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 2021-03-31 2020-06-30 N 5156018570.560000 584287327.120000 4571731243.440000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 46835563.980000 USD GBP N N/A N/A 000000000 1.000000 NC USD -10088.610000 -0.0002207 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -25515.770000 USD 1600000.000000 USD 15427.160000 N N N N/A N/A 000000000 1.000000 NC USD -4417.580000 -0.0000966 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -5346.620000 USD 400000.000000 USD 929.040000 N N N N/A N/A 000000000 1.000000 NC USD -3783.230000 -0.0000828 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -11715.150000 USD 600000.000000 USD 7931.920000 N N N N/A N/A 000000000 1.000000 NC USD -1104.390000 -0.0000242 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -1617.120000 USD 100000.000000 USD 512.730000 N N N N/A N/A 000000000 1.000000 NC USD -40197.450000 -0.0008793 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 -27827.710000 N N N N/A N/A 000000000 1.000000 NC USD -11585.230000 -0.0002534 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 -15036.140000 USD 2100000.000000 USD 3450.910000 N N N N/A N/A 000000000 1.000000 NC USD -33065.200000 -0.0007233 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2021-12-21 0.000000 USD -25861.970000 USD 600000.000000 USD -7203.230000 N N N N/A N/A 000000000 1.000000 NC USD -80434.400000 -0.0017594 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -68359.510000 USD 700000.000000 USD -12074.890000 N N N N/A N/A 000000000 1.000000 NC USD -12688.580000 -0.0002775 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2020-09-21 0.000000 USD -118580.640000 USD 2300000.000000 USD 105892.060000 N N N N/A N/A 000000000 1.000000 NC USD -53064.430000 -0.0011607 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 -34821.390000 N N N N/A N/A 000000000 1.000000 NC USD 25116.600000 0.0005494 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 3292.380000 N N N N/A N/A 000000000 1.000000 NC USD -48289.950000 -0.0010563 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 -25636.900000 N N N N/A N/A 000000000 1.000000 NC USD -160966.500000 -0.0035209 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 -80647.710000 N N N N/A N/A 000000000 1.000000 NC USD 290030.340000 0.0063440 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-04-15 371132.430000 USD 0.000000 USD 60300000.000000 USD -81102.090000 N N N N/A N/A 000000000 1.000000 NC USD -1461040.000000 -0.0319581 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2050-12-12 0.000000 USD -1410723.000000 USD 25000000.000000 USD -50317.000000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BC3 9970000.000000 PA USD 10594244.430000 0.2317338 Long DBT CORP US N 2 2023-03-01 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC USD -2898666.750000 -0.0634041 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 -3337528.750000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BG4 4800000.000000 PA USD 5094000.340000 0.1114239 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 -1113702.620000 -0.0243606 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 -1154681.710000 N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 4000000.000000 PA USD 3990000.000000 0.0872755 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 18671.380000 0.0004084 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 4911.650000 N N N N/A N/A 000000000 1.000000 NC USD 32243.240000 0.0007053 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 5280.120000 N N N N/A N/A 000000000 -1600000.000000 NC USD -8097.280000 -0.0001771 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 100.640000 USD 2020-08-06 XXXX 3902.720000 N N N N/A N/A 000000000 -15200000.000000 NC USD -14674.080000 -0.0003210 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.050000 USD 2020-08-06 XXXX 47075.920000 N N N N/A N/A 000000000 -1800000.000000 NC USD -1915.740000 -0.0000419 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.220000 USD 2020-08-06 XXXX 5467.070000 N N N N/A N/A 000000000 -7100000.000000 NC USD -0.070000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.500000 USD 2020-07-07 XXXX 33003.840000 N N N N/A N/A 000000000 -2700000.000000 NC USD -3242.970000 -0.0000709 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.420000 USD 2020-08-06 XXXX 14475.780000 N N N N/A N/A 000000000 -2000000.000000 NC USD -10103.200000 -0.0002210 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 100.630000 USD 2020-08-06 XXXX 5053.050000 N N N N/A N/A 000000000 -3400000.000000 NC USD -0.030000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.530000 USD 2020-07-07 XXXX 11953.100000 N N N N/A N/A 000000000 -5900000.000000 NC USD -2008.360000 -0.0000439 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.720000 USD 2020-07-07 XXXX 36249.450000 N N N N/A N/A 000000000 -5900000.000000 NC USD -2157.630000 -0.0000472 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.790000 USD 2020-07-07 XXXX 36100.180000 N N N N/A N/A 000000000 -3900000.000000 NC USD -19240.260000 -0.0004209 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 100.420000 USD 2020-08-06 XXXX 13665.990000 N N N N/A N/A 000000000 -2400000.000000 NC USD -572.160000 -0.0000125 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.400000 USD 2020-07-07 XXXX 15927.840000 N N N N/A N/A 000000000 -5000000.000000 NC USD -1272.000000 -0.0000278 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.460000 USD 2020-07-07 XXXX 33103.000000 N N N N/A N/A 000000000 -4900000.000000 NC USD -24217.760000 -0.0005297 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 100.440000 USD 2020-08-06 XXXX 17125.990000 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAL2 317000.000000 PA USD 317008.570000 0.0069341 Long DBT CORP US N 2 2021-03-26 Floating 1.53375 N N N N N N N/A N/A 000000000 -756.000000 NC USD -41074.080000 -0.0008984 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-09-30 -166946063.260000 USD -41074.080000 N N N N/A N/A 000000000 -235.000000 NC USD -95794.930000 -0.0020954 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-09-21 -41962187.500000 USD -95794.930000 N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 1900000.000000 PA USD 2233251.750000 0.0488491 Long DBT CORP US N 2 2048-03-09 Fixed 4.5 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDC3 4000000.000000 PA USD 4483478.720000 0.0980696 Long DBT CORP US N 2 2024-04-01 Fixed 4.45 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCN0 8400000.000000 PA USD 9242241.880000 0.2021607 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 2609319.350000 0.0570751 Long DBT CORP US N 2 2046-05-15 Fixed 4.75 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFZ0 14600000.000000 PA USD 14675292.050000 0.3210008 Long DBT CORP US N 2 2021-06-01 Floating 1.1 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHR6 100000.000000 PA USD 109428.140000 0.0023936 Long DBT CORP US N 2 2024-06-01 Fixed 3.55 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 7850000.000000 PA USD 8117417.470000 0.1775568 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJY9 22500000.000000 PA USD 23329737.900000 0.5103042 Long DBT CORP US N 2 2031-06-01 Fixed 2.75 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 300000.000000 PA USD 316213.500000 0.0069167 Long DBT CORP US N 2 2041-06-01 Fixed 3.5 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 275000.000000 PA USD 288212.340000 0.0063042 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 175000.000000 PA USD 186430.390000 0.0040779 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 3850000.000000 PA USD 3881977.180000 0.0849126 Long DBT CORP US N 2 2021-07-15 Floating 2.16888 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJG8 9500000.000000 PA USD 11941252.340000 0.2611976 Long DBT CORP US N 2 2041-10-15 Fixed 5.375 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AB2 700000.000000 PA USD 738782.630000 0.0161598 Long DBT CORP US N 2 2022-12-15 Fixed 3.6 N N N N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 05348EBG3 8600000.000000 PA USD 9084293.860000 0.1987058 Long DBT CORP US N 2 2030-03-01 Fixed 2.3 N N N N N N AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) 549300OX0Q38NLSKPB49 05351WAB9 300000.000000 PA USD 348876.890000 0.0076312 Long DBT CORP US N 2 2029-06-01 Fixed 3.8 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 700000.000000 NS USD 690132.860000 0.0150957 Long EP CORP US N 2 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BD6 1700000.000000 NS USD 1820394.000000 0.0398185 Long EP CORP US N 2 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAJ2 2300000.000000 PA USD 2198669.940000 0.0480927 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 5198319.980000 0.1137057 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 2311749.480000 0.0505662 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 849922.640000 0.0185908 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 14672672.080000 0.3209435 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 1375588.880000 0.0300890 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 2556768.490000 0.0559256 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 680000.000000 PA USD 622586.220000 0.0136182 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 790000.000000 PA USD 721173.970000 0.0157746 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 10513000.000000 PA USD 9873456.780000 0.2159676 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 5465947.310000 0.1195597 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAD3 1786000.000000 PA USD 1632078.180000 0.0356993 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 1751350.540000 0.0383083 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 2473892.540000 0.0541128 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 5677821.610000 PA USD 5606848.840000 0.1226417 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 1108531.510000 0.0242475 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 9962580.810000 0.2179170 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 6583488.910000 0.1440043 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 800000.000000 PA USD 874255.700000 0.0191231 Long DBT CORP GB N 2 2030-04-15 Fixed 3.4 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AM0 2600000.000000 PA USD 2836460.850000 0.0620435 Long DBT CORP KY N 2 2024-05-14 Fixed 4.375 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AG3 500000.000000 PA USD 550320.020000 0.0120375 Long DBT CORP KY N 2 2025-06-30 Fixed 4.125 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AK4 5100000.000000 PA USD 5439646.330000 0.1189844 Long DBT CORP KY N 2 2023-09-29 Fixed 3.875 N N N N N N BANCO INBURA SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO INBURSA 9598007PWYZP4GP23S45 05969LAB7 1700000.000000 PA USD 1718802.000000 0.0375963 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 2506500.000000 0.0548261 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 4247698.140000 0.0929122 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 9200000.000000 PA USD 9540472.680000 0.2086840 Long DBT CORP ES N 2 2025-05-28 Fixed 2.746 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 1200000.000000 PA USD 1177248.000000 0.0257506 Long DBT CORP CO N 2 2025-01-29 Fixed 3 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGE3 23000000.000000 PA USD 23828715.530000 0.5212186 Long DBT CORP US N 2 2023-01-20 Floating 3.124 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGF0 10000000.000000 PA USD 11379693.900000 0.2489143 Long DBT CORP US N 2 2028-01-20 Floating 3.824 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHF9 10000000.000000 PA USD 10689546.100000 0.2338183 Long DBT CORP US N 2 2024-03-05 Floating 3.55 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGJ2 2500000.000000 PA USD 2513600.380000 0.0549814 Long DBT CORP US N 2 2023-04-24 Floating 2.02025 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHT9 1100000.000000 PA USD 1228339.290000 0.0268681 Long DBT CORP US N 2 2027-04-23 Floating 3.559 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJC4 1950000.000000 PA USD 1982468.770000 0.0433636 Long DBT CORP US N 2 2024-05-19 Floating 1.486 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJD2 25000000.000000 PA USD 25089141.500000 0.5487886 Long DBT CORP US N 2 2026-06-19 Floating 1.319 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 1000000.000000 PA USD 1030868.400000 0.0225488 Long DBT CORP US N 2 2041-06-19 Floating 2.676 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHK8 3600000.000000 PA USD 3609974.200000 0.0789630 Long DBT CORP US N 2 2024-07-23 Floating 2.003 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 5000000.000000 PA USD 5620365.600000 0.1229374 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GFS3 6000000.000000 PA USD 6801318.360000 0.1487690 Long DBT CORP US N 2 2025-08-01 Fixed 3.875 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 700000.000000 PA USD 756135.830000 0.0165394 Long DBT CORP US N 2 2025-10-01 Floating 3.093 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FAM9 6300000.000000 PA USD 6554806.150000 0.1433769 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 7298286.350000 0.1596394 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 270395.990000 0.0059145 Long DBT CORP GB N 2 2021-06-12 Fixed 10.179 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAT2 900000.000000 PA USD 902564.140000 0.0197423 Long DBT CORP GB N 2 2023-01-10 Floating 2.93638 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 5500000.000000 PA USD 6216485.000000 0.1359766 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 6885866.690000 0.1506184 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 12111691.670000 0.2649257 Long DBT CORP GB N 2 2023-02-15 Floating 4.61 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBF1 2000000.000000 PA USD 1994925.460000 0.0436361 Long DBT CORP GB N 2 2023-02-15 Floating 1.82238 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 9000000.000000 PA USD 9778590.000000 0.2138925 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 700000.000000 PA USD 754194.550000 0.0164969 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBC8 19843000.000000 PA USD 19668898.910000 0.4302287 Long DBT CORP GB N 2 2024-05-16 Floating 1.76563 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 8000000.000000 PA USD 8647601.600000 0.1891538 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 5843398.210000 0.1278159 Long DBT CORP GB N 2 2029-05-16 Floating 4.972 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBM6 20400000.000000 PA USD 20293735.380000 0.4438961 Long DBT CORP GB N 2 2031-06-24 Floating 2.645 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAQ8 2800000.000000 PA USD 2864612.100000 0.0626592 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 1453653.500000 0.0317966 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 7186657.910000 0.1571977 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 1389694.660000 0.0303976 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 11001046.210000 0.2406320 Long DBT CORP US N 2 2020-08-14 Floating 1.014 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAV7 3655000.000000 PA USD 3786865.750000 0.0828322 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 5627530.190000 0.1230941 Long DBT CORP GB N 2 2022-06-07 Fixed 3.25 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAU7 1400000.000000 PA USD 1424446.320000 0.0311577 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 6100000.000000 PA USD 6696287.020000 0.1464716 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 8623222.430000 0.1886205 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 2300000.000000 PA USD 2689266.470000 0.0588238 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 P16259AK2 4200000.000000 PA USD 4487049.000000 0.0981477 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 11420270.500000 0.2498019 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 7283991.000000 0.1593268 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 254020.970000 0.0055563 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 10163782.200000 0.2223180 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 3157500.000000 0.0690657 Long EP CORP US N 2 N N N BEMIS COMPANY INC PTVU09TE3QPJPL7K4E13 081437AT2 1000000.000000 PA USD 1026350.150000 0.0224499 Long DBT CORP US N 2 2030-06-19 Fixed 2.63 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAE6 10400000.000000 PA USD 10788135.900000 0.2359748 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 1015111.020000 0.0222041 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 6249583.440000 0.1367006 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AT6 2200000.000000 PA USD 2252194.300000 0.0492635 Long DBT CORP US N 2 2030-06-15 Fixed 2.5 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAQ4 500000.000000 PA USD 540212.020000 0.0118164 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 1253524.220000 0.0274190 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 548472.500000 0.0119970 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 3554687.500000 0.0777536 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 4376583.000000 0.0957314 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 3042018.000000 0.0665397 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 5374687.500000 0.1175635 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 1015625.000000 0.0222153 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 775526.860000 0.0169635 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 8943865.320000 0.1956341 Long DBT CORP FR N 2 2030-01-10 Floating 5.198 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2K9 900000.000000 PA USD 947925.540000 0.0207345 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2L7 18600000.000000 PA USD 19024709.240000 0.4161380 Long DBT CORP FR N 2 2026-06-09 Floating 2.219 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2J2 1200000.000000 PA USD 1257522.740000 0.0275065 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 2082202.500000 0.0455452 Long DBT CORP SG N 2 2021-05-02 Floating 1.60613 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAJ9 12400000.000000 PA USD 12878383.200000 0.2816960 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 734227.960000 0.0160602 Long DBT CORP SG N 2 2024-01-25 Fixed 4 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CS2 2000000.000000 PA USD 2113186.960000 0.0462229 Long DBT CORP US N 2 2023-05-01 Fixed 4.508 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CU7 10000000.000000 PA USD 11042028.100000 0.2415284 Long DBT CORP US N 2 2027-05-01 Fixed 5.04 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 4500000.000000 PA USD 5104658.390000 0.1116570 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 10000000.000000 PA USD 11866238.900000 0.2595568 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 9000000.000000 PA USD 9702430.110000 0.2122266 Long DBT CORP US N 2 2031-01-30 Fixed 3.25 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBC7 2300000.000000 PA USD 2409265.160000 0.0526992 Long DBT CORP US N 2 2030-03-15 Fixed 2.9 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RAY0 5262000.000000 PA USD 5645873.740000 0.1234953 Long DBT CORP US N 2 2026-10-01 Fixed 2.75 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AX5 7700000.000000 PA USD 8815118.540000 0.1928180 Long DBT CORP US N 2 2029-03-01 Fixed 4 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AZ0 5100000.000000 PA USD 5285191.100000 0.1156059 Long DBT CORP US N 2 2025-06-01 Fixed 1.9 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 5700000.000000 PA USD 6231327.720000 0.1363013 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 5243706.170000 0.1146985 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 306167.410000 0.0066970 Long DBT CORP US N 2 2027-06-22 Fixed 3.7 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122BK3 13800000.000000 PA USD 14696675.010000 0.3214685 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 5515059.110000 0.1206339 Long DBT CORP US N 2 2022-05-16 Floating 0.76563 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST N/A 11043HAA6 2353413.270000 PA USD 1937273.320000 0.0423750 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 1716886.690000 PA USD 1635558.630000 0.0357755 Long DBT CORP US N 2 2033-03-20 Fixed 3.8 N N N N N N BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST 635400GSHSFIWYIDXC76 11043XAB9 5576776.450000 PA USD 4622105.940000 0.1011019 Long DBT CORP US N 2 2030-12-15 Fixed 3.35 N N N N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 11102AAE1 3000000.000000 PA USD 3276812.640000 0.0716755 Long DBT CORP GB N 2 2029-11-08 Fixed 3.25 N N N N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 111021AM3 200000.000000 PA USD 221546.980000 0.0048460 Long DBT CORP GB N 2 2023-12-04 Fixed 4.5 N N N N N N BRITISH TRANSCO INTERNATIONAL FINANCE 549300GGLD5FF6EQTM03 414445II9 1860000.000000 PA USD 1837321.690000 0.0401888 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 5526453.660000 0.1208832 Long DBT CORP US N 2 2022-02-01 Floating 1.73663 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAP4 200000.000000 PA USD 213770.340000 0.0046759 Long DBT CORP US N 2 2025-01-15 Fixed 3.125 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A 11134LAH2 4100000.000000 PA USD 4436079.670000 0.0970328 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 1374312.550000 0.0300611 Long DBT CORP US N 2 2028-01-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAE1 15700000.000000 PA USD 17495022.450000 0.3826783 Long DBT CORP US N 2 2026-04-15 Fixed 4.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAH4 100000.000000 PA USD 115133.940000 0.0025184 Long DBT CORP US N 2 2030-04-15 Fixed 5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAM3 6461000.000000 PA USD 6944593.510000 0.1519029 Long DBT CORP US N 2 2026-09-15 Fixed 3.459 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAK7 19212000.000000 PA USD 21049113.490000 0.4604189 Long DBT CORP US N 2 2028-09-15 Fixed 4.11 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAU5 955000.000000 PA USD 987518.770000 0.0216005 Long DBT CORP US N 2 2023-11-15 Fixed 2.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAT8 2900000.000000 PA USD 3082701.710000 0.0674296 Long DBT CORP US N 2 2025-11-15 Fixed 3.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAP6 9150000.000000 PA USD 9976345.280000 0.2182181 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAR2 8002000.000000 PA USD 8854742.970000 0.1936847 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N BROADRIDGE FINANCIAL SOLUTIONS INC N/A 11133TAD5 2400000.000000 PA USD 2568916.800000 0.0561913 Long DBT CORP US N 2 2029-12-01 Fixed 2.9 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAC6 300000.000000 PA USD 329674.900000 0.0072112 Long DBT CORP CA N 2 2028-01-25 Fixed 3.9 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAE2 4800000.000000 PA USD 5427305.140000 0.1187144 Long DBT CORP CA N 2 2030-04-15 Fixed 4.35 N N N N N N CALIFORNIA STATE N/A 13063BJB9 500000.000000 PA USD 511635.000000 0.0111913 Long DBT MUN US N 2 2030-11-01 Fixed 7.7 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AZ5 1800000.000000 PA USD 1948639.250000 0.0426237 Long DBT CORP US N 2 2030-05-15 Fixed 2.8 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AA8 4300000.000000 PA USD 4609028.920000 0.1008158 Long DBT CORP US N 2 2031-07-15 Fixed 2.902 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BD0 2000000.000000 PA USD 2034161.980000 0.0444943 Long DBT CORP US N 2 2021-03-15 Fixed 3.3 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BF5 6103000.000000 PA USD 6869613.820000 0.1502629 Long DBT CORP US N 2 2025-03-15 Fixed 3.95 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429AY5 5000000.000000 PA USD 5153162.050000 0.1127180 Long DBT CORP US N 2 2022-08-02 Fixed 2.5 N N N N N N DEPOSITORY TRUST & CLEARING CORP (DTCC) MLDY5N6PZ58ZE60QU102 249670AA8 3500000.000000 NS USD 3115752.500000 0.0681526 Long EP CORP US N 2 N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 938UPFII3 5200000.000000 PA USD 5044000.000000 0.1103302 Long LON CORP PA N 3 2025-06-29 Floating 8.5 N N N N N N CBL & ASSOCIATES LIMITED PARTNERSHIP 549300VS75TWHD9JTH89 12505JAD5 900000.000000 PA USD 261364.500000 0.0057170 Long DBT CORP US N 2 2026-12-15 Fixed 5.95 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAP6 2600000.000000 PA USD 2664896.000000 0.0582907 Long DBT CORP US N 2 2025-01-15 Fixed 4.75 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAR2 1400000.000000 PA USD 1447915.000000 0.0316710 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAU2 1000000.000000 PA USD 1044298.790000 0.0228425 Long DBT CORP US N 2 2050-07-01 Fixed 2.9 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15669GAH7 1250374.880000 PA USD 1182580.800000 0.0258672 Long LON CORP US N 2 2027-03-15 Floating 2.4282 N N N N N N CH ROBINSON WORLDWIDE INC 529900WNWN5L0OVDHA79 12541WAA8 2000000.000000 PA USD 2281159.140000 0.0498971 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 161175BR4 200000.000000 PA USD 236084.630000 0.0051640 Long DBT CORP US N 2 2029-03-30 Fixed 5.05 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 9700000.000000 PA USD 11039427.120000 0.2414715 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 472868.700000 0.0103433 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 9000000.000000 PA USD 9599112.630000 0.2099667 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 23500000.000000 PA USD 26965740.990000 0.5898365 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 2000000.000000 PA USD 2312610.800000 0.0505850 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAH8 700000.000000 PA USD 718118.570000 0.0157078 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N CHICAGO TRANSIT AUTHORITY 549300CB8XLRGIPN3E12 16772PAQ9 625000.000000 PA USD 850018.750000 0.0185929 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 300486.000000 0.0065727 Long DBT CORP VG N 2 2020-08-03 Fixed 3.5 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FAS7 500000.000000 PA USD 548881.110000 0.0120060 Long DBT CORP US N 2 2024-01-23 Fixed 3.65 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 9600000.000000 PA USD 10825634.110000 0.2367951 Long DBT CORP US N 2 2028-01-10 Floating 3.887 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 1700000.000000 PA USD 1825908.480000 0.0399391 Long DBT CORP US N 2 2026-04-08 Floating 3.106 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LL3 1000000.000000 PA USD 1001232.210000 0.0219005 Long DBT CORP US N 2 2024-05-17 Floating 1.48563 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LZ2 8300000.000000 PA USD 9015561.180000 0.1972023 Long DBT CORP US N 2 2024-06-01 Floating 4.044 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 10500000.000000 PA USD 10865760.680000 0.2376728 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LN9 10000000.000000 PA USD 10006045.100000 0.2188677 Long DBT CORP US N 2 2023-07-24 Floating 1.97025 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 9000.000000 PA USD 10038.900000 0.0002196 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 19686443.990000 0.4306125 Long DBT CORP US N 2 2021-08-02 Floating 1.74613 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KX8 2900000.000000 PA USD 2930058.530000 0.0640908 Long DBT CORP US N 2 2023-09-01 Floating 1.78 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 5337000.000000 PA USD 5857827.050000 0.1281315 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 1650000.000000 PA USD 1853439.570000 0.0405413 Long DBT CORP US N 2 2026-02-18 Fixed 3.75 N N N N N N CITIZENS BANK NA (AKA: RBS CITIZENS NA) DRMSV1Q0EKMEXLAU1P80 75524KNH3 1000000.000000 PA USD 1062390.730000 0.0232383 Long DBT CORP US N 2 2025-04-28 Fixed 2.25 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 4000000.000000 PA USD 4283654.200000 0.0936987 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 495594.000000 0.0108404 Long DBT MUN US N 2 2040-10-01 Fixed 7.605 N N N N N N CK HUTCHISON INTERNATIONAL (19) LIMITED 254900FPY8WXG61CMU70 12564CAA4 600000.000000 PA USD 636022.100000 0.0139121 Long DBT CORP KY N 2 2024-04-11 Fixed 3.25 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BU3 200000.000000 PA USD 204321.120000 0.0044692 Long DBT CORP US N 2 2050-06-01 Floating 4.75 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAF1 6500000.000000 PA USD 6670203.350000 0.1459010 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 7292629.400000 0.1595157 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 2335604.000000 0.0510880 Long DBT CORP VG N 2 2021-01-26 Fixed 4.25 N N N N N N CNOOC FINANCE (2015) USA LLC 549300Q3CTIH31RFPO82 12634MAB6 500000.000000 PA USD 545967.620000 0.0119423 Long DBT CORP US N 2 2025-05-05 Fixed 3.5 N N N N N N COLONIAL ENTERPRISES INC N/A 19565CAA8 900000.000000 PA USD 976798.400000 0.0213661 Long DBT CORP US N 2 2030-05-15 Fixed 3.25 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDM0 8800000.000000 PA USD 8983392.000000 0.1964987 Long DBT CORP US N 2 2031-01-15 Fixed 1.95 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 2300000.000000 PA USD 2362639.490000 0.0516793 Long DBT CORP US N 2 2051-01-15 Fixed 2.8 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDJ7 200000.000000 PA USD 220028.220000 0.0048128 Long DBT CORP US N 2 2025-04-01 Fixed 3.1 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAA1 1300000.000000 PA USD 1341651.710000 0.0293467 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 3651397.890000 0.0798690 Long DBT CORP US N 2 2024-05-01 Fixed 4.3 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAS7 102000.000000 PA USD 113015.630000 0.0024721 Long DBT CORP US N 2 2027-05-09 Fixed 3.5 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAW8 2000000.000000 PA USD 2086970.680000 0.0456495 Long DBT CORP US N 2 2022-11-07 Fixed 2.65 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAN8 900000.000000 PA USD 1033398.800000 0.0226041 Long DBT CORP US N 2 2024-11-15 Fixed 4.75 N N N N N N CONTINENTAL AIRLINES 2010 CLASS A PASS THRU TRUST N/A 21079VAA1 4035568.300000 PA USD 3979229.750000 0.0870399 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 2097500.720000 PA USD 1969232.470000 0.0430741 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 3100000.000000 PA USD 3295907.070000 0.0720932 Long DBT CORP NL N 2 2024-07-22 Fixed 2.625 N N N N N N COSTAR GROUP INC N/A 22160NAA7 3000000.000000 PA USD 3075905.490000 0.0672810 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LIMITED 549300MGHLPT1EFHGF84 ACI155964 900000.000000 PA USD 941603.550000 0.0205962 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 3446951.300000 0.0753971 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 1437093.230000 0.0314343 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 19621407.200000 0.4291899 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 11003334.380000 0.2406820 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 12600000.000000 PA USD 13924493.980000 0.3045781 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 7556481.440000 0.1652871 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 2430106.450000 0.0531551 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 1600000.000000 PA USD 1721217.230000 0.0376491 Long DBT CORP CH N 2 2024-06-12 Floating 4.207 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 13300000.000000 PA USD 13762764.190000 0.3010405 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 1354270.260000 0.0296227 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 15064383.930000 0.3295116 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 225433AR2 600000.000000 PA USD 690450.190000 0.0151026 Long DBT CORP GG N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 225433AT8 4800000.000000 PA USD 5172977.860000 0.1131514 Long DBT CORP GG N 2 2023-06-09 Fixed 3.8 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 2400000.000000 NS USD 1887948.910000 0.0412961 Long EP CORP US N 2 N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAM5 5000000.000000 PA USD 5520661.150000 0.1207565 Long DBT CORP US N 2 2025-05-18 Fixed 3.875 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAA9 1695000.000000 PA USD 1721659.820000 0.0376588 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 3203736.600000 0.0700771 Long DBT CORP US N 2 2023-07-15 Fixed 3.15 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAS0 14400000.000000 PA USD 14467581.790000 0.3164574 Long DBT CORP US N 2 2025-07-15 Fixed 1.35 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAR2 3379000.000000 PA USD 3696963.900000 0.0808657 Long DBT CORP US N 2 2030-07-01 Fixed 3.3 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAQ4 7085000.000000 PA USD 8180088.630000 0.1789276 Long DBT CORP US N 2 2050-07-01 Fixed 4.15 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAD3 1700000.000000 PA USD 1714597.830000 0.0375043 Long DBT CORP US N 2 2021-09-01 Fixed 2.25 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBB5 2485000.000000 PA USD 2527222.880000 0.0552793 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 523809.750000 0.0114576 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 1032858.180000 0.0225923 Long DBT CORP US N 2 2048-07-15 Fixed 4.241 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 7650000.000000 PA USD 8903534.200000 0.1947519 Long DBT CORP US N 2 2029-02-15 Fixed 4.375 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAF3 2100000.000000 PA USD 2231703.940000 0.0488153 Long DBT CORP US N 2 2030-02-15 Fixed 3 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAC0 2933000.000000 PA USD 3244511.990000 0.0709690 Long DBT CORP US N 2 2025-11-15 Fixed 4 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CV0 7100000.000000 PA USD 7631767.490000 0.1669339 Long DBT CORP US N 2 2023-03-09 Fixed 3.7 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 7800000.000000 PA USD 8987355.860000 0.1965854 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CL2 1300000.000000 PA USD 1460866.930000 0.0319543 Long DBT CORP US N 2 2025-07-20 Fixed 3.875 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650BZ2 3000000.000000 PA USD 3132240.900000 0.0685132 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 1544784.460000 PA USD 1925906.100000 0.0421264 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N CYRUSONE LP / CYRUSONE FINANCE CORP N/A 23283PAR5 500000.000000 PA USD 521317.500000 0.0114031 Long DBT CORP US N 2 2029-11-15 Fixed 3.45 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABN8 5795000.000000 PA USD 6098558.270000 0.1333971 Long DBT CORP US N 2 2025-10-15 Fixed 2.6 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CZ5 4300000.000000 PA USD 4330176.240000 0.0947163 Long DBT CORP US N 2 2021-02-12 Fixed 2.3 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DR2 700000.000000 PA USD 723518.570000 0.0158259 Long DBT CORP US N 2 2022-02-22 Fixed 3.4 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851DV3 11000000.000000 PA USD 10871995.420000 0.2378092 Long DBT CORP US N 2 2022-02-15 Floating 1.29238 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851BE3 4300000.000000 PA USD 4345958.790000 0.0950616 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 8418388.230000 0.1841401 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 2822563.160000 0.0617395 Long DBT CORP US N 2 2021-07-06 Fixed 2 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 233851CK8 1850000.000000 PA USD 1875514.030000 0.0410242 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 11382439.950000 0.2489744 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 2251500.000000 PA USD 2198026.880000 0.0480787 Long LON CORP US N 2 2025-09-19 Floating 2.75 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 32000000.000000 PA USD 32894422.400000 0.7195179 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 8100000.000000 PA USD 8863341.490000 0.1938728 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 5507123.090000 0.1204603 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 7877731.340000 0.1723140 Long DBT CORP US N 2 2024-07-15 Fixed 4 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBB6 2300000.000000 PA USD 2645791.520000 0.0578729 Long DBT CORP US N 2 2025-07-15 Fixed 5.85 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DAZ4 3800000.000000 PA USD 4187334.000000 0.0915919 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 3699638.200000 0.0809242 Long DBT CORP US N 2 2024-02-10 Fixed 6.821 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 2300000.000000 PA USD 2376633.360000 0.0519854 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BP3 7900000.000000 PA USD 7938991.400000 0.1736539 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 25160PAC1 1300000.000000 PA USD 1314783.760000 0.0287590 Long DBT CORP DE N 2 2021-02-04 Fixed 4.25 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAD9 12840000.000000 PA USD 12774218.880000 0.2794175 Long DBT CORP DE N 2 2021-02-04 Floating 1.84613 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251525AT8 7400000.000000 PA USD 7401588.340000 0.1618990 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 8701648.480000 0.1903360 Long DBT CORP DE N 2 2020-07-13 Floating 2.28138 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 24000000.000000 PA USD 24638258.400000 0.5389262 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 3100000.000000 PA USD 3173326.410000 0.0694119 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 7140925.680000 0.1561974 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBD0 2000000.000000 PA USD 2072048.020000 0.0453230 Long DBT CORP GB N 2 2030-04-29 Fixed 2 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YAY5 3750000.000000 PA USD 4075216.610000 0.0891395 Long DBT CORP GB N 2 2023-09-18 Fixed 3.5 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 30000.000000 PA USD 35993.260000 0.0007873 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 15405000.000000 PA USD 17695982.150000 0.3870740 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 3081531.630000 0.0674040 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 1081976.820000 0.0236667 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 1640603.240000 0.0358858 Long DBT CORP US N 2 2027-02-09 Fixed 4.1 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAQ2 158000.000000 PA USD 166119.260000 0.0036336 Long DBT CORP US N 2 2023-03-20 Fixed 2.95 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AA0 675000.000000 PA USD 734281.600000 0.0160613 Long DBT CORP US N 2 2023-10-15 Fixed 6.5 N N N N N N DOMINION ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 257375AP0 500000.000000 PA USD 534896.470000 0.0117001 Long DBT CORP US N 2 2029-11-15 Fixed 3 N N N N N N DOMINION ENERGY OHIO (EAST OHIO GAS COMPANY) BC95Y6MXLT75BGO7UM71 27409LAA1 7600000.000000 PA USD 7650667.910000 0.1673473 Long DBT CORP US N 2 2025-06-15 Fixed 1.3 N N N N N N DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST N/A 258258AA0 346642.210000 PA USD 320940.000000 0.0070201 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 7924275.000000 0.1733320 Long DBT CORP KY N 2 2028-09-26 Fixed 4.848 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBH7 4500000.000000 PA USD 4751478.090000 0.1039317 Long DBT CORP US N 2 2030-06-01 Fixed 2.45 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAF2 1400000.000000 PA USD 1439736.000000 0.0314921 Long DBT CORP US N 2 2021-09-15 Fixed 3.55 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAS4 200000.000000 PA USD 217014.160000 0.0047469 Long DBT CORP US N 2 2026-09-01 Fixed 2.65 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAL9 1400000.000000 PA USD 1528244.450000 0.0334281 Long DBT CORP US N 2 2023-10-15 Fixed 3.95 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAJ0 5000000.000000 PA USD 5058319.550000 0.1106434 Long DBT CORP US N 2 2030-06-15 Fixed 1.75 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 172070BT0 2821000.000000 PA USD 3435460.770000 0.0751457 Long DBT CORP US N 2 2025-06-01 Fixed 6.9 N N N N N N DUKE REALTY LIMITED PARTNERSHIP 2549009GZDBNY1KE9O81 26441YBC0 1000000.000000 PA USD 1092341.970000 0.0238934 Long DBT CORP US N 2 2029-11-15 Fixed 2.875 N N N N N N E*TRADE FINANCIAL CORPORATION 549300LYE2HSVYJFJD24 269246BS2 1000000.000000 PA USD 1157725.240000 0.0253236 Long DBT CORP US N 2 2028-06-20 Fixed 4.5 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AV5 5000000.000000 PA USD 5168834.050000 0.1130608 Long DBT CORP US N 2 2025-03-11 Fixed 1.9 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AW3 3000000.000000 PA USD 3159772.710000 0.0691155 Long DBT CORP US N 2 2030-03-11 Fixed 2.7 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AK6 2600000.000000 PA USD 2398935.500000 0.0524732 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 9052126.170000 0.1980022 Long DBT CORP CA N 2 2022-02-18 Floating 0.8805 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAZ8 100000.000000 PA USD 104999.070000 0.0022967 Long DBT CORP CA N 2 2029-11-15 Fixed 3.125 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAA6 1372000.000000 PA USD 1499989.540000 0.0328101 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 2823686.220000 0.0617640 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAJ7 5100000.000000 PA USD 5812111.270000 0.1271315 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 29273RBB4 7900000.000000 PA USD 9032317.900000 0.1975689 Long DBT CORP US N 2 2024-02-01 Fixed 7.6 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29278NAP8 7300000.000000 PA USD 7483328.190000 0.1636870 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 3446948.510000 0.0753970 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 811473.630000 0.0177498 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 5522797.890000 0.1208032 Long DBT CORP US N 2 2026-04-01 Fixed 3.5 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAK9 2900000.000000 PA USD 3231706.900000 0.0706889 Long DBT CORP US N 2 2050-06-15 Fixed 3.75 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBM4 400000.000000 PA USD 348598.000000 0.0076251 Long DBT CORP US N 2 2077-08-16 Floating 4.875 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAB5 3500000.000000 PA USD 3326540.630000 0.0727633 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 700000.000000 PA USD 669122.660000 0.0146361 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 8000000.000000 PA USD 7650103.040000 0.1673349 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 2277252.000000 0.0498116 Long DBT CORP US N 2 2024-08-01 Fixed 4 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AR6 1800000.000000 PA USD 1921262.670000 0.0420248 Long DBT CORP US N 2 2025-12-15 Fixed 2.6 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBH8 3000000.000000 PA USD 2974740.000000 0.0650681 Long DBT CORP US N 2 2030-07-15 Fixed 2.15 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBC9 9680000.000000 PA USD 10324688.000000 0.2258376 Long DBT CORP US N 2 2024-11-18 Fixed 2.625 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 5075000.000000 PA USD 5517362.380000 0.1206843 Long DBT CORP US N 2 2029-11-18 Fixed 3.2 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAF9 600000.000000 PA USD 663020.650000 0.0145026 Long DBT CORP NO N 2 2030-04-06 Fixed 3.125 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 1800000.000000 PA USD 2017047.620000 0.0441200 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABM4 1900000.000000 PA USD 2028139.500000 0.0443626 Long DBT CORP US N 2 2030-02-15 Fixed 2.5 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABJ1 1774000.000000 PA USD 2010760.750000 0.0439825 Long DBT CORP US N 2 2028-03-01 Fixed 3.5 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABD4 1700000.000000 PA USD 1870768.370000 0.0409203 Long DBT CORP US N 2 2025-06-01 Fixed 3.375 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABL6 9700000.000000 PA USD 10736573.910000 0.2348470 Long DBT CORP US N 2 2029-07-01 Fixed 3 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAU1 4300000.000000 PA USD 4685278.620000 0.1024837 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 873544.520000 0.0191075 Long DBT CORP US N 2 2025-04-01 Fixed 3.5 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAQ0 820000.000000 PA USD 890916.020000 0.0194875 Long DBT CORP US N 2 2026-04-15 Fixed 3.375 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAN7 3500000.000000 PA USD 3813148.750000 0.0834071 Long DBT CORP US N 2 2024-05-01 Fixed 3.875 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 30037DAA3 100000.000000 PA USD 104883.940000 0.0022942 Long DBT CORP US N 2 2030-06-01 Fixed 2.25 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAU5 700000.000000 PA USD 780120.740000 0.0170640 Long DBT CORP US N 2 2026-04-15 Fixed 3.4 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAN1 1000000.000000 PA USD 1124686.320000 0.0246009 Long DBT CORP US N 2 2025-06-15 Fixed 3.95 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 2300000.000000 PA USD 2211603.920000 0.0483756 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N EXPEDIA GROUP INC N/A 30212PAU9 200000.000000 PA USD 208411.950000 0.0045587 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 2200000.000000 PA USD 2359060.070000 0.0516010 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BE1 4300000.000000 PA USD 4641686.130000 0.1015302 Long DBT CORP CA N 2 2030-04-29 Fixed 4.625 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747BA4 1500000.000000 PA USD 1583171.400000 0.0346296 Long DBT CORP US N 2 2030-06-01 Fixed 3.5 N N N N N N FEDERAL REALTY INVESTMENT TRUST 549300LI6XZ51GOCJ427 313747AY3 3300000.000000 PA USD 3459559.160000 0.0756728 Long DBT CORP US N 2 2027-07-15 Fixed 3.25 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 1100000.000000 PA USD 1129014.910000 0.0246956 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHA1 1477000.000000 NS USD 1347376.830000 0.0294719 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 6100000.000000 NS USD 5872329.700000 0.1284487 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 6500000.000000 NS USD 5803525.000000 0.1269437 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 11800000.000000 NS USD 10335679.000000 0.2260780 Long EP CORP US N 2 N N N FHLMC PASS THRU POOLS N/A 3132ADXX1 333655.730000 PA USD 353353.260000 0.0077291 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 3383574.370000 PA USD 3587299.250000 0.0784670 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AA4 4300000.000000 PA USD 4345451.000000 0.0950504 Long DBT CORP MX N 2 2030-01-15 Fixed 4.869 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 31620RAJ4 5700000.000000 PA USD 5944804.850000 0.1300340 Long DBT CORP US N 2 2030-06-15 Fixed 3.4 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAE2 2975000.000000 PA USD 3133599.090000 0.0685429 Long DBT CORP US N 2 2023-02-01 Fixed 4.3 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AN7 3800000.000000 PA USD 3838508.520000 0.0839618 Long DBT CORP US N 2 2026-01-15 Fixed 1.6 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AG2 700000.000000 PA USD 726495.930000 0.0158910 Long DBT CORP US N 2 2022-07-15 Fixed 2.85 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 1125000.000000 PA USD 1129758.930000 0.0247118 Long DBT CORP US N 2 2030-09-01 Fixed 2.25 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 5000000.000000 PA USD 5625250.000000 0.1230442 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 33938XAC9 3120000.000000 PA USD 3310412.980000 0.0724105 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAA3 2446000.000000 PA USD 2703636.980000 0.0591381 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAD0 2200000.000000 PA USD 2878092.890000 0.0629541 Long DBT CORP US N 2 2033-02-01 Fixed 4.95 N N N N N N FNMA PASS THRU POOLS N/A 3140GTQM5 412309.780000 PA USD 435808.200000 0.0095327 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 262691.120000 PA USD 278463.290000 0.0060910 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 731634.590000 PA USD 774441.300000 0.0169398 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 607204.580000 PA USD 641132.060000 0.0140238 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 729644.860000 PA USD 771606.870000 0.0168778 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 711649.850000 PA USD 754378.780000 0.0165009 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 2152310.790000 PA USD 2280533.500000 0.0498834 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 3871771.220000 PA USD 4109686.530000 0.0898934 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 696806.320000 PA USD 735480.670000 0.0160876 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 8504788.230000 PA USD 8980173.660000 0.1964283 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 7685186.320000 PA USD 8143657.710000 0.1781307 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 9200898.320000 PA USD 9751840.110000 0.2133074 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 3500000.000000 PA USD 3456250.000000 0.0756005 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 1225888.130000 0.0268145 Long DBT CORP US N 2 2022-01-07 Fixed 5.596 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397VR1 1000000.000000 PA USD 1008430.000000 0.0220579 Long DBT CORP US N 2 2021-02-01 Fixed 5.75 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 5100000.000000 PA USD 4528641.590000 0.0990575 Long DBT CORP US N 2 2023-02-15 Floating 1.62738 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XW8 5500000.000000 PA USD 5460592.500000 0.1194426 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 280563.890000 0.0061369 Long DBT CORP US N 2 2022-03-28 Floating 1.576 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 14600000.000000 PA USD 14771769.000000 0.3231111 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 5751555.000000 0.1258069 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 5567100.190000 0.1217723 Long DBT CORP US N 2 2021-04-05 Floating 1.11375 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397VU4 200000.000000 PA USD 202344.000000 0.0044260 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 456415.000000 0.0099834 Long DBT CORP US N 2 2022-08-03 Floating 1.63613 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 10100000.000000 PA USD 9843207.500000 0.2153059 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 14304000.000000 PA USD 14241420.000000 0.3115104 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 1088199.440000 0.0238028 Long DBT CORP US N 2 2020-11-02 Floating 0.98613 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAE6 5800000.000000 PA USD 6194356.500000 0.1354926 Long DBT CORP US N 2 2029-09-15 Fixed 3.25 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAG0 1400000.000000 PA USD 1552850.280000 0.0339664 Long DBT CORP US N 2 2024-01-25 Fixed 4.03 N N N N N N FRESENIUS MEDICAL CARE US FINANCE INC B8RI7LM5Z25R6H3S2R89 35803QAA5 2556000.000000 PA USD 2628749.410000 0.0575001 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 2664165.960000 0.0582748 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 1566237.000000 0.0342592 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 3895892.000000 0.0852170 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 513185.500000 0.0112252 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 7308164.000000 0.1598555 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 3168021.000000 0.0692959 Long DBT CORP LU N 2 2022-07-19 Fixed 4.95 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAB9 26300000.000000 PA USD 27378524.600000 0.5988656 Long DBT CORP US N 2 2030-05-15 Fixed 4.4 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAC7 6300000.000000 PA USD 6511680.570000 0.1424336 Long DBT CORP US N 2 2032-05-15 Fixed 4.55 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164Q6M5 3647000.000000 PA USD 3829514.010000 0.0837651 Long DBT CORP IE N 2 2025-11-15 Fixed 3.373 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164QNA2 700000.000000 PA USD 711462.760000 0.0155622 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G6S8 1500000.000000 PA USD 1570383.480000 0.0343499 Long DBT CORP US N 2 2023-01-09 Fixed 3.1 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GT95 4200000.000000 PA USD 4882501.680000 0.1067977 Long DBT CORP US N 2 2026-01-05 Fixed 5.55 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAE0 61000.000000 PA USD 65201.500000 0.0014262 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 11625722.550000 0.2542958 Long DBT CORP US N 2 2022-01-14 Floating 2.86138 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCE4 500000.000000 PA USD 482125.720000 0.0105458 Long DBT CORP US N 2 2023-01-05 Floating 1.29375 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XAL0 10000.000000 PA USD 10450.510000 0.0002286 Long DBT CORP US N 2 2023-05-15 Fixed 4.25 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAH4 600000.000000 PA USD 667512.550000 0.0146009 Long DBT CORP US N 2 2025-03-01 Fixed 3.6 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAL5 1300000.000000 PA USD 1351051.200000 0.0295523 Long DBT CORP US N 2 2027-04-30 Fixed 2.1 N N N N N N GLOBO COMUNICACAO E PARTICIPACOES S/A 52990054HEKS017PVR75 P47773AN9 1000000.000000 PA USD 999655.000000 0.0218660 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 361841AL3 500000.000000 PA USD 542492.500000 0.0118662 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 2900000.000000 PA USD 2890227.000000 0.0632195 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 361841AQ2 4400000.000000 PA USD 4358596.000000 0.0953380 Long DBT CORP US N 2 2031-01-15 Fixed 4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AK5 1200000.000000 PA USD 1325526.000000 0.0289940 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 2707681.500000 0.0592266 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 2775539.000000 0.0607109 Long DBT CORP US N 2 2023-11-01 Fixed 5.375 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 49357958.070000 PA USD 486620108.650000 10.6441101 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36212EGF8 9679.040000 PA USD 10174.220000 0.0002225 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 700000.000000 PA USD 790210.270000 0.0172847 Long DBT CORP US N 2 2027-01-26 Fixed 3.85 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 9000000.000000 PA USD 9042827.130000 0.1977987 Long DBT CORP US N 2 2022-04-26 Floating 2.10138 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 6800000.000000 PA USD 7916026.880000 0.1731516 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWJ9 9949000.000000 PA USD 10316754.140000 0.2256641 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 11221915.820000 0.2454632 Long DBT CORP US N 2 2023-06-05 Floating 1.37663 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 5000000.000000 PA USD 5603520.450000 0.1225689 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWN0 4218000.000000 PA USD 4227734.890000 0.0924756 Long DBT CORP US N 2 2023-07-24 Floating 2.02025 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 3150000.000000 PA USD 3230364.820000 0.0706596 Long DBT CORP US N 2 2022-10-31 Floating 2.876 N N N N N N GOODMAN HK FINANCE 213800SL4LTTO1S5AU13 ACI08N9Z0 900000.000000 PA USD 964099.800000 0.0210883 Long DBT CORP KY N 2 2024-06-19 Fixed 4.375 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239KAA6 1925000.000000 PA USD 2204697.800000 0.0482246 Long DBT CORP US N 2 2037-10-15 Fixed 4.5 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 500000.000000 PA USD 541315.730000 0.0118405 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD 378900C761245FC57265 40009VAA6 1900000.000000 PA USD 1881000.000000 0.0411442 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 4267975.560000 0.0933558 Long DBT CORP US N 2 2024-05-06 Fixed 2.9 N N N N N N GUARDIAN LIFE GLOBAL FUNDING 635400NHILJ5JEKILC36 40139LAG8 1000000.000000 PA USD 1004371.760000 0.0219692 Long DBT CORP US N 2 2025-06-23 Fixed 1.1 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 200000.000000 PA USD 230478.980000 0.0050414 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 8000000.000000 PA USD 8832595.920000 0.1932002 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N HEALTHCARE REALTY TRUST INCORPORATED 549300CB86LH2IOKHH22 421946AJ3 600000.000000 PA USD 638043.850000 0.0139563 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 1570413.650000 0.0343505 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 2574086.300000 0.0563044 Long DBT CORP JE N 2 2023-07-15 Fixed 4.875 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 4600000.000000 PA USD 4585571.040000 0.1003027 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAX4 1106000.000000 PA USD 1132789.330000 0.0247781 Long DBT CORP US N 2 2024-04-01 Fixed 3.875 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAV8 900000.000000 PA USD 934397.640000 0.0204386 Long DBT CORP US N 2 2025-06-15 Fixed 4 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAY2 3100000.000000 PA USD 2966038.520000 0.0648778 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 2608344.750000 0.0570538 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 5058608.000000 0.1106497 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 6470509.500000 0.1415330 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 1080980.760000 0.0236449 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 677799.560000 0.0148259 Long DBT CORP GB N 2 2026-03-08 Fixed 4.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 2200000.000000 PA USD 2224428.580000 0.0486562 Long DBT CORP GB N 2 2026-06-04 Floating 2.099 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BW8 800000.000000 PA USD 787567.290000 0.0172269 Long DBT CORP GB N 2 2026-09-12 Floating 1.69838 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 5600000.000000 PA USD 5810563.980000 0.1270977 Long DBT CORP GB N 2 2025-11-07 Floating 2.633 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAC0 4000000.000000 PA USD 3880244.480000 0.0848747 Long DBT CORP US N 2 2030-01-15 Fixed 3.25 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 3600000.000000 PA USD 3891423.420000 0.0851193 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 2075615.820000 0.0454011 Long DBT CORP US N 2 2027-11-01 Fixed 3.95 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 1000000.000000 PA USD 1053573.180000 0.0230454 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AD4 600000.000000 PA USD 617032.600000 0.0134967 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 1823508.000000 0.0398866 Long DBT CORP IN N 2 2020-11-16 Fixed 5.75 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 1100000.000000 PA USD 1181247.910000 0.0258381 Long DBT CORP BM N 2 2022-11-01 Fixed 5 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAJ6 2400000.000000 PA USD 2749620.000000 0.0601440 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAF4 1750000.000000 PA USD 2058586.250000 0.0450286 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AB1 3278000.000000 PA USD 3403565.170000 0.0744481 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 6182061.870000 0.1352237 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 2193389.040000 0.0479772 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 9702319.810000 0.2122242 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 3110381.150000 0.0680351 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 9100926.540000 0.1990696 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 2385139.850000 0.0521715 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 3084921.390000 0.0674782 Long DBT CORP CN N 2 2027-11-08 Fixed 3.538 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAA1 3800000.000000 PA USD 3820389.010000 0.0835655 Long DBT CORP US N 2 2025-07-15 Fixed 1.75 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AK9 10000000.000000 PA USD 10974258.500000 0.2400460 Long DBT CORP NL N 2 2023-10-02 Fixed 4.1 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AL7 3600000.000000 PA USD 3618128.880000 0.0791413 Long DBT CORP NL N 2 2023-10-02 Floating 1.302 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAA2 8500000.000000 PA USD 9409874.000000 0.2058274 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 4723701.720000 0.1033241 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 9458123.750000 0.2068828 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 2559332.880000 0.0559817 Long DBT CORP US N 2 2020-12-15 Fixed 8.25 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AS3 2000000.000000 PA USD 2046502.340000 0.0447643 Long DBT CORP US N 2 2030-06-01 Fixed 2.3 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAD9 8000000.000000 PA USD 8226509.840000 0.1799430 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 2255469.260000 0.0493351 Long DBT CORP IT N 2 2024-06-26 Fixed 5.017 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 46849LSR3 100000.000000 PA USD 101999.390000 0.0022311 Long DBT CORP US N 2 2021-10-25 Fixed 2.1 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 400000.000000 PA USD 465880.460000 0.0101905 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 109222.040000 0.0023891 Long DBT CORP US N 2 2030-09-01 Fixed 8.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBQ8 10000000.000000 PA USD 10166054.300000 0.2223677 Long DBT CORP US N 2 2024-06-01 Floating 1.514 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 5150000.000000 PA USD 5586470.170000 0.1221959 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 6403303.150000 0.1400630 Long DBT CORP US N 2 2024-07-23 Floating 1.933 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRW2 3100000.000000 PA USD 3135314.120000 0.0685805 Long DBT CORP US N 2 2023-10-24 Floating 2.25025 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBF2 5100000.000000 PA USD 5345651.500000 0.1169284 Long DBT CORP US N 2 2025-10-15 Floating 2.301 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BA0 1900000.000000 NS USD 1845214.940000 0.0403614 Long EP CORP US N 2 N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BD5 3000000.000000 PA USD 3172125.720000 0.0693857 Long DBT CORP US N 2 2029-11-15 Fixed 2.875 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 3439000.000000 PA USD 3414494.550000 0.0746871 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAL6 4300000.000000 PA USD 4623151.880000 0.1011248 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 3148617.030000 0.0688714 Long DBT CORP US N 2 2024-12-15 Fixed 3.45 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAN2 800000.000000 PA USD 898158.540000 0.0196459 Long DBT CORP US N 2 2028-12-15 Fixed 4.75 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAA9 3500000.000000 PA USD 3575705.980000 0.0782134 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 404429.420000 0.0088463 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 10167082.390000 0.2223902 Long DBT CORP US N 2 2030-10-15 Fixed 8.05 N N N N N N KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 48252AAA9 2600000.000000 PA USD 2988707.440000 0.0653736 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AG5 2600000.000000 PA USD 3069950.490000 0.0671507 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 2666879.800000 0.0583341 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 3235606.950000 0.0707742 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 1343000.000000 0.0293762 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 3421402.720000 0.0748382 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 6404972.000000 0.1400995 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 1876698.970000 0.0410501 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 874474.590000 0.0191279 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 18580623.310000 0.4064242 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 264748.850000 0.0057910 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 3498274.860000 0.0765197 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 1234147.060000 0.0269952 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAC9 1300000.000000 PA USD 1422362.500000 0.0311121 Long DBT CORP US N 2 2025-05-15 Fixed 3.625 N N N N N N LEVEL 3 FINANCING INC N/A 52729KAP1 1100000.000000 PA USD 1042250.000000 0.0227977 Long LON CORP US N 2 2027-03-01 Floating 1.9283 N N N N N N LEVEL 3 FINANCING INC N/A 527298BP7 1775000.000000 PA USD 1876964.880000 0.0410559 Long DBT CORP US N 2 2027-03-01 Fixed 3.4 N N N N N N LEVEL 3 FINANCING INC N/A 527298BQ5 1000000.000000 PA USD 1056635.000000 0.0231124 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAB0 1275000.000000 PA USD 1413653.700000 0.0309216 Long DBT CORP US N 2 2029-06-15 Fixed 4 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAA2 1200000.000000 PA USD 1310102.900000 0.0286566 Long DBT CORP US N 2 2027-12-15 Fixed 3.875 N N N N N N LIFESTORAGE LP N/A 84610WAB1 6694000.000000 PA USD 7180230.810000 0.1570572 Long DBT CORP US N 2 2026-07-01 Fixed 3.5 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 2400000.000000 PA USD 1983656.400000 0.0433896 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 13966023.460000 0.3054865 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 7544679.210000 0.1650289 Long DBT CORP GB N 2 2026-02-05 Floating 2.438 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 15900000.000000 PA USD 18042989.760000 0.3946643 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 14671047.600000 0.3209079 Long DBT CORP GB N 2 2025-12-10 Fixed 4.582 N N N N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424AT5 5000000.000000 PA USD 5437565.200000 0.1189389 Long DBT CORP US N 2 2030-05-15 Fixed 3.2 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENS9 100000.000000 PA USD 167934.000000 0.0036733 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 825450.000000 0.0180555 Long DBT MUN US N 2 2039-07-01 Fixed 6.008 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAH1 8000000.000000 PA USD 8323617.840000 0.1820671 Long DBT CORP AU N 2 2023-11-28 Floating 3.189 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903AR4 2046000.000000 PA USD 2040997.280000 0.0446439 Long DBT CORP US N 2 2022-01-15 Fixed 2.3 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BE2 1200000.000000 PA USD 1250078.120000 0.0273436 Long DBT CORP US N 2 2030-06-15 Fixed 4.625 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BB8 4000000.000000 PA USD 4145577.520000 0.0906785 Long DBT CORP US N 2 2028-12-01 Fixed 4.65 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57163KAH1 790030.000000 PA USD 742628.200000 0.0162439 Long LON CORP US N 3 2025-08-29 Floating 1.9283 N N N N N N MASSACHUSETTS SCHOOL BUILDING AUTHORITY N/A 576000KW2 300000.000000 PA USD 371226.000000 0.0081200 Long DBT MUN US N 2 2027-06-15 Fixed 5.468 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCH1 3300000.000000 PA USD 3705492.780000 0.0810523 Long DBT CORP US N 2 2026-03-08 Fixed 3.4 N N N N N N MASSMUTUAL GLOBAL FUNDING II 549300K1IE3K7YU6VG29 57629WCE8 700000.000000 PA USD 749620.460000 0.0163969 Long DBT CORP US N 2 2024-06-22 Fixed 2.75 N N N N N N MCCORMICK & COMPANY INCORPORATED 549300JQQA6MQ4OJP259 579780AH0 1200000.000000 PA USD 1228674.710000 0.0268755 Long DBT CORP US N 2 2021-07-15 Fixed 3.9 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFQ2 1000000.000000 PA USD 1152566.170000 0.0252107 Long DBT CORP US N 2 2030-07-01 Fixed 3.6 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFJ8 400000.000000 PA USD 429046.780000 0.0093848 Long DBT CORP US N 2 2029-09-01 Fixed 2.625 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BS4 3361000.000000 PA USD 3791852.670000 0.0829413 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 932751.600000 0.0204026 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 698429.390000 PA USD 718752.710000 0.0157217 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.768 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BM4 600000.000000 PA USD 689054.830000 0.0150721 Long DBT CORP US N 2 2026-02-06 Fixed 4.975 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 4000000.000000 PA USD 4676652.280000 0.1022950 Long DBT CORP US N 2 2030-02-15 Fixed 4.663 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAQ0 2747000.000000 PA USD 3171970.760000 0.0693823 Long DBT CORP US N 2 2029-03-15 Fixed 3.95 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAR8 1700000.000000 PA USD 1800703.560000 0.0393878 Long DBT CORP US N 2 2030-03-15 Fixed 2.75 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAL1 1500000.000000 PA USD 1625850.530000 0.0355631 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 4061260.320000 0.0888342 Long DBT CORP US N 2 2028-06-15 Fixed 4.2 N N N N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAA0 5061000.000000 PA USD 5324046.390000 0.1164558 Long DBT CORP US N 2 2024-04-01 Fixed 3.9 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS2 N/A 59981TAC9 621878.900000 PA USD 654583.010000 0.0143181 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 4018619.870000 0.0879015 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 606822BD5 1200000.000000 PA USD 1296380.510000 0.0283564 Long DBT CORP JP N 2 2024-03-07 Fixed 3.407 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AX2 6200000.000000 PA USD 6223068.590000 0.1361206 Long DBT CORP JP N 2 2021-07-26 Floating 1.64138 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BM5 3600000.000000 PA USD 3938967.680000 0.0861592 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 4000000.000000 PA USD 4033389.840000 0.0882246 Long DBT CORP JP N 2 2021-09-13 Floating 1.37338 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822AH7 500000.000000 PA USD 525421.540000 0.0114928 Long DBT CORP JP N 2 2023-09-13 Fixed 2.527 N N N N N N MITSUBISHI UFJ LEASE & FINANCE COMPANY LIMITED 353800MZ3QX9RLMH7B09 60682LAD4 6700000.000000 PA USD 6914030.360000 0.1512344 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 800000.000000 PA USD 853291.180000 0.0186645 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 4902836.200000 0.1072424 Long DBT CORP JP N 2 2024-05-25 Floating 0.9895 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBB4 12400000.000000 PA USD 12336193.820000 0.2698364 Long DBT CORP JP N 2 2023-09-13 Floating 1.16338 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBA6 1800000.000000 PA USD 1903292.950000 0.0416318 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 5083951.250000 0.1112041 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 1493186.800000 0.0326613 Long DBT CORP IE N 2 2024-06-13 Fixed 4.375 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 608190AL8 200000.000000 PA USD 218261.380000 0.0047742 Long DBT CORP US N 2 2030-05-15 Fixed 3.625 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871RAF7 4290000.000000 PA USD 4343483.640000 0.0950074 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 2239449.520000 0.0489847 Long DBT CORP NL N 2 2021-10-28 Fixed 2 N N N N N N MONONGAHELA POWER COMPANY N/A 610202BR3 3195000.000000 PA USD 3545315.580000 0.0775486 Long DBT CORP US N 2 2027-05-15 Fixed 3.55 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AC9 525000.000000 PA USD 593409.230000 0.0129800 Long DBT CORP US N 2 2024-02-15 Fixed 4.875 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AT2 600000.000000 PA USD 646290.650000 0.0141367 Long DBT CORP US N 2 2050-05-20 Fixed 3.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAQ1 10000000.000000 PA USD 10784976.500000 0.2359057 Long DBT CORP US N 2 2024-04-24 Floating 3.737 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAG3 4900000.000000 PA USD 4937579.080000 0.1080024 Long DBT CORP US N 2 2024-05-08 Floating 1.66763 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468C6 3000000.000000 PA USD 3403730.040000 0.0744517 Long DBT CORP US N 2 2025-07-23 Fixed 4 N N N N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89832QAF6 3600000.000000 NS USD 3726360.000000 0.0815087 Long EP CORP US N 2 N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BL2 500000.000000 PA USD 568919.290000 0.0124443 Long DBT CORP US N 2 2028-02-23 Fixed 4.6 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBM1 800000.000000 PA USD 831973.270000 0.0181982 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 2617472.000000 0.0572534 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 5122000.000000 PA USD 5459145.100000 0.1194109 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 4434684.940000 0.0970023 Long DBT CORP US N 2 2022-12-09 Fixed 2.1 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 8537000.000000 PA USD 12546743.530000 0.2744418 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BD8 835000.000000 PA USD 912933.920000 0.0199691 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 6800431.870000 0.1487496 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 449967.000000 0.0098424 Long DBT MUN US N 2 2043-08-01 Fixed 6.507 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AN6 500000.000000 PA USD 478629.370000 0.0104693 Long DBT CORP US N 2 2030-04-15 Fixed 2.5 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 638602BR2 2800000.000000 PA USD 2885973.300000 0.0631265 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 2599455.450000 0.0568593 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 13846112.330000 0.3028637 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 9578365.590000 0.2095129 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 7146324.570000 0.1563155 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 1903971.890000 0.0416466 Long DBT CORP US N 2 2049-11-30 Fixed 3.9 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 21585000.000000 NS USD 22092969.090000 0.4832517 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FP4 8900000.000000 NS USD 8851669.170000 0.1936174 Long EP CORP US N 2 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAL8 2400000.000000 PA USD 2434039.800000 0.0532411 Long DBT CORP US N 2 2025-06-22 Fixed 1.875 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAJ3 5900000.000000 PA USD 5978201.730000 0.1307645 Long DBT CORP US N 2 2027-06-22 Fixed 2.375 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAK0 11000000.000000 PA USD 11039470.970000 0.2414724 Long DBT CORP US N 2 2030-06-22 Fixed 2.7 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAD6 4000000.000000 PA USD 4167972.960000 0.0911684 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 10723474.990000 PA USD 11269658.030000 0.2465074 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAT5 2200000.000000 PA USD 2486056.690000 0.0543789 Long DBT CORP US N 2 2050-05-15 Fixed 3.75 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650035TD0 300000.000000 PA USD 381402.000000 0.0083426 Long DBT MUN US N 2 2039-03-15 Fixed 5.77 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBB5 22500000.000000 PA USD 23473958.630000 0.5134588 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 3967758.340000 0.0867890 Long DBT CORP US N 2 2026-04-01 Fixed 3.25 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBQ2 5100000.000000 PA USD 5516749.460000 0.1206709 Long DBT CORP US N 2 2025-05-01 Fixed 2.75 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KAT7 5000000.000000 PA USD 5676638.100000 0.1241682 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 6900000.000000 PA USD 7326876.850000 0.1602648 Long DBT CORP US N 2 2022-08-15 Fixed 3.3 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBN9 700000.000000 PA USD 720309.000000 0.0157557 Long DBT CORP US N 2 2022-09-01 Fixed 1.95 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAE4 369000.000000 PA USD 380866.940000 0.0083309 Long DBT CORP US N 2 2022-08-15 Fixed 4.375 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAK2 10000000.000000 PA USD 10991335.200000 0.2404195 Long DBT CORP US N 2 2024-10-01 Fixed 3.508 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAL0 5000000.000000 PA USD 5845694.200000 0.1278661 Long DBT CORP US N 2 2028-12-15 Fixed 4.278 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AW9 300000.000000 PA USD 288414.390000 0.0063086 Long DBT CORP US N 2 2022-01-13 Floating 2.20138 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BF5 1760000.000000 PA USD 1755080.850000 0.0383899 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 4398746.810000 0.0962162 Long DBT CORP US N 2 2021-03-15 Floating 0.83338 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AS8 3728000.000000 PA USD 3662380.340000 0.0801093 Long DBT CORP US N 2 2021-09-14 Fixed 1.9 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740BL2 3500000.000000 PA USD 3508452.570000 0.0767423 Long DBT CORP US N 2 2023-09-21 Fixed 3.875 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAQ2 3700000.000000 PA USD 3863960.170000 0.0845185 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 697537.510000 0.0152576 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 6325870.140000 0.1383692 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 2736149.000000 0.0598493 Long DBT CORP IE N 2 2022-12-13 Fixed 4.422 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 ACI0NPCG6 5000000.000000 PA USD 5061253.450000 0.1107076 Long DBT CORP JP N 2 2021-07-21 Fixed 1.9 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 2760000.000000 PA USD 2887612.160000 0.0631623 Long DBT CORP US N 2 2030-05-15 Fixed 3 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAE8 4300000.000000 PA USD 4523988.550000 0.0989557 Long DBT CORP NL N 2 2025-05-01 Fixed 2.7 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAC2 3907000.000000 PA USD 4153758.030000 0.0908574 Long DBT CORP NL N 2 2027-05-01 Fixed 3.15 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAD0 7901000.000000 PA USD 8519346.640000 0.1863484 Long DBT CORP NL N 2 2030-05-01 Fixed 3.4 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAZ1 3800000.000000 PA USD 4246086.940000 0.0928770 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 6283403.150000 0.1374403 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 5605292.400000 0.1226077 Long DBT CORP NL N 2 2022-09-01 Fixed 3.875 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 13190.000000 NS USD 17107430.000000 0.3742003 Long EP CORP US N 1 N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CU7 1100000.000000 PA USD 1077972.500000 0.0235791 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 542307.720000 PA USD 447403.870000 0.0097863 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 3002064.000000 PA USD 285196.080000 0.0062383 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 1429.280000 0.0000313 Long DBT CORP KY N 2 2020-08-10 None 0 N N N N N N OHIO EDISON COMPANY N/A 677347CE4 1100000.000000 PA USD 1555747.910000 0.0340297 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 2357053.970000 0.0515571 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 6339247.190000 0.1386619 Long DBT CORP US N 2 2023-08-01 Fixed 4.375 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 1600000.000000 PA USD 1876183.810000 0.0410388 Long DBT CORP US N 2 2031-01-15 Fixed 6.35 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AW3 300000.000000 PA USD 315763.840000 0.0069069 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 1784380.960000 0.0390307 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 4031165.240000 0.0881759 Long DBT CORP US N 2 2024-09-01 Fixed 2.75 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAP8 800000.000000 PA USD 869018.130000 0.0190085 Long DBT CORP US N 2 2025-03-15 Fixed 4.9 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAL7 2300000.000000 PA USD 2480939.640000 0.0542670 Long DBT CORP US N 2 2023-09-15 Fixed 5 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 2100000.000000 PA USD 2392129.050000 0.0523244 Long DBT CORP US N 2 2040-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 1500000.000000 PA USD 1861607.030000 0.0407200 Long DBT CORP US N 2 2034-07-08 Fixed 4.3 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 686330AK7 296000.000000 PA USD 319696.010000 0.0069929 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 5455579.480000 0.1193329 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 2001452.780000 0.0437789 Long DBT CORP SG N 2 2021-05-17 Floating 0.83563 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AF8 35000.000000 PA USD 36577.620000 0.0008001 Long DBT CORP US N 2 2026-08-15 Fixed 3.4 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 064058AH3 400000.000000 NS USD 417000.000000 0.0091213 Long EP CORP US N 2 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JE8 3700000.000000 PA USD 3715022.000000 0.0812607 Long DBT CORP US N 2 2022-06-16 Fixed 1.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 2700000.000000 PA USD 2673189.000000 0.0584721 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HP5 300000.000000 PA USD 324139.500000 0.0070901 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HM2 1400000.000000 PA USD 1547861.000000 0.0338572 Long DBT CORP US N 2 2025-06-15 Fixed 3.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HB6 1330000.000000 PA USD 1454374.950000 0.0318123 Long DBT CORP US N 2 2022-08-15 Fixed 2.45 Y Y N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JC2 300000.000000 PA USD 361068.000000 0.0078978 Long DBT CORP US N 2 2028-08-01 Fixed 4.65 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GT8 4700000.000000 PA USD 5129768.000000 0.1122062 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 1484611.520000 0.0324737 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 1738520.340000 0.0380276 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 939379.500000 0.0205476 Long DBT CORP AU N 2 2028-03-22 Fixed 4.75 N N N N N N PACKAGING CORP OF AMERICA INC 549300XZP8MFZFY8TJ84 695156AR0 400000.000000 PA USD 436831.070000 0.0095550 Long DBT CORP US N 2 2024-09-15 Fixed 3.65 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAH6 7200000.000000 PA USD 7498437.190000 0.1640175 Long DBT CORP US N 2 2030-06-01 Fixed 2.3 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAB9 700000.000000 PA USD 724851.840000 0.0158551 Long DBT CORP US N 2 2022-09-26 Fixed 2.2 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAD5 1400000.000000 PA USD 1522712.720000 0.0333071 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 2497969.070000 0.0546395 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 4938071.590000 0.1080132 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 1918884.910000 0.0419728 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 3865160.740000 0.0845448 Long DBT CORP US N 2 2029-09-15 Fixed 3.3 N N N N N N PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC) 549300E86RB6YCTMRM83 71429MAC9 5000000.000000 PA USD 5052341.600000 0.1105127 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAN9 3000000.000000 PA USD 2977604.310000 0.0651308 Long DBT CORP ID N 2 2030-06-30 Fixed 3 N N N N N N PHOSAGRO OAO VIA PHOSAGRO BOND FUNDING DAC 635400F8A3KGJIIBIK95 ACI102Q83 1500000.000000 PA USD 1560228.000000 0.0341277 Long DBT CORP IE N 2 2023-04-24 Fixed 3.949 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 900000.000000 PA USD 918914.990000 0.0200999 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 2475000.000000 PA USD 2581198.790000 0.0564600 Long DBT CORP US N 2 2027-03-15 Fixed 4.3 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AM9 3100000.000000 PA USD 3589772.160000 0.0785211 Long DBT CORP US N 2 2026-01-15 Fixed 4.45 N N N N N N PIPER SANDLER COMPANIES QUQDBTUSOAKFEVMRMF78 724078AD2 3300000.000000 PA USD 3225750.000000 0.0705586 Long DBT CORP US N 2 2021-10-15 Fixed 4.74 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAP4 9277000.000000 PA USD 9747861.930000 0.2132204 Long DBT CORP US N 2 2022-11-06 Fixed 3.2 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAS1 3250000.000000 PA USD 3261716.190000 0.0713453 Long DBT CORP US N 2 2030-06-15 Fixed 2.125 N N N N N N PRINCIPAL LIFE GLOBAL FUNDING II 635400WSLKBQWSOIIT41 74256LEE5 1000000.000000 PA USD 1003769.060000 0.0219560 Long DBT CORP US N 2 2025-06-23 Fixed 1.25 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBL4 7400000.000000 PA USD 9006219.510000 0.1969980 Long DBT CORP US N 2 2029-02-01 Fixed 4.375 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBN0 900000.000000 PA USD 947400.960000 0.0207230 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 1783881.790000 0.0390198 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 6729166.490000 0.1471908 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N PRUDENTIAL PLC 5493001Z3ZE83NGK8Y12 74435KAA3 1800000.000000 PA USD 1935747.940000 0.0423417 Long DBT CORP GB N 2 2030-04-14 Fixed 3.125 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 2200000.000000 PA USD 3009954.930000 0.0658384 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 5037151.440000 0.1101804 Long DBT CORP US N 2 2022-11-15 Fixed 2.65 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AJ1 1400000.000000 PA USD 1548405.640000 0.0338691 Long DBT CORP US N 2 2030-06-15 Fixed 4.1 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBD2 4300000.000000 PA USD 4907061.100000 0.1073349 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI122SK2 5900000.000000 PA USD 6341851.000000 0.1387188 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI1JX5N5 1600000.000000 PA USD 1596000.000000 0.0349102 Long DBT CORP KY N 2 2022-02-12 Floating 1.89008 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBU2 1100000.000000 PA USD 1204669.680000 0.0263504 Long DBT CORP US N 2 2026-11-21 Fixed 2.95 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBW8 4900000.000000 PA USD 5471106.420000 0.1196725 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AW3 6100000.000000 PA USD 5546547.000000 0.1213227 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 1042517.850000 PA USD 1026108.620000 0.0224446 Long ABS-MBS CORP US N 2 2036-11-26 Floating 0.32825 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AX2 1900000.000000 PA USD 2059624.930000 0.0450513 Long DBT CORP US N 2 2031-01-15 Fixed 3.25 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBA0 1300000.000000 PA USD 1400284.330000 0.0306292 Long DBT CORP US N 2 2030-06-15 Fixed 3.7 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 2300000.000000 PA USD 2335868.220000 0.0510937 Long DBT CORP US N 2 2029-09-15 Fixed 2.95 N N N N N N RELIANCE STANDARD LIFE GLOBAL FUNDING II N/A 75951AAK4 5000000.000000 PA USD 5140179.450000 0.1124340 Long DBT CORP US N 2 2022-07-22 Fixed 2.625 N N N N N N RELIANCE STANDARD LIFE GLOBAL FUNDING II N/A 75951AAL2 400000.000000 PA USD 412331.280000 0.0090191 Long DBT CORP US N 2 2024-10-30 Fixed 2.5 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 74949LAD4 2500000.000000 PA USD 2710577.000000 0.0592899 Long DBT CORP US N 2 2030-05-22 Fixed 3 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAH3 2500000.000000 PA USD 2760785.000000 0.0603882 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BG0 500000.000000 PA USD 563659.810000 0.0123292 Long DBT CORP US N 2 2025-06-12 Fixed 4.45 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 1041713.390000 PA USD 1067756.220000 0.0233556 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 526835.710000 PA USD 547250.590000 0.0119703 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 757326.330000 PA USD 786672.730000 0.0172073 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BL5 2600000.000000 PA USD 2797178.570000 0.0611842 Long DBT CORP US N 2 2027-01-28 Fixed 2.375 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAA6 1000000.000000 PA USD 997976.210000 0.0218293 Long DBT CORP GB N 2 2020-10-14 Fixed 2.375 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780099CJ4 1000000.000000 PA USD 1004000.000000 0.0219610 Long DBT CORP GB N 2 2020-08-10 Floating 7.5 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 23000000.000000 PA USD 23356500.000000 0.5108896 Long DBT CORP GB N 2 2025-12-29 Floating 6 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 28000000.000000 PA USD 33661223.680000 0.7362905 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 4800000.000000 PA USD 5221680.340000 0.1142167 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 780097BA8 500000.000000 PA USD 579395.210000 0.0126734 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 3200000.000000 PA USD 3776640.130000 0.0826085 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 7406449.770000 0.1620054 Long DBT CORP GB N 2 2024-06-25 Floating 1.84688 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BD2 3850000.000000 PA USD 4153365.870000 0.0908489 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097AZ4 3200000.000000 PA USD 3587044.030000 0.0784614 Long DBT CORP GB N 2 2023-12-19 Fixed 6 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AM8 400000.000000 PA USD 457443.240000 0.0100059 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 700000.000000 PA USD 751197.660000 0.0164314 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AD8 4825000.000000 PA USD 5280726.700000 0.1155082 Long DBT CORP US N 2 2023-04-15 Variable 5.625 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AJ5 4770000.000000 PA USD 5374397.780000 0.1175572 Long DBT CORP US N 2 2024-05-15 Fixed 5.75 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AV8 10400000.000000 PA USD 12228769.490000 0.2674866 Long DBT CORP US N 2 2026-06-30 Fixed 5.875 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AW6 11400000.000000 PA USD 12611947.790000 0.2758681 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAB1 15350000.000000 PA USD 16198855.000000 0.3543265 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 2214680.000000 0.0484429 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAJ4 700000.000000 PA USD 722757.000000 0.0158093 Long DBT CORP KY N 2 2026-01-08 Fixed 3.8 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAG0 2900000.000000 PA USD 3031428.000000 0.0663081 Long DBT CORP KY N 2 2030-06-18 Fixed 4.375 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAW6 500000.000000 PA USD 526215.050000 0.0115102 Long DBT CORP US N 2 2024-06-07 Fixed 3.5 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBB1 5300000.000000 PA USD 5530249.490000 0.1209662 Long DBT CORP US N 2 2025-06-02 Fixed 3.45 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAE6 1100000.000000 PA USD 1190801.170000 0.0260471 Long DBT CORP US N 2 2025-07-17 Fixed 4.5 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 18220000.000000 PA USD 18955275.390000 0.4146192 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 2200000.000000 PA USD 2283840.830000 0.0499557 Long DBT CORP GB N 2 2023-01-10 Fixed 3.571 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAH2 1000000.000000 PA USD 1019652.840000 0.0223034 Long DBT CORP US N 2 2021-09-15 Fixed 2.3 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAH8 800000.000000 PA USD 839155.360000 0.0183553 Long DBT CORP GB N 2 2024-01-05 Floating 3.373 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAE5 9680000.000000 PA USD 9910140.060000 0.2167700 Long DBT CORP GB N 2 2021-08-05 Fixed 2.875 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAK5 1300000.000000 PA USD 1478493.090000 0.0323399 Long DBT CORP US N 2 2026-09-15 Fixed 3.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAA3 2600000.000000 PA USD 2829816.600000 0.0618981 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 2463321.600000 0.0538816 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 3490831.270000 0.0763569 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 2702222.370000 0.0591072 Long DBT CORP GB N 2 2023-11-07 Fixed 5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI0Y0CZ7 6500000.000000 PA USD 6792604.000000 0.1485784 Long DBT NUSS SA N 2 2023-03-04 Fixed 2.875 N N N N N N ADANI PORTS AND SPECIAL ECONOMIC ZONE 335800QOAXP5TM7OYP69 00652MAE2 4700000.000000 PA USD 4612087.210000 0.1008827 Long DBT CORP IN N 2 2029-07-03 Fixed 4.375 N N N N N N SBA TOWER TRUST N/A 78403DAL4 100000.000000 PA USD 101098.940000 0.0022114 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 1203480.120000 0.0263244 Long DBT CORP US N 2 2046-07-15 Fixed 2.877 N N N N N N ADANI TRANSMISSIONS LIMITED 549300PLH866JQ6LXE52 ACI0NYD68 1600000.000000 PA USD 1593830.020000 0.0348627 Long DBT CORP IN N 2 2026-08-03 Fixed 4 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 L8084MAB6 2000000.000000 PA USD 2128640.000000 0.0465609 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 222100YFG9QVABDS2B03 977YKVII7 4500000.000000 PA USD 4679100.000000 0.1023485 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 222100YFG9QVABDS2B03 ACI060JC2 1100000.000000 PA USD 1173595.500000 0.0256707 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 222100YFG9QVABDS2B03 ACI02M251 4100000.000000 PA USD 4317341.000000 0.0944356 Long DBT CORP LU N 2 2022-10-29 Fixed 5.125 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BG3 200000.000000 PA USD 220024.600000 0.0048127 Long DBT CORP US N 2 2028-02-01 Fixed 3.4 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 800000.000000 PA USD 1110159.880000 0.0242831 Long DBT CORP US N 2 2039-10-15 Fixed 6 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAW2 300000.000000 PA USD 263458.100000 0.0057628 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 542584.810000 0.0118683 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 5135336.760000 0.1123281 Long DBT CORP US N 2 2026-10-01 Fixed 4.75 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582CG5 3400000.000000 PA USD 3693189.280000 0.0807832 Long DBT CORP NL N 2 2030-04-06 Fixed 2.75 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2016) LIMITED 5299002BJODD4TLAOX51 G8200TAB6 1000000.000000 PA USD 1012464.920000 0.0221462 Long DBT CORP VG N 2 2021-05-03 Fixed 2.75 N N N N N N SK TELECOM CO LTD 9884003WEA1PHW006037 78440PAE8 700000.000000 PA USD 749607.110000 0.0163966 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 4435012.310000 0.0970095 Long DBT CORP US N 2 2021-08-16 Floating 1.36563 N N N N N N SL GREEN REALTY CORP 549300VQZPJU97H3GT17 75625AAD6 7200000.000000 PA USD 7354428.410000 0.1608675 Long DBT CORP US N 2 2022-12-01 Fixed 4.5 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAE2 9055000.000000 PA USD 9276952.270000 0.2029199 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 4363843.640000 0.0954528 Long DBT CORP IE N 2 2023-07-15 Fixed 4.125 N N N N N N SOUTH AFRICA GOVT N/A 836205BA1 6000000.000000 PA USD 5702220.000000 0.1247278 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 4277000.000000 PA USD 5539640.120000 0.1211716 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GL1 100000.000000 PA USD 107098.400000 0.0023426 Long DBT CORP US N 2 2023-06-01 Fixed 3.4 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GU1 8700000.000000 PA USD 8853579.970000 0.1936592 Long DBT CORP US N 2 2030-06-01 Fixed 2.25 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 2600000.000000 PA USD 2878136.010000 0.0629551 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 2121318.120000 0.0464008 Long DBT CORP US N 2 2029-08-01 Fixed 2.85 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAK1 2500000.000000 PA USD 2485089.200000 0.0543577 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 4500000.000000 PA USD 5583665.070000 0.1221346 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CU4 8200000.000000 PA USD 8845447.420000 0.1934814 Long DBT CORP US N 2 2030-02-01 Fixed 2.55 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CT7 4100000.000000 PA USD 4991163.620000 0.1091745 Long DBT CORP US N 2 2050-02-15 Fixed 3.95 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 7800000.000000 PA USD 8935143.590000 0.1954433 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 1400000.000000 PA USD 1552691.480000 0.0339629 Long DBT CORP US N 2 2026-07-01 Fixed 3.25 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAL9 10275000.000000 PA USD 9745428.560000 0.2131671 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BH0 2400000.000000 PA USD 2479793.520000 0.0542419 Long DBT CORP US N 2 2023-05-04 Fixed 4.75 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 1000000.000000 PA USD 1206031.000000 0.0263802 Long DBT CORP US N 2 2025-05-01 Fixed 1.25 N N N Y N SOUTHWEST AIRLINES CO USD XXXX N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 3598000.000000 PA USD 3874607.980000 0.0847514 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 3570000.000000 0.0780886 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 183000.000000 0.0040029 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 3628462.500000 0.0793674 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 2740537.170000 0.0599453 Long DBT CORP US N 2 2031-08-15 Fixed 3.65 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 3800000.000000 PA USD 3597870.780000 0.0786982 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAD0 600000.000000 PA USD 591626.030000 0.0129410 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 1021526.660000 0.0223444 Long DBT CORP US N 2 2067-01-15 Floating 2.96888 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAB1 600000.000000 PA USD 531142.630000 0.0116180 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAQ4 5659000.000000 PA USD 5683790.660000 0.1243247 Long DBT CORP IE N 2 2020-10-30 Fixed 4.625 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAA8 3718750.000000 PA USD 3769864.220000 0.0824603 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 1194759.500000 0.0261336 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 13033215.000000 0.2850827 Long DBT CORP GB N 2 2022-09-10 Floating 1.50975 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAM3 1100000.000000 PA USD 1112903.630000 0.0243432 Long DBT CORP IE N 2 2021-10-01 Fixed 5 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AZ2 5200000.000000 PA USD 5465316.120000 0.1195459 Long DBT CORP US N 2 2030-11-15 Fixed 2.55 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 659653.390000 PA USD 590198.550000 0.0129097 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 3000000.000000 PA USD 3199695.000000 0.0699887 Long DBT CORP VG N 2 2023-05-02 Fixed 3.75 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 1900000.000000 PA USD 2016044.170000 0.0440980 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AB6 1500000.000000 PA USD 1534549.680000 0.0335661 Long DBT CORP US N 2 2029-03-15 Fixed 4.625 N N N N N N AES - IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AM2 506000.000000 PA USD 541973.210000 0.0118549 Long DBT CORP US N 2 2024-09-01 Fixed 3.7 N N N N N N AES - IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AN0 3787000.000000 PA USD 4118374.540000 0.0900835 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCB9 2000000.000000 PA USD 2063370.000000 0.0451332 Long DBT CORP US N 2 2025-07-15 Fixed 3.3 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCC7 2000000.000000 PA USD 2118750.000000 0.0463446 Long DBT CORP US N 2 2030-07-15 Fixed 3.95 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR1 N/A 86359LAP4 466879.850000 PA USD 448408.640000 0.0098083 Long ABS-MBS CORP US N 2 2034-03-19 Floating 0.89388 N N N N N N AGL CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAC2 300000.000000 PA USD 357311.120000 0.0078157 Long DBT CORP US N 2 2047-05-30 Fixed 4.4 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BA8 3400000.000000 PA USD 3424901.290000 0.0749148 Long DBT CORP US N 2 2025-06-15 Fixed 1.15 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AY7 2800000.000000 PA USD 2815511.500000 0.0615852 Long DBT CORP US N 2 2030-06-15 Fixed 1.95 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAB0 1800000.000000 PA USD 1919676.060000 0.0419901 Long DBT CORP IE N 2 2025-04-10 Floating 4.263 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBV1 4300000.000000 PA USD 4495926.360000 0.0983419 Long DBT CORP JP N 2 2025-01-15 Fixed 2.348 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCA6 25000000.000000 PA USD 25025478.500000 0.5473961 Long DBT CORP JP N 2 2025-07-08 Fixed 1.474 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAR1 950000.000000 PA USD 1050842.430000 0.0229857 Long DBT CORP JP N 2 2027-07-12 Fixed 3.364 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAA2 924000.000000 PA USD 997281.650000 0.0218141 Long DBT CORP IE N 2 2023-10-12 Fixed 4.75 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5493006LL0CKP8WQW329 86765BAP4 2900000.000000 PA USD 2802699.030000 0.0613050 Long DBT CORP US N 2 2044-04-01 Fixed 5.3 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5493006LL0CKP8WQW329 86765BAT6 1600000.000000 PA USD 1684321.170000 0.0368421 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 7295085.280000 0.1595694 Long DBT CORP JP N 2 2024-10-16 Fixed 2.25 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAE1 900000.000000 PA USD 965803.090000 0.0211255 Long DBT CORP US N 2 2030-06-05 Fixed 3.125 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86959LAF0 2000000.000000 PA USD 1998569.320000 0.0437158 Long DBT CORP SE N 2 2023-06-30 Fixed 0.625 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAP8 200000.000000 PA USD 225758.120000 0.0049381 Long DBT CORP US N 2 2029-03-19 Fixed 5.15 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAQ6 3000000.000000 PA USD 3052540.470000 0.0667699 Long DBT CORP US N 2 2022-07-25 Fixed 2.85 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 400000.000000 PA USD 418292.500000 0.0091495 Long DBT CORP US N 2 2027-12-01 Fixed 3.95 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAE4 2070000.000000 PA USD 2090481.220000 0.0457262 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 5041740.580000 0.1102808 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 1922116.630000 0.0420435 Long DBT CORP NL N 2 2028-04-24 Fixed 5.182 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87265VAF5 9700000.000000 PA USD 9700000.000000 0.2121735 Long LON CORP US N 2 2027-04-01 Floating 3.1782 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABC8 8500000.000000 PA USD 9441375.000000 0.2065164 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 29800000.000000 PA USD 33270061.000000 0.7277344 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAY1 700000.000000 PA USD 826315.000000 0.0180744 Long DBT CORP US N 2 2050-04-15 Fixed 4.5 N N N N N N AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST N/A 00908PAA5 3046560.000000 PA USD 2773342.980000 0.0606629 Long DBT CORP CA N 2 2031-07-15 Fixed 3.3 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AX4 12700000.000000 PA USD 12597929.720000 0.2755615 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAE1 3000000.000000 PA USD 2769345.000000 0.0605754 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 2982894.010000 0.0652465 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 1853236.330000 0.0405369 Long DBT CORP ES N 2 2021-02-16 Fixed 5.462 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 00912XAT1 3300000.000000 PA USD 3256522.630000 0.0712317 Long DBT CORP US N 2 2023-09-15 Fixed 3 N N N N N N TEMASEK FINANCIAL (I) LIMITED 549300XMGMDF3VRJMF12 87973PAC8 2300000.000000 PA USD 2402030.740000 0.0525409 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 2819775.210000 0.0616785 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 7125527.450000 0.1558606 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAE4 200000.000000 PA USD 207843.590000 0.0045463 Long DBT CORP KY N 2 2023-01-19 Fixed 2.985 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAG9 3900000.000000 PA USD 4259340.460000 0.0931669 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 5133543.950000 0.1122888 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 88165FAF9 5000000.000000 PA USD 4980075.000000 0.1089319 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 1535324.630000 0.0335830 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 1894359.950000 0.0414364 Long DBT CORP US N 2 2020-11-10 Floating 0.99763 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556BN1 9000000.000000 PA USD 9535566.690000 0.2085767 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 2501638.760000 0.0547197 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 1597888.810000 0.0349515 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBA5 5000000.000000 PA USD 5134300.000000 0.1123054 Long DBT CORP US N 2 2021-09-01 Fixed 4 N N N N N N ALAMEDA COUNTY JOINT POWERS AUTHORITY N/A 010831BE4 100000.000000 PA USD 168383.000000 0.0036831 Long DBT MUN US N 2 2044-12-01 Fixed 7.046 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 5600000.000000 PA USD 5698000.000000 0.1246355 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAA7 1000000.000000 PA USD 1027061.290000 0.0224655 Long DBT CORP US N 2 2025-03-10 Fixed 1.5 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BG7 1400000.000000 PA USD 1530052.720000 0.0334677 Long DBT CORP US N 2 2023-09-28 Fixed 3.9 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 2200000.000000 PA USD 2394451.400000 0.0523752 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG/STAMFORD CT BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 2500000.000000 PA USD 2789253.800000 0.0610109 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 ACI0BSPY0 400000.000000 PA USD 441806.000000 0.0096639 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 1124347.400000 0.0245935 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 4312411.250000 0.0943278 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 8414582.150000 0.1840568 Long DBT CORP CH N 2 2023-08-15 Floating 1.34238 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAE3 17000000.000000 PA USD 17623152.850000 0.3854809 Long DBT CORP CH N 2 2023-08-15 Floating 2.859 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAD5 7700000.000000 PA USD 7923943.720000 0.1733248 Long DBT CORP US N 2 2030-05-27 Fixed 2.6 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 1900000.000000 PA USD 2156126.540000 0.0471621 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAQ3 2700000.000000 PA USD 2944334.800000 0.0644031 Long DBT CORP US N 2 2030-01-15 Fixed 3.2 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAR1 8590000.000000 PA USD 9163988.870000 0.2004490 Long DBT CORP US N 2 2031-08-15 Fixed 3 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAS9 5900000.000000 PA USD 6305715.980000 0.1379284 Long DBT CORP US N 2 2034-11-01 Fixed 3.1 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAB9 7500000.000000 PA USD 7975925.480000 0.1744618 Long DBT CORP US N 2 2029-09-23 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F020687 16700000.000000 PA USD 17045918.120000 0.3728548 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F020695 10000000.000000 PA USD 10183328.900000 0.2227456 Long ABS-MBS USGSE US N 2 2050-09-14 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022683 22000000.000000 PA USD 22885388.020000 0.5005847 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 2.5 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AK5 300000.000000 PA USD 342611.040000 0.0074941 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N UMBS PASS THRU POOLS N/A 01F030694 24580000.000000 PA USD 25800165.700000 0.5643413 Long ABS-MBS USGSE US N 2 2050-09-14 Fixed 3 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AL3 300000.000000 PA USD 334157.780000 0.0073092 Long DBT CORP US N 2 2025-04-30 Fixed 3.45 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 107050000.000000 PA USD 112596033.550000 2.4628752 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 3.5 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AR0 1600000.000000 PA USD 1785930.500000 0.0390646 Long DBT CORP US N 2 2031-08-15 Fixed 3.375 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 31050000.000000 PA USD 32919064.690000 0.7200569 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 4 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AU3 6420000.000000 PA USD 8027571.270000 0.1755915 Long DBT CORP US N 2 2030-12-15 Fixed 4.9 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AA7 3000000.000000 PA USD 3079022.640000 0.0673492 Long DBT CORP IT N 2 2022-04-12 Fixed 3.75 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 14800000.000000 PA USD 17134858.800000 0.3748002 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 8500000.000000 PA USD 8583521.680000 0.1877521 Long DBT CORP IT N 2 2035-06-30 Floating 5.459 N N N N N N ALLEGION PUBLIC LIMITED COMPANY N/A 01748TAB7 6200000.000000 PA USD 6524391.190000 0.1427116 Long DBT CORP IE N 2 2029-10-01 Fixed 3.5 N N N N N N UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 90932PAA6 868546.880000 PA USD 798871.270000 0.0174742 Long DBT CORP US N 2 2027-10-11 Fixed 4 N N N N N N UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 90932EAA1 781060.630000 PA USD 731762.580000 0.0160062 Long DBT CORP US N 2 2030-04-07 Fixed 2.875 N N N N N N UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST N/A 909318AA5 724961.700000 PA USD 681447.320000 0.0149057 Long DBT CORP US N 2 2031-09-01 Fixed 3.5 N N N N N N UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 90931CAA6 1688778.860000 PA USD 1668462.850000 0.0364952 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 300000.000000 PA USD 272366.400000 0.0059576 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128287D6 22657630.000000 PA USD 24812962.660000 0.5427476 Long DBT UST US N 2 2029-07-15 Fixed 0.25 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 2800000.000000 PA USD 2840660.590000 0.0621353 Long DBT CORP US N 2 2023-06-05 Fixed 3.05 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Z94 95000.000000 PA USD 102703.910000 0.0022465 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SN9 7262000.000000 PA USD 6973789.380000 0.1525415 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828YM6 3000.000000 PA USD 3162.830000 0.0000692 Long DBT UST US N 2 2024-10-31 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SK5 12131000.000000 PA USD 14979889.530000 0.3276634 Long DBT UST US N 2 2049-11-15 Fixed 2.375 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDX7 7400000.000000 PA USD 7755699.570000 0.1696447 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDY5 7400000.000000 PA USD 7859561.900000 0.1719165 Long DBT CORP US N 2 2040-05-15 Fixed 2.75 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAQ9 700000.000000 PA USD 752659.790000 0.0164633 Long DBT CORP US N 2 2025-03-15 Fixed 4.5 N N N N N N US AIRWAYS 2011-1 CLASS A PASS THRU TRUST N/A 903436AA1 1108228.790000 PA USD 951488.780000 0.0208124 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 11795366.250000 0.2580066 Long DBT CORP US N 2 2020-08-10 Floating 3.5 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 3200000.000000 PA USD 3768800.000000 0.0824370 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 4193961.960000 0.0917368 Long DBT CORP HK N 2 2023-04-18 Fixed 4.15 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAA7 2900000.000000 PA USD 3217643.350000 0.0703813 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 13222406.880000 0.2892210 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAD1 1755000.000000 PA USD 1900629.780000 0.0415735 Long DBT CORP US N 2 2025-11-01 Fixed 4.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDS0 300000.000000 PA USD 419324.590000 0.0091721 Long DBT CORP US N 2 2049-04-15 Fixed 5.012 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDD3 1600000.000000 PA USD 1742362.500000 0.0381117 Long DBT CORP US N 2 2026-08-15 Fixed 2.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 1228000.000000 PA USD 1479343.830000 0.0323585 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BS4 1300000.000000 PA USD 1321342.660000 0.0289025 Long DBT CORP US N 2 2030-06-03 Fixed 1.5 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AD7 4100000.000000 PA USD 4490639.760000 0.0982262 Long DBT CORP US N 2 2025-05-15 Fixed 4.5 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AE5 7600000.000000 PA USD 8417466.640000 0.1841199 Long DBT CORP US N 2 2027-05-15 Fixed 4.65 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AF2 2000000.000000 PA USD 2215010.840000 0.0484502 Long DBT CORP US N 2 2030-05-15 Fixed 4.7 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AB1 3588000.000000 PA USD 3713075.920000 0.0812182 Long DBT CORP US N 2 2022-08-21 Fixed 2.95 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BC9 1000000.000000 PA USD 1144993.380000 0.0250451 Long DBT CORP US N 2 2027-08-22 Fixed 3.15 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BE1 4800000.000000 PA USD 5159578.270000 0.1128583 Long DBT CORP US N 2 2025-05-13 Fixed 3.35 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BF8 4200000.000000 PA USD 4654342.520000 0.1018070 Long DBT CORP US N 2 2030-05-13 Fixed 3.75 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AX0 2700000.000000 PA USD 2743745.050000 0.0600154 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 7275718.670000 0.1591458 Long DBT CORP US N 2 2021-09-24 Floating 1.15663 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AN2 300000.000000 PA USD 302862.530000 0.0066247 Long DBT CORP US N 2 2020-11-13 Fixed 3.875 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668AP7 4480000.000000 PA USD 4665991.500000 0.1020618 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 5896470.600000 0.1289768 Long DBT CORP US N 2 2028-11-13 Fixed 4.75 N N N N N N VONOVIA FINANCE BV 5299009XLZLD9TALOZ03 25155FAB2 5655000.000000 PA USD 6111299.240000 0.1336758 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 12018.500000 0.0002629 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 960386AQ3 800000.000000 PA USD 817612.590000 0.0178841 Long DBT CORP US N 2 2025-06-15 Fixed 3.2 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 3500000.000000 PA USD 3899513.350000 0.0852962 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 9953143.200000 0.2177106 Long DBT CORP US N 2 2020-08-10 Floating 5.56975 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 3500000.000000 PA USD 3421619.360000 0.0748430 Long DBT CORP US N 2 2049-09-01 Fixed 2.75 N N N N N N AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST N/A 02377BAB2 1854531.330000 PA USD 1721977.780000 0.0376658 Long DBT CORP US N 2 2029-03-22 Fixed 3.6 N N N N N N AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST N/A 023771R91 5500941.560000 PA USD 5061953.770000 0.1107229 Long DBT CORP US N 2 2030-04-15 Fixed 3 N N N N N N WASHINGTON PRIME GROUP LP 549300K4BNOIQ154O537 939648AE1 3200000.000000 PA USD 1813456.000000 0.0396667 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 7600000.000000 PA USD 7849017.040000 0.1716859 Long DBT CORP US N 2 2024-09-17 Fixed 3.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2C6 900000.000000 PA USD 984028.900000 0.0215242 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 1546410.410000 0.0338255 Long DBT CORP US N 2 2021-03-04 Fixed 2.5 N N N N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 3567022.060000 PA USD 3359687.830000 0.0734883 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 10000000.000000 PA USD 10928803.400000 0.2390517 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 12400000.000000 PA USD 12916342.820000 0.2825263 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 4487238.400000 0.0981518 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 9010545.070000 0.1970926 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 12878070.340000 0.2816891 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 1063120.070000 0.0232542 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 2756889.250000 PA USD 2550105.740000 0.0557799 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AG3 500000.000000 PA USD 525142.770000 0.0114867 Long DBT CORP US N 2 2031-01-30 Fixed 3.875 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AF5 1800000.000000 PA USD 1740345.250000 0.0380675 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 2641627.330000 0.0577818 Long DBT CORP US N 2 2020-11-13 Fixed 2.15 N N N N N N WEST FRASER TIMBER CO LTD 5493005WD1ZK6WBVR988 952845AE5 1800000.000000 PA USD 1826938.530000 0.0399616 Long DBT CORP CA N 2 2024-10-15 Fixed 4.35 N N N N N N WESTROCK RKT LLC (AKA: ROCK-TENN COMPANY) PQQ60KVT5SJX0ETQT497 772739AL2 55000.000000 PA USD 58573.100000 0.0012812 Long DBT CORP US N 2 2022-03-01 Fixed 4.9 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 72925PAD7 700000.000000 PA USD 737396.310000 0.0161295 Long DBT CORP US N 2 2023-03-15 Fixed 3.25 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BY9 12500000.000000 PA USD 14135978.000000 0.3092040 Long DBT CORP US N 2 2030-04-15 Fixed 4 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BX1 12100000.000000 PA USD 13680723.190000 0.2992460 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AM5 2500000.000000 PA USD 2623381.100000 0.0573827 Long DBT CORP AU N 2 2025-03-05 Fixed 3.65 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AL7 790000.000000 PA USD 804361.610000 0.0175942 Long DBT CORP AU N 2 2021-05-10 Fixed 4.6 N N N N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932AK0 2200000.000000 PA USD 2347926.150000 0.0513575 Long DBT CORP US N 2 2026-08-15 Fixed 3.5 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAE9 2900000.000000 PA USD 3170116.560000 0.0693417 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 186157.920000 PA USD 181659.040000 0.0039735 Long LON CORP US N 2 2025-04-03 Floating 2.0579 N N N N N N WR GRACE & CO-CONN 549300GJVOEHHLSO6K25 92940JAB4 108592.080000 PA USD 105967.740000 0.0023179 Long LON CORP US N 2 2025-04-03 Floating 2.0579 N N N N N N WRKCO INC 549300JEB576INN13W07 96145DAH8 600000.000000 PA USD 671308.510000 0.0146839 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 9075587.880000 0.1985153 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 9432384.880000 0.2063198 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 1240463.500000 0.0271333 Long DBT CORP KY N 2 2025-03-31 Fixed 4.45 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAB9 2000000.000000 PA USD 2023690.460000 0.0442653 Long DBT CORP US N 2 2030-04-15 Fixed 1.482 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AD7 3600000.000000 PA USD 3886650.830000 0.0850149 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 3112303.010000 0.0680771 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AG0 1400000.000000 PA USD 1458471.830000 0.0319020 Long DBT CORP NO N 2 2030-06-04 Fixed 3.148 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAP7 5000000.000000 PA USD 4999540.600000 0.1093577 Long DBT CORP US N 2 2021-03-19 Floating 1.06625 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAT9 2300000.000000 PA USD 2484488.640000 0.0543446 Long DBT CORP US N 2 2030-03-20 Fixed 3.55 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAF9 4600000.000000 PA USD 5006511.200000 0.1095102 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 3403194.000000 0.0744399 Long DBT CORP US N 2 2021-11-30 Fixed 3.375 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAK9 500000.000000 PA USD 584268.170000 0.0127800 Long DBT CORP US N 2 2025-11-13 Fixed 4.5 N N N N N N N/A N/A 000000000 2842000.000000 PA USD 2842000.000000 0.0621646 Long RA US N 2 Repurchase N 0.0000001 2020-07-01 2802700.000000 USD 2898885.920000 USD UST N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 2000000.000000 PA USD 2141223.920000 0.0468362 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DQ7 900000.000000 PA USD 953383.120000 0.0208539 Long DBT CORP US N 2 2025-06-30 Fixed 2.5 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DP9 7500000.000000 PA USD 8631078.150000 0.1887923 Long DBT CORP US N 2 2050-06-30 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 35546.140000 0.0007775 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 -73122.190000 N N N N/A N/A 000000000 1.000000 NC USD 2428.830000 0.0000531 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 -21896.530000 N N N N/A N/A 000000000 1.000000 NC USD -86124.310000 -0.0018838 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 -422549.470000 N N N N/A N/A 000000000 1.000000 NC USD -11927.290000 -0.0002609 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-06-21 0.000000 USD -44816.820000 USD 1770000.000000 USD 32889.530000 N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 6210000.000000 PA USD 11242149.300000 0.2459057 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 03027XAV2 9900000.000000 PA USD 10769859.240000 0.2355751 Long DBT CORP US N 2 2025-01-15 Fixed 2.95 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 13800000.000000 PA USD 14831358.590000 0.3244145 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 03027XBA7 700000.000000 PA USD 748487.670000 0.0163721 Long DBT CORP US N 2 2030-01-15 Fixed 2.9 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAH3 400000.000000 PA USD 406820.900000 0.0088986 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 03027XAU4 3052000.000000 PA USD 3478127.500000 0.0760790 Long DBT CORP US N 2 2029-03-15 Fixed 3.95 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAQ3 3000000.000000 PA USD 3200714.130000 0.0700110 Long DBT CORP US N 2 2023-06-15 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC USD 213888.070000 0.0046785 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 19949.330000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 7900000.000000 PA USD 8993966.960000 0.1967300 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 576505.020000 0.0126102 Long DBT CORP US N 2 2021-09-15 Fixed 3.45 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBB5 2100000.000000 PA USD 2109274.230000 0.0461373 Long DBT CORP US N 2 2025-09-15 Fixed 1.3 N N N N N N N/A N/A 000000000 1.000000 NC USD 1844.020000 0.0000403 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2020-09-21 0.000000 USD -148727.780000 USD 2000000.000000 USD 150571.800000 N N N N/A N/A 000000000 -3200000.000000 NC USD -4241.660000 -0.0000928 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 -2001.660000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CT5 8500000.000000 PA USD 8976533.290000 0.1963487 Long DBT CORP US N 2 2027-02-21 Fixed 2.2 N N N N N N N/A N/A 000000000 -8300000.000000 NC USD -18332.710000 -0.0004010 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 -12522.710000 N N N N/A N/A 000000000 -8200000.000000 NC USD -6244.050000 -0.0001366 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.630000 USD 2020-08-19 XXXX -504.050000 N N N N/A N/A 000000000 -9600000.000000 NC USD -16903.010000 -0.0003697 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.200000 USD 2020-09-16 XXXX -3415.010000 N N N N/A N/A 000000000 -8400000.000000 NC USD -4087.780000 -0.0000894 N/A DCR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.550000 USD 2020-09-16 XXXX 1792.220000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BV1 3150000.000000 PA USD 3456161.760000 0.0755985 Long DBT CORP US N 2 2024-05-22 Fixed 3.625 N N N N N N N/A N/A 000000000 -8400000.000000 NC USD -10678.750000 -0.0002336 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.100000 USD 2020-08-19 XXXX 241.250000 N N N N/A N/A 000000000 -9200000.000000 NC USD -11695.780000 -0.0002558 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.100000 USD 2020-08-19 XXXX 6060.220000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 400000.000000 PA USD 531427.180000 0.0116242 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N N/A N/A 000000000 -7900000.000000 NC USD -4148.050000 -0.0000907 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.600000 USD 2020-08-19 XXXX 1302.950000 N N N N/A N/A 000000000 -8400000.000000 NC USD -4410.590000 -0.0000965 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.600000 USD 2020-08-19 XXXX 2309.410000 N N N N/A N/A 000000000 -9200000.000000 NC USD -4830.640000 -0.0001057 N/A DCR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.600000 USD 2020-08-19 XXXX 689.360000 N N N N/A N/A 000000000 -9900000.000000 NC USD -10873.070000 -0.0002378 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.150000 USD 2020-08-19 XXXX 2986.930000 N N N N/A N/A 000000000 -8200000.000000 NC USD -7852.570000 -0.0001718 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.200000 USD 2020-08-19 XXXX 4037.430000 N N N N/A N/A 000000000 -8400000.000000 NC USD -18456.060000 -0.0004037 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.100000 USD 2020-09-16 XXXX -1446.060000 N N N N/A N/A 000000000 -7900000.000000 NC USD -10043.110000 -0.0002197 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 IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.100000 USD 2020-08-19 XXXX 2596.890000 N N N N/A N/A 000000000 -9600000.000000 NC USD -4671.740000 -0.0001022 N/A DCR US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 Call Written CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG34 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.550000 USD 2020-09-16 XXXX 6560.260000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBX5 2000000.000000 PA USD 2270843.240000 0.0496714 Long DBT CORP US N 2 2025-01-23 Fixed 4.15 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AV2 13100000.000000 PA USD 14757126.810000 0.3227908 Long DBT CORP US N 2 2030-06-01 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC USD -24150.850000 -0.0005283 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 4572.160000 N N N N/A N/A 000000000 1.000000 NC USD -72925.980000 -0.0015952 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 -72925.980000 N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AJ2 1900000.000000 PA USD 2014866.130000 0.0440723 Long DBT CORP US N 2 2025-01-15 Fixed 2.375 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AN3 2700000.000000 PA USD 2781362.020000 0.0608383 Long DBT CORP US N 2 2030-05-15 Fixed 2.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 38211.570000 0.0008358 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 20908.300000 N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389BE2 2300000.000000 PA USD 2463767.270000 0.0538913 Long DBT CORP US N 2 2030-05-15 Fixed 2.8 N N N N N N N/A N/A 000000000 1.000000 NC USD 122262.450000 0.0026743 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 -255759.360000 N N N AP MOLLER - MAERSK A/S 549300D2K6PKKKXVNN73 00203QAB3 2400000.000000 PA USD 2521849.320000 0.0551618 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 2020771.600000 0.0442015 Long DBT CORP DK N 2 2025-09-28 Fixed 3.875 N N N N N N N/A N/A 000000000 1.000000 NC USD -68828.130000 -0.0015055 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2023-06-21 40135.930000 USD 0.000000 USD 6600000.000000 USD -108964.060000 N N N N/A N/A 000000000 1.000000 NC USD -109210.810000 -0.0023888 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2023-12-21 0.000000 USD -351247.230000 USD 6900000.000000 USD 242036.420000 N N N N/A N/A 000000000 1.000000 NC USD 5114.890000 0.0001119 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2020-12-21 0.000000 USD -176066.930000 USD 6100000.000000 USD 181181.820000 N N N N/A N/A 000000000 1.000000 NC USD -280887.990000 -0.0061440 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-06-21 0.000000 USD -250574.930000 USD 13300000.000000 USD -30313.060000 N N N N/A N/A 000000000 1.000000 NC USD -451778.100000 -0.0098820 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-12-21 0.000000 USD -253724.370000 USD 15600000.000000 USD -198053.730000 N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAD8 700000.000000 PA USD 774142.890000 0.0169333 Long DBT CORP JE N 2 2026-01-15 Fixed 4.25 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAA5 1235000.000000 PA USD 1298244.200000 0.0283972 Long DBT CORP BM N 2 2050-06-30 Fixed 3.635 N N N N N N N/A N/A 000000000 1.000000 NC USD -22794.820000 -0.0004986 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 20747.630000 N N N N/A N/A 000000000 1.000000 NC USD 122943.600000 0.0026892 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 -400092.500000 N N N N/A N/A 000000000 1.000000 NC USD -9244.500000 -0.0002022 N/A DCR US N 2 BANK OF AMERICA CORPORATION 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 32621.780000 N N N N/A N/A 000000000 1.000000 NC USD -8782.280000 -0.0001921 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 32650.410000 N N N N/A N/A 000000000 1.000000 NC USD -36938.010000 -0.0008080 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 -49690.580000 N N N N/A N/A 000000000 1.000000 NC USD -16416.890000 -0.0003591 N/A DCR US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 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 -21135.030000 N N N N/A N/A 000000000 1.000000 NC USD 245865.220000 0.0053779 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX ASIA EX-JAPAN IG SERIES 32 Y Single Leg Swap 2024-12-21 278461.930000 USD 0.000000 USD 15900000.000000 USD -32596.710000 N N N N/A N/A 000000000 1.000000 NC USD 422499.870000 0.0092416 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 120392.650000 N N N N/A N/A 000000000 1.000000 NC USD -1104.390000 -0.0000242 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -1617.120000 USD 100000.000000 USD 512.730000 N N N N/A N/A 000000000 1.000000 NC USD 11432.830000 0.0002501 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 50116.770000 N N N N/A N/A 000000000 1.000000 NC USD -3313.180000 -0.0000725 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 1977.430000 N N N N/A N/A 000000000 1.000000 NC USD -7656.660000 -0.0001675 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 -4327.300000 N N N N/A N/A 000000000 1.000000 NC USD -746.660000 -0.0000163 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 3892.710000 N N N 2020-08-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX