NPORT-P false 0000810893 XXXXXXXX S000025202 C000075114 C000075116 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Long-Term Credit Bond Fund S000025202 ZCHOOW8186RO45QGKP62 2023-03-31 2022-09-30 N 3879244983.210000 679442299.040000 3199802684.170000 0.000000 0.000000 509550434.130000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 5238957.550000 ZAR BRL EUR GBP HUF JPY AUD PEN USD MXN N Bloomberg US Long Credit Total Return Unhedged Index LULCTRUU N/A N/A 000000000 1.000000 NC -667406.210000 -0.0208577 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 43823317.000000 EUR 42367331.120000 USD 2022-11-02 -667406.210000 N N N N/A N/A 000000000 1.000000 NC -599307.270000 -0.0187295 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 17564000.000000 GBP 19024095.320000 USD 2022-11-02 -599307.270000 N N N N/A N/A 000000000 1.000000 NC -73166.690000 -0.0022866 N/A DFE MX N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 142391953.200000 MXN 6971112.950000 USD 2022-10-24 -73166.690000 N N N N/A N/A 000000000 1.000000 NC -94.990000 -0.0000030 N/A DFE MX N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5951000.000000 MXN 294143.840000 USD 2022-10-27 -94.990000 N N N N/A N/A 000000000 1.000000 NC USD 13916.510000 0.0004349 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2025-12-21 21729.630000 USD 0.000000 USD 1000000.000000 USD -7813.120000 N N N N/A N/A 000000000 1.000000 NC USD 37540.430000 0.0011732 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2024-06-21 46607.370000 USD 0.000000 USD 3400000.000000 USD -9066.940000 N N N N/A N/A 000000000 1.000000 NC USD 22423.730000 0.0007008 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2024-12-21 23461.320000 USD 0.000000 USD 1700000.000000 USD -1037.590000 N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAH3 2755937.200000 PA USD 2691172.680000 0.0841043 Long LON CORP US N 2 2027-12-01 Floating 5.2639 N N N N N N N/A N/A 000000000 1.000000 NC USD 11814.210000 0.0003692 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PT PERTAMINA (PERSERO) PT PERTAMINA (PERSERO) Y Single Leg Swap 2024-12-21 0.000000 USD -27364.560000 USD 2700000.000000 USD 39178.770000 N N N N/A N/A 000000000 1.000000 NC -329851.100000 -0.0103085 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-06-21 0.000000 EUR -849488.970000 EUR 4950000.000000 EUR 519637.870000 N N N N/A N/A 000000000 1.000000 NC -134183.770000 -0.0041935 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-12-21 0.000000 EUR -144932.250000 EUR 1500000.000000 EUR 10748.480000 N N N N/A N/A 000000000 1.000000 NC -166623.610000 -0.0052073 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC CO GTD SR UNSEC REGS Y Single Leg Swap 2026-06-21 0.000000 EUR -160104.700000 EUR 1500000.000000 EUR -6518.910000 N N N N/A N/A 000000000 1.000000 NC -30005.280000 -0.0009377 N/A DFE PE N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1186324.540000 USD 4634732.730000 PEN 2022-11-21 -30005.280000 N N N N/A N/A 000000000 1.000000 NC USD 16900.660000 0.0005282 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND Y Single Leg Swap 2026-12-21 21456.900000 USD 0.000000 USD 900000.000000 USD -4556.240000 N N N N/A N/A 000000000 1.000000 NC -159363.250000 -0.0049804 N/A DFE CH N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 4282948.790000 USD 4052745.000000 CHF 2022-11-16 -159363.250000 N N N N/A N/A 000000000 1.000000 NC 1221810.770000 0.0381839 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 46485317.000000 EUR 46779750.350000 USD 2022-10-04 1221810.770000 N N N AXIS SPECIALTY FINANCE LLC N/A 05463HAB7 4000000.000000 PA USD 3482170.440000 0.1088245 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 13254.360000 0.0004142 N/A DFE ZA N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 8330192.530000 ZAR 469563.000000 USD 2023-01-09 13254.360000 N N N N/A N/A 000000000 -455.000000 NC USD 1804734.190000 0.0564014 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short N/A 90SOFR 2024-03-19 -108907093.750000 USD 1804734.190000 N N N N/A N/A 000000000 1.000000 NC USD 7843.670000 0.0002451 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 SOUTHERN CO SOUTHERN CO SR UNSEC SMR Y Single Leg Swap 2022-12-21 43377.010000 USD 0.000000 USD 3500000.000000 USD -35533.340000 N N N N/A N/A 000000000 1.000000 NC -145146.030000 -0.0045361 N/A DFE CL N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4979139.670000 USD 4687859999.000000 CLP 2022-10-18 -145146.030000 N N N N/A N/A 000000000 1.000000 NC -608978.710000 -0.0190318 N/A DFE CO N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 7111138.910000 USD 30224118151.910000 COP 2022-11-16 -608978.710000 N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AH2 3600000.000000 PA USD 3071748.960000 0.0959981 Long DBT CORP BM N 2 2048-05-15 Fixed 5.3 N N N N N N N/A N/A 000000000 1.000000 NC -13253.340000 -0.0004142 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 586250.000000 USD 8787301250.000000 IDR 2022-11-07 -13253.340000 N N N N/A N/A 000000000 1.000000 NC -12361.640000 -0.0003863 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 587475.000000 USD 8819762175.000000 IDR 2022-11-07 -12361.640000 N N N N/A N/A 000000000 1.000000 NC -16713.270000 -0.0005223 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 759305.000000 USD 11391093610.000000 IDR 2022-11-14 -16713.270000 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 1800000.000000 PA USD 1152555.480000 0.0360196 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 -275357.930000 -0.0086055 N/A DFE NO N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2521741.000000 USD 24444804.040000 NOK 2022-11-16 -275357.930000 N N N N/A N/A 000000000 1.000000 NC -82067.220000 -0.0025648 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2998135.770000 USD 11712817.030000 PEN 2022-12-12 -82067.220000 N N N BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC N/A 05723KAF7 500000.000000 PA USD 371508.570000 0.0116104 Long DBT CORP US N 2 2047-12-15 Fixed 4.08 N N N N N N N/A N/A 000000000 1.000000 NC -572760.530000 -0.0178999 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 55357201.670000 PEN 13221208.900000 USD 2022-12-02 -572760.530000 N N N N/A N/A 000000000 1.000000 NC 1085822.030000 0.0339340 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 92575638.180000 ZAR 6195862.750000 USD 2022-10-14 1085822.030000 N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EL0 4000000.000000 PA USD 2772007.720000 0.0866306 Long DBT CORP US N 2 2049-09-15 Fixed 3.2 N N N N N N N/A N/A 000000000 7320000.000000 NC 3534175.080000 0.1104498 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 2700445.480000 N N N N/A N/A 000000000 -21960000.000000 NC -6130965.230000 -0.1916045 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 -5316071.920000 N N N N/A N/A 000000000 -6500000.000000 NC USD -127.400000 -0.0000040 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 N/A OIS USD R SOFR/2.83 10/12/22 LCH 2032-10-12 0.000000 USD 0.000000 USD N/A USD N/A 2.830000 USD 2022-10-07 XXXX 34810.100000 N N N N/A N/A 000000000 -6500000.000000 NC USD -133746.600000 -0.0041798 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 N/A OIS USD R SOFR/3.33 10/12/22 LCH 2032-10-12 0.000000 USD 0.000000 USD N/A USD N/A 3.330000 USD 2022-10-07 XXXX -98809.100000 N N N BANC OF AMERICA FUND CORP 2006-3 N/A 058931BC9 85793.360000 PA USD 71864.950000 0.0022459 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.75 N N N N N N N/A N/A 000000000 4850000.000000 NC 2341632.400000 0.0731805 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 1805979.600000 N N N N/A N/A 000000000 -14550000.000000 NC -4062183.250000 -0.1269511 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 -3535850.760000 N N N BANC OF AMERICA FUNDING CORP 2005-8 N/A 05946XZ48 55679.930000 PA USD 55689.050000 0.0017404 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 5.5 N N N N N N N/A N/A 000000000 -33300000.000000 NC USD -1093462.110000 -0.0341728 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 (WHT) 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 -1025197.110000 N N N N/A N/A 000000000 -392700000.000000 NC USD -39.270000 -0.0000012 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 (WHT) 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 795935.730000 N N N N/A N/A 000000000 1.000000 NC 8357385.540000 0.2611844 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2032-09-21 4476761.580000 EUR 0.000000 EUR 34800000.000000 EUR 3880623.960000 N N N N/A N/A 000000000 1.000000 NC 1621277.020000 0.0506680 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2052-09-23 506674.410000 EUR 0.000000 EUR 4200000.000000 EUR 1114602.610000 N N N N/A N/A 000000000 1.000000 NC -1104407.200000 -0.0345149 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2027-05-13 0.000000 EUR -53566.440000 EUR 14700000.000000 EUR -1050840.760000 N N N N/A N/A 000000000 1.000000 NC -505829.300000 -0.0158081 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2027-05-18 0.000000 EUR -25088.410000 EUR 6700000.000000 EUR -480740.890000 N N N N/A N/A 000000000 1.000000 NC 2317897.910000 0.0724388 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2033-03-15 1641740.180000 EUR 0.000000 EUR 19600000.000000 EUR 676157.730000 N N N N/A N/A 000000000 1.000000 NC -2577801.860000 -0.0805613 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2023-09-19 59946.700000 HUF 0.000000 HUF 9471700000.000000 HUF -2637748.560000 N N N N/A N/A 000000000 1.000000 NC -249336.500000 -0.0077922 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2023-06-13 0.000000 MXN 0.000000 MXN 132900000.000000 MXN -249336.500000 N N N N/A N/A 000000000 1.000000 NC -1429416.570000 -0.0446720 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-03-05 4673.360000 MXN 0.000000 MXN 239000000.000000 MXN -1434089.930000 N N N N/A N/A 000000000 1.000000 NC -851826.670000 -0.0266212 N/A DIR MX N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 MEXICO INTERBANK TIIE 28 DAY N/A N/A Y 2026-05-05 0.000000 MXN -13424.360000 MXN 159800000.000000 MXN -838402.310000 N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1T7K79 2120000.000000 PA 1686671.510000 0.0527117 Long DBT CORP IT N 2 2026-01-09 Fixed 1.875 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1J7WJ1 1000000.000000 PA 842686.280000 0.0263356 Long DBT CORP IT N 2 2025-04-28 Fixed 2.625 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 BF2PHRII3 600000.000000 PA 539081.850000 0.0168473 Long DBT CORP ES N 2 2023-09-24 Floating 5.875 N N N N Y BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) EUR XXXX N N N BANCO BRADESCO SA/CAYMAN ISLANDS BRANCH N/A 05947KAZ3 2100000.000000 PA USD 1976236.500000 0.0617612 Long DBT CORP BR N 2 2025-01-27 Fixed 3.2 N N N N N N BANCO INBURSA SA 9598007PWYZP4GP23S45 05969LAB7 200000.000000 PA USD 186133.000000 0.0058170 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 4079923.950000 0.1275055 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-12-15 161853.970000 USD 0.000000 USD 36900000.000000 USD 3918069.980000 N N N BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH 549300QTVYRPFHS0J362 05973KAA5 1100000.000000 PA USD 901450.000000 0.0281720 Long DBT CORP MX N 2 2027-01-24 Floating 5.875 N N N N N N BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH 549300QTVYRPFHS0J362 05973KAB3 3600000.000000 PA USD 2831986.010000 0.0885050 Long DBT CORP MX N 2 2032-01-24 Floating 6.625 N N N N N N N/A N/A 000000000 1.000000 NC 1289415.600000 0.0402967 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-09-23 494659.410000 GBP 0.000000 GBP 2300000.000000 GBP 794756.190000 N N N N/A N/A 000000000 1.000000 NC 4951118.770000 0.1547320 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2033-03-15 3758842.470000 GBP 0.000000 GBP 24100000.000000 GBP 1192276.300000 N N N N/A N/A 000000000 1.000000 NC 153645.360000 0.0048017 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2053-03-17 148785.400000 GBP 0.000000 GBP 500000.000000 GBP 4859.960000 N N N N/A N/A 000000000 1.000000 NC 818.710000 0.0000256 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 -302.900000 JPY 33400000.000000 JPY 1121.610000 N N N N/A N/A 000000000 1.000000 NC 40148.180000 0.0012547 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 -18100.370000 JPY 2666300000.000000 JPY 58248.550000 N N N N/A N/A 000000000 1.000000 NC 7616.430000 0.0002380 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2023-12-15 0.000000 JPY -32502.620000 JPY 2540000000.000000 JPY 40119.050000 N N N N/A N/A 000000000 1.000000 NC USD 16033336.740000 0.5010727 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-15 4201453.030000 USD 0.000000 USD 128800000.000000 USD 11831883.710000 N N N N/A N/A 000000000 1.000000 NC USD 9939683.290000 0.3106343 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2026-12-15 391793.400000 USD 0.000000 USD 89900000.000000 USD 9547889.890000 N N N N/A N/A 000000000 1.000000 NC USD -122752.750000 -0.0038363 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2052-09-27 0.000000 USD -32000.000000 USD 3200000.000000 USD -90752.750000 N N N N/A N/A 000000000 1.000000 NC -392473.830000 -0.0122656 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 164900000.000000 BRL -392473.830000 N N N N/A N/A 000000000 1.000000 NC -77302.020000 -0.0024158 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 44000000.000000 BRL -77302.020000 N N N N/A N/A 000000000 1.000000 NC -37850.190000 -0.0011829 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 23400000.000000 BRL -37850.190000 N N N N/A N/A 000000000 1.000000 NC -62190.980000 -0.0019436 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 36300000.000000 BRL -62190.980000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGG8 100000.000000 PA USD 81309.110000 0.0025411 Long DBT CORP US N 2 2048-01-20 Floating 4.443 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHA0 265000.000000 PA USD 197081.530000 0.0061592 Long DBT CORP US N 2 2049-01-23 Floating 3.946 N N N N N N N/A N/A 000000000 1.000000 NC USD 385928.790000 0.0120610 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TECK RESOURCES LIMITED TECK COMINCO LIMITED NT YANKEE Y Single Leg Swap 2026-06-23 610846.350000 USD 0.000000 USD 3600000.000000 USD -224917.560000 N N N N/A N/A 000000000 1.000000 NC -875.460000 -0.0000274 N/A DCR ES N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TELEFONICA EMISIONES SAU TELEFONICA EMISIONES SAU CO GTD SR UNSEC Y Single Leg Swap 2026-06-21 56787.820000 EUR 0.000000 EUR 3200000.000000 EUR -57663.280000 N N N N/A N/A 000000000 1.000000 NC USD 5288.690000 0.0001653 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TENCENT HOLDINGS LIMITED TENCENT HOLDINGS LTD SR UNSEC REGS Y Single Leg Swap 2024-12-21 18887.150000 USD 0.000000 USD 1700000.000000 USD -13598.460000 N N N N/A N/A 000000000 1.000000 NC USD 10888.470000 0.0003403 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TENCENT HOLDINGS LIMITED TENCENT HOLDINGS LTD SR UNSEC REGS Y Single Leg Swap 2024-12-21 33625.150000 USD 0.000000 USD 3500000.000000 USD -22736.680000 N N N N/A N/A 000000000 1.000000 NC -116192.580000 -0.0036312 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TESCO PLC TESCO PLC SR UNSECURED EMTN REGS Y Single Leg Swap 2028-06-21 27067.850000 EUR 0.000000 EUR 2800000.000000 EUR -143260.430000 N N N N/A N/A 000000000 1.000000 NC USD 23463.970000 0.0007333 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TOLL BROTHERS FINANCE CORP TOLL BROS FINANCE CORP Y Single Leg Swap 2024-06-21 4549.900000 USD 0.000000 USD 3800000.000000 USD 18914.070000 N N N N/A N/A 000000000 1.000000 NC -202580.600000 -0.0063310 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 2392478.610000 USD 3423588.000000 AUD 2022-10-04 -202580.600000 N N N N/A N/A 000000000 1.000000 NC -15761.560000 -0.0004926 N/A DFE ID N 2 UBS AG BFM8T61CT2L1QCEMIK50 530847.470000 USD 7900072049.000000 IDR 2022-11-10 -15761.560000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 3000000.000000 PA USD 2691089.820000 0.0841017 Long DBT CORP US N 2 2033-04-27 Floating 4.571 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGM5 5185000.000000 PA USD 4283615.180000 0.1338712 Long DBT CORP US N 2 2038-04-24 Floating 4.244 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 17200000.000000 PA USD 12122242.660000 0.3788434 Long DBT CORP US N 2 2042-04-22 Floating 3.311 N N N N N N N/A N/A 000000000 1.000000 NC 925181.200000 0.0289137 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 19696000.000000 GBP 22916749.010000 USD 2022-10-04 925181.200000 N N N N/A N/A 000000000 1.000000 NC -94267.230000 -0.0029460 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 2952000.000000 GBP 3203858.740000 USD 2022-11-02 -94267.230000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 19400000.000000 PA USD 12573746.640000 0.3929538 Long DBT CORP US N 2 2041-06-19 Floating 2.676 N N N N N N N/A N/A 000000000 1.000000 NC 19806.910000 0.0006190 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 2377077.340000 ZAR 150725.000000 USD 2022-11-08 19806.910000 N N N N/A N/A 000000000 1.000000 NC 21154.950000 0.0006611 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 2353853.930000 ZAR 150794.000000 USD 2022-11-08 21154.950000 N N N N/A N/A 000000000 1.000000 NC 12271.300000 0.0003835 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1990394.300000 ZAR 121838.000000 USD 2022-11-14 12271.300000 N N N N/A N/A 000000000 1.000000 NC 61456.430000 0.0019206 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 21058626.280000 ZAR 1223862.000000 USD 2022-10-14 61456.430000 N N N N/A N/A 000000000 1.000000 NC 50404.640000 0.0015752 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 33090962.150000 ZAR 1851398.000000 USD 2023-03-27 50404.640000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 800000.000000 PA USD 492199.650000 0.0153822 Long DBT CORP US N 2 2052-07-21 Floating 2.972 N N N N N N N/A N/A 000000000 -708.000000 NC USD 2500521.220000 0.0781461 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-12-20 -83914594.100000 USD 2500521.220000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 6000000.000000 PA USD 4595518.560000 0.1436188 Long DBT CORP US N 2 2032-10-20 Floating 2.572 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 7000000.000000 NS USD 6381060.000000 0.1994204 Long EP CORP US N 2 N N N N/A N/A 000000000 294.000000 NC USD -2742886.230000 -0.0857205 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-12-20 37204781.250000 USD -2742886.230000 N N N N/A N/A 000000000 98.000000 NC USD -1082911.170000 -0.0338431 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-12-20 13393843.750000 USD -1082911.170000 N N N N/A N/A 000000000 1.000000 NC USD -34361.050000 -0.0010738 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2026-12-22 80003.520000 USD 0.000000 USD 3300000.000000 USD -114364.570000 N N N N/A N/A 000000000 8823.000000 NC USD 2006.350000 0.0000627 N/A DE US N 1 None N/A Call Purchased VISTRA CORP VISTRA CORP N/A 35.000000 USD 2024-02-02 XXXX -21198.140000 N N N N/A N/A 000000000 1.000000 NC 30494.450000 0.0009530 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VODAFONE GROUP PLC VODAFONE GROUP PLC SR UNSEC EMTN Y Single Leg Swap 2024-06-21 32260.540000 EUR 0.000000 EUR 3400000.000000 EUR -1766.090000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 7700000.000000 PA USD 8563276.800000 0.2676189 Long DBT CORP US N 2 2038-05-14 Fixed 7.75 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TJZ6 1200000.000000 PA USD 1185608.040000 0.0370525 Long DBT CORP US N 2 2036-10-15 Fixed 6 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 3000000.000000 NS USD 2693460.000000 0.0841758 Long EP CORP US N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 4800000.000000 NS USD 3865056.000000 0.1207904 Long EP CORP US N 2 N N N BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP N/A 06684QAB8 300000.000000 PA USD 219797.890000 0.0068691 Long DBT CORP US N 2 2050-08-15 Fixed 3.54 N N N N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610AU9 150000.000000 NS USD 146715.000000 0.0045851 Long EP CORP US N 2 N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610BD6 8200000.000000 NS USD 6649544.000000 0.2078111 Long EP CORP US N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0SSSH6 1200000.000000 PA 1291214.980000 0.0403530 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 06738EBY0 2800000.000000 PA USD 2627736.330000 0.0821218 Long DBT CORP GB N 2 2028-08-09 Floating 5.501 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECA1 14200000.000000 PA USD 12918961.480000 0.4037424 Long DBT CORP GB N 2 2033-08-09 Floating 5.746 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 5800000.000000 PA USD 3855715.300000 0.1204985 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 1800000.000000 PA USD 1493797.140000 0.0466840 Long DBT CORP US N 2 2038-06-25 Fixed 4.625 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 3400000.000000 PA USD 2786328.120000 0.0870781 Long DBT CORP US N 2 2048-06-25 Fixed 4.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 6000000.000000 PA USD 4511898.300000 0.1410055 Long DBT CORP US N 2 2044-07-15 Fixed 4.4 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 75000.000000 PA USD 55275.420000 0.0017275 Long DBT CORP US N 2 2064-07-15 Fixed 4.7 N N N N N N BAYVIEW FINANCIAL ACQUISITION TR 2007-A N/A 07325VAF1 2740.780000 PA USD 2644.550000 0.0000826 Long ABS-MBS CORP US N 2 2037-05-28 Variable 6.601 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAC6 3700000.000000 NS USD 3640023.000000 0.1137577 Long EP CORP US N 2 N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAD4 3500000.000000 NS USD 2988545.000000 0.0933978 Long EP CORP US N 2 N N N BEAR STEARNS ALT-A TRUST-2004-11 N/A 07386HNB3 19702.320000 PA USD 18170.950000 0.0005679 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.26701 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A 07384M2E1 466403.090000 PA USD 452205.640000 0.0141323 Long ABS-MBS CORP US N 2 2034-11-25 Floating 3.85757 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-ABF1 N/A 07384YLE4 3361.760000 PA USD 3105.850000 0.0000971 Long ABS-MBS CORP US N 2 2034-01-25 Floating 3.824 N N N N N N BEAR STEARNS ASSETBACKED SEC 2006-P N/A 07387UAY7 385704.360000 PA USD 384655.440000 0.0120212 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.714 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VBD8 85000.000000 PA USD 77514.040000 0.0024225 Long DBT CORP US N 2 2043-11-15 Fixed 5.15 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 70000.000000 PA USD 58418.910000 0.0018257 Long DBT CORP US N 2 2049-01-15 Fixed 4.25 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 1400000.000000 PA USD 1222051.710000 0.0381915 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 3300000.000000 PA USD 3299009.900000 0.1031004 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAP6 600000.000000 PA USD 561043.400000 0.0175337 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 09062XAK9 1122000.000000 PA USD 728433.410000 0.0227649 Long DBT CORP US N 2 2051-02-15 Fixed 3.25 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AS8 1900000.000000 PA USD 1370060.340000 0.0428170 Long DBT CORP US N 2 2049-10-15 Fixed 3.875 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAH3 10000000.000000 PA USD 6428436.100000 0.2009010 Long DBT CORP US N 2 2052-01-30 Fixed 3.2 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAM9 2500000.000000 PA USD 1727957.780000 0.0540020 Long DBT CORP US N 2 2049-09-10 Fixed 3.5 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAB6 350000.000000 PA USD 210296.380000 0.0065722 Long DBT CORP US N 2 2050-09-30 Fixed 2.8 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HAT4 3700000.000000 PA USD 3505618.690000 0.1095573 Long DBT CORP US N 2 2025-03-24 Fixed 4.7 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 09261XAG7 3000000.000000 PA USD 2278281.810000 0.0712007 Long DBT CORP US N 2 2028-09-30 Fixed 2.85 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAG1 3700000.000000 PA USD 2906693.060000 0.0908398 Long DBT CORP US N 2 2032-02-15 Fixed 4.375 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 4200000.000000 PA USD 3192355.530000 0.0997673 Long DBT CORP FR N 2 2033-01-20 Floating 3.132 N N N N N N BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM TEHUYFNKZR6XVWLGEU86 91514AGU3 45000.000000 PA USD 34294.730000 0.0010718 Long DBT MUN US N 2 2047-08-15 Fixed 3.354 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 2100000.000000 PA USD 1692155.870000 0.0528831 Long DBT CORP US N 2 2031-02-15 Fixed 3.4 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DC6 7900000.000000 PA USD 6569007.450000 0.2052941 Long DBT CORP US N 2 2031-02-01 Fixed 3.625 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BV6 800000.000000 PA USD 507825.860000 0.0158705 Long DBT CORP US N 2 2047-03-01 Fixed 3.65 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CY9 4000000.000000 PA USD 3704889.080000 0.1157849 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 6400000.000000 PA USD 5606157.700000 0.1752032 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CW3 5700000.000000 PA USD 4966013.170000 0.1551975 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 7760000.000000 PA USD 6664190.380000 0.2082688 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAC9 1500000.000000 PA USD 1036159.970000 0.0323820 Long DBT CORP US N 2 2050-06-01 Fixed 3.205 N N N N N N DEPOSITORY TRUST & CLEARING CORP (DTCC) MLDY5N6PZ58ZE60QU102 249670AB6 4500000.000000 NS USD 3438810.000000 0.1074694 Long EP CORP US N 2 N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AU1 1516000.000000 PA USD 1331694.970000 0.0416180 Long DBT CORP US N 2 2049-03-01 Fixed 4.7 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AE7 1500000.000000 PA USD 1607842.730000 0.0502482 Long DBT CORP US N 2 2035-11-15 Variable 6.75 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBR0 800000.000000 PA USD 572447.760000 0.0178901 Long DBT CORP US N 2 2041-06-17 Fixed 3.06 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAH6 2800000.000000 PA USD 1700875.150000 0.0531556 Long DBT CORP US N 2 2051-12-22 Fixed 3.85 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 1200000.000000 PA USD 922914.660000 0.0288429 Long DBT CORP US N 2 2052-03-15 Fixed 3.7 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 630000.000000 PA USD 529055.280000 0.0165340 Long DBT CORP US N 2 2049-10-26 Fixed 4.25 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST N/A 11043HAA6 2276406.290000 PA USD 1889111.950000 0.0590384 Long DBT CORP US N 2 2033-03-20 Fixed 4.125 N N N N N N BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST N/A 11043XAA1 3252623.010000 PA USD 2765270.470000 0.0864200 Long DBT CORP US N 2 2034-06-15 Fixed 3.3 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAH6 1200000.000000 PA USD 1044395.040000 0.0326394 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 1650000.000000 PA USD 1430547.770000 0.0447074 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 3500000.000000 PA USD 2944960.940000 0.0920357 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 2000000.000000 PA USD 1431817.980000 0.0447471 Long DBT CORP US N 2 2033-02-15 Fixed 2.6 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 5300000.000000 PA USD 3586292.330000 0.1120785 Long DBT CORP US N 2 2041-02-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 7649000.000000 PA USD 5852201.790000 0.1828926 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 5300000.000000 PA USD 3986026.010000 0.1245710 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 8188000.000000 PA USD 6767003.390000 0.2114819 Long DBT CORP US N 2 2037-05-15 Fixed 4.926 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 1728000.000000 PA USD 1214438.570000 0.0379535 Long DBT CORP US N 2 2035-11-15 Fixed 3.137 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 1611000.000000 PA USD 1105290.460000 0.0345425 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAJ1 1900000.000000 PA USD 1249628.920000 0.0390533 Long DBT CORP CA N 2 2052-02-15 Fixed 3.625 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAF9 8700000.000000 PA USD 5508461.380000 0.1721500 Long DBT CORP CA N 2 2051-03-30 Fixed 3.5 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AN8 1500000.000000 NS USD 1236480.000000 0.0386424 Long EP CORP US N 2 N N N BROOKFIELD FINANCE LLC 549300E643C5WZF8BL44 11271RAB5 2000000.000000 PA USD 1267160.180000 0.0396012 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL N/A 11284DAA3 700000.000000 PA USD 633749.730000 0.0198059 Long DBT CORP US N 2 2026-05-15 Fixed 5.75 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709AQ1 5200000.000000 NS USD 5097976.000000 0.1593216 Long EP CORP US N 2 N N N BROOKLYN UNION GAS CO/THE 83BQ1DXS6VA5GZFK8S35 114259AU8 1200000.000000 PA USD 905600.050000 0.0283017 Long DBT CORP US N 2 2049-03-04 Fixed 4.487 N N N N N N CAIXABANK SA (AKA: LA CAIXA) 7CUNS533WID6K7DGFI87 ACI2080P8 1400000.000000 PA 871264.540000 0.0272287 Long DBT CORP ES N 2 2028-09-14 Floating 3.625 N N N N Y CAIXABANK SA (AKA: LA CAIXA) EUR XXXX N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 13033W3Y7 2300000.000000 PA USD 2566350.120000 0.0802034 Long DBT MUN US N 2 2049-05-15 Fixed 6.486 N N N N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685C81 2600000.000000 PA USD 3053701.820000 0.0954341 Long DBT MUN US N 2 2035-03-01 Fixed 7.804 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077CTL8 700000.000000 PA USD 782673.010000 0.0244600 Long DBT MUN US N 2 2041-11-01 Fixed 6.484 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 1900000.000000 NS USD 1503299.000000 0.0469810 Long EP CORP US N 2 N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAX2 6470000.000000 PA USD 6128564.580000 0.1915295 Long DBT CORP CA N 2 2115-09-15 Fixed 6.125 N N N N N N CARLYLE FINANCE LLC N/A 14314CAA3 3100000.000000 PA USD 2757809.290000 0.0861869 Long DBT CORP US N 2 2048-09-15 Fixed 5.65 N N N N N N CARLYLE HOLDINGS II FINANCE LLC N/A 14310FAA0 1100000.000000 PA USD 951117.120000 0.0297242 Long DBT CORP US N 2 2043-03-30 Fixed 5.625 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 P2121YAS7 5855750.000000 PA USD 5167699.380000 0.1615006 Long LON CORP PA N 2 2028-10-18 Floating 6.1269 N N N N N N CASTLELAKE AVIATION ONE DESIGNATED ACTIVITY COMPANY 2138003EQK2PETKID103 14855NAB2 2267204.920000 PA USD 2195878.650000 0.0686254 Long LON CORP US N 2 2026-10-22 Floating 6.0426 N N N N N N CATALENT PHARMA SOLUTIONS INC 549300HALRZ339MSTH85 14880BAH4 593984.960000 PA USD 590147.820000 0.0184433 Long LON CORP US N 2 2028-02-22 Floating 5.0625 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBJ7 1900000.000000 PA USD 1482850.400000 0.0463419 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 478706.390000 PA USD 416474.560000 0.0130156 Long DBT CORP CL N 2 2047-06-22 Fixed 5.2 N N N N N N CELLNEX FINANCE COMPANY SA 549300OUROMFTRFA7T23 15118JAA3 600000.000000 PA USD 376431.000000 0.0117642 Long DBT CORP ES N 2 2041-07-07 Fixed 3.875 N N N N N N CELULOSA ARAUCO Y CONSTITUCION SA 549300QEKV8G0AMNQD28 151191BD4 1500000.000000 PA USD 1108434.710000 0.0346407 Long DBT CORP CL N 2 2047-11-02 Fixed 5.5 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 1900000.000000 PA USD 1711795.500000 0.0534969 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAW8 2500000.000000 PA USD 1799234.950000 0.0562296 Long DBT CORP US N 2 2051-04-01 Fixed 3.35 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAL4 1500000.000000 NS USD 1299705.000000 0.0406183 Long EP CORP US N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 2500000.000000 NS USD 2166775.000000 0.0677159 Long EP CORP US N 2 N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAF0 3200000.000000 PA USD 2881583.260000 0.0900550 Long DBT CORP US N 2 2034-03-15 Fixed 5.15 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAE3 2800000.000000 PA USD 2386268.080000 0.0745755 Long DBT CORP US N 2 2044-03-15 Fixed 5.375 N N N N N N CHAMPION PATH HOLDINGS LIMITED 549300QWJFPV5413KI88 ACI1V8M31 2100000.000000 PA USD 1362984.000000 0.0425959 Long DBT CORP VG N 2 2028-01-27 Fixed 4.85 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 5000000.000000 PA USD 3619840.850000 0.1131270 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 3025000.000000 PA USD 2449517.710000 0.0765521 Long DBT CORP US N 2 2048-04-01 Fixed 5.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 11000000.000000 PA USD 6694869.720000 0.2092276 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 161175CK8 1800000.000000 PA USD 1383001.870000 0.0432215 Long DBT CORP US N 2 2053-04-01 Fixed 5.25 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BY9 9600000.000000 PA USD 5629201.730000 0.1759234 Long DBT CORP US N 2 2061-04-01 Fixed 3.85 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 5100000.000000 PA USD 3958110.660000 0.1236986 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BZ6 2500000.000000 PA USD 1602823.750000 0.0500913 Long DBT CORP US N 2 2041-06-01 Fixed 3.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 3800000.000000 PA USD 2361648.780000 0.0738061 Long DBT CORP US N 2 2052-06-01 Fixed 3.9 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 7000000.000000 PA USD 5148769.360000 0.1609090 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 80000.000000 PA USD 70714.830000 0.0022100 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CC6 3100000.000000 PA USD 1982567.990000 0.0619591 Long DBT CORP US N 2 2061-12-01 Fixed 4.4 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-A3 N/A 161639BH1 149618.390000 PA USD 131524.480000 0.0041104 Long ABS-MBS CORP US N 2 2037-12-25 Floating 3.91584 Y N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 6500000.000000 PA USD 5646122.820000 0.1764522 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAL9 1300000.000000 PA USD 940433.820000 0.0293904 Long DBT CORP US N 2 2039-12-31 Fixed 2.742 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAN1 2100000.000000 PA USD 1616748.000000 0.0505265 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N CHILDRENS HOSPITAL CORP/THE 549300NXFO6BISJLOS32 16876BAA0 25000.000000 PA USD 20941.460000 0.0006545 Long DBT CORP US N 2 2047-01-01 Fixed 4.115 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 000000000 600000.000000 PA USD 439071.820000 0.0137218 Long DBT NUSS CL N 2 2052-01-31 Fixed 4 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 168863CE6 40000.000000 PA USD 29557.950000 0.0009237 Long DBT NUSS CL N 2 2047-06-21 Fixed 3.86 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 17026YAH2 982500.000000 PA USD 903595.430000 0.0282391 Long LON CORP US N 2 2027-10-25 Floating 6.6153 N N N N N N CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 00440EAW7 85000.000000 PA USD 72050.980000 0.0022517 Long DBT CORP US N 2 2045-11-03 Fixed 4.35 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 1200000.000000 PA USD 716382.370000 0.0223883 Long DBT CORP CA N 2 2051-06-15 Fixed 4.1 N N N N N N CIA DE MINAS BUENAVENTURA SA 529900WQB1ZU9KB6EL71 204448AA2 200000.000000 PA USD 167609.670000 0.0052381 Long DBT CORP PE N 2 2026-07-23 Fixed 5.5 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523BK5 115000.000000 PA USD 84608.940000 0.0026442 Long DBT CORP US N 2 2047-10-15 Fixed 3.875 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523AK6 40000.000000 PA USD 34638.890000 0.0010825 Long DBT CORP US N 2 2048-12-15 Fixed 4.9 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAD4 2364000.000000 PA USD 2302063.200000 0.0719439 Long LON CORP US N 2 2028-02-02 Floating 5.6486 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 2500000.000000 PA USD 1971633.750000 0.0616174 Long DBT CORP US Y 2 2033-01-25 Floating 3.057 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 2900000.000000 PA USD 3435737.530000 0.1073734 Long DBT CORP US N 2 2039-07-15 Fixed 8.125 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486M63 20000.000000 PA USD 20097.210000 0.0006281 Long DBT MUN US N 2 2029-01-01 Fixed 6.05 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486M71 440000.000000 PA USD 430054.460000 0.0134400 Long DBT MUN US N 2 2029-01-01 Fixed 6.05 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486D22 68000.000000 PA USD 71024.200000 0.0022196 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CLECO CORPORATE HOLDINGS LLC 5493002H80P81B3HXL31 18551PAD1 400000.000000 PA USD 339893.400000 0.0106223 Long DBT CORP US N 2 2046-05-01 Variable 4.973 N N N N N N CLEVELAND CLINIC FOUNDATION 5493005LGDPOFHUC6Z36 18600TAA0 45000.000000 PA USD 38178.750000 0.0011932 Long DBT CORP US N 2 2114-01-01 Fixed 4.858 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAH8 1825000.000000 PA USD 1575306.660000 0.0492314 Long DBT CORP US N 2 2048-06-15 Fixed 4.15 N N N N N N COLUMBIA PIPELINE GROUP INC 549300SRP1TQM9JJBG80 198280AH2 50000.000000 PA USD 46379.000000 0.0014494 Long DBT CORP US N 2 2045-06-01 Fixed 5.8 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBZ3 9400000.000000 PA USD 7300396.350000 0.2281515 Long DBT CORP US N 2 2047-08-15 Fixed 4 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 25000.000000 PA USD 19207.710000 0.0006003 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 12149000.000000 PA USD 7272767.780000 0.2272880 Long DBT CORP US N 2 2056-11-01 Fixed 2.937 N N N N N N COMISION FEDERAL DE ELECTRICIDAD (CFE) 4469000001BFPONMPF32 200447AC4 55000.000000 PA USD 40425.000000 0.0012634 Long DBT CORP MX N 2 2042-02-14 Fixed 5.75 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 24300000.000000 NS USD 22850991.000000 0.7141375 Long EP CORP US N 2 N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BS3 1800000.000000 PA USD 1437438.310000 0.0449227 Long DBT CORP AU N 2 2032-03-14 Fixed 3.784 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 700000.000000 PA USD 562921.140000 0.0175924 Long DBT CORP US N 2 2048-03-01 Fixed 4 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JJ0 55000.000000 PA USD 41419.970000 0.0012945 Long DBT CORP US N 2 2046-06-15 Fixed 3.65 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 1649000.000000 PA USD 1527386.250000 0.0477338 Long LON CORP US N 2 2026-04-06 Floating 6.3653 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CD2 6500000.000000 PA USD 5722644.200000 0.1788437 Long DBT CORP US N 2 2038-11-01 Fixed 5.3 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FQ1 4600000.000000 PA USD 3638734.550000 0.1137175 Long DBT CORP US N 2 2058-05-15 Fixed 4.5 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GB3 9880000.000000 PA USD 6811381.670000 0.2128688 Long DBT CORP US N 2 2061-06-15 Fixed 3.6 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FW8 1700000.000000 PA USD 1186602.310000 0.0370836 Long DBT CORP US N 2 2059-11-15 Fixed 3.7 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FT5 1900000.000000 PA USD 1623447.630000 0.0507359 Long DBT CORP US N 2 2048-12-01 Fixed 4.65 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FF5 40000.000000 PA USD 32930.640000 0.0010291 Long DBT CORP US N 2 2054-12-01 Fixed 4.625 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAT5 1200000.000000 PA USD 970088.980000 0.0303172 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 3148723.870000 0.0984037 Long DBT CORP US N 2 2048-11-15 Fixed 5.25 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 30161MAN3 2195000.000000 PA USD 1972196.810000 0.0616350 Long DBT CORP US N 2 2042-06-15 Fixed 5.6 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DB9 2500000.000000 PA USD 2032762.830000 0.0635278 Long DBT CORP US N 2 2048-05-15 Fixed 4.05 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DQ6 3100000.000000 PA USD 2579944.500000 0.0806282 Long DBT CORP US N 2 2052-09-01 Fixed 4.2 N N N N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 212015AT8 2200000.000000 PA USD 1993427.920000 0.0622985 Long DBT CORP US N 2 2031-01-15 Fixed 5.75 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 21685WCJ4 75000.000000 PA USD 74139.750000 0.0023170 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDP6 1000000.000000 PA USD 827984.740000 0.0258761 Long DBT CORP NL N 2 2033-04-06 Floating 3.758 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 1000000.000000 PA USD 821020.030000 0.0256585 Long DBT CORP US N 2 2079-11-15 Fixed 5.45 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 21987BAY4 1000000.000000 PA USD 760515.150000 0.0237676 Long DBT CORP CL N 2 2049-02-05 Fixed 4.375 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAZ7 5100000.000000 PA USD 3911007.680000 0.1222265 Long DBT CORP CL N 2 2047-08-01 Fixed 4.5 N N N N N N CORPORATE OFFICE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAP1 1100000.000000 PA USD 763748.340000 0.0238686 Long DBT CORP US N 2 2033-12-01 Fixed 2.9 N N N N N N COSTAR GROUP INC N/A 22160NAA7 800000.000000 PA USD 632637.380000 0.0197711 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N COTY INC 549300BO9IWPF3S48F93 222070AE4 6300000.000000 PA USD 5743464.930000 0.1794943 Long DBT CORP US N 2 2026-04-15 Fixed 5 N N N N N N AMERICAN AGCREDIT CORPORATION N/A 02369GAA3 11000000.000000 NS USD 9909564.500000 0.3096930 Long EP CORP US N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAG6 4400000.000000 NS USD 3399132.000000 0.1062294 Long EP CORP US N 2 N N N COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41 N/A 12667GR62 199882.410000 PA USD 152475.720000 0.0047652 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.414 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CH0 2000000.000000 NS USD 1561100.000000 0.0487874 Long EP CORP US N 2 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 1000000.000000 PA USD 860370.000000 0.0268882 Long DBT CORP CH N 2 2024-12-18 Floating 6.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 22546DAB2 2200000.000000 PA USD 2027685.000000 0.0633691 Long DBT CORP CH N 2 2023-12-11 Floating 7.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AR9 1593000.000000 PA USD 1122612.110000 0.0350838 Long DBT CORP CH N 2 2027-02-11 Floating 5.25 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 4873000.000000 PA USD 3557290.000000 0.1111722 Long DBT CORP CH N 2 2026-08-21 Floating 6.375 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AC5 500000.000000 PA USD 466303.380000 0.0145729 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 750000.000000 PA USD 612797.480000 0.0191511 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 600000.000000 PA USD 472676.050000 0.0147720 Long DBT CORP CH N 2 2031-04-01 Floating 4.194 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AV0 6500000.000000 PA USD 6052956.200000 0.1891665 Long DBT CORP CH N 2 2028-08-11 Floating 6.442 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 6950000.000000 PA USD 6255124.130000 0.1954847 Long DBT CORP CH N 2 2033-08-12 Floating 6.537 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAD4 3800000.000000 PA USD 3106162.790000 0.0970736 Long DBT CORP US N 2 2048-04-04 Fixed 4.5 N N N N N N CRH AMERICA INC 549300RN11MJ182CNF63 12626PAN3 30000.000000 PA USD 25913.450000 0.0008098 Long DBT CORP US N 2 2045-05-18 Fixed 5.125 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAU5 900000.000000 PA USD 571929.910000 0.0178739 Long DBT CORP US N 2 2051-01-15 Fixed 3.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAL5 605000.000000 PA USD 555666.920000 0.0173657 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 13248000.000000 PA USD 11444418.340000 0.3576601 Long DBT CORP US N 2 2049-02-15 Fixed 5.2 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAW1 1000000.000000 PA USD 750975.550000 0.0234694 Long DBT CORP US N 2 2031-04-01 Fixed 2.1 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAF8 2650000.000000 PA USD 2179100.430000 0.0681011 Long DBT CORP US N 2 2047-05-15 Fixed 4.75 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAD1 900000.000000 PA USD 786407.860000 0.0245768 Long DBT CORP GB N 2 2042-04-27 Fixed 4.625 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAC2 974000.000000 PA USD 938158.850000 0.0293193 Long DBT CORP LU N 2 2026-04-17 Fixed 7.625 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAE8 3900000.000000 PA USD 2847000.000000 0.0889742 Long DBT CORP LU N 2 2032-04-08 Fixed 5.875 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAD0 1900000.000000 PA USD 1298213.000000 0.0405717 Long DBT CORP LU N 2 2031-06-10 Fixed 4.625 N N N N N N CSX CORPORATION 549300JVQR4N1MMP3Q88 126408HF3 75000.000000 PA USD 57438.380000 0.0017951 Long DBT CORP US N 2 2046-11-01 Fixed 3.8 N N N N N N CSX CORPORATION 549300JVQR4N1MMP3Q88 126408HG1 20000.000000 PA USD 15282.640000 0.0004776 Long DBT CORP US N 2 2066-11-01 Fixed 4.25 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAE6 1900000.000000 PA USD 1750707.200000 0.0547130 Long DBT CORP US N 2 2029-02-15 Fixed 4.375 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAJ5 500000.000000 PA USD 374880.450000 0.0117157 Long DBT CORP US N 2 2032-02-15 Fixed 2.5 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 705000.000000 PA USD 619443.270000 0.0193588 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CD0 6700000.000000 PA USD 6059469.820000 0.1893701 Long DBT CORP US N 2 2043-12-05 Fixed 5.3 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 11294712.620000 PA USD 11948819.250000 0.3734236 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 244480.190000 PA USD 264381.440000 0.0082624 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 1372635.470000 PA USD 1251196.170000 0.0391023 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AH3 1200000.000000 PA USD 910592.360000 0.0284578 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 4000000.000000 PA USD 4473726.400000 0.1398126 Long DBT MUN US N 2 2042-01-01 Fixed 7.088 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 3500000.000000 PA USD 2716717.500000 0.0849027 Long DBT CORP US N 2 2030-06-01 Fixed 4.625 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBG5 10600000.000000 PA USD 6051554.520000 0.1891227 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 24703TAD8 1500000.000000 PA USD 1507557.150000 0.0471141 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 3778000.000000 PA USD 4005409.610000 0.1251768 Long DBT CORP US N 2 2036-07-15 Fixed 8.1 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAK2 737000.000000 PA USD 797015.740000 0.0249083 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N DELOS FINANCE SARL 549300HX549YWOJQT076 L2324EAE1 6300000.000000 PA USD 6301008.000000 0.1969186 Long LON CORP LU N 2 2023-10-06 Floating 5.4241 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 2262000.000000 PA USD 2290275.000000 0.0715755 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 3000000.000000 PA USD 2782782.240000 0.0869673 Long DBT CORP US N 2 2024-10-28 Fixed 2.9 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 2600000.000000 PA USD 2425080.870000 0.0757885 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3 N/A 25150WAA2 135022.870000 PA USD 123335.240000 0.0038545 Long ABS-MBS CORP US N 2 2047-07-25 Floating 3.224 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CD9 5400000.000000 PA USD 4124663.590000 0.1289037 Long DBT CORP DE N 2 2031-09-18 Floating 3.547 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 5800000.000000 PA USD 5418809.960000 0.1693483 Long DBT CORP DE N 2 2025-11-26 Floating 3.961 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CF4 5900000.000000 PA USD 3980494.830000 0.1243981 Long DBT CORP DE Y 2 2032-01-14 Floating 3.729 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAG2 1000000.000000 PA USD 649790.040000 0.0203072 Long DBT CORP DE N 2 2033-01-07 Floating 3.742 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 2390000.000000 PA USD 1951821.460000 0.0609982 Long DBT CORP US N 2 2042-05-15 Fixed 4.75 N N N N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAE8 871875.050000 PA USD 841359.420000 0.0262941 Long LON CORP US N 2 2026-05-26 Floating 10.6955 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 1911000.000000 PA USD 1784998.220000 0.0557846 Long LON CORP US N 2 2027-08-02 Floating 8.1153 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBL2 3000000.000000 PA USD 1775352.270000 0.0554832 Long DBT CORP US N 2 2055-09-15 Fixed 4 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AB8 4600000.000000 PA USD 3852058.910000 0.1203843 Long DBT CORP US N 2 2032-01-18 Fixed 4.5 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UAV1 35000.000000 PA USD 34728.460000 0.0010853 Long DBT CORP US N 2 2035-06-15 Fixed 5.95 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 2700000.000000 PA USD 2109741.980000 0.0659335 Long DBT CORP US N 2 2031-08-15 Fixed 2.25 N N N N N N DT MIDSTREAM INC N/A 23345MAC1 2900000.000000 PA USD 2499191.000000 0.0781045 Long DBT CORP US N 2 2032-04-15 Fixed 4.3 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAH9 1600000.000000 PA USD 1307892.900000 0.0408742 Long DBT CORP US N 2 2048-05-15 Fixed 4.05 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAU8 6000000.000000 PA USD 4745413.140000 0.1483033 Long DBT CORP US N 2 2048-03-15 Fixed 3.95 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBM6 1900000.000000 PA USD 1329110.150000 0.0415373 Long DBT CORP US N 2 2041-06-15 Fixed 3.3 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBN4 11400000.000000 PA USD 7692396.580000 0.2404022 Long DBT CORP US N 2 2051-06-15 Fixed 3.5 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAY1 2300000.000000 PA USD 1681016.640000 0.0525350 Long DBT CORP US N 2 2047-08-15 Fixed 3.95 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAP0 85000.000000 PA USD 70346.470000 0.0021985 Long DBT CORP US N 2 2045-12-15 Fixed 4.8 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAF8 25000.000000 PA USD 20614.050000 0.0006442 Long DBT CORP US N 2 2048-07-15 Fixed 4.2 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAA9 55000.000000 PA USD 38903.810000 0.0012158 Long DBT CORP US N 2 2046-10-01 Fixed 3.4 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAM6 1100000.000000 PA USD 716919.470000 0.0224051 Long DBT CORP US N 2 2051-08-15 Fixed 2.9 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAE4 900000.000000 PA USD 678939.420000 0.0212182 Long DBT CORP US N 2 2047-09-15 Fixed 3.6 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 700000.000000 PA USD 537656.920000 0.0168028 Long DBT CORP US N 2 2030-10-01 Fixed 2.532 N N N N N N E.ON INTERNATIONAL FINANCE BV 549300TG53AWJ719M814 268789AB0 600000.000000 PA USD 599354.190000 0.0187310 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 276480AD2 1200000.000000 PA USD 975894.500000 0.0304986 Long DBT CORP US N 2 2044-12-15 Fixed 4.6 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AZ6 2900000.000000 PA USD 1939887.370000 0.0606252 Long DBT CORP US N 2 2051-05-10 Fixed 3.65 N N N N N N ECAF I LTD 2015-1A N/A 26827EAC9 2446396.610000 PA USD 1553461.850000 0.0485487 Long ABS-O CORP KY N 2 2040-06-15 Fixed 4.947 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 3750000.000000 PA USD 2759275.540000 0.0862327 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 1400000.000000 PA USD 1373008.390000 0.0429092 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AQ7 2150000.000000 PA USD 1652957.150000 0.0516581 Long DBT CORP FR N 2 2045-10-13 Fixed 4.95 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBB2 1435000.000000 PA USD 1242098.790000 0.0388180 Long DBT CORP US N 2 2043-01-15 Fixed 4.65 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBF3 500000.000000 PA USD 455333.150000 0.0142300 Long DBT CORP US N 2 2044-01-15 Fixed 5.1 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AH6 1400000.000000 PA USD 1185456.260000 0.0370478 Long DBT CORP US N 2 2048-03-01 Fixed 4.55 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AU7 9300000.000000 PA USD 7874225.560000 0.2460847 Long DBT CORP US N 2 2052-05-15 Fixed 4.55 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBL0 85000.000000 PA USD 73975.060000 0.0023119 Long DBT CORP US N 2 2054-08-15 Fixed 4.85 N N N N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 800000.000000 PA USD 597378.580000 0.0186692 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 2100000.000000 PA USD 1655092.740000 0.0517248 Long DBT CORP US N 2 2046-06-15 Fixed 4.75 N N N N N N EMPRESA ELECTRICA COCHRANE SPA 5493000S11JF8TJHYT07 29246XAB6 2926000.000000 PA USD 2669448.320000 0.0834254 Long DBT CORP CL N 2 2027-05-14 Fixed 5.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HHA1 7334000.000000 NS USD 7307670.940000 0.2283788 Long EP CORP US N 2 N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAT3 500000.000000 PA USD 456246.960000 0.0142586 Long DBT CORP US N 2 2040-09-15 Fixed 5.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAJ4 271000.000000 PA USD 216792.550000 0.0067752 Long DBT CORP CA N 2 2044-06-10 Fixed 4.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJW1 6877000.000000 NS USD 6653910.120000 0.2079475 Long EP CORP US N 2 N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAC2 3000000.000000 PA USD 2203652.220000 0.0688684 Long DBT CORP NL N 2 2047-05-25 Fixed 4.75 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAQ1 9750000.000000 PA USD 5579249.810000 0.1743623 Long DBT CORP NL N 2 2041-07-12 Fixed 2.875 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAX6 2000000.000000 PA USD 1708413.360000 0.0533912 Long DBT CORP NL N 2 2032-06-15 Fixed 5 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAY4 3300000.000000 PA USD 2591147.390000 0.0809783 Long DBT CORP NL N 2 2052-06-15 Fixed 5.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 4857000.000000 PA USD 3761043.890000 0.1175399 Long DBT CORP US N 2 2044-05-15 Fixed 5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 2465000.000000 PA USD 1989076.760000 0.0621625 Long DBT CORP US N 2 2045-05-15 Fixed 5.35 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 6400000.000000 PA USD 5973418.430000 0.1866808 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 11100000.000000 PA USD 8763916.200000 0.2738893 Long DBT CORP US N 2 2045-03-15 Fixed 5.15 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 2900000.000000 PA USD 2731120.500000 0.0853528 Long DBT CORP US N 2 2029-04-15 Fixed 5.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 1400000.000000 PA USD 1124578.780000 0.0351453 Long DBT CORP US N 2 2044-04-01 Fixed 5.3 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 700000.000000 PA USD 623062.670000 0.0194719 Long DBT CORP US N 2 2049-04-15 Fixed 6.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAJ8 3004000.000000 PA USD 3030357.070000 0.0947045 Long DBT CORP US N 2 2038-07-01 Fixed 7.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 277000.000000 NS USD 249563.150000 0.0077993 Long EP CORP US N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAZ2 50000.000000 PA USD 43495.010000 0.0013593 Long DBT CORP US N 2 2043-10-01 Fixed 5.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 2819000.000000 PA USD 2480051.530000 0.0775064 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 5800000.000000 NS USD 4788248.000000 0.1496420 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 5200000.000000 NS USD 4243928.000000 0.1326309 Long EP CORP US N 2 N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAK9 4000000.000000 PA USD 2842439.920000 0.0888317 Long DBT CORP US N 2 2050-06-15 Fixed 3.75 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBC1 4200000.000000 PA USD 3374325.780000 0.1054542 Long DBT CORP US N 2 2050-04-01 Fixed 4.2 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B523 75000.000000 NS USD 1353000.000000 0.0422839 Long EP CORP US N 1 N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAT0 2400000.000000 PA USD 2303135.740000 0.0719774 Long DBT CORP US N 2 2041-02-01 Fixed 5.95 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAY9 5697000.000000 PA USD 4593401.540000 0.1435526 Long DBT CORP US N 2 2043-02-15 Fixed 4.45 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 6579000.000000 PA USD 5538369.240000 0.1730847 Long DBT CORP US N 2 2044-03-15 Fixed 4.85 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBM4 1450000.000000 PA USD 1326025.000000 0.0414408 Long DBT CORP US N 2 2077-08-16 Floating 5.90757 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBF9 830000.000000 PA USD 679482.390000 0.0212351 Long DBT CORP US N 2 2054-10-15 Fixed 4.95 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B549 111000.000000 NS USD 2162280.000000 0.0675754 Long EP CORP US N 1 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 1167000.000000 PA USD 1009021.490000 0.0315339 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 2450000.000000 PA USD 1895463.180000 0.0592369 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBT2 2500000.000000 PA USD 1652610.280000 0.0516473 Long DBT CORP US N 2 2052-02-15 Fixed 3.4 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBJ4 3200000.000000 PA USD 1968217.600000 0.0615106 Long DBT CORP US N 2 2050-07-15 Fixed 3 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 200000.000000 PA USD 187618.680000 0.0058634 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 BN13P8II9 1200000.000000 PA 848056.950000 0.0265034 Long DBT CORP AT N 2 2027-10-15 Floating 4.25 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAV9 3000000.000000 PA USD 2331288.810000 0.0728573 Long DBT CORP US N 2 2032-03-15 Fixed 2.65 N N N N N N EVEREST REINSURANCE HLDGS N/A 299808AH8 2000000.000000 PA USD 1327554.620000 0.0414886 Long DBT CORP US N 2 2050-10-15 Fixed 3.5 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 200000.000000 PA USD 195579.470000 0.0061122 Long DBT CORP US N 2 2035-06-15 Fixed 5.625 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 5000000.000000 PA USD 4061630.200000 0.1269338 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 90000.000000 PA USD 74586.620000 0.0023310 Long DBT CORP US N 2 2046-03-01 Fixed 4.114 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 2500000.000000 PA USD 2353355.230000 0.0735469 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N FARMERS INSURANCE EXCHANGE 549300UWG2TLX1GZVT44 309601AE2 7000000.000000 PA USD 5784406.250000 0.1807738 Long DBT CORP US N 2 2057-11-01 Floating 4.747 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 700000.000000 PA USD 576545.880000 0.0180182 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V853 99100.000000 NS USD 2491374.000000 0.0778602 Long EP CORP US N 1 N N N FIBRA UNO (TRUST F/1401) N/A 898324AB4 2300000.000000 PA USD 1761410.450000 0.0550475 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 900000.000000 PA USD 631008.000000 0.0197202 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39 N N N N N N FIBRA UNO (TRUST F/1401) N/A P9406GAB4 3000000.000000 PA USD 2297491.890000 0.0718010 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 31620RAL9 8100000.000000 PA USD 4668323.870000 0.1458941 Long DBT CORP US N 2 2051-09-17 Fixed 3.2 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBZ8 500000.000000 PA USD 444619.760000 0.0138952 Long DBT CORP US N 2 2052-07-15 Fixed 5.625 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBY1 1500000.000000 PA USD 1411550.910000 0.0441137 Long DBT CORP US N 2 2032-07-15 Fixed 5.1 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 6800.000000 NS 889821.920000 0.0278086 Long EP CORP GB N 2 N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 33616CAC4 2000000.000000 PA USD 1609754.380000 0.0503079 Long DBT CORP US N 2 2047-02-13 Fixed 4.625 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAA7 6330000.000000 PA USD 5741485.660000 0.1794325 Long DBT CORP US N 2 2044-07-15 Fixed 5.45 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 1355000.000000 PA USD 1054103.700000 0.0329428 Long DBT CORP US N 2 2049-07-01 Fixed 4.4 N N N N N N FLEX INTERMEDIATE HOLDCO LLC 549300290TQIGM30A243 33939HAA7 7300000.000000 PA USD 5691059.490000 0.1778566 Long DBT CORP US N 2 2031-06-30 Fixed 3.363 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAA3 2000000.000000 PA USD 1810038.660000 0.0565672 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FR3 120000.000000 PA USD 100557.840000 0.0031426 Long DBT CORP US N 2 2048-06-01 Fixed 4.125 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAB4 4500000.000000 PA USD 4631208.390000 0.1447342 Long DBT CORP US N 2 2039-11-15 Fixed 6.45 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 42691.900000 PA USD 414495.680000 0.0129538 Long STIV RF US N 1 N N N AT&T MOBILITY II LLC N/A 04651L206 1148058.000000 NS USD 29219384.890000 0.9131621 Long EP CORP US Y 3 N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BC8 3400000.000000 NS USD 2560098.000000 0.0800080 Long EP CORP US N 2 N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BD6 4800000.000000 NS USD 4489152.000000 0.1402947 Long EP CORP US N 2 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 2500000.000000 PA USD 2454387.500000 0.0767043 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 4500000.000000 PA USD 4027185.000000 0.1258573 Long DBT CORP US N 2 2027-05-28 Fixed 4.95 N N N N N N FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC 529900E7PUVK6BC8PE80 34960PAD3 8400000.000000 PA USD 6731886.000000 0.2103844 Long DBT CORP US N 2 2028-05-01 Fixed 5.5 N N N N N N FORTUNE STAR (BVI) LIMITED 2549008CU8NYQQRSNU62 ACI1NB4T6 2300000.000000 PA USD 1057528.500000 0.0330498 Long DBT CORP VG N 2 2024-07-02 Fixed 6.85 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAK1 2425000.000000 PA USD 2081495.840000 0.0650508 Long DBT CORP US N 2 2049-01-25 Fixed 5.576 N N N N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613AM3 900000.000000 PA USD 569621.540000 0.0178018 Long DBT CORP US N 2 2051-08-12 Fixed 2.95 N N N N N N FREEDOM MORTGAGE CORPORATION 549300LYRWPSYPK6S325 35640YAB3 3540000.000000 PA USD 2931746.260000 0.0916227 Long DBT CORP US N 2 2025-04-15 Fixed 8.25 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 35805BAB4 1800000.000000 PA USD 1310657.240000 0.0409606 Long DBT CORP US N 2 2031-02-16 Fixed 2.375 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 2700000.000000 PA USD 2099308.320000 0.0656074 Long DBT CORP US N 2 2028-10-12 Fixed 3.125 N N N N N N GAIF BOND ISSUER PTY LIMITED 2138007UNQRHCRSBNZ86 361435AA8 5000000.000000 PA USD 4647926.000000 0.1452566 Long DBT CORP AU N 2 2026-09-30 Fixed 3.4 N N N N N N GATX CORPORATION 549300IHYHCQP2PIR591 361448AX1 1038000.000000 PA USD 778914.430000 0.0243426 Long DBT CORP US N 2 2045-03-30 Fixed 4.5 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI184XB6 8400000.000000 PA USD 4158000.000000 0.1299455 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 ACI19RKR3 2600000.000000 PA 1465174.900000 0.0457895 Long DBT CORP LU N 2 2023-11-17 Fixed 3.125 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI0TDT53 7000000.000000 PA 4103321.070000 0.1282367 Long DBT CORP LU N 2 2024-04-06 Fixed 4.25 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 3000000.000000 NS USD 2794800.000000 0.0873429 Long EP CORP US N 2 N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1V9JH2 4600000.000000 PA USD 2277000.000000 0.0711606 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 ACI1NC340 3800000.000000 PA USD 1881000.000000 0.0587849 Long DBT CORP GB N 2 2027-06-29 Fixed 3 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 7450000.000000 PA USD 6913509.630000 0.2160605 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 6800000.000000 PA USD 6101094.780000 0.1906710 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JW2 80000.000000 PA USD 64045.050000 0.0020015 Long DBT CORP US N 2 2042-03-15 Fixed 4.3 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KP5 3000000.000000 PA USD 1986071.940000 0.0620686 Long DBT CORP US N 2 2051-03-15 Fixed 3.25 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JS1 1000000.000000 PA USD 843259.870000 0.0263535 Long DBT CORP US N 2 2040-09-01 Fixed 4.75 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 3465000.000000 PA USD 2760736.050000 0.0862783 Long DBT CORP US N 2 2047-03-01 Fixed 4.15 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 1200000.000000 PA USD 1001485.540000 0.0312984 Long DBT CORP US N 2 2029-08-15 Fixed 3.2 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAC6 1700000.000000 PA USD 1169432.110000 0.0365470 Long DBT CORP US N 2 2049-08-15 Fixed 4.15 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAR3 300000.000000 PA USD 265115.870000 0.0082854 Long DBT CORP US N 2 2052-08-15 Fixed 5.95 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 3600000.000000 PA USD 3289002.300000 0.1027877 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 5000000.000000 PA USD 4186145.100000 0.1308251 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477608 22800.000000 NS USD 569316.000000 0.0177922 Long EP CORP US N 1 N N N STEARNS HOLDINGS LLC 549300B7MV13XJXKBZ36 9353MP906 182295.000000 NS USD 182.300000 0.0000057 Long EC CORP US N 3 N N N GNMA PASS THRU POOLS N/A 21H0206A8 4000000.000000 PA USD 3332187.520000 0.1041373 Long ABS-MBS USGSE US N 2 2052-10-20 Fixed 2 N N N N N N GNMA PASS THRU POOLS N/A 21H0226B2 8900000.000000 PA USD 7650697.210000 0.2390990 Long ABS-MBS USGSE US N 2 2052-11-21 Fixed 2.5 N N N N N N STICHTING AK RABOBANK CERTIFICATEN N/A BJBQCWII7 6822950.000000 NS 6152331.550000 0.1922722 Long EP CORP NL N 2 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 800000.000000 PA USD 636374.040000 0.0198879 Long DBT CORP US N 2 2033-02-24 Floating 3.102 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZN7 2100000.000000 PA USD 1459174.520000 0.0456020 Long DBT CORP US N 2 2043-02-24 Floating 3.436 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 18700000.000000 PA USD 14516811.310000 0.4536783 Long DBT CORP US N 2 2032-04-22 Floating 2.615 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 640000.000000 PA USD 582591.670000 0.0182071 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 15100000.000000 PA USD 11960697.320000 0.3737948 Long DBT CORP US N 2 2038-10-31 Floating 4.017 N N N N N N GOODMAN US FINANCE FIVE LLC N/A 38239PAA5 2000000.000000 PA USD 1835592.080000 0.0573658 Long DBT CORP US N 2 2032-05-04 Fixed 4.625 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239KAA6 3600000.000000 PA USD 3036440.590000 0.0948946 Long DBT CORP US N 2 2037-10-15 Fixed 4.5 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 3700000.000000 PA USD 3355951.580000 0.1048800 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N GREENKO DUTCH BV 724500PT585P4JPVRP08 39530LAD2 3820000.000000 PA USD 3103750.000000 0.0969982 Long DBT CORP NL N 2 2026-03-29 Fixed 3.85 N N N N N N GREENKO SOLAR (MAURITIUS) LIMITED 2138007S1PL541B3KP92 V3855GAA8 1700000.000000 PA USD 1519375.000000 0.0474834 Long DBT CORP MU N 2 2025-01-29 Fixed 5.55 N N N N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89832QAF6 1200000.000000 NS USD 1077504.000000 0.0336741 Long EP CORP US N 2 N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAE1 1000000.000000 PA USD 742142.710000 0.0231934 Long DBT CORP US N 2 2052-03-24 Fixed 4 N N N N N N GSMPS MORTGAGE LOAN TRUST 2005-RP2 N/A 36242DT52 653716.680000 PA USD 633462.970000 0.0197969 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.434 N N N N N N GULF POWER COMPANY BLVY3B5CY5IDPCFLQ577 402479CE7 4000000.000000 PA USD 3487950.760000 0.1090052 Long DBT CORP US N 2 2044-10-01 Fixed 4.55 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 2400000.000000 PA USD 2019831.550000 0.0631236 Long DBT CORP US N 2 2039-06-15 Fixed 5.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 2600000.000000 PA USD 2120471.650000 0.0662688 Long DBT CORP US N 2 2049-06-15 Fixed 5.25 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 4900000.000000 PA USD 3044369.310000 0.0951424 Long DBT CORP US N 2 2051-07-15 Fixed 3.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CM9 2040000.000000 PA USD 1528922.780000 0.0477818 Long DBT CORP US N 2 2042-03-15 Fixed 4.375 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 3100000.000000 PA USD 2335231.950000 0.0729805 Long DBT CORP US N 2 2052-03-15 Fixed 4.625 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AG6 3950000.000000 PA USD 3102722.390000 0.0969661 Long DBT CORP US N 2 2031-09-29 Fixed 2.9 N N N N N N HIGH STREET FUNDING TRUST II N/A 42981DAA4 1500000.000000 PA USD 1310085.050000 0.0409427 Long DBT CORP US N 2 2048-02-15 Fixed 4.682 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 2600000.000000 PA USD 2111478.850000 0.0659878 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N HILTON GRAND VACATIONS BORROWER LLC 254900HF0EZ734FDVY79 43284MAA6 7350000.000000 PA USD 5943026.250000 0.1857310 Long DBT CORP US N 2 2029-06-01 Fixed 5 N N N N N N HOAG MEMORIAL HOSPITAL PRESBYTERIAN FZFVQHQN7LISVXIZDB30 43371HAA1 3600000.000000 PA USD 2831344.450000 0.0884850 Long DBT CORP US N 2 2052-07-15 Fixed 3.803 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 50587KAB7 1421000.000000 PA USD 1156318.440000 0.0361372 Long DBT CORP US N 2 2046-09-22 Fixed 4.75 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAW6 1900000.000000 PA USD 1805994.060000 0.0564408 Long DBT CORP US N 2 2026-02-01 Fixed 4.5 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973AZ9 3600000.000000 NS USD 3083508.000000 0.0963656 Long EP CORP US N 2 N N N HSBC BANK CAPITAL FUNDING (STERLING 1) LP 2138007XGRZME1ZCTY76 770567II8 400000.000000 PA 456466.160000 0.0142654 Long DBT CORP JE N 2 2031-11-05 Floating 5.844 N N N N N N HSBC CAPITAL FUNDING (DOLLAR 1) LP 213800HMY2DB765NHE46 G4637HAB4 2600000.000000 PA USD 3296583.730000 0.1030246 Long DBT CORP JE N 2 2030-06-30 Floating 10.176 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BFM4XMII1 5378000.000000 PA 4800782.050000 0.1500337 Long DBT CORP GB N 2 2026-09-28 Floating 5.875 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 2100000.000000 PA USD 1897206.150000 0.0592913 Long DBT CORP GB N 2 2028-03-13 Floating 4.041 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 2090000.000000 PA USD 1866004.940000 0.0583163 Long DBT CORP GB N 2 2029-06-19 Floating 4.583 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 5200000.000000 PA USD 3987596.960000 0.1246201 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 10000000.000000 PA USD 8905173.100000 0.2783038 Long DBT CORP GB N 2 2033-08-11 Floating 5.402 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DK2 1800000.000000 PA USD 1893681.430000 0.0591812 Long DBT CORP GB N 2 2032-05-17 Fixed 7.625 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BG6 1600000.000000 PA USD 1398884.580000 0.0437178 Long DBT CORP US N 2 2047-03-15 Fixed 4.8 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BB7 40000.000000 PA USD 34341.940000 0.0010733 Long DBT CORP US N 2 2042-12-01 Fixed 4.625 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AJ1 900000.000000 PA USD 873651.990000 0.0273033 Long DBT CORP US N 2 2030-04-23 Variable 6 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AG7 800000.000000 PA USD 720734.740000 0.0225243 Long DBT CORP US N 2 2028-09-15 Fixed 4.375 N N N N N N ILLINOIS MUNICIPAL ELECTRIC AGENCY N/A 452024GT3 2000000.000000 PA USD 2192471.200000 0.0685189 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 45262BAF0 2600000.000000 PA USD 2565961.710000 0.0801912 Long DBT CORP GB N 2 2027-07-27 Fixed 6.125 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAC7 6700000.000000 PA USD 5698486.750000 0.1780887 Long DBT CORP GB N 2 2029-07-26 Fixed 3.875 N N N N N N INDIANA FINANCE AUTHORITY 549300PS0PAS7NDSSI20 455057SV2 800000.000000 PA USD 941348.560000 0.0294190 Long DBT MUN US N 2 2039-02-01 Fixed 6.596 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 400000.000000 PA USD 335591.050000 0.0104879 Long DBT CORP US N 2 2046-03-15 Fixed 4.55 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 20000.000000 PA USD 15967.890000 0.0004990 Long DBT CORP US N 2 2048-08-15 Fixed 4.25 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR14 N/A 45660LRX9 262998.590000 PA USD 220142.550000 0.0068799 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.684 N N N N N N INSTANT BRANDS HOLDINGS INC N/A 45783DAB5 5981250.000000 PA USD 4103137.500000 0.1282310 Long LON CORP US N 2 2028-04-12 Floating 7.0757 N N N N N N INTEGRIS BAPTIST MEDICAL CENTER 549300S00ZKDLJSB3927 45834QAA7 1700000.000000 PA USD 1295636.320000 0.0404911 Long DBT CORP US N 2 2050-08-15 Fixed 3.875 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAY0 3000000.000000 PA USD 2695378.500000 0.0842358 Long DBT CORP US N 2 2062-06-15 Fixed 5.2 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAH7 1185000.000000 PA USD 968845.340000 0.0302783 Long DBT CORP US N 2 2048-09-21 Fixed 4.25 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AE1 800000.000000 PA USD 619936.610000 0.0193742 Long DBT CORP US N 2 2047-06-01 Fixed 4.375 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AL5 5800000.000000 PA USD 4854544.840000 0.1517139 Long DBT CORP US N 2 2048-09-26 Fixed 5 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 2000000.000000 PA USD 1537656.380000 0.0480547 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N INTERNET BRANDS INC (MH SUB I LLC) N/A 45567YAJ4 4488750.010000 PA USD 4290616.580000 0.1340900 Long LON CORP US N 2 2024-09-13 Floating 6.6153 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI0RSP49 6850000.000000 PA 5949700.400000 0.1859396 Long DBT CORP IT N 2 2027-01-11 Floating 7.75 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 3100000.000000 PA USD 1845255.870000 0.0576678 Long DBT CORP IT N 2 2042-06-01 Floating 4.95 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U151 98700.000000 NS USD 1853586.000000 0.0579281 Long EP CORP US N 1 N N N INVESCO FINANCE PLC 549300OYQ3LAJYXXO449 46132FAC4 55000.000000 PA USD 49233.310000 0.0015386 Long DBT CORP GB N 2 2043-11-30 Fixed 5.375 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 4000000.000000 PA USD 2873687.400000 0.0898083 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 1600000.000000 PA USD 1390641.330000 0.0434602 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N IQVIA INC 549300PLWY28YB00C717 44969CBG4 1000000.000000 PA 955024.520000 0.0298464 Long LON CORP US N 2 2024-03-07 Floating 3.193 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 32402.000000 NS USD 178211.000000 0.0055694 Long EC CORP US Y 3 N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAA6 1750000.000000 PA USD 1296298.130000 0.0405118 Long DBT CORP NL N 2 2030-11-23 Fixed 2.2 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 G5080AAF9 2761250.000000 PA USD 2674215.400000 0.0835744 Long LON CORP LU N 2 2028-05-05 Floating 6.6153 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 2100000.000000 PA USD 1975614.060000 0.0617417 Long DBT CORP US N 2 2043-01-20 Fixed 6.5 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CX1 250000.000000 PA USD 244006.850000 0.0076257 Long DBT CORP US N 2 2037-06-01 Fixed 6.15 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 1246370.000000 PA USD 1025450.290000 0.0320473 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N JOHNSON CONTROLS INC 3LB2NG8VUULSCV2NO430 478366AW7 55000.000000 PA USD 49493.730000 0.0015468 Long DBT CORP US N 2 2041-03-01 Fixed 5.7 N N N N N N JOHNSON CONTROLS INC 3LB2NG8VUULSCV2NO430 478373AE3 20000.000000 PA USD 16073.850000 0.0005023 Long DBT CORP US N 2 2064-07-02 Fixed 4.95 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 06423AAJ2 275000.000000 PA USD 324862.540000 0.0101526 Long DBT CORP US N 2 2030-09-01 Fixed 8.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 5000000.000000 PA USD 3936385.900000 0.1230196 Long DBT CORP US N 2 2033-01-25 Floating 2.963 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 6300000.000000 PA USD 3994381.250000 0.1248321 Long DBT CORP US N 2 2051-04-22 Floating 3.109 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCE4 18400000.000000 PA USD 12178623.100000 0.3806054 Long DBT CORP US N 2 2052-04-22 Floating 3.328 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 110000.000000 PA USD 82617.400000 0.0025820 Long DBT CORP US N 2 2048-11-15 Floating 3.964 N N N N N N JP MORGAN MORTGAGE TRUST 2003-A2 N/A 466247AZ6 6546.810000 PA USD 6236.050000 0.0001949 Long ABS-MBS CORP US N 2 2033-11-25 Floating 2.34328 N N N N N N JP MORGAN MTGGE ACQUIS CORP 2005-OPT2 N/A 46626LEN6 1510608.420000 PA USD 1504949.830000 0.0470326 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.804 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI1C63B9 400000.000000 PA USD 43721.630000 0.0013664 Long DBT CORP KY N 2 2023-01-30 Fixed 0 Y Y N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 BYW5T4II1 6400000.000000 PA USD 698880.000000 0.0218413 Long DBT CORP KY N 2 2024-06-30 Fixed 0 Y Y N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 ACI1NWXF8 2400000.000000 PA USD 263296.870000 0.0082285 Long DBT CORP KY N 2 2023-09-28 Fixed 0 Y Y N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 520000.000000 PA USD 436433.030000 0.0136394 Long DBT CORP US N 2 2047-05-01 Fixed 4.15 N N N N N N KDAC AIRCRAFT FINANCE LTD 2017-1A N/A 48244XAA0 863679.670000 PA USD 674030.730000 0.0210648 Long ABS-O CORP KY N 2 2042-12-15 Fixed 4.212 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BL0 2300000.000000 PA USD 1904422.910000 0.0595169 Long DBT CORP US N 2 2045-10-01 Fixed 4.375 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAC7 3000000.000000 PA USD 1941310.020000 0.0606697 Long DBT CORP US N 2 2052-01-18 Fixed 3.586 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAQ5 3400000.000000 PA USD 2449301.890000 0.0765454 Long DBT CORP US N 2 2032-11-15 Fixed 2.5 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 1000000.000000 PA USD 702983.630000 0.0219696 Long DBT CORP US N 2 2033-11-15 Fixed 2.65 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RBA6 3000000.000000 PA USD 2713780.740000 0.0848109 Long DBT CORP US N 2 2033-02-01 Fixed 4.6 N N N N N N KIMCO REALTY CORPORATION 549300EA7I6T15IBYS12 49446RAV1 1800000.000000 PA USD 1243744.600000 0.0388694 Long DBT CORP US N 2 2049-10-01 Fixed 3.7 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AW6 270000.000000 PA USD 269146.420000 0.0084113 Long DBT CORP US N 2 2038-01-15 Fixed 6.95 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AJ5 100000.000000 PA USD 104811.590000 0.0032756 Long DBT CORP US N 2 2031-03-15 Fixed 7.4 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAF6 40000.000000 PA USD 31388.400000 0.0009809 Long DBT CORP US N 2 2042-11-01 Fixed 4.7 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28336LBH1 2980000.000000 PA USD 2984323.860000 0.0932659 Long DBT CORP US N 2 2037-02-15 Fixed 7.42 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28336LBD0 3795000.000000 PA USD 3751108.780000 0.1172294 Long DBT CORP US N 2 2028-06-01 Fixed 6.95 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAA4 3825000.000000 PA USD 4096035.520000 0.1280090 Long DBT CORP US N 2 2030-10-15 Fixed 8.05 N N N N N N KKR GROUP FINANCE CO VIII LLC N/A 48252MAA3 1200000.000000 PA USD 826799.830000 0.0258391 Long DBT CORP US N 2 2050-08-25 Fixed 3.5 N N N N N N KKR GROUP FINANCE CO XII LLC N/A 48255GAA3 7500000.000000 PA USD 6913012.500000 0.2160450 Long DBT CORP US N 2 2032-05-17 Fixed 4.85 N N N N N N KWG GROUP HOLDINGS LTD (AKA: KWG PROPERTY HOLDING LTD) 549300LK82ZOM9ZE7H90 ACI0YSJP1 2100000.000000 PA USD 433755.000000 0.0135557 Long DBT CORP KY N 2 2024-11-10 Fixed 5.875 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FP4 1100000.000000 NS USD 1035760.000000 0.0323695 Long EP CORP US N 2 N N N LABORATORY CORPORATION OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540RAS1 1900000.000000 PA USD 1576020.930000 0.0492537 Long DBT CORP US N 2 2045-02-01 Fixed 4.7 N N N N N N LABRADOR AVIATION FINANCE LTD 2016-1A N/A 50543LAA0 2327977.330000 PA USD 1827462.200000 0.0571117 Long ABS-O CORP US N 2 2042-01-15 Fixed 4.3 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 2400000.000000 PA USD 2155111.580000 0.0673514 Long DBT CORP US N 2 2025-06-25 Fixed 2.9 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 200000.000000 PA USD 188683.850000 0.0058967 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 23400000.000000 PA USD 20499940.190000 0.6406626 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 4400000.000000 PA USD 3643098.400000 0.1138538 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505GB4 4600000.000000 NS USD 3734004.000000 0.1166948 Long EP CORP US N 2 N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAK1 209000.000000 PA USD 192113.550000 0.0060039 Long DBT CORP US N 2 2029-03-11 Fixed 4.375 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06055HAB9 3400000.000000 NS USD 3218984.000000 0.1005995 Long EP CORP US N 2 N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AG5 3000000.000000 PA USD 1756123.350000 0.0548822 Long DBT CORP US N 2 2051-02-10 Fixed 2.8 N N N N N N LEGACY LIFEPOINT HEALTH LLC N/A 53219LAS8 100000.000000 PA USD 82763.170000 0.0025865 Long DBT CORP US N 2 2027-02-15 Fixed 4.375 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 1400000.000000 PA USD 1328515.940000 0.0415187 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N LEHMAN XS TRUST 2005-4 N/A 525221CA3 8720.150000 PA USD 8711.520000 0.0002723 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.884 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 250000.000000 PA USD 219431.530000 0.0068577 Long DBT CORP US N 2 2030-05-15 Fixed 4.375 N N N N N N LENOVO GROUP LIMITED 254900VUZRGD5U73RE46 526250AB1 1600000.000000 PA USD 1211477.100000 0.0378610 Long DBT CORP HK N 2 2030-11-02 Fixed 3.421 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 1475000.000000 PA USD 1094450.000000 0.0342037 Long DBT CORP US N 2 2029-01-15 Fixed 3.625 N N N N N N AADVANTAGE LOYALTY IP LTD N/A 02376CBJ3 5450000.000000 PA USD 5294675.000000 0.1654688 Long LON CORP KY N 2 2028-04-20 Floating 7.4599 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 900000.000000 PA USD 607876.880000 0.0189973 Long DBT CORP US N 2 2050-10-15 Fixed 3.951 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAB0 1600000.000000 PA USD 1414769.870000 0.0442143 Long DBT CORP US N 2 2029-06-15 Fixed 4 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 75915TAD4 3532696.190000 PA USD 3293603.310000 0.1029315 Long LON CORP US N 2 2025-11-16 Floating 6.8706 N N N N N N LINCOLN NATIONAL CORPORATION EFQMQROEDSNBRIP7LE47 534187BG3 3000000.000000 PA USD 2334109.050000 0.0729454 Long DBT CORP US N 2 2048-03-01 Fixed 4.35 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 4600000.000000 PA USD 2811624.010000 0.0878687 Long DBT CORP GB N 2 2032-04-02 Variable 0 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 ACI0808H1 200000.000000 PA 194118.680000 0.0060666 Long DBT CORP GB N 2 2029-06-27 Floating 7.875 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 4060000.000000 PA USD 3565795.400000 0.1114380 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BT5 5000000.000000 PA USD 4192880.250000 0.1310356 Long DBT CORP US N 2 2062-06-15 Fixed 4.3 N N N N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424AR9 40000.000000 PA USD 30962.960000 0.0009677 Long DBT CORP US N 2 2043-05-15 Fixed 4.125 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 3000000.000000 PA USD 2584513.320000 0.0807710 Long DBT CORP US N 2 2045-03-15 Fixed 4.75 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 900000.000000 PA USD 763950.640000 0.0238749 Long DBT CORP US N 2 2045-05-14 Fixed 4.7 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 7000000.000000 PA USD 5709688.530000 0.1784388 Long DBT CORP US N 2 2046-05-14 Fixed 4.45 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDA4 3300000.000000 PA USD 2874613.900000 0.0898372 Long DBT CORP US N 2 2044-06-15 Fixed 4.85 N N N N N N LOWE`S COMPANIES INC WAFCR4OKGSC504WU3E95 548661EE3 2700000.000000 PA USD 1725874.780000 0.0539369 Long DBT CORP US N 2 2041-09-15 Fixed 2.8 N N N N N N LOWE`S COMPANIES INC WAFCR4OKGSC504WU3E95 548661EN3 6700000.000000 PA USD 6165353.530000 0.1926792 Long DBT CORP US N 2 2062-09-15 Fixed 5.8 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 2900000.000000 PA USD 2341007.220000 0.0731610 Long DBT CORP US N 2 2039-11-21 Fixed 4.05 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 2970000.000000 PA USD 2472864.290000 0.0772818 Long DBT CORP US N 2 2042-11-06 Fixed 4.4 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 4000000.000000 PA USD 3216191.400000 0.1005122 Long DBT CORP US N 2 2049-11-21 Fixed 4.25 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAQ6 5300000.000000 PA USD 3862257.390000 0.1207030 Long DBT CORP US N 2 2052-03-15 Fixed 5.141 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAS2 11000000.000000 PA USD 7997636.680000 0.2499416 Long DBT CORP US N 2 2062-03-15 Fixed 5.391 N N N N N N ABU DHABI CRUDE OIL PIPELINE LLC 549300DONDFW2383FV66 M0R52WAB9 1400000.000000 PA USD 1252750.800000 0.0391509 Long DBT CORP AE N 2 2047-11-02 Fixed 4.6 N N N N N N MANULIFE FINANCIAL CORPORATION 5493007GBX87QOZACS27 56501RAD8 7300000.000000 PA USD 6947890.630000 0.2171350 Long DBT CORP CA N 2 2046-03-04 Fixed 5.375 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAF9 1800000.000000 PA USD 1787632.270000 0.0558670 Long DBT CORP US N 2 2041-03-01 Fixed 6.5 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAN0 2900000.000000 PA USD 1758125.000000 0.0549448 Long DBT NUSS AE N 2 2070-09-02 Fixed 2.7 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BE2 5300000.000000 PA USD 4797793.520000 0.1499403 Long DBT CORP US N 2 2030-06-15 Fixed 4.625 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BJ1 8800000.000000 PA USD 8512609.070000 0.2660354 Long DBT CORP US N 2 2027-10-15 Fixed 5 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BF9 200000.000000 PA USD 161200.570000 0.0050378 Long DBT CORP US N 2 2032-10-15 Fixed 3.5 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BC5 200000.000000 PA USD 164013.920000 0.0051258 Long DBT CORP US N 2 2047-01-30 Fixed 4.35 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BQ4 1300000.000000 PA USD 808849.040000 0.0252781 Long DBT CORP US N 2 2051-12-15 Fixed 2.9 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 4000000.000000 PA USD 3107541.360000 0.0971167 Long DBT CORP US N 2 2031-04-15 Fixed 2.95 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1LP9H8 3400000.000000 PA USD 2781023.200000 0.0869123 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BM7 2200000.000000 PA USD 1697549.520000 0.0530517 Long DBT CORP US N 2 2047-05-15 Fixed 4.5 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AM0 2500000.000000 PA USD 2217256.650000 0.0692935 Long DBT CORP US N 2 2069-02-15 Floating 5.077 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFH2 25000.000000 PA USD 20922.690000 0.0006539 Long DBT CORP US N 2 2048-09-01 Fixed 4.45 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFA7 85000.000000 PA USD 75422.630000 0.0023571 Long DBT CORP US N 2 2045-12-09 Fixed 4.875 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AV0 500000.000000 PA USD 264740.360000 0.0082736 Long DBT CORP US N 2 2061-08-06 Fixed 3.966 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAB5 2100000.000000 PA USD 1477885.500000 0.0461868 Long DBT CORP KY N 2 2026-04-26 Fixed 5.25 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAA7 10280000.000000 PA USD 7631172.860000 0.2384889 Long DBT CORP KY N 2 2025-06-06 Fixed 4.875 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAC3 800000.000000 PA USD 543938.290000 0.0169991 Long DBT CORP KY N 2 2027-07-17 Fixed 5.625 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAE9 1700000.000000 PA USD 1096500.000000 0.0342677 Long DBT CORP KY N 2 2028-07-21 Fixed 5.75 N N N N N N MELCO RESORTS FINANCE LIMITED N/A 58547DAD1 1900000.000000 PA USD 1158050.000000 0.0361913 Long DBT CORP KY N 2 2029-12-04 Fixed 5.375 N N N N N N MELCO RESORTS FINANCE LIMITED N/A G5975LAA4 800000.000000 PA USD 593865.590000 0.0185594 Long DBT CORP KY N 2 2025-06-06 Fixed 4.875 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AB4 40000.000000 PA USD 33850.420000 0.0010579 Long DBT CORP US N 2 2052-07-01 Fixed 4.125 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A3 N/A 589929R26 5184.390000 PA USD 5043.260000 0.0001576 Long ABS-MBS CORP US N 2 2033-05-25 Floating 2.87291 N N N N N N ACE SECURITIES CORP 2004-RM2 N/A 004421JX2 765776.430000 PA USD 706122.450000 0.0220677 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.879 N N N N N N MERX AVIATION FINANCE LLC 2018-1A N/A 56564RAA8 1186734.110000 PA USD 1058952.870000 0.0330943 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 2094143.220000 PA USD 1296579.770000 0.0405206 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.581 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCC0 500000.000000 PA USD 456984.720000 0.0142817 Long DBT CORP US N 2 2052-07-15 Fixed 5 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAN0 11900000.000000 PA USD 7064534.840000 0.2207803 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAG6 3508000.000000 PA USD 2733345.900000 0.0854223 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAB7 1538000.000000 PA USD 1247825.540000 0.0389970 Long DBT CORP KY N 2 2026-05-15 Fixed 5.875 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 55300RAE1 1700000.000000 PA USD 1425907.330000 0.0445624 Long DBT CORP KY N 2 2025-06-18 Fixed 5.25 N N N N N N MGM CHINA HOLDINGS LIMITED 529900VZFN87OS7WJM66 G60744AG7 1300000.000000 PA USD 1012927.500000 0.0316559 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BU6 7300000.000000 PA USD 4333917.070000 0.1354433 Long DBT CORP US N 2 2051-11-01 Fixed 3.477 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAU1 2700000.000000 PA USD 1693597.030000 0.0529282 Long DBT CORP US N 2 2051-09-15 Fixed 2.875 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AP0 3450000.000000 PA USD 2896388.820000 0.0905177 Long DBT CORP US N 2 2046-05-01 Fixed 4.25 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AU9 14325000.000000 PA USD 11971778.100000 0.3741411 Long DBT CORP US N 2 2049-07-15 Fixed 4.25 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AS4 3575000.000000 PA USD 2714025.810000 0.0848185 Long DBT CORP US N 2 2048-08-01 Fixed 3.65 N N N N N N MIDCAP FINANCIAL ISSUER TRUST N/A 59567LAA2 2200000.000000 PA USD 1883442.000000 0.0588612 Long DBT CORP US N 2 2028-05-01 Fixed 6.5 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417BZ6 1700000.000000 PA USD 1364606.690000 0.0426466 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 2200000.000000 PA USD 1816143.320000 0.0567580 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 606822CK8 5200000.000000 PA USD 4865048.760000 0.1520421 Long DBT CORP JP N 2 2033-07-20 Floating 5.133 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822CR3 4000000.000000 PA USD 3851101.560000 0.1203543 Long DBT CORP JP N 2 2033-09-13 Floating 5.472 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBH1 3200000.000000 PA USD 2424364.450000 0.0757661 Long DBT CORP JP N 2 2031-07-10 Floating 2.201 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBA6 2500000.000000 PA USD 2038950.200000 0.0637211 Long DBT CORP JP N 2 2030-09-13 Floating 2.869 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCM9 700000.000000 PA USD 674086.880000 0.0210665 Long DBT CORP JP N 2 2033-09-13 Floating 5.669 N N N N N N MONONGAHELA POWER COMPANY N/A 610202BP7 4224000.000000 PA USD 3864098.010000 0.1207605 Long DBT CORP US N 2 2043-12-15 Fixed 5.4 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AU9 1900000.000000 PA USD 1036396.820000 0.0323894 Long DBT CORP US N 2 2060-08-18 Fixed 2.55 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AX3 4000000.000000 PA USD 2447742.760000 0.0764967 Long DBT CORP US N 2 2061-11-29 Fixed 3.1 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 35000.000000 PA USD 31084.830000 0.0009715 Long DBT CORP US N 2 2048-12-17 Fixed 4.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 4800000.000000 PA USD 3800554.700000 0.1187747 Long DBT CORP US N 2 2033-01-21 Floating 2.943 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 U6S771NR6 11300000.000000 PA USD 6382922.180000 0.1994786 Long DBT CORP US Y 2 2032-04-02 Variable 0 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAQ2 6900000.000000 PA USD 4185251.930000 0.1307972 Long DBT CORP US N 2 2050-09-15 Fixed 2.5 N N N N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 1800000.000000 PA USD 1362781.780000 0.0425896 Long DBT CORP IN N 2 2030-02-12 Fixed 3.949 N N N N N N ADANI TRANSMISSION STEP ONE LIMITED 335800Z8CGS7O7D72N41 00652XAB4 787500.000000 PA USD 641262.660000 0.0200407 Long DBT CORP IN N 2 2036-05-21 Fixed 4.25 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 25000.000000 PA USD 20181.510000 0.0006307 Long DBT CORP US N 2 2038-04-15 Fixed 4.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 1900000.000000 PA USD 1426307.390000 0.0445749 Long DBT CORP US N 2 2058-04-15 Fixed 4.9 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 60000.000000 PA USD 48747.650000 0.0015235 Long DBT CORP US N 2 2047-12-01 Fixed 5.2 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A 55342UAM6 1900000.000000 PA USD 1326874.500000 0.0414674 Long DBT CORP US N 2 2031-03-15 Fixed 3.5 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 9789000.000000 PA USD 10833326.740000 0.3385623 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N NASDAQ INC (AKA: NASDAQ OMX GROUP INC) 549300L8X1Q78ERXFD06 63111XAE1 2000000.000000 PA USD 1257721.840000 0.0393062 Long DBT CORP US N 2 2040-12-21 Fixed 2.5 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAE7 1800000.000000 PA USD 1553355.340000 0.0485453 Long DBT CORP GB N 2 2030-07-18 Floating 3.96 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 2500000.000000 PA USD 3185038.880000 0.0995386 Long DBT CORP US N 2 2039-08-15 Fixed 9.375 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AD0 5200000.000000 PA USD 3263000.000000 0.1019750 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 ACI1SQVK7 2500000.000000 PA 2097927.570000 0.0655643 Long DBT CORP GB N 2 2027-05-12 Floating 5.125 N N N N Y NATWEST GROUP PLC GBP XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 4100000.000000 PA USD 3741227.040000 0.1169206 Long DBT CORP GB N 2 2030-01-27 Floating 5.076 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 5200000.000000 PA USD 4741050.240000 0.1481670 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 4100000.000000 PA USD 3603296.070000 0.1126099 Long DBT CORP GB N 2 2030-05-08 Floating 4.445 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 1700000.000000 PA USD 1594812.500000 0.0498410 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 700000.000000 PA USD 659494.500000 0.0206105 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 400000.000000 PA USD 377448.400000 0.0117960 Long DBT CORP US N 2 2027-03-15 Fixed 4.5 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAE0 2700000.000000 PA USD 2217225.390000 0.0692926 Long DBT CORP US N 2 2045-04-15 Fixed 4.875 N N N N N N NEVADA POWER COMPANY MJZFGXRJ52U8U4MKJ519 641423CE6 5300000.000000 PA USD 3433490.790000 0.1073032 Long DBT CORP US N 2 2050-08-01 Fixed 3.125 N N N N N N NEW ENGLAND POWER COMPANY 549300DTVRGN9GYD5U85 644188BF0 6300000.000000 PA USD 4666837.390000 0.1458477 Long DBT CORP US N 2 2047-12-05 Fixed 3.8 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 N/A 64828XAA1 6478701.370000 PA USD 5916072.150000 0.1848887 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75 N N N N N N NEW YORK & PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AD6 45000.000000 PA USD 36928.210000 0.0011541 Long DBT CORP US N 2 2056-08-01 Fixed 4.063 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAJ9 1600000.000000 PA USD 1217382.100000 0.0380455 Long DBT CORP US N 2 2049-05-01 Fixed 4.15 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CR4 500000.000000 PA USD 344777.970000 0.0107750 Long DBT CORP US N 2 2049-09-15 Fixed 3.3 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAM2 700000.000000 PA USD 546857.470000 0.0170903 Long DBT CORP US N 2 2030-07-01 Fixed 2.1 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAJ8 300000.000000 PA USD 245778.070000 0.0076810 Long DBT CORP US N 2 2048-09-15 Fixed 4.25 N N N N N N AERCAP (SETANTA AIRCRAFT LEASING DESIGNATED ACTIVITY COMPANY) N/A G8057JAB2 4500000.000000 PA USD 4404375.000000 0.1376452 Long LON CORP IE N 2 2028-11-05 Floating 5.6741 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAB0 3225000.000000 PA USD 2883482.370000 0.0901144 Long DBT CORP AU N 2 2041-11-15 Fixed 5.75 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 800000.000000 PA USD 810707.590000 0.0253362 Long DBT CORP US N 2 2037-12-15 Fixed 7.768 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAQ9 2500000.000000 PA USD 1956695.650000 0.0611505 Long DBT CORP US N 2 2032-01-10 Fixed 2.759 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAS5 1950000.000000 PA USD 1851657.330000 0.0578679 Long DBT CORP US N 2 2052-09-16 Fixed 5.783 N N N N N N NIELSEN FINANCE LLC UJ76Y189LDMPCOCW7204 65409YBE4 231479.610000 PA USD 231383.550000 0.0072312 Long LON CORP US N 2 2023-10-04 Floating 4.7046 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AG6 1000000.000000 PA USD 842740.000000 0.0263372 Long DBT CORP JP N 2 2050-01-23 Floating 3.4 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAZ6 300000.000000 PA USD 282609.520000 0.0088321 Long DBT CORP US N 2 2042-02-01 Fixed 5.8 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 1245000.000000 PA USD 921694.020000 0.0288047 Long DBT CORP US N 2 2048-03-30 Fixed 3.95 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBF9 1800000.000000 PA USD 1432985.990000 0.0447836 Long DBT CORP US N 2 2047-05-15 Fixed 4.375 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BS7 3900000.000000 PA USD 3302449.410000 0.1032079 Long DBT CORP US N 2 2026-03-09 Fixed 2 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 7100000.000000 PA USD 6129576.120000 0.1915611 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 700000.000000 PA USD 568042.590000 0.0177524 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2004-R3 N/A 62951MAZ3 939673.530000 PA USD 828218.010000 0.0258834 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.534 Y N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR1 N/A 65535VJB5 330737.370000 PA USD 326810.760000 0.0102135 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.154 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR4 N/A 65535VMX3 40496.480000 PA USD 40579.560000 0.0012682 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.41623 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBA6 200000.000000 PA USD 151615.470000 0.0047383 Long DBT CORP JP N 2 2032-01-22 Fixed 2.999 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAY5 1300000.000000 PA USD 1040466.710000 0.0325166 Long DBT CORP JP N 2 2028-07-14 Fixed 2.172 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBC2 16500000.000000 PA USD 15723387.570000 0.4913862 Long DBT CORP JP N 2 2029-07-06 Fixed 5.605 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 6200000.000000 PA USD 4751192.180000 0.1484839 Long DBT CORP JP N 2 2030-07-16 Fixed 2.679 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 1400000.000000 PA USD 927721.900000 0.0289931 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 AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAZ8 8400000.000000 PA USD 5594541.120000 0.1748402 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 5000000.000000 PA USD 3848527.500000 0.1202739 Long DBT CORP US N 2 2049-01-15 Fixed 4.3 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AC8 30000.000000 PA USD 24104.060000 0.0007533 Long DBT CORP US N 2 2047-11-01 Fixed 4.26 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AD6 2500000.000000 PA USD 1901487.080000 0.0594251 Long DBT CORP US N 2 2049-11-01 Fixed 3.809 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAH1 35000.000000 PA USD 31524.990000 0.0009852 Long DBT CORP US N 2 2044-05-06 Fixed 4.4 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAT4 1300000.000000 PA USD 1216750.740000 0.0380258 Long DBT CORP US N 2 2052-09-15 Fixed 4.95 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAM0 25000.000000 PA USD 19295.430000 0.0006030 Long DBT CORP US N 2 2042-11-15 Fixed 4.125 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 3600000.000000 PA USD 2944395.040000 0.0920180 Long DBT CORP US N 2 2030-05-15 Fixed 3 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAY4 1000000.000000 PA USD 834837.080000 0.0260903 Long DBT CORP NL N 2 2030-05-01 Fixed 3.4 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAV0 4000000.000000 PA USD 3587256.600000 0.1121087 Long DBT CORP NL N 2 2029-06-18 Fixed 4.3 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBC1 600000.000000 PA USD 580192.590000 0.0181321 Long DBT CORP NL N 2 2028-12-01 Fixed 5.55 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 1167020.000000 PA USD 668118.950000 0.0208800 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 78745.350000 PA USD 77012.950000 0.0024068 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 6202506.000000 PA USD 1217241.800000 0.0380412 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AD5 700000.000000 PA USD 625176.170000 0.0195380 Long DBT CORP US N 2 2032-10-01 Fixed 4.8 N N N N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 1253457.000000 PA USD 2193.550000 0.0000686 Long DBT CORP KY N 2 2022-11-07 None 0 N N N N N N AHLSTROM-MUNKSJO OYJ (SPA US HOLDCO INC) 254900HXD0I72WZYIT06 937JIMII2 3447827.030000 PA USD 3203600.200000 0.1001187 Long LON CORP FI N 2 2028-02-04 Floating 7.4241 N N N N N N OHIO NATIONAL FINANCIAL SERVICES INC 549300K609B872PZT291 67740QAH9 3000000.000000 PA USD 2784539.310000 0.0870222 Long DBT CORP US N 2 2030-01-24 Variable 5.8 N N N N N N OHIO NATIONAL LIFE INSURANCE CO 549300WW3O2Q3BIJEF68 677412AF5 500000.000000 PA USD 468983.380000 0.0146566 Long DBT CORP US N 2 2042-06-15 Fixed 6.875 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 85000.000000 PA USD 65558.480000 0.0020488 Long DBT CORP US N 2 2049-06-01 Fixed 4 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 2700000.000000 PA USD 1694200.640000 0.0529470 Long DBT CORP US N 2 2051-10-01 Fixed 2.9 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 P7354PAA2 1400000.000000 PA USD 414568.000000 0.0129560 Long DBT CORP BR N 2 2025-07-27 Fixed 10 N N Y N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 4500000.000000 PA USD 4132789.650000 0.1291576 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBP8 110000.000000 PA USD 86685.710000 0.0027091 Long DBT CORP US N 2 2049-06-01 Fixed 3.8 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAF5 50000.000000 PA USD 42189.140000 0.0013185 Long DBT CORP US N 2 2044-02-01 Fixed 4.658 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAG3 20000.000000 PA USD 15877.660000 0.0004962 Long DBT CORP US N 2 2048-11-01 Fixed 4.5 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AV5 9862000.000000 PA USD 7878466.200000 0.2462173 Long DBT CORP US N 2 2048-07-15 Fixed 5.2 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAG8 7125000.000000 PA USD 6286236.880000 0.1964570 Long DBT CORP US N 2 2041-02-01 Fixed 6.125 N N N N N N AIM AVIATION FINANCE LIMITED 2015-1A N/A 001406AA5 2181723.670000 PA USD 1754344.730000 0.0548267 Long ABS-O CORP KY N 2 2040-02-15 Variable 6.213 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 C0102MAP0 3990000.000000 PA USD 3804405.150000 0.1188950 Long LON CORP CA N 2 2028-08-11 Floating 6.421 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 5700000.000000 PA USD 3882699.440000 0.1213418 Long DBT CORP US Y 2 2041-03-25 Fixed 3.65 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 8600000.000000 PA USD 5719878.400000 0.1787572 Long DBT CORP US Y 2 2051-03-25 Fixed 3.95 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 8500000.000000 PA USD 5373497.190000 0.1679321 Long DBT CORP US Y 2 2061-03-25 Fixed 4.1 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 8191000.000000 PA USD 5140816.500000 0.1606604 Long DBT CORP US N 2 2050-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 10715000.000000 PA USD 6503308.950000 0.2032409 Long DBT CORP US N 2 2060-04-01 Fixed 3.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 1100000.000000 PA USD 755805.410000 0.0236204 Long DBT CORP US N 2 2055-05-15 Fixed 4.375 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AH4 700000.000000 PA USD 521958.630000 0.0163122 Long DBT CORP US N 2 2048-01-30 Fixed 4.4 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AG6 3018000.000000 PA USD 2221153.510000 0.0694153 Long DBT CORP US N 2 2047-07-15 Fixed 4.3 N N N N N N OWL ROCK CAPITAL CORPORATION 2549000BD79OOCPF2L94 69121KAG9 1900000.000000 PA USD 1449769.520000 0.0453081 Long DBT CORP US N 2 2028-06-11 Fixed 2.875 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 2400000.000000 PA USD 1749304.340000 0.0546691 Long DBT CORP US N 2 2031-02-01 Fixed 2.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HH3 1200000.000000 PA USD 861975.290000 0.0269384 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HL4 1600000.000000 PA USD 1065692.400000 0.0333049 Long DBT CORP US N 2 2045-03-15 Fixed 4.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KD8 2700000.000000 PA USD 2047165.410000 0.0639779 Long DBT CORP US N 2 2052-03-01 Fixed 5.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JK4 2400000.000000 PA USD 2024586.840000 0.0632722 Long DBT CORP US N 2 2028-07-01 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 5700000.000000 PA USD 4891183.170000 0.1528589 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 4200000.000000 PA USD 3064729.460000 0.0957787 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 4200000.000000 PA USD 3085809.720000 0.0964375 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JC2 1300000.000000 PA USD 1148623.110000 0.0358967 Long DBT CORP US N 2 2028-08-01 Fixed 4.65 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 2700000.000000 PA USD 1734081.990000 0.0541934 Long DBT CORP US N 2 2040-08-01 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 7850000.000000 PA USD 4796266.630000 0.1498926 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GY7 2900000.000000 PA USD 1994171.460000 0.0623217 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HR1 100000.000000 PA USD 63957.480000 0.0019988 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HY6 4800000.000000 PA USD 3059448.050000 0.0956136 Long DBT CORP US N 2 2047-12-01 Fixed 3.95 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FL7 35000.000000 PA USD 28459.550000 0.0008894 Long DBT CORP US N 2 2044-08-15 Fixed 4.15 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JT5 1500000.000000 PA USD 1146677.160000 0.0358359 Long DBT CORP US N 2 2031-06-01 Fixed 3.25 N N N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 694475AA2 8800000.000000 PA USD 11462626.650000 0.3582292 Long DBT CORP US N 2 2039-06-15 Fixed 9.25 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 700000.000000 PA USD 473638.070000 0.0148021 Long DBT CORP US N 2 2050-09-15 Fixed 3.35 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 BYVTPZII5 6600000.000000 PA USD 5958064.200000 0.1862010 Long DBT CORP AU N 2 2028-03-22 Fixed 4.75 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 90000.000000 PA USD 90169.200000 0.0028180 Long DBT CORP US N 2 2039-01-15 Fixed 6 N N N N N N PACTIV EVERGREEN GROUP (REYNOLDS GROUP HOLDINGS INC) 5493002QNV81KCX40V06 76173FAY3 1584000.000000 PA USD 1522865.520000 0.0475925 Long LON CORP US N 2 2028-09-24 Floating 6.6153 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FT0 2100000.000000 PA USD 1492783.030000 0.0466523 Long DBT CORP US N 2 2049-10-01 Fixed 3.45 N N N N N N PANAMA GOVT 549300SHS4T08CL0LP14 698299BG8 35000.000000 PA USD 24992.540000 0.0007811 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.5 N N N N N N PAREXEL (PHOENIX NEWCO INC) 254900PHGVI5379Z9791 71911KAC8 897750.000000 PA USD 858756.230000 0.0268378 Long LON CORP US N 2 2028-11-15 Floating 6.3653 N N N N N N PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER N/A 70052LAC7 1150000.000000 PA USD 933294.000000 0.0291672 Long DBT CORP US N 2 2029-05-15 Fixed 4.875 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 1686446.910000 PA USD 1595320.930000 0.0498569 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAM5 2500000.000000 PA USD 2234667.350000 0.0698377 Long DBT CORP US N 2 2052-06-01 Fixed 5.05 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304BE6 5700000.000000 PA USD 4853495.390000 0.1516811 Long DBT CORP US N 2 2052-08-15 Fixed 4.375 N N N N N N PENN MUTUAL LIFE INSURANCE COMPANY BIYXEJSLUQ3IWFUXX074 707567AC7 1000000.000000 PA USD 1092705.710000 0.0341492 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 12499420.150000 0.3906310 Long DBT MUN US N 2 2039-06-15 Fixed 6.532 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAC1 6600000.000000 PA USD 4730048.530000 0.1478231 Long DBT CORP US N 2 2031-09-15 Fixed 5.75 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 47600000.000000 PA 10515445.440000 0.3286279 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AX0 64680000.000000 PA 16863365.310000 0.5270127 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BY7 8700000.000000 PA 1820236.460000 0.0568859 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 2200000.000000 PA USD 1582739.660000 0.0494637 Long DBT CORP US N 2 2049-09-23 Fixed 3.8 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAP4 4000000.000000 PA USD 2413880.000000 0.0754384 Long DBT CORP ID N 2 2050-06-30 Fixed 4 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AS8 800000.000000 PA USD 598454.350000 0.0187029 Long DBT CORP US N 2 2050-02-01 Fixed 4 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AU3 2600000.000000 PA USD 1765194.780000 0.0551657 Long DBT CORP US N 2 2042-08-21 Fixed 3.875 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AZ2 2500000.000000 PA USD 1696822.900000 0.0530290 Long DBT CORP US N 2 2052-03-15 Fixed 3.55 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 1900000.000000 PA USD 1717600.680000 0.0536783 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AM7 2900000.000000 PA USD 1932898.810000 0.0604068 Long DBT CORP US N 2 2050-06-01 Fixed 3.35 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AK1 1000000.000000 PA USD 709883.410000 0.0221852 Long DBT CORP US N 2 2046-11-01 Fixed 3.64 N N N N N N PINE STREET TRUST II N/A 72284LAA7 3800000.000000 PA USD 3400918.260000 0.1062852 Long DBT CORP US N 2 2049-02-15 Fixed 5.568 N N N N N N PINNACOL ASSURANCE 549300D37RE2C54DGD62 000000000 7000000.000000 PA USD 7597900.100000 0.2374490 Long DBT CORP US Y 3 2034-06-25 Fixed 8.625 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AB3 17016000.000000 PA USD 17756405.470000 0.5549219 Long DBT CORP US N 2 2028-01-15 Fixed 7.2 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 700000.000000 PA USD 588426.560000 0.0183895 Long DBT CORP US N 2 2049-04-15 Fixed 4.85 N N N N N N PIPER SANDLER COMPANIES QUQDBTUSOAKFEVMRMF78 724078AE0 6000000.000000 PA USD 5835000.000000 0.1823550 Long DBT CORP US N 2 2023-10-15 Fixed 5.2 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AX7 1500000.000000 PA USD 914243.520000 0.0285719 Long DBT CORP US N 2 2051-05-18 Fixed 3 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AR0 2200000.000000 PA USD 1848689.220000 0.0577751 Long DBT CORP US N 2 2031-08-15 Fixed 3.375 N N N N N N POWERLONG REAL ESTATE HOLDINGS LIMITED 549300R3K12EPXCGDP22 ACI1SCR07 3200000.000000 PA USD 437552.000000 0.0136743 Long DBT CORP KY N 2 2025-04-30 Fixed 5.95 N N N N N N ALFA BANK AO VIA ALFA BOND ISSUANCE PLC 54930015QM0G7XTNYR27 ACI1G2134 1200000.000000 PA USD 110250.000000 0.0034455 Long DBT CORP IE N 2 2030-04-15 Floating 5.95 Y Y N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAV4 6200000.000000 PA USD 4492882.390000 0.1404112 Long DBT CORP KY N 2 2047-12-06 Fixed 4.2 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBP5 2223000.000000 PA USD 1491719.070000 0.0466191 Long DBT CORP US N 2 2050-04-15 Fixed 3 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1000000.000000 PA USD 750475.580000 0.0234538 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAJ7 400000.000000 PA USD 260308.240000 0.0081351 Long DBT CORP NL N 2 2052-01-19 Fixed 4.987 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 2700000.000000 PA USD 1503592.440000 0.0469902 Long DBT CORP NL N 2 2051-02-08 Fixed 3.832 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002AU5 1400000.000000 PA USD 1374562.620000 0.0429577 Long DBT CORP US N 2 2067-05-15 Floating 6.5 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 500000.000000 PA USD 441285.890000 0.0137910 Long DBT CORP US N 2 2030-06-15 Fixed 4.1 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CH7 2700000.000000 PA USD 2210506.610000 0.0690826 Long DBT CORP US N 2 2048-06-15 Fixed 4.223 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 5350000.000000 PA USD 5616880.580000 0.1755383 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBD2 1500000.000000 PA USD 1411875.000000 0.0441238 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.75 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 1000000.000000 PA USD 927916.000000 0.0289992 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR NATIONAL BANK (QPSC) 549300FFSRVBS0SQXY75 948AFGII4 3700000.000000 PA USD 3696300.000000 0.1155165 Long LON CORP QA N 3 2023-11-06 Floating 0.91588 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAJ1 4000000.000000 PA USD 2549931.480000 0.0796903 Long DBT CORP US N 2 2041-10-01 Fixed 3.05 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AM5 2565000.000000 PA USD 1527393.380000 0.0477340 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N RAAC SERIES 2007-RP3 N/A 74978BAA6 76053.490000 PA USD 71528.320000 0.0022354 Long ABS-MBS CORP US N 2 2046-10-25 Floating 0.852 N N N N N N RACKSPACE TECHNOLOGY GLOBAL INC 549300QTYCKLMFSE8I97 75009XAB6 3130586.230000 PA USD 2251094.990000 0.0703511 Long LON CORP US N 2 2028-02-15 Floating 5.6167 N N N N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730AF6 25000.000000 PA USD 22110.420000 0.0006910 Long DBT CORP US N 2 2046-07-15 Fixed 4.95 N N N N N N RAYONIER LP 5493004X96PV3VY6KB95 75508XAA4 1200000.000000 PA USD 937508.000000 0.0292989 Long DBT CORP US N 2 2031-05-17 Fixed 2.75 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECK5 700000.000000 PA USD 584774.370000 0.0182753 Long DBT CORP US N 2 2047-04-15 Fixed 4.35 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CP2 4705000.000000 PA USD 3752290.850000 0.1172663 Long DBT CORP US N 2 2047-05-04 Fixed 4.05 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CW7 800000.000000 PA USD 698210.820000 0.0218204 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 306779.370000 PA USD 301051.060000 0.0094084 Long ABS-MBS CORP US N 2 2036-11-26 Floating 2.60371 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BH6 3300000.000000 PA USD 3003212.980000 0.0938562 Long DBT CORP US N 2 2028-01-15 Fixed 3.4 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BG8 1100000.000000 PA USD 1033945.840000 0.0323128 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAW3 1100000.000000 PA USD 857707.790000 0.0268050 Long DBT CORP US N 2 2047-02-01 Fixed 4.4 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAY9 500000.000000 PA USD 401426.330000 0.0125453 Long DBT CORP US N 2 2049-03-15 Fixed 4.65 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886FAE7 900000.000000 PA USD 682514.360000 0.0213299 Long DBT CORP US N 2 2030-09-15 Fixed 1.75 N N N N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BD8 500000.000000 PA USD 314338.010000 0.0098237 Long DBT CORP IN N 2 2052-01-12 Fixed 3.625 N N N N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BC0 2900000.000000 PA USD 1849750.180000 0.0578083 Long DBT CORP IN N 2 2062-01-12 Fixed 3.75 N N N N N N RENEW POWER PRIVATE LIMITED 335800BITJZHVZ1CN475 75975AAA8 1800000.000000 PA USD 1624500.000000 0.0507688 Long DBT CORP IN N 2 2027-03-05 Fixed 5.875 N N N N N N RESIDENTIAL ACCREDIT LOANS 2005-QA2 N/A 76110HT90 421855.780000 PA USD 349385.390000 0.0109190 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.42543 Y N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ACI1FL2Y4 2200000.000000 PA 1645407.490000 0.0514222 Long DBT CORP FR N 2 2028-01-15 Fixed 3.375 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67053NAL8 1537800.600000 PA 1366770.930000 0.0427142 Long LON CORP FR N 2 2025-07-31 Floating 3.238 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 4100000.000000 PA USD 3590015.840000 0.1121949 Long DBT CORP US N 2 2039-02-14 Fixed 5.8 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-SA1 N/A 76111XG72 198210.980000 PA USD 175636.730000 0.0054890 Long ABS-MBS CORP US N 2 2036-02-25 Floating 4.00171 Y N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 3200000.000000 PA USD 2030554.240000 0.0634587 Long DBT CORP US N 2 2046-09-16 Fixed 3.875 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAB0 1500000.000000 PA USD 1126992.030000 0.0352207 Long DBT CORP US N 2 2031-09-01 Fixed 2.15 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAA2 1800000.000000 PA USD 1377384.730000 0.0430459 Long DBT CORP US N 2 2030-12-01 Fixed 2.125 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AT3 660000.000000 PA USD 618321.210000 0.0193237 Long DBT CORP US N 2 2037-06-15 Fixed 7.25 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 1500000.000000 PA USD 1180210.850000 0.0368839 Long DBT CORP US N 2 2045-08-15 Fixed 5.85 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AZ9 500000.000000 PA USD 418555.260000 0.0130807 Long DBT CORP US N 2 2043-09-15 Fixed 6.15 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BU9 6400000.000000 PA USD 3795084.220000 0.1186037 Long DBT CORP US N 2 2060-06-03 Fixed 2.7 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-1 549300V5D1W52HY8NO65 76716XAA0 1466179.620000 PA USD 1482024.260000 0.0463161 Long DBT CORP US N 2 2024-07-06 Variable 9.25 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BM7 8600000.000000 PA USD 7186513.550000 0.2245924 Long DBT CORP US N 2 2057-08-22 Fixed 4.25 N N N N N N RIO OIL FINANCE TRUST SERIES 2018-1 N/A 76716XAC6 4017640.000000 PA USD 4034592.190000 0.1260888 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 2200000.000000 PA USD 1809280.000000 0.0565435 Long DBT CORP US N 2 2030-05-15 Fixed 4.8 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAR8 3000000.000000 PA USD 2579310.000000 0.0806084 Long DBT CORP US N 2 2029-07-15 Fixed 4.95 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109CC3 5400000.000000 PA USD 4674196.910000 0.1460777 Long DBT CORP CA N 2 2032-03-15 Fixed 3.8 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109BZ3 1800000.000000 PA USD 1454818.230000 0.0454659 Long DBT CORP CA N 2 2042-03-15 Fixed 4.5 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109CD1 1800000.000000 PA USD 1439278.470000 0.0449802 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAB4 1300000.000000 PA USD 1117584.000000 0.0349267 Long DBT CORP GB N 2 2025-10-14 Fixed 3.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 900000.000000 PA USD 783774.000000 0.0244944 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S5ZS2 3300000.000000 PA 2969481.240000 0.0928020 Long DBT CORP GB N 2 2026-02-16 Fixed 4.625 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S61G3 100000.000000 PA 96302.430000 0.0030096 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI23CJP6 400000.000000 PA 271896.220000 0.0084973 Long DBT NUSS RO N 2 2034-02-07 Fixed 3.75 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 1000000.000000 PA USD 697132.750000 0.0217867 Long DBT CORP US N 2 2050-03-15 Fixed 3.25 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3VF1 1100000.000000 PA 557004.260000 0.0174075 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3TC1 1100000.000000 PA 701030.490000 0.0219086 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 349187.900000 PA USD 299139.430000 0.0093487 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 4300000.000000 PA USD 2690328.150000 0.0840779 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI1BL160 515000000.000000 PA 2823089.700000 0.0882270 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI0KSLJ7 383100000.000000 PA 2100049.830000 0.0656306 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.5 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBP2 200000.000000 PA USD 100000.000000 0.0031252 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X74344DS2 200000.000000 PA USD 110000.000000 0.0034377 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBD9 600000.000000 PA USD 300000.000000 0.0093756 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBN7 400000.000000 PA USD 200000.000000 0.0062504 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBQ0 800000.000000 PA USD 400000.000000 0.0125008 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25 Y N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAQ7 5300000.000000 PA USD 3733202.610000 0.1166698 Long DBT CORP US N 2 2049-12-01 Fixed 3.25 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 800000.000000 PA USD 730914.260000 0.0228425 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 7200000.000000 PA USD 6569598.960000 0.2053126 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 3255335.340000 PA USD 2715732.910000 0.0848719 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440CC6 2200000.000000 PA USD 1657390.480000 0.0517966 Long DBT CORP US N 2 2052-03-15 Fixed 3.7 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BW3 2795000.000000 PA USD 2248459.750000 0.0702687 Long DBT CORP US N 2 2048-05-15 Fixed 4.15 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BV5 1895000.000000 PA USD 1421755.950000 0.0444326 Long DBT CORP US N 2 2047-06-01 Fixed 3.75 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BX1 1578000.000000 PA USD 1256998.520000 0.0392836 Long DBT CORP US N 2 2049-06-15 Fixed 4.1 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BM5 2700000.000000 PA USD 2328255.900000 0.0727625 Long DBT CORP US N 2 2040-08-15 Fixed 4.5 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 4500000.000000 PA USD 3527453.520000 0.1102397 Long DBT CORP KY N 2 2030-06-18 Variable 4.625 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 400000.000000 PA USD 337102.000000 0.0105351 Long DBT CORP KY N 2 2028-08-08 Variable 5.65 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 023765AA8 2151800.000000 PA USD 1875860.270000 0.0586242 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 ACI0TF455 700000.000000 PA 722129.800000 0.0225679 Long DBT CORP GB N 2 2024-06-24 Floating 6.75 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAP0 1700000.000000 PA USD 1267655.300000 0.0396167 Long DBT CORP GB N 2 2032-03-15 Floating 2.896 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAA3 3400000.000000 PA USD 3223702.320000 0.1007469 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 4500000.000000 PA USD 3503687.760000 0.1094970 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 1536901.790000 PA USD 1134960.480000 0.0354697 Long ABS-O CORP KY N 2 2040-03-15 Fixed 4.25 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAW9 12000000.000000 PA USD 8179044.000000 0.2556109 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 2968752.500000 PA USD 2627334.980000 0.0821093 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2M6 5000000.000000 PA USD 3237705.000000 0.1011845 Long DBT CORP SA N 2 2070-11-24 Fixed 3.5 N N N N N N SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 3 549300BJ6IA5S2UFVN71 80413MAB0 5100000.000000 PA USD 4995572.400000 0.1561213 Long DBT CORP KY N 2 2044-04-08 Fixed 5.5 N N N N N N SAXON ASSET SECURITIES TRUST 2004-1 N/A 805564PN5 165051.280000 PA USD 160059.090000 0.0050022 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.879 Y N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410GAD6 3000000.000000 PA USD 2665365.000000 0.0832978 Long DBT CORP US N 2 2027-02-15 Fixed 3.875 N N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410GAG9 2200000.000000 PA USD 1774201.000000 0.0554472 Long DBT CORP US N 2 2029-02-01 Fixed 3.125 N N N N N N SBA TOWER TRUST N/A 78403DAR1 200000.000000 PA USD 168472.640000 0.0052651 Long DBT CORP US N 2 2052-07-15 Fixed 2.328 N N N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 ACI060JC2 2300000.000000 PA USD 310525.990000 0.0097045 Long DBT CORP LU N 2 2023-05-23 Fixed 5.25 Y Y N N N N SBERBANK OF RUSSIA VIA SB CAPITAL SA 222100YFG9QVABDS2B03 ACI02M251 1300000.000000 PA USD 90577.960000 0.0028307 Long DBT CORP LU N 2 2022-10-29 Fixed 5.125 Y Y N N N N SCIENTIFIC GAMES HOLDINGS LP 549300W5GPFXXB6TQ330 80875CAB3 3800000.000000 PA USD 3529250.000000 0.1102959 Long LON CORP US N 2 2029-04-04 Floating 7.0974 N N N N N N SCRIPPS (E.W. SCRIPPS COMPANY) 549300U1OW41QPKYW028 26928BAL3 868635.000000 PA USD 841807.210000 0.0263081 Long LON CORP US N 2 2026-05-01 Floating 5.6778 N N N N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300AH0 1700000.000000 PA USD 1453751.860000 0.0454325 Long DBT CORP US N 2 2049-03-01 Fixed 5.375 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 925000.000000 PA USD 692201.740000 0.0216326 Long DBT CORP US N 2 2048-02-01 Fixed 4 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 2935000.000000 PA USD 2857382.160000 0.0892987 Long DBT CORP US N 2 2039-10-15 Fixed 6 N N N N N N SEQUOIA MORTGAGE TRUST 2004-4 N/A 81744FBF3 399197.050000 PA USD 378118.250000 0.0118169 Long ABS-MBS CORP US N 2 2034-05-20 Floating 2.07671 N N N N N N SHRIRAM TRANSPORT FINANCE COMPANY LIMITED 335800TM2YO24B76XL26 Y7758EEC1 2300000.000000 PA USD 2292327.040000 0.0716396 Long DBT CORP IN N 2 2022-10-24 Fixed 5.95 N N N N N N SITKA HOLDINGS LLC N/A 82987VAA4 8700000.000000 PA USD 8323011.690000 0.2601102 Long DBT CORP KY N 2 2026-07-06 Floating 8.17414 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 5500000.000000 PA USD 5529645.000000 0.1728121 Long LON CORP US N 2 2027-10-20 Floating 6.4599 N N N N N N SLM CORP (SALLIE MAE) N/A 78442PGD2 1600000.000000 PA USD 1435808.000000 0.0448718 Long DBT CORP US N 2 2025-10-29 Fixed 4.2 N N N N N N SLM STUDENT LOAN TRUST 2008-9 N/A 78445JAA5 1765375.210000 PA USD 1752738.300000 0.0547764 Long ABS-O CORP US N 2 2023-04-25 Floating 4.283 N N N N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932AL8 7700000.000000 PA USD 6065706.720000 0.1895650 Long DBT CORP US N 2 2047-06-15 Fixed 4.5 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAF9 1900000.000000 PA USD 1501732.850000 0.0469320 Long DBT CORP IE N 2 2028-06-15 Fixed 2.3 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83367TBF5 1700000.000000 PA USD 1634125.000000 0.0510696 Long DBT CORP FR N 2 2023-12-18 Floating 7.875 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBL5 6400000.000000 PA USD 5682205.380000 0.1775799 Long DBT CORP FR N 2 2033-06-15 Floating 6.221 N N N N N N SOLERA LLC (POLARIS NEWCO LLC) 254900LEPDAG7EDOA064 73108RAB4 4852736.830000 PA USD 4490819.720000 0.1403468 Long LON CORP US N 2 2028-06-02 Floating 7.6741 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 BYY9RYII7 80000000.000000 PA 3620600.350000 0.1131507 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI08MN29 10000000.000000 PA 454928.130000 0.0142174 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 614878II9 30500000.000000 PA 1744969.890000 0.0545337 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 S69124FF7 210800000.000000 PA 12060316.500000 0.3769081 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GY3 900000.000000 PA USD 549895.520000 0.0171853 Long DBT CORP US N 2 2051-02-01 Fixed 2.95 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 1800000.000000 PA USD 1660401.110000 0.0518907 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 1000000.000000 PA USD 839426.630000 0.0262337 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 300000.000000 PA USD 281646.170000 0.0088020 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HR7 3100000.000000 PA USD 2775225.770000 0.0867312 Long DBT CORP US N 2 2052-06-01 Fixed 5.45 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FC2 2879000.000000 PA USD 2674223.240000 0.0835746 Long DBT CORP US N 2 2036-02-01 Fixed 5.625 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FH1 1500000.000000 PA USD 1441809.180000 0.0450593 Long DBT CORP US N 2 2038-02-01 Fixed 5.95 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GE7 1400000.000000 PA USD 961432.820000 0.0300466 Long DBT CORP US N 2 2045-02-01 Fixed 3.6 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FL2 4500000.000000 PA USD 4361446.080000 0.1363036 Long DBT CORP US N 2 2039-03-15 Fixed 6.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 2000000.000000 PA USD 1495081.160000 0.0467242 Long DBT CORP US N 2 2042-03-15 Fixed 4.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FW8 8500000.000000 PA USD 6321160.410000 0.1975484 Long DBT CORP US N 2 2043-03-15 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 700000.000000 PA USD 522158.170000 0.0163184 Long DBT CORP US N 2 2048-03-01 Fixed 4.125 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 8938000.000000 PA USD 6536577.220000 0.2042806 Long DBT CORP US N 2 2047-04-01 Fixed 4 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 2300000.000000 PA USD 1896318.770000 0.0592636 Long DBT CORP US N 2 2043-10-01 Fixed 4.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FT5 3800000.000000 PA USD 2779039.410000 0.0868503 Long DBT CORP US N 2 2041-12-01 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 1000000.000000 PA USD 1010871.660000 0.0315917 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CT7 3500000.000000 PA USD 2691184.060000 0.0841047 Long DBT CORP US N 2 2050-02-15 Fixed 3.95 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 1600000.000000 PA USD 1204324.850000 0.0376375 Long DBT CORP US N 2 2042-09-15 Fixed 3.75 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CJ9 300000.000000 PA USD 273077.630000 0.0085342 Long DBT CORP US N 2 2040-11-15 Fixed 5.125 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAD9 2000000.000000 PA USD 1237380.300000 0.0386705 Long DBT CORP US N 2 2051-07-15 Fixed 3.375 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 5000000.000000 PA USD 4066950.400000 0.1271000 Long DBT CORP US N 2 2051-09-15 Floating 3.75 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CW5 3640000.000000 PA USD 3074883.560000 0.0960960 Long DBT CORP US N 2 2036-07-01 Fixed 4.25 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CX3 35000.000000 PA USD 27427.070000 0.0008571 Long DBT CORP US N 2 2046-07-01 Fixed 4.4 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 3400000.000000 PA USD 2684164.510000 0.0838853 Long DBT CORP US N 2 2047-05-30 Fixed 4.4 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAB4 50000.000000 PA USD 36799.500000 0.0011501 Long DBT CORP US N 2 2046-10-01 Fixed 3.95 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 843452AY9 1400000.000000 PA USD 1472269.530000 0.0460113 Long DBT CORP US N 2 2031-02-15 Fixed 7.35 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 84346LAA8 65000.000000 PA USD 53367.010000 0.0016678 Long DBT CORP US N 2 2047-03-15 Fixed 4.8 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AH3 65000.000000 PA USD 57044.150000 0.0017827 Long DBT CORP US N 2 2041-09-15 Fixed 5.15 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AU4 85000.000000 PA USD 71464.850000 0.0022334 Long DBT CORP US N 2 2046-12-15 Fixed 4.95 N N N N N N SOUTHWEST GAS CORPORATION OQQR1IQTGBKH0UR88X59 845011AE5 1580000.000000 PA USD 1329265.110000 0.0415421 Long DBT CORP US N 2 2032-03-15 Fixed 4.05 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 8200000.000000 PA USD 8068184.670000 0.2521463 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BT8 5200000.000000 PA USD 3316730.350000 0.1036542 Long DBT CORP US N 2 2051-11-01 Fixed 3.25 N N N N N N SOUTHWESTERN ENERGY COMPANY EFWMP121W54QV9MGOP87 84546SAU7 1091750.000000 PA USD 1078785.470000 0.0337141 Long LON CORP US N 2 2027-06-22 Floating 6.2032 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 600000.000000 PA USD 516404.660000 0.0161386 Long DBT CORP US N 2 2048-04-01 Fixed 4.75 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAG4 1675000.000000 PA USD 1336105.630000 0.0417559 Long DBT CORP US N 2 2045-03-15 Fixed 4.5 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 84857HAX8 2178000.000000 PA USD 2160978.930000 0.0675348 Long LON CORP US N 2 2025-01-15 Floating 6.8653 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEJ9 4990000.000000 PA USD 6168313.150000 0.1927717 Long DBT MUN US N 2 2041-02-15 Fixed 7.834 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 8800000.000000 PA USD 6372652.000000 0.1991577 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAL4 2400000.000000 PA USD 2264676.000000 0.0707755 Long DBT CORP US N 2 2025-04-15 Fixed 7.5 N N N N N N SPIRIT AIRLINES 2015-1 PASS THROUGH TRUST A N/A 84858DAA6 190698.730000 PA USD 165362.150000 0.0051679 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAG3 4300000.000000 PA USD 3356739.320000 0.1049046 Long DBT CORP US N 2 2031-02-15 Fixed 3.2 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAC2 1300000.000000 PA USD 1240651.610000 0.0387728 Long DBT CORP US N 2 2026-09-15 Fixed 4.45 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEQ3 4910000.000000 PA USD 5233423.170000 0.1635546 Long DBT MUN US N 2 2050-02-15 Fixed 6.27 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 1000000.000000 PA USD 1331463.800000 0.0416108 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CH1 3600000.000000 PA USD 2657358.430000 0.0830476 Long DBT CORP GB N 2 2033-01-12 Floating 3.603 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 1300000.000000 PA USD 956154.630000 0.0298817 Long DBT CORP GB N 2 2036-02-18 Floating 3.265 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AS8 40000.000000 PA USD 32670.020000 0.0010210 Long DBT CORP US N 2 2048-11-15 Fixed 4.5 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 648341.790000 PA USD 575378.120000 0.0179817 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBK5 8300000.000000 PA USD 4997980.210000 0.1561965 Long DBT CORP US N 2 2051-01-15 Fixed 2.95 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAB6 3100000.000000 PA USD 2215575.800000 0.0692410 Long DBT CORP US N 2 2031-09-15 Fixed 2.691 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 1100000.000000 PA USD 948493.450000 0.0296422 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AC4 1400000.000000 PA USD 1236294.000000 0.0386366 Long DBT CORP US N 2 2030-11-18 Fixed 2.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBD1 10900000.000000 PA USD 6816286.770000 0.2130221 Long DBT CORP US N 2 2050-06-15 Fixed 3.1 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2004-2 N/A 86359BLE9 7632.490000 PA USD 7259.870000 0.0002269 Long ABS-MBS CORP US N 2 2034-03-25 Floating 3.68334 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBG4 1300000.000000 PA USD 963925.310000 0.0301245 Long DBT CORP US N 2 2030-10-15 Fixed 1.875 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAY6 10000000.000000 PA USD 6858488.900000 0.2143410 Long DBT CORP US N 2 2049-10-15 Fixed 3.7 N N N N N N STUDIO CITY CO LTD N/A 86400GAC3 4800000.000000 PA USD 4017246.820000 0.1255467 Long DBT CORP VG N 2 2027-02-15 Fixed 7 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCQ1 10000000.000000 PA USD 6862702.800000 0.2144727 Long DBT CORP JP N 2 2042-01-14 Fixed 3.05 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCJ7 2100000.000000 PA USD 1574125.480000 0.0491945 Long DBT CORP JP N 2 2031-09-17 Fixed 2.222 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI1NTLH4 4200000.000000 PA USD 617659.600000 0.0193031 Long DBT CORP KY N 2 2023-07-09 Fixed 6.5 Y Y N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAH6 350000.000000 PA USD 255469.610000 0.0079839 Long DBT CORP US N 2 2040-08-15 Fixed 3.161 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 400000.000000 PA USD 278535.680000 0.0087048 Long DBT CORP US N 2 2050-08-15 Fixed 3.361 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 1400000.000000 PA USD 1307619.570000 0.0408656 Long DBT CORP AT N 2 2029-01-15 Fixed 6 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAB8 1840000.000000 PA USD 1677160.000000 0.0524145 Long DBT CORP AT N 2 2047-03-16 Fixed 7 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAS0 3200000.000000 PA USD 2809278.370000 0.0877954 Long DBT CORP US N 2 2033-04-29 Floating 4.57 N N N N N N AMERIQUEST MTGE SEC INC 2004-R5 N/A 03072SRX5 147439.370000 PA USD 145385.520000 0.0045436 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.954 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAR4 3800000.000000 PA USD 2705568.120000 0.0845542 Long DBT CORP US N 2 2031-10-28 Fixed 2.875 N N N N N N SYNEOS HEALTH INC 549300F1ZGKDS8P6GU13 87166BAA0 900000.000000 PA USD 717660.000000 0.0224283 Long DBT CORP US N 2 2029-01-15 Fixed 3.625 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACW3 4200000.000000 PA USD 3977529.820000 0.1243055 Long DBT CORP US N 2 2053-01-15 Fixed 5.65 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 200000.000000 PA USD 168384.000000 0.0052623 Long DBT CORP US N 2 2031-04-15 Fixed 3.5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 4700000.000000 PA USD 3070658.100000 0.0959640 Long DBT CORP US N 2 2051-02-15 Fixed 3.3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 6695000.000000 PA USD 5942663.230000 0.1857197 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACT0 10900000.000000 PA USD 7214883.090000 0.2254790 Long DBT CORP US N 2 2052-10-15 Fixed 3.4 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 11300000.000000 PA USD 7284219.000000 0.2276459 Long DBT CORP US N 2 2060-11-15 Fixed 3.6 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BL5 3900000.000000 PA USD 3594039.070000 0.1123206 Long DBT CORP US N 2 2052-07-15 Fixed 5 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 500000.000000 PA USD 385962.470000 0.0120621 Long DBT CORP US N 2 2052-04-15 Fixed 4.95 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBU5 1475000.000000 PA USD 1219426.750000 0.0381094 Long DBT CORP US N 2 2032-01-15 Fixed 4 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBP0 550000.000000 PA USD 524860.120000 0.0164029 Long DBT CORP US N 2 2032-09-15 Fixed 4.5 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 10700000.000000 PA USD 7312452.010000 0.2285282 Long DBT CORP US N 2 2050-02-21 Fixed 3.375 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAK6 1500000.000000 PA USD 1120250.640000 0.0350100 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 400000.000000 PA USD 326066.980000 0.0101902 Long DBT CORP US N 2 2047-05-15 Fixed 4.27 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BC0 371000.000000 PA USD 405139.110000 0.0126614 Long DBT CORP US N 2 2039-12-16 Fixed 6.85 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DK3 5400000.000000 PA USD 4758708.580000 0.1487188 Long DBT CORP US N 2 2053-03-01 Fixed 4.875 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAW3 3500000.000000 PA USD 2557441.500000 0.0799250 Long DBT CORP ES N 2 2048-03-06 Fixed 4.895 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CD0 2610000.000000 PA USD 2184734.200000 0.0682772 Long DBT CORP US N 2 2048-06-15 Fixed 4.563 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBB1 2600000.000000 PA USD 1872221.680000 0.0585105 Long DBT CORP KY N 2 2041-04-22 Fixed 3.68 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 5800000.000000 PA USD 3802306.750000 0.1188294 Long DBT CORP KY N 2 2051-04-22 Fixed 3.84 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 2700000.000000 PA USD 1646519.860000 0.0514569 Long DBT CORP KY N 2 2050-06-03 Fixed 3.24 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAW6 700000.000000 PA USD 400301.610000 0.0125102 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 5053000.000000 PA USD 4262852.330000 0.1332223 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAH7 400000.000000 PA USD 310985.960000 0.0097189 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAU8 1800000.000000 PA USD 1413922.300000 0.0441878 Long DBT CORP KY N 2 2030-06-03 Fixed 2.39 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 100000.000000 PA USD 68501.830000 0.0021408 Long DBT CORP US N 2 2041-08-15 Fixed 2.8 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AW9 1275000.000000 PA USD 1413279.960000 0.0441677 Long DBT CORP US N 2 2032-06-15 Fixed 8.375 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 3500000.000000 PA USD 2869993.840000 0.0896928 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N TESCO PROPERTY FIN 1 PLC 2138005QTX8CMPSEOS15 B60ZTRII0 2991449.170000 PA 3404866.570000 0.1064086 Long DBT CORP GB N 2 2039-07-13 Fixed 7.6227 N N N N N N TESCO PROPERTY FINANCE 3 PLC 213800HCQGDQGFP75D78 989XYDII0 92570.310000 PA 90606.780000 0.0028316 Long DBT CORP GB N 2 2040-04-13 Fixed 5.744 N N N N N N TESCO PROPERTY FINANCE 5 PLC 213800BN1HYPUZMXAF92 ACI01EQ39 48141.910000 PA 46230.610000 0.0014448 Long DBT CORP GB N 2 2041-10-13 Fixed 5.6611 N N N N N N TESCO PROPERTY FINANCE 6 PLC 213800FORYFOB97FHO66 B9JST3II3 734341.890000 PA 689137.450000 0.0215369 Long DBT CORP GB N 2 2044-07-13 Fixed 5.4111 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAC8 1600000.000000 PA USD 955703.520000 0.0298676 Long DBT CORP US N 2 2070-06-01 Fixed 2.815 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315AS2 500000.000000 PA USD 415874.500000 0.0129969 Long DBT CORP US N 2 2047-04-15 Fixed 4.125 N N N N N N THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA 549300FG60YK9HZ7DS75 91481CAA8 700000.000000 PA USD 574299.900000 0.0179480 Long DBT CORP US N 2 2112-09-01 Fixed 4.674 N N N N N N TIBCO SOFTWARE INC 04EEB871XLHVNY4RZJ65 950BETII0 4000000.000000 PA USD 3599280.000000 0.1124844 Long LON CORP US N 2 2029-03-20 Floating 7.02223 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 1400000.000000 PA USD 1266323.490000 0.0395750 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 4984000.000000 PA USD 4466812.010000 0.1395965 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 6900000.000000 PA USD 6578139.430000 0.2055795 Long DBT CORP US N 2 2038-07-01 Fixed 7.3 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBC1 800000.000000 PA 658492.930000 0.0205792 Long DBT CORP US N 2 2042-07-15 Fixed 5.25 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 6225000.000000 PA USD 4900368.120000 0.1531459 Long DBT CORP US N 2 2041-09-01 Fixed 5.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 820000.000000 PA USD 567915.770000 0.0177485 Long DBT CORP US N 2 2042-09-15 Fixed 4.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 4520000.000000 PA USD 3731420.820000 0.1166141 Long DBT CORP US N 2 2040-11-15 Fixed 5.875 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 1600000.000000 PA USD 1221658.800000 0.0381792 Long DBT CORP US N 2 2032-02-15 Fixed 4.125 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 361052.750000 PA USD 354779.170000 0.0110875 Long ABS-MBS CORP US N 2 2058-05-25 Floating 4.084 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GAZ7 1726935.480000 PA USD 1676215.380000 0.0523850 Long LON CORP US N 2 2028-12-01 Floating 5.3653 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 8935268Z9 1925000.000000 PA USD 2165197.110000 0.0676666 Long DBT CORP CA N 2 2039-01-15 Fixed 7.625 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAY5 4400000.000000 PA USD 3803182.640000 0.1188568 Long DBT CORP CA N 2 2048-05-15 Fixed 4.875 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AM5 4440000.000000 PA USD 3670269.430000 0.1147030 Long DBT CORP US N 2 2048-03-15 Fixed 4.6 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAQ1 2200000.000000 PA USD 1742505.230000 0.0544566 Long DBT CORP US N 2 2030-03-01 Fixed 4.625 N N N N N N TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) T4VNTWMFQ7JQB65L7T35 98310WAS7 1450000.000000 PA USD 1360225.280000 0.0425097 Long DBT CORP US N 2 2026-07-31 Fixed 6.625 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAN9 1000000.000000 PA USD 826109.220000 0.0258175 Long DBT CORP US N 2 2048-03-07 Fixed 4.05 N N N N N N ANCESTRY.COM 2549009ADY4208OH2Y47 03952HAD6 6174000.000000 PA USD 5577838.560000 0.1743182 Long LON CORP US N 2 2027-12-06 Floating 6.3653 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 11400000.000000 PA USD 8906250.000000 0.2783375 Long DBT CORP CH N 2 2027-02-12 Floating 4.875 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 8900000.000000 PA USD 5869550.000000 0.1834347 Long DBT CORP CH N 2 2031-02-10 Floating 4.375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AL2 1400000.000000 PA USD 904986.450000 0.0282826 Long DBT CORP CH N 2 2043-02-11 Floating 3.179 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAP5 700000.000000 PA USD 646353.860000 0.0201998 Long DBT CORP US N 2 2029-01-26 Fixed 4.4 N N N N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 903724BM3 1000000.000000 PA USD 190000.000000 0.0059379 Long DBT NUSS UA N 2 2034-09-25 Fixed 7.375 Y N N N N N UMBS PASS THRU POOLS N/A 01F0226B6 3500000.000000 PA USD 2930361.320000 0.0915794 Long ABS-MBS USGSE US N 2 2051-11-10 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0306B9 14200000.000000 PA USD 12360568.780000 0.3862916 Long ABS-MBS USGSE US N 2 2052-11-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F0406A0 27300000.000000 PA USD 25338878.840000 0.7918888 Long ABS-MBS USGSE US N 2 2052-10-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F0426A6 9500000.000000 PA USD 9052460.990000 0.2829069 Long ABS-MBS USGSE US N 2 2052-10-13 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F0426B4 5000000.000000 PA USD 4759433.450000 0.1487415 Long ABS-MBS USGSE US N 2 2052-11-14 Fixed 4.5 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 BZ11WTII2 2200000.000000 PA 2018048.010000 0.0630679 Long DBT CORP IT N 2 2023-06-03 Floating 6.625 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 6900000.000000 PA USD 6959093.880000 0.2174851 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AQ2 1400000.000000 PA USD 1189907.460000 0.0371869 Long DBT CORP IT N 2 2034-04-02 Floating 7.296 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 3400000.000000 PA USD 2532070.100000 0.0791321 Long DBT CORP IT N 2 2035-06-30 Floating 5.459 N N N N N N UNIGEL LUXEMBOURG SA N/A 904752AB8 2200000.000000 PA USD 2098833.000000 0.0655926 Long DBT CORP LU N 2 2026-10-01 Fixed 8.75 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 35000.000000 PA USD 26808.850000 0.0008378 Long DBT CORP US N 2 2055-02-01 Fixed 3.875 N N N N N N UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 909319AA3 41614.430000 PA USD 39029.910000 0.0012198 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 492432.950000 PA USD 450971.130000 0.0140937 Long DBT CORP US N 2 2027-10-11 Fixed 4 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 3607247.250000 PA USD 2922251.920000 0.0913260 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 441701.970000 PA USD 375380.860000 0.0117314 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 3409180.530000 PA USD 2819149.220000 0.0881038 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 1933018.580000 PA USD 1742413.860000 0.0544538 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 4277241.380000 PA USD 3426168.290000 0.1070744 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 600000.000000 PA USD 466264.120000 0.0145717 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 2947005.000000 PA USD 2847153.400000 0.0889790 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAH3 10000000.000000 PA USD 9023733.800000 0.2820091 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 3400000.000000 PA USD 2962873.760000 0.0925955 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796M89 262000.000000 PA USD 261946.560000 0.0081863 Long DBT UST US N 2 2022-10-06 None 0 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 5600000.000000 PA USD 5013301.100000 0.1566753 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796W54 302000.000000 PA USD 301139.700000 0.0094112 Long DBT UST US N 2 2022-11-10 None 0 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AP5 17400000.000000 PA USD 14324749.750000 0.4476760 Long DBT CORP US N 2 2058-04-15 Fixed 4.75 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBT4 4100000.000000 PA USD 3338703.060000 0.1043409 Long DBT CORP US N 2 2048-10-06 Fixed 4.439 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAE1 3750000.000000 PA USD 3032257.240000 0.0947639 Long DBT CORP US N 2 2027-07-15 Fixed 3.75 N N N N N N AON CORP / AON GLOBAL HOLDINGS PLC N/A 03740LAC6 1200000.000000 PA USD 940043.500000 0.0293782 Long DBT CORP US N 2 2031-12-02 Fixed 2.6 N N N N N N CAPITAL FARM CREDIT ACA 254900S6K5I3OISPS518 14019TAA4 6400000.000000 NS USD 5579392.000000 0.1743668 Long EP CORP US N 2 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SW9 282500000.000000 PA USD 200249463.950000 6.2581816 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TF5 37400000.000000 PA USD 28675281.250000 0.8961578 Long DBT UST US N 2 2042-02-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RK6 38400000.000000 PA USD 29310000.000000 0.9159940 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TD0 31633000.000000 PA USD 22993236.880000 0.7185830 Long DBT UST US N 2 2052-02-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SY5 100400000.000000 PA USD 75956914.190000 2.3737999 Long DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TH1 23786000.000000 PA USD 21117508.130000 0.6599628 Long DBT UST US N 2 2042-05-15 Fixed 3.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SX7 47904000.000000 PA USD 35860635.000000 1.1207139 Long DBT UST US N 2 2051-05-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TG3 224761000.000000 PA USD 188553407.660000 5.8926573 Long DBT UST US N 2 2052-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TA6 3100000.000000 PA USD 2121501.960000 0.0663010 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RH3 8200000.000000 PA USD 7015164.040000 0.2192374 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SD1 160500000.000000 PA USD 135876415.820000 4.2463998 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SP4 47547000.000000 PA USD 27558687.190000 0.8612621 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CFL0 55200000.000000 PA USD 54962812.220000 1.7176938 Long DBT UST US N 2 2029-09-30 Fixed 3.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 1270000.000000 PA USD 821754.490000 0.0256814 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TC2 142400000.000000 PA USD 102007906.780000 3.1879437 Long DBT UST US N 2 2041-11-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SS8 34436500.000000 PA USD 21396365.800000 0.6686777 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TB4 152359000.000000 PA USD 100824758.170000 3.1509680 Long DBT UST US N 2 2051-11-15 Fixed 1.875 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 170000.000000 PA USD 129018.750000 0.0040321 Long DBT CORP US N 2 2049-08-15 Fixed 3.7 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 7100000.000000 PA USD 5309105.370000 0.1659198 Long DBT CORP US N 2 2059-08-15 Fixed 3.875 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHA6 440000.000000 PA USD 378316.140000 0.0118231 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GC86 835000.000000 PA USD 699519.660000 0.0218613 Long DBT MUN US N 2 2099-12-31 Fixed 4.767 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AA4 40000.000000 PA USD 38064.810000 0.0011896 Long DBT CORP US N 2 2111-10-01 Fixed 5.25 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAP1 3100000.000000 PA USD 2183499.420000 0.0682386 Long DBT CORP US N 2 2049-12-15 Fixed 4.5 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90351HAE8 1322083.330000 PA USD 1294193.980000 0.0404461 Long LON CORP US N 2 2028-11-22 Floating 5.8653 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735DA2 3100000.000000 PA USD 2793936.720000 0.0873159 Long DBT CORP US N 2 2032-08-01 Fixed 4.5 N N N N N N USI INC/NY N/A 90351NAF2 875275.550000 PA USD 846098.240000 0.0264422 Long LON CORP US N 2 2026-12-02 Floating 6.9241 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 6639000.000000 PA USD 6312962.100000 0.1972922 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAK9 1300000.000000 PA USD 1223526.530000 0.0382376 Long DBT CORP KY N 2 2039-11-10 Fixed 6.875 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAQ0 500000.000000 PA USD 425390.460000 0.0132943 Long DBT CORP US N 2 2049-04-15 Fixed 4.875 N N N N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAJ5 3500000.000000 PA USD 1966908.020000 0.0614697 Long DBT CORP JE N 2 2051-12-01 Fixed 3.1 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAC7 1500000.000000 PA USD 1014073.920000 0.0316918 Long DBT CORP JE N 2 2052-05-01 Fixed 4.15 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 2000000.000000 PA USD 1368575.480000 0.0427706 Long DBT CORP US N 2 2050-05-15 Fixed 3.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 3500000.000000 PA USD 3031922.780000 0.0947534 Long DBT CORP US N 2 2046-08-21 Fixed 4.862 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGL2 6750000.000000 PA USD 4519518.800000 0.1412437 Long DBT CORP US N 2 2041-09-03 Fixed 2.85 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 3887000.000000 PA USD 2321228.980000 0.0725429 Long DBT CORP US N 2 2056-10-30 Fixed 2.987 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFU3 3000000.000000 PA USD 1842629.550000 0.0575857 Long DBT CORP US N 2 2050-11-20 Fixed 2.875 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFV1 21700000.000000 PA USD 12663559.270000 0.3957606 Long DBT CORP US N 2 2060-11-20 Fixed 3 N N N N N N VERTICAL BRIDGE HOLDINGS LLC 2020-2A N/A 92535VAF9 3200000.000000 PA USD 2887912.000000 0.0902528 Long ABS-O CORP US N 2 2050-09-15 Fixed 2.636 N N N N N N VIAD CORP 549300PXU4ZW7LPO5Y40 92553BAL7 1579037.590000 PA USD 1505343.910000 0.0470449 Long LON CORP US N 2 2028-07-30 Floating 8.1153 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AE3 2000000.000000 PA USD 1659217.080000 0.0518537 Long DBT CORP US N 2 2052-05-15 Fixed 5.625 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAK1 400000.000000 PA USD 355419.110000 0.0111075 Long DBT CORP US N 2 2028-01-15 Fixed 4.5 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAJ4 1900000.000000 PA USD 1794445.500000 0.0560799 Long DBT CORP US N 2 2027-02-01 Fixed 5.75 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAL9 2800000.000000 PA USD 2354813.440000 0.0735925 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAE7 1200000.000000 PA USD 1244812.930000 0.0389028 Long DBT CORP BM N 2 2025-05-15 Fixed 13 N N N N N N VIRGIN AUSTRALIA HOLDINGS PTY LIMITED 254900SNPW6V9967CJ18 92765YAH0 800000.000000 PA USD 47000.000000 0.0014688 Long DBT CORP AU N 2 2024-11-15 Fixed 8.125 Y Y N N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 92858RAB6 200000.000000 PA USD 154788.210000 0.0048374 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75 N N N N N N VIRGIN MEDIA SECURED FINANCE PLC 213800X3RLP4NOTPY579 ACI1FYG47 2100000.000000 PA 1720156.740000 0.0537582 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FY5 300000.000000 PA USD 229542.550000 0.0071736 Long DBT CORP US N 2 2047-09-15 Fixed 3.8 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GF5 9900000.000000 PA USD 6437013.360000 0.2011691 Long DBT CORP US N 2 2051-11-15 Fixed 2.95 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GD0 1850000.000000 PA USD 1087666.410000 0.0339917 Long DBT CORP US N 2 2050-12-15 Fixed 2.45 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AF2 2100000.000000 PA USD 1892013.750000 0.0591291 Long DBT CORP US N 2 2030-05-15 Fixed 4.7 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 400000.000000 PA USD 369112.620000 0.0115355 Long DBT CORP US N 2 2027-08-21 Fixed 3.9 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 5900000.000000 PA USD 4303435.400000 0.1344906 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBX7 3900000.000000 PA USD 2645487.000000 0.0826766 Long DBT CORP GB N 2 2081-06-04 Floating 5.125 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBD1 400000.000000 PA USD 307007.520000 0.0095946 Long DBT CORP GB N 2 2043-02-19 Fixed 4.375 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 9650000.000000 PA USD 8018507.310000 0.2505938 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 1980000.000000 PA USD 1561909.180000 0.0488127 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N ARBYS RESTAURANT (IRB HOLDING CORP) 549300HVW4WNWYBXN830 44988LAH0 4912500.000000 PA USD 4614679.690000 0.1442176 Long LON CORP US N 2 2027-12-15 Floating 5.6955 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AF7 500000.000000 PA USD 398192.730000 0.0124443 Long DBT CORP US N 2 2048-01-23 Floating 4.7 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 45685EAJ5 630000.000000 PA USD 567320.050000 0.0177298 Long DBT CORP US N 2 2043-07-15 Fixed 5.7 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 8600000.000000 PA USD 6657705.820000 0.2080661 Long DBT CORP US N 2 2040-05-13 Fixed 3.5 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAB9 500000.000000 PA USD 425393.450000 0.0132944 Long DBT CORP US N 2 2046-12-15 Fixed 5.031 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAA5 2465000.000000 PA USD 1684877.220000 0.0526557 Long DBT CORP BM N 2 2050-06-30 Fixed 3.635 N N N N N N WASHINGTON GAS LIGHT COMPANY DL22T1SB4DUBS063O841 93884PDY3 900000.000000 PA USD 664490.400000 0.0207666 Long DBT CORP US N 2 2049-09-15 Fixed 3.65 N N N N N N WASHINGTON MUTUAL 2001-AR3 N/A 929227EM4 138052.190000 PA USD 123241.100000 0.0038515 Long ABS-MBS CORP US N 2 2041-11-25 Floating 1.7384 N N N N N N WASHINGTON MUTUAL 2004-AR10 N/A 92922FXJ2 144050.060000 PA USD 131210.200000 0.0041006 Long ABS-MBS CORP US N 2 2044-07-25 Floating 3.964 N N N N N N WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT N/A 93976AAH5 1055000.000000 PA USD 1115060.940000 0.0348478 Long DBT MUN US N 2 2040-07-01 Fixed 6.79 N N N N N N WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD) 549300HDLRTPBQU69P29 94106BAF8 4200000.000000 PA USD 3807837.220000 0.1190023 Long DBT CORP CA N 2 2033-01-15 Fixed 4.2 N N N N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAC6 900000.000000 PA USD 850943.570000 0.0265936 Long DBT CORP US N 2 2024-09-17 Fixed 3.75 N N N N N N ARES FINANCE CO II LLC 54930012GWL4VKKENG46 04015KAB6 1100000.000000 PA USD 901655.300000 0.0281785 Long DBT CORP US N 2 2030-06-15 Fixed 3.25 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 11600000.000000 PA USD 9422360.190000 0.2944669 Long DBT CORP US N 2 2033-03-02 Floating 3.35 N N N N N N ARES FINANCE CO IV LLC N/A 039936AA7 1900000.000000 PA USD 1168316.710000 0.0365121 Long DBT CORP US N 2 2052-02-01 Fixed 3.65 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 2500000.000000 PA USD 1721683.830000 0.0538059 Long DBT CORP US N 2 2041-04-30 Floating 3.068 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 21300000.000000 PA USD 17336823.380000 0.5418091 Long DBT CORP US N 2 2053-04-25 Floating 4.611 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 70000.000000 PA USD 55814.600000 0.0017443 Long DBT CORP US N 2 2044-11-04 Fixed 4.65 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 3700000.000000 PA USD 3874311.070000 0.1210797 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KAX4 925000.000000 PA USD 918151.660000 0.0286940 Long DBT CORP US N 2 2041-03-15 Fixed 6.5 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KBB1 800000.000000 PA USD 678430.290000 0.0212023 Long DBT CORP US N 2 2043-03-15 Fixed 5.125 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAF1 2950000.000000 PA USD 2533788.870000 0.0791858 Long DBT CORP US N 2 2048-09-01 Fixed 4.95 N N N N N N WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP N/A 956708AB7 800000.000000 PA USD 523497.030000 0.0163603 Long DBT CORP US N 2 2050-06-01 Fixed 3.129 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 3050516.580000 PA USD 2080070.990000 0.0650062 Long LON CORP US N 2 2029-03-15 Fixed 15 N N Y N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BR4 681000.000000 PA USD 735936.240000 0.0229994 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AW4 16922000.000000 PA USD 17981371.690000 0.5619525 Long DBT CORP US N 2 2027-10-01 Fixed 6.95 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BX1 6900000.000000 PA USD 6216288.450000 0.1942710 Long DBT CORP US N 2 2029-11-15 Fixed 4 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96950FAF1 1900000.000000 PA USD 1854718.860000 0.0579635 Long DBT CORP US N 2 2040-04-15 Fixed 6.3 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 96949LAC9 400000.000000 PA USD 339847.280000 0.0106209 Long DBT CORP US N 2 2045-09-15 Fixed 5.1 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 88339WAA4 3500000.000000 PA USD 2334559.750000 0.0729595 Long DBT CORP US N 2 2051-10-15 Fixed 3.5 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AK7 725000.000000 PA USD 503254.260000 0.0157277 Long DBT CORP US N 2 2049-09-15 Fixed 3.875 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AM5 100000.000000 PA USD 95293.000000 0.0029781 Long DBT CORP AU N 2 2025-03-05 Fixed 3.65 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AP8 1126000.000000 PA USD 999535.830000 0.0312374 Long DBT CORP AU N 2 2028-03-15 Fixed 3.7 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AN3 1300000.000000 PA USD 1204883.170000 0.0376549 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 4500000.000000 PA USD 3911147.960000 0.1222309 Long DBT CORP US N 2 2032-04-01 Fixed 3.8 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAH9 3850000.000000 PA USD 2572031.000000 0.0803809 Long DBT CORP KY N 2 2028-08-26 Fixed 5.625 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 98313RAD8 4900000.000000 PA USD 3390310.000000 0.1059537 Long DBT CORP KY N 2 2027-10-01 Fixed 5.5 N N N N N N WYNN MACAU LIMITED 254900NMDQ8ENTHU1I31 G98149AD2 200000.000000 PA USD 138380.000000 0.0043246 Long DBT CORP KY N 2 2027-10-01 Fixed 5.5 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 40000.000000 PA USD 34793.010000 0.0010873 Long DBT CORP US N 2 2041-09-15 Fixed 4.8 N N N N N N YANGO JUSTICE INTERNATIONAL LIMITED 3003007ELD2HAYCXPT77 ACI1SQBT0 300000.000000 PA USD 16356.740000 0.0005112 Long DBT CORP HK N 2 2025-02-17 Fixed 7.5 Y Y N N N N YANGO JUSTICE INTERNATIONAL LIMITED 3003007ELD2HAYCXPT77 ACI1HZL46 300000.000000 PA USD 19306.210000 0.0006034 Long DBT CORP HK N 2 2023-04-15 Fixed 9.25 Y Y N N N N YANGO JUSTICE INTERNATIONAL LIMITED 3003007ELD2HAYCXPT77 ACI1NX2H6 1600000.000000 PA USD 86473.260000 0.0027025 Long DBT CORP HK N 2 2024-04-15 Fixed 7.5 Y Y N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 1100000.000000 PA USD 1003268.190000 0.0313541 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AG0 100000.000000 PA USD 79679.380000 0.0024901 Long DBT CORP NO N 2 2030-06-04 Fixed 3.148 N N N N N N YELLOWSTONE ENERGY LP N/A 98580LAA3 883432.340000 PA USD 890853.170000 0.0278409 Long DBT CORP US N 3 2026-12-31 Fixed 5.75 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919XAB7 1247105.260000 PA USD 1048198.210000 0.0327582 Long LON CORP US N 2 2027-03-09 Floating 6.1153 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAG7 205000.000000 PA USD 174601.580000 0.0054566 Long DBT CORP US N 2 2035-08-15 Fixed 4.25 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAH5 2397000.000000 PA USD 1876693.130000 0.0586503 Long DBT CORP US N 2 2045-08-15 Fixed 4.45 N N N N N N N/A N/A 000000000 4106000.000000 PA USD 4106000.000000 0.1283204 Long RA US N 2 Repurchase N 1.1500000 2022-10-03 3296300.000000 USD 4188126.920000 USD UST N N N N/A N/A 000000000 -5365125.000000 PA USD -5369938.710000 -0.1678209 Short RA US N 2 Reverse repurchase N 3.2300000 2024-09-22 7000000.000000 USD 5347539.410000 USD CDS N N N N/A N/A 000000000 -54188000.000000 PA USD -54237672.340000 -1.6950318 Short RA US N 2 Reverse repurchase N 3.0000000 2022-10-06 60800000.000000 USD 51005500.000000 USD UST N N N N/A N/A 000000000 -146540143.750000 PA USD -146674472.210000 -4.5838599 Short RA US N 2 Reverse repurchase N 3.0000000 2022-10-12 163961000.000000 USD 137547907.660000 USD UST N N N N/A N/A 000000000 -2609148.670000 PA USD -2611250.480000 -0.0816066 Short RA US N 2 Reverse repurchase N 2.9000000 2022-11-04 3000000.000000 USD 2607431.970000 USD CDS N N N N/A N/A 000000000 -369600.000000 PA USD -369908.000000 -0.0115603 Short RA US N 2 Reverse repurchase N 3.0000000 2022-10-05 500000.000000 USD 388553.440000 USD CDS N N N N/A N/A 000000000 -16560000.000000 PA USD -16564209.000000 -0.5176635 Short RA US N 2 Reverse repurchase N 3.0500000 2022-10-03 23000000.000000 USD 16303496.180000 USD UST N N N N/A N/A 000000000 -8643375.000000 PA USD -8651456.560000 -0.2703747 Short RA US N 2 Reverse repurchase N 3.0600000 2022-10-06 11700000.000000 USD 8293517.620000 USD UST N N N N/A N/A 000000000 -169537612.500000 PA USD -169697166.250000 -5.3033635 Short RA US N 2 Reverse repurchase N 3.0800000 2022-10-06 199479000.000000 USD 161988618.260000 USD UST N N N N/A N/A 000000000 -90644712.500000 PA USD -90730019.250000 -2.8354879 Short RA US N 2 Reverse repurchase N 3.0800000 2022-10-13 121392000.000000 USD 86317495.300000 USD UST N N N N/A N/A 000000000 -11264750.000000 PA USD -11267641.290000 -0.3521355 Short RA US N 2 Reverse repurchase N 3.0800000 2022-10-18 15700000.000000 USD 11128908.260000 USD UST N N N N/A N/A 000000000 1.000000 NC USD 129575.830000 0.0040495 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2025-12-21 217710.900000 USD 0.000000 USD 1100000.000000 USD -88135.070000 N N N N/A N/A 000000000 1.000000 NC USD 13066.920000 0.0004084 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ALIBABA GROUP HOLDING LIMITED ALIBABA GROUP HOLDING SR UNSEC Y Single Leg Swap 2024-12-21 69885.060000 USD 0.000000 USD 5800000.000000 USD -56818.140000 N N N N/A N/A 000000000 1.000000 NC USD -14562.130000 -0.0004551 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AMERICAN INTERNATIONAL GROUP INC AIG INC Y Single Leg Swap 2027-12-21 0.000000 USD -12003.970000 USD 2000000.000000 USD -2558.160000 N N N N/A N/A 000000000 1.000000 NC USD -48774.200000 -0.0015243 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-21 80468.900000 USD 0.000000 USD 5300000.000000 USD -129243.100000 N N N N/A N/A 000000000 1.000000 NC USD -10834.460000 -0.0003386 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2025-12-21 21115.780000 USD 0.000000 USD 1600000.000000 USD -31950.240000 N N N N/A N/A 000000000 1.000000 NC USD 9369.860000 0.0002928 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BAIDU INC BAIDU INC Y Single Leg Swap 2024-12-21 0.000000 USD -15115.810000 USD 2600000.000000 USD 24485.670000 N N N N/A N/A 000000000 1.000000 NC USD 6486.830000 0.0002027 N/A DCR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 BAIDU INC BAIDU INC Y Single Leg Swap 2024-12-21 0.000000 USD -426.990000 USD 1800000.000000 USD 6913.820000 N N N N/A N/A 000000000 1.000000 NC -3396.690000 -0.0001062 N/A DFE CN N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 107073.010000 USD 738279.110000 CNY 2022-12-14 -3396.690000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 253239.000000 PA USD 49444.910000 0.0015452 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC -137859.030000 -0.0043084 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6339462.270000 USD 24898238.050000 PEN 2022-12-06 -137859.030000 N N N N/A N/A 000000000 1.000000 NC 20014.720000 0.0006255 N/A DFE HU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 293899224.000000 HUF 698928.000000 USD 2022-10-14 20014.720000 N N N N/A N/A 000000000 1.000000 NC 15970.190000 0.0004991 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2020777.810000 ZAR 127265.000000 USD 2022-11-08 15970.190000 N N N N/A N/A 000000000 1.000000 NC 49927.860000 0.0015603 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 23270566.940000 ZAR 1317923.030000 USD 2023-03-13 49927.860000 N N N N/A N/A 000000000 1.000000 NC 26153.570000 0.0008173 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 17545602.490000 ZAR 987261.000000 USD 2023-01-09 26153.570000 N N N N/A N/A 000000000 1.000000 NC 37129.790000 0.0011604 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5134948.280000 ZAR 319938.260000 USD 2022-11-08 37129.790000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 16047518.000000 PA USD 3458240.130000 0.1080767 Long DBT NUSS AR N 2 2041-07-09 Variable 3.5 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HW3 172490.000000 PA USD 32319.880000 0.0010101 Long DBT NUSS AR N 2 2046-07-09 Variable 1.5 N N N N N N N/A N/A 000000000 1.000000 NC 65987.230000 0.0020622 N/A DFE GB N 2 BNP Paribas S.A. N/A 1981765.380000 USD 1834000.000000 GBP 2022-10-04 65987.230000 N N N N/A N/A 000000000 1.000000 NC -560.400000 -0.0000175 N/A DFE HU N 2 BNP Paribas S.A. N/A 6296.180000 USD 2483000.000000 HUF 2022-10-14 -560.400000 N N N N/A N/A 000000000 1.000000 NC -32661.410000 -0.0010207 N/A DFE ID N 2 BNP Paribas S.A. N/A 1196752.000000 USD 17856736592.000000 IDR 2022-11-14 -32661.410000 N N N N/A N/A 000000000 1.000000 NC 10006.700000 0.0003127 N/A DFE MX N 2 BNP Paribas S.A. N/A 2002568.330000 USD 41169000.000000 MXN 2022-12-30 10006.700000 N N N N/A N/A 000000000 1.000000 NC -334064.850000 -0.0104402 N/A DFE NO N 2 BNP Paribas S.A. N/A 3026329.000000 USD 29296815.190000 NOK 2022-11-16 -334064.850000 N N N N/A N/A 000000000 1.000000 NC -393755.690000 -0.0123056 N/A DFE NO N 2 BNP Paribas S.A. N/A 3211312.090000 USD 30660226.650000 NOK 2022-11-16 -393755.690000 N N N N/A N/A 000000000 1.000000 NC 21632.450000 0.0006761 N/A DFE CA N 2 BNP Paribas S.A. N/A 494000.000000 CAD 379239.970000 USD 2022-11-16 21632.450000 N N N N/A N/A 000000000 1.000000 NC 1078.650000 0.0000337 N/A DFE CN N 2 BNP Paribas S.A. N/A 232079.640000 CNY 33588.000000 USD 2022-10-17 1078.650000 N N N N/A N/A 000000000 1.000000 NC 39335.780000 0.0012293 N/A DFE GB N 2 BNP Paribas S.A. N/A 979000.000000 GBP 1132438.180000 USD 2022-10-04 39335.780000 N N N N/A N/A 000000000 1.000000 NC 14954.590000 0.0004674 N/A DFE JP N 2 BNP Paribas S.A. N/A 52700000.000000 JPY 379080.890000 USD 2022-10-04 14954.590000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CN2 700000.000000 PA USD 568731.390000 0.0177740 Long DBT CORP US N 2 2042-04-01 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC -9022.860000 -0.0002820 N/A DFE MX N 2 BNP Paribas S.A. N/A 41169000.000000 MXN 2034051.550000 USD 2022-10-07 -9022.860000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DB7 1500000.000000 PA USD 984342.720000 0.0307626 Long DBT CORP US N 2 2050-05-15 Fixed 3.35 N N N N N N N/A N/A 000000000 1.000000 NC 27735.650000 0.0008668 N/A DFE ZA N 2 BNP Paribas S.A. N/A 3606001.080000 ZAR 226337.000000 USD 2022-11-08 27735.650000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DA9 1400000.000000 PA USD 944832.670000 0.0295278 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 48789.510000 0.0015248 N/A DFE ZA N 2 BNP Paribas S.A. N/A 7079888.120000 ZAR 438716.000000 USD 2022-11-08 48789.510000 N N N N/A N/A 000000000 1.000000 NC USD -11868.660000 -0.0003709 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-06-23 0.000000 USD -2860.180000 USD 400000.000000 USD -9008.480000 N N N N/A N/A 000000000 1.000000 NC USD -86.940000 -0.0000027 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2023-06-21 22941.540000 USD 0.000000 USD 4600000.000000 USD -23028.480000 N N N N/A N/A 000000000 1.000000 NC USD -35028.530000 -0.0010947 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-12-22 0.000000 USD -5980.970000 USD 1000000.000000 USD -29047.560000 N N N N/A N/A 000000000 1.000000 NC USD -46604.820000 -0.0014565 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2027-06-22 0.000000 USD -65191.340000 USD 1100000.000000 USD 18586.520000 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAS6 2200000.000000 NS USD 2079946.000000 0.0650023 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC -3033.270000 -0.0000948 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOM PLC WURO SR UNSEC Y Single Leg Swap 2025-12-21 13407.060000 EUR 0.000000 EUR 1400000.000000 EUR -16440.330000 N N N N/A N/A 000000000 1.000000 NC -34540.870000 -0.0010795 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOM PLC WURO SR UNSEC Y Single Leg Swap 2028-12-21 0.000000 EUR -8505.590000 EUR 700000.000000 EUR -26035.280000 N N N N/A N/A 000000000 1.000000 NC USD -3497.310000 -0.0001093 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 0.020000 USD 0.000000 USD 1100000.000000 USD -3497.330000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 1500000.000000 PA USD 1143039.000000 0.0357222 Long DBT CORP US N 2 2032-02-15 Fixed 2.95 N N N N N N N/A N/A 000000000 1.000000 NC USD -849.440000 -0.0000265 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.28 N/A N/A Y Single Leg Swap 2022-12-21 0.000000 USD -52710.390000 USD 1445000.000000 USD 51860.950000 N N N N/A N/A 000000000 1.000000 NC USD -3927.970000 -0.0001228 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.29 N/A N/A Y Single Leg Swap 2023-06-21 0.000000 USD -15206.700000 USD 765000.000000 USD 11278.730000 N N N N/A N/A 000000000 1.000000 NC USD -33442.690000 -0.0010451 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 -125687.500000 USD 2720000.000000 USD 92244.810000 N N N N/A N/A 000000000 1.000000 NC USD -335486.590000 -0.0104846 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 -852328.800000 USD 18748000.000000 USD 516842.210000 N N N N/A N/A 000000000 1.000000 NC USD -265674.440000 -0.0083028 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.34 Y Single Leg Swap 2025-12-21 0.000000 USD -122718.800000 USD 3404000.000000 USD -142955.640000 N N N N/A N/A 000000000 1.000000 NC USD -237352.200000 -0.0074177 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.36 Y Single Leg Swap 2026-12-22 0.000000 USD -116343.200000 USD 3220000.000000 USD -121009.000000 N N N N/A N/A 000000000 1.000000 NC USD -118999.510000 -0.0037190 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.38 Y Single Leg Swap 2027-12-21 0.000000 USD -99735.000000 USD 1200000.000000 USD -19264.510000 N N N N/A N/A 000000000 1.000000 NC USD 45977.990000 0.0014369 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 128150.000000 USD 0.000000 USD 1100000.000000 USD -82172.010000 N N N N/A N/A 000000000 1.000000 NC USD 66877.080000 0.0020900 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 165600.000000 USD 0.000000 USD 1600000.000000 USD -98722.920000 N N N N/A N/A 000000000 1.000000 NC USD 200631.220000 0.0062701 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 570600.000000 USD 0.000000 USD 4800000.000000 USD -369968.780000 N N N N/A N/A 000000000 1.000000 NC USD 330205.580000 0.0103196 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 970030.000000 USD 0.000000 USD 7900000.000000 USD -639824.420000 N N N N/A N/A 000000000 1.000000 NC USD 50157.810000 0.0015675 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CDX.NA.HY.31 N/A N/A Y Single Leg Swap 2023-12-21 142560.000000 USD 0.000000 USD 1200000.000000 USD -92402.190000 N N N N/A N/A 000000000 1.000000 NC USD -298176.610000 -0.0093186 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.HY.39 Y Single Leg Swap 2027-12-21 0.000000 USD -327400.000000 USD 7600000.000000 USD 29223.390000 N N N N/A N/A OP001VGZ6 -10700000.000000 NC USD -10478.830000 -0.0003275 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 IG38 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.400000 USD 2022-11-16 XXXX 1822.170000 N N N N/A N/A OP001W3G0 -7300000.000000 NC USD -17125.440000 -0.0005352 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 IG38 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.350000 USD 2022-12-21 XXXX -8182.940000 N N N N/A N/A OP001VPN3 -5400000.000000 NC USD -6302.450000 -0.0001970 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 IG38 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.350000 USD 2022-11-16 XXXX 339.550000 N N N N/A N/A OP001WKR7 -8600000.000000 NC USD -14246.930000 -0.0004452 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 IG38 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.500000 USD 2022-12-21 XXXX -912.630000 N N N N/A N/A OP001SYF7 -5200000.000000 NC USD -322.610000 -0.0000101 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 IG38 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.600000 USD 2022-10-19 XXXX 7373.390000 N N N N/A N/A OP001W6V4 -5500000.000000 NC USD -11457.600000 -0.0003581 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 IG38 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.400000 USD 2022-12-21 XXXX -3413.850000 N N N N/A N/A OP001WXH5 -2600000.000000 NC USD -3461.690000 -0.0001082 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 IG38 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 USD 0.000000 USD N/A USD N/A 1.600000 USD 2022-12-21 XXXX 438.310000 N N N N/A N/A 000000000 1.000000 NC USD -2338.000000 -0.0000731 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2032-06-22 0.000000 USD -682.990000 USD 100000.000000 USD -1655.010000 N N N N/A N/A 000000000 1.000000 NC USD 444941.590000 0.0139053 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-22 5581819.670000 USD 0.000000 USD 725400000.000000 USD -5136878.080000 N N N N/A N/A 000000000 1.000000 NC USD -449953.740000 -0.0140619 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2032-12-21 0.000000 USD -359110.030000 USD 15600000.000000 USD -90843.710000 N N N N/A N/A 000000000 1.000000 NC USD -2176921.940000 -0.0680330 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-21 267003.880000 USD 0.000000 USD 708800000.000000 USD -2443925.820000 N N N N/A N/A 000000000 1.000000 NC -83883.470000 -0.0026215 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3376841.910000 USD 17763370.360000 BRL 2022-10-04 -83883.470000 N N N N/A N/A 000000000 1.000000 NC -159482.610000 -0.0049841 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3384466.110000 USD 17763370.360000 BRL 2023-01-04 -159482.610000 N N N N/A N/A 000000000 1.000000 NC 977.600000 0.0000306 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4118195.950000 USD 83961746.140000 MXN 2022-12-09 977.600000 N N N N/A N/A 000000000 1.000000 NC -72493.660000 -0.0022656 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2693964.400000 USD 10443152.980000 PEN 2022-10-03 -72493.660000 N N N N/A N/A 000000000 1.000000 NC -72467.110000 -0.0022647 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2671839.780000 USD 10443152.980000 PEN 2022-12-15 -72467.110000 N N N N/A N/A 000000000 1.000000 NC 159591.680000 0.0049875 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 17763370.360000 BRL 3452550.120000 USD 2022-10-04 159591.680000 N N N N/A N/A 000000000 1.000000 NC 13089.490000 0.0004091 N/A DFE CA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 361000.000000 CAD 274418.060000 USD 2022-11-16 13089.490000 N N N ASSET BACKED SEC CORP HM EQ 2005-HE6 N/A 04541GTN2 359016.510000 PA USD 358281.930000 0.0111970 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.044 N N N N N N N/A N/A 000000000 1.000000 NC 907882.450000 0.0283731 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 114009875.000000 PEN 28787464.650000 USD 2023-08-22 907882.450000 N N N N/A N/A 000000000 1.000000 NC 70063.530000 0.0021896 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10443152.980000 PEN 2691534.270000 USD 2022-10-03 70063.530000 N N N N/A N/A 000000000 1.000000 NC 4348.820000 0.0001359 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 351000.000000 PLN 75016.190000 USD 2022-10-17 4348.820000 N N N N/A N/A 000000000 1.000000 NC 96602.860000 0.0030190 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 40739885.560000 ZAR 2325243.030000 USD 2023-01-25 96602.860000 N N N N/A N/A 000000000 1.000000 NC 78382.440000 0.0024496 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13296870.070000 ZAR 810345.000000 USD 2022-11-14 78382.440000 N N N N/A N/A 000000000 1.000000 NC USD 10772.240000 0.0003367 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CITIGROUP INC CITIGROUP INC SR UNSEC Y Single Leg Swap 2022-12-21 63157.920000 USD 0.000000 USD 8700000.000000 USD -52385.680000 N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAD2 1950000.000000 PA USD 1580342.210000 0.0493887 Long DBT CORP US N 2 2031-06-15 Fixed 3.15 N N N N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAE0 1200000.000000 PA USD 786582.960000 0.0245822 Long DBT CORP US N 2 2051-09-15 Fixed 3.6 N N N N N N N/A N/A 000000000 1.000000 NC USD -11613.650000 -0.0003629 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2023-12-21 0.000000 USD -29994.650000 USD 2500000.000000 USD 18381.000000 N N N N/A N/A 000000000 1.000000 NC USD -5683.440000 -0.0001776 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-06-21 0.000000 USD -5089.120000 USD 500000.000000 USD -594.320000 N N N N/A N/A 000000000 1.000000 NC USD -24982.650000 -0.0007808 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-12-21 5489.980000 USD 0.000000 USD 1400000.000000 USD -30472.630000 N N N N/A N/A 000000000 1.000000 NC USD 42725.900000 0.0013353 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 COMCAST CORPORATION COMCAST CORP SR UNSEC Y Single Leg Swap 2026-12-22 118642.550000 USD 0.000000 USD 4500000.000000 USD -75916.650000 N N N N/A N/A 000000000 1.000000 NC USD 60750.670000 0.0018986 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 66280.110000 USD 0.000000 USD 3400000.000000 USD -5529.440000 N N N N/A N/A 000000000 1.000000 NC 253775.150000 0.0079310 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 29069202.480000 ZAR 1850151.000000 USD 2022-12-12 253775.150000 N N N N/A N/A 000000000 1.000000 NC USD -43890.150000 -0.0013717 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 DISH DBS CORPORATION DISH DBS CORP COMPANY GUARNT Y Single Leg Swap 2023-06-21 0.000000 USD -42703.870000 USD 8300000.000000 USD -1186.280000 N N N N/A N/A 000000000 1.000000 NC USD 8516.680000 0.0002662 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ENBRIDGE INC ENBRIDGE INC SR UNSEC Y Single Leg Swap 2026-12-22 35585.190000 USD 0.000000 USD 3700000.000000 USD -27068.510000 N N N N/A N/A 000000000 1.000000 NC USD 125940.190000 0.0039359 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2023-12-21 479978.780000 USD 0.000000 USD 4200000.000000 USD -354038.590000 N N N N/A N/A 000000000 1.000000 NC USD 267436.670000 0.0083579 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2024-12-21 722563.770000 USD 0.000000 USD 6800000.000000 USD -455127.100000 N N N N/A N/A 000000000 1.000000 NC USD 16796.100000 0.0005249 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2023-12-21 72353.060000 USD 0.000000 USD 600000.000000 USD -55556.960000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 8300000.000000 PA USD 5629905.770000 0.1759454 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 14500000.000000 PA USD 9756698.520000 0.3049156 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 6630000.000000 PA USD 4428633.670000 0.1384033 Long DBT CORP US N 2 2053-09-15 Fixed 3.5 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 15089000.000000 PA USD 9942887.500000 0.3107344 Long DBT CORP US N 2 2055-09-15 Fixed 3.55 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 34318000.000000 PA USD 22306284.070000 0.6971144 Long DBT CORP US N 2 2059-09-15 Fixed 3.65 N N N N N N N/A N/A 000000000 1.000000 NC USD 12858.750000 0.0004019 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-12-21 0.000000 USD -63412.480000 USD 4000000.000000 USD 76271.230000 N N N N/A N/A 000000000 1.000000 NC USD -15959.090000 -0.0004988 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-06-21 22349.260000 USD 0.000000 USD 1900000.000000 USD -38308.350000 N N N N/A N/A 000000000 1.000000 NC USD -4150.080000 -0.0001297 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-22 3483.550000 USD 0.000000 USD 300000.000000 USD -7633.630000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 30117000.000000 PA USD 20407786.970000 0.6377827 Long DBT CORP US N 2 2057-12-01 Fixed 3.8 N N N N N N ATLANTIC AVIATION (AKA: KKR APPLE BIDCO LLC) 2549001SCJD3WEYJFM53 48254EAB7 1985000.000000 PA USD 1899813.730000 0.0593728 Long LON CORP US N 2 2028-09-23 Floating 5.8653 N N N N N N N/A N/A 000000000 1.000000 NC 31789.050000 0.0009935 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2011285.360000 USD 41169000.000000 MXN 2022-10-07 31789.050000 N N N N/A N/A 000000000 1.000000 NC 1105.950000 0.0000346 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 349000.000000 CNY 49993.330000 USD 2022-10-17 1105.950000 N N N N/A N/A 000000000 1.000000 NC -2269.600000 -0.0000709 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5546000.000000 MXN 269264.200000 USD 2022-12-21 -2269.600000 N N N N/A N/A 000000000 1.000000 NC 8089.770000 0.0002528 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3870822.330000 PEN 972226.440000 USD 2022-12-06 8089.770000 N N N N/A N/A 000000000 1.000000 NC 25041.700000 0.0007826 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3468206.840000 ZAR 216054.000000 USD 2022-11-08 25041.700000 N N N N/A N/A 000000000 1.000000 NC 10193.530000 0.0003186 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1806356.840000 ZAR 108090.000000 USD 2023-05-12 10193.530000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AM7 25000.000000 PA USD 20289.570000 0.0006341 Long DBT CORP US N 2 2044-10-15 Fixed 4.125 N N N N N N N/A N/A 000000000 874.000000 NC USD 0.000000 0.0000000 N/A DE US N 3 None N/A Call Purchased GUARANTEED RATE INC GUARANTEED RATE INC N/A 0.010000 USD 2060-12-31 XXXX -114695.700000 N N N N/A N/A 000000000 1.000000 NC -86251.570000 -0.0026955 N/A DFE CH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1894312.900000 USD 1777000.000000 CHF 2022-11-16 -86251.570000 N N N N/A N/A 000000000 1.000000 NC -18142.510000 -0.0005670 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1420594.200000 USD 1431000.000000 EUR 2022-10-04 -18142.510000 N N N N/A N/A 000000000 1.000000 NC 30053.970000 0.0009392 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1271452.560000 USD 1328000.000000 EUR 2022-10-04 30053.970000 N N N N/A N/A 000000000 1.000000 NC -22836.520000 -0.0007137 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1448670.810000 USD 1277000.000000 GBP 2022-10-04 -22836.520000 N N N N/A N/A 000000000 1.000000 NC 2494.290000 0.0000780 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 310323.350000 CNY 46241.000000 USD 2023-05-10 2494.290000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 2500000.000000 NS USD 2018875.000000 0.0630937 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC USD -130386.920000 -0.0040748 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HUARONG FINANCE 2019 CO LTD HUARONG FINANCE 2019 Y Single Leg Swap 2024-12-21 0.000000 USD -58056.600000 USD 1600000.000000 USD -72330.320000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BJ3 9000000.000000 NS USD 6678000.000000 0.2087004 Long EP CORP US N 2 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513CB9 1900000.000000 NS USD 1716745.000000 0.0536516 Long EP CORP US N 2 N N N AUSTRALIA GOVT 213800J6B7JSBDETCB42 BMGX73II0 7750000.000000 PA 3866598.940000 0.1208387 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 USD -16061.760000 -0.0005020 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2025-06-21 0.000000 USD -90524.460000 USD 3400000.000000 USD 74462.700000 N N N N/A N/A 000000000 1.000000 NC USD -1889.620000 -0.0000591 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2025-06-21 0.000000 USD -9713.550000 USD 400000.000000 USD 7823.930000 N N N N/A N/A OP001X4R3 -2800000.000000 NC -5260.050000 -0.0001644 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 MAIN37 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.000000 EUR 2022-12-21 XXXX 1738.370000 N N N N/A N/A OP001WWJ2 -2800000.000000 NC -2709.900000 -0.0000847 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 MAIN37 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.900000 EUR 2022-11-16 XXXX 743.150000 N N N N/A N/A OP001T5G5 -4100000.000000 NC -2627.350000 -0.0000821 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN37 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.600000 EUR 2022-10-19 XXXX 12049.560000 N N N N/A N/A OP001XNK7 -5600000.000000 NC -5626.800000 -0.0001758 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN37 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.000000 EUR 2023-03-15 XXXX 4286.880000 N N N N/A N/A OP001WWK9 -2900000.000000 NC -2806.680000 -0.0000877 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN37 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.900000 EUR 2022-11-16 XXXX -133.430000 N N N N/A N/A OP001WV20 -2800000.000000 NC -2709.900000 -0.0000847 N/A DCR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DCR N/A SWOP CDX ITRAXX MAIN37 (V1 ONLY) 5Y SP Single Leg Swap 2027-06-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 1.900000 EUR 2022-11-16 XXXX 642.540000 N N N N/A N/A 000000000 1.000000 NC -221.120000 -0.0000069 N/A DCR JP N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A ITRAXX JAPAN SERIES 37 Y Single Leg Swap 2027-06-21 3169.250000 JPY 0.000000 JPY 20004000.000000 JPY -3390.370000 N N N N/A N/A 000000000 1.000000 NC -1873.820000 -0.0000586 N/A DCR JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A ITRAXX JAPAN SERIES 38 Y Single Leg Swap 2027-12-21 0.000000 JPY -744.040000 JPY 29145000.000000 JPY -1129.780000 N N N N/A N/A 000000000 1.000000 NC -803.170000 -0.0000251 N/A DCR JP N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A ITRAXX JAPAN SERIES 38 Y Single Leg Swap 2027-12-21 0.000000 JPY -478.370000 JPY 12491000.000000 JPY -324.800000 N N N N/A N/A 000000000 1.000000 NC -2194.880000 -0.0000686 N/A DCR JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A ITRAXX JAPAN SERIES 38 Y Single Leg Swap 2027-12-21 0.000000 JPY -602.080000 JPY 34141000.000000 JPY -1592.800000 N N N N/A N/A 000000000 1.000000 NC -25392.330000 -0.0007936 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1231834.000000 USD 1231000.000000 EUR 2022-10-04 -25392.330000 N N N N/A N/A 000000000 1.000000 NC -16459.260000 -0.0005144 N/A DFE ID N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 784641.900000 USD 11780613487.000000 IDR 2022-11-07 -16459.260000 N N N N/A N/A 000000000 1.000000 NC -487.630000 -0.0000152 N/A DFE IN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 26085.420000 USD 2095754.810000 INR 2022-11-14 -487.630000 N N N AGRIBANK FCB I0JS1G88CFNZT8P31C22 00850L203 40000.000000 NS USD 4100000.000000 0.1281329 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC 1625.170000 0.0000508 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 408277.150000 CNY 58816.000000 USD 2022-10-17 1625.170000 N N N N/A N/A 000000000 1.000000 NC 26104.950000 0.0008158 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 349295600.000000 HUF 832985.000000 USD 2022-10-14 26104.950000 N N N N/A N/A 000000000 1.000000 NC 50750.030000 0.0015860 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 658980241.000000 HUF 1573008.000000 USD 2022-10-14 50750.030000 N N N N/A N/A 000000000 1.000000 NC 15206.950000 0.0004752 N/A DFE HU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 114800000.000000 HUF 280397.320000 USD 2022-10-14 15206.950000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAC5 3400000.000000 PA USD 3339128.640000 0.1043542 Long DBT CORP US N 2 2023-05-01 Fixed 3.875 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 4500000.000000 PA USD 4184841.200000 0.1307844 Long DBT CORP US N 2 2025-10-01 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC USD -10563.450000 -0.0003301 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-21 0.000000 USD -23305.520000 USD 2800000.000000 USD 12742.070000 N N N N/A N/A 000000000 1.000000 NC USD 1849.590000 0.0000578 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-06-21 0.000000 USD -6495.110000 USD 700000.000000 USD 8344.700000 N N N N/A N/A 000000000 1.000000 NC USD 1960.550000 0.0000613 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -42499.990000 USD 2400000.000000 USD 44460.540000 N N N N/A N/A 000000000 1.000000 NC USD -127366.320000 -0.0039804 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-12-21 0.000000 USD -125845.610000 USD 3000000.000000 USD -1520.710000 N N N N/A N/A 000000000 1.000000 NC USD 6290.060000 0.0001966 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -121891.280000 USD 7700000.000000 USD 128181.340000 N N N N/A N/A 000000000 1.000000 NC USD -4237.580000 -0.0001324 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-21 0.000000 USD -37426.340000 USD 2800000.000000 USD 33188.760000 N N N N/A N/A 000000000 1.000000 NC USD 10374.540000 0.0003242 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -237076.940000 USD 12700000.000000 USD 247451.480000 N N N N/A N/A 000000000 1.000000 NC USD -29925.710000 -0.0009352 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-21 0.000000 USD -12497.290000 USD 1600000.000000 USD -17428.420000 N N N N/A N/A 000000000 1.000000 NC USD -9054.380000 -0.0002830 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 -21143.950000 USD 2400000.000000 USD 12089.570000 N N N N/A N/A 000000000 1.000000 NC USD -3759.390000 -0.0001175 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 -4131.090000 USD 300000.000000 USD 371.700000 N N N N/A N/A 000000000 1.000000 NC USD -98800.370000 -0.0030877 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-12-21 11256.740000 USD 0.000000 USD 4000000.000000 USD -110057.110000 N N N N/A N/A 000000000 1.000000 NC USD -97815.880000 -0.0030569 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-06-21 0.000000 USD -9811.650000 USD 2900000.000000 USD -88004.230000 N N N N/A N/A 000000000 1.000000 NC USD -250487.080000 -0.0078282 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-12-21 0.000000 USD -204775.720000 USD 5900000.000000 USD -45711.360000 N N N N/A N/A 000000000 1.000000 NC USD 6167.530000 0.0001927 N/A DCR US N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-21 0.000000 USD -139323.460000 USD 7550000.000000 USD 145490.990000 N N N N/A N/A 000000000 1.000000 NC -121480.380000 -0.0037965 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1516892.170000 USD 2181524.000000 AUD 2022-10-04 -121480.380000 N N N N/A N/A 000000000 1.000000 NC -37127.820000 -0.0011603 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2513522.300000 USD 3870262.000000 AUD 2022-11-02 -37127.820000 N N N N/A N/A 000000000 1.000000 NC -3119.270000 -0.0000975 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 81573.000000 USD 558669.010000 CNY 2022-12-14 -3119.270000 N N N N/A N/A 000000000 1.000000 NC 668309.980000 0.0208860 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 42280736.240000 USD 43823317.000000 EUR 2022-10-04 668309.980000 N N N N/A N/A 000000000 1.000000 NC 598053.320000 0.0186903 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 19013030.000000 USD 17564000.000000 GBP 2022-10-04 598053.320000 N N N N/A N/A 000000000 1.000000 NC -22377.650000 -0.0006993 N/A DFE ID N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 631621.000000 USD 9344201074.000000 IDR 2022-11-10 -22377.650000 N N N N/A N/A 000000000 1.000000 NC 5666.460000 0.0001771 N/A DFE MX N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 343059.210000 USD 7053000.000000 MXN 2022-10-27 5666.460000 N N N AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) 635400CPI3EOIFF6OC33 70014LAC4 5530000.000000 PA USD 5498482.710000 0.1718382 Long DBT CORP KY N 2 2023-03-15 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC 36961.070000 0.0011551 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3870262.000000 AUD 2512574.090000 USD 2022-10-04 36961.070000 N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAH4 2000000.000000 PA USD 1811163.780000 0.0566024 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N 2022-11-03 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer