NPORT-P false 0000810893 XXXXXXXX S000009852 C000027280 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Investment Grade Credit Bond Portfolio S000009852 TI5PLYTR7HZGS7TBRP61 2020-03-31 2020-03-31 N 3552251389.920000 512561881.690000 3039689508.230000 0.000000 0.000000 5672367.360000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 84512193.430000 USD GBP N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -72423.110000 -0.0023826 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2020-09-21 0.000000 USD -100401.730000 USD 2000000.000000 USD 27978.620000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -140115.820000 -0.0046095 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 -42962.850000 USD 700000.000000 USD -97152.970000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -3621.160000 -0.0001191 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2020-09-21 0.000000 USD -4901.920000 USD 100000.000000 USD 1280.760000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -83286.570000 -0.0027400 N/A DCR US N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2020-09-21 0.000000 USD -118580.640000 USD 2300000.000000 USD 35294.070000 N N N N/A 549300CAZKPF4HKMPX17 000000000 1.000000 NC USD -77425.090000 -0.0025471 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2021-12-21 0.000000 USD -54312.760000 USD 600000.000000 USD -23112.330000 N N N N/A 254900NDAKGNZ2IBBL45 000000000 1.000000 NC USD -119146.640000 -0.0039197 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 -18243.040000 USD 1800000.000000 USD -100903.600000 N N N N/A 549300C6OZZ8LTVR8209 000000000 1.000000 NC USD 3941.290000 0.0001297 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 21824.220000 USD 0.000000 USD 1500000.000000 USD -17882.930000 N N N N/A N/A 000000000 1.000000 NC USD -76254.690000 -0.0025086 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-12-21 0.000000 USD -22653.050000 USD 600000.000000 USD -53601.640000 N N N N/A N/A 000000000 1.000000 NC USD -254182.280000 -0.0083621 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-12-21 0.000000 USD -80318.790000 USD 2000000.000000 USD -173863.490000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BC3 9970000.000000 PA USD 9917699.770000 0.3262734 Long DBT CORP US N 2 2023-03-01 Fixed 4.5 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BG4 4800000.000000 PA USD 4546313.140000 0.1495651 Long DBT CORP US N 2 2024-09-08 Fixed 3.25 N N N N N N N/A N/A 000000000 1.000000 NC USD -393781.090000 -0.0129546 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-03-05 0.000000 USD -14820.000000 USD 11400000.000000 USD -378961.090000 N N N N/A N/A 000000000 1.000000 NC USD -409688.860000 -0.0134780 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-03-03 0.000000 USD 0.000000 USD 11500000.000000 USD -409688.860000 N N N N/A N/A 000000000 1.000000 NC USD -464331.600000 -0.0152756 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-03-20 0.000000 USD -22812.500000 USD 12500000.000000 USD -441519.100000 N N N N/A N/A 000000000 1.000000 NC USD -465765.490000 -0.0153228 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-03-11 0.000000 USD -15180.000000 USD 11500000.000000 USD -450585.490000 N N N N/A N/A 000000000 1.000000 NC USD -471510.480000 -0.0155118 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-03-17 0.000000 USD -12615.000000 USD 11600000.000000 USD -458895.480000 N N N N/A N/A 000000000 1.000000 NC USD -514444.830000 -0.0169243 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-03-19 0.000000 USD -20412.000000 USD 12600000.000000 USD -494032.830000 N N N N/A N/A 000000000 1.000000 NC USD -540518.520000 -0.0177820 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-02-26 0.000000 USD -16320.000000 USD 12000000.000000 USD -524198.520000 N N N N/A N/A 000000000 1.000000 NC USD -514511.350000 -0.0169264 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-02-11 0.000000 USD -14831.250000 USD 11300000.000000 USD -499680.100000 N N N N/A N/A 000000000 1.000000 NC USD -870539.010000 -0.0286391 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-03-04 0.000000 USD 0.000000 USD 12000000.000000 USD -870539.010000 N N N N/A N/A 000000000 1.000000 NC USD -419825.800000 -0.0138115 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-03-25 0.000000 USD -19380.000000 USD 5700000.000000 USD -400445.800000 N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 4000000.000000 PA USD 3458000.000000 0.1137616 Long DBT CORP US N 2 2028-05-01 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC USD -597003.170000 -0.0196403 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-02-20 0.000000 USD -13763.750000 USD 12100000.000000 USD -583239.420000 N N N N/A N/A 000000000 1.000000 NC USD -669407.640000 -0.0220222 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-02-12 0.000000 USD -21735.000000 USD 13500000.000000 USD -647672.640000 N N N N/A N/A 000000000 1.000000 NC USD -566734.030000 -0.0186445 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-02-25 0.000000 USD -13406.250000 USD 6500000.000000 USD -553327.780000 N N N N/A N/A 000000000 1.000000 NC USD -579277.940000 -0.0190571 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-02-20 0.000000 USD -15080.000000 USD 6500000.000000 USD -564197.940000 N N N N/A N/A 000000000 1.000000 NC USD -509098.150000 -0.0167484 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-02-12 0.000000 USD -13720.000000 USD 5600000.000000 USD -495378.150000 N N N N/A N/A 000000000 1.000000 NC USD -582894.570000 -0.0191761 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-02-19 0.000000 USD -14464.000000 USD 6400000.000000 USD -568430.570000 N N N N/A N/A 000000000 1.000000 NC USD -3064711.970000 -0.1008232 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2049-12-20 438862.000000 USD 0.000000 USD 13000000.000000 USD -3503573.970000 N N N N/A N/A 000000000 1.000000 NC USD -1306591.830000 -0.0429844 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-02-04 0.000000 USD -34450.000000 USD 13000000.000000 USD -1272141.830000 N N N N/A N/A 000000000 1.000000 NC USD -641538.730000 -0.0211054 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-08-21 0.000000 USD -14700.000000 USD 6000000.000000 USD -626838.730000 N N N N/A N/A 000000000 1.000000 NC USD -387790.920000 -0.0127576 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-08-13 0.000000 USD -9405.000000 USD 3600000.000000 USD -378385.920000 N N N N/A N/A 000000000 1.000000 NC USD -584678.100000 -0.0192348 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-08-28 0.000000 USD -14877.000000 USD 5400000.000000 USD -569801.100000 N N N N/A N/A 000000000 1.000000 NC USD -546694.610000 -0.0179852 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-07-02 0.000000 USD -16465.000000 USD 8900000.000000 USD -530229.610000 N N N N/A N/A 000000000 1.000000 NC USD -617826.150000 -0.0203253 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-08-20 0.000000 USD -15228.000000 USD 5400000.000000 USD -602598.150000 N N N N/A N/A 000000000 1.000000 NC USD -534366.580000 -0.0175796 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-08-14 0.000000 USD -12098.000000 USD 4600000.000000 USD -522268.580000 N N N N/A N/A 000000000 1.000000 NC USD -684680.280000 -0.0225247 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-27 0.000000 USD -15750.000000 USD 10000000.000000 USD -668930.280000 N N N N/A N/A 000000000 1.000000 NC USD -798251.590000 -0.0262610 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-28 0.000000 USD -17667.000000 USD 11700000.000000 USD -780584.590000 N N N N/A N/A 000000000 1.000000 NC USD -730245.140000 -0.0240237 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-26 0.000000 USD -14600.000000 USD 10000000.000000 USD -715645.140000 N N N N/A N/A 000000000 1.000000 NC USD -198729.190000 -0.0065378 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-24 0.000000 USD -3996.000000 USD 2700000.000000 USD -194733.190000 N N N N/A N/A 000000000 1.000000 NC USD -751000.370000 -0.0247065 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-06-25 0.000000 USD -14493.500000 USD 10100000.000000 USD -736506.870000 N N N N/A N/A 000000000 1.000000 NC USD -1115710.790000 -0.0367048 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2048-08-17 40979.090000 USD 0.000000 USD 2100000.000000 USD -1156689.880000 N N N N/A N/A 000000000 1.000000 NC USD -14306334.790000 -0.4706512 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-12-19 573702.000000 USD 0.000000 USD 68600000.000000 USD -14880036.790000 N N N N/A N/A 000000000 1.000000 NC USD -4552506.670000 -0.1497688 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2029-09-12 0.000000 USD -432600.000000 USD 20600000.000000 USD -4119906.670000 N N N N/A Z15BMIOX8DDH0X2OBP21 000000000 1.000000 NC USD 17483.020000 0.0005752 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 THE SHERWIN-WILLIAMS COMPANY SHERWIN-WILLIAMS CO Y Single Leg Swap 2022-06-21 13759.730000 USD 0.000000 USD 1100000.000000 USD 3723.290000 N N N N/A Z15BMIOX8DDH0X2OBP21 000000000 1.000000 NC USD 27119.430000 0.0008922 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 THE SHERWIN-WILLIAMS COMPANY SHERWIN-WILLIAMS CO Y Single Leg Swap 2022-12-21 26963.120000 USD 0.000000 USD 1600000.000000 USD 156.310000 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAL2 317000.000000 PA USD 317001.320000 0.0104287 Long DBT CORP US N 2 2021-03-26 Floating 2.48238 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCS9 9000.000000 PA USD 9276.980000 0.0003052 Long DBT CORP US N 2 2023-02-17 Fixed 3.6 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 -1394.000000 NC USD -8475017.870000 -0.2788120 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-06-19 -193330375.000000 USD -8475017.870000 N N N N/A 254900HROIFWPRGM1V77 000000000 -513.000000 NC USD -4398587.270000 -0.1447052 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-06-19 -80044031.250000 USD -4398587.270000 N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 1900000.000000 PA USD 2072034.720000 0.0681660 Long DBT CORP US N 2 2048-03-09 Fixed 4.5 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 -756.000000 NC USD -2818225.870000 -0.0927143 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-06-30 -166609405.870000 USD -2818225.870000 N N N AT&T INC 549300Z40J86GGSTL398 00206RDC3 4000000.000000 PA USD 4244336.760000 0.1396306 Long DBT CORP US N 2 2024-04-01 Fixed 4.45 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCN0 8300000.000000 PA USD 8600092.060000 0.2829267 Long DBT CORP US N 2 2025-05-15 Fixed 3.4 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCQ3 2200000.000000 PA USD 2454519.910000 0.0807490 Long DBT CORP US N 2 2046-05-15 Fixed 4.75 N N N N N N N/A 254900HROIFWPRGM1V77 000000000 -235.000000 NC USD -3130731.800000 -0.1029951 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-06-19 -42079687.500000 USD -3130731.800000 N N N AT&T INC 549300Z40J86GGSTL398 00206RFZ0 14600000.000000 PA USD 14178961.700000 0.4664609 Long DBT CORP US N 2 2021-06-01 Floating 2.33038 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 3850000.000000 PA USD 3784228.640000 0.1244939 Long DBT CORP US N 2 2021-07-15 Floating 2.78125 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AB2 1000000.000000 PA USD 1054705.050000 0.0346978 Long DBT CORP US N 2 2022-12-15 Fixed 3.6 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBD0 4800000.000000 PA USD 4724568.290000 0.1554293 Long DBT CORP US N 2 2021-01-15 Floating 2.26125 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAJ2 2300000.000000 PA USD 2080336.800000 0.0684391 Long DBT CORP US N 2 2022-01-20 Fixed 2.875 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAF8 5527000.000000 PA USD 4998539.270000 0.1644424 Long DBT CORP US N 2 2024-01-30 Fixed 4.375 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAD5 2300000.000000 PA USD 2280448.320000 0.0750224 Long DBT CORP US N 2 2021-04-06 Fixed 6.75 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAD3 943000.000000 PA USD 812934.810000 0.0267440 Long DBT CORP US N 2 2025-08-01 Fixed 4.125 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAA1 14600000.000000 PA USD 14438425.010000 0.4749967 Long DBT CORP US N 2 2020-10-15 Fixed 7.125 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 1500000.000000 PA USD 1339432.730000 0.0440648 Long DBT CORP US N 2 2025-10-01 Fixed 4.875 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 3100000.000000 PA USD 2370622.640000 0.0779890 Long DBT CORP US N 2 2027-11-01 Fixed 3.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAB6 2200000.000000 PA USD 1898102.690000 0.0624440 Long DBT CORP KY N 2 2024-02-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAC4 900000.000000 PA USD 782134.160000 0.0257307 Long DBT CORP KY N 2 2023-03-15 Fixed 4.5 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAA8 11313000.000000 PA USD 10236504.470000 0.3367615 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 6500000.000000 PA USD 5055293.490000 0.1663095 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAD3 9728000.000000 PA USD 8306964.600000 0.2732833 Long DBT CORP KY N 2 2024-05-15 Fixed 5.25 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAF8 2000000.000000 PA USD 1677005.120000 0.0551703 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAB7 2671000.000000 PA USD 2312020.380000 0.0760611 Long DBT CORP KY N 2 2023-10-01 Fixed 5.125 N N N N N N AWAS AVIATION CAPITAL DESIGNATED ACTIVITY COMPANY N/A 978WBNII8 5839385.640000 PA USD 5649605.610000 0.1858613 Long DBT CORP IE Y 3 2021-10-03 Fixed 4.87 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AC3 1100000.000000 PA USD 1110154.330000 0.0365220 Long DBT CORP BM N 2 2021-01-15 Fixed 4.5 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AE9 9100000.000000 PA USD 9582272.700000 0.3152385 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AG4 5600000.000000 PA USD 5875022.720000 0.1932771 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AM0 2600000.000000 PA USD 2771890.240000 0.0911899 Long DBT CORP KY N 2 2024-05-14 Fixed 4.375 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AK4 5100000.000000 PA USD 5295965.820000 0.1742272 Long DBT CORP KY N 2 2023-09-29 Fixed 3.875 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 700000.000000 NS USD 588570.500000 0.0193628 Long EP CORP US N 2 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165ED8 200000.000000 PA USD 199126.950000 0.0065509 Long DBT CORP US N 2 2021-11-15 Fixed 3.5 N N N N N N BANCO INBURA SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO INBURSA 9598007PWYZP4GP23S45 05969LAB7 1700000.000000 PA USD 1521164.250000 0.0500434 Long DBT CORP MX N 2 2027-04-11 Fixed 4.375 N N N N N N BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND SCRYQ25DTVRHYYMM6P89 05969BAA1 2400000.000000 PA USD 2344800.000000 0.0771395 Long DBT CORP MX N 2 2022-11-09 Fixed 4.125 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAJ4 3800000.000000 PA USD 3899822.880000 0.1282968 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 1200000.000000 PA USD 1079712.000000 0.0355205 Long DBT CORP CO N 2 2025-01-29 Fixed 3 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGJ2 2500000.000000 PA USD 2427895.050000 0.0798731 Long DBT CORP US N 2 2023-04-24 Floating 2.80088 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGL7 83000.000000 PA USD 86952.350000 0.0028606 Long DBT CORP US N 2 2028-04-24 Floating 3.705 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHK8 3200000.000000 PA USD 2933983.460000 0.0965225 Long DBT CORP US N 2 2024-07-23 Floating 2.76625 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFS3 6000000.000000 PA USD 6445537.860000 0.2120459 Long DBT CORP US N 2 2025-08-01 Fixed 3.875 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FAM9 6300000.000000 PA USD 6165428.220000 0.2028309 Long DBT CORP FR N 2 2022-07-20 Fixed 2.7 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 6700000.000000 PA USD 6857383.000000 0.2255949 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739FFU0 250000.000000 PA USD 265777.220000 0.0087436 Long DBT CORP GB N 2 2021-06-12 Fixed 10.179 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAS4 1000000.000000 PA USD 1003406.660000 0.0330102 Long DBT CORP GB N 2 2023-01-10 Fixed 3.684 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAT2 900000.000000 PA USD 865747.490000 0.0284814 Long DBT CORP GB N 2 2023-01-10 Floating 3.459 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 4000000.000000 PA USD 4082500.000000 0.1343065 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAU9 6200000.000000 PA USD 6320461.970000 0.2079312 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBE4 11500000.000000 PA USD 11710957.500000 0.3852682 Long DBT CORP GB N 2 2023-02-15 Floating 4.61 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBF1 3400000.000000 PA USD 3202280.960000 0.1053489 Long DBT CORP GB N 2 2023-02-15 Floating 3.12175 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 8800000.000000 PA USD 8698093.540000 0.2861507 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBC8 19843000.000000 PA USD 17485230.930000 0.5752308 Long DBT CORP GB N 2 2024-05-16 Floating 3.07175 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 8000000.000000 PA USD 7688874.720000 0.2529493 Long DBT CORP GB N 2 2025-05-07 Floating 3.932 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 4985000.000000 PA USD 5388862.070000 0.1772833 Long DBT CORP GB N 2 2029-05-16 Floating 4.972 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAG0 200000.000000 PA USD 199184.940000 0.0065528 Long DBT CORP GB N 2 2020-06-08 Fixed 2.875 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAQ8 2800000.000000 PA USD 2774056.600000 0.0912612 Long DBT CORP GB N 2 2021-08-10 Fixed 3.2 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAP0 1300000.000000 PA USD 1338290.380000 0.0440272 Long DBT CORP GB N 2 2026-05-12 Fixed 5.2 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 6300000.000000 PA USD 6539148.760000 0.2151255 Long DBT CORP GB N 2 2030-06-20 Floating 5.088 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAC9 1300000.000000 PA USD 1349318.980000 0.0443900 Long DBT CORP GB N 2 2024-09-11 Fixed 4.375 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAT2 11000000.000000 PA USD 10820262.860000 0.3559661 Long DBT CORP US N 2 2020-08-14 Floating 2.29375 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAV7 3655000.000000 PA USD 3604262.390000 0.1185734 Long DBT CORP US N 2 2022-08-15 Fixed 2.764 N N N N N N BAT INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAF7 5400000.000000 PA USD 5379571.310000 0.1769777 Long DBT CORP GB N 2 2022-06-07 Fixed 3.25 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAC7 1600000.000000 PA USD 1549068.820000 0.0509614 Long DBT CORP US N 2 2021-06-25 Floating 1.84563 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAU7 1400000.000000 PA USD 1386081.700000 0.0455995 Long DBT CORP US N 2 2021-07-15 Fixed 2.75 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAE3 5000000.000000 PA USD 5125603.600000 0.1686226 Long DBT CORP US N 2 2023-12-15 Fixed 3.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 7500000.000000 PA USD 7808757.080000 0.2568932 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 P16259AK2 3200000.000000 PA USD 3192144.000000 0.1050155 Long DBT CORP MX N 2 2024-04-10 Fixed 4.375 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAC2 10700000.000000 PA USD 10676888.000000 0.3512493 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 P16259AM8 7800000.000000 PA USD 6517485.000000 0.2144129 Long DBT CORP MX N 2 2033-01-18 Floating 5.125 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 P16259AH9 238000.000000 PA USD 237485.920000 0.0078128 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75 N N N N N N BBVA USA C90VT034M03BN29IRA40 05552JAA7 10000000.000000 PA USD 9769629.400000 0.3214022 Long DBT CORP US N 2 2024-08-27 Fixed 2.5 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075Q862 30000.000000 NS USD 3015000.000000 0.0991878 Long EP CORP US N 2 N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAE6 10400000.000000 PA USD 10448117.060000 0.3437232 Long DBT CORP GB N 2 2021-10-15 Fixed 4 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAH4 1000000.000000 PA USD 1008869.470000 0.0331899 Long DBT CORP US N 2 2021-05-27 Fixed 5.125 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 6000000.000000 PA USD 6004905.420000 0.1975500 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAQ4 500000.000000 PA USD 500801.520000 0.0164754 Long DBT CORP US N 2 2030-04-30 Fixed 2.4 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAL1 1200000.000000 PA USD 1117910.460000 0.0367771 Long DBT CORP US N 2 2030-01-10 Fixed 2.5 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AAN3 500000.000000 PA USD 477847.500000 0.0157203 Long DBT CORP FR N 2 2025-08-19 Floating 7.375 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AAQ6 3500000.000000 PA USD 3419062.500000 0.1124806 Long DBT CORP FR N 2 2021-03-30 Floating 7.625 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565ACA9 4300000.000000 PA USD 3882083.000000 0.1277131 Long DBT CORP FR N 2 2022-03-14 Floating 6.75 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AGF4 2800000.000000 PA USD 2713046.000000 0.0892541 Long DBT CORP FR N 2 2028-08-16 Floating 7 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AHN6 5250000.000000 PA USD 4652812.500000 0.1530687 Long DBT CORP FR N 2 2024-03-25 Floating 6.625 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 F1R15XK44 1000000.000000 PA USD 976875.000000 0.0321373 Long DBT CORP FR N 2 2021-03-30 Floating 7.625 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2G8 700000.000000 PA USD 730526.280000 0.0240329 Long DBT CORP FR N 2 2025-01-10 Floating 4.705 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2H6 7300000.000000 PA USD 8079936.090000 0.2658145 Long DBT CORP FR N 2 2030-01-10 Floating 5.198 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2J2 200000.000000 PA USD 197927.630000 0.0065114 Long DBT CORP FR N 2 2025-11-19 Floating 2.819 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAG5 2100000.000000 PA USD 2102793.000000 0.0691779 Long DBT CORP SG N 2 2021-05-02 Floating 2.81325 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAJ9 12400000.000000 PA USD 13289622.000000 0.4372033 Long DBT CORP SG N 2 2024-10-10 Fixed 3.5 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 ACI17QHQ3 700000.000000 PA USD 755448.760000 0.0248528 Long DBT CORP SG N 2 2024-01-25 Fixed 4 N N N N N N BORAL FINANCE PTY LTD 549300X2TYFVNPM0UT91 09952AAA4 100000.000000 PA USD 101033.480000 0.0033238 Long DBT CORP AU N 2 2022-11-01 Fixed 3 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAY0 5262000.000000 PA USD 5048642.050000 0.1660907 Long DBT CORP US N 2 2026-10-01 Fixed 2.75 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 5700000.000000 PA USD 5667107.750000 0.1864371 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N BRANDYWINE OPERATING PARTNERSHIP LP IXBXSCONLDQ1ZI73YU71 105340AQ6 5100000.000000 PA USD 4795683.710000 0.1577689 Long DBT CORP US N 2 2027-11-15 Fixed 3.95 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAC7 300000.000000 PA USD 260956.190000 0.0085850 Long DBT CORP US N 2 2027-06-22 Fixed 3.7 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122BK3 12800000.000000 PA USD 13456027.650000 0.4426777 Long DBT CORP US N 2 2023-02-20 Fixed 3.25 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CF3 5500000.000000 PA USD 5367957.760000 0.1765956 Long DBT CORP US N 2 2022-05-16 Floating 2.07175 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST N/A 11043HAA6 2398047.050000 PA USD 2144753.330000 0.0705583 Long DBT CORP US N 2 2033-03-20 Fixed 4.125 N N N N N N BRITISH AIRWAYS 2018-1 CLASS AA PASS THROUGH TRUST N/A 11042TAA1 1750104.360000 PA USD 2037952.830000 0.0670448 Long DBT CORP US N 3 2033-03-20 Fixed 3.8 N N N N N N BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST 635400GSHSFIWYIDXC76 11043XAB9 5600000.000000 PA USD 5326005.440000 0.1752154 Long DBT CORP US N 2 2030-12-15 Fixed 3.35 N N N N N N BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY 549300OWFMSO9NYV4H90 11102AAE1 3000000.000000 PA USD 2942797.950000 0.0968125 Long DBT CORP GB N 2 2029-11-08 Fixed 3.25 N N N N N N BRITISH TRANSCO INTERNATIONAL FINANCE 549300GGLD5FF6EQTM03 414445II9 1860000.000000 PA USD 1815639.000000 0.0597311 Long DBT CORP NL N 2 2021-11-04 None 0 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 5630000.000000 PA USD 5537011.090000 0.1821571 Long DBT CORP US N 2 2022-02-01 Floating 2.81325 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAD1 5800000.000000 PA USD 5751230.000000 0.1892045 Long DBT CORP US N 2 2022-01-15 Fixed 3 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAF6 2006000.000000 PA USD 1988827.680000 0.0654286 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 4100000.000000 PA USD 3917587.020000 0.1288812 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAR0 1300000.000000 PA USD 1207506.630000 0.0397247 Long DBT CORP US N 2 2028-01-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAA9 18200000.000000 PA USD 17982348.020000 0.5915850 Long DBT CORP US N 2 2021-04-15 Fixed 3.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAE1 10000000.000000 PA USD 10182678.000000 0.3349907 Long DBT CORP US N 2 2026-04-15 Fixed 4.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAC5 5400000.000000 PA USD 5353946.690000 0.1761347 Long DBT CORP US N 2 2022-10-15 Fixed 3.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAD3 16100000.000000 PA USD 15833202.230000 0.5208822 Long DBT CORP US N 2 2024-10-15 Fixed 3.625 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS INC N/A 11133TAD5 2400000.000000 PA USD 2261337.890000 0.0743937 Long DBT CORP US N 2 2029-12-01 Fixed 2.9 N N N N N N CALIFORNIA STATE N/A 13063BJB9 500000.000000 PA USD 515775.000000 0.0169680 Long DBT MUN US N 2 2030-11-01 Fixed 7.7 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AA8 3300000.000000 PA USD 2902534.900000 0.0954879 Long DBT CORP US N 2 2031-07-15 Fixed 2.902 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BD0 3784000.000000 PA USD 3775778.730000 0.1242159 Long DBT CORP US N 2 2021-03-15 Fixed 3.3 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BF5 4403000.000000 PA USD 4656334.530000 0.1531845 Long DBT CORP US N 2 2025-03-15 Fixed 3.95 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429AY5 5300000.000000 PA USD 5285245.970000 0.1738745 Long DBT CORP US N 2 2022-08-02 Fixed 2.5 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AC1 1300000.000000 PA USD 1339727.520000 0.0440745 Long DBT CORP US N 2 2022-06-17 Fixed 6.5 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAD6 1900000.000000 PA USD 1874277.690000 0.0616602 Long DBT CORP US N 2 2023-02-15 Fixed 1.923 N N N N N N CBL & ASSOCIATES LIMITED PARTNERSHIP 549300VS75TWHD9JTH89 12505JAD5 900000.000000 PA USD 172770.750000 0.0056838 Long DBT CORP US N 2 2026-12-15 Fixed 5.95 N N N N N N CC HOLDINGS GS V LLC/CROWN CASTLE GS III N/A 14987BAE3 2170000.000000 PA USD 2182313.800000 0.0717940 Long DBT CORP US N 2 2023-04-15 Fixed 3.849 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAN1 2600000.000000 PA USD 2648763.000000 0.0871393 Long DBT CORP US N 2 2025-01-15 Fixed 4.75 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAQ4 1400000.000000 PA USD 1410430.000000 0.0464005 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15669GAH7 1253516.530000 PA USD 1164986.930000 0.0383259 Long LON CORP US N 2 2027-03-15 Floating 3.2394 N N N N N N DEPOSITORY TRUST & CLEARING CORP (DTCC) MLDY5N6PZ58ZE60QU102 249670AA8 3500000.000000 NS USD 3010752.500000 0.0990480 Long EP CORP US N 2 N N N CH ROBINSON WORLDWIDE INC 529900WNWN5L0OVDHA79 12541WAA8 2000000.000000 PA USD 2123952.940000 0.0698740 Long DBT CORP US N 2 2028-04-15 Fixed 4.2 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 5200000.000000 PA USD 5444063.610000 0.1790993 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 400000.000000 PA USD 434128.340000 0.0142820 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 161175BB9 10000000.000000 PA USD 10341681.600000 0.3402216 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AY0 17100000.000000 PA USD 18454620.790000 0.6071219 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 16772PAQ9 625000.000000 PA USD 752562.500000 0.0247579 Long DBT MUN US N 2 2040-12-01 Fixed 6.2 N N N N N N CHINA MERCHANTS FINANCE COMPANY LIMITED 5493009Q07FRBW4O2I15 ACI0FXH73 300000.000000 PA USD 301459.500000 0.0099174 Long DBT CORP VG N 2 2020-08-03 Fixed 3.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 9600000.000000 PA USD 9902465.950000 0.3257723 Long DBT CORP US N 2 2028-01-10 Floating 3.887 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LL3 1000000.000000 PA USD 955766.130000 0.0314429 Long DBT CORP US N 2 2024-05-17 Floating 2.79175 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LN9 10000000.000000 PA USD 9450311.400000 0.3108973 Long DBT CORP US N 2 2023-07-24 Floating 2.75088 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 9000.000000 PA USD 9343.720000 0.0003074 Long DBT CORP US N 2 2028-07-24 Floating 3.668 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KW0 19500000.000000 PA USD 19376639.100000 0.6374546 Long DBT CORP US N 2 2021-08-02 Floating 2.95325 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KX8 2900000.000000 PA USD 2836567.810000 0.0933177 Long DBT CORP US N 2 2023-09-01 Floating 3.01038 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 5337000.000000 PA USD 5540323.800000 0.1822661 Long DBT CORP US N 2 2026-10-21 Fixed 3.2 N N N N N N CITIZENS BANK NA (AKA: RBS CITIZENS NA) DRMSV1Q0EKMEXLAU1P80 17401QAU5 1400000.000000 PA USD 1430795.830000 0.0470705 Long DBT CORP US N 2 2026-02-18 Fixed 3.75 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 4000000.000000 PA USD 3744279.600000 0.1231797 Long DBT CORP US N 2 2030-03-01 Fixed 3.3 N N N N N N CITY OF RIVERSIDE CA ELECTRIC REVENUE N/A 768874SG5 300000.000000 PA USD 491661.000000 0.0161747 Long DBT MUN US N 2 2040-10-01 Fixed 7.605 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAG0 1795000.000000 PA USD 1855659.910000 0.0610477 Long DBT CORP US N 2 2025-03-15 Fixed 3 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAF1 6500000.000000 PA USD 6357446.810000 0.2091479 Long DBT CORP US N 2 2021-04-01 Fixed 4.875 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAE4 7225000.000000 PA USD 7161153.110000 0.2355883 Long DBT CORP US N 2 2020-11-06 Fixed 4.375 N N N N N N CNOOC FINANCE (2011) LIMITED N/A G2353WAA9 2300000.000000 PA USD 2340043.000000 0.0769830 Long DBT CORP VG N 2 2021-01-26 Fixed 4.25 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAA1 1300000.000000 PA USD 1301127.880000 0.0428046 Long DBT CORP US N 2 2024-10-01 Fixed 2.76 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CA8 3300000.000000 PA USD 3432614.360000 0.1129265 Long DBT CORP US N 2 2024-05-01 Fixed 4.3 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887BX9 419000.000000 PA USD 414603.220000 0.0136397 Long DBT CORP US N 2 2020-10-22 Floating 2.55213 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAS7 102000.000000 PA USD 95997.720000 0.0031581 Long DBT CORP US N 2 2027-05-09 Fixed 3.5 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAV0 6455000.000000 PA USD 6419423.530000 0.2111868 Long DBT CORP US N 2 2020-11-06 Fixed 2.25 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAW8 2312000.000000 PA USD 2212456.520000 0.0727856 Long DBT CORP US N 2 2022-11-07 Fixed 2.65 N N N N N N CONTINENTAL AIRLINES 2010 CLASS A PASS THRU TRUST N/A 21079VAA1 4035568.300000 PA USD 4071514.720000 0.1339451 Long DBT CORP US N 2 2022-07-12 Fixed 4.75 N N N N N N CONTINENTAL AIRLINES 2012-1 PASS THRU TRUSTS N/A 210795PZ7 2176250.670000 PA USD 2348929.630000 0.0772753 Long DBT CORP US N 2 2025-10-11 Fixed 4.15 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDF8 2700000.000000 PA USD 2628293.000000 0.0864658 Long DBT CORP NL N 2 2024-07-22 Fixed 2.625 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LIMITED 549300MGHLPT1EFHGF84 ACI155964 900000.000000 PA USD 906729.990000 0.0298297 Long DBT CORP KY N 2 2022-01-27 Fixed 7.125 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CH8 3200000.000000 PA USD 3278769.280000 0.1078653 Long DBT CORP US N 2 2024-08-15 Fixed 3.15 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CJ4 1300000.000000 PA USD 1273042.730000 0.0418807 Long DBT CORP US N 2 2027-08-15 Fixed 3.5 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 17900000.000000 PA USD 18299277.400000 0.6020114 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 10038000.000000 PA USD 10261907.630000 0.3375972 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH ANGGYXNX0JLX3X63JN86 22546QAP2 11800000.000000 PA USD 12487329.590000 0.4108094 Long DBT CORP CH N 2 2024-09-09 Fixed 3.625 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH ANGGYXNX0JLX3X63JN86 22550L2A8 7400000.000000 PA USD 7372253.700000 0.2425331 Long DBT CORP CH N 2 2021-11-12 Fixed 2.1 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 2200000.000000 PA USD 2231405.840000 0.0734090 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 13300000.000000 PA USD 12658543.000000 0.4164420 Long DBT CORP CH N 2 2025-09-11 Floating 2.593 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AD0 1300000.000000 PA USD 1267298.850000 0.0416917 Long DBT CORP CH N 2 2023-12-14 Floating 2.997 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AC5 13650000.000000 PA USD 13817415.610000 0.4545667 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AT8 4800000.000000 PA USD 4915798.370000 0.1617204 Long DBT CORP GG N 2 2023-06-09 Fixed 3.8 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAM5 5000000.000000 PA USD 5063206.850000 0.1665699 Long DBT CORP US N 2 2025-05-18 Fixed 3.875 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 228227BD5 207000.000000 PA USD 219821.590000 0.0072317 Long DBT CORP US N 2 2023-01-15 Fixed 5.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAA9 1695000.000000 PA USD 1706868.360000 0.0561527 Long DBT CORP US N 2 2021-02-15 Fixed 3.4 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAJ0 3000000.000000 PA USD 3016415.670000 0.0992343 Long DBT CORP US N 2 2023-07-15 Fixed 3.15 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBB5 2485000.000000 PA USD 2486504.920000 0.0818013 Long DBT CORP US N 2 2042-05-15 Fixed 3.222 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBF6 500000.000000 PA USD 503995.850000 0.0165805 Long DBT CORP US N 2 2043-07-15 Fixed 3.72 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBH2 900000.000000 PA USD 912887.640000 0.0300323 Long DBT CORP US N 2 2048-07-15 Fixed 4.241 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAF3 2100000.000000 PA USD 1962409.870000 0.0645596 Long DBT CORP US N 2 2030-02-15 Fixed 3 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CV0 7100000.000000 PA USD 7400023.490000 0.2434467 Long DBT CORP US N 2 2023-03-09 Fixed 3.7 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CK4 1924000.000000 PA USD 1975746.880000 0.0649983 Long DBT CORP US N 2 2022-07-20 Fixed 3.5 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CL2 700000.000000 PA USD 724595.130000 0.0238378 Long DBT CORP US N 2 2025-07-20 Fixed 3.875 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BZ2 5100000.000000 PA USD 5140724.780000 0.1691201 Long DBT CORP US N 2 2022-12-01 Fixed 2.75 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 1566146.690000 PA USD 2037611.750000 0.0670335 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 2400000.000000 NS USD 1984500.000000 0.0652863 Long EP CORP US N 2 N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CZ5 4300000.000000 PA USD 4192628.870000 0.1379295 Long DBT CORP US N 2 2021-02-12 Fixed 2.3 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 13200000.000000 PA USD 12238034.690000 0.4026081 Long DBT CORP US N 2 2022-02-15 Floating 2.59175 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851BE3 4300000.000000 PA USD 4257356.380000 0.1400589 Long DBT CORP US N 2 2021-03-10 Fixed 2.875 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DJ0 8265000.000000 PA USD 8187690.430000 0.2693594 Long DBT CORP US N 2 2021-05-04 Fixed 3.35 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CH5 2800000.000000 PA USD 2700895.510000 0.0888543 Long DBT CORP US N 2 2021-07-06 Fixed 2 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DU5 600000.000000 PA USD 576031.550000 0.0189503 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CK8 1850000.000000 PA USD 1775320.880000 0.0584047 Long DBT CORP US N 2 2021-10-30 Fixed 2.2 N N N N N N DC OFFICE TRUST 2019-MTC N/A 23312BAA8 10500000.000000 PA USD 10139978.100000 0.3335860 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 2.965 N N N N N N DELL INTERNATIONAL LLC N/A 24702NBE9 2274300.000000 PA USD 2188065.370000 0.0719832 Long LON CORP US N 2 2025-09-19 Floating 2.99 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 30062000.000000 PA USD 30394611.680000 0.9999249 Long DBT CORP US N 2 2021-06-15 Fixed 4.42 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAG8 7600000.000000 PA USD 7808587.700000 0.2568877 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 4800000.000000 PA USD 5117632.610000 0.1683604 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 7300000.000000 PA USD 7378996.290000 0.2427549 Long DBT CORP US N 2 2024-07-15 Fixed 4 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DAZ4 500000.000000 PA USD 499155.440000 0.0164213 Long DBT CORP US N 2 2026-10-01 Fixed 4.9 N N N N N N DELTA AIR LINES 2007-1 CLASS A PASS THROUGH TRUST N/A 247367BH7 3766337.780000 PA USD 3982593.740000 0.1310198 Long DBT CORP US N 2 2024-02-10 Fixed 6.821 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BP3 7900000.000000 PA USD 7722126.050000 0.2540433 Long DBT CORP DE N 2 2021-01-22 Fixed 3.15 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAD9 12840000.000000 PA USD 12353660.350000 0.4064119 Long DBT CORP DE N 2 2021-02-04 Floating 3.04113 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251525AT8 7400000.000000 PA USD 7255153.510000 0.2386807 Long DBT CORP DE N 2 2020-07-13 Fixed 2.7 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251525AV3 8700000.000000 PA USD 8573753.000000 0.2820602 Long DBT CORP DE N 2 2020-07-13 Floating 2.81788 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 23300000.000000 PA USD 22181689.710000 0.7297354 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BL2 2600000.000000 PA USD 2438656.140000 0.0802271 Long DBT CORP DE N 2 2022-11-16 Fixed 3.3 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 6800000.000000 PA USD 6300199.320000 0.2072646 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAU7 2200000.000000 PA USD 2174108.990000 0.0715240 Long DBT CORP NL N 2 2021-09-19 Fixed 1.95 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 10484000.000000 PA USD 10253615.460000 0.3373244 Long DBT CORP US N 2 2029-07-01 Fixed 3.6 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 2700000.000000 PA USD 2615035.540000 0.0860297 Long DBT CORP US N 2 2027-08-15 Fixed 3.7 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAJ0 1000000.000000 PA USD 980006.780000 0.0322404 Long DBT CORP US N 2 2026-07-27 Fixed 3.45 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AM0 1500000.000000 PA USD 1446313.700000 0.0475810 Long DBT CORP US N 2 2027-02-09 Fixed 4.1 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AA0 675000.000000 PA USD 738612.320000 0.0242989 Long DBT CORP US N 2 2023-10-15 Fixed 6.5 N N N N N N DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST N/A 258258AA0 410981.320000 PA USD 417383.520000 0.0137311 Long DBT CORP GG N 2 2024-11-30 Fixed 5.125 N N N N N N DP WORLD CRESCENT LIMITED 21380096JRTWB8TL9236 26139PAB9 7500000.000000 PA USD 6844807.500000 0.2251811 Long DBT CORP KY N 2 2028-09-26 Fixed 4.848 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAF2 1400000.000000 PA USD 1419781.870000 0.0467081 Long DBT CORP US N 2 2021-09-15 Fixed 3.55 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAL9 1400000.000000 PA USD 1465174.470000 0.0482015 Long DBT CORP US N 2 2023-10-15 Fixed 3.95 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 172070BT0 2821000.000000 PA USD 3327935.080000 0.1094827 Long DBT CORP US N 2 2025-06-01 Fixed 6.9 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AE3 1129000.000000 PA USD 1133216.620000 0.0372807 Long DBT CORP US N 2 2022-07-15 Fixed 2.6 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AK6 2600000.000000 PA USD 1263306.120000 0.0415604 Long DBT CORP US N 2 2027-03-15 Fixed 4.4 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBB0 9100000.000000 PA USD 8460030.760000 0.2783189 Long DBT CORP CA N 2 2022-02-18 Floating 2.19463 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAB4 1000000.000000 PA USD 968038.940000 0.0318466 Long DBT CORP NL N 2 2022-05-25 Fixed 2.875 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAA6 1372000.000000 PA USD 1396286.770000 0.0459352 Long DBT CORP NL N 2 2027-05-25 Fixed 3.625 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 2700000.000000 PA USD 2582657.300000 0.0849645 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAJ7 3600000.000000 PA USD 3811924.980000 0.1254051 Long DBT CORP NL N 2 2025-09-14 Fixed 4.625 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAP8 7300000.000000 PA USD 6185379.350000 0.2034872 Long DBT CORP US N 2 2025-05-15 Fixed 2.9 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RAF6 3170000.000000 PA USD 2962575.170000 0.0974631 Long DBT CORP US N 2 2036-10-15 Fixed 6.625 N N N N N N ENGIE SA (AKA: GDF SUEZ) LAXUQCHT4FH58LRZDY46 36160BAA3 783000.000000 PA USD 765444.070000 0.0251817 Long DBT CORP FR N 2 2022-10-10 Fixed 2.875 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29364DAU4 4900000.000000 PA USD 5201353.770000 0.1711146 Long DBT CORP US N 2 2026-04-01 Fixed 3.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAB5 3500000.000000 PA USD 2969982.190000 0.0977068 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 1150000.000000 PA USD 1033515.700000 0.0340007 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAA7 2100000.000000 PA USD 1959530.640000 0.0644648 Long DBT CORP US N 2 2023-07-15 Fixed 5.25 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 9000000.000000 PA USD 8199178.110000 0.2697374 Long DBT CORP US N 2 2026-12-15 Fixed 4.75 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAA8 2400000.000000 PA USD 1683480.000000 0.0553833 Long DBT CORP US N 2 2024-08-01 Fixed 4 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBC9 3200000.000000 PA USD 3008144.000000 0.0989622 Long DBT CORP US N 2 2024-11-18 Fixed 2.625 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 1200000.000000 PA USD 1170078.040000 0.0384933 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABD4 1700000.000000 PA USD 1763910.890000 0.0580293 Long DBT CORP US N 2 2025-06-01 Fixed 3.375 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABL6 2300000.000000 PA USD 2258385.870000 0.0742966 Long DBT CORP US N 2 2029-07-01 Fixed 3 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAU1 3300000.000000 PA USD 3136018.480000 0.1031690 Long DBT CORP US N 2 2030-01-15 Fixed 3 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAP2 800000.000000 PA USD 804244.030000 0.0264581 Long DBT CORP US N 2 2025-04-01 Fixed 3.5 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAN7 3500000.000000 PA USD 3514526.650000 0.1156212 Long DBT CORP US N 2 2024-05-01 Fixed 3.875 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAH4 2000000.000000 PA USD 1999855.220000 0.0657914 Long DBT CORP US N 2 2020-06-15 Fixed 2.85 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 2300000.000000 PA USD 1994499.790000 0.0656152 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 2200000.000000 PA USD 2378917.160000 0.0782618 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747AY3 3300000.000000 PA USD 3263775.800000 0.1073720 Long DBT CORP US N 2 2027-07-15 Fixed 3.25 N N N N N N FHLMC PASS THRU POOLS N/A 3132ADXX1 429310.210000 PA USD 458484.410000 0.0150833 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEB96 4344369.280000 PA USD 4642048.240000 0.1527146 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHA1 1477000.000000 NS USD 1335569.870000 0.0439377 Long EP CORP US N 2 N N N FIBRA UNO (TRUST F/1401) N/A 898339AA4 4300000.000000 PA USD 3742075.000000 0.1231071 Long DBT CORP MX N 2 2030-01-15 Fixed 4.869 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAE2 2975000.000000 PA USD 2997668.250000 0.0986176 Long DBT CORP US N 2 2023-02-01 Fixed 4.3 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 6100000.000000 NS USD 5722989.500000 0.1882755 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 6500000.000000 NS USD 5696925.000000 0.1874180 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 11800000.000000 NS USD 10084575.000000 0.3317633 Long EP CORP US N 2 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AG2 700000.000000 PA USD 683499.950000 0.0224858 Long DBT CORP US N 2 2022-07-15 Fixed 2.85 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 5000000.000000 PA USD 5321628.000000 0.1750714 Long DBT CORP US N 2 2029-07-01 Fixed 3.5 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAA3 2446000.000000 PA USD 2334695.310000 0.0768070 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N FNMA PASS THRU POOLS N/A 3140GTQM5 507864.200000 PA USD 539656.680000 0.0177537 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H1FD7 277178.240000 PA USD 294514.130000 0.0096890 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 845938.510000 PA USD 899798.370000 0.0296017 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 3140H5MJ7 816318.390000 PA USD 867181.260000 0.0285286 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 3140HPH42 794815.240000 PA USD 843640.110000 0.0277542 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 3140QANA4 890674.580000 PA USD 951233.540000 0.0312938 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QBT81 2642798.630000 PA USD 2821263.200000 0.0928142 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QCCL8 4606803.470000 PA USD 4931319.510000 0.1622310 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CUA0 801185.220000 PA USD 848064.040000 0.0278997 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 9779010.850000 PA USD 10350996.730000 0.3405281 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 31418DEU2 9199081.600000 PA USD 9833788.150000 0.3235129 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DFS6 10798927.420000 PA USD 11543590.570000 0.3797622 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XQ1 1400000.000000 PA USD 1359750.000000 0.0447332 Long DBT CORP US N 2 2021-01-15 Fixed 3.2 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 1213000.000000 PA USD 1179642.500000 0.0388080 Long DBT CORP US N 2 2022-01-07 Fixed 5.596 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 5100000.000000 PA USD 4027165.120000 0.1324861 Long DBT CORP US N 2 2023-02-15 Floating 2.92675 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XW8 5500000.000000 PA USD 5280000.000000 0.1737020 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 300000.000000 PA USD 243903.320000 0.0080240 Long DBT CORP US N 2 2022-03-28 Floating 2.64463 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 13700000.000000 PA USD 12775250.000000 0.4202814 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YZ0 5854000.000000 PA USD 5647353.800000 0.1857872 Long DBT CORP US N 2 2021-04-05 Fixed 3.47 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YY3 5800000.000000 PA USD 5365575.190000 0.1765172 Long DBT CORP US N 2 2021-04-05 Floating 2.71025 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YM9 8398000.000000 PA USD 8209045.000000 0.2700620 Long DBT CORP US N 2 2020-06-12 Fixed 2.425 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397VU4 200000.000000 PA USD 197000.000000 0.0064809 Long DBT CORP US N 2 2021-08-02 Fixed 5.875 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YP2 500000.000000 PA USD 410000.000000 0.0134882 Long DBT CORP US N 2 2022-08-03 Floating 2.84325 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 10100000.000000 PA USD 9468750.000000 0.3115039 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 12704000.000000 PA USD 12259360.000000 0.4033096 Long DBT CORP US N 2 2020-11-02 Fixed 2.343 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YR8 1100000.000000 PA USD 1028893.420000 0.0338486 Long DBT CORP US N 2 2020-11-02 Floating 2.19325 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAE6 5800000.000000 PA USD 5579147.020000 0.1835433 Long DBT CORP US N 2 2029-09-15 Fixed 3.25 N N N N N N FRESENIUS MEDICAL CARE US FINANCE INC B8RI7LM5Z25R6H3S2R89 35803QAA5 2556000.000000 PA USD 2621963.510000 0.0862576 Long DBT CORP US N 2 2021-02-15 Fixed 5.75 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448AN3 2526000.000000 PA USD 2643438.970000 0.0869641 Long DBT CORP US N 2 2022-06-15 Fixed 4.75 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI02FKT4 1500000.000000 PA USD 1501695.000000 0.0494029 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 3500000.000000 PA USD 3685412.500000 0.1212431 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 368266AQ5 500000.000000 PA USD 509469.000000 0.0167606 Long DBT CORP LU N 2 2021-01-23 Fixed 5.999 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 B1TK18II5 6800000.000000 PA USD 7057794.800000 0.2321880 Long DBT CORP LU N 2 2022-03-07 Fixed 6.51 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 L4191BBH5 3000000.000000 PA USD 3046725.000000 0.1002315 Long DBT CORP LU N 2 2022-07-19 Fixed 4.95 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164QMS4 1000000.000000 PA USD 994488.410000 0.0327168 Long DBT CORP IE N 2 2020-11-15 Fixed 2.342 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164Q6M5 247000.000000 PA USD 248785.280000 0.0081846 Long DBT CORP IE N 2 2025-11-15 Fixed 3.373 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G6S8 3742000.000000 PA USD 3805495.080000 0.1251935 Long DBT CORP US N 2 2023-01-09 Fixed 3.1 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36966THT2 800000.000000 PA USD 743290.130000 0.0244528 Long DBT CORP US N 2 2023-03-15 Floating 1.7405 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G2T0 1200000.000000 PA USD 1203096.000000 0.0395796 Long DBT CORP US N 2 2020-05-04 Fixed 5.55 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAE0 61000.000000 PA USD 54439.830000 0.0017910 Long DBT CORP US N 2 2023-10-02 Fixed 4.875 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBR6 11700000.000000 PA USD 9713610.500000 0.3195593 Long DBT CORP US N 2 2022-01-14 Floating 3.38775 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAL0 10000.000000 PA USD 9053.840000 0.0002979 Long DBT CORP US N 2 2023-05-15 Fixed 4.25 N N N N N N GLOBO COMUNICACAO E PARTICIPACOES S/A 52990054HEKS017PVR75 P47773AN9 1000000.000000 PA USD 915255.000000 0.0301101 Long DBT CORP BR N 2 2025-06-08 Fixed 4.843 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 2900000.000000 PA USD 2458525.750000 0.0808808 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AK5 1200000.000000 PA USD 1068801.000000 0.0351615 Long DBT CORP US N 2 2028-06-01 Fixed 5.75 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AN9 2700000.000000 PA USD 2413111.500000 0.0793868 Long DBT CORP US N 2 2024-09-01 Fixed 3.35 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AF6 2600000.000000 PA USD 2392364.000000 0.0787042 Long DBT CORP US N 2 2023-11-01 Fixed 5.375 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 16476986.630000 PA USD 161820485.710000 5.3235860 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36212EGF8 9977.790000 PA USD 10502.630000 0.0003455 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 9000000.000000 PA USD 8757020.700000 0.2880893 Long DBT CORP US N 2 2022-04-26 Floating 2.90413 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 6800000.000000 PA USD 7275559.160000 0.2393521 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWJ9 3849000.000000 PA USD 3862753.090000 0.1270772 Long DBT CORP US N 2 2023-06-05 Floating 2.908 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWK6 11200000.000000 PA USD 10725439.870000 0.3528466 Long DBT CORP US N 2 2023-06-05 Floating 2.36425 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 4218000.000000 PA USD 4000378.910000 0.1316049 Long DBT CORP US N 2 2023-07-24 Floating 2.80088 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 3150000.000000 PA USD 3168738.410000 0.1042455 Long DBT CORP US N 2 2022-10-31 Floating 2.876 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239KAA6 449000.000000 PA USD 547282.140000 0.0180045 Long DBT CORP US N 2 2037-10-15 Fixed 4.5 N N N N N N GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD 378900C761245FC57265 40009VAA6 1900000.000000 PA USD 1776500.000000 0.0584435 Long DBT CORP ZA N 2 2023-05-02 Fixed 5.872 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LAF0 4000000.000000 PA USD 4125130.680000 0.1357089 Long DBT CORP US N 2 2024-05-06 Fixed 2.9 N N N N N N HEALTHCARE REALTY TRUST INCORPORATED 549300CB86LH2IOKHH22 421946AJ3 600000.000000 PA USD 628228.190000 0.0206675 Long DBT CORP US N 2 2025-05-01 Fixed 3.875 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 42250PAA1 1500000.000000 PA USD 1410995.880000 0.0464191 Long DBT CORP US N 2 2030-01-15 Fixed 3 N N N N N N HEATHROW FUNDING LIMITED 7TI96JO3DYEIQWZ7Z726 05607MAA5 2505000.000000 PA USD 2646723.780000 0.0870722 Long DBT CORP JE N 2 2023-07-15 Fixed 4.875 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 1300000.000000 PA USD 1178270.080000 0.0387628 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAX4 1006000.000000 PA USD 949797.470000 0.0312465 Long DBT CORP US N 2 2024-04-01 Fixed 3.875 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAY2 3100000.000000 PA USD 2620415.650000 0.0862067 Long DBT CORP US N 2 2029-12-15 Fixed 3.375 N N N N N N HSBC CAPITAL FUNDING (DOLLAR 1) LP 213800HMY2DB765NHE46 40427LAB0 1650000.000000 PA USD 2426844.750000 0.0798386 Long DBT CORP JE N 2 2030-06-30 Floating 10.176 N N N N N N HSBC CAPITAL FUNDING (DOLLAR 1) LP 213800HMY2DB765NHE46 G4637HAB4 3200000.000000 PA USD 4706608.000000 0.1548384 Long DBT CORP JE N 2 2030-06-30 Floating 10.176 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 6300000.000000 PA USD 5895634.500000 0.1939552 Long DBT CORP GB N 2 2028-03-23 Floating 6.5 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 1000000.000000 PA USD 1042614.170000 0.0343000 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 600000.000000 PA USD 641849.190000 0.0211156 Long DBT CORP GB N 2 2026-03-08 Fixed 4.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BQ1 5100000.000000 PA USD 4996174.050000 0.1643646 Long DBT CORP GB N 2 2021-05-18 Floating 2.29175 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BV0 1300000.000000 PA USD 1271312.370000 0.0418238 Long DBT CORP GB N 2 2021-09-11 Floating 1.43413 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BW8 800000.000000 PA USD 762214.290000 0.0250754 Long DBT CORP GB N 2 2026-09-12 Floating 2.16413 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 700000.000000 PA USD 695799.270000 0.0228905 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 5600000.000000 PA USD 5442753.180000 0.1790562 Long DBT CORP GB N 2 2025-11-07 Floating 2.633 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 2000000.000000 PA USD 2056877.460000 0.0676674 Long DBT CORP US N 2 2029-04-01 Fixed 4.65 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAA4 2000000.000000 PA USD 1909786.800000 0.0628284 Long DBT CORP US N 2 2027-11-01 Fixed 3.95 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AD4 600000.000000 PA USD 580821.640000 0.0191079 Long DBT CORP US N 2 2021-08-15 Fixed 5.375 N N N N N N ICICI BANK LTD/HONG KONG BRANCH R7RX8ER1V4666J8D1I38 44927JAC0 1800000.000000 PA USD 1827871.220000 0.0601335 Long DBT CORP IN N 2 2020-11-16 Fixed 5.75 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AB1 3278000.000000 PA USD 3292823.280000 0.1083276 Long DBT CORP GB N 2 2023-02-11 Fixed 3.5 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AD7 6176000.000000 PA USD 6164558.340000 0.2028022 Long DBT CORP GB N 2 2020-07-21 Fixed 2.95 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AE5 2100000.000000 PA USD 2101865.260000 0.0691474 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAA1 9330000.000000 PA USD 9139624.800000 0.3006763 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AF2 2823000.000000 PA USD 2751887.500000 0.0905319 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 8500000.000000 PA USD 7864417.430000 0.2587244 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC) 335800F2JHSOGXQEBY56 45434L2A1 2400000.000000 PA USD 2137596.000000 0.0703228 Long DBT CORP IN N 2 2030-02-13 Fixed 3.249 N N N N N N INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/ NEW YORK BRANCH 5493002ERZU2K9PZDL40 45580KAK4 2800000.000000 PA USD 3052024.950000 0.1004058 Long DBT CORP CN N 2 2027-11-08 Fixed 3.538 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AL7 3600000.000000 PA USD 3395234.480000 0.1116968 Long DBT CORP NL N 2 2023-10-02 Floating 2.4505 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAA2 8500000.000000 PA USD 9211696.500000 0.3030473 Long DBT CORP US N 2 2023-10-15 Fixed 4 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AJ0 4700000.000000 PA USD 4721506.500000 0.1553286 Long DBT CORP US N 2 2020-09-25 Fixed 3.4 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GK5 8800000.000000 PA USD 8541638.510000 0.2810037 Long DBT CORP US N 2 2022-01-15 Fixed 8.625 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GF6 2500000.000000 PA USD 2485961.800000 0.0817834 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAD9 10629000.000000 PA USD 10774967.310000 0.3544759 Long DBT CORP IT N 2 2021-02-24 Fixed 6.5 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAT4 2200000.000000 PA USD 2249429.200000 0.0740019 Long DBT CORP IT N 2 2024-06-26 Fixed 5.017 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 400000.000000 PA USD 333103.060000 0.0109585 Long DBT CORP US N 2 2043-01-20 Fixed 6.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 06423AAJ2 75000.000000 PA USD 113584.710000 0.0037367 Long DBT CORP US N 2 2030-09-01 Fixed 8.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 5150000.000000 PA USD 5397560.140000 0.1775695 Long DBT CORP US N 2 2024-07-23 Floating 3.797 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAW6 6390000.000000 PA USD 5769460.770000 0.1898043 Long DBT CORP US N 2 2024-07-23 Floating 2.69625 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRW2 3100000.000000 PA USD 3002445.510000 0.0987747 Long DBT CORP US N 2 2023-10-24 Floating 3.03088 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBF2 5100000.000000 PA USD 5109275.420000 0.1680854 Long DBT CORP US N 2 2025-10-15 Floating 2.301 N N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRN4 400000.000000 PA USD 399841.330000 0.0131540 Long DBT CORP US N 2 2021-04-26 Floating 3.086 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAJ1 700000.000000 PA USD 713328.640000 0.0234672 Long DBT CORP US N 2 2023-01-15 Fixed 3.8 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAL6 3900000.000000 PA USD 4356883.400000 0.1433332 Long DBT CORP US N 2 2025-10-01 Fixed 4.375 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAM4 3000000.000000 PA USD 2949800.880000 0.0970428 Long DBT CORP US N 2 2024-12-15 Fixed 3.45 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAN9 1100000.000000 PA USD 1089597.500000 0.0358457 Long DBT CORP US N 2 2022-11-01 Fixed 3.4 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAA9 5805000.000000 PA USD 5775517.330000 0.1900035 Long DBT CORP US N 2 2021-02-15 Fixed 5 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28336LBV0 400000.000000 PA USD 400928.740000 0.0131898 Long DBT CORP US N 2 2020-09-15 Fixed 6.5 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAA4 7700000.000000 PA USD 8899931.350000 0.2927908 Long DBT CORP US N 2 2030-10-15 Fixed 8.05 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AG5 1800000.000000 PA USD 1965812.540000 0.0646715 Long DBT CORP US N 2 2029-03-15 Fixed 4.1 N N N N N N KOMATSU FINANCE AMERICA INC 549300SRAAFEEQ8Z4D68 ACI0XK426 2600000.000000 PA USD 2612209.340000 0.0859367 Long DBT CORP US N 2 2022-09-11 Fixed 2.437 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAT3 3000000.000000 PA USD 3030568.830000 0.0996999 Long DBT CORP US N 2 2029-01-30 Fixed 4.625 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAH9 1343000.000000 PA USD 1333093.600000 0.0438562 Long DBT CORP US N 2 2020-07-02 Fixed 2.8 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAK2 3200000.000000 PA USD 3152066.210000 0.1036970 Long DBT CORP US N 2 2025-07-15 Fixed 3.95 N N N N N N KUWAIT GOVT 549300FSC1YD0D9XX589 M6417JAB4 6200000.000000 PA USD 6246717.000000 0.2055051 Long DBT NUSS KW N 2 2022-03-20 Fixed 2.75 N N N N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAQ5 1700000.000000 PA USD 1770715.460000 0.0582532 Long DBT CORP US N 2 2025-02-01 Fixed 3.6 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 900000.000000 PA USD 807361.910000 0.0265607 Long DBT CORP US N 2 2025-06-25 Fixed 2.9 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 18650000.000000 PA USD 16825941.410000 0.5535415 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LATAM AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 51817TAB8 306068.030000 PA USD 278075.810000 0.0091482 Long DBT CORP CL N 2 2029-08-15 Fixed 4.2 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 52206AAD2 3400000.000000 PA USD 3337468.900000 0.1097964 Long DBT CORP NL N 2 2024-10-24 Fixed 2.875 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 1000000.000000 PA USD 1067609.210000 0.0351223 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BA0 1900000.000000 NS USD 1675315.500000 0.0551147 Long EP CORP US N 2 N N N LEVEL 3 FINANCING INC N/A 52729KAP1 1100000.000000 PA USD 1039500.000000 0.0341976 Long LON CORP US N 2 2027-03-01 Floating 2.7394 N N N N N N LEVEL 3 FINANCING INC N/A 527298BQ5 1000000.000000 PA USD 944090.000000 0.0310588 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 2400000.000000 PA USD 2168541.580000 0.0713409 Long DBT CORP GB N 2 2032-04-02 Variable 7.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAD5 12600000.000000 PA USD 12760791.120000 0.4198057 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 7300000.000000 PA USD 6908414.420000 0.2272737 Long DBT CORP GB N 2 2026-02-05 Floating 2.438 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 13500000.000000 PA USD 14485520.250000 0.4765460 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AM1 13200000.000000 PA USD 13610525.940000 0.4477604 Long DBT CORP GB N 2 2025-12-10 Fixed 4.582 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENS9 100000.000000 PA USD 159425.000000 0.0052448 Long DBT MUN US N 2 2040-08-01 Fixed 7.618 N N N N N N LOS ANGELES DEPARTMENT OF WATER N/A 544525NZ7 600000.000000 PA USD 792894.000000 0.0260847 Long DBT MUN US N 2 2039-07-01 Fixed 6.008 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAH1 7500000.000000 PA USD 7697001.530000 0.2532167 Long DBT CORP AU N 2 2023-11-28 Floating 3.189 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BB8 4000000.000000 PA USD 3527117.200000 0.1160354 Long DBT CORP US N 2 2028-12-01 Fixed 4.65 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57163KAH1 794000.000000 PA USD 702690.000000 0.0231172 Long LON CORP US N 2 2025-08-29 Floating 2.7394 N N N N N N MASSACHUSETTS SCHOOL BUILDING AUTHORITY N/A 576000KW2 300000.000000 PA USD 368910.000000 0.0121364 Long DBT MUN US N 2 2027-06-15 Fixed 5.468 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCH1 2600000.000000 PA USD 2767577.850000 0.0910480 Long DBT CORP US N 2 2026-03-08 Fixed 3.4 N N N N N N MCCORMICK & COMPANY INCORPORATED 549300JQQA6MQ4OJP259 579780AH0 1200000.000000 PA USD 1215459.470000 0.0399863 Long DBT CORP US N 2 2021-07-15 Fixed 3.9 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BS4 3361000.000000 PA USD 3626787.280000 0.1193144 Long DBT CORP US N 2 2025-03-15 Fixed 3.5 N N N N N N MEIJI YASUDA LIFE INSURANCE COMPANY 549300SLU4LP6YMRLK07 585270AC5 800000.000000 PA USD 859985.220000 0.0282919 Long DBT CORP JP N 2 2048-04-26 Floating 5.1 N N N N N N MELTEL LAND FUNDING LLC 2019-1A N/A 58571LAA8 700000.000000 PA USD 572139.260000 0.0188223 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.768 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017AN4 600000.000000 PA USD 585043.850000 0.0192468 Long DBT CORP US N 2 2021-06-01 Fixed 3.922 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 4000000.000000 PA USD 4197657.760000 0.1380950 Long DBT CORP US N 2 2030-02-15 Fixed 4.663 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAL1 1500000.000000 PA USD 1480947.110000 0.0487203 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAP2 3500000.000000 PA USD 3643826.870000 0.1198750 Long DBT CORP US N 2 2028-06-15 Fixed 4.2 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS2 N/A 59981TAC9 651668.790000 PA USD 648342.020000 0.0213292 Long ABS-MBS CORP US N 2 2059-08-25 Fixed 2.75 N N N N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 ACI0W6YP4 3900000.000000 PA USD 3842830.600000 0.1264218 Long DBT CORP JP N 2 2022-07-14 Fixed 2.625 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AX2 6200000.000000 PA USD 5943567.010000 0.1955320 Long DBT CORP JP N 2 2021-07-26 Floating 2.44413 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BM5 3600000.000000 PA USD 3652580.230000 0.1201629 Long DBT CORP JP N 2 2029-07-18 Fixed 3.195 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AF1 6515000.000000 PA USD 6417932.750000 0.2111378 Long DBT CORP JP N 2 2021-09-13 Floating 1.8325 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 60682LAD4 6700000.000000 PA USD 6677082.180000 0.2196633 Long DBT CORP JP N 2 2022-02-28 Fixed 3.406 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 60682LAE2 400000.000000 PA USD 386068.640000 0.0127009 Long DBT CORP JP N 2 2024-02-28 Fixed 3.559 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBC2 5000000.000000 PA USD 4544677.100000 0.1495112 Long DBT CORP JP N 2 2024-05-25 Floating 2.30925 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBB4 12400000.000000 PA USD 11369564.460000 0.3740370 Long DBT CORP JP N 2 2023-09-13 Floating 1.6225 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBA6 1800000.000000 PA USD 1713843.410000 0.0563822 Long DBT CORP JP N 2 2030-09-13 Floating 2.869 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAB5 5000000.000000 PA USD 5002350.950000 0.1645678 Long DBT CORP JP N 2 2021-04-12 Fixed 2.632 N N N N N N MMK INTERNATIONAL CAPITAL DESIGNATED ACTIVITY COMPANY 635400CNBLB2PNXXQI80 553142AA8 1400000.000000 PA USD 1390659.200000 0.0457500 Long DBT CORP IE N 2 2024-06-13 Fixed 4.375 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871RAF7 4290000.000000 PA USD 4195541.490000 0.1380253 Long DBT CORP US N 2 2021-07-15 Fixed 2.1 N N N N N N MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 549300CW356R8I7N8D33 60920LAC8 2200000.000000 PA USD 2192174.230000 0.0721184 Long DBT CORP NL N 2 2021-10-28 Fixed 2 N N N N N N MONONGAHELA POWER COMPANY N/A 610202BR3 1525000.000000 PA USD 1631340.810000 0.0536680 Long DBT CORP US N 2 2027-05-15 Fixed 3.55 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAG3 4900000.000000 PA USD 4700917.460000 0.1546512 Long DBT CORP US N 2 2024-05-08 Floating 2.95413 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468C6 3000000.000000 PA USD 3216888.990000 0.1058295 Long DBT CORP US N 2 2025-07-23 Fixed 4 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBC3 800000.000000 PA USD 705460.700000 0.0232083 Long DBT CORP US N 2 2025-01-15 Fixed 5.25 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A 55342UAJ3 2600000.000000 PA USD 2406625.000000 0.0791734 Long DBT CORP US N 2 2029-08-01 Fixed 4.625 N N N N N N MUFG AMERICAS HOLDINGS CORP (AKA: UNIONBANCAL CORPORATION) 5493004K1ECE43Q0BX47 553794AC2 3520000.000000 PA USD 3245723.150000 0.1067781 Long DBT CORP US N 2 2025-02-10 Fixed 3 N N N N N N MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA) OX3PU53ZLPQKJ4700D47 90520EAK7 4300000.000000 PA USD 4250510.100000 0.1398337 Long DBT CORP US N 2 2022-12-09 Fixed 2.1 N N N N N N MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA) OX3PU53ZLPQKJ4700D47 624786FV6 1900000.000000 PA USD 1807078.450000 0.0594494 Long DBT CORP US N 2 2022-12-09 Floating 2.27709 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 8626000.000000 PA USD 11548833.840000 0.3799347 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BD8 335000.000000 PA USD 319845.260000 0.0105223 Long DBT CORP US N 2 2023-11-29 Fixed 4.2 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530AV9 6465000.000000 PA USD 6277765.650000 0.2065265 Long DBT CORP US N 2 2023-01-15 Fixed 3.125 N N N N N N NAPA VALLEY UNIFIED SCHOOL DISTRICT N/A 6303614J9 300000.000000 PA USD 445419.000000 0.0146534 Long DBT MUN US N 2 2043-08-01 Fixed 6.507 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 638602BR2 2800000.000000 PA USD 2873425.320000 0.0945302 Long DBT CORP GB N 2 2023-02-13 Fixed 1.7 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAA5 2465000.000000 PA USD 2396007.190000 0.0788241 Long DBT CORP GB N 2 2024-03-08 Floating 3.766 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAB3 12200000.000000 PA USD 12914692.230000 0.4248688 Long DBT CORP GB N 2 2029-03-08 Floating 4.302 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAE7 8500000.000000 PA USD 8611112.850000 0.2832892 Long DBT CORP GB N 2 2030-07-18 Floating 3.96 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAC1 6600000.000000 PA USD 6640771.960000 0.2184688 Long DBT CORP GB N 2 2024-08-01 Floating 4.363 N N N N N N NATIONWIDE FINANCIAL SERVICES INC 5493001H7AZNDS6BKJ36 638612AM3 1900000.000000 PA USD 1671629.160000 0.0549934 Long DBT CORP US N 2 2049-11-30 Fixed 3.9 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAD6 6500000.000000 PA USD 6546628.400000 0.2153716 Long DBT CORP US N 2 2022-12-15 Fixed 3.25 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 N/A 64830NAA9 10980830.430000 PA USD 11003503.650000 0.3619943 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650035TD0 300000.000000 PA USD 328479.000000 0.0108063 Long DBT MUN US N 2 2039-03-15 Fixed 5.77 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAA2 700000.000000 PA USD 718225.980000 0.0236283 Long DBT CORP AU N 2 2021-11-15 Fixed 4.45 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBB5 22500000.000000 PA USD 22794109.430000 0.7498828 Long DBT CORP US N 2 2022-02-25 Fixed 3.2 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBH2 3540000.000000 PA USD 3671473.020000 0.1207845 Long DBT CORP US N 2 2026-04-01 Fixed 3.25 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAT7 5000000.000000 PA USD 5171816.950000 0.1701429 Long DBT CORP US N 2 2027-05-01 Fixed 3.55 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBD1 6100000.000000 PA USD 6199267.800000 0.2039441 Long DBT CORP US N 2 2022-08-15 Fixed 3.3 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAL0 5000000.000000 PA USD 5367540.250000 0.1765819 Long DBT CORP US N 2 2028-12-15 Fixed 4.278 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BF5 1760000.000000 PA USD 1734794.850000 0.0570714 Long DBT CORP US N 2 2021-03-15 Fixed 3.15 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BG3 4500000.000000 PA USD 4417308.680000 0.1453210 Long DBT CORP US N 2 2021-03-15 Floating 1.2605 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AS8 3728000.000000 PA USD 3524775.010000 0.1159584 Long DBT CORP US N 2 2021-09-14 Fixed 1.9 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAQ2 3700000.000000 PA USD 3493163.040000 0.1149184 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AK8 580000.000000 PA USD 565855.420000 0.0186156 Long DBT CORP US N 2 2042-09-15 Fixed 4.1 N N N N N N NORTHWEST PIPELINE LLC 549300FFKMN9OW536A14 66775VAB1 5770000.000000 PA USD 5738633.650000 0.1887901 Long DBT CORP US N 2 2027-04-01 Fixed 4 N N N N N N NOVATEK OAO VIA NOVATEK FINANCE DAC 6354001IO93L9MOJXG98 B929K0II8 2600000.000000 PA USD 2610946.000000 0.0858952 Long DBT CORP IE N 2 2022-12-13 Fixed 4.422 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 ACI0NPCG6 7500000.000000 PA USD 7464964.050000 0.2455831 Long DBT CORP JP N 2 2021-07-21 Fixed 1.9 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAZ1 3800000.000000 PA USD 4064291.710000 0.1337075 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAU2 6100000.000000 PA USD 6159228.990000 0.2026269 Long DBT CORP NL N 2 2021-06-01 Fixed 4.125 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAW8 5300000.000000 PA USD 5325621.470000 0.1752028 Long DBT CORP NL N 2 2022-09-01 Fixed 3.875 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CU7 1100000.000000 PA USD 880881.860000 0.0289793 Long DBT CORP US N 2 2021-08-13 Fixed 2.6 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 67576GAC1 598236.410000 PA USD 481580.310000 0.0158431 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 2952463.000000 PA USD 369057.880000 0.0121413 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 408367.000000 PA USD 4492.040000 0.0001478 Long DBT CORP KY N 2 2020-05-04 None 0 N N N N N N OHIO EDISON COMPANY N/A 677347CE4 1100000.000000 PA USD 1468583.630000 0.0483136 Long DBT CORP US N 2 2036-07-15 Fixed 6.875 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 2200000.000000 PA USD 2195681.400000 0.0722337 Long DBT CORP US N 2 2026-01-15 Fixed 5.25 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BJ8 6100000.000000 PA USD 6074688.360000 0.1998457 Long DBT CORP US N 2 2023-08-01 Fixed 4.375 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AW3 300000.000000 PA USD 245121.560000 0.0080640 Long DBT CORP US N 2 2029-03-15 Fixed 4.35 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AU7 1700000.000000 PA USD 1433294.240000 0.0471527 Long DBT CORP US N 2 2028-07-15 Fixed 4.55 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AX1 4000000.000000 PA USD 3272713.600000 0.1076660 Long DBT CORP US N 2 2024-09-01 Fixed 2.75 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAL7 2300000.000000 PA USD 2122209.630000 0.0698167 Long DBT CORP US N 2 2023-09-15 Fixed 5 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AK7 296000.000000 PA USD 311607.060000 0.0102513 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25 N N N N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 68902VAD9 5200000.000000 PA USD 5101138.380000 0.1678177 Long DBT CORP US N 2 2025-04-05 Fixed 2.056 N N N N N N OVERSEA-CHINESE BANKING CORP 5493007O3QFXCPOGWK22 ACI12PFS8 2000000.000000 PA USD 1991124.820000 0.0655042 Long DBT CORP SG N 2 2021-05-17 Floating 2.14163 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AF8 35000.000000 PA USD 32710.260000 0.0010761 Long DBT CORP US N 2 2026-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HB6 1330000.000000 PA USD 1314619.880000 0.0432485 Long DBT CORP US N 2 2022-08-15 Fixed 2.45 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GT8 4700000.000000 PA USD 4622215.000000 0.1520621 Long DBT CORP US N 2 2020-10-01 Fixed 3.5 Y Y N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 694475AA2 900000.000000 PA USD 1523231.730000 0.0501114 Long DBT CORP US N 2 2039-06-15 Fixed 9.25 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 04363UAD8 1576000.000000 PA USD 1723860.520000 0.0567117 Long DBT CORP AU N 2 2023-04-07 Fixed 6 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 BYVTPZII5 900000.000000 PA USD 933426.000000 0.0307079 Long DBT CORP AU N 2 2028-03-22 Fixed 4.75 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAD5 200000.000000 PA USD 196449.340000 0.0064628 Long DBT CORP US N 2 2026-10-01 Fixed 2.65 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AS3 2434000.000000 PA USD 2462035.740000 0.0809963 Long DBT CORP US N 2 2022-02-01 Fixed 3.375 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AZ7 4550000.000000 PA USD 4715778.480000 0.1551401 Long DBT CORP US N 2 2025-03-10 Fixed 3.95 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AH7 1800000.000000 PA USD 1873864.130000 0.0616466 Long DBT CORP US N 2 2022-07-11 Fixed 4.875 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AG4 3600000.000000 PA USD 3423441.670000 0.1126247 Long DBT CORP US N 2 2029-09-15 Fixed 3.3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 13190.000000 NS USD 16804323.800000 0.5528303 Long EP CORP US N 1 N N N PHOSAGRO OAO VIA PHOSAGRO BOND FUNDING DAC 635400F8A3KGJIIBIK95 ACI102Q83 1500000.000000 PA USD 1491600.000000 0.0490708 Long DBT CORP IE N 2 2023-04-24 Fixed 3.949 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 1975000.000000 PA USD 1845409.590000 0.0607105 Long DBT CORP US N 2 2027-03-15 Fixed 4.3 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AM9 1500000.000000 PA USD 1487829.740000 0.0489468 Long DBT CORP US N 2 2026-01-15 Fixed 4.45 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AK3 1200000.000000 PA USD 1157180.050000 0.0380690 Long DBT CORP US N 2 2022-07-15 Fixed 3.95 N N N N N N PIPER SANDLER COMPANIES QUQDBTUSOAKFEVMRMF78 724078AD2 3300000.000000 PA USD 3130875.000000 0.1029998 Long DBT CORP US N 2 2021-10-15 Fixed 4.74 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBN0 900000.000000 PA USD 858973.850000 0.0282586 Long DBT CORP US N 2 2027-04-15 Fixed 2.125 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1700000.000000 PA USD 1544134.630000 0.0507991 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROTECTIVE LIFE CORPORATION 549300ZWIT8J8Y2EXL07 743674BE2 6600000.000000 PA USD 6226330.440000 0.2048344 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 2200000.000000 PA USD 2982246.940000 0.0981102 Long DBT CORP US N 2 2037-11-15 Fixed 6.625 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC) PUSS41EMO3E6XXNV3U28 744573AL0 4825000.000000 PA USD 4796238.610000 0.1577871 Long DBT CORP US N 2 2022-11-15 Fixed 2.65 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI122SK2 5900000.000000 PA USD 6084457.600000 0.2001671 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AW3 7100000.000000 PA USD 5221881.730000 0.1717900 Long DBT CORP US N 2 2034-08-15 Fixed 5.45 N N N N N N RBSSP RESECURITIZATION TRUST 2014-1 N/A 74932TAB0 1122696.760000 PA USD 1086011.300000 0.0357277 Long ABS-MBS CORP US N 2 2036-11-26 Floating 1.78675 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 21585000.000000 NS USD 21890535.680000 0.7201570 Long EP CORP US N 2 N N N RELIANCE STANDARD LIFE GLOBAL FUNDING II N/A 75951AAK4 5000000.000000 PA USD 5033721.200000 0.1655998 Long DBT CORP US N 2 2022-07-22 Fixed 2.625 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 74949LAB8 100000.000000 PA USD 104240.590000 0.0034293 Long DBT CORP US N 2 2023-03-16 Fixed 3.5 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAG0 1400000.000000 PA USD 1457302.200000 0.0479425 Long DBT CORP US N 2 2024-01-25 Fixed 4.03 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BT2 8846000.000000 PA USD 8869260.560000 0.2917818 Long DBT CORP US N 2 2020-05-01 Fixed 6.875 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 1087005.270000 PA USD 1072064.380000 0.0352689 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A 76716XAB8 540989.500000 PA USD 516650.380000 0.0169968 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A U76673AB5 777672.410000 PA USD 742684.930000 0.0244329 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAP4 9277000.000000 PA USD 9488987.240000 0.3121696 Long DBT CORP US N 2 2022-11-06 Fixed 3.2 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BL5 2600000.000000 PA USD 2638035.040000 0.0867863 Long DBT CORP US N 2 2027-01-28 Fixed 2.375 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 28000000.000000 PA USD 30488628.520000 1.0030179 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 4000000.000000 PA USD 4115826.520000 0.1354029 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 3200000.000000 PA USD 3396679.040000 0.1117443 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 780097BH3 7400000.000000 PA USD 6706688.520000 0.2206373 Long DBT CORP GB N 2 2024-06-25 Floating 2.76563 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 3850000.000000 PA USD 3896508.040000 0.1281877 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBU2 1100000.000000 PA USD 1123376.220000 0.0369569 Long DBT CORP US N 2 2026-11-21 Fixed 2.95 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097AZ4 3200000.000000 PA USD 3330298.340000 0.1095605 Long DBT CORP GB N 2 2023-12-19 Fixed 6 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AE6 5800000.000000 PA USD 5707924.770000 0.1877799 Long DBT CORP US N 2 2021-02-01 Variable 5.625 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AM8 400000.000000 PA USD 367830.740000 0.0121009 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AD8 4425000.000000 PA USD 4122188.490000 0.1356122 Long DBT CORP US N 2 2023-04-15 Variable 5.625 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AJ5 4170000.000000 PA USD 3920728.580000 0.1289845 Long DBT CORP US N 2 2024-05-15 Fixed 5.75 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AV8 10100000.000000 PA USD 9639443.640000 0.3171194 Long DBT CORP US N 2 2026-06-30 Fixed 5.875 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAB1 15350000.000000 PA USD 15787321.500000 0.5193728 Long DBT CORP KY N 2 2023-08-08 Fixed 4.6 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 2000000.000000 PA USD 1891105.000000 0.0622138 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 18220000.000000 PA USD 16305671.610000 0.5364256 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAF2 2000000.000000 PA USD 1991689.740000 0.0655228 Long DBT CORP GB N 2 2023-01-10 Fixed 3.571 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAE5 6080000.000000 PA USD 5987673.620000 0.1969831 Long DBT CORP GB N 2 2021-08-05 Fixed 2.875 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAA3 2600000.000000 PA USD 2591947.980000 0.0852702 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAZ6 2400000.000000 PA USD 2464449.550000 0.0810757 Long DBT CORP GB N 2 2023-02-12 Fixed 1.625 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 3400000.000000 PA USD 3406916.930000 0.1120811 Long DBT CORP GB N 2 2021-06-01 Fixed 3.4 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAA1 2473000.000000 PA USD 2495726.870000 0.0821047 Long DBT CORP GB N 2 2023-11-07 Fixed 5 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 200000.000000 PA USD 84092.340000 0.0027665 Long DBT CORP US N 2 2024-03-27 Fixed 5.875 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI0Y0CZ7 6500000.000000 PA USD 6507865.000000 0.2140964 Long DBT NUSS SA N 2 2023-03-04 Fixed 2.875 N N N N N N SBA TOWER TRUST N/A 78403DAL4 100000.000000 PA USD 99525.070000 0.0032742 Long DBT CORP US N 2 2047-04-09 Fixed 3.168 N N N N N N SBA TOWER TRUST N/A 78403DAK6 1200000.000000 PA USD 1197365.040000 0.0393910 Long DBT CORP US N 2 2046-07-15 Fixed 2.877 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A L8084MAB6 2000000.000000 PA USD 2072936.000000 0.0681956 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A 977YKVII7 4500000.000000 PA USD 4605840.000000 0.1515234 Long DBT CORP LU N 2 2021-06-16 Fixed 5.717 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A ACI060JC2 1100000.000000 PA USD 1093408.800000 0.0359711 Long DBT CORP LU N 2 2023-05-23 Fixed 5.25 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA N/A ACI02M251 4100000.000000 PA USD 4072899.000000 0.1339906 Long DBT CORP LU N 2 2022-10-29 Fixed 5.125 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAW2 300000.000000 PA USD 227947.560000 0.0074990 Long DBT CORP US N 2 2027-02-15 Fixed 4.95 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAS1 600000.000000 PA USD 440205.620000 0.0144819 Long DBT CORP US N 2 2024-03-15 Fixed 4.65 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MBA9 5800000.000000 PA USD 4408960.310000 0.1450464 Long DBT CORP US N 2 2026-10-01 Fixed 4.75 N N N N N N SK TELECOM CO LTD 9884003WEA1PHW006037 78440PAE8 700000.000000 PA USD 741159.850000 0.0243827 Long DBT CORP KR N 2 2023-04-16 Fixed 3.75 N N N N N N SL GREEN OPERATING PARTNERSHIP LP 2K1OXW4LY7IS2U150Y32 78444FAG1 4500000.000000 PA USD 4380312.600000 0.1441039 Long DBT CORP US N 2 2021-08-16 Floating 2.67175 N N N N N N SL GREEN REALTY CORP 549300VQZPJU97H3GT17 75625AAD6 7200000.000000 PA USD 7402318.850000 0.2435222 Long DBT CORP US N 2 2022-12-01 Fixed 4.5 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAH2 1000000.000000 PA USD 1007658.760000 0.0331501 Long DBT CORP US N 2 2021-09-15 Fixed 2.3 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAK5 1300000.000000 PA USD 1373959.160000 0.0452006 Long DBT CORP US N 2 2026-09-15 Fixed 3.4 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAE2 9055000.000000 PA USD 9682398.670000 0.3185325 Long DBT CORP IE N 2 2024-04-15 Fixed 3.55 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAD4 4200000.000000 PA USD 4538769.980000 0.1493169 Long DBT CORP IE N 2 2023-07-15 Fixed 4.125 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAV4 1800000.000000 PA USD 1736616.400000 0.0571314 Long DBT CORP FR N 2 2025-01-22 Fixed 2.625 N N N N N N ADANI PORTS AND SPECIAL ECONOMIC ZONE 335800QOAXP5TM7OYP69 00652MAE2 4700000.000000 PA USD 4066313.570000 0.1337740 Long DBT CORP IN N 2 2029-07-03 Fixed 4.375 N N N N N N ADANI TRANSMISSIONS LIMITED 549300PLH866JQ6LXE52 ACI0NYD68 1600000.000000 PA USD 1433152.800000 0.0471480 Long DBT CORP IN N 2 2026-08-03 Fixed 4 N N N N N N SOUTH AFRICA GOVT N/A 836205BA1 6000000.000000 PA USD 4950072.000000 0.1628479 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GL1 100000.000000 PA USD 102602.520000 0.0033754 Long DBT CORP US N 2 2023-06-01 Fixed 3.4 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 2200000.000000 PA USD 2268872.280000 0.0746416 Long DBT CORP US N 2 2025-08-01 Fixed 3.7 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GS6 2000000.000000 PA USD 1941170.880000 0.0638608 Long DBT CORP US N 2 2029-08-01 Fixed 2.85 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FR9 1055000.000000 PA USD 1045958.920000 0.0344101 Long DBT CORP US N 2 2021-06-01 Fixed 3.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 4500000.000000 PA USD 5325130.490000 0.1751867 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CT7 4100000.000000 PA USD 4532798.130000 0.1491204 Long DBT CORP US N 2 2050-02-15 Fixed 3.95 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CM7 3365000.000000 PA USD 3367987.280000 0.1108004 Long DBT CORP US N 2 2020-06-15 Fixed 2.75 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 1400000.000000 PA USD 1415055.960000 0.0465526 Long DBT CORP US N 2 2026-07-01 Fixed 3.25 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 3598000.000000 PA USD 3321382.020000 0.1092671 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAJ9 4200000.000000 PA USD 3646562.600000 0.1199650 Long DBT CORP US N 2 2023-06-15 Fixed 3.95 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAG5 200000.000000 PA USD 173480.830000 0.0057072 Long DBT CORP US N 2 2026-06-15 Fixed 3.85 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 4500000.000000 PA USD 3878422.020000 0.1275927 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A N/A 84858XAA2 3494125.760000 PA USD 3283742.350000 0.1080289 Long DBT CORP US N 2 2031-08-15 Fixed 3.65 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 2900000.000000 PA USD 2500596.860000 0.0822649 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAD0 1200000.000000 PA USD 1176565.080000 0.0387068 Long DBT CORP US N 2 2029-07-15 Fixed 4 N N N N N N SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I) N/A 00846NAA5 3080000.000000 PA USD 1243550.000000 0.0409104 Long DBT CORP US N 2 2067-01-15 Floating 3.58125 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 4462500.000000 PA USD 4456921.880000 0.1466242 Long DBT CORP US N 2 2023-03-20 Variable 3.36 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAD2 1100000.000000 PA USD 1131619.500000 0.0372281 Long DBT CORP US N 2 2029-09-20 Fixed 4.738 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BR0 13000000.000000 PA USD 12633726.300000 0.4156256 Long DBT CORP GB N 2 2022-09-10 Floating 2.096 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 928571.400000 PA USD 650791.310000 0.0214098 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N STATE GRID OVERSEAS INVESTMENT (2016) LIMITED 3003006V8BHG5158QO96 G8450LAN4 2800000.000000 PA USD 2923897.540000 0.0961907 Long DBT CORP VG N 2 2023-05-02 Fixed 3.75 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AA8 2700000.000000 PA USD 2701379.570000 0.0888702 Long DBT CORP US N 2 2028-03-15 Fixed 4.5 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAK1 2500000.000000 PA USD 2146207.930000 0.0706062 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR1 N/A 86359LAP4 505532.850000 PA USD 456033.700000 0.0150026 Long ABS-MBS CORP US N 2 2034-03-19 Floating 1.45 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAL9 11025000.000000 PA USD 9472847.580000 0.3116387 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBV1 4300000.000000 PA USD 4279070.310000 0.1407733 Long DBT CORP JP N 2 2025-01-15 Fixed 2.348 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAQ3 183000.000000 PA USD 184077.080000 0.0060558 Long DBT CORP JP N 2 2022-07-12 Fixed 2.784 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAR1 950000.000000 PA USD 995416.830000 0.0327473 Long DBT CORP JP N 2 2027-07-12 Fixed 3.364 N N N N N N SUNNY OPTICAL TECHNOLOGY (GROUP) COMPANY LIMITED 3003004QIVP0DFVVWM94 ACI101CS6 1500000.000000 PA USD 1530534.600000 0.0503517 Long DBT CORP KY N 2 2023-01-23 Fixed 3.75 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5493006LL0CKP8WQW329 86765BAT6 1600000.000000 PA USD 1350848.990000 0.0444404 Long DBT CORP US N 2 2026-07-15 Fixed 3.9 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 86803UAD3 7000000.000000 PA USD 7066237.080000 0.2324658 Long DBT CORP JP N 2 2024-10-16 Fixed 2.25 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAQ6 5300000.000000 PA USD 5055590.920000 0.1663193 Long DBT CORP US N 2 2022-07-25 Fixed 2.85 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAD6 13000000.000000 PA USD 12975159.990000 0.4268581 Long DBT CORP NL N 2 2020-04-24 Fixed 3.698 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAQ4 5659000.000000 PA USD 5490042.070000 0.1806119 Long DBT CORP IE N 2 2020-10-30 Fixed 4.625 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAE4 2070000.000000 PA USD 1951205.430000 0.0641909 Long DBT CORP NL N 2 2021-04-23 Fixed 3.933 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 4800000.000000 PA USD 4527147.940000 0.1489346 Long DBT CORP NL N 2 2023-04-24 Fixed 4.441 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAC8 1800000.000000 PA USD 1540567.820000 0.0506817 Long DBT CORP NL N 2 2028-04-24 Fixed 5.182 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAE1 3000000.000000 PA USD 1875090.000000 0.0616869 Long DBT CORP US N 2 2023-10-01 Fixed 4.75 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 U87602AX3 2800000.000000 PA USD 2858472.900000 0.0940383 Long DBT CORP US N 2 2054-09-15 Floating 4.375 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAP8 1800000.000000 PA USD 1838875.880000 0.0604955 Long DBT CORP ES N 2 2021-02-16 Fixed 5.462 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAM5 50000.000000 PA USD 50083.790000 0.0016477 Long DBT CORP ES N 2 2020-04-27 Fixed 5.134 N N N N N N TELSTRA CORPORATION LIMITED PCTXNQGRJVR3OG33JG65 87969NAC9 1230000.000000 PA USD 1268729.050000 0.0417388 Long DBT CORP AU N 2 2021-10-12 Fixed 4.8 N N N N N N TEMASEK FINANCIAL (I) LIMITED 549300XMGMDF3VRJMF12 87973PAC8 2300000.000000 PA USD 2352852.970000 0.0774044 Long DBT CORP SG N 2 2023-01-23 Fixed 2.375 N N N N N N TEMASEK FINANCIAL (I) LIMITED 549300XMGMDF3VRJMF12 87973RAC4 2700000.000000 PA USD 2762044.790000 0.0908660 Long DBT CORP SG N 2 2023-01-23 Fixed 2.375 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAL0 6700000.000000 PA USD 6958461.340000 0.2289201 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAG9 3900000.000000 PA USD 4150237.260000 0.1365349 Long DBT CORP KY N 2 2028-01-19 Fixed 3.595 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 5000000.000000 PA USD 4255098.850000 0.1399847 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N AES - IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AM2 506000.000000 PA USD 526033.880000 0.0173055 Long DBT CORP US N 2 2024-09-01 Fixed 3.7 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 88165FAF9 7075000.000000 PA USD 6839756.250000 0.2250150 Long DBT CORP CW N 2 2021-11-10 Fixed 3.65 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BY6 1500000.000000 PA USD 1441482.870000 0.0474220 Long DBT CORP US N 2 2028-03-01 Fixed 3.375 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BZ3 1900000.000000 PA USD 1900097.450000 0.0625096 Long DBT CORP US N 2 2020-11-10 Floating 2.28413 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556BN1 9000000.000000 PA USD 9242889.570000 0.3040735 Long DBT CORP US N 2 2023-04-15 Fixed 3 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 1900000.000000 PA USD 2140185.440000 0.0704080 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 1200000.000000 PA USD 1365481.970000 0.0449218 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 5328000.000000 PA USD 5341143.590000 0.1757135 Long DBT CORP US N 2 2021-09-01 Fixed 4 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAB0 1800000.000000 PA USD 1812742.720000 0.0596358 Long DBT CORP IE N 2 2025-04-10 Floating 4.263 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAA2 924000.000000 PA USD 916406.160000 0.0301480 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75 N N N N N N AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST N/A 00908PAA5 3046560.000000 PA USD 2933487.530000 0.0965062 Long DBT CORP CA N 2 2031-07-15 Fixed 3.3 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAX2 300000.000000 PA USD 254559.080000 0.0083745 Long DBT CORP US N 2 2023-01-15 Fixed 2.75 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BG7 1400000.000000 PA USD 1491314.780000 0.0490614 Long DBT CORP US N 2 2023-09-28 Fixed 3.9 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 800000.000000 PA USD 808000.000000 0.0265817 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 902674XE5 8400000.000000 PA USD 8373850.880000 0.2754838 Long DBT CORP CH N 2 2020-06-08 Floating 1.57888 N N N N N N UBS AG/STAMFORD CT BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 2500000.000000 PA USD 2576225.000000 0.0847529 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAT1 3300000.000000 PA USD 2664856.430000 0.0876687 Long DBT CORP US N 2 2023-09-15 Fixed 3 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 ACI0BSPY0 400000.000000 PA USD 388031.200000 0.0127655 Long DBT CORP CH N 2 2025-02-19 Floating 7 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 BD1FLTII2 1100000.000000 PA USD 1079119.800000 0.0355010 Long DBT CORP CH N 2 2021-08-10 Floating 7.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 BYY97DII5 4250000.000000 PA USD 4165000.000000 0.1370206 Long DBT CORP CH N 2 2021-03-22 Floating 6.875 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAD5 8400000.000000 PA USD 7819811.580000 0.2572569 Long DBT CORP CH N 2 2023-08-15 Floating 2.64175 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAE3 17000000.000000 PA USD 16875718.270000 0.5551790 Long DBT CORP CH N 2 2023-08-15 Floating 2.859 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 1900000.000000 PA USD 1977823.960000 0.0650666 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UMBS PASS THRU POOLS N/A 01F022659 22000000.000000 PA USD 22764145.800000 0.7488971 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030652 32100000.000000 PA USD 33615887.190000 1.1058987 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032641 68900000.000000 PA USD 72891354.950000 2.3979869 Long ABS-MBS USGSE US N 2 2050-04-15 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032658 47100000.000000 PA USD 49818379.330000 1.6389299 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040651 41000000.000000 PA USD 43766619.730000 1.4398385 Long ABS-MBS USGSE US N 2 2050-05-13 Fixed 4 N N N N N N ALAMEDA COUNTY JOINT POWERS AUTHORITY N/A 010831BE4 100000.000000 PA USD 148646.000000 0.0048902 Long DBT MUN US N 2 2044-12-01 Fixed 7.046 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AA7 5000000.000000 PA USD 4961093.750000 0.1632105 Long DBT CORP IT N 2 2022-04-12 Fixed 3.75 N N N N N N UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 90932EAA1 804848.500000 PA USD 749294.640000 0.0246504 Long DBT CORP US N 2 2030-04-07 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796TW9 313000.000000 PA USD 312949.080000 0.0102954 Long DBT UST US N 2 2020-05-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796SV2 381000.000000 PA USD 380914.150000 0.0125314 Long DBT UST US N 2 2020-06-18 None 0 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AK5 300000.000000 PA USD 307945.350000 0.0101308 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AR0 1600000.000000 PA USD 1559239.040000 0.0512960 Long DBT CORP US N 2 2031-08-15 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128287D6 30251700.000000 PA USD 31449167.560000 1.0346178 Long DBT UST US N 2 2029-07-15 Fixed 0.25 N N N N N N ALLEGION PUBLIC LIMITED COMPANY N/A 01748TAB7 6200000.000000 PA USD 6048525.690000 0.1989850 Long DBT CORP IE N 2 2029-10-01 Fixed 3.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Z94 95000.000000 PA USD 102427.440000 0.0033697 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N ALLERGAN INC 6T6CAG8O6TSUTMO6BA21 018490AQ5 1000000.000000 PA USD 995543.020000 0.0327515 Long DBT CORP US N 2 2023-03-15 Fixed 2.8 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828YM6 3000.000000 PA USD 3155.740000 0.0001038 Long DBT UST US N 2 2024-10-31 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SK5 24761000.000000 PA USD 30925134.820000 1.0173781 Long DBT UST US N 2 2049-11-15 Fixed 2.375 N N N N N N US AIRWAYS 2011-1 CLASS A PASS THRU TRUST N/A 903436AA1 1182267.180000 PA USD 1279310.980000 0.0420869 Long DBT CORP US N 2 2025-04-22 Fixed 7.125 N N N N N N USB CAPITAL IX N/A 91731KAA8 14250000.000000 PA USD 10641116.250000 0.3500725 Long DBT CORP US N 2 2020-05-04 Floating 3.5 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 3200000.000000 PA USD 3473824.000000 0.1142822 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25 N N N N N N VANKE REAL ESTATE (HONG KONG) COMPANY LIMITED 25490078APAXS5NZGF08 ACI1220H9 4000000.000000 PA USD 4099524.240000 0.1348665 Long DBT CORP HK N 2 2023-04-18 Fixed 4.15 N N N N N N VENTAS REALTY LP / VENTAS CAPITAL CORP N/A 92276MAZ8 500000.000000 PA USD 503851.670000 0.0165758 Long DBT CORP US N 2 2022-08-15 Fixed 3.25 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAA7 900000.000000 PA USD 868763.270000 0.0285807 Long DBT CORP US N 2 2026-06-01 Fixed 4.875 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAC3 12700000.000000 PA USD 12095470.480000 0.3979180 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDS0 300000.000000 PA USD 406480.890000 0.0133724 Long DBT CORP US N 2 2049-04-15 Fixed 5.012 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 1228000.000000 PA USD 1418207.830000 0.0466563 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AA3 11063000.000000 PA USD 10945922.040000 0.3601000 Long DBT CORP US N 2 2020-08-21 Fixed 2.3 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AB1 3588000.000000 PA USD 3601369.430000 0.1184782 Long DBT CORP US N 2 2022-08-21 Fixed 2.95 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AX0 2700000.000000 PA USD 2633412.630000 0.0866343 Long DBT CORP US N 2 2021-09-24 Fixed 2.5 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AW2 7300000.000000 PA USD 6687461.530000 0.2200048 Long DBT CORP US N 2 2021-09-24 Floating 2.06413 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AP7 3980000.000000 PA USD 3939491.640000 0.1296018 Long DBT CORP US N 2 2021-11-12 Fixed 4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AU6 5000000.000000 PA USD 5124376.050000 0.1685822 Long DBT CORP US N 2 2028-11-13 Fixed 4.75 N N N N N N VONOVIA FINANCE BV 5299009XLZLD9TALOZ03 25155FAB2 4655000.000000 PA USD 5074959.160000 0.1669565 Long DBT CORP NL N 2 2023-10-02 Fixed 5 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 929043AJ6 12000.000000 PA USD 11817.650000 0.0003888 Long DBT CORP US N 2 2025-01-15 Fixed 3.5 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 3500000.000000 PA USD 3225592.900000 0.1061159 Long DBT CORP US N 2 2028-09-15 Variable 4.95 N N N N N N WACHOVIA CAP TRUST III 529900IS945AVTZGWM53 92978AAA0 10010000.000000 PA USD 9769559.800000 0.3213999 Long DBT CORP US N 2 2020-05-04 Floating 5.56975 N N N N N N WASHINGTON PRIME GROUP LP 549300K4BNOIQ154O537 939648AE1 3200000.000000 PA USD 1900016.000000 0.0625069 Long DBT CORP US N 2 2024-08-15 Fixed 6.45 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAC6 3400000.000000 PA USD 3245735.680000 0.1067785 Long DBT CORP US N 2 2024-09-17 Fixed 3.75 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAE2 11700000.000000 PA USD 11585557.040000 0.3811428 Long DBT CORP US N 2 2020-10-05 Fixed 3.25 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 900000.000000 PA USD 954625.010000 0.0314053 Long DBT CORP US N 2 2024-01-24 Fixed 3.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RS2 1525000.000000 PA USD 1526586.610000 0.0502218 Long DBT CORP US N 2 2021-03-04 Fixed 2.5 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 12400000.000000 PA USD 12239709.540000 0.4026632 Long DBT CORP US N 2 2025-10-30 Floating 2.406 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5X1 4400000.000000 PA USD 4425127.560000 0.1455783 Long DBT CORP US N 2 2022-05-27 Floating 2.897 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5R4 8300000.000000 PA USD 8713645.610000 0.2866624 Long DBT CORP US N 2 2023-08-14 Fixed 3.55 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5T0 12400000.000000 PA USD 12749110.340000 0.4194215 Long DBT CORP US N 2 2021-10-22 Fixed 3.625 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 720000.000000 PA USD 1013122.820000 0.0333298 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N WEST FRASER TIMBER CO LTD 5493005WD1ZK6WBVR988 952845AE5 1800000.000000 PA USD 1771662.890000 0.0582843 Long DBT CORP CA N 2 2024-10-15 Fixed 4.35 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BX1 10800000.000000 PA USD 10960144.880000 0.3605679 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAE9 2900000.000000 PA USD 2989622.500000 0.0983529 Long DBT CORP US N 2 2026-10-01 Fixed 4.25 N N N N N N WR GRACE & CO (GRACE EUROPE HOLDING GMBH) 54930043V2GU168L1W02 92940JAD0 186631.600000 PA USD 163302.650000 0.0053723 Long LON CORP US N 2 2025-04-03 Floating 3.2001 N N N N N N WR GRACE & CO-CONN 549300GJVOEHHLSO6K25 92940JAB4 108868.400000 PA USD 95259.850000 0.0031339 Long LON CORP US N 2 2025-04-03 Floating 3.2001 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAH8 600000.000000 PA USD 634597.240000 0.0208770 Long DBT CORP US N 2 2028-03-15 Fixed 4 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAD6 7600000.000000 PA USD 8483307.260000 0.2790847 Long DBT CORP US N 2 2029-03-15 Fixed 4.9 N N N N N N WYETH 549300Q9GR3WRH4N4836 026609AC1 8000000.000000 PA USD 9170264.880000 0.3016843 Long DBT CORP US N 2 2023-03-01 Fixed 7.25 N N N N N N XLIT LTD (AKA: XL CAPITAL LTD) 635400XCGXK8NVDIVE95 98420EAC9 1100000.000000 PA USD 1138236.630000 0.0374458 Long DBT CORP KY N 2 2025-03-31 Fixed 4.45 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AD7 3600000.000000 PA USD 3549394.080000 0.1167683 Long DBT CORP NO N 2 2026-06-06 Fixed 3.8 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 2700000.000000 PA USD 2741418.460000 0.0901875 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N ZF NORTH AMERICA CAPITAL INC 529900JYGMS9CW9IQX78 98877DAB1 5634000.000000 PA USD 5263582.360000 0.1731618 Long DBT CORP US N 2 2022-04-29 Fixed 4.5 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAP7 7100000.000000 PA USD 7015186.170000 0.2307863 Long DBT CORP US N 2 2021-03-19 Floating 1.80188 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAL6 650000.000000 PA USD 650428.590000 0.0213979 Long DBT CORP US N 2 2022-04-01 Fixed 3.15 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAF9 4600000.000000 PA USD 4638973.090000 0.1526134 Long DBT CORP US N 2 2025-04-01 Fixed 3.55 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAC6 3300000.000000 PA USD 3312825.320000 0.1089856 Long DBT CORP US N 2 2021-11-30 Fixed 3.375 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AF5 5000000.000000 PA USD 4700048.250000 0.1546226 Long DBT CORP US N 2 2030-02-01 Fixed 2.85 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AH4 2625000.000000 PA USD 2605860.970000 0.0857279 Long DBT CORP US N 2 2020-11-13 Fixed 2.15 N N N N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932AK0 2200000.000000 PA USD 2098859.490000 0.0690485 Long DBT CORP US N 2 2026-08-15 Fixed 3.5 N N N N N N N/A N/A 000000000 -5664500.000000 PA USD -5672367.360000 -0.1866101 Short RA US N 2 Reverse repurchase N 1.2500000 2022-02-20 5000000.000000 USD 4431250.000000 USD CDS N N N N/A 549300Z40J86GGSTL398 000000000 1.000000 NC USD -35001.550000 -0.0011515 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC SR UNSEC SMR Y Single Leg Swap 2020-12-21 108668.330000 USD 0.000000 USD 16800000.000000 USD -143669.880000 N N N N/A 549300Z40J86GGSTL398 000000000 1.000000 NC USD -223461.970000 -0.0073515 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC SR UNSEC SMR Y Single Leg Swap 2024-06-21 24325.360000 USD 0.000000 USD 5800000.000000 USD -247787.330000 N N N N/A 549300Z40J86GGSTL398 000000000 1.000000 NC USD -1280221.870000 -0.0421169 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC SR UNSEC SMR Y Single Leg Swap 2024-12-21 336425.160000 USD 0.000000 USD 26900000.000000 USD -1616647.030000 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 1600000.000000 PA USD 1590664.640000 0.0523298 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N N/A 5493000C01ZX7D35SD85 000000000 1.000000 NC USD 227243.500000 0.0074759 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2022-12-21 193938.740000 USD 0.000000 USD 9800000.000000 USD 33304.760000 N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 6210000.000000 PA USD 10508562.000000 0.3457117 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAL4 600000.000000 PA USD 586118.040000 0.0192822 Long DBT CORP US N 2 2022-01-15 Fixed 2.25 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 13800000.000000 PA USD 13388621.860000 0.4404602 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAH3 400000.000000 PA USD 400044.350000 0.0131607 Long DBT CORP US N 2 2021-02-15 Fixed 3.3 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAQ3 1800000.000000 PA USD 1804683.240000 0.0593706 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N N/A 254900ZFY40OYEADAP90 000000000 1.000000 NC USD 1805.940000 0.0000594 N/A DCR US N 2 HSBC BANK USA, N.A. 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2020-09-21 0.000000 USD -148727.780000 USD 2000000.000000 USD 150533.720000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 3000000.000000 PA USD 3079969.800000 0.1013251 Long DBT CORP US N 2 2029-08-15 Fixed 3.8 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAE0 557000.000000 PA USD 560264.150000 0.0184316 Long DBT CORP US N 2 2021-09-15 Fixed 3.45 N N N N N N N/A N/A 000000000 -12700000.000000 NC USD -8408.290000 -0.0002766 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 3021.710000 N N N N/A N/A 000000000 -1200000.000000 NC USD -24561.820000 -0.0008080 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A 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 0.680000 USD 2020-05-20 XXXX -23253.820000 N N N N/A N/A 000000000 -10200000.000000 NC USD -218586.820000 -0.0071911 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A 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 0.650000 USD 2020-05-20 XXXX -205836.820000 N N N N/A N/A 000000000 -8600000.000000 NC USD -7.570000 -0.0000002 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 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 0.430000 USD 2020-04-15 XXXX 4206.430000 N N N N/A N/A 000000000 -11500000.000000 NC USD -10.120000 -0.0000003 N/A DCR US N 2 BNP Paribas S.A. N/A Call Written BNP Paribas S.A. N/A 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 0.430000 USD 2020-04-15 XXXX 7464.880000 N N N N/A N/A 000000000 -11500000.000000 NC USD -286281.460000 -0.0094181 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A 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 0.550000 USD 2020-04-15 XXXX -276851.460000 N N N N/A N/A 000000000 -6100000.000000 NC USD -98128.930000 -0.0032283 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 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 0.850000 USD 2020-06-17 XXXX -90259.930000 N N N N/A N/A 000000000 -8600000.000000 NC USD -214088.740000 -0.0070431 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 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 0.550000 USD 2020-04-15 XXXX -205918.740000 N N N N/A N/A 000000000 -3200000.000000 NC USD -21200.260000 -0.0006974 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 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 2.500000 USD 2021-01-20 XXXX -18960.260000 N N N N/A N/A 000000000 -11200000.000000 NC USD -9.860000 -0.0000003 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 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 0.430000 USD 2020-04-15 XXXX 5590.140000 N N N N/A N/A 000000000 -11200000.000000 NC USD -252804.160000 -0.0083168 N/A DCR 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 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 0.600000 USD 2020-04-15 XXXX -242724.160000 N N N N/A N/A 000000000 -10200000.000000 NC USD -218632.410000 -0.0071926 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 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 0.630000 USD 2020-04-15 XXXX -208228.410000 N N N N/A N/A 000000000 -17600000.000000 NC USD -357550.690000 -0.0117627 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 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 0.650000 USD 2020-04-15 XXXX -338630.690000 N N N N/A N/A 000000000 -11400000.000000 NC USD -231595.330000 -0.0076190 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 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 0.650000 USD 2020-04-15 XXXX -220708.330000 N N N N/A N/A 000000000 -8300000.000000 NC USD -69566.700000 -0.0022886 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 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 2.500000 USD 2021-03-17 XXXX -63756.700000 N N N N/A N/A 000000000 -6300000.000000 NC USD -109968.890000 -0.0036178 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 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 2020-06-17 XXXX -102282.890000 N N N N/A N/A 000000000 -4900000.000000 NC USD -19.650000 -0.0000006 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Call Written Goldman Sachs International W22LROWP2IHZNBB6K528 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 0.480000 USD 2020-04-15 XXXX 2332.350000 N N N N/A N/A 000000000 -4800000.000000 NC USD -77216.210000 -0.0025403 N/A DCR 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 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 0.850000 USD 2020-06-17 XXXX -71696.210000 N N N N/A N/A 000000000 -5800000.000000 NC USD -105256.430000 -0.0034627 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A 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 0.700000 USD 2020-04-15 XXXX -99108.430000 N N N N/A N/A 000000000 -4900000.000000 NC USD -88923.530000 -0.0029254 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 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 0.700000 USD 2020-04-15 XXXX -84758.530000 N N N N/A N/A 000000000 -5800000.000000 NC USD -23.260000 -0.0000008 N/A DCR US N 2 BNP Paribas S.A. N/A Call Written BNP Paribas S.A. N/A 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 0.480000 USD 2020-04-15 XXXX 2702.740000 N N N N/A N/A 000000000 -6000000.000000 NC USD -104732.280000 -0.0034455 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 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 2020-06-17 XXXX -98492.280000 N N N N/A N/A 000000000 -4600000.000000 NC USD -80294.750000 -0.0026415 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A 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 2020-06-17 XXXX -75441.750000 N N N N/A N/A 000000000 1.000000 NC USD 33876.320000 0.0011145 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2024-12-21 0.000000 USD -260023.030000 USD 10400000.000000 USD 293899.350000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BV1 300000.000000 PA USD 316046.970000 0.0103973 Long DBT CORP US N 2 2024-05-22 Fixed 3.625 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 400000.000000 PA USD 505980.300000 0.0166458 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N N/A 549300US1UQ7R7WABI28 000000000 1.000000 NC USD -70691.300000 -0.0023256 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 -28723.010000 USD 1500000.000000 USD -41968.290000 N N N N/A WPTL2Z3FIYTHSP5V2253 000000000 1.000000 NC USD 29358.560000 0.0009658 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CONOCOPHILLIPS CONOCOPHILLIPS GLBL CO GTD Y Single Leg Swap 2024-12-21 0.000000 USD 0.000000 USD 2500000.000000 USD 29358.560000 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AJ2 1900000.000000 PA USD 1878603.320000 0.0618025 Long DBT CORP US N 2 2025-01-15 Fixed 2.375 N N N N N N N/A CY1NFSCCB5GUXC7WZC70 000000000 1.000000 NC USD -4726.330000 -0.0001555 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 DARDEN RESTAURANTS INC DARDEN RESTAURANTS INC SR UNSECURED Y Single Leg Swap 2020-06-21 0.000000 USD -62083.100000 USD 3500000.000000 USD 57356.770000 N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAB3 2400000.000000 PA USD 2350304.930000 0.0773206 Long DBT CORP DK N 2 2024-09-22 Fixed 3.75 N N N N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAD9 1900000.000000 PA USD 1843704.630000 0.0606544 Long DBT CORP DK N 2 2025-09-28 Fixed 3.875 N N N N N N N/A 98TPTUM4IVMFCZBCUR27 000000000 1.000000 NC USD -189849.900000 -0.0062457 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ENBRIDGE INC ENBRIDGE INC SR UNSEC Y Single Leg Swap 2022-12-21 17303.270000 USD 0.000000 USD 5700000.000000 USD -207153.170000 N N N N/A GI7UBEJLXYLGR2C7GV83 000000000 1.000000 NC USD 17638.790000 0.0005803 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 FISERV INC FISERV INC Y Single Leg Swap 2024-12-21 0.000000 USD -21464.780000 USD 1800000.000000 USD 39103.570000 N N N N/A UDSQCVRUX5BONN0VY111 000000000 1.000000 NC USD -307067.840000 -0.0101019 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 378021.810000 USD 0.000000 USD 2800000.000000 USD -685089.650000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -166434.170000 -0.0054754 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2023-06-21 40135.930000 USD 0.000000 USD 6600000.000000 USD -206570.100000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -228843.120000 -0.0075285 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 -351247.230000 USD 6900000.000000 USD 122404.110000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -13933.820000 -0.0004584 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO Y Single Leg Swap 2020-12-21 0.000000 USD -176066.930000 USD 6100000.000000 USD 162133.110000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -544088.710000 -0.0178995 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 -250574.930000 USD 13300000.000000 USD -293513.780000 N N N N/A 3C7474T6CDKPR9K6YT90 000000000 1.000000 NC USD -785417.310000 -0.0258387 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 -253724.370000 USD 15600000.000000 USD -531692.940000 N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAD8 700000.000000 PA USD 714529.430000 0.0235067 Long DBT CORP JE N 2 2026-01-15 Fixed 4.25 N N N N N N N/A 549300M6T6OW4AGYHK10 000000000 1.000000 NC USD -63643.320000 -0.0020937 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 -43542.450000 USD 1200000.000000 USD -20100.870000 N N N N/A N/A 000000000 1.000000 NC USD 56862.850000 0.0018707 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 INTERNATIONAL LEASE FINANCE CORPORATION ILFC SR UNSECURED Y Single Leg Swap 2021-06-21 523036.100000 USD 0.000000 USD 3500000.000000 USD -466173.250000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD -11514.520000 -0.0003788 N/A DCR US N 2 Bank of America, N.A. 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -41866.280000 USD 2000000.000000 USD 30351.760000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD -10938.800000 -0.0003599 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -41432.690000 USD 1900000.000000 USD 30493.890000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD -47766.620000 -0.0015714 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2024-12-21 12752.570000 USD 0.000000 USD 4500000.000000 USD -60519.190000 N N N N/A 815600DE60799F5A9309 000000000 1.000000 NC USD -21229.610000 -0.0006984 N/A DCR US N 2 Credit Suisse International DL6FFRRLF74S01HE2M14 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2024-12-21 4718.140000 USD 0.000000 USD 2000000.000000 USD -25947.750000 N N N N/A N/A 000000000 1.000000 NC USD 66491.640000 0.0021874 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX JAPAN SERIES 32 Y Single Leg Swap 2024-12-21 278461.930000 USD 0.000000 USD 15900000.000000 USD -211970.290000 N N N N/A C4BXATY60WC6XEOZDX54 000000000 1.000000 NC USD 130295.830000 0.0042865 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC SR UNSEC Y Single Leg Swap 2024-12-21 302107.220000 USD 0.000000 USD 17700000.000000 USD -171811.390000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -4014.600000 -0.0001321 N/A DCR US N 2 BNPParibas R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -1617.120000 USD 100000.000000 USD -2397.480000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -24804.000000 -0.0008160 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MEXICO GOVT MEXICO GOVT (UMS) GLOBAL SR NT Y Single Leg Swap 2022-06-21 0.000000 USD -38683.940000 USD 2773000.000000 USD 13879.940000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -12043.800000 -0.0003962 N/A DCR US N 2 Citibank International Limited N/A MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -5290.610000 USD 300000.000000 USD -6753.190000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -20915.590000 -0.0006881 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 -3329.360000 USD 400000.000000 USD -17586.230000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -11655.070000 -0.0003834 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 -4639.370000 USD 500000.000000 USD -7015.700000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -50912.900000 -0.0016749 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 -25515.770000 USD 1600000.000000 USD -25397.130000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -16058.400000 -0.0005283 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 -5346.620000 USD 400000.000000 USD -10711.780000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -19092.340000 -0.0006281 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 -11715.150000 USD 600000.000000 USD -7377.190000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -4014.600000 -0.0001321 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 -1617.120000 USD 100000.000000 USD -2397.480000 N N N N/A 254900EGTWEU67VP6075 000000000 1.000000 NC USD -109806.820000 -0.0036124 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 -12369.740000 USD 2100000.000000 USD -97437.080000 N N N 2020-05-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer