NPORT-P false 0000810893 XXXXXXXX S000025202 C000075116 C000075114 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Long-Term Credit Bond Fund S000025202 ZCHOOW8186RO45QGKP62 2022-03-31 2021-09-30 N 4788966258.170000 1059879434.420000 3729086823.750000 0.000000 0.000000 914010351.670000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1600000.000000 0.000000 0.000000 14581414.130000 ZAR ARS BRL CAD EUR GBP HUF JPY MXN PEN RUB USD AUD N N/A N/A OP0012ZK2 -6100000.000000 NC USD -1250.560000 -0.0000335 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2021-11-17 XXXX 4849.440000 N N N N/A N/A OP0013R86 -7300000.000000 NC USD -3024.540000 -0.0000811 N/A DCR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.700000 USD 2021-11-17 XXXX 5443.460000 N N N N/A N/A OP0013T27 -6900000.000000 NC USD -3730.000000 -0.0001000 N/A DCR US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Put Written CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-12-15 XXXX 3273.500000 N N N N/A N/A OP0013WY3 -20300000.000000 NC USD -12763.020000 -0.0003423 N/A DCR 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 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2021-12-15 XXXX 8485.980000 N N N N/A N/A OP00147W3 -6500000.000000 NC USD -3513.770000 -0.0000942 N/A DCR 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 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-12-15 XXXX 2596.230000 N N N N/A N/A OP0014GV5 -6000000.000000 NC USD -3243.480000 -0.0000870 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-12-15 XXXX 2981.520000 N N N N/A N/A OP0015RP3 -9200000.000000 NC USD -9806.740000 -0.0002630 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.730000 USD 2022-01-19 XXXX -606.740000 N N N N/A N/A OP0014K24 -12200000.000000 NC USD -7670.380000 -0.0002057 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2021-12-15 XXXX 4280.420000 N N N N/A N/A OP0013DS7 -18800000.000000 NC USD -6342.740000 -0.0001701 N/A DCR 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 DCR US N/A SWOP CDX IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2021-11-17 XXXX 12440.760000 N N N N/A N/A OP0015GY6 -19900000.000000 NC USD -19793.140000 -0.0005308 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2022-01-19 XXXX 1101.860000 N N N N/A N/A OP0010NW3 -4000000.000000 NC USD -277.880000 -0.0000075 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2021-10-20 XXXX 3962.120000 N N N N/A N/A 000000000 1.000000 NC USD 35767.260000 0.0009591 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2031-06-21 20219.660000 USD 0.000000 USD 3300000.000000 USD 15547.600000 N N N N/A N/A 000000000 1.000000 NC USD 12798139.220000 0.3431977 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-21 12624309.920000 USD 0.000000 USD 524600000.000000 USD 173829.300000 N N N N/A N/A OP00167W8 -9000000.000000 NC USD -11560.410000 -0.0003100 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG37 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2022-01-19 XXXX -1093.410000 N N N N/A N/A OP00165Y6 -9000000.000000 NC USD -11560.410000 -0.0003100 N/A DCR 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 DCR US N/A SWOP CDX IG37 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2022-01-19 XXXX -85.410000 N N N N/A N/A OP0016203 -12900000.000000 NC USD -14641.630000 -0.0003926 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX IG37 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2022-01-19 XXXX 225.620000 N N N N/A N/A 000000000 1.000000 NC USD 300666.800000 0.0080627 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2031-12-23 319960.360000 USD 0.000000 USD 40200000.000000 USD -19293.560000 N N N N/A N/A 000000000 1.000000 NC USD 15817147.270000 0.4241560 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2026-12-22 15939603.090000 USD 0.000000 USD 657500000.000000 USD -122455.820000 N N N ASDA (BELLIS ACQUISITION COMPANY PLC) 259400CYE2267UB4A481 ACI1VT9B2 4500000.000000 PA 5970853.710000 0.1601157 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25 N N N N N N N/A N/A 000000000 1.000000 NC -25013.980000 -0.0006708 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1191862.550000 USD 866000.000000 GBP 2021-10-04 -25013.980000 N N N N/A N/A 000000000 1.000000 NC -35530.890000 -0.0009528 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2824376.720000 USD 57765000.000000 MXN 2021-10-27 -35530.890000 N N N N/A N/A 000000000 1.000000 NC -180857.830000 -0.0048499 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 27751107.410000 USD 114009874.580000 PEN 2021-10-12 -180857.830000 N N N N/A N/A 000000000 1.000000 NC -67687.060000 -0.0018151 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1728991.000000 USD 6612446.550000 PLN 2022-02-18 -67687.060000 N N N N/A N/A 000000000 1.000000 NC -6307.490000 -0.0001691 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 191842.280000 USD 738000.000000 PLN 2021-11-15 -6307.490000 N N N N/A N/A 000000000 1.000000 NC 14740.700000 0.0003953 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4655129.000000 AUD 3380165.050000 USD 2021-10-05 14740.700000 N N N N/A N/A 000000000 1.000000 NC -37.750000 -0.0000010 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 128329.920000 CNY 19756.000000 USD 2021-12-15 -37.750000 N N N N/A N/A 000000000 1.000000 NC 6883.270000 0.0001846 N/A DFE HU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 35691958.000000 HUF 121746.000000 USD 2021-11-15 6883.270000 N N N N/A N/A 000000000 1.000000 NC 6649.830000 0.0001783 N/A DFE HU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 34742796.000000 HUF 118458.000000 USD 2021-11-15 6649.830000 N N N ASSET BACKED SEC CORP HM EQ 2005-HE6 N/A 04541GTN2 1194828.780000 PA USD 1199723.990000 0.0321721 Long ABS-MBS CORP US N 2 2035-07-25 Floating 1.046 N N N N N N N/A N/A 000000000 1.000000 NC 1531517.550000 0.0410695 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 55357201.670000 PEN 14875369.930000 USD 2021-12-27 1531517.550000 N N N N/A N/A 000000000 1.000000 NC 3284926.220000 0.0880893 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 114009874.580000 PEN 30855175.800000 USD 2021-10-12 3284926.220000 N N N N/A N/A 000000000 1.000000 NC 380854.480000 0.0102131 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15699873.680000 PEN 4127743.840000 USD 2022-05-03 380854.480000 N N N N/A N/A 000000000 1.000000 NC 295210.220000 0.0079164 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 21186613.980000 PEN 5416770.380000 USD 2021-10-27 295210.220000 N N N N/A N/A 000000000 1.000000 NC 23325.400000 0.0006255 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 18420550.700000 PEN 4472527.240000 USD 2021-11-23 23325.400000 N N N N/A N/A 000000000 1.000000 NC 329503.850000 0.0088360 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 114009874.580000 PEN 27109707.430000 USD 2022-09-28 329503.850000 N N N N/A N/A 000000000 1.000000 NC -7665.780000 -0.0002056 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 73212000.000000 RUB 990643.200000 USD 2021-11-22 -7665.780000 N N N N/A N/A 000000000 1.000000 NC 11268.840000 0.0003022 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3462754.010000 ZAR 238969.000000 USD 2021-12-15 11268.840000 N N N N/A N/A 000000000 1.000000 NC USD 7060.540000 0.0001893 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2023-12-21 0.000000 USD -29994.650000 USD 2500000.000000 USD 37055.190000 N N N N/A N/A 000000000 1.000000 NC USD -465.360000 -0.0000125 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-06-21 0.000000 USD -5089.120000 USD 500000.000000 USD 4623.760000 N N N N/A N/A 000000000 1.000000 NC USD -6466.430000 -0.0001734 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-12-21 5489.980000 USD 0.000000 USD 1400000.000000 USD -11956.410000 N N N N/A N/A 000000000 1.000000 NC USD 83030.190000 0.0022266 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CONSOLIDATED EDISON COMPANY OF NEW YORK INC CONSOLIDATED EDISON CO O SR UNSEC Y Single Leg Swap 2024-12-21 66280.110000 USD 0.000000 USD 3400000.000000 USD 16750.080000 N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAD2 2950000.000000 PA USD 3096774.270000 0.0830438 Long DBT CORP US N 2 2031-06-15 Fixed 3.15 N N N N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAE0 1200000.000000 PA USD 1222866.560000 0.0327927 Long DBT CORP US N 2 2051-09-15 Fixed 3.6 N N N N N N N/A N/A 000000000 1.000000 NC USD 503887.730000 0.0135124 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 DISH DBS CORPORATION DISH DBS CORP COMPANY GUARNT Y Single Leg Swap 2023-06-21 0.000000 USD -42703.870000 USD 8300000.000000 USD 546591.600000 N N N N/A N/A 000000000 -7227000.000000 NC -12054.810000 -0.0003233 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written None N/A N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DFE 0.000000 N/A 0.000000 N/A 2021-10-29 N/A 1.070000 EUR 2021-10-29 XXXX 10446.630000 N N N N/A N/A 000000000 -7227000.000000 NC -5039.580000 -0.0001351 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written None N/A N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DFE 0.000000 N/A 0.000000 N/A 2021-10-29 N/A 1.100000 EUR 2021-10-29 XXXX 15836.280000 N N N N/A N/A 000000000 -1892000.000000 NC -3125.220000 -0.0000838 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written None N/A N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DFE 0.000000 N/A 0.000000 N/A 2021-12-01 N/A 1.100000 EUR 2021-12-01 XXXX 4815.020000 N N N N/A N/A 000000000 -1892000.000000 NC -5516.250000 -0.0001479 N/A DFE US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written None N/A N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DFE 0.000000 N/A 0.000000 N/A 2021-12-01 N/A 1.070000 EUR 2021-12-01 XXXX 2569.580000 N N N N/A N/A 000000000 1.000000 NC USD 6633.920000 0.0001779 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR CORP SR UNSECURED Y Single Leg Swap 2021-12-21 104356.870000 USD 0.000000 USD 600000.000000 USD -97722.950000 N N N N/A N/A 000000000 1.000000 NC USD 44163.700000 0.0011843 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR CORP SR UNSECURED Y Single Leg Swap 2022-06-21 262843.160000 USD 0.000000 USD 1400000.000000 USD -218679.460000 N N N N/A N/A 000000000 1.000000 NC USD 353829.820000 0.0094884 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2023-12-21 479978.780000 USD 0.000000 USD 4200000.000000 USD -126148.960000 N N N N/A N/A 000000000 1.000000 NC USD -45671.440000 -0.0012247 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -151814.070000 USD 1400000.000000 USD 106142.630000 N N N N/A N/A 000000000 1.000000 NC USD 52134.600000 0.0013981 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2023-12-21 72353.060000 USD 0.000000 USD 600000.000000 USD -20218.460000 N N N AT HOME GROUP INC 549300LGPR0P05O30I24 04650YAA8 700000.000000 PA USD 700885.500000 0.0187951 Long DBT CORP US N 2 2028-07-15 Fixed 4.875 N N N N N N AT HOME GROUP INC 549300LGPR0P05O30I24 04651BAB5 4900000.000000 PA USD 4904287.500000 0.1315144 Long LON CORP US N 2 2028-07-24 Floating 4.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 68352.690000 0.0018330 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 -93391.290000 USD 4200000.000000 USD 161743.980000 N N N N/A N/A 000000000 1.000000 NC USD 71075.610000 0.0019060 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 -63412.480000 USD 4000000.000000 USD 134488.090000 N N N N/A N/A 000000000 1.000000 NC USD 33148.560000 0.0008889 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-06-21 26154.320000 USD 0.000000 USD 2300000.000000 USD 6994.240000 N N N N/A N/A 000000000 1.000000 NC USD 3648.730000 0.0000978 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-22 3483.550000 USD 0.000000 USD 300000.000000 USD 165.180000 N N N N/A N/A 000000000 -200000.000000 NC USD -191.120000 -0.0000051 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.0% OCT 30YR JMBO N/A 100.650000 USD 2021-10-14 XXXX 121.380000 N N N N/A N/A 000000000 -200000.000000 NC USD -585.500000 -0.0000157 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.0% NOV 30YR JMBO N/A 100.470000 USD 2021-11-12 XXXX 164.500000 N N N N/A N/A 000000000 4300000.000000 NC USD 569.320000 0.0000153 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Purchased GNMA PASS THRU POOLS GNMA II TBA 3.0% OCT 30YR JMBO N/A 103.690000 USD 2021-10-14 XXXX -6149.430000 N N N N/A N/A 000000000 1.000000 NC -259947.640000 -0.0069708 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 15684667.750000 USD 84384296.750000 BRL 2021-11-03 -259947.640000 N N N N/A N/A 000000000 1.000000 NC -25310.000000 -0.0006787 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2328109.620000 USD 1988000.000000 EUR 2021-10-04 -25310.000000 N N N N/A N/A 000000000 1.000000 NC -4522.520000 -0.0001213 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1534297.740000 USD 22084681670.000000 IDR 2021-12-15 -4522.520000 N N N N/A N/A 000000000 1.000000 NC -174038.160000 -0.0046670 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7872907.290000 USD 159309853.660000 MXN 2021-10-20 -174038.160000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKF8 700000.000000 PA USD 671395.210000 0.0180043 Long DBT CORP US N 2 2061-02-01 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC 262597.810000 0.0070419 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 84384296.750000 BRL 15758038.610000 USD 2021-10-04 262597.810000 N N N N/A N/A 000000000 1.000000 NC -57.650000 -0.0000015 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 128821.980000 CNY 19812.000000 USD 2021-12-15 -57.650000 N N N N/A N/A 000000000 1.000000 NC -77.680000 -0.0000021 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 116430.530000 CNY 17958.000000 USD 2021-10-22 -77.680000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 8650000.000000 PA USD 8832248.490000 0.2368475 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N N/A N/A 000000000 1.000000 NC -4913.870000 -0.0001318 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11113843.000000 RUB 147384.960000 USD 2021-10-22 -4913.870000 N N N N/A N/A 000000000 1.000000 NC -4639.320000 -0.0001244 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10889248.000000 RUB 144581.770000 USD 2021-10-22 -4639.320000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 2500000.000000 NS USD 2667111.450000 0.0715218 Long EP CORP US N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 14500000.000000 PA USD 15028724.670000 0.4030135 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N N/A N/A 000000000 1.000000 NC 15478.840000 0.0004151 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4941500.000000 ZAR 337157.800000 USD 2022-02-25 15478.840000 N N N N/A N/A 000000000 1.000000 NC 9053.930000 0.0002428 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2664951.050000 ZAR 184293.000000 USD 2021-12-15 9053.930000 N N N N/A N/A 000000000 1.000000 NC -3462.380000 -0.0000928 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8704000.000000 ZAR 568886.170000 USD 2021-12-15 -3462.380000 N N N N/A N/A 000000000 874.000000 NC USD 105753.970000 0.0028359 N/A DE US N 3 None N/A Call Purchased GUARANTEED RATE INC GUARANTEED RATE INC N/A 0.010000 USD 2060-12-31 XXXX -8941.730000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BJ3 9000000.000000 NS USD 9294750.000000 0.2492500 Long EP CORP US N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 6630000.000000 PA USD 6574874.470000 0.1763133 Long DBT CORP US N 2 2053-09-15 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC 78198.830000 0.0020970 N/A DFE CO N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7834202.480000 USD 30224118151.910000 COP 2021-11-19 78198.830000 N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 15089000.000000 PA USD 14910335.680000 0.3998388 Long DBT CORP US N 2 2055-09-15 Fixed 3.55 N N N N N N N/A N/A 000000000 1.000000 NC -1360.600000 -0.0000365 N/A DFE ID N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 450996.000000 USD 6491185428.000000 IDR 2021-12-15 -1360.600000 N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 34318000.000000 PA USD 34290798.180000 0.9195495 Long DBT CORP US N 2 2059-09-15 Fixed 3.65 N N N N N N N/A N/A 000000000 1.000000 NC -8750.410000 -0.0002347 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 244149.970000 USD 4859000.000000 MXN 2021-10-04 -8750.410000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 30117000.000000 PA USD 30830773.800000 0.8267647 Long DBT CORP US N 2 2057-12-01 Fixed 3.8 N N N N N N ATLANTIC AVIATION (AKA: KKR APPLE BIDCO LLC) 2549001SCJD3WEYJFM53 938PNYII5 2000000.000000 PA USD 2001000.000000 0.0536592 Long LON CORP US N 2 2028-07-14 Floating 3.5 N N N N N N N/A N/A 000000000 1.000000 NC -2499.260000 -0.0000670 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5720723.000000 RUB 75894.810000 USD 2021-10-22 -2499.260000 N N N N/A N/A 000000000 1.000000 NC 11608.070000 0.0003113 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3491158.140000 ZAR 241176.000000 USD 2021-12-15 11608.070000 N N N N/A N/A 000000000 1.000000 NC USD -171283.880000 -0.0045932 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HUARONG FINANCE 2019 CO LTD HUARONG FINANCE 2019 Y Single Leg Swap 2024-12-21 0.000000 USD -58056.600000 USD 1600000.000000 USD -113227.280000 N N N N/A N/A 000000000 1.000000 NC USD 129751.310000 0.0034794 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 INTERNATIONAL LEASE FINANCE CORPORATION ILFC SR UNSECURED Y Single Leg Swap 2023-12-21 185595.720000 USD 0.000000 USD 1200000.000000 USD -55844.410000 N N N N/A N/A 000000000 1.000000 NC USD 62172.660000 0.0016672 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2021-12-21 0.000000 USD -764863.440000 USD 26000000.000000 USD 827036.100000 N N N N/A N/A 000000000 1.000000 NC USD 25290.450000 0.0006782 N/A DCR US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2025-06-21 0.000000 USD -8955.390000 USD 1000000.000000 USD 34245.840000 N N N N/A N/A 000000000 1.000000 NC USD 182091.240000 0.0048830 N/A DCR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2025-06-21 0.000000 USD -80583.790000 USD 7200000.000000 USD 262675.030000 N N N N/A N/A 000000000 1.000000 NC USD 59300.410000 0.0015902 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2025-06-21 0.000000 USD -90524.460000 USD 3400000.000000 USD 149824.870000 N N N N/A N/A 000000000 1.000000 NC USD 15309.550000 0.0004105 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2022-06-21 0.000000 USD -63733.780000 USD 2300000.000000 USD 79043.330000 N N N N/A N/A 000000000 1.000000 NC USD 6976.520000 0.0001871 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2025-06-21 0.000000 USD -9713.550000 USD 400000.000000 USD 16690.070000 N N N N/A N/A OP0013LB5 -4700000.000000 NC -10248.140000 -0.0002748 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.500000 EUR 2021-11-17 XXXX 12721.030000 N N N N/A N/A OP0013788 -1100000.000000 NC -1941.100000 -0.0000521 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 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.750000 EUR 2021-11-17 XXXX 3509.820000 N N N N/A N/A OP0012ZJ5 -2000000.000000 NC -933.140000 -0.0000250 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.750000 EUR 2021-10-20 XXXX 8964.160000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AM7 25000.000000 PA USD 29012.020000 0.0007780 Long DBT CORP US N 2 2044-10-15 Fixed 4.125 N N N N N N N/A N/A OP00154T0 -3300000.000000 NC -19261.740000 -0.0005165 N/A DCR US 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 XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.500000 EUR 2022-01-19 XXXX -1226.380000 N N N N/A N/A OP0015148 -4200000.000000 NC -24514.940000 -0.0006574 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.500000 EUR 2022-01-19 XXXX -1232.770000 N N N N/A N/A 000000000 -3000000.000000 NC -11484.620000 -0.0003080 N/A DCR US 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 XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.500000 EUR 2021-12-15 XXXX 1998.780000 N N N N/A N/A OP0012WG4 -900000.000000 NC -419.910000 -0.0000113 N/A DCR US 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 XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.750000 EUR 2021-10-20 XXXX 3827.010000 N N N N/A N/A OP00153X2 -6900000.000000 NC -40274.540000 -0.0010800 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.500000 EUR 2022-01-19 XXXX -2670.060000 N N N N/A N/A OP0012SN4 -3450000.000000 NC -2056.380000 -0.0000551 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.500000 EUR 2021-10-20 XXXX 14191.630000 N N N N/A N/A OP0016FR0 -3450000.000000 NC -23763.440000 -0.0006372 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX XOV36 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.750000 EUR 2022-01-19 XXXX -3402.630000 N N N N/A N/A 000000000 1.000000 NC 1660018.750000 0.0445154 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 34 Y Single Leg Swap 2025-12-21 1311742.600000 EUR 0.000000 EUR 53700000.000000 EUR 348276.150000 N N N N/A N/A OP0012WF6 -6600000.000000 NC -1703.330000 -0.0000457 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-11-17 XXXX 5849.110000 N N N N/A N/A OP0010BR7 -6200000.000000 NC -339.990000 -0.0000091 N/A DCR US 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 MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.850000 EUR 2021-10-20 XXXX 7255.820000 N N N N/A N/A OP0013WX5 -33900000.000000 NC -21054.350000 -0.0005646 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.700000 EUR 2021-12-15 XXXX 18364.870000 N N N N/A N/A OP00115N1 -12900000.000000 NC -3329.240000 -0.0000893 N/A DCR US 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 MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2021-11-17 XXXX 11260.170000 N N N N/A N/A OP0012F40 -7500000.000000 NC -2267.040000 -0.0000608 N/A DCR US 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 MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2021-11-17 XXXX 5818.880000 N N N N/A N/A OP00147X1 -6400000.000000 NC -3974.870000 -0.0001066 N/A DCR US 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 MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.700000 EUR 2021-12-15 XXXX 2771.820000 N N N N/A N/A OP00107B7 -22950000.000000 NC -1258.490000 -0.0000337 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.850000 EUR 2021-10-20 XXXX 23362.260000 N N N N/A N/A 000000000 1.000000 NC 1509219.900000 0.0404716 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 35 Y Single Leg Swap 2026-06-21 1499483.310000 EUR 0.000000 EUR 49200000.000000 EUR 9736.590000 N N N N/A N/A OP00161W4 -6200000.000000 NC -7183.500000 -0.0001926 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN36 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.750000 EUR 2022-01-19 XXXX 1379.990000 N N N AUSTRALIA GOVT 213800J6B7JSBDETCB42 BMGX73II0 7750000.000000 PA 5346603.650000 0.1433757 Long DBT NUSS AU N 2 2031-11-21 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC 470094.280000 0.0126062 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 36 Y Single Leg Swap 2026-12-22 477433.690000 EUR 0.000000 EUR 15300000.000000 EUR -7339.410000 N N N N/A N/A 000000000 1.000000 NC 9044.870000 0.0002425 N/A DCR JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A ITRAXX JAPAN SERIES 36 Y Single Leg Swap 2026-12-21 9126.960000 JPY 0.000000 JPY 36483000.000000 JPY -82.090000 N N N N/A N/A 000000000 1.000000 NC 5289.590000 0.0001418 N/A DCR JP N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A ITRAXX JAPAN SERIES 36 Y Single Leg Swap 2026-12-21 5167.670000 JPY 0.000000 JPY 21335000.000000 JPY 121.920000 N N N N/A N/A 000000000 1.000000 NC 14281.470000 0.0003830 N/A DCR JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A ITRAXX JAPAN SERIES 36 Y Single Leg Swap 2026-12-21 14078.290000 JPY 0.000000 JPY 57603000.000000 JPY 203.180000 N N N N/A N/A 000000000 1.000000 NC 22886.830000 0.0006137 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 18187000.000000 MXN 901798.770000 USD 2021-10-20 22886.830000 N N N N/A N/A 000000000 1.000000 NC -892.190000 -0.0000239 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 447120.000000 USD 6420196080.000000 IDR 2021-11-15 -892.190000 N N N N/A N/A 000000000 1.000000 NC -851.380000 -0.0000228 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 893503.000000 USD 12843212122.000000 IDR 2021-11-15 -851.380000 N N N N/A N/A 000000000 1.000000 NC USD 89852.670000 0.0024095 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC SR UNSEC Y Single Leg Swap 2024-12-21 65704.160000 USD 0.000000 USD 3900000.000000 USD 24148.510000 N N N N/A N/A 000000000 1.000000 NC USD 39881.010000 0.0010695 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -23305.520000 USD 2800000.000000 USD 63186.530000 N N N N/A N/A 000000000 1.000000 NC USD 7842.020000 0.0002103 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-06-21 0.000000 USD -6495.110000 USD 700000.000000 USD 14337.130000 N N N N/A N/A 000000000 1.000000 NC USD 32043.000000 0.0008593 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -42499.990000 USD 2400000.000000 USD 74542.990000 N N N N/A N/A 000000000 1.000000 NC USD 102804.650000 0.0027568 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 -121891.280000 USD 7700000.000000 USD 224695.930000 N N N N/A N/A 000000000 1.000000 NC USD 38641.540000 0.0010362 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 -37426.340000 USD 2800000.000000 USD 76067.880000 N N N N/A N/A 000000000 1.000000 NC USD 169560.930000 0.0045470 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -237076.940000 USD 12700000.000000 USD 406637.870000 N N N N/A N/A 000000000 1.000000 NC USD 6787.310000 0.0001820 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-21 0.000000 USD -12497.290000 USD 1600000.000000 USD 19284.600000 N N N N/A N/A 000000000 1.000000 NC USD 34183.710000 0.0009167 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 -21143.950000 USD 2400000.000000 USD 55327.660000 N N N N/A N/A 000000000 1.000000 NC USD 2714.820000 0.0000728 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2025-12-21 0.000000 USD -4131.090000 USD 300000.000000 USD 6845.910000 N N N N/A N/A 000000000 1.000000 NC USD -8496.300000 -0.0002278 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-12-21 34292.390000 USD 0.000000 USD 17600000.000000 USD -42788.690000 N N N N/A N/A 000000000 1.000000 NC USD 100801.980000 0.0027031 N/A DCR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -139323.460000 USD 7550000.000000 USD 240125.440000 N N N N/A N/A 000000000 1.000000 NC -524359.250000 -0.0140613 N/A DFE BR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 16019800.050000 USD 84384296.750000 BRL 2021-10-04 -524359.250000 N N N N/A N/A 000000000 1.000000 NC -0.030000 0.0000000 N/A DFE CL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1.000000 USD 789.000000 CLP 2021-10-20 -0.030000 N N N N/A N/A 000000000 1.000000 NC 187.410000 0.0000050 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 57719.000000 USD 373799.790000 CNY 2021-10-22 187.410000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAC5 3400000.000000 PA USD 3548693.290000 0.0951625 Long DBT CORP US N 2 2023-05-01 Fixed 3.875 N N N N N N N/A N/A 000000000 1.000000 NC -356.980000 -0.0000096 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 438632.000000 USD 6305773632.000000 IDR 2021-11-15 -356.980000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 4500000.000000 PA USD 4965248.660000 0.1331492 Long DBT CORP US N 2 2025-10-01 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC -78995.460000 -0.0021184 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1700261.000000 USD 6448892.740000 PLN 2021-11-15 -78995.460000 N N N N/A N/A 000000000 1.000000 NC -76728.170000 -0.0020576 N/A DFE PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1812641.000000 USD 6904924.180000 PLN 2021-11-15 -76728.170000 N N N N/A N/A 000000000 1.000000 NC 5805.860000 0.0001557 N/A DFE HU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 36097595.000000 HUF 121974.000000 USD 2021-11-15 5805.860000 N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAC4 5530000.000000 PA USD 5779854.300000 0.1549938 Long DBT CORP KY N 2 2023-03-15 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 28687.890000 0.0007693 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2025-12-21 21729.630000 USD 0.000000 USD 1000000.000000 USD 6958.260000 N N N N/A N/A 000000000 1.000000 NC USD 75281.240000 0.0020188 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2024-06-21 46607.370000 USD 0.000000 USD 3400000.000000 USD 28673.870000 N N N N/A N/A 000000000 1.000000 NC USD 42976.070000 0.0011525 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2024-12-21 23461.320000 USD 0.000000 USD 1700000.000000 USD 19514.750000 N N N N/A N/A 000000000 1.000000 NC USD 4916.600000 0.0001318 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -327010.820000 USD 3300000.000000 USD 331927.420000 N N N N/A N/A 000000000 1.000000 NC USD 2532.790000 0.0000679 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PETROBRAS GLOBAL FINANCE BV PETROBRAS GLOBAL FINANCE SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -171004.170000 USD 1700000.000000 USD 173536.960000 N N N N/A N/A 000000000 1.000000 NC USD -17064.900000 -0.0004576 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -60879.560000 USD 1000000.000000 USD 43814.660000 N N N N/A N/A 000000000 1.000000 NC USD -6825.960000 -0.0001830 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -21282.950000 USD 400000.000000 USD 14456.990000 N N N N/A N/A 000000000 1.000000 NC USD -46075.250000 -0.0012356 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -243765.110000 USD 2700000.000000 USD 197689.860000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 2000000.000000 PA USD 2058588.640000 0.0552036 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 34672.690000 0.0009298 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PT PERTAMINA (PERSERO) PT PERTAMINA (PERSERO) Y Single Leg Swap 2024-12-21 0.000000 USD -27364.560000 USD 2700000.000000 USD 62037.250000 N N N N/A N/A 000000000 1.000000 NC -122385.360000 -0.0032819 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 -849488.970000 EUR 4950000.000000 EUR 727103.610000 N N N N/A N/A 000000000 1.000000 NC -50939.860000 -0.0013660 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-12-21 0.000000 EUR -144932.250000 EUR 1500000.000000 EUR 93992.390000 N N N N/A N/A 000000000 1.000000 NC -69250.700000 -0.0018570 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC CO GTD SR UNSEC REGS Y Single Leg Swap 2026-06-21 0.000000 EUR -160104.700000 EUR 1500000.000000 EUR 90854.000000 N N N N/A N/A 000000000 1.000000 NC USD 21517.810000 0.0005770 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2025-06-21 0.000000 USD -863.600000 USD 900000.000000 USD 22381.410000 N N N N/A N/A 000000000 1.000000 NC USD 21517.810000 0.0005770 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2025-06-21 0.000000 USD -1079.300000 USD 900000.000000 USD 22597.110000 N N N N/A N/A 000000000 1.000000 NC USD 21457.810000 0.0005754 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2026-12-21 21456.900000 USD 0.000000 USD 900000.000000 USD 0.910000 N N N N/A N/A 000000000 1.000000 NC USD 28690.420000 0.0007694 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2025-06-21 0.000000 USD -143.770000 USD 1200000.000000 USD 28834.190000 N N N N/A N/A 000000000 1.000000 NC USD 41287.210000 0.0011072 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPEC GRP DEV 2018 SR UNSEC Y Single Leg Swap 2024-12-21 29098.960000 USD 0.000000 USD 2000000.000000 USD 12188.250000 N N N N/A N/A 000000000 1.000000 NC USD 24772.330000 0.0006643 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD SINOPEC GRP DEV 2018 SR UNSEC Y Single Leg Swap 2024-12-21 20391.150000 USD 0.000000 USD 1200000.000000 USD 4381.180000 N N N N/A N/A 000000000 1.000000 NC 7311.780000 0.0001961 N/A DFE HU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 38535962.000000 HUF 131327.000000 USD 2021-11-15 7311.780000 N N N N/A N/A 000000000 1.000000 NC USD -6865.040000 -0.0001841 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-12-21 0.000000 USD -18877.540000 USD 500000.000000 USD 12012.500000 N N N N/A N/A 000000000 1.000000 NC USD -37071.250000 -0.0009941 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-12-21 0.000000 USD -108430.370000 USD 2700000.000000 USD 71359.120000 N N N N/A N/A 000000000 1.000000 NC USD 38739.810000 0.0010389 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SOUTHERN CO SOUTHERN CO SR UNSEC SMR Y Single Leg Swap 2022-12-21 43377.010000 USD 0.000000 USD 3500000.000000 USD -4637.200000 N N N N/A N/A 000000000 1.000000 NC 261.810000 0.0000070 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 72517.000000 USD 471976.890000 CNY 2021-12-15 261.810000 N N N N/A N/A 000000000 1.000000 NC -4688.150000 -0.0001257 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 932839.000000 USD 13399299396.000000 IDR 2021-12-15 -4688.150000 N N N N/A N/A 000000000 1.000000 NC -29752.500000 -0.0007978 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3267394.000000 USD 242273997.710000 INR 2021-12-15 -29752.500000 N N N N/A N/A 000000000 1.000000 NC -222332.590000 -0.0059621 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 16869400.770000 USD 1852735453.000000 JPY 2021-10-04 -222332.590000 N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAH3 2783987.440000 PA USD 2788336.030000 0.0747726 Long LON CORP US N 2 2027-12-01 Floating 2.75 N N N N N N N/A N/A 000000000 1.000000 NC -66.490000 -0.0000018 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 152115.640000 CNY 23396.000000 USD 2021-12-15 -66.490000 N N N N/A N/A 000000000 1.000000 NC 1103811.710000 0.0296001 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 48321317.390000 EUR 57076805.230000 USD 2021-10-04 1103811.710000 N N N N/A N/A 000000000 1.000000 NC 886367.330000 0.0237690 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 38561000.000000 GBP 52843466.110000 USD 2021-10-04 886367.330000 N N N N/A N/A 000000000 1.000000 NC -42041.240000 -0.0011274 N/A DFE RU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 101385886.000000 RUB 1347302.840000 USD 2021-10-22 -42041.240000 N N N N/A N/A 000000000 1.000000 NC 6733.490000 0.0001806 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2211836.860000 ZAR 150857.790000 USD 2022-02-18 6733.490000 N N N N/A N/A 000000000 1.000000 NC 6733.780000 0.0001806 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2211836.860000 ZAR 150718.680000 USD 2022-02-25 6733.780000 N N N N/A N/A 000000000 1.000000 NC 40758.300000 0.0010930 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 10005231.630000 ZAR 698861.000000 USD 2021-12-13 40758.300000 N N N N/A N/A 000000000 1.000000 NC USD 46978.420000 0.0012598 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 STATE GRID OVERSEAS INVESTMENT (2016) LIMITED STATE GRID OVERSEAS INV SR UNSEC REGS Y Single Leg Swap 2024-12-21 32558.410000 USD 0.000000 USD 2200000.000000 USD 14420.010000 N N N AWAS AVIATION CAPITAL DESIGNATED ACTIVITY COMPANY N/A 978WBNII8 6678859.150000 PA USD 6678653.510000 0.1790962 Long DBT CORP IE Y 3 2021-10-07 Fixed 4.87 N N N N N N N/A N/A 000000000 -1300000.000000 NC USD -6792.500000 -0.0001821 N/A DIR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 Put Written NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.57300 10/18/21-10Y CME N/A N/A 2031-10-18 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-14 XXXX 1800.500000 N N N N/A N/A 000000000 7320000.000000 NC 1487114.930000 0.0398788 N/A DIR DE N 2 BNP Paribas S.A. N/A Put Purchased BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 0.00000 03/17/23-30Y LCH 2053-03-17 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.000000 EUR 2023-03-15 XXXX 653385.330000 N N N N/A N/A 000000000 -21960000.000000 NC -1513866.560000 -0.0405962 N/A DIR 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 DIR N/A IRS EUR R -0.17500 03/17/23-10Y LCH 2033-03-17 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.180000 EUR 2023-03-15 XXXX -698973.250000 N N N N/A N/A 000000000 -6700000.000000 NC USD -38242.930000 -0.0010255 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 1.50000 10/05/21-10Y CME N/A N/A 2031-10-05 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-01 XXXX -18854.800000 N N N N/A N/A 000000000 -6700000.000000 NC USD -0.670000 0.0000000 N/A DIR 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 DIR US IRS USD R 1.20000 10/05/21-10Y CME N/A N/A 2031-10-05 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-10-01 XXXX 19387.460000 N N N AXIS SPECIALTY FINANCE LLC N/A 05463HAB7 4000000.000000 PA USD 4378925.720000 0.1174262 Long DBT CORP US N 2 2029-07-15 Fixed 3.9 N N N N N N N/A N/A 000000000 4850000.000000 NC 985315.230000 0.0264224 N/A DIR DE N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 0.00000 03/17/23-30Y LCH 2053-03-17 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.000000 EUR 2023-03-15 XXXX 449662.430000 N N N N/A N/A 000000000 -14550000.000000 NC -1003040.010000 -0.0268977 N/A DIR 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 DIR N/A IRS EUR R -0.17500 03/17/23-10Y LCH 2033-03-17 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.180000 EUR 2023-03-15 XXXX -476707.520000 N N N N/A N/A 000000000 -4600000.000000 NC USD -29952.900000 -0.0008032 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 1.49500 10/06/21-10Y CME N/A N/A 2031-10-06 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-10-04 XXXX -17015.400000 N N N N/A N/A 000000000 -4600000.000000 NC USD -0.460000 0.0000000 N/A DIR 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 DIR US IRS USD R 1.19500 10/06/21-10Y CME N/A N/A 2031-10-06 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-10-04 XXXX 12937.040000 N N N N/A N/A 000000000 -5500000.000000 NC USD -22684.750000 -0.0006083 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.52750 10/06/21-10Y CME N/A N/A 2031-10-06 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-04 XXXX -9553.500000 N N N N/A N/A 000000000 -5500000.000000 NC USD -0.550000 0.0000000 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.22750 10/06/21-10Y CME N/A N/A 2031-10-06 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-10-04 XXXX 13130.700000 N N N N/A N/A 000000000 -5900000.000000 NC USD -27832.660000 -0.0007464 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.90600 10/12/21-30Y CME N/A N/A 2051-10-12 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-07 XXXX 9042.340000 N N N N/A N/A 000000000 -5900000.000000 NC USD -552.240000 -0.0000148 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.60600 10/12/21-30Y CME N/A N/A 2051-10-12 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-07 XXXX 36322.760000 N N N N/A N/A 000000000 -5300000.000000 NC USD -106663.560000 -0.0028603 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.81750 10/19/21-30Y CME N/A N/A 2051-10-19 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-15 XXXX -75645.310000 N N N N/A N/A 000000000 -5300000.000000 NC USD -1817.900000 -0.0000487 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.51750 10/19/21-30Y CME N/A N/A 2051-10-19 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-15 XXXX 29200.350000 N N N N/A N/A 000000000 -4200000.000000 NC USD -59204.460000 -0.0015876 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.86850 10/20/21-30Y CME N/A N/A 2051-10-20 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-18 XXXX -32313.960000 N N N N/A N/A 000000000 -4200000.000000 NC USD -3424.260000 -0.0000918 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.56850 10/20/21-30Y CME N/A N/A 2051-10-20 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-18 XXXX 23466.240000 N N N N/A N/A 000000000 -4500000.000000 NC USD -117382.950000 -0.0031478 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 1.79000 10/22/21-30Y CME N/A N/A 2051-10-22 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-20 XXXX -85657.950000 N N N N/A N/A 000000000 -4500000.000000 NC USD -2029.500000 -0.0000544 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.49000 10/22/21-30Y CME N/A N/A 2051-10-22 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-10-20 XXXX 29695.500000 N N N AZURE POWER SOLAR ENERGY PRIVATE LIMITED 549300N77HEXIINE3X94 05502TAA6 3900000.000000 PA USD 4119570.000000 0.1104713 Long DBT CORP MU N 2 2024-12-24 Fixed 5.65 N N N N N N N/A N/A 000000000 -7100000.000000 NC USD -13979.900000 -0.0003749 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.59000 10/27/21-30Y CME N/A N/A 2051-10-27 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-25 XXXX 32170.100000 N N N N/A N/A 000000000 -7100000.000000 NC USD -103542.140000 -0.0027766 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.89000 10/27/21-30Y CME N/A N/A 2051-10-27 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-25 XXXX -57392.140000 N N N N/A N/A 000000000 -4800000.000000 NC USD -54075.360000 -0.0014501 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.93500 10/29/21-30Y CME N/A N/A 2051-10-29 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-27 XXXX -21075.360000 N N N N/A N/A 000000000 -4800000.000000 NC USD -17071.680000 -0.0004578 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.63500 10/29/21-30Y CME N/A N/A 2051-10-29 0.000000 USD 0.000000 USD N/A USD N/A 0.020000 USD 2021-10-27 XXXX 15928.320000 N N N N/A N/A 000000000 -21900000.000000 NC USD -26442.060000 -0.0007091 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 1.23500 11/02/21-5Y LCH N/A N/A 2026-11-02 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-10-29 XXXX -435.810000 N N N N/A N/A 000000000 -21900000.000000 NC USD -26212.110000 -0.0007029 N/A DIR 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 DIR US IRS USD R 0.97500 11/02/21-5Y LCH N/A N/A 2026-11-02 0.000000 USD 0.000000 USD N/A USD N/A 0.010000 USD 2021-10-29 XXXX -205.860000 N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AH2 3600000.000000 PA USD 4702715.390000 0.1261090 Long DBT CORP BM N 2 2048-05-15 Fixed 5.3 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 1800000.000000 PA USD 1734610.190000 0.0465157 Long DBT CORP GB N 2 2050-09-15 Fixed 3 N N N N N N BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAF7 500000.000000 PA USD 565285.420000 0.0151588 Long DBT CORP US N 2 2047-12-15 Fixed 4.08 N N N N N N N/A N/A 000000000 1.000000 NC 12357.100000 0.0003314 N/A DIR GB N 2 London Clearing house N/A UK RPI All Items NSA N/A N/A Y 2046-10-15 32296.750000 GBP 0.000000 GBP 800000.000000 GBP -19939.650000 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EL0 4000000.000000 PA USD 4173334.640000 0.1119130 Long DBT CORP US N 2 2049-09-15 Fixed 3.2 N N N N N N N/A N/A 000000000 1.000000 NC -24574.710000 -0.0006590 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-04 32075.890000 CAD 0.000000 CAD 15700000.000000 CAD -56650.600000 N N N N/A N/A 000000000 1.000000 NC -1205547.600000 -0.0323282 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2031-06-16 0.000000 CAD -1369395.250000 CAD 25200000.000000 CAD 163847.650000 N N N N/A N/A 000000000 1.000000 NC -9031.670000 -0.0002422 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 23100000.000000 CAD -9031.670000 N N N N/A N/A 000000000 1.000000 NC 88343.000000 0.0023690 N/A DIR CA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CAD-BA-CDOR 3M N/A N/A Y 2029-12-18 0.000000 CAD -49990.500000 CAD 12500000.000000 CAD 138333.500000 N N N N/A N/A 000000000 1.000000 NC -62658.760000 -0.0016803 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2032-03-16 0.000000 EUR -445177.790000 EUR 23200000.000000 EUR 382519.030000 N N N N/A N/A 000000000 1.000000 NC 2090.520000 0.0000561 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2052-03-18 0.000000 EUR -174878.110000 EUR 4200000.000000 EUR 176968.630000 N N N BANC OF AMERICA FUND CORP 2006-3 N/A 058931BC9 109290.120000 PA USD 109536.710000 0.0029374 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC -770124.330000 -0.0206518 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2023-09-19 59946.700000 HUF 0.000000 HUF 9471700000.000000 HUF -830071.030000 N N N N/A N/A 000000000 1.000000 NC -4909.190000 -0.0001316 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2028-03-21 0.000000 JPY -307.490000 JPY 33400000.000000 JPY -4601.700000 N N N N/A N/A 000000000 1.000000 NC -709215.590000 -0.0190185 N/A DIR JP N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2024-09-20 0.000000 JPY -943219.440000 JPY 2666300000.000000 JPY 234003.850000 N N N BANC OF AMERICA FUNDING CORP 2005-8 N/A 05946XZ48 221996.460000 PA USD 210010.470000 0.0056317 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC -335101.580000 -0.0089862 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-03-24 0.000000 MXN 0.000000 MXN 471500000.000000 MXN -335101.580000 N N N N/A N/A 000000000 1.000000 NC -95665.680000 -0.0025654 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-06-13 0.000000 MXN 0.000000 MXN 133100000.000000 MXN -95665.680000 N N N N/A N/A 000000000 1.000000 NC -1780784.660000 -0.0477539 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-03-05 21698.720000 MXN 0.000000 MXN 592500000.000000 MXN -1802483.380000 N N N N/A N/A 000000000 1.000000 NC -481289.570000 -0.0129064 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-05-05 0.000000 MXN -13424.360000 MXN 226020000.000000 MXN -467865.210000 N N N N/A N/A 000000000 1.000000 NC -104715.420000 -0.0028081 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-06-03 0.000000 MXN 0.000000 MXN 52200000.000000 MXN -104715.420000 N N N N/A N/A 000000000 1.000000 NC -201812.870000 -0.0054119 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-05-11 0.000000 MXN 0.000000 MXN 116560000.000000 MXN -201812.870000 N N N N/A N/A 000000000 1.000000 NC USD 710.890000 0.0000191 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2022-02-22 366.670000 USD 0.000000 USD 50000.000000 USD 344.220000 N N N N/A N/A 000000000 1.000000 NC -10006.770000 -0.0002683 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-01-12 0.000000 ZAR 0.000000 ZAR 3800000.000000 ZAR -10006.770000 N N N N/A N/A 000000000 1.000000 NC -39765.770000 -0.0010664 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-12-17 195.080000 ZAR 0.000000 ZAR 14900000.000000 ZAR -39960.850000 N N N N/A N/A 000000000 1.000000 NC -78110.830000 -0.0020946 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-01-07 0.000000 ZAR -66.270000 ZAR 30100000.000000 ZAR -78044.560000 N N N N/A N/A 000000000 1.000000 NC -251525.450000 -0.0067450 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-12-22 0.000000 ZAR 0.000000 ZAR 100000000.000000 ZAR -251525.450000 N N N N/A N/A 000000000 1.000000 NC -1014453.880000 -0.0272038 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2025-12-04 64305.850000 ZAR 0.000000 ZAR 473400000.000000 ZAR -1078759.730000 N N N N/A N/A 000000000 1.000000 NC -64863.800000 -0.0017394 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-06-08 2195.930000 ZAR 0.000000 ZAR 60200000.000000 ZAR -67059.730000 N N N N/A N/A 000000000 1.000000 NC -47307.090000 -0.0012686 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-06-08 0.000000 ZAR 0.000000 ZAR 49300000.000000 ZAR -47307.090000 N N N N/A N/A 000000000 1.000000 NC -993269.090000 -0.0266357 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2027-03-16 0.000000 GBP -266082.820000 GBP 44700000.000000 GBP -727186.270000 N N N N/A N/A 000000000 1.000000 NC -261341.670000 -0.0070082 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2025-09-16 5210.960000 GBP 0.000000 GBP 25200000.000000 GBP -266552.630000 N N N AGRIBANK FCB I0JS1G88CFNZT8P31C22 00850L203 40000.000000 NS USD 4330000.000000 0.1161142 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC 2197617.530000 0.0589318 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2032-03-16 0.000000 GBP -77641.790000 GBP 73200000.000000 GBP 2275259.320000 N N N N/A N/A 000000000 1.000000 NC 834119.160000 0.0223679 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-03-18 0.000000 GBP -163277.180000 GBP 9300000.000000 GBP 997396.340000 N N N N/A N/A 000000000 1.000000 NC -11260.490000 -0.0003020 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2023-12-15 0.000000 JPY -32502.620000 JPY 2540000000.000000 JPY 21242.130000 N N N N/A N/A 000000000 1.000000 NC -2456368.030000 -0.0658705 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2023-01-03 0.000000 BRL -90597.620000 BRL 690200000.000000 BRL -2365770.410000 N N N N/A N/A 000000000 1.000000 NC -531951.700000 -0.0142649 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2024-01-02 0.000000 BRL -2331.990000 BRL 101000000.000000 BRL -529619.710000 N N N N/A N/A 000000000 1.000000 NC USD 639378.020000 0.0171457 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TECK RESOURCES LIMITED TECK COMINCO LIMITED NT YANKEE Y Single Leg Swap 2026-06-21 610846.350000 USD 0.000000 USD 3600000.000000 USD 28531.670000 N N N N/A N/A 000000000 1.000000 NC 80951.000000 0.0021708 N/A DCR ES N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TELEFONICA EMISIONES SAU TELEFONICA EMISIONES SAU CO GTD SR UNSEC Y Single Leg Swap 2026-06-21 56787.820000 EUR 0.000000 EUR 3200000.000000 EUR 24163.180000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1T7K79 2120000.000000 PA 2472594.580000 0.0663056 Long DBT CORP IT N 2 2026-01-09 Fixed 1.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 29980.610000 0.0008040 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TENCENT HOLDINGS LIMITED TENCENT HOLDINGS LTD SR UNSEC REGS Y Single Leg Swap 2024-12-21 18887.150000 USD 0.000000 USD 1700000.000000 USD 11093.460000 N N N N/A N/A 000000000 1.000000 NC USD 61724.780000 0.0016552 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TENCENT HOLDINGS LIMITED TENCENT HOLDINGS LTD SR UNSEC REGS Y Single Leg Swap 2024-12-21 33625.150000 USD 0.000000 USD 3500000.000000 USD 28099.630000 N N N N/A N/A 000000000 1.000000 NC 16290.630000 0.0004369 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TESCO PLC TESCO PLC SR UNSECURED EMTN REGS Y Single Leg Swap 2028-06-21 27067.850000 EUR 0.000000 EUR 2800000.000000 EUR -10777.220000 N N N N/A N/A 000000000 1.000000 NC USD -32098.980000 -0.0008608 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TOLL BROTHERS FINANCE CORP TOLL BROS FINANCE CORP Y Single Leg Swap 2024-06-21 4549.900000 USD 0.000000 USD 3800000.000000 USD -36648.880000 N N N N/A N/A 000000000 1.000000 NC -7932.280000 -0.0002127 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 3378771.520000 USD 4662619.000000 AUD 2021-10-05 -7932.280000 N N N N/A N/A 000000000 1.000000 NC -1894.170000 -0.0000508 N/A DFE ID N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 467013.000000 USD 6714712914.000000 IDR 2021-12-15 -1894.170000 N N N N/A N/A 000000000 1.000000 NC 7929.370000 0.0002126 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 4662619.000000 AUD 3379172.510000 USD 2021-11-02 7929.370000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1J7WJ1 1000000.000000 PA 1188047.680000 0.0318589 Long DBT CORP IT N 2 2025-04-28 Fixed 2.625 N N N N N N N/A N/A 000000000 1.000000 NC 5.140000 0.0000001 N/A DFE CN N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 138029.720000 CNY 21295.000000 USD 2021-12-15 5.140000 N N N N/A N/A 000000000 1.000000 NC -160815.100000 -0.0043125 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 5933999.000000 USD 4687859210.000000 CLP 2021-10-20 -160815.100000 N N N N/A N/A 000000000 1.000000 NC -2514.860000 -0.0000674 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 5772706.000000 RUB 76591.560000 USD 2021-10-22 -2514.860000 N N N N/A N/A 000000000 1.000000 NC -4986.830000 -0.0001337 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 11540250.000000 RUB 153155.280000 USD 2021-10-22 -4986.830000 N N N N/A N/A 000000000 1.000000 NC 34236.380000 0.0009181 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 11036474.930000 ZAR 760170.000000 USD 2021-12-13 34236.380000 N N N N/A N/A 000000000 -3200000.000000 NC USD -12784.320000 -0.0003428 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% NOV 30YR N/A 99.860000 USD 2021-11-03 XXXX -4284.320000 N N N N/A N/A 000000000 -1600000.000000 NC USD -6795.840000 -0.0001822 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% NOV 30YR N/A 100.220000 USD 2021-11-03 XXXX -920.840000 N N N N/A N/A 000000000 -600000.000000 NC USD -311.340000 -0.0000083 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% NOV 30YR N/A 101.440000 USD 2021-11-03 XXXX 1235.540000 N N N N/A N/A 000000000 -1100000.000000 NC USD -0.440000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% OCT 30YR N/A 101.730000 USD 2021-10-07 XXXX 1546.440000 N N N N/A N/A 000000000 -1400000.000000 NC USD -2850.680000 -0.0000764 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% DEC 30YR N/A 101.160000 USD 2021-12-06 XXXX -61.620000 N N N N/A N/A 000000000 -2900000.000000 NC USD -12781.750000 -0.0003428 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% DEC 30YR N/A 98.920000 USD 2021-12-06 XXXX -2133.310000 N N N N/A N/A 000000000 -14300000.000000 NC USD -0.140000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% OCT 30YR N/A 102.810000 USD 2021-10-07 XXXX 29046.740000 N N N N/A N/A 000000000 -1100000.000000 NC USD -2083.180000 -0.0000559 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% DEC 30YR N/A 103.990000 USD 2021-12-06 XXXX -192.550000 N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BF2PHRII3 800000.000000 PA 994190.410000 0.0266604 Long DBT CORP ES N 2 2023-09-24 Floating 5.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N N/A N/A 000000000 -1100000.000000 NC USD -7504.530000 -0.0002012 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% DEC 30YR N/A 99.700000 USD 2021-12-06 XXXX -3723.280000 N N N N/A N/A 000000000 -1000000.000000 NC USD -22.400000 -0.0000006 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% OCT 30YR N/A 103.910000 USD 2021-10-07 XXXX 2438.540000 N N N N/A N/A 000000000 -1300000.000000 NC USD -0.010000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% OCT 30YR N/A 102.810000 USD 2021-10-07 XXXX 2539.050000 N N N N/A N/A 000000000 -12500000.000000 NC USD -0.130000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% OCT 30YR N/A 102.810000 USD 2021-10-07 XXXX 25390.500000 N N N N/A N/A 000000000 -3200000.000000 NC USD -519.040000 -0.0000139 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% NOV 30YR N/A 101.860000 USD 2021-11-03 XXXX 3230.960000 N N N N/A N/A 000000000 -2900000.000000 NC USD -7888.580000 -0.0002115 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% DEC 30YR N/A 100.920000 USD 2021-12-06 XXXX -1997.950000 N N N BANCO BRADESCO SA/CAYMAN ISLANDS BRANCH N/A 05947KAZ3 2900000.000000 PA USD 2941325.000000 0.0788752 Long DBT CORP BR N 2 2025-01-27 Fixed 3.2 N N N N N N N/A N/A 000000000 -8500000.000000 NC USD -49103.650000 -0.0013168 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% OCT 30YR N/A 100.810000 USD 2021-10-07 XXXX -17560.680000 N N N N/A N/A 000000000 -1100000.000000 NC USD -2106.830000 -0.0000565 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% DEC 30YR N/A 101.200000 USD 2021-12-06 XXXX 1330.670000 N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH ZXLTQRYIK6IJH3R0IK66 05971AAE1 3100000.000000 PA USD 3189156.000000 0.0855211 Long DBT CORP BR N 2 2025-01-10 Fixed 4.5 N N N N N N N/A N/A 000000000 -600000.000000 NC USD -1859.760000 -0.0000499 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% DEC 30YR N/A 103.080000 USD 2021-12-06 XXXX -359.760000 N N N N/A N/A 000000000 -7500000.000000 NC USD -0.080000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% OCT 30YR N/A 102.750000 USD 2021-10-07 XXXX 15234.300000 N N N N/A N/A 000000000 -1400000.000000 NC USD -7029.260000 -0.0001885 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% DEC 30YR N/A 99.160000 USD 2021-12-06 XXXX -1943.320000 N N N N/A N/A 000000000 -2700000.000000 NC USD -8962.650000 -0.0002403 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% NOV 30YR N/A 100.410000 USD 2021-11-03 XXXX -2001.710000 N N N N/A N/A 000000000 -1300000.000000 NC USD -754.390000 -0.0000202 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% NOV 30YR N/A 101.390000 USD 2021-11-03 XXXX 1987.800000 N N N N/A N/A 000000000 -1100000.000000 NC USD -0.440000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% OCT 30YR N/A 101.730000 USD 2021-10-07 XXXX 1546.440000 N N N BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH ZXLTQRYIK6IJH3R0IK66 05971AAG6 2300000.000000 PA USD 2236750.000000 0.0599812 Long DBT CORP BR N 2 2026-01-11 Fixed 2.75 N N N N N N N/A N/A 000000000 -10100000.000000 NC USD -58346.690000 -0.0015646 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% OCT 30YR N/A 100.810000 USD 2021-10-07 XXXX -20866.220000 N N N N/A N/A 000000000 338.000000 NC USD -618368.290000 -0.0165823 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-21 44523577.960000 USD -618368.290000 N N N N/A N/A 000000000 173.000000 NC USD -462431.590000 -0.0124007 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-21 25162038.980000 USD -462431.590000 N N N N/A N/A 000000000 -471.000000 NC USD 309432.780000 0.0082978 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-12-31 -57835488.400000 USD 309432.780000 N N N N/A N/A 000000000 294.000000 NC USD -1167209.400000 -0.0313001 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-21 46897593.750000 USD -1167209.400000 N N N N/A N/A 000000000 98.000000 NC USD -630230.850000 -0.0169004 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-21 18777718.750000 USD -630230.850000 N N N N/A N/A 000000000 1.000000 NC USD 79708.630000 0.0021375 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2026-12-22 80003.520000 USD 0.000000 USD 3300000.000000 USD -294.890000 N N N N/A N/A 000000000 8823.000000 NC USD 1551.970000 0.0000416 N/A DE US N 1 None N/A Call Purchased VISTRA CORP VISTRA CORP N/A 35.000000 USD 2024-02-02 XXXX -21652.520000 N N N N/A N/A 000000000 1.000000 NC 80443.620000 0.0021572 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VODAFONE GROUP PLC VODAFONE GROUP PLC SR UNSEC EMTN Y Single Leg Swap 2024-06-21 32260.540000 EUR 0.000000 EUR 3400000.000000 EUR 48183.080000 N N N BANCO INBURA SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO INBURSA 9598007PWYZP4GP23S45 05969LAB7 200000.000000 PA USD 214280.000000 0.0057462 Long DBT CORP MX N 2 2027-04-11 Fixed 4.375 N N N N N N BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH 549300QTVYRPFHS0J362 05971PAB4 1200000.000000 PA USD 1339680.000000 0.0359251 Long DBT CORP MX N 2 2029-06-27 Floating 7.5 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAL6 3000000.000000 PA USD 3042705.000000 0.0815938 Long DBT CORP CO N 2 2029-12-18 Floating 4.625 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGG8 100000.000000 PA USD 123592.410000 0.0033143 Long DBT CORP US N 2 2048-01-20 Floating 4.443 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHA0 265000.000000 PA USD 306725.330000 0.0082252 Long DBT CORP US N 2 2049-01-23 Floating 3.946 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 60000.000000 PA USD 73652.470000 0.0019751 Long DBT CORP US N 2 2050-03-15 Floating 4.33 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 185000.000000 PA USD 216654.360000 0.0058099 Long DBT CORP US N 2 2038-04-24 Floating 4.244 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 17200000.000000 PA USD 18069233.480000 0.4845485 Long DBT CORP US N 2 2042-04-22 Floating 3.311 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 19400000.000000 PA USD 18748737.540000 0.5027702 Long DBT CORP US N 2 2041-06-19 Floating 2.676 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 800000.000000 PA USD 784587.900000 0.0210397 Long DBT CORP US N 2 2052-07-21 Floating 2.972 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 7700000.000000 PA USD 12058509.770000 0.3233636 Long DBT CORP US N 2 2038-05-14 Fixed 7.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 7000000.000000 NS USD 7656250.000000 0.2053117 Long EP CORP US N 2 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TJZ6 1200000.000000 PA USD 1641824.100000 0.0440275 Long DBT CORP US N 2 2036-10-15 Fixed 6 N N N N N N BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP N/A 06684QAB8 300000.000000 PA USD 324646.820000 0.0087058 Long DBT CORP US N 2 2050-08-15 Fixed 3.54 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 3000000.000000 NS USD 3140925.000000 0.0842277 Long EP CORP US N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 4800000.000000 NS USD 4917000.000000 0.1318553 Long EP CORP US N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 200000.000000 PA USD 218500.000000 0.0058593 Long DBT CORP GB N 2 2023-09-15 Floating 7.75 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBN4 4500000.000000 PA USD 4986585.000000 0.1337213 Long DBT CORP GB N 2 2025-12-15 Floating 6.125 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 300000.000000 PA USD 300540.000000 0.0080593 Long DBT CORP GB N 2 2028-03-15 Floating 4.375 N N N N Y BARCLAYS PLC GBP XXXX N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610AU9 150000.000000 NS USD 168945.000000 0.0045305 Long EP CORP US N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0PG9W3 200000.000000 PA USD 204996.000000 0.0054972 Long DBT CORP GB N 2 2022-03-15 Floating 7.875 N N N N Y BARCLAYS PLC GBP XXXX N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BD6 8200000.000000 NS USD 8415250.000000 0.2256652 Long EP CORP US N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0SSSH6 1200000.000000 PA 1725020.410000 0.0462585 Long DBT CORP GB N 2 2023-03-15 Floating 7.25 N N N N Y BARCLAYS PLC GBP XXXX N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 5800000.000000 PA USD 6018082.670000 0.1613822 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAC6 3700000.000000 NS USD 4248451.000000 0.1139274 Long EP CORP US N 2 N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 1800000.000000 PA USD 2124809.240000 0.0569793 Long DBT CORP US N 2 2038-06-25 Fixed 4.625 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 3400000.000000 PA USD 4167682.800000 0.1117615 Long DBT CORP US N 2 2048-06-25 Fixed 4.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 75000.000000 PA USD 87694.040000 0.0023516 Long DBT CORP US N 2 2064-07-15 Fixed 4.7 N N N N N N BAYVIEW FINANCIAL ACQUISITION TR 2007-A N/A 07325VAF1 4769.760000 PA USD 4778.120000 0.0001281 Long ABS-MBS CORP US N 2 2037-05-28 Variable 6.101 N N N N N N BEAR STEARNS ALT-A TRUST-2004-11 N/A 07386HNB3 22727.200000 PA USD 23236.130000 0.0006231 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.11432 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2E1 569901.490000 PA USD 576018.580000 0.0154466 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.11842 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-ABF1 N/A 07384YLE4 3361.760000 PA USD 3240.590000 0.0000869 Long ABS-MBS CORP US N 2 2034-01-25 Floating 0.826 N N N N N N BEAR STEARNS ASSETBACKED SEC 2006-P N/A 07387UAY7 1225265.870000 PA USD 1226212.270000 0.0328824 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.716 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VBD8 85000.000000 PA USD 111013.130000 0.0029770 Long DBT CORP US N 2 2043-11-15 Fixed 5.15 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 70000.000000 PA USD 85434.930000 0.0022910 Long DBT CORP US N 2 2049-01-15 Fixed 4.25 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAB7 1400000.000000 PA USD 1401386.000000 0.0375799 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 3300000.000000 PA USD 3545653.490000 0.0950810 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAP6 600000.000000 PA USD 648290.850000 0.0173847 Long DBT CORP US N 2 2025-12-15 Fixed 4.375 N N N N N N BIOGEN INC (AKA: BIOGEN IDEC INC) W8J5WZB5IY3K0NDQT671 09062XAJ2 1122000.000000 PA USD 1105002.830000 0.0296320 Long DBT CORP US N 2 2051-02-15 Fixed 3.25 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AS8 1900000.000000 PA USD 2042249.680000 0.0547654 Long DBT CORP US N 2 2049-10-15 Fixed 3.875 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAM9 2500000.000000 PA USD 2705007.130000 0.0725381 Long DBT CORP US N 2 2049-09-10 Fixed 3.5 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAB6 350000.000000 PA USD 336639.520000 0.0090274 Long DBT CORP US N 2 2050-09-30 Fixed 2.8 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 09261XAF9 3000000.000000 PA USD 2981894.790000 0.0799631 Long DBT CORP US N 2 2028-09-30 Fixed 2.85 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ASK0 3700000.000000 PA USD 3787875.000000 0.1015765 Long DBT CORP FR N 2 2031-02-25 Floating 4.625 N N N N N N BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM TEHUYFNKZR6XVWLGEU86 91514AGU3 45000.000000 PA USD 51709.560000 0.0013867 Long DBT MUN US N 2 2047-08-15 Fixed 3.354 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 2100000.000000 PA USD 2209430.390000 0.0592486 Long DBT CORP US N 2 2031-02-15 Fixed 3.4 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DC6 7900000.000000 PA USD 8462565.000000 0.2269340 Long DBT CORP US N 2 2031-02-01 Fixed 3.625 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BV6 800000.000000 PA USD 786478.570000 0.0210904 Long DBT CORP US N 2 2047-03-01 Fixed 3.65 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 7900000.000000 PA USD 9276925.210000 0.2487720 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 6400000.000000 PA USD 8142873.220000 0.2183611 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CW3 5700000.000000 PA USD 7611308.440000 0.2041065 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 7760000.000000 PA USD 10621782.230000 0.2848360 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 100000.000000 PA USD 104125.000000 0.0027922 Long DBT CORP CA N 2 2024-12-01 Fixed 7.5 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAC9 1500000.000000 PA USD 1577098.740000 0.0422918 Long DBT CORP US N 2 2050-06-01 Fixed 3.205 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AU1 4600000.000000 PA USD 5886458.450000 0.1578525 Long DBT CORP US N 2 2049-03-01 Fixed 4.7 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AE7 1500000.000000 PA USD 2131543.040000 0.0571599 Long DBT CORP US N 2 2035-11-15 Variable 7 N N N N N N BOYNE USA INC N/A 103557AC8 400000.000000 PA USD 413500.000000 0.0110885 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N DEPOSITORY TRUST & CLEARING CORP (DTCC) MLDY5N6PZ58ZE60QU102 249670AB6 4500000.000000 NS USD 4597087.500000 0.1232765 Long EP CORP US N 2 N N N BRF SA (AKA: BRF-BRASIL FOODS SA) 254900MTXR9LUVQFU480 10552TAH0 3000000.000000 PA USD 2880870.000000 0.0772540 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75 N N N N N N BRF SA (AKA: BRF-BRASIL FOODS SA) 254900MTXR9LUVQFU480 P1905CAJ9 400000.000000 PA USD 384116.000000 0.0103005 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 830000.000000 PA USD 1030913.050000 0.0276452 Long DBT CORP US N 2 2049-10-26 Fixed 4.25 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST N/A 11043HAA6 2503795.010000 PA USD 2539431.770000 0.0680980 Long DBT CORP US N 2 2033-03-20 Fixed 4.125 N N N N N N BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST N/A 11043XAA1 3431011.130000 PA USD 3489379.150000 0.0935719 Long DBT CORP US N 2 2034-06-15 Fixed 3.3 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 1200000.000000 PA USD 1348912.060000 0.0361727 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 7682000.000000 PA USD 8552793.570000 0.2293536 Long DBT CORP US N 2 2028-09-15 Fixed 4.11 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 4100000.000000 PA USD 4545272.550000 0.1218870 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 3500000.000000 PA USD 3925047.390000 0.1052549 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 2000000.000000 PA USD 1922972.220000 0.0515668 Long DBT CORP US N 2 2033-02-15 Fixed 2.6 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 5300000.000000 PA USD 5244742.310000 0.1406441 Long DBT CORP US N 2 2041-02-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 7649000.000000 PA USD 7924323.460000 0.2125004 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 1600000.000000 PA USD 1649076.660000 0.0442220 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 4000000.000000 PA USD 3955591.240000 0.1060740 Long DBT CORP US N 2 2031-09-15 Fixed 2.6 N N N N N N BROOKFIELD FINANCE INC N/A 11271LAF9 8700000.000000 PA USD 9103311.380000 0.2441164 Long DBT CORP CA N 2 2051-03-30 Fixed 3.5 N N N N N N BROOKFIELD FINANCE LLC 549300E643C5WZF8BL44 11271RAB5 2000000.000000 PA USD 2068449.900000 0.0554680 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL N/A 11284DAA3 700000.000000 PA USD 728000.000000 0.0195222 Long DBT CORP US N 2 2026-05-15 Fixed 5.75 N N N N N N BROOKLYN UNION GAS CO/THE 83BQ1DXS6VA5GZFK8S35 114259AU8 1200000.000000 PA USD 1403308.570000 0.0376314 Long DBT CORP US N 2 2049-03-04 Fixed 4.487 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AN8 1500000.000000 NS USD 1631625.000000 0.0437540 Long EP CORP US N 2 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AQ1 5200000.000000 NS USD 5840744.000000 0.1566267 Long EP CORP US N 2 N N N CABINETWORKS (ACPRODUCTS HOLDINGS INC) N/A 00488YAB2 3690750.000000 PA USD 3691410.640000 0.0989897 Long LON CORP US N 2 2028-05-17 Floating 4.75 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 28470RAH5 2200000.000000 PA USD 2318816.500000 0.0621819 Long DBT CORP US N 2 2025-07-01 Fixed 6.25 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAD1 2674492.460000 PA USD 2680873.800000 0.0718909 Long LON CORP US N 2 2025-07-21 Floating 4.5 N N N N N N CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC) 549300V3UCT773B1KR38 12769LAB5 13384971.560000 PA USD 13321526.790000 0.3572329 Long LON CORP US N 2 2024-12-23 Floating 2.8341 N N N N N N CAESARS RESORT COLLECTION LLC / CRC FINCO INC N/A 12652AAA1 3200000.000000 PA USD 3247520.000000 0.0870862 Long DBT CORP US N 2 2025-10-15 Fixed 5.25 N N N N N N CAESARS RESORT COLLECTION LLC / CRC FINCO INC N/A 12770RAA1 1200000.000000 PA USD 1266570.000000 0.0339646 Long DBT CORP US N 2 2025-07-01 Fixed 5.75 N N N N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 13033W3Y7 2300000.000000 PA USD 3434620.130000 0.0921035 Long DBT MUN US N 2 2049-05-15 Fixed 6.486 N N N N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685C81 2600000.000000 PA USD 3785025.920000 0.1015001 Long DBT MUN US N 2 2035-03-01 Fixed 7.804 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077CTL8 700000.000000 PA USD 1025376.310000 0.0274967 Long DBT MUN US N 2 2041-11-01 Fixed 6.484 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AL5 40000.000000 PA USD 53277.510000 0.0014287 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAX2 6470000.000000 PA USD 9797140.890000 0.2627223 Long DBT CORP CA N 2 2115-09-15 Fixed 6.125 N N N N N N CARLYLE FINANCE LLC N/A 14314CAA3 3100000.000000 PA USD 4268104.860000 0.1144544 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 1453890.660000 0.0389878 Long DBT CORP US N 2 2043-03-30 Fixed 5.625 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658BQ4 4600000.000000 PA USD 4651750.000000 0.1247423 Long DBT CORP PA N 2 2028-08-01 Fixed 4 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 P2121YAN8 1485000.000000 PA USD 1481287.500000 0.0397225 Long LON CORP PA N 2 2025-06-30 Floating 3.75 N N N N N N CATALENT PHARMA SOLUTIONS INC 549300HALRZ339MSTH85 14880BAH4 600000.000000 PA USD 601446.600000 0.0161285 Long LON CORP US N 2 2028-02-22 Floating 2.5 N N N N N N CELEO REDES OPERACION CHILE SA 959800U0HC7MFYWVH407 15103JAA0 483142.100000 PA USD 562722.850000 0.0150901 Long DBT CORP CL N 2 2047-06-22 Fixed 5.2 N N N N N N CELLNEX FINANCE COMPANY SA 549300OUROMFTRFA7T23 15118JAA3 600000.000000 PA USD 590373.000000 0.0158316 Long DBT CORP ES N 2 2041-07-07 Fixed 3.875 N N N N N N CELULOSA ARAUCO Y CONSTITUCION SA 549300QEKV8G0AMNQD28 151191BD4 1500000.000000 PA USD 1764375.000000 0.0473139 Long DBT CORP CL N 2 2047-11-02 Fixed 5.5 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 1900000.000000 PA USD 2072995.000000 0.0555899 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAW8 2500000.000000 PA USD 2724728.100000 0.0730669 Long DBT CORP US N 2 2051-04-01 Fixed 3.35 N N N N N N CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS) 254900I8KYDELP4B4Z08 15236FAB6 4800000.000000 PA USD 4774800.000000 0.1280421 Long DBT CORP BR N 2 2030-02-04 Fixed 4.625 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAE3 2600000.000000 PA USD 3303794.000000 0.0885953 Long DBT CORP US N 2 2044-03-15 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO) N/A 1248EPCL5 4700000.000000 PA USD 4789159.000000 0.1284271 Long DBT CORP US N 2 2033-06-01 Fixed 4.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 1500000.000000 NS USD 1537500.000000 0.0412299 Long EP CORP US N 2 N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 5000000.000000 PA USD 5621072.450000 0.1507359 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 2500000.000000 NS USD 2609675.000000 0.0699816 Long EP CORP US N 2 N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BN3 3025000.000000 PA USD 3827904.580000 0.1026499 Long DBT CORP US N 2 2048-04-01 Fixed 5.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 11000000.000000 PA USD 10731294.530000 0.2877727 Long DBT CORP US N 2 2051-04-01 Fixed 3.7 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BY9 9600000.000000 PA USD 9176191.490000 0.2460707 Long DBT CORP US N 2 2061-04-01 Fixed 3.85 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 5100000.000000 PA USD 6116561.330000 0.1640230 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BZ6 2500000.000000 PA USD 2458458.080000 0.0659265 Long DBT CORP US N 2 2041-06-01 Fixed 3.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 3800000.000000 PA USD 3792017.680000 0.1016876 Long DBT CORP US N 2 2052-06-01 Fixed 3.9 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 7000000.000000 PA USD 8248357.950000 0.2211898 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 80000.000000 PA USD 108943.100000 0.0029214 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CC6 3100000.000000 PA USD 3230804.900000 0.0866380 Long DBT CORP US N 2 2061-12-01 Fixed 4.4 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A3 N/A 161639BH1 191256.510000 PA USD 172342.200000 0.0046216 Long ABS-MBS CORP US N 2 2037-12-25 Floating 3.16183 Y N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 6500000.000000 PA USD 7057683.300000 0.1892604 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAK1 1300000.000000 PA USD 1288920.130000 0.0345640 Long DBT CORP US N 2 2039-12-31 Fixed 2.742 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAL5 2100000.000000 PA USD 2109555.000000 0.0565703 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N CHILDRENS HOSPITAL CORP/THE 549300NXFO6BISJLOS32 16876BAA0 25000.000000 PA USD 31524.840000 0.0008454 Long DBT CORP US N 2 2047-01-01 Fixed 4.115 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863CE6 40000.000000 PA USD 43044.400000 0.0011543 Long DBT NUSS CL N 2 2047-06-21 Fixed 3.86 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 17026YAH2 990000.000000 PA USD 994331.250000 0.0266642 Long LON CORP US N 2 2027-10-20 Floating 4.5 N N N N N N CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 00440EAW7 85000.000000 PA USD 107018.270000 0.0028698 Long DBT CORP US N 2 2045-11-03 Fixed 4.35 N N N N N N CHURCHILL DOWNS INCORPORATED 529900FODTBQC8MIS994 171484AE8 3500000.000000 PA USD 3666250.000000 0.0983150 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 1200000.000000 PA USD 1292403.360000 0.0346574 Long DBT CORP CA N 2 2051-06-15 Fixed 4.1 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 1600000.000000 PA USD 1662207.950000 0.0445741 Long DBT CORP CA N 2 2030-12-17 Fixed 3.2 N N N N N N CIA DE MINAS BUENAVENTURA SA 529900WQB1ZU9KB6EL71 204448AA2 4200000.000000 PA USD 4157706.000000 0.1114939 Long DBT CORP PE N 2 2026-07-23 Fixed 5.5 N N N N N N CIFI HOLDINGS (GROUP) CO LTD 549300WGKSV867C0JF48 ACI1P1TB8 1600000.000000 PA USD 1596412.720000 0.0428097 Long DBT CORP KY N 2 2025-10-20 Fixed 5.95 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523BK5 115000.000000 PA USD 128142.950000 0.0034363 Long DBT CORP US N 2 2047-10-15 Fixed 3.875 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AK6 40000.000000 PA USD 51203.420000 0.0013731 Long DBT CORP US N 2 2048-12-15 Fixed 4.9 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAD4 2388000.000000 PA USD 2369717.470000 0.0635469 Long LON CORP US N 2 2028-02-02 Floating 2.5841 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 2900000.000000 PA USD 4961560.820000 0.1330503 Long DBT CORP US N 2 2039-07-15 Fixed 8.125 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486FA2 730000.000000 PA USD 797160.150000 0.0213768 Long DBT MUN US N 2 2029-01-01 Fixed 6.05 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486D22 68000.000000 PA USD 77157.110000 0.0020691 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CLARIVATE (CAMELOT FINANCE SA) N/A L2000AAC4 98250.000000 PA USD 98096.530000 0.0026306 Long LON CORP US N 2 2026-10-30 Floating 3.0841 N N N N N N CLECO CORPORATE HOLDINGS LLC 5493002H80P81B3HXL31 18551PAD1 400000.000000 PA USD 489731.050000 0.0131327 Long DBT CORP US N 2 2046-05-01 Variable 4.973 N N N N N N CLEVELAND CLINIC FOUNDATION 5493005LGDPOFHUC6Z36 18600TAA0 45000.000000 PA USD 64834.490000 0.0017386 Long DBT CORP US N 2 2114-01-01 Fixed 4.858 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAH8 1825000.000000 PA USD 2320089.230000 0.0622160 Long DBT CORP US N 2 2048-06-15 Fixed 4.15 N N N N N N COCA-COLA FEMSA SAB DE CV (AKA: COCA COLA FEMSA SA DE CV) 5493008KEVFYPMGTXO33 191241AF5 80000.000000 PA USD 105379.200000 0.0028259 Long DBT CORP MX N 2 2043-11-26 Fixed 5.25 N N N N N N COLONIAL PIPELINE COMPANY 549300Y8RLCD6IQXIT35 195869AQ5 20000.000000 PA USD 23253.890000 0.0006236 Long DBT CORP US N 2 2048-04-15 Fixed 4.25 N N N N N N COLUMBIA PIPELINE GROUP INC 549300SRP1TQM9JJBG80 198280AH2 50000.000000 PA USD 68368.400000 0.0018334 Long DBT CORP US N 2 2045-06-01 Fixed 5.8 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBZ3 9400000.000000 PA USD 10764004.770000 0.2886499 Long DBT CORP US N 2 2047-08-15 Fixed 4 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 25000.000000 PA USD 28993.240000 0.0007775 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDT5 1749000.000000 PA USD 1655244.960000 0.0443874 Long DBT CORP US N 2 2056-11-01 Fixed 2.937 N N N N N N COMISION FEDERAL DE ELECTRICIDAD (CFE) 4469000001BFPONMPF32 200447AC4 55000.000000 PA USD 60431.800000 0.0016206 Long DBT CORP MX N 2 2042-02-14 Fixed 5.75 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 700000.000000 PA USD 823434.220000 0.0220814 Long DBT CORP US N 2 2048-03-01 Fixed 4 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JJ0 55000.000000 PA USD 60973.590000 0.0016351 Long DBT CORP US N 2 2046-06-15 Fixed 3.65 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 1666000.000000 PA USD 1660012.400000 0.0445153 Long LON CORP US N 2 2026-04-06 Floating 3.3341 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CD2 6500000.000000 PA USD 8274560.000000 0.2218924 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 209111FQ1 4600000.000000 PA USD 5570172.430000 0.1493710 Long DBT CORP US N 2 2058-05-15 Fixed 4.5 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GB3 4500000.000000 PA USD 4711785.840000 0.1263523 Long DBT CORP US N 2 2061-06-15 Fixed 3.6 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FW8 1700000.000000 PA USD 1809117.510000 0.0485137 Long DBT CORP US N 2 2059-11-15 Fixed 3.7 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FT5 1900000.000000 PA USD 2356394.990000 0.0631896 Long DBT CORP US N 2 2048-12-01 Fixed 4.65 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FF5 40000.000000 PA USD 49520.840000 0.0013280 Long DBT CORP US N 2 2054-12-01 Fixed 4.625 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAT5 1200000.000000 PA USD 1427425.700000 0.0382782 Long DBT CORP US N 2 2047-05-09 Fixed 4.5 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DB9 2500000.000000 PA USD 2974822.650000 0.0797735 Long DBT CORP US N 2 2048-05-15 Fixed 4.05 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 18400000.000000 NS USD 18051472.350000 0.4840722 Long EP CORP US N 2 N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 21685WCJ4 75000.000000 PA USD 103435.410000 0.0027737 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25 N N N N N N CORNERSTONE BUILDING BRANDS 549300IW41QEWQ6T0H29 72431HAD2 5109850.770000 PA USD 5109319.350000 0.1370126 Long LON CORP US N 2 2028-04-12 Floating 3.75 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 1000000.000000 PA USD 1360552.350000 0.0364849 Long DBT CORP US N 2 2079-11-15 Fixed 5.45 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 21987BAY4 1000000.000000 PA USD 1132958.010000 0.0303816 Long DBT CORP CL N 2 2049-02-05 Fixed 4.375 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAZ7 5100000.000000 PA USD 5856209.540000 0.1570414 Long DBT CORP CL N 2 2047-08-01 Fixed 4.5 N N N N N N COSTAR GROUP INC N/A 22160NAA7 800000.000000 PA USD 814247.760000 0.0218350 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N COTY INC 549300BO9IWPF3S48F93 222070AE4 6300000.000000 PA USD 6443640.000000 0.1727940 Long DBT CORP US N 2 2026-04-15 Fixed 5 N N N N N N AMERICAN AGCREDIT CORPORATION N/A 02369GAA3 11000000.000000 NS USD 11220000.000000 0.3008780 Long EP CORP US N 2 N N N COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41 N/A 12667GR62 317067.550000 PA USD 249276.610000 0.0066847 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.746 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAG6 4400000.000000 NS USD 4416500.000000 0.1184338 Long EP CORP US N 2 N N N COUNTRYWIDE HOME LOANS 2004-HYB5 N/A 12669F3A9 84.130000 PA USD 84.200000 0.0000023 Long ABS-MBS CORP US N 2 2035-04-20 Floating 2.69761 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 2425000.000000 PA USD 2659434.450000 0.0713160 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 2800000.000000 PA USD 3024172.200000 0.0810969 Long DBT CORP CH N 2 2024-12-18 Floating 6.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 22546DAB2 1900000.000000 PA USD 2080112.400000 0.0557807 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AR9 6893000.000000 PA USD 7229033.750000 0.1938553 Long DBT CORP CH N 2 2027-02-11 Floating 5.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 9973000.000000 PA USD 10970300.000000 0.2941819 Long DBT CORP CH N 2 2026-08-21 Floating 6.375 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 ACI0S3RH2 1600000.000000 PA USD 1662784.000000 0.0445896 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 225433AC5 500000.000000 PA USD 539446.630000 0.0144659 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 750000.000000 PA USD 819155.420000 0.0219666 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 600000.000000 PA USD 672383.800000 0.0180308 Long DBT CORP CH N 2 2031-04-01 Floating 4.194 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CH0 2000000.000000 NS USD 2040950.000000 0.0547306 Long EP CORP US N 2 N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAD4 3800000.000000 PA USD 4642796.910000 0.1245022 Long DBT CORP US N 2 2048-04-04 Fixed 4.5 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAN3 30000.000000 PA USD 39441.180000 0.0010577 Long DBT CORP US N 2 2045-05-18 Fixed 5.125 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAU5 900000.000000 PA USD 889905.670000 0.0238639 Long DBT CORP US N 2 2051-01-15 Fixed 3.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAL5 605000.000000 PA USD 687229.770000 0.0184289 Long DBT CORP US N 2 2029-02-15 Fixed 4.3 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAM3 9248000.000000 PA USD 11919362.020000 0.3196322 Long DBT CORP US N 2 2049-02-15 Fixed 5.2 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAF8 2650000.000000 PA USD 3255197.120000 0.0872921 Long DBT CORP US N 2 2047-05-15 Fixed 4.75 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAC2 2500000.000000 PA USD 2653625.000000 0.0711602 Long DBT CORP LU N 2 2026-04-17 Fixed 7.625 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAD0 1900000.000000 PA USD 1878625.000000 0.0503776 Long DBT CORP LU N 2 2031-06-10 Fixed 4.625 N N N N N N CSX CORPORATION 549300JVQR4N1MMP3Q88 126408HF3 75000.000000 PA USD 84953.600000 0.0022781 Long DBT CORP US N 2 2046-11-01 Fixed 3.8 N N N N N N CSX CORPORATION 549300JVQR4N1MMP3Q88 126408HG1 20000.000000 PA USD 24411.390000 0.0006546 Long DBT CORP US N 2 2066-11-01 Fixed 4.25 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 1900000.000000 PA USD 2166590.710000 0.0580998 Long DBT CORP US N 2 2029-02-15 Fixed 4.375 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 705000.000000 PA USD 865263.830000 0.0232031 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CD0 6700000.000000 PA USD 8805913.850000 0.2361413 Long DBT CORP US N 2 2043-12-05 Fixed 5.3 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 12127718.400000 PA USD 15274462.200000 0.4096033 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 262768.900000 PA USD 341995.280000 0.0091710 Long DBT CORP US N 2 2031-07-10 Fixed 8.353 N N N N N N CVS PASS-THROUGH TRUST SERIES 2013 N/A 12665UAA2 1444990.040000 PA USD 1640573.070000 0.0439940 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION N/A 235417AA0 4000000.000000 PA USD 5634060.400000 0.1510842 Long DBT MUN US N 2 2042-01-01 Fixed 7.088 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 7000000.000000 PA USD 7209025.600000 0.1933188 Long DBT CORP US N 2 2030-06-01 Fixed 4.625 N N N N N N DELL INTERNATIONAL LLC N/A 24702NBF6 189859.860000 PA USD 190059.020000 0.0050967 Long LON CORP US N 2 2025-09-19 Floating 2 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAD8 1500000.000000 PA USD 1785514.380000 0.0478807 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAJ5 7000000.000000 PA USD 10631615.330000 0.2850997 Long DBT CORP US N 2 2036-07-15 Fixed 8.1 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAK2 2980000.000000 PA USD 4842362.650000 0.1298538 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N DELOS FINANCE SARL 549300HX549YWOJQT076 L2324EAE1 6300000.000000 PA USD 6302954.700000 0.1690214 Long LON CORP LU N 2 2023-10-06 Floating 1.8815 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 877000.000000 PA USD 1023135.700000 0.0274366 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 6293000.000000 PA USD 7417111.540000 0.1988989 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 3000000.000000 PA USD 3072894.180000 0.0824034 Long DBT CORP US N 2 2024-10-28 Fixed 2.9 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AA5 1200000.000000 PA USD 1284353.830000 0.0344415 Long DBT CORP US N 2 2025-10-20 Fixed 4.5 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 2600000.000000 PA USD 2900606.620000 0.0777833 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3 N/A 25150WAA2 166387.100000 PA USD 159649.500000 0.0042812 Long ABS-MBS CORP US N 2 2047-07-25 Floating 0.226 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI1MBMC4 7800000.000000 PA 10735703.240000 0.2878909 Long DBT CORP DE N 2 2031-05-19 Floating 5.625 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CD9 5400000.000000 PA USD 5766625.280000 0.1546391 Long DBT CORP DE N 2 2031-09-18 Floating 3.547 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 5800000.000000 PA USD 6275477.850000 0.1682846 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CF4 10900000.000000 PA USD 11262892.940000 0.3020282 Long DBT CORP DE Y 2 2032-01-14 Floating 3.729 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PBC6 3500000.000000 PA USD 4274594.490000 0.1146285 Long DBT CORP NL N 2 2038-06-21 Fixed 4.75 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 2390000.000000 PA USD 2732328.400000 0.0732707 Long DBT CORP US N 2 2042-05-15 Fixed 4.75 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAB4 4900000.000000 PA USD 3076793.300000 0.0825080 Long LON CORP US N 2 2026-08-24 Floating 3.34 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAQ2 200000.000000 PA USD 227253.270000 0.0060941 Long DBT CORP US N 2 2051-03-24 Fixed 4.4 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 2800000.000000 PA USD 3129287.810000 0.0839157 Long DBT CORP US N 2 2025-05-31 Fixed 4.75 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 2100000.000000 PA USD 2104155.900000 0.0564255 Long LON CORP US N 2 2027-07-22 Floating 5.75 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AA0 10150000.000000 PA USD 10819878.890000 0.2901482 Long DBT CORP US N 2 2023-10-15 Fixed 6.5 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UAV1 35000.000000 PA USD 46997.640000 0.0012603 Long DBT CORP US N 2 2035-06-15 Fixed 5.95 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 2700000.000000 PA USD 2693699.150000 0.0722348 Long DBT CORP US N 2 2031-08-15 Fixed 2.25 N N N N N N DT MIDSTREAM INC N/A 23345NAB1 698250.000000 PA USD 698631.940000 0.0187347 Long LON CORP US N 2 2028-06-26 Floating 2.5 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAH9 1600000.000000 PA USD 1907386.380000 0.0511489 Long DBT CORP US N 2 2048-05-15 Fixed 4.05 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAU8 6000000.000000 PA USD 6961750.620000 0.1866878 Long DBT CORP US N 2 2048-03-15 Fixed 3.95 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBM6 1900000.000000 PA USD 1932496.950000 0.0518223 Long DBT CORP US N 2 2041-06-15 Fixed 3.3 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBN4 1900000.000000 PA USD 1959699.860000 0.0525517 Long DBT CORP US N 2 2051-06-15 Fixed 3.5 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAY1 2300000.000000 PA USD 2543664.480000 0.0682115 Long DBT CORP US N 2 2047-08-15 Fixed 3.95 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAP0 85000.000000 PA USD 105633.680000 0.0028327 Long DBT CORP US N 2 2045-12-15 Fixed 4.8 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAF8 25000.000000 PA USD 30158.500000 0.0008087 Long DBT CORP US N 2 2048-07-15 Fixed 4.2 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAA9 55000.000000 PA USD 58884.680000 0.0015791 Long DBT CORP US N 2 2046-10-01 Fixed 3.4 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAE4 900000.000000 PA USD 993308.610000 0.0266368 Long DBT CORP US N 2 2047-09-15 Fixed 3.6 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 700000.000000 PA USD 694632.980000 0.0186274 Long DBT CORP US N 2 2030-10-01 Fixed 2.532 N N N N N N E.ON INTERNATIONAL FINANCE BV 549300TG53AWJ719M814 268789AB0 600000.000000 PA USD 875700.240000 0.0234830 Long DBT CORP NL N 2 2038-04-30 Fixed 6.65 N N N N N N EASTERN GAS TRANSMISSION AND STORAGE INC H2VQBNB3NSKRM5QWBI71 276480AC4 1200000.000000 PA USD 1440025.610000 0.0386160 Long DBT CORP US N 2 2044-12-15 Fixed 4.6 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AZ6 2900000.000000 PA USD 3113136.570000 0.0834825 Long DBT CORP US N 2 2051-05-10 Fixed 3.65 N N N N N N ECAF I LTD 2015-1A N/A 26827EAC9 2663136.130000 PA USD 2550346.990000 0.0683907 Long ABS-O CORP KY N 2 2040-06-15 Fixed 4.947 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 3750000.000000 PA USD 4402818.750000 0.1180669 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 1400000.000000 PA USD 1613133.800000 0.0432581 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AQ7 2150000.000000 PA USD 2743659.510000 0.0735746 Long DBT CORP FR N 2 2045-10-13 Fixed 4.95 N N N N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 800000.000000 PA USD 846600.000000 0.0227026 Long DBT CORP CL N 2 2050-01-21 Fixed 3.95 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAB8 500000.000000 PA USD 532505.000000 0.0142798 Long DBT CORP NL N 2 2027-02-01 Fixed 5.4 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 2100000.000000 PA USD 2482565.690000 0.0665730 Long DBT CORP US N 2 2046-06-15 Fixed 4.75 N N N N N N EMPRESA ELECTRICA COCHRANE SPA 5493000S11JF8TJHYT07 29246XAB6 3407200.000000 PA USD 3497269.330000 0.0937835 Long DBT CORP CL N 2 2027-05-14 Fixed 5.5 N N N N N N ENABLE MIDSTREAM PARTNERS LP 549300TLGDBYE711G509 292480AJ9 2257000.000000 PA USD 2478834.100000 0.0664730 Long DBT CORP US N 2 2044-05-15 Fixed 5 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAT3 500000.000000 PA USD 643283.450000 0.0172504 Long DBT CORP US N 2 2040-09-15 Fixed 5.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAJ4 271000.000000 PA USD 316533.420000 0.0084882 Long DBT CORP CA N 2 2044-06-10 Fixed 4.5 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAE0 1250000.000000 PA USD 1317187.500000 0.0353220 Long DBT CORP US N 2 2028-01-30 Fixed 5.75 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAC2 3000000.000000 PA USD 3731608.740000 0.1000676 Long DBT CORP NL N 2 2047-05-25 Fixed 4.75 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAQ1 9750000.000000 PA USD 9509760.980000 0.2550158 Long DBT CORP NL N 2 2041-07-12 Fixed 2.875 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 6400000.000000 PA USD 8327749.120000 0.2233187 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 6000000.000000 PA USD 6877283.820000 0.1844227 Long DBT CORP US N 2 2045-03-15 Fixed 5.15 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 2900000.000000 PA USD 3401620.370000 0.0912186 Long DBT CORP US N 2 2029-04-15 Fixed 5.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 1400000.000000 PA USD 1624868.950000 0.0435728 Long DBT CORP US N 2 2044-04-01 Fixed 5.3 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAJ8 3004000.000000 PA USD 4184471.760000 0.1122117 Long DBT CORP US N 2 2038-07-01 Fixed 7.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 50000.000000 PA USD 61199.580000 0.0016411 Long DBT CORP US N 2 2043-10-01 Fixed 5.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 25000.000000 PA USD 31861.840000 0.0008544 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N ENLINK MIDSTREAM PARTNERS LP 88CPW63VL7KHJWS0NY83 29336UAG2 1200000.000000 PA USD 1160142.000000 0.0311106 Long DBT CORP US N 2 2047-06-01 Fixed 5.45 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBC1 4200000.000000 PA USD 5091683.480000 0.1365397 Long DBT CORP US N 2 2050-04-01 Fixed 4.2 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAT0 2400000.000000 PA USD 3260195.330000 0.0874261 Long DBT CORP US N 2 2041-02-01 Fixed 5.95 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAY9 5697000.000000 PA USD 6572695.550000 0.1762548 Long DBT CORP US N 2 2043-02-15 Fixed 4.45 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 6579000.000000 PA USD 7925690.380000 0.2125370 Long DBT CORP US N 2 2044-03-15 Fixed 4.85 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBM4 2900000.000000 PA USD 2857010.200000 0.0766142 Long DBT CORP US N 2 2077-08-16 Floating 4.875 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBF9 830000.000000 PA USD 1050023.550000 0.0281577 Long DBT CORP US N 2 2054-10-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 1167000.000000 PA USD 1267828.520000 0.0339984 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 2450000.000000 PA USD 2527593.730000 0.0677805 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBT2 2500000.000000 PA USD 2549048.850000 0.0683558 Long DBT CORP US N 2 2052-02-15 Fixed 3.4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHA1 7334000.000000 NS USD 7374188.050000 0.1977478 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJW1 6877000.000000 NS USD 7435756.250000 0.1993989 Long EP CORP US N 2 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBJ4 1400000.000000 PA USD 1331406.380000 0.0357033 Long DBT CORP US N 2 2050-07-15 Fixed 3 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 200000.000000 PA USD 228083.320000 0.0061163 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 BN13P8II9 1200000.000000 PA 1477991.470000 0.0396341 Long DBT CORP AT N 2 2027-10-15 Floating 4.25 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 3000000.000000 PA USD 3034175.610000 0.0813651 Long DBT CORP US N 2 2032-03-15 Fixed 2.65 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 277000.000000 NS USD 289291.880000 0.0077577 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 4000000.000000 NS USD 4095000.000000 0.1098124 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 5800000.000000 NS USD 5828275.000000 0.1562923 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 5200000.000000 NS USD 5232500.000000 0.1403159 Long EP CORP US N 2 N N N EVEREST REINSURANCE HLDGS N/A 299808AH8 2000000.000000 PA USD 2130672.240000 0.0571366 Long DBT CORP US N 2 2050-10-15 Fixed 3.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B523 75000.000000 NS USD 1893750.000000 0.0507832 Long EP CORP US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 200000.000000 PA USD 259358.610000 0.0069550 Long DBT CORP US N 2 2035-06-15 Fixed 5.625 N N N N N N EXELON GENERATION COMPANY LLC S2PEWKCZFFECR4533P43 30161MAN3 2195000.000000 PA USD 2650458.480000 0.0710753 Long DBT CORP US N 2 2042-06-15 Fixed 5.6 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 5000000.000000 PA USD 5174373.550000 0.1387571 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B549 111000.000000 NS USD 2930400.000000 0.0785822 Long EP CORP US N 1 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 90000.000000 PA USD 105077.300000 0.0028178 Long DBT CORP US N 2 2046-03-01 Fixed 4.114 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 2500000.000000 PA USD 2855737.230000 0.0765801 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BF8 2300000.000000 PA USD 2594391.700000 0.0695718 Long DBT CORP CA N 2 2030-04-29 Fixed 4.625 N N N N N N FARMERS INSURANCE EXCHANGE 549300UWG2TLX1GZVT44 309601AE2 7000000.000000 PA USD 8002632.120000 0.2146003 Long DBT CORP US N 2 2057-11-01 Floating 4.747 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBQ8 105000.000000 PA USD 117653.820000 0.0031550 Long DBT CORP US N 2 2048-02-15 Fixed 4.05 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBS4 1935000.000000 PA USD 2455638.860000 0.0658509 Long DBT CORP US N 2 2048-10-17 Fixed 4.95 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 700000.000000 PA USD 748771.350000 0.0200792 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898324AB4 2300000.000000 PA USD 2854610.500000 0.0765499 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIBRA UNO (TRUST F/1401) N/A P9406GAB4 3000000.000000 PA USD 3723405.000000 0.0998476 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AB2 3900000.000000 PA USD 4623976.500000 0.1239976 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 31620RAL9 8100000.000000 PA USD 7742070.640000 0.2076130 Long DBT CORP US N 2 2051-09-17 Fixed 3.2 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAH5 4500000.000000 PA USD 4388026.100000 0.1176703 Long DBT CORP US N 2 2031-08-15 Fixed 2.4 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616CAC4 2000000.000000 PA USD 2538395.280000 0.0680702 Long DBT CORP US N 2 2047-02-13 Fixed 4.625 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAA7 6330000.000000 PA USD 8097945.960000 0.2171563 Long DBT CORP US N 2 2044-07-15 Fixed 5.45 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 1355000.000000 PA USD 1624962.690000 0.0435754 Long DBT CORP US N 2 2049-07-01 Fixed 4.4 N N N N N N FLEX INTERMEDIATE HOLDCO LLC 549300290TQIGM30A243 33939HAA7 7300000.000000 PA USD 7410856.920000 0.1987311 Long DBT CORP US N 2 2031-06-30 Fixed 3.363 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAC9 875000.000000 PA USD 952610.200000 0.0255454 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAB1 600000.000000 PA USD 696408.350000 0.0186750 Long DBT CORP SG N 2 2030-05-12 Fixed 4.875 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAA3 2000000.000000 PA USD 2302878.800000 0.0617545 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FR3 120000.000000 PA USD 147449.310000 0.0039540 Long DBT CORP US N 2 2048-06-01 Fixed 4.125 N N N N N N FLOURISH CENTURY HOLDINGS LTD 549300I6CN474FB97T36 ACI202X75 4900000.000000 PA USD 4557000.000000 0.1222015 Long DBT CORP VG Y 3 2022-02-04 Fixed 6.6 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAB4 4500000.000000 PA USD 6574305.690000 0.1762980 Long DBT CORP US N 2 2039-11-15 Fixed 6.45 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 6800.000000 NS 1795814.980000 0.0481570 Long EP CORP GB N 2 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 14429.360000 PA USD 142302.340000 0.0038160 Long STIV RF US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 800000.000000 PA USD 806000.000000 0.0216139 Long DBT CORP US N 2 2031-06-17 Fixed 3.625 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A29 1600000.000000 PA USD 1625520.000000 0.0435903 Long DBT CORP US N 2 2023-01-09 Fixed 3.087 N N N N N N AT&T MOBILITY II LLC N/A 04651L206 1148058.000000 NS USD 30155054.450000 0.8086445 Long EP CORP US Y 3 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YJ6 1100000.000000 PA USD 1100854.720000 0.0295208 Long DBT CORP US N 2 2022-03-28 Floating 1.40225 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 8100000.000000 PA USD 8716329.000000 0.2337390 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BC8 3400000.000000 NS USD 3400000.000000 0.0911751 Long EP CORP US N 2 N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAD3 8400000.000000 PA USD 8467536.000000 0.2270673 Long DBT CORP US N 2 2028-05-01 Fixed 5.5 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAB7 1400000.000000 PA USD 1442882.000000 0.0386926 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N FORTUNE STAR (BVI) LIMITED 2549008CU8NYQQRSNU62 ACI1NB4T6 2300000.000000 PA USD 2403672.270000 0.0644574 Long DBT CORP VG N 2 2024-07-02 Fixed 6.85 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 35039KAB2 3427726.210000 PA USD 3409518.130000 0.0914304 Long LON CORP US N 2 2028-02-03 Floating 3.75 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 3125000.000000 PA USD 4215813.780000 0.1130522 Long DBT CORP US N 2 2049-01-25 Fixed 5.576 N N N N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613AM3 900000.000000 PA USD 875993.330000 0.0234908 Long DBT CORP US N 2 2051-08-12 Fixed 2.95 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAB3 3540000.000000 PA USD 3616198.500000 0.0969728 Long DBT CORP US N 2 2025-04-15 Fixed 8.25 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAF4 300000.000000 PA USD 306030.000000 0.0082066 Long DBT CORP US N 2 2026-05-01 Fixed 7.625 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAG2 4800000.000000 PA USD 4674000.000000 0.1253390 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 35805BAB4 1800000.000000 PA USD 1748062.750000 0.0468764 Long DBT CORP US N 2 2031-02-16 Fixed 2.375 N N N N N N FUTURE LAND (NEW METRO GLOBAL LIMITED) 549300HJRNTCANEH0D47 ACI1YYCQ1 2600000.000000 PA USD 2410203.460000 0.0646325 Long DBT CORP VG N 2 2025-10-15 Fixed 4.625 N N N N N N GAIF BOND ISSUER PTY LIMITED 2138007UNQRHCRSBNZ86 361435AA8 5000000.000000 PA USD 5418060.650000 0.1452919 Long DBT CORP AU N 2 2026-09-30 Fixed 3.4 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448AX1 1038000.000000 PA USD 1194259.540000 0.0320255 Long DBT CORP US N 2 2045-03-30 Fixed 4.5 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAA9 1800000.000000 PA USD 1858212.000000 0.0498302 Long DBT CORP LU N 2 2022-09-19 Fixed 4.375 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI02FKT4 300000.000000 PA USD 309702.000000 0.0083050 Long DBT CORP LU N 2 2022-09-19 Fixed 4.375 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI079GD3 4600000.000000 PA USD 5060759.000000 0.1357104 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI184XB6 8400000.000000 PA USD 9378280.800000 0.2514900 Long DBT CORP LU N 2 2026-02-11 Fixed 5.15 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 368266AF9 700000.000000 PA USD 717150.000000 0.0192312 Long DBT CORP LU N 2 2022-03-07 Fixed 6.51 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI19RKR3 2600000.000000 PA 3178091.660000 0.0852244 Long DBT CORP LU N 2 2023-11-17 Fixed 3.125 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI0TDT53 7000000.000000 PA 10021232.330000 0.2687315 Long DBT CORP LU N 2 2024-04-06 Fixed 4.25 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAJ2 7450000.000000 PA USD 8636730.320000 0.2316044 Long DBT CORP US N 2 2030-05-15 Fixed 4.4 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 7450000.000000 PA USD 8827822.440000 0.2367288 Long DBT CORP US N 2 2032-05-15 Fixed 4.55 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962G4B7 66000.000000 PA USD 98482.370000 0.0026409 Long DBT CORP US N 2 2039-01-10 Fixed 6.875 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BW2 2780000.000000 PA USD 3091145.130000 0.0828928 Long DBT CORP US N 2 2030-05-01 Fixed 3.625 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAJ9 25000.000000 PA USD 30496.000000 0.0008178 Long DBT CORP US N 2 2045-04-01 Fixed 5.2 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JW2 80000.000000 PA USD 93394.950000 0.0025045 Long DBT CORP US N 2 2042-03-15 Fixed 4.3 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JS1 25000.000000 PA USD 30438.540000 0.0008162 Long DBT CORP US N 2 2040-09-01 Fixed 4.75 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 3465000.000000 PA USD 4060026.920000 0.1088746 Long DBT CORP US N 2 2047-03-01 Fixed 4.15 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAC6 1700000.000000 PA USD 1912173.820000 0.0512773 Long DBT CORP US N 2 2049-08-15 Fixed 4.15 N N N N N N GLOBO COMUNICACAO E PARTICIPACOES S/A 52990054HEKS017PVR75 37959DAB0 2300000.000000 PA USD 2282393.500000 0.0612052 Long DBT CORP BR N 2 2030-01-22 Fixed 4.875 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 3600000.000000 PA USD 4213479.600000 0.1129896 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 5000000.000000 PA USD 5375350.000000 0.1441465 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 3000000.000000 NS USD 3262500.000000 0.0874879 Long EP CORP US N 2 N N N GNMA PASS THRU POOLS N/A 21H0206C4 4000000.000000 PA USD 4041718.800000 0.1083836 Long ABS-MBS USGSE US N 2 2051-12-20 Fixed 2 N N N N N N GNMA PASS THRU POOLS N/A 21H0226B2 7700000.000000 PA USD 7935511.660000 0.2128004 Long ABS-MBS USGSE US N 2 2051-11-18 Fixed 2.5 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477608 22800.000000 NS USD 644556.000000 0.0172846 Long EP CORP US N 1 N N N STEARNS HOLDINGS LLC 549300B7MV13XJXKBZ36 942LUP908 182295.000000 NS USD 252095.760000 0.0067603 Long EC CORP US Y 3 N N N STICHTING AK RABOBANK CERTIFICATEN N/A BJBQCWII7 6822950.000000 NS 11386059.660000 0.3053310 Long EP CORP NL N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 3000000.000000 PA USD 3038225.670000 0.0814737 Long DBT CORP US N 2 2032-04-22 Floating 2.615 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 18500000.000000 PA USD 21281806.520000 0.5706975 Long DBT CORP US N 2 2038-10-31 Floating 4.017 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239KAA6 3600000.000000 PA USD 4182539.650000 0.1121599 Long DBT CORP US N 2 2037-10-15 Fixed 4.5 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 3700000.000000 PA USD 4009663.580000 0.1075240 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 39530LAD2 4000000.000000 PA USD 4074400.000000 0.1092600 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85 N N N N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 V3855GAA8 1700000.000000 PA USD 1739374.360000 0.0466434 Long DBT CORP MU N 2 2025-01-29 Fixed 5.55 N N N N N N GSMPS MORTGAGE LOAN TRUST 2005-RP2 N/A 36242DT52 765869.950000 PA USD 727432.550000 0.0195070 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.436 N N N N N N GULF POWER COMPANY BLVY3B5CY5IDPCFLQ577 402479CE7 4000000.000000 PA USD 4617017.680000 0.1238109 Long DBT CORP US N 2 2044-10-01 Fixed 4.55 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 2400000.000000 PA USD 2981159.140000 0.0799434 Long DBT CORP US N 2 2039-06-15 Fixed 5.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 4900000.000000 PA USD 4867508.150000 0.1305282 Long DBT CORP US N 2 2051-07-15 Fixed 3.5 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226AAA5 2250000.000000 PA USD 2286562.500000 0.0613170 Long DBT CORP US N 2 2029-10-01 Fixed 4.5 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AE1 3950000.000000 PA USD 3953985.550000 0.1060309 Long DBT CORP US N 2 2031-09-29 Fixed 2.9 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 023551AJ3 1974000.000000 PA USD 2674137.980000 0.0717103 Long DBT CORP US N 2 2031-08-15 Fixed 7.3 N N N N N N HESS MIDSTREAM (GIP II BLUE HOLDING LP) N/A 941WDHII3 10600000.000000 PA USD 10626500.000000 0.2849625 Long LON CORP US N 3 2028-09-22 Floating 5.5 N N N N N N HIGH STREET FUNDING TRUST II N/A 42981DAA4 1500000.000000 PA USD 1831146.750000 0.0491044 Long DBT CORP US N 2 2048-02-15 Fixed 4.682 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 2600000.000000 PA USD 2721345.300000 0.0729762 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AF8 4400000.000000 PA USD 4725644.000000 0.1267239 Long DBT CORP US N 2 2030-01-15 Fixed 4.875 N N N N N N HILTON DOMESTIC OPERATING COMPANY INC 5493003EG7H0N1E4XV50 432833AL5 2450000.000000 PA USD 2489812.500000 0.0667674 Long DBT CORP US N 2 2031-05-01 Fixed 4 N N N N N N HILTON GRAND VACATIONS BORROWER LLC 254900HF0EZ734FDVY79 43283LAH4 1300000.000000 PA USD 1304550.000000 0.0349831 Long LON CORP US N 2 2028-08-02 Floating 3.5 N N N N N N HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC N/A 43284MAA6 7350000.000000 PA USD 7506187.500000 0.2012875 Long DBT CORP US N 2 2029-06-01 Fixed 5 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 50587KAB7 2521000.000000 PA USD 3136991.580000 0.0841222 Long DBT CORP US N 2 2046-09-22 Fixed 4.75 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAW6 1900000.000000 PA USD 2082411.120000 0.0558424 Long DBT CORP US N 2 2026-02-01 Fixed 4.5 N N N N N N HSBC BANK CAPITAL FUNDING (STERLING 1) LP 2138007XGRZME1ZCTY76 770567II8 400000.000000 PA 749933.840000 0.0201104 Long DBT CORP JE N 2 2031-11-05 Floating 5.844 N N N N N N HSBC CAPITAL FUNDING (DOLLAR 1) LP 213800HMY2DB765NHE46 G4637HAB4 2600000.000000 PA USD 4290780.000000 0.1150625 Long DBT CORP JE N 2 2030-06-30 Floating 10.176 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 1400000.000000 PA USD 1403080.000000 0.0376253 Long DBT CORP GB N 2 2030-12-17 Floating 4.6 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BFM4XMII1 5378000.000000 PA 7960986.360000 0.2134835 Long DBT CORP GB N 2 2026-09-28 Floating 5.875 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 7100000.000000 PA USD 7860585.870000 0.2107912 Long DBT CORP GB N 2 2028-03-13 Floating 4.041 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 2090000.000000 PA USD 2374247.500000 0.0636683 Long DBT CORP GB N 2 2029-06-19 Floating 4.583 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 1400000.000000 PA USD 1436578.070000 0.0385236 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AF6 1800000.000000 PA USD 2531101.840000 0.0678746 Long DBT CORP GB N 2 2032-05-17 Fixed 7.625 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BG6 1600000.000000 PA USD 2029448.370000 0.0544221 Long DBT CORP US N 2 2047-03-15 Fixed 4.8 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BB7 40000.000000 PA USD 49177.780000 0.0013188 Long DBT CORP US N 2 2042-12-01 Fixed 4.625 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AJ1 900000.000000 PA USD 1081529.080000 0.0290025 Long DBT CORP US N 2 2030-04-23 Fixed 5.75 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AG7 800000.000000 PA USD 874062.610000 0.0234391 Long DBT CORP US N 2 2028-09-15 Fixed 4.375 N N N N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89832QAF6 1200000.000000 NS USD 1382400.000000 0.0370707 Long EP CORP US N 2 N N N ILLINOIS MUNICIPAL ELECTRIC AGENCY N/A 452024GT3 2000000.000000 PA USD 2611198.600000 0.0700225 Long DBT MUN US N 2 2035-02-01 Fixed 6.832 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAC7 6700000.000000 PA USD 7215006.760000 0.1934792 Long DBT CORP GB N 2 2029-07-26 Fixed 3.875 N N N N N N INDIANA FINANCE AUTHORITY 549300PS0PAS7NDSSI20 455057SV2 800000.000000 PA USD 1196878.400000 0.0320958 Long DBT MUN US N 2 2039-02-01 Fixed 6.596 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 400000.000000 PA USD 500594.380000 0.0134240 Long DBT CORP US N 2 2046-03-15 Fixed 4.55 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 20000.000000 PA USD 24223.780000 0.0006496 Long DBT CORP US N 2 2048-08-15 Fixed 4.25 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780CT1 2500000.000000 PA USD 2775174.150000 0.0744197 Long DBT NUSS ID N 2 2050-10-15 Fixed 4.2 N N N N N N INDUSTRIAS PENOLES SAB DE CV 549300WA2HB7776CB324 456472AD1 1000000.000000 PA USD 1107500.000000 0.0296990 Long DBT CORP MX N 2 2050-08-06 Fixed 4.75 N N N N N N INDY US BIDCO LLC N/A 45674PAC8 4384280.440000 PA USD 4401817.560000 0.1180401 Long LON CORP US N 2 2028-03-06 Floating 4.0841 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR14 N/A 45660LRX9 312575.510000 PA USD 292356.630000 0.0078399 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.686 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 45258FAB6 7581000.000000 PA USD 7610785.750000 0.2040925 Long LON CORP US N 2 2028-06-30 Floating 4 N N N N N N INSTANT BRANDS HOLDINGS INC N/A 45783DAB5 6476250.000000 PA USD 6460059.380000 0.1732344 Long LON CORP US N 3 2028-04-12 Floating 5.75 N N N N N N INTEGRIS BAPTIST MEDICAL CENTER 549300S00ZKDLJSB3927 45834QAA7 1700000.000000 PA USD 1912886.340000 0.0512964 Long DBT CORP US N 2 2050-08-15 Fixed 3.875 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAF2 1200000.000000 PA USD 1216500.000000 0.0326219 Long LON CORP LU N 2 2023-11-27 Floating 8 N N N N N N INTELSAT JACKSON HOLDINGS SA 8XJ8KF85PBKK1TLMFN29 L5137LAM7 808622.020000 PA USD 802492.940000 0.0215198 Long LON CORP LU N 3 2022-10-13 Floating 3.6 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAH7 1185000.000000 PA USD 1412277.080000 0.0378719 Long DBT CORP US N 2 2048-09-21 Fixed 4.25 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AE1 800000.000000 PA USD 947064.140000 0.0253967 Long DBT CORP US N 2 2047-06-01 Fixed 4.375 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AL5 5800000.000000 PA USD 7513572.820000 0.2014856 Long DBT CORP US N 2 2048-09-26 Fixed 5 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 2000000.000000 PA USD 1984267.860000 0.0532106 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146CN1 1000000.000000 PA USD 1313194.270000 0.0352149 Long DBT CORP US N 2 2046-05-15 Fixed 5.15 N N N N N N INTERNET BRANDS INC (MH SUB I LLC) N/A 45567YAJ4 4547812.500000 PA USD 4541418.280000 0.1217837 Long LON CORP US N 2 2024-09-13 Floating 3.5841 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI0RSP49 9650000.000000 PA 13659453.120000 0.3662949 Long DBT CORP IT N 2 2027-01-11 Floating 7.75 N N N N N N INVESCO FINANCE PLC 549300OYQ3LAJYXXO449 46132FAC4 55000.000000 PA USD 72681.920000 0.0019491 Long DBT CORP GB N 2 2043-11-30 Fixed 5.375 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973AZ9 3600000.000000 NS USD 4123440.000000 0.1105751 Long EP CORP US N 2 N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 4000000.000000 PA USD 3844219.600000 0.1030874 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 1600000.000000 PA USD 1797456.190000 0.0482010 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973718 3800.000000 NS USD 95684.000000 0.0025659 Long EP CORP US N 1 N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAA6 1750000.000000 PA USD 1719432.940000 0.0461087 Long DBT CORP NL N 2 2030-11-23 Fixed 2.2 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 G5080AAF9 3092250.000000 PA USD 3099980.630000 0.0831298 Long LON CORP LU N 2 2028-05-05 Floating 4 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 2100000.000000 PA USD 2920092.710000 0.0783058 Long DBT CORP US N 2 2043-01-20 Fixed 6.5 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CX1 250000.000000 PA USD 334274.660000 0.0089640 Long DBT CORP US N 2 2037-06-01 Fixed 6.15 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 1700000.000000 PA USD 1743477.450000 0.0467535 Long DBT CORP US N 2 2032-03-01 Fixed 2.75 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 1314650.000000 PA USD 1325475.620000 0.0355442 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JOHNSON CONTROLS INC 3LB2NG8VUULSCV2NO430 478366AW7 55000.000000 PA USD 68237.780000 0.0018299 Long DBT CORP US N 2 2041-03-01 Fixed 5.7 N N N N N N JOHNSON CONTROLS INC 3LB2NG8VUULSCV2NO430 478373AE3 20000.000000 PA USD 23299.380000 0.0006248 Long DBT CORP US N 2 2064-07-02 Fixed 4.95 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 06423AAJ2 275000.000000 PA USD 410867.550000 0.0110179 Long DBT CORP US N 2 2030-09-01 Fixed 8.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 6300000.000000 PA USD 6410567.650000 0.1719072 Long DBT CORP US N 2 2051-04-22 Floating 3.109 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCE4 18400000.000000 PA USD 19309519.730000 0.5178083 Long DBT CORP US N 2 2052-04-22 Floating 3.328 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 110000.000000 PA USD 127661.420000 0.0034234 Long DBT CORP US N 2 2048-11-15 Floating 3.964 N N N N N N JP MORGAN MORTGAGE TRUST 2003-A2 N/A 466247AZ6 7085.960000 PA USD 7473.380000 0.0002004 Long ABS-MBS CORP US N 2 2033-11-25 Floating 1.90518 N N N N N N JP MORGAN MTGGE ACQUIS CORP 2005-OPT2 N/A 46626LEN6 3700000.000000 PA USD 3705115.620000 0.0993572 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.806 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI1C63B9 1700000.000000 PA USD 1434314.360000 0.0384629 Long DBT CORP KY N 2 2023-01-30 Fixed 11.5 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI0VZ4K5 4800000.000000 PA USD 4164000.000000 0.1116627 Long DBT CORP KY N 2 2022-06-30 Fixed 8.5 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 BYW5T4II1 6400000.000000 PA USD 4881199.420000 0.1308953 Long DBT CORP KY N 2 2024-06-30 Fixed 9.375 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI1DBW74 1100000.000000 PA USD 914331.330000 0.0245189 Long DBT CORP KY N 2 2023-07-23 Fixed 10.875 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI1NWXF8 3500000.000000 PA USD 2769198.990000 0.0742594 Long DBT CORP KY N 2 2023-09-28 Fixed 9.75 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 520000.000000 PA USD 635050.140000 0.0170296 Long DBT CORP US N 2 2047-05-01 Fixed 4.15 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170AS3 3400000.000000 PA USD 4356138.960000 0.1168152 Long DBT CORP US N 2 2045-08-15 Fixed 4.95 N N N N N N KDAC AIRCRAFT FINANCE LTD 2017-1A N/A 48244XAA0 1047948.050000 PA USD 1045607.250000 0.0280392 Long ABS-O CORP KY N 2 2042-12-15 Fixed 4.212 N N N N N N KENNEDY-WILSON INC 5EA4464UK7FM5QNNKL62 489399AM7 700000.000000 PA USD 716625.000000 0.0192172 Long DBT CORP US N 2 2031-03-01 Fixed 5 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BL0 2300000.000000 PA USD 2782938.730000 0.0746279 Long DBT CORP US N 2 2045-10-01 Fixed 4.375 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 3400000.000000 PA USD 3352762.440000 0.0899084 Long DBT CORP US N 2 2032-11-15 Fixed 2.5 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 1000000.000000 PA USD 987396.940000 0.0264783 Long DBT CORP US N 2 2033-11-15 Fixed 2.65 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAV1 1800000.000000 PA USD 1952128.390000 0.0523487 Long DBT CORP US N 2 2049-10-01 Fixed 3.7 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AW6 270000.000000 PA USD 383167.790000 0.0102751 Long DBT CORP US N 2 2038-01-15 Fixed 6.95 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AJ5 100000.000000 PA USD 137548.960000 0.0036885 Long DBT CORP US N 2 2031-03-15 Fixed 7.4 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAF6 40000.000000 PA USD 45847.620000 0.0012295 Long DBT CORP US N 2 2042-11-01 Fixed 4.7 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28336LBH1 2980000.000000 PA USD 4015109.730000 0.1076701 Long DBT CORP US N 2 2037-02-15 Fixed 7.42 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28336LBD0 3795000.000000 PA USD 4708378.290000 0.1262609 Long DBT CORP US N 2 2028-06-01 Fixed 6.95 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAA4 3825000.000000 PA USD 5298278.850000 0.1420798 Long DBT CORP US N 2 2030-10-15 Fixed 8.05 N N N N N N KKR GROUP FINANCE CO VIII LLC N/A 48252MAA3 1200000.000000 PA USD 1267453.240000 0.0339883 Long DBT CORP US N 2 2050-08-25 Fixed 3.5 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 5300000.000000 NS USD 5707437.500000 0.1530519 Long EP CORP US N 2 N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAL0 1600000.000000 PA USD 1969533.630000 0.0528154 Long DBT CORP US N 2 2035-07-15 Fixed 5 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DG3 55000.000000 PA USD 65859.870000 0.0017661 Long DBT CORP US N 2 2047-02-01 Fixed 4.45 N N N N N N KWG GROUP HOLDINGS LTD (AKA: KWG PROPERTY HOLDING LTD) 549300LK82ZOM9ZE7H90 ACI0T0L42 1000000.000000 PA USD 982497.230000 0.0263469 Long DBT CORP KY N 2 2022-09-15 Fixed 6 N N N N N N KWG GROUP HOLDINGS LTD (AKA: KWG PROPERTY HOLDING LTD) 549300LK82ZOM9ZE7H90 ACI0YSJP1 2100000.000000 PA USD 1921234.960000 0.0515203 Long DBT CORP KY N 2 2024-11-10 Fixed 5.875 N N N N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAS1 1900000.000000 PA USD 2329382.770000 0.0624652 Long DBT CORP US N 2 2045-02-01 Fixed 4.7 N N N N N N LABRADOR AVIATION FINANCE LTD 2016-1A N/A 50543LAA0 2514469.970000 PA USD 2502814.400000 0.0671160 Long ABS-O CORP US N 2 2042-01-15 Fixed 4.3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U151 98700.000000 NS USD 2584953.000000 0.0693187 Long EP CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 2400000.000000 PA USD 2414238.070000 0.0647407 Long DBT CORP US N 2 2025-06-25 Fixed 2.9 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 200000.000000 PA USD 205406.610000 0.0055082 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 23400000.000000 PA USD 23913489.370000 0.6412693 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 4400000.000000 PA USD 4488316.180000 0.1203597 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAK1 209000.000000 PA USD 236919.080000 0.0063533 Long DBT CORP US N 2 2029-03-11 Fixed 4.375 N N N N N N LEGACY LIFEPOINT HEALTH LLC N/A 53219LAS8 100000.000000 PA USD 99875.000000 0.0026783 Long DBT CORP US N 2 2027-02-15 Fixed 4.375 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 1400000.000000 PA USD 1938692.420000 0.0519884 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 32402.000000 NS USD 2.040000 0.0000001 Long EC CORP US Y 3 N N N LEHMAN XS TRUST 2005-4 N/A 525221CA3 67692.250000 PA USD 67861.790000 0.0018198 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.886 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FP4 1100000.000000 NS USD 1167430.000000 0.0313061 Long EP CORP US N 2 N N N LENOVO GROUP LIMITED 254900VUZRGD5U73RE46 526250AB1 2000000.000000 PA USD 2085926.640000 0.0559367 Long DBT CORP HK N 2 2030-11-02 Fixed 3.421 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 52729KAP1 337327.840000 PA USD 333683.350000 0.0089481 Long LON CORP US N 2 2027-03-01 Floating 1.8341 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 900000.000000 PA USD 1000708.220000 0.0268352 Long DBT CORP US N 2 2050-10-15 Fixed 3.951 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAB0 1600000.000000 PA USD 1794102.830000 0.0481111 Long DBT CORP US N 2 2029-06-15 Fixed 4 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 3532696.190000 PA USD 3531148.870000 0.0946921 Long LON CORP US N 2 2025-11-16 Floating 3.8346 N N N N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 534187BG3 3000000.000000 PA USD 3589519.440000 0.0962573 Long DBT CORP US N 2 2048-03-01 Fixed 4.35 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AX7 4000000.000000 PA USD 3981250.000000 0.1067621 Long DBT CORP US N 2 2028-01-15 Fixed 3.75 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AV1 2860000.000000 PA USD 3149575.000000 0.0844597 Long DBT CORP US N 2 2027-05-15 Fixed 6.5 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 4600000.000000 PA USD 3567757.980000 0.0956738 Long DBT CORP GB N 2 2032-04-02 Variable 7.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808H1 200000.000000 PA 344597.600000 0.0092408 Long DBT CORP GB N 2 2029-06-27 Floating 7.875 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 4060000.000000 PA USD 4422175.910000 0.1185860 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424AR9 40000.000000 PA USD 47237.970000 0.0012667 Long DBT CORP US N 2 2043-05-15 Fixed 4.125 N N N N N N LOWES COMPANIES INC WAFCR4OKGSC504WU3E95 548661EE3 2700000.000000 PA USD 2629202.030000 0.0705053 Long DBT CORP US N 2 2041-09-15 Fixed 2.8 N N N N N N LUMEN TECHNOLOGIES (CENTURYLINK INC) 8M3THTGWLTYZVE6BBY25 15669GAH7 1701986.450000 PA USD 1685439.740000 0.0451971 Long LON CORP US N 2 2027-03-15 Floating 2.3341 N N N N N N MAGELLAN MIDSTREAM PARTNERS LP MZF5TI8NFVZZNUSKDL39 559080AP1 2300000.000000 PA USD 2447372.780000 0.0656293 Long DBT CORP US N 2 2050-03-01 Fixed 3.95 N N N N N N MANULIFE FINANCIAL CORPORATION 5493007GBX87QOZACS27 56501RAD8 7300000.000000 PA USD 10245632.340000 0.2747491 Long DBT CORP CA N 2 2046-03-04 Fixed 5.375 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849AM8 800000.000000 PA USD 956030.430000 0.0256371 Long DBT CORP US N 2 2045-06-01 Fixed 5.2 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849AE6 500000.000000 PA USD 662358.650000 0.0177620 Long DBT CORP US N 2 2037-10-01 Fixed 6.6 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAF9 1800000.000000 PA USD 2494640.140000 0.0668968 Long DBT CORP US N 2 2041-03-01 Fixed 6.5 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BE2 1900000.000000 PA USD 2171951.920000 0.0582435 Long DBT CORP US N 2 2030-06-15 Fixed 4.625 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BF9 200000.000000 PA USD 212675.510000 0.0057032 Long DBT CORP US N 2 2032-10-15 Fixed 3.5 N N N N N N MARRIOTT OWNERSHIP RESORTS INC BW4532OH033VURR0IT68 57164PAH9 2550000.000000 PA USD 2585062.500000 0.0693216 Long DBT CORP US N 2 2029-06-15 Fixed 4.5 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BC5 200000.000000 PA USD 245970.500000 0.0065960 Long DBT CORP US N 2 2047-01-30 Fixed 4.35 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AG9 4000000.000000 PA USD 4114714.040000 0.1103411 Long DBT CORP US N 2 2031-04-15 Fixed 2.95 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BM7 2200000.000000 PA USD 2646893.280000 0.0709797 Long DBT CORP US N 2 2047-05-15 Fixed 4.5 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AM0 2500000.000000 PA USD 3095394.250000 0.0830068 Long DBT CORP US N 2 2069-02-15 Floating 5.077 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFH2 25000.000000 PA USD 30737.490000 0.0008243 Long DBT CORP US N 2 2048-09-01 Fixed 4.45 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 85000.000000 PA USD 108216.230000 0.0029019 Long DBT CORP US N 2 2045-12-09 Fixed 4.875 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AV0 500000.000000 PA USD 479770.000000 0.0128656 Long DBT CORP US N 2 2061-08-06 Fixed 3.966 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAB5 2100000.000000 PA USD 2124874.500000 0.0569811 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAA7 10280000.000000 PA USD 10318550.000000 0.2767045 Long DBT CORP KY N 2 2025-06-06 Fixed 4.875 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAC3 800000.000000 PA USD 813040.000000 0.0218027 Long DBT CORP KY N 2 2027-07-17 Fixed 5.625 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAE9 1700000.000000 PA USD 1740995.500000 0.0466869 Long DBT CORP KY N 2 2028-07-21 Fixed 5.75 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAD1 1300000.000000 PA USD 1323400.000000 0.0354886 Long DBT CORP KY N 2 2029-12-04 Fixed 5.375 N N N N N N MELCO RESORTS FINANCE LIMITED N/A G5975LAA4 800000.000000 PA USD 803000.000000 0.0215334 Long DBT CORP KY N 2 2025-06-06 Fixed 4.875 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AB4 40000.000000 PA USD 50310.700000 0.0013491 Long DBT CORP US N 2 2052-07-01 Fixed 4.125 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A3 N/A 589929R26 6957.330000 PA USD 7198.410000 0.0001930 Long ABS-MBS CORP US N 2 2033-05-25 Floating 1.94132 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AG5 3000000.000000 PA USD 2776909.470000 0.0744662 Long DBT CORP US N 2 2051-02-10 Fixed 2.8 N N N N N N MERX AVIATION FINANCE LLC 2018-1A N/A 56564RAA8 1299718.680000 PA USD 1312821.400000 0.0352049 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.212 N N N N N N METAL CAYMAN 2017-1 LLC N/A 59111RAA0 2150471.110000 PA USD 1979246.080000 0.0530759 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.581 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAN0 11900000.000000 PA USD 10589036.500000 0.2839579 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAG6 5108000.000000 PA USD 5031380.000000 0.1349226 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAB7 2138000.000000 PA USD 2179306.160000 0.0584407 Long DBT CORP KY N 2 2026-05-15 Fixed 5.875 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAE1 1700000.000000 PA USD 1715818.500000 0.0460118 Long DBT CORP KY N 2 2025-06-18 Fixed 5.25 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 G60744AG7 500000.000000 PA USD 492500.000000 0.0132070 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAF2 400000.000000 PA USD 437784.000000 0.0117397 Long DBT CORP US N 2 2028-01-15 Fixed 4.5 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAJ4 1900000.000000 PA USD 2187375.000000 0.0586571 Long DBT CORP US N 2 2027-02-01 Fixed 5.75 N N N N N N MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC N/A 55303XAL9 2800000.000000 PA USD 2985500.000000 0.0800598 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N AADVANTAGE LOYALTY IP LTD N/A 02376CBJ3 5450000.000000 PA USD 5641529.350000 0.1512845 Long LON CORP KY N 2 2028-04-20 Floating 5.5 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAU1 2700000.000000 PA USD 2615563.250000 0.0701395 Long DBT CORP US N 2 2051-09-15 Fixed 2.875 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AP0 3450000.000000 PA USD 4215438.010000 0.1130421 Long DBT CORP US N 2 2046-05-01 Fixed 4.25 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AU9 4225000.000000 PA USD 5227356.030000 0.1401779 Long DBT CORP US N 2 2049-07-15 Fixed 4.25 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AS4 75000.000000 PA USD 84262.640000 0.0022596 Long DBT CORP US N 2 2048-08-01 Fixed 3.65 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59567LAA2 2200000.000000 PA USD 2301024.000000 0.0617048 Long DBT CORP US N 2 2028-05-01 Fixed 6.5 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417BZ6 1700000.000000 PA USD 2003678.890000 0.0537311 Long DBT CORP US N 2 2042-03-15 Fixed 4.25 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 60682LAD4 200000.000000 PA USD 201886.120000 0.0054138 Long DBT CORP JP N 2 2022-02-28 Fixed 3.406 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 3000000.000000 PA USD 3751840.350000 0.1006102 Long DBT CORP US N 2 2045-03-15 Fixed 4.75 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BE3 2200000.000000 PA USD 2606663.050000 0.0699008 Long DBT CORP JP N 2 2039-03-07 Fixed 4.153 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 1100000.000000 PA USD 1358875.860000 0.0364399 Long DBT CORP US N 2 2045-05-14 Fixed 4.7 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBH1 3200000.000000 PA USD 3149312.830000 0.0844527 Long DBT CORP JP N 2 2031-07-10 Floating 2.201 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 7000000.000000 PA USD 8446782.960000 0.2265108 Long DBT CORP US N 2 2046-05-14 Fixed 4.45 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBA6 2500000.000000 PA USD 2620546.430000 0.0702731 Long DBT CORP JP N 2 2030-09-13 Floating 2.869 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDA4 3300000.000000 PA USD 4156541.240000 0.1114627 Long DBT CORP US N 2 2044-06-15 Fixed 4.85 N N N N N N MOLY-COP (GRINDING MEDIA INC) 254900IYFJ03EGFQ8C34 941WCKII7 4200000.000000 PA USD 4215750.000000 0.1130505 Long LON CORP US N 3 2028-09-22 Floating 5 N N N N N N MONONGAHELA POWER COMPANY N/A 610202BP7 4224000.000000 PA USD 5521709.740000 0.1480714 Long DBT CORP US N 2 2043-12-15 Fixed 5.4 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AU9 1900000.000000 PA USD 1669021.390000 0.0447568 Long DBT CORP US N 2 2060-08-18 Fixed 2.55 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 35000.000000 PA USD 46047.400000 0.0012348 Long DBT CORP US N 2 2048-12-17 Fixed 4.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 U6S771NR6 11300000.000000 PA USD 9185122.620000 0.2463102 Long DBT CORP US Y 2 2032-04-02 Variable 7.5 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 2900000.000000 PA USD 3336074.070000 0.0894609 Long DBT CORP US N 2 2039-11-21 Fixed 4.05 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 2970000.000000 PA USD 3552739.510000 0.0952710 Long DBT CORP US N 2 2042-11-06 Fixed 4.4 N N N N N N ABU DHABI CRUDE OIL PIPELINE LLC 549300DONDFW2383FV66 M0R52WAB9 1400000.000000 PA USD 1657119.800000 0.0444377 Long DBT CORP AE N 2 2047-11-02 Fixed 4.6 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAJ9 3400000.000000 PA USD 3893261.800000 0.1044026 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAN0 2900000.000000 PA USD 2602613.700000 0.0697923 Long DBT NUSS AE N 2 2070-09-02 Fixed 2.7 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 40000.000000 PA USD 44690.110000 0.0011984 Long DBT CORP US N 2 2027-03-01 Fixed 4.125 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 25000.000000 PA USD 27943.750000 0.0007493 Long DBT CORP US N 2 2038-04-15 Fixed 4.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 1900000.000000 PA USD 2215358.790000 0.0594075 Long DBT CORP US N 2 2058-04-15 Fixed 4.9 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 60000.000000 PA USD 73035.450000 0.0019585 Long DBT CORP US N 2 2047-12-01 Fixed 5.2 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A 55342UAM6 1900000.000000 PA USD 1940375.000000 0.0520335 Long DBT CORP US N 2 2031-03-15 Fixed 3.5 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 9902000.000000 PA USD 15128448.890000 0.4056878 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 1000000.000000 PA USD 1233155.470000 0.0330686 Long DBT CORP US N 2 2048-04-15 Fixed 5.2 N N N N N N NASDAQ INC (AKA: NASDAQ OMX GROUP INC) 549300L8X1Q78ERXFD06 63111XAE1 2000000.000000 PA USD 1842690.880000 0.0494140 Long DBT CORP US N 2 2040-12-21 Fixed 2.5 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAE7 6800000.000000 PA USD 7562756.410000 0.2028045 Long DBT CORP GB N 2 2030-07-18 Floating 3.96 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 2500000.000000 PA USD 4371538.250000 0.1172281 Long DBT CORP US N 2 2039-08-15 Fixed 9.375 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI1SQVK7 2500000.000000 PA 3621138.010000 0.0971052 Long DBT CORP GB N 2 2027-05-12 Floating 5.125 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 4100000.000000 PA USD 4844432.740000 0.1299094 Long DBT CORP GB N 2 2030-01-27 Floating 5.076 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 5200000.000000 PA USD 6058960.960000 0.1624784 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 4100000.000000 PA USD 4694412.260000 0.1258864 Long DBT CORP GB N 2 2030-05-08 Floating 4.445 N N N N N N ACE SECURITIES CORP 2004-RM2 N/A 004421JX2 816604.810000 PA USD 811571.180000 0.0217633 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.881 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAG5 400000.000000 PA USD 455627.040000 0.0122182 Long DBT CORP US N 2 2027-03-15 Fixed 4.5 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAE0 2700000.000000 PA USD 3120471.780000 0.0836792 Long DBT CORP US N 2 2045-04-15 Fixed 4.875 N N N N N N NEVADA POWER COMPANY MJZFGXRJ52U8U4MKJ519 641423CE6 5300000.000000 PA USD 5387703.820000 0.1444778 Long DBT CORP US N 2 2050-08-01 Fixed 3.125 N N N N N N NEW ENGLAND POWER COMPANY 549300DTVRGN9GYD5U85 644188BF0 6300000.000000 PA USD 6921838.480000 0.1856175 Long DBT CORP US N 2 2047-12-05 Fixed 3.8 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 N/A 64828XAA1 8645974.200000 PA USD 8905979.390000 0.2388247 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75 N N N N N N NEW YORK & PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AD6 45000.000000 PA USD 56847.290000 0.0015244 Long DBT CORP US N 2 2056-08-01 Fixed 4.063 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CR4 500000.000000 PA USD 517192.770000 0.0138692 Long DBT CORP US N 2 2049-09-15 Fixed 3.3 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAB0 3225000.000000 PA USD 4276254.350000 0.1146730 Long DBT CORP AU N 2 2041-11-15 Fixed 5.75 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 800000.000000 PA USD 1148684.500000 0.0308034 Long DBT CORP US N 2 2037-12-15 Fixed 7.768 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 65409YBE4 274261.370000 PA USD 274185.130000 0.0073526 Long LON CORP US N 2 2023-10-04 Floating 2.0831 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AG6 1000000.000000 PA USD 1035000.000000 0.0277548 Long DBT CORP JP N 2 2050-01-23 Floating 3.4 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAZ6 300000.000000 PA USD 402792.270000 0.0108014 Long DBT CORP US N 2 2042-02-01 Fixed 5.8 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 1245000.000000 PA USD 1410887.070000 0.0378347 Long DBT CORP US N 2 2048-03-30 Fixed 3.95 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBF9 1800000.000000 PA USD 2140998.790000 0.0574135 Long DBT CORP US N 2 2047-05-15 Fixed 4.375 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BS7 4800000.000000 PA USD 4813442.690000 0.1290783 Long DBT CORP US N 2 2026-03-09 Fixed 2 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 7100000.000000 PA USD 7805015.940000 0.2093010 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 700000.000000 PA USD 787727.510000 0.0211239 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 1800000.000000 PA USD 1801997.240000 0.0483227 Long DBT CORP IN N 2 2030-02-12 Fixed 3.949 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2004-R3 N/A 62951MAZ3 1089010.170000 PA USD 965307.760000 0.0258859 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.536 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR1 N/A 65535VJB5 457934.240000 PA USD 470744.310000 0.0126236 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.156 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR4 N/A 65535VMX3 75028.090000 PA USD 80674.430000 0.0021634 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.10996 N N N N N N ADANI TRANSMISSIONS LIMITED 549300PLH866JQ6LXE52 00652XAB4 841500.000000 PA USD 862828.860000 0.0231378 Long DBT CORP IN N 2 2036-05-21 Fixed 4.25 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAY5 1300000.000000 PA USD 1288981.430000 0.0345656 Long DBT CORP JP N 2 2028-07-14 Fixed 2.172 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 6200000.000000 PA USD 6267794.270000 0.1680785 Long DBT CORP JP N 2 2030-07-16 Fixed 2.679 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 1600000.000000 PA USD 1578000.000000 0.0423160 Long DBT CORP FI N 2 2029-03-01 Floating 3.75 N N N N Y NORDEA BANK ABP SEK XXXX N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 5000000.000000 PA USD 5833175.650000 0.1564237 Long DBT CORP US N 2 2049-01-15 Fixed 4.3 N N N N N N NORTHROP GRUMMAN CORPORATION RIMU48P07456QXSO0R61 666807BP6 1600000.000000 PA USD 1875767.980000 0.0503010 Long DBT CORP US N 2 2047-10-15 Fixed 4.03 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AC8 30000.000000 PA USD 35148.600000 0.0009426 Long DBT CORP US N 2 2047-11-01 Fixed 4.26 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AD6 2500000.000000 PA USD 2803463.230000 0.0751783 Long DBT CORP US N 2 2049-11-01 Fixed 3.809 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAH1 35000.000000 PA USD 44686.790000 0.0011983 Long DBT CORP US N 2 2044-05-06 Fixed 4.4 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 3600000.000000 PA USD 3769922.950000 0.1010951 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 62954HAD0 1000000.000000 PA USD 1086183.730000 0.0291273 Long DBT CORP NL N 2 2030-05-01 Fixed 3.4 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAB4 4000000.000000 PA USD 4536769.120000 0.1216590 Long DBT CORP NL N 2 2029-06-18 Fixed 4.3 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAY4 600000.000000 PA USD 728476.940000 0.0195350 Long DBT CORP NL N 2 2028-12-01 Fixed 5.55 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DR3 1722000.000000 PA USD 2025295.860000 0.0543108 Long DBT CORP US N 2 2028-05-15 Fixed 7.15 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DP7 600000.000000 PA USD 688119.000000 0.0184527 Long DBT CORP US N 2 2027-11-15 Fixed 7 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 1137413.000000 PA USD 634119.120000 0.0170047 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 67576GAC1 410852.620000 PA USD 406744.090000 0.0109073 Long DBT CORP KY N 2 2022-12-01 Fixed 6.72 N N N N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 67576GAD9 5788402.000000 PA USD 1378363.230000 0.0369625 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 1253457.000000 PA USD 10955.210000 0.0002938 Long DBT CORP KY N 2 2021-11-08 None 0 N N N N N N OHIO NATIONAL FINANCIAL SERVICES INC 549300K609B872PZT291 67740QAH9 3000000.000000 PA USD 3440928.540000 0.0922727 Long DBT CORP US N 2 2030-01-24 Variable 5.8 N N N N N N OHIO NATIONAL LIFE INSURANCE CO 549300WW3O2Q3BIJEF68 677412AF5 500000.000000 PA USD 667287.470000 0.0178941 Long DBT CORP US N 2 2042-06-15 Fixed 6.875 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 85000.000000 PA USD 99263.280000 0.0026619 Long DBT CORP US N 2 2049-06-01 Fixed 4 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 2700000.000000 PA USD 2615214.710000 0.0701302 Long DBT CORP US N 2 2051-10-01 Fixed 2.9 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 P7354PAA2 1400000.000000 PA USD 1315930.000000 0.0352883 Long DBT CORP BR N 2 2025-07-27 Fixed 10 N N Y N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 4500000.000000 PA USD 5066252.730000 0.1358577 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBP8 110000.000000 PA USD 128949.900000 0.0034579 Long DBT CORP US N 2 2049-06-01 Fixed 3.8 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAF5 50000.000000 PA USD 61793.000000 0.0016571 Long DBT CORP US N 2 2044-02-01 Fixed 4.658 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAG3 20000.000000 PA USD 24422.350000 0.0006549 Long DBT CORP US N 2 2048-11-01 Fixed 4.5 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AV5 2450000.000000 PA USD 2971552.960000 0.0796858 Long DBT CORP US N 2 2048-07-15 Fixed 5.2 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAG8 7125000.000000 PA USD 9173827.740000 0.2460074 Long DBT CORP US N 2 2041-02-01 Fixed 6.125 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 5700000.000000 PA USD 5903946.340000 0.1583215 Long DBT CORP US Y 2 2041-03-25 Fixed 3.65 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 8600000.000000 PA USD 9086814.700000 0.2436740 Long DBT CORP US Y 2 2051-03-25 Fixed 3.95 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 8500000.000000 PA USD 9068696.240000 0.2431881 Long DBT CORP US Y 2 2061-03-25 Fixed 4.1 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 8191000.000000 PA USD 8217464.140000 0.2203613 Long DBT CORP US N 2 2050-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 10715000.000000 PA USD 10913119.390000 0.2926486 Long DBT CORP US N 2 2060-04-01 Fixed 3.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 1100000.000000 PA USD 1236867.760000 0.0331681 Long DBT CORP US N 2 2055-05-15 Fixed 4.375 N N N N N N ORGANON & CO 549300AMCKY57OK2CO56 68621XAE3 10200000.000000 PA USD 10237454.400000 0.2745298 Long LON CORP US N 2 2028-06-02 Floating 3.5 N N N N N N ADVANTAGE SALES & MARKETING INC 549300T4O24KQDED1182 00775PAA5 1100000.000000 PA USD 1147982.000000 0.0307845 Long DBT CORP US N 2 2028-11-15 Fixed 6.5 N N N N N N ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAB7 3100000.000000 PA USD 3259960.000000 0.0874198 Long DBT CORP US N 2 2031-04-30 Fixed 5.125 N N N N N N OVINTIV INC N/A 698900AG2 4700000.000000 PA USD 6314348.150000 0.1693269 Long DBT CORP US N 2 2031-11-01 Fixed 7.2 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AH4 800000.000000 PA USD 937944.740000 0.0251521 Long DBT CORP US N 2 2048-01-30 Fixed 4.4 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AG6 3018000.000000 PA USD 3484776.040000 0.0934485 Long DBT CORP US N 2 2047-07-15 Fixed 4.3 N N N N N N OWL ROCK CAPITAL CORPORATION 2549000BD79OOCPF2L94 69121KAG9 1900000.000000 PA USD 1897863.830000 0.0508935 Long DBT CORP US N 2 2028-06-11 Fixed 2.875 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 2400000.000000 PA USD 2286208.900000 0.0613075 Long DBT CORP US N 2 2031-02-01 Fixed 2.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HH3 1200000.000000 PA USD 1224177.040000 0.0328278 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HL4 1600000.000000 PA USD 1582160.460000 0.0424276 Long DBT CORP US N 2 2045-03-15 Fixed 4.3 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAJ9 1600000.000000 PA USD 1850871.490000 0.0496334 Long DBT CORP US N 2 2049-05-01 Fixed 4.15 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JL2 400000.000000 PA USD 417942.390000 0.0112076 Long DBT CORP US N 2 2025-07-01 Fixed 3.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JK4 2400000.000000 PA USD 2512842.050000 0.0673849 Long DBT CORP US N 2 2028-07-01 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 5700000.000000 PA USD 6167946.290000 0.1654010 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 4200000.000000 PA USD 4293459.530000 0.1151343 Long DBT CORP US N 2 2040-07-01 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 3400000.000000 PA USD 3623659.580000 0.0971728 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JC2 1300000.000000 PA USD 1422569.240000 0.0381479 Long DBT CORP US N 2 2028-08-01 Fixed 4.65 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 2700000.000000 PA USD 2495451.780000 0.0669186 Long DBT CORP US N 2 2040-08-01 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 7850000.000000 PA USD 7154869.310000 0.1918665 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JR9 3600000.000000 PA USD 3601552.820000 0.0965800 Long DBT CORP US N 2 2021-11-15 Floating 1.49975 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GY7 2900000.000000 PA USD 2847846.660000 0.0763685 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HR1 100000.000000 PA USD 96671.880000 0.0025924 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HY6 4800000.000000 PA USD 4627891.540000 0.1241025 Long DBT CORP US N 2 2047-12-01 Fixed 3.95 N N N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 694475AA2 14605000.000000 PA USD 25035988.120000 0.6713705 Long DBT CORP US N 2 2039-06-15 Fixed 9.25 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 700000.000000 PA USD 741236.550000 0.0198772 Long DBT CORP US N 2 2050-09-15 Fixed 3.35 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 BYVTPZII5 6600000.000000 PA USD 7129742.400000 0.1911927 Long DBT CORP AU N 2 2028-03-22 Fixed 4.75 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 90000.000000 PA USD 125612.800000 0.0033685 Long DBT CORP US N 2 2039-01-15 Fixed 6 N N N N N N PACTIV EVERGREEN GROUP (REYNOLDS GROUP HOLDINGS INC) 5493002QNV81KCX40V06 76173FAY3 1600000.000000 PA USD 1599124.800000 0.0428825 Long LON CORP US N 2 2028-09-20 Floating 4 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BG8 35000.000000 PA USD 38306.280000 0.0010272 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.5 N N N N N N PAREXEL (PHOENIX NEWCO INC) N/A 71911KAC8 900000.000000 PA USD 901250.100000 0.0241681 Long LON CORP US N 2 2028-08-11 Floating 4 N N N N N N PAREXEL INTERNATIONAL CORPORATION 549300GCZVUYB6P2OA17 69946EAT8 972505.380000 PA USD 972091.090000 0.0260678 Long LON CORP US N 2 2024-09-27 Floating 2.8341 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER N/A 70052LAC7 4650000.000000 PA USD 4791708.750000 0.1284955 Long DBT CORP US N 2 2029-05-15 Fixed 4.875 N N N N N N PENN MUTUAL LIFE INSURANCE COMPANY BIYXEJSLUQ3IWFUXX074 707567AC7 1000000.000000 PA USD 1503107.430000 0.0403077 Long DBT CORP US N 2 2040-06-15 Fixed 7.625 N N N N N N PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY N/A 70869PFT9 11500000.000000 PA USD 16390458.950000 0.4395301 Long DBT MUN US N 2 2039-06-15 Fixed 6.532 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAZ1 40000.000000 PA USD 44434.550000 0.0011916 Long DBT CORP US N 2 2047-08-15 Fixed 3.875 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAM0 25000.000000 PA USD 28593.870000 0.0007668 Long DBT CORP US N 2 2042-11-15 Fixed 4.125 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAC1 6600000.000000 PA USD 6598548.000000 0.1769481 Long DBT CORP US N 2 2031-09-15 Fixed 5.75 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 8582039.740000 PA USD 8600431.050000 0.2306310 Long LON CORP US N 2 2028-02-01 Floating 4.5 N N N N N N PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC) 549300E86RB6YCTMRM83 71429MAC9 1600000.000000 PA USD 1656169.040000 0.0444122 Long DBT CORP IE N 2 2030-06-15 Variable 3.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DB5 5000000.000000 PA 961567.300000 0.0257856 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 59700000.000000 PA 14489866.490000 0.3885634 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AX0 64680000.000000 PA 17611670.190000 0.4722784 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 28929000.000000 PA 7225427.950000 0.1937586 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N AHLSTROM-MUNKSJO OYJ (SPA US HOLDCO INC) 254900HXD0I72WZYIT06 937JIMII2 3482521.870000 PA USD 3494129.120000 0.0936993 Long LON CORP FI N 2 2028-02-04 Floating 4.1315 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 1000000.000000 PA 250900.960000 0.0067282 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BY7 28400000.000000 PA 6661240.780000 0.1786293 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638CZ3 2200000.000000 PA 459719.920000 0.0123279 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAP4 4000000.000000 PA USD 3840000.000000 0.1029743 Long DBT CORP ID N 2 2050-06-30 Fixed 4 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 ACI07KN16 150000.000000 PA 234093.940000 0.0062775 Long DBT CORP NL N 2 2034-01-16 Fixed 6.625 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBD0 900000.000000 PA USD 1003747.500000 0.0269167 Long DBT CORP NL N 2 2049-03-19 Fixed 6.9 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBG3 6800000.000000 PA USD 7402310.000000 0.1985019 Long DBT CORP NL N 2 2050-06-03 Fixed 6.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 B71QWNII2 900000.000000 PA 1380616.030000 0.0370229 Long DBT CORP NL N 2 2026-12-14 Fixed 6.25 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDC3 5400000.000000 PA USD 5584788.000000 0.1497629 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDD1 502000.000000 PA USD 476029.030000 0.0127653 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDF6 4421000.000000 PA USD 3869546.570000 0.1037666 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCL4 17483000.000000 PA USD 14799359.500000 0.3968628 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35 N N N N N N AIM AVIATION FINANCE LIMITED 2015-1A N/A 001406AA5 2280457.400000 PA USD 1970543.240000 0.0528425 Long ABS-O CORP KY N 2 2040-02-15 Variable 4.213 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 C0102MAP0 4000000.000000 PA USD 4022500.000000 0.1078682 Long LON CORP CA N 2 2028-08-11 Floating 4.25 N N N N N N PETSMART INC / PETSMART FINANCE CORP N/A 71677KAA6 1650000.000000 PA USD 1697437.500000 0.0455189 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AU3 2600000.000000 PA USD 2825170.500000 0.0757604 Long DBT CORP US N 2 2042-08-21 Fixed 3.875 N N N N N N PHILLIPS 66 PARTNERS LP 549300TL5L4IG0H4FX64 718549AC2 40000.000000 PA USD 46108.810000 0.0012365 Long DBT CORP US N 2 2045-02-15 Fixed 4.68 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 1900000.000000 PA USD 2088344.360000 0.0560015 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AM7 2900000.000000 PA USD 2970342.920000 0.0796534 Long DBT CORP US N 2 2050-06-01 Fixed 3.35 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AK1 1000000.000000 PA USD 1060165.260000 0.0284296 Long DBT CORP US N 2 2046-11-01 Fixed 3.64 N N N N N N PINE STREET TRUST II N/A 72284LAA7 3800000.000000 PA USD 5002911.170000 0.1341591 Long DBT CORP US N 2 2049-02-15 Fixed 5.568 N N N N N N PINNACOL ASSURANCE 549300D37RE2C54DGD62 000000000 7000000.000000 PA USD 9050090.280000 0.2426892 Long DBT CORP US Y 3 2034-06-25 Fixed 8.625 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AB3 17016000.000000 PA USD 21667172.330000 0.5810316 Long DBT CORP US N 2 2028-01-15 Fixed 7.2 N N N N N N PIPER SANDLER COMPANIES QUQDBTUSOAKFEVMRMF78 724078AE0 6000000.000000 PA USD 6037500.000000 0.1619029 Long DBT CORP US N 2 2023-10-15 Fixed 5.2 N N N N N N POWERLONG REAL ESTATE HOLDINGS LIMITED 549300R3K12EPXCGDP22 ACI1SCR07 3200000.000000 PA USD 3079594.500000 0.0825831 Long DBT CORP KY N 2 2025-04-30 Fixed 5.95 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBP5 2223000.000000 PA USD 2270974.340000 0.0608989 Long DBT CORP US N 2 2050-04-15 Fixed 3 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1000000.000000 PA USD 1038113.390000 0.0278383 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 2700000.000000 PA USD 2462344.300000 0.0660308 Long DBT CORP NL N 2 2051-02-08 Fixed 3.832 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BA9 106000.000000 PA USD 125082.630000 0.0033542 Long DBT CORP US N 2 2049-12-07 Fixed 3.935 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 500000.000000 PA USD 551476.560000 0.0147885 Long DBT CORP US N 2 2030-06-15 Fixed 4.1 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CH7 2700000.000000 PA USD 3252609.000000 0.0872227 Long DBT CORP US N 2 2048-06-15 Fixed 4.223 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBD2 1500000.000000 PA USD 1691836.500000 0.0453687 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 1000000.000000 PA USD 1288633.000000 0.0345563 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FL7 35000.000000 PA USD 41162.600000 0.0011038 Long DBT CORP US N 2 2044-08-15 Fixed 4.15 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FT0 2100000.000000 PA USD 2272835.650000 0.0609489 Long DBT CORP US N 2 2049-10-01 Fixed 3.45 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAJ1 4000000.000000 PA USD 3865414.760000 0.1036558 Long DBT CORP US N 2 2041-10-01 Fixed 3.05 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AM5 2965000.000000 PA USD 3118068.130000 0.0836148 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N RAAC SERIES 2007-RP3 N/A 74978BAA6 92778.650000 PA USD 91620.250000 0.0024569 Long ABS-MBS CORP US N 2 2046-10-25 Floating 0.846 N N N N N N RACKSPACE TECHNOLOGY GLOBAL INC 549300QTYCKLMFSE8I97 936RLKII5 4089750.000000 PA USD 4063027.570000 0.1089550 Long LON CORP US N 2 2028-02-15 Floating 3.5 N N N N N N RADIAN GROUP INC 54930005OUP720S5U385 750236AX9 1100000.000000 PA USD 1229250.000000 0.0329638 Long DBT CORP US N 2 2025-03-15 Fixed 6.625 N N N N N N RAMP TRUST 2006-RZ5 N/A 749239AE9 122124.710000 PA USD 122192.280000 0.0032767 Long ABS-MBS CORP US N 2 2046-08-25 Floating 0.336 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 1843223.450000 PA USD 2057302.790000 0.0551691 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730AF6 25000.000000 PA USD 32332.930000 0.0008670 Long DBT CORP US N 2 2046-07-15 Fixed 4.95 N N N N N N RAYONIER LP 5493004X96PV3VY6KB95 75508XAA4 1200000.000000 PA USD 1195847.450000 0.0320681 Long DBT CORP US N 2 2031-05-17 Fixed 2.75 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECK5 700000.000000 PA USD 841870.740000 0.0225758 Long DBT CORP US N 2 2047-04-15 Fixed 4.35 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CP2 1305000.000000 PA USD 1517341.520000 0.0406894 Long DBT CORP US N 2 2047-05-04 Fixed 4.05 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CW7 800000.000000 PA USD 969561.470000 0.0260000 Long DBT CORP US N 2 2038-11-16 Fixed 4.45 N N N N N N RBSSP RESECURITIZATION TRUST 2014-1 N/A 74932TAB0 648266.200000 PA USD 644235.730000 0.0172760 Long ABS-MBS CORP US N 2 2036-11-26 Floating 0.24438 N N N N N N RCS & RDS SA 3157008PTGOXBWZDVF10 ACI1JGY75 3600000.000000 PA 4177603.300000 0.1120275 Long DBT CORP RO N 2 2028-02-05 Fixed 3.25 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAW3 1100000.000000 PA USD 1293663.860000 0.0346912 Long DBT CORP US N 2 2047-02-01 Fixed 4.4 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAY9 500000.000000 PA USD 612096.220000 0.0164141 Long DBT CORP US N 2 2049-03-15 Fixed 4.65 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886FAE7 900000.000000 PA USD 856984.810000 0.0229811 Long DBT CORP US N 2 2030-09-15 Fixed 1.75 N N N N N N RENEW POWER PRIVATE LIMITED 335800BITJZHVZ1CN475 75975AAA8 1800000.000000 PA USD 1895109.820000 0.0508197 Long DBT CORP IN N 2 2027-03-05 Fixed 5.875 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 2200000.000000 PA USD 2456057.010000 0.0658622 Long DBT CORP US N 2 2049-09-23 Fixed 3.8 N N N N N N RESIDENTIAL ACCREDIT LOANS 2005-QA2 N/A 76110HT90 470953.130000 PA USD 422512.210000 0.0113302 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.54229 Y N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AS8 800000.000000 PA USD 927497.350000 0.0248720 Long DBT CORP US N 2 2050-02-01 Fixed 4 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 700000.000000 PA USD 903799.240000 0.0242365 Long DBT CORP US N 2 2049-04-15 Fixed 4.85 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AX7 1500000.000000 PA USD 1462318.940000 0.0392139 Long DBT CORP US N 2 2051-05-18 Fixed 3 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AR0 2200000.000000 PA USD 2396204.270000 0.0642571 Long DBT CORP US N 2 2031-08-15 Fixed 3.375 N N N N N N ALFA BANK AO VIA ALFA BOND ISSUANCE PLC 54930015QM0G7XTNYR27 ACI1G2134 1400000.000000 PA USD 1463798.000000 0.0392535 Long DBT CORP IE N 2 2030-04-15 Floating 5.95 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-SA1 N/A 76111XG72 234582.610000 PA USD 223197.800000 0.0059853 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.9352 Y N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAV4 2000000.000000 PA USD 2218458.300000 0.0594907 Long DBT CORP KY N 2 2047-12-06 Fixed 4.2 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAB0 1500000.000000 PA USD 1447333.140000 0.0388120 Long DBT CORP US N 2 2031-09-01 Fixed 2.15 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAA2 1800000.000000 PA USD 1745787.920000 0.0468154 Long DBT CORP US N 2 2030-12-01 Fixed 2.125 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AT3 660000.000000 PA USD 891414.070000 0.0239044 Long DBT CORP US N 2 2037-06-15 Fixed 7.25 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 1500000.000000 PA USD 1802574.630000 0.0483382 Long DBT CORP US N 2 2045-08-15 Fixed 5.85 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AZ9 500000.000000 PA USD 618150.220000 0.0165765 Long DBT CORP US N 2 2043-09-15 Fixed 6.15 N N N N N N ALIGHT SOLUTIONS (TEMPO ACQUISITION LLC) 549300VV0B2RPMHQGA61 88023HAE0 3100000.000000 PA USD 3103875.000000 0.0832342 Long LON CORP US N 2 2028-08-31 Floating 3.5 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 2072200.520000 PA USD 2275514.470000 0.0610207 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A 76716XAC6 4341940.000000 PA USD 5021431.900000 0.1346558 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 1200000.000000 PA USD 1219500.000000 0.0327024 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 2200000.000000 PA USD 2294380.000000 0.0615266 Long DBT CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 6000000.000000 PA USD 6247500.000000 0.1675343 Long DBT CORP US N 2 2029-07-15 Fixed 4.95 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAB4 1300000.000000 PA USD 1317095.000000 0.0353195 Long DBT CORP GB N 2 2025-10-14 Fixed 3.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 900000.000000 PA USD 995625.000000 0.0266989 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S5ZS2 3300000.000000 PA 4244404.190000 0.1138189 Long DBT CORP GB N 2 2026-02-16 Fixed 4.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S61G3 100000.000000 PA 150094.990000 0.0040250 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3VF1 1100000.000000 PA 1192641.010000 0.0319821 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3TC1 1100000.000000 PA 1247451.100000 0.0334519 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AU5 1400000.000000 PA USD 1888943.000000 0.0506543 Long DBT CORP US N 2 2067-05-15 Floating 6.5 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AZ5 119000.000000 PA USD 135927.750000 0.0036451 Long DBT CORP LR N 2 2025-06-01 Fixed 11.5 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 4300000.000000 PA USD 4232598.230000 0.1135023 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55 N N N N N N RR 7 LTD 2019-7A N/A 74980EAC2 10500000.000000 PA USD 10523625.000000 0.2822038 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.47613 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI1BL160 515000000.000000 PA 7294260.020000 0.1956045 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI0KSLJ7 383100000.000000 PA 5750216.990000 0.1541991 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.5 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 5350000.000000 PA USD 7723098.970000 0.2071043 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAQ7 1700000.000000 PA USD 1834231.250000 0.0491871 Long DBT CORP US N 2 2049-12-01 Fixed 3.25 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 800000.000000 PA USD 893830.890000 0.0239692 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 7200000.000000 PA USD 8303779.010000 0.2226759 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAF8 1300000.000000 PA USD 1432765.530000 0.0384214 Long DBT CORP US N 2 2024-06-01 Fixed 4.8 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BW3 2795000.000000 PA USD 3372615.590000 0.0904408 Long DBT CORP US N 2 2048-05-15 Fixed 4.15 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BV5 1895000.000000 PA USD 2147519.550000 0.0575883 Long DBT CORP US N 2 2047-06-01 Fixed 3.75 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BX1 1578000.000000 PA USD 1861742.120000 0.0499249 Long DBT CORP US N 2 2049-06-15 Fixed 4.1 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BM5 2700000.000000 PA USD 3317147.590000 0.0889533 Long DBT CORP US N 2 2040-08-15 Fixed 4.5 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 4500000.000000 PA USD 4704840.000000 0.1261660 Long DBT CORP KY N 2 2030-06-18 Fixed 4.375 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 800000.000000 PA USD 1136980.380000 0.0304895 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 400000.000000 PA USD 442252.000000 0.0118595 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI0TF455 700000.000000 PA 1038087.630000 0.0278376 Long DBT CORP GB N 2 2024-06-24 Floating 6.75 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAP0 1700000.000000 PA USD 1737164.620000 0.0465842 Long DBT CORP GB N 2 2032-03-15 Floating 2.896 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAA3 3400000.000000 PA USD 3789095.010000 0.1016092 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 4500000.000000 PA USD 4586825.930000 0.1230013 Long DBT CORP AU N 2 2031-04-29 Fixed 3.649 N N N N N N SAPPHIRE AVIATION FINANCE I LIMITED 2018-1A N/A 80306AAA8 1863305.580000 PA USD 1842924.740000 0.0494203 Long ABS-O CORP KY N 2 2040-03-15 Fixed 4.25 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAW9 12000000.000000 PA USD 11806860.000000 0.3166153 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2M6 5000000.000000 PA USD 4714125.000000 0.1264150 Long DBT CORP SA N 2 2070-11-24 Fixed 3.5 N N N N N N SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 3 549300BJ6IA5S2UFVN71 80413MAB0 5100000.000000 PA USD 6584839.500000 0.1765805 Long DBT CORP KY N 2 2044-04-08 Fixed 5.5 N N N N N N SAXON ASSET SECURITIES TRUST 2004-1 N/A 805564PN5 195149.700000 PA USD 191732.960000 0.0051416 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.881 Y N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410GAD6 3000000.000000 PA USD 3112500.000000 0.0834655 Long DBT CORP US N 2 2027-02-15 Fixed 3.875 N N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410GAE4 2200000.000000 PA USD 2128500.000000 0.0570783 Long DBT CORP US N 2 2029-02-01 Fixed 3.125 N N N N N N SBA TOWER TRUST N/A 78403DAR1 200000.000000 PA USD 204172.320000 0.0054751 Long DBT CORP US N 2 2052-07-15 Fixed 2.328 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 ACI060JC2 2300000.000000 PA USD 2426394.200000 0.0650667 Long DBT CORP LU N 2 2023-05-23 Fixed 5.25 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ACI1HZTZ9 1500000.000000 PA 1677243.170000 0.0449773 Long DBT CORP LU N 2 2025-01-15 Fixed 2.25 N N N N N N SCRIPPS (E.W. SCRIPPS COMPANY) 549300U1OW41QPKYW028 26928BAL3 879828.750000 PA USD 878571.470000 0.0235600 Long LON CORP US N 2 2026-05-01 Floating 3.3125 N N N N N N SCRIPPS (E.W. SCRIPPS COMPANY) 549300U1OW41QPKYW028 81105DAA3 500000.000000 PA USD 502370.000000 0.0134717 Long DBT CORP US N 2 2029-01-15 Fixed 3.875 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 700000.000000 PA USD 733250.000000 0.0196630 Long DBT CORP KY N 2 2031-01-15 Fixed 4.125 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 2200000.000000 PA USD 2240194.000000 0.0600735 Long DBT CORP FR N 2 2028-01-15 Fixed 5.5 N N N N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300AH0 1700000.000000 PA USD 2189043.860000 0.0587019 Long DBT CORP US N 2 2049-03-01 Fixed 5.375 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 925000.000000 PA USD 1035741.060000 0.0277747 Long DBT CORP US N 2 2048-02-01 Fixed 4 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 2935000.000000 PA USD 4038812.000000 0.1083057 Long DBT CORP US N 2 2039-10-15 Fixed 6 N N N N N N SEQUOIA MORTGAGE TRUST 2004-4 N/A 81744FBF3 505757.170000 PA USD 504383.080000 0.0135256 Long ABS-MBS CORP US N 2 2034-05-20 Floating 0.74363 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ACI1FL2Y4 2200000.000000 PA 2458320.600000 0.0659229 Long DBT CORP FR N 2 2028-01-15 Fixed 3.375 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582BQ4 60000.000000 PA USD 70702.360000 0.0018960 Long DBT CORP NL N 2 2046-05-10 Fixed 4 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582AT9 1000000.000000 PA USD 1114265.800000 0.0298804 Long DBT CORP NL N 2 2042-08-21 Fixed 3.625 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582BY7 165000.000000 PA USD 188034.160000 0.0050424 Long DBT CORP NL N 2 2046-09-12 Fixed 3.75 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAA5 300000.000000 PA USD 313500.000000 0.0084069 Long DBT CORP US N 2 2026-11-01 Fixed 4.625 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 Y7758EEC1 2300000.000000 PA USD 2343125.000000 0.0628337 Long DBT CORP IN N 2 2022-10-24 Fixed 5.95 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67053NAL8 1554030.720000 PA 1767381.710000 0.0473945 Long LON CORP FR N 2 2025-07-31 Floating 3 N N N N N N SITKA HOLDINGS LLC N/A 82987VAA4 8700000.000000 PA USD 8829916.750000 0.2367850 Long DBT CORP KY N 2 2026-07-06 Floating 5.25 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 3500000.000000 PA USD 3725967.000000 0.0999163 Long LON CORP US N 2 2027-10-20 Floating 4.75 N N N N N N SL GREEN REALTY CORP 549300VQZPJU97H3GT17 75625AAD6 2800000.000000 PA USD 2895070.500000 0.0776348 Long DBT CORP US N 2 2022-12-01 Fixed 4.5 N N N N N N SLM CORP (SALLIE MAE) N/A 78442PGD2 1600000.000000 PA USD 1717360.000000 0.0460531 Long DBT CORP US N 2 2025-10-29 Fixed 4.2 N N N N N N SLM STUDENT LOAN TRUST 2008-9 N/A 78445JAA5 2041015.180000 PA USD 2058519.740000 0.0552017 Long ABS-O CORP US N 2 2023-04-25 Floating 1.62525 N N N N N N ALTICE USA (CSC HOLDINGS LLC) 3HG2WD2W22M120IUNG49 64072UAK8 1653568.720000 PA USD 1637033.030000 0.0438990 Long LON CORP US N 2 2027-04-15 Floating 2.5837 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 4100000.000000 PA USD 5047526.560000 0.1353556 Long DBT CORP US N 2 2039-02-14 Fixed 5.8 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 3200000.000000 PA USD 3121595.780000 0.0837094 Long DBT CORP US N 2 2046-09-16 Fixed 3.875 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAF9 1900000.000000 PA USD 1908205.610000 0.0511709 Long DBT CORP IE N 2 2028-06-15 Fixed 2.3 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BU9 6400000.000000 PA USD 6019729.470000 0.1614264 Long DBT CORP US N 2 2060-06-03 Fixed 2.7 N N N N N N SOLERA LLC 549300F7JH48O4IYRX29 73108RAB4 4200000.000000 PA USD 4214175.000000 0.1130082 Long LON CORP US N 2 2028-06-02 Floating 4.5 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 1000000.000000 PA USD 1065232.510000 0.0285655 Long DBT CORP US N 2 2050-03-15 Fixed 3.25 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 BYY9RYII7 80000000.000000 PA 4719112.540000 0.1265487 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI08MN29 10000000.000000 PA 594094.600000 0.0159314 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 379767.470000 PA USD 369441.550000 0.0099070 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BB9 9000000.000000 PA USD 8596980.000000 0.2305385 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 614878II9 30500000.000000 PA 2274125.770000 0.0609834 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 1000000.000000 PA USD 1196696.420000 0.0320909 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FC2 2879000.000000 PA USD 3635518.050000 0.0974908 Long DBT CORP US N 2 2036-02-01 Fixed 5.625 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FH1 1500000.000000 PA USD 1946970.710000 0.0522104 Long DBT CORP US N 2 2038-02-01 Fixed 5.95 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GE7 1400000.000000 PA USD 1418745.270000 0.0380454 Long DBT CORP US N 2 2045-02-01 Fixed 3.6 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FL2 4500000.000000 PA USD 6025129.790000 0.1615712 Long DBT CORP US N 2 2039-03-15 Fixed 6.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 2000000.000000 PA USD 2159667.300000 0.0579141 Long DBT CORP US N 2 2042-03-15 Fixed 4.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FW8 8500000.000000 PA USD 9089888.780000 0.2437564 Long DBT CORP US N 2 2043-03-15 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 700000.000000 PA USD 764123.850000 0.0204909 Long DBT CORP US N 2 2048-03-01 Fixed 4.125 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 6900000.000000 PA USD 7412583.410000 0.1987774 Long DBT CORP US N 2 2047-04-01 Fixed 4 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 2300000.000000 PA USD 2658901.320000 0.0713017 Long DBT CORP US N 2 2043-10-01 Fixed 4.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FT5 3800000.000000 PA USD 3918076.110000 0.1050680 Long DBT CORP US N 2 2041-12-01 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 1000000.000000 PA USD 1224795.310000 0.0328444 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CT7 3500000.000000 PA USD 4101114.260000 0.1099764 Long DBT CORP US N 2 2050-02-15 Fixed 3.95 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 1600000.000000 PA USD 1787275.470000 0.0479280 Long DBT CORP US N 2 2042-09-15 Fixed 3.75 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CJ9 300000.000000 PA USD 389375.020000 0.0104416 Long DBT CORP US N 2 2040-11-15 Fixed 5.125 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 3508211.050000 PA USD 3555282.120000 0.0953392 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 2000000.000000 PA USD 2042600.000000 0.0547748 Long DBT CORP US N 2 2051-09-15 Floating 3.75 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CW5 3640000.000000 PA USD 4197028.220000 0.1125484 Long DBT CORP US N 2 2036-07-01 Fixed 4.25 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CX3 35000.000000 PA USD 41228.930000 0.0011056 Long DBT CORP US N 2 2046-07-01 Fixed 4.4 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 3400000.000000 PA USD 4014337.530000 0.1076493 Long DBT CORP US N 2 2047-05-30 Fixed 4.4 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAB4 50000.000000 PA USD 55572.790000 0.0014903 Long DBT CORP US N 2 2046-10-01 Fixed 3.95 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 843452AY9 1400000.000000 PA USD 1882469.900000 0.0504807 Long DBT CORP US N 2 2031-02-15 Fixed 7.35 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 84346LAA8 65000.000000 PA USD 79437.380000 0.0021302 Long DBT CORP US N 2 2047-03-15 Fixed 4.8 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AH3 65000.000000 PA USD 79628.200000 0.0021353 Long DBT CORP US N 2 2041-09-15 Fixed 5.15 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AU4 85000.000000 PA USD 103625.850000 0.0027789 Long DBT CORP US N 2 2046-12-15 Fixed 4.95 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 800000.000000 PA USD 903570.000000 0.0242303 Long DBT CORP US N 2 2025-05-04 Fixed 5.25 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 8200000.000000 PA USD 11427597.160000 0.3064449 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAG4 1675000.000000 PA USD 1970163.110000 0.0528323 Long DBT CORP US N 2 2045-03-15 Fixed 4.5 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAE9 20000.000000 PA USD 27738.480000 0.0007438 Long DBT CORP US N 2 2043-09-25 Fixed 5.95 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 023765AA8 2282300.000000 PA USD 2303505.310000 0.0617713 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 8800000.000000 PA USD 8746012.000000 0.2345350 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 2400000.000000 PA USD 2544000.000000 0.0682205 Long DBT CORP US N 2 2025-04-15 Fixed 7.5 N N N N N N SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A N/A 84858DAA6 205184.430000 PA USD 215219.630000 0.0057714 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAG3 4300000.000000 PA USD 4470725.820000 0.1198880 Long DBT CORP US N 2 2031-02-15 Fixed 3.2 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAC2 1300000.000000 PA USD 1452871.840000 0.0389605 Long DBT CORP US N 2 2026-09-15 Fixed 4.45 N N N N N N SPRTE 2017-1 N/A 85208HAA1 1566505.010000 PA USD 1558642.880000 0.0417969 Long ABS-O CORP KY N 2 2037-12-15 Fixed 4.25 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78466YAN8 3600000.000000 PA USD 3603150.000000 0.0966229 Long LON CORP US N 2 2028-06-02 Floating 4.25 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBE3 645062.160000 PA USD 639384.320000 0.0171459 Long LON CORP LU N 2 2025-04-16 Floating 1.8341 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 3160937.500000 PA USD 3272450.950000 0.0877548 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 851857.020000 PA USD 844354.720000 0.0226424 Long LON CORP US N 2 2025-04-16 Floating 1.8341 N N N N N N STAGWELL (MIDAS OPCO HOLDINGS LLC) N/A 59565JAA9 3900000.000000 PA USD 4040400.000000 0.1083482 Long DBT CORP US N 2 2029-08-15 Fixed 5.625 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BP4 2000000.000000 PA USD 2264352.460000 0.0607214 Long DBT CORP GB N 2 2030-05-21 Floating 4.305 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 1300000.000000 PA USD 1290991.080000 0.0346195 Long DBT CORP GB N 2 2036-02-18 Floating 3.265 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 938RLHII0 2600000.000000 PA USD 2604695.600000 0.0698481 Long LON CORP US N 2 2028-09-22 Floating 3 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 1405000.000000 PA USD 1459443.750000 0.0391368 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 2500000.000000 PA USD 2581250.000000 0.0692194 Long DBT CORP US N 2 2027-02-15 Fixed 5 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AS8 40000.000000 PA USD 49040.650000 0.0013151 Long DBT CORP US N 2 2048-11-15 Fixed 4.5 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 785993.090000 PA USD 788081.320000 0.0211334 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 900000.000000 PA USD 915390.000000 0.0245473 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAB6 3100000.000000 PA USD 3071851.040000 0.0823754 Long DBT CORP US N 2 2031-09-15 Fixed 2.691 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 1100000.000000 PA USD 1227355.890000 0.0329130 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AC4 1400000.000000 PA USD 1408142.540000 0.0377611 Long DBT CORP US N 2 2030-11-18 Fixed 2.75 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 3900000.000000 PA USD 4104750.000000 0.1100739 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2004-2 N/A 86359BLE9 10499.430000 PA USD 10623.710000 0.0002849 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.61835 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAB7 600000.000000 PA USD 647250.000000 0.0173568 Long DBT CORP US N 2 2029-04-20 Fixed 5.75 N N N N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932AL8 7700000.000000 PA USD 9442955.680000 0.2532243 Long DBT CORP US N 2 2047-06-15 Fixed 4.5 N N N N N N STUBHUB (PUG LLC) N/A 74530DAC9 2094670.050000 PA USD 2052776.650000 0.0550477 Long LON CORP US N 2 2027-02-12 Floating 3.5841 N N N N N N STUDIO CITY FINANCE LIMITED 254900D6R731QAUIG324 86389QAF9 3000000.000000 PA USD 2946600.000000 0.0790167 Long DBT CORP VG N 2 2028-01-15 Fixed 6.5 N N N N N N STUDIO CITY FINANCE LIMITED 254900D6R731QAUIG324 86389QAG7 4900000.000000 PA USD 4525223.500000 0.1213494 Long DBT CORP VG N 2 2029-01-15 Fixed 5 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCF5 1800000.000000 PA USD 1659524.060000 0.0445022 Long DBT CORP JP N 2 2041-01-12 Fixed 2.296 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCJ7 7100000.000000 PA USD 6992145.110000 0.1875029 Long DBT CORP JP N 2 2031-09-17 Fixed 2.222 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI124SP7 900000.000000 PA USD 778365.500000 0.0208728 Long DBT CORP KY N 2 2023-04-19 Fixed 8.35 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI1NTG15 2000000.000000 PA USD 1617307.380000 0.0433701 Long DBT CORP KY N 2 2025-07-09 Fixed 7 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAH6 350000.000000 PA USD 363924.490000 0.0097591 Long DBT CORP US N 2 2040-08-15 Fixed 3.161 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 400000.000000 PA USD 424210.800000 0.0113757 Long DBT CORP US N 2 2050-08-15 Fixed 3.361 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 1400000.000000 PA USD 1644650.000000 0.0441033 Long DBT CORP AT N 2 2029-01-15 Fixed 6 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAB8 1840000.000000 PA USD 2415055.200000 0.0647626 Long DBT CORP AT N 2 2047-03-16 Fixed 7 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 900000.000000 PA USD 898605.000000 0.0240972 Long DBT CORP US N 2 2029-01-15 Fixed 3.625 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAJ3 4300000.000000 PA USD 5251515.570000 0.1408258 Long DBT CORP NL N 2 2048-04-24 Fixed 5.676 N N N N N N SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAJ9 3400000.000000 PA USD 3329188.470000 0.0892762 Long DBT CORP US N 2 2031-08-09 Fixed 2.65 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 4700000.000000 PA USD 4554243.080000 0.1221276 Long DBT CORP US N 2 2051-02-15 Fixed 3.3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 6695000.000000 PA USD 7395928.140000 0.1983308 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 7300000.000000 PA USD 7192229.810000 0.1928684 Long DBT CORP US N 2 2060-11-15 Fixed 3.6 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 874060AZ9 2900000.000000 PA USD 2944279.520000 0.0789544 Long DBT CORP JP N 2 2050-07-09 Fixed 3.175 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BF3 400000.000000 PA USD 483924.670000 0.0129770 Long DBT CORP US N 2 2047-05-15 Fixed 4.27 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BC0 371000.000000 PA USD 561028.140000 0.0150447 Long DBT CORP US N 2 2039-12-16 Fixed 6.85 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAW3 3500000.000000 PA USD 4215624.140000 0.1130471 Long DBT CORP ES N 2 2048-03-06 Fixed 4.895 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 5800000.000000 PA USD 6041773.750000 0.1620175 Long DBT CORP KY N 2 2051-04-22 Fixed 3.84 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 2700000.000000 PA USD 2545957.360000 0.0682729 Long DBT CORP KY N 2 2050-06-03 Fixed 3.24 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAW6 700000.000000 PA USD 653778.270000 0.0175319 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAH7 400000.000000 PA USD 425083.390000 0.0113991 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAU8 1800000.000000 PA USD 1770831.470000 0.0474870 Long DBT CORP KY N 2 2030-06-03 Fixed 2.39 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AW9 1275000.000000 PA USD 1858141.130000 0.0498283 Long DBT CORP US N 2 2032-06-15 Fixed 8.375 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 3500000.000000 PA USD 3621883.830000 0.0971252 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N TESCO PROPERTY FIN 1 PLC 2138005QTX8CMPSEOS15 B60ZTRII0 3074813.620000 PA 6040987.770000 0.1619964 Long DBT CORP GB N 2 2039-07-13 Fixed 7.6227 N N N N N N TESCO PROPERTY FINANCE 3 PLC 213800HCQGDQGFP75D78 989XYDII0 94464.490000 PA 166928.240000 0.0044764 Long DBT CORP GB N 2 2040-04-13 Fixed 5.744 N N N N N N TESCO PROPERTY FINANCE 5 PLC 213800BN1HYPUZMXAF92 ACI01EQ39 48830.330000 PA 86221.580000 0.0023121 Long DBT CORP GB N 2 2041-10-13 Fixed 5.6611 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 1800000.000000 PA USD 2039611.280000 0.0546947 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N TESCO PROPERTY FINANCE 6 PLC 213800FORYFOB97FHO66 B9JST3II3 745486.820000 PA 1287867.980000 0.0345357 Long DBT CORP GB N 2 2044-07-13 Fixed 5.4111 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 88165FAF9 600000.000000 PA USD 602520.000000 0.0161573 Long DBT CORP CW N 2 2021-11-10 Fixed 3.65 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 300000.000000 PA USD 351305.180000 0.0094207 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N TEXAS EASTERN TRANSMISSION LP 549300SIOULUXXIDGA69 882389CC1 1000000.000000 PA USD 1386622.510000 0.0371840 Long DBT CORP US N 2 2032-07-15 Fixed 7 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAC8 1600000.000000 PA USD 1587896.750000 0.0425814 Long DBT CORP US N 2 2070-06-01 Fixed 2.815 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315AS2 500000.000000 PA USD 603291.360000 0.0161780 Long DBT CORP US N 2 2047-04-15 Fixed 4.125 N N N N N N THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA 549300FG60YK9HZ7DS75 91481CAA8 700000.000000 PA USD 1015413.060000 0.0272295 Long DBT CORP US N 2 2112-09-01 Fixed 4.674 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 600000.000000 PA USD 766367.720000 0.0205511 Long DBT CORP US N 2 2048-04-01 Fixed 4.75 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 1400000.000000 PA USD 1891785.270000 0.0507305 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 4984000.000000 PA USD 6832328.510000 0.1832172 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 6900000.000000 PA USD 9913167.490000 0.2658336 Long DBT CORP US N 2 2038-07-01 Fixed 7.3 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBC1 800000.000000 PA 1409869.980000 0.0378074 Long DBT CORP US N 2 2042-07-15 Fixed 5.25 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 6225000.000000 PA USD 7641167.580000 0.2049072 Long DBT CORP US N 2 2041-09-01 Fixed 5.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 820000.000000 PA USD 898855.800000 0.0241039 Long DBT CORP US N 2 2042-09-15 Fixed 4.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 4520000.000000 PA USD 5710656.320000 0.1531382 Long DBT CORP US N 2 2040-11-15 Fixed 5.875 N N N N N N TOBACCO SETTLEMENT FING CORP VA N/A 88880NAT6 3000000.000000 PA USD 3133608.900000 0.0840315 Long DBT MUN US N 2 2046-06-01 Fixed 6.706 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEJ9 4990000.000000 PA USD 8147866.610000 0.2184950 Long DBT MUN US N 2 2041-02-15 Fixed 7.834 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 1600000.000000 PA USD 1620000.000000 0.0434423 Long DBT CORP US N 2 2032-02-15 Fixed 4.125 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEQ3 5060000.000000 PA USD 7164243.000000 0.1921179 Long DBT MUN US N 2 2050-02-15 Fixed 6.27 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 1000000.000000 PA USD 1859370.000000 0.0498613 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 528811.170000 PA USD 533397.070000 0.0143037 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.086 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 8935268Z9 1925000.000000 PA USD 2982627.400000 0.0799828 Long DBT CORP CA N 2 2039-01-15 Fixed 7.625 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAY5 4400000.000000 PA USD 5560521.300000 0.1491121 Long DBT CORP CA N 2 2048-05-15 Fixed 4.875 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AM5 4440000.000000 PA USD 5401177.020000 0.1448391 Long DBT CORP US N 2 2048-03-15 Fixed 4.6 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBK5 8300000.000000 PA USD 7844604.730000 0.2103626 Long DBT CORP US N 2 2051-01-15 Fixed 2.95 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BK4 600000.000000 PA USD 500625.000000 0.0134249 Long DBT CORP KY N 2 2025-11-01 Fixed 7.25 N N N N N N TRANSOCEAN POSEIDON LIMITED N/A 89383JAA6 1700000.000000 PA USD 1694143.500000 0.0454305 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAQ1 2200000.000000 PA USD 2264394.000000 0.0607225 Long DBT CORP US N 2 2030-03-01 Fixed 4.625 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAS7 1450000.000000 PA USD 1653029.000000 0.0443280 Long DBT CORP US N 2 2026-07-31 Fixed 6.625 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAN9 1000000.000000 PA USD 1211268.820000 0.0324816 Long DBT CORP US N 2 2048-03-07 Fixed 4.05 N N N N N N TRAVERSE MIDSTREAM PARTNERS LLC 549300DHTM8B2X5QMJ22 89435TAB0 332398.120000 PA USD 333169.620000 0.0089343 Long LON CORP US N 2 2024-09-27 Floating 6.5 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBD1 10900000.000000 PA USD 10689632.400000 0.2866555 Long DBT CORP US N 2 2050-06-15 Fixed 3.1 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BD4 200000.000000 PA USD 245720.560000 0.0065893 Long DBT CORP US N 2 2047-06-02 Fixed 4.55 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 9300000.000000 PA USD 9418110.000000 0.2525581 Long DBT CORP CH N 2 2031-02-10 Floating 4.375 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAY6 5000000.000000 PA USD 5420318.000000 0.1453524 Long DBT CORP US N 2 2049-10-15 Fixed 3.7 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 700000.000000 PA USD 797884.540000 0.0213962 Long DBT CORP US N 2 2029-01-26 Fixed 4.4 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724BM3 1000000.000000 PA USD 1026280.000000 0.0275209 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.375 N N N N N N UMBS PASS THRU POOLS N/A 01F0206B0 -1500000.000000 PA USD -1501464.860000 -0.0402636 Short ABS-MBS USGSE US N 2 2051-11-10 Fixed 2 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 BZ11WTII2 2200000.000000 PA 2710935.400000 0.0726970 Long DBT CORP IT N 2 2023-06-03 Floating 6.625 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 6900000.000000 PA USD 7898856.420000 0.2118174 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 1400000.000000 PA USD 1698429.400000 0.0455455 Long DBT CORP IT N 2 2034-04-02 Floating 7.296 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 3400000.000000 PA USD 3754117.000000 0.1006712 Long DBT CORP IT N 2 2035-06-30 Floating 5.459 N N N N N N UNIGEL LUXEMBOURG SA N/A 904752AB8 2200000.000000 PA USD 2367662.000000 0.0634917 Long DBT CORP LU N 2 2026-10-01 Fixed 8.75 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 35000.000000 PA USD 40477.190000 0.0010854 Long DBT CORP US N 2 2055-02-01 Fixed 3.875 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FN3 3300000.000000 PA USD 3188780.400000 0.0855110 Long DBT CORP US N 2 2062-09-16 Fixed 2.973 N N N N N N AMERIQUEST MTGE SEC INC 2004-R5 N/A 03072SRX5 247414.250000 PA USD 247917.290000 0.0066482 Long ABS-MBS CORP US N 2 2034-07-25 Floating 0.956 N N N N N N UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 909319AA3 45054.140000 PA USD 48450.650000 0.0012993 Long DBT CORP US N 2 2027-02-15 Fixed 4.3 N N N N N N UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 90932PAA6 535635.360000 PA USD 566445.750000 0.0151899 Long DBT CORP US N 2 2027-10-11 Fixed 4 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 3865800.030000 PA USD 3904843.840000 0.1047131 Long DBT CORP US N 2 2030-01-07 Fixed 3.45 N N N N N N UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 90931LAA6 473361.370000 PA USD 494706.940000 0.0132662 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 3612381.190000 PA USD 3846913.960000 0.1031597 Long DBT CORP US N 2 2031-08-25 Fixed 4.55 N N N N N N UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 90931CAA6 2048642.130000 PA USD 2212229.280000 0.0593236 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 4517194.760000 PA USD 4584154.040000 0.1229297 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 3338910.000000 PA USD 3743186.890000 0.1003781 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N AMERIQUEST MTGE SECURITIES INC 2005-R4 N/A 03072SC37 82852.610000 PA USD 82927.180000 0.0022238 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.761 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 3200000.000000 PA USD 3290577.470000 0.0882408 Long DBT CORP US N 2 2050-02-21 Fixed 3.375 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CD0 2610000.000000 PA USD 3234657.560000 0.0867413 Long DBT CORP US N 2 2048-06-15 Fixed 4.563 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 5153000.000000 PA USD 6510198.890000 0.1745789 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N ANCESTRY.COM 2549009ADY4208OH2Y47 03952HAD6 6252750.000000 PA USD 6228001.620000 0.1670114 Long LON CORP US N 2 2027-12-06 Floating 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SW9 284700000.000000 PA USD 278583397.010000 7.4705527 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SF6 121136000.000000 PA USD 144842693.140000 3.8841330 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SY5 100400000.000000 PA USD 104431687.500000 2.8004628 Long DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SX7 98104000.000000 PA USD 104726020.000000 2.8083556 Long DBT UST US N 2 2051-05-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SD1 168500000.000000 PA USD 200817774.280000 5.3851729 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SJ8 24111000.000000 PA USD 25000093.130000 0.6704079 Long DBT UST US N 2 2049-08-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SP4 81247000.000000 PA USD 68583892.950000 1.8391605 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SZ2 8735000.000000 PA USD 8582137.500000 0.2301405 Long DBT UST US N 2 2051-08-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 28370000.000000 PA USD 25493104.690000 0.6836286 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SK5 14362000.000000 PA USD 15290480.900000 0.4100328 Long DBT UST US N 2 2049-11-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SS8 98336500.000000 PA USD 88376088.350000 2.3699123 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 170000.000000 PA USD 193348.170000 0.0051849 Long DBT CORP US N 2 2049-08-15 Fixed 3.7 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 500000.000000 PA USD 587402.920000 0.0157519 Long DBT CORP US N 2 2059-08-15 Fixed 3.875 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHA6 440000.000000 PA USD 619710.780000 0.0166183 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GC86 835000.000000 PA USD 1146845.780000 0.0307541 Long DBT MUN US N 2 2099-12-31 Fixed 4.767 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AA4 40000.000000 PA USD 61791.180000 0.0016570 Long DBT CORP US N 2 2111-10-01 Fixed 5.25 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914908AX6 2083541.960000 PA USD 2083914.910000 0.0558827 Long LON CORP US N 2 2024-03-15 Floating 3.75 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AS1 1900000.000000 PA USD 1930115.000000 0.0517584 Long DBT CORP US N 2 2025-02-15 Fixed 5.125 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAP1 3100000.000000 PA USD 3327062.570000 0.0892192 Long DBT CORP US N 2 2049-12-15 Fixed 4.5 N N N N N N UPC BROADBAND FINCO BV 213800MNFBDEQRS6HZ22 90320BAA7 4200000.000000 PA USD 4305462.000000 0.1154562 Long DBT CORP NL N 2 2031-07-15 Fixed 4.875 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 600000.000000 PA USD 616119.000000 0.0165220 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75 N N N N N N US FOODS INC (AKA: US FOODSERVICE INC) 5493000JOOFAOUY1JZ87 90351HAB4 414903.530000 PA USD 412944.360000 0.0110736 Long LON CORP US N 2 2023-06-27 Floating 1.8341 N N N N N N US LBM (LBM ACQUISITION LLC) 549300FAEB3VWZL4NI86 50179JAG3 4110000.000000 PA USD 4072496.250000 0.1092089 Long LON CORP US N 2 2027-12-17 Floating 4.5 N N N N N N US LBM (LBM ACQUISITION LLC) 549300FAEB3VWZL4NI86 50179JAF5 6420000.000000 PA USD 6361417.500000 0.1705891 Long LON CORP US N 2 2027-12-17 Floating 4.5 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAH3 10000000.000000 PA USD 12093640.800000 0.3243057 Long DBT CORP US N 2 2036-02-01 Fixed 4.7 N N N N N N USI INC/NY N/A 90351NAF2 886507.300000 PA USD 882185.580000 0.0236569 Long LON CORP US N 2 2026-12-02 Floating 3.3815 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAP9 1700000.000000 PA USD 2082964.100000 0.0558572 Long DBT CORP US N 2 2046-06-15 Fixed 5.25 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAJ9 3400000.000000 PA USD 4185717.360000 0.1122451 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 3500000.000000 PA USD 4140447.500000 0.1110311 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 6639000.000000 PA USD 8854766.250000 0.2374513 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 5600000.000000 PA USD 6929465.870000 0.1858221 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 1300000.000000 PA USD 1760525.000000 0.0472106 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAQ0 500000.000000 PA USD 627022.090000 0.0168144 Long DBT CORP US N 2 2049-04-15 Fixed 4.875 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AP5 6500000.000000 PA USD 7987767.320000 0.2142017 Long DBT CORP US N 2 2058-04-15 Fixed 4.75 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBT4 4100000.000000 PA USD 4805621.070000 0.1288686 Long DBT CORP US N 2 2048-10-06 Fixed 4.439 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAF6 3300000.000000 PA USD 3570943.270000 0.0957592 Long DBT CORP US N 2 2028-01-15 Fixed 3.4 N N N N N N VEREIT OPERATING PARTNERSHIP LP 5493005TQOUJE1LCS698 92340LAC3 1100000.000000 PA USD 1234121.050000 0.0330945 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 2000000.000000 PA USD 2130984.660000 0.0571449 Long DBT CORP US N 2 2050-05-15 Fixed 3.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 6700000.000000 PA USD 7090158.690000 0.1901312 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 3500000.000000 PA USD 4462814.270000 0.1196758 Long DBT CORP US N 2 2046-08-21 Fixed 4.862 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGL2 6750000.000000 PA USD 6598607.830000 0.1769497 Long DBT CORP US N 2 2041-09-03 Fixed 2.85 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCX0 232000.000000 PA USD 284997.710000 0.0076426 Long DBT CORP US N 2 2048-09-15 Fixed 4.522 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 3887000.000000 PA USD 3597891.740000 0.0964818 Long DBT CORP US N 2 2056-10-30 Fixed 2.987 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFU3 3000000.000000 PA USD 2800691.820000 0.0751040 Long DBT CORP US N 2 2050-11-20 Fixed 2.875 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFV1 11700000.000000 PA USD 10826446.760000 0.2903243 Long DBT CORP US N 2 2060-11-20 Fixed 3 N N N N N N VERTICAL BRIDGE HOLDINGS LLC 2020-2A N/A 92535VAF9 3200000.000000 PA USD 3273200.960000 0.0877749 Long ABS-O CORP US N 2 2050-09-15 Fixed 2.636 N N N N N N VIAD CORP 549300PXU4ZW7LPO5Y40 92553BAL7 3600000.000000 PA USD 3600000.000000 0.0965384 Long LON CORP US N 3 2028-07-30 Floating 5.5 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 4000000.000000 PA USD 4610000.000000 0.1236228 Long DBT CORP BM N 2 2025-05-15 Fixed 13 N N N N N N VIKING OCEAN CRUISES SHIP VII LTD N/A 92682RAA0 2800000.000000 PA USD 2804942.000000 0.0752179 Long DBT CORP BM N 2 2029-02-15 Fixed 5.625 N N N N N N VIRGIN AUSTRALIA HOLDINGS PTY LIMITED 254900SNPW6V9967CJ18 92765YAH0 800000.000000 PA USD 64000.000000 0.0017162 Long DBT CORP AU N 2 2024-11-15 Fixed 8.125 Y Y N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBB2 1435000.000000 PA USD 1766519.020000 0.0473714 Long DBT CORP US N 2 2043-01-15 Fixed 4.65 N N N N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 92858RAA8 1800000.000000 PA USD 1797750.000000 0.0482089 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25 N N N N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 92858RAB6 200000.000000 PA USD 204586.000000 0.0054862 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1FYG47 2100000.000000 PA 2864909.660000 0.0768260 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBF3 500000.000000 PA USD 647930.620000 0.0173750 Long DBT CORP US N 2 2044-01-15 Fixed 5.1 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FY5 300000.000000 PA USD 339736.610000 0.0091105 Long DBT CORP US N 2 2047-09-15 Fixed 3.8 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GD0 1850000.000000 PA USD 1659867.230000 0.0445114 Long DBT CORP US N 2 2050-12-15 Fixed 2.45 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AF2 2100000.000000 PA USD 2477165.940000 0.0664282 Long DBT CORP US N 2 2030-05-15 Fixed 4.7 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AH6 1900000.000000 PA USD 2343725.430000 0.0628498 Long DBT CORP US N 2 2048-03-01 Fixed 4.55 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 400000.000000 PA USD 446097.500000 0.0119626 Long DBT CORP US N 2 2027-08-21 Fixed 3.9 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 5900000.000000 PA USD 5772948.340000 0.1548086 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBL0 85000.000000 PA USD 107655.710000 0.0028869 Long DBT CORP US N 2 2054-08-15 Fixed 4.85 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBD1 400000.000000 PA USD 465379.640000 0.0124797 Long DBT CORP GB N 2 2043-02-19 Fixed 4.375 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 5150000.000000 PA USD 6676379.350000 0.1790352 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 1980000.000000 PA USD 2473405.610000 0.0663274 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBX7 7900000.000000 PA USD 8145690.000000 0.2184366 Long DBT CORP GB N 2 2081-06-04 Floating 5.125 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AF7 500000.000000 PA USD 525527.270000 0.0140927 Long DBT CORP US N 2 2048-01-23 Floating 4.7 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 45685EAJ5 630000.000000 PA USD 869154.100000 0.0233074 Long DBT CORP US N 2 2043-07-15 Fixed 5.7 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 5000000.000000 PA USD 5525558.950000 0.1481746 Long DBT CORP US N 2 2040-05-13 Fixed 3.5 N N N N N N CAPITAL FARM CREDIT ACA 254900S6K5I3OISPS518 14019TAA4 6400000.000000 NS USD 6630848.000000 0.1778143 Long EP CORP US N 2 N N N WASHINGTON GAS LIGHT COMPANY DL22T1SB4DUBS063O841 93884PDY3 900000.000000 PA USD 1013474.760000 0.0271776 Long DBT CORP US N 2 2049-09-15 Fixed 3.65 N N N N N N WASHINGTON MUTUAL 2001-AR3 N/A 929227EM4 158680.080000 PA USD 157929.060000 0.0042351 Long ABS-MBS CORP US N 2 2041-11-25 Floating 1.6811 N N N N N N WASHINGTON MUTUAL 2004-AR10 N/A 92922FXJ2 194724.350000 PA USD 194291.890000 0.0052102 Long ABS-MBS CORP US N 2 2044-07-25 Floating 0.966 N N N N N N WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT N/A 93976AAH5 1090000.000000 PA USD 1414535.730000 0.0379325 Long DBT MUN US N 2 2040-07-01 Fixed 6.79 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAC6 900000.000000 PA USD 958228.450000 0.0256961 Long DBT CORP US N 2 2024-09-17 Fixed 3.75 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 2500000.000000 PA USD 2571402.750000 0.0689553 Long DBT CORP US N 2 2041-04-30 Floating 3.068 N N N N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAH9 2800000.000000 PA USD 3827367.540000 0.1026355 Long DBT CORP JE N 2 2049-03-15 Fixed 5.4 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 70000.000000 PA USD 85870.150000 0.0023027 Long DBT CORP US N 2 2044-11-04 Fixed 4.65 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 3700000.000000 PA USD 5383966.240000 0.1443776 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KAX4 925000.000000 PA USD 1331392.900000 0.0357029 Long DBT CORP US N 2 2041-03-15 Fixed 6.5 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBB1 800000.000000 PA USD 987835.790000 0.0264900 Long DBT CORP US N 2 2043-03-15 Fixed 5.125 N N N N N N ARAMARK SERVICES INC (AKA: ARAMARK CORP) 42YMHYH0XMHJEXDUB065 03852JAL5 466331.250000 PA USD 457199.090000 0.0122603 Long LON CORP US N 2 2025-03-11 Floating 1.8341 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAF1 2950000.000000 PA USD 3789977.570000 0.1016329 Long DBT CORP US N 2 2048-09-01 Fixed 4.95 N N N N N N WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP N/A 956708AB7 800000.000000 PA USD 811293.500000 0.0217558 Long DBT CORP US N 2 2050-06-01 Fixed 3.129 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 2647072.930000 PA USD 549267.630000 0.0147293 Long LON CORP US N 2 2029-03-15 Fixed 15 N N Y N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AU8 200000.000000 PA USD 241892.530000 0.0064866 Long DBT CORP US N 2 2025-03-15 Fixed 7.95 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BR4 2413000.000000 PA USD 3439360.280000 0.0922306 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AW4 16922000.000000 PA USD 21660525.350000 0.5808533 Long DBT CORP US N 2 2027-10-01 Fixed 6.95 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BX1 6900000.000000 PA USD 7814451.620000 0.2095540 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N N WHITE CAP BUYER LLC N/A 96350TAC4 694750.000000 PA USD 697162.170000 0.0186953 Long LON CORP US N 2 2027-10-19 Floating 4.5 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96950FAF1 1900000.000000 PA USD 2593707.520000 0.0695534 Long DBT CORP US N 2 2040-04-15 Fixed 6.3 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAC9 400000.000000 PA USD 495957.060000 0.0132997 Long DBT CORP US N 2 2045-09-15 Fixed 5.1 N N N N N N ARBYS RESTAURANT (IRB HOLDING CORP) 549300HVW4WNWYBXN830 44988LAG2 4962500.000000 PA USD 4978007.810000 0.1334913 Long LON CORP US N 2 2027-12-15 Floating 4.25 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AK7 725000.000000 PA USD 805107.550000 0.0215899 Long DBT CORP US N 2 2049-09-15 Fixed 3.875 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AM5 100000.000000 PA USD 106341.560000 0.0028517 Long DBT CORP AU N 2 2025-03-05 Fixed 3.65 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AP8 1126000.000000 PA USD 1206635.980000 0.0323574 Long DBT CORP AU N 2 2028-03-15 Fixed 3.7 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AN3 1300000.000000 PA USD 1404954.670000 0.0376756 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAB9 500000.000000 PA USD 655040.850000 0.0175657 Long DBT CORP US N 2 2046-12-15 Fixed 5.031 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAA5 2465000.000000 PA USD 2693242.090000 0.0722226 Long DBT CORP BM N 2 2050-06-30 Fixed 3.635 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 500000.000000 PA USD 505720.000000 0.0135615 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAH9 8850000.000000 PA USD 8437921.880000 0.2262731 Long DBT CORP KY N 2 2028-08-26 Fixed 5.625 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAD8 4900000.000000 PA USD 4686997.000000 0.1256875 Long DBT CORP KY N 2 2027-10-01 Fixed 5.5 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 G98149AD2 200000.000000 PA USD 191306.000000 0.0051301 Long DBT CORP KY N 2 2027-10-01 Fixed 5.5 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AA7 10661000.000000 PA USD 10754283.750000 0.2883892 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 40000.000000 PA USD 49433.990000 0.0013256 Long DBT CORP US N 2 2041-09-15 Fixed 4.8 N N N N N N YANGO JUSTICE INTERNATIONAL LIMITED 3003007ELD2HAYCXPT77 ACI1HZL46 300000.000000 PA USD 247812.910000 0.0066454 Long DBT CORP HK N 2 2023-04-15 Fixed 9.25 N N N N N N YANGO JUSTICE INTERNATIONAL LIMITED 3003007ELD2HAYCXPT77 ACI1NX2H6 200000.000000 PA USD 156749.720000 0.0042034 Long DBT CORP HK N 2 2024-04-15 Fixed 7.5 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 1100000.000000 PA USD 1270116.280000 0.0340597 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AG0 100000.000000 PA USD 105559.140000 0.0028307 Long DBT CORP NO N 2 2030-06-04 Fixed 3.148 N N N N N N YELLOWSTONE ENERGY LP N/A 98580LAA3 1026469.220000 PA USD 1132684.180000 0.0303743 Long DBT CORP US N 3 2026-12-31 Fixed 5.75 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 1247105.260000 PA USD 1237692.110000 0.0331902 Long LON CORP US N 2 2027-03-09 Floating 3.0841 N N N N N N ZEBRA BUYER LLC N/A 937PJEII5 3700000.000000 PA USD 3716650.000000 0.0996665 Long LON CORP US N 2 2028-04-21 Floating 3.75 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAG7 205000.000000 PA USD 224217.260000 0.0060127 Long DBT CORP US N 2 2035-08-15 Fixed 4.25 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAH5 2397000.000000 PA USD 2847839.700000 0.0763683 Long DBT CORP US N 2 2045-08-15 Fixed 4.45 N N N N N N N/A N/A 000000000 -1437652.000000 PA -1665173.170000 -0.0446536 Short RA GB N 2 Reverse repurchase N -0.9500000 2023-09-28 1300000.000000 EUR 1443465.400000 EUR CDS N N N N/A N/A 000000000 5297000.000000 PA USD 5297000.000000 0.1420455 Long RA US N 2 Repurchase N 0.0000001 2021-10-01 5283000.000000 USD 5403028.070000 USD UST N N N ARES FINANCE CO II LLC 54930012GWL4VKKENG46 04015KAB6 1100000.000000 PA USD 1150114.540000 0.0308417 Long DBT CORP US N 2 2030-06-15 Fixed 3.25 N N N N N N N/A N/A 000000000 -3046498.330000 PA USD -3043578.770000 -0.0816173 Short RA US N 2 Reverse repurchase N -0.7500000 2023-08-16 3000000.000000 USD 2887119.840000 USD N N N N/A N/A 000000000 -2205614.790000 PA USD -2205008.250000 -0.0591300 Short RA US N 2 Reverse repurchase N -0.0500000 2023-03-17 2000000.000000 USD 2264352.460000 USD CDS N N N N/A N/A 000000000 -13140627.480000 PA USD -13139733.190000 -0.3523579 Short RA US N 2 Reverse repurchase N -0.0700000 2021-10-25 14208000.000000 USD 14825874.330000 USD CDS N N N N/A N/A 000000000 -26726310.000000 PA USD -26726428.780000 -0.7167017 Short RA US N 2 Reverse repurchase N 0.0800000 2021-10-04 24804000.000000 USD 26478270.000000 USD UST N N N N/A N/A 000000000 -82554125.000000 PA USD -82556188.850000 -2.2138446 Short RA US N 2 Reverse repurchase N 0.0600000 2021-10-06 73300000.000000 USD 78247750.000000 USD UST N N N N/A N/A 000000000 -8647650.000000 PA USD -8647664.410000 -0.2318976 Short RA US N 2 Reverse repurchase N 0.0300000 2021-10-01 8735000.000000 USD 8582137.500000 USD UST N N N N/A N/A 000000000 -47242250.000000 PA USD -47242328.740000 -1.2668605 Short RA US N 2 Reverse repurchase N 0.0600000 2021-10-01 45100000.000000 USD 46911046.880000 USD UST N N N N/A N/A 000000000 -93057725.000000 PA USD -93057905.950000 -2.4954610 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-01 104586000.000000 USD 92464353.380000 USD UST N N N N/A N/A 000000000 -35516250.000000 PA USD -35517424.010000 -0.9524429 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-05 33000000.000000 USD 34325156.250000 USD UST N N N N/A N/A 000000000 -11313750.000000 PA USD -11314145.980000 -0.3034026 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-12 10500000.000000 USD 10921640.630000 USD UST N N N N/A N/A 000000000 -284612460.000000 PA USD -284624635.080000 -7.6325559 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-05 232556000.000000 USD 277485295.640000 USD UST N N N N/A N/A 000000000 -67783560.000000 PA USD -67786306.400000 -1.8177723 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-01 72224000.000000 USD 64908498.930000 USD UST N N N N/A N/A 000000000 -89805071.250000 PA USD -89809087.530000 -2.4083399 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-07 91911000.000000 USD 87852489.350000 USD UST N N N N/A N/A 000000000 -145156625.000000 PA USD -145173277.700000 -3.8929981 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-05 141100000.000000 USD 138068553.980000 USD UST N N N N/A N/A 000000000 1.000000 NC USD 200801.080000 0.0053847 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2025-12-21 217710.900000 USD 0.000000 USD 1100000.000000 USD -16909.820000 N N N N/A N/A 000000000 1.000000 NC USD 106115.420000 0.0028456 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ALIBABA GROUP HOLDING LIMITED ALIBABA GROUP HOLDING SR UNSEC Y Single Leg Swap 2024-12-21 69885.060000 USD 0.000000 USD 5800000.000000 USD 36230.360000 N N N N/A N/A 000000000 1.000000 NC USD 112585.720000 0.0030191 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-21 80468.900000 USD 0.000000 USD 5300000.000000 USD 32116.820000 N N N N/A N/A 000000000 1.000000 NC USD 35849.760000 0.0009614 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-12-21 21115.780000 USD 0.000000 USD 1600000.000000 USD 14733.980000 N N N N/A N/A 000000000 1.000000 NC USD 36845.390000 0.0009881 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BAIDU INC BAIDU INC Y Single Leg Swap 2024-12-21 0.000000 USD -15115.810000 USD 2600000.000000 USD 51961.200000 N N N N/A N/A 000000000 1.000000 NC USD 25508.350000 0.0006840 N/A DCR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 BAIDU INC BAIDU INC Y Single Leg Swap 2024-12-21 0.000000 USD -426.990000 USD 1800000.000000 USD 25935.340000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0TFSY6 1840000.000000 PA 10177.300000 0.0002729 Long DBT NUSS AR N 2 2022-04-03 Floating 36.1445 N N N N N N N/A N/A 000000000 1.000000 NC 97.000000 0.0000026 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 26465.000000 USD 171464.090000 CNY 2021-10-22 97.000000 N N N N/A N/A 000000000 1.000000 NC 147.340000 0.0000040 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 39697.000000 USD 257204.800000 CNY 2021-10-22 147.340000 N N N N/A N/A 000000000 1.000000 NC -175217.820000 -0.0046987 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 49948180.890000 USD 36940000.000000 GBP 2021-10-04 -175217.820000 N N N N/A N/A 000000000 1.000000 NC -29684.840000 -0.0007960 N/A DFE IN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4373583.580000 USD 325055665.620000 INR 2021-12-15 -29684.840000 N N N N/A N/A 000000000 1.000000 NC -62522.300000 -0.0016766 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6839943.030000 USD 141122853.660000 MXN 2021-12-03 -62522.300000 N N N N/A N/A 000000000 1.000000 NC -80905.160000 -0.0021696 N/A DFE PL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1863690.000000 USD 7091366.540000 PLN 2021-11-15 -80905.160000 N N N N/A N/A 000000000 1.000000 NC -83984.410000 -0.0022521 N/A DFE PL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2247751.000000 USD 8612386.080000 PLN 2022-02-18 -83984.410000 N N N N/A N/A 000000000 1.000000 NC -69.220000 -0.0000019 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 126491.790000 CNY 19525.000000 USD 2021-10-22 -69.220000 N N N N/A N/A 000000000 1.000000 NC -115.810000 -0.0000031 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 259063.670000 CNY 40014.480000 USD 2021-10-22 -115.810000 N N N N/A N/A 000000000 1.000000 NC 175571.960000 0.0047082 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 36940000.000000 GBP 49950378.820000 USD 2021-11-02 175571.960000 N N N N/A N/A 000000000 1.000000 NC 229.750000 0.0000062 N/A DFE HK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1724129.730000 HKD 221748.000000 USD 2021-12-15 229.750000 N N N N/A N/A 000000000 1.000000 NC 63170.170000 0.0016940 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 141122853.660000 MXN 6883127.360000 USD 2021-10-20 63170.170000 N N N N/A N/A 000000000 1.000000 NC -25130.430000 -0.0006739 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7262000.000000 ZAR 447607.130000 USD 2022-02-25 -25130.430000 N N N N/A N/A 000000000 1.000000 NC 28943.250000 0.0007761 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7183000.000000 ZAR 496990.790000 USD 2022-02-18 28943.250000 N N N N/A N/A 000000000 1.000000 NC 36276.710000 0.0009728 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 9280000.000000 ZAR 646501.260000 USD 2021-12-15 36276.710000 N N N N/A N/A 000000000 1.000000 NC -185110.800000 -0.0049640 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 9413684.510000 USD 7967000.000000 EUR 2021-10-04 -185110.800000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 253239.000000 PA USD 97497.020000 0.0026145 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC 15763.930000 0.0004227 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5020500.000000 ZAR 342901.990000 USD 2022-02-18 15763.930000 N N N N/A N/A 000000000 1.000000 NC -264670.340000 -0.0070975 N/A DFE N/A N 2 BNP Paribas S.A. N/A 12375218.620000 USD 10455000.000000 EUR 2021-10-04 -264670.340000 N N N N/A N/A 000000000 1.000000 NC -16347.500000 -0.0004384 N/A DFE GB N 2 BNP Paribas S.A. N/A 1033634.640000 USD 755000.000000 GBP 2021-10-04 -16347.500000 N N N N/A N/A 000000000 1.000000 NC -5618.890000 -0.0001507 N/A DFE MX N 2 BNP Paribas S.A. N/A 207759.530000 USD 4194000.000000 MXN 2021-11-08 -5618.890000 N N N N/A N/A 000000000 1.000000 NC -6004.350000 -0.0001610 N/A DFE MX N 2 BNP Paribas S.A. N/A 239357.680000 USD 4859000.000000 MXN 2021-12-03 -6004.350000 N N N N/A N/A 000000000 1.000000 NC 27484.370000 0.0007370 N/A DFE AU N 2 BNP Paribas S.A. N/A 2499000.000000 AUD 1834135.800000 USD 2021-10-05 27484.370000 N N N N/A N/A 000000000 1.000000 NC -85.300000 -0.0000023 N/A DFE CN N 2 BNP Paribas S.A. N/A 115588.830000 CNY 17820.000000 USD 2021-10-22 -85.300000 N N N N/A N/A 000000000 1.000000 NC -63.410000 -0.0000017 N/A DFE CN N 2 BNP Paribas S.A. N/A 114156.420000 CNY 17620.000000 USD 2021-10-22 -63.410000 N N N N/A N/A 000000000 1.000000 NC 177441.800000 0.0047583 N/A DFE N/A N 2 BNP Paribas S.A. N/A 7966000.000000 EUR 9404857.160000 USD 2021-10-04 177441.800000 N N N N/A N/A 000000000 1.000000 NC 12.610000 0.0000003 N/A DFE HK N 2 BNP Paribas S.A. N/A 109542.600000 HKD 14086.770000 USD 2021-12-15 12.610000 N N N N/A N/A 000000000 1.000000 NC 6915.380000 0.0001854 N/A DFE HU N 2 BNP Paribas S.A. N/A 79592000.000000 HUF 263055.850000 USD 2021-11-15 6915.380000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 16047518.000000 PA USD 5889439.110000 0.1579325 Long DBT NUSS AR N 2 2041-07-09 Variable 2.5 N N N N N N N/A N/A 000000000 1.000000 NC 5942.220000 0.0001593 N/A DFE MX N 2 BNP Paribas S.A. N/A 4859000.000000 MXN 241341.780000 USD 2021-10-04 5942.220000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HW3 172490.000000 PA USD 57697.910000 0.0015472 Long DBT NUSS AR N 2 2046-07-09 Variable 1.125 N N N N N N N/A N/A 000000000 1.000000 NC USD -29.300000 -0.0000008 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-06-21 0.000000 USD -2860.180000 USD 400000.000000 USD 2830.880000 N N N N/A N/A 000000000 1.000000 NC USD 21502.950000 0.0005766 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2023-06-21 10952.060000 USD 0.000000 USD 3100000.000000 USD 10550.890000 N N N N/A N/A 000000000 1.000000 NC USD -3047.060000 -0.0000817 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-12-21 0.000000 USD -5980.970000 USD 1000000.000000 USD 2933.910000 N N N N/A N/A 000000000 1.000000 NC USD -177022.580000 -0.0047471 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2026-06-21 0.000000 USD -165116.260000 USD 4400000.000000 USD -11906.320000 N N N N/A N/A 000000000 1.000000 NC 24226.060000 0.0006497 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOM PLC WURO SR UNSEC Y Single Leg Swap 2025-12-21 13407.060000 EUR 0.000000 EUR 1400000.000000 EUR 10819.000000 N N N N/A N/A 000000000 1.000000 NC -7947.930000 -0.0002131 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOM PLC WURO SR UNSEC Y Single Leg Swap 2028-12-21 0.000000 EUR -8505.590000 EUR 700000.000000 EUR 557.660000 N N N N/A N/A 000000000 1.000000 NC USD 7597.630000 0.0002037 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 BROOKFIELD ASSET MANAGEMENT INC BROOKFIELD ASSETS MGMNT YANK BD Y Single Leg Swap 2025-06-21 0.020000 USD 0.000000 USD 1100000.000000 USD 7597.610000 N N N N/A N/A 000000000 1.000000 NC USD 3356.620000 0.0000900 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.27 N/A N/A Y Single Leg Swap 2022-06-21 0.000000 USD -43642.740000 USD 1504000.000000 USD 46999.360000 N N N N/A N/A 000000000 1.000000 NC USD 1641.980000 0.0000440 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.28 N/A N/A Y Single Leg Swap 2022-12-21 0.000000 USD -58291.490000 USD 1598000.000000 USD 59933.470000 N N N N/A N/A 000000000 1.000000 NC USD 893.660000 0.0000240 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.29 N/A N/A Y Single Leg Swap 2023-06-21 0.000000 USD -16821.300000 USD 846000.000000 USD 17714.960000 N N N N/A N/A 000000000 1.000000 NC USD -5278.220000 -0.0001415 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.30 N/A N/A Y Single Leg Swap 2023-12-21 0.000000 USD -139251.400000 USD 3008000.000000 USD 133973.180000 N N N N/A N/A 000000000 1.000000 NC USD -35368.410000 -0.0009484 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.31 N/A N/A Y Single Leg Swap 2024-06-21 0.000000 USD -931615.200000 USD 20492000.000000 USD 896246.790000 N N N N/A N/A 000000000 1.000000 NC USD -169441.040000 -0.0045438 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.34 Y Single Leg Swap 2025-12-21 0.000000 USD -149390.000000 USD 4200000.000000 USD -20051.040000 N N N N/A N/A 000000000 1.000000 NC USD -177604.940000 -0.0047627 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.36 Y Single Leg Swap 2026-12-22 0.000000 USD -159080.000000 USD 4500000.000000 USD -18524.940000 N N N N/A N/A 000000000 1.000000 NC USD 25227.790000 0.0006765 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 304040.000000 USD 0.000000 USD 2000000.000000 USD -278812.210000 N N N N/A N/A 000000000 1.000000 NC USD 3153.470000 0.0000846 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 20250.000000 USD 0.000000 USD 250000.000000 USD -17096.530000 N N N N/A N/A 000000000 1.000000 NC USD 31534.740000 0.0008456 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDX.NA.HY.27 N/A N/A Y Single Leg Swap 2021-12-21 211250.000000 USD 0.000000 USD 2500000.000000 USD -179715.260000 N N N N/A N/A 000000000 1.000000 NC USD 1892.090000 0.0000507 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 12862.500000 USD 0.000000 USD 150000.000000 USD -10970.410000 N N N N/A N/A 000000000 1.000000 NC USD 77149.000000 0.0020688 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDX.NA.HY.29 N/A N/A Y Single Leg Swap 2022-12-21 180375.000000 USD 0.000000 USD 1300000.000000 USD -103226.000000 N N N N/A N/A 000000000 1.000000 NC USD 5934.540000 0.0001591 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 15900.000000 USD 0.000000 USD 100000.000000 USD -9965.460000 N N N N/A N/A 000000000 1.000000 NC USD 109604.370000 0.0029392 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 128150.000000 USD 0.000000 USD 1100000.000000 USD -18545.630000 N N N N/A N/A 000000000 1.000000 NC USD 159424.530000 0.0042752 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 165600.000000 USD 0.000000 USD 1600000.000000 USD -6175.470000 N N N N/A N/A 000000000 1.000000 NC USD 478273.610000 0.0128255 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 570600.000000 USD 0.000000 USD 4800000.000000 USD -92326.390000 N N N N/A N/A 000000000 1.000000 NC USD 787158.640000 0.0211086 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 970030.000000 USD 0.000000 USD 7900000.000000 USD -182871.360000 N N N N/A N/A 000000000 1.000000 NC USD 119568.400000 0.0032064 N/A DCR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 142560.000000 USD 0.000000 USD 1200000.000000 USD -22991.600000 N N N N/A N/A 000000000 1.000000 NC USD 41117.290000 0.0011026 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.34 Y Single Leg Swap 2025-06-21 2852.000000 USD 0.000000 USD 460000.000000 USD 38265.290000 N N N N/A N/A 000000000 1.000000 NC USD 9267.050000 0.0002485 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.35 Y Single Leg Swap 2025-12-21 8780.000000 USD 0.000000 USD 100000.000000 USD 487.050000 N N N N/A N/A OP0014XX2 -2900000.000000 NC USD -13529.020000 -0.0003628 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 102.000000 USD 2022-01-19 XXXX 680.980000 N N N N/A N/A OP00153Y0 -4500000.000000 NC USD -17233.340000 -0.0004621 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 104.000000 USD 2021-12-15 XXXX 1261.660000 N N N N/A N/A OP0010DV6 -1200000.000000 NC USD -384.340000 -0.0000103 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2021-10-20 XXXX 5015.660000 N N N N/A N/A OP0010NV5 -2400000.000000 NC USD -768.670000 -0.0000206 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2021-10-20 XXXX 10031.330000 N N N N/A N/A OP0012WJ8 -3400000.000000 NC USD -1088.950000 -0.0000292 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2021-10-20 XXXX 13361.050000 N N N N/A N/A OP00135R8 -5600000.000000 NC USD -7168.950000 -0.0001922 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 102.000000 USD 2021-11-17 XXXX 20831.050000 N N N N/A N/A OP00137H8 -2900000.000000 NC USD -3712.490000 -0.0000996 N/A DCR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 102.000000 USD 2021-11-17 XXXX 10062.510000 N N N N/A N/A OP0013HY0 -5900000.000000 NC USD -9108.540000 -0.0002443 N/A DCR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 103.000000 USD 2021-11-17 XXXX 21925.460000 N N N N/A N/A OP0013KG5 -8500000.000000 NC USD -9254.210000 -0.0002482 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2021-11-17 XXXX 25170.790000 N N N N/A N/A OP0015130 -2300000.000000 NC USD -8808.150000 -0.0002362 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 104.000000 USD 2021-12-15 XXXX 391.850000 N N N N/A N/A OP0015122 -2300000.000000 NC USD -10729.910000 -0.0002877 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 102.000000 USD 2022-01-19 XXXX -839.910000 N N N N/A N/A OP0012FF5 -3100000.000000 NC USD -1223.040000 -0.0000328 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 103.000000 USD 2021-10-20 XXXX 12416.960000 N N N N/A N/A OP0012Q48 -4000000.000000 NC USD -1578.120000 -0.0000423 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 103.000000 USD 2021-10-20 XXXX 13221.880000 N N N N/A N/A OP0014V55 -3200000.000000 NC USD -7310.020000 -0.0001960 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 HY36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2021-12-15 XXXX 4209.980000 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAS6 2200000.000000 NS USD 2333375.000000 0.0625723 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC USD 10854666.750000 0.2910811 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.36 Y Single Leg Swap 2026-06-21 10460245.000000 USD 0.000000 USD 116000000.000000 USD 394421.750000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CN2 700000.000000 PA USD 847747.280000 0.0227334 Long DBT CORP US N 2 2042-04-01 Fixed 4.5 N N N N N N N/A N/A OP0016HZ0 -5900000.000000 NC USD -29979.970000 -0.0008039 N/A DCR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY37 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2022-01-19 XXXX -2839.970000 N N N N/A N/A OP0016MP6 -5300000.000000 NC USD -26931.160000 -0.0007222 N/A DCR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US N/A SWOP CDX HY37 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 USD 0.000000 USD N/A USD N/A 101.000000 USD 2022-01-19 XXXX -2551.160000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DB7 1500000.000000 PA USD 1568489.730000 0.0420610 Long DBT CORP US N 2 2050-05-15 Fixed 3.35 N N N N N N N/A N/A 000000000 1.000000 NC USD 1811189.900000 0.0485693 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.37 Y Single Leg Swap 2026-12-22 1828320.000000 USD 0.000000 USD 19200000.000000 USD -17130.100000 N N N N/A N/A 000000000 1.000000 NC USD 15871.070000 0.0004256 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2030-12-21 0.000000 USD -4398.260000 USD 1200000.000000 USD 20269.330000 N N N N/A N/A 000000000 1.000000 NC USD 294759.140000 0.0079043 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2025-12-21 267454.970000 USD 0.000000 USD 12100000.000000 USD 27304.170000 N N N N/A N/A OP0010BX4 -1200000.000000 NC USD -71.640000 -0.0000019 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2021-10-20 XXXX 1194.360000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DA9 1400000.000000 PA USD 1494333.050000 0.0400724 Long DBT CORP US N 2 2049-12-01 Fixed 3.5 N N N N N N N/A N/A OP0012WH2 -5800000.000000 NC USD -486.560000 -0.0000130 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 IG36 (V1 ONLY) 5Y SP Single Leg Swap 2026-06-20 0.000000 USD 0.000000 USD N/A USD N/A 0.750000 USD 2021-10-20 XXXX 5226.440000 N N N 2021-11-05 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer