-05-15 Fixed 6.322 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BW3 1200000.000000 PA USD 1369484.750000 0.0311455 Long DBT CORP US N 2 2048-05-15 Fixed 4.15 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BV5 1400000.000000 PA USD 1492701.010000 0.0339478 Long DBT CORP US N 2 2047-06-01 Fixed 3.75 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BX1 1000000.000000 PA USD 1132978.070000 0.0257668 Long DBT CORP US N 2 2049-06-15 Fixed 4.1 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BM5 2700000.000000 PA USD 3142773.270000 0.0714745 Long DBT CORP US N 2 2040-08-15 Fixed 4.5 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 2000000.000000 PA USD 2200840.000000 0.0500526 Long DBT CORP KY N 2 2025-08-08 Fixed 5.125 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 1300000.000000 PA USD 1467538.890000 0.0333755 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI0CTJV0 600000.000000 PA 781573.730000 0.0177749 Long DBT CORP GB N 2 2022-06-24 Floating 7.375 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI0TF455 700000.000000 PA 900251.200000 0.0204740 Long DBT CORP GB N 2 2024-06-24 Floating 6.75 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAJ4 3000000.000000 PA USD 3215756.070000 0.0731344 Long DBT CORP GB N 2 2024-11-15 Floating 4.796 N N N N N N SAPPHIRE AVIATION FINANCE I LIMITED 2018-1A N/A 80306AAA8 2541068.160000 PA USD 2604264.270000 0.0592275 Long ABS-O CORP KY N 2 2040-03-15 Fixed 4.25 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 2700000.000000 PA USD 2987179.860000 0.0679360 Long DBT CORP US N 2 2028-09-27 Fixed 6.5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAJ8 1200000.000000 PA USD 1447188.000000 0.0329127 Long DBT NUSS SA N 2 2049-04-17 Fixed 5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAF6 2500000.000000 PA USD 2845625.000000 0.0647166 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625 N N N N N N SAUDI ELECTRICITY GLOBAL SUKUK COMPANY -3 549300BJ6IA5S2UFVN71 80413MAB0 5100000.000000 PA USD 6132591.900000 0.1394705 Long DBT CORP KY N 2 2044-04-08 Fixed 5.5 N N N N N N SAXON ASSET SECURITIES TRUST 2004-1 N/A 805564PN5 569749.410000 PA USD 557416.100000 0.0126770 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.81338 Y N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 85000.000000 PA USD 109819.720000 0.0024976 Long DBT CORP US N 2 2046-11-30 Fixed 4.9 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A L8084MAB6 11985000.000000 PA USD 12900510.180000 0.2933899 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 11100000.000000 PA USD 11878242.090000 0.2701410 Long DBT CORP US N 2 2045-05-14 Fixed 4.7 N N N N N N SCRIPPS (E.W. SCRIPPS COMPANY) 549300U1OW41QPKYW028 26928BAK5 895500.000000 PA USD 897626.810000 0.0204143 Long LON CORP US N 2 2026-05-01 Floating 4.7935 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 7000000.000000 PA USD 7267720.460000 0.1652862 Long DBT CORP US N 2 2046-05-14 Fixed 4.45 N N N N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300AH0 1700000.000000 PA USD 1999803.260000 0.0454805 Long DBT CORP US N 2 2049-03-01 Fixed 5.375 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 925000.000000 PA USD 981576.340000 0.0223235 Long DBT CORP US N 2 2048-02-01 Fixed 4 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BA6 1268000.000000 PA USD 1303609.870000 0.0296474 Long DBT CORP US N 2 2027-06-15 Fixed 3.25 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 2935000.000000 PA USD 3782901.660000 0.0860327 Long DBT CORP US N 2 2039-10-15 Fixed 6 N N N N N N SEQUOIA MORTGAGE TRUST 2004-4 N/A 81744FBF3 775986.890000 PA USD 786904.870000 0.0178962 Long ABS-MBS CORP US N 2 2034-05-20 Floating 3.15363 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 2170000.000000 PA USD 2243936.410000 0.0510327 Long DBT CORP US N 2 2042-11-06 Fixed 4.4 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBD0 2445000.000000 PA USD 2703422.170000 0.0614826 Long DBT CORP US N 2 2048-11-14 Fixed 4.875 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582BQ4 110000.000000 PA USD 127457.160000 0.0028987 Long DBT CORP NL N 2 2046-05-10 Fixed 4 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582AT9 1000000.000000 PA USD 1076740.010000 0.0244878 Long DBT CORP NL N 2 2042-08-21 Fixed 3.625 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582AY8 120000.000000 PA USD 147298.400000 0.0033499 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582BY7 165000.000000 PA USD 184559.790000 0.0041974 Long DBT CORP NL N 2 2046-09-12 Fixed 3.75 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 82481LAD1 40000.000000 PA USD 41313.050000 0.0009396 Long DBT CORP IE N 2 2026-09-23 Fixed 3.2 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 Y7758EEC1 2300000.000000 PA USD 2323914.160000 0.0528516 Long DBT CORP IN N 2 2022-10-24 Fixed 5.95 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 82620KAT0 1000000.000000 PA USD 1162749.760000 0.0264438 Long DBT CORP NL N 2 2047-03-16 Fixed 4.2 N N N N N N ABU DHABI CRUDE OIL PIPELINE LLC 549300DONDFW2383FV66 M0R52WAB9 1400000.000000 PA USD 1636488.000000 0.0372178 Long DBT CORP AE N 2 2047-11-02 Fixed 4.6 N N N N N N SL GREEN REALTY CORP 549300VQZPJU97H3GT17 75625AAD6 2800000.000000 PA USD 2949386.800000 0.0670764 Long DBT CORP US N 2 2022-12-01 Fixed 4.5 N N N N N N SLM STUDENT LOAN TRUST 2008-9 N/A 78445JAA5 2777329.400000 PA USD 2795285.390000 0.0635718 Long ABS-O CORP US N 2 2023-04-25 Floating 3.7755 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBU2 400000.000000 PA USD 407860.000000 0.0092758 Long DBT CORP FR N 2 2028-04-06 Floating 6.75 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBV0 4800000.000000 PA USD 5055432.000000 0.1149732 Long DBT CORP FR N 2 2023-10-04 Floating 7.375 N N N N N N SOUTH AFRICA GOVT N/A 836205BB9 9000000.000000 PA USD 8966763.000000 0.2039267 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N ACE SECURITIES CORP 2004-RM2 N/A 004421JX2 975204.310000 PA USD 977255.940000 0.0222253 Long ABS-MBS CORP US N 2 2035-01-25 Floating 2.81338 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CS9 3640000.000000 PA USD 4329038.350000 0.0984532 Long DBT CORP US N 2 2049-01-15 Fixed 4.3 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CT7 3500000.000000 PA USD 3971013.100000 0.0903108 Long DBT CORP US N 2 2050-02-15 Fixed 3.95 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CK6 1600000.000000 PA USD 1732104.430000 0.0393924 Long DBT CORP US N 2 2042-09-15 Fixed 3.75 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CJ9 300000.000000 PA USD 373678.550000 0.0084984 Long DBT CORP US N 2 2040-11-15 Fixed 5.125 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 2000000.000000 PA USD 2132053.420000 0.0484882 Long DBT CORP US N 2 2042-03-15 Fixed 4.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FW8 5000000.000000 PA USD 5263613.500000 0.1197078 Long DBT CORP US N 2 2043-03-15 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 1700000.000000 PA USD 1852365.880000 0.0421274 Long DBT CORP US N 2 2048-03-01 Fixed 4.125 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 13200000.000000 PA USD 14223870.140000 0.3234865 Long DBT CORP US N 2 2047-04-01 Fixed 4 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FT5 3800000.000000 PA USD 3850258.150000 0.0875645 Long DBT CORP US N 2 2041-12-01 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 1000000.000000 PA USD 1234560.850000 0.0280770 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CW5 3640000.000000 PA USD 3952171.240000 0.0898823 Long DBT CORP US N 2 2036-07-01 Fixed 4.25 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CX3 35000.000000 PA USD 39149.050000 0.0008903 Long DBT CORP US N 2 2046-07-01 Fixed 4.4 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 843452AY9 1400000.000000 PA USD 1836424.530000 0.0417649 Long DBT CORP US N 2 2031-02-15 Fixed 7.35 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 84346LAA8 65000.000000 PA USD 72197.150000 0.0016419 Long DBT CORP US N 2 2047-03-15 Fixed 4.8 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AH3 65000.000000 PA USD 74322.390000 0.0016903 Long DBT CORP US N 2 2041-09-15 Fixed 5.15 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AU4 85000.000000 PA USD 94162.080000 0.0021415 Long DBT CORP US N 2 2046-12-15 Fixed 4.95 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 8200000.000000 PA USD 11056469.590000 0.2514518 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BR3 30000.000000 PA USD 32676.600000 0.0007431 Long DBT CORP US N 2 2047-08-15 Fixed 3.7 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAG4 1675000.000000 PA USD 1825683.720000 0.0415206 Long DBT CORP US N 2 2045-03-15 Fixed 4.5 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAE9 20000.000000 PA USD 25396.920000 0.0005776 Long DBT CORP US N 2 2043-09-25 Fixed 5.95 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 9400000.000000 PA USD 10133224.910000 0.2304549 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A N/A 84858DAA6 239423.240000 PA USD 252675.320000 0.0057465 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAC2 2000000.000000 PA USD 2139757.940000 0.0486635 Long DBT CORP US N 2 2026-09-15 Fixed 4.45 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAE5 4969000.000000 PA USD 5314842.400000 0.1208728 Long DBT CORP US N 2 2021-09-15 Fixed 7.25 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAE0 4300000.000000 PA USD 4676250.000000 0.1063496 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N SPRTE 2017-1 N/A 85208HAA1 1751735.220000 PA USD 1783924.930000 0.0405709 Long ABS-O CORP KY N 2 2037-12-15 Fixed 4.25 N N N N N N SS&C EUROPEAN HOLDINGS SARL N/A 78466DBE3 873337.850000 PA USD 878068.720000 0.0199695 Long LON CORP LU N 2 2025-04-16 Floating 4.2935 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 1322190.890000 PA USD 1329353.200000 0.0302328 Long LON CORP US N 2 2025-04-16 Floating 4.2935 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAN9 5890000.000000 PA USD 6690256.920000 0.1521532 Long DBT CORP US N 2 2047-06-15 Fixed 4.5 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BP4 2000000.000000 PA USD 2155735.740000 0.0490268 Long DBT CORP GB N 2 2030-05-21 Floating 4.305 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 1405000.000000 PA USD 1457561.050000 0.0331486 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 2500000.000000 PA USD 2594500.000000 0.0590054 Long DBT CORP US N 2 2027-02-15 Fixed 5 N N N N N N STANFORD UNIVERSITY JIUV0DC2REIJXQ26CR37 85440KAA2 25000.000000 PA USD 29307.560000 0.0006665 Long DBT CORP US N 2 2048-05-01 Fixed 3.647 N N N N N N STANLEY BLACK & DECKER INC 549300DJ09SMTO561131 854502AA9 55000.000000 PA USD 68901.280000 0.0015670 Long DBT CORP US N 2 2040-09-01 Fixed 5.2 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAK5 7000000.000000 PA USD 7285926.200000 0.1657002 Long DBT CORP US N 2 2026-09-15 Fixed 3.4 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AU3 2000000.000000 PA USD 2325348.300000 0.0528842 Long DBT CORP US N 2 2049-08-15 Fixed 4.45 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AS8 40000.000000 PA USD 46567.710000 0.0010591 Long DBT CORP US N 2 2048-11-15 Fixed 4.5 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 1253571.410000 PA USD 1279429.450000 0.0290974 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N STATE OF RIO DE JANEIRO N/A 932RBYII0 6700000.000000 PA USD 6775629.270000 0.1540948 Long LON NUSS BR N 3 2020-12-20 Fixed 6.0244 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BA0 2000000.000000 PA USD 2072500.000000 0.0471338 Long DBT CORP US N 2 2023-12-15 Floating 5.625 N N N N N N STEARNS HOLDINGS LLC 549300B7MV13XJXKBZ36 85800TAA7 2502000.000000 PA USD 1207215.000000 0.0274551 Long DBT CORP US N 2 2020-08-15 Fixed 9.375 Y Y N N N N STICHTING AK RABOBANK CERTIFICATEN DG3RU1DBUFHT4ZF9WN62 BJBQCWII7 6495000.000000 PA 8923366.140000 0.2029397 Long DBT CORP NL N 2 2049-12-29 Variable 6.5 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2004-2 N/A 86359BLE9 16938.740000 PA USD 17118.360000 0.0003893 Long ABS-MBS CORP US N 2 2034-03-25 Floating 4.12216 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AJ0 11900000.000000 PA USD 14603702.020000 0.3321248 Long DBT CORP US N 2 2046-03-15 Fixed 4.625 N N N N N N STUDIO CITY FINANCE LIMITED 254900D6R731QAUIG324 86389QAB8 4700000.000000 PA USD 4958500.000000 0.1127687 Long DBT CORP VG N 2 2024-02-11 Fixed 7.25 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 2300000.000000 PA USD 2355175.940000 0.0535626 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI17KTB6 5300000.000000 PA USD 5409164.050000 0.1230180 Long DBT CORP KY N 2 2021-01-15 Fixed 8.375 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 BFZ4S2II7 1900000.000000 PA USD 1941529.230000 0.0441552 Long DBT CORP KY N 2 2020-07-27 Fixed 8.625 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI124NW7 300000.000000 PA USD 301143.530000 0.0068488 Long DBT CORP KY N 2 2021-07-19 Fixed 7.35 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5493006LL0CKP8WQW329 86765BAQ2 65000.000000 PA USD 69801.000000 0.0015874 Long DBT CORP US N 2 2045-05-15 Fixed 5.35 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 1400000.000000 PA USD 1525300.000000 0.0346891 Long DBT CORP AT N 2 2029-01-15 Fixed 6 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAB8 6340000.000000 PA USD 7243450.000000 0.1647342 Long DBT CORP AT N 2 2047-03-16 Fixed 7 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAJ3 4300000.000000 PA USD 4452440.930000 0.1012597 Long DBT CORP NL N 2 2048-04-24 Fixed 5.676 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AU0 3400000.000000 PA USD 3984581.790000 0.0906194 Long DBT CORP JP N 2 2028-11-26 Fixed 5 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BF8 5100000.000000 PA USD 6169570.830000 0.1403115 Long DBT CORP US N 2 2049-06-15 Fixed 4.45 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBF2 50000.000000 PA USD 55019.760000 0.0012513 Long DBT CORP US N 2 2046-04-15 Fixed 3.625 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BF3 3500000.000000 PA USD 3977720.290000 0.0904633 Long DBT CORP US N 2 2047-05-15 Fixed 4.27 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BE6 4000000.000000 PA USD 4188604.840000 0.0952594 Long DBT CORP US N 2 2054-09-15 Floating 4.375 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BC0 371000.000000 PA USD 549393.540000 0.0124946 Long DBT CORP US N 2 2039-12-16 Fixed 6.85 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAU7 1900000.000000 PA USD 2216748.070000 0.0504144 Long DBT CORP ES N 2 2047-03-08 Fixed 5.213 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAW3 7000000.000000 PA USD 7838909.610000 0.1782765 Long DBT CORP ES N 2 2048-03-06 Fixed 4.895 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAX1 5400000.000000 PA USD 6591139.240000 0.1498990 Long DBT CORP ES N 2 2049-03-01 Fixed 5.52 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAN6 1600000.000000 PA USD 1717773.100000 0.0390665 Long DBT CORP KY N 2 2029-04-11 Fixed 3.975 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAQ9 600000.000000 PA USD 720125.900000 0.0163775 Long DBT CORP KY N 2 2049-04-11 Fixed 4.525 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAH7 400000.000000 PA USD 429645.590000 0.0097712 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AW9 1275000.000000 PA USD 1767571.350000 0.0401990 Long DBT CORP US N 2 2032-06-15 Fixed 8.375 N N N N N N TENNESSEE STATE SCHOOL BOND AUTHORITY N/A 8805577X5 3610000.000000 PA USD 4278680.300000 0.0973079 Long DBT MUN US N 2 2027-09-15 Fixed 4.848 N N N N N N TESCO PROPERTY FIN 1 PLC 2138005QTX8CMPSEOS15 B60ZTRII0 3223794.340000 PA 5817446.230000 0.1323033 Long DBT CORP GB N 2 2039-07-13 Fixed 7.6227 N N N N N N AECOM (AKA: AECOM TECHNOLOGY CORP) 0EEB8GF0W0NPCIHZX097 00766WAT0 884416.670000 PA USD 888654.790000 0.0202102 Long LON CORP US N 2 2025-03-13 Floating 3.8036 N N N N N N TESCO PROPERTY FINANCE 3 PLC 213800HCQGDQGFP75D78 989XYDII0 96740.530000 PA 154817.610000 0.0035209 Long DBT CORP GB N 2 2040-04-13 Fixed 5.744 N N N N N N TESCO PROPERTY FINANCE 5 PLC 213800BN1HYPUZMXAF92 ACI01EQ39 49095.470000 PA 78016.390000 0.0017743 Long DBT CORP GB N 2 2041-10-13 Fixed 5.6611 N N N N N N TESCO PROPERTY FINANCE 6 PLC 213800FORYFOB97FHO66 B9JST3II3 765893.660000 PA 1200393.660000 0.0273000 Long DBT CORP GB N 2 2044-07-13 Fixed 5.4111 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 88165FAF9 600000.000000 PA USD 557250.000000 0.0126733 Long DBT CORP IL N 2 2021-11-10 Fixed 3.65 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 88165FAG7 500000.000000 PA USD 430625.000000 0.0097935 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 933THVII5 1450000.000000 PA 1473265.480000 0.0335058 Long DBT CORP NL N 2 2022-04-15 Fixed 3.25 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 BWK1Q1II6 500000.000000 PA 458604.230000 0.0104298 Long DBT CORP NL N 2 2023-03-31 Fixed 1.25 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 ACI0NSTF4 3500000.000000 PA 2871465.430000 0.0653043 Long DBT CORP NL N 2 2024-10-15 Fixed 1.125 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 ACI0NSTJ6 100000.000000 PA 72484.750000 0.0016485 Long DBT CORP NL N 2 2028-10-15 Fixed 1.625 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAL5 600000.000000 PA USD 519375.000000 0.0118119 Long DBT CORP NL N 2 2024-04-15 Fixed 6 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAC5 4000000.000000 PA USD 3670000.000000 0.0834650 Long DBT CORP NL N 2 2021-07-21 Fixed 2.2 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAD3 2000000.000000 PA USD 1622500.000000 0.0368997 Long DBT CORP NL N 2 2023-07-21 Fixed 2.8 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAE1 2000000.000000 PA USD 1405000.000000 0.0319532 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15 N N N N N N TEXAS EASTERN TRANSMISSION LP 549300SIOULUXXIDGA69 882389CC1 1000000.000000 PA USD 1369360.710000 0.0311427 Long DBT CORP US N 2 2032-07-15 Fixed 7 N N N N N N TEXAS EASTERN TRANSMISSION LP 549300SIOULUXXIDGA69 882384AE0 7000000.000000 PA USD 7387078.580000 0.1680007 Long DBT CORP US N 2 2048-01-15 Fixed 4.15 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) N/A 00108WAJ9 1600000.000000 PA USD 1845370.930000 0.0419684 Long DBT CORP US N 2 2049-05-01 Fixed 4.15 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315AS2 500000.000000 PA USD 581658.150000 0.0132284 Long DBT CORP US N 2 2047-04-15 Fixed 4.125 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556BG6 900000.000000 PA USD 1149926.380000 0.0261522 Long DBT CORP US N 2 2044-02-01 Fixed 5.3 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 1400000.000000 PA USD 1683979.770000 0.0382979 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 4984000.000000 PA USD 6090589.840000 0.1385153 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 6900000.000000 PA USD 8813242.210000 0.2004352 Long DBT CORP US N 2 2038-07-01 Fixed 7.3 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBC1 800000.000000 PA 1170017.560000 0.0266091 Long DBT CORP US N 2 2042-07-15 Fixed 5.25 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 6225000.000000 PA USD 6721708.500000 0.1528685 Long DBT CORP US N 2 2041-09-01 Fixed 5.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 20000.000000 PA USD 19711.010000 0.0004483 Long DBT CORP US N 2 2042-09-15 Fixed 4.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 2641000.000000 PA USD 2960630.220000 0.0673322 Long DBT CORP US N 2 2040-11-15 Fixed 5.875 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAA1 1025000.000000 PA USD 1061613.000000 0.0241437 Long DBT MUN US N 2 2047-06-01 Fixed 7.467 N N N N N N TOBACCO SETTLEMENT FING CORP VA N/A 88880NAT6 3105000.000000 PA USD 2992133.250000 0.0680486 Long DBT MUN US N 2 2046-06-01 Fixed 6.706 N N N N N N TOTAL CAPITAL INTERNATIONAL 549300U37G2I8G4RUG09 89153VAU3 80000.000000 PA USD 84907.590000 0.0019310 Long DBT CORP FR N 2 2049-07-12 Fixed 3.461 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 935YHEII0 11000000.000000 PA USD 11001607.100000 0.2502041 Long LON CORP US N 3 2021-03-29 Floating 2.9344 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 891930DF3 5600000.000000 PA USD 5596522.460000 0.1272790 Long LON CORP US N 3 2019-11-08 Floating 2.6796 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 8935268Z9 1925000.000000 PA USD 2870905.400000 0.0652916 Long DBT CORP CA N 2 2039-01-15 Fixed 7.625 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAZ2 4110000.000000 PA USD 4945312.580000 0.1124688 Long DBT CORP CA N 2 2049-03-15 Fixed 5.1 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAY5 9400000.000000 PA USD 10950685.480000 0.2490460 Long DBT CORP CA N 2 2048-05-15 Fixed 4.875 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AH6 3400000.000000 PA USD 4307526.810000 0.0979640 Long DBT CORP US N 2 2026-02-01 Fixed 7.85 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AM5 4440000.000000 PA USD 4927338.440000 0.1120600 Long DBT CORP US N 2 2048-03-15 Fixed 4.6 N N N N N N TRANSOCEAN GUARDIAN LIMITED N/A 893800AA0 1246000.000000 PA USD 1258460.000000 0.0286205 Long DBT CORP KY N 2 2024-01-15 Fixed 5.875 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BE8 2100000.000000 PA USD 2186625.000000 0.0497293 Long DBT CORP KY N 2 2023-07-15 Fixed 9 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BK4 600000.000000 PA USD 531000.000000 0.0120763 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25 N N N N N N TRANSOCEAN POSEIDON LIMITED N/A 89383JAA6 1700000.000000 PA USD 1759500.000000 0.0400154 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAN9 1000000.000000 PA USD 1153212.000000 0.0262269 Long DBT CORP US N 2 2048-03-07 Fixed 4.05 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAP4 30000.000000 PA USD 35107.630000 0.0007984 Long DBT CORP US N 2 2049-03-04 Fixed 4.1 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAM1 95000.000000 PA USD 109022.230000 0.0024794 Long DBT CORP US N 2 2047-05-30 Fixed 4 N N N N N N TRAVERSE MIDSTREAM PARTNERS LLC 549300DHTM8B2X5QMJ22 89435TAB0 359333.320000 PA USD 318908.320000 0.0072528 Long LON CORP US N 3 2024-09-27 Floating 6.05 N N N N N N TTX COMPANY 549300I8CNSYS1OGX775 87305QCN9 1800000.000000 PA USD 2219794.690000 0.0504837 Long DBT CORP US N 2 2049-02-01 Fixed 4.6 N N N N N N TYCO ELECTRONICS GROUP SA C33G1C5SYE2YM95EE712 902133AG2 55000.000000 PA USD 79432.500000 0.0018065 Long DBT CORP LU N 2 2037-10-01 Fixed 7.125 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BD4 200000.000000 PA USD 224803.950000 0.0051126 Long DBT CORP US N 2 2047-06-02 Fixed 4.55 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494AZ6 2700000.000000 PA USD 3190446.980000 0.0725588 Long DBT CORP US N 2 2034-08-15 Fixed 4.875 N N N N N N UBS AG/STAMFORD CT BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 13050000.000000 PA USD 14734689.750000 0.3351038 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 90351DAB3 6600000.000000 PA USD 7136854.630000 0.1623100 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 ACI0BSPY0 3600000.000000 PA USD 3958416.000000 0.0900243 Long DBT CORP CH N 2 2025-02-19 Floating 7 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 700000.000000 PA USD 788996.080000 0.0179437 Long DBT CORP US N 2 2029-01-26 Fixed 4.4 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAK6 600000.000000 PA USD 649342.750000 0.0147677 Long DBT CORP US N 2 2025-10-01 Fixed 4 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724BM3 1000000.000000 PA USD 1007527.000000 0.0229137 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.375 N N N N N N UMBS PASS THRU POOLS N/A 01F0226B6 47000000.000000 PA USD 46747729.380000 1.0631606 Long ABS-MBS USGSE US N 2 2049-11-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0306B9 45500000.000000 PA USD 46168280.800000 1.0499824 Long ABS-MBS USGSE US N 2 2049-11-13 Fixed 3 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAZ1 40000.000000 PA USD 39018.750000 0.0008874 Long DBT CORP US N 2 2047-08-15 Fixed 3.875 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAM0 25000.000000 PA USD 25142.980000 0.0005718 Long DBT CORP US N 2 2042-11-15 Fixed 4.125 N N N N N N UMBS PASS THRU POOLS N/A 01F0326B5 156500000.000000 PA USD 160605066.990000 3.6525619 Long ABS-MBS USGSE US N 2 2049-11-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0326C3 55000000.000000 PA USD 56437383.750000 1.2835276 Long ABS-MBS USGSE US N 2 2049-12-12 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0406A0 16300000.000000 PA USD 16917617.270000 0.3847490 Long ABS-MBS USGSE US N 2 2049-10-10 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0406B8 49200000.000000 PA USD 51089202.760000 1.1618965 Long ABS-MBS USGSE US N 2 2049-11-13 Fixed 4 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 BZ11WTII2 2200000.000000 PA 2507078.680000 0.0570173 Long DBT CORP IT N 2 2023-06-03 Floating 6.625 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AJ8 2600000.000000 PA USD 2789950.280000 0.0634505 Long DBT CORP IT N 2 2022-01-14 Fixed 6.572 N N N N N N AGL CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAC2 3400000.000000 PA USD 3845682.950000 0.0874605 Long DBT CORP US N 2 2047-05-30 Fixed 4.4 N N N N N N AGL CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAB4 50000.000000 PA USD 52613.500000 0.0011966 Long DBT CORP US N 2 2046-10-01 Fixed 3.95 N N N N N N UNIGEL LUXEMBOURG SA N/A 904752AB8 2200000.000000 PA USD 2200000.000000 0.0500335 Long DBT CORP LU N 2 2026-10-01 Fixed 8.75 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 35000.000000 PA USD 36755.610000 0.0008359 Long DBT CORP US N 2 2055-02-01 Fixed 3.875 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FC7 3300000.000000 PA USD 3855170.550000 0.0876762 Long DBT CORP US N 2 2049-03-01 Fixed 4.3 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FE3 3000000.000000 PA USD 3214539.390000 0.0731067 Long DBT CORP US N 2 2059-08-15 Fixed 3.95 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EW4 90000.000000 PA USD 107227.100000 0.0024386 Long DBT CORP US N 2 2048-09-10 Fixed 4.5 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EM6 40000.000000 PA USD 43103.730000 0.0009803 Long DBT CORP US N 2 2051-10-01 Fixed 3.799 N N N N N N UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 909319AA3 51932.720000 PA USD 56219.640000 0.0012786 Long DBT CORP US N 2 2027-02-15 Fixed 4.3 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 4382905.580000 PA USD 4555186.640000 0.1035964 Long DBT CORP US N 2 2030-01-07 Fixed 3.45 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 4404000.000000 PA USD 4891275.300000 0.1112399 Long DBT CORP US N 2 2031-08-25 Fixed 4.55 N N N N N N UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 90931CAA6 2500000.000000 PA USD 2734711.500000 0.0621942 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 4700000.000000 PA USD 4689747.510000 0.1066566 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FE8 2250000.000000 PA USD 1209306.800000 0.0275027 Long DBT UST US N 2 2048-08-15 None 0 N N N N N N AIM AVIATION FINANCE LIMITED 2015-1A N/A 001406AA5 2486885.390000 PA USD 2516743.930000 0.0572371 Long ABS-O CORP KY N 2 2040-02-15 Variable 4.213 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V49 24852906.000000 PA USD 25171740.200000 0.5724685 Long DBT UST US N 2 2027-01-15 Fixed 0.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128283R9 6251001.000000 PA USD 6406605.730000 0.1457023 Long DBT UST US N 2 2028-01-15 Fixed 0.5 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00914AAA0 290000.000000 PA USD 307429.110000 0.0069917 Long DBT CORP US N 2 2024-02-01 Fixed 4.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 17872886.800000 PA USD 20247839.220000 0.4604866 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828XL9 16552458.000000 PA USD 16794332.780000 0.3819452 Long DBT UST US N 2 2025-07-15 Fixed 0.375 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XBF0 600000.000000 PA USD 661659.790000 0.0150478 Long DBT CORP US N 2 2028-10-01 Fixed 4.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286B1 28790000.000000 PA USD 31172485.070000 0.7089405 Long DBT UST US N 2 2029-02-15 Fixed 2.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RK6 24000000.000000 PA USD 25852031.280000 0.5879400 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SA7 415000.000000 PA USD 493242.090000 0.0112176 Long DBT UST US N 2 2048-02-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SF6 401746000.000000 PA USD 479490126.270000 10.9048075 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128286T2 28140000.000000 PA USD 29895452.270000 0.6798975 Long DBT UST US N 2 2029-05-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RM2 240000.000000 PA USD 282839.060000 0.0064325 Long DBT UST US N 2 2045-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RS9 59539000.000000 PA USD 64186995.980000 1.4597732 Long DBT UST US N 2 2046-05-15 Fixed 2.5 N N N N N N AIRCRAFT CERTIFICATE OWNER TRUST 2003-1 N/A 009325AE1 1562641.930000 PA USD 1619365.830000 0.0368284 Long ABS-O CORP US N 2 2022-09-20 Fixed 7.001 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 36887000.000000 PA USD 43065572.500000 0.9794191 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128284V9 10900000.000000 PA USD 11988722.630000 0.2726536 Long DBT UST US N 2 2028-08-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828YB0 15715000.000000 PA USD 15648702.340000 0.3558907 Long DBT UST US N 2 2029-08-15 Fixed 1.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SD1 181500000.000000 PA USD 216055897.530000 4.9136528 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FL7 35000.000000 PA USD 39788.110000 0.0009049 Long DBT CORP US N 2 2044-08-15 Fixed 4.15 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RJ9 23400000.000000 PA USD 27510996.010000 0.6256690 Long DBT UST US N 2 2044-11-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RZ3 10000.000000 PA USD 11337.890000 0.0002579 Long DBT UST US N 2 2047-11-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SE9 555000.000000 PA USD 707841.790000 0.0160981 Long DBT UST US N 2 2048-11-15 Fixed 3.375 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CW7 1200000.000000 PA USD 1431262.640000 0.0325505 Long DBT CORP US N 2 2038-11-16 Fixed 4.45 N N N N N N UNITED TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CX5 2610000.000000 PA USD 3270986.550000 0.0743904 Long DBT CORP US N 2 2048-11-16 Fixed 4.625 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 9238000.000000 PA USD 11212859.640000 0.2550085 Long DBT CORP US N 2 2035-07-15 Fixed 4.625 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCR1 7240000.000000 PA USD 8803030.060000 0.2002030 Long DBT CORP US N 2 2045-07-15 Fixed 4.75 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 170000.000000 PA USD 180719.370000 0.0041100 Long DBT CORP US N 2 2049-08-15 Fixed 3.7 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 4500000.000000 PA USD 4770485.510000 0.1084928 Long DBT CORP US N 2 2059-08-15 Fixed 3.875 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDF6 200000.000000 PA USD 214267.160000 0.0048730 Long DBT CORP US N 2 2047-10-15 Fixed 3.75 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHA6 40000.000000 PA USD 52603.200000 0.0011963 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AA4 40000.000000 PA USD 60665.720000 0.0013797 Long DBT CORP US N 2 2111-10-01 Fixed 5.25 N N N N N N UNIVERSITY TEX UNIV REVS TEHUYFNKZR6XVWLGEU86 91514AGU3 45000.000000 PA USD 48983.850000 0.0011140 Long DBT MUN US N 2 2047-08-15 Fixed 3.354 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AS1 1900000.000000 PA USD 1857250.000000 0.0422385 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAA1 1500000.000000 PA USD 1514608.400000 0.0344460 Long DBT CORP US N 2 2026-09-23 Fixed 2.75 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAN6 400000.000000 PA USD 416694.780000 0.0094767 Long DBT CORP US N 2 2029-06-15 Fixed 4 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAP1 8100000.000000 PA USD 7783355.690000 0.1770130 Long DBT CORP US N 2 2049-12-15 Fixed 4.5 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 2200000.000000 PA USD 2319164.500000 0.0527436 Long DBT CORP US N 2 2049-09-23 Fixed 3.8 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973AZ9 3600000.000000 PA USD 3861360.000000 0.0878170 Long DBT CORP US N 2 2027-04-15 Floating 5.3 N N N N N N US FOODS INC (AKA: US FOODSERVICE INC) 5493000JOOFAOUY1JZ87 90351HAB4 494884.920000 PA USD 497101.510000 0.0113053 Long LON CORP US N 2 2023-06-27 Floating 4.0435 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 3500000.000000 PA USD 4051250.000000 0.0921356 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 6639000.000000 PA USD 8444808.000000 0.1920561 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 400000.000000 PA USD 511504.000000 0.0116329 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N VALE SA 254900SMTWBX7RU2SR20 ACI026KA5 2000000.000000 PA 2365926.130000 0.0538071 Long DBT CORP BR N 2 2023-01-10 Fixed 3.75 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YAW0 2700000.000000 PA USD 2872736.820000 0.0653332 Long DBT CORP US N 2 2029-04-01 Fixed 4 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAQ0 500000.000000 PA USD 598678.850000 0.0136155 Long DBT CORP US N 2 2049-04-15 Fixed 4.875 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAA7 300000.000000 PA USD 332580.250000 0.0075637 Long DBT CORP US N 2 2026-06-01 Fixed 4.875 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 700000.000000 PA USD 865982.790000 0.0196946 Long DBT CORP US N 2 2049-04-15 Fixed 4.85 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAC3 1100000.000000 PA USD 1162035.410000 0.0264276 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AN9 700000.000000 PA USD 812325.510000 0.0184743 Long DBT CORP US N 2 2030-07-01 Fixed 4.7 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDV3 2700000.000000 PA USD 3570612.080000 0.0812047 Long DBT CORP US N 2 2047-03-16 Fixed 5.5 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCZ5 22277000.000000 PA USD 26749437.450000 0.6083493 Long DBT CORP US N 2 2055-03-15 Fixed 4.672 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AR0 2200000.000000 PA USD 2296448.070000 0.0522270 Long DBT CORP US N 2 2031-08-15 Fixed 3.375 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VEA8 10000000.000000 PA USD 11646547.000000 0.2648717 Long DBT CORP US N 2 2033-08-10 Fixed 4.5 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 3500000.000000 PA USD 4285723.440000 0.0974681 Long DBT CORP US N 2 2046-08-21 Fixed 4.862 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCM4 1000000.000000 PA USD 1261418.690000 0.0286878 Long DBT CORP US N 2 2054-08-21 Fixed 5.012 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCX0 232000.000000 PA USD 274389.690000 0.0062403 Long DBT CORP US N 2 2048-09-15 Fixed 4.522 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FY5 300000.000000 PA USD 326085.500000 0.0074160 Long DBT CORP US N 2 2047-09-15 Fixed 3.8 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GA6 1800000.000000 PA USD 2214417.350000 0.0503614 Long DBT CORP US N 2 2048-12-01 Fixed 4.6 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAF9 175000.000000 PA USD 217312.990000 0.0049422 Long DBT CORP US N 2 2045-12-14 Fixed 4.3 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 87239PAD6 4443521.410000 PA USD 4410195.000000 0.1002989 Long LON CORP US N 2 2023-08-04 Floating 4.0435 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 2600000.000000 PA USD 2676859.150000 0.0608785 Long DBT CORP US N 2 2027-08-21 Fixed 3.9 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 5150000.000000 PA USD 5979501.800000 0.1359889 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 80000.000000 PA USD 89500.820000 0.0020355 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBT6 4100000.000000 PA USD 4720332.420000 0.1073522 Long DBT CORP GB N 2 2059-06-19 Fixed 5.125 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 4400000.000000 PA USD 4504343.930000 0.1024401 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AF7 500000.000000 PA USD 469486.260000 0.0106773 Long DBT CORP US N 2 2048-01-23 Floating 4.7 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 45685EAJ5 630000.000000 PA USD 808325.500000 0.0183833 Long DBT CORP US N 2 2043-07-15 Fixed 5.7 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 2000000.000000 PA USD 2208959.680000 0.0502373 Long DBT CORP US N 2 2028-09-15 Variable 4.95 N N N N N N WACHOVIA CAP TRUST III 529900IS945AVTZGWM53 92978AAA0 1180000.000000 PA USD 1186218.600000 0.0269776 Long DBT CORP US N 2 2019-11-04 Floating 5.56975 N N N N N N WALGREEN CO E1OI0SEUGJMPPTKRDD35 931422AK5 400000.000000 PA USD 404360.090000 0.0091962 Long DBT CORP US N 2 2042-09-15 Fixed 4.4 N N N N N N WALGREENS BOOTS ALLIANCE INC 549300RPTUOIXG4LIH86 931427AC2 45000.000000 PA USD 47649.990000 0.0010837 Long DBT CORP US N 2 2044-11-18 Fixed 4.8 N N N N N N WALMART INC (AKA WAL-MART STORES INC) Y87794H0US1R65VBXU25 931142EC3 100000.000000 PA USD 120298.470000 0.0027359 Long DBT CORP US N 2 2048-06-29 Fixed 4.05 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 21400000.000000 PA USD 20647149.280000 0.4695679 Long DBT CORP US N 2 2049-09-01 Fixed 2.75 N N N N N N WARNER MEDIA LLC 5493004RSX004WU3UT62 887317AP0 3700000.000000 PA USD 4015886.240000 0.0913313 Long DBT CORP US N 2 2042-06-15 Fixed 4.9 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAT8 4700000.000000 PA USD 5000529.000000 0.1137246 Long DBT CORP LU N 2 2035-03-15 Fixed 4.55 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAU5 3000000.000000 PA USD 3185550.420000 0.0724474 Long DBT CORP LU N 2 2045-03-15 Fixed 4.75 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAH4 3300000.000000 PA USD 3525640.870000 0.0801819 Long DBT CORP LU N 2 2044-06-15 Fixed 4.85 N N N N N N WASHINGTON MUTUAL 2001-AR3 N/A 929227EM4 185745.360000 PA USD 185517.390000 0.0042191 Long ABS-MBS CORP US N 2 2041-11-25 Floating 2.05641 N N N N N N WASHINGTON MUTUAL 2004-AR10 N/A 92922FXJ2 364696.170000 PA USD 371181.780000 0.0084416 Long ABS-MBS CORP US N 2 2044-07-25 Floating 2.45838 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AU5 1400000.000000 PA USD 1705812.500000 0.0387945 Long DBT CORP US N 2 2067-05-15 Floating 6.5 N N N N N N WASHINGTON PRIME GROUP LP 549300K4BNOIQ154O537 939648AE1 9050000.000000 PA USD 8894340.000000 0.2022796 Long DBT CORP US N 2 2024-08-15 Fixed 5.95 N N N N N N WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT N/A 93976AAH5 1100000.000000 PA USD 1544444.000000 0.0351245 Long DBT MUN US N 2 2040-07-01 Fixed 6.79 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBC2 30000.000000 PA USD 34482.110000 0.0007842 Long DBT CORP US N 2 2045-03-01 Fixed 4.1 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBJ7 403000.000000 PA USD 458846.920000 0.0104353 Long DBT CORP US N 2 2039-07-15 Fixed 4 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBK4 55000.000000 PA USD 64393.530000 0.0014645 Long DBT CORP US N 2 2049-07-15 Fixed 4.15 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAC6 1400000.000000 PA USD 1484647.890000 0.0337646 Long DBT CORP US N 2 2024-09-17 Fixed 3.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746PM7 3243000.000000 PA USD 3287591.250000 0.0747681 Long DBT CORP US N 2 2019-12-15 Floating 5.8885 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 3000000.000000 PA USD 3222457.500000 0.0732868 Long DBT CORP US N 2 2024-06-15 Floating 5.9 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2D4 8715000.000000 PA USD 9658512.130000 0.2196588 Long DBT CORP US N 2 2029-01-24 Fixed 4.15 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746JM4 1600000.000000 PA USD 2050217.780000 0.0466271 Long DBT CORP US N 2 2035-02-07 Fixed 5.375 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 5000000.000000 PA USD 5170856.200000 0.1175982 Long DBT CORP US N 2 2027-06-17 Floating 3.196 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGP9 7400000.000000 PA USD 7835114.150000 0.1781901 Long DBT CORP US N 2 2025-09-29 Fixed 3.55 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 150000.000000 PA USD 168804.650000 0.0038390 Long DBT CORP US N 2 2046-06-14 Fixed 4.4 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 3100000.000000 PA USD 3920083.580000 0.0891525 Long DBT CORP US N 2 2043-11-02 Fixed 5.375 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 70000.000000 PA USD 81055.770000 0.0018434 Long DBT CORP US N 2 2044-11-04 Fixed 4.65 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 3700000.000000 PA USD 5286521.040000 0.1202287 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 3500000.000000 PA USD 4856250.000000 0.1104433 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N WELLS FARGO MORT BACKED SEC TR 2004-DD N/A 94982CAG3 261631.160000 PA USD 273346.430000 0.0062166 Long ABS-MBS CORP US N 2 2035-01-25 Floating 5.00595 N N N N N N WELLS FARGO MORTGAGE BACKED SEC 2003-N N/A 94980XAA2 15495.120000 PA USD 16110.070000 0.0003664 Long ABS-MBS CORP US N 2 2033-12-25 Floating 4.82655 N N N N N N WELLS FARGO MTGE BACKED SEC TR 2004-CC N/A 94981MAA5 23356.950000 PA USD 24228.350000 0.0005510 Long ABS-MBS CORP US N 2 2035-01-25 Floating 4.98368 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KAX4 925000.000000 PA USD 1265682.510000 0.0287848 Long DBT CORP US N 2 2041-03-15 Fixed 6.5 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBB1 2300000.000000 PA USD 2689469.070000 0.0611653 Long DBT CORP US N 2 2043-03-15 Fixed 5.125 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAF1 5050000.000000 PA USD 6088116.280000 0.1384590 Long DBT CORP US N 2 2048-09-01 Fixed 4.95 N N N N N N WESTERN & SOUTHERN LIFE INSURANCE CO IN763J7JWIZ46OJ1T526 95765PAA7 2200000.000000 PA USD 2728610.590000 0.0620554 Long DBT CORP US N 2 2049-01-15 Fixed 5.15 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102AM7 1200000.000000 PA USD 1237500.000000 0.0281439 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958254AD6 2025000.000000 PA USD 1799325.390000 0.0409212 Long DBT CORP US N 2 2044-04-01 Fixed 5.45 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 2038355.590000 PA USD 1549150.250000 0.0352316 Long LON CORP US N 2 2029-03-15 Fixed 15 N N Y N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAB5 808504.890000 PA USD 816589.940000 0.0185713 Long LON CORP US N 3 2022-03-15 Floating 10.3894 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AU8 200000.000000 PA USD 248043.540000 0.0056411 Long DBT CORP US N 2 2025-03-15 Fixed 7.95 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BR4 2413000.000000 PA USD 3384088.950000 0.0769627 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AW4 16922000.000000 PA USD 21648446.760000 0.4923400 Long DBT CORP US N 2 2027-10-01 Fixed 6.95 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BX1 7900000.000000 PA USD 8596236.640000 0.1955000 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAE5 45000.000000 PA USD 48367.660000 0.0011000 Long DBT CORP US N 2 2048-03-01 Fixed 4.85 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96950FAF1 1900000.000000 PA USD 2332807.560000 0.0530539 Long DBT CORP US N 2 2040-04-15 Fixed 6.3 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAC9 400000.000000 PA USD 438849.220000 0.0099805 Long DBT CORP US N 2 2045-09-15 Fixed 5.1 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AK7 1400000.000000 PA USD 1371904.490000 0.0312005 Long DBT CORP US N 2 2049-09-15 Fixed 3.875 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BM3 3000000.000000 PA USD 3063691.680000 0.0696760 Long DBT CORP US N 2 2049-09-01 Fixed 3.3 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AM5 100000.000000 PA USD 103146.780000 0.0023458 Long DBT CORP AU N 2 2025-03-05 Fixed 3.65 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AP8 1126000.000000 PA USD 1157114.930000 0.0263157 Long DBT CORP AU N 2 2028-03-15 Fixed 3.7 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AN3 1300000.000000 PA USD 1345875.020000 0.0306086 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7 N N N N N N WR GRACE & CO (GRACE EUROPE HOLDING GMBH) 54930043V2GU168L1W02 92940JAD0 437684.220000 PA USD 440146.190000 0.0100100 Long LON CORP US N 2 2025-04-03 Floating 3.8544 N N N N N N WR GRACE & CO-CONN 549300GJVOEHHLSO6K25 92940JAB4 255315.780000 PA USD 256751.930000 0.0058392 Long LON CORP US N 2 2025-04-03 Floating 3.8544 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 800000.000000 PA USD 1106000.000000 0.0251532 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAC0 2200000.000000 PA USD 2197250.000000 0.0499710 Long DBT CORP KY N 2 2024-10-01 Fixed 4.875 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAD8 20900000.000000 PA USD 21213500.000000 0.4824482 Long DBT CORP KY N 2 2027-10-01 Fixed 5.5 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AA7 5000000.000000 PA USD 5248875.000000 0.1193726 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAV2 35000.000000 PA USD 38568.640000 0.0008771 Long DBT CORP US N 2 2028-06-15 Fixed 4 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 40000.000000 PA USD 46463.520000 0.0010567 Long DBT CORP US N 2 2041-09-15 Fixed 4.8 N N N N N N XLIT LTD (AKA: XL CAPITAL LTD) 635400XCGXK8NVDIVE95 98420EAD7 2000000.000000 PA USD 2531591.480000 0.0575747 Long DBT CORP KY N 2 2045-03-31 Fixed 5.5 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 1100000.000000 PA USD 1199679.170000 0.0272837 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N YELLOWSTONE ENERGY LP N/A 98580LAA3 1309105.660000 PA USD 1401619.780000 0.0318763 Long DBT CORP US N 3 2026-12-31 Fixed 5.75 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAG7 205000.000000 PA USD 208009.670000 0.0047307 Long DBT CORP US N 2 2035-08-15 Fixed 4.25 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAH5 2106000.000000 PA USD 2262425.170000 0.0514532 Long DBT CORP US N 2 2045-08-15 Fixed 4.45 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAC6 500000.000000 PA USD 510378.770000 0.0116073 Long DBT CORP US N 2 2021-11-30 Fixed 3.375 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAH6 40000.000000 PA USD 48078.140000 0.0010934 Long DBT CORP US N 2 2043-02-01 Fixed 4.7 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAP8 1225000.000000 PA USD 1456028.240000 0.0331137 Long DBT CORP US N 2 2048-08-20 Fixed 4.45 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAM5 1400000.000000 PA USD 1532112.570000 0.0348441 Long DBT CORP US N 2 2047-09-12 Fixed 3.95 N N N N N N N/A N/A 000000000 5869000.000000 PA USD 5869000.000000 0.1334758 Long RA US N 2 Repurchase N 1.5000000 2019-10-01 5945000.000000 USD 5989355.640000 USD UST N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 02156LAC5 2200000.000000 PA USD 2230250.000000 0.0507215 Long DBT CORP FR N 2 2028-01-15 Fixed 5.5 N N N N N N N/A N/A 000000000 -4753000.000000 PA USD -4754584.330000 0.1081312 Short RA US N 2 Reverse repurchase N 1.5000000 2021-09-20 5000000.000000 USD 4914000.000000 USD CDS N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 67053NAL8 1586490.960000 PA 1725713.750000 0.0392471 Long LON CORP FR N 2 2025-07-31 Floating 3 N N N N N N N/A N/A 000000000 -153370000.000000 PA USD -153679466.580000 3.4950563 Short RA US N 2 Reverse repurchase N 2.2700000 2019-10-15 125200000.000000 USD 149305890.310000 USD UST N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 4100000.000000 PA USD 4762622.070000 0.1083140 Long DBT CORP US N 2 2039-02-14 Fixed 5.8 N N N N N N N/A N/A 000000000 -24134025.000000 PA USD -24187052.820000 0.5500742 Short RA US N 2 Reverse repurchase N 2.2600000 2019-10-22 21990000.000000 USD 23803745.540000 USD UST N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 3200000.000000 PA USD 2950505.820000 0.0671019 Long DBT CORP US N 2 2046-09-16 Fixed 3.875 N N N N N N N/A N/A 000000000 -23725000.000000 PA USD -23758610.420000 0.5403304 Short RA US N 2 Reverse repurchase N 2.0400000 2019-10-15 20000000.000000 USD 23330468.800000 USD UST N N N N/A N/A 000000000 -194800000.000000 PA USD -195316544.670000 4.4419879 Short RA US N 2 Reverse repurchase N 2.2200000 2019-10-18 160000000.000000 USD 190806249.600000 USD UST N N N N/A N/A 000000000 -108225000.000000 PA USD -108376454.880000 2.4647523 Short RA US N 2 Reverse repurchase N 2.2900000 2019-10-15 90000000.000000 USD 107052539.400000 USD UST N N N N/A N/A 000000000 -126463750.000000 PA USD -126753351.980000 2.8826890 Short RA US N 2 Reverse repurchase N 2.2900000 2019-10-08 104300000.000000 USD 124381823.960000 USD UST N N N N/A N/A 000000000 -33932500.000000 PA USD -33992673.640000 0.7730786 Short RA US N 2 Reverse repurchase N 2.2800000 2019-10-18 27700000.000000 USD 32948392.680000 USD UST N N N N/A N/A 000000000 -5145000.000000 PA USD -5154003.750000 0.1172150 Short RA US N 2 Reverse repurchase N 2.2500000 2019-10-11 4200000.000000 USD 4995785.170000 USD UST N N N N/A N/A 000000000 -11637500.000000 PA USD -11658137.160000 0.2651353 Short RA US N 2 Reverse repurchase N 2.2800000 2019-10-11 9500000.000000 USD 11299990.270000 USD UST N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BF2 1800000.000000 PA USD 2071233.540000 0.0471050 Long DBT CORP US N 2 2037-08-22 Fixed 3.875 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BJ4 120000.000000 PA USD 144651.910000 0.0032897 Long DBT CORP US N 2 2047-08-22 Fixed 4.05 N N N N N N N/A 5493001NTNQJDH60PM02 000000000 1.000000 NC USD 29500.760000 0.0006709 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ALIBABA GROUP HOLDING LIMITED ALIBABA GROUP HOLDING SR UNSEC Y Single Leg Swap 2024-12-21 33524.960000 USD 0.000000 USD 2900000.000000 USD -4024.200000 N N N N/A 213800J6B7JSBDETCB42 000000000 -247.000000 NC -148956.110000 0.0033876 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Short N/A AUSTRALIA GOVT 2019-12-16 -24564996.080000 AUD -148956.110000 N N N N/A 549300FIBAKMNHPZ4009 000000000 1.000000 NC USD -14686.570000 0.0003340 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 AXA EQUITABLE HOLDINGS INC AXA EQUITABLE HOLDINGS I SR UNSEC 144A Y Single Leg Swap 2023-06-21 0.000000 USD -38078.630000 USD 1400000.000000 USD 23392.060000 N N N N/A 254900AL64IANZYI1E02 000000000 1.000000 NC USD -15013.410000 0.0003414 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BAIDU INC BAIDU INC Y Single Leg Swap 2024-12-21 0.000000 USD -15115.810000 USD 2600000.000000 USD 102.400000 N N N N/A N/A 000000000 1.000000 NC USD -47691.540000 0.0010846 N/A DFE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 22429181.410000 USD 18203000.000000 GBP 2019-10-02 -47691.540000 N N N N/A N/A 000000000 1.000000 NC 47973.700000 0.0010910 N/A DFE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 18203000.000000 GBP 22459498.510000 USD 2019-11-04 47973.700000 N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WAW5 40000.000000 PA USD 54541.630000 0.0012404 Long DBT CORP MX N 2 2040-03-30 Fixed 6.125 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 465894.650000 PA USD 491635.330000 0.0111810 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC USD -379999.380000 0.0086421 N/A DFE N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 120443822.940000 USD 110155316.390000 EUR 2019-10-02 -379999.380000 N N N N/A N/A 000000000 1.000000 NC USD -68452.800000 0.0015568 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3223170.350000 USD 63344000.000000 MXN 2020-01-22 -68452.800000 N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 4013908.100000 PA USD 4157806.710000 0.0945589 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 023765AA8 2543300.000000 PA USD 2617564.360000 0.0595300 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N N/A N/A 000000000 1.000000 NC 375372.850000 0.0085369 N/A DFE N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 110155316.390000 EUR 120737717.320000 USD 2019-11-04 375372.850000 N N N N/A N/A 000000000 1.000000 NC 72143.170000 0.0016407 N/A DFE MX N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 63344000.000000 MXN 3278216.810000 USD 2019-10-09 72143.170000 N N N N/A N/A 000000000 1.000000 NC USD -16314.540000 0.0003710 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 1229429.260000 USD 1113000.000000 EUR 2019-10-02 -16314.540000 N N N N/A N/A 000000000 1.000000 NC USD 93976.110000 0.0021373 N/A DFE ID N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 13563821.990000 USD 195549621610.000000 IDR 2019-12-18 93976.110000 N N N N/A N/A 000000000 1.000000 NC USD -41027.890000 0.0009331 N/A DFE MX N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 6622544.790000 USD 132035000.000000 MXN 2020-01-16 -41027.890000 N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AJ0 50000.000000 PA USD 52244.990000 0.0011882 Long DBT CORP US N 2 2027-11-13 Fixed 3.2 N N N N N N N/A N/A 000000000 1.000000 NC 22798.210000 0.0005185 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 2551000.000000 EUR 2803261.500000 USD 2019-10-02 22798.210000 N N N N/A N/A 000000000 1.000000 NC 285838.300000 0.0065007 N/A DFE PE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 42393171.170000 PEN 12836690.740000 USD 2019-11-25 285838.300000 N N N N/A N/A 000000000 1.000000 NC 7200.930000 0.0001638 N/A DFE PE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 42714742.370000 PEN 12646851.920000 USD 2019-12-06 7200.930000 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816BF5 82000.000000 PA USD 95381.860000 0.0021692 Long DBT CORP US N 2 2042-12-03 Fixed 4.05 N N N N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932AL8 7700000.000000 PA USD 8381921.320000 0.1906259 Long DBT CORP US N 2 2047-06-15 Fixed 4.5 N N N N N N N/A WRJR7GS4GTRECRRTVX92 000000000 1.000000 NC USD -36995.510000 0.0008414 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CATERPILLAR INCORPORATED CATERPILLAR INC GLBL SR UNSEC Y Single Leg Swap 2020-12-21 0.000000 USD -84797.510000 USD 3200000.000000 USD 47802.000000 N N N N/A N/A 000000000 1.000000 NC USD -25926.310000 0.0005896 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.27 N/A N/A Y Single Leg Swap 2022-06-21 0.000000 USD -45035.600000 USD 1552000.000000 USD 19109.290000 N N N N/A N/A 000000000 1.000000 NC USD -31434.560000 0.0007149 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.28 N/A N/A Y Single Leg Swap 2022-12-21 0.000000 USD -60151.860000 USD 1649000.000000 USD 28717.300000 N N N N/A N/A 000000000 1.000000 NC USD -27720.840000 0.0006304 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.29 N/A N/A Y Single Leg Swap 2023-06-21 0.000000 USD -17940.000000 USD 900000.000000 USD -9780.840000 N N N N/A N/A 000000000 1.000000 NC USD -254017.060000 0.0057770 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.30 N/A N/A Y Single Leg Swap 2023-12-21 0.000000 USD -303050.000000 USD 6500000.000000 USD 49032.940000 N N N N/A N/A 000000000 1.000000 NC USD -4849507.210000 0.1102900 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.31 N/A N/A Y Single Leg Swap 2024-06-21 0.000000 USD -4408165.000000 USD 104000000.000000 USD -441342.210000 N N N N/A N/A 000000000 1.000000 NC USD -471037.680000 0.0107126 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.32 Y Single Leg Swap 2024-12-21 0.000000 USD -443700.000000 USD 9000000.000000 USD -27337.680000 N N N N/A N/A 000000000 1.000000 NC USD 55692.140000 0.0012666 N/A DCR US N 2 Bank of America, N.A. 9DJT3UXIJIZJI4WXO774 CDX.NA.HY.25 N/A N/A Y Single Leg Swap 2020-12-21 22500.000000 USD 0.000000 USD 900000.000000 USD 33192.140000 N N N N/A N/A 000000000 1.000000 NC USD 211122.750000 0.0048015 N/A DCR US N 2 Bank of America, N.A. 9DJT3UXIJIZJI4WXO774 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 304040.000000 USD 0.000000 USD 2000000.000000 USD -92917.250000 N N N N/A N/A 000000000 1.000000 NC USD 26390.340000 0.0006002 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 20250.000000 USD 0.000000 USD 250000.000000 USD 6140.340000 N N N N/A N/A 000000000 1.000000 NC USD 263903.430000 0.0060018 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 211250.000000 USD 0.000000 USD 2500000.000000 USD 52653.430000 N N N N/A N/A 000000000 1.000000 NC USD 15834.210000 0.0003601 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 12862.500000 USD 0.000000 USD 150000.000000 USD 2971.710000 N N N N/A N/A 000000000 1.000000 NC USD 186236.270000 0.0042355 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CDX.NA.HY.29 N/A N/A Y Single Leg Swap 2022-12-21 180375.000000 USD 0.000000 USD 1300000.000000 USD 5861.270000 N N N N/A N/A 000000000 1.000000 NC USD 14325.870000 0.0003258 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CDX.NA.HY.29 N/A N/A Y Single Leg Swap 2022-12-21 15900.000000 USD 0.000000 USD 100000.000000 USD -1574.130000 N N N N/A N/A 000000000 1.000000 NC USD 177377.160000 0.0040340 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 128150.000000 USD 0.000000 USD 1100000.000000 USD 49227.160000 N N N N/A N/A 000000000 1.000000 NC USD 258003.140000 0.0058676 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 165600.000000 USD 0.000000 USD 1600000.000000 USD 92403.140000 N N N N/A N/A 000000000 1.000000 NC USD 774009.430000 0.0176029 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 570600.000000 USD 0.000000 USD 4800000.000000 USD 203409.430000 N N N N/A N/A 000000000 1.000000 NC USD 1273890.520000 0.0289715 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 970030.000000 USD 0.000000 USD 7900000.000000 USD 303860.520000 N N N N/A N/A 000000000 1.000000 NC USD 193502.350000 0.0044007 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 142560.000000 USD 0.000000 USD 1200000.000000 USD 50942.350000 N N N N/A N/A 000000000 1.000000 NC USD 12845694.350000 0.2921433 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.HY.32 N/A N/A Y Single Leg Swap 2024-06-21 13631928.750000 USD 0.000000 USD 178200000.000000 USD -786234.400000 N N N N/A N/A 000000000 -19300000.000000 NC USD -277.530000 0.0000063 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 2.900000 USD 2020-06-17 XXXX 17092.470000 N N N N/A N/A 000000000 -6000000.000000 NC USD -636.360000 0.0000145 N/A DCR US N 2 Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Written Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.700000 USD 2019-10-16 XXXX 5363.640000 N N N N/A N/A 000000000 -4400000.000000 NC USD -829.490000 0.0000189 N/A DCR US N 2 BNP PARIBAS S.A R0MUWSFPU8MPRO8K5P84 Put Written BNP PARIBAS S.A R0MUWSFPU8MPRO8K5P84 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2019-11-20 XXXX 4802.510000 N N N N/A N/A 000000000 -12600000.000000 NC USD -2956.590000 0.0000672 N/A DCR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2019-11-20 XXXX 14317.410000 N N N N/A N/A 000000000 -15100000.000000 NC USD -1742.990000 0.0000396 N/A DCR US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 Call Written Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2019-10-16 XXXX 6184.510000 N N N N/A N/A 000000000 -16700000.000000 NC USD -1927.680000 0.0000438 N/A DCR US N 2 Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 Call Written Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2019-10-16 XXXX 7257.320000 N N N N/A N/A 000000000 -16800000.000000 NC USD -3942.120000 0.0000897 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2019-11-20 XXXX 17034.180000 N N N N/A N/A 000000000 -17800000.000000 NC USD -5766.840000 0.0001312 N/A DCR US N 2 Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 Put Written Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.950000 USD 2019-12-18 XXXX 11143.160000 N N N N/A N/A 000000000 -13300000.000000 NC USD -2145.020000 0.0000488 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.650000 USD 2019-10-16 XXXX 11819.980000 N N N N/A N/A 000000000 -13300000.000000 NC USD -2145.020000 0.0000488 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.650000 USD 2019-10-16 XXXX 16873.980000 N N N N/A N/A 000000000 -21600000.000000 NC USD -8622.940000 0.0001961 N/A DCR US N 2 Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 Put Written Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2019-11-20 XXXX 15137.060000 N N N N/A N/A 000000000 -11400000.000000 NC USD -2149.130000 0.0000489 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2019-11-20 XXXX 12157.870000 N N N N/A N/A 000000000 -6400000.000000 NC USD -1206.530000 0.0000274 N/A DCR US N 2 BARCLAYS BANK PLC LONDON BRANCH G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC LONDON BRANCH G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2019-11-20 XXXX 6729.470000 N N N N/A N/A 000000000 -15900000.000000 NC USD -3679.580000 0.0000837 N/A DCR US N 2 Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 Call Written Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.450000 USD 2019-11-20 XXXX 4429.420000 N N N N/A N/A 000000000 -15900000.000000 NC USD -1835.340000 0.0000417 N/A DCR US N 2 Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 Call Written Morgan Stanley & Co. Incorporated 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.480000 USD 2019-10-16 XXXX 6432.660000 N N N N/A N/A 000000000 -26400000.000000 NC USD -6109.490000 0.0001389 N/A DCR US N 2 Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 Call Written Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.450000 USD 2019-11-20 XXXX 7618.510000 N N N N/A N/A 000000000 -14300000.000000 NC USD -3309.310000 0.0000753 N/A DCR US N 2 BNP PARIBAS S.A R0MUWSFPU8MPRO8K5P84 Call Written BNP PARIBAS S.A R0MUWSFPU8MPRO8K5P84 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US SWOP CDX IG32 (V1 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.450000 USD 2019-11-20 XXXX 3125.690000 N N N N/A N/A 000000000 1.000000 NC USD -76241.500000 0.0017339 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.32 N/A N/A Y Single Leg Swap 2029-06-21 0.000000 USD -9548.360000 USD 28100000.000000 USD -66693.140000 N N N N/A N/A 000000000 1.000000 NC USD 26785955.910000 0.6091798 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.32 N/A N/A Y Single Leg Swap 2024-06-21 25585279.400000 USD 0.000000 USD 1253100000.000000 USD 1200676.510000 N N N N/A N/A 000000000 -21300000.000000 NC USD -8872.520000 0.0002018 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 1.200000 USD 2020-01-15 XXXX 1777.480000 N N N N/A N/A 000000000 -22900000.000000 NC USD -22781.380000 0.0005181 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG33 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2019-12-18 XXXX 3575.620000 N N N N/A N/A 000000000 1.000000 NC USD -127292.990000 0.0028950 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2029-12-21 0.000000 USD -101189.230000 USD 19500000.000000 USD -26103.760000 N N N N/A N/A 000000000 1.000000 NC USD 5225991.710000 0.1188522 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2024-12-21 5306070.240000 USD 0.000000 USD 261900000.000000 USD -80078.530000 N N N N/A N/A 000000000 1.000000 NC USD -272740.520000 0.0062028 N/A DFE CO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 9139397.910000 USD 30933206160.970001 COP 2019-11-25 -272740.520000 N N N N/A N/A 000000000 1.000000 NC USD -19836.440000 0.0004511 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1369194.950000 USD 1238000.000000 EUR 2019-10-02 -19836.440000 N N N N/A N/A 000000000 1.000000 NC USD -73162.710000 0.0016639 N/A DFE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10868607.470000 USD 8780000.000000 GBP 2019-10-02 -73162.710000 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 1800000.000000 PA USD 1943757.680000 0.0442059 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC USD -5764.200000 0.0001311 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 703679.730000 USD 13805000.000000 MXN 2019-10-16 -5764.200000 N N N N/A N/A 000000000 1.000000 NC USD 36935.940000 0.0008400 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 6066222.580000 USD 121393000.000000 MXN 2019-11-19 36935.940000 N N N N/A N/A 000000000 1.000000 NC USD -1419.330000 0.0000323 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 318770.980000 USD 6298000.000000 MXN 2019-11-05 -1419.330000 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 300000.000000 PA USD 341082.560000 0.0077571 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N N/A N/A 000000000 1.000000 NC USD 25147.180000 0.0005719 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4629319.360000 USD 15699873.680000 PEN 2019-10-23 25147.180000 N N N N/A N/A 000000000 1.000000 NC USD -597631.500000 0.0135916 N/A DFE ZA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10308847.000000 USD 147192810.120000 ZAR 2019-10-08 -597631.500000 N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 934NVQII2 4800000.000000 PA USD 4796779.200000 0.1090908 Long LON CORP US N 3 2021-03-29 Floating 2.9496 N N N N N N N/A N/A 000000000 1.000000 NC 13847.720000 0.0003149 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 963000.000000 EUR 1063469.890000 USD 2019-10-02 13847.720000 N N N N/A N/A 000000000 1.000000 NC 12643.010000 0.0002875 N/A DFE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1243000.000000 EUR 1367451.270000 USD 2019-10-02 12643.010000 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DM6 600000.000000 PA USD 642588.000000 0.0146141 Long DBT CORP US N 2 2048-04-01 Floating 5.75 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DB0 13200000.000000 PA USD 14140071.660000 0.3215807 Long DBT CORP US N 2 2055-01-15 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC -42824.640000 0.0009739 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15699873.680000 PEN 4611641.900000 USD 2019-10-23 -42824.640000 N N N N/A N/A 000000000 1.000000 NC 772.350000 0.0000176 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 8609709.300000 PEN 2548457.640000 USD 2019-12-06 772.350000 N N N N/A N/A 000000000 1.000000 NC -25958.830000 0.0005904 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 15699873.680000 PEN 4611506.440000 USD 2020-01-17 -25958.830000 N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEJ9 4990000.000000 PA USD 8125915.600000 0.1848037 Long DBT MUN US N 2 2041-02-15 Fixed 7.834 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEQ3 5095000.000000 PA USD 7030692.400000 0.1598956 Long DBT MUN US N 2 2050-02-15 Fixed 6.27 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 1000000.000000 PA USD 1792150.000000 0.0407580 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N N/A 549300US1UQ7R7WABI28 000000000 1.000000 NC USD -45984.630000 0.0010458 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CNAC (HK) FINBRIDGE COMPANY LIMITED CNAC HK FINBRIDGE CO LTD SR UNSEC Y Single Leg Swap 2024-12-21 0.000000 USD -42127.080000 USD 2200000.000000 USD -3857.550000 N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD 30321.860000 0.0006896 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2023-12-21 0.000000 USD -29994.650000 USD 2500000.000000 USD 60316.510000 N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD 3874.690000 0.0000881 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-06-21 0.000000 USD -5089.120000 USD 500000.000000 USD 8963.810000 N N N N/A 549300MHDRBVRF6B9117 000000000 1.000000 NC USD 4843.060000 0.0001101 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-12-21 5489.980000 USD 0.000000 USD 1400000.000000 USD -646.920000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAM2 6300000.000000 PA USD 6431188.870000 0.1462614 Long DBT CORP US N 2 2027-01-15 Fixed 3.125 N N N N N N N/A PWFTNG3EI0Y73OXWDH08 000000000 1.000000 NC USD -22023.970000 0.0005009 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 DEERE & COMPANY DEERE & COMPANY SR UNSECURED Y Single Leg Swap 2020-12-21 0.000000 USD -51311.310000 USD 1925000.000000 USD 29287.340000 N N N N/A N/A 000000000 1.000000 NC USD 642809.890000 0.0146191 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 DISH DBS CORPORATION DISH DBS CORP COMPANY GUARNT Y Single Leg Swap 2023-06-21 0.000000 USD -42703.870000 USD 8300000.000000 USD 685513.760000 N N N N/A 4XM3TW50JULSLG8BNC79 000000000 1.000000 NC USD 30924.980000 0.0007033 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 ENTERGY CORPORATION ENTERGY CORP SR NT Y Single Leg Swap 2021-03-21 0.000000 USD -270667.110000 USD 2500000.000000 USD 301592.090000 N N N N/A 20S05OYHG0MQM4VUIC57 000000000 1.000000 NC USD 58161.250000 0.0013227 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR CORP SR UNSECURED Y Single Leg Swap 2021-12-21 104356.870000 USD 0.000000 USD 600000.000000 USD -46195.620000 N N N N/A 20S05OYHG0MQM4VUIC57 000000000 1.000000 NC USD 154072.680000 0.0035040 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR CORP SR UNSECURED Y Single Leg Swap 2022-06-21 262843.160000 USD 0.000000 USD 1400000.000000 USD -108770.480000 N N N N/A 20S05OYHG0MQM4VUIC57 000000000 1.000000 NC USD 561119.400000 0.0127613 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2023-12-21 479978.780000 USD 0.000000 USD 4200000.000000 USD 81140.620000 N N N N/A UDSQCVRUX5BONN0VY111 000000000 1.000000 NC USD -146895.880000 0.0033408 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -151814.070000 USD 1400000.000000 USD 4918.190000 N N N N/A UDSQCVRUX5BONN0VY111 000000000 1.000000 NC USD 257254.350000 0.0058506 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC SR UNSEC Y Single Leg Swap 2022-12-21 391777.950000 USD 0.000000 USD 2200000.000000 USD -134523.600000 N N N N/A UDSQCVRUX5BONN0VY111 000000000 1.000000 NC USD 78561.980000 0.0017867 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2023-12-21 72353.060000 USD 0.000000 USD 600000.000000 USD 6208.920000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 11400000.000000 PA USD 12194888.940000 0.2773423 Long DBT CORP US N 2 2029-08-15 Fixed 3.8 N N N N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD 5643.230000 0.0001283 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2023-06-21 8513.680000 USD 0.000000 USD 1400000.000000 USD -2870.450000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD 342.990000 0.0000078 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2023-12-21 0.000000 USD -3312.690000 USD 400000.000000 USD 3655.680000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -34078.000000 0.0007750 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2024-06-21 0.000000 USD -113575.090000 USD 5000000.000000 USD 79497.090000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -47048.810000 0.0010700 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2024-12-21 0.000000 USD -53165.210000 USD 3300000.000000 USD 6116.400000 N N N N/A 529900AQBND3S6YJLY83 000000000 -1078.000000 NC 58748.320000 0.0013361 N/A DIR DE N 1 Eurex N/A Put Written Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EURO-SCHATZ 2YR EUX 12/06/19 2019-12-07 N/A EUR N/A 112.200000 EUR 2019-11-22 XXXX 58748.320000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAK6 4800000.000000 PA USD 5001878.690000 0.1137553 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N N/A 529900AQBND3S6YJLY83 000000000 290.000000 NC -395378.830000 0.0089919 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2019-12-06 55077915.100000 EUR -395378.830000 N N N AMERIQUEST MTGE SEC INC 2004-R5 N/A 03072SRX5 423251.180000 PA USD 425901.750000 0.0096861 Long ABS-MBS CORP US N 2 2034-07-25 Floating 2.88838 N N N N N N N/A N/A 000000000 1.000000 NC -12752.860000 0.0002900 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 13805000.000000 MXN 685162.670000 USD 2019-10-16 -12752.860000 N N N AMERIQUEST MTGE SECURITIES INC 2005-R4 N/A 03072SC37 1684148.610000 PA USD 1692236.900000 0.0384857 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.69338 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CD0 2610000.000000 PA USD 2992958.850000 0.0680674 Long DBT CORP US N 2 2048-06-15 Fixed 4.563 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 14953000.000000 PA USD 17437125.590000 0.3965640 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N N/A N/A 000000000 1.000000 NC USD -6811.970000 0.0001549 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 475545.360000 USD 9261000.000000 MXN 2019-10-09 -6811.970000 N N N N/A N/A 000000000 1.000000 NC USD -4284.040000 0.0000974 N/A DFE MX N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 290150.170000 USD 5648000.000000 MXN 2019-10-09 -4284.040000 N N N N/A N/A 000000000 1.000000 NC USD -214750.290000 0.0048840 N/A DFE PL N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 9684037.070000 USD 37903282.360000 PLN 2020-02-10 -214750.290000 N N N N/A N/A 000000000 1.000000 NC 1049.560000 0.0000239 N/A DFE AU N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 3349000.000000 AUD 2261457.460000 USD 2019-10-02 1049.560000 N N N N/A N/A 000000000 1.000000 NC -328423.370000 0.0074692 N/A DFE GB N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 38116000.000000 GBP 46537086.040000 USD 2019-10-02 -328423.370000 N N N N/A N/A 000000000 1.000000 NC -376.400000 0.0000086 N/A DFE HK N 2 HSBC Bank PLC and HSBC Bank USA National Association MP6I5ZYZBEU3UXPYFY54 1834000.000000 HKD 233800.340000 USD 2019-12-18 -376.400000 N N N ANCESTRYCOM OPERATIONS INC N/A 03280FAK7 997500.000000 PA USD 992096.540000 0.0225628 Long LON CORP US N 2 2026-08-27 Floating 6.3 N N N N N N N/A 549300M6T6OW4AGYHK10 000000000 1.000000 NC USD -41438.700000 0.0009424 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HUARONG FINANCE 2019 CO LTD HUARONG FINANCE 2019 Y Single Leg Swap 2024-12-21 0.000000 USD -58056.600000 USD 1600000.000000 USD 16617.900000 N N N N/A N/A 000000000 1.000000 NC USD 1016627.590000 0.0231207 N/A DCR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2019-12-20 0.000000 USD -122190.600000 USD 21700000.000000 USD 1138818.190000 N N N N/A N/A 000000000 -10300000.000000 NC USD -1.030000 0.0000000 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written US CPI Urban Consumers NSA N/A N/A N/A 0.000000 USD 2020-03-12 XXXX 88578.970000 N N N N/A N/A 000000000 -2900000.000000 NC USD -0.290000 0.0000000 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written US CPI Urban Consumers NSA N/A N/A N/A 0.000000 USD 2020-10-13 XXXX 28419.710000 N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAH3 10000000.000000 PA USD 11583392.600000 0.2634354 Long DBT CORP US N 2 2036-02-01 Fixed 4.7 N N N N N N N/A N/A 000000000 -6800000.000000 NC USD -0.680000 0.0000000 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written US CPI Urban Consumers NSA N/A N/A N/A 0.000000 USD 2020-09-29 XXXX 87719.320000 N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAJ9 28700000.000000 PA USD 34194694.210000 0.7776731 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N N/A N/A 000000000 1.000000 NC USD 215222.900000 0.0048947 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 INTERNATIONAL LEASE FINANCE CORPORATION ILFC SR UNSECURED Y Single Leg Swap 2023-12-21 185595.720000 USD 0.000000 USD 1200000.000000 USD 29627.180000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AR1 1000000.000000 PA USD 1191837.490000 0.0271054 Long DBT CORP US N 2 2031-01-23 Fixed 4.9 N N N N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD 290593.180000 0.0066088 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2021-12-21 0.000000 USD -764863.440000 USD 26000000.000000 USD 1055456.620000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD 11746.410000 0.0002671 N/A DCR US N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2022-06-21 0.000000 USD -63733.780000 USD 2300000.000000 USD 75480.190000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBU1 4900000.000000 PA USD 6209965.760000 0.1412302 Long DBT CORP US N 2 2039-01-23 Fixed 5.45 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 5600000.000000 PA USD 6620055.790000 0.1505567 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N N/A N/A 000000000 -5200000.000000 NC -4247.120000 0.0000966 N/A DCR DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.700000 EUR 2019-12-18 XXXX 1203.180000 N N N N/A N/A 000000000 -23600000.000000 NC -15243.860000 0.0003467 N/A DCR DE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 Put Written BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2019-12-18 XXXX 12270.640000 N N N N/A N/A 000000000 -5900000.000000 NC -4818.860000 0.0001096 N/A DCR DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.700000 EUR 2019-12-18 XXXX 1517.360000 N N N N/A N/A 000000000 -21700000.000000 NC -5517.750000 0.0001255 N/A DCR DE N 2 JPMORGAN CHASE BANK,National Association, LONDON 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK,National Association, LONDON 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2019-11-20 XXXX 26665.900000 N N N N/A N/A 000000000 -21600000.000000 NC -7083.360000 0.0001611 N/A DCR DE N 2 JPMORGAN CHASE BANK,National Association, LONDON 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK,National Association, LONDON 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2019-11-20 XXXX 15648.700000 N N N N/A N/A 000000000 -21800000.000000 NC -4419.290000 0.0001005 N/A DCR DE N 2 JPMORGAN CHASE BANK,National Association, LONDON 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK,National Association, LONDON 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.850000 EUR 2019-11-20 XXXX 29145.230000 N N N N/A N/A 000000000 -6000000.000000 NC -2152.150000 0.0000489 N/A DCR DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.400000 EUR 2019-12-18 XXXX 1817.570000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 500000.000000 PA USD 655625.090000 0.0149106 Long DBT CORP US N 2 2049-01-23 Fixed 5.55 N N N N N N N/A N/A 000000000 -39200000.000000 NC -14060.720000 0.0003198 N/A DCR DE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 Call Written BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.400000 EUR 2019-12-18 XXXX 10092.690000 N N N N/A N/A 000000000 -21600000.000000 NC -9151.140000 0.0002081 N/A DCR DE N 2 JPMORGAN CHASE BANK,National Association, LONDON 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK,National Association, LONDON 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.430000 EUR 2019-11-20 XXXX 7359.510000 N N N N/A N/A 000000000 -40800000.000000 NC -17285.480000 0.0003931 N/A DCR DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.430000 EUR 2019-11-20 XXXX 14261.580000 N N N N/A N/A 000000000 -40800000.000000 NC -13379.690000 0.0003043 N/A DCR DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2019-11-20 XXXX 27460.060000 N N N N/A N/A 000000000 -6000000.000000 NC -3875.560000 0.0000881 N/A DCR DE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2019-12-18 XXXX 1913.610000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 13700000.000000 PA USD 18687054.140000 0.4249905 Long DBT CORP US N 2 2059-01-23 Fixed 5.8 N N N N N N N/A N/A 000000000 -26500000.000000 NC -5300.160000 0.0001205 N/A DCR DE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 Call Written BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.400000 EUR 2019-11-20 XXXX 15899.820000 N N N N/A N/A 000000000 -5200000.000000 NC -1865.200000 0.0000424 N/A DCR DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.400000 EUR 2019-12-18 XXXX 716.520000 N N N N/A N/A 000000000 -5900000.000000 NC -2116.280000 0.0000481 N/A DCR DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.400000 EUR 2019-12-18 XXXX 823.200000 N N N N/A N/A 000000000 -21200000.000000 NC -890.320000 0.0000202 N/A DCR DE N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Put Written Goldman Sachs International W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.000000 EUR 2020-06-17 XXXX 20525.070000 N N N N/A N/A 000000000 -27700000.000000 NC -5540.160000 0.0001260 N/A DCR DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR SWOP CDX ITRAXX MAIN31 (V2 ONLY) 5Y SP N/A N/A Single Leg Swap 2024-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.400000 EUR 2019-11-20 XXXX 8266.080000 N N N N/A N/A 000000000 -6500000.000000 NC -5137.240000 0.0001168 N/A DCR DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Put Written Merrill Lynch International GGDZP1UYGU9STUHRDP48 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2019-12-18 XXXX 1027.390000 N N N N/A N/A 000000000 -6500000.000000 NC -2947.590000 0.0000670 N/A DCR DE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Call Written Merrill Lynch International GGDZP1UYGU9STUHRDP48 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.480000 EUR 2019-12-18 XXXX 626.110000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 1000000.000000 PA USD 1154660.250000 0.0262599 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N N/A N/A 000000000 -3700000.000000 NC -4452.310000 0.0001013 N/A DCR DE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 Put Written BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2020-01-15 XXXX 598.190000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AP5 6500000.000000 PA USD 7581572.640000 0.1724240 Long DBT CORP US N 2 2058-04-15 Fixed 4.75 N N N N N N N/A N/A 000000000 -7900000.000000 NC -5111.770000 0.0001163 N/A DCR DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.480000 EUR 2020-01-15 XXXX -788.890000 N N N N/A N/A 000000000 -3700000.000000 NC -2394.120000 0.0000544 N/A DCR DE N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 Call Written BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.480000 EUR 2020-01-15 XXXX -212.300000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBT4 4100000.000000 PA USD 4637250.720000 0.1054627 Long DBT CORP US N 2 2048-10-06 Fixed 4.439 N N N N N N N/A N/A 000000000 -7900000.000000 NC -9506.290000 0.0002162 N/A DCR DE N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2020-01-15 XXXX 2165.480000 N N N N/A N/A 000000000 1.000000 NC 4615.960000 0.0001050 N/A DCR JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ITRAXX JAPAN SERIES 31 N/A N/A Y Single Leg Swap 2024-06-21 4316.850000 JPY 0.000000 JPY 23000000.000000 JPY 299.110000 N N N N/A N/A 000000000 1.000000 NC 1204.170000 0.0000274 N/A DCR JP N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 ITRAXX JAPAN SERIES 31 N/A N/A Y Single Leg Swap 2024-06-21 1112.170000 JPY 0.000000 JPY 6000000.000000 JPY 92.000000 N N N N/A N/A 000000000 1.000000 NC 9633.270000 0.0002191 N/A DCR JP N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 ITRAXX JAPAN SERIES 31 N/A N/A Y Single Leg Swap 2024-06-21 9011.830000 JPY 0.000000 JPY 48000000.000000 JPY 621.440000 N N N N/A N/A 000000000 1.000000 NC 719.940000 0.0000164 N/A DCR JP N 2 Citibank International Limited 31OGKFG0Y1795OV0AK56 N/A ITRAXX JAPAN SERIES 32 Y Single Leg Swap 2024-12-21 722.700000 JPY 0.000000 JPY 4000000.000000 JPY -2.760000 N N N N/A N/A 000000000 1.000000 NC 16019.110000 0.0003643 N/A DCR JP N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N/A ITRAXX JAPAN SERIES 32 Y Single Leg Swap 2024-12-21 16620.160000 JPY 0.000000 JPY 89000000.000000 JPY -601.050000 N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAD8 700000.000000 PA USD 586236.000000 0.0133325 Long DBT CORP US N 2 2027-03-01 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 91964.020000 0.0020915 N/A DFE TR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 8460049.140000 USD 48548838.000000 TRY 2019-10-16 91964.020000 N N N N/A N/A 000000000 1.000000 NC USD 2911.890000 0.0000662 N/A DFE TR N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 229132.920000 USD 1320013.000000 TRY 2019-10-22 2911.890000 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBB2 1435000.000000 PA USD 1590428.480000 0.0361703 Long DBT CORP US N 2 2043-01-15 Fixed 4.65 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBF3 500000.000000 PA USD 583711.850000 0.0132751 Long DBT CORP US N 2 2044-01-15 Fixed 5.1 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AH6 1900000.000000 PA USD 2106949.840000 0.0479173 Long DBT CORP US N 2 2048-03-01 Fixed 4.55 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VAY3 50000.000000 PA USD 55521.290000 0.0012627 Long DBT CORP US N 2 2042-05-15 Fixed 4.625 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBL0 85000.000000 PA USD 96282.330000 0.0021897 Long DBT CORP US N 2 2054-08-15 Fixed 4.85 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AK9 3400000.000000 PA USD 3312894.620000 0.0753435 Long DBT CORP US N 2 2049-09-15 Fixed 3.7 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AD5 5600000.000000 PA USD 6058489.920000 0.1377852 Long DBT CORP US N 2 2047-12-01 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC USD -43844.900000 0.0009971 N/A DFE GB N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 13732419.680000 USD 11133000.000000 GBP 2019-10-02 -43844.900000 N N N N/A N/A 000000000 1.000000 NC USD -43452.540000 0.0009882 N/A DFE MX N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5140800.570000 USD 100710853.660000 MXN 2019-10-09 -43452.540000 N N N N/A N/A 000000000 1.000000 NC USD -46320.480000 0.0010534 N/A DFE MX N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1907317.770000 USD 37367216.090000 MXN 2020-01-22 -46320.480000 N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAD9 2425000.000000 PA USD 2486016.230000 0.0565382 Long DBT CORP DK N 2 2025-09-28 Fixed 3.875 N N N N N N APACHE CORPORATION 72ZZ1XRHOOU9P9X16K08 037411AY1 2300000.000000 PA USD 2353467.200000 0.0535237 Long DBT CORP US N 2 2042-02-01 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC 48853.480000 0.0011111 N/A DFE MX N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 37367216.090000 MXN 1940146.210000 USD 2019-10-09 48853.480000 N N N N/A 54F1KGFE2KNP3VAL3P42 000000000 1.000000 NC USD 15888.470000 0.0003613 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 MBIA INC MBIA INC DEB Y Single Leg Swap 2019-12-21 0.000000 USD -161250.000000 USD 1300000.000000 USD 177138.470000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -4151.650000 0.0000944 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -30725.280000 USD 1900000.000000 USD 26573.630000 N N N 2019-11-13 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer