NPORT-P false 0000810893 XXXXXXXX S000018588 C000051570 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO StocksPLUS Long Duration Fund S000018588 QUL769QTM8LGBLCNMX95 2021-03-31 2020-06-30 N 1100814192.300000 268180367.860000 832633824.440000 0.000000 0.000000 103851386.580000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 2768137.910000 USD ARS EUR GBP PEN CAD N N/A N/A 000000000 1.000000 NC USD -3152.690000 -0.0003786 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 -8040.940000 USD 500000.000000 USD 4888.250000 N N N N/A N/A 000000000 1.000000 NC USD -3313.180000 -0.0003979 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 -4009.970000 USD 300000.000000 USD 696.790000 N N N N/A N/A 000000000 1.000000 NC USD -22969.970000 -0.0027587 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 -6604.720000 USD 1200000.000000 USD -16365.250000 N N N N/A N/A 000000000 1.000000 NC -9.740000 -0.0000012 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1854.000000 PLN 7294.840000 PLN 2020-09-10 -9.740000 N N N N/A N/A 000000000 1.000000 NC USD 844.090000 0.0001014 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 NEWELL BRANDS INC (AKA: NEWELL RUBBERMAID INC) NEWELL BRANDS INC SR UNSEC Y Single Leg Swap 2022-12-21 1490.260000 USD 0.000000 USD 300000.000000 USD -646.170000 N N N N/A N/A 000000000 1.000000 NC USD 4453.440000 0.0005349 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 PRUDENTIAL FINANCIAL INC PRUDENTIAL FINANCIAL INC SR UNSEC Y Single Leg Swap 2024-12-21 3076.760000 USD 0.000000 USD 200000.000000 USD 1376.680000 N N N N/A N/A 000000000 1.000000 NC -158680.190000 -0.0190576 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-06-21 0.000000 EUR -165637.010000 EUR 1000000.000000 EUR 6956.820000 N N N N/A N/A 000000000 2452.000000 NC USD 2190759.500000 0.2631120 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long S&P 500 INDEX N/A N/A 2020-09-18 378858520.000000 USD 2190759.500000 N N N N/A N/A 000000000 1.000000 NC USD 5485029.850000 0.6587565 N/A DE US N 2 Wells Fargo Trust Company, National Association 549300RFXISSEVCFN040 S&P 500 INDEX N/A N/A Y 2021-04-21 0.000000 USD 0.000000 USD 49894302.570000 USD 5485029.850000 N N N N/A N/A 000000000 1.000000 NC USD 947527.160000 0.1137988 N/A DE US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 S&P 500 INDEX N/A N/A Y 2021-05-19 0.000000 USD 0.000000 USD 20790226.560000 USD 947527.160000 N N N N/A N/A 000000000 1.000000 NC USD 2758764.570000 0.3313299 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 S&P 500 INDEX N/A N/A Y 2020-08-05 0.000000 USD 0.000000 USD 40976679.240000 USD 2758764.570000 N N N N/A N/A 000000000 1.000000 NC USD 606453.600000 0.0728356 N/A DE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 S&P 500 INDEX N/A N/A Y 2020-10-14 0.000000 USD 0.000000 USD 9012134.880000 USD 606453.600000 N N N N/A N/A 000000000 1.000000 NC USD 2855993.710000 0.3430072 N/A DE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 S&P 500 INDEX N/A N/A Y 2020-09-16 0.000000 USD 0.000000 USD 24700271.620000 USD 2855993.710000 N N N N/A N/A 000000000 1.000000 NC USD 6956271.120000 0.8354538 N/A DE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 S&P 500 INDEX N/A N/A Y 2020-10-07 0.000000 USD 0.000000 USD 38461501.400000 USD 6956271.120000 N N N N/A N/A 000000000 1.000000 NC USD 921570.250000 0.1106813 N/A DE US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 S&P 500 INDEX N/A N/A Y 2021-06-09 0.000000 USD 0.000000 USD 34629394.800000 USD 921570.250000 N N N N/A N/A 000000000 1.000000 NC USD -259105.750000 -0.0311188 N/A DE US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 S&P 500 INDEX N/A N/A Y 2021-06-23 0.000000 USD 0.000000 USD 30718085.550000 USD -259105.750000 N N N N/A N/A 000000000 1.000000 NC USD 1373319.940000 0.1649368 N/A DE US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 S&P 500 INDEX N/A N/A Y 2021-03-03 0.000000 USD 0.000000 USD 64012642.760000 USD 1373319.940000 N N N N/A N/A 000000000 1.000000 NC USD 3691316.110000 0.4433301 N/A DE US N 2 Citibank International Limited N/A S&P 500 INDEX N/A N/A Y 2021-01-13 0.000000 USD 0.000000 USD 22190410.360000 USD 3691316.110000 N N N N/A N/A 000000000 1.000000 NC USD 4947639.090000 0.5942155 N/A DE US N 2 Citibank International Limited N/A S&P 500 INDEX N/A N/A Y 2021-04-15 0.000000 USD 0.000000 USD 43391400.780000 USD 4947639.090000 N N N N/A N/A 000000000 1.000000 NC USD 243850.610000 0.0292867 N/A DE US N 2 Citibank International Limited N/A S&P 500 INDEX N/A N/A Y 2020-09-16 0.000000 USD 0.000000 USD 21186692.230000 USD 243850.610000 N N N N/A N/A 000000000 1.000000 NC USD 1034954.390000 0.1242989 N/A DE US N 2 Wells Fargo Trust Company, National Association 549300RFXISSEVCFN040 S&P 500 INDEX N/A N/A Y 2020-10-07 0.000000 USD 0.000000 USD 7943124.220000 USD 1034954.390000 N N N N/A N/A 000000000 1.000000 NC USD 1346956.770000 0.1617706 N/A DE US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 S&P 500 INDEX N/A N/A Y 2021-01-13 0.000000 USD 0.000000 USD 11603279.790000 USD 1346956.770000 N N N N/A N/A 000000000 1.000000 NC USD 12200.420000 0.0014653 N/A DCR US N 2 Citibank International Limited N/A SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2022-06-21 8673.070000 USD 0.000000 USD 1500000.000000 USD 3527.350000 N N N N/A N/A 000000000 1.000000 NC USD 13395.520000 0.0016088 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 11639.580000 USD 0.000000 USD 800000.000000 USD 1755.940000 N N N N/A N/A 000000000 1.000000 NC USD -120460.620000 -0.0144674 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-06-21 0.000000 USD -75395.380000 USD 1800000.000000 USD -45065.240000 N N N N/A N/A 000000000 1.000000 NC -131551.600000 -0.0157995 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 12557000.000000 EUR 13976232.450000 USD 2020-07-02 -131551.600000 N N N N/A N/A 000000000 1.000000 NC USD 5150.540000 0.0006186 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 STATE GRID OVERSEAS INVESTMENT (2016) LIMITED STATE GRID OVERSEAS INV SR UNSEC REGS Y Single Leg Swap 2024-12-21 4439.780000 USD 0.000000 USD 300000.000000 USD 710.760000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1JDTT0 2157000.000000 PA 23463.270000 0.0028180 Long DBT NUSS AR N 2 2020-08-28 Floating 30.3128 N N N N N N N/A N/A 000000000 2300000.000000 NC 14085.220000 0.0016916 N/A DIR GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB IRS GBP R 1.32000 01/18/21-30Y LCH N/A N/A 2051-01-18 0.000000 GBP 0.000000 GBP N/A GBP N/A 1.320000 GBP 2021-01-18 XXXX -64714.300000 N N N N/A N/A 000000000 -4100000.000000 NC USD -507.580000 -0.0000610 N/A DIR 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 DIR US IRS USD R 2.21000 01/19/21-10Y LCH N/A N/A 2031-01-19 0.000000 USD 0.000000 USD N/A USD N/A 2.210000 USD 2021-01-15 XXXX 37109.920000 N N N N/A N/A 000000000 -4900000.000000 NC USD -606.620000 -0.0000729 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 2.21000 01/19/21-10Y LCH N/A N/A 2031-01-19 0.000000 USD 0.000000 USD N/A USD N/A 2.210000 USD 2021-01-15 XXXX 45698.380000 N N N N/A N/A 000000000 -3000000.000000 NC -21252.190000 -0.0025524 N/A DIR GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB IRS GBP R 0.78000 02/26/21-10Y LCH N/A N/A 2031-02-26 0.000000 GBP 0.000000 GBP N/A GBP N/A 0.780000 GBP 2021-02-26 XXXX 41870.920000 N N N N/A N/A 000000000 1100000.000000 NC 30738.210000 0.0036917 N/A DIR GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR GB IRS GBP R 0.86000 02/26/21-30Y LCH N/A N/A 2051-02-26 0.000000 GBP 0.000000 GBP N/A GBP N/A 0.860000 GBP 2021-02-26 XXXX -36218.190000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0TFSY6 1287000.000000 PA 11102.100000 0.0013334 Long DBT NUSS AR N 2 2022-04-03 Floating 26.415 N N N N N N N/A N/A 000000000 1.000000 NC 70997.810000 0.0085269 N/A DIR GB N 2 London Clearing house N/A UK RPI All Items NSA N/A N/A Y 2046-10-15 0.000000 GBP 0.000000 GBP 150000.000000 GBP 70997.810000 N N N N/A N/A 000000000 1.000000 NC 38886.970000 0.0046704 N/A DIR GB N 2 London Clearing house N/A UK RPI All Items NSA N/A N/A Y 2028-12-15 0.000000 GBP 0.000000 GBP 400000.000000 GBP 38886.970000 N N N N/A N/A 000000000 1.000000 NC 40425.500000 0.0048551 N/A DIR GB N 2 London Clearing house N/A UK RPI All Items NSA N/A N/A Y 2028-12-15 0.000000 GBP 0.000000 GBP 400000.000000 GBP 40425.500000 N N N N/A N/A 000000000 1.000000 NC 167129.980000 0.0200724 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-03 0.000000 CAD 0.000000 CAD 10500000.000000 CAD 167129.980000 N N N N/A N/A 000000000 1.000000 NC 69855.650000 0.0083897 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2030-06-17 0.000000 CAD -77571.990000 CAD 2000000.000000 CAD 147427.640000 N N N N/A N/A 000000000 1.000000 NC 285580.260000 0.0342984 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-06-17 91477.600000 CAD 0.000000 CAD 10500000.000000 CAD 194102.660000 N N N N/A N/A 000000000 1.000000 NC -13858.400000 -0.0016644 N/A DIR GB N 2 London Clearing house N/A GBP-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2050-12-16 0.000000 GBP -1721.780000 GBP 400000.000000 GBP -12136.620000 N N N N/A N/A 000000000 1.000000 NC USD 98274.980000 0.0118029 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2024-12-31 0.000000 USD -2160.000000 USD 1600000.000000 USD 100434.980000 N N N N/A N/A 000000000 1.000000 NC USD 118261.760000 0.0142033 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-12-07 10300.190000 USD 0.000000 USD 1200000.000000 USD 107961.570000 N N N N/A N/A 000000000 1.000000 NC USD 176356.790000 0.0211806 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-10-16 0.000000 USD -3200.000000 USD 800000.000000 USD 179556.790000 N N N N/A N/A 000000000 1.000000 NC -347657.220000 -0.0417539 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2025-12-16 0.000000 GBP -313986.130000 GBP 11400000.000000 GBP -33671.090000 N N N N/A N/A 000000000 1.000000 NC USD 28212.830000 0.0033884 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 THE SHERWIN-WILLIAMS COMPANY SHERWIN-WILLIAMS CO Y Single Leg Swap 2022-12-21 21662.960000 USD 0.000000 USD 1400000.000000 USD 6549.870000 N N N N/A N/A 000000000 1.000000 NC 6993.230000 0.0008399 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 155433.020000 RUB 11597635.000000 RUB 2020-07-27 6993.230000 N N N N/A N/A 000000000 1.000000 NC -3822.210000 -0.0004591 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 153744.660000 RUB 10704833.000000 RUB 2020-07-27 -3822.210000 N N N N/A N/A 000000000 1.000000 NC -3680.890000 -0.0004421 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 152896.700000 RUB 10654377.000000 RUB 2020-07-27 -3680.890000 N N N N/A N/A 000000000 1.000000 NC -789.800000 -0.0000949 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 81552.760000 RUB 5778070.000000 RUB 2020-08-14 -789.800000 N N N N/A N/A 000000000 -800000.000000 NC USD -4048.640000 -0.0004862 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 1951.360000 N N N N/A N/A 000000000 -200000.000000 NC USD -193.080000 -0.0000232 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 619.420000 N N N N/A N/A 000000000 -800000.000000 NC USD -809.040000 -0.0000972 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.130000 USD 2020-08-06 XXXX 2315.960000 N N N N/A N/A 000000000 -500000.000000 NC USD -532.150000 -0.0000639 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 1518.630000 N N N N/A N/A 000000000 -1400000.000000 NC USD -1370.460000 -0.0001646 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 102.080000 USD 2020-08-06 XXXX 4535.790000 N N N N/A N/A 000000000 -2300000.000000 NC USD -0.020000 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 10691.390000 N N N N/A N/A 000000000 -600000.000000 NC USD -3030.960000 -0.0003640 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 1515.920000 N N N N/A N/A 000000000 -1200000.000000 NC USD -0.010000 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 4218.740000 N N N N/A N/A 000000000 -1300000.000000 NC USD -6413.420000 -0.0007703 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 4555.330000 N N N N/A N/A 000000000 -1200000.000000 NC USD -286.080000 -0.0000344 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 7963.920000 N N N N/A N/A 000000000 -500000.000000 NC USD -127.200000 -0.0000153 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 3310.300000 N N N N/A N/A 000000000 -2100000.000000 NC USD -10379.040000 -0.0012465 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 7339.710000 N N N N/A N/A 000000000 -48.000000 NC USD -18064.800000 -0.0021696 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-09-21 -6680250.000000 USD -18064.800000 N N N N/A N/A 000000000 -246.000000 NC USD 30405.600000 0.0036517 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-09-21 -43926375.000000 USD 30405.600000 N N N AT&T INC 549300Z40J86GGSTL398 ACI1K11M9 2100000.000000 PA 2245328.830000 0.2696658 Long DBT CORP US N 2 2025-03-02 Floating 2.875 N N N N N N N/A N/A 000000000 61.000000 NC USD -3588.450000 -0.0004310 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2020-09-21 13307531.250000 USD -3588.450000 N N N N/A N/A 000000000 1.000000 NC 659.420000 0.0000792 N/A DCR NL N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VOLKSWAGEN INTERNATIONAL FINANCE NV VOLKSWAGEN INTL FIN NV CO GTD SR UNSEC Y Single Leg Swap 2023-06-21 2250.720000 EUR 0.000000 EUR 500000.000000 EUR -1591.300000 N N N AT&T INC 549300Z40J86GGSTL398 00206RFU1 3100000.000000 PA USD 3980130.020000 0.4780169 Long DBT CORP US N 2 2050-02-15 Fixed 5.15 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 2373000.000000 PA USD 2789213.900000 0.3349869 Long DBT CORP US N 2 2048-03-09 Fixed 4.5 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 3200000.000000 PA USD 3409012.770000 0.4094252 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFS6 100000.000000 PA USD 130318.250000 0.0156513 Long DBT CORP US N 2 2058-08-15 Fixed 5.3 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2L4 300000.000000 PA USD 299790.680000 0.0360051 Long DBT CORP US N 2 2025-01-14 Fixed 2.5 N N N N N N AUTONATION INC N/A 05329WAQ5 400000.000000 PA USD 434202.510000 0.0521481 Long DBT CORP US N 2 2030-06-01 Fixed 4.75 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 300000.000000 PA USD 275117.780000 0.0330419 Long DBT CORP US N 2 2025-10-01 Fixed 4.875 N N N N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAB6 200000.000000 PA USD 183113.590000 0.0219921 Long DBT CORP KY N 2 2024-02-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAA9 100000.000000 PA USD 94209.230000 0.0113146 Long DBT CORP KY N 2 2023-01-15 Fixed 5.5 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAB7 400000.000000 PA USD 370481.850000 0.0444952 Long DBT CORP KY N 2 2023-10-01 Fixed 5.125 N N N N N N AVON INTERNATIONAL OPERATIONS INC 549300TLB866S6OTS133 05409QAA6 100000.000000 PA USD 100461.500000 0.0120655 Long DBT CORP US N 2 2022-08-15 Fixed 7.875 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AF6 1200000.000000 PA USD 1358786.600000 0.1631914 Long DBT CORP BM N 2 2028-05-15 Fixed 4.7 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 ACI0LW0M3 400000.000000 PA 465662.260000 0.0559264 Long DBT CORP ES N 2 2021-04-14 Floating 8.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N BANCO BRADESCO SA/CAYMAN ISLANDS BRANCH 549300CTUU1RFXHQJE44 05947KAZ3 600000.000000 PA USD 591420.000000 0.0710300 Long DBT CORP BR N 2 2025-01-27 Fixed 3.2 N N N N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH ZXLTQRYIK6IJH3R0IK66 05971AAE1 600000.000000 PA USD 589320.000000 0.0707778 Long DBT CORP BR N 2 2025-01-10 Fixed 4.5 N N N N N N BANCO SANTANDER CHILE SA 3YJP8HORPAEXJ80D6368 05970FAC5 700000.000000 PA USD 720128.500000 0.0864880 Long DBT CORP CL N 2 2025-01-10 Fixed 2.7 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHE2 1100000.000000 PA USD 1096496.740000 0.1316902 Long DBT CORP US N 2 2024-03-05 Floating 1.11663 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06053FAA7 300000.000000 PA USD 329628.000000 0.0395886 Long DBT CORP US N 2 2023-07-24 Fixed 4.1 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 2500000.000000 PA USD 2723241.180000 0.3270635 Long DBT CORP GB N 2 2022-11-21 Fixed 7.625 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739FFU0 740000.000000 PA USD 800372.120000 0.0961253 Long DBT CORP GB N 2 2021-06-12 Fixed 10.179 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH N/A 05547HAC5 1100000.000000 PA USD 1224864.850000 0.1471073 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 4.197 N N N N N N BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH N/A 05547HAN1 700000.000000 PA USD 741604.080000 0.0890673 Long ABS-MBS CORP US N 2 2035-08-10 Variable 5.12177 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI07CRC6 200000.000000 PA 225930.150000 0.0271344 Long DBT CORP GB N 2 2020-12-15 Floating 8 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0G5LH6 700000.000000 PA 871525.100000 0.1046709 Long DBT CORP GB N 2 2022-09-15 Floating 7.875 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0PG9W3 600000.000000 PA USD 611544.000000 0.0734469 Long DBT CORP GB N 2 2022-03-15 Floating 7.875 N N N N Y BARCLAYS PLC GBP XXXX N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 1200000.000000 PA USD 1310524.210000 0.1573950 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 400000.000000 PA USD 436095.720000 0.0523755 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 300000.000000 PA USD 334076.790000 0.0401229 Long DBT CORP US N 2 2049-09-06 Fixed 4.758 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2019-SBR1 N/A 07333YAA6 620949.270000 PA USD 619888.010000 0.0744491 Long ABS-MBS CORP US N 2 2034-06-28 Fixed 3.4748 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 N/A 07384M4E9 2557.680000 PA USD 2463.470000 0.0002959 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.73738 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 500000.000000 PA USD 558018.630000 0.0670185 Long DBT CORP US N 2 2050-05-20 Fixed 3.794 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BF5 647000.000000 PA USD 712777.870000 0.0856052 Long DBT CORP US N 2 2024-12-15 Fixed 3.734 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAP2 400000.000000 PA USD 565025.210000 0.0678600 Long DBT CORP US N 2 2037-05-15 Fixed 5.95 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 100000.000000 PA USD 127087.170000 0.0152633 Long DBT CORP US N 2 2048-08-15 Fixed 4.2 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAM9 600000.000000 PA USD 622650.650000 0.0747808 Long DBT CORP US N 2 2049-09-10 Fixed 3.5 N N N N N N BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP N/A 095796AA6 300000.000000 PA USD 299167.500000 0.0359303 Long DBT CORP US N 2 2022-11-15 Fixed 6.125 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565AAQ6 800000.000000 PA USD 812500.000000 0.0975819 Long DBT CORP FR N 2 2021-03-30 Floating 7.625 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565ACA9 200000.000000 PA USD 203562.000000 0.0244480 Long DBT CORP FR N 2 2022-03-14 Floating 6.75 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565ALQ4 300000.000000 PA USD 263062.500000 0.0315940 Long DBT CORP FR N 2 2030-02-25 Floating 4.5 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 09681LAJ9 1200000.000000 PA USD 1246295.150000 0.1496811 Long DBT CORP SG N 2 2024-10-10 Fixed 3.5 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CQ6 700000.000000 PA USD 633032.030000 0.0760277 Long DBT CORP US N 2 2050-02-01 Fixed 3.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BV6 400000.000000 PA USD 349544.370000 0.0419806 Long DBT CORP US N 2 2047-03-01 Fixed 3.65 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 400000.000000 PA USD 453747.410000 0.0544954 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 2800000.000000 PA USD 3322546.890000 0.3990406 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BF7 200000.000000 PA USD 137760.000000 0.0165451 Long DBT CORP CA N 2 2023-01-15 Fixed 6.125 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBD5 400000.000000 PA USD 431219.120000 0.0517898 Long DBT CORP US N 2 2031-01-30 Fixed 3.25 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137BA4 1100000.000000 PA USD 1143998.430000 0.1373951 Long DBT CORP US N 2 2030-06-01 Fixed 2.65 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 900000.000000 PA USD 983893.850000 0.1181665 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 1200000.000000 PA USD 1310258.700000 0.1573631 Long DBT CORP FR N 2 2024-07-11 Fixed 4.625 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST N/A 11043HAA6 1448254.340000 PA USD 1192168.210000 0.1431804 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 903624.570000 PA USD 860820.330000 0.1033852 Long DBT CORP US N 2 2033-03-20 Fixed 3.8 N N N N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 111021AE1 600000.000000 PA USD 981865.630000 0.1179229 Long DBT CORP GB N 2 2030-12-15 Variable 9.625 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAG8 300000.000000 PA USD 294482.430000 0.0353676 Long DBT CORP US N 2 2022-02-01 Floating 1.73663 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 200000.000000 PA USD 207993.630000 0.0249802 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAE1 1900000.000000 PA USD 2117232.020000 0.2542813 Long DBT CORP US N 2 2026-04-15 Fixed 4.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAM3 104000.000000 PA USD 111784.200000 0.0134254 Long DBT CORP US N 2 2026-09-15 Fixed 3.459 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAR2 600000.000000 PA USD 663939.740000 0.0797397 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N BROOKFIELD FINANCE LLC N/A 11271RAB5 800000.000000 PA USD 768931.680000 0.0923493 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAB5 1170000.000000 PA USD 1048449.870000 0.1259197 Long LON CORP US N 2 2024-12-23 Floating 2.9282 N N N N N N CALIFORNIA STATE N/A 13063A5E0 200000.000000 PA USD 326792.000000 0.0392480 Long DBT MUN US N 2 2034-04-01 Fixed 7.5 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AB6 300000.000000 PA USD 331601.250000 0.0398256 Long DBT CORP US N 2 2035-01-15 Fixed 3.302 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAX2 400000.000000 PA USD 616021.630000 0.0739847 Long DBT CORP CA N 2 2115-09-15 Fixed 6.125 N N N N N N CARLYLE FINANCE LLC N/A 14314CAA3 100000.000000 PA USD 121324.590000 0.0145712 Long DBT CORP US N 2 2048-09-15 Fixed 5.65 N N N N N N CARLYLE HOLDINGS II FINANCE LLC N/A 14310FAA0 1100000.000000 PA USD 1320514.450000 0.1585949 Long DBT CORP US N 2 2043-03-30 Fixed 5.625 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAB0 1900000.000000 PA USD 1854401.390000 0.2227151 Long DBT CORP US N 2 2040-04-05 Fixed 3.377 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 500000.000000 PA USD 530635.000000 0.0637297 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 15236FAB6 400000.000000 PA USD 382750.000000 0.0459686 Long DBT CORP BR N 2 2030-02-04 Fixed 4.625 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCE1 1700000.000000 PA USD 1741063.500000 0.2091031 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 1600000.000000 PA USD 1820936.430000 0.2186959 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 2500000.000000 PA USD 2955429.380000 0.3549495 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBB5 300000.000000 PA USD 294298.500000 0.0353455 Long DBT CORP US N 2 2024-01-15 Fixed 8.625 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AJ9 2100000.000000 PA USD 2665156.280000 0.3200874 Long DBT CORP US N 2 2038-08-15 Fixed 4.8 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GY8 400000.000000 PA USD 406334.000000 0.0488010 Long DBT CORP US N 2 2024-02-16 Fixed 4.75 N N N N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAA0 720543.470000 PA USD 720095.220000 0.0864840 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.5345 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 780000.000000 PA USD 1352051.770000 0.1623825 Long DBT CORP US N 2 2039-07-15 Fixed 8.125 N N N N N N CITIGROUP MORTGAGE LOAN TR 2004-HYB2 N/A 17307GEC8 46861.490000 PA USD 46104.850000 0.0055372 Long ABS-MBS CORP US N 2 2034-03-25 Floating 4.02307 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2019-B N/A 17327VAA9 823133.470000 PA USD 828983.970000 0.0995616 Long ABS-MBS CORP US N 2 2066-04-25 Fixed 3.258 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AF7 300000.000000 PA USD 321274.070000 0.0385853 Long DBT CORP US N 2 2030-03-01 Fixed 3.3 N N N N N N CNA FINANCIAL CORPORATION 549300YX2GSZD7YG1R84 126117AV2 400000.000000 PA USD 441332.080000 0.0530043 Long DBT CORP US N 2 2029-05-01 Fixed 3.9 N N N N N N CNOOC FINANCE 2014 ULC N/A 12591DAC5 1200000.000000 PA USD 1323540.520000 0.1589583 Long DBT CORP CA N 2 2024-04-30 Fixed 4.25 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 500000.000000 PA USD 513617.280000 0.0616859 Long DBT CORP US N 2 2051-01-15 Fixed 2.8 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAX9 12000.000000 PA USD 17923.240000 0.0021526 Long DBT CORP US N 2 2038-05-15 Fixed 6.4 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCM1 1300000.000000 PA USD 1747678.840000 0.2098977 Long DBT CORP US N 2 2048-10-15 Fixed 4.7 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAK7 200000.000000 PA USD 304443.570000 0.0365639 Long DBT CORP US N 2 2035-11-15 Fixed 6.5 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 2279000.000000 PA USD 2757175.910000 0.3311391 Long DBT CORP US N 2 2047-11-01 Fixed 3.969 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BL8 1300000.000000 PA USD 1397928.100000 0.1678923 Long DBT CORP AU N 2 2039-09-12 Fixed 3.743 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CD2 1100000.000000 PA USD 1438054.770000 0.1727115 Long DBT CORP US N 2 2038-11-01 Fixed 5.3 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111EU3 400000.000000 PA USD 596200.650000 0.0716042 Long DBT CORP US N 2 2038-04-01 Fixed 6.75 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 BD2YKYII0 200000.000000 PA 231599.320000 0.0278153 Long DBT CORP NL N 2 2021-06-29 Floating 6.625 N N N N N N COSTAR GROUP INC N/A 22160NAA7 600000.000000 PA USD 615181.100000 0.0738838 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LIMITED 549300MGHLPT1EFHGF84 22234XAG4 800000.000000 PA USD 807002.610000 0.0969217 Long DBT CORP KY N 2 2021-04-04 Fixed 7.25 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2005-7 N/A 1266732K7 1271654.250000 PA USD 1265600.410000 0.1519996 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.8845 N N N N N N COUNTRYWIDE ASSET-BACKED CERTS 2005-15 N/A 126670MJ4 1800000.000000 PA USD 1561862.340000 0.1875809 Long ABS-MBS CORP US N 2 2036-04-25 Floating 0.63825 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 1000000.000000 PA USD 1046078.000000 0.1256348 Long DBT CORP CH N 2 2024-12-18 Floating 6.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 ACI0S3RH2 400000.000000 PA USD 412376.000000 0.0495267 Long DBT CORP CH N 2 2022-07-29 Floating 7.125 N N N N Y CREDIT SUISSE GROUP AG CHF XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AD0 2100000.000000 PA USD 2187667.340000 0.2627406 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 225433AT8 1400000.000000 PA USD 1508785.210000 0.1812063 Long DBT CORP GG N 2 2023-06-09 Fixed 3.8 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10 N/A 12597FAC4 687020.670000 PA USD 710782.520000 0.0853656 Long ABS-MBS CORP US N 2 2059-12-26 Fixed 3.13534 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL4 N/A 22946AAC2 1570444.220000 PA USD 1619154.690000 0.1944618 Long ABS-MBS CORP US N 2 2058-08-26 Fixed 3.52178 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL8 N/A 12596YAC4 938321.440000 PA USD 961281.230000 0.1154507 Long ABS-MBS CORP US N 2 2058-10-25 Fixed 3.322 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL9 N/A 12654WAC7 1362725.350000 PA USD 1414028.420000 0.1698260 Long ABS-MBS CORP US N 2 2059-10-27 Fixed 3.319 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAU5 600000.000000 PA USD 601674.230000 0.0722616 Long DBT CORP US N 2 2051-01-15 Fixed 3.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAE1 200000.000000 PA USD 227605.580000 0.0273356 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAP6 800000.000000 PA USD 896223.260000 0.1076371 Long DBT CORP US N 2 2049-11-15 Fixed 4 N N N N N N CSMC TRUST 2013-IVR2 N/A 12646WAT1 2627261.930000 PA USD 2618781.390000 0.3145178 Long ABS-MBS CORP US N 2 2043-04-25 Variable 3.40718 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAC2 800000.000000 PA USD 693000.000000 0.0832299 Long DBT CORP LU N 2 2026-04-17 Fixed 7.625 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 800000.000000 PA USD 1042317.350000 0.1251832 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N CVS PASS-THROUGH TRUST SERIES 2013 N/A 12665UAA2 2819866.720000 PA USD 3022009.320000 0.3629458 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N CYRUSONE LP / CYRUSONE FINANCE CORP N/A 23283PAR5 500000.000000 PA USD 521317.500000 0.0626107 Long DBT CORP US N 2 2029-11-15 Fixed 3.45 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAA2 100000.000000 PA USD 95561.500000 0.0114770 Long DBT CORP US N 2 2022-08-01 Fixed 4.5 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 300000.000000 PA USD 312277.260000 0.0375048 Long DBT CORP DK N 2 2025-12-20 Floating 3.244 N N N N N N DBUBS MORTGAGE TRUST 2011-LC2A N/A 23305XAS0 167477.370000 PA USD 167437.730000 0.0201094 Long ABS-MBS CORP US N 2 2044-07-12 Floating 1.5405 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 25272KAD5 200000.000000 PA USD 205590.140000 0.0246915 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 2500000.000000 PA USD 2735599.230000 0.3285477 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 24703DAY7 1100000.000000 PA USD 1187055.410000 0.1425663 Long DBT CORP US N 2 2024-07-15 Fixed 4 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BX6 3000000.000000 PA USD 3079782.300000 0.3698844 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25 N N N N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 251566AA3 900000.000000 PA USD 999778.350000 0.1200742 Long DBT CORP DE N 2 2050-01-21 Fixed 3.625 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAC7 600000.000000 PA USD 935230.930000 0.1123220 Long DBT CORP NL N 2 2030-06-15 Variable 8.75 N N N N N N DIAMOND RESORTS INTERNATIONAL INC 5493008MIJR7VMQP7U77 25272YAE3 590931.960000 PA USD 524452.110000 0.0629871 Long LON CORP US N 2 2023-09-02 Floating 4.75 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 400000.000000 PA USD 428245.060000 0.0514326 Long DBT CORP US N 2 2025-05-31 Fixed 4.75 N N N N N N DISCOVER BANK/GREENWOOD BRANCH X05BVSK68TQ7YTOSNR22 25466AAP6 1000000.000000 PA USD 1149817.900000 0.1380941 Long DBT CORP US N 2 2028-09-13 Fixed 4.65 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAG4 2700000.000000 PA USD 3079849.390000 0.3698924 Long DBT CORP US N 2 2042-05-15 Fixed 4.95 N N N N N N DSLA MORTGAGE LOAN TRUST 2004-AR3 N/A 23332UBF0 29880.320000 PA USD 28116.410000 0.0033768 Long ABS-MBS CORP US N 2 2044-07-19 Floating 3.7734 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAM8 300000.000000 PA USD 325492.300000 0.0390919 Long DBT CORP US N 2 2031-03-01 Fixed 2.625 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 264399ED4 700000.000000 PA USD 988190.060000 0.1186824 Long DBT CORP US N 2 2032-10-15 Fixed 6.45 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBH7 500000.000000 PA USD 527942.010000 0.0634063 Long DBT CORP US N 2 2030-06-01 Fixed 2.45 N N N N N N DUKE REALTY LIMITED PARTNERSHIP 2549009GZDBNY1KE9O81 26441YBA4 300000.000000 PA USD 335325.440000 0.0402729 Long DBT CORP US N 2 2027-12-15 Fixed 3.375 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AW3 600000.000000 PA USD 631954.540000 0.0758983 Long DBT CORP US N 2 2030-03-11 Fixed 2.7 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 600000.000000 PA USD 725397.000000 0.0871208 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AP2 600000.000000 PA USD 618418.110000 0.0742725 Long DBT CORP US N 2 2022-11-15 Fixed 3.125 N N N N N N ELANCO ANIMAL HEALTH INCORPORATED 549300SHPNDCE059M934 28414HAE3 100000.000000 PA USD 105437.500000 0.0126631 Long DBT CORP US N 2 2023-08-28 Variable 5.022 N N N N N N EMERA INCORPORATED NQZVQT2P5IUF2PGA1Q48 290876AD3 1400000.000000 PA USD 1516557.000000 0.1821397 Long DBT CORP CA N 2 2076-06-15 Floating 6.75 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AH3 100000.000000 PA USD 98005.070000 0.0117705 Long DBT CORP US N 2 2024-05-15 Variable 3.9 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AM2 700000.000000 PA USD 614691.290000 0.0738249 Long DBT CORP US N 2 2029-09-15 Fixed 4.15 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAJ4 1500000.000000 PA USD 1684294.130000 0.2022851 Long DBT CORP CA N 2 2044-06-10 Fixed 4.5 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAK4 1500000.000000 PA USD 1774049.900000 0.2130648 Long DBT CORP NL N 2 2029-06-14 Fixed 4.875 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAL2 600000.000000 PA USD 627485.830000 0.0753616 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAJ7 200000.000000 PA USD 227925.930000 0.0273741 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 29273RBD0 1100000.000000 PA USD 1171360.440000 0.1406813 Long DBT CORP US N 2 2025-03-15 Fixed 4.05 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RAJ8 400000.000000 PA USD 471235.390000 0.0565958 Long DBT CORP US N 2 2038-07-01 Fixed 7.5 N N N N N N ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) 5493008K8W3OKZE54J59 29273RAF6 500000.000000 PA USD 543682.730000 0.0652967 Long DBT CORP US N 2 2036-10-15 Fixed 6.625 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAK9 400000.000000 PA USD 445752.680000 0.0535353 Long DBT CORP US N 2 2050-06-15 Fixed 3.75 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBC1 400000.000000 PA USD 508788.190000 0.0611059 Long DBT CORP US N 2 2050-04-01 Fixed 4.2 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBY8 1600000.000000 PA USD 1671081.150000 0.2006982 Long DBT CORP US N 2 2051-01-31 Fixed 3.7 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 293791AT6 200000.000000 PA USD 248824.520000 0.0298840 Long DBT CORP US N 2 2035-03-01 Fixed 5.75 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAB6 400000.000000 PA USD 364542.000000 0.0437818 Long DBT CORP US N 2 2026-12-01 Fixed 4.125 N N N N N N EQUIFIRST LOAN SECURITIZATION TRUST 2007-1 N/A 29445UAN5 1013150.470000 PA USD 930579.920000 0.1117634 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.3545 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBJ4 200000.000000 PA USD 195642.000000 0.0234968 Long DBT CORP US N 2 2050-07-15 Fixed 3 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 400000.000000 PA USD 434866.000000 0.0522278 Long DBT CORP US N 2 2029-11-18 Fixed 3.2 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 26907YAB0 100000.000000 PA USD 94169.000000 0.0113098 Long DBT CORP US N 2 2027-10-01 Fixed 4.625 N N N N N N EXELON GENERATION COMPANY LLC S2PEWKCZFFECR4533P43 30161MAS2 400000.000000 PA USD 431668.520000 0.0518437 Long DBT CORP US N 2 2025-06-01 Fixed 3.25 N N N N N N EXPEDIA GROUP INC N/A 30212PAU9 700000.000000 PA USD 729441.840000 0.0876066 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BE1 600000.000000 PA USD 647677.130000 0.0777866 Long DBT CORP CA N 2 2030-04-29 Fixed 4.625 N N N N N N FAIRSTONE FINANCIAL INC 549300CWWT866A22GS52 30575FAA6 500000.000000 PA USD 491510.000000 0.0590308 Long DBT CORP CA N 2 2024-07-15 Fixed 7.875 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134A4AB0 1100000.000000 PA USD 951062.810000 0.1142234 Long DBT USGSE US N 2 2031-03-15 None 0 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134A4AA2 1900000.000000 PA USD 2991957.420000 0.3593365 Long DBT USGSE US N 2 2031-03-15 Fixed 6.75 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 3134A4KX1 300000.000000 PA USD 471667.910000 0.0566477 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 31364FYC9 100000.000000 PA USD 135294.470000 0.0162490 Long DBT USGSE US N 2 2028-04-17 Fixed 5.625 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 31358DDR2 9300000.000000 PA USD 8172341.240000 0.9815048 Long DBT USGSE US N 2 2030-05-15 None 0 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 31359MEB5 9643000.000000 PA USD 16466255.270000 1.9776107 Long DBT USGSE US N 2 2038-08-06 Fixed 6.21 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 31358DDS0 10700000.000000 PA USD 9346592.100000 1.1225333 Long DBT USGSE US N 2 2030-11-15 None 0 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 400000.000000 PA USD 410550.880000 0.0493075 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 2400000.000000 NS USD 2122560.290000 0.2549212 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 2000000.000000 NS USD 1785700.000000 0.2144640 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 1900000.000000 NS USD 1664219.500000 0.1998741 Long EP CORP US N 2 N N N FHLMC PASS THRU POOLS N/A 3132A5J63 147016.800000 PA USD 155699.450000 0.0186996 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 31620RAF2 2800000.000000 PA USD 3014164.300000 0.3620036 Long DBT CORP US N 2 2022-09-01 Fixed 5.5 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAB5 400000.000000 PA USD 452655.380000 0.0543643 Long DBT CORP US N 2 2025-01-15 Fixed 4.35 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 400000.000000 PA USD 443079.930000 0.0532143 Long DBT CORP US N 2 2026-07-01 Fixed 3.2 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAD0 2000000.000000 PA USD 2616448.080000 0.3142375 Long DBT CORP US N 2 2033-02-01 Fixed 4.95 N N N N N N FNMA PASS THRU POOLS N/A 31381RQC1 2500000.000000 PA USD 2567424.700000 0.3083498 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.98 N N N N N N FNMA PASS THRU POOLS N/A 3140F9Q40 4070658.030000 PA USD 4452145.240000 0.5347063 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HFGX1 265233.910000 PA USD 282880.950000 0.0339742 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 54034.550000 PA USD 57680.470000 0.0069275 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X4GR1 68753.020000 PA USD 73131.840000 0.0087832 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A29 1000000.000000 PA USD 952810.000000 0.1144333 Long DBT CORP US N 2 2023-01-09 Fixed 3.087 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 ACI1K2ZL2 1200000.000000 PA 1219827.970000 0.1465023 Long DBT CORP US N 2 2024-07-19 Fixed 1.744 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 700000.000000 PA USD 682202.500000 0.0819331 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAE6 300000.000000 PA USD 320397.750000 0.0384800 Long DBT CORP US N 2 2029-09-15 Fixed 3.25 N N N N N N FREDDIE MAC 3440 N/A 31397T2X9 66387.470000 PA USD 75422.290000 0.0090583 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5 N N N N N N FREDDIE MAC REMICS 4950 N/A 3137FRCJ8 2707267.760000 PA USD 2736115.860000 0.3286097 Long ABS-MBS USGSE US N 2 2034-06-25 Fixed 2.5 N N N N N N GARDA WORLD SECURITY CORPORATION N/A 36485MAK5 300000.000000 PA USD 296437.500000 0.0356024 Long DBT CORP CA N 2 2027-02-15 Fixed 4.625 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 B1TK18II5 1000000.000000 PA USD 1074730.000000 0.1290759 Long DBT CORP LU N 2 2022-03-07 Fixed 6.51 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC N/A ACI1K5SJ8 2700000.000000 PA USD 2693250.000000 0.3234615 Long DBT CORP GB N 2 2030-02-25 Fixed 3.25 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAB9 5500000.000000 PA USD 5725546.970000 0.6876429 Long DBT CORP US N 2 2030-05-15 Fixed 4.4 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164QNA2 400000.000000 PA USD 406550.150000 0.0488270 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G3P7 100000.000000 PA USD 112000.570000 0.0134514 Long DBT CORP US N 2 2038-01-14 Fixed 5.875 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4B7 444000.000000 PA USD 546318.860000 0.0656133 Long DBT CORP US N 2 2039-01-10 Fixed 6.875 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GXZ2 831000.000000 PA USD 1018257.010000 0.1222935 Long DBT CORP US N 2 2032-03-15 Fixed 6.75 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 U3698END5 300000.000000 PA 376000.980000 0.0451580 Long DBT CORP US N 2 2020-09-29 Fixed 6.25 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAP5 1900000.000000 PA USD 1822682.860000 0.2189057 Long DBT CORP US N 2 2038-04-01 Fixed 5.15 N N N N N N GERDAU TRADE INC 5493008RWEW71JB0LO29 G3925DAD2 900000.000000 PA USD 945954.000000 0.1136098 Long DBT CORP VG N 2 2027-10-24 Fixed 4.875 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 500000.000000 PA USD 523590.020000 0.0628836 Long DBT CORP US N 2 2030-05-15 Fixed 2.9 N N N N N N GLOBO COMUNICACAO E PARTICIPACOES S/A 52990054HEKS017PVR75 P47777AA8 200000.000000 PA USD 193014.000000 0.0231811 Long DBT CORP BR N 2 2027-03-31 Fixed 5.125 N N N N N N GLS AUTO RECEIVABLES TRUST 2020-1A N/A 36258XAA8 927547.350000 PA USD 938267.940000 0.1126867 Long ABS-O CORP US N 2 2024-02-15 Fixed 2.17 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 339552.680000 PA USD 3347649.890000 0.4020555 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36179TZ57 532765.200000 PA USD 569956.830000 0.0684523 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H040673 -900000.000000 PA USD -954210.940000 -0.1146015 Short ABS-MBS USGSE US N 2 2050-07-21 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 1600000.000000 PA USD 1793126.540000 0.2153560 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 1400000.000000 PA USD 1510182.970000 0.1813742 Long DBT CORP US N 2 2025-09-29 Floating 3.272 N N N N N N GOVERNEMENT NATIONAL MTG ASSOC 2007-57 N/A 38375LUQ1 601157.810000 PA USD 775258.760000 0.0931092 Long ABS-MBS USGSE US N 2 2037-10-20 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-174 N/A 38379GW78 1596678.860000 PA USD 1809302.520000 0.2172987 Long ABS-MBS USGSE US N 2 2044-11-20 Fixed 3.5 N N N N N N GSMPS MORTGAGE LOAN TRUST 2006-RP1 N/A 3623413V9 1025704.470000 PA USD 830368.590000 0.0997279 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.5345 Y N N N N N GTL TRADE FINANCE INC / GERDAU HOLDINGS INC N/A G24422AA8 364000.000000 PA USD 396812.780000 0.0476575 Long DBT CORP VG N 2 2024-04-29 Fixed 5.893 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI 6354003QFJP7RDXEOZ20 421790AF3 900000.000000 PA USD 914175.000000 0.1097932 Long DBT CORP TR N 2 2022-02-21 Fixed 5.8 N N N N N N HEALTHCARE TRUST OF AMERICA HOLDINGS LP 549300IYGAS4GE6VDL07 42225UAD6 1300000.000000 PA USD 1406364.840000 0.1689056 Long DBT CORP US N 2 2026-08-01 Fixed 3.5 N N N N N N HERSHEY CO 21X2CX66SU2BR6QTAD08 427866BG2 500000.000000 PA USD 510292.170000 0.0612865 Long DBT CORP US N 2 2050-06-01 Fixed 2.65 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AS8 900000.000000 PA USD 908500.500000 0.1091116 Long DBT CORP GB N 2 2024-09-17 Floating 6.375 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 700000.000000 PA USD 756686.530000 0.0908787 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 300000.000000 PA USD 331711.660000 0.0398388 Long DBT CORP GB N 2 2028-03-13 Floating 4.041 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 1600000.000000 PA USD 1639693.340000 0.1969285 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 300000.000000 PA USD 311280.210000 0.0373850 Long DBT CORP GB N 2 2025-11-07 Floating 2.633 N N N N N N HSI ASSET SECUR CORP TRUST 2007-WF1 N/A 40431RAA3 165781.660000 PA USD 162524.500000 0.0195193 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.32825 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BL5 800000.000000 PA USD 944809.410000 0.1134724 Long DBT CORP US N 2 2049-08-15 Fixed 3.95 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 900000.000000 PA USD 948215.860000 0.1138815 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAJ6 600000.000000 PA USD 687405.000000 0.0825579 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25 N N N N N N INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC) 335800F2JHSOGXQEBY56 45434L2A1 300000.000000 PA USD 298142.480000 0.0358072 Long DBT CORP IN N 2 2030-02-13 Fixed 3.249 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAP5 700000.000000 PA USD 701750.000000 0.0842807 Long DBT NUSS ID N 2 2030-06-23 Fixed 2.8 N N N N N N INDYMAC IMSC MTGE LN TRUST 2007-HOA1 N/A 45670LAA5 98447.360000 PA USD 74776.670000 0.0089807 Long ABS-MBS CORP US N 2 2047-07-25 Floating 0.3645 Y N N N N N INDYMAC INDEX MORTGAGE LOAN TRUST 2007-FLX2 N/A 45668RAC2 1508816.080000 PA USD 1332380.860000 0.1600200 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.35825 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AP8 1200000.000000 PA USD 1306763.400000 0.1569433 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAL8 800000.000000 PA USD 837229.200000 0.1005519 Long DBT CORP US N 2 2050-06-15 Fixed 3 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI0K0SG7 800000.000000 PA 896939.140000 0.1077231 Long DBT CORP IT N 2 2021-01-19 Floating 7 N N N N N N ISRAEL GOVERNMENT AID BOND 213800T8ZHTFZIBYPE21 46513EFG2 1800000.000000 PA USD 2687592.510000 0.3227820 Long DBT NUSS IL N 2 2033-09-18 Fixed 5.5 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JB42 900000.000000 PA USD 1072224.000000 0.1287750 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.875 N N N N N N ITAU UNIBANCO HOLDING SA/ CAYMAN ISLAND BRANCH 5493002W2IVG62O3ZJ94 46556JAA7 300000.000000 PA USD 297115.500000 0.0356838 Long DBT CORP BR N 2 2023-01-24 Fixed 2.9 N N N N N N IXIS REAL ESTATE CAPITAL TRUST 2005-HE4 N/A 45071KCN2 257920.710000 PA USD 257290.890000 0.0309008 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.8145 N N N N N N JP MORGAN MORTGAGE ACQ CORP 2005-WMC1 N/A 46626LBK5 400000.000000 PA USD 377648.440000 0.0453559 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.8895 N N N N N N JP MORGAN MORTGAGE ACQI CORP 2006-CH1 N/A 46629TAF7 1403090.690000 PA USD 1398789.800000 0.1679958 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.38825 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH1 N/A 46630LBB9 1615000.000000 PA USD 1531466.710000 0.1839304 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.61825 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 500000.000000 PA USD 654547.680000 0.0786117 Long DBT CORP US N 2 2047-05-01 Fixed 4.15 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170BC7 200000.000000 PA USD 225794.220000 0.0271181 Long DBT CORP US N 2 2069-11-15 Fixed 4.2 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BM8 500000.000000 PA USD 536791.460000 0.0644691 Long DBT CORP US N 2 2050-06-01 Fixed 3.3 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAP4 1600000.000000 PA USD 1642675.970000 0.1972867 Long DBT CORP US N 2 2026-10-01 Fixed 2.8 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAN1 200000.000000 PA USD 200030.380000 0.0240238 Long DBT CORP US N 2 2023-01-15 Floating 2.49888 N N N N N N KKR GROUP FINANCE CO VII LLC N/A 48252DAA3 400000.000000 PA USD 398188.180000 0.0478227 Long DBT CORP US N 2 2050-02-25 Fixed 3.625 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAT3 500000.000000 PA USD 539267.830000 0.0647665 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 50076QAN6 800000.000000 PA USD 965035.450000 0.1159015 Long DBT CORP US N 2 2040-02-09 Fixed 6.5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAD8 1000000.000000 PA USD 1011652.780000 0.1215003 Long DBT CORP US N 2 2026-06-01 Fixed 3 N N N N N N LATAM AIRLINES 2015-1 CLASS B PASS THROUGH TRUST N/A 51817UAB5 410382.640000 PA USD 212373.020000 0.0255062 Long DBT CORP CL N 2 2025-08-15 Fixed 4.5 N N N N N N LCM XXI LP 21A N/A 50189CAN1 600000.000000 PA USD 587348.100000 0.0705410 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 2.01525 N N N N N N LEAR CORPORATION 549300UPNBTXA1SYTQ33 521865AZ8 500000.000000 PA USD 517385.990000 0.0621385 Long DBT CORP US N 2 2049-05-15 Fixed 5.25 N N N N N N LEGACY MORTGAGE ASSET TRUST 2019-GS3 N/A 52474WAA5 1575712.250000 PA USD 1615425.710000 0.1940139 Long ABS-MBS CORP US N 2 2059-04-25 Fixed 3.75 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAE5 400000.000000 PA USD 451580.000000 0.0542351 Long DBT CORP US N 2 2030-05-15 Fixed 4.375 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI080964 300000.000000 PA 328344.880000 0.0394345 Long DBT CORP GB N 2 2025-06-27 Floating 6.375 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AP4 500000.000000 PA USD 520802.650000 0.0625488 Long DBT CORP GB N 2 2023-11-07 Floating 2.907 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAE3 700000.000000 PA USD 822382.080000 0.0987688 Long DBT CORP GB N 2 2048-01-09 Fixed 4.344 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 800000.000000 PA USD 846391.980000 0.1016524 Long DBT CORP US N 2 2050-06-15 Fixed 2.8 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENT7 1600000.000000 PA USD 2274976.000000 0.2732265 Long DBT MUN US N 2 2033-08-01 Fixed 7.488 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599AT3 1118000.000000 PA USD 1435346.360000 0.1723863 Long DBT CORP US N 2 2029-08-01 Fixed 7.75 N N N N N N METROPOLITAN TRANSPORTATION AUTHORITY 5493000TKYODLXADQD60 59259NZN6 400000.000000 PA USD 556336.000000 0.0668164 Long DBT MUN US N 2 2040-11-15 Fixed 6.089 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QBF4 534000.000000 PA USD 553370.850000 0.0664603 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.6 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAL1 1500000.000000 PA USD 1625850.530000 0.1952660 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBD0 400000.000000 PA USD 410416.920000 0.0492914 Long DBT CORP JP N 2 2026-05-25 Floating 2.226 N N N N N N MLCC MORTGAGE INVESTORS INC 2005-3 N/A 59020UL52 650779.850000 PA USD 627029.640000 0.0753068 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.54421 N N N N N N MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 549300CW356R8I7N8D33 60920LAE4 500000.000000 PA USD 515478.820000 0.0619094 Long DBT CORP NL N 2 2022-09-19 Fixed 2.125 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 ACI1GWZR8 400000.000000 PA 460775.480000 0.0553395 Long DBT CORP US N 2 2030-02-25 Fixed 0.95 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAG3 200000.000000 PA USD 201533.840000 0.0242044 Long DBT CORP US N 2 2024-05-08 Floating 1.66763 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAJ7 500000.000000 PA USD 502633.840000 0.0603667 Long DBT CORP US N 2 2022-07-22 Floating 2.02763 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 1700000.000000 PA USD 1914275.920000 0.2299061 Long DBT CORP US N 2 2028-07-22 Floating 3.591 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 U6S771NR6 8600000.000000 PA USD 7472046.620000 0.8973989 Long DBT CORP US Y 2 2032-04-02 Variable 7.5 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A ACI1H1H46 500000.000000 PA 623509.830000 0.0748840 Long DBT CORP US N 2 2028-06-05 Fixed 3.692 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YF5 2418000.000000 PA USD 3526362.840000 0.4235190 Long DBT MUN US N 2 2057-04-01 Fixed 6.637 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAN4 2400000.000000 PA USD 2685398.230000 0.3225185 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAP9 100000.000000 PA USD 124139.720000 0.0149093 Long DBT CORP NL N 2 2046-06-15 Fixed 5.25 N N N N N N NASDAQ INC (AKA: NASDAQ OMX GROUP INC) 549300L8X1Q78ERXFD06 ACI1K0LN7 200000.000000 PA 224250.060000 0.0269326 Long DBT CORP US N 2 2030-02-13 Fixed 0.875 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AK2 900000.000000 PA USD 941623.580000 0.1130898 Long DBT CORP US N 2 2027-10-15 Fixed 3.5 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAA7 300000.000000 PA USD 285516.000000 0.0342907 Long DBT CORP US N 2 2027-01-15 Fixed 6 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63859WAE9 1600000.000000 PA USD 1731259.570000 0.2079257 Long DBT CORP GB N 2 2026-09-14 Fixed 4 N N N N N N NATIONWIDE FINANCIAL SERVICES INC 5493001H7AZNDS6BKJ36 638612AM3 600000.000000 PA USD 601254.280000 0.0722111 Long DBT CORP US N 2 2049-11-30 Fixed 3.9 N N N N N N NAVIENT CORPORATION 54930067J0ZNOEBRW338 78442FEL8 200000.000000 PA USD 200945.000000 0.0241337 Long DBT CORP US N 2 2022-01-25 Fixed 7.25 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A N/A 64830KAA5 285827.660000 PA USD 309471.100000 0.0371677 Long ABS-MBS CORP US N 2 2058-05-25 Variable 4.5 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 N/A 64830NAA9 1479100.000000 PA USD 1554435.590000 0.1866890 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAE4 400000.000000 PA USD 448182.080000 0.0538270 Long DBT CORP AU N 2 2050-05-13 Fixed 4.2 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAB0 950000.000000 PA USD 1246074.640000 0.1496546 Long DBT CORP AU N 2 2041-11-15 Fixed 5.75 N N N N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639AX4 1100000.000000 PA USD 1162128.530000 0.1395726 Long DBT CORP US N 2 2029-10-01 Fixed 2.8 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 700000.000000 PA USD 856337.410000 0.1028468 Long DBT CORP US N 2 2037-12-15 Fixed 7.768 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 654740AW9 800000.000000 PA USD 769105.050000 0.0923701 Long DBT CORP US N 2 2022-01-13 Floating 2.20138 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FQ2 1900000.000000 NS USD 1698695.000000 0.2040147 Long EP CORP US N 2 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAQ2 500000.000000 PA USD 522156.780000 0.0627115 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CG1 1101000.000000 PA USD 1131005.100000 0.1358346 Long DBT CORP US N 2 2055-05-15 Fixed 3.155 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 700000.000000 PA USD 732365.400000 0.0879577 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 62954HAA6 900000.000000 PA USD 1008613.180000 0.1211353 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DH5 800000.000000 PA USD 723500.000000 0.0868929 Long DBT CORP US N 2 2039-06-15 Fixed 7.95 N N N N N N OHIO EDISON COMPANY N/A 677347CE4 1100000.000000 PA USD 1555747.910000 0.1868466 Long DBT CORP US N 2 2036-07-15 Fixed 6.875 N N N N N N OHIO NATIONAL FINANCIAL SERVICES INC 549300K609B872PZT291 67740QAH9 400000.000000 PA USD 382677.870000 0.0459599 Long DBT CORP US N 2 2030-01-24 Fixed 5.55 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 P7354PAA2 200000.000000 PA USD 167050.000000 0.0200628 Long DBT CORP BR N 2 2025-07-27 Fixed 10 N N Y N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BD4 2000000.000000 PA USD 2286520.080000 0.2746129 Long DBT CORP US N 2 2026-01-15 Fixed 5.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 1900000.000000 PA USD 2286227.080000 0.2745777 Long DBT CORP US N 2 2045-05-15 Fixed 4.125 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AF8 1300000.000000 PA USD 1358597.340000 0.1631686 Long DBT CORP US N 2 2026-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 1700000.000000 PA USD 1645396.000000 0.1976134 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 064058AH3 500000.000000 NS USD 521250.000000 0.0626025 Long EP CORP US N 2 N N N PARSLEY ENERGY LLC / PARSLEY FINANCE CORP N/A 701885AJ4 200000.000000 PA USD 181500.000000 0.0217983 Long DBT CORP US N 2 2028-02-15 Fixed 4.125 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAJ2 500000.000000 PA USD 547093.590000 0.0657064 Long DBT CORP US N 2 2050-06-01 Fixed 3.25 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BH6 500000.000000 PA USD 510544.150000 0.0613168 Long DBT CORP US N 2 2029-11-01 Fixed 3.35 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AG4 300000.000000 PA USD 322096.730000 0.0386841 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 400000.000000 PA USD 404187.330000 0.0485432 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 1300000.000000 PA 434659.450000 0.0522030 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 P78024AE9 1300000.000000 PA 424003.740000 0.0509232 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAM1 500000.000000 PA USD 515625.000000 0.0619270 Long DBT CORP ID N 2 2050-02-05 Fixed 4.375 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBF5 2194000.000000 PA USD 2189612.000000 0.2629742 Long DBT CORP NL N 2 2030-01-15 Fixed 5.093 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCL4 3684000.000000 PA USD 2740324.980000 0.3291153 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDA7 3228000.000000 PA USD 2485947.360000 0.2985643 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 400000.000000 PA USD 408406.660000 0.0490500 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBA9 300000.000000 PA USD 291287.960000 0.0349839 Long DBT CORP US N 2 2042-06-01 Fixed 5.15 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 3100000.000000 PA USD 3743090.160000 0.4495482 Long DBT CORP US N 2 2042-11-06 Fixed 4.4 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AE5 400000.000000 PA USD 582830.880000 0.0699985 Long DBT CORP US N 2 2031-03-01 Fixed 7.75 N N N N N N PROTECTIVE LIFE CORPORATION 549300ZWIT8J8Y2EXL07 743674BE2 600000.000000 PA USD 611742.410000 0.0734708 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 800000.000000 PA USD 884347.520000 0.1062109 Long DBT CORP US N 2 2051-03-13 Fixed 3.7 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAG6 400000.000000 PA USD 404043.510000 0.0485260 Long DBT CORP ID N 2 2050-01-21 Fixed 4.175 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370CAC4 400000.000000 PA USD 398024.000000 0.0478030 Long DBT CORP US N 2 2028-02-15 Fixed 4 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AJ1 500000.000000 PA USD 553002.020000 0.0664160 Long DBT CORP US N 2 2030-06-15 Fixed 4.1 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPF7 1000000.000000 PA USD 1152639.000000 0.1384329 Long DBT NUSS QA N 2 2029-03-14 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAH0 400000.000000 PA USD 472448.000000 0.0567414 Long DBT NUSS QA N 2 2028-04-23 Fixed 4.5 N N N N N N QUICKEN LOANS LLC 549300FGXN1K3HLB1R50 74840LAB8 300000.000000 PA USD 312871.500000 0.0375761 Long DBT CORP US N 2 2028-01-15 Fixed 5.25 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AM5 2100000.000000 PA USD 1753500.000000 0.2105968 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N RBSSP RESECURITIZATION TRUST 2009-12 N/A 74928UCA3 221991.800000 PA USD 222701.130000 0.0267466 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.59783 N N N N N N RCS & RDS SA 3157008PTGOXBWZDVF10 ACI1JH5Q3 300000.000000 PA 323375.760000 0.0388377 Long DBT CORP RO N 2 2025-02-05 Fixed 2.5 N N N N N N REFINITIV US HOLDINGS INC (AKA: FINANCIAL & RISK US HOLDINGS I) 549300NF240HXJO7N016 31740MAD3 1591919.200000 PA 1758899.050000 0.2112452 Long LON CORP US N 2 2025-10-01 Floating 3.25 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RBA0 500000.000000 PA USD 538570.900000 0.0646828 Long DBT CORP US N 2 2030-06-15 Fixed 3.7 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 74949LAD4 400000.000000 PA USD 433692.320000 0.0520868 Long DBT CORP US N 2 2030-05-22 Fixed 3 N N N N N N ACCREDITED MORTGAGE LN TR 2004-4 N/A 004375CG4 602766.560000 PA USD 571823.960000 0.0686765 Long ABS-MBS CORP US N 2 2035-01-25 Floating 1.03825 N N N N N N RESOLUTION FUNDING CORP N/A 76116EGR5 700000.000000 PA USD 619671.880000 0.0744231 Long DBT USGSE US N 2 2030-01-15 None 0 N N N N N N RESOLUTION FUNDING CORP N/A 76116EHP8 1600000.000000 PA USD 1411875.330000 0.1695674 Long DBT USGSE US N 2 2030-04-15 None 0 N N N N N N RESOLUTION FUNDING CORP N/A 76116FAB3 6900000.000000 PA USD 6105300.230000 0.7332515 Long DBT USGSE US N 2 2030-01-15 None 0 N N N N N N RESOLUTION FUNDING CORP N/A 76116FAC1 4100000.000000 PA USD 3617930.530000 0.4345164 Long DBT USGSE US N 2 2030-04-15 None 0 N N N N N N RESOLUTION FUNDING CORP N/A 76116FAE7 5400000.000000 PA USD 5395414.480000 0.6479937 Long DBT USGSE US N 2 2020-10-15 None 0 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 347237.820000 PA USD 355918.770000 0.0427461 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 800000.000000 PA USD 743500.000000 0.0892950 Long DBT CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAB4 200000.000000 PA USD 193090.850000 0.0231904 Long DBT CORP GB N 2 2025-10-14 Fixed 3.625 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097AH4 1900000.000000 PA USD 2752568.000000 0.3305857 Long DBT CORP GB N 2 2031-09-30 Floating 7.648 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 1500000.000000 PA USD 1562955.000000 0.1877122 Long DBT CORP GB N 2 2021-08-15 Floating 8.625 N N N N Y ROYAL BANK OF SCOTLAND GROUP PLC GBP XXXX N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 1200000.000000 PA USD 1442623.870000 0.1732603 Long DBT CORP GB N 2 2030-01-27 Floating 5.076 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AS5 1500000.000000 PA USD 1679436.180000 0.2017017 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AW6 600000.000000 PA USD 663786.730000 0.0797213 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BQ6 1000000.000000 PA USD 1181350.760000 0.1418812 Long DBT CORP US N 2 2042-04-01 Fixed 4.3 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 700000.000000 PA USD 760868.500000 0.0913809 Long DBT CORP KY N 2 2025-08-08 Fixed 5.125 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 1700000.000000 PA USD 1882478.000000 0.2260871 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI0CTJV0 400000.000000 PA 508093.190000 0.0610224 Long DBT CORP GB N 2 2022-06-24 Floating 7.375 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAA3 500000.000000 PA USD 544195.500000 0.0653583 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAX1 400000.000000 PA USD 426755.170000 0.0512536 Long DBT CORP GB N 2 2024-06-18 Fixed 2.875 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAF6 1800000.000000 PA USD 2105739.000000 0.2529010 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2C8 400000.000000 PA USD 416259.070000 0.0499931 Long DBT CORP SA N 2 2024-04-16 Fixed 2.875 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2F1 300000.000000 PA USD 339770.560000 0.0408067 Long DBT CORP SA N 2 2049-04-16 Fixed 4.375 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 L8084MAB6 200000.000000 PA USD 212864.000000 0.0255651 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH) 529900JL0HDVGZMUJF32 ACI1C5ZK6 300000.000000 PA 336636.980000 0.0404304 Long DBT CORP DE N 2 2025-05-15 Fixed 3.625 N N Y N N N SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-3 N/A 35564CEE3 1890756.620000 PA USD 1996611.950000 0.2397947 Long ABS-MBS MUN US N 2 2029-11-25 Fixed 2.75 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES TRUST LLC 2006-NC2 N/A 81376EAC9 749820.710000 PA USD 725124.470000 0.0870880 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.64825 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MBB7 300000.000000 PA USD 254566.930000 0.0305737 Long DBT CORP US N 2 2029-10-01 Fixed 4.95 N N N N N N SES SA 5493008JPA4HYMH1HX51 78413HAB5 1800000.000000 PA USD 1786614.950000 0.2145739 Long DBT CORP LU N 2 2043-04-04 Fixed 5.3 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582AT9 1100000.000000 PA USD 1220506.890000 0.1465839 Long DBT CORP NL N 2 2042-08-21 Fixed 3.625 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 825547AC6 400000.000000 PA USD 352874.780000 0.0423805 Long DBT CORP IN N 2 2023-07-16 Fixed 5.1 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 825547AA0 200000.000000 PA USD 183406.000000 0.0220272 Long DBT CORP IN N 2 2022-10-24 Fixed 5.95 N N N N N N SLM STUDENT LOAN TRUST 2008-9 N/A 78445JAA5 69799.930000 PA USD 68351.850000 0.0082091 Long ABS-O CORP US N 2 2023-04-25 Floating 2.49138 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2007-20L N/A 83162CRL9 63400.500000 PA USD 68725.520000 0.0082540 Long ABS-O CORP US N 2 2027-12-01 Fixed 5.29 N N N N N N ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC) N/A 74166MAE6 200000.000000 PA USD 188938.000000 0.0226916 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368JKG4 300000.000000 PA USD 303276.000000 0.0364237 Long DBT CORP FR N 2 2021-09-13 Floating 7.375 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAJ9 400000.000000 PA USD 474213.290000 0.0569534 Long DBT CORP US N 2 2049-05-01 Fixed 4.15 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 200000.000000 PA USD 220702.620000 0.0265066 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 100000.000000 PA USD 129521.630000 0.0155557 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400ES8 300000.000000 PA USD 403296.840000 0.0484363 Long DBT CORP US N 2 2034-01-15 Fixed 6 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FC2 200000.000000 PA USD 254842.700000 0.0306068 Long DBT CORP US N 2 2036-02-01 Fixed 5.625 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 400000.000000 PA USD 491045.450000 0.0589750 Long DBT CORP US N 2 2043-10-01 Fixed 4.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 200000.000000 PA USD 248162.890000 0.0298046 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 800000.000000 PA USD 887252.270000 0.1065597 Long DBT CORP US N 2 2026-07-01 Fixed 3.25 N N N N N N SPAIN GOVT 9598007A56S18711AH60 BFNYDZII7 700000.000000 PA 1458936.970000 0.1752195 Long DBT NUSS ES N 2 2044-10-31 Fixed 5.15 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00772BAF8 1000000.000000 PA USD 1006345.930000 0.1208630 Long DBT CORP IE N 2 2021-05-15 Fixed 4.5 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAJ9 400000.000000 PA USD 340000.000000 0.0408343 Long DBT CORP US N 2 2023-06-15 Fixed 3.95 N N N N N N SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A N/A 84858DAA6 146446.680000 PA USD 124484.670000 0.0149507 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAC2 1500000.000000 PA USD 1556843.180000 0.1869781 Long DBT CORP US N 2 2026-09-15 Fixed 4.45 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAH8 300000.000000 PA USD 339282.000000 0.0407480 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAE5 800000.000000 PA USD 839604.000000 0.1008371 Long DBT CORP US N 2 2021-09-15 Fixed 7.25 N N N N N N SPRINT CORPORATION 549300ZTTY7CXOLJ6539 85207UAF2 300000.000000 PA USD 338248.500000 0.0406239 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325WAA6 500000.000000 PA USD 510985.950000 0.0613698 Long DBT CORP GB N 2 2026-01-30 Floating 2.819 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 ACI1GX0Q6 400000.000000 PA 425804.160000 0.0511394 Long DBT CORP US N 2 2026-11-21 Fixed 2.25 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AY5 400000.000000 PA USD 405599.700000 0.0487129 Long DBT CORP US N 2 2022-05-07 Fixed 1.3 N N N N N N STATE OF RIO DE JANEIRO N/A 932RBYII0 1500000.000000 PA USD 1507937.360000 0.1811045 Long LON NUSS BR N 3 2020-12-20 Floating 6.0244 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 500000.000000 PA USD 530537.940000 0.0637180 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N STRUCTURED ADJUSTABLE RATE MTG LN 2004-1 N/A 86359BGF2 7406.060000 PA USD 7123.800000 0.0008556 Long ABS-MBS CORP US N 2 2034-02-25 Floating 3.76507 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAG3 1200000.000000 PA USD 1711367.270000 0.2055366 Long DBT CORP US N 2 2037-12-15 Fixed 6.75 N N N N N N STRUCTURED ASSET INVST LN TR 2006-3 N/A 863587AE1 726266.440000 PA USD 703906.290000 0.0845397 Long ABS-MBS CORP US N 2 2036-06-25 Floating 0.31825 N N N N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846UAM3 400000.000000 PA USD 411017.420000 0.0493635 Long DBT CORP US N 2 2030-06-04 Fixed 2.1 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A 86360KAE8 89756.520000 PA USD 84422.130000 0.0101392 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.4045 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR6 N/A 86360UAF3 45022.750000 PA USD 34763.560000 0.0041751 Long ABS-MBS CORP US N 2 2046-07-25 Floating 0.3745 Y N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAJ4 300000.000000 PA USD 328121.720000 0.0394077 Long DBT CORP HK N 2 2030-04-07 Fixed 3.375 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667AZ4 400000.000000 PA USD 402075.210000 0.0482896 Long DBT CORP US N 2 2050-06-15 Fixed 2.9 N N N N N N STUDIO CITY CO LTD N/A 86400GAB5 1600000.000000 PA USD 1615704.000000 0.1940474 Long DBT CORP VG N 2 2021-11-30 Fixed 7.25 N N N N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 00135TAB0 500000.000000 PA USD 533243.350000 0.0640430 Long DBT CORP IE N 2 2025-04-10 Floating 4.263 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCB4 700000.000000 PA USD 703056.540000 0.0844377 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867229AE6 100000.000000 PA USD 126946.350000 0.0152464 Long DBT CORP CA N 2 2038-06-15 Fixed 6.5 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5493006LL0CKP8WQW329 86765BAT6 1200000.000000 PA USD 1263240.880000 0.1517163 Long DBT CORP US N 2 2026-07-15 Fixed 3.9 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 78486LAA0 1300000.000000 PA USD 1358266.000000 0.1631289 Long DBT CORP CO N 2 2027-04-11 Fixed 4.375 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 400000.000000 PA USD 420145.050000 0.0504598 Long DBT CORP NL N 2 2023-04-24 Fixed 4.441 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87265VAF5 800000.000000 PA USD 800000.000000 0.0960807 Long LON CORP US N 2 2027-04-01 Floating 3.1782 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 400000.000000 PA USD 446578.000000 0.0536344 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060BD7 1100000.000000 PA USD 1106082.750000 0.1328414 Long DBT CORP JP N 2 2060-07-09 Fixed 3.375 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AW6 600000.000000 PA USD 740634.440000 0.0889508 Long DBT CORP JP N 2 2028-11-26 Fixed 5 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BD8 1100000.000000 PA USD 1417159.350000 0.1702020 Long DBT CORP US N 2 2044-09-15 Fixed 4.9 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901JAE5 500000.000000 PA USD 462912.500000 0.0555962 Long DBT CORP US N 2 2028-03-15 Fixed 4.625 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 879385AD4 1250000.000000 PA USD 1925800.760000 0.2312902 Long DBT CORP NL N 2 2030-09-15 Fixed 8.25 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAL0 1100000.000000 PA USD 1169862.720000 0.1405015 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAW6 600000.000000 PA USD 607802.020000 0.0729975 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AU3 100000.000000 PA USD 132986.200000 0.0159718 Long DBT CORP US N 2 2037-04-01 Fixed 7.625 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 2700000.000000 PA USD 2772113.730000 0.3329331 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 88165FAG7 100000.000000 PA USD 96722.500000 0.0116165 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAD3 600000.000000 PA USD 568665.000000 0.0682971 Long DBT CORP NL N 2 2023-07-21 Fixed 2.8 N N N N N N TEXAS EASTERN TRANSMISSION LP 549300SIOULUXXIDGA69 882384AE0 2800000.000000 PA USD 3058688.610000 0.3673510 Long DBT CORP US N 2 2048-01-15 Fixed 4.15 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAE3 300000.000000 PA USD 292787.870000 0.0351641 Long DBT CORP NO N 2 2025-01-15 Fixed 3 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAB0 700000.000000 PA USD 716294.450000 0.0860275 Long DBT CORP US N 2 2050-06-01 Fixed 2.415 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAC8 1400000.000000 PA USD 1456866.250000 0.1749708 Long DBT CORP US N 2 2070-06-01 Fixed 2.815 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 ACI1FSPT5 500000.000000 PA 553824.620000 0.0665148 Long DBT CORP US N 2 2039-10-01 Fixed 1.5 N N N N N N THOMSON REUTERS CORPORATION 549300561UZND4C7B569 884903BP9 3500000.000000 PA USD 4746573.930000 0.5700674 Long DBT CORP CA N 2 2043-11-23 Fixed 5.65 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 1297000.000000 PA USD 1565068.100000 0.1879660 Long DBT CORP US N 2 2041-09-01 Fixed 5.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 400000.000000 PA USD 494188.110000 0.0593524 Long DBT CORP US N 2 2040-11-15 Fixed 5.875 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAA1 85000.000000 PA USD 85669.800000 0.0102890 Long DBT MUN US N 2 2047-06-01 Fixed 7.467 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 1400000.000000 PA USD 1424500.000000 0.1710836 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 902590.950000 PA USD 951706.430000 0.1143007 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 331452.810000 PA USD 330349.270000 0.0396752 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.1845 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY3 N/A 89177XAA5 251651.460000 PA USD 251002.380000 0.0301456 Long ABS-MBS CORP US N 2 2059-10-25 Floating 1.1845 N N N N N N TP ICAP PLC 5493009UWRK48KKUD358 ACI0S0XS7 500000.000000 PA 668068.500000 0.0802356 Long DBT CORP GB N 2 2024-01-26 Fixed 5.25 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAY5 600000.000000 PA USD 742602.160000 0.0891871 Long DBT CORP CA N 2 2048-05-15 Fixed 4.875 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 150000.000000 PA USD 216810.100000 0.0260391 Long DBT CORP CA N 2 2038-08-15 Fixed 7.25 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAD1 100000.000000 PA USD 133913.860000 0.0160832 Long DBT CORP CA N 2 2037-10-15 Fixed 6.2 N N N N N N TRANSOCEAN PONTUS LIMITED N/A 89382PAA3 250500.010000 PA USD 220440.010000 0.0264750 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAD5 2100000.000000 PA USD 2103645.540000 0.2526495 Long DBT CORP CH N 2 2023-08-15 Floating 1.34238 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAD5 400000.000000 PA USD 411633.440000 0.0494375 Long DBT CORP US N 2 2030-05-27 Fixed 2.6 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 500000.000000 PA USD 553387.920000 0.0664623 Long DBT CORP US N 2 2049-09-23 Fixed 3.8 N N N N N N UMBS PASS THRU POOLS N/A 01F022683 47400000.000000 PA USD 49307608.730000 5.9218839 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022691 4850000.000000 PA USD 5034398.890000 0.6046354 Long ABS-MBS USGSE US N 2 2050-09-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030694 2800000.000000 PA USD 2938993.650000 0.3529755 Long ABS-MBS USGSE US N 2 2050-09-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 -1700000.000000 PA USD -1788073.400000 -0.2147491 Short ABS-MBS USGSE US N 2 2050-08-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 980000.000000 PA USD 1038991.410000 0.1247837 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 4 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 ACI09B5F3 600000.000000 PA 662851.040000 0.0796089 Long DBT CORP IT N 2 2021-09-10 Floating 6.75 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 BYXSS8II2 500000.000000 PA 599261.190000 0.0719718 Long DBT CORP IT N 2 2022-06-03 Floating 9.25 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAT9 3600000.000000 PA USD 4001277.170000 0.4805566 Long DBT CORP KY N 2 2027-12-06 Fixed 3.4 N N N N N N UNION PACIFIC RAILROAD CO 2004 PASS THROUGH TRUST N/A 90783TAA8 174489.180000 PA USD 181446.760000 0.0217919 Long DBT CORP US N 2 2025-07-02 Fixed 5.404 N N N N N N ALLEGION PUBLIC LIMITED COMPANY N/A 01748TAB7 600000.000000 PA USD 631392.700000 0.0758308 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 723789.070000 PA USD 665726.060000 0.0799542 Long DBT CORP US N 2 2027-10-11 Fixed 4 N N N N N N UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST N/A 909318AA5 1306237.300000 PA USD 1227833.020000 0.1474637 Long DBT CORP US N 2 2031-09-01 Fixed 3.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EL3 200000.000000 PA USD 139479.460000 0.0167516 Long DBT UST US N 2 2045-02-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EC3 5800000.000000 PA USD 4204640.630000 0.5049808 Long DBT UST US N 2 2043-05-15 None 0 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAF2 297750.000000 PA USD 286361.060000 0.0343922 Long LON CORP US N 2 2025-05-09 Floating 3.44 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803ET6 8700000.000000 PA USD 5940611.430000 0.7134723 Long DBT UST US N 2 2046-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803DN0 4500000.000000 PA USD 3528570.920000 0.4237842 Long DBT UST US N 2 2040-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803DY6 2600000.000000 PA USD 1925411.070000 0.2312434 Long DBT UST US N 2 2042-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EZ2 22500000.000000 PA USD 15085412.780000 1.8117704 Long DBT UST US N 2 2047-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FE8 700000.000000 PA USD 462894.470000 0.0555940 Long DBT UST US N 2 2048-08-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803DP5 12200000.000000 PA USD 9511762.570000 1.1423704 Long DBT UST US N 2 2040-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EE9 1000000.000000 PA USD 716160.840000 0.0860115 Long DBT UST US N 2 2043-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803EK5 13200000.000000 PA USD 9247229.380000 1.1105998 Long DBT UST US N 2 2044-11-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128337V6 500000.000000 PA USD 433796.330000 0.0520993 Long DBT UST US N 2 2034-05-15 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285W6 406248.000000 PA USD 463326.420000 0.0556459 Long DBT UST US N 2 2029-01-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RF7 5419223.750000 PA USD 7406555.090000 0.8895333 Long DBT UST US N 2 2044-02-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RL4 980127.000000 PA USD 1200908.050000 0.1442300 Long DBT UST US N 2 2045-02-15 Fixed 0.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Z94 6800000.000000 PA USD 7351437.500000 0.8829136 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 23100000.000000 PA USD 31328472.710000 3.7625751 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SL3 27000000.000000 PA USD 30913945.380000 3.7127900 Long DBT UST US N 2 2050-02-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RB6 1637000.000000 PA USD 2139322.400000 0.2569344 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SC3 3103000.000000 PA USD 4347775.710000 0.5221714 Long DBT UST US N 2 2048-05-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 19770000.000000 PA USD 26739311.110000 3.2114130 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SN9 46000000.000000 PA USD 44174375.000000 5.3053784 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828YB0 6575000.000000 PA USD 7174455.110000 0.8616579 Long DBT UST US N 2 2029-08-15 Fixed 1.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QX9 600000.000000 PA USD 769523.440000 0.0924204 Long DBT UST US N 2 2042-08-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RY6 6008000.000000 PA USD 7848771.410000 0.9426438 Long DBT UST US N 2 2047-08-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SD1 12712000.000000 PA USD 17477510.280000 2.0990632 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ACI1HZR08 400000.000000 PA 422435.840000 0.0507349 Long DBT CORP LU N 2 2025-01-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828YS3 2135000.000000 PA USD 2357340.220000 0.2831185 Long DBT UST US N 2 2029-11-15 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QD3 40000.000000 PA USD 62912.500000 0.0075558 Long DBT UST US N 2 2039-11-15 Fixed 4.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SK5 128780000.000000 PA USD 159023178.130000 19.0988131 Long DBT UST US N 2 2049-11-15 Fixed 2.375 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEA6 1100000.000000 PA USD 1177625.920000 0.1414338 Long DBT CORP US N 2 2060-05-15 Fixed 3.125 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBE1 1300000.000000 PA USD 1990863.430000 0.2391043 Long DBT CORP US N 2 2037-11-15 Fixed 6.625 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHA6 2000000.000000 PA USD 2787080.000000 0.3347306 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAQ9 500000.000000 PA USD 537614.140000 0.0645679 Long DBT CORP US N 2 2025-03-15 Fixed 4.5 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 1600000.000000 PA USD 2094888.000000 0.2515978 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N ALTICE FRANCE SA (AKA: SFR GROUP SA) 5493001ZMCICV4N02J21 F6628DAM6 394000.000000 PA USD 380407.000000 0.0456872 Long LON CORP FR N 2 2026-08-14 Floating 4.1848 N N N N N N VERIFONE SYSTEMS INC N/A 92346NAB5 295500.000000 PA USD 249919.130000 0.0300155 Long LON CORP US N 2 2025-08-20 Floating 4.3766 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 400000.000000 PA USD 454400.540000 0.0545739 Long DBT CORP US N 2 2050-05-15 Fixed 3.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCZ5 1336000.000000 PA USD 1818848.500000 0.2184452 Long DBT CORP US N 2 2055-03-15 Fixed 4.672 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDD3 2500000.000000 PA USD 2722441.400000 0.3269674 Long DBT CORP US N 2 2026-08-15 Fixed 2.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDC5 1800000.000000 PA USD 2251622.230000 0.2704217 Long DBT CORP US N 2 2046-08-15 Fixed 4.125 N N N N N N VESSEL MANAGEMENT SERVICES INC 549300FGG4OD84UNFA43 228027AA6 1638000.000000 PA USD 1903678.330000 0.2286333 Long DBT CORP US N 2 2036-08-15 Fixed 3.432 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 1400000.000000 PA USD 1633123.280000 0.1961394 Long DBT CORP US N 2 2029-02-14 Fixed 4.8 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FG4 300000.000000 PA USD 539947.220000 0.0648481 Long DBT CORP US N 2 2038-11-15 Fixed 8.875 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 700000.000000 PA USD 741965.320000 0.0891106 Long DBT CORP US N 2 2027-08-21 Fixed 3.9 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 1000000.000000 PA USD 1258304.100000 0.1511233 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 1200000.000000 PA USD 1412256.020000 0.1696131 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BE1 600000.000000 PA USD 644947.280000 0.0774587 Long DBT CORP US N 2 2025-05-13 Fixed 3.35 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687GA8 2500000.000000 PA USD 2878356.230000 0.3456929 Long DBT CORP US N 2 2060-05-13 Fixed 3.8 N N N N N N WASHINGTON MUTUAL 2004-AR8 N/A 92922FTJ7 106899.990000 PA USD 104107.190000 0.0125034 Long ABS-MBS CORP US N 2 2044-06-25 Floating 0.6045 N N N N N N WASHINGTON MUTUAL 2004-RP1 N/A 92922FYJ1 973451.330000 PA USD 821414.390000 0.0986525 Long ABS-MBS CORP US N 2 2034-05-25 Floating 0.5545 N N N N N N AMERICAN AIRLINES 2014-1 CLASS B PASS THROUGH TRUST N/A 02376XAA7 407655.820000 PA USD 293567.430000 0.0352577 Long DBT CORP US N 2 2024-04-01 Fixed 4.375 N N N N N N WASHINGTON MUTUAL 2006-AR18 N/A 933637AD2 764490.450000 PA USD 684369.330000 0.0821933 Long ABS-MBS CORP US N 2 2037-01-25 Floating 2.98112 Y N N N N N AMERICAN AIRLINES 2016-2 CLASS A PASS THROUGH TRUST N/A 023764AA1 416000.000000 PA USD 340132.370000 0.0408502 Long DBT CORP US N 2 2029-12-15 Fixed 3.65 N N N N N N WASHINGTON MUTUAL 2006-AR9 N/A 93363DAB3 550078.410000 PA USD 491965.160000 0.0590854 Long ABS-MBS CORP US N 2 2046-08-25 Floating 2.24 N N N N N N AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST N/A 02377CAA2 222938.740000 PA USD 183527.850000 0.0220418 Long DBT CORP US N 2 2031-04-15 Fixed 3.6 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 1600000.000000 PA USD 1675887.140000 0.2012754 Long DBT CORP US N 2 2031-02-11 Floating 2.572 N N N N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 1426808.840000 PA USD 1343875.150000 0.1614005 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2H5 1100000.000000 PA USD 1145804.610000 0.1376121 Long DBT CORP US N 2 2025-10-30 Floating 2.406 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 400000.000000 PA USD 590622.260000 0.0709342 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAG6 750000.000000 PA USD 1037806.160000 0.1246414 Long DBT CORP US N 2 2037-02-01 Fixed 5.85 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2010-C1 N/A 94987MAB7 300514.770000 PA USD 301234.200000 0.0361785 Long ABS-MBS CORP US N 2 2043-11-15 Fixed 4.393 N N N N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958254AL8 600000.000000 PA USD 489000.000000 0.0587293 Long DBT CORP US N 2 2048-08-15 Fixed 5.5 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BR4 1200000.000000 PA USD 1661667.180000 0.1995676 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BX1 700000.000000 PA USD 791446.800000 0.0950534 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BM1 137000.000000 PA USD 203352.440000 0.0244228 Long DBT CORP US N 2 2032-03-15 Variable 8.75 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CJ5 2400000.000000 PA USD 2838085.780000 0.3408564 Long DBT CORP US N 2 2045-12-15 Fixed 4.3 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AN3 1600000.000000 PA USD 1693917.760000 0.2034409 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7 N N N N N N WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAM0 400000.000000 PA USD 405590.000000 0.0487117 Long DBT CORP US N 2 2025-10-01 Variable 6.35 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 400000.000000 PA USD 346652.000000 0.0416332 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AA7 600000.000000 PA USD 537282.000000 0.0645280 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N YPF SA 5493003N7447U18U5U53 ACI1J9CS9 4070000.000000 PA 41921.940000 0.0050349 Long DBT CORP AR N 2 2021-03-04 Floating 52.9918 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAA3 400000.000000 PA USD 380312.000000 0.0456758 Long DBT CORP US N 2 2027-03-01 Fixed 4 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 399000.000000 PA USD 379486.510000 0.0455766 Long LON CORP US N 2 2027-03-09 Floating 3.1782 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAP8 300000.000000 PA USD 387945.940000 0.0465926 Long DBT CORP US N 2 2048-08-20 Fixed 4.45 N N N N N N N/A N/A 000000000 449000.000000 PA USD 449000.000000 0.0539253 Long RA US N 2 Repurchase N 0.0000001 2020-07-01 427600.000000 USD 458035.240000 USD UST N N N AMERICAN HOME MTGE INV TRUST 2005-4 N/A 02660TGN7 1101500.730000 PA USD 993475.780000 0.1193172 Long ABS-MBS CORP US N 2 2045-11-25 Floating 0.74825 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DP9 1100000.000000 PA USD 1265891.460000 0.1520346 Long DBT CORP US N 2 2050-06-30 Fixed 4.375 N N N N N N N/A N/A 000000000 -9085437.500000 PA USD -9085538.450000 -1.0911806 Short RA US N 2 Reverse repurchase N 0.2000000 2020-07-01 8075000.000000 USD 9029000.990000 USD UST N N N N/A N/A 000000000 -8244000.000000 PA USD -8244480.900000 -0.9901689 Short RA US N 2 Reverse repurchase N 0.0500000 2020-07-15 7200000.000000 USD 8248218.770000 USD UST N N N N/A N/A 000000000 -1694906.250000 PA USD -1694942.980000 -0.2035640 Short RA US N 2 Reverse repurchase N 0.0600000 2020-07-02 1515000.000000 USD 1735562.700000 USD UST N N N N/A N/A 000000000 -8172000.000000 PA USD -8172122.580000 -0.9814786 Short RA US N 2 Reverse repurchase N 0.0600000 2020-07-06 7200000.000000 USD 8248218.770000 USD UST N N N N/A N/A 000000000 -7369500.000000 PA USD -7369729.270000 -0.8851105 Short RA US N 2 Reverse repurchase N 0.1400000 2020-07-07 6800000.000000 USD 7352234.390000 USD UST N N N N/A N/A 000000000 -11412500.000000 PA USD -11412804.340000 -1.3706871 Short RA US N 2 Reverse repurchase N 0.0600000 2020-07-15 10000000.000000 USD 11455859.400000 USD UST N N N N/A N/A 000000000 -5292000.000000 PA USD -5293358.280000 -0.6357366 Short RA US N 2 Reverse repurchase N 0.2100000 2020-08-18 4200000.000000 USD 5189132.800000 USD UST N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEJ9 1700000.000000 PA USD 2772989.000000 0.3330382 Long DBT MUN US N 2 2041-02-15 Fixed 7.834 N N N N N N N/A N/A 000000000 1.000000 NC USD 16612.430000 0.0019952 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AMERICAN INTERNATIONAL GROUP INC AIG INC Y Single Leg Swap 2023-12-21 4573.790000 USD 0.000000 USD 1100000.000000 USD 12038.640000 N N N N/A N/A 000000000 1.000000 NC USD 8674.950000 0.0010419 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 26747.460000 USD 0.000000 USD 4100000.000000 USD -18072.510000 N N N N/A N/A 000000000 1.000000 NC USD 544.390000 0.0000654 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 0.000000 USD -5361.540000 USD 1300000.000000 USD 5905.930000 N N N N/A N/A 000000000 1.000000 NC USD -4802.470000 -0.0005768 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 24464.190000 USD 0.000000 USD 1500000.000000 USD -29266.660000 N N N N/A N/A 000000000 1.000000 NC USD 2656.980000 0.0003191 N/A DCR US N 3 UBS AG BFM8T61CT2L1QCEMIK50 AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) PARK AEROSPACE HOLDINGS SR UNSEC 144A Y Single Leg Swap 2020-07-02 105401.660000 USD 0.000000 USD 1800000.000000 USD -102744.680000 N N N N/A N/A 000000000 1.000000 NC USD 3269.830000 0.0003927 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BAIDU INC BAIDU INC Y Single Leg Swap 2024-12-21 0.000000 USD -2325.510000 USD 400000.000000 USD 5595.340000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 200000.000000 PA USD 214947.230000 0.0258153 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N N/A N/A 000000000 1.000000 NC 6948.300000 0.0008345 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 77154.890000 RUB 5996941.000000 RUB 2020-07-17 6948.300000 N N N N/A N/A 000000000 1.000000 NC -2242.680000 -0.0002693 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 74556.060000 RUB 5173557.000000 RUB 2020-08-14 -2242.680000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAM2 1800000.000000 PA USD 1972585.030000 0.2369091 Long DBT CORP US N 2 2027-01-15 Fixed 3.125 N N N N N N N/A N/A 000000000 1.000000 NC USD 12600.530000 0.0015133 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2022-06-21 12670.110000 USD 0.000000 USD 700000.000000 USD -69.580000 N N N N/A N/A 000000000 1.000000 NC USD 3558.820000 0.0004274 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BHP BILLITON FINANCE (USA) LIMITED BHP BILLITON FIN USA LTD CO GTD Y Single Leg Swap 2021-06-21 0.000000 USD -15496.780000 USD 400000.000000 USD 19055.600000 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBD1 500000.000000 PA USD 493654.160000 0.0592883 Long DBT CORP US N 2 2050-06-15 Fixed 3.1 N N N N N N N/A N/A 000000000 1.000000 NC 483.260000 0.0000580 N/A DFE N/A N 2 BNP Paribas S.A. N/A 632047.000000 EUR 563000.000000 EUR 2020-07-02 483.260000 N N N N/A N/A 000000000 1.000000 NC -13978.600000 -0.0016788 N/A DFE RU N 2 BNP Paribas S.A. N/A 462402.360000 RUB 31974661.000000 RUB 2020-07-17 -13978.600000 N N N N/A N/A 000000000 1.000000 NC -779.200000 -0.0000936 N/A DFE RU N 2 BNP Paribas S.A. N/A 74140.870000 RUB 5231021.660000 RUB 2020-07-17 -779.200000 N N N N/A N/A 000000000 1.000000 NC -669.610000 -0.0000804 N/A DFE RU N 2 BNP Paribas S.A. N/A 33706.780000 RUB 2363597.000000 RUB 2020-08-14 -669.610000 N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAV7 300000.000000 PA USD 372620.090000 0.0447520 Long DBT CORP US N 2 2049-06-01 Fixed 4.15 N N N N N N N/A N/A 000000000 1.000000 NC USD -13264.800000 -0.0015931 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.32 Y Single Leg Swap 2024-12-21 0.000000 USD -16182.000000 USD 372000.000000 USD 2917.200000 N N N N/A N/A 000000000 1.000000 NC USD -31027.230000 -0.0037264 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.33 Y Single Leg Swap 2025-06-21 0.000000 USD -74119.000000 USD 665000.000000 USD 43091.770000 N N N N/A N/A 000000000 1.000000 NC USD 43536.260000 0.0052287 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 72900.000000 USD 0.000000 USD 900000.000000 USD -29363.740000 N N N N/A N/A 000000000 1.000000 NC USD 33861.540000 0.0040668 N/A DCR US N 2 Citibank International Limited N/A CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 58975.000000 USD 0.000000 USD 700000.000000 USD -25113.460000 N N N N/A N/A 000000000 1.000000 NC USD 140283.510000 0.0168482 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 272681.250000 USD 0.000000 USD 2900000.000000 USD -132397.740000 N N N N/A N/A 000000000 1.000000 NC USD 29024.170000 0.0034858 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 58200.000000 USD 0.000000 USD 600000.000000 USD -29175.830000 N N N N/A N/A 000000000 1.000000 NC USD 5035.270000 0.0006047 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDX.NA.HY.29 N/A N/A Y Single Leg Swap 2022-12-21 13875.000000 USD 0.000000 USD 100000.000000 USD -8839.730000 N N N N/A N/A 000000000 1.000000 NC USD 135952.370000 0.0163280 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CDX.NA.HY.29 N/A N/A Y Single Leg Swap 2022-12-21 435600.000000 USD 0.000000 USD 2700000.000000 USD -299647.630000 N N N N/A N/A 000000000 1.000000 NC USD 6640.350000 0.0007975 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 35420.000000 USD 0.000000 USD 300000.000000 USD -28779.650000 N N N N/A N/A 000000000 1.000000 NC USD 2213.450000 0.0002658 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 13350.000000 USD 0.000000 USD 100000.000000 USD -11136.550000 N N N N/A N/A 000000000 1.000000 NC USD 1327432.720000 0.1594258 N/A DCR US N 2 Citibank International Limited N/A N/A CDX.NA.HY.33 Y Single Leg Swap 2024-12-21 1380549.450000 USD 0.000000 USD 8291588.310000 USD -53116.730000 N N N N/A N/A 000000000 1.000000 NC USD 8723.790000 0.0010477 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.33 Y Single Leg Swap 2024-12-21 0.000000 USD -122116.200000 USD 1840000.000000 USD 130839.990000 N N N N/A N/A 000000000 -800000.000000 NC USD -1480.410000 -0.0001778 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 HY34 (V5 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 104.000000 USD 2020-08-19 XXXX 1975.590000 N N N N/A N/A 000000000 -900000.000000 NC USD -9485.730000 -0.0011392 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 HY34 (V5 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 92.000000 USD 2020-08-19 XXXX -2746.530000 N N N N/A N/A 000000000 -900000.000000 NC USD -1318.420000 -0.0001583 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 HY34 (V5 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 105.000000 USD 2020-08-19 XXXX 2569.580000 N N N N/A N/A 000000000 -800000.000000 NC USD -9665.560000 -0.0011608 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 HY34 (V5 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 USD 0.000000 USD N/A USD N/A 93.000000 USD 2020-08-19 XXXX -1601.560000 N N N N/A N/A 000000000 -1000000.000000 NC USD -1325.520000 -0.0001592 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 -625.520000 N N N N/A N/A 000000000 -2300000.000000 NC USD -5080.150000 -0.0006101 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 -3470.150000 N N N N/A N/A 000000000 1.000000 NC USD -425762.460000 -0.0511344 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2029-12-21 0.000000 USD -159856.910000 USD 47000000.000000 USD -265905.550000 N N N N/A N/A 000000000 1.000000 NC USD 54720.250000 0.0065719 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.33 Y Single Leg Swap 2024-12-21 68202.830000 USD 0.000000 USD 4630000.000000 USD -13482.580000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 700000.000000 PA USD 770090.760000 0.0924885 Long DBT CORP US N 2 2050-02-21 Fixed 3.375 N N N N N N N/A N/A 000000000 -1500000.000000 NC USD -1142.210000 -0.0001372 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 -92.210000 N N N N/A N/A 000000000 -1800000.000000 NC USD -3169.310000 -0.0003806 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 -640.310000 N N N N/A N/A 000000000 -1800000.000000 NC USD -875.950000 -0.0001052 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 384.050000 N N N N/A N/A 000000000 -1600000.000000 NC USD -2034.050000 -0.0002443 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 45.950000 N N N N/A N/A 000000000 -2000000.000000 NC USD -2542.560000 -0.0003054 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 1317.440000 N N N N/A N/A 000000000 -2300000.000000 NC USD -1207.660000 -0.0001450 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 379.340000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BE9 1214000.000000 PA USD 1574091.570000 0.1890497 Long DBT CORP US N 2 2041-10-01 Fixed 4.95 N N N N N N N/A N/A 000000000 -1600000.000000 NC USD -840.110000 -0.0001009 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 439.890000 N N N N/A N/A 000000000 -2000000.000000 NC USD -1050.140000 -0.0001261 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 149.860000 N N N N/A N/A 000000000 -2000000.000000 NC USD -2196.580000 -0.0002638 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 603.420000 N N N N/A N/A 000000000 -1500000.000000 NC USD -1436.450000 -0.0001725 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 738.550000 N N N N/A N/A 000000000 -1800000.000000 NC USD -3954.870000 -0.0004750 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 -309.870000 N N N N/A N/A 000000000 -2300000.000000 NC USD -2923.940000 -0.0003512 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 756.060000 N N N N/A N/A 000000000 -1800000.000000 NC USD -875.950000 -0.0001052 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 1230.050000 N N N N/A N/A 000000000 1.000000 NC USD 52595.690000 0.0063168 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.34 Y Single Leg Swap 2025-06-21 0.000000 USD -75172.230000 USD 4500000.000000 USD 127767.920000 N N N N/A N/A 000000000 1.000000 NC USD 17978.900000 0.0021593 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CHINA GOVT CHINA (PEOPLES REP OF) GLOBAL Y Single Leg Swap 2021-12-21 0.000000 USD -2533.030000 USD 1400000.000000 USD 20511.930000 N N N N/A N/A 000000000 1.000000 NC -5014.540000 -0.0006023 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 128953.990000 RUB 8867070.000000 RUB 2020-08-14 -5014.540000 N N N N/A N/A 000000000 1.000000 NC -16247.870000 -0.0019514 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2337000.000000 CAD 1705172.280000 USD 2020-07-02 -16247.870000 N N N N/A N/A 000000000 1.000000 NC 39478.080000 0.0047413 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3014101.440000 PEN 889377.820000 USD 2020-09-14 39478.080000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 1500000.000000 PA USD 1819666.490000 0.2185434 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N N/A N/A 000000000 1.000000 NC USD -1210.200000 -0.0001453 N/A DCR US N 2 Citibank International Limited N/A COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-06-21 0.000000 USD -1017.820000 USD 100000.000000 USD -192.380000 N N N N/A N/A 000000000 1.000000 NC USD -2069.240000 -0.0002485 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2023-12-21 0.000000 USD -4493.120000 USD 300000.000000 USD 2423.880000 N N N N/A N/A 000000000 1.000000 NC USD 312.790000 0.0000376 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2022-12-21 0.000000 USD -4679.870000 USD 300000.000000 USD 4992.660000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBT4 1192000.000000 PA USD 1374957.840000 0.1651336 Long DBT CORP US N 2 2048-10-06 Fixed 4.439 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBB2 1600000.000000 PA USD 2013159.150000 0.2417821 Long DBT CORP US N 2 2043-01-15 Fixed 4.65 N N N N N N N/A N/A 000000000 175.000000 NC USD 505132.250000 0.0606668 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2020-12-14 43623125.000000 USD 505132.250000 N N N AON CORPORATION LTS3U8DGK38SETRUWX71 037389BE2 1000000.000000 PA USD 1071203.160000 0.1286524 Long DBT CORP US N 2 2030-05-15 Fixed 2.8 N N N N N N N/A N/A 000000000 77.000000 NC USD 95193.370000 0.0114328 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2021-03-15 19211500.000000 USD 95193.370000 N N N N/A N/A 000000000 1.000000 NC USD 4006.520000 0.0004812 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 EXELON GENERATION COMPANY LLC EXELON GENERATION CO LLC SR UNSEC Y Single Leg Swap 2024-12-21 1168.450000 USD 0.000000 USD 500000.000000 USD 2838.070000 N N N N/A N/A 000000000 1.000000 NC USD -9496.590000 -0.0011405 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 -27039.100000 USD 600000.000000 USD 17542.510000 N N N N/A N/A 000000000 1.000000 NC USD -6335.820000 -0.0007609 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 -304.270000 USD 300000.000000 USD -6031.550000 N N N N/A N/A 000000000 1.000000 NC USD -60816.280000 -0.0073041 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 -32749.640000 USD 2100000.000000 USD -28066.640000 N N N N/A N/A 000000000 40.000000 NC 49530.150000 0.0059486 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2020-09-08 7932805.740000 EUR 49530.150000 N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CM7 100000.000000 PA USD 149101.550000 0.0179072 Long DBT CORP US N 2 2038-04-01 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC 5249.840000 0.0006305 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 93375.810000 RUB 7032459.000000 RUB 2020-07-17 5249.840000 N N N N/A N/A 000000000 1.000000 NC 7671.600000 0.0009214 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 83636.730000 RUB 6510701.000000 RUB 2020-07-17 7671.600000 N N N N/A N/A 000000000 1.000000 NC 1024.630000 0.0001231 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 15143.260000 RUB 1152844.000000 RUB 2020-07-17 1024.630000 N N N N/A N/A 000000000 1.000000 NC 699.880000 0.0000841 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12227.970000 RUB 921814.860000 RUB 2020-07-17 699.880000 N N N N/A N/A 000000000 1.000000 NC 4144.650000 0.0004978 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 102170.060000 RUB 7591133.000000 RUB 2020-07-27 4144.650000 N N N N/A N/A 000000000 1.000000 NC -3516.870000 -0.0004224 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 111156.520000 RUB 7700924.000000 RUB 2020-08-14 -3516.870000 N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAG1 600000.000000 PA USD 643064.860000 0.0772326 Long DBT CORP JE N 2 2029-03-15 Fixed 4.35 N N N N N N N/A N/A 000000000 1.000000 NC USD 5100.540000 0.0006126 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC GLBL NT Y Single Leg Swap 2021-06-21 15811.870000 USD 0.000000 USD 1100000.000000 USD -10711.330000 N N N N/A N/A 000000000 1.000000 NC -10.200000 -0.0000012 N/A DFE PL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1452.010000 PLN 5702.960000 PLN 2020-09-10 -10.200000 N N N N/A N/A 000000000 1.000000 NC -5444.710000 -0.0006539 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 223715.430000 RUB 15585068.000000 RUB 2020-07-27 -5444.710000 N N N N/A N/A 000000000 1.000000 NC -588.320000 -0.0000707 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 31642.370000 RUB 2217336.000000 RUB 2020-07-27 -588.320000 N N N N/A N/A 000000000 1.000000 NC 1748.210000 0.0002100 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3000000.000000 GBP 3719049.900000 USD 2020-07-02 1748.210000 N N N N/A N/A 000000000 1.000000 NC USD 815.870000 0.0000980 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 INDONESIA GOVT INDONESIA (REP OF) Y Single Leg Swap 2023-12-21 0.000000 USD -10514.820000 USD 400000.000000 USD 11330.690000 N N N N/A N/A 000000000 1.000000 NC USD 2912.020000 0.0003497 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2021-06-21 0.000000 USD -8119.930000 USD 800000.000000 USD 11031.950000 N N N N/A N/A 000000000 1.000000 NC USD 2184.020000 0.0002623 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2021-06-21 0.000000 USD -4353.860000 USD 600000.000000 USD 6537.880000 N N N N/A N/A 000000000 1.000000 NC USD 2548.020000 0.0003060 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2021-06-21 0.000000 USD -6442.190000 USD 700000.000000 USD 8990.210000 N N N N/A N/A 000000000 -2600000.000000 NC -4644.460000 -0.0005578 N/A DCR DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.500000 EUR 2021-03-17 XXXX -2646.460000 N N N N/A N/A 000000000 -900000.000000 NC -910.380000 -0.0001093 N/A DCR DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN32 (V1 ONLY) 5Y SP Single Leg Swap 2024-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.500000 EUR 2021-01-20 XXXX -209.320000 N N N N/A N/A 000000000 -2500000.000000 NC -3969.530000 -0.0004767 N/A DCR DE N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.100000 EUR 2020-09-16 XXXX 522.100000 N N N N/A N/A 000000000 -1000000.000000 NC -673.380000 -0.0000809 N/A DCR DE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.500000 EUR 2020-09-16 XXXX 394.090000 N N N N/A N/A 000000000 -1000000.000000 NC -1587.810000 -0.0001907 N/A DCR DE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.100000 EUR 2020-09-16 XXXX -127.070000 N N N N/A N/A 000000000 -2100000.000000 NC -935.220000 -0.0001123 N/A DCR DE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.480000 EUR 2020-09-16 XXXX 251.650000 N N N N/A N/A 000000000 -2400000.000000 NC -5149.850000 -0.0006185 N/A DCR DE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.200000 EUR 2020-10-21 XXXX 917.860000 N N N N/A N/A 000000000 -2500000.000000 NC -1683.450000 -0.0002022 N/A DCR DE N 2 BNP Paribas S.A. N/A Call Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.500000 EUR 2020-09-16 XXXX 318.360000 N N N N/A N/A 000000000 -3000000.000000 NC -6437.320000 -0.0007731 N/A DCR DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.200000 EUR 2020-10-21 XXXX 972.830000 N N N N/A N/A 000000000 -3400000.000000 NC -2289.490000 -0.0002750 N/A DCR DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.500000 EUR 2020-09-16 XXXX 576.700000 N N N N/A N/A 000000000 -3000000.000000 NC -3122.360000 -0.0003750 N/A DCR DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.500000 EUR 2020-10-21 XXXX -427.760000 N N N N/A N/A 000000000 -3400000.000000 NC -5398.550000 -0.0006484 N/A DCR DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.100000 EUR 2020-09-16 XXXX 641.380000 N N N N/A N/A 000000000 -2100000.000000 NC -4331.790000 -0.0005203 N/A DCR DE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.000000 EUR 2020-09-16 XXXX -237.100000 N N N N/A N/A 000000000 -2400000.000000 NC -2497.890000 -0.0003000 N/A DCR DE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN33 (V1 ONLY) 5Y SP Single Leg Swap 2025-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.500000 EUR 2020-10-21 XXXX -475.320000 N N N N/A N/A 000000000 1.000000 NC 17084.280000 0.0020518 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 33 Y Single Leg Swap 2025-06-21 14295.940000 EUR 0.000000 EUR 900000.000000 EUR 2788.340000 N N N N/A N/A 000000000 1.000000 NC 95167.520000 0.0114297 N/A DFE NO N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1441679.400000 NOK 14790000.000000 NOK 2020-08-17 95167.520000 N N N N/A N/A 000000000 1.000000 NC -1524.070000 -0.0001830 N/A DFE RU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 63687.790000 RUB 4447414.000000 RUB 2020-08-14 -1524.070000 N N N N/A N/A 000000000 1.000000 NC USD 9548.020000 0.0011467 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC SR UNSEC Y Single Leg Swap 2024-12-21 6738.890000 USD 0.000000 USD 400000.000000 USD 2809.130000 N N N N/A N/A 000000000 1.000000 NC USD -1104.390000 -0.0001326 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 -1194.660000 -0.0001435 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-06-21 0.000000 USD -2067.510000 USD 800000.000000 USD 872.850000 N N N N/A N/A 000000000 1.000000 NC USD -1104.390000 -0.0001326 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 -1617.120000 USD 100000.000000 USD 512.730000 N N N N/A N/A 000000000 1.000000 NC USD -5742.490000 -0.0006897 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 -2497.020000 USD 300000.000000 USD -3245.470000 N N N 2020-08-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX