NPORT-P false 0000810893 XXXXXXXX S000024285 C000071766 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Long Duration Credit Bond Portfolio S000024285 ARRW3S61ZWIBB3UOV031 2022-03-31 2021-12-31 N 37433778923.879997 6652481303.720000 30781297620.160000 0.000000 0.000000 5021074220.540000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 5711277.270000 GBP CLP EUR CAD JPY AUD USD RUB PEN MXN N N/A N/A 000000000 1.000000 NC USD 429.890000 0.0000014 N/A DCR US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 CMBX.NA.AAA.6 N/A N/A Y Single Leg Swap 2063-05-12 0.000000 USD -2557.360000 USD 279119.690000 USD 2987.250000 N N N N/A N/A 000000000 1.000000 NC USD -66627.260000 -0.0002165 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-21 0.000000 USD -36622.540000 USD 1400000.000000 USD -30004.720000 N N N N/A N/A 000000000 1.000000 NC USD -3821.200000 -0.0000124 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 -23395.830000 USD 1950000.000000 USD 19574.630000 N N N N/A N/A 000000000 1.000000 NC USD -95181.790000 -0.0003092 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-21 0.000000 USD -55119.840000 USD 2000000.000000 USD -40061.950000 N N N N/A N/A 000000000 1.000000 NC USD -350459.130000 -0.0011385 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-06-21 0.000000 USD -242494.610000 USD 9300000.000000 USD -107964.520000 N N N N/A N/A 000000000 1.000000 NC USD -2934.400000 -0.0000095 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 -4071.300000 USD 400000.000000 USD 1136.900000 N N N N/A N/A 000000000 1.000000 NC USD -13860.480000 -0.0000450 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-12-21 4313.550000 USD 0.000000 USD 1100000.000000 USD -18174.030000 N N N N/A N/A 000000000 1.000000 NC USD -66627.260000 -0.0002165 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-21 0.000000 USD -36622.540000 USD 1400000.000000 USD -30004.720000 N N N N/A N/A 000000000 1.000000 NC USD -354227.510000 -0.0011508 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-06-21 0.000000 USD -245102.080000 USD 9400000.000000 USD -109125.430000 N N N N/A N/A 000000000 1.000000 NC USD -951817.890000 -0.0030922 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-21 0.000000 USD -507060.330000 USD 20000000.000000 USD -444757.560000 N N N N/A N/A 000000000 1.000000 NC USD -9518.180000 -0.0000309 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-21 0.000000 USD -5425.500000 USD 200000.000000 USD -4092.680000 N N N N/A N/A 000000000 1.000000 NC USD -390245.340000 -0.0012678 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-21 0.000000 USD -209279.700000 USD 8200000.000000 USD -180965.640000 N N N N/A N/A 000000000 1.000000 NC USD 413764.350000 0.0013442 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CONSOLIDATED EDISON COMPANY OF NEW YORK INC CONSOLIDATED EDISON CO O SR UNSEC Y Single Leg Swap 2024-12-21 356742.880000 USD 0.000000 USD 18300000.000000 USD 57021.470000 N N N N/A N/A 000000000 1.000000 NC USD -352734.510000 -0.0011459 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 COUNTRY GARDEN HOLDINGS COMPANY LIMITED COUNTRY GARDEN HLDGS Y Single Leg Swap 2022-03-21 0.000000 USD -278508.290000 USD 23900000.000000 USD -74226.220000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKD3 600000.000000 PA USD 584516.270000 0.0018989 Long DBT CORP US N 2 2043-02-01 Fixed 3.1 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKE1 28600000.000000 PA USD 28088572.230000 0.0912521 Long DBT CORP US N 2 2052-02-01 Fixed 3.3 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKF8 38650000.000000 PA USD 38127908.840000 0.1238671 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 23949.540000 0.0000778 N/A DFE RU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 71025788.790000 RUB 965943.000000 USD 2022-02-18 23949.540000 N N N N/A N/A 000000000 1.000000 NC 28106.710000 0.0000913 N/A DFE RU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 269468759.280000 RUB 3601989.000000 USD 2022-02-18 28106.710000 N N N N/A N/A 000000000 1.000000 NC 29969.480000 0.0000974 N/A DFE RU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 269281936.730000 RUB 3601374.000000 USD 2022-02-18 29969.480000 N N N N/A N/A 000000000 1.000000 NC 35055.090000 0.0001139 N/A DFE RU N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 428489186.040000 RUB 5717977.000000 USD 2022-02-18 35055.090000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 14550000.000000 PA USD 15101610.430000 0.0490610 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N N/A N/A 000000000 4000.000000 NC USD -2431120.000000 -0.0078980 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A EUOD 2023-12-18 983825000.000000 USD -2431120.000000 N N N N/A N/A 000000000 1.000000 NC USD 17886.320000 0.0000581 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 EXELON GENERATION COMPANY LLC EXELON CORP SR NT Y Single Leg Swap 2022-06-21 27788.140000 USD 0.000000 USD 4200000.000000 USD -9901.820000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 10020000.000000 PA USD 10496794.790000 0.0341012 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 USD 430567.250000 0.0013988 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR CORP SR UNSECURED Y Single Leg Swap 2023-12-21 453341.380000 USD 0.000000 USD 5300000.000000 USD -22774.130000 N N N N/A N/A 000000000 1.000000 NC USD 398735.390000 0.0012954 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2023-06-21 441720.220000 USD 0.000000 USD 6410000.000000 USD -42984.830000 N N N AT&T INC 549300Z40J86GGSTL398 ACI0VNB57 2800000.000000 PA 3797200.880000 0.0123361 Long DBT CORP US N 2 2036-09-04 Fixed 3.15 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 113397000.000000 PA USD 114619535.320000 0.3723675 Long DBT CORP US N 2 2053-09-15 Fixed 3.5 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 139782000.000000 PA USD 140525394.220000 0.4565285 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 USD 188005.580000 0.0006108 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2023-12-21 191759.340000 USD 0.000000 USD 13200000.000000 USD -3753.760000 N N N N/A N/A 000000000 1.000000 NC USD 173320.350000 0.0005631 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-06-21 169212.170000 USD 0.000000 USD 10700000.000000 USD 4108.180000 N N N N/A N/A 000000000 1.000000 NC USD 1073287.870000 0.0034868 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-12-21 934781.160000 USD 0.000000 USD 59200000.000000 USD 138506.710000 N N N N/A N/A 000000000 1.000000 NC USD 89765.060000 0.0002916 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-06-21 61829.160000 USD 0.000000 USD 5200000.000000 USD 27935.900000 N N N N/A N/A 000000000 1.000000 NC USD 81975.670000 0.0002663 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-22 67949.800000 USD 0.000000 USD 5100000.000000 USD 14025.870000 N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 270941000.000000 PA USD 274152853.830000 0.8906475 Long DBT CORP US N 2 2059-09-15 Fixed 3.65 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGU0 265000.000000 PA USD 389631.220000 0.0012658 Long DBT CORP US N 2 2031-11-15 Variable 8.75 N N N N N N N/A N/A 000000000 416.000000 NC -1288951.610000 -0.0041875 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2022-03-08 81163546.610000 EUR -1288951.610000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 201180000.000000 PA USD 209918398.150000 0.6819673 Long DBT CORP US N 2 2057-12-01 Fixed 3.8 N N N N N N N/A N/A 000000000 -10000000.000000 NC USD -4371.000000 -0.0000142 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% JAN 30YR JMBO N/A 101.500000 USD 2022-01-13 XXXX 17504.000000 N N N N/A N/A 000000000 1.000000 NC 677.830000 0.0000022 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 296000.000000 GBP 499967.210000 CAD 2022-02-17 677.830000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2L4 3300000.000000 PA USD 3387721.790000 0.0110058 Long DBT CORP US N 2 2025-01-14 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC 11866.650000 0.0000386 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2963223.590000 USD 2198000.000000 GBP 2022-01-07 11866.650000 N N N N/A N/A 000000000 1.000000 NC 55844.240000 0.0001814 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1281666.390000 USD 27600000.000000 MXN 2022-02-18 55844.240000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 16550000.000000 NS USD 17188567.020000 0.0558409 Long EP CORP US N 2 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BD6 17369000.000000 NS USD 18975632.500000 0.0616466 Long EP CORP US N 2 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AP0 16900000.000000 PA USD 20708187.190000 0.0672752 Long DBT CORP US N 2 2048-10-01 Fixed 4.3 N N N N N N N/A N/A 000000000 1.000000 NC -6050.430000 -0.0000197 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 296000.000000 GBP 499967.210000 CAD 2022-02-17 -6050.430000 N N N N/A N/A 000000000 1.000000 NC -82891.420000 -0.0002693 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4410000.000000 GBP 5886238.680000 USD 2022-01-07 -82891.420000 N N N N/A N/A 000000000 1.000000 NC -118869.350000 -0.0003862 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4388000.000000 GBP 5820482.780000 USD 2022-01-07 -118869.350000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BJ3 58800000.000000 NS USD 59461500.000000 0.1931741 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC 14867.400000 0.0000483 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8353864.000000 PEN 2106587.550000 USD 2022-01-18 14867.400000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BK0 25500000.000000 NS USD 26041875.000000 0.0846029 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC 6735.580000 0.0000219 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 21547480.000000 RUB 293386.530000 USD 2022-01-24 6735.580000 N N N N/A N/A 000000000 1.000000 NC 3714.820000 0.0000121 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10816631.000000 RUB 147610.890000 USD 2022-01-24 3714.820000 N N N N/A N/A 000000000 1.000000 NC 4846.010000 0.0000157 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10611723.000000 RUB 146016.140000 USD 2022-01-24 4846.010000 N N N N/A N/A 000000000 1.000000 NC 9385.040000 0.0000305 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 17419834.500000 RUB 241125.000000 USD 2022-01-24 9385.040000 N N N N/A N/A 000000000 1.000000 NC 9186.050000 0.0000298 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 16663174.680000 RUB 230860.000000 USD 2022-01-24 9186.050000 N N N N/A N/A 000000000 1.000000 NC 54877.340000 0.0001783 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 103871093.210000 RUB 1436697.760000 USD 2022-01-24 54877.340000 N N N N/A N/A 000000000 1.000000 NC 46722.030000 0.0001518 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 149126266.000000 RUB 2030582.150000 USD 2022-01-24 46722.030000 N N N N/A N/A 000000000 1.000000 NC 27139.680000 0.0000882 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 115782663.480000 RUB 1562729.970000 USD 2022-02-18 27139.680000 N N N N/A N/A 000000000 1.000000 NC 1893.210000 0.0000062 N/A DFE RU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 36029962.600000 RUB 476694.000000 USD 2022-03-18 1893.210000 N N N N/A N/A 000000000 1.000000 NC -5182.450000 -0.0000168 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 590000.000000 GBP 1001557.690000 CAD 2022-02-17 -5182.450000 N N N N/A N/A 000000000 1.000000 NC 10283.500000 0.0000334 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2634451.110000 USD 2323000.000000 EUR 2022-01-04 10283.500000 N N N N/A N/A 000000000 1.000000 NC 53222.040000 0.0001729 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3214233.760000 USD 2414000.000000 GBP 2022-01-07 53222.040000 N N N N/A N/A 000000000 1.000000 NC 9090.800000 0.0000295 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1547485.080000 USD 1150000.000000 GBP 2022-01-07 9090.800000 N N N AUSTRALIA GOVT 213800J6B7JSBDETCB42 BMGX73II0 64750000.000000 PA 44256022.190000 0.1437757 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 -1572.840000 -0.0000051 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 590000.000000 GBP 1001557.690000 CAD 2022-02-17 -1572.840000 N N N N/A N/A 000000000 1.000000 NC 92593.180000 0.0003008 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 173048736.690000 RUB 2387686.000000 USD 2022-02-18 92593.180000 N N N N/A N/A 000000000 1.000000 NC 3967.460000 0.0000129 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 38660854.520000 RUB 513438.000000 USD 2022-03-18 3967.460000 N N N N/A N/A 000000000 1.000000 NC 4977.250000 0.0000162 N/A DFE RU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 49176775.960000 RUB 653026.000000 USD 2022-03-18 4977.250000 N N N N/A N/A 000000000 1.000000 NC USD -453351.220000 -0.0014728 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 -319311.280000 USD 8800000.000000 USD -134039.940000 N N N N/A N/A 000000000 1.000000 NC USD 660801.410000 0.0021468 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 INTERNATIONAL LEASE FINANCE CORPORATION ILFC SR UNSECURED Y Single Leg Swap 2023-12-21 744206.360000 USD 0.000000 USD 6800000.000000 USD -83404.950000 N N N N/A N/A 000000000 1.000000 NC USD 495834.300000 0.0016108 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 -859093.220000 USD 44400000.000000 USD 1354927.520000 N N N N/A N/A 000000000 1.000000 NC USD 74765.410000 0.0002429 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2026-12-21 79603.890000 USD 0.000000 USD 16700000.000000 USD -4838.480000 N N N N/A N/A 000000000 1.000000 NC USD 42436.270000 0.0001379 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 -92278.760000 USD 3800000.000000 USD 134715.030000 N N N N/A N/A 000000000 1.000000 NC USD 1295415.470000 0.0042084 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX ASIA EX-JAPAN IG SERIES 36 Y Single Leg Swap 2026-12-22 712644.290000 USD 0.000000 USD 124700000.000000 USD 582771.180000 N N N N/A N/A 000000000 1.000000 NC 13435756.550000 0.0436491 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 34 Y Single Leg Swap 2025-12-21 14029213.940000 EUR 0.000000 EUR 449300000.000000 EUR -593457.390000 N N N N/A N/A 000000000 1.000000 NC 2197462.200000 0.0071390 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 35 Y Single Leg Swap 2026-06-21 2253086.040000 EUR 0.000000 EUR 73700000.000000 EUR -55623.840000 N N N N/A N/A OP001BNF6 -47600000.000000 NC -16255.060000 -0.0000528 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 0.900000 EUR 2022-03-16 XXXX 57971.820000 N N N N/A N/A OP0017ZB1 -9100000.000000 NC -2086.160000 -0.0000068 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 MAIN36 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.800000 EUR 2022-02-16 XXXX 8819.790000 N N N N/A N/A OP001BL35 -204900000.000000 NC -69971.910000 -0.0002273 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 0.900000 EUR 2022-03-16 XXXX 189883.840000 N N N N/A N/A OP00161W4 -49600000.000000 NC -4091.790000 -0.0000133 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 64416.100000 N N N N/A N/A OP0017136 -72300000.000000 NC -5245.020000 -0.0000170 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 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 0.800000 EUR 2022-01-19 XXXX 95040.830000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 1900000.000000 PA USD 1950827.200000 0.0063377 Long DBT CORP US N 2 2027-11-01 Fixed 3.5 N N N N N N N/A N/A OP001BL27 -62100000.000000 NC -18460.690000 -0.0000600 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 0.950000 EUR 2022-03-16 XXXX 57195.330000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAH4 7600000.000000 PA USD 8320796.690000 0.0270320 Long DBT CORP US N 2 2024-12-15 Fixed 5.5 N N N N N N N/A N/A OP001CFQ9 -80200000.000000 NC -57135.770000 -0.0001856 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 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 0.850000 EUR 2022-04-20 XXXX 51177.600000 N N N N/A N/A OP001B8P1 -67400000.000000 NC -31291.720000 -0.0001017 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 0.800000 EUR 2022-03-16 XXXX 33842.440000 N N N N/A N/A OP001BS04 -68600000.000000 NC -23426.420000 -0.0000761 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 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 0.900000 EUR 2022-03-16 XXXX 82759.170000 N N N N/A N/A OP0017110 -72200000.000000 NC -5237.760000 -0.0000170 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 0.800000 EUR 2022-01-19 XXXX 96995.780000 N N N N/A N/A 000000000 1.000000 NC 38544921.060000 0.1252219 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 36 Y Single Leg Swap 2026-12-22 33664644.410000 EUR 0.000000 EUR 1280500000.000000 EUR 4880276.650000 N N N N/A N/A 000000000 1.000000 NC 21251.820000 0.0000690 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1772386.240000 USD 2269000.000000 CAD 2022-02-17 21251.820000 N N N N/A N/A 000000000 1.000000 NC 4331.360000 0.0000141 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 99374.170000 USD 2140000.000000 MXN 2022-02-18 4331.360000 N N N N/A N/A 000000000 1.000000 NC -6363.050000 -0.0000207 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 820617.000000 AUD 590680.120000 USD 2022-01-07 -6363.050000 N N N N/A N/A 000000000 1.000000 NC -38730.370000 -0.0001258 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2269000.000000 CAD 1754907.690000 USD 2022-02-17 -38730.370000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAH4 5700000.000000 PA USD 5826941.000000 0.0189301 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 41354000.000000 PA USD 40199638.650000 0.1305976 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528 N N N N N N N/A N/A 000000000 1.000000 NC USD 833250.700000 0.0027070 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 LENNAR CORPORATION LENNAR CORP SR UNSEC Y Single Leg Swap 2025-12-21 890335.440000 USD 0.000000 USD 4900000.000000 USD -57084.740000 N N N N/A N/A 000000000 1.000000 NC USD 43630.500000 0.0001417 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC Y Single Leg Swap 2022-06-21 70490.670000 USD 0.000000 USD 9550000.000000 USD -26860.170000 N N N N/A N/A 000000000 1.000000 NC USD 136776.910000 0.0004444 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 METLIFE INC METLIFE INC Y Single Leg Swap 2022-12-21 175974.940000 USD 0.000000 USD 15500000.000000 USD -39198.030000 N N N N/A N/A 000000000 1.000000 NC USD 342543.250000 0.0011128 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -478234.420000 USD 25050000.000000 USD 820777.670000 N N N N/A N/A 000000000 1.000000 NC USD 61661.400000 0.0002003 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 MEXICO GOVT MEXICO GOVT (UMS) GLOBAL SR NT Y Single Leg Swap 2022-09-21 0.000000 USD -463189.830000 USD 9900000.000000 USD 524851.230000 N N N N/A N/A 000000000 1.000000 NC USD 6447.800000 0.0000209 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2022-12-21 0.000000 USD -5073.960000 USD 800000.000000 USD 11521.760000 N N N N/A N/A 000000000 1.000000 NC USD 217288.330000 0.0007059 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -239333.690000 USD 14800000.000000 USD 456622.020000 N N N N/A N/A 000000000 1.000000 NC USD 264928.050000 0.0008607 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 -140665.460000 USD 16900000.000000 USD 405593.510000 N N N N/A N/A 000000000 1.000000 NC USD 86432.810000 0.0002808 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 -62507.420000 USD 7950000.000000 USD 148940.230000 N N N N/A N/A 000000000 1.000000 NC USD 688505.100000 0.0022368 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 -824470.930000 USD 50350000.000000 USD 1512976.030000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAK7 15000000.000000 PA USD 16592244.750000 0.0539037 Long DBT CORP KY N 2 2026-01-15 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 745937.510000 0.0024233 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 -863125.860000 USD 54550000.000000 USD 1609063.370000 N N N N/A N/A 000000000 1.000000 NC USD 505268.390000 0.0016415 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 -732248.400000 USD 36950000.000000 USD 1237516.790000 N N N N/A N/A 000000000 1.000000 NC USD 79912.820000 0.0002596 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 -72640.480000 USD 9300000.000000 USD 152553.300000 N N N N/A N/A 000000000 1.000000 NC USD 219467.020000 0.0007130 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -123339.690000 USD 14000000.000000 USD 342806.710000 N N N N/A N/A 000000000 1.000000 NC USD 19001.830000 0.0000617 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2025-12-21 0.000000 USD -20655.440000 USD 1500000.000000 USD 39657.270000 N N N N/A N/A 000000000 1.000000 NC USD 462986.080000 0.0015041 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-12-21 197604.250000 USD 0.000000 USD 101200000.000000 USD 265381.830000 N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAH3 3790181.610000 PA USD 3800183.900000 0.0123458 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 -272322.090000 -0.0008847 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 48122029.000000 AUD 34739052.120000 USD 2022-01-07 -272322.090000 N N N N/A N/A 000000000 1.000000 NC USD 233025.110000 0.0007570 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 182528.850000 USD 0.000000 USD 8400000.000000 USD 50496.260000 N N N N/A N/A 000000000 1.000000 NC USD 385800.360000 0.0012534 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 260452.970000 USD 0.000000 USD 19000000.000000 USD 125347.390000 N N N N/A N/A 000000000 1.000000 NC USD 220863.820000 0.0007175 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 129727.310000 USD 0.000000 USD 9400000.000000 USD 91136.510000 N N N N/A N/A 000000000 1.000000 NC USD 459432.290000 0.0014926 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2026-06-23 468656.040000 USD 0.000000 USD 15900000.000000 USD -9223.750000 N N N AXIS SPECIALTY FINANCE LLC N/A 05463HAB7 4000000.000000 PA USD 4350296.360000 0.0141329 Long DBT CORP US N 2 2029-07-15 Fixed 3.9 N N N N N N N/A N/A 000000000 1.000000 NC USD -943394.580000 -0.0030648 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NISSAN MOTOR ACCEPTANCE COMPANY LLC NISSAN MOTOR ACCEPTANCE SR UNSEC 144A Y Single Leg Swap 2026-12-21 0.000000 USD -935778.440000 USD 73600000.000000 USD -7616.140000 N N N N/A N/A 000000000 1.000000 NC USD 8577.290000 0.0000279 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -352569.420000 USD 8600000.000000 USD 361146.710000 N N N N/A N/A 000000000 1.000000 NC USD -51184.840000 -0.0001663 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 -432244.840000 USD 7100000.000000 USD 381060.000000 N N N N/A N/A 000000000 1.000000 NC USD -55510.330000 -0.0001803 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 -409696.720000 USD 7700000.000000 USD 354186.390000 N N N N/A N/A 000000000 1.000000 NC USD 2892.340000 0.0000094 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -116378.870000 USD 2900000.000000 USD 119271.210000 N N N N/A N/A 000000000 1.000000 NC USD -12976.440000 -0.0000422 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -109493.960000 USD 1800000.000000 USD 96517.520000 N N N N/A N/A 000000000 1.000000 NC USD 11868.580000 0.0000386 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2022-06-21 0.000000 USD -485606.610000 USD 11900000.000000 USD 497475.190000 N N N N/A N/A 000000000 1.000000 NC USD -64882.190000 -0.0002108 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 -731594.000000 USD 9000000.000000 USD 666711.810000 N N N N/A N/A 000000000 1.000000 NC USD -54068.490000 -0.0001757 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2023-06-21 0.000000 USD -486312.830000 USD 7500000.000000 USD 432244.340000 N N N N/A N/A 000000000 1.000000 NC USD 368744.710000 0.0011980 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 PRUDENTIAL FINANCIAL INC PRUDENTIAL FINANCIAL INC SR UNSEC Y Single Leg Swap 2024-12-21 389899.540000 USD 0.000000 USD 17700000.000000 USD -21154.830000 N N N N/A N/A 000000000 1.000000 NC USD 9896.470000 0.0000322 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 -7094.520000 USD 700000.000000 USD 16990.990000 N N N N/A N/A 000000000 1.000000 NC -440792.210000 -0.0014320 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 -1210062.350000 EUR 31750000.000000 EUR 769270.140000 N N N N/A N/A 000000000 1.000000 NC 6272.930000 0.0000204 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 2647716.460000 USD 54766000.000000 MXN 2022-02-18 6272.930000 N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AF6 5200000.000000 PA USD 5886049.940000 0.0191222 Long DBT CORP BM N 2 2028-05-15 Fixed 4.7 N N N N N N N/A N/A 000000000 1.000000 NC USD 232924.920000 0.0007567 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 168773.940000 USD 0.000000 USD 11600000.000000 USD 64150.980000 N N N N/A N/A 000000000 1.000000 NC USD 116462.470000 0.0003784 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 98557.210000 USD 0.000000 USD 5800000.000000 USD 17905.260000 N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AG4 22540000.000000 PA USD 27945153.530000 0.0907861 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15 N N N N N N N/A N/A 000000000 1.000000 NC USD -111193.450000 -0.0003612 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 -497976.510000 USD 12400000.000000 USD 386783.060000 N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AH2 28300000.000000 PA USD 37020049.290000 0.1202680 Long DBT CORP BM N 2 2048-05-15 Fixed 5.3 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 7700000.000000 PA USD 8227550.250000 0.0267291 Long DBT CORP GB N 2 2030-04-15 Fixed 3.4 N N N N N N N/A N/A 000000000 1.000000 NC -7.910000 0.0000000 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 59703.200000 GBP 100000.000000 CAD 2022-02-17 -7.910000 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 11700000.000000 PA USD 11421997.940000 0.0371069 Long DBT CORP GB N 2 2050-09-15 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC -37819.520000 -0.0001229 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2588199.000000 AUD 1845234.990000 USD 2022-01-07 -37819.520000 N N N BAIDU INC 254900AL64IANZYI1E02 056752AQ1 2500000.000000 PA USD 2595391.000000 0.0084317 Long DBT CORP KY N 2 2025-04-07 Fixed 3.075 N N N N N N N/A N/A 000000000 1.000000 NC -1212404.500000 -0.0039388 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 107906000.000000 EUR 121638535.160000 USD 2022-01-04 -1212404.500000 N N N N/A N/A 000000000 1.000000 NC -148792.550000 -0.0004834 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 113520000.000000 EUR 129168718.380000 USD 2022-02-02 -148792.550000 N N N N/A N/A 000000000 1.000000 NC -1742.430000 -0.0000057 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 59703.200000 GBP 100000.000000 CAD 2022-02-17 -1742.430000 N N N BAIDU INC 254900AL64IANZYI1E02 056752AU2 7900000.000000 PA USD 7617155.430000 0.0247461 Long DBT CORP KY N 2 2031-08-23 Fixed 2.375 N N N N N N N/A N/A 000000000 1.000000 NC -2690394.810000 -0.0087404 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 91470000.000000 GBP 121118819.620000 USD 2022-01-05 -2690394.810000 N N N N/A N/A 000000000 1.000000 NC 81736.890000 0.0002655 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 91470000.000000 GBP 123883285.420000 USD 2022-02-02 81736.890000 N N N N/A N/A 000000000 1.000000 NC 10415.940000 0.0000338 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 86505337.000000 JPY 762440.080000 USD 2022-01-05 10415.940000 N N N N/A N/A 000000000 1.000000 NC -827.490000 -0.0000027 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 86515100.000000 JPY 751436.210000 USD 2022-02-02 -827.490000 N N N BAKER HUGHES HOLDINGS LLC (AKA HUGHES A GE COMPANY LLC) 549300XU3XH6F05YEQ93 057224AZ0 6800000.000000 PA USD 8504108.700000 0.0276275 Long DBT CORP US N 2 2040-09-15 Fixed 5.125 N N N N N N N/A N/A 000000000 1.000000 NC USD 108501.500000 0.0003525 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 75476.320000 USD 0.000000 USD 5100000.000000 USD 33025.180000 N N N N/A N/A 000000000 -32400000.000000 NC USD -106035.480000 -0.0003445 N/A DIR BS 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 1.82500 01/11/22-30Y CME N/A N/A 2052-01-11 0.000000 USD 0.000000 USD N/A USD N/A 1.830000 USD 2022-01-07 XXXX 236594.520000 N N N N/A N/A 000000000 -32400000.000000 NC USD -14155.560000 -0.0000460 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 1.52500 01/11/22-30Y CME N/A N/A 2052-01-11 0.000000 USD 0.000000 USD N/A USD N/A 1.520000 USD 2022-01-07 XXXX 328474.440000 N N N N/A N/A 000000000 -70100000.000000 NC USD -43462.000000 -0.0001412 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 1.76300 01/12/22-10Y CME N/A N/A 2032-01-12 0.000000 USD 0.000000 USD N/A USD N/A 1.760000 USD 2022-01-10 XXXX 223969.500000 N N N N/A N/A 000000000 -70100000.000000 NC USD -64155.520000 -0.0002084 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 1.46300 01/12/22-10Y CME N/A N/A 2032-01-12 0.000000 USD 0.000000 USD N/A USD N/A 1.460000 USD 2022-01-10 XXXX 203275.980000 N N N N/A N/A 000000000 -53000000.000000 NC USD -156763.400000 -0.0005093 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 1.83750 01/12/22-30Y LCH N/A N/A 2052-01-12 0.000000 USD 0.000000 USD N/A USD N/A 1.840000 USD 2022-01-10 XXXX 326331.600000 N N N N/A N/A 000000000 -53000000.000000 NC USD -52666.100000 -0.0001711 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 1.53750 01/12/22-30Y LCH N/A N/A 2052-01-12 0.000000 USD 0.000000 USD N/A USD N/A 1.540000 USD 2022-01-10 XXXX 430428.900000 N N N N/A N/A 000000000 -84200000.000000 NC USD -215922.480000 -0.0007015 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 1.68500 01/18/22-10Y CME N/A N/A 2032-01-18 0.000000 USD 0.000000 USD N/A USD N/A 1.690000 USD 2022-01-13 XXXX 70357.520000 N N N N/A N/A 000000000 -84200000.000000 NC USD -48516.040000 -0.0001576 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 1.38500 01/18/22-10Y CME N/A N/A 2032-01-18 0.000000 USD 0.000000 USD N/A USD N/A 1.390000 USD 2022-01-13 XXXX 237763.960000 N N N N/A N/A 000000000 -42100000.000000 NC USD -322448.110000 -0.0010475 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 1.80500 01/18/22-30Y CME N/A N/A 2052-01-18 0.000000 USD 0.000000 USD N/A USD N/A 1.810000 USD 2022-01-13 XXXX 33296.890000 N N N N/A N/A 000000000 -42100000.000000 NC USD -52397.660000 -0.0001702 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 1.50500 01/18/22-30Y CME N/A N/A 2052-01-18 0.000000 USD 0.000000 USD N/A USD N/A 1.500000 USD 2022-01-13 XXXX 303347.340000 N N N N/A N/A 000000000 -44300000.000000 NC USD -68222.000000 -0.0002216 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 1.60500 01/18/22-7Y CME N/A N/A 2029-01-18 0.000000 USD 0.000000 USD N/A USD N/A 1.610000 USD 2022-01-14 XXXX 41420.500000 N N N N/A N/A 000000000 -43400000.000000 NC USD -30210.740000 -0.0000981 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 1.30500 01/18/22-7Y CME N/A N/A 2029-01-18 0.000000 USD 0.000000 USD N/A USD N/A 1.300000 USD 2022-01-14 XXXX 77204.260000 N N N N/A N/A 000000000 -19600000.000000 NC USD -125402.760000 -0.0004074 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 1.83250 01/18/22-30Y CME N/A N/A 2052-01-18 0.000000 USD 0.000000 USD N/A USD N/A 1.830000 USD 2022-01-14 XXXX 41197.240000 N N N N/A N/A 000000000 -19600000.000000 NC USD -41365.800000 -0.0001344 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 1.53250 01/18/22-30Y CME N/A N/A 2052-01-18 0.000000 USD 0.000000 USD N/A USD N/A 1.530000 USD 2022-01-14 XXXX 125234.200000 N N N N/A N/A 000000000 56970000.000000 NC 11582535.990000 0.0376285 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 5093580.000000 N N N N/A N/A 000000000 -170230000.000000 NC -13642118.080000 -0.0443195 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 -7325115.600000 N N N N/A N/A 000000000 -51500000.000000 NC USD -403966.000000 -0.0013124 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 1.82000 01/20/22-30Y CME N/A N/A 2052-01-20 0.000000 USD 0.000000 USD N/A USD N/A 1.820000 USD 2022-01-18 XXXX -4841.000000 N N N N/A N/A 000000000 -51500000.000000 NC USD -109241.800000 -0.0003549 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 1.52000 01/20/22-30Y CME N/A N/A 2052-01-20 0.000000 USD 0.000000 USD N/A USD N/A 1.520000 USD 2022-01-18 XXXX 289883.200000 N N N N/A N/A 000000000 37560000.000000 NC 7636300.720000 0.0248082 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 3488221.230000 N N N N/A N/A 000000000 -112670000.000000 NC -9029298.260000 -0.0293337 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 -4953767.900000 N N N N/A N/A 000000000 -37100000.000000 NC USD -130269.230000 -0.0004232 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 1.51800 01/20/22-7Y CME N/A N/A 2029-01-20 0.000000 USD 0.000000 USD N/A USD N/A 1.520000 USD 2022-01-18 XXXX -45866.730000 N N N N/A N/A 000000000 -37100000.000000 NC USD -10183.950000 -0.0000331 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 1.21800 01/20/22-7Y CME N/A N/A 2029-01-20 0.000000 USD 0.000000 USD N/A USD N/A 1.220000 USD 2022-01-18 XXXX 74218.550000 N N N N/A N/A 000000000 -42400000.000000 NC USD -417071.840000 -0.0013550 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 1.79500 01/20/22-30Y CME N/A N/A 2052-01-20 0.000000 USD 0.000000 USD N/A USD N/A 1.800000 USD 2022-01-18 XXXX -50311.840000 N N N N/A N/A 000000000 -42400000.000000 NC USD -68145.280000 -0.0002214 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 1.49500 01/20/22-30Y CME N/A N/A 2052-01-20 0.000000 USD 0.000000 USD N/A USD N/A 1.500000 USD 2022-01-18 XXXX 298614.720000 N N N N/A N/A 000000000 -34100000.000000 NC USD -320516.130000 -0.0010413 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 1.81500 01/24/22-30Y CME N/A N/A 2052-01-24 0.000000 USD 0.000000 USD N/A USD N/A 1.820000 USD 2022-01-20 XXXX -30666.130000 N N N N/A N/A 000000000 -22400000.000000 NC USD -100564.800000 -0.0003267 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 1.65500 01/24/22-10Y CME N/A N/A 2032-01-24 0.000000 USD 0.000000 USD N/A USD N/A 1.660000 USD 2022-01-20 XXXX -26084.800000 N N N N/A N/A 000000000 -22400000.000000 NC USD -16497.600000 -0.0000536 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 1.35500 01/24/22-10Y CME N/A N/A 2032-01-24 0.000000 USD 0.000000 USD N/A USD N/A 1.360000 USD 2022-01-20 XXXX 57982.400000 N N N N/A N/A 000000000 -34100000.000000 NC USD -87831.370000 -0.0002853 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 1.51500 01/24/22-30Y CME N/A N/A 2052-01-24 0.000000 USD 0.000000 USD N/A USD N/A 1.510000 USD 2022-01-20 XXXX 202018.630000 N N N N/A N/A 000000000 -24400000.000000 NC USD -71060.120000 -0.0002309 N/A DIR US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Put Written Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.76800 02/02/22-10Y LCH N/A N/A 2032-02-02 0.000000 USD 0.000000 USD N/A USD N/A 1.770000 USD 2022-01-31 XXXX 17389.880000 N N N N/A N/A 000000000 -24400000.000000 NC USD -97112.000000 -0.0003155 N/A DIR US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Call Written Royal Bank of Canada ES7IP3U3RHIGC71XBU11 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.46800 02/02/22-10Y LCH N/A N/A 2032-02-02 0.000000 USD 0.000000 USD N/A USD N/A 1.470000 USD 2022-01-31 XXXX -8662.000000 N N N N/A N/A 000000000 -19600000.000000 NC USD -94581.760000 -0.0003073 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 1.96000 02/02/22-30Y CME N/A N/A 2052-02-02 0.000000 USD 0.000000 USD N/A USD N/A 1.960000 USD 2022-01-31 XXXX 88188.240000 N N N N/A N/A 000000000 -19600000.000000 NC USD -267600.760000 -0.0008694 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 1.66000 02/02/22-30Y CME N/A N/A 2052-02-02 0.000000 USD 0.000000 USD N/A USD N/A 1.660000 USD 2022-01-31 XXXX -84830.760000 N N N N/A N/A 000000000 50000000.000000 NC 5786128.290000 0.0187975 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 0.49500 09/20/23-30Y LCH 2053-09-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.000000 EUR 2023-09-18 XXXX 5786128.290000 N N N N/A N/A 000000000 -285000000.000000 NC -8038122.090000 -0.0261137 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 0.000000 0.000000 DIR N/A IRS EUR R -0.05000 09/20/23-5Y LCH 2028-09-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.000000 EUR 2023-09-18 XXXX -8038122.090000 N N N N/A N/A 000000000 -4029200000.000000 NC USD -10282115.480000 -0.0334038 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 1.27000 11/04/22-1Y (RED) LCH N/A N/A 2023-11-04 0.000000 USD 0.000000 USD N/A USD N/A 1.270000 USD 2022-11-02 XXXX -2136640.480000 N N N N/A N/A 000000000 -4029200000.000000 NC USD -4075535.800000 -0.0132403 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 0.87000 11/04/22-1Y (RED) LCH N/A N/A 2023-11-04 0.000000 USD 0.000000 USD N/A USD N/A 0.870000 USD 2022-11-02 XXXX 4069939.200000 N N N N/A N/A 000000000 -54800000.000000 NC USD -19974.600000 -0.0000649 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 1.93625 01/20/22-10Y CME N/A N/A 2032-01-20 0.000000 USD 0.000000 USD N/A USD N/A 1.940000 USD 2022-01-18 XXXX 270465.400000 N N N N/A N/A 000000000 -54800000.000000 NC USD -211160.840000 -0.0006860 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 1.53625 01/20/22-10Y CME N/A N/A 2032-01-20 0.000000 USD 0.000000 USD N/A USD N/A 1.540000 USD 2022-01-18 XXXX 79279.160000 N N N N/A N/A 000000000 -55100000.000000 NC USD -166220.170000 -0.0005400 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 1.45000 02/02/22-30Y CME N/A N/A 2052-02-02 0.000000 USD 0.000000 USD N/A USD N/A 1.450000 USD 2022-01-31 XXXX 599669.830000 N N N N/A N/A 000000000 -55100000.000000 NC USD -388890.290000 -0.0012634 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 1.91000 02/02/22-30Y CME N/A N/A 2052-02-02 0.000000 USD 0.000000 USD N/A USD N/A 1.910000 USD 2022-01-31 XXXX 376999.710000 N N N N/A N/A 000000000 -107400000.000000 NC USD -64.440000 -0.0000002 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 1.47750 01/06/22-30Y CME N/A N/A 2052-01-06 0.000000 USD 0.000000 USD N/A USD N/A 1.480000 USD 2022-01-04 XXXX 1141060.560000 N N N N/A N/A 000000000 -107400000.000000 NC USD -147760.920000 -0.0004800 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 1.79750 01/06/22-30Y CME N/A N/A 2052-01-06 0.000000 USD 0.000000 USD N/A USD N/A 1.800000 USD 2022-01-04 XXXX 993364.080000 N N N N/A N/A 000000000 1.000000 NC 36256.650000 0.0001178 N/A DIR GB N 2 London Clearing house N/A UK RPI All Items NSA N/A N/A Y 2046-10-15 785944.930000 GBP 0.000000 GBP 5350000.000000 GBP -749688.280000 N N N N/A N/A 000000000 1.000000 NC -35790.680000 -0.0001163 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-03 10233.700000 CAD 0.000000 CAD 3200000.000000 CAD -46024.380000 N N N N/A N/A 000000000 1.000000 NC -1472189.690000 -0.0047827 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-04 488614.310000 CAD 0.000000 CAD 135500000.000000 CAD -1960804.000000 N N N N/A N/A 000000000 1.000000 NC -11582746.880000 -0.0376292 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 -6171376.340000 CAD 241100000.000000 CAD -5411370.540000 N N N AGRIBANK FCB I0JS1G88CFNZT8P31C22 00850L203 130000.000000 NS USD 13845000.000000 0.0449786 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC -549850.480000 -0.0017863 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-03 270061.790000 CAD 0.000000 CAD 56900000.000000 CAD -819912.270000 N N N N/A N/A 000000000 1.000000 NC -508714.580000 -0.0016527 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2025-03-03 281305.390000 CAD 0.000000 CAD 54800000.000000 CAD -790019.970000 N N N N/A N/A 000000000 1.000000 NC -291489.850000 -0.0009470 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2026-11-02 0.000000 CAD -117162.250000 CAD 100000000.000000 CAD -174327.600000 N N N N/A N/A 000000000 1.000000 NC 86695.560000 0.0002817 N/A DIR CA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CAD-BA-CDOR 3M N/A N/A Y 2029-12-18 1685951.570000 CAD 0.000000 CAD 67500000.000000 CAD -1599256.010000 N N N N/A N/A 000000000 1.000000 NC 10146.610000 0.0000330 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2029-12-18 197839.920000 CAD 0.000000 CAD 7900000.000000 CAD -187693.310000 N N N N/A N/A 000000000 1.000000 NC 53076.640000 0.0001724 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2031-04-22 362717.430000 CAD 0.000000 CAD 13400000.000000 CAD -309640.790000 N N N N/A N/A 000000000 1.000000 NC 220391.670000 0.0007160 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2023-11-14 0.000000 CAD -52767.320000 CAD 259600000.000000 CAD 273158.990000 N N N N/A N/A 000000000 1.000000 NC 74556.630000 0.0002422 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2023-11-16 0.000000 CAD -1442.220000 CAD 61400000.000000 CAD 75998.850000 N N N N/A N/A 000000000 1.000000 NC 332113.500000 0.0010789 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2025-03-13 185928.340000 CLP 0.000000 CLP 2736700000.000000 CLP 146185.160000 N N N N/A N/A 000000000 1.000000 NC 2028262.200000 0.0065893 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2026-05-05 1267454.040000 CLP 0.000000 CLP 13000000000.000000 CLP 760808.160000 N N N N/A N/A 000000000 1.000000 NC -1345592.230000 -0.0043715 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2026-12-04 0.000000 CLP -625609.220000 CLP 10514600000.000000 CLP -719983.010000 N N N N/A N/A 000000000 1.000000 NC 1191184.290000 0.0038698 N/A DIR N/A N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Euribor 6 Month ACT/360 Y 2050-03-18 0.000000 EUR -157662.870000 EUR 16500000.000000 EUR 1348847.160000 N N N N/A N/A 000000000 1.000000 NC -60452.010000 -0.0001964 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 -615026.130000 EUR 14800000.000000 EUR 554574.120000 N N N N/A N/A 000000000 1.000000 NC -833.350000 -0.0000027 N/A DIR JP N 2 London Clearing house N/A JPY-LIBOR-BBA-Bloomberg 6M N/A N/A Y 2022-03-22 0.000000 JPY 0.000000 JPY 290200000.000000 JPY -833.350000 N N N N/A N/A 000000000 1.000000 NC -4099787.690000 -0.0133191 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 -1551625.060000 MXN 3592700000.000000 MXN -2548162.630000 N N N N/A N/A 000000000 1.000000 NC -1384651.870000 -0.0044984 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 -405696.730000 MXN 1101300000.000000 MXN -978955.140000 N N N N/A N/A 000000000 1.000000 NC -18059037.820000 -0.0586689 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-03-05 0.000000 MXN -10359755.280000 MXN 5055900000.000000 MXN -7699282.540000 N N N N/A N/A 000000000 1.000000 NC -5448296.980000 -0.0177000 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 -2124169.610000 MXN 1990910000.000000 MXN -3324127.370000 N N N N/A N/A 000000000 1.000000 NC -2771368.640000 -0.0090034 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 -788291.490000 MXN 1154670000.000000 MXN -1983077.150000 N N N N/A N/A 000000000 1.000000 NC -190640.980000 -0.0006193 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2031-05-28 0.000000 MXN -73230.360000 MXN 65000000.000000 MXN -117410.620000 N N N N/A N/A 000000000 1.000000 NC -31728.870000 -0.0001031 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2031-05-29 0.000000 MXN -11796.620000 MXN 11000000.000000 MXN -19932.250000 N N N N/A N/A 000000000 1.000000 NC -8484699.960000 -0.0275645 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 -1431180.340000 GBP 224400000.000000 GBP -7053519.620000 N N N N/A N/A 000000000 1.000000 NC 2575008.990000 0.0083655 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2030-09-16 332868.230000 GBP 0.000000 GBP 51800000.000000 GBP 2242140.760000 N N N N/A N/A 000000000 1.000000 NC 6167832.920000 0.0200376 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 759515.760000 GBP 0.000000 GBP 225300000.000000 GBP 5408317.160000 N N N N/A N/A 000000000 1.000000 NC 1076998.040000 0.0034989 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 -60903.480000 GBP 36600000.000000 GBP 1137901.520000 N N N N/A N/A 000000000 1.000000 NC -308.390000 -0.0000010 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2022-03-22 0.000000 JPY 0.000000 JPY 290200000.000000 JPY -308.390000 N N N N/A N/A 000000000 1.000000 NC -39325.020000 -0.0001278 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2028-03-21 0.000000 JPY -54736.470000 JPY 290200000.000000 JPY 15411.450000 N N N BANCO DE CREDITO DEL PERU 549300EQYQ8SCQZ4BY14 05971U2B2 14500000.000000 PA 3556432.420000 0.0115539 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N N/A N/A 000000000 1.000000 NC -186494.290000 -0.0006059 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2024-09-17 0.000000 JPY -157445.030000 JPY 23360600000.000000 JPY -29049.260000 N N N N/A N/A 000000000 1.000000 NC -18628.420000 -0.0000605 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 -38756.160000 JPY 3100000000.000000 JPY 20127.740000 N N N N/A N/A 000000000 1.000000 NC USD 158092.870000 0.0005136 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-12-15 134220.370000 USD 0.000000 USD 30600000.000000 USD 23872.500000 N N N N/A N/A 000000000 1.000000 NC USD 4255058.970000 0.0138235 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2026-12-15 4031196.860000 USD 0.000000 USD 872200000.000000 USD 223862.110000 N N N BANCO DE CREDITO E INVERSIONES SA/SANTIAGO BRANCH 549300E9E5Y3PKW24142 05890PZA7 9200000.000000 PA USD 9830292.000000 0.0319359 Long DBT CORP CL N 2 2027-10-12 Fixed 3.5 N N N N N N BANCO DE CREDITO E INVERSIONES SA/SANTIAGO BRANCH 549300E9E5Y3PKW24142 P32133CG6 1900000.000000 PA USD 1956648.500000 0.0063566 Long DBT CORP CL N 2 2023-02-11 Fixed 4 N N N N N N BANCO GENERAL SA 549300B5C08LGDFB7205 059597AE4 400000.000000 PA USD 429100.000000 0.0013940 Long DBT CORP PA N 2 2027-08-07 Fixed 4.125 N N N N N N BANCO INBURA SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO INBURSA 9598007PWYZP4GP23S45 05969LAB7 5100000.000000 PA USD 5411151.000000 0.0175793 Long DBT CORP MX N 2 2027-04-11 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 1829841.160000 0.0059447 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TECK RESOURCES LIMITED TECK COMINCO LIMITED NT YANKEE Y Single Leg Swap 2026-06-21 1877430.000000 USD 0.000000 USD 10800000.000000 USD -47588.840000 N N N N/A N/A 000000000 1.000000 NC 20044.410000 0.0000651 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 23337.400000 EUR 0.000000 EUR 1000000.000000 EUR -3292.990000 N N N N/A N/A 000000000 1.000000 NC 17501.490000 0.0000569 N/A DCR ES N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TELEFONICA EMISIONES SAU TELEFONICA EMISIONES SAU CO GTD SR UNSEC Y Single Leg Swap 2028-06-21 40506.990000 EUR 0.000000 EUR 4100000.000000 EUR -23005.500000 N N N N/A N/A 000000000 1.000000 NC USD 147094.020000 0.0004779 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 97768.790000 USD 0.000000 USD 8800000.000000 USD 49325.230000 N N N N/A N/A 000000000 1.000000 NC USD 23401.320000 0.0000760 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 13406.580000 USD 0.000000 USD 1400000.000000 USD 9994.740000 N N N N/A N/A 000000000 1.000000 NC 174700.160000 0.0005676 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TESCO PLC TESCO PLC SR UNSECURED EMTN REGS Y Single Leg Swap 2028-06-21 219342.320000 EUR 0.000000 EUR 20500000.000000 EUR -44642.160000 N N N N/A N/A 000000000 1.000000 NC USD 126503.010000 0.0004110 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 THE SHERWIN-WILLIAMS COMPANY SHERWIN-WILLIAMS CO Y Single Leg Swap 2022-12-21 164638.480000 USD 0.000000 USD 14800000.000000 USD -38135.470000 N N N N/A N/A 000000000 1.000000 NC 56234.570000 0.0001827 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 4133775.880000 USD 5300156.710000 CAD 2022-01-05 56234.570000 N N N N/A N/A 000000000 1.000000 NC 38282.670000 0.0001244 N/A DFE MX N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1783514.770000 USD 37790002.690000 MXN 2022-03-18 38282.670000 N N N N/A N/A 000000000 1.000000 NC -67105.690000 -0.0002180 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 5717940.000000 AUD 4093004.370000 USD 2022-01-07 -67105.690000 N N N N/A N/A 000000000 1.000000 NC -39414.430000 -0.0001280 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 5300156.710000 CAD 4150596.020000 USD 2022-01-05 -39414.430000 N N N N/A N/A 000000000 1.000000 NC 11691.140000 0.0000380 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1624637.990000 USD 2070000.000000 CAD 2022-02-17 11691.140000 N N N N/A N/A 000000000 1.000000 NC 42548.520000 0.0001382 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 3351846.290000 USD 4294000.000000 CAD 2022-02-17 42548.520000 N N N N/A N/A 000000000 1.000000 NC 17919.210000 0.0000582 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1459519.990000 USD 1869000.000000 CAD 2022-02-17 17919.210000 N N N N/A N/A 000000000 1.000000 NC 8255.200000 0.0000268 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 295350.020000 USD 6265000.000000 MXN 2022-02-18 8255.200000 N N N N/A N/A 000000000 1.000000 NC -25331.110000 -0.0000823 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 2027788.000000 AUD 1449994.140000 USD 2022-01-07 -25331.110000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAJ4 18400000.000000 PA USD 20535237.570000 0.0667134 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379 N N N N N N N/A N/A 000000000 1.000000 NC 8009.770000 0.0000260 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 17010174.000000 RUB 234299.920000 USD 2022-01-24 8009.770000 N N N N/A N/A 000000000 1.000000 NC 870.380000 0.0000028 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 27191316.800000 RUB 359196.000000 USD 2022-03-18 870.380000 N N N N/A N/A 000000000 1.000000 NC 1105.910000 0.0000036 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 41301748.630000 RUB 545378.000000 USD 2022-03-18 1105.910000 N N N N/A N/A 000000000 1.000000 NC 3015.380000 0.0000098 N/A DFE RU N 2 UBS AG BFM8T61CT2L1QCEMIK50 41175062.370000 RUB 545618.000000 USD 2022-03-18 3015.380000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 6600000.000000 PA USD 6827174.640000 0.0221796 Long DBT CORP ES N 2 2025-05-28 Fixed 2.746 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAF6 5400000.000000 PA USD 5706983.470000 0.0185404 Long DBT CORP ES N 2 2030-05-28 Fixed 3.49 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAC3 7200000.000000 PA USD 7617171.740000 0.0247461 Long DBT CORP ES N 2 2029-06-27 Fixed 3.306 N N N N N N N/A N/A 000000000 -10900000.000000 NC USD -794.610000 -0.0000026 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.730000 USD 2022-01-06 XXXX 28158.520000 N N N N/A N/A 000000000 -12500000.000000 NC USD -14841.250000 -0.0000482 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.050000 USD 2022-01-06 XXXX 41799.380000 N N N N/A N/A 000000000 -16900000.000000 NC USD -35435.920000 -0.0001151 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 99.840000 USD 2022-01-06 XXXX 27939.080000 N N N N/A N/A 000000000 -14700000.000000 NC USD -28994.280000 -0.0000942 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.440000 USD 2022-02-07 XXXX 12349.470000 N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 11800000.000000 PA USD 11859688.290000 0.0385289 Long DBT CORP CO N 2 2025-01-29 Fixed 3 N N N N N N N/A N/A 000000000 -11500000.000000 NC USD -25088.400000 -0.0000815 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.340000 USD 2022-02-07 XXXX 18036.600000 N N N N/A N/A 000000000 -13700000.000000 NC USD -27650.710000 -0.0000898 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 99.860000 USD 2022-01-06 XXXX 23724.290000 N N N N/A N/A 000000000 -11700000.000000 NC USD -1886.040000 -0.0000061 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.580000 USD 2022-01-06 XXXX 31020.210000 N N N N/A N/A 000000000 -26700000.000000 NC USD -30873.210000 -0.0001003 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.920000 USD 2022-02-07 XXXX 37962.730000 N N N N/A N/A 000000000 -9200000.000000 NC USD -564.880000 -0.0000018 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.770000 USD 2022-01-06 XXXX 14169.500000 N N N N/A N/A 000000000 -8300000.000000 NC USD -21071.210000 -0.0000685 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 98.970000 USD 2022-02-07 XXXX 15241.290000 N N N N/A N/A 000000000 -14600000.000000 NC USD -32575.520000 -0.0001058 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 100.360000 USD 2022-03-07 XXXX 7346.360000 N N N N/A N/A 000000000 -10300000.000000 NC USD -28828.670000 -0.0000937 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.110000 USD 2022-02-07 XXXX 8991.640000 N N N N/A N/A 000000000 -11000000.000000 NC USD -24403.500000 -0.0000793 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.330000 USD 2022-02-07 XXXX 4815.250000 N N N N/A N/A 000000000 -12300000.000000 NC USD -4805.610000 -0.0000156 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.380000 USD 2022-01-06 XXXX 29788.140000 N N N N/A N/A 000000000 -10000000.000000 NC USD -230.000000 -0.0000007 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% JAN 30YR N/A 103.000000 USD 2022-01-06 XXXX 17738.750000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHP7 3180000.000000 PA USD 4007012.360000 0.0130177 Long DBT CORP US N 2 2027-06-15 Fixed 8.05 N N N N N N N/A N/A 000000000 -11700000.000000 NC USD -3360.240000 -0.0000109 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 98.580000 USD 2022-01-06 XXXX 55139.760000 N N N N/A N/A 000000000 -13700000.000000 NC USD -27948.000000 -0.0000908 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.410000 USD 2022-02-07 XXXX 15399.660000 N N N N/A N/A 000000000 -9000000.000000 NC USD -423.000000 -0.0000014 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.810000 USD 2022-01-06 XXXX 16803.560000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 14862000.000000 PA USD 16385679.590000 0.0532326 Long DBT CORP US N 2 2030-02-07 Floating 3.974 N N N N N N N/A N/A 000000000 -8300000.000000 NC USD -9099.290000 -0.0000296 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.970000 USD 2022-02-07 XXXX 12947.590000 N N N N/A N/A 000000000 -13700000.000000 NC USD -36494.060000 -0.0001186 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.160000 USD 2022-02-07 XXXX 19162.190000 N N N N/A N/A 000000000 -26200000.000000 NC USD -72133.840000 -0.0002343 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.130000 USD 2022-02-07 XXXX 15881.790000 N N N N/A N/A 000000000 -13700000.000000 NC USD -1320.680000 -0.0000043 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 97.900000 USD 2022-01-06 XXXX 75741.820000 N N N N/A N/A 000000000 -13700000.000000 NC USD -1242.590000 -0.0000040 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 97.860000 USD 2022-01-06 XXXX 75819.910000 N N N N/A N/A 000000000 -14600000.000000 NC USD -11976.380000 -0.0000389 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.170000 USD 2022-01-06 XXXX 33648.620000 N N N N/A N/A 000000000 -11200000.000000 NC USD -4598.720000 -0.0000149 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 98.790000 USD 2022-01-06 XXXX 40901.280000 N N N N/A N/A 000000000 -12300000.000000 NC USD -2528.880000 -0.0000082 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 98.380000 USD 2022-01-06 XXXX 55127.370000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 7900000.000000 PA USD 9526628.090000 0.0309494 Long DBT CORP US N 2 2051-03-20 Floating 4.083 N N N N N N N/A N/A 000000000 -8300000.000000 NC USD -14.940000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% JAN 30YR N/A 103.330000 USD 2022-01-06 XXXX 16520.220000 N N N N/A N/A 000000000 -14300000.000000 NC USD -58681.480000 -0.0001906 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% JAN 30YR N/A 104.060000 USD 2022-01-06 XXXX -34103.350000 N N N N/A N/A 000000000 -10000000.000000 NC USD -186.000000 -0.0000006 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JAN 30YR N/A 101.000000 USD 2022-01-06 XXXX 31064.000000 N N N N/A N/A 000000000 -16900000.000000 NC USD -1495.650000 -0.0000049 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 97.840000 USD 2022-01-06 XXXX 83004.350000 N N N N/A N/A 000000000 -11200000.000000 NC USD -602.560000 -0.0000020 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.790000 USD 2022-01-06 XXXX 27397.440000 N N N N/A N/A 000000000 -10300000.000000 NC USD -76.220000 -0.0000002 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JAN 30YR N/A 100.780000 USD 2022-01-06 XXXX 25673.780000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 23000000.000000 PA USD 24218057.920000 0.0786778 Long DBT CORP US N 2 2042-04-22 Floating 3.311 N N N N N N N/A N/A 000000000 -8300000.000000 NC USD -23480.700000 -0.0000763 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JAN 30YR N/A 102.330000 USD 2022-01-06 XXXX 5050.550000 N N N N/A N/A 000000000 -9100000.000000 NC USD -317.590000 -0.0000010 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% JAN 30YR N/A 102.940000 USD 2022-01-06 XXXX 13901.160000 N N N N/A N/A 000000000 -9100000.000000 NC USD -130.130000 -0.0000004 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JAN 30YR N/A 100.940000 USD 2022-01-06 XXXX 27596.430000 N N N N/A N/A 000000000 -11000000.000000 NC USD -24814.900000 -0.0000806 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.310000 USD 2022-02-07 XXXX 19442.910000 N N N N/A N/A 000000000 -14600000.000000 NC USD -2165.180000 -0.0000070 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 98.170000 USD 2022-01-06 XXXX 67412.950000 N N N N/A N/A 000000000 -13700000.000000 NC USD -25068.260000 -0.0000814 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 99.900000 USD 2022-01-06 XXXX 26306.740000 N N N N/A N/A 000000000 -45800000.000000 NC USD -101181.360000 -0.0003287 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.330000 USD 2022-02-07 XXXX 40154.580000 N N N N/A N/A 000000000 -11100000.000000 NC USD -12279.930000 -0.0000399 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 100.080000 USD 2022-01-06 XXXX 37149.760000 N N N N/A N/A 000000000 -11200000.000000 NC USD -25691.680000 -0.0000835 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 100.300000 USD 2022-02-07 XXXX 11058.320000 N N N N/A N/A 000000000 -14600000.000000 NC USD -31407.520000 -0.0001020 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 100.390000 USD 2022-03-07 XXXX 8514.360000 N N N N/A N/A 000000000 -13700000.000000 NC USD -29879.700000 -0.0000971 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 100.380000 USD 2022-03-07 XXXX -2051.570000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 13900000.000000 PA USD 14971647.050000 0.0486388 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 3000000.000000 PA USD 3346974.930000 0.0108734 Long DBT CORP US N 2 2029-07-23 Floating 4.271 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 30600000.000000 PA USD 32301629.590000 0.1049391 Long DBT CORP US N 2 2030-07-23 Floating 3.194 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 6355000.000000 PA USD 6255088.980000 0.0203211 Long DBT CORP US N 2 2032-07-21 Floating 2.299 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 14400000.000000 PA USD 14479240.460000 0.0470391 Long DBT CORP US N 2 2052-07-21 Floating 2.972 N N N N N N N/A N/A 000000000 1.000000 NC -52407.830000 -0.0001703 N/A DCR FR N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VALEO SA VALEO SA SR UNSEC EMTN Y Single Leg Swap 2028-06-21 0.000000 EUR -41394.590000 EUR 1100000.000000 EUR -11013.240000 N N N N/A N/A 000000000 1.000000 NC USD 205630.440000 0.0006680 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2026-12-22 240030.880000 USD 0.000000 USD 10000000.000000 USD -34400.440000 N N N N/A N/A 000000000 1.000000 NC 188250.630000 0.0006116 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 227389.830000 EUR 0.000000 EUR 9600000.000000 EUR -39139.200000 N N N N/A N/A 000000000 1.000000 NC 69814.600000 0.0002268 N/A DCR NL N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VOLKSWAGEN INTERNATIONAL FINANCE NV VOLKSWAGEN INTL FIN NV CO GTD Y Single Leg Swap 2028-06-21 90621.030000 EUR 0.000000 EUR 6900000.000000 EUR -20806.430000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 85251000.000000 PA USD 91077530.750000 0.2958859 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N N/A N/A 000000000 1.000000 NC USD 119546.610000 0.0003884 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 WILLIAMS COS INC WILLIAMS COMPANIES INC SMR Y Single Leg Swap 2026-12-22 77963.060000 USD 0.000000 USD 10900000.000000 USD 41583.550000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 10200000.000000 PA USD 16007933.140000 0.0520054 Long DBT CORP US N 2 2038-05-14 Fixed 7.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 7100000.000000 NS USD 7614750.000000 0.0247382 Long EP CORP US N 2 N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TJZ6 9200000.000000 PA USD 12628643.120000 0.0410270 Long DBT CORP US N 2 2036-10-15 Fixed 6 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FAN7 500000.000000 PA USD 502021.930000 0.0016309 Long DBT CORP FR N 2 2022-07-20 Floating 0.8615 N N N N N N BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP N/A 06684QAB8 15000000.000000 PA USD 16397235.900000 0.0532701 Long DBT CORP US N 2 2050-08-15 Fixed 3.54 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 300000.000000 NS USD 303810.000000 0.0009870 Long EP CORP US N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 10700000.000000 PA USD 11509134.000000 0.0373900 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 29800000.000000 PA USD 32283830.000000 0.1048813 Long DBT CORP GB N 2 2025-12-15 Floating 6.125 N N N N Y BARCLAYS PLC GBP XXXX N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 7000000.000000 NS USD 7070000.000000 0.0229685 Long EP CORP US N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 50500000.000000 NS USD 50626250.000000 0.1644708 Long EP CORP US N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0G5LH6 1100000.000000 PA 1553218.200000 0.0050460 Long DBT CORP GB N 2 2022-09-15 Floating 7.875 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0PG9W3 9217000.000000 PA USD 9343733.750000 0.0303552 Long DBT CORP GB N 2 2022-03-15 Floating 7.875 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0SSSH6 1300000.000000 PA 1843319.820000 0.0059884 Long DBT CORP GB N 2 2023-03-15 Floating 7.25 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1CH093 8400000.000000 PA 12542104.880000 0.0407459 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 5000000.000000 PA USD 5471131.700000 0.0177742 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAU9 4400000.000000 PA USD 4807081.580000 0.0156169 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0ZVTR8 2400000.000000 PA 3535542.870000 0.0114860 Long DBT CORP GB N 2 2033-01-17 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAV7 4585000.000000 PA USD 5950594.660000 0.0193319 Long DBT CORP GB N 2 2047-01-10 Fixed 4.95 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 15000000.000000 PA USD 15619562.250000 0.0507437 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 40987000.000000 PA USD 46787824.530000 0.1520008 Long DBT CORP GB N 2 2029-05-16 Floating 4.972 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBW4 6000000.000000 PA USD 6117124.920000 0.0198729 Long DBT CORP GB N 2 2042-11-24 Floating 3.33 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 2075000.000000 PA USD 2356005.730000 0.0076540 Long DBT CORP GB N 2 2030-06-20 Floating 5.088 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAG7 8500000.000000 PA USD 11580283.980000 0.0376212 Long DBT CORP US N 2 2041-05-30 Fixed 5.7 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 12200000.000000 PA USD 12876297.000000 0.0418316 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 23333000.000000 PA USD 24458803.020000 0.0794599 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 4200000.000000 PA USD 4520794.820000 0.0146868 Long DBT CORP US N 2 2049-09-06 Fixed 4.758 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CT4 10000000.000000 PA USD 10314055.600000 0.0335075 Long DBT CORP US N 2 2051-12-01 Fixed 3.132 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024NT5 595000.000000 PA USD 717364.310000 0.0023305 Long DBT MUN US N 2 2030-04-01 Fixed 6.793 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024ND0 4800000.000000 PA USD 7682767.680000 0.0249592 Long DBT MUN US N 2 2049-04-01 Fixed 6.263 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024NV0 15775000.000000 PA USD 27635271.270000 0.0897794 Long DBT MUN US N 2 2050-04-01 Fixed 7.043 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024PY2 28895000.000000 PA USD 51039477.860000 0.1658133 Long DBT MUN US N 2 2050-10-01 Fixed 6.907 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 900000.000000 PA USD 1052814.490000 0.0034203 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 27000000.000000 PA USD 33263643.330000 0.1080645 Long DBT CORP US N 2 2048-06-25 Fixed 4.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAZ6 18043000.000000 PA USD 20249982.410000 0.0657866 Long DBT CORP US N 2 2034-07-15 Fixed 4.2 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 9800000.000000 PA USD 10955790.150000 0.0355924 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BBVA BANCOMER SA/TAXAS BRANCH 549300WIWQK5Q9MCUN92 05533UAC2 10000000.000000 PA USD 10362750.000000 0.0336657 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAD4 12600000.000000 NS USD 12915000.000000 0.0419573 Long EP CORP US N 2 N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 10700000.000000 PA USD 12039776.000000 0.0391139 Long DBT CORP US N 2 2050-05-20 Fixed 3.794 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 24790000.000000 PA USD 30699154.370000 0.0997331 Long DBT CORP US N 2 2049-01-15 Fixed 4.45 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AF8 580000.000000 PA USD 703953.240000 0.0022870 Long DBT CORP US N 2 2045-02-01 Fixed 4.5 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 5000000.000000 PA USD 6154473.600000 0.0199942 Long DBT CORP US N 2 2049-01-15 Fixed 4.25 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 13700000.000000 PA USD 16665321.570000 0.0541411 Long DBT CORP US N 2 2048-08-15 Fixed 4.2 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670BK3 745000.000000 PA USD 921385.850000 0.0029933 Long DBT CORP US N 2 2043-02-11 Fixed 4.5 N N N N N N BETH ISRAEL LAHEY HEALTH INC 549300QPZ5W3279DU141 08661UAB2 14000000.000000 PA USD 13837003.740000 0.0449526 Long DBT CORP US N 2 2051-07-01 Fixed 3.08 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAF3 31445000.000000 PA USD 40411067.870000 0.1312845 Long DBT CORP GB N 2 2041-10-15 Fixed 5.125 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 20500000.000000 PA USD 21642212.240000 0.0703096 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAP6 6100000.000000 PA USD 6540140.680000 0.0212471 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 7181000.000000 PA USD 7063701.380000 0.0229480 Long DBT CORP US N 2 2051-02-15 Fixed 3.25 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AN9 4284000.000000 PA USD 4867823.820000 0.0158142 Long DBT CORP US N 2 2046-09-15 Fixed 4.2 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAD2 7200000.000000 PA USD 6939391.820000 0.0225442 Long DBT CORP US N 2 2032-01-30 Fixed 2 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAM9 5500000.000000 PA USD 5975274.360000 0.0194120 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 8550000.000000 PA USD 8183138.400000 0.0265848 Long DBT CORP US N 2 2050-09-30 Fixed 2.8 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAK3 8400000.000000 PA USD 9873825.190000 0.0320774 Long DBT CORP US N 2 2047-10-02 Fixed 4 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 09261XAB8 8300000.000000 PA USD 8307487.680000 0.0269888 Long DBT CORP US N 2 2026-09-16 Fixed 2.75 N N N N N N BLOCK FINANCIAL CORP N/A 093662AJ3 6700000.000000 PA USD 6712606.920000 0.0218074 Long DBT CORP US N 2 2028-07-15 Fixed 2.5 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAA4 28800000.000000 PA USD 28212929.280000 0.0916561 Long DBT CORP US N 2 2031-06-10 Fixed 3.125 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAC0 10500000.000000 PA USD 10568652.680000 0.0343347 Long DBT CORP US N 2 2051-10-07 Fixed 4.125 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAN3 6400000.000000 PA USD 7276448.000000 0.0236392 Long DBT CORP FR N 2 2025-08-19 Floating 7.375 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AHN6 10500000.000000 PA USD 11340525.000000 0.0368423 Long DBT CORP FR N 2 2024-03-25 Floating 6.625 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ASK0 13650000.000000 PA USD 13725075.000000 0.0445890 Long DBT CORP FR N 2 2031-02-25 Floating 4.625 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2H6 3400000.000000 PA USD 3959150.230000 0.0128622 Long DBT CORP FR N 2 2030-01-10 Floating 5.198 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 15100000.000000 PA USD 15549136.510000 0.0505149 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 6200000.000000 PA USD 6292820.260000 0.0204436 Long DBT CORP FR N 2 2032-04-19 Floating 2.871 N N N N N N BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM TEHUYFNKZR6XVWLGEU86 91514AKD6 8700000.000000 PA USD 8617241.250000 0.0279951 Long DBT MUN US N 2 2049-08-15 Fixed 2.439 N N N N N N BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD) 254900H06V5RMEB3KE72 ACI17QHQ3 1000000.000000 PA USD 1045820.790000 0.0033976 Long DBT CORP SG N 2 2024-01-25 Fixed 4 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DC6 3300000.000000 PA USD 3523135.900000 0.0114457 Long DBT CORP US N 2 2031-02-01 Fixed 3.625 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CP8 1755000.000000 PA USD 1771316.800000 0.0057545 Long DBT CORP US N 2 2035-02-01 Fixed 3.25 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CQ6 3200000.000000 PA USD 3334739.100000 0.0108337 Long DBT CORP US N 2 2050-02-01 Fixed 3.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BV6 1945000.000000 PA USD 1962159.390000 0.0063745 Long DBT CORP US N 2 2047-03-01 Fixed 3.65 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CF0 4515000.000000 PA USD 4561279.610000 0.0148183 Long DBT CORP US N 2 2059-03-01 Fixed 3.825 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CS2 16855000.000000 PA USD 17609474.970000 0.0572084 Long DBT CORP US N 2 2023-05-01 Fixed 4.508 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CT0 5000000.000000 PA USD 5474601.900000 0.0177855 Long DBT CORP US N 2 2025-05-01 Fixed 4.875 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 49156000.000000 PA USD 57318563.700000 0.1862123 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CJ2 7870000.000000 PA USD 8258600.770000 0.0268299 Long DBT CORP US N 2 2034-05-01 Fixed 3.6 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 50700000.000000 PA USD 65213487.460000 0.2118607 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CW3 67590000.000000 PA USD 91699803.830000 0.2979075 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 61300000.000000 PA USD 85300483.730000 0.2771179 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CR4 4500000.000000 PA USD 4688647.380000 0.0152321 Long DBT CORP US N 2 2059-08-01 Fixed 3.95 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAC9 12000000.000000 PA USD 12686450.280000 0.0412148 Long DBT CORP US N 2 2050-06-01 Fixed 3.205 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 7784000.000000 PA USD 8874273.430000 0.0288301 Long DBT CORP US N 2 2042-02-15 Fixed 4.487 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AL1 42000000.000000 PA USD 65643243.120000 0.2132569 Long DBT CORP US N 2 2040-01-15 Fixed 7.375 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AE7 43837000.000000 PA USD 60900825.350000 0.1978501 Long DBT CORP US N 2 2035-11-15 Variable 7 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBG4 2200000.000000 PA USD 2171580.270000 0.0070549 Long DBT CORP US N 2 2050-02-24 Fixed 3 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756BW9 46630000.000000 PA USD 43855515.000000 0.1424745 Long DBT NUSS BR N 2 2045-01-27 Fixed 5 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAF0 5355000.000000 PA USD 5890790.720000 0.0191376 Long DBT CORP US N 2 2047-06-22 Fixed 4.7 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAH6 13100000.000000 PA USD 12950862.790000 0.0420738 Long DBT CORP US N 2 2051-12-22 Fixed 3.85 N N N N N N DEPOSITORY TRUST & CLEARING CORP (DTCC) MLDY5N6PZ58ZE60QU102 249670AB6 8500000.000000 NS USD 8590312.500000 0.0279076 Long EP CORP US N 2 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DE5 1500000.000000 PA USD 1673142.230000 0.0054356 Long DBT CORP US N 2 2028-02-20 Fixed 3.9 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DJ4 4489000.000000 PA USD 5976140.790000 0.0194148 Long DBT CORP US N 2 2045-08-15 Fixed 5 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 17900000.000000 PA USD 22175458.500000 0.0720420 Long DBT CORP US N 2 2049-10-26 Fixed 4.25 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DK1 6584000.000000 PA USD 8129015.400000 0.0264089 Long DBT CORP US N 2 2047-11-15 Fixed 4.35 N N N N N N BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST 635400GSHSFIWYIDXC76 11043XAB9 2099173.370000 PA USD 2090835.660000 0.0067926 Long DBT CORP US N 2 2030-12-15 Fixed 3.35 N N N N N N BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST N/A 11043XAA1 21266421.570000 PA USD 21969332.100000 0.0713723 Long DBT CORP US N 2 2034-06-15 Fixed 3.3 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST N/A 11044MAA4 1430303.900000 PA USD 1526940.380000 0.0049606 Long DBT CORP US N 2 2034-05-15 Fixed 4.25 N N N N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 111021AE1 10075000.000000 PA USD 14768982.400000 0.0479804 Long DBT CORP GB N 2 2030-12-15 Variable 9.625 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 10576000.000000 PA USD 11738812.060000 0.0381362 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 16550000.000000 PA USD 18623095.700000 0.0605013 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 41901000.000000 PA USD 40909138.380000 0.1329026 Long DBT CORP US N 2 2033-02-15 Fixed 2.6 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 26100000.000000 PA USD 26835192.370000 0.0871802 Long DBT CORP US N 2 2041-02-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 23510000.000000 PA USD 24672004.320000 0.0801526 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 92712000.000000 PA USD 97161711.510000 0.3156518 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 56805000.000000 PA USD 57204597.610000 0.1858421 Long DBT CORP US N 2 2035-11-15 Fixed 3.137 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 2674000.000000 PA USD 2673380.840000 0.0086851 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAF9 14900000.000000 PA USD 15659082.140000 0.0508721 Long DBT CORP CA N 2 2051-03-30 Fixed 3.5 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAH5 150000.000000 PA USD 151485.540000 0.0004921 Long DBT CORP CA N 2 2031-04-15 Fixed 2.724 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAB8 34350000.000000 PA USD 42289933.110000 0.1373884 Long DBT CORP CA N 2 2047-09-20 Fixed 4.7 N N N N N N BROOKFIELD FINANCE LLC 549300E643C5WZF8BL44 11271RAB5 19600000.000000 PA USD 20474877.750000 0.0665173 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N BROOKLYN UNION GAS CO/THE 83BQ1DXS6VA5GZFK8S35 114259AU8 7500000.000000 PA USD 8845683.000000 0.0287372 Long DBT CORP US N 2 2049-03-04 Fixed 4.487 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AB7 10300000.000000 PA USD 11607463.360000 0.0377095 Long DBT CORP US N 2 2029-03-15 Fixed 4.5 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AP6 3800000.000000 PA USD 3705399.000000 0.0120378 Long DBT CORP US N 2 2044-10-15 Fixed 5.6 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A 12189LAN1 58500000.000000 PA USD 72105745.140000 0.2342518 Long DBT CORP US N 2 2043-03-15 Fixed 4.45 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A 12189LAK7 9350000.000000 PA USD 11386440.660000 0.0369914 Long DBT CORP US N 2 2042-09-01 Fixed 4.375 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDM8 15000000.000000 NS USD 15525000.000000 0.0504365 Long EP CORP US N 2 N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 13033W3Y7 4500000.000000 PA USD 6812436.150000 0.0221317 Long DBT MUN US N 2 2049-05-15 Fixed 6.486 N N N N N N CALIFORNIA STATE N/A 13063BFR8 7575000.000000 PA USD 12560132.500000 0.0408044 Long DBT MUN US N 2 2040-03-01 Fixed 7.625 N N N N N N CALIFORNIA STATE N/A 13063A5E0 4840000.000000 PA USD 7413339.430000 0.0240839 Long DBT MUN US N 2 2034-04-01 Fixed 7.5 N N N N N N CALIFORNIA STATE N/A 13063A5G5 12135000.000000 PA USD 20274821.860000 0.0658673 Long DBT MUN US N 2 2039-04-01 Fixed 7.55 N N N N N N CALIFORNIA STATE N/A 13063A7D0 15345000.000000 PA USD 24098661.130000 0.0782899 Long DBT MUN US N 2 2039-10-01 Fixed 7.3 N N N N N N CALIFORNIA STATE N/A 13063BKD3 2550000.000000 PA USD 3214242.620000 0.0104422 Long DBT MUN US N 2 2026-11-01 Fixed 6.875 N N N N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685C81 9010000.000000 PA USD 13062605.200000 0.0424368 Long DBT MUN US N 2 2035-03-01 Fixed 7.804 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077CTL8 2000000.000000 PA USD 2914979.200000 0.0094700 Long DBT MUN US N 2 2041-11-01 Fixed 6.484 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AY8 1400000.000000 PA USD 1540224.600000 0.0050038 Long DBT CORP US N 2 2049-11-01 Fixed 3.35 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AC4 26700000.000000 PA USD 27635012.370000 0.0897786 Long DBT CORP US N 2 2038-01-15 Fixed 3.402 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BK4 10200000.000000 PA USD 10068964.780000 0.0327113 Long DBT CORP US N 2 2050-04-24 Fixed 3.125 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AG6 8600000.000000 PA USD 10723040.030000 0.0348362 Long DBT CORP CA N 2 2035-02-01 Fixed 5.85 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AE1 3376000.000000 PA USD 4345334.610000 0.0141168 Long DBT CORP CA N 2 2033-06-30 Fixed 6.45 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAX2 51558000.000000 PA USD 77116407.550000 0.2505301 Long DBT CORP CA N 2 2115-09-15 Fixed 6.125 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AC1 25450000.000000 PA USD 26083984.950000 0.0847397 Long DBT CORP US N 2 2022-06-17 Fixed 6.5 N N N N N N CARLYLE FINANCE LLC N/A 14314CAA3 5700000.000000 PA USD 7763207.850000 0.0252205 Long DBT CORP US N 2 2048-09-15 Fixed 5.65 N N N N N N CARLYLE FINANCE SUBSIDIARY LLC N/A 14314DAA1 3600000.000000 PA USD 3849692.940000 0.0125066 Long DBT CORP US N 2 2029-09-19 Fixed 3.5 N N N N N N CARLYLE HOLDINGS II FINANCE LLC N/A 14310FAA0 12213000.000000 PA USD 15949514.350000 0.0518156 Long DBT CORP US N 2 2043-03-30 Fixed 5.625 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 P2121YAN8 8591250.000000 PA USD 8510707.030000 0.0276490 Long LON CORP PA N 2 2025-06-30 Floating 3.75 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAR5 2000000.000000 PA USD 2093938.600000 0.0068026 Long DBT CORP US N 2 2040-04-05 Fixed 3.377 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAS3 1300000.000000 PA USD 1385991.820000 0.0045027 Long DBT CORP US N 2 2050-04-05 Fixed 3.577 N N N N N N CATALENT PHARMA SOLUTIONS INC 549300HALRZ339MSTH85 14880BAH4 1994987.470000 PA USD 2000182.420000 0.0064980 Long LON CORP US N 2 2028-02-22 Floating 2.5 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBJ7 11800000.000000 PA USD 12298668.000000 0.0399550 Long DBT CORP US N 2 2031-12-01 Fixed 3.569 N N N N N N CELEO REDES OPERACION CHILE SA 959800U0HC7MFYWVH407 15103JAA0 3753212.760000 PA USD 4249988.000000 0.0138070 Long DBT CORP CL N 2 2047-06-22 Fixed 5.2 N N N N N N CELLNEX FINANCE COMPANY SA 549300OUROMFTRFA7T23 15118JAA3 4600000.000000 PA USD 4406041.000000 0.0143140 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 9000000.000000 PA USD 10466100.000000 0.0340015 Long DBT CORP CL N 2 2047-11-02 Fixed 5.5 N N N N N N CENOVUS ENERGY INC 549300NKHFE6ZRF37I48 15135UAP4 4515000.000000 PA USD 5343741.070000 0.0173604 Long DBT CORP CA N 2 2037-06-15 Fixed 5.25 N N N N N N CENOVUS ENERGY INC 549300NKHFE6ZRF37I48 15135UAF6 16900000.000000 PA USD 22971994.070000 0.0746297 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAY7 25800000.000000 PA USD 25452732.000000 0.0826890 Long DBT CORP US N 2 2028-07-15 Fixed 2.45 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 3300000.000000 PA USD 3564627.000000 0.0115805 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 15400000.000000 PA USD 16968456.270000 0.0551259 Long DBT CORP US N 2 2051-04-01 Fixed 3.35 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAU2 4400000.000000 PA USD 4453555.660000 0.0144684 Long DBT CORP US N 2 2050-07-01 Fixed 2.9 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189WAJ9 2000000.000000 PA USD 2298197.300000 0.0074662 Long DBT CORP US N 2 2047-09-01 Fixed 4.1 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAF0 22325000.000000 PA USD 27037919.130000 0.0878388 Long DBT CORP US N 2 2034-03-15 Fixed 5.15 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 16117LBX6 56902033.640000 PA USD 56429007.030000 0.1833224 Long LON CORP US N 2 2027-02-01 Floating 1.86 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 1800000.000000 PA USD 1929879.430000 0.0062696 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BK9 1900000.000000 PA USD 2082458.370000 0.0067653 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CE2 12700000.000000 PA USD 12340266.910000 0.0400901 Long DBT CORP US N 2 2042-03-01 Fixed 3.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 46200000.000000 PA USD 51853945.370000 0.1684593 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BN3 19200000.000000 PA USD 23997600.960000 0.0779616 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 6700000.000000 PA USD 6494963.720000 0.0211004 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 93400000.000000 PA USD 88342591.740000 0.2870009 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 48000000.000000 PA USD 57421946.880000 0.1865482 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 18200000.000000 PA USD 17776592.290000 0.0577513 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 24975000.000000 PA USD 25092600.280000 0.0815190 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 161175CG7 15000000.000000 PA USD 14487592.200000 0.0470662 Long DBT CORP US N 2 2062-06-30 Fixed 3.95 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 49500000.000000 PA USD 57555065.210000 0.1869806 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 161175AZ7 25681000.000000 PA USD 33223842.270000 0.1079352 Long DBT CORP US N 2 2035-10-23 Fixed 6.384 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 38419000.000000 PA USD 52578796.540000 0.1708141 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BC7 8000000.000000 PA USD 11480772.000000 0.0372979 Long DBT CORP US N 2 2055-10-23 Fixed 6.834 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CC6 72238000.000000 PA USD 74913974.360000 0.2433750 Long DBT CORP US N 2 2061-12-01 Fixed 4.4 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 5000000.000000 PA USD 5359991.400000 0.0174131 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 12900000.000000 PA USD 12601962.790000 0.0409403 Long DBT CORP US N 2 2039-12-31 Fixed 2.742 N N N N N N CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE N/A 167725AC4 8100000.000000 PA USD 11418216.840000 0.0370947 Long DBT MUN US N 2 2040-12-01 Fixed 6.899 N N N N N N CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE N/A 167725AF7 8300000.000000 PA USD 11700148.120000 0.0380106 Long DBT MUN US N 2 2040-12-01 Fixed 6.899 N N N N N N CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND N/A 16772PAQ9 900000.000000 PA USD 1231713.900000 0.0040015 Long DBT MUN US N 2 2040-12-01 Fixed 6.2 N N N N N N CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 171239AH9 10000000.000000 PA USD 10050533.000000 0.0326514 Long DBT CORP US N 2 2051-12-15 Fixed 2.85 N N N N N N CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 171239AJ5 10000000.000000 PA USD 10233247.700000 0.0332450 Long DBT CORP US N 2 2061-12-15 Fixed 3.05 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 38200000.000000 PA USD 41495717.990000 0.1348082 Long DBT CORP CA N 2 2051-06-15 Fixed 4.1 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 3700000.000000 PA USD 3800735.900000 0.0123475 Long DBT CORP CA N 2 2030-12-17 Fixed 3.2 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAD4 5955000.000000 PA USD 5925225.000000 0.0192494 Long LON CORP US N 2 2028-02-02 Floating 2.6042 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 49500000.000000 PA USD 54632414.930000 0.1774857 Long DBT CORP US N 2 2029-04-23 Floating 4.075 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KN0 830000.000000 PA USD 890908.260000 0.0028943 Long DBT CORP US N 2 2026-05-01 Fixed 3.4 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 12500000.000000 PA USD 12578050.750000 0.0408626 Long DBT CORP US Y 2 2032-05-01 Floating 2.561 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 4000000.000000 PA USD 4038957.080000 0.0131215 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 17500000.000000 PA USD 18888811.730000 0.0613646 Long DBT CORP US N 2 2028-07-24 Floating 3.668 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 39491000.000000 PA USD 66881811.480000 0.2172807 Long DBT CORP US N 2 2039-07-15 Fixed 8.125 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 26100000.000000 PA USD 27675446.370000 0.0899099 Long DBT CORP US N 2 2026-10-21 Fixed 3.2 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AG5 7600000.000000 PA USD 7408713.700000 0.0240689 Long DBT CORP US N 2 2026-03-01 Fixed 1.25 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AE0 4100000.000000 PA USD 4453649.930000 0.0144687 Long DBT CORP US N 2 2027-12-01 Fixed 4.5 N N N N N N CITY OF BURBANK CA WATER REVENUE N/A 12082UAQ2 2220000.000000 PA USD 3229513.920000 0.0104918 Long DBT MUN US N 2 2040-06-01 Fixed 5.797 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486ZZ5 1690000.000000 PA USD 1941089.890000 0.0063061 Long DBT MUN US N 2 2029-01-01 Fixed 7.045 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486C98 4859000.000000 PA USD 5807141.040000 0.0188658 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486D22 996000.000000 PA USD 1134448.980000 0.0036855 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CITY OF DALLAS TEXAS N/A 235218M50 19795000.000000 PA USD 14925891.220000 0.0484901 Long DBT MUN US N 2 2033-02-15 None 0 N N N N N N CITY OF DALLAS TEXAS N/A 235218M76 8205000.000000 PA USD 5716417.760000 0.0185711 Long DBT MUN US N 2 2035-02-15 None 0 N N N N N N CITY OF LOS ANGELES CA WASTEWATER SYSTEM REVENUE N/A 5446526E5 100000.000000 PA USD 140408.650000 0.0004561 Long DBT MUN US N 2 2039-06-01 Fixed 5.713 N N N N N N CITY OF NEWPORT BEACH CA N/A 651779BZ2 900000.000000 PA USD 1365395.400000 0.0044358 Long DBT MUN US N 2 2040-07-01 Fixed 7.168 N N N N N N CITY OF RENO NV 549300M4R5WWSUWY8D52 759831DE7 2975000.000000 PA USD 2125540.810000 0.0069053 Long DBT MUN US N 2 2036-06-01 None 0 N N N N N N CITY OF RENO NV 549300M4R5WWSUWY8D52 759831DJ6 3400000.000000 PA USD 2039941.520000 0.0066272 Long DBT MUN US N 2 2036-06-01 None 0 N N N N N N CITY OF RIVERSIDE CA ELECTRIC REVENUE N/A 768874SG5 400000.000000 PA USD 650958.160000 0.0021148 Long DBT MUN US N 2 2040-10-01 Fixed 7.605 N N N N N N CLECO CORPORATE HOLDINGS LLC 5493002H80P81B3HXL31 18551PAD1 400000.000000 PA USD 485813.380000 0.0015783 Long DBT CORP US N 2 2046-05-01 Variable 4.973 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AG3 18175000.000000 PA USD 24887153.820000 0.0808515 Long DBT CORP US N 2 2040-12-01 Fixed 6 N N N N N N CLEVELAND ELECTRIC ILLUMINATING COMPANY N/A 186108CE4 7000000.000000 PA USD 9370221.630000 0.0304413 Long DBT CORP US N 2 2036-12-15 Fixed 5.95 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAH8 6100000.000000 PA USD 7912648.730000 0.0257060 Long DBT CORP US N 2 2048-06-15 Fixed 4.15 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAF2 1125000.000000 PA USD 1567020.380000 0.0050908 Long DBT CORP US N 2 2043-09-15 Fixed 5.3 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BL3 3837000.000000 PA USD 4628575.940000 0.0150370 Long DBT CORP US N 2 2043-03-31 Fixed 4.7 N N N N N N COCA COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 21100000.000000 PA USD 20306279.190000 0.0659695 Long DBT CORP US N 2 2051-03-15 Fixed 2.5 N N N N N N COCA COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CY4 7500000.000000 PA USD 7454193.150000 0.0242166 Long DBT CORP US N 2 2060-06-01 Fixed 2.75 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325BM6 200000.000000 PA USD 206477.000000 0.0006708 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.125 N N N N N N COLORADO INTERSTATE GAS COMPANY LLC N/A 196522AE6 10900000.000000 PA USD 14373167.830000 0.0466945 Long DBT CORP US N 2 2037-06-15 Fixed 6.85 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 5000000.000000 PA USD 4830567.100000 0.0156932 Long DBT CORP US N 2 2051-01-15 Fixed 2.8 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCZ2 43100000.000000 PA USD 46143089.720000 0.1499063 Long DBT CORP US N 2 2050-02-01 Fixed 3.45 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAC5 6875000.000000 PA USD 9911600.390000 0.0322001 Long DBT CORP US N 2 2033-03-15 Fixed 7.05 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCK5 12260000.000000 PA USD 14156870.020000 0.0459918 Long DBT CORP US N 2 2048-03-01 Fixed 4 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAF8 5900000.000000 PA USD 7826545.530000 0.0254263 Long DBT CORP US N 2 2035-06-15 Fixed 5.65 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBT7 1300000.000000 PA USD 1388843.630000 0.0045120 Long DBT CORP US N 2 2036-07-15 Fixed 3.2 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDQ1 20400000.000000 PA USD 18146997.680000 0.0589546 Long DBT CORP US N 2 2062-08-15 Fixed 2.65 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 57110000.000000 PA USD 65911105.020000 0.2141271 Long DBT CORP US N 2 2047-11-01 Fixed 3.969 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 146128000.000000 PA USD 169749523.980000 0.5514697 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDR9 3299000.000000 PA USD 3199373.760000 0.0103939 Long DBT CORP US N 2 2051-11-01 Fixed 2.887 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDT5 165999000.000000 PA USD 158552533.860000 0.5150937 Long DBT CORP US N 2 2056-11-01 Fixed 2.937 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAB9 10000000.000000 PA USD 10644532.400000 0.0345812 Long DBT CORP US N 2 2029-10-01 Fixed 3.347 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAC7 2100000.000000 PA USD 2449948.120000 0.0079592 Long DBT CORP US N 2 2049-10-01 Fixed 4.187 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JS0 3200000.000000 PA USD 3255438.850000 0.0105760 Long DBT CORP US N 2 2050-03-01 Fixed 3 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JT8 17300000.000000 PA USD 17980359.700000 0.0584133 Long DBT CORP US N 2 2051-03-15 Fixed 3.125 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887AR3 1800000.000000 PA USD 2338738.060000 0.0075979 Long DBT CORP US N 2 2028-10-01 Fixed 7 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CB6 6541000.000000 PA USD 7197705.280000 0.0233834 Long DBT CORP US N 2 2025-11-01 Fixed 4.6 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CE0 4095000.000000 PA USD 5528493.940000 0.0179606 Long DBT CORP US N 2 2048-11-01 Fixed 5.4 N N N N N N CONNECTICUT LIGHT & POWER COMPANY 549300O45IUXEDS1VZ32 207597EN1 5625000.000000 PA USD 5548240.740000 0.0180247 Long DBT CORP US N 2 2031-07-01 Fixed 2.05 N N N N N N CONNECTICUT LIGHT & POWER COMPANY 549300O45IUXEDS1VZ32 207597EG6 13009000.000000 PA USD 15677643.490000 0.0509324 Long DBT CORP US N 2 2044-04-15 Fixed 4.3 N N N N N N CONNECTICUT LIGHT & POWER COMPANY 549300O45IUXEDS1VZ32 207597EL5 1300000.000000 PA USD 1559014.740000 0.0050648 Long DBT CORP US N 2 2048-04-01 Fixed 4 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FB4 5000000.000000 PA USD 5655668.550000 0.0183737 Long DBT CORP US N 2 2042-03-15 Fixed 4.2 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FY4 400000.000000 PA USD 458216.740000 0.0014886 Long DBT CORP US N 2 2050-04-01 Fixed 3.95 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FV0 18110000.000000 PA USD 20786571.620000 0.0675299 Long DBT CORP US N 2 2049-05-15 Fixed 4.125 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FQ1 33831000.000000 PA USD 41537207.190000 0.1349430 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 209111FA6 4900000.000000 PA USD 6547673.610000 0.0212716 Long DBT CORP US N 2 2040-06-15 Fixed 5.7 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GB3 15830000.000000 PA USD 16754497.640000 0.0544308 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 209111EY5 4900000.000000 PA USD 6310521.500000 0.0205012 Long DBT CORP US N 2 2039-12-01 Fixed 5.5 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GC1 9500000.000000 PA USD 9543745.130000 0.0310050 Long DBT CORP US N 2 2051-12-01 Fixed 3.2 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FF5 2285000.000000 PA USD 2860841.110000 0.0092941 Long DBT CORP US N 2 2054-12-01 Fixed 4.625 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FZ1 6480000.000000 PA USD 6061432.310000 0.0196919 Long DBT CORP US N 2 2060-12-01 Fixed 3 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAZ1 12200000.000000 PA USD 13866564.530000 0.0450487 Long DBT CORP US N 2 2048-02-15 Fixed 4.1 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAT5 8100000.000000 PA USD 9722653.160000 0.0315862 Long DBT CORP US N 2 2047-05-09 Fixed 4.5 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBD9 3500000.000000 PA USD 4598471.570000 0.0149392 Long DBT CORP US N 2 2048-11-15 Fixed 5.25 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 44282000.000000 NS USD 44060590.000000 0.1431408 Long EP CORP US N 2 N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 14000000.000000 PA USD 17592250.480000 0.0571524 Long DBT CORP US N 2 2049-04-15 Fixed 4.35 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DB9 8100000.000000 PA USD 9687070.180000 0.0314706 Long DBT CORP US N 2 2048-05-15 Fixed 4.05 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518CY0 2150000.000000 PA USD 2502829.060000 0.0081310 Long DBT CORP US N 2 2045-11-15 Fixed 4.1 N N N N N N CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES N/A 210795QB9 3971484.520000 PA USD 4122167.410000 0.0133918 Long DBT CORP US N 2 2026-04-29 Fixed 4 N N N N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 212015AQ4 16600000.000000 PA USD 18424008.000000 0.0598546 Long DBT CORP US N 2 2044-06-01 Fixed 4.9 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 ACI14W503 9200000.000000 PA 11482337.890000 0.0373030 Long DBT CORP NL N 2 2025-12-29 Floating 4.625 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 5400000.000000 PA USD 7152238.760000 0.0232357 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 21987BAR9 2000000.000000 PA USD 2214832.700000 0.0071954 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAZ7 28470000.000000 PA USD 32884105.240000 0.1068314 Long DBT CORP CL N 2 2047-08-01 Fixed 4.5 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAS3 2200000.000000 PA USD 2866603.920000 0.0093128 Long DBT CORP CL N 2 2043-10-18 Fixed 5.625 N N N N N N CORPORATE OFFICE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAL0 3600000.000000 PA USD 3645922.610000 0.0118446 Long DBT CORP US N 2 2026-03-15 Fixed 2.25 N N N N N N CORPORATE OFFICE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAP1 5500000.000000 PA USD 5383093.050000 0.0174882 Long DBT CORP US N 2 2033-12-01 Fixed 2.9 N N N N N N COSTAR GROUP INC N/A 22160NAA7 6700000.000000 PA USD 6709499.260000 0.0217973 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N COUNTRY GARDEN HOLDINGS COMPANY LIMITED 549300MGHLPT1EFHGF84 ACI1S6K23 5100000.000000 PA USD 4510567.500000 0.0146536 Long DBT CORP KY N 2 2025-10-22 Fixed 3.125 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAG6 21900000.000000 NS USD 21735750.000000 0.0706135 Long EP CORP US N 2 N N N COUNTRYWIDE HOME LOANS 2004-25 N/A 12669GJY8 11279.020000 PA USD 11390.710000 0.0000370 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.76188 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 4900000.000000 PA USD 4588170.170000 0.0149057 Long DBT CORP US N 2 2050-10-01 Fixed 2.95 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CF2 14200000.000000 PA USD 16735429.030000 0.0543688 Long DBT CORP US N 2 2035-02-01 Fixed 4.8 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CC9 21841000.000000 PA USD 25466460.100000 0.0827335 Long DBT CORP US N 2 2043-06-30 Fixed 4.5 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044BY2 4070000.000000 PA USD 4923179.080000 0.0159941 Long DBT CORP US N 2 2042-12-15 Fixed 4.7 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 47877000.000000 PA USD 51642765.440000 0.1677732 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AC5 26700000.000000 PA USD 28354220.130000 0.0921151 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 13000000.000000 PA USD 14337461.970000 0.0465785 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AF8 7275000.000000 PA USD 9233120.450000 0.0299959 Long DBT CORP CH N 2 2045-05-15 Fixed 4.875 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AT8 2400000.000000 PA USD 2487431.090000 0.0080810 Long DBT CORP CH N 2 2023-06-09 Fixed 3.8 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AC2 14750000.000000 PA USD 16022737.820000 0.0520535 Long DBT CORP CH N 2 2028-01-09 Fixed 4.282 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 10550000.000000 PA USD 11302250.760000 0.0367179 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 2250000.000000 PA USD 2484045.770000 0.0080700 Long DBT CORP CH N 2 2031-04-01 Floating 4.194 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 57529000.000000 PA USD 58599417.370000 0.1903734 Long DBT CORP CH N 2 2032-05-14 Floating 3.091 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 250000.000000 PA USD 260207.450000 0.0008453 Long DBT CORP CH N 2 2024-06-12 Floating 4.207 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 4500000.000000 PA USD 4598251.250000 0.0149385 Long DBT CORP CH N 2 2025-09-11 Floating 2.593 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 H3698DAR5 2650000.000000 PA USD 2878661.370000 0.0093520 Long DBT CORP CH N 2 2028-01-09 Fixed 4.282 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAD4 8390000.000000 PA USD 10260736.760000 0.0333343 Long DBT CORP US N 2 2048-04-04 Fixed 4.5 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAB8 2800000.000000 PA USD 3359383.220000 0.0109137 Long DBT CORP US N 2 2047-05-09 Fixed 4.4 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAT8 3753000.000000 PA USD 3660910.950000 0.0118933 Long DBT CORP US N 2 2031-01-15 Fixed 2.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAU5 36700000.000000 PA USD 36167452.170000 0.1174981 Long DBT CORP US N 2 2051-01-15 Fixed 3.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAB7 17395000.000000 PA USD 19056033.940000 0.0619078 Long DBT CORP US N 2 2026-02-15 Fixed 4.45 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAK7 14700000.000000 PA USD 16008203.570000 0.0520063 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAL5 4400000.000000 PA USD 4916209.540000 0.0159714 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 22710000.000000 PA USD 29209475.730000 0.0948936 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 16840000.000000 PA USD 20712570.690000 0.0672895 Long DBT CORP US N 2 2047-05-15 Fixed 4.75 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAN1 7500000.000000 PA USD 7839203.550000 0.0254674 Long DBT CORP US N 2 2029-11-15 Fixed 3.1 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAP6 39410000.000000 PA USD 43459211.190000 0.1411871 Long DBT CORP US N 2 2049-11-15 Fixed 4 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAJ5 12800000.000000 PA USD 12758324.740000 0.0414483 Long DBT CORP US N 2 2032-02-15 Fixed 2.5 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 1559000.000000 PA USD 1901043.480000 0.0061760 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 51100000.000000 PA USD 66927814.160000 0.2174301 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 2900000.000000 PA USD 3149099.360000 0.0102306 Long DBT CORP US N 2 2027-04-01 Fixed 3.625 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 4900000.000000 PA USD 5377844.330000 0.0174711 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DK3 11700000.000000 PA USD 13459902.770000 0.0437275 Long DBT CORP US N 2 2040-04-01 Fixed 4.125 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CD0 7100000.000000 PA USD 9393141.170000 0.0305157 Long DBT CORP US N 2 2043-12-05 Fixed 5.3 N N N N N N CVS PASS-THROUGH TRUST N/A 12665VAA0 8530687.750000 PA USD 9355192.030000 0.0303925 Long DBT CORP US N 2 2036-08-11 Fixed 4.163 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BC3 2534801.810000 PA USD 2868832.040000 0.0093200 Long DBT CORP US N 2 2028-01-10 Fixed 5.88 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 24386790.870000 PA USD 28908295.530000 0.0939151 Long DBT CORP US N 2 2030-01-10 Fixed 6.943 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 64057953.330000 PA USD 79361409.910000 0.2578235 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BV1 1068960.740000 PA USD 1245675.730000 0.0040469 Long DBT CORP US N 2 2033-01-10 Fixed 5.773 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BY5 24965981.820000 PA USD 29676775.230000 0.0964117 Long DBT CORP US N 2 2034-01-10 Fixed 5.926 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 1158286.910000 PA USD 1320898.320000 0.0042912 Long DBT CORP US N 2 2028-12-10 Fixed 6.036 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 11973987.060000 PA USD 15250678.680000 0.0495453 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 1276985.070000 PA USD 1437583.940000 0.0046703 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N CYRUSONE LP / CYRUSONE FINANCE CORP N/A 23283PAR5 2000000.000000 PA USD 2172090.000000 0.0070565 Long DBT CORP US N 2 2029-11-15 Fixed 3.45 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABE8 800000.000000 PA USD 812979.740000 0.0026411 Long DBT CORP US N 2 2022-09-15 Fixed 4.375 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 23100000.000000 PA USD 22954816.500000 0.0745739 Long DBT CORP US N 2 2024-08-01 Fixed 1.55 N N N N N N DAE SUKUK (DIFC) LTD 635400AMGMPG1J5EQD94 23302JAA3 12500000.000000 PA USD 12931562.500000 0.0420111 Long DBT CORP AE N 2 2026-02-15 Fixed 3.75 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AG5 11300000.000000 PA USD 11360675.690000 0.0369077 Long DBT CORP US N 2 2028-12-14 Fixed 2.375 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AH3 19100000.000000 PA USD 19111653.480000 0.0620885 Long DBT CORP US N 2 2031-12-14 Fixed 2.5 N N N N N N DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION N/A 235417AA0 14000000.000000 PA USD 19812109.800000 0.0643641 Long DBT MUN US N 2 2042-01-01 Fixed 7.088 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 1500000.000000 PA USD 1615424.870000 0.0052481 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375 N N N N N N DAYTON POWER & LIGHT CO/THE 1ELKY8G44MKGCQWG6864 240019BV0 12500000.000000 PA USD 14300215.880000 0.0464575 Long DBT CORP US N 2 2049-06-15 Fixed 3.95 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBG5 55000000.000000 PA USD 52901131.800000 0.1718613 Long DBT CORP US N 2 2051-12-15 Fixed 3.45 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAA4 4355000.000000 PA USD 4595581.040000 0.0149298 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAD8 86700000.000000 PA USD 100311755.210000 0.3258854 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 10633000.000000 PA USD 16204150.670000 0.0526428 Long DBT CORP US N 2 2036-07-15 Fixed 8.1 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CH0 13600000.000000 NS USD 13645900.000000 0.0443318 Long EP CORP US N 2 N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAK2 7448000.000000 PA USD 12408924.290000 0.0403132 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAE6 20600000.000000 PA USD 23216971.060000 0.0754256 Long DBT CORP US N 2 2026-10-01 Fixed 4.9 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAG1 38930000.000000 PA USD 45678409.610000 0.1483966 Long DBT CORP US N 2 2029-10-01 Fixed 5.3 N N N N N N DELOS FINANCE SARL 549300HX549YWOJQT076 L2324EAE1 17711400.000000 PA USD 17730776.270000 0.0576024 Long LON CORP LU N 2 2023-10-06 Floating 1.9738 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 4090000.000000 PA USD 4680159.020000 0.0152046 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 35442000.000000 PA USD 41763283.070000 0.1356775 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZN1 4000000.000000 PA USD 4265157.600000 0.0138563 Long DBT CORP US N 2 2028-04-19 Fixed 4.375 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 12700000.000000 PA USD 12957801.620000 0.0420963 Long DBT CORP US N 2 2024-10-28 Fixed 2.9 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 45863000.000000 PA USD 47050759.060000 0.1528550 Long DBT CORP US N 2 2029-10-28 Fixed 3.75 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AA5 2500000.000000 PA USD 2629079.600000 0.0085412 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 3150000.000000 PA USD 3442262.540000 0.0111830 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 BJDQTKII3 3900000.000000 PA 5509841.430000 0.0179000 Long DBT CORP DE N 2 2024-02-12 Fixed 3.875 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI183TV9 11600000.000000 PA 14292006.020000 0.0464308 Long DBT CORP DE N 2 2026-02-12 Fixed 2.625 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI1J0BM2 12200000.000000 PA 16856348.370000 0.0547617 Long DBT CORP DE N 2 2024-12-16 Fixed 2.625 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CK3 23710000.000000 PA USD 23912475.580000 0.0776851 Long DBT CORP DE Y 2 2032-05-28 Floating 3.035 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CD9 27250000.000000 PA USD 28712602.600000 0.0932794 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 14600000.000000 PA USD 15427708.890000 0.0501204 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 251566AA3 5700000.000000 PA USD 6095111.520000 0.0198013 Long DBT CORP DE N 2 2050-01-21 Fixed 3.625 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAC7 33750000.000000 PA USD 49105032.640000 0.1595288 Long DBT CORP NL N 2 2030-06-15 Variable 8.75 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 251799AA0 6135000.000000 PA USD 8623128.330000 0.0280142 Long DBT CORP US N 2 2032-04-15 Fixed 7.95 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAQ2 2000000.000000 PA USD 2297623.700000 0.0074643 Long DBT CORP US N 2 2051-03-24 Fixed 4.4 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAP4 6000000.000000 PA USD 6577885.680000 0.0213697 Long DBT CORP US N 2 2025-05-31 Fixed 4.75 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 10900000.000000 PA USD 12296563.260000 0.0399482 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 500000.000000 PA USD 542265.800000 0.0017617 Long DBT CORP US N 2 2027-08-15 Fixed 3.7 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 10752500.000000 PA USD 10778768.360000 0.0350173 Long LON CORP US N 2 2027-08-02 Floating 5.75 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAT6 30665000.000000 PA USD 38099835.660000 0.1237759 Long DBT CORP US N 2 2047-09-20 Fixed 5.2 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBL2 5208000.000000 PA USD 5512251.460000 0.0179078 Long DBT CORP US N 2 2055-09-15 Fixed 4 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AA0 31800000.000000 PA USD 33481258.050000 0.1087714 Long DBT CORP US N 2 2023-10-15 Fixed 6.5 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 19100000.000000 PA USD 18672359.020000 0.0606614 Long DBT CORP US N 2 2031-08-15 Fixed 2.25 N N N N N N DORIC NIMROD AIR FINANCE ALPHA LTD 2012-1 CLASS A PASS THROUGH TRUST N/A 258258AA0 4113027.340000 PA USD 4073767.670000 0.0132346 Long DBT CORP GG N 2 2024-11-30 Fixed 5.125 N N N N N N DT MIDSTREAM INC N/A 23345NAB1 5870500.000000 PA USD 5889367.790000 0.0191329 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 23338VAL0 4100000.000000 PA USD 4142374.570000 0.0134574 Long DBT CORP US N 2 2050-03-01 Fixed 2.95 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAP1 8400000.000000 PA USD 9054870.550000 0.0294168 Long DBT CORP US N 2 2051-04-01 Fixed 3.25 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 250847EK2 500000.000000 PA USD 564691.400000 0.0018345 Long DBT CORP US N 2 2042-06-15 Fixed 3.95 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAD8 9150000.000000 PA USD 11084289.140000 0.0360098 Long DBT CORP US N 2 2044-07-01 Fixed 4.3 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAU8 9915000.000000 PA USD 11454355.510000 0.0372121 Long DBT CORP US N 2 2048-03-15 Fixed 3.95 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBC7 5600000.000000 PA USD 6139331.180000 0.0199450 Long DBT CORP US N 2 2051-04-15 Fixed 3.45 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAZ7 17700000.000000 PA USD 18368504.750000 0.0596742 Long DBT CORP US N 2 2049-08-15 Fixed 3.2 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAM6 16400000.000000 PA USD 19364702.780000 0.0629106 Long DBT CORP US N 2 2041-12-15 Fixed 4.25 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAT1 15355000.000000 PA USD 17117221.490000 0.0556092 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAR5 2034000.000000 PA USD 2299174.450000 0.0074694 Long DBT CORP US N 2 2046-03-15 Fixed 3.875 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAP9 4358000.000000 PA USD 4832360.240000 0.0156990 Long DBT CORP US N 2 2045-06-01 Fixed 3.75 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAN4 3500000.000000 PA USD 4026337.810000 0.0130805 Long DBT CORP US N 2 2042-09-30 Fixed 4 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBM6 7450000.000000 PA USD 7575380.970000 0.0246103 Long DBT CORP US N 2 2041-06-15 Fixed 3.3 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBF1 5000000.000000 PA USD 5765907.700000 0.0187319 Long DBT CORP US N 2 2049-06-15 Fixed 4.2 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBN4 4450000.000000 PA USD 4606025.230000 0.0149637 Long DBT CORP US N 2 2051-06-15 Fixed 3.5 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAY1 4670000.000000 PA USD 5173760.090000 0.0168081 Long DBT CORP US N 2 2047-08-15 Fixed 3.95 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAT2 17850000.000000 PA USD 19093271.420000 0.0620288 Long DBT CORP US N 2 2046-09-01 Fixed 3.75 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 341099CN7 6000000.000000 PA USD 8110429.860000 0.0263486 Long DBT CORP US N 2 2040-04-01 Fixed 5.65 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAF8 7600000.000000 PA USD 9156270.620000 0.0297462 Long DBT CORP US N 2 2048-07-15 Fixed 4.2 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 105000.000000 PA USD 132100.860000 0.0004292 Long DBT CORP US N 2 2043-07-15 Fixed 4.9 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 144141DD7 6026000.000000 PA USD 6982725.420000 0.0226850 Long DBT CORP US N 2 2043-03-15 Fixed 4.1 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAK0 25000000.000000 PA USD 23160326.250000 0.0752416 Long DBT CORP US N 2 2050-08-15 Fixed 2.5 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAE4 44900000.000000 PA USD 49611055.720000 0.1611727 Long DBT CORP US N 2 2047-09-15 Fixed 3.6 N N N N N N DUKE REALTY LIMITED PARTNERSHIP 2549009GZDBNY1KE9O81 26441YBD8 1000000.000000 PA USD 984313.450000 0.0031978 Long DBT CORP US N 2 2050-03-01 Fixed 3.05 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 3700000.000000 PA USD 3625292.750000 0.0117776 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 3020000.000000 PA USD 4281927.630000 0.0139108 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 276480AE0 800000.000000 PA USD 975242.140000 0.0031683 Long DBT CORP US N 2 2043-11-01 Fixed 4.8 N N N N N N EASTERN GAS TRANSMISSION AND STORAGE INC H2VQBNB3NSKRM5QWBI71 276480AC4 4115000.000000 PA USD 4906836.080000 0.0159410 Long DBT CORP US N 2 2044-12-15 Fixed 4.6 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AY9 1600000.000000 PA USD 1617366.860000 0.0052544 Long DBT CORP US N 2 2031-05-10 Fixed 2.6 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AZ6 8800000.000000 PA USD 9589534.940000 0.0311538 Long DBT CORP US N 2 2051-05-10 Fixed 3.65 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 25700000.000000 PA USD 28371515.000000 0.0921713 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N EL PASO NATURAL GAS CO. N/A 283695BK9 25670000.000000 PA USD 36862983.280000 0.1197577 Long DBT CORP US N 2 2032-06-15 Variable 8.375 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AL8 19398000.000000 PA USD 27117628.080000 0.0880977 Long DBT CORP FR N 2 2114-01-22 Fixed 6 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AT1 3000000.000000 PA USD 3906962.220000 0.0126926 Long DBT CORP FR N 2 2048-09-21 Fixed 5 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AQ7 14855000.000000 PA USD 18683340.130000 0.0606971 Long DBT CORP FR N 2 2045-10-13 Fixed 4.95 N N N N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 3600000.000000 PA USD 3733416.000000 0.0121288 Long DBT CORP CL N 2 2050-01-21 Fixed 3.95 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 11300000.000000 PA USD 13343930.670000 0.0433508 Long DBT CORP US N 2 2046-06-15 Fixed 4.75 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAT3 3000000.000000 PA USD 3863799.570000 0.0125524 Long DBT CORP US N 2 2040-09-15 Fixed 5.5 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAX4 19792000.000000 PA USD 30975849.410000 0.1006320 Long DBT CORP US N 2 2045-10-15 Fixed 7.375 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAJ4 10948000.000000 PA USD 12848034.920000 0.0417397 Long DBT CORP CA N 2 2044-06-10 Fixed 4.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBF1 25000000.000000 PA USD 24568436.500000 0.0798161 Long DBT CORP CA N 2 2033-08-01 Fixed 2.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBE4 29500000.000000 PA USD 29975573.630000 0.0973824 Long DBT CORP CA N 2 2051-08-01 Fixed 3.4 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAC2 44580000.000000 PA USD 54812957.840000 0.1780723 Long DBT CORP NL N 2 2047-05-25 Fixed 4.75 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAQ1 19600000.000000 PA USD 18828680.020000 0.0611692 Long DBT CORP NL N 2 2041-07-12 Fixed 2.875 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJQ4 26742000.000000 NS USD 29001699.000000 0.0942186 Long EP CORP US N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 44267000.000000 PA USD 47667582.090000 0.1548589 Long DBT CORP US N 2 2044-05-15 Fixed 5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 800000.000000 PA USD 863851.940000 0.0028064 Long DBT CORP US N 2 2027-03-15 Fixed 4.4 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 8545000.000000 PA USD 9846231.490000 0.0319877 Long DBT CORP US N 2 2045-05-15 Fixed 5.35 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAC4 88700000.000000 NS USD 93633937.500000 0.3041910 Long EP CORP US N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAM1 27800000.000000 PA USD 29870243.480000 0.0970402 Long DBT CORP US N 2 2043-01-15 Fixed 4.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAJ8 2000000.000000 PA USD 2009021.180000 0.0065268 Long DBT CORP US N 2 2022-02-15 Fixed 4.65 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAS8 4256000.000000 PA USD 4339506.250000 0.0140979 Long DBT CORP US N 2 2023-02-01 Fixed 3.6 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAK5 8356000.000000 PA USD 10251839.450000 0.0333054 Long DBT CORP US N 2 2042-02-15 Fixed 6.1 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 9063000.000000 PA USD 11702768.770000 0.0380191 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAT6 26785000.000000 PA USD 29610980.350000 0.0961980 Long DBT CORP US N 2 2043-02-01 Fixed 5.15 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAL7 8506000.000000 PA USD 8742715.350000 0.0284027 Long DBT CORP US N 2 2023-03-15 Fixed 4.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBD0 800000.000000 PA USD 848228.060000 0.0027557 Long DBT CORP US N 2 2025-03-15 Fixed 4.05 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 21073000.000000 PA USD 23879625.210000 0.0775784 Long DBT CORP US N 2 2035-03-15 Fixed 4.9 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 42386000.000000 PA USD 48007732.750000 0.1559640 Long DBT CORP US N 2 2045-03-15 Fixed 5.15 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 300000.000000 PA USD 318128.870000 0.0010335 Long DBT CORP US N 2 2024-04-15 Fixed 4.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 12314000.000000 PA USD 14131473.250000 0.0459093 Long DBT CORP US N 2 2044-04-01 Fixed 5.3 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 21690000.000000 PA USD 25193150.160000 0.0818456 Long DBT CORP US N 2 2047-04-15 Fixed 5.3 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 3300000.000000 PA USD 3806537.160000 0.0123664 Long DBT CORP US N 2 2050-05-15 Fixed 5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 900000.000000 PA USD 1092217.680000 0.0035483 Long DBT CORP US N 2 2038-06-15 Fixed 5.8 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 1900000.000000 PA USD 2330282.360000 0.0075704 Long DBT CORP US N 2 2041-06-01 Fixed 6.05 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAJ8 5100000.000000 PA USD 7045346.650000 0.0228884 Long DBT CORP US N 2 2038-07-01 Fixed 7.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAF6 22002000.000000 PA USD 27968945.040000 0.0908634 Long DBT CORP US N 2 2036-10-15 Fixed 6.625 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 5038000.000000 PA USD 5925164.490000 0.0192492 Long DBT CORP US N 2 2047-10-01 Fixed 5.4 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 38548000.000000 PA USD 48054696.580000 0.1561165 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP N/A 75886AAQ1 900000.000000 PA USD 918001.470000 0.0029823 Long DBT CORP US N 2 2022-10-01 Fixed 5 N N N N N N ENLINK MIDSTREAM PARTNERS LP 88CPW63VL7KHJWS0NY83 29336UAG2 13800000.000000 PA USD 13942140.000000 0.0452942 Long DBT CORP US N 2 2047-06-01 Fixed 5.45 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHA1 29187000.000000 NS USD 29333140.480000 0.0952953 Long EP CORP US N 2 N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAC2 3100000.000000 PA USD 3264986.460000 0.0106070 Long DBT CORP US N 2 2052-06-15 Fixed 3.35 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJW1 29650000.000000 NS USD 31651375.000000 0.1028266 Long EP CORP US N 2 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAK9 17000000.000000 PA USD 18340480.430000 0.0595832 Long DBT CORP US N 2 2050-06-15 Fixed 3.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAA8 8410000.000000 NS USD 8778988.750000 0.0285205 Long EP CORP US N 2 N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBD9 7400000.000000 PA USD 7271409.160000 0.0236228 Long DBT CORP US N 2 2051-03-15 Fixed 2.9 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 19175000.000000 NS USD 19246651.610000 0.0625271 Long EP CORP US N 2 N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBJ6 14600000.000000 PA USD 15007522.790000 0.0487553 Long DBT CORP US N 2 2041-06-15 Fixed 3.1 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAT5 4300000.000000 PA USD 4679357.650000 0.0152020 Long DBT CORP US N 2 2044-07-15 Fixed 5 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBB3 1410000.000000 PA USD 1681218.200000 0.0054618 Long DBT CORP US N 2 2048-09-01 Fixed 4.2 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAB2 1500000.000000 PA USD 1621697.970000 0.0052685 Long DBT CORP US N 2 2051-06-01 Fixed 3.5 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAH7 4000000.000000 PA USD 4721058.480000 0.0153374 Long DBT CORP US N 2 2039-03-30 Fixed 4.5 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 10568000.000000 PA USD 11877501.060000 0.0385867 Long DBT CORP US N 2 2050-01-31 Fixed 4.2 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAT0 1863000.000000 PA USD 2477887.750000 0.0080500 Long DBT CORP US N 2 2041-02-01 Fixed 5.95 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAY9 92745000.000000 PA USD 106041409.180000 0.3444995 Long DBT CORP US N 2 2043-02-15 Fixed 4.45 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBC6 31665000.000000 PA USD 39135852.640000 0.1271417 Long DBT CORP US N 2 2045-02-15 Fixed 5.1 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBU6 3575000.000000 PA USD 4361544.830000 0.0141695 Long DBT CORP US N 2 2049-02-01 Fixed 4.8 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 293791AT6 13761000.000000 PA USD 17242318.190000 0.0560156 Long DBT CORP US N 2 2035-03-01 Fixed 5.75 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 42362000.000000 PA USD 51114549.230000 0.1660572 Long DBT CORP US N 2 2044-03-15 Fixed 4.85 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAW3 11300000.000000 PA USD 13538468.640000 0.0439828 Long DBT CORP US N 2 2042-08-15 Fixed 4.85 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBM4 17499000.000000 PA USD 16405766.250000 0.0532978 Long DBT CORP US N 2 2077-08-16 Floating 4.875 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBN2 7101000.000000 PA USD 7257554.680000 0.0235778 Long DBT CORP US N 2 2077-08-16 Floating 5.25 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAQ6 4995000.000000 PA USD 6929175.190000 0.0225110 Long DBT CORP US N 2 2040-09-01 Fixed 6.45 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBF9 500000.000000 PA USD 633193.460000 0.0020571 Long DBT CORP US N 2 2054-10-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAB5 200000.000000 PA USD 213108.870000 0.0006923 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 7000000.000000 PA USD 7559437.760000 0.0245585 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 9325000.000000 PA USD 9852941.870000 0.0320095 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 100000.000000 PA USD 106939.820000 0.0003474 Long DBT CORP US N 2 2026-12-15 Fixed 4.75 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 10760000.000000 PA USD 10870330.030000 0.0353147 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAA8 7100000.000000 PA USD 7382615.500000 0.0239841 Long DBT CORP US N 2 2024-08-01 Fixed 4 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBT2 11300000.000000 PA USD 11549218.000000 0.0375202 Long DBT CORP US N 2 2052-02-15 Fixed 3.4 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBJ4 17681000.000000 PA USD 16963832.120000 0.0551108 Long DBT CORP US N 2 2050-07-15 Fixed 3 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 35100000.000000 NS USD 36087187.500000 0.1172374 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 37600000.000000 NS USD 38634000.380000 0.1255113 Long EP CORP US N 2 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 520000.000000 PA USD 538311.890000 0.0017488 Long DBT CORP US N 2 2023-04-20 Fixed 3.9 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 20700000.000000 NS USD 20816437.500000 0.0676269 Long EP CORP US N 2 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 12407000.000000 PA USD 13919836.870000 0.0452217 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 49900000.000000 NS USD 49900000.000000 0.1621114 Long EP CORP US N 2 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AM7 36475000.000000 PA USD 45665623.620000 0.1483551 Long DBT CORP US N 2 2048-04-20 Fixed 5 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 9200000.000000 PA USD 13576916.190000 0.0441077 Long DBT CORP US N 2 2037-10-15 Fixed 7 N N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABB8 1445000.000000 PA USD 1818366.090000 0.0059074 Long DBT CORP US N 2 2044-07-01 Fixed 4.5 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 BN13P8II9 8000000.000000 PA 9552011.790000 0.0310319 Long DBT CORP AT N 2 2027-10-15 Floating 4.25 N N N N N N ESSENTIAL PROPERTIES LP 254900XX9FNFCDE1NX02 29670VAA7 5000000.000000 PA USD 4933603.750000 0.0160279 Long DBT CORP US N 2 2031-07-15 Fixed 2.95 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAS6 3900000.000000 PA USD 4773002.250000 0.0155062 Long DBT CORP US N 2 2048-03-15 Fixed 4.5 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAR8 10700000.000000 PA USD 11526021.920000 0.0374449 Long DBT CORP US N 2 2027-05-01 Fixed 3.625 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAZ0 7500000.000000 PA USD 7531260.900000 0.0244670 Long DBT CORP US N 2 2031-06-15 Fixed 2.55 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAX5 14400000.000000 PA USD 12987924.190000 0.0421942 Long DBT CORP US N 2 2050-09-01 Fixed 2.65 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B549 831000.000000 NS USD 21697410.000000 0.0704889 Long EP CORP US N 1 N N N EVEREST REINSURANCE HLDGS N/A 299808AH8 3000000.000000 PA USD 3157807.680000 0.0102589 Long DBT CORP US N 2 2050-10-15 Fixed 3.5 N N N N N N EVEREST REINSURANCE HLDGS N/A 299808AJ4 8300000.000000 PA USD 8100224.890000 0.0263154 Long DBT CORP US N 2 2052-10-15 Fixed 3.125 N N N N N N EVERGY KANSAS CENTRAL INC J75GNWGEO73W89ZV3S44 30036FAA9 8300000.000000 PA USD 8920047.850000 0.0289788 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 485134BS8 15431000.000000 PA USD 18368828.470000 0.0596753 Long DBT CORP US N 2 2049-04-01 Fixed 4.125 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 485134BQ2 1200000.000000 PA USD 1437449.780000 0.0046699 Long DBT CORP US N 2 2047-06-15 Fixed 4.2 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAB4 2838000.000000 PA USD 2983301.540000 0.0096919 Long DBT CORP US N 2 2026-03-15 Fixed 3.35 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 7000000.000000 PA USD 8927306.430000 0.0290024 Long DBT CORP US N 2 2035-06-15 Fixed 5.625 N N N N N N EXELON GENERATION COMPANY LLC S2PEWKCZFFECR4533P43 30161MAN3 21664000.000000 PA USD 25654798.010000 0.0833454 Long DBT CORP US N 2 2042-06-15 Fixed 5.6 N N N N N N EXELON GENERATION COMPANY LLC S2PEWKCZFFECR4533P43 30161MAG8 13115000.000000 PA USD 16409188.850000 0.0533090 Long DBT CORP US N 2 2039-10-01 Fixed 6.25 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 5343000.000000 PA USD 5458303.600000 0.0177325 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N EXPEDIA GROUP INC N/A 30212PBK0 4600000.000000 PA USD 5125563.390000 0.0166516 Long DBT CORP US N 2 2027-08-01 Fixed 4.625 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 3000000.000000 PA USD 2919735.300000 0.0094854 Long DBT CORP US N 2 2032-03-15 Fixed 2.35 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 18100000.000000 PA USD 20152011.300000 0.0654684 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BF8 8300000.000000 PA USD 9306819.800000 0.0302353 Long DBT CORP CA N 2 2030-04-29 Fixed 4.625 N N N N N N FARMERS INSURANCE EXCHANGE 549300UWG2TLX1GZVT44 309601AE2 21600000.000000 PA USD 24995942.930000 0.0812050 Long DBT CORP US N 2 2057-11-01 Floating 4.747 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XAW6 14941000.000000 PA USD 19005708.010000 0.0617443 Long DBT CORP US N 2 2044-01-15 Fixed 5.1 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBG0 18300000.000000 PA USD 21983394.540000 0.0714180 Long DBT CORP US N 2 2046-04-01 Fixed 4.55 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XAT3 765000.000000 PA USD 841796.970000 0.0027348 Long DBT CORP US N 2 2042-08-01 Fixed 3.875 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBS4 14000000.000000 PA USD 17927557.200000 0.0582417 Long DBT CORP US N 2 2048-10-17 Fixed 4.95 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBE5 3250000.000000 PA USD 3969738.010000 0.0128966 Long DBT CORP US N 2 2045-11-15 Fixed 4.75 N N N N N N FHLMC STRUCTURED P/T SECURITIES E3 N/A 3133TCE95 3505.400000 PA USD 3521.940000 0.0000114 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 3.769 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898324AB4 20015000.000000 PA USD 24496458.980000 0.0795823 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 5255000.000000 PA USD 6431620.880000 0.0208946 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 23500000.000000 PA USD 27471735.000000 0.0892481 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39 N N N N N N FINANCE AMERICA MTGE LOAN TRUST 2004-3 N/A 317350BT2 6405023.790000 PA USD 6412602.850000 0.0208328 Long ABS-MBS CORP US N 2 2034-11-25 Floating 0.97188 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAE2 18250000.000000 PA USD 18811776.610000 0.0611143 Long DBT CORP US N 2 2023-02-01 Fixed 4.3 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAG7 3300000.000000 PA USD 3619137.420000 0.0117576 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AM9 14400000.000000 PA USD 14148000.000000 0.0459630 Long DBT CORP US N 2 2050-03-01 Fixed 3.4 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 700000.000000 PA USD 834126.150000 0.0027098 Long DBT CORP US N 2 2047-07-15 Variable 5.35 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 5092000.000000 PA USD 4909324.500000 0.0159490 Long DBT CORP US N 2 2030-09-01 Fixed 2.25 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAB5 10846000.000000 PA USD 11539182.940000 0.0374876 Long DBT CORP US N 2 2025-01-15 Fixed 4.35 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAC3 2969000.000000 PA USD 3397929.590000 0.0110389 Long DBT CORP US N 2 2049-04-01 Fixed 4.55 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAA7 10100000.000000 PA USD 12774581.300000 0.0415011 Long DBT CORP US N 2 2044-07-15 Fixed 5.45 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAD1 2600000.000000 PA USD 2606811.790000 0.0084688 Long DBT CORP US N 2 2028-09-15 Fixed 2.866 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 30000000.000000 PA USD 35832431.400000 0.1164097 Long DBT CORP US N 2 2049-07-01 Fixed 4.4 N N N N N N FLEX INTERMEDIATE HOLDCO LLC 549300290TQIGM30A243 33939HAA7 6400000.000000 PA USD 6434413.760000 0.0209036 Long DBT CORP US N 2 2031-06-30 Fixed 3.363 N N N N N N FLEX INTERMEDIATE HOLDCO LLC 549300290TQIGM30A243 33939HAB5 55500000.000000 PA USD 57231577.250000 0.1859297 Long DBT CORP US N 2 2039-12-30 Fixed 4.317 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAC9 2000000.000000 PA USD 2138073.880000 0.0069460 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 18200000.000000 PA USD 20776435.130000 0.0674969 Long DBT CORP SG N 2 2030-05-12 Fixed 4.875 N N N N N N FLORIDA HURRICANE CATASTROPHE FD FIN COR 549300S34SOJ0RULXM35 341271AE4 3100000.000000 PA USD 3093870.990000 0.0100511 Long DBT MUN US N 2 2027-07-01 Fixed 1.705 N N N N N N FLORIDA HURRICANE CATASTROPHE FD FIN COR 549300S34SOJ0RULXM35 341271AF1 11700000.000000 PA USD 11681395.830000 0.0379497 Long DBT MUN US N 2 2030-07-01 Fixed 2.154 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FL6 4200000.000000 PA USD 4988139.370000 0.0162051 Long DBT CORP US N 2 2044-10-01 Fixed 4.05 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 18800000.000000 PA USD 21611279.430000 0.0702091 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GE1 15000000.000000 PA USD 15251253.300000 0.0495471 Long DBT CORP US N 2 2051-12-04 Fixed 2.875 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAE8 250000.000000 PA USD 326096.580000 0.0010594 Long DBT CORP US N 2 2043-02-01 Fixed 5.15 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAB4 500000.000000 PA USD 726954.320000 0.0023617 Long DBT CORP US N 2 2039-11-15 Fixed 6.45 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 U30310AE3 1300000.000000 PA USD 1695702.220000 0.0055089 Long DBT CORP US N 2 2043-02-01 Fixed 5.15 N N N N N N FNMA PASS THRU POOLS N/A 31371FMA7 316.310000 PA USD 341.670000 0.0000011 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.5 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 9750.000000 NS 2525597.320000 0.0082050 Long EP CORP GB N 2 N N N FNMA PASS THRU POOLS N/A 31376WY53 3432.700000 PA USD 3639.750000 0.0000118 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31385WX38 227.360000 PA USD 249.740000 0.0000008 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GKM7 2057.870000 PA USD 2264.790000 0.0000074 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EKKN4 37313.340000 PA USD 40311.730000 0.0001310 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ERA59 74063.370000 PA USD 80612.000000 0.0002619 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WET25 16626.490000 PA USD 17766.850000 0.0000577 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138YY3S0 19903.400000 PA USD 21210.450000 0.0000689 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140F9WL5 19712.080000 PA USD 20998.780000 0.0000682 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FBCC2 3149923.290000 PA USD 3373138.600000 0.0109584 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FECJ1 5235084.250000 PA USD 5642715.130000 0.0183316 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 2209494.590000 PA USD 21471868.460000 0.0697562 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3140J8C27 21842.220000 PA USD 23280.550000 0.0000756 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JN4Q0 390878.680000 PA USD 418679.010000 0.0013602 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QCCL8 557855.660000 PA USD 594017.440000 0.0019298 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X4MT0 108082.560000 PA USD 115005.680000 0.0003736 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YSX6 203471.860000 PA USD 223552.860000 0.0007263 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BC8 10000000.000000 NS USD 9867400.000000 0.0320565 Long EP CORP US N 2 N N N FNMA PASS THRU POOLS N/A 31418CFE9 27443.780000 PA USD 29308.540000 0.0000952 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CS47 23575.670000 PA USD 24972.750000 0.0000811 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FORD HOLDINGS LLC N/A 345277AE7 14575000.000000 PA USD 20303485.130000 0.0659605 Long DBT CORP US N 2 2030-03-01 Fixed 9.3 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZM8 14107000.000000 PA USD 14135072.930000 0.0459210 Long DBT CORP US N 2 2022-01-07 Fixed 5.596 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZN6 900000.000000 PA USD 900000.700000 0.0029239 Long DBT CORP US N 2 2022-01-07 Floating 3.264 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZC0 3131000.000000 PA USD 3126043.160000 0.0101557 Long DBT CORP US N 2 2023-02-15 Floating 1.391 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YJ6 7778000.000000 PA USD 7774539.100000 0.0252573 Long DBT CORP US N 2 2022-03-28 Floating 1.48975 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 54000000.000000 PA USD 58252770.000000 0.1892473 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YP2 524000.000000 PA USD 524952.440000 0.0017054 Long DBT CORP US N 2 2022-08-03 Floating 1.22088 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 34540XAB9 20000000.000000 PA USD 20326000.000000 0.0660336 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N FORTUNE BRANDS HOME & SECURITY INC 54930032LHW54PQUJD44 34964CAA4 2700000.000000 PA USD 2896975.100000 0.0094115 Long DBT CORP US N 2 2025-06-15 Fixed 4 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 1800000.000000 PA USD 2462719.910000 0.0080007 Long DBT CORP US N 2 2049-01-25 Fixed 5.576 N N N N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613AM3 2800000.000000 PA USD 2702757.540000 0.0087805 Long DBT CORP US N 2 2051-08-12 Fixed 2.95 N N N N N N FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE 5299001ERX0K10IZUL40 ACI1WRL13 3000000.000000 PA 3519330.020000 0.0114333 Long DBT CORP DE N 2 2028-03-31 Fixed 1.875 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A 35563CAJ7 18947739.660000 PA USD 21419472.300000 0.0695860 Long ABS-MBS USGSE US N 2 2052-10-25 Variable 4.32027 N N N N N N REINSURANCE GROUP OF AMERICA INCORPORATED LORM1GNEU1DKEW527V90 759351703 258700.000000 NS USD 6701623.500000 0.0217717 Long EP CORP US N 1 N N N AT&T MOBILITY II LLC N/A 04651L206 9048456.000000 NS USD 235876318.260000 0.7662975 Long EP CORP US Y 3 N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 35805BAE8 27100000.000000 PA USD 27378494.230000 0.0889452 Long DBT CORP US N 2 2031-12-01 Fixed 3 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 17400000.000000 PA USD 17325486.240000 0.0562858 Long DBT CORP US N 2 2028-10-12 Fixed 3.125 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 36192NAA9 14500000.000000 PA USD 14780401.000000 0.0480175 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 36192NAB7 17825000.000000 PA USD 19120253.630000 0.0621165 Long DBT CORP LU N 2 2023-11-27 Fixed 6 N N N N N N GAZPROM OAO VIA GPN CAPITAL SA 54930038HWNV6ZAAFY05 ACI02FKT4 3450000.000000 PA USD 3516716.100000 0.0114248 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 4500000.000000 PA USD 4826992.500000 0.0156816 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 24500000.000000 PA USD 26260055.500000 0.0853117 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 9400000.000000 PA USD 9494000.000000 0.0308434 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 6900000.000000 PA 8204430.240000 0.0266539 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 B1TK18II5 26675000.000000 PA USD 26941750.000000 0.0875264 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 ACI0TDT53 12600000.000000 PA 17775291.760000 0.0577471 Long DBT CORP LU N 2 2024-04-06 Fixed 4.25 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI0QVRD1 3800000.000000 PA 4518381.870000 0.0146790 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 ACI0YYVB5 3900000.000000 PA 4589222.050000 0.0149091 Long DBT CORP LU N 2 2024-11-22 Fixed 2.25 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1V9J90 21000000.000000 PA USD 20122746.000000 0.0653733 Long DBT CORP GB N 2 2029-01-27 Fixed 2.95 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1V9JH2 21900000.000000 PA USD 20985149.400000 0.0681750 Long DBT CORP GB N 2 2029-01-27 Fixed 2.95 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1VT7X6 24900000.000000 PA 27747791.030000 0.0901450 Long DBT CORP GB N 2 2027-02-17 Fixed 1.5 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1K5SJ8 26400000.000000 PA USD 25560612.000000 0.0830394 Long DBT CORP GB N 2 2030-02-25 Fixed 3.25 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 15200000.000000 PA USD 17994485.500000 0.0584592 Long DBT CORP US N 2 2032-05-15 Fixed 4.55 N N N N N N GE CAPITAL INTERNATIONAL FUNDING COMPANY 549300G6UZOB126GBY72 36164QNA2 90358000.000000 PA USD 107977969.930000 0.3507908 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 36962GXZ2 3995000.000000 PA USD 5454992.210000 0.0177218 Long DBT CORP US N 2 2032-03-15 Fixed 6.75 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAP5 15200000.000000 PA USD 18353232.550000 0.0596246 Long DBT CORP US N 2 2038-04-01 Fixed 5.15 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XBX3 2000000.000000 PA USD 2008686.960000 0.0065257 Long DBT CORP US N 2 2022-06-30 Floating 1.52788 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCR5 16015000.000000 PA USD 17179805.380000 0.0558125 Long DBT CORP US N 2 2024-01-17 Fixed 5.1 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KP5 22700000.000000 PA USD 22823187.680000 0.0741463 Long DBT CORP US N 2 2051-03-15 Fixed 3.25 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JS1 1425000.000000 PA USD 1684384.880000 0.0054721 Long DBT CORP US N 2 2040-09-01 Fixed 4.75 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BD4 6200000.000000 PA USD 7874291.090000 0.0255814 Long DBT CORP US N 2 2046-03-01 Fixed 4.75 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AX1 325000.000000 PA USD 411124.430000 0.0013356 Long DBT CORP US N 2 2044-04-01 Fixed 4.8 N N N N N N GLENCORE FINANCE (CANADA) LIMITED 5493005TTO0UJ33KCK70 98417EAR1 8730000.000000 PA USD 11123766.000000 0.0361381 Long DBT CORP CA N 2 2042-10-25 Variable 5.55 N N N N N N GLENCORE FINANCE (CANADA) LIMITED 5493005TTO0UJ33KCK70 C98874AE7 100000.000000 PA USD 140630.500000 0.0004569 Long DBT CORP CA N 2 2037-11-15 Fixed 6.9 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAC6 4400000.000000 PA USD 5032327.610000 0.0163487 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 P47777AA8 1300000.000000 PA USD 1303250.000000 0.0042339 Long DBT CORP BR N 2 2027-03-31 Fixed 5.125 N N N N N N GLOBO COMUNICACAO E PARTICIPACOES S/A 52990054HEKS017PVR75 P47773AN9 8600000.000000 PA USD 8810571.000000 0.0286231 Long DBT CORP BR N 2 2025-06-08 Fixed 4.843 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 28800000.000000 PA USD 32734368.000000 0.1063450 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 13040000.000000 PA USD 13815630.280000 0.0448832 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AQ2 3100000.000000 PA USD 3312117.500000 0.0107602 Long DBT CORP US N 2 2031-01-15 Fixed 4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AR0 2300000.000000 PA USD 2316134.500000 0.0075245 Long DBT CORP US N 2 2032-01-15 Fixed 3.25 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AK5 1166000.000000 PA USD 1347919.320000 0.0043790 Long DBT CORP US N 2 2028-06-01 Fixed 5.75 N N N N N N GNL QUINTERO SA 549300JJJIQXE6E1QY27 P4909LAA8 4706000.000000 PA USD 5001560.330000 0.0162487 Long DBT CORP CL N 2 2029-07-31 Fixed 4.634 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 28200000.000000 NS USD 30266496.000000 0.0983276 Long EP CORP US N 2 N N N GNMA PASS THRU POOLS N/A 21H022622 33400000.000000 PA USD 34131892.860000 0.1108852 Long ABS-MBS USGSE US N 2 2052-02-22 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36207LB80 3514.510000 PA USD 3528.900000 0.0000115 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 8.5 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BA0 4500000.000000 NS USD 4637996.190000 0.0150676 Long EP CORP US N 2 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477608 52750.000000 NS USD 1440602.500000 0.0046801 Long EP CORP US N 1 N N N STICHTING AK RABOBANK CERTIFICATEN N/A BJBQCWII7 14601825.000000 NS 22941357.590000 0.0745302 Long EP CORP NL N 2 N N N GNMA PASS THRU POOLS N/A 36290X4H0 6511.490000 PA USD 7219.870000 0.0000235 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 4.5 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAG6 12900000.000000 NS USD 12822600.130000 0.0416571 Long EP CORP US N 2 N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122ND74 2000000.000000 PA USD 2002674.000000 0.0065061 Long DBT MUN US N 2 2031-06-01 Fixed 1.85 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122ND58 13800000.000000 PA USD 13849888.380000 0.0449945 Long DBT MUN US N 2 2041-06-01 Fixed 3.714 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NB76 1100000.000000 PA USD 1128257.350000 0.0036654 Long DBT MUN US N 2 2046-06-01 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGM0 12925000.000000 PA USD 18825273.360000 0.0611582 Long DBT CORP US N 2 2041-02-01 Fixed 6.25 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 12000000.000000 PA USD 12098846.280000 0.0393058 Long DBT CORP US N 2 2032-04-22 Floating 2.615 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 10300000.000000 PA USD 12325233.170000 0.0400413 Long DBT CORP US N 2 2039-04-23 Floating 4.411 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 640000.000000 PA USD 711500.180000 0.0023115 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 22244000.000000 PA USD 23971039.060000 0.0778753 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 100000.000000 PA USD 114570.530000 0.0003722 Long DBT CORP US N 2 2038-10-31 Floating 4.017 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 104000000.000000 PA USD 147713068.880000 0.4798793 Long DBT CORP US N 2 2037-10-01 Fixed 6.75 N N N N N N GOLUB CAPITAL BDC INC 2549005WE0QLGK9APF78 38173MAC6 21800000.000000 PA USD 20951814.100000 0.0680667 Long DBT CORP US N 2 2027-02-15 Fixed 2.05 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239KAA6 21200000.000000 PA USD 24643012.920000 0.0800584 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 21450000.000000 PA USD 23180300.720000 0.0753064 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N GREAT-WEST LIFECO DELAWARE FINANCE LP 549300604SRFDFB35F35 391382AB4 3200000.000000 PA USD 3821297.630000 0.0124143 Long DBT CORP US N 2 2047-06-03 Fixed 4.15 N N N N N N GTL TRADE FINANCE INC 549300PSJEHGXCQ8J374 000000000 5200000.000000 PA USD 6949592.000000 0.0225773 Long DBT CORP VG N 2 2044-04-16 Fixed 7.25 N N N N N N GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AC8 7903000.000000 PA USD 10353611.550000 0.0336360 Long DBT CORP US N 2 2077-01-24 Fixed 4.85 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216AY7 14239000.000000 PA USD 20961058.750000 0.0680967 Long DBT CORP US N 2 2039-09-15 Fixed 7.45 N N N N N N HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP) JJYR6MFKFF6CF8DBZ078 410867AF2 6600000.000000 PA USD 7241936.590000 0.0235271 Long DBT CORP US N 2 2026-04-15 Fixed 4.5 N N N N N N HARTFORD FINANCIAL SERVICES GROUP INC/THE IU7C3FTM7Y3BQM112U94 416515BC7 3600000.000000 PA USD 3438799.990000 0.0111717 Long DBT CORP US N 2 2067-02-12 Floating 2.281 N N N N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89832QAF6 17734000.000000 NS USD 19862080.000000 0.0645265 Long EP CORP US N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404122BH5 16915000.000000 PA USD 17033049.790000 0.0553357 Long LON CORP US N 2 2028-06-30 Floating 1.8519 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 8800000.000000 PA USD 9699348.380000 0.0315105 Long DBT CORP US N 2 2027-02-15 Fixed 4.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AF2 6500000.000000 PA USD 6810227.520000 0.0221246 Long DBT CORP US N 2 2023-05-01 Fixed 4.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 23062000.000000 PA USD 30249988.380000 0.0982739 Long DBT CORP US N 2 2047-06-15 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 7900000.000000 PA USD 10165261.090000 0.0330241 Long DBT CORP US N 2 2049-06-15 Fixed 5.25 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 15000000.000000 PA USD 15328005.150000 0.0497965 Long DBT CORP US N 2 2051-07-15 Fixed 3.5 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 40414LAE9 3500000.000000 PA USD 5245526.480000 0.0170413 Long DBT CORP US N 2 2041-02-01 Fixed 6.75 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 423012AG8 12200000.000000 PA USD 15206592.640000 0.0494021 Long DBT CORP NL N 2 2047-03-29 Fixed 4.35 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AE1 15300000.000000 PA USD 15031346.840000 0.0488327 Long DBT CORP US N 2 2031-09-29 Fixed 2.9 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAC1 9135000.000000 PA USD 11624132.110000 0.0377636 Long DBT CORP US N 2 2040-01-15 Fixed 6 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 023551AJ3 2129000.000000 PA USD 2838058.320000 0.0092201 Long DBT CORP US N 2 2031-08-15 Fixed 7.3 N N N N N N HIGH STREET FUNDING TRUST II N/A 42981DAA4 8800000.000000 PA USD 10860946.800000 0.0352842 Long DBT CORP US N 2 2048-02-15 Fixed 4.682 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 2700000.000000 PA USD 2676648.430000 0.0086957 Long DBT CORP US N 2 2031-02-01 Fixed 2.6 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AR3 2198000.000000 PA USD 2429132.580000 0.0078916 Long DBT CORP US N 2 2029-04-15 Fixed 4.2 N N N N N N HILL CITY FUNDING TRUST N/A 43137PAA8 15000000.000000 PA USD 14533939.950000 0.0472168 Long DBT CORP US N 2 2041-08-15 Fixed 4.046 N N N N N N HILTON WORLDWIDE FINANCE LLC 549300406TN7EY0NPH20 43289DAH6 6408644.920000 PA USD 6364143.290000 0.0206754 Long LON CORP US N 2 2026-06-22 Floating 1.8519 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 50587KAB7 4300000.000000 PA USD 5301864.010000 0.0172243 Long DBT CORP US N 2 2046-09-22 Fixed 4.75 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BF8 9350000.000000 PA USD 11695715.100000 0.0379962 Long DBT CORP US N 2 2045-03-15 Fixed 4.4 N N N N N N HOMEBANC MORTGAGE TRUST 2005-3 N/A 43739EBL0 4275762.170000 PA USD 4301863.130000 0.0139756 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.76188 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 013817AJ0 1900000.000000 PA USD 2172650.000000 0.0070583 Long DBT CORP US N 2 2027-02-01 Fixed 5.9 N N N N N N HSBC BANK CAPITAL FUNDING (STERLING 1) LP 2138007XGRZME1ZCTY76 770567II8 8956000.000000 PA 16800546.240000 0.0545804 Long DBT CORP JE N 2 2031-11-05 Floating 5.844 N N N N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 4042Q1AD9 11450000.000000 PA USD 17823927.380000 0.0579051 Long DBT CORP US N 2 2039-01-15 Fixed 7 N N N N N N HSBC CAPITAL FUNDING (DOLLAR 1) LP 213800HMY2DB765NHE46 G4637HAB4 2200000.000000 PA USD 3608000.000000 0.0117214 Long DBT CORP JE N 2 2030-06-30 Floating 10.176 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 95300000.000000 PA USD 105149731.500000 0.3416027 Long DBT CORP GB N 2 2028-03-23 Floating 6.5 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 3200000.000000 PA USD 3205376.000000 0.0104134 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 404280CP2 7200000.000000 PA USD 7173000.000000 0.0233031 Long DBT CORP GB N 2 2026-03-09 Floating 4 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 7600000.000000 PA USD 7619000.080000 0.0247520 Long DBT CORP GB N 2 2031-03-09 Floating 4.7 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BFM4XMII1 26400000.000000 PA 38616250.720000 0.1254536 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 404280AM1 10850000.000000 PA USD 15544285.920000 0.0504991 Long DBT CORP GB N 2 2042-01-14 Fixed 6.1 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 9957000.000000 PA USD 10453802.920000 0.0339615 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 21131000.000000 PA USD 23177532.700000 0.0752975 Long DBT CORP GB N 2 2026-03-08 Fixed 4.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 4600000.000000 PA USD 5402993.250000 0.0175528 Long DBT CORP ZA N 2 2030-03-31 Fixed 4.95 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BB4 4500000.000000 PA USD 4858184.430000 0.0157829 Long DBT CORP GB N 2 2026-05-25 Fixed 3.9 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 4000000.000000 PA USD 4343010.640000 0.0141093 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 78700000.000000 PA USD 79026613.660000 0.2567358 Long DBT CORP GB N 2 2032-05-24 Floating 2.804 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 7050000.000000 PA USD 7904128.720000 0.0256783 Long DBT CORP GB N 2 2029-06-19 Floating 4.583 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 6800000.000000 PA USD 6885893.590000 0.0223704 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 4600000.000000 PA USD 4499167.080000 0.0146166 Long DBT CORP GB N 2 2031-08-18 Floating 2.357 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AF6 11547000.000000 PA USD 15951667.810000 0.0518226 Long DBT CORP GB N 2 2032-05-17 Fixed 7.625 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 4300000.000000 PA USD 6096841.860000 0.0198070 Long DBT CORP GB N 2 2038-06-01 Fixed 6.8 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 18115000.000000 PA USD 25106319.400000 0.0815636 Long DBT CORP GB N 2 2037-09-15 Fixed 6.5 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 B2QP0KII9 1900000.000000 PA 3830403.170000 0.0124439 Long DBT CORP GB N 2 2038-04-07 Fixed 7 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAC0 7600000.000000 PA USD 7895245.710000 0.0256495 Long DBT CORP US N 2 2030-01-15 Fixed 3.25 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 7537000.000000 PA USD 8527070.570000 0.0277021 Long DBT CORP US N 2 2029-04-01 Fixed 4.65 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAA4 5600000.000000 PA USD 6005374.480000 0.0195098 Long DBT CORP US N 2 2027-11-01 Fixed 3.95 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859AZ5 1000000.000000 PA USD 1620003.670000 0.0052629 Long DBT CORP US N 2 2038-06-15 Fixed 8.15 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BL5 11800000.000000 PA USD 13469558.870000 0.0437589 Long DBT CORP US N 2 2049-08-15 Fixed 3.95 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 5500000.000000 PA USD 6085422.590000 0.0197699 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AJ1 5850000.000000 PA USD 6985426.680000 0.0226937 Long DBT CORP US N 2 2030-04-23 Variable 5.75 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AG7 1100000.000000 PA USD 1190453.420000 0.0038675 Long DBT CORP US N 2 2028-09-15 Fixed 4.375 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABX4 15000000.000000 PA USD 14635408.950000 0.0475464 Long DBT CORP US N 2 2028-06-15 Fixed 2 N N N N N N IDAHO POWER COMPANY TN0LL73P2C8X3W6KM391 45138LAY9 9000000.000000 PA USD 11091439.350000 0.0360330 Long DBT CORP US N 2 2040-08-15 Fixed 4.85 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAA5 9301000.000000 PA USD 9605003.280000 0.0312040 Long DBT CORP BM N 2 2022-11-01 Fixed 5 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973AZ9 20300000.000000 NS USD 21982261.000000 0.0714143 Long EP CORP US N 2 N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAJ6 7700000.000000 PA USD 8784314.000000 0.0285378 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25 N N N N N N ILLINOIS MUNICIPAL ELECTRIC AGENCY N/A 452024GT3 2800000.000000 PA USD 3618844.880000 0.0117566 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 453140AF2 19615000.000000 PA USD 21076666.840000 0.0684723 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 7800000.000000 PA USD 8207620.820000 0.0266643 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAC7 6900000.000000 PA USD 7316713.080000 0.0237700 Long DBT CORP GB N 2 2029-07-26 Fixed 3.875 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 G4721VBL7 200000.000000 PA USD 203769.460000 0.0006620 Long DBT CORP GB N 2 2023-02-11 Fixed 3.5 N N N N N N INDIANA FINANCE AUTHORITY 549300PS0PAS7NDSSI20 455057SV2 1750000.000000 PA USD 2636828.780000 0.0085663 Long DBT MUN US N 2 2039-02-01 Fixed 6.596 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 500000.000000 PA USD 613555.870000 0.0019933 Long DBT CORP US N 2 2046-03-15 Fixed 4.55 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AU0 14800000.000000 PA USD 15251454.320000 0.0495478 Long DBT CORP US N 2 2051-05-01 Fixed 3.25 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 5000000.000000 PA USD 5948269.200000 0.0193243 Long DBT CORP US N 2 2048-08-15 Fixed 4.25 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 71567PAQ3 6200000.000000 PA USD 6514898.000000 0.0211651 Long DBT NUSS ID N 2 2050-06-23 Fixed 3.8 N N N N N N INDONESIA GOVT 529900FWX0GRR7WG5W79 455780CT1 15200000.000000 PA USD 17371275.620000 0.0564345 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 8500000.000000 PA USD 9311197.500000 0.0302495 Long DBT CORP MX N 2 2050-08-06 Fixed 4.75 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AR4 8600000.000000 PA USD 9262931.000000 0.0300927 Long DBT CORP NL N 2 2026-11-16 Floating 5.75 N N N N Y ING GROEP NV EUR XXXX N N N ING GROEP NV 549300NYKK9MWM7GGW15 45685NAA4 400000.000000 PA USD 444857.300000 0.0014452 Long DBT CORP NL N 2 2026-01-06 Fixed 4.625 N N N N N N INTEGRIS BAPTIST MEDICAL CENTER 549300S00ZKDLJSB3927 45834QAA7 10800000.000000 PA USD 12375936.970000 0.0402060 Long DBT CORP US N 2 2050-08-15 Fixed 3.875 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAL8 9400000.000000 PA USD 9550879.400000 0.0310282 Long DBT CORP US N 2 2050-06-15 Fixed 3 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAH7 1800000.000000 PA USD 2205720.000000 0.0071658 Long DBT CORP US N 2 2048-09-21 Fixed 4.25 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAQ7 3200000.000000 PA USD 3165870.400000 0.0102850 Long DBT CORP US N 2 2060-09-15 Fixed 3 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 9000000.000000 PA USD 8832042.000000 0.0286929 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A 459745GK5 800000.000000 PA USD 802012.240000 0.0026055 Long DBT CORP US N 2 2022-01-15 Fixed 8.625 N N N N N N INTERNATIONAL PAPER COMPANY 824LMFJDH41EY779Q875 460146CC5 9455000.000000 PA USD 15497115.070000 0.0503459 Long DBT CORP US N 2 2038-06-15 Fixed 8.7 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AG9 5000000.000000 PA USD 7014396.900000 0.0227879 Long DBT CORP US N 2 2039-07-15 Fixed 6.25 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBL0 8000000.000000 PA USD 8588469.760000 0.0279016 Long DBT CORP IT N 2 2029-09-23 Fixed 4 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAC6 6600000.000000 PA USD 6481567.550000 0.0210568 Long DBT CORP US N 2 2034-01-15 Fixed 2.7 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 5600000.000000 PA USD 5279533.620000 0.0171518 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 14524000.000000 PA USD 15974191.480000 0.0518958 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N IRVINE RANCH WATER DISTRICT 2ZRS7W19IBMY48SFBI68 4636324P1 10000000.000000 PA USD 15073584.000000 0.0489699 Long DBT MUN US N 2 2040-05-01 Fixed 6.622 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513YJJ8 13300000.000000 PA USD 16338704.200000 0.0530800 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.125 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JB42 18000000.000000 PA USD 21054888.000000 0.0684016 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.875 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JB59 4600000.000000 PA USD 5885157.200000 0.0191193 Long DBT NUSS IL N 2 2099-12-31 Fixed 4.5 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1M29S4 2100000.000000 PA USD 2434887.000000 0.0079103 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.8 N N N N N N ITAU UNIBANCO HOLDING SA/ CAYMAN ISLAND BRANCH 5493002W2IVG62O3ZJ94 46556LAJ3 450000.000000 PA USD 472221.000000 0.0015341 Long DBT CORP BR N 2 2023-05-13 Fixed 5.125 N N N N N N ITAU UNIBANCO HOLDING SA/ CAYMAN ISLAND BRANCH 5493002W2IVG62O3ZJ94 46556LAH7 6900000.000000 PA USD 7071396.000000 0.0229730 Long DBT CORP BR N 2 2022-08-06 Fixed 5.5 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAB4 1500000.000000 PA USD 1631858.670000 0.0053015 Long DBT CORP NL N 2 2051-05-28 Fixed 3.75 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAA6 4700000.000000 PA USD 4607519.510000 0.0149686 Long DBT CORP NL N 2 2030-11-23 Fixed 2.2 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 80479000.000000 NS USD 84966911.440000 0.2760342 Long EP CORP US N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 54074000.000000 NS USD 55594832.330000 0.1806124 Long EP CORP US N 2 N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 23700000.000000 PA USD 32797072.700000 0.1065487 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 8562000.000000 PA USD 11379855.830000 0.0369700 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 11500000.000000 PA USD 11667466.220000 0.0379044 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 1463440.000000 PA USD 1479134.370000 0.0048053 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JETBLUE 2020-1 CLASS A PASS THROUGH TRUST N/A 477164AA5 12616600.500000 PA USD 13654674.200000 0.0443603 Long DBT CORP US N 2 2034-05-15 Fixed 4 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 20200.000000 NS USD 30108706.000000 0.0978149 Long EP CORP US N 1 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 23200000.000000 PA USD 24872356.220000 0.0808035 Long DBT CORP US N 2 2029-01-23 Floating 3.509 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAN6 14850000.000000 PA USD 17245935.830000 0.0560273 Long DBT CORP US N 2 2049-01-23 Floating 3.897 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 15000000.000000 PA USD 16569702.600000 0.0538304 Long DBT CORP US N 2 2029-04-23 Floating 4.005 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCE4 4200000.000000 PA USD 4505095.770000 0.0146358 Long DBT CORP US N 2 2052-04-22 Floating 3.328 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 5000000.000000 PA USD 5469396.550000 0.0177686 Long DBT CORP US N 2 2030-05-06 Floating 3.702 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHF0 4508000.000000 PA USD 6570018.930000 0.0213442 Long DBT CORP US N 2 2038-05-15 Fixed 6.4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJB7 21340000.000000 PA USD 29608126.020000 0.0961887 Long DBT CORP US N 2 2041-07-15 Fixed 5.6 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 6375000.000000 PA USD 6556804.100000 0.0213013 Long DBT CORP US N 2 2030-10-15 Floating 2.739 N N N N N N JP MORGAN MTGGE ACQUIS CORP 2005-OPT2 N/A 46626LEN6 4168813.070000 PA USD 4174762.800000 0.0135627 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.82188 N N N N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203RAD6 43978000.000000 PA USD 58431232.490000 0.1898271 Long DBT CORP US N 2 2041-03-15 Fixed 5.95 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 14300000.000000 PA USD 17671950.440000 0.0574113 Long DBT CORP US N 2 2047-05-01 Fixed 4.15 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 485170AQ7 5000000.000000 PA USD 5839422.050000 0.0189707 Long DBT CORP US N 2 2043-05-15 Fixed 4.3 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 485170BB9 17700000.000000 PA USD 22138702.460000 0.0719226 Long DBT CORP US N 2 2048-05-01 Fixed 4.7 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 485170BE3 2300000.000000 PA USD 2455220.240000 0.0079763 Long DBT CORP US N 2 2050-05-01 Fixed 3.5 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 485170AS3 24795000.000000 PA USD 31646721.370000 0.1028115 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 5912190.350000 PA USD 5217827.240000 0.0169513 Long ABS-O CORP KY N 2 2042-12-15 Fixed 4.212 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BM8 6400000.000000 PA USD 6727808.580000 0.0218568 Long DBT CORP US N 2 2050-06-01 Fixed 3.3 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BL0 7100000.000000 PA USD 8394452.760000 0.0272713 Long DBT CORP US N 2 2045-10-01 Fixed 4.375 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BG1 14500000.000000 PA USD 18490855.450000 0.0600717 Long DBT CORP US N 2 2040-11-01 Fixed 5.125 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAC4 12700000.000000 PA USD 15740757.830000 0.0511374 Long DBT CORP US N 2 2038-05-25 Fixed 4.985 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAD2 5800000.000000 PA USD 7586765.570000 0.0246473 Long DBT CORP US N 2 2048-05-25 Fixed 5.085 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 1500000.000000 PA USD 1548318.290000 0.0050301 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAK8 12400000.000000 PA USD 13938622.380000 0.0452828 Long DBT CORP US N 2 2029-08-15 Fixed 4.25 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 15200000.000000 PA USD 14793982.010000 0.0480616 Long DBT CORP US N 2 2033-11-15 Fixed 2.65 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAN2 2000000.000000 PA USD 2289399.740000 0.0074376 Long DBT CORP US N 2 2028-12-15 Fixed 4.75 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AW6 800000.000000 PA USD 1108763.400000 0.0036021 Long DBT CORP US N 2 2038-01-15 Fixed 6.95 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AV8 12219000.000000 PA USD 16191492.090000 0.0526017 Long DBT CORP US N 2 2037-02-01 Fixed 6.5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AJ5 5000000.000000 PA USD 6682591.250000 0.0217099 Long DBT CORP US N 2 2031-03-15 Fixed 7.4 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AT3 10942000.000000 PA USD 13750997.630000 0.0446732 Long DBT CORP US N 2 2035-03-15 Fixed 5.8 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BH8 10715000.000000 PA USD 14234385.250000 0.0462436 Long DBT CORP US N 2 2041-03-01 Fixed 6.375 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BP0 34835000.000000 PA USD 40659323.520000 0.1320910 Long DBT CORP US N 2 2043-03-01 Fixed 5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BN5 5500000.000000 PA USD 6394541.890000 0.0207741 Long DBT CORP US N 2 2042-08-15 Fixed 5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BD7 36840000.000000 PA USD 49165175.300000 0.1597242 Long DBT CORP US N 2 2039-09-01 Fixed 6.5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BF2 30300000.000000 PA USD 40869036.630000 0.1327723 Long DBT CORP US N 2 2040-09-15 Fixed 6.55 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BK1 1700000.000000 PA USD 2100041.130000 0.0068225 Long DBT CORP US N 2 2041-09-01 Fixed 5.625 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAD1 25567000.000000 PA USD 37540367.420000 0.1219584 Long DBT CORP US N 2 2040-11-15 Fixed 7.5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAF6 7709000.000000 PA USD 8719213.340000 0.0283263 Long DBT CORP US N 2 2042-11-01 Fixed 4.7 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 1365000.000000 PA USD 1645168.380000 0.0053447 Long DBT CORP US N 2 2034-12-01 Fixed 5.3 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAD8 2000000.000000 PA USD 2847614.520000 0.0092511 Long DBT CORP US N 2 2031-08-01 Fixed 7.8 N N N N N N KKR FINANCIAL HOLDINGS LLC 549300U5WMP5TYFNKW68 48248AAG3 15900000.000000 PA USD 16586706.690000 0.0538857 Long DBT CORP US N 2 2033-05-23 Fixed 5.4 N N N N N N KKR GROUP FINANCE CO VII LLC N/A 48252DAA3 26000000.000000 PA USD 27994507.840000 0.0909465 Long DBT CORP US N 2 2050-02-25 Fixed 3.625 N N N N N N KKR GROUP FINANCE CO VIII LLC N/A 48252MAA3 31450000.000000 PA USD 32998369.990000 0.1072027 Long DBT CORP US N 2 2050-08-25 Fixed 3.5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50076QAN6 77238000.000000 PA USD 110065234.420000 0.3575718 Long DBT CORP US N 2 2040-02-09 Fixed 6.5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50076QAE6 10250000.000000 PA USD 12778311.230000 0.0415132 Long DBT CORP US N 2 2042-06-04 Fixed 5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 42307TAH1 26043000.000000 PA USD 39705951.850000 0.1289938 Long DBT CORP US N 2 2039-08-01 Fixed 7.125 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AL8 2200000.000000 PA USD 2728843.040000 0.0088653 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) 549300UTE50ZMDBG8A20 413875AS4 2150000.000000 PA USD 2630606.700000 0.0085461 Long DBT CORP US N 2 2035-04-27 Fixed 4.854 N N N N N N LA MONDIALE 969500L0T16HX3R78P61 ACI1N4DT2 6000000.000000 PA 7101402.750000 0.0230705 Long DBT CORP FR N 2 2031-06-23 Fixed 2.125 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AQ7 1600000.000000 PA USD 1970407.680000 0.0064013 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N LABRADOR AVIATION FINANCE LTD 2016-1A N/A 50543LAA0 16521984.540000 PA USD 16229119.150000 0.0527240 Long ABS-O CORP US N 2 2042-01-15 Fixed 4.3 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AS3 5320000.000000 PA USD 6518499.180000 0.0211768 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AU8 11100000.000000 PA USD 13559890.980000 0.0440524 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 2800000.000000 PA USD 2794715.310000 0.0090793 Long DBT CORP US N 2 2025-06-25 Fixed 2.9 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 27700000.000000 PA USD 28218622.950000 0.0916746 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 132600000.000000 PA USD 134362593.460000 0.4365072 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 28992000.000000 PA USD 29223197.570000 0.0949382 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAJ4 400000.000000 PA USD 457997.400000 0.0014879 Long DBT CORP US N 2 2028-09-19 Fixed 4.5 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 18493000.000000 PA USD 25440820.470000 0.0826503 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 7900000.000000 PA USD 7618799.500000 0.0247514 Long DBT CORP US N 2 2031-02-15 Fixed 2.3 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 2000000.000000 PA USD 2231110.000000 0.0072483 Long DBT CORP US N 2 2030-05-15 Fixed 4.375 N N N N N N LENOVO GROUP LIMITED 254900VUZRGD5U73RE46 526250AB1 18600000.000000 PA USD 18770482.760000 0.0609802 Long DBT CORP HK N 2 2030-11-02 Fixed 3.421 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BQ5 14900000.000000 PA USD 15182131.500000 0.0493226 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 14500000.000000 PA USD 13651967.500000 0.0443515 Long DBT CORP US N 2 2061-02-01 Fixed 4.3 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBK9 20300000.000000 PA USD 22366065.790000 0.0726612 Long DBT CORP US N 2 2060-05-15 Fixed 3.95 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAA2 1100000.000000 PA USD 1207707.380000 0.0039235 Long DBT CORP US N 2 2027-12-15 Fixed 3.875 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AF7 4470000.000000 PA USD 4132410.980000 0.0134251 Long DBT CORP US N 2 2041-02-10 Fixed 2.5 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AG5 24700000.000000 PA USD 22965033.960000 0.0746071 Long DBT CORP US N 2 2051-02-10 Fixed 2.8 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 29200000.000000 PA USD 23359465.640000 0.0758885 Long DBT CORP GB N 2 2032-04-02 Variable 7.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 20800000.000000 PA USD 23516180.480000 0.0763976 Long DBT CORP GB N 2 2025-09-27 Floating 7.5 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 3400000.000000 PA USD 3817280.470000 0.0124013 Long DBT CORP GB N 2 2028-03-22 Fixed 4.375 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 500000.000000 PA USD 543520.520000 0.0017657 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 32500000.000000 PA USD 36994162.400000 0.1201839 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 10200000.000000 PA USD 10901950.230000 0.0354174 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 131854000.000000 NS USD 146852392.500000 0.4770832 Long EP CORP US N 2 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BC2 2500000.000000 PA USD 2798796.830000 0.0090925 Long DBT CORP US N 2 2035-03-01 Fixed 3.6 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BK4 2100000.000000 PA USD 2570079.120000 0.0083495 Long DBT CORP US N 2 2036-05-15 Fixed 4.5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FP4 19798000.000000 NS USD 20726031.250000 0.0673332 Long EP CORP US N 2 N N N LOS ANGELES COMMUNITY COLLEGE DISTRICT N/A 54438CYP1 6500000.000000 PA USD 6374930.250000 0.0207104 Long DBT MUN US N 2 2032-08-01 Fixed 2.106 N N N N N N LOS ANGELES COMMUNITY COLLEGE DISTRICT N/A 54438CPA4 17985000.000000 PA USD 30959783.660000 0.1005799 Long DBT MUN US N 2 2049-08-01 Fixed 6.75 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENT7 15400000.000000 PA USD 21216657.000000 0.0689271 Long DBT MUN US N 2 2033-08-01 Fixed 7.488 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENS9 5200000.000000 PA USD 8593205.920000 0.0279170 Long DBT MUN US N 2 2040-08-01 Fixed 7.618 N N N N N N LOS ANGELES DEPARTMENT OF WATER & POWER POWER SYSTEM REVENUE N/A 544495VX9 1800000.000000 PA USD 2145885.120000 0.0069714 Long DBT MUN US N 2 2027-07-01 Fixed 5.516 N N N N N N LOS ANGELES DEPARTMENT OF WATER & POWER POWER SYSTEM REVENUE N/A 544495WA8 400000.000000 PA USD 680214.640000 0.0022098 Long DBT MUN US N 2 2050-07-01 Fixed 6.603 N N N N N N LOUISVILLE GAS & ELECTRIC KO3GRIB3RPH1XDX50U72 546676AY3 1900000.000000 PA USD 2324897.400000 0.0075530 Long DBT CORP US N 2 2049-04-01 Fixed 4.25 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAE3 9700000.000000 PA USD 10143664.610000 0.0329540 Long DBT CORP GB N 2 2041-04-06 Fixed 3.2 N N N N N N LUMEN TECHNOLOGIES (CENTURYLINK INC) 8M3THTGWLTYZVE6BBY25 15669GAH7 16933469.010000 PA USD 16752230.090000 0.0544234 Long LON CORP US N 2 2027-03-15 Floating 2.3543 N N N N N N M&G PLC 254900TWUJUQ44TQJY84 BYYTRZII0 1900000.000000 PA 2994622.080000 0.0097287 Long DBT CORP GB N 2 2055-07-20 Floating 5.56 N N N N N N MACMILLAN BLOEDEL PEMBROKE LP (AKA: MACMILLAN BLOEDEL LTD) N/A 554783AK6 8555000.000000 PA USD 10517576.890000 0.0341687 Long DBT CORP CA N 2 2026-02-15 Fixed 7.7 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 565000.000000 PA USD 680384.900000 0.0022104 Long DBT CORP US N 2 2035-03-15 Fixed 4.55 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 36177000.000000 PA USD 43345044.210000 0.1408162 Long DBT CORP US N 2 2035-05-14 Fixed 4.5 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAV1 23400000.000000 PA USD 27632593.870000 0.0897707 Long DBT CORP US N 2 2036-05-14 Fixed 4.3 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 25700000.000000 PA USD 31960127.560000 0.1038297 Long DBT CORP US N 2 2045-05-14 Fixed 4.7 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 33650000.000000 PA USD 40795149.810000 0.1325323 Long DBT CORP US N 2 2046-05-14 Fixed 4.45 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDA4 51900000.000000 PA USD 65187108.950000 0.2117751 Long DBT CORP US N 2 2044-06-15 Fixed 4.85 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 565849AE6 3700000.000000 PA USD 4842701.380000 0.0157326 Long DBT CORP US N 2 2037-10-01 Fixed 6.6 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAF9 13503000.000000 PA USD 18600649.590000 0.0604284 Long DBT CORP US N 2 2041-03-01 Fixed 6.5 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571900BB4 10500000.000000 PA USD 10986704.930000 0.0356928 Long DBT CORP US N 2 2024-04-15 Fixed 3.6 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BG7 9700000.000000 PA USD 9680391.260000 0.0314489 Long DBT CORP US N 2 2031-04-15 Fixed 2.85 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BE2 10590000.000000 PA USD 11925759.700000 0.0387435 Long DBT CORP US N 2 2030-06-15 Fixed 4.625 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BF9 23700000.000000 PA USD 24854178.150000 0.0807444 Long DBT CORP US N 2 2032-10-15 Fixed 3.5 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BH5 5000000.000000 PA USD 4856612.700000 0.0157778 Long DBT CORP US N 2 2033-10-15 Fixed 2.75 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BC5 4800000.000000 PA USD 5947589.180000 0.0193221 Long DBT CORP US N 2 2047-01-30 Fixed 4.35 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BD3 5800000.000000 PA USD 7058028.530000 0.0229296 Long DBT CORP US N 2 2048-03-01 Fixed 4.2 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BJ0 13100000.000000 PA USD 17652320.350000 0.0573476 Long DBT CORP US N 2 2049-03-15 Fixed 4.9 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 13894000.000000 PA USD 14171949.610000 0.0460408 Long DBT CORP US N 2 2031-04-15 Fixed 2.95 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AN4 10200000.000000 PA USD 11695508.090000 0.0379955 Long DBT CORP US N 2 2028-06-22 Fixed 4.875 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BM7 1909000.000000 PA USD 2295920.380000 0.0074588 Long DBT CORP US N 2 2047-05-15 Fixed 4.5 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599AT3 2539000.000000 PA USD 3399686.700000 0.0110447 Long DBT CORP US N 2 2029-08-01 Fixed 7.75 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AA9 1668000.000000 PA USD 2927064.660000 0.0095092 Long DBT CORP US N 2 2099-12-31 Fixed 5.6 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AM0 27500000.000000 PA USD 34226616.330000 0.1111929 Long DBT CORP US N 2 2069-02-15 Floating 5.077 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AL2 4800000.000000 PA USD 6313033.150000 0.0205093 Long DBT CORP US N 2 2077-04-01 Fixed 4.9 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 11166000.000000 PA USD 12399889.340000 0.0402838 Long DBT CORP US N 2 2070-10-15 Fixed 3.729 N N N N N N MASSACHUSETTS PORT AUTHORITY 254900JRR8IDSSKWCL90 575898CS8 3500000.000000 PA USD 4050111.100000 0.0131577 Long DBT MUN US N 2 2031-07-01 Fixed 6.202 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 44212000.000000 PA USD 52874423.120000 0.1717745 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 7900000.000000 PA USD 9366611.300000 0.0304296 Long DBT CORP AE N 2 2047-11-02 Fixed 4.6 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 16800000.000000 PA USD 18626876.520000 0.0605136 Long DBT CORP US N 2 2049-09-01 Fixed 3.625 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AQ1 25375000.000000 PA USD 32136270.250000 0.1044019 Long DBT CORP US N 2 2043-01-15 Fixed 6 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AV0 10300000.000000 PA USD 9864052.500000 0.0320456 Long DBT CORP US N 2 2061-08-06 Fixed 3.966 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAH3 13700000.000000 PA USD 14866253.600000 0.0482964 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125 N N N N N N MEIJI YASUDA LIFE INSURANCE COMPANY 549300SLU4LP6YMRLK07 585270AC5 7100000.000000 PA USD 8106848.090000 0.0263369 Long DBT CORP JP N 2 2048-04-26 Floating 5.1 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAJ9 12600000.000000 PA USD 14709164.400000 0.0477860 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBF1 15000000.000000 PA USD 14871015.450000 0.0483119 Long DBT CORP US N 2 2051-12-10 Fixed 2.75 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBG9 15000000.000000 PA USD 14955432.300000 0.0485861 Long DBT CORP US N 2 2061-12-10 Fixed 2.9 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAN0 37100000.000000 PA USD 33862728.200000 0.1100107 Long DBT NUSS AE N 2 2070-09-02 Fixed 2.7 N N N N N N MERX AVIATION FINANCE LLC 2018-1A N/A 56564RAA8 6941975.260000 PA USD 6809623.030000 0.0221226 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 13029222.210000 PA USD 11770897.710000 0.0382404 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.581 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 23640000.000000 PA USD 32327700.000000 0.1050238 Long DBT CORP US N 2 2067-12-15 Floating 7.875 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 5132000.000000 PA USD 8698418.940000 0.0282588 Long DBT CORP US N 2 2069-08-01 Floating 10.75 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBS6 51066000.000000 PA USD 75778242.230000 0.2461827 Long DBT CORP US N 2 2068-04-08 Fixed 9.25 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 3000000.000000 PA USD 3341525.430000 0.0108557 Long DBT CORP US N 2 2029-01-15 Fixed 4.3 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894BY5 1900000.000000 PA USD 1935306.790000 0.0062873 Long DBT CORP US N 2 2023-03-15 Fixed 3.5 N N N N N N METROPOLITAN TRANSPORTATION AUTHORITY 5493000TKYODLXADQD60 59259YGF0 18085000.000000 PA USD 25813118.370000 0.0838597 Long DBT MUN US N 2 2040-11-15 Fixed 6.814 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAN0 59442000.000000 PA USD 54917572.170000 0.1784121 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAQ3 1500000.000000 PA USD 1558125.000000 0.0050619 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91086QAZ1 1550000.000000 PA USD 1783678.000000 0.0057947 Long DBT NUSS MX N 2 2099-10-12 Fixed 5.75 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 064058AH3 10300000.000000 NS USD 11013275.000000 0.0357791 Long EP CORP US N 2 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BN2 8500000.000000 PA USD 10081425.260000 0.0327518 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 21736000.000000 PA USD 23137261.450000 0.0751666 Long DBT CORP US N 2 2052-03-17 Fixed 2.921 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 32710000.000000 PA USD 32714256.550000 0.1062797 Long DBT CORP US N 2 2060-06-01 Fixed 2.675 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAN7 300000.000000 PA USD 324103.870000 0.0010529 Long DBT CORP US N 2 2027-06-01 Fixed 3.6 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAA5 13700000.000000 PA USD 14344298.260000 0.0466007 Long DBT CORP US N 2 2023-10-15 Fixed 4.3 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AU9 1800000.000000 PA USD 2226667.810000 0.0072338 Long DBT CORP US N 2 2049-07-15 Fixed 4.25 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AR6 8262000.000000 PA USD 9744204.950000 0.0316563 Long DBT CORP US N 2 2047-08-01 Fixed 3.95 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AS4 6000000.000000 PA USD 6761126.040000 0.0219650 Long DBT CORP US N 2 2048-08-01 Fixed 3.65 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 500000.000000 PA USD 613683.550000 0.0019937 Long DBT CORP US N 2 2044-10-15 Fixed 4.4 N N N N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAC6 12200000.000000 PA USD 13158981.000000 0.0427499 Long DBT CORP US N 2 2029-04-01 Fixed 4.625 N N N N N N MILWAUKEE WIS REDEV AUTH REV N/A 60242NDL2 1900000.000000 PA USD 1252274.420000 0.0040683 Long DBT MUN US N 2 2036-04-01 None 0 N N N N N N MILWAUKEE WIS REDEV AUTH REV N/A 60242NDM0 2150000.000000 PA USD 1359586.260000 0.0044169 Long DBT MUN US N 2 2037-04-01 None 0 N N N N N N MILWAUKEE WIS REDEV AUTH REV N/A 60242NDN8 2800000.000000 PA USD 1696042.040000 0.0055100 Long DBT MUN US N 2 2038-04-01 None 0 N N N N N N MILWAUKEE WIS REDEV AUTH REV N/A 60242NDP3 2500000.000000 PA USD 1448683.750000 0.0047064 Long DBT MUN US N 2 2039-04-01 None 0 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CD4 20250000.000000 PA USD 20021893.670000 0.0650456 Long DBT CORP US N 2 2051-07-30 Fixed 3.1 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417BZ6 7400000.000000 PA USD 8511539.570000 0.0276517 Long DBT CORP US N 2 2042-03-15 Fixed 4.25 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BE3 7700000.000000 PA USD 9120612.890000 0.0296304 Long DBT CORP JP N 2 2039-03-07 Fixed 4.153 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BU7 13900000.000000 PA USD 13516408.930000 0.0439111 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BB9 7900000.000000 PA USD 9490197.720000 0.0308311 Long DBT CORP JP N 2 2038-07-26 Fixed 4.286 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BK9 16200000.000000 PA USD 18402002.660000 0.0597831 Long DBT CORP JP N 2 2039-07-18 Fixed 3.751 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBQ1 7400000.000000 PA USD 7203820.010000 0.0234032 Long DBT CORP JP N 2 2032-05-22 Floating 2.172 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBH1 14800000.000000 PA USD 14486852.570000 0.0470638 Long DBT CORP JP N 2 2031-07-10 Floating 2.201 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBL2 18400000.000000 PA USD 17723854.280000 0.0575799 Long DBT CORP JP N 2 2031-09-08 Floating 1.979 N N N N N N MLCC MORTGAGE INVESTORS INC 2003-G N/A 5899295W4 34819.550000 PA USD 34897.070000 0.0001134 Long ABS-MBS CORP US N 2 2029-01-25 Floating 0.93188 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-A N/A 589929G36 9230.920000 PA USD 9252.610000 0.0000301 Long ABS-MBS CORP US N 2 2028-03-25 Floating 0.973 N N N N N N MONONGAHELA POWER COMPANY N/A 610202BP7 9061000.000000 PA USD 11719002.850000 0.0380718 Long DBT CORP US N 2 2043-12-15 Fixed 5.4 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AT2 1500000.000000 PA USD 1570974.150000 0.0051037 Long DBT CORP US N 2 2050-05-20 Fixed 3.25 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AE5 4144000.000000 PA USD 5643644.480000 0.0183347 Long DBT CORP US N 2 2044-07-15 Fixed 5.25 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AX3 10000000.000000 PA USD 9943448.800000 0.0323035 Long DBT CORP US N 2 2061-11-29 Fixed 3.1 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 9000000.000000 PA USD 12032180.820000 0.0390893 Long DBT CORP US N 2 2048-12-17 Fixed 4.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDZ6 4095000.000000 PA USD 4432285.330000 0.0143993 Long DBT CORP US N 2 2026-01-27 Fixed 3.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 1300000.000000 PA USD 1278791.490000 0.0041544 Long DBT CORP US N 2 2052-01-25 Floating 2.802 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 15200000.000000 PA USD 15953760.400000 0.0518294 Long DBT CORP US N 2 2042-04-22 Floating 3.217 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 400000.000000 PA USD 431562.470000 0.0014020 Long DBT CORP US N 2 2028-07-22 Floating 3.591 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 30000000.000000 PA USD 29374204.200000 0.0954287 Long DBT CORP US N 2 2032-07-21 Floating 2.239 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 24050000.000000 PA USD 36507466.860000 0.1186028 Long DBT CORP US N 2 2042-07-24 Fixed 6.375 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 U6S771NR6 62100000.000000 PA USD 50668355.660000 0.1646076 Long DBT CORP US Y 2 2032-04-02 Variable 7.5 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE3 N/A 61744CDH6 5869508.770000 PA USD 5833122.510000 0.0189502 Long ABS-MBS CORP US N 2 2034-03-25 Floating 0.95688 N N N N N N MORGAN STANLEY DOMESTIC HOLDINGS INC 549300RJIC678ZPVWG08 269246BS2 7885000.000000 PA USD 8886355.420000 0.0288693 Long DBT CORP US N 2 2028-06-20 Fixed 4.5 N N N N N N MORGAN STANLEY DOMESTIC HOLDINGS INC 549300RJIC678ZPVWG08 269246BQ6 5525000.000000 PA USD 6010670.590000 0.0195270 Long DBT CORP US N 2 2027-08-24 Fixed 3.8 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAN9 7455000.000000 PA USD 8964303.960000 0.0291226 Long DBT CORP US N 2 2047-06-15 Fixed 4.5 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAQ2 41700000.000000 PA USD 36630898.380000 0.1190037 Long DBT CORP US N 2 2050-09-15 Fixed 2.5 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BE8 5686000.000000 PA USD 7446987.120000 0.0241932 Long DBT CORP US N 2 2044-09-01 Fixed 5.5 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 4600000.000000 PA USD 4449537.540000 0.0144553 Long DBT CORP US N 2 2030-11-15 Fixed 2.3 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 200000.000000 PA USD 256005.080000 0.0008317 Long DBT CORP US N 2 2049-02-15 Fixed 5.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 5000000.000000 PA USD 6136242.050000 0.0199350 Long DBT CORP US N 2 2047-03-01 Fixed 5.2 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 19120000.000000 PA USD 22073271.180000 0.0717100 Long DBT CORP US N 2 2058-04-15 Fixed 4.9 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBK5 2525000.000000 PA USD 2578985.760000 0.0083784 Long DBT CORP US N 2 2022-12-01 Fixed 3.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 2100000.000000 PA USD 2556796.660000 0.0083063 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 3200000.000000 PA USD 3240928.000000 0.0105289 Long DBT CORP US N 2 2031-03-15 Fixed 3.5 N N N N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 6300000.000000 PA USD 6231896.870000 0.0202457 Long DBT CORP IN N 2 2030-02-12 Fixed 3.949 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YF5 2326000.000000 PA USD 3546127.960000 0.0115204 Long DBT MUN US N 2 2057-04-01 Fixed 6.637 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 42821000.000000 PA USD 66334974.570000 0.2155042 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N MUTUAL OF OMAHA INSURANCE COMPANY P2LER0UPV1DKOU8RO042 628312AD2 21370000.000000 PA USD 22016326.030000 0.0715250 Long DBT CORP US N 2 2054-07-15 Floating 4.297 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 18700000.000000 PA USD 23205358.280000 0.0753878 Long DBT CORP US N 2 2048-04-15 Fixed 5.2 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 1900000.000000 PA USD 2348233.560000 0.0076288 Long DBT CORP US N 2 2043-11-29 Fixed 5.4 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530AV9 700000.000000 PA USD 714743.370000 0.0023220 Long DBT CORP US N 2 2023-01-15 Fixed 3.125 N N N N N N NAPA VALLEY UNIFIED SCHOOL DISTRICT N/A 6303614J9 2000000.000000 PA USD 3064351.200000 0.0099552 Long DBT MUN US N 2 2043-08-01 Fixed 6.507 N N N N N N NASDAQ INC (AKA: NASDAQ OMX GROUP INC) 549300L8X1Q78ERXFD06 63111XAE1 7500000.000000 PA USD 6943962.530000 0.0225590 Long DBT CORP US N 2 2040-12-21 Fixed 2.5 N N N N N N NATIONAL HEALTH INVS INC 549300ZPKZIG6DKDEC02 63633DAF1 10600000.000000 PA USD 10238304.570000 0.0332614 Long DBT CORP US N 2 2031-02-01 Fixed 3 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AN6 500000.000000 PA USD 507647.980000 0.0016492 Long DBT CORP US N 2 2030-04-15 Fixed 2.5 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AQ9 3800000.000000 PA USD 3921762.910000 0.0127407 Long DBT CORP US N 2 2051-04-15 Fixed 3.5 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NR2 7000000.000000 PA USD 8788411.310000 0.0285511 Long DBT CORP US N 2 2048-11-01 Fixed 4.4 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAB3 5500000.000000 PA USD 6065349.460000 0.0197047 Long DBT CORP GB N 2 2029-03-08 Floating 4.302 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAE7 26756000.000000 PA USD 29423680.490000 0.0955895 Long DBT CORP GB N 2 2030-07-18 Floating 3.96 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63859WAE9 9400000.000000 PA USD 10103558.600000 0.0328237 Long DBT CORP GB N 2 2026-09-14 Fixed 4 N N N N N N NATIONWIDE FINANCIAL SERVICES INC 5493001H7AZNDS6BKJ36 638612AM3 10000000.000000 PA USD 11702687.100000 0.0380188 Long DBT CORP US N 2 2049-11-30 Fixed 3.9 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AN7 2250000.000000 PA USD 2583399.830000 0.0083928 Long DBT CORP US N 2 2050-04-30 Fixed 4.35 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 32300000.000000 PA USD 55940193.320000 0.1817344 Long DBT CORP US N 2 2039-08-15 Fixed 9.375 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-NEMA N/A 63874RAA9 9900000.000000 PA USD 10753158.240000 0.0349341 Long ABS-MBS CORP US N 2 2039-02-15 Fixed 3.8214 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AD0 27100000.000000 PA USD 26625750.000000 0.0864998 Long DBT CORP GB N 2 2031-06-28 Floating 4.6 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 18900000.000000 PA USD 20729898.000000 0.0673458 Long DBT CORP GB N 2 2025-12-29 Floating 6 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 46350000.000000 PA USD 53802923.340000 0.1747910 Long DBT CORP GB N 2 2030-01-27 Floating 5.076 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 3160000.000000 PA USD 3345424.380000 0.0108684 Long DBT CORP GB N 2 2025-03-22 Floating 4.269 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 6100000.000000 PA USD 6791516.370000 0.0220638 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 32700000.000000 PA USD 37429931.390000 0.1215996 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 5200000.000000 PA USD 5845805.210000 0.0189914 Long DBT CORP GB N 2 2030-05-08 Floating 4.445 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 3900000.000000 PA 4585097.150000 0.0148957 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI115596 1000000.000000 PA 1187062.320000 0.0038564 Long DBT CORP GB N 2 2026-03-02 Floating 1.75 N N N N N N NBCUNIVERSAL MEDIA LLC (AKA: NBC UNIVERSAL INC) VTBDOQJ6KOGQ6K786R46 63946BAJ9 19107000.000000 PA USD 23220809.130000 0.0754380 Long DBT CORP US N 2 2043-01-15 Fixed 4.45 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 9450000.000000 PA USD 10789301.250000 0.0350515 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 3900000.000000 PA USD 4637919.000000 0.0150673 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAG5 6200000.000000 PA USD 6897137.920000 0.0224069 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 13688000.000000 PA USD 16257248.550000 0.0528153 Long DBT CORP US N 2 2045-04-15 Fixed 4.875 N N N N N N NEW JERSEY TURNPIKE AUTHORITY 5493005YN67D71KSMI84 646139X83 15005000.000000 PA USD 23568155.430000 0.0765665 Long DBT MUN US N 2 2041-01-01 Fixed 7.102 N N N N N N NEW MEXICO ST HOSP N/A 647370HY4 6100000.000000 PA USD 7556839.820000 0.0245501 Long DBT MUN US N 2 2046-08-01 Fixed 4.406 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 N/A 64828XAA1 14541359.460000 PA USD 14807616.110000 0.0481059 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75 N N N N N N NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY 549300XR20ZR5DHL9534 64971PEC5 500000.000000 PA USD 562612.250000 0.0018278 Long DBT MUN US N 2 2046-01-01 Fixed 6.027 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971MS86 6700000.000000 PA USD 9137135.720000 0.0296840 Long DBT MUN US N 2 2040-05-01 Fixed 5.467 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M4P4 800000.000000 PA USD 1052600.080000 0.0034196 Long DBT MUN US N 2 2037-08-01 Fixed 5.508 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M5L2 9000000.000000 PA USD 11699349.300000 0.0380080 Long DBT MUN US N 2 2038-11-01 Fixed 5.572 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAE8 1000000.000000 PA USD 1318180.860000 0.0042824 Long DBT CORP US N 2 2033-05-15 Fixed 5.875 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAQ1 16700000.000000 PA USD 21347356.160000 0.0693517 Long DBT CORP US N 2 2069-05-15 Fixed 4.45 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAF5 5750000.000000 PA USD 8715702.920000 0.0283149 Long DBT CORP US N 2 2039-11-15 Fixed 6.75 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CR4 6800000.000000 PA USD 7119912.320000 0.0231306 Long DBT CORP US N 2 2049-09-15 Fixed 3.3 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 6499022E2 500000.000000 PA USD 601468.100000 0.0019540 Long DBT MUN US N 2 2033-03-15 Fixed 5.289 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 64990FMV3 1200000.000000 PA USD 1521634.920000 0.0049434 Long DBT MUN US N 2 2039-03-15 Fixed 5.427 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 6499022F9 200000.000000 PA USD 269466.260000 0.0008754 Long DBT MUN US N 2 2040-03-15 Fixed 5.389 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 649902T45 2735000.000000 PA USD 3199113.910000 0.0103930 Long DBT MUN US N 2 2027-09-15 Fixed 5.051 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650035TD0 9410000.000000 PA USD 11600779.740000 0.0376878 Long DBT MUN US N 2 2039-03-15 Fixed 5.77 N N N N N N ADVOCATE HEALTH & HOSPITALS CORP 549300AEHU3PPOUCIL87 007589AD6 11150000.000000 PA USD 11179474.910000 0.0363191 Long DBT CORP US N 2 2030-06-15 Fixed 2.211 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAB0 22905000.000000 PA USD 30120925.920000 0.0978546 Long DBT CORP AU N 2 2041-11-15 Fixed 5.75 N N N N N N NEWELL BRANDS INC (AKA: NEWELL RUBBERMAID INC) 549300LWGYFM1TVO1Z12 651229AX4 2309000.000000 PA USD 2849028.920000 0.0092557 Long DBT CORP US N 2 2036-04-01 Variable 5.875 N N N N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639AV8 31100000.000000 PA USD 41520465.520000 0.1348886 Long DBT CORP US N 2 2044-06-09 Fixed 5.45 N N N N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639AM8 1710000.000000 PA USD 2389130.660000 0.0077616 Long DBT CORP US N 2 2039-10-01 Fixed 6.25 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBK5 5100000.000000 PA USD 5783530.820000 0.0187891 Long DBT CORP US N 2 2079-05-01 Floating 5.65 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 1100000.000000 PA USD 1545136.330000 0.0050197 Long DBT CORP US N 2 2037-12-15 Fixed 7.768 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAE6 3850000.000000 PA USD 4366580.680000 0.0141858 Long DBT CORP US N 2 2042-11-28 Fixed 4.119 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AH4 36900000.000000 PA USD 36218826.000000 0.1176650 Long DBT CORP JP N 2 2051-01-21 Floating 2.75 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AD3 15650000.000000 PA USD 16870308.750000 0.0548070 Long DBT CORP JP N 2 2044-10-16 Floating 5.1 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAZ6 6723000.000000 PA USD 8882790.170000 0.0288578 Long DBT CORP US N 2 2042-02-01 Fixed 5.8 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBD4 8640000.000000 PA USD 11694210.020000 0.0379913 Long DBT CORP US N 2 2045-02-01 Fixed 5.65 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 6830000.000000 PA USD 7691299.680000 0.0249869 Long DBT CORP US N 2 2048-03-30 Fixed 3.95 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBF9 14845000.000000 PA USD 17524680.900000 0.0569329 Long DBT CORP US N 2 2047-05-15 Fixed 4.375 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BH1 215000.000000 PA USD 220712.380000 0.0007170 Long DBT CORP US N 2 2023-03-15 Fixed 3.45 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BS7 39200000.000000 PA USD 38649657.870000 0.1255621 Long DBT CORP US N 2 2026-03-09 Fixed 2 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAJ9 14400000.000000 PA USD 16423046.210000 0.0533540 Long DBT CORP US N 2 2049-05-01 Fixed 4.15 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BT5 11000000.000000 PA USD 10931010.750000 0.0355119 Long DBT CORP US N 2 2028-03-09 Fixed 2.75 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAN0 10000000.000000 PA USD 10096616.800000 0.0328011 Long DBT CORP US N 2 2051-05-15 Fixed 3.45 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BD0 3600000.000000 PA USD 3638277.470000 0.0118198 Long DBT CORP US N 2 2022-09-28 Fixed 2.6 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BE8 400000.000000 PA USD 400434.310000 0.0013009 Long DBT CORP US N 2 2022-09-28 Floating 0.90975 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BL2 8000000.000000 PA USD 8325575.680000 0.0270475 Long DBT CORP US N 2 2023-09-21 Fixed 3.875 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAM1 2700000.000000 PA USD 2990004.520000 0.0097137 Long DBT CORP US N 2 2050-04-01 Fixed 3.65 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAL3 6000000.000000 PA USD 6141582.900000 0.0199523 Long DBT CORP US N 2 2049-09-15 Fixed 3.15 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAH2 1100000.000000 PA USD 1240687.730000 0.0040307 Long DBT CORP US N 2 2047-12-01 Fixed 3.75 N N N N N N AERCAP (SETANTA AIRCRAFT LEASING DESIGNATED ACTIVITY COMPANY) N/A G8057JAB2 25000000.000000 PA USD 25027350.000000 0.0813070 Long LON CORP IE N 2 2028-11-05 Floating 2.1397 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 6600000.000000 PA USD 7130396.660000 0.0231647 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 10200000.000000 PA USD 11419500.170000 0.0370988 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAD7 3760000.000000 PA USD 3840000.280000 0.0124751 Long DBT CORP IE N 2 2023-01-23 Fixed 3.3 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAE5 150000.000000 PA USD 159182.330000 0.0005171 Long DBT CORP IE N 2 2028-01-23 Fixed 3.875 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAQ2 4700000.000000 PA USD 4850016.670000 0.0157564 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 16800000.000000 PA USD 17129456.230000 0.0556489 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAW9 4100000.000000 PA USD 4028999.690000 0.0130891 Long DBT CORP JP N 2 2026-07-14 Fixed 1.653 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAY5 15900000.000000 PA USD 15611597.530000 0.0507178 Long DBT CORP JP N 2 2028-07-14 Fixed 2.172 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 8000000.000000 PA USD 7972590.480000 0.0259008 Long DBT CORP JP N 2 2030-07-16 Fixed 2.679 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 12400000.000000 PA USD 12249836.740000 0.0397964 Long DBT CORP JP N 2 2031-07-14 Fixed 2.608 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 7200000.000000 PA USD 6843600.000000 0.0222330 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 NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CJ5 9700000.000000 PA USD 11039556.610000 0.0358645 Long DBT CORP US N 2 2121-05-15 Fixed 4.1 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 4010000.000000 PA USD 4834602.120000 0.0157063 Long DBT CORP US N 2 2052-08-15 Fixed 4.05 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BX5 6494000.000000 PA USD 7535154.120000 0.0244797 Long DBT CORP US N 2 2047-11-01 Fixed 3.942 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAF2 8645000.000000 PA USD 8982445.560000 0.0291815 Long DBT CORP IE N 2 2023-07-03 Fixed 4.125 N N N N N N NORTHERN CALIFORNIA POWER AGENCY 549300QYTU4PHD2XHS96 664845DQ4 500000.000000 PA USD 744579.800000 0.0024189 Long DBT MUN US N 2 2040-06-01 Fixed 7.311 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 18375000.000000 PA USD 21551807.450000 0.0700159 Long DBT CORP US N 2 2049-01-15 Fixed 4.3 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AK8 14000000.000000 PA USD 16087755.180000 0.0522647 Long DBT CORP US N 2 2042-09-15 Fixed 4.1 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AM4 3500000.000000 PA USD 3604805.580000 0.0117110 Long DBT CORP US N 2 2051-10-16 Fixed 3.4 N N N N N N NORTHROP GRUMMAN CORPORATION RIMU48P07456QXSO0R61 666807BJ0 9500000.000000 PA USD 10793923.560000 0.0350665 Long DBT CORP US N 2 2045-04-15 Fixed 3.85 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AD6 14900000.000000 PA USD 16578757.820000 0.0538598 Long DBT CORP US N 2 2049-11-01 Fixed 3.809 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668131AA3 1000.000000 PA USD 1418.020000 0.0000046 Long DBT CORP US N 2 2040-03-30 Fixed 6.063 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668138AE0 32900000.000000 PA USD 35314241.480000 0.1147263 Long DBT CORP US N 2 2051-03-30 Fixed 3.45 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668138AA8 10340000.000000 PA USD 11704568.150000 0.0380249 Long DBT CORP US N 2 2047-09-30 Fixed 3.85 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668138AC4 64790000.000000 PA USD 71564641.950000 0.2324939 Long DBT CORP US N 2 2059-09-30 Fixed 3.625 N N N N N N NOVATEK OAO VIA NOVATEK FINANCE DAC 6354001IO93L9MOJXG98 66989PAC4 21700000.000000 PA USD 22311310.700000 0.0724833 Long DBT CORP IE N 2 2022-12-13 Fixed 4.422 N N N N N N NOVATEK OAO VIA NOVATEK FINANCE DAC 6354001IO93L9MOJXG98 B929K0II8 600000.000000 PA USD 616902.600000 0.0020041 Long DBT CORP IE N 2 2022-12-13 Fixed 4.422 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAJ6 1500000.000000 PA USD 1846862.580000 0.0060000 Long DBT CORP US N 2 2044-03-01 Fixed 4.4 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAC2 1800000.000000 PA USD 1894343.270000 0.0061542 Long DBT CORP NL N 2 2027-05-01 Fixed 3.15 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAF5 3300000.000000 PA USD 3417150.730000 0.0111014 Long DBT CORP NL N 2 2041-05-11 Fixed 3.25 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAX6 10000000.000000 PA USD 11309734.000000 0.0367422 Long DBT CORP NL N 2 2026-03-01 Fixed 5.35 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 28016000.000000 PA USD 29330337.860000 0.0952862 Long DBT CORP NL N 2 2023-06-01 Fixed 4.625 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAY4 2200000.000000 PA USD 2637782.510000 0.0085694 Long DBT CORP NL N 2 2028-12-01 Fixed 5.55 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAR6 16500000.000000 PA USD 18266363.280000 0.0593424 Long DBT CORP IE N 2 2027-10-15 Fixed 4.625 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 22300000.000000 PA USD 22632678.310000 0.0735274 Long DBT CORP IE N 2 2028-10-29 Fixed 3 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAZ8 14500000.000000 PA USD 15130346.900000 0.0491544 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DR3 14050000.000000 PA USD 16499617.500000 0.0536027 Long DBT CORP US N 2 2028-05-15 Fixed 7.15 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DD4 8974000.000000 PA USD 11819116.960000 0.0383971 Long DBT CORP US N 2 2031-05-01 Fixed 7.5 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DH5 18980000.000000 PA USD 25080361.800000 0.0814792 Long DBT CORP US N 2 2039-06-15 Fixed 7.95 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DE2 2400000.000000 PA USD 3207312.000000 0.0104197 Long DBT CORP US N 2 2031-09-15 Fixed 7.875 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DP7 1000000.000000 PA USD 1139509.000000 0.0037020 Long DBT CORP US N 2 2027-11-15 Fixed 7 N N N N N N AEROPORTI DI ROMA SPA 8156007259ABDEA3F444 BM9CM7II8 4600000.000000 PA 5359541.590000 0.0174117 Long DBT CORP IT N 2 2031-07-30 Fixed 1.75 N N N N N N OCHSNER LSU HEALTH SYSTEM OF NORTH LOUISIANA N/A 67555JAA4 5600000.000000 PA USD 5484269.220000 0.0178169 Long DBT CORP US N 2 2031-05-15 Fixed 2.51 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 7799405.000000 PA USD 4318920.520000 0.0140310 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 361940.510000 PA USD 356963.830000 0.0011597 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 7086468.000000 PA USD 1417081.010000 0.0046037 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 4490624.000000 PA USD 43222.260000 0.0001404 Long DBT CORP KY N 2 2022-02-07 None 0 N N N N N N OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION) 3EERXCUSWMS9GV5D9M98 677050AQ9 12100000.000000 PA USD 12979391.340000 0.0421665 Long DBT CORP US N 2 2050-08-01 Fixed 3.75 N N N N N N OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION) 3EERXCUSWMS9GV5D9M98 677050AH9 25000000.000000 PA USD 32080547.250000 0.1042209 Long DBT CORP US N 2 2050-09-01 Fixed 5.25 N N N N N N OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION) 3EERXCUSWMS9GV5D9M98 677050AN6 30000000.000000 PA USD 38012162.400000 0.1234911 Long DBT CORP US N 2 2048-10-01 Fixed 5.05 N N N N N N OHIO EDISON COMPANY N/A 677347CF1 1000000.000000 PA USD 1605833.490000 0.0052169 Long DBT CORP US N 2 2038-10-15 Fixed 8.25 N N N N N N OHIO EDISON COMPANY N/A 677347CE4 3500000.000000 PA USD 4992898.680000 0.0162206 Long DBT CORP US N 2 2036-07-15 Fixed 6.875 N N N N N N OHIO NATIONAL LIFE INSURANCE CO 549300WW3O2Q3BIJEF68 677412AF5 400000.000000 PA USD 532219.590000 0.0017290 Long DBT CORP US N 2 2042-06-15 Fixed 6.875 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 5600000.000000 PA USD 5414244.750000 0.0175894 Long DBT CORP US N 2 2051-10-01 Fixed 2.9 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCC7 7000000.000000 PA USD 7471275.000000 0.0242721 Long DBT CORP US N 2 2030-07-15 Fixed 3.95 N N N N N N OHIO STATE UNIVERSITY JFC10ZULKO4X2E3HBY86 677632PA3 67000.000000 PA USD 101609.580000 0.0003301 Long DBT MUN US N 2 2111-06-01 Fixed 4.8 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAP3 50000.000000 PA USD 61439.680000 0.0001996 Long DBT CORP US N 2 2044-03-15 Fixed 4.75 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAG3 4085000.000000 PA USD 5925285.920000 0.0192496 Long DBT CORP US N 2 2037-12-15 Fixed 6.75 N N N N N N OKLAHOMA GAS AND ELECTRIC COMPANY 549300VJ8YXGPO8EV472 678858BL4 4000000.000000 PA USD 5402511.760000 0.0175513 Long DBT CORP US N 2 2040-06-01 Fixed 5.85 N N N N N N OLD REPUBLIC INTERNATIONAL CORPORATION 549300IV6O2YY2A1KH37 680223AL8 37900000.000000 PA USD 40853497.730000 0.1327218 Long DBT CORP US N 2 2051-06-11 Fixed 3.85 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 15000000.000000 PA USD 16696985.850000 0.0542439 Long DBT CORP US N 2 2026-01-15 Fixed 5.25 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 7900000.000000 PA USD 8727219.190000 0.0283523 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 500000.000000 PA USD 504223.550000 0.0016381 Long DBT CORP US N 2 2031-02-01 Fixed 3.375 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 4000000.000000 PA USD 4155945.880000 0.0135015 Long DBT CORP US N 2 2029-10-01 Fixed 3.625 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233DAP2 1900000.000000 PA USD 2753164.700000 0.0089443 Long DBT CORP US N 2 2033-01-15 Fixed 7.25 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAS3 600000.000000 PA USD 804729.550000 0.0026143 Long DBT CORP US N 2 2042-06-01 Fixed 5.3 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAF1 2590000.000000 PA USD 4121346.100000 0.0133891 Long DBT CORP US N 2 2038-09-01 Fixed 7.5 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAH7 15100000.000000 PA USD 20084876.330000 0.0652503 Long DBT CORP US N 2 2040-09-30 Fixed 5.25 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBR4 7500000.000000 PA USD 7847550.450000 0.0254945 Long DBT CORP US N 2 2049-09-15 Fixed 3.1 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBG8 421000.000000 PA USD 508862.090000 0.0016532 Long DBT CORP US N 2 2048-11-15 Fixed 4.1 N N N N N N ONEAMERICA FINANCIAL PARTNERS INC 5493009S1SVD6UNUDB08 682441AB6 5400000.000000 PA USD 5884643.200000 0.0191176 Long DBT CORP US N 2 2050-10-15 Fixed 4.25 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BF9 7000000.000000 PA USD 10125307.500000 0.0328943 Long DBT CORP US N 2 2051-01-15 Fixed 7.15 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AS2 2730000.000000 PA USD 2953754.160000 0.0095959 Long DBT CORP US N 2 2027-07-13 Fixed 4 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AT0 4900000.000000 PA USD 5683008.040000 0.0184625 Long DBT CORP US N 2 2047-07-13 Fixed 4.95 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AV5 67423000.000000 PA USD 81675761.030000 0.2653422 Long DBT CORP US N 2 2048-07-15 Fixed 5.2 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAG8 27327000.000000 PA USD 34550027.000000 0.1122436 Long DBT CORP US N 2 2041-02-01 Fixed 6.125 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAM5 47644000.000000 PA USD 61801612.320000 0.2007765 Long DBT CORP US N 2 2043-09-15 Fixed 6.2 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 4765000.000000 PA USD 6239956.480000 0.0202719 Long DBT CORP US N 2 2036-10-01 Fixed 6.65 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAD5 8494000.000000 PA USD 11419986.620000 0.0371004 Long DBT CORP US N 2 2037-10-15 Fixed 6.85 N N N N N N ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTIES TRUST N/A 68327LAB2 3900000.000000 PA USD 4268192.140000 0.0138662 Long DBT CORP CA N 2 2027-03-20 Fixed 3.875 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAF2 2200000.000000 PA USD 2431881.320000 0.0079005 Long DBT CORP HK N 2 2028-04-06 Fixed 3.9 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAJ4 9200000.000000 PA USD 9954716.110000 0.0323401 Long DBT CORP HK N 2 2030-04-07 Fixed 3.375 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 18500000.000000 PA USD 18731531.390000 0.0608536 Long DBT CORP US Y 2 2041-03-25 Fixed 3.65 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 7500000.000000 PA USD 7799107.050000 0.0253372 Long DBT CORP US Y 2 2051-03-25 Fixed 3.95 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAK1 7300000.000000 PA USD 7512729.370000 0.0244068 Long DBT CORP HK N 2 2040-09-16 Fixed 3.2 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 50450000.000000 PA USD 52713895.320000 0.1712530 Long DBT CORP US Y 2 2061-03-25 Fixed 4.1 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 22300000.000000 PA USD 22402627.280000 0.0727800 Long DBT CORP US N 2 2040-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 36400000.000000 PA USD 35709399.910000 0.1160101 Long DBT CORP US N 2 2050-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 61842000.000000 PA USD 61252121.940000 0.1989914 Long DBT CORP US N 2 2060-04-01 Fixed 3.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 5100000.000000 PA USD 5393087.670000 0.0175207 Long DBT CORP US N 2 2045-05-15 Fixed 4.125 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 1500000.000000 PA USD 1587496.530000 0.0051573 Long DBT CORP US N 2 2036-07-15 Fixed 3.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAW5 1400000.000000 PA USD 1584439.610000 0.0051474 Long DBT CORP US N 2 2044-07-08 Fixed 4.5 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 15350000.000000 PA USD 15971767.250000 0.0518879 Long DBT CORP US N 2 2046-07-15 Fixed 4 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 8405000.000000 PA USD 8791158.480000 0.0285601 Long DBT CORP US N 2 2037-11-15 Fixed 3.8 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 64510000.000000 PA USD 67142370.550000 0.2181272 Long DBT CORP US N 2 2047-11-15 Fixed 4 N N N N N N ORANGE COUNTY SANITATION DISTRICT N/A 68428TAD9 10000000.000000 PA USD 15051671.000000 0.0488988 Long DBT MUN US N 2 2044-02-01 Fixed 6.4 N N N N N N ORLANDO HEALTH OBLIGATED GROUP N/A 686514AH3 8500000.000000 PA USD 8927797.690000 0.0290040 Long DBT CORP US N 2 2050-10-01 Fixed 3.327 N N N N N N OVINTIV INC N/A 698900AG2 11096000.000000 PA USD 14476375.540000 0.0470298 Long DBT CORP US N 2 2031-11-01 Fixed 7.2 N N N N N N OVINTIV INC N/A 012873AK1 4600000.000000 PA USD 6003257.090000 0.0195029 Long DBT CORP US N 2 2031-11-01 Fixed 7.375 N N N N N N OVINTIV INC N/A 292505AK0 1581000.000000 PA USD 1731194.190000 0.0056242 Long DBT CORP US N 2 2041-11-15 Fixed 5.15 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AH4 24100000.000000 PA USD 28293527.250000 0.0919179 Long DBT CORP US N 2 2048-01-30 Fixed 4.4 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AG6 21440000.000000 PA USD 24599803.400000 0.0799180 Long DBT CORP US N 2 2047-07-15 Fixed 4.3 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AB7 246000.000000 PA USD 347946.050000 0.0011304 Long DBT CORP US N 2 2036-12-01 Variable 7 N N N N N N OWL ROCK CAPITAL CORPORATION 2549000BD79OOCPF2L94 69121KAG9 2600000.000000 PA USD 2554074.900000 0.0082975 Long DBT CORP US N 2 2028-06-11 Fixed 2.875 N N N N N N AIM AVIATION FINANCE LIMITED 2015-1A N/A 001406AA5 10933507.150000 PA USD 9534291.570000 0.0309743 Long ABS-O CORP KY N 2 2040-02-15 Variable 4.213 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JP3 25332000.000000 PA USD 25917576.540000 0.0841991 Long DBT CORP US N 2 2026-01-01 Fixed 3.15 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HG5 1800000.000000 PA USD 1867446.560000 0.0060668 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 22900000.000000 PA USD 21840433.950000 0.0709536 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 6225000.000000 PA USD 6469737.800000 0.0210184 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HP5 300000.000000 PA USD 305424.530000 0.0009922 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HS9 4910000.000000 PA USD 4999617.860000 0.0162424 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HL4 9100000.000000 PA USD 9221911.240000 0.0299595 Long DBT CORP US N 2 2045-03-15 Fixed 4.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HN0 26543000.000000 PA USD 26563310.170000 0.0862969 Long DBT CORP US N 2 2046-03-15 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HD2 10454000.000000 PA USD 10799503.030000 0.0350846 Long DBT CORP US N 2 2043-06-15 Fixed 4.6 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JL2 5564000.000000 PA USD 5775717.710000 0.0187637 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 4564000.000000 PA USD 4750034.030000 0.0154316 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 10826000.000000 PA USD 11716193.180000 0.0380627 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 21210000.000000 PA USD 22130045.680000 0.0718945 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 28576500.000000 PA USD 31195701.680000 0.1013463 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 1000000.000000 PA USD 1034806.120000 0.0033618 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 3700000.000000 PA USD 3575052.440000 0.0116144 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JC2 17000000.000000 PA USD 18558852.060000 0.0602926 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 11300000.000000 PA USD 10497518.300000 0.0341036 Long DBT CORP US N 2 2040-08-01 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 18181000.000000 PA USD 16999454.260000 0.0552266 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 66788000.000000 PA USD 62036435.860000 0.2015394 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N AIR CANADA 2013-1 CLASS A PASS THROUGH CERTIFICATES N/A 009089AA1 11496281.320000 PA USD 11788381.140000 0.0382972 Long DBT CORP CA N 2 2026-11-15 Fixed 4.125 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HW0 8000000.000000 PA USD 8137662.480000 0.0264370 Long DBT CORP US N 2 2027-12-01 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GY7 22000000.000000 PA USD 21994372.400000 0.0714537 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 22370000.000000 PA USD 21775990.820000 0.0707442 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HY6 11500000.000000 PA USD 11104193.810000 0.0360745 Long DBT CORP US N 2 2047-12-01 Fixed 3.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JT5 9500000.000000 PA USD 9541324.620000 0.0309971 Long DBT CORP US N 2 2031-06-01 Fixed 3.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 2000000.000000 PA USD 2016220.900000 0.0065501 Long DBT CORP US N 2 2041-06-01 Fixed 4.2 N N N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 694475AA2 113331000.000000 PA USD 195323888.680000 0.6345538 Long DBT CORP US N 2 2039-06-15 Fixed 9.25 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 5700000.000000 PA USD 6144351.540000 0.0199613 Long DBT CORP US N 2 2050-09-15 Fixed 3.35 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 04363UAD8 19900000.000000 PA USD 20891818.190000 0.0678718 Long DBT CORP AU N 2 2023-04-07 Fixed 6 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 BYVTPZII5 14885000.000000 PA USD 16135146.500000 0.0524187 Long DBT CORP AU N 2 2028-03-22 Fixed 4.75 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CT3 6400000.000000 PA USD 7398482.180000 0.0240356 Long DBT CORP US N 2 2049-01-15 Fixed 4.125 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 16000000.000000 PA USD 16626747.520000 0.0540157 Long DBT CORP US N 2 2051-03-15 Fixed 3.3 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 22703000.000000 PA USD 22337552.310000 0.0725686 Long DBT CORP US N 2 2052-06-15 Fixed 2.9 N N N N N N PACKAGING CORP OF AMERICA INC 549300XZP8MFZFY8TJ84 695156AV1 4600000.000000 PA USD 5384446.460000 0.0174926 Long DBT CORP US N 2 2049-12-15 Fixed 4.05 N N N N N N AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST N/A 00909DAA1 6994374.090000 PA USD 7628243.440000 0.0247821 Long DBT CORP CA N 2 2030-10-01 Fixed 5.25 N N N N N N PASADENA PUBLIC FINANCING AUTHORITY N/A 702274AW1 10400000.000000 PA USD 16801738.720000 0.0545842 Long DBT MUN US N 2 2043-03-01 Fixed 7.148 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A 70462GAA6 2200000.000000 PA USD 2941449.700000 0.0095560 Long DBT CORP US N 2 2048-11-15 Fixed 4.787 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AY3 6500000.000000 PA USD 6386246.430000 0.0207472 Long DBT CORP US N 2 2050-06-15 Fixed 2.8 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AR8 1185000.000000 PA USD 1498392.790000 0.0048679 Long DBT CORP US N 2 2043-10-15 Fixed 4.8 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AS6 8900000.000000 PA USD 10616613.580000 0.0344905 Long DBT CORP US N 2 2044-10-01 Fixed 4.15 N N N N N N PENN MUTUAL LIFE INSURANCE COMPANY BIYXEJSLUQ3IWFUXX074 707567AE3 40000000.000000 PA USD 43446901.200000 0.1411471 Long DBT CORP US N 2 2061-04-29 Fixed 3.8 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAU5 12500000.000000 PA USD 12581370.500000 0.0408734 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85 N N N N N N PENN MUTUAL LIFE INSURANCE COMPANY BIYXEJSLUQ3IWFUXX074 707567AC7 32535000.000000 PA USD 47893380.680000 0.1555925 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 16314322.050000 0.0530008 Long DBT MUN US N 2 2039-06-15 Fixed 6.532 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BV0 2409000.000000 PA USD 3267281.650000 0.0106145 Long DBT CORP US N 2 2038-10-01 Fixed 6.15 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AN4 7204000.000000 PA USD 7450115.510000 0.0242034 Long DBT CORP US N 2 2023-01-17 Fixed 4.25 N N N N N N PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC) 549300E86RB6YCTMRM83 71429MAC9 14800000.000000 PA USD 15017309.290000 0.0487871 Long DBT CORP IE N 2 2030-06-15 Variable 3.9 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 ACI16QTC2 39400000.000000 PA 10132063.130000 0.0329163 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DB5 29300000.000000 PA 6291333.580000 0.0204388 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FF0 200000.000000 PA USD 256050.000000 0.0008318 Long DBT CORP US N 2 2041-06-01 Fixed 5.2 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FS2 8700000.000000 PA USD 10565734.750000 0.0343252 Long DBT CORP US N 2 2048-07-15 Fixed 4.3 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 143800000.000000 PA 36979458.850000 0.1201361 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AX0 149800000.000000 PA 42903635.730000 0.1393822 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 202300000.000000 PA 53416525.620000 0.1735357 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FT0 3500000.000000 PA USD 3718292.450000 0.0120797 Long DBT CORP US N 2 2049-10-01 Fixed 3.45 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 87400000.000000 PA 23556506.080000 0.0765286 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FJ2 2950000.000000 PA USD 3293984.540000 0.0107013 Long DBT CORP US N 2 2042-12-01 Fixed 3.85 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BY7 66800000.000000 PA 16847523.990000 0.0547330 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638CZ3 28600000.000000 PA 6558546.410000 0.0213069 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AY8 74200000.000000 PA 21251333.580000 0.0690398 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638CL4 18200000.000000 PA 4805638.980000 0.0156122 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 P78024AC3 1800000.000000 PA 475282.980000 0.0015441 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 28300000.000000 PA 7627564.320000 0.0247799 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N ALAMEDA COUNTY JOINT POWERS AUTHORITY N/A 010831BE4 7000000.000000 PA USD 11532879.400000 0.0374672 Long DBT MUN US N 2 2044-12-01 Fixed 7.046 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 P78024AF6 50000000.000000 PA 12610422.150000 0.0409678 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 P87324BE1 21533000.000000 PA 5499640.950000 0.0178668 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAP4 14100000.000000 PA USD 13708513.500000 0.0445352 Long DBT CORP ID N 2 2050-06-30 Fixed 4 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAK5 11200000.000000 PA USD 12014856.000000 0.0390330 Long DBT CORP ID N 2 2049-07-17 Fixed 4.875 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 18247912.110000 PA USD 19980806.840000 0.0649122 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 ACI02HTF1 13100000.000000 PA 18597351.510000 0.0604177 Long DBT CORP NL N 2 2029-10-01 Fixed 5.375 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDD1 17742000.000000 PA USD 17156070.450000 0.0557354 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDF6 8284000.000000 PA USD 7409830.900000 0.0240725 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 84889000.000000 PA USD 75506643.280000 0.2453004 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71643VAA3 11051000.000000 PA USD 11183335.730000 0.0363316 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N PETRONAS CAPITAL LIMITED 549300G7YFX3540OYR85 716743AR0 400000.000000 PA USD 496706.690000 0.0016137 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081DK6 900000.000000 PA USD 1121295.550000 0.0036428 Long DBT CORP US N 2 2044-05-15 Fixed 4.4 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081DE0 400000.000000 PA USD 491969.040000 0.0015983 Long DBT CORP US N 2 2043-06-15 Fixed 4.3 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081DT7 18365000.000000 PA USD 25854669.760000 0.0839947 Long DBT CORP US N 2 2040-09-15 Fixed 5.6 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AW9 2575000.000000 PA USD 2853361.390000 0.0092698 Long DBT CORP US N 2 2043-03-04 Fixed 4.125 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AU3 1875000.000000 PA USD 2021105.340000 0.0065660 Long DBT CORP US N 2 2042-08-21 Fixed 3.875 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AM1 11100000.000000 PA USD 12627270.310000 0.0410225 Long DBT CORP US N 2 2041-11-15 Fixed 4.375 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BD0 2500000.000000 PA USD 3049362.780000 0.0099065 Long DBT CORP US N 2 2043-11-15 Fixed 4.875 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BL2 26000000.000000 PA USD 29751467.980000 0.0966544 Long DBT CORP US N 2 2044-11-10 Fixed 4.25 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 7900000.000000 PA USD 8637854.630000 0.0280620 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 4100000.000000 PA USD 4553813.580000 0.0147941 Long DBT CORP US N 2 2027-03-15 Fixed 4.3 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AM7 9095000.000000 PA USD 9365652.560000 0.0304264 Long DBT CORP US N 2 2050-06-01 Fixed 3.35 N N N N N N PINE STREET TRUST I N/A 722844AA5 25000000.000000 PA USD 28249507.500000 0.0917749 Long DBT CORP US N 2 2029-02-15 Fixed 4.572 N N N N N N PINE STREET TRUST II N/A 72284LAA7 25300000.000000 PA USD 33559178.420000 0.1090246 Long DBT CORP US N 2 2049-02-15 Fixed 5.568 N N N N N N PINNACOL ASSURANCE 549300D37RE2C54DGD62 000000000 24000000.000000 PA USD 31725141.840000 0.1030663 Long DBT CORP US Y 3 2034-06-25 Fixed 8.625 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AB3 24475000.000000 PA USD 30570281.410000 0.0993145 Long DBT CORP US N 2 2028-01-15 Fixed 7.2 N N N N N N PIPER SANDLER COMPANIES QUQDBTUSOAKFEVMRMF78 724078AE0 23000000.000000 PA USD 23005844.300000 0.0747397 Long DBT CORP US N 2 2023-10-15 Fixed 5.2 N N N N N N PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV/CIBANCO SA IBM N/A 17162LAB7 7200000.000000 PA USD 7786332.000000 0.0252957 Long DBT CORP MX N 2 2029-07-18 Fixed 4.962 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RAM4 2533000.000000 PA USD 3104580.290000 0.0100859 Long DBT CORP US N 2 2036-05-15 Fixed 6.7 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RAZ5 6271000.000000 PA USD 6302047.600000 0.0204736 Long DBT CORP US N 2 2022-06-01 Fixed 3.65 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBA9 300000.000000 PA USD 330355.860000 0.0010732 Long DBT CORP US N 2 2042-06-01 Fixed 5.15 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBL5 550000.000000 PA USD 604202.400000 0.0019629 Long DBT CORP US N 2 2026-12-15 Fixed 4.5 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WRQ9 2800000.000000 PA USD 3065283.480000 0.0099583 Long DBT MUN US N 2 2046-08-01 Fixed 5.31 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WEK6 200000.000000 PA USD 277683.220000 0.0009021 Long DBT MUN US N 2 2051-10-01 Fixed 4.926 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WJA3 84130000.000000 PA USD 111738933.690000 0.3630092 Long DBT MUN US N 2 2062-10-01 Fixed 4.458 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WCX0 500000.000000 PA USD 700833.200000 0.0022768 Long DBT MUN US N 2 2040-11-01 Fixed 5.647 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAB9 500000.000000 PA USD 522530.030000 0.0016976 Long DBT CORP US N 2 2029-09-23 Fixed 3 N N N N N N PPL ELECTRIC UTILITIES CORP (AKA: PP&L INC) 549300GCZLSGYEYPIR35 69351UAN3 5500000.000000 PA USD 7025624.490000 0.0228243 Long DBT CORP US N 2 2041-07-15 Fixed 5.2 N N N N N N PPL ELECTRIC UTILITIES CORP (AKA: PP&L INC) 549300GCZLSGYEYPIR35 69351UAW3 18200000.000000 PA USD 18673728.530000 0.0606658 Long DBT CORP US N 2 2049-10-01 Fixed 3 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AE5 12091000.000000 PA USD 16860960.560000 0.0547766 Long DBT CORP US N 2 2031-03-01 Fixed 7.75 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AP0 700000.000000 PA USD 960856.390000 0.0031216 Long DBT CORP US N 2 2039-12-01 Fixed 6 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1600000.000000 PA USD 1648358.850000 0.0053551 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 12300000.000000 PA USD 11501682.280000 0.0373658 Long DBT CORP NL N 2 2051-02-08 Fixed 3.832 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AS8 13100000.000000 PA USD 15320135.730000 0.0497709 Long DBT CORP US N 2 2050-02-01 Fixed 4 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 4000000.000000 PA USD 3851229.200000 0.0125116 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AL3 700000.000000 PA USD 743235.910000 0.0024146 Long DBT CORP US N 2 2025-04-30 Fixed 3.45 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 900000.000000 PA USD 1166093.360000 0.0037883 Long DBT CORP US N 2 2049-04-15 Fixed 4.85 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AW9 14000000.000000 PA USD 13386545.060000 0.0434892 Long DBT CORP US N 2 2032-05-18 Fixed 2 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AX7 9500000.000000 PA USD 9406784.860000 0.0305601 Long DBT CORP US N 2 2051-05-18 Fixed 3 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 2000000.000000 PA USD 2281807.720000 0.0074130 Long DBT CORP US N 2 2051-03-13 Fixed 3.7 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BA9 3613000.000000 PA USD 4225170.350000 0.0137264 Long DBT CORP US N 2 2049-12-07 Fixed 3.935 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 Y7138AAD2 5000000.000000 PA USD 6123002.200000 0.0198920 Long DBT CORP ID N 2 2042-05-03 Fixed 6 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370RAA5 5700000.000000 PA USD 7456842.890000 0.0242252 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CJ8 1500000.000000 PA USD 1697819.900000 0.0055158 Long DBT CORP US N 2 2043-03-15 Fixed 3.95 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 10500000.000000 PA USD 10976869.260000 0.0356608 Long DBT CORP US N 2 2050-03-01 Fixed 3.2 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CQ2 4000000.000000 PA USD 4802562.520000 0.0156022 Long DBT CORP US N 2 2048-06-15 Fixed 4.1 N N N N N N PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 549300SHPFALUPKK2351 744482BM1 4700000.000000 PA USD 5278856.980000 0.0171496 Long DBT CORP US N 2 2049-07-01 Fixed 3.6 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BP4 2300000.000000 PA USD 2323420.280000 0.0075482 Long DBT CORP US N 2 2051-08-15 Fixed 3.15 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 1135000.000000 PA USD 1600936.800000 0.0052010 Long DBT CORP US N 2 2037-11-15 Fixed 6.625 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAX0 17500000.000000 PA USD 16912917.880000 0.0549454 Long DBT CORP KY N 2 2031-02-09 Fixed 2.125 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAY8 38869000.000000 PA USD 35545674.850000 0.1154782 Long DBT CORP KY N 2 2041-02-09 Fixed 2.7 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAZ5 1150000.000000 PA USD 1079012.580000 0.0035054 Long DBT CORP KY N 2 2051-02-09 Fixed 3.15 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WBA9 24200000.000000 PA USD 22336235.550000 0.0725643 Long DBT CORP KY N 2 2061-02-09 Fixed 3.25 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAQ5 14000000.000000 PA USD 14735822.080000 0.0478726 Long DBT CORP KY N 2 2024-11-28 Fixed 3.6 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAR3 10850000.000000 PA USD 12318654.810000 0.0400199 Long DBT CORP KY N 2 2034-11-28 Fixed 4.5 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAU6 21700000.000000 PA USD 23562605.400000 0.0765484 Long DBT CORP KY N 2 2037-12-06 Fixed 4 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAV4 17900000.000000 PA USD 19730577.870000 0.0640992 Long DBT CORP KY N 2 2047-12-06 Fixed 4.2 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAW2 7600000.000000 PA USD 8655269.730000 0.0281186 Long DBT CORP KY N 2 2057-12-06 Fixed 4.4 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 6500000.000000 PA USD 7035126.610000 0.0228552 Long DBT CORP US N 2 2030-06-15 Fixed 4.1 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CH7 3800000.000000 PA USD 4503621.490000 0.0146310 Long DBT CORP US N 2 2048-06-15 Fixed 4.223 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CC8 8200000.000000 PA USD 11143544.320000 0.0362023 Long DBT CORP US N 2 2040-07-15 Fixed 5.764 N N N N N N ALLEGHANY CORPORATION 549300DCJE6AYX159479 017175AD2 5400000.000000 PA USD 6833921.240000 0.0222015 Long DBT CORP US N 2 2044-09-15 Fixed 4.9 N N N N N N PULTEGROUP INC N/A 745867AW1 3275000.000000 PA USD 3727015.500000 0.0121081 Long DBT CORP US N 2 2026-03-01 Fixed 5.5 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAE3 700000.000000 PA USD 709280.600000 0.0023043 Long DBT CORP QA N 2 2041-07-12 Fixed 3.125 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAD5 24800000.000000 PA USD 25619069.600000 0.0832293 Long DBT CORP QA N 2 2051-07-12 Fixed 3.3 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBE0 6800000.000000 PA USD 8462164.800000 0.0274913 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPF7 14500000.000000 PA USD 16369267.500000 0.0531793 Long DBT NUSS QA N 2 2029-03-14 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 4000000.000000 PA USD 5255880.000000 0.0170749 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI122SK2 700000.000000 PA USD 728280.000000 0.0023660 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAG2 28900000.000000 PA USD 39178978.600000 0.1272818 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AK9 3058000.000000 PA USD 3153333.150000 0.0102443 Long DBT CORP US N 2 2023-03-15 Fixed 4.375 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AM5 28665000.000000 PA USD 28597780.580000 0.0929064 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AS2 2300000.000000 PA USD 2458401.000000 0.0079867 Long DBT CORP US N 2 2024-04-01 Fixed 4.85 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A M8222MAA0 4586000.000000 PA USD 5152256.350000 0.0167383 Long DBT CORP QA N 2 2027-09-30 Fixed 5.838 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A M8222MAD4 3535000.000000 PA USD 3999852.500000 0.0129944 Long DBT CORP QA N 2 2027-09-30 Fixed 6.332 N N N N N N RAYONIER LP 5493004X96PV3VY6KB95 75508XAA4 7500000.000000 PA USD 7490764.200000 0.0243354 Long DBT CORP US N 2 2031-05-17 Fixed 2.75 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CP2 7100000.000000 PA USD 8233218.860000 0.0267475 Long DBT CORP US N 2 2047-05-04 Fixed 4.05 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CW7 6200000.000000 PA USD 7487511.900000 0.0243249 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 618378.580000 PA USD 614082.460000 0.0019950 Long ABS-MBS CORP US N 2 2036-11-26 Floating 0.252 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 15115000.000000 PA USD 21421445.200000 0.0695924 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BH6 16100000.000000 PA USD 17375380.820000 0.0564479 Long DBT CORP US N 2 2028-01-15 Fixed 3.4 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AT1 1150000.000000 PA USD 1490057.400000 0.0048408 Long DBT CORP US N 2 2047-03-15 Fixed 4.65 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BG8 11848000.000000 PA USD 13145119.990000 0.0427049 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAW3 5700000.000000 PA USD 6727148.380000 0.0218547 Long DBT CORP US N 2 2047-02-01 Fixed 4.4 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAX1 1100000.000000 PA USD 1228891.600000 0.0039923 Long DBT CORP US N 2 2028-03-15 Fixed 4.125 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAY9 1500000.000000 PA USD 1867913.640000 0.0060683 Long DBT CORP US N 2 2049-03-15 Fixed 4.65 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 1000000.000000 PA USD 1038963.560000 0.0033753 Long DBT CORP US N 2 2029-09-15 Fixed 2.95 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886FAE7 2150000.000000 PA USD 2035637.520000 0.0066132 Long DBT CORP US N 2 2030-09-15 Fixed 1.75 N N N N N N REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE N/A 913366EP1 25100000.000000 PA USD 38888541.930000 0.1263382 Long DBT MUN US N 2 2048-05-15 Fixed 6.548 N N N N N N REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE N/A 913366DF4 4305000.000000 PA USD 6638485.640000 0.0215666 Long DBT MUN US N 2 2049-05-15 Fixed 6.583 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 24100000.000000 PA USD 24716909.150000 0.0802985 Long DBT CORP US N 2 2023-06-05 Fixed 3.05 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 2200000.000000 PA USD 2187101.290000 0.0071053 Long DBT CORP US N 2 2028-11-02 Fixed 2.2 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 2400000.000000 PA USD 3302492.980000 0.0107289 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N ALT-2 STRUCTURED TRUST N/A 937CJTII1 46398538.990000 PA USD 46154514.230000 0.1499434 Long LON CORP US N 3 2031-05-13 Fixed 2.95 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAA2 11800000.000000 PA USD 11222618.330000 0.0364592 Long DBT CORP US N 2 2030-12-01 Fixed 2.125 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 21248000.000000 PA USD 25873224.910000 0.0840550 Long DBT CORP US N 2 2045-08-15 Fixed 5.85 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AZ9 10920000.000000 PA USD 13419427.910000 0.0435960 Long DBT CORP US N 2 2043-09-15 Fixed 6.15 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A 76716XAB8 14695216.800000 PA USD 16892004.760000 0.0548775 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N RIVERSIDE CNTY CA CTFS PARTN 254900CB5HEOBAVTY629 76913CBF5 2500000.000000 PA USD 2804966.000000 0.0091126 Long DBT MUN US N 2 2038-02-15 Fixed 3.818 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAD9 25640000.000000 PA USD 28978199.800000 0.0941422 Long DBT CORP US N 2 2038-07-15 Fixed 7.5 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3VF1 9100000.000000 PA 9301798.620000 0.0302190 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3TC1 9100000.000000 PA 9696605.840000 0.0315016 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAL7 12900000.000000 PA USD 12886439.390000 0.0418645 Long DBT CORP GB N 2 2040-09-02 Fixed 3.3 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 17900000.000000 PA USD 17789323.050000 0.0577926 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAP8 1000000.000000 PA USD 958876.070000 0.0031151 Long DBT CORP GB N 2 2051-09-02 Fixed 3.35 N N N N N N RR 7 LTD 2019-7A N/A 74980EAC2 15500000.000000 PA USD 15499998.140000 0.0503552 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.47375 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI1BL160 1638100000.000000 PA 21069790.370000 0.0684500 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI0KSLJ7 2579500000.000000 PA 34935723.600000 0.1134966 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.5 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAR5 5900000.000000 PA USD 5119346.520000 0.0166314 Long DBT CORP US N 2 2060-08-15 Fixed 2.3 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAQ7 3200000.000000 PA USD 3478136.800000 0.0112995 Long DBT CORP US N 2 2049-12-01 Fixed 3.25 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AM8 300000.000000 PA USD 333304.470000 0.0010828 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AS5 36700000.000000 PA USD 41248537.810000 0.1340052 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 24200000.000000 PA USD 26529529.750000 0.0861872 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AJ5 8950000.000000 PA USD 9738689.660000 0.0316383 Long DBT CORP US N 2 2024-05-15 Fixed 5.75 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 26265000.000000 PA USD 29652949.670000 0.0963343 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AV8 7556000.000000 PA USD 8677292.950000 0.0281901 Long DBT CORP US N 2 2026-06-30 Fixed 5.875 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAG6 3368000.000000 PA USD 3530261.180000 0.0114689 Long DBT CORP US N 2 2029-10-15 Fixed 3.9 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 15350000.000000 PA USD 15017364.890000 0.0487873 Long DBT CORP US N 2 2031-12-01 Fixed 3.2 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 22500000.000000 PA USD 28137935.030000 0.0914124 Long DBT CORP US N 2 2049-02-14 Fixed 5.95 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBG7 6929000.000000 PA USD 9085326.700000 0.0295157 Long DBT CORP US N 2 2059-02-14 Fixed 6.2 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 9080000.000000 PA USD 8803321.410000 0.0285996 Long DBT CORP US N 2 2046-09-16 Fixed 3.875 N N N N N N SAMMONS FINANCIAL GROUP INC N/A 79588TAD2 18300000.000000 PA USD 18458350.630000 0.0599661 Long DBT CORP US N 2 2031-04-16 Fixed 3.35 N N N N N N SAN DIEGO COUNTY WATER AUTHORITY 549300Y0QN5OFKA1G520 79741TAR5 1800000.000000 PA USD 2710841.940000 0.0088068 Long DBT MUN US N 2 2049-05-01 Fixed 6.138 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 10305000.000000 PA USD 10881780.850000 0.0353519 Long DBT CORP US N 2 2050-04-15 Fixed 3.32 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BW3 12140000.000000 PA USD 14501900.980000 0.0471127 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 1550000.000000 PA USD 1725265.540000 0.0056049 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 14172000.000000 PA USD 16802935.010000 0.0545881 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 2600000.000000 PA USD 3166200.670000 0.0102861 Long DBT CORP US N 2 2040-08-15 Fixed 4.5 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440CA0 16900000.000000 PA USD 17051505.630000 0.0553957 Long DBT CORP US N 2 2051-08-15 Fixed 2.95 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BP8 1968000.000000 PA USD 2196502.300000 0.0071358 Long DBT CORP US N 2 2041-11-15 Fixed 3.95 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135CA2 3000000.000000 PA USD 3121215.510000 0.0101400 Long DBT CORP US N 2 2041-05-12 Fixed 2.875 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135CB0 21300000.000000 PA USD 22797000.850000 0.0740612 Long DBT CORP US N 2 2051-05-12 Fixed 3.1 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 19300000.000000 PA USD 19721029.500000 0.0640682 Long DBT CORP KY N 2 2030-06-18 Fixed 4.375 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135CC8 55500000.000000 PA USD 59917451.460000 0.1946554 Long DBT CORP US N 2 2061-05-12 Fixed 3.25 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BT2 4500000.000000 PA USD 4296981.960000 0.0139597 Long DBT CORP US N 2 2050-06-03 Fixed 2.5 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 31500000.000000 PA USD 33080513.130000 0.1074695 Long DBT CORP KY N 2 2025-08-08 Fixed 5.125 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BU9 900000.000000 PA USD 870187.360000 0.0028270 Long DBT CORP US N 2 2060-06-03 Fixed 2.7 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BM7 38800000.000000 PA USD 49824373.980000 0.1618657 Long DBT CORP US N 2 2057-08-22 Fixed 4.25 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 38300000.000000 PA USD 41286825.500000 0.1341296 Long DBT CORP KY N 2 2028-08-08 Fixed 5.4 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135AQ9 475000.000000 PA USD 649778.640000 0.0021110 Long DBT CORP US N 2 2044-12-05 Fixed 4.95 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAM7 600000.000000 PA USD 565461.000000 0.0018370 Long DBT CORP KY N 2 2027-03-08 Fixed 2.3 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBB1 700000.000000 PA USD 734996.470000 0.0023878 Long DBT CORP US N 2 2025-06-02 Fixed 3.45 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAP1 5200000.000000 PA USD 5705145.370000 0.0185345 Long DBT CORP US N 2 2027-07-13 Fixed 4.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI0CTJV0 600000.000000 PA 831925.640000 0.0027027 Long DBT CORP GB N 2 2022-06-24 Floating 7.375 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAP0 15160000.000000 PA USD 15326051.270000 0.0497901 Long DBT CORP GB N 2 2032-03-15 Floating 2.896 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 55945000.000000 PA USD 60092470.830000 0.1952240 Long DBT CORP GB N 2 2028-11-03 Floating 3.823 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 35700000.000000 PA USD 36386236.470000 0.1182089 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 10201331.930000 PA USD 9193972.840000 0.0298687 Long ABS-O CORP KY N 2 2040-03-15 Fixed 4.25 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAW9 13100000.000000 PA USD 13254842.000000 0.0430613 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAH2 500000.000000 PA USD 539553.500000 0.0017529 Long DBT NUSS SA N 2 2025-04-17 Fixed 4 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAX8 34000000.000000 PA USD 34557566.340000 0.1122681 Long DBT CORP US N 2 2051-06-15 Fixed 2.9 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI121KG1 15000000.000000 PA USD 19066890.000000 0.0619431 Long DBT NUSS SA N 2 2049-04-17 Fixed 5 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 2600000.000000 PA USD 2777946.570000 0.0090248 Long DBT CORP US N 2 2050-03-15 Fixed 3.25 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI0QG3C2 8900000.000000 PA USD 9495329.900000 0.0308477 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAC3 47700000.000000 PA USD 56039391.000000 0.1820566 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAF6 14800000.000000 PA USD 17760236.800000 0.0576981 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2L8 18600000.000000 PA USD 18172590.600000 0.0590378 Long DBT CORP SA N 2 2050-11-24 Fixed 3.25 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 3700000.000000 PA USD 4211479.930000 0.0136819 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2M6 21100000.000000 PA USD 20610480.000000 0.0669578 Long DBT CORP SA N 2 2070-11-24 Fixed 3.5 N N N N N N SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 2 549300NU3VI6NLNU1575 804133AB2 54700000.000000 PA USD 67213992.500000 0.2183598 Long DBT CORP KY N 2 2043-04-08 Fixed 5.06 N N N N N N SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 3 549300BJ6IA5S2UFVN71 80413MAB0 37700000.000000 PA USD 48896673.800000 0.1588519 Long DBT CORP KY N 2 2044-04-08 Fixed 5.5 N N N N N N SBA TOWER TRUST N/A 78403DAR1 10300000.000000 PA USD 10525751.280000 0.0341953 Long DBT CORP US N 2 2052-07-15 Fixed 2.328 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 3563642.010000 PA USD 3447339.350000 0.0111995 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N SBA TOWER TRUST N/A 78403DAH3 11400000.000000 PA USD 11814372.900000 0.0383817 Long DBT CORP US N 2 2049-10-15 Fixed 3.869 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 78406JAB0 9750000.000000 PA USD 9784027.500000 0.0317856 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 L8084MAB6 16650000.000000 PA USD 16708108.500000 0.0542801 Long DBT CORP LU N 2 2022-02-07 Fixed 6.125 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 ACI02M251 8575000.000000 PA USD 8751696.450000 0.0284319 Long DBT CORP LU N 2 2022-10-29 Fixed 5.125 N N N N N N AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 02377AAA6 3939804.000000 PA USD 4005263.840000 0.0130120 Long DBT CORP US N 2 2028-04-01 Fixed 3.7 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 5000000.000000 PA USD 5209175.000000 0.0169232 Long DBT CORP KY N 2 2031-01-15 Fixed 4.125 N N N N N N AMERICAN AIRLINES 2014-1 CLASS B PASS THROUGH TRUST N/A 02376XAA7 354014.070000 PA USD 353058.870000 0.0011470 Long DBT CORP US N 2 2024-04-01 Fixed 4.375 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 7034273.200000 PA USD 6985267.530000 0.0226932 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300AH0 8800000.000000 PA USD 11636045.960000 0.0378023 Long DBT CORP US N 2 2049-03-01 Fixed 5.375 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BG3 1000000.000000 PA USD 1065398.040000 0.0034612 Long DBT CORP US N 2 2028-02-01 Fixed 3.4 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 8424000.000000 PA USD 9395387.780000 0.0305230 Long DBT CORP US N 2 2048-02-01 Fixed 4 N N N N N N AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST N/A 02377BAB2 5955018.680000 PA USD 6154193.810000 0.0199933 Long DBT CORP US N 2 2029-03-22 Fixed 3.6 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BA6 3300000.000000 PA USD 3483323.980000 0.0113164 Long DBT CORP US N 2 2027-06-15 Fixed 3.25 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 15145000.000000 PA USD 20944089.710000 0.0680416 Long DBT CORP US N 2 2039-10-15 Fixed 6 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 023765AA8 4491437.500000 PA USD 4526868.650000 0.0147066 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MBA9 5000000.000000 PA USD 4867950.000000 0.0158146 Long DBT CORP US N 2 2026-10-01 Fixed 4.75 N N N N N N AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST N/A 023771R91 540281.430000 PA USD 538248.030000 0.0017486 Long DBT CORP US N 2 2030-04-15 Fixed 3 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 82620KBF9 13100000.000000 PA USD 13386004.310000 0.0434875 Long DBT CORP NL N 2 2041-03-11 Fixed 2.875 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 1562500.000000 PA USD 1635018.130000 0.0053117 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST N/A 02377CAA2 3124751.440000 PA USD 3048508.130000 0.0099038 Long DBT CORP US N 2 2031-04-15 Fixed 3.6 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 21800000.000000 PA USD 23105275.000000 0.0750627 Long LON CORP US N 2 2027-10-20 Floating 4.75 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAL6 20200000.000000 PA USD 20381921.200000 0.0662153 Long DBT CORP US N 2 2031-06-01 Fixed 3 N N N N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 729514.940000 PA USD 744202.410000 0.0024177 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 02378MAA9 3582993.350000 PA USD 3438707.640000 0.0111714 Long DBT CORP US N 2 2033-08-15 Fixed 3.5 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 7850430.810000 PA USD 7954876.870000 0.0258432 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST N/A 02379KAA2 14800000.000000 PA USD 14723179.120000 0.0478316 Long DBT CORP US N 2 2036-01-11 Fixed 2.875 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAF9 4200000.000000 PA USD 4170123.970000 0.0135476 Long DBT CORP IE N 2 2028-06-15 Fixed 2.3 N N N N N N SOMPO INTERNATIONAL HOLDINGS LTD N/A 614810AB5 3000000.000000 PA USD 3085416.300000 0.0100237 Long DBT CORP BM N 2 2022-10-15 Fixed 4.7 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 30500000.000000 PA USD 31177835.660000 0.1012882 Long DBT CORP US N 2 2031-02-01 Fixed 3.375 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BA1 7300000.000000 PA USD 7557690.000000 0.0245529 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BB9 38900000.000000 PA USD 37509325.000000 0.1218575 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AG3 3000000.000000 PA USD 3326768.130000 0.0108078 Long DBT CORP US N 2 2031-01-30 Fixed 3.875 N N N N N N SOUTH JERSEY INDS INC 549300DJYWYT5VXLFA46 838518AA6 28000000.000000 PA USD 30388924.720000 0.0987253 Long DBT CORP US N 2 2031-04-15 Variable 5.02 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AF5 1300000.000000 PA USD 1327736.370000 0.0043135 Long DBT CORP US N 2 2030-02-01 Fixed 2.85 N N N N N N AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP RDKVCX5HITZ2GPIR7153 024836AA6 4100000.000000 PA USD 4212432.170000 0.0136850 Long DBT CORP US N 2 2023-04-15 Fixed 3.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 5800000.000000 PA USD 6152793.640000 0.0199887 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GY3 10300000.000000 PA USD 9835171.610000 0.0319518 Long DBT CORP US N 2 2051-02-01 Fixed 2.95 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 8096000.000000 PA USD 9907750.080000 0.0321876 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AU5 10600000.000000 PA USD 10767227.610000 0.0349798 Long DBT CORP US N 2 2062-02-15 Floating 3.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HF3 31200000.000000 PA USD 33885847.940000 0.1100858 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 5000000.000000 PA USD 5342611.050000 0.0173567 Long DBT CORP US N 2 2025-08-01 Fixed 3.7 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400ES8 5900000.000000 PA USD 7662027.150000 0.0248918 Long DBT CORP US N 2 2034-01-15 Fixed 6 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FL2 17000000.000000 PA USD 22355725.050000 0.0726276 Long DBT CORP US N 2 2039-03-15 Fixed 6.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 3834000.000000 PA USD 4171347.220000 0.0135516 Long DBT CORP US N 2 2042-03-15 Fixed 4.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FW8 6655000.000000 PA USD 7119380.310000 0.0231289 Long DBT CORP US N 2 2043-03-15 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 25268000.000000 PA USD 28411059.990000 0.0922997 Long DBT CORP US N 2 2048-03-01 Fixed 4.125 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EV1 8073000.000000 PA USD 10401728.050000 0.0337924 Long DBT CORP US N 2 2035-04-01 Fixed 5.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 105850000.000000 PA USD 116968823.780000 0.3799997 Long DBT CORP US N 2 2047-04-01 Fixed 4 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FQ1 445000.000000 PA USD 503301.730000 0.0016351 Long DBT CORP US N 2 2040-09-01 Fixed 4.5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 39850000.000000 PA USD 46642384.680000 0.1515283 Long DBT CORP US N 2 2043-10-01 Fixed 4.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FT5 42994000.000000 PA USD 44655831.600000 0.1450746 Long DBT CORP US N 2 2041-12-01 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 6995000.000000 PA USD 8591922.830000 0.0279128 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CS9 1942000.000000 PA USD 2419503.350000 0.0078603 Long DBT CORP US N 2 2049-01-15 Fixed 4.3 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CT7 8127000.000000 PA USD 9658619.700000 0.0313782 Long DBT CORP US N 2 2050-02-15 Fixed 3.95 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 4900000.000000 PA USD 5428337.800000 0.0176352 Long DBT CORP US N 2 2042-09-15 Fixed 3.75 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CJ9 1300000.000000 PA USD 1692400.790000 0.0054981 Long DBT CORP US N 2 2040-11-15 Fixed 5.125 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 21400000.000000 PA USD 21453500.000000 0.0696965 Long DBT CORP US N 2 2051-09-15 Floating 3.75 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 100000.000000 PA USD 108882.290000 0.0003537 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932AL8 40300000.000000 PA USD 47965203.070000 0.1558258 Long DBT CORP US N 2 2047-06-15 Fixed 4.5 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CW5 9300000.000000 PA USD 10511601.210000 0.0341493 Long DBT CORP US N 2 2036-07-01 Fixed 4.25 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CX3 19705000.000000 PA USD 23140915.330000 0.0751785 Long DBT CORP US N 2 2046-07-01 Fixed 4.4 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AH6 7500000.000000 PA USD 10228232.330000 0.0332287 Long DBT CORP US N 2 2041-03-15 Fixed 5.875 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 11010000.000000 PA USD 12834376.930000 0.0416954 Long DBT CORP US N 2 2047-05-30 Fixed 4.4 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 843452AZ6 8346000.000000 PA USD 11623606.980000 0.0377619 Long DBT CORP US N 2 2032-03-01 Fixed 8 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BH0 6470000.000000 PA USD 6777831.470000 0.0220193 Long DBT CORP US N 2 2023-05-04 Fixed 4.75 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 5665000.000000 PA USD 6296892.060000 0.0204569 Long DBT CORP US N 2 2025-05-04 Fixed 5.25 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BQ4 20000000.000000 PA USD 21615483.600000 0.0702228 Long DBT CORP US N 2 2048-02-01 Fixed 3.85 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 14340000.000000 PA USD 19921329.620000 0.0647189 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BP6 900000.000000 PA USD 931505.200000 0.0030262 Long DBT CORP US N 2 2026-10-01 Fixed 2.75 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BU6 18050000.000000 PA USD 18863087.340000 0.0612810 Long DBT CORP US N 2 2050-05-01 Fixed 3.15 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BL6 2000000.000000 PA USD 2647186.800000 0.0086000 Long DBT CORP US N 2 2036-10-01 Fixed 6 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 800000.000000 PA USD 803212.000000 0.0026094 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAG5 2400000.000000 PA USD 2456532.000000 0.0079806 Long DBT CORP US N 2 2026-06-15 Fixed 3.85 N N N N N N SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A N/A 84858DAA6 4727502.440000 PA USD 4885114.060000 0.0158704 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 9025000.000000 PA USD 9501549.060000 0.0308679 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAG3 11100000.000000 PA USD 11487487.570000 0.0373197 Long DBT CORP US N 2 2031-02-15 Fixed 3.2 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAJ7 11400000.000000 PA USD 11299624.480000 0.0367094 Long DBT CORP US N 2 2032-02-15 Fixed 2.7 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAD0 200000.000000 PA USD 219956.860000 0.0007146 Long DBT CORP US N 2 2029-07-15 Fixed 4 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAC2 2350000.000000 PA USD 2588143.970000 0.0084082 Long DBT CORP US N 2 2026-09-15 Fixed 4.45 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAE0 22100000.000000 PA USD 24397845.290000 0.0792619 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N SPRTE 2017-1 N/A 85208HAA1 8590958.750000 PA USD 8506282.820000 0.0276346 Long ABS-O CORP KY N 2 2037-12-15 Fixed 4.25 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BX7 16900000.000000 PA USD 16783812.500000 0.0545260 Long DBT CORP GB N 2 2031-01-14 Floating 4.75 N N N N Y STANDARD CHARTERED PLC GBP XXXX N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 17000000.000000 PA USD 16794072.030000 0.0545593 Long DBT CORP GB N 2 2036-02-18 Floating 3.265 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 938RLHII0 10115950.000000 PA USD 10131407.170000 0.0329142 Long LON CORP US N 2 2028-09-22 Floating 3 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 18600000.000000 PA USD 19238259.000000 0.0624998 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 2380000.000000 PA USD 2452911.300000 0.0079688 Long DBT CORP US N 2 2027-02-15 Fixed 5 N N N N N N STANFORD UNIVERSITY JIUV0DC2REIJXQ26CR37 85440KAD6 12600000.000000 PA USD 12260251.840000 0.0398302 Long DBT CORP US N 2 2050-06-01 Fixed 2.413 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AU3 2000000.000000 PA USD 2468285.200000 0.0080188 Long DBT CORP US N 2 2049-08-15 Fixed 4.45 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244BA6 17358000.000000 PA USD 18743809.430000 0.0608935 Long DBT CORP US N 2 2050-11-15 Fixed 3.5 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 4713013.890000 PA USD 4692549.510000 0.0152448 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N STATE BANK OF INDIA/LONDON BRANCH 5493001JZ37UBBZF6L49 ACI0RZMZ7 22000000.000000 PA USD 22026180.000000 0.0715570 Long DBT CORP IN N 2 2022-01-24 Fixed 3.25 N N N N N N STATE OF OREGON DEPARTMENT OF TRANSPORTATION N/A 68607DNL5 9200000.000000 PA USD 12549970.240000 0.0407714 Long DBT MUN US N 2 2034-11-15 Fixed 5.834 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 5600000.000000 PA USD 6147885.410000 0.0199728 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AC4 1900000.000000 PA USD 1886738.420000 0.0061295 Long DBT CORP US N 2 2030-11-18 Fixed 2.75 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 3583000.000000 PA USD 3972501.410000 0.0129056 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N STRUCTURED ARM LOAN TRUST 2004-12 N/A 863579AP3 246528.670000 PA USD 251828.690000 0.0008181 Long ABS-MBS CORP US N 2 2034-09-25 Floating 2.38984 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 11300000.000000 PA USD 13072957.010000 0.0424705 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAD9 4700000.000000 PA USD 4733915.910000 0.0153792 Long DBT CORP US N 2 2051-07-15 Fixed 3.375 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DC8 2000000.000000 PA USD 2214759.640000 0.0071951 Long DBT CORP US N 2 2035-01-15 Fixed 3.875 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DB0 26512000.000000 PA USD 32612538.720000 0.1059492 Long DBT CORP US N 2 2055-01-15 Fixed 4.375 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 5500000.000000 PA USD 7023015.950000 0.0228159 Long DBT CORP US N 2 2048-04-01 Fixed 4.75 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DP9 6200000.000000 PA USD 7749488.190000 0.0251760 Long DBT CORP US N 2 2050-06-30 Fixed 4.375 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DE4 4550000.000000 PA USD 5447441.450000 0.0176972 Long DBT CORP US N 2 2035-07-10 Fixed 4.7 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DA2 17205000.000000 PA USD 21238824.080000 0.0689991 Long DBT CORP US N 2 2044-07-16 Fixed 4.5 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DF1 1200000.000000 PA USD 1541374.160000 0.0050075 Long DBT CORP US N 2 2045-07-10 Fixed 4.8 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEP5 1160000.000000 PA USD 1438832.910000 0.0046744 Long DBT MUN US N 2 2028-02-15 Fixed 7.334 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEH3 7325000.000000 PA USD 10863719.220000 0.0352932 Long DBT MUN US N 2 2033-02-15 Fixed 7.734 N N N N N N STRUCTURED ASSET SEC CORP 2007-WF2 N/A 86364LAA0 161638.230000 PA USD 163153.280000 0.0005300 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.10188 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UCY8 1000000.000000 PA USD 1493732.700000 0.0048527 Long DBT MUN US N 2 2044-02-15 Fixed 6.449 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 40725000.000000 PA USD 77252437.600000 0.2509720 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N AMERICAN TOWER (GTP ACQUISITION PARTNERS I LLC) N/A 36246MAU3 7500000.000000 PA USD 7805212.500000 0.0253570 Long DBT CORP US N 2 2050-06-15 Fixed 3.482 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAV2 7500000.000000 PA USD 7794031.580000 0.0253207 Long DBT CORP US N 2 2025-01-15 Fixed 2.95 N N N N N N SUMITOMO LIFE INSURANCE COMPANY 549300I5OQCDADQSPI57 86564CAC4 16300000.000000 PA USD 17083785.500000 0.0555005 Long DBT CORP JP N 2 2081-04-15 Floating 3.375 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBW9 2700000.000000 PA USD 2766340.130000 0.0089871 Long DBT CORP JP N 2 2030-01-15 Fixed 2.75 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 11300000.000000 PA USD 11789515.210000 0.0383009 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCB4 37100000.000000 PA USD 36086901.770000 0.1172365 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAM2 16200000.000000 PA USD 16972569.740000 0.0551392 Long DBT CORP US N 2 2027-01-15 Fixed 3.125 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AE7 6800000.000000 PA USD 6752128.200000 0.0219358 Long DBT CORP US N 2 2031-07-15 Fixed 2.7 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAR1 2250000.000000 PA USD 2425912.160000 0.0078811 Long DBT CORP US N 2 2028-01-15 Fixed 3.6 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867229AE6 100000.000000 PA USD 136978.520000 0.0004450 Long DBT CORP CA N 2 2038-06-15 Fixed 6.5 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 71644EAF9 17772000.000000 PA USD 22813311.440000 0.0741142 Long DBT CORP CA N 2 2028-11-15 Fixed 7 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAH6 1950000.000000 PA USD 2009846.300000 0.0065294 Long DBT CORP US N 2 2040-08-15 Fixed 3.161 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBK5 29500000.000000 PA USD 28024883.480000 0.0910452 Long DBT CORP US N 2 2051-01-15 Fixed 2.95 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 2600000.000000 PA USD 2731790.460000 0.0088748 Long DBT CORP US N 2 2050-08-15 Fixed 3.361 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 13600000.000000 PA USD 15762400.000000 0.0512077 Long DBT CORP AT N 2 2029-01-15 Fixed 6 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAB8 11250000.000000 PA USD 14268093.750000 0.0463531 Long DBT CORP AT N 2 2047-03-16 Fixed 7 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 A8372TAC2 1520000.000000 PA USD 1927778.000000 0.0062628 Long DBT CORP AT N 2 2047-03-16 Fixed 7 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 ACI1RWFN7 6000000.000000 PA USD 6240000.000000 0.0202720 Long DBT CORP SE N 2 2031-03-01 Floating 4.75 N N N N Y SVENSKA HANDELSBANKEN AB SEK XXXX N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAJ9 3100000.000000 PA USD 3387824.340000 0.0110061 Long DBT CORP US N 2 2026-02-15 Fixed 4.4 N N N N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 87124VAD1 1200000.000000 PA USD 1238882.860000 0.0040248 Long DBT CORP AU N 2 2023-03-22 Fixed 3.9 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAU4 23300000.000000 PA USD 25428903.760000 0.0826115 Long DBT CORP US N 2 2029-03-15 Fixed 3.95 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAG8 600000.000000 PA USD 648800.960000 0.0021078 Long DBT CORP US N 2 2025-07-23 Fixed 4.5 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAR4 12000000.000000 PA USD 11988426.840000 0.0389471 Long DBT CORP US N 2 2031-10-28 Fixed 2.875 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAA2 1500000.000000 PA USD 1505976.080000 0.0048925 Long DBT CORP NL N 2 2022-03-28 Fixed 3.125 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 1000000.000000 PA USD 1034059.030000 0.0033594 Long DBT CORP NL N 2 2023-04-24 Fixed 4.441 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAG9 6950000.000000 PA USD 7469682.290000 0.0242670 Long DBT CORP NL N 2 2025-04-24 Fixed 4.892 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAJ3 13575000.000000 PA USD 16757344.620000 0.0544400 Long DBT CORP NL N 2 2048-04-24 Fixed 5.676 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBC3 7500000.000000 PA USD 7229824.050000 0.0234877 Long DBT CORP US N 2 2030-06-15 Fixed 2.1 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 12600000.000000 PA USD 12516036.250000 0.0406612 Long DBT CORP US N 2 2028-02-15 Fixed 2.05 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 9500000.000000 PA USD 9459819.470000 0.0307324 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 34900000.000000 PA USD 34166271.470000 0.1109969 Long DBT CORP US N 2 2051-02-15 Fixed 3.3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 14400000.000000 PA USD 15600976.420000 0.0506833 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBD1 8400000.000000 PA USD 8192400.800000 0.0266149 Long DBT CORP US N 2 2050-06-15 Fixed 3.1 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 3195000.000000 PA USD 3497650.210000 0.0113629 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 18700000.000000 PA USD 21412380.580000 0.0695630 Long DBT CORP US N 2 2040-04-15 Fixed 4.375 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 40300000.000000 PA USD 47235267.700000 0.1534544 Long DBT CORP US N 2 2050-04-15 Fixed 4.5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 27900000.000000 PA USD 27711738.330000 0.0900278 Long DBT CORP US N 2 2060-11-15 Fixed 3.6 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACP8 2300000.000000 PA USD 2316765.410000 0.0075265 Long DBT CORP US N 2 2032-03-15 Fixed 2.7 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACM5 23400000.000000 PA USD 23335611.160000 0.0758110 Long DBT CORP US N 2 2052-10-15 Fixed 3.4 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 61500000.000000 PA USD 66972393.620000 0.2175750 Long DBT CORP US N 2 2029-08-15 Fixed 3.8 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BF8 18500000.000000 PA USD 23405084.820000 0.0760367 Long DBT CORP US N 2 2049-06-15 Fixed 4.45 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAG5 9200000.000000 PA USD 8937579.380000 0.0290357 Long DBT CORP US N 2 2028-08-09 Fixed 2.375 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAJ9 6850000.000000 PA USD 6594173.800000 0.0214227 Long DBT CORP US N 2 2031-08-09 Fixed 2.65 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BF3 11300000.000000 PA USD 13692380.630000 0.0444828 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 878091BG1 30000000.000000 PA USD 31368984.000000 0.1019092 Long DBT CORP US N 2 2050-05-15 Fixed 3.3 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BD8 18400000.000000 PA USD 23695054.480000 0.0769787 Long DBT CORP US N 2 2044-09-15 Fixed 4.9 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BC0 5129000.000000 PA USD 7679543.220000 0.0249487 Long DBT CORP US N 2 2039-12-16 Fixed 6.85 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAK6 6487000.000000 PA USD 6897255.140000 0.0224073 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AE5 4500000.000000 PA USD 5841206.730000 0.0189765 Long DBT CORP CA N 2 2035-10-01 Fixed 6.125 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAY6 12300000.000000 PA USD 13144639.030000 0.0427033 Long DBT CORP US N 2 2049-10-15 Fixed 3.7 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAU7 15900000.000000 PA USD 19787983.910000 0.0642857 Long DBT CORP ES N 2 2047-03-08 Fixed 5.213 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAW3 15330000.000000 PA USD 18483552.540000 0.0600480 Long DBT CORP ES N 2 2048-03-06 Fixed 4.895 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAX1 7800000.000000 PA USD 10178096.450000 0.0330658 Long DBT CORP ES N 2 2049-03-01 Fixed 5.52 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAC7 15097000.000000 PA USD 21565364.300000 0.0700600 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 879385AD4 8650000.000000 PA USD 12228884.740000 0.0397283 Long DBT CORP NL N 2 2030-09-15 Fixed 8.25 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAH9 7700000.000000 PA USD 8197504.320000 0.0266314 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAN6 33800000.000000 PA USD 36796706.650000 0.1195424 Long DBT CORP KY N 2 2029-04-11 Fixed 3.975 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBB1 25200000.000000 PA USD 26208687.200000 0.0851448 Long DBT CORP KY N 2 2041-04-22 Fixed 3.68 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 9100000.000000 PA USD 9577198.360000 0.0311137 Long DBT CORP KY N 2 2051-04-22 Fixed 3.84 N N N N N N AMERICAN TRANSMISSION SYSTEMS INCORPORATED N/A 030288AB0 13395000.000000 PA USD 17230011.000000 0.0559756 Long DBT CORP US N 2 2044-09-01 Fixed 5 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBD7 14300000.000000 PA USD 15164849.990000 0.0492664 Long DBT CORP KY N 2 2061-04-22 Fixed 3.94 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 14300000.000000 PA USD 13519974.180000 0.0439227 Long DBT CORP KY N 2 2050-06-03 Fixed 3.24 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAW6 13300000.000000 PA USD 12331388.270000 0.0400613 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAG9 4000000.000000 PA USD 4249144.200000 0.0138043 Long DBT CORP KY N 2 2028-01-19 Fixed 3.595 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAD7 150000.000000 PA USD 216872.740000 0.0007046 Long DBT CORP US N 2 2037-10-15 Fixed 6.593 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAH7 5000000.000000 PA USD 5323054.750000 0.0172931 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAN4 18863000.000000 PA USD 20535392.830000 0.0667139 Long DBT CORP KY N 2 2029-04-11 Fixed 3.975 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XBB9 58500000.000000 PA USD 60841595.300000 0.1976577 Long DBT CORP KY N 2 2041-04-22 Fixed 3.68 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAU8 22675000.000000 PA USD 22239900.540000 0.0722513 Long DBT CORP KY N 2 2030-06-03 Fixed 2.39 N N N N N N TENCENT MUSIC ENTERTAINMENT GROUP 213800XTZK2GOHQTYK41 88034PAB5 1800000.000000 PA USD 1685744.300000 0.0054765 Long DBT CORP KY N 2 2030-09-03 Fixed 2 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AU3 320000.000000 PA USD 456901.270000 0.0014843 Long DBT CORP US N 2 2037-04-01 Fixed 7.625 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAR6 5000000.000000 PA USD 5590274.250000 0.0181613 Long DBT CORP US N 2 2047-09-01 Fixed 3.75 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 4500000.000000 PA USD 4575895.610000 0.0148658 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAJ4 8700000.000000 PA USD 10372874.110000 0.0336986 Long DBT CORP US N 2 2042-12-01 Fixed 4.3 N N N N N N TESCO PROPERTY FIN 2 PLC 2138008F9VZUZWUBZD27 B41QB0II2 317490.420000 PA 553557.200000 0.0017984 Long DBT CORP GB N 2 2039-10-13 Fixed 6.0517 N N N N N N TEVA PHARMACEUTICAL FINANCE COMPANY BV 549300Q840R30TDKVK53 88165FAG7 4585000.000000 PA USD 4598136.030000 0.0149381 Long DBT CORP CW N 2 2022-12-18 Fixed 2.95 N N N N N N TEXAS CAPITAL BANCSHARES INC 549300466Q2SXRX0YM48 88224QAA5 9000000.000000 PA USD 9310026.690000 0.0302457 Long DBT CORP US N 2 2031-05-06 Floating 4 N N N N N N TEXAS EASTERN TRANSMISSION LP 549300SIOULUXXIDGA69 882384AE0 400000.000000 PA USD 452078.390000 0.0014687 Long DBT CORP US N 2 2048-01-15 Fixed 4.15 N N N N N N TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND N/A 88283LHU3 16000000.000000 PA USD 19219355.200000 0.0624384 Long DBT MUN US N 2 2030-04-01 Fixed 5.178 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 8900000.000000 PA USD 9559156.250000 0.0310551 Long DBT CORP CA N 2 2025-06-04 Floating 4.9 N N N N Y THE BANK OF NOVA SCOTIA CAD XXXX N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAB0 3800000.000000 PA USD 3600994.110000 0.0116986 Long DBT CORP US N 2 2050-06-01 Fixed 2.415 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAC8 7100000.000000 PA USD 7348261.160000 0.0238725 Long DBT CORP US N 2 2070-06-01 Fixed 2.815 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315AQ6 1390000.000000 PA USD 1561716.510000 0.0050736 Long DBT CORP US N 2 2045-01-26 Fixed 3.7 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315AS2 1700000.000000 PA USD 2063871.660000 0.0067050 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 2500000.000000 PA USD 3821235.430000 0.0124141 Long DBT CORP US N 2 2112-09-01 Fixed 4.674 N N N N N N THOMSON REUTERS CORPORATION 549300561UZND4C7B569 884903BP9 20491000.000000 PA USD 28341137.750000 0.0920726 Long DBT CORP CA N 2 2043-11-23 Fixed 5.65 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 7306000.000000 PA USD 9574205.640000 0.0311040 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 52495000.000000 PA USD 71651186.680000 0.2327751 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 2080000.000000 PA USD 2948921.250000 0.0095802 Long DBT CORP US N 2 2038-07-01 Fixed 7.3 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 14800000.000000 PA USD 17979718.730000 0.0584112 Long DBT CORP US N 2 2041-09-01 Fixed 5.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 18500000.000000 PA USD 20212646.940000 0.0656654 Long DBT CORP US N 2 2042-09-15 Fixed 4.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 5200000.000000 PA USD 6501631.660000 0.0211220 Long DBT CORP US N 2 2040-11-15 Fixed 5.875 N N N N N N TIME WARNER ENTERTAINMENT COMPANY LP N/A 88731EAF7 1128000.000000 PA USD 1223514.190000 0.0039749 Long DBT CORP US N 2 2023-03-15 Fixed 8.375 N N N N N N TIME WARNER ENTERTAINMENT COMPANY LP N/A 88731EAJ9 18420000.000000 PA USD 26855683.800000 0.0872468 Long DBT CORP US N 2 2033-07-15 Fixed 8.375 N N N N N N TOLEDO EDISON CO N/A 889175BF1 20000000.000000 PA USD 20318487.200000 0.0660092 Long DBT CORP US N 2 2028-05-01 Fixed 2.65 N N N N N N TOLEDO EDISON CO N/A 889175BD6 1900000.000000 PA USD 2613616.860000 0.0084909 Long DBT CORP US N 2 2037-05-15 Fixed 6.15 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAD7 5362340.000000 PA USD 6072762.970000 0.0197287 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N TOTALENERGIES CAPITAL INTERNATIONAL 549300U37G2I8G4RUG09 89153VAW9 12200000.000000 PA USD 12980175.480000 0.0421690 Long DBT CORP FR N 2 2060-06-29 Fixed 3.386 N N N N N N TOTALENERGIES CAPITAL INTERNATIONAL 549300U37G2I8G4RUG09 89153VAU3 6800000.000000 PA USD 7365406.670000 0.0239282 Long DBT CORP FR N 2 2049-07-12 Fixed 3.461 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 7227586.020000 PA 9859684.700000 0.0320314 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 1.23625 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 2311062.540000 PA USD 2322046.100000 0.0075437 Long ABS-MBS CORP US N 2 2058-05-25 Floating 1.10188 N N N N N N AMFAM HOLDINGS INC N/A 03115AAC7 17100000.000000 PA USD 18960012.830000 0.0615959 Long DBT CORP US N 2 2051-03-11 Fixed 3.833 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 10300000.000000 PA USD 10743069.540000 0.0349013 Long DBT CORP US N 2 2050-02-21 Fixed 3.375 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 1000000.000000 PA USD 1196151.580000 0.0038860 Long DBT CORP US N 2 2045-05-01 Fixed 4.4 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CD0 11574000.000000 PA USD 14384573.560000 0.0467315 Long DBT CORP US N 2 2048-06-15 Fixed 4.563 N N N N N N TRANSATLANTIC HOLDINGS INC RN37QJVS1BV19MNIC295 893521AB0 7933000.000000 PA USD 12500224.440000 0.0406098 Long DBT CORP US N 2 2039-11-30 Fixed 8 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 8935268Z9 10020000.000000 PA USD 15620101.450000 0.0507454 Long DBT CORP CA N 2 2039-01-15 Fixed 7.625 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 2000000.000000 PA USD 2352494.800000 0.0076426 Long DBT CORP CA N 2 2034-03-01 Fixed 4.625 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAY5 27100000.000000 PA USD 34524720.600000 0.1121614 Long DBT CORP CA N 2 2048-05-15 Fixed 4.875 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 1075000.000000 PA USD 1615265.530000 0.0052476 Long DBT CORP CA N 2 2038-08-15 Fixed 7.25 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAD1 3484000.000000 PA USD 4750092.360000 0.0154317 Long DBT CORP CA N 2 2037-10-15 Fixed 6.2 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AR4 23200000.000000 PA USD 26059605.090000 0.0846605 Long DBT CORP US N 2 2050-05-15 Fixed 3.95 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AB9 4330000.000000 PA USD 5570008.210000 0.0180954 Long DBT CORP US N 2 2041-08-15 Fixed 5.4 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 172113000.000000 PA USD 220787520.230000 0.7172781 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 3700000.000000 PA USD 3565077.100000 0.0115820 Long DBT CORP US N 2 2041-08-15 Fixed 2.8 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BE9 4650000.000000 PA USD 5821813.530000 0.0189135 Long DBT CORP US N 2 2041-10-01 Fixed 4.95 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAN9 4000000.000000 PA USD 4852797.480000 0.0157654 Long DBT CORP US N 2 2048-03-07 Fixed 4.05 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 G91139AH1 5200000.000000 PA USD 5156084.130000 0.0167507 Long DBT CORP VG N 2 2031-04-23 Fixed 2.25 N N N N N N TTX COMPANY 549300I8CNSYS1OGX775 87305QCN9 3700000.000000 PA USD 4799747.600000 0.0155931 Long DBT CORP US N 2 2049-02-01 Fixed 4.6 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 17121000.000000 PA USD 18355047.440000 0.0596305 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 90261AAB8 77600000.000000 PA USD 80609556.920000 0.2618784 Long DBT CORP CH N 2 2022-08-17 Fixed 7.625 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 34600000.000000 PA USD 37794136.370000 0.1227828 Long DBT CORP CH N 2 2026-04-15 Fixed 4.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 400000.000000 PA USD 432241.880000 0.0014042 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAM2 3323000.000000 PA USD 3559541.080000 0.0115640 Long DBT CORP US N 2 2027-07-01 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F020620 -15100000.000000 PA USD -15021033.800000 -0.0487992 Short ABS-MBS USGSE US N 2 2052-02-14 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022626 -60030000.000000 PA USD -61097228.950000 -0.1984882 Short ABS-MBS USGSE US N 2 2051-02-11 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030629 18600000.000000 PA USD 19242033.870000 0.0625121 Long ABS-MBS USGSE US N 2 2052-02-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032633 316164000.000000 PA USD 331919609.280000 1.0783158 Long ABS-MBS USGSE US N 2 2052-03-14 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040628 7750000.000000 PA USD 8239500.770000 0.0267679 Long ABS-MBS USGSE US N 2 2051-02-11 Fixed 4 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AJ8 16550000.000000 PA USD 16574113.680000 0.0538448 Long DBT CORP IT N 2 2022-01-14 Fixed 6.572 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 7800000.000000 PA USD 7716371.130000 0.0250684 Long DBT CORP IT N 2 2032-06-03 Floating 3.127 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 78050000.000000 PA USD 87059249.840000 0.2828316 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FL7 9600000.000000 PA USD 10915656.380000 0.0354620 Long DBT CORP US N 2 2070-02-05 Fixed 3.75 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FS2 12500000.000000 PA USD 14518331.250000 0.0471661 Long DBT CORP US N 2 2071-04-06 Fixed 3.799 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FT0 32000000.000000 PA USD 34131846.720000 0.1108850 Long DBT CORP US N 2 2041-05-20 Fixed 3.2 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FV5 22710000.000000 PA USD 25143944.930000 0.0816858 Long DBT CORP US N 2 2061-05-20 Fixed 3.55 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FD5 2800000.000000 PA USD 3109244.770000 0.0101011 Long DBT CORP US N 2 2039-08-15 Fixed 3.55 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FE3 700000.000000 PA USD 831244.860000 0.0027005 Long DBT CORP US N 2 2059-08-15 Fixed 3.95 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FN3 800000.000000 PA USD 793239.260000 0.0025770 Long DBT CORP US N 2 2062-09-16 Fixed 2.973 N N N N N N UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 909319AA3 11909964.260000 PA USD 12470356.660000 0.0405128 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 11372439.850000 PA USD 11924050.950000 0.0387380 Long DBT CORP US N 2 2027-10-11 Fixed 4 N N N N N N UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST N/A 90932QAA4 5104088.700000 PA USD 5342265.380000 0.0173556 Long DBT CORP US N 2 2028-03-03 Fixed 3.75 N N N N N N UNITED AIRLINES 2015-1 CLASS AA PASS THROUGH TRUST N/A 90932LAA5 2275584.270000 PA USD 2391021.470000 0.0077678 Long DBT CORP US N 2 2029-06-01 Fixed 3.45 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 838641.930000 PA USD 851595.260000 0.0027666 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 27060491.700000 PA USD 27913947.140000 0.0906848 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST N/A 90932DAA3 3337941.410000 PA USD 3311464.520000 0.0107580 Long DBT CORP US N 2 2030-04-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST N/A 909318AA5 4121658.320000 PA USD 4307289.980000 0.0139932 Long DBT CORP US N 2 2031-09-01 Fixed 3.5 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 14036939.000000 PA USD 15141222.180000 0.0491897 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 8932079.680000 PA USD 9792891.890000 0.0318144 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 45526320.000000 PA USD 49954419.300000 0.1622882 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 5600000.000000 PA USD 5647488.000000 0.0183471 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 9100000.000000 PA USD 9016109.470000 0.0292909 Long DBT CORP IM N 2 2028-11-01 Fixed 3.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912803FT5 3500000.000000 PA USD 2005372.180000 0.0065149 Long DBT UST US N 2 2050-11-15 None 0 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAH3 100000000.000000 PA USD 120872391.000000 0.3926813 Long DBT CORP US N 2 2036-02-01 Fixed 4.7 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAJ9 164610000.000000 PA USD 208535587.550000 0.6774750 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N ANHEUSER-BUSCH INBEV FINANCE INC 5493000EYEKDT0FBSQ91 035242AN6 500000.000000 PA USD 629202.430000 0.0020441 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBU1 12150000.000000 PA USD 15929858.800000 0.0517517 Long DBT CORP US N 2 2039-01-23 Fixed 5.45 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 5800000.000000 PA USD 7290726.900000 0.0236856 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 15105000.000000 PA USD 20947561.430000 0.0680529 Long DBT CORP US N 2 2049-01-23 Fixed 5.55 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 54300000.000000 PA USD 78731520.460000 0.2557771 Long DBT CORP US N 2 2059-01-23 Fixed 5.8 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AM2 11300000.000000 PA USD 13256749.470000 0.0430675 Long DBT CORP US N 2 2038-04-15 Fixed 4.375 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 7282000.000000 PA USD 8923939.100000 0.0289914 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AP5 23800000.000000 PA USD 29511110.830000 0.0958735 Long DBT CORP US N 2 2058-04-15 Fixed 4.75 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AS9 24000000.000000 PA USD 28264600.080000 0.0918239 Long DBT CORP US N 2 2040-06-01 Fixed 4.35 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AU4 25000000.000000 PA USD 31038126.500000 0.1008344 Long DBT CORP US N 2 2060-06-01 Fixed 4.6 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBQ0 300000.000000 PA USD 327779.620000 0.0010649 Long DBT CORP US N 2 2042-07-15 Fixed 3.75 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBT4 16601000.000000 PA USD 19891857.900000 0.0646232 Long DBT CORP US N 2 2048-10-06 Fixed 4.439 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAD3 7700000.000000 PA USD 7550881.950000 0.0245307 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAC5 4100000.000000 PA USD 4220265.630000 0.0137105 Long DBT CORP US N 2 2026-07-15 Fixed 3.95 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBB2 2605000.000000 PA USD 3262173.510000 0.0105979 Long DBT CORP US N 2 2043-01-15 Fixed 4.65 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VBF3 13244000.000000 PA USD 17523338.770000 0.0569285 Long DBT CORP US N 2 2044-01-15 Fixed 5.1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810FH6 1009650.000000 PA USD 1407015.000000 0.0045710 Long DBT UST US N 2 2029-04-15 Fixed 3.875 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AH6 9700000.000000 PA USD 12126727.860000 0.0393964 Long DBT CORP US N 2 2048-03-01 Fixed 4.55 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AS2 4350000.000000 PA USD 4839753.020000 0.0157230 Long DBT CORP US N 2 2051-03-15 Fixed 3.6 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 94973VAY3 7700000.000000 PA USD 9589217.870000 0.0311527 Long DBT CORP US N 2 2042-05-15 Fixed 4.625 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AK9 5640000.000000 PA USD 6292167.360000 0.0204415 Long DBT CORP US N 2 2049-09-15 Fixed 3.7 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 036752AD5 30200000.000000 PA USD 36869469.170000 0.1197788 Long DBT CORP US N 2 2047-12-01 Fixed 4.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SW9 2235286000.000000 PA USD 2213195093.170000 7.1900643 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 196900000.000000 PA USD 237395253.410000 0.7712321 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RK6 188518000.000000 PA USD 207391892.420000 0.6737594 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RQ3 213985000.000000 PA USD 236461783.250000 0.7681995 Long DBT UST US N 2 2046-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SR0 262500000.000000 PA USD 230159181.000000 0.7477241 Long DBT UST US N 2 2040-05-15 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SY5 86300000.000000 PA USD 90695906.250000 0.2946461 Long DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RS9 342000000.000000 PA USD 378110391.480000 1.2283770 Long DBT UST US N 2 2046-05-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SC3 242485000.000000 PA USD 303144138.280000 0.9848322 Long DBT UST US N 2 2048-05-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 622237000.000000 PA USD 749795585.000000 2.4358804 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TA6 240300000.000000 PA USD 233053453.130000 0.7571268 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RN0 83507000.000000 PA USD 98078319.310000 0.3186296 Long DBT UST US N 2 2045-08-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RY6 216500000.000000 PA USD 252019531.250000 0.8187424 Long DBT UST US N 2 2047-08-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SD1 312064000.000000 PA USD 381973650.780000 1.2409277 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SJ8 150172000.000000 PA USD 160783763.220000 0.5223424 Long DBT UST US N 2 2049-08-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 401150000.000000 PA USD 365704634.710000 1.1880741 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RZ3 100512000.000000 PA USD 117057218.000000 0.3802868 Long DBT UST US N 2 2047-11-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SS8 101938400.000000 PA USD 95005792.660000 0.3086478 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 285000.000000 PA USD 347669.120000 0.0011295 Long DBT CORP US N 2 2047-01-15 Fixed 4.2 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBK7 150000.000000 PA USD 230356.070000 0.0007484 Long DBT CORP US N 2 2038-02-15 Fixed 6.875 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 4700000.000000 PA USD 6779829.620000 0.0220258 Long DBT CORP US N 2 2041-02-15 Fixed 5.95 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 27200000.000000 PA USD 28507424.030000 0.0926128 Long DBT CORP US N 2 2041-05-15 Fixed 3.05 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 21700000.000000 PA USD 23523512.410000 0.0764214 Long DBT CORP US N 2 2051-05-15 Fixed 3.25 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCR1 10099000.000000 PA USD 13251046.150000 0.0430490 Long DBT CORP US N 2 2045-07-15 Fixed 4.75 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 7300000.000000 PA USD 8421707.780000 0.0273598 Long DBT CORP US N 2 2049-08-15 Fixed 3.7 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 6400000.000000 PA USD 7682500.420000 0.0249583 Long DBT CORP US N 2 2059-08-15 Fixed 3.875 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDF6 6400000.000000 PA USD 7364603.650000 0.0239256 Long DBT CORP US N 2 2047-10-15 Fixed 3.75 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBU5 14000000.000000 PA USD 17653710.200000 0.0573521 Long DBT CORP US N 2 2041-11-15 Fixed 4.625 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHA6 14500000.000000 PA USD 21388287.350000 0.0694847 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHB4 5000000.000000 PA USD 5989342.500000 0.0194577 Long DBT MUN US N 2 2041-05-15 Fixed 4.053 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GC86 795000.000000 PA USD 1140475.760000 0.0037051 Long DBT MUN US N 2 2099-12-31 Fixed 4.767 N N N N N N UNIVERSITY OF MICHIGAN N/A 914455UF5 15000000.000000 PA USD 15025305.000000 0.0488131 Long DBT MUN US N 2 2040-04-01 Fixed 2.437 N N N N N N UNIVERSITY OF MICHIGAN N/A 914455UG3 7000000.000000 PA USD 7048545.700000 0.0228988 Long DBT MUN US N 2 2050-04-01 Fixed 2.562 N N N N N N UNIVERSITY OF VIRGINIA N/A 915217RY1 1245000.000000 PA USD 1913426.930000 0.0062162 Long DBT MUN US N 2 2039-09-01 Fixed 6.2 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAP1 2000000.000000 PA USD 2132613.800000 0.0069283 Long DBT CORP US N 2 2049-12-15 Fixed 4.5 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST 2018-1A N/A 000367AA0 7524229.620000 PA USD 6635110.970000 0.0215557 Long ABS-O CORP US N 2 2038-01-16 Fixed 3.844 N N N N N N URUGUAY GOVT 549300RDR012H2V82H43 760942BD3 5100000.000000 PA USD 6706551.000000 0.0217877 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.975 N N N N N N US AIRWAYS 2011-1 CLASS A PASS THRU TRUST N/A 903436AA1 1535228.770000 PA USD 1619192.120000 0.0052603 Long DBT CORP US N 2 2025-04-22 Fixed 7.125 N N N N N N US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST N/A 90345WAD6 2132070.920000 PA USD 2125533.140000 0.0069053 Long DBT CORP US N 2 2026-12-03 Fixed 4.625 N N N N N N US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST N/A 90346WAA1 6166295.400000 PA USD 6233539.470000 0.0202511 Long DBT CORP US N 2 2027-05-15 Fixed 3.95 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CG0 5146000.000000 PA USD 7005194.890000 0.0227580 Long DBT CORP US N 2 2036-04-01 Fixed 6.375 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CM7 2978000.000000 PA USD 4288145.340000 0.0139310 Long DBT CORP US N 2 2038-04-01 Fixed 7 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAP9 1853000.000000 PA USD 2275525.160000 0.0073926 Long DBT CORP US N 2 2046-06-15 Fixed 5.25 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CT2 6350000.000000 PA USD 7383502.190000 0.0239870 Long DBT CORP US N 2 2044-05-15 Fixed 4.4 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CK1 3600000.000000 PA USD 4992584.290000 0.0162195 Long DBT CORP US N 2 2037-08-15 Fixed 6.7 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CE5 2176000.000000 PA USD 2794054.150000 0.0090771 Long DBT CORP US N 2 2035-10-01 Fixed 5.8 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAQ6 3800000.000000 PA USD 3939612.000000 0.0127987 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CH1 15076000.000000 PA USD 18874881.390000 0.0613193 Long DBT CORP US N 2 2047-02-09 Fixed 4.25 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAP8 28600000.000000 PA USD 33146971.000000 0.1076854 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 7100000.000000 PA USD 7067731.420000 0.0229611 Long DBT CORP US N 2 2061-02-08 Fixed 2.8 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 22806000.000000 PA USD 30342926.880000 0.0985759 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 18583000.000000 PA USD 24979826.090000 0.0811526 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BH2 2400000.000000 PA USD 3033521.210000 0.0098551 Long DBT CORP US N 2 2045-05-13 Fixed 4.375 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YAW0 10000000.000000 PA USD 10892002.900000 0.0353851 Long DBT CORP US N 2 2029-04-01 Fixed 4 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YBD1 15000000.000000 PA USD 14938691.550000 0.0485317 Long DBT CORP US N 2 2051-12-01 Fixed 3.65 N N N N N N VANKE REAL ESTATE (HONG KONG) COMPANY LIMITED 25490078APAXS5NZGF08 ACI16SLM4 800000.000000 PA USD 848114.070000 0.0027553 Long DBT CORP HK N 2 2024-03-11 Fixed 5.35 N N N N N N VANKE REAL ESTATE (HONG KONG) COMPANY LIMITED 25490078APAXS5NZGF08 ACI1GP2R9 200000.000000 PA USD 206076.490000 0.0006695 Long DBT CORP HK N 2 2029-11-12 Fixed 3.5 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 5600000.000000 PA USD 5517905.510000 0.0179262 Long DBT CORP US N 2 2050-05-11 Fixed 2.65 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CD0 73395000.000000 PA USD 87185749.490000 0.2832426 Long DBT CORP US N 2 2046-08-04 Fixed 3.85 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EL0 8400000.000000 PA USD 8442101.890000 0.0274261 Long DBT CORP US N 2 2061-08-05 Fixed 2.85 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 600000.000000 PA USD 653548.450000 0.0021232 Long DBT CORP US N 2 2026-01-15 Fixed 4.125 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAN7 1900000.000000 PA USD 2158283.780000 0.0070117 Long DBT CORP US N 2 2029-01-15 Fixed 4.4 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAQ0 5800000.000000 PA USD 7278888.930000 0.0236471 Long DBT CORP US N 2 2049-04-15 Fixed 4.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DD9 31600000.000000 PA USD 37037387.350000 0.1203243 Long DBT CORP US N 2 2047-09-12 Fixed 3.75 N N N N N N VENTURE 36 CLO LTD N/A 92332LAU3 8000000.000000 PA USD 7989193.600000 0.0259547 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 1.2615 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 36100000.000000 PA USD 37289163.960000 0.1211423 Long DBT CORP US N 2 2049-09-11 Fixed 2.95 N N N N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAH9 10000000.000000 PA USD 13277940.800000 0.0431364 Long DBT CORP JE N 2 2049-03-15 Fixed 5.4 N N N N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAJ5 8700000.000000 PA USD 8302647.950000 0.0269730 Long DBT CORP JE N 2 2051-12-01 Fixed 3.1 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 10100000.000000 PA USD 10164993.500000 0.0330233 Long DBT CORP US N 2 2031-06-15 Fixed 2.7 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 11900000.000000 PA USD 12976528.860000 0.0421572 Long DBT CORP US N 2 2050-05-15 Fixed 3.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDR2 1902000.000000 PA USD 2389387.800000 0.0077625 Long DBT CORP US N 2 2039-03-15 Fixed 4.812 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGK4 22600000.000000 PA USD 23703097.640000 0.0770049 Long DBT CORP US N 2 2041-03-22 Fixed 3.4 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGB4 11000000.000000 PA USD 11873373.270000 0.0385733 Long DBT CORP US N 2 2051-03-22 Fixed 3.55 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 16400000.000000 PA USD 17817838.710000 0.0578853 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 11526000.000000 PA USD 14871106.960000 0.0483122 Long DBT CORP US N 2 2046-08-21 Fixed 4.862 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 25810000.000000 PA USD 24488983.800000 0.0795580 Long DBT CORP US N 2 2056-10-30 Fixed 2.987 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VBG8 14860000.000000 PA USD 16638184.010000 0.0540529 Long DBT CORP US N 2 2042-11-01 Fixed 3.85 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFV1 500000.000000 PA USD 474101.500000 0.0015402 Long DBT CORP US N 2 2060-11-20 Fixed 3 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCF0 16000000.000000 NS USD 16120000.000000 0.0523695 Long EP CORP US N 2 N N N VERTICAL BRIDGE HOLDINGS LLC 2020-2A N/A 92535VAF9 25000000.000000 PA USD 25180537.500000 0.0818047 Long ABS-O CORP US N 2 2050-09-15 Fixed 2.636 N N N N N N ARAMARK SERVICES INC (AKA: ARAMARK CORP) 42YMHYH0XMHJEXDUB065 03852JAL5 4476780.000000 PA USD 4430145.380000 0.0143923 Long LON CORP US N 2 2025-03-11 Floating 1.8513 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AJ2 3334000.000000 PA USD 3984735.650000 0.0129453 Long DBT CORP US N 2 2042-07-01 Fixed 4.85 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 124857AK9 1027000.000000 PA USD 1252538.450000 0.0040692 Long DBT CORP US N 2 2044-08-15 Fixed 4.9 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FB5 400000.000000 PA USD 548163.730000 0.0017808 Long DBT CORP US N 2 2037-05-15 Fixed 6 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FY5 7900000.000000 PA USD 8947383.110000 0.0290676 Long DBT CORP US N 2 2047-09-15 Fixed 3.8 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GA6 855000.000000 PA USD 1093505.640000 0.0035525 Long DBT CORP US N 2 2048-12-01 Fixed 4.6 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AD7 2900000.000000 PA USD 3160347.850000 0.0102671 Long DBT CORP US N 2 2025-05-15 Fixed 4.5 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AE5 7000000.000000 PA USD 7878150.280000 0.0255940 Long DBT CORP US N 2 2027-05-15 Fixed 4.65 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AF2 25900000.000000 PA USD 30176332.420000 0.0980346 Long DBT CORP US N 2 2030-05-15 Fixed 4.7 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 18200000.000000 PA USD 19829264.550000 0.0644198 Long DBT CORP US N 2 2027-08-21 Fixed 3.9 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AK1 5600000.000000 PA USD 5454033.650000 0.0177187 Long DBT CORP US N 2 2028-08-15 Fixed 1.8 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 7700000.000000 PA USD 7571269.480000 0.0245970 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBQ2 5700000.000000 PA USD 6900041.860000 0.0224163 Long DBT CORP GB N 2 2079-04-04 Floating 7 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WAQ3 668000.000000 PA USD 907083.320000 0.0029469 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBD1 3300000.000000 PA USD 3877849.440000 0.0125981 Long DBT CORP GB N 2 2043-02-19 Fixed 4.375 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 21100000.000000 PA USD 27549193.480000 0.0894998 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 30855000.000000 PA USD 39008673.800000 0.1267285 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBT6 22200000.000000 PA USD 29294904.660000 0.0951711 Long DBT CORP GB N 2 2059-06-19 Fixed 5.125 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WAB6 2650000.000000 PA USD 3523932.160000 0.0114483 Long DBT CORP GB N 2 2032-11-30 Fixed 6.25 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAB9 4100000.000000 PA USD 5323312.490000 0.0172940 Long DBT CORP US N 2 2046-12-15 Fixed 5.031 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BE1 1900000.000000 PA USD 2000492.030000 0.0064991 Long DBT CORP US N 2 2025-05-13 Fixed 3.35 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAA5 23025000.000000 PA USD 24700837.090000 0.0802463 Long DBT CORP BM N 2 2050-06-30 Fixed 3.635 N N N N N N VONOVIA FINANCE BV 5299009XLZLD9TALOZ03 25155FAB2 2200000.000000 PA USD 2322173.960000 0.0075441 Long DBT CORP NL N 2 2023-10-02 Fixed 5 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AF7 8300000.000000 PA USD 8343206.310000 0.0271048 Long DBT CORP US N 2 2048-01-23 Floating 4.7 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 4690000.000000 PA USD 5335746.870000 0.0173344 Long DBT CORP US N 2 2028-09-15 Variable 4.95 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 9400000.000000 PA USD 10658371.420000 0.0346261 Long DBT CORP US N 2 2051-01-13 Fixed 3.6 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 10100000.000000 PA USD 11082859.080000 0.0360052 Long DBT CORP US N 2 2040-05-13 Fixed 3.5 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687GA8 58500000.000000 PA USD 67977615.420000 0.2208406 Long DBT CORP US N 2 2060-05-13 Fixed 3.8 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EV4 6000000.000000 PA USD 7700118.840000 0.0250156 Long DBT CORP US N 2 2044-09-15 Fixed 4.75 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 22900000.000000 PA USD 22217664.270000 0.0721791 Long DBT CORP US N 2 2049-09-01 Fixed 2.75 N N N N N N WASHINGTON GAS LIGHT COMPANY DL22T1SB4DUBS063O841 93884PDY3 1400000.000000 PA USD 1574731.300000 0.0051159 Long DBT CORP US N 2 2049-09-15 Fixed 3.65 N N N N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LBC6 2900000.000000 PA USD 2854396.660000 0.0092732 Long DBT CORP US N 2 2031-11-15 Fixed 3.2 N N N N N N ARES FINANCE CO II LLC 54930012GWL4VKKENG46 04015KAB6 6400000.000000 PA USD 6611692.860000 0.0214796 Long DBT CORP US N 2 2030-06-15 Fixed 3.25 N N N N N N ARES FINANCE CO III LLC N/A 04018VAA1 12400000.000000 PA USD 12453325.700000 0.0404574 Long DBT CORP US N 2 2051-06-30 Floating 4.125 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 1000000.000000 PA USD 1376770.630000 0.0044728 Long DBT CORP US N 2 2029-11-15 Fixed 7.95 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 21200000.000000 PA USD 21664917.910000 0.0703834 Long DBT CORP US N 2 2031-02-11 Floating 2.572 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 8100000.000000 PA USD 8516737.790000 0.0276685 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 11200000.000000 PA USD 11509082.260000 0.0373899 Long DBT CORP US N 2 2041-04-30 Floating 3.068 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 34600000.000000 PA USD 37223232.220000 0.1209281 Long DBT CORP US N 2 2028-05-22 Floating 3.584 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 4000000.000000 PA USD 4219331.520000 0.0137075 Long DBT CORP US N 2 2027-06-17 Floating 3.196 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 16500000.000000 PA USD 16781557.980000 0.0545187 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGA2 2000000.000000 PA USD 2104741.920000 0.0068377 Long DBT CORP US N 2 2024-09-09 Fixed 3.3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 43600000.000000 PA USD 45371414.810000 0.1473993 Long DBT CORP US N 2 2030-10-30 Floating 2.879 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BFP0 17925000.000000 PA USD 23741548.140000 0.0771298 Long DBT CORP US N 2 2043-11-02 Fixed 5.375 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 22877000.000000 PA USD 33270830.720000 0.1080878 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAG6 5901000.000000 PA USD 7925823.700000 0.0257488 Long DBT CORP US N 2 2037-02-01 Fixed 5.85 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94980VAG3 800000.000000 PA USD 1068685.020000 0.0034719 Long DBT CORP US N 2 2036-08-26 Fixed 5.95 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KAX4 29850000.000000 PA USD 43372989.680000 0.1409070 Long DBT CORP US N 2 2041-03-15 Fixed 6.5 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAF1 3500000.000000 PA USD 4578912.350000 0.0148756 Long DBT CORP US N 2 2048-09-01 Fixed 4.95 N N N N N N WEST FRASER TIMBER CO LTD 5493005WD1ZK6WBVR988 952845AE5 1500000.000000 PA USD 1604860.950000 0.0052138 Long DBT CORP CA N 2 2024-10-15 Fixed 4.35 N N N N N N WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP N/A 956708AB7 4400000.000000 PA USD 4343081.950000 0.0141095 Long DBT CORP US N 2 2050-06-01 Fixed 3.129 N N N N N N WESTERN & SOUTHERN LIFE INSURANCE CO IN763J7JWIZ46OJ1T526 95765PAE9 24300000.000000 PA USD 27153397.610000 0.0882139 Long DBT CORP US N 2 2061-04-28 Fixed 3.75 N N N N N N WESTERN & SOUTHERN LIFE INSURANCE CO IN763J7JWIZ46OJ1T526 95765PAA7 16000000.000000 PA USD 21879931.840000 0.0710819 Long DBT CORP US N 2 2049-01-15 Fixed 5.15 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102AM7 9300000.000000 PA USD 10181221.500000 0.0330760 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AU8 850000.000000 PA USD 1012048.660000 0.0032879 Long DBT CORP US N 2 2025-03-15 Fixed 7.95 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BR4 140587000.000000 PA USD 198029031.820000 0.6433421 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BY9 2700000.000000 PA USD 3014312.400000 0.0097927 Long DBT CORP US N 2 2030-04-15 Fixed 4 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AW4 4500000.000000 PA USD 5693238.540000 0.0184958 Long DBT CORP US N 2 2027-10-01 Fixed 6.95 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BT0 14477000.000000 PA USD 19795620.920000 0.0643105 Long DBT CORP US N 2 2033-12-15 Fixed 6.875 N N N N N N WHEATON COLLEGE IL N/A 96272PAA1 5000000.000000 PA USD 6753665.500000 0.0219408 Long DBT MUN US N 2 2034-10-01 Fixed 6.09 N N N N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 96332HCG2 14775000.000000 PA USD 18410508.720000 0.0598107 Long DBT CORP US N 2 2043-03-01 Fixed 5.15 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BM1 2610000.000000 PA USD 3876243.610000 0.0125929 Long DBT CORP US N 2 2032-03-15 Variable 8.75 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AK7 13550000.000000 PA USD 14742821.540000 0.0478954 Long DBT CORP US N 2 2049-09-15 Fixed 3.875 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CK2 15000000.000000 PA USD 18488645.700000 0.0600645 Long DBT CORP US N 2 2048-10-15 Fixed 4.3 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656BZ0 220000.000000 PA USD 297363.120000 0.0009661 Long DBT CORP US N 2 2036-12-01 Fixed 5.7 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BM3 3100000.000000 PA USD 3316851.420000 0.0107755 Long DBT CORP US N 2 2049-09-01 Fixed 3.3 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BN1 19300000.000000 PA USD 19005771.690000 0.0617445 Long DBT CORP US N 2 2051-12-01 Fixed 2.85 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AQ6 6700000.000000 PA USD 7491844.990000 0.0243390 Long DBT CORP AU N 2 2029-03-04 Fixed 4.5 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAC3 1600000.000000 PA USD 1703239.840000 0.0055334 Long DBT CORP US N 2 2025-02-01 Fixed 4 N N N N N N WR BERKLEY CORP SQOAGCLKBDWNVYV1OV80 084423AU6 4900000.000000 PA USD 5624100.830000 0.0182712 Long DBT CORP US N 2 2050-05-12 Fixed 4 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AV7 24650000.000000 PA USD 25422777.500000 0.0825916 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AU9 10547000.000000 PA USD 10637387.790000 0.0345580 Long DBT CORP US N 2 2023-05-30 Fixed 4.25 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAH3 6900000.000000 PA USD 9691809.280000 0.0314860 Long DBT CORP US N 2 2036-07-01 Fixed 6.5 N N N N N N XLIT LTD (AKA: XL CAPITAL LTD) 635400XCGXK8NVDIVE95 98420EAD7 14450000.000000 PA USD 19841544.410000 0.0644597 Long DBT CORP KY N 2 2045-03-31 Fixed 5.5 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAC7 6900000.000000 PA USD 6806425.720000 0.0221122 Long DBT CORP US N 2 2050-04-15 Fixed 2.402 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 5900000.000000 PA USD 6705442.570000 0.0217841 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AG0 6300000.000000 PA USD 6506664.820000 0.0211384 Long DBT CORP NO N 2 2030-06-04 Fixed 3.148 N N N N N N ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1 N/A 933QMTII0 13273447.500000 PA USD 12820533.580000 0.0416504 Long ABS-O CORP US N 2 2038-10-15 Fixed 4.605 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAG7 1681000.000000 PA USD 1879350.820000 0.0061055 Long DBT CORP US N 2 2035-08-15 Fixed 4.25 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAH5 2600000.000000 PA USD 3096919.120000 0.0100610 Long DBT CORP US N 2 2045-08-15 Fixed 4.45 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAH6 9069000.000000 PA USD 11584937.760000 0.0376363 Long DBT CORP US N 2 2043-02-01 Fixed 4.7 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAP8 7500000.000000 PA USD 9615567.980000 0.0312383 Long DBT CORP US N 2 2048-08-20 Fixed 4.45 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAM5 9000000.000000 PA USD 10594596.060000 0.0344189 Long DBT CORP US N 2 2047-09-12 Fixed 3.95 N N N N N N N/A N/A 000000000 14322000.000000 PA USD 14322000.000000 0.0465283 Long RA US N 2 Repurchase N 0.0000001 2022-01-03 14688300.000000 USD 14608474.080000 USD UST N N N N/A N/A 000000000 -9837867.880000 PA USD -9836487.850000 -0.0319561 Short RA US N 2 Reverse repurchase N -0.0500000 2023-09-24 10000000.000000 USD 10079745.300000 USD CDS N N N N/A N/A 000000000 -154621.890000 PA USD -154593.110000 -0.0005022 Short RA US N 2 Reverse repurchase N -0.1000000 2022-01-06 150000.000000 USD 159182.330000 USD CDS N N N N/A N/A 000000000 -1247131.000000 PA USD -1247070.370000 -0.0040514 Short RA US N 2 Reverse repurchase N -0.0700000 2022-01-06 1300000.000000 USD 1302340.000000 USD CDS N N N N/A N/A 000000000 -3704399.920000 PA USD -3703996.550000 -0.0120333 Short RA US N 2 Reverse repurchase N -0.0700000 2022-01-10 3864000.000000 USD 4553166.460000 USD CDS N N N N/A N/A 000000000 -4425666.620000 PA USD -4425184.720000 -0.0143762 Short RA US N 2 Reverse repurchase N -0.0700000 2022-01-10 4500000.000000 USD 4637996.190000 USD CDS N N N N/A N/A 000000000 -5158472.570000 PA USD -5157840.650000 -0.0167564 Short RA US N 2 Reverse repurchase N -0.0700000 2022-01-13 5500000.000000 USD 5720149.990000 USD CDS N N N N/A N/A 000000000 -2591028.000000 PA USD -2589119.340000 -0.0084113 Short RA US N 2 Reverse repurchase N -1.5000000 2023-12-16 2016000.000000 USD 2694303.360000 USD CDS N N N N/A N/A 000000000 -3407162.690000 PA USD -3406874.030000 -0.0110680 Short RA US N 2 Reverse repurchase N -0.0500000 2023-11-03 4000000.000000 USD 4265157.600000 USD CDS N N N N/A N/A 000000000 -3937986.200000 PA USD -3940775.610000 -0.0128025 Short RA US N 2 Reverse repurchase N -0.7500000 2023-11-30 5000000.000000 USD 5129489.900000 USD CDS N N N N/A N/A 000000000 -22978011.400000 PA USD -22953054.730000 -0.0745682 Short RA US N 2 Reverse repurchase N -0.8500000 2023-11-18 23630000.000000 USD 24241969.270000 USD CDS N N N N/A N/A 000000000 -1261260000.000000 PA USD -1261267357.480000 -4.0975120 Short RA US N 2 Reverse repurchase N 0.0700000 2022-01-03 1300000000.000000 USD 1287152347.000000 USD UST N N N N/A N/A 000000000 -1266037500.000000 PA USD -1266037500.000000 -4.1130089 Short RA US N 2 Reverse repurchase N 0.0600000 2022-01-04 1300000000.000000 USD 1287152347.000000 USD UST N N N N/A N/A 000000000 -133340000.000000 PA USD -133356000.800000 -0.4332371 Short RA US N 2 Reverse repurchase N 0.0800000 2022-01-04 118000000.000000 USD 129813828.420000 USD UST N N N N/A N/A 000000000 -2064203257.000000 PA USD -2064358991.130000 -6.7065366 Short RA US N 2 Reverse repurchase N 0.1000000 2022-01-05 1781837000.000000 USD 1998600127.310000 USD UST N N N N/A N/A 000000000 -147750000.000000 PA USD -147763461.660000 -0.4800430 Short RA US N 2 Reverse repurchase N 0.0800000 2022-01-20 150000000.000000 USD 148517578.500000 USD UST N N N N/A N/A 000000000 -14756625.000000 PA USD -14757649.760000 -0.0479436 Short RA US N 2 Reverse repurchase N 0.1000000 2022-01-12 11700000.000000 USD 14626828.130000 USD UST N N N N/A N/A 000000000 1.000000 NC USD 1974679.980000 0.0064152 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2025-12-21 2126791.680000 USD 0.000000 USD 11600000.000000 USD -152111.700000 N N N N/A N/A 000000000 1.000000 NC USD 48743.860000 0.0001584 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 45617.170000 USD 0.000000 USD 3000000.000000 USD 3126.690000 N N N N/A N/A 000000000 1.000000 NC USD 247372.950000 0.0008036 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BAIDU INC BAIDU INC Y Single Leg Swap 2024-12-21 0.000000 USD -78652.110000 USD 18900000.000000 USD 326025.060000 N N N N/A N/A 000000000 1.000000 NC USD 366168.990000 0.0011896 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BANK OF AMERICA CORPORATION BANK OF AMERICA CORP SR UNSEC Y Single Leg Swap 2022-12-21 360866.680000 USD 0.000000 USD 49000000.000000 USD 5302.310000 N N N N/A N/A 000000000 1.000000 NC 21946.850000 0.0000713 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2973246.900000 USD 3789000.000000 CAD 2022-02-17 21946.850000 N N N N/A N/A 000000000 1.000000 NC 16117.880000 0.0000524 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1468435.790000 USD 1878000.000000 CAD 2022-02-17 16117.880000 N N N N/A N/A 000000000 1.000000 NC 6065.170000 0.0000197 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 774246.290000 USD 16102000.000000 MXN 2022-02-18 6065.170000 N N N N/A N/A 000000000 1.000000 NC 4714.680000 0.0000153 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 363246.130000 USD 7593000.000000 MXN 2022-02-18 4714.680000 N N N N/A N/A 000000000 1.000000 NC -10960.990000 -0.0000356 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 8461423.420000 USD 34197688.900000 PEN 2022-07-26 -10960.990000 N N N N/A N/A 000000000 1.000000 NC 132075.680000 0.0004291 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 16469289.330000 CAD 13151002.160000 USD 2022-02-17 132075.680000 N N N N/A N/A 000000000 1.000000 NC -5999.600000 -0.0000195 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 112617000.000000 MXN 5423091.370000 USD 2022-03-18 -5999.600000 N N N N/A N/A 000000000 1.000000 NC 20468.820000 0.0000665 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 129948000.000000 MXN 6306318.550000 USD 2022-02-28 20468.820000 N N N N/A N/A 000000000 1.000000 NC -33999.980000 -0.0001105 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 23695000.000000 MXN 1114272.280000 USD 2022-02-18 -33999.980000 N N N N/A N/A 000000000 1.000000 NC -1277997.940000 -0.0041519 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 156418095.150000 PEN 37465412.010000 USD 2022-06-27 -1277997.940000 N N N N/A N/A 000000000 1.000000 NC -1221510.000000 -0.0039684 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 150523227.340000 PEN 35728276.130000 USD 2022-10-12 -1221510.000000 N N N N/A N/A 000000000 1.000000 NC 136597.590000 0.0004438 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 80898849.660000 PEN 20135612.330000 USD 2022-07-21 136597.590000 N N N N/A N/A 000000000 1.000000 NC -324598.160000 -0.0010545 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 178081416.200000 PEN 43225743.050000 USD 2022-11-21 -324598.160000 N N N N/A N/A 000000000 1.000000 NC 111.370000 0.0000004 N/A DFE RU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 714761.190000 RUB 9620.000000 USD 2022-01-24 111.370000 N N N N/A N/A 000000000 1.000000 NC 198710.950000 0.0006456 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BARCLAYS BANK PLC BARCLAYS BANK PLC GOV GTD Y Single Leg Swap 2022-12-21 148825.920000 EUR 0.000000 EUR 22400000.000000 EUR 49885.030000 N N N N/A N/A 000000000 1.000000 NC USD 104217.090000 0.0003386 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2023-06-21 122863.280000 USD 0.000000 USD 7600000.000000 USD -18646.190000 N N N N/A N/A 000000000 1.000000 NC USD 377114.540000 0.0012251 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2024-06-21 408470.630000 USD 0.000000 USD 17050000.000000 USD -31356.090000 N N N N/A N/A 000000000 1.000000 NC USD 36048.450000 0.0001171 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2023-12-21 40304.440000 USD 0.000000 USD 2000000.000000 USD -4255.990000 N N N N/A N/A 000000000 1.000000 NC USD 36639.210000 0.0001190 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2022-12-21 46941.260000 USD 0.000000 USD 3900000.000000 USD -10302.050000 N N N N/A N/A 000000000 1.000000 NC 9406.830000 0.0000306 N/A DFE N/A N 2 BNP Paribas S.A. N/A 2002321.990000 USD 1767000.000000 EUR 2022-01-04 9406.830000 N N N N/A N/A 000000000 1.000000 NC 17518.800000 0.0000569 N/A DFE N/A N 2 BNP Paribas S.A. N/A 3173695.630000 USD 2803000.000000 EUR 2022-01-04 17518.800000 N N N N/A N/A 000000000 1.000000 NC 21524.550000 0.0000699 N/A DFE N/A N 2 BNP Paribas S.A. N/A 3272154.840000 USD 2893000.000000 EUR 2022-01-04 21524.550000 N N N N/A N/A 000000000 1.000000 NC 9804.870000 0.0000319 N/A DFE N/A N 2 BNP Paribas S.A. N/A 1831149.010000 USD 1617000.000000 EUR 2022-01-04 9804.870000 N N N N/A N/A 000000000 1.000000 NC 25745.530000 0.0000836 N/A DFE GB N 2 BNP Paribas S.A. N/A 1208686.820000 USD 912000.000000 GBP 2022-01-07 25745.530000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CN2 3500000.000000 PA USD 4083650.900000 0.0132667 Long DBT CORP US N 2 2042-04-01 Fixed 4.5 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DB7 13650000.000000 PA USD 13933835.640000 0.0452672 Long DBT CORP US N 2 2050-05-15 Fixed 3.35 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DA9 7100000.000000 PA USD 7422431.240000 0.0241134 Long DBT CORP US N 2 2049-12-01 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC -139771.120000 -0.0004541 N/A DFE N/A N 2 BNP Paribas S.A. N/A 17017000.000000 EUR 19234076.860000 USD 2022-01-04 -139771.120000 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAS6 13900000.000000 NS USD 14464687.500000 0.0469918 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC 3647.590000 0.0000119 N/A DFE RU N 2 BNP Paribas S.A. N/A 10439624.000000 RUB 142528.250000 USD 2022-01-24 3647.590000 N N N N/A N/A 000000000 1.000000 NC 934.230000 0.0000030 N/A DFE RU N 2 BNP Paribas S.A. N/A 6818329.870000 RUB 91640.000000 USD 2022-01-24 934.230000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 3500000.000000 PA USD 3538429.930000 0.0114954 Long DBT CORP US N 2 2032-02-15 Fixed 2.95 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BC3 2100000.000000 PA USD 2161287.770000 0.0070214 Long DBT CORP US N 2 2023-03-01 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 3314.670000 0.0000108 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 -15731.020000 USD 2200000.000000 USD 19045.690000 N N N N/A N/A 000000000 1.000000 NC USD 208889.350000 0.0006786 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2023-06-21 170701.260000 USD 0.000000 USD 32700000.000000 USD 38188.090000 N N N N/A N/A 000000000 1.000000 NC USD -1290.190000 -0.0000042 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 4690.780000 N N N N/A N/A 000000000 1.000000 NC USD 15130.950000 0.0000492 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2022-06-22 13172.820000 USD 0.000000 USD 4600000.000000 USD 1958.130000 N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 363576AB5 19000000.000000 PA USD 20112812.520000 0.0653410 Long DBT CORP US N 2 2051-05-20 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC 31895.220000 0.0001036 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 85557.020000 EUR 0.000000 EUR 5600000.000000 EUR -53661.800000 N N N N/A N/A 000000000 1.000000 NC USD 36260.460000 0.0001178 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 BROOKFIELD ASSET MANAGEMENT INC BROOKFIELD ASSETS MGMNT YANK BD Y Single Leg Swap 2025-06-21 0.150000 USD 0.000000 USD 8300000.000000 USD 36260.310000 N N N N/A N/A 000000000 1.000000 NC USD 34684.190000 0.0001127 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CANADIAN NATURAL RESOURCES LIMITED CANADIAN NATL RESOURCES GLBL SR UNSEC Y Single Leg Swap 2022-06-21 48283.740000 USD 0.000000 USD 7800000.000000 USD -13599.550000 N N N N/A N/A 000000000 1.000000 NC USD 4437.960000 0.0000144 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.27 N/A N/A Y Single Leg Swap 2022-06-21 18233.610000 USD 0.000000 USD 7896000.000000 USD -13795.650000 N N N N/A N/A 000000000 1.000000 NC USD -5416.530000 -0.0000176 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.28 N/A N/A Y Single Leg Swap 2022-12-21 23824.110000 USD 0.000000 USD 10998000.000000 USD -29240.640000 N N N N/A N/A 000000000 1.000000 NC USD -68571.240000 -0.0002228 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.29 N/A N/A Y Single Leg Swap 2023-06-21 93400.180000 USD 0.000000 USD 49914000.000000 USD -161971.420000 N N N N/A N/A 000000000 1.000000 NC USD -888733.330000 -0.0028873 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 -98538.880000 USD 185650000.000000 USD -790194.450000 N N N N/A N/A 000000000 1.000000 NC USD -170030.150000 -0.0005524 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 -6708.400000 USD 38164000.000000 USD -163321.750000 N N N N/A N/A 000000000 1.000000 NC USD -37297.900000 -0.0001212 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.32 Y Single Leg Swap 2024-12-21 0.000000 USD -16137.760000 USD 5766000.000000 USD -21160.140000 N N N N/A N/A 000000000 1.000000 NC USD -1739774.550000 -0.0056521 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.34 Y Single Leg Swap 2025-12-21 0.000000 USD -1490187.290000 USD 40100000.000000 USD -249587.260000 N N N N/A N/A 000000000 1.000000 NC USD -9861.710000 -0.0000320 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.35 Y Single Leg Swap 2026-06-21 0.000000 USD -8430.000000 USD 300000.000000 USD -1431.710000 N N N N/A N/A 000000000 1.000000 NC USD -2114854.720000 -0.0068706 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.36 Y Single Leg Swap 2026-12-22 0.000000 USD -1887720.000000 USD 52900000.000000 USD -227134.720000 N N N N/A N/A 000000000 1.000000 NC USD 133166.110000 0.0004326 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2030-12-21 94918.940000 USD 0.000000 USD 8700000.000000 USD 38247.170000 N N N N/A N/A 000000000 1.000000 NC USD 2871552.980000 0.0093289 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.35 Y Single Leg Swap 2025-12-21 2796520.320000 USD 0.000000 USD 118280000.000000 USD 75032.660000 N N N N/A N/A OP0015RP3 -74200000.000000 NC USD -2191.130000 -0.0000071 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 72008.870000 N N N N/A N/A OP0015GY6 -159700000.000000 NC USD -3577.280000 -0.0000116 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 164107.720000 N N N N/A N/A 000000000 1.000000 NC USD 321542.760000 0.0010446 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2031-06-21 202941.200000 USD 0.000000 USD 25200000.000000 USD 118601.560000 N N N N/A N/A 000000000 1.000000 NC USD 13095291.900000 0.0425430 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.36 Y Single Leg Swap 2026-06-21 12575480.090000 USD 0.000000 USD 527800000.000000 USD 519811.810000 N N N N/A N/A OP001C1X9 -50800000.000000 NC USD -31176.470000 -0.0001013 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 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 0.900000 USD 2022-04-20 XXXX 45531.530000 N N N N/A N/A OP0016VL5 -79000000.000000 NC USD -1943.400000 -0.0000063 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 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 83376.600000 N N N N/A N/A OP00167W8 -122000000.000000 NC USD -4899.520000 -0.0000159 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 136986.480000 N N N N/A N/A OP001BL43 -50600000.000000 NC USD -16231.970000 -0.0000527 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 0.900000 USD 2022-03-16 XXXX 39934.030000 N N N N/A N/A OP001BL50 -42800000.000000 NC USD -13729.810000 -0.0000446 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 IG37 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2022-03-16 XXXX 33778.190000 N N N N/A N/A OP0017S29 -124400000.000000 NC USD -26239.690000 -0.0000852 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 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 2022-02-16 XXXX 117442.310000 N N N N/A N/A OP00165Y6 -98900000.000000 NC USD -3971.820000 -0.0000129 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 122125.680000 N N N N/A N/A OP001BRZ8 -56500000.000000 NC USD -15304.160000 -0.0000497 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 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 0.950000 USD 2022-03-16 XXXX 55320.840000 N N N N/A N/A OP001BNB5 -42600000.000000 NC USD -9956.470000 -0.0000323 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 IG37 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 USD 0.000000 USD N/A USD N/A 1.000000 USD 2022-03-16 XXXX 38607.530000 N N N N/A N/A OP001BS46 -55500000.000000 NC USD -12971.460000 -0.0000421 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 1.000000 USD 2022-03-16 XXXX 56403.540000 N N N N/A N/A OP001BQL0 -79400000.000000 NC USD -21507.080000 -0.0000699 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 0.950000 USD 2022-03-16 XXXX 66626.920000 N N N N/A N/A OP001C6C0 -86000000.000000 NC USD -46261.120000 -0.0001503 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 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 0.950000 USD 2022-04-20 XXXX 63388.880000 N N N N/A N/A OP0016203 -103500000.000000 NC USD -2546.100000 -0.0000083 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 116737.650000 N N N N/A N/A OP001C424 -111800000.000000 NC USD -68612.780000 -0.0002229 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 IG37 (V1 ONLY) 5Y SP Single Leg Swap 2026-12-20 0.000000 USD 0.000000 USD N/A USD N/A 0.900000 USD 2022-04-20 XXXX 76727.220000 N N N N/A N/A OP001CL66 -21300000.000000 NC USD -15024.590000 -0.0000488 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DCR US 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 2022-04-20 XXXX 8405.410000 N N N N/A N/A OP001C6B2 -80500000.000000 NC USD -43302.560000 -0.0001407 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 0.950000 USD 2022-04-20 XXXX 59334.940000 N N N N/A N/A 000000000 1.000000 NC USD 3083816.260000 0.0100185 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2031-12-23 2413932.600000 USD 0.000000 USD 303400000.000000 USD 669883.660000 N N N N/A N/A 000000000 1.000000 NC USD 298728559.490000 0.9704872 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.37 Y Single Leg Swap 2026-12-22 284464466.900000 USD 0.000000 USD 12037200000.000000 USD 14264092.590000 N N N N/A N/A 000000000 1.000000 NC 867.950000 0.0000028 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1157968.710000 USD 23913000.000000 MXN 2022-02-18 867.950000 N N N N/A N/A 000000000 1.000000 NC 162391.330000 0.0005276 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4069463.290000 USD 88310608.900000 MXN 2022-04-18 162391.330000 N N N N/A N/A 000000000 1.000000 NC 1063250.680000 0.0034542 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 49191875.470000 USD 200707771.120000 PEN 2022-01-18 1063250.680000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AP0 3000000.000000 NS USD 3005400.000000 0.0097637 Long EP CORP US N 2 N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAD2 12200000.000000 PA USD 12608954.860000 0.0409630 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 10300000.000000 PA USD 10736596.400000 0.0348803 Long DBT CORP US N 2 2051-09-15 Fixed 3.6 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 1400000.000000 PA USD 1797233.090000 0.0058387 Long DBT CORP GB N 2 2045-11-16 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC -272317.290000 -0.0008847 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 65632116.000000 PEN 16048934.100000 USD 2022-05-05 -272317.290000 N N N N/A N/A 000000000 1.000000 NC -301661.220000 -0.0009800 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 49840047.980000 PEN 12163526.050000 USD 2022-02-10 -301661.220000 N N N N/A N/A 000000000 1.000000 NC -555126.080000 -0.0018035 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 80467854.280000 PEN 19565699.970000 USD 2022-02-14 -555126.080000 N N N N/A N/A 000000000 1.000000 NC -1509535.730000 -0.0049041 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 192353907.120000 PEN 46653870.270000 USD 2022-01-18 -1509535.730000 N N N N/A N/A 000000000 1.000000 NC -328380.990000 -0.0010668 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 32486173.900000 PEN 7764196.340000 USD 2022-04-12 -328380.990000 N N N N/A N/A 000000000 1.000000 NC -1158667.390000 -0.0037642 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 200707771.120000 PEN 47855930.170000 USD 2022-12-06 -1158667.390000 N N N N/A N/A 000000000 1.000000 NC 136880.700000 0.0004447 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 962658398.210000 RUB 12943341.000000 USD 2022-01-24 136880.700000 N N N N/A N/A 000000000 1.000000 NC 104521.270000 0.0003396 N/A DFE RU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1117334377.160000 RUB 14828690.000000 USD 2022-03-18 104521.270000 N N N N/A N/A 000000000 1.000000 NC USD 98263.190000 0.0003192 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -450698.010000 USD 12091583.050000 USD 548961.200000 N N N N/A N/A 000000000 1.000000 NC USD 125062.240000 0.0004063 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -585399.120000 USD 15389287.520000 USD 710461.360000 N N N N/A N/A 000000000 1.000000 NC USD 15015.800000 0.0000488 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -53218.410000 USD 1800000.000000 USD 68234.210000 N N N N/A N/A 000000000 1.000000 NC USD 64234.270000 0.0002087 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -227998.750000 USD 7700000.000000 USD 292233.020000 N N N N/A N/A 000000000 1.000000 NC USD 24192.130000 0.0000786 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -82320.600000 USD 2900000.000000 USD 106512.730000 N N N N/A N/A 000000000 1.000000 NC USD 16684.230000 0.0000542 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -57149.740000 USD 2000000.000000 USD 73833.970000 N N N N/A N/A 000000000 1.000000 NC USD 26694.760000 0.0000867 N/A DCR US N 2 UBS AG 254900R882POXXVAK772 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -91986.130000 USD 3200000.000000 USD 118680.890000 N N N N/A N/A 000000000 1.000000 NC USD 46774.120000 0.0001520 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 CMBX.NA.AAA.12 N/A N/A Y Single Leg Swap 2061-08-18 0.000000 USD -9346.580000 USD 7500000.000000 USD 56120.700000 N N N 2022-02-15 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX