NPORT-P false 0000810893 XXXXXXXX S000024285 C000071766 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Long Duration Credit Bond Portfolio S000024285 ARRW3S61ZWIBB3UOV031 2023-03-31 2022-12-31 N 33724010327.470001 10113942274.450001 23610068053.020000 0.000000 0.000000 6200720554.060000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 15812355.930000 JPY AUD EUR PEN USD GBP N Bloomberg US Long Credit Total Return Unhedged Index LULCTRUU N/A N/A 000000000 -74900000.000000 NC -2457567.180000 -0.0104090 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 0.000000 0.000000 DIR N/A IRS EUR R 3.14000 06/13/23-10Y LCH 2033-06-13 0.000000 EUR 0.000000 EUR N/A EUR N/A 3.140000 EUR 2023-06-09 XXXX -1421876.970000 N N N N/A N/A 000000000 -31900000.000000 NC USD -266617.010000 -0.0011293 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 N/A OIS USD R SOFR/3.55 01/17/23 LCH 2033-01-17 0.000000 USD 0.000000 USD N/A USD N/A 3.550000 USD 2023-01-12 XXXX -88774.510000 N N N N/A N/A 000000000 -31900000.000000 NC USD -4300.120000 -0.0000182 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 N/A OIS USD R SOFR/3.0 01/17/23 LCH 2033-01-17 0.000000 USD 0.000000 USD N/A USD N/A 3.000000 USD 2023-01-12 XXXX 173542.380000 N N N N/A N/A 000000000 -14600000.000000 NC USD -2010.420000 -0.0000085 N/A DIR US N 2 BNP Paribas S.A. N/A Call Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.61 01/19/23 LCH 2053-01-19 0.000000 USD 0.000000 USD N/A USD N/A 2.610000 USD 2023-01-17 XXXX 132674.580000 N N N N/A N/A 000000000 -14600000.000000 NC USD -419234.620000 -0.0017757 N/A DIR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.11 01/19/23 LCH 2053-01-19 0.000000 USD 0.000000 USD N/A USD N/A 3.110000 USD 2023-01-17 XXXX -284549.620000 N N N N/A N/A 000000000 -12500000.000000 NC USD -456902.500000 -0.0019352 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.05 01/19/23 LCH 2053-01-19 0.000000 USD 0.000000 USD N/A USD N/A 3.050000 USD 2023-01-17 XXXX -361902.500000 N N N N/A N/A 000000000 -12500000.000000 NC USD -1547.500000 -0.0000066 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.6 01/19/23 LCH 2053-01-19 0.000000 USD 0.000000 USD N/A USD N/A 2.600000 USD 2023-01-17 XXXX 93452.500000 N N N N/A N/A 000000000 -25500000.000000 NC USD -427731.900000 -0.0018117 N/A DIR US N 2 BNP Paribas S.A. N/A Put Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.4 01/19/23 LCH 2033-01-19 0.000000 USD 0.000000 USD N/A USD N/A 3.400000 USD 2023-01-17 XXXX -323181.900000 N N N N/A N/A 000000000 -25500000.000000 NC USD -2820.300000 -0.0000119 N/A DIR US N 2 BNP Paribas S.A. N/A Call Written BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.9 01/19/23 LCH 2033-01-19 0.000000 USD 0.000000 USD N/A USD N/A 2.900000 USD 2023-01-17 XXXX 101729.700000 N N N N/A N/A 000000000 -15100000.000000 NC USD -337099.950000 -0.0014278 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 N/A OIS USD R SOFR/3.18 01/23/23 LCH 2053-01-23 0.000000 USD 0.000000 USD N/A USD N/A 3.180000 USD 2023-01-19 XXXX -206484.950000 N N N N/A N/A 000000000 -15100000.000000 NC USD -11936.550000 -0.0000506 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 N/A OIS USD R SOFR/2.74 01/23/23 LCH 2053-01-23 0.000000 USD 0.000000 USD N/A USD N/A 2.740000 USD 2023-01-19 XXXX 118678.450000 N N N N/A N/A 000000000 -25000000.000000 NC USD -296355.000000 -0.0012552 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.52 01/25/23 LCH 2033-01-25 0.000000 USD 0.000000 USD N/A USD N/A 3.520000 USD 2023-01-23 XXXX -173855.000000 N N N N/A N/A 000000000 -25000000.000000 NC USD -21035.000000 -0.0000891 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.07 01/25/23 LCH 2033-01-25 0.000000 USD 0.000000 USD N/A USD N/A 3.070000 USD 2023-01-23 XXXX 101465.000000 N N N N/A N/A 000000000 -13300000.000000 NC USD -166390.980000 -0.0007047 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/3.32 01/25/23 LCH 2053-01-25 0.000000 USD 0.000000 USD N/A USD N/A 3.320000 USD 2023-01-23 XXXX -67970.980000 N N N N/A N/A 000000000 -13300000.000000 NC USD -39040.820000 -0.0001654 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/2.87 01/25/23 LCH 2053-01-25 0.000000 USD 0.000000 USD N/A USD N/A 2.870000 USD 2023-01-23 XXXX 59379.180000 N N N N/A N/A 000000000 50000000.000000 NC 21289013.870000 0.0901692 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R 0.49500 09/20/23-30Y LCH 2053-09-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.000000 EUR 2023-09-18 XXXX 21289013.870000 N N N N/A N/A 000000000 -285000000.000000 NC -44937059.180000 -0.1903301 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC 0.000000 0.000000 DIR N/A IRS EUR R -0.05000 09/20/23-5Y LCH 2028-09-20 0.000000 EUR 0.000000 EUR N/A EUR N/A 0.000000 EUR 2023-09-18 XXXX -44937059.180000 N N N AGRIBANK FCB I0JS1G88CFNZT8P31C22 00850L203 130000.000000 NS USD 12980500.000000 0.0549787 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC -5700356.050000 -0.0241438 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-02-28 0.000000 GBP -149162.020000 GBP 11400000.000000 GBP -5551194.030000 N N N N/A N/A 000000000 1.000000 NC 8507038.260000 0.0360314 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 9963019.920000 GBP 0.000000 GBP 49940000.000000 GBP -1455981.660000 N N N N/A N/A 000000000 1.000000 NC 40684.490000 0.0001723 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2028-03-20 0.000000 JPY -54775.260000 JPY 290200000.000000 JPY 95459.750000 N N N BANCO DE CREDITO DEL PERU SA 549300EQYQ8SCQZ4BY14 05971U2B2 14500000.000000 PA 3566998.090000 0.0151080 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N N/A N/A 000000000 1.000000 NC 623224.590000 0.0026397 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2024-09-15 0.000000 JPY -157445.030000 JPY 23360600000.000000 JPY 780669.620000 N N N N/A N/A 000000000 1.000000 NC 19339.120000 0.0000819 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2023-12-15 0.000000 JPY -38756.160000 JPY 3100000000.000000 JPY 58095.280000 N N N N/A N/A 000000000 1.000000 NC USD 172485000.780000 0.7305570 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-15 77263466.140000 USD 0.000000 USD 1393300000.000000 USD 95221534.640000 N N N N/A N/A 000000000 1.000000 NC USD 43472449.710000 0.1841267 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2027-06-15 15081597.480000 USD 0.000000 USD 351100000.000000 USD 28390852.230000 N N N BANCO DE CREDITO E INVERSIONES SA/SANTIAGO BRANCH 549300E9E5Y3PKW24142 05890PZA7 9200000.000000 PA USD 8484236.960000 0.0359348 Long DBT CORP CL N 2 2027-10-12 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 29156624.440000 0.1234923 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2026-12-15 1177386.070000 USD 0.000000 USD 275000000.000000 USD 27979238.370000 N N N BANCO DE CREDITO E INVERSIONES SA/SANTIAGO BRANCH 549300E9E5Y3PKW24142 P32133CG6 1900000.000000 PA USD 1888157.360000 0.0079973 Long DBT CORP CL N 2 2023-02-11 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC USD 52173283.070000 0.2209790 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2027-06-15 37865174.960000 USD 0.000000 USD 584500000.000000 USD 14308108.110000 N N N BANCO INBURSA SA 9598007PWYZP4GP23S45 05969LAB7 5100000.000000 PA USD 4815522.000000 0.0203961 Long DBT CORP MX N 2 2027-04-11 Fixed 4.375 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 7100000.000000 NS USD 6499411.000000 0.0275281 Long EP CORP US N 2 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAJ4 18400000.000000 PA USD 17298003.760000 0.0732654 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 6600000.000000 PA USD 6182743.250000 0.0261869 Long DBT CORP ES N 2 2025-05-28 Fixed 2.746 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAF6 5400000.000000 PA USD 4556547.590000 0.0192992 Long DBT CORP ES N 2 2030-05-28 Fixed 3.49 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAC3 7200000.000000 PA USD 6283907.140000 0.0266154 Long DBT CORP ES N 2 2029-06-27 Fixed 3.306 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 11800000.000000 PA USD 11197512.650000 0.0474269 Long DBT CORP CO N 2 2025-01-29 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC USD 1338835.410000 0.0056706 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TECK RESOURCES LIMITED TECK COMINCO LIMITED NT YANKEE Y Single Leg Swap 2026-06-20 1877430.000000 USD 0.000000 USD 10800000.000000 USD -538594.590000 N N N N/A N/A 000000000 1.000000 NC 4227.530000 0.0000179 N/A DCR ES N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TELEFONICA EMISIONES SAU TELEFONICA EMISIONES SAU CO GTD SR UNSEC Y Single Leg Swap 2026-06-20 23337.400000 EUR 0.000000 EUR 1000000.000000 EUR -19109.870000 N N N N/A N/A 000000000 1.000000 NC -65077.890000 -0.0002756 N/A DCR ES N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TELEFONICA EMISIONES SAU TELEFONICA EMISIONES SAU CO GTD SR UNSEC Y Single Leg Swap 2028-06-20 40506.990000 EUR 0.000000 EUR 4100000.000000 EUR -105584.880000 N N N N/A N/A 000000000 1.000000 NC USD 21399.240000 0.0000906 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 TENCENT HOLDINGS LIMITED TENCENT HOLDINGS LTD SR UNSEC REGS Y Single Leg Swap 2024-12-20 97768.790000 USD 0.000000 USD 8800000.000000 USD -76369.550000 N N N N/A N/A 000000000 1.000000 NC USD 3404.420000 0.0000144 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TENCENT HOLDINGS LIMITED TENCENT HOLDINGS LTD SR UNSEC REGS Y Single Leg Swap 2024-12-20 13406.580000 USD 0.000000 USD 1400000.000000 USD -10002.160000 N N N N/A N/A 000000000 1.000000 NC -465712.020000 -0.0019725 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 TESCO PLC TESCO PLC SR UNSECURED EMTN REGS Y Single Leg Swap 2028-06-20 219342.320000 EUR 0.000000 EUR 20500000.000000 EUR -685054.340000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHP7 3180000.000000 PA USD 3428978.450000 0.0145234 Long DBT CORP US N 2 2027-06-15 Fixed 8.05 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHQ5 14862000.000000 PA USD 13527919.410000 0.0572972 Long DBT CORP US N 2 2030-02-07 Floating 3.974 N N N N N N N/A N/A 000000000 -22000000.000000 NC USD -55684.200000 -0.0002358 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 4.5% MAR 30YR N/A 99.000000 USD 2023-03-06 XXXX 105878.300000 N N N N/A N/A 000000000 -22700000.000000 NC USD -208.840000 -0.0000009 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% JAN 30YR N/A 101.860000 USD 2023-01-05 XXXX 67181.790000 N N N N/A N/A 000000000 -18800000.000000 NC USD -141.000000 -0.0000006 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% JAN 30YR N/A 101.890000 USD 2023-01-05 XXXX 55671.500000 N N N N/A N/A 000000000 -13500000.000000 NC USD -184516.650000 -0.0007815 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 5.0% MAR 30YR N/A 98.770000 USD 2023-03-06 XXXX -70610.400000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 300000.000000 NS USD 250503.000000 0.0010610 Long EP CORP US N 2 N N N N/A N/A 000000000 -16600000.000000 NC USD -37009.700000 -0.0001568 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 4.5% MAR 30YR N/A 99.160000 USD 2023-03-06 XXXX 83599.680000 N N N N/A N/A 000000000 -26400000.000000 NC USD -160052.640000 -0.0006779 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 99.750000 USD 2023-02-06 XXXX 25572.360000 N N N N/A N/A 000000000 -26400000.000000 NC USD -60316.080000 -0.0002555 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 101.750000 USD 2023-02-06 XXXX 92308.920000 N N N N/A N/A 000000000 -17400000.000000 NC USD -267646.800000 -0.0011336 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% MAR 30YR N/A 97.000000 USD 2023-03-06 XXXX -118115.550000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 2200000.000000 PA USD 1732309.770000 0.0073372 Long DBT CORP US N 2 2051-03-20 Floating 4.083 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 4000000.000000 NS USD 3496360.000000 0.0148088 Long EP CORP US N 2 N N N N/A N/A 000000000 -13500000.000000 NC USD -44412.300000 -0.0001881 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 5.0% MAR 30YR N/A 100.770000 USD 2023-03-06 XXXX 52618.950000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 50500000.000000 NS USD 43234060.000000 0.1831170 Long EP CORP US N 2 N N N N/A N/A 000000000 -9.000000 NC 71041.180000 0.0003009 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Short N/A UNITED KINGDOM GOVT 2023-03-29 -1086967.030000 GBP 71041.180000 N N N N/A N/A 000000000 -312.000000 NC USD 374963.040000 0.0015881 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-03-22 -36781875.000000 USD 374963.040000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJT7 10000000.000000 PA USD 8027848.500000 0.0340018 Long DBT CORP US N 2 2032-04-22 Floating 2.687 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 88000000.000000 PA USD 80742579.280000 0.3419837 Long DBT CORP US N 2 2033-04-27 Floating 4.571 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 8700000.000000 PA USD 6412013.010000 0.0271580 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 USD 606.310000 0.0000026 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2026-12-20 240030.880000 USD 0.000000 USD 10000000.000000 USD -239424.570000 N N N N/A N/A 000000000 1.000000 NC USD -55780.700000 -0.0002363 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2027-06-20 0.000000 USD -108657.280000 USD 22300000.000000 USD 52876.580000 N N N N/A N/A 000000000 1.000000 NC USD -4502.130000 -0.0000191 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2027-12-20 0.000000 USD -9998.670000 USD 900000.000000 USD 5496.540000 N N N N/A N/A 000000000 1.000000 NC 91185.360000 0.0003862 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VODAFONE GROUP PLC VODAFONE GROUP PLC SR UNSEC EMTN Y Single Leg Swap 2024-06-20 227389.830000 EUR 0.000000 EUR 9600000.000000 EUR -136204.470000 N N N N/A N/A 000000000 1.000000 NC -185026.040000 -0.0007837 N/A DCR NL N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 VOLKSWAGEN INTERNATIONAL FINANCE NV VOLKSWAGEN INTL FIN NV CO GTD Y Single Leg Swap 2028-06-20 90621.030000 EUR 0.000000 EUR 6900000.000000 EUR -275647.070000 N N N N/A N/A 000000000 1.000000 NC USD 97035.780000 0.0004110 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 WILLIAMS COS INC WILLIAMS COMPANIES INC SMR Y Single Leg Swap 2026-12-20 77963.060000 USD 0.000000 USD 10900000.000000 USD 19072.720000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 13900000.000000 PA USD 12818144.510000 0.0542910 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHM4 3000000.000000 PA USD 2803163.520000 0.0118727 Long DBT CORP US N 2 2029-07-23 Floating 4.271 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 30600000.000000 PA USD 26381745.940000 0.1117394 Long DBT CORP US N 2 2030-07-23 Floating 3.194 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 12355000.000000 PA USD 9544376.000000 0.0404250 Long DBT CORP US N 2 2032-07-21 Floating 2.299 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKY4 5200000.000000 PA USD 4952193.580000 0.0209749 Long DBT CORP US N 2 2033-07-22 Floating 5.015 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 1700000.000000 PA USD 1069076.600000 0.0045281 Long DBT CORP US N 2 2052-07-21 Floating 2.972 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 85251000.000000 PA USD 77341185.450000 0.3275771 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 8700000.000000 PA USD 10153027.630000 0.0430030 Long DBT CORP US N 2 2038-05-14 Fixed 7.75 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06050TJZ6 9200000.000000 PA USD 9435799.960000 0.0399652 Long DBT CORP US N 2 2036-10-15 Fixed 6 N N N N N N BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP N/A 06684QAB8 15000000.000000 PA USD 10836219.450000 0.0458966 Long DBT CORP US N 2 2050-08-15 Fixed 3.54 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 10700000.000000 PA USD 10473160.000000 0.0443589 Long DBT CORP GB N 2 2023-09-15 Floating 7.75 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI0SSSH6 1300000.000000 PA 1557458.980000 0.0065966 Long DBT CORP GB N 2 2023-03-15 Floating 7.25 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 ACI1CH093 8400000.000000 PA 9625943.590000 0.0407705 Long DBT CORP GB N 2 2025-06-15 Floating 7.125 N N N N Y BARCLAYS PLC GBP XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAN5 5000000.000000 PA USD 4844081.400000 0.0205170 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAU9 4400000.000000 PA USD 4095693.010000 0.0173472 Long DBT CORP GB N 2 2028-01-10 Fixed 4.337 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBB0 15000000.000000 PA USD 14897810.550000 0.0630994 Long DBT CORP GB N 2 2024-05-16 Floating 4.338 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 40987000.000000 PA USD 38566268.430000 0.1633467 Long DBT CORP GB N 2 2029-05-16 Floating 4.972 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECA1 2400000.000000 PA USD 2274019.870000 0.0096316 Long DBT CORP GB N 2 2033-08-09 Floating 5.746 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 8500000.000000 PA USD 8932310.170000 0.0378326 Long DBT CORP GB N 2 2033-11-02 Floating 7.437 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBW4 6000000.000000 PA USD 4117043.100000 0.0174377 Long DBT CORP GB N 2 2042-11-24 Floating 3.33 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 2075000.000000 PA USD 1915487.610000 0.0081130 Long DBT CORP GB N 2 2030-06-20 Floating 5.088 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAG7 8500000.000000 PA USD 8577408.480000 0.0363295 Long DBT CORP US N 2 2041-05-30 Fixed 5.7 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 12200000.000000 PA USD 9525297.860000 0.0403442 Long DBT CORP US N 2 2037-08-15 Fixed 4.39 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBF1 23333000.000000 PA USD 16574280.620000 0.0702001 Long DBT CORP US N 2 2047-08-15 Fixed 4.54 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 4200000.000000 PA USD 3058380.320000 0.0129537 Long DBT CORP US N 2 2049-09-06 Fixed 4.758 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAD4 12600000.000000 NS USD 10763802.000000 0.0455899 Long EP CORP US N 2 N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAE2 15000000.000000 NS USD 14807100.000000 0.0627152 Long EP CORP US N 2 N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CV9 10000000.000000 PA USD 6497413.900000 0.0275197 Long DBT CORP US N 2 2051-12-01 Fixed 3.132 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024NT5 540000.000000 PA USD 567512.030000 0.0024037 Long DBT MUN US N 2 2030-04-01 Fixed 6.793 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024ND0 4800000.000000 PA USD 5455837.920000 0.0231081 Long DBT MUN US N 2 2049-04-01 Fixed 6.263 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024NV0 15775000.000000 PA USD 19441759.930000 0.0823452 Long DBT MUN US N 2 2050-04-01 Fixed 7.043 N N N N N N BAY AREA TOLL AUTHORITY 5493001FUZGUQMIP5D78 072024PY2 28895000.000000 PA USD 35384320.010000 0.1498696 Long DBT MUN US N 2 2050-10-01 Fixed 6.907 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 900000.000000 PA USD 786518.950000 0.0033313 Long DBT CORP US N 2 2038-06-25 Fixed 4.625 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAQ6 27000000.000000 PA USD 23413490.100000 0.0991674 Long DBT CORP US N 2 2048-06-25 Fixed 4.875 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAZ6 14484000.000000 PA USD 12594901.850000 0.0533455 Long DBT CORP US N 2 2034-07-15 Fixed 4.2 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 4000000.000000 PA USD 3171470.520000 0.0134327 Long DBT CORP US N 2 2044-07-15 Fixed 4.4 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 9800000.000000 PA USD 9219155.960000 0.0390476 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 10700000.000000 PA USD 8263697.100000 0.0350007 Long DBT CORP US N 2 2050-05-20 Fixed 3.794 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 24790000.000000 PA USD 21416462.020000 0.0907090 Long DBT CORP US N 2 2049-01-15 Fixed 4.45 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AF8 580000.000000 PA USD 507802.900000 0.0021508 Long DBT CORP US N 2 2045-02-01 Fixed 4.5 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BE0 15000000.000000 PA USD 13107761.550000 0.0555177 Long DBT CORP US N 2 2053-05-01 Fixed 4.6 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 3500000.000000 PA USD 3135283.340000 0.0132794 Long DBT CORP US N 2 2049-01-15 Fixed 4.25 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DA6 7900000.000000 PA USD 6866181.430000 0.0290816 Long DBT CORP US N 2 2032-03-15 Fixed 2.875 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 13600000.000000 PA USD 10912194.190000 0.0462184 Long DBT CORP US N 2 2052-03-15 Fixed 3.85 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 13700000.000000 PA USD 12128740.150000 0.0513711 Long DBT CORP US N 2 2048-08-15 Fixed 4.2 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670BK3 745000.000000 PA USD 700204.530000 0.0029657 Long DBT CORP US N 2 2043-02-11 Fixed 4.5 N N N N N N BETH ISRAEL LAHEY HEALTH INC 549300QPZ5W3279DU141 08661UAB2 14000000.000000 PA USD 8687097.580000 0.0367940 Long DBT CORP US N 2 2051-07-01 Fixed 3.08 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAF3 30145000.000000 PA USD 28301737.550000 0.1198715 Long DBT CORP GB N 2 2041-10-15 Fixed 5.125 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAK7 20500000.000000 PA USD 20407278.500000 0.0864346 Long DBT CORP US N 2 2023-07-24 Fixed 5.375 N N N N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541TAP6 6100000.000000 PA USD 5722370.780000 0.0242370 Long DBT CORP US N 2 2025-12-15 Fixed 4.375 N N N N N N BIG COMMERCIAL MORTGAGE TRUST 2022-BIG N/A 05551UAA3 5600000.000000 PA USD 5386095.680000 0.0228127 Long ABS-MBS CORP US N 2 2039-02-15 Floating 5.67751 N N N N N N BIO-RAD LABORATORIES INC 549300ZC1GPV35XYDK53 090572AQ1 24000000.000000 PA USD 20621282.400000 0.0873411 Long DBT CORP US N 2 2032-03-15 Fixed 3.7 N N N N N N BIOGEN INC (AKA: BIOGEN IDEC INC) W8J5WZB5IY3K0NDQT671 09062XAK9 7181000.000000 PA USD 4837909.790000 0.0204909 Long DBT CORP US N 2 2051-02-15 Fixed 3.25 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AN9 4284000.000000 PA USD 3277165.370000 0.0138804 Long DBT CORP US N 2 2046-09-15 Fixed 4.2 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAD2 7200000.000000 PA USD 5306816.590000 0.0224769 Long DBT CORP US N 2 2032-01-30 Fixed 2 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAH3 43000000.000000 PA USD 27615140.940000 0.1169634 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 5500000.000000 PA USD 3744730.330000 0.0158607 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 10500000.000000 PA USD 6135011.820000 0.0259847 Long DBT CORP US N 2 2050-09-30 Fixed 2.8 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAK3 8400000.000000 PA USD 6313724.000000 0.0267417 Long DBT CORP US N 2 2047-10-02 Fixed 4 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HAT4 7100000.000000 PA USD 6811861.690000 0.0288515 Long DBT CORP US N 2 2025-03-24 Fixed 4.7 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 09261XAB8 8300000.000000 PA USD 7292021.520000 0.0308852 Long DBT CORP US N 2 2026-09-16 Fixed 2.75 N N N N N N BLOCK FINANCIAL CORP N/A 093662AJ3 6700000.000000 PA USD 5706998.030000 0.0241719 Long DBT CORP US N 2 2028-07-15 Fixed 2.5 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAG1 11000000.000000 PA USD 8819541.830000 0.0373550 Long DBT CORP US N 2 2032-02-15 Fixed 4.375 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAA4 28800000.000000 PA USD 21453086.880000 0.0908641 Long DBT CORP US N 2 2031-06-10 Fixed 3.125 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAC0 10500000.000000 PA USD 6211695.950000 0.0263095 Long DBT CORP US N 2 2051-10-07 Fixed 4.125 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 15000000.000000 PA USD 14850000.000000 0.0628969 Long DBT CORP FR N 2 2029-08-16 Floating 7.75 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AHN6 11000000.000000 PA USD 10667093.910000 0.0451803 Long DBT CORP FR N 2 2024-03-25 Floating 6.625 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2H6 3400000.000000 PA USD 3237916.630000 0.0137141 Long DBT CORP FR N 2 2030-01-10 Floating 5.198 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 13800000.000000 PA USD 11338551.130000 0.0480242 Long DBT CORP FR N 2 2031-01-13 Floating 3.052 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 39900000.000000 PA USD 31602977.740000 0.1338538 Long DBT CORP FR N 2 2033-01-20 Floating 3.132 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 6200000.000000 PA USD 4862776.680000 0.0205962 Long DBT CORP FR N 2 2032-04-19 Floating 2.871 N N N N N N BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM TEHUYFNKZR6XVWLGEU86 91514AKD6 8700000.000000 PA USD 5482683.450000 0.0232218 Long DBT MUN US N 2 2049-08-15 Fixed 2.439 N N N N N N DEPOSITORY TRUST & CLEARING CORP (DTCC) MLDY5N6PZ58ZE60QU102 249670AB6 8500000.000000 NS USD 6819975.000000 0.0288859 Long EP CORP US N 2 N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AJ7 20280000.000000 PA USD 16837367.990000 0.0713144 Long DBT CORP US N 2 2032-09-01 Fixed 3.6 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DC6 1700000.000000 PA USD 1493719.420000 0.0063266 Long DBT CORP US N 2 2031-02-01 Fixed 3.625 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CP8 1755000.000000 PA USD 1339943.180000 0.0056753 Long DBT CORP US N 2 2035-02-01 Fixed 3.25 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CQ6 3200000.000000 PA USD 2210414.020000 0.0093622 Long DBT CORP US N 2 2050-02-01 Fixed 3.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023BV6 1945000.000000 PA USD 1313617.910000 0.0055638 Long DBT CORP US N 2 2047-03-01 Fixed 3.65 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CF0 4515000.000000 PA USD 2905081.570000 0.0123044 Long DBT CORP US N 2 2059-03-01 Fixed 3.825 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CS2 11855000.000000 PA USD 11834650.180000 0.0501254 Long DBT CORP US N 2 2023-05-01 Fixed 4.508 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CJ2 8470000.000000 PA USD 6797849.300000 0.0287922 Long DBT CORP US N 2 2034-05-01 Fixed 3.6 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 53900000.000000 PA USD 51628142.490000 0.2186700 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CW3 90190000.000000 PA USD 84081494.430000 0.3561256 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 98600000.000000 PA USD 90349391.600000 0.3826732 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CR4 9500000.000000 PA USD 6421079.070000 0.0271964 Long DBT CORP US N 2 2059-08-01 Fixed 3.95 N N N N N N BON SECOURS MERCY HEALTH INC 5493006NA7JSVYYYF398 09778PAC9 12000000.000000 PA USD 8052716.760000 0.0341071 Long DBT CORP US N 2 2050-06-01 Fixed 3.205 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 7784000.000000 PA USD 6554030.860000 0.0277595 Long DBT CORP US N 2 2042-02-15 Fixed 4.487 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AL1 42000000.000000 PA USD 48962713.380000 0.2073807 Long DBT CORP US N 2 2040-01-15 Fixed 7.375 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AE7 43837000.000000 PA USD 48296771.220000 0.2045601 Long DBT CORP US N 2 2035-11-15 Variable 6.75 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBG4 700000.000000 PA USD 470045.440000 0.0019909 Long DBT CORP US N 2 2050-02-24 Fixed 3 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QBR0 1830000.000000 PA USD 1362034.890000 0.0057689 Long DBT CORP US N 2 2041-06-17 Fixed 3.06 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 105756BW9 46630000.000000 PA USD 34699821.280000 0.1469704 Long DBT NUSS BR N 2 2045-01-27 Fixed 5 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAF0 5355000.000000 PA USD 3937948.230000 0.0166791 Long DBT CORP US N 2 2047-06-22 Fixed 4.7 N N N N N N BRIGHTHOUSE FINANCIAL INC 5493003T8SZSHOGGAW52 10922NAH6 13100000.000000 PA USD 8318290.660000 0.0352320 Long DBT CORP US N 2 2051-12-22 Fixed 3.85 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 12600000.000000 PA USD 9867077.640000 0.0417918 Long DBT CORP US N 2 2052-03-15 Fixed 3.7 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 17900000.000000 PA USD 15478789.790000 0.0655601 Long DBT CORP US N 2 2049-10-26 Fixed 4.25 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DK1 6584000.000000 PA USD 5835394.530000 0.0247157 Long DBT CORP US N 2 2047-11-15 Fixed 4.35 N N N N N N BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST 635400GSHSFIWYIDXC76 11043XAB9 1819283.580000 PA USD 1574337.240000 0.0066681 Long DBT CORP US N 2 2030-12-15 Fixed 3.35 N N N N N N BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST N/A 11043XAA1 20483260.280000 PA USD 17432913.640000 0.0738368 Long DBT CORP US N 2 2034-06-15 Fixed 3.3 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST N/A 11044MAA4 1606770.720000 PA USD 1441860.290000 0.0061070 Long DBT CORP US N 2 2034-05-15 Fixed 4.25 N N N N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 111021AE1 10075000.000000 PA USD 12094163.290000 0.0512246 Long DBT CORP GB N 2 2030-12-15 Variable 9.625 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 4485000.000000 PA USD 4030212.700000 0.0170699 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 21250000.000000 PA USD 18789422.760000 0.0795822 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 41901000.000000 PA USD 31562373.240000 0.1336818 Long DBT CORP US N 2 2033-02-15 Fixed 2.6 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBJ9 26100000.000000 PA USD 18626429.430000 0.0788919 Long DBT CORP US N 2 2041-02-15 Fixed 3.5 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBT7 44100000.000000 PA USD 38834300.360000 0.1644820 Long DBT CORP US N 2 2032-04-15 Fixed 4.15 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 24710000.000000 PA USD 19878857.460000 0.0841965 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 94812000.000000 PA USD 75916097.340000 0.3215412 Long DBT CORP US N 2 2034-04-15 Fixed 3.469 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 6079000.000000 PA USD 5324941.870000 0.0225537 Long DBT CORP US N 2 2037-05-15 Fixed 4.926 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 57112000.000000 PA USD 42167038.070000 0.1785977 Long DBT CORP US N 2 2035-11-15 Fixed 3.137 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 2674000.000000 PA USD 1929080.960000 0.0081706 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDM8 5000000.000000 NS USD 4223850.000000 0.0178900 Long EP CORP US N 2 N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAJ1 33900000.000000 PA USD 22158255.990000 0.0938509 Long DBT CORP CA N 2 2052-02-15 Fixed 3.625 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAF9 14900000.000000 PA USD 9516734.750000 0.0403080 Long DBT CORP CA N 2 2051-03-30 Fixed 3.5 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAB8 34350000.000000 PA USD 27759963.840000 0.1175768 Long DBT CORP CA N 2 2047-09-20 Fixed 4.7 N N N N N N BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC N/A 11271RAB5 19000000.000000 PA USD 12074577.710000 0.0511416 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N BROOKLYN UNION GAS CO/THE 83BQ1DXS6VA5GZFK8S35 114259AU8 7500000.000000 PA USD 5763963.080000 0.0244132 Long DBT CORP US N 2 2049-03-04 Fixed 4.487 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AB7 10300000.000000 PA USD 9596085.020000 0.0406440 Long DBT CORP US N 2 2029-03-15 Fixed 4.5 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AF8 14800000.000000 PA USD 12083250.730000 0.0511784 Long DBT CORP US N 2 2052-03-17 Fixed 4.95 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AP6 2300000.000000 PA USD 1697448.390000 0.0071895 Long DBT CORP US N 2 2044-10-15 Fixed 5.6 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A 12189LAN1 27000000.000000 PA USD 24293804.850000 0.1028960 Long DBT CORP US N 2 2043-03-15 Fixed 4.45 N N N N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 13033W3Y7 4500000.000000 PA USD 4917856.500000 0.0208295 Long DBT MUN US N 2 2049-05-15 Fixed 6.486 N N N N N N CALIFORNIA STATE N/A 13063BFR8 7575000.000000 PA USD 9585127.760000 0.0405976 Long DBT MUN US N 2 2040-03-01 Fixed 7.625 N N N N N N CALIFORNIA STATE N/A 13063A5E0 4840000.000000 PA USD 5856317.720000 0.0248043 Long DBT MUN US N 2 2034-04-01 Fixed 7.5 N N N N N N CALIFORNIA STATE N/A 13063A5G5 12135000.000000 PA USD 15219260.720000 0.0644609 Long DBT MUN US N 2 2039-04-01 Fixed 7.55 N N N N N N CALIFORNIA STATE N/A 13063BKD3 2550000.000000 PA USD 2741440.490000 0.0116113 Long DBT MUN US N 2 2026-11-01 Fixed 6.875 N N N N N N CALIFORNIA STATE PUBLIC WORKS BOARD N/A 130685C81 9010000.000000 PA USD 10528459.810000 0.0445931 Long DBT MUN US N 2 2035-03-01 Fixed 7.804 N N N N N N CALIFORNIA STATE UNIVERSITY N/A 13077CTL8 2000000.000000 PA USD 2229315.000000 0.0094422 Long DBT MUN US N 2 2041-11-01 Fixed 6.484 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AY8 1400000.000000 PA USD 982658.840000 0.0041620 Long DBT CORP US N 2 2049-11-01 Fixed 3.35 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AC4 26700000.000000 PA USD 21776823.580000 0.0922353 Long DBT CORP US N 2 2038-01-15 Fixed 3.402 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AD2 900000.000000 PA USD 716554.930000 0.0030350 Long DBT CORP US N 2 2039-01-15 Fixed 3.701 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 134429BK4 10200000.000000 PA USD 6953561.030000 0.0294517 Long DBT CORP US N 2 2050-04-24 Fixed 3.125 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RAX2 51558000.000000 PA USD 52090365.220000 0.2206278 Long DBT CORP CA N 2 2115-09-15 Fixed 6.125 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AK3 14500000.000000 PA USD 13455740.890000 0.0569915 Long DBT CORP US N 2 2027-04-14 Fixed 4.5 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCT0 14800000.000000 PA USD 13789404.500000 0.0584048 Long DBT CORP US N 2 2033-05-10 Floating 5.268 N N N N N N CARLYLE FINANCE LLC N/A 14314CAA3 5700000.000000 PA USD 5098267.700000 0.0215936 Long DBT CORP US N 2 2048-09-15 Fixed 5.65 N N N N N N CARLYLE FINANCE SUBSIDIARY LLC N/A 14314DAA1 3600000.000000 PA USD 3052408.250000 0.0129284 Long DBT CORP US N 2 2029-09-19 Fixed 3.5 N N N N N N CARLYLE HOLDINGS II FINANCE LLC N/A 14310FAA0 12213000.000000 PA USD 10926437.270000 0.0462787 Long DBT CORP US N 2 2043-03-30 Fixed 5.625 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 P2121YAN8 8482499.980000 PA USD 8156814.390000 0.0345480 Long LON CORP PA N 2 2025-06-30 Floating 7.3836 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAR5 2000000.000000 PA USD 1525678.020000 0.0064620 Long DBT CORP US N 2 2040-04-05 Fixed 3.377 N N N N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 14448CAS3 1300000.000000 PA USD 932900.670000 0.0039513 Long DBT CORP US N 2 2050-04-05 Fixed 3.577 N N N N N N CATALENT PHARMA SOLUTIONS INC 549300HALRZ339MSTH85 14880BAH4 1974937.350000 PA USD 1948097.950000 0.0082511 Long LON CORP US N 2 2028-02-22 Floating 6.375 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBJ7 11800000.000000 PA USD 9745752.280000 0.0412780 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 3715030.450000 PA USD 3185638.610000 0.0134927 Long DBT CORP CL N 2 2047-06-22 Fixed 5.2 N N N N N N CELLNEX FINANCE COMPANY SA 549300OUROMFTRFA7T23 15118JAA3 4600000.000000 PA USD 3153047.000000 0.0133547 Long DBT CORP ES N 2 2041-07-07 Fixed 3.875 N N N N N N CELULOSA ARAUCO Y CONSTITUCION SA 549300QEKV8G0AMNQD28 151191BD4 9000000.000000 PA USD 8043933.780000 0.0340699 Long DBT CORP CL N 2 2047-11-02 Fixed 5.5 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 7512000.000000 PA USD 7827202.540000 0.0331520 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAY7 25800000.000000 PA USD 21826026.000000 0.0924437 Long DBT CORP US N 2 2028-07-15 Fixed 2.45 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 3300000.000000 PA USD 3023099.710000 0.0128043 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAY4 16270000.000000 PA USD 12583433.740000 0.0532969 Long DBT CORP US N 2 2052-03-01 Fixed 3.6 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAW8 13900000.000000 PA USD 10303050.990000 0.0436384 Long DBT CORP US N 2 2051-04-01 Fixed 3.35 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAU2 4400000.000000 PA USD 2980927.360000 0.0126257 Long DBT CORP US N 2 2050-07-01 Fixed 2.9 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 15189WAJ9 2000000.000000 PA USD 1616006.660000 0.0068446 Long DBT CORP US N 2 2047-09-01 Fixed 4.1 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAF0 21425000.000000 PA USD 20349256.960000 0.0861889 Long DBT CORP US N 2 2034-03-15 Fixed 5.15 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 16117LBX6 56319915.640000 PA USD 55080877.500000 0.2332940 Long LON CORP US N 2 2027-02-01 Floating 6.13816 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 1800000.000000 PA USD 1626153.140000 0.0068875 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BK9 1900000.000000 PA USD 1749645.610000 0.0074106 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CE2 12900000.000000 PA USD 8308042.470000 0.0351886 Long DBT CORP US N 2 2042-03-01 Fixed 3.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 46200000.000000 PA USD 33720809.890000 0.1428239 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 161175BM5 10000000.000000 PA USD 8359475.800000 0.0354064 Long DBT CORP US N 2 2038-04-01 Fixed 5.375 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BN3 23900000.000000 PA USD 19664917.130000 0.0832904 Long DBT CORP US N 2 2048-04-01 Fixed 5.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 6700000.000000 PA USD 4098134.190000 0.0173576 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 52225000.000000 PA USD 40530587.900000 0.1716665 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 94400000.000000 PA USD 54929663.630000 0.2326536 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 161175CL6 3100000.000000 PA USD 2377013.910000 0.0100678 Long DBT CORP US N 2 2063-04-01 Fixed 5.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 48000000.000000 PA USD 37843255.680000 0.1602844 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 24107000.000000 PA USD 15786828.630000 0.0668648 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 34975000.000000 PA USD 22087842.890000 0.0935526 Long DBT CORP US N 2 2052-06-01 Fixed 3.9 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CG7 15000000.000000 PA USD 8902311.750000 0.0377056 Long DBT CORP US N 2 2062-06-30 Fixed 3.95 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BS2 49500000.000000 PA USD 37627188.890000 0.1593693 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175AZ7 24181000.000000 PA USD 23656063.860000 0.1001948 Long DBT CORP US N 2 2035-10-23 Fixed 6.384 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 28419000.000000 PA USD 25748242.060000 0.1090562 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BC7 8000000.000000 PA USD 7420756.640000 0.0314305 Long DBT CORP US N 2 2055-10-23 Fixed 6.834 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CC6 72238000.000000 PA USD 46480675.690000 0.1968680 Long DBT CORP US N 2 2061-12-01 Fixed 4.4 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAJ4 5000000.000000 PA USD 4530789.350000 0.0191901 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 21010000.000000 PA USD 16305775.700000 0.0690628 Long DBT CORP US N 2 2039-12-31 Fixed 2.742 N N N N N N CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE N/A 167725AC4 7880000.000000 PA USD 8747885.860000 0.0370515 Long DBT MUN US N 2 2040-12-01 Fixed 6.899 N N N N N N CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE N/A 167725AF7 8075000.000000 PA USD 8964362.740000 0.0379684 Long DBT MUN US N 2 2040-12-01 Fixed 6.899 N N N N N N CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND N/A 16772PAQ9 900000.000000 PA USD 969840.360000 0.0041077 Long DBT MUN US N 2 2040-12-01 Fixed 6.2 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 000000000 3200000.000000 PA USD 2480172.480000 0.0105047 Long DBT NUSS CL N 2 2052-01-31 Fixed 4 N N N N N N CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 171239AH9 8500000.000000 PA USD 5657164.290000 0.0239608 Long DBT CORP US N 2 2051-12-15 Fixed 2.85 N N N N N N CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC) CZCBJZWDMLTHWJDXU843 171239AJ5 17548000.000000 PA USD 11459281.470000 0.0485356 Long DBT CORP US N 2 2061-12-15 Fixed 3.05 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 38200000.000000 PA USD 22636423.830000 0.0958761 Long DBT CORP CA N 2 2051-06-15 Fixed 4.1 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 2500000.000000 PA USD 1901630.780000 0.0080543 Long DBT CORP CA N 2 2030-12-17 Fixed 3.2 N N N N N N CITADEL SECURITIES LP 549300NV5RXBUS3X7L47 17288YAD4 5910000.000000 PA USD 5812485.000000 0.0246187 Long LON CORP US N 2 2028-02-02 Floating 6.8234 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 7500000.000000 PA USD 6071871.980000 0.0257173 Long DBT CORP US Y 2 2033-01-25 Floating 3.057 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 18500000.000000 PA USD 15872570.060000 0.0672280 Long DBT CORP US Y 2 2033-03-17 Floating 3.785 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 48000000.000000 PA USD 44254047.840000 0.1874372 Long DBT CORP US N 2 2029-04-23 Floating 4.075 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 12500000.000000 PA USD 9898109.880000 0.0419233 Long DBT CORP US Y 2 2032-05-01 Floating 2.561 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 4000000.000000 PA USD 3243986.040000 0.0137398 Long DBT CORP US Y 2 2031-06-03 Floating 2.572 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 17500000.000000 PA USD 16099370.530000 0.0681886 Long DBT CORP US N 2 2028-07-24 Floating 3.668 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967EW7 12866000.000000 PA USD 15876977.490000 0.0672466 Long DBT CORP US N 2 2039-07-15 Fixed 8.125 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 21350000.000000 PA USD 19781115.530000 0.0837825 Long DBT CORP US N 2 2026-10-21 Fixed 3.2 N N N N N N CITY OF BURBANK CA WATER REVENUE N/A 12082UAQ2 2220000.000000 PA USD 2333654.450000 0.0098841 Long DBT MUN US N 2 2040-06-01 Fixed 5.797 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486M89 185000.000000 PA USD 185000.000000 0.0007836 Long DBT MUN US N 2 2029-01-01 Fixed 7.045 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486M97 1270000.000000 PA USD 1290157.310000 0.0054644 Long DBT MUN US N 2 2029-01-01 Fixed 7.045 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486C98 4859000.000000 PA USD 5110823.510000 0.0216468 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CITY OF CHICAGO T5UYO5SYLC8K73MJQX30 167486D22 996000.000000 PA USD 1012687.480000 0.0042892 Long DBT MUN US N 2 2042-01-01 Fixed 7.75 N N N N N N CITY OF DALLAS TEXAS N/A 235218M50 19795000.000000 PA USD 11380824.470000 0.0482033 Long DBT MUN US N 2 2033-02-15 None 0 N N N N N N CITY OF DALLAS TEXAS N/A 235218M76 8205000.000000 PA USD 4183196.180000 0.0177178 Long DBT MUN US N 2 2035-02-15 None 0 N N N N N N CITY OF LOS ANGELES CA WASTEWATER SYSTEM REVENUE N/A 5446526E5 100000.000000 PA USD 104497.100000 0.0004426 Long DBT MUN US N 2 2039-06-01 Fixed 5.713 N N N N N N CITY OF NEWPORT BEACH CA N/A 651779BZ2 900000.000000 PA USD 1040896.350000 0.0044087 Long DBT MUN US N 2 2040-07-01 Fixed 7.168 N N N N N N CITY OF RENO NV 549300M4R5WWSUWY8D52 759831DE7 2975000.000000 PA USD 1475008.270000 0.0062474 Long DBT MUN US N 2 2036-06-01 None 0 N N N N N N CITY OF RENO NV 549300M4R5WWSUWY8D52 759831DJ6 3400000.000000 PA USD 1602690.300000 0.0067882 Long DBT MUN US N 2 2036-06-01 None 0 N N N N N N CLECO CORPORATE HOLDINGS LLC 5493002H80P81B3HXL31 18551PAD1 400000.000000 PA USD 339268.930000 0.0014370 Long DBT CORP US N 2 2046-05-01 Variable 4.973 N N N N N N CLECO POWER LLC TM1ZH54SJKLNHFCBFK92 185508AG3 18175000.000000 PA USD 17229604.660000 0.0729757 Long DBT CORP US N 2 2040-12-01 Fixed 6 N N N N N N CLEVELAND ELECTRIC ILLUMINATING COMPANY N/A 186108CE4 7000000.000000 PA USD 6975422.860000 0.0295443 Long DBT CORP US N 2 2036-12-15 Fixed 5.95 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAK1 10000000.000000 PA USD 8404125.000000 0.0355955 Long DBT CORP US N 2 2032-03-15 Fixed 2.65 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAH8 6100000.000000 PA USD 5422572.430000 0.0229672 Long DBT CORP US N 2 2048-06-15 Fixed 4.15 N N N N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572QAF2 1125000.000000 PA USD 1171590.460000 0.0049622 Long DBT CORP US N 2 2043-09-15 Fixed 5.3 N N N N N N CMS ENERGY CORPORATION 549300IA9XFBAGNIBW29 125896BL3 3837000.000000 PA USD 3234753.310000 0.0137007 Long DBT CORP US N 2 2043-03-31 Fixed 4.7 N N N N N N COCA COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 19600000.000000 PA USD 12775581.640000 0.0541107 Long DBT CORP US N 2 2051-03-15 Fixed 2.5 N N N N N N COCA COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CY4 7500000.000000 PA USD 5048449.350000 0.0213826 Long DBT CORP US N 2 2060-06-01 Fixed 2.75 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 195325BM6 200000.000000 PA USD 159755.240000 0.0006766 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.125 N N N N N N GENERAL ELECTRIC COMPANY 3C7474T6CDKPR9K6YT90 369604BQ5 44282000.000000 NS USD 43921101.700000 0.1860270 Long EP CORP US N 2 N N N COLORADO INTERSTATE GAS COMPANY LLC N/A 196522AE6 10900000.000000 PA USD 11015822.310000 0.0466573 Long DBT CORP US N 2 2037-06-15 Fixed 6.85 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 3500000.000000 PA USD 2224284.620000 0.0094209 Long DBT CORP US N 2 2051-01-15 Fixed 2.8 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCZ2 38100000.000000 PA USD 27812528.700000 0.1177994 Long DBT CORP US N 2 2050-02-01 Fixed 3.45 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAC5 6875000.000000 PA USD 7942649.890000 0.0336409 Long DBT CORP US N 2 2033-03-15 Fixed 7.05 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCK5 12260000.000000 PA USD 9890206.490000 0.0418898 Long DBT CORP US N 2 2048-03-01 Fixed 4 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAF8 5900000.000000 PA USD 6204876.780000 0.0262806 Long DBT CORP US N 2 2035-06-15 Fixed 5.65 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBT7 1300000.000000 PA USD 1058464.850000 0.0044831 Long DBT CORP US N 2 2036-07-15 Fixed 3.2 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDQ1 18400000.000000 PA USD 10365803.020000 0.0439042 Long DBT CORP US N 2 2062-08-15 Fixed 2.65 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 42110000.000000 PA USD 33844829.430000 0.1433491 Long DBT CORP US N 2 2047-11-01 Fixed 3.969 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCE9 103328000.000000 PA USD 82045730.230000 0.3475032 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 3299000.000000 PA USD 2133655.960000 0.0090371 Long DBT CORP US N 2 2051-11-01 Fixed 2.887 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 165999000.000000 PA USD 103415629.030000 0.4380150 Long DBT CORP US N 2 2056-11-01 Fixed 2.937 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAB9 10000000.000000 PA USD 8723829.100000 0.0369496 Long DBT CORP US N 2 2029-10-01 Fixed 3.347 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAC7 2100000.000000 PA USD 1643332.170000 0.0069603 Long DBT CORP US N 2 2049-10-01 Fixed 4.187 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BS3 13700000.000000 PA USD 11327870.480000 0.0479790 Long DBT CORP AU N 2 2032-03-14 Fixed 3.784 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JS0 5200000.000000 PA USD 3592541.580000 0.0152161 Long DBT CORP US N 2 2050-03-01 Fixed 3 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JT8 17300000.000000 PA USD 12018971.380000 0.0509061 Long DBT CORP US N 2 2051-03-15 Fixed 3.125 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JV3 8400000.000000 PA USD 6730252.280000 0.0285059 Long DBT CORP US N 2 2052-03-15 Fixed 3.85 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887AR3 1800000.000000 PA USD 1922887.530000 0.0081444 Long DBT CORP US N 2 2028-10-01 Fixed 7 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CB6 5341000.000000 PA USD 5268338.790000 0.0223140 Long DBT CORP US N 2 2025-11-01 Fixed 4.6 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CE0 4095000.000000 PA USD 3805059.420000 0.0161163 Long DBT CORP US N 2 2048-11-01 Fixed 5.4 N N N N N N CONNECTICUT LIGHT & POWER COMPANY 549300O45IUXEDS1VZ32 207597EN1 4845000.000000 PA USD 3902948.570000 0.0165309 Long DBT CORP US N 2 2031-07-01 Fixed 2.05 N N N N N N CONNECTICUT LIGHT & POWER COMPANY 549300O45IUXEDS1VZ32 207597EG6 13009000.000000 PA USD 11288736.670000 0.0478132 Long DBT CORP US N 2 2044-04-15 Fixed 4.3 N N N N N N CONNECTICUT LIGHT & POWER COMPANY 549300O45IUXEDS1VZ32 207597EL5 1300000.000000 PA USD 1091593.410000 0.0046234 Long DBT CORP US N 2 2048-04-01 Fixed 4 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FB4 5000000.000000 PA USD 4206299.050000 0.0178157 Long DBT CORP US N 2 2042-03-15 Fixed 4.2 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FV0 18110000.000000 PA USD 14811373.970000 0.0627333 Long DBT CORP US N 2 2049-05-15 Fixed 4.125 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FQ1 33831000.000000 PA USD 28244104.680000 0.1196274 Long DBT CORP US N 2 2058-05-15 Fixed 4.5 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FA6 4900000.000000 PA USD 4884331.710000 0.0206875 Long DBT CORP US N 2 2040-06-15 Fixed 5.7 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111GB3 22385000.000000 PA USD 16070220.150000 0.0680651 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 209111FF5 2285000.000000 PA USD 1949918.640000 0.0082588 Long DBT CORP US N 2 2054-12-01 Fixed 4.625 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FZ1 6480000.000000 PA USD 4061935.190000 0.0172043 Long DBT CORP US N 2 2060-12-01 Fixed 3 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAZ1 12200000.000000 PA USD 9774976.840000 0.0414017 Long DBT CORP US N 2 2048-02-15 Fixed 4.1 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PAT5 8100000.000000 PA USD 6861786.780000 0.0290630 Long DBT CORP US N 2 2047-05-09 Fixed 4.5 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBL1 9900000.000000 PA USD 9555504.350000 0.0404722 Long DBT CORP US N 2 2032-05-09 Fixed 4.75 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 30161MAN3 21664000.000000 PA USD 20975049.700000 0.0888394 Long DBT CORP US N 2 2042-06-15 Fixed 5.6 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 30161MAG8 13115000.000000 PA USD 13435437.090000 0.0569055 Long DBT CORP US N 2 2039-10-01 Fixed 6.25 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 14000000.000000 PA USD 12242599.320000 0.0518533 Long DBT CORP US N 2 2049-04-15 Fixed 4.35 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DB9 8100000.000000 PA USD 6722080.570000 0.0284712 Long DBT CORP US N 2 2048-05-15 Fixed 4.05 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518CY0 2150000.000000 PA USD 1723116.830000 0.0072982 Long DBT CORP US N 2 2045-11-15 Fixed 4.1 N N N N N N CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES N/A 210795QB9 3646625.100000 PA USD 3482749.410000 0.0147511 Long DBT CORP US N 2 2026-04-29 Fixed 4 N N N N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 212015AQ4 22979000.000000 PA USD 17076238.810000 0.0723261 Long DBT CORP US N 2 2044-06-01 Fixed 4.9 N N N N N N CONTINENTAL RESOURCES INC XXRTID9RYWOZ0UPIVR53 212015AT8 8500000.000000 PA USD 7929015.220000 0.0335832 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 ACI14W503 9200000.000000 PA 9130009.300000 0.0386700 Long DBT CORP NL N 2 2025-12-29 Floating 4.625 N N N N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDP6 42900000.000000 PA USD 36661131.080000 0.1552775 Long DBT CORP NL N 2 2033-04-06 Floating 3.758 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAN9 12500000.000000 PA USD 11608631.750000 0.0491681 Long DBT CORP US N 2 2052-12-15 Floating 6.875 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAG4 21500000.000000 PA USD 18836490.350000 0.0797816 Long DBT CORP US N 2 2032-04-05 Fixed 3.9 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAJ8 10400000.000000 PA USD 8575109.190000 0.0363197 Long DBT CORP US N 2 2042-04-05 Fixed 4.35 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAL3 45700000.000000 PA USD 36444505.590000 0.1543600 Long DBT CORP US N 2 2052-04-05 Fixed 4.4 N N N N N N CORNING INCORPORATED 549300X2937PB0CJ7I56 219350BQ7 5400000.000000 PA USD 4690875.190000 0.0198681 Long DBT CORP US N 2 2079-11-15 Fixed 5.45 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 21987BAR9 2000000.000000 PA USD 1657698.660000 0.0070212 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAZ7 10970000.000000 PA USD 9347869.830000 0.0395927 Long DBT CORP CL N 2 2047-08-01 Fixed 4.5 N N N N N N CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO) 549300UVMBCBCIPSUI70 P3143NAS3 2200000.000000 PA USD 2147416.170000 0.0090953 Long DBT CORP CL N 2 2043-10-18 Fixed 5.625 N N N N N N CORPORATE OFFICE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAL0 3600000.000000 PA USD 3160651.210000 0.0133869 Long DBT CORP US N 2 2026-03-15 Fixed 2.25 N N N N N N CORPORATE OFFICE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAP1 4000000.000000 PA USD 2848547.960000 0.0120650 Long DBT CORP US N 2 2033-12-01 Fixed 2.9 N N N N N N COSTAR GROUP INC N/A 22160NAA7 11400000.000000 PA USD 9335792.420000 0.0395416 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAG6 21900000.000000 NS USD 17760024.000000 0.0752222 Long EP CORP US N 2 N N N COUNTRYWIDE HOME LOANS 2004-25 N/A 12669GJY8 9253.090000 PA USD 8234.840000 0.0000349 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.04871 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CH0 13600000.000000 NS USD 11196608.000000 0.0474230 Long EP CORP US N 2 N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 4900000.000000 PA USD 2958790.130000 0.0125319 Long DBT CORP US N 2 2050-10-01 Fixed 2.95 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CF2 13000000.000000 PA USD 11568126.310000 0.0489966 Long DBT CORP US N 2 2035-02-01 Fixed 4.8 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CC9 21841000.000000 PA USD 17771050.650000 0.0752690 Long DBT CORP US N 2 2043-06-30 Fixed 4.5 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044BY2 4070000.000000 PA USD 3388175.690000 0.0143506 Long DBT CORP US N 2 2042-12-15 Fixed 4.7 N N N N N N CREDIT SUISSE AG/ ZURICH BRANCH ANGGYXNX0JLX3X63JN86 22546DAA4 47877000.000000 PA USD 46474491.160000 0.1968418 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AC5 26250000.000000 PA USD 23646413.960000 0.1001539 Long DBT CORP CH N 2 2025-03-26 Fixed 3.75 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AR2 13000000.000000 PA USD 11479777.400000 0.0486224 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AF8 7275000.000000 PA USD 4999122.390000 0.0211737 Long DBT CORP CH N 2 2045-05-15 Fixed 4.875 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225433AT8 2400000.000000 PA USD 2337406.250000 0.0099000 Long DBT CORP CH N 2 2023-06-09 Fixed 3.8 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AC2 14750000.000000 PA USD 12247668.840000 0.0518748 Long DBT CORP CH N 2 2028-01-09 Fixed 4.282 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 10550000.000000 PA USD 8471745.900000 0.0358819 Long DBT CORP CH N 2 2029-01-12 Floating 3.869 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 2250000.000000 PA USD 1750986.790000 0.0074163 Long DBT CORP CH N 2 2031-04-01 Floating 4.194 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AU2 57529000.000000 PA USD 39864270.100000 0.1688444 Long DBT CORP CH N 2 2032-05-14 Floating 3.091 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 250000.000000 PA USD 243790.910000 0.0010326 Long DBT CORP CH N 2 2024-06-12 Floating 4.207 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AV0 2900000.000000 PA USD 2645274.240000 0.0112040 Long DBT CORP CH N 2 2028-08-11 Floating 6.442 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AZ1 19750000.000000 PA USD 17377906.110000 0.0736038 Long DBT CORP CH N 2 2033-08-12 Floating 6.537 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 4500000.000000 PA USD 3980895.530000 0.0168610 Long DBT CORP CH N 2 2025-09-11 Floating 2.593 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 H3698DAR5 2650000.000000 PA USD 2200428.640000 0.0093199 Long DBT CORP CH N 2 2028-01-09 Fixed 4.282 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 ACI1V1B46 800000.000000 PA 477112.180000 0.0020208 Long DBT CORP CH N 2 2033-01-18 Fixed 0.625 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAD4 8390000.000000 PA USD 6945436.560000 0.0294173 Long DBT CORP US N 2 2048-04-04 Fixed 4.5 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAB8 2800000.000000 PA USD 2279115.160000 0.0096531 Long DBT CORP US N 2 2047-05-09 Fixed 4.4 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAT8 3753000.000000 PA USD 3019726.480000 0.0127900 Long DBT CORP US N 2 2031-01-15 Fixed 2.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAU5 36700000.000000 PA USD 24017713.120000 0.1017266 Long DBT CORP US N 2 2051-01-15 Fixed 3.25 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAB7 16495000.000000 PA USD 16139080.620000 0.0683568 Long DBT CORP US N 2 2026-02-15 Fixed 4.45 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAK7 14700000.000000 PA USD 13687693.320000 0.0579740 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAL5 4400000.000000 PA USD 4164258.430000 0.0176376 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 18710000.000000 PA USD 16914289.230000 0.0716402 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 500000.000000 PA USD 395277.390000 0.0016742 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 16840000.000000 PA USD 14375289.180000 0.0608863 Long DBT CORP US N 2 2047-05-15 Fixed 4.75 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAN1 7500000.000000 PA USD 6553799.480000 0.0277585 Long DBT CORP US N 2 2029-11-15 Fixed 3.1 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAP6 39410000.000000 PA USD 29985747.980000 0.1270041 Long DBT CORP US N 2 2049-11-15 Fixed 4 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAE9 13800000.000000 PA USD 12438851.490000 0.0526845 Long DBT CORP GB N 2 2052-04-27 Fixed 4.75 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAF6 9200000.000000 PA USD 8221269.410000 0.0348210 Long DBT CORP GB N 2 2062-04-27 Fixed 4.95 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAJ5 12800000.000000 PA USD 9817522.940000 0.0415819 Long DBT CORP US N 2 2032-02-15 Fixed 2.5 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 1559000.000000 PA USD 1426365.210000 0.0060413 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 39900000.000000 PA USD 36015150.470000 0.1525415 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DH0 2900000.000000 PA USD 2756400.580000 0.0116747 Long DBT CORP US N 2 2027-04-01 Fixed 3.625 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 4900000.000000 PA USD 4454153.510000 0.0188655 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DK3 10700000.000000 PA USD 8946267.860000 0.0378917 Long DBT CORP US N 2 2040-04-01 Fixed 4.125 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CD0 7100000.000000 PA USD 6666194.400000 0.0282345 Long DBT CORP US N 2 2043-12-05 Fixed 5.3 N N N N N N CVS PASS-THROUGH TRUST N/A 12665VAA0 8099514.840000 PA USD 7014531.860000 0.0297099 Long DBT CORP US N 2 2036-08-11 Fixed 4.163 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BC3 2176695.470000 PA USD 2153515.320000 0.0091212 Long DBT CORP US N 2 2028-01-10 Fixed 5.88 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 22051856.390000 PA USD 22462217.400000 0.0951383 Long DBT CORP US N 2 2030-01-10 Fixed 6.943 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 1018133.110000 PA USD 1003220.400000 0.0042491 Long DBT CORP US N 2 2028-12-10 Fixed 6.036 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 59498865.850000 PA USD 61948300.280000 0.2623809 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BV1 998018.850000 PA USD 975794.700000 0.0041330 Long DBT CORP US N 2 2033-01-10 Fixed 5.773 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BY5 23506073.350000 PA USD 22966034.010000 0.0972722 Long DBT CORP US N 2 2034-01-10 Fixed 5.926 N N N N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 11108479.890000 PA USD 12147671.300000 0.0514512 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 1211482.450000 PA USD 1089687.790000 0.0046154 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 23100000.000000 PA USD 21480883.120000 0.0909819 Long DBT CORP US N 2 2024-08-01 Fixed 1.55 N N N N N N DAE SUKUK (DIFC) LTD 635400AMGMPG1J5EQD94 23302JAA3 12500000.000000 PA USD 11889012.500000 0.0503557 Long DBT CORP AE N 2 2026-02-15 Fixed 3.75 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AG5 11300000.000000 PA USD 9516922.150000 0.0403087 Long DBT CORP US N 2 2028-12-14 Fixed 2.375 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 233853AH3 8904000.000000 PA USD 6925419.810000 0.0293325 Long DBT CORP US N 2 2031-12-14 Fixed 2.5 N N N N N N DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION N/A 235417AA0 14000000.000000 PA USD 15269662.800000 0.0646744 Long DBT MUN US N 2 2042-01-01 Fixed 7.088 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 1500000.000000 PA USD 1488182.790000 0.0063032 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375 N N N N N N DAYTON POWER & LIGHT CO/THE 1ELKY8G44MKGCQWG6864 240019BV0 11000000.000000 PA USD 8566294.110000 0.0362824 Long DBT CORP US N 2 2049-06-15 Fixed 3.95 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703DBG5 51000000.000000 PA USD 31407242.790000 0.1330248 Long DBT CORP US N 2 2051-12-15 Fixed 3.45 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAA4 4355000.000000 PA USD 4358259.800000 0.0184593 Long DBT CORP US N 2 2023-06-15 Fixed 5.45 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAD8 84825000.000000 PA USD 86638964.810000 0.3669577 Long DBT CORP US N 2 2026-06-15 Fixed 6.02 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAJ5 10633000.000000 PA USD 11956850.390000 0.0506430 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 7448000.000000 PA USD 8524022.910000 0.0361033 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAE6 19197000.000000 PA USD 18922218.940000 0.0801447 Long DBT CORP US N 2 2026-10-01 Fixed 4.9 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAG1 37730000.000000 PA USD 36986189.270000 0.1566543 Long DBT CORP US N 2 2029-10-01 Fixed 5.3 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 35442000.000000 PA USD 36270279.540000 0.1536221 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZN1 4000000.000000 PA USD 3572016.360000 0.0151292 Long DBT CORP US N 2 2028-04-19 Fixed 4.375 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 11200000.000000 PA USD 10628892.510000 0.0450185 Long DBT CORP US N 2 2024-10-28 Fixed 2.9 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 45863000.000000 PA USD 38203619.420000 0.1618107 Long DBT CORP US N 2 2029-10-28 Fixed 3.75 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 2150000.000000 PA USD 2024245.490000 0.0085737 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CK3 23710000.000000 PA USD 18023680.490000 0.0763390 Long DBT CORP DE Y 2 2032-05-28 Floating 3.035 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CD9 27250000.000000 PA USD 21904996.980000 0.0927782 Long DBT CORP DE N 2 2031-09-18 Floating 3.547 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CB3 14600000.000000 PA USD 13961664.060000 0.0591344 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 28800000.000000 PA USD 21174173.280000 0.0896828 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 17700000.000000 PA USD 12607601.500000 0.0533993 Long DBT CORP DE N 2 2033-01-07 Floating 3.742 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 BJDQTKII3 3900000.000000 PA 4602803.000000 0.0194951 Long DBT CORP DE N 2 2024-02-12 Fixed 3.875 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 ACI183TV9 11600000.000000 PA 11731672.140000 0.0496893 Long DBT CORP DE N 2 2026-02-12 Fixed 2.625 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 ACI1J0BM2 12200000.000000 PA 13714805.500000 0.0580888 Long DBT CORP DE N 2 2024-12-16 Fixed 2.625 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAC7 13100000.000000 PA USD 15484630.860000 0.0655849 Long DBT CORP NL N 2 2030-06-15 Variable 8.75 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 251799AA0 5535000.000000 PA USD 6301682.350000 0.0266907 Long DBT CORP US N 2 2032-04-15 Fixed 7.95 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAT6 7100000.000000 PA USD 5226280.320000 0.0221358 Long DBT CORP US N 2 2052-03-15 Fixed 4.25 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 10900000.000000 PA USD 10340266.030000 0.0437960 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 500000.000000 PA USD 464781.250000 0.0019686 Long DBT CORP US N 2 2027-08-15 Fixed 3.7 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 757662.950000 PA USD 739274.470000 0.0031312 Long LON CORP US N 2 2027-08-02 Floating 9.3836 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DAT6 30665000.000000 PA USD 22893377.090000 0.0969645 Long DBT CORP US N 2 2047-09-20 Fixed 5.2 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBL2 2208000.000000 PA USD 1334480.910000 0.0056522 Long DBT CORP US N 2 2055-09-15 Fixed 4 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AB8 36000000.000000 PA USD 29012804.280000 0.1228832 Long DBT CORP US N 2 2032-01-18 Fixed 4.5 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCZ0 4046000.000000 PA USD 3423030.060000 0.0144982 Long DBT CORP US N 2 2049-03-15 Fixed 4.6 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 15600000.000000 PA USD 12451852.610000 0.0527396 Long DBT CORP US N 2 2031-08-15 Fixed 2.25 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDQ9 17000000.000000 PA USD 14771628.100000 0.0625650 Long DBT CORP US N 2 2052-08-15 Fixed 4.85 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDR7 6700000.000000 PA USD 6661960.280000 0.0282166 Long DBT CORP US N 2 2032-11-15 Fixed 5.375 N N N N N N DT MIDSTREAM INC N/A 23345MAC1 17400000.000000 PA USD 15312609.000000 0.0648563 Long DBT CORP US N 2 2032-04-15 Fixed 4.3 N N N N N N DT MIDSTREAM INC N/A 23345NAB1 2356035.210000 PA USD 2362667.450000 0.0100070 Long LON CORP US N 2 2028-06-26 Floating 6.4376 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAL0 4100000.000000 PA USD 2800030.750000 0.0118595 Long DBT CORP US N 2 2050-03-01 Fixed 2.95 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAR7 5600000.000000 PA USD 4359074.440000 0.0184628 Long DBT CORP US N 2 2052-03-01 Fixed 3.65 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAP1 8400000.000000 PA USD 6053503.600000 0.0256395 Long DBT CORP US N 2 2051-04-01 Fixed 3.25 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 250847EK2 500000.000000 PA USD 396089.210000 0.0016776 Long DBT CORP US N 2 2042-06-15 Fixed 3.95 N N N N N N DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY) 9N0FWODEJVKHC2DYLO03 23338VAD8 9150000.000000 PA USD 7911361.480000 0.0335084 Long DBT CORP US N 2 2044-07-01 Fixed 4.3 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBG8 6400000.000000 PA USD 5433350.910000 0.0230129 Long DBT CORP US N 2 2032-03-15 Fixed 2.85 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAU8 9915000.000000 PA USD 7980686.520000 0.0338020 Long DBT CORP US N 2 2048-03-15 Fixed 3.95 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBH6 8000000.000000 PA USD 6015042.800000 0.0254766 Long DBT CORP US N 2 2052-03-15 Fixed 3.55 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBC7 5600000.000000 PA USD 4118188.590000 0.0174425 Long DBT CORP US N 2 2051-04-15 Fixed 3.45 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAZ7 16000000.000000 PA USD 11288371.040000 0.0478117 Long DBT CORP US N 2 2049-08-15 Fixed 3.2 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAM6 16400000.000000 PA USD 14227790.150000 0.0602615 Long DBT CORP US N 2 2041-12-15 Fixed 4.25 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAT1 15355000.000000 PA USD 11755525.430000 0.0497903 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAR5 2034000.000000 PA USD 1608848.420000 0.0068142 Long DBT CORP US N 2 2046-03-15 Fixed 3.875 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAP9 4358000.000000 PA USD 3402224.660000 0.0144101 Long DBT CORP US N 2 2045-06-01 Fixed 3.75 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAN4 3500000.000000 PA USD 2911177.430000 0.0123302 Long DBT CORP US N 2 2042-09-30 Fixed 4 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBM6 7450000.000000 PA USD 5448721.470000 0.0230780 Long DBT CORP US N 2 2041-06-15 Fixed 3.3 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBF1 5000000.000000 PA USD 3970859.900000 0.0168185 Long DBT CORP US N 2 2049-06-15 Fixed 4.2 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBN4 4450000.000000 PA USD 3109613.500000 0.0131707 Long DBT CORP US N 2 2051-06-15 Fixed 3.5 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAY1 4670000.000000 PA USD 3546879.570000 0.0150227 Long DBT CORP US N 2 2047-08-15 Fixed 3.95 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CAT2 17850000.000000 PA USD 13322294.660000 0.0564263 Long DBT CORP US N 2 2046-09-01 Fixed 3.75 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 341099CN7 6000000.000000 PA USD 6079896.000000 0.0257513 Long DBT CORP US N 2 2040-04-01 Fixed 5.65 N N N N N N DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP) 7MOHLM3DKE63RX2ZCN83 26444HAF8 7600000.000000 PA USD 6408605.300000 0.0271435 Long DBT CORP US N 2 2048-07-15 Fixed 4.2 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 105000.000000 PA USD 97559.850000 0.0004132 Long DBT CORP US N 2 2043-07-15 Fixed 4.9 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 144141DD7 6026000.000000 PA USD 5074527.080000 0.0214931 Long DBT CORP US N 2 2043-03-15 Fixed 4.1 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAK0 25000000.000000 PA USD 15111631.250000 0.0640050 Long DBT CORP US N 2 2050-08-15 Fixed 2.5 N N N N N N DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC) 0NIFZ782LS46WOC9QK20 26442UAE4 44900000.000000 PA USD 33831459.440000 0.1432925 Long DBT CORP US N 2 2047-09-15 Fixed 3.6 N N N N N N DUQUESNE LIGHT HOLDINGS INC 4CUJ1D8WDXK9X7QI6B93 266233AH8 3700000.000000 PA USD 2940258.500000 0.0124534 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 1520000.000000 PA USD 1540421.490000 0.0065244 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 276480AF7 800000.000000 PA USD 696721.740000 0.0029510 Long DBT CORP US N 2 2043-11-01 Fixed 4.8 N N N N N N EASTERN GAS TRANSMISSION AND STORAGE INC H2VQBNB3NSKRM5QWBI71 276480AD2 4115000.000000 PA USD 3397364.820000 0.0143895 Long DBT CORP US N 2 2044-12-15 Fixed 4.6 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AY9 1600000.000000 PA USD 1315370.780000 0.0055712 Long DBT CORP US N 2 2031-05-10 Fixed 2.6 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AZ6 7300000.000000 PA USD 5264087.520000 0.0222959 Long DBT CORP US N 2 2051-05-10 Fixed 3.65 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AE9 25700000.000000 PA USD 21934432.400000 0.0929029 Long DBT CORP CO N 2 2043-09-18 Fixed 7.375 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJQ4 26742000.000000 NS USD 26600802.240000 0.1126672 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAC4 88700000.000000 NS USD 86453229.000000 0.3661710 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJW1 29650000.000000 NS USD 29037727.500000 0.1229887 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAA8 8410000.000000 NS USD 8262825.000000 0.0349970 Long EP CORP US N 2 N N N EL PASO NATURAL GAS CO. N/A 283695BK9 25670000.000000 PA USD 29119219.370000 0.1233339 Long DBT CORP US N 2 2032-06-15 Variable 8.375 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AL8 19398000.000000 PA USD 17359464.180000 0.0735257 Long DBT CORP FR N 2 2114-01-22 Fixed 6 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AT1 12622000.000000 PA USD 10255702.920000 0.0434378 Long DBT CORP FR N 2 2048-09-21 Fixed 5 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AQ7 23555000.000000 PA USD 19050133.100000 0.0806865 Long DBT CORP FR N 2 2045-10-13 Fixed 4.95 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AH6 7500000.000000 PA USD 6586053.300000 0.0278951 Long DBT CORP US N 2 2048-03-01 Fixed 4.55 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAY3 7700000.000000 PA USD 7038902.410000 0.0298131 Long DBT CORP US N 2 2042-05-15 Fixed 4.625 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBB2 2605000.000000 PA USD 2373173.310000 0.0100515 Long DBT CORP US N 2 2043-01-15 Fixed 4.65 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBF3 13244000.000000 PA USD 12552498.710000 0.0531659 Long DBT CORP US N 2 2044-01-15 Fixed 5.1 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AS2 4350000.000000 PA USD 3273094.510000 0.0138631 Long DBT CORP US N 2 2051-03-15 Fixed 3.6 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AU7 15100000.000000 PA USD 13200053.670000 0.0559086 Long DBT CORP US N 2 2052-05-15 Fixed 4.55 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AK9 5640000.000000 PA USD 4310072.100000 0.0182552 Long DBT CORP US N 2 2049-09-15 Fixed 3.7 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AD5 30200000.000000 PA USD 25952957.090000 0.1099233 Long DBT CORP US N 2 2047-12-01 Fixed 4.375 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 35100000.000000 NS USD 32350968.000000 0.1370219 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 37600000.000000 NS USD 33504232.000000 0.1419065 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 20700000.000000 NS USD 17718165.000000 0.0750450 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 44700000.000000 NS USD 38106303.000000 0.1613985 Long EP CORP US N 2 N N N EMBOTELLADORA ANDINA SA 254900NNPKP1J9XTSA53 29081PAF2 3600000.000000 PA USD 2675532.100000 0.0113322 Long DBT CORP CL N 2 2050-01-21 Fixed 3.95 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 11300000.000000 PA USD 8764722.730000 0.0371228 Long DBT CORP US N 2 2046-06-15 Fixed 4.75 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAT3 3000000.000000 PA USD 2818249.710000 0.0119366 Long DBT CORP US N 2 2040-09-15 Fixed 5.5 N N N N N N ENBRIDGE ENERGY PARTNERS LP CZ6VG2MNE1J6YDI02G48 29250RAX4 19792000.000000 PA USD 22213390.290000 0.0940844 Long DBT CORP US N 2 2045-10-15 Fixed 7.375 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAJ4 10948000.000000 PA USD 9153886.760000 0.0387711 Long DBT CORP CA N 2 2044-06-10 Fixed 4.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBF1 23600000.000000 PA USD 18219074.210000 0.0771665 Long DBT CORP CA N 2 2033-08-01 Fixed 2.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBE4 29500000.000000 PA USD 20158384.860000 0.0853805 Long DBT CORP CA N 2 2051-08-01 Fixed 3.4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B549 831000.000000 NS USD 15656040.000000 0.0663109 Long EP CORP US N 1 N N N ENEL FINANCE AMERICA LLC 549300EGNLVUJX1DEC60 29280HAB8 18100000.000000 PA USD 10924791.670000 0.0462718 Long DBT CORP US N 2 2041-07-12 Fixed 2.875 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAC2 44580000.000000 PA USD 35154110.010000 0.1488946 Long DBT CORP NL N 2 2047-05-25 Fixed 4.75 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GBB3 13700000.000000 PA USD 14709194.200000 0.0623005 Long DBT CORP NL N 2 2052-10-14 Fixed 7.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AJ9 44517000.000000 PA USD 36503079.490000 0.1546081 Long DBT CORP US N 2 2044-05-15 Fixed 5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 20088000.000000 PA USD 17121640.190000 0.0725184 Long DBT CORP US N 2 2045-05-15 Fixed 5.35 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAM1 27800000.000000 PA USD 22463336.030000 0.0951430 Long DBT CORP US N 2 2043-01-15 Fixed 4.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAS8 4256000.000000 PA USD 4247958.760000 0.0179921 Long DBT CORP US N 2 2023-02-01 Fixed 3.6 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAK5 8356000.000000 PA USD 7699249.480000 0.0326100 Long DBT CORP US N 2 2042-02-15 Fixed 6.1 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 9063000.000000 PA USD 8998161.850000 0.0381115 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAT6 26785000.000000 PA USD 22260522.260000 0.0942840 Long DBT CORP US N 2 2043-02-01 Fixed 5.15 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAL7 8506000.000000 PA USD 8485888.240000 0.0359418 Long DBT CORP US N 2 2023-03-15 Fixed 4.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBD0 800000.000000 PA USD 775544.550000 0.0032848 Long DBT CORP US N 2 2025-03-15 Fixed 4.05 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 800000.000000 PA USD 761135.900000 0.0032238 Long DBT CORP US N 2 2027-03-15 Fixed 4.4 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBE8 19773000.000000 PA USD 17678693.870000 0.0748778 Long DBT CORP US N 2 2035-03-15 Fixed 4.9 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 42386000.000000 PA USD 35260902.380000 0.1493469 Long DBT CORP US N 2 2045-03-15 Fixed 5.15 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 300000.000000 PA USD 295880.620000 0.0012532 Long DBT CORP US N 2 2024-04-15 Fixed 4.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 12314000.000000 PA USD 10448020.420000 0.0442524 Long DBT CORP US N 2 2044-04-01 Fixed 5.3 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 21750000.000000 PA USD 18202479.300000 0.0770963 Long DBT CORP US N 2 2047-04-15 Fixed 5.3 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 3300000.000000 PA USD 2651183.300000 0.0112290 Long DBT CORP US N 2 2050-05-15 Fixed 5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 900000.000000 PA USD 827349.380000 0.0035042 Long DBT CORP US N 2 2038-06-15 Fixed 5.8 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 1900000.000000 PA USD 1793451.060000 0.0075961 Long DBT CORP US N 2 2041-06-01 Fixed 6.05 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAJ8 5100000.000000 PA USD 5438545.340000 0.0230349 Long DBT CORP US N 2 2038-07-01 Fixed 7.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAF6 22002000.000000 PA USD 22150281.600000 0.0938171 Long DBT CORP US N 2 2036-10-15 Fixed 6.625 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 5038000.000000 PA USD 4289953.330000 0.0181700 Long DBT CORP US N 2 2047-10-01 Fixed 5.4 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 38548000.000000 PA USD 35842608.070000 0.1518107 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N ENLINK MIDSTREAM PARTNERS LP 88CPW63VL7KHJWS0NY83 29336UAG2 13800000.000000 PA USD 11109345.000000 0.0470534 Long DBT CORP US N 2 2047-06-01 Fixed 5.45 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAA6 5800000.000000 PA USD 4776209.110000 0.0202295 Long DBT CORP US N 2 2049-04-01 Fixed 4.2 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAC2 7400000.000000 PA USD 5176077.930000 0.0219232 Long DBT CORP US N 2 2052-06-15 Fixed 3.35 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAK9 13000000.000000 PA USD 9632230.010000 0.0407971 Long DBT CORP US N 2 2050-06-15 Fixed 3.75 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBD9 8400000.000000 PA USD 5412403.750000 0.0229241 Long DBT CORP US N 2 2051-03-15 Fixed 2.9 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBJ6 14600000.000000 PA USD 10900769.240000 0.0461700 Long DBT CORP US N 2 2041-06-15 Fixed 3.1 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAT5 4300000.000000 PA USD 3805697.630000 0.0161190 Long DBT CORP US N 2 2044-07-15 Fixed 5 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBL1 13600000.000000 PA USD 12280068.050000 0.0520120 Long DBT CORP US N 2 2052-09-15 Fixed 4.75 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBB3 1410000.000000 PA USD 1160695.830000 0.0049161 Long DBT CORP US N 2 2048-09-01 Fixed 4.2 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAB2 1500000.000000 PA USD 1081374.090000 0.0045801 Long DBT CORP US N 2 2051-06-01 Fixed 3.5 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAH7 4000000.000000 PA USD 3482241.600000 0.0147490 Long DBT CORP US N 2 2039-03-30 Fixed 4.5 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAM6 11900000.000000 PA USD 10953767.810000 0.0463945 Long DBT CORP US N 2 2052-09-15 Fixed 5 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 10568000.000000 PA USD 8360060.100000 0.0354089 Long DBT CORP US N 2 2050-01-31 Fixed 4.2 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAT0 1863000.000000 PA USD 1875048.080000 0.0079417 Long DBT CORP US N 2 2041-02-01 Fixed 5.95 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAY9 77745000.000000 PA USD 65847604.130000 0.2788963 Long DBT CORP US N 2 2043-02-15 Fixed 4.45 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBC6 31665000.000000 PA USD 28607921.260000 0.1211683 Long DBT CORP US N 2 2045-02-15 Fixed 5.1 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBU6 3575000.000000 PA USD 3063931.910000 0.0129772 Long DBT CORP US N 2 2049-02-01 Fixed 4.8 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 293791AT6 13761000.000000 PA USD 13472161.290000 0.0570611 Long DBT CORP US N 2 2035-03-01 Fixed 5.75 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBA0 32362000.000000 PA USD 28681891.090000 0.1214816 Long DBT CORP US N 2 2044-03-15 Fixed 4.85 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAW3 11300000.000000 PA USD 10032608.160000 0.0424929 Long DBT CORP US N 2 2042-08-15 Fixed 4.85 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBM4 8000000.000000 PA USD 7251419.680000 0.0307133 Long DBT CORP US N 2 2077-08-16 Floating 7.62986 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBN2 5601000.000000 PA USD 4512364.550000 0.0191120 Long DBT CORP US N 2 2077-08-16 Floating 5.25 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAQ6 4995000.000000 PA USD 5235237.520000 0.0221738 Long DBT CORP US N 2 2040-09-01 Fixed 6.45 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAB5 200000.000000 PA USD 189886.840000 0.0008043 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 13000000.000000 PA USD 11111995.440000 0.0470646 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 9325000.000000 PA USD 8175259.020000 0.0346262 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 100000.000000 PA USD 89982.810000 0.0003811 Long DBT CORP US N 2 2026-12-15 Fixed 4.75 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 11360000.000000 PA USD 8915087.170000 0.0377597 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP) 549300NELT611CL6XM83 26885BAA8 2095000.000000 PA USD 2016835.550000 0.0085423 Long DBT CORP US N 2 2024-08-01 Fixed 4 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAG4 2400000.000000 PA USD 2493120.000000 0.0105596 Long DBT CORP US N 2 2030-02-01 Variable 7 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBT2 11300000.000000 PA USD 7747775.050000 0.0328156 Long DBT CORP US N 2 2052-02-15 Fixed 3.4 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBU9 54700000.000000 PA USD 48751676.400000 0.2064868 Long DBT CORP US N 2 2032-04-15 Fixed 3.9 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBJ4 17681000.000000 PA USD 11176234.540000 0.0473367 Long DBT CORP US N 2 2050-07-15 Fixed 3 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 520000.000000 PA USD 518341.210000 0.0021954 Long DBT CORP US N 2 2023-04-20 Fixed 3.9 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 12407000.000000 PA USD 11843920.340000 0.0501647 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AM7 38275000.000000 PA USD 33702069.500000 0.1427445 Long DBT CORP US N 2 2048-04-20 Fixed 5 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 9200000.000000 PA USD 10034294.360000 0.0425001 Long DBT CORP US N 2 2037-10-15 Fixed 7 N N N N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 BN13P8II9 8000000.000000 PA 6811013.210000 0.0288479 Long DBT CORP AT N 2 2027-10-15 Floating 4.25 N N N N N N ESSENTIAL PROPERTIES LP 254900XX9FNFCDE1NX02 29670VAA7 5000000.000000 PA USD 3647313.400000 0.0154481 Long DBT CORP US N 2 2031-07-15 Fixed 2.95 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAG7 11500000.000000 PA USD 10818214.570000 0.0458203 Long DBT CORP US N 2 2052-05-01 Fixed 5.3 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAS6 3900000.000000 PA USD 3095314.830000 0.0131101 Long DBT CORP US N 2 2048-03-15 Fixed 4.5 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAR8 10700000.000000 PA USD 10015685.140000 0.0424212 Long DBT CORP US N 2 2027-05-01 Fixed 3.625 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAZ0 7500000.000000 PA USD 5941970.850000 0.0251671 Long DBT CORP US N 2 2031-06-15 Fixed 2.55 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAX5 11800000.000000 PA USD 6685576.740000 0.0283166 Long DBT CORP US N 2 2050-09-01 Fixed 2.65 N N N N N N EVEREST REINSURANCE HLDGS N/A 299808AH8 1500000.000000 PA USD 1022702.160000 0.0043316 Long DBT CORP US N 2 2050-10-15 Fixed 3.5 N N N N N N EVEREST REINSURANCE HLDGS N/A 299808AJ4 6800000.000000 PA USD 4273194.260000 0.0180990 Long DBT CORP US N 2 2052-10-15 Fixed 3.125 N N N N N N EVERGY KANSAS CENTRAL INC J75GNWGEO73W89ZV3S44 30036FAA9 8300000.000000 PA USD 6046173.260000 0.0256085 Long DBT CORP US N 2 2050-04-15 Fixed 3.45 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 485134BS8 15431000.000000 PA USD 12436301.200000 0.0526737 Long DBT CORP US N 2 2049-04-01 Fixed 4.125 N N N N N N EVERGY METRO INC 1128SIJQ26096WL7IO82 485134BQ2 1200000.000000 PA USD 979752.550000 0.0041497 Long DBT CORP US N 2 2047-06-15 Fixed 4.2 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAB4 2838000.000000 PA USD 2659141.890000 0.0112627 Long DBT CORP US N 2 2026-03-15 Fixed 3.35 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAC5 7000000.000000 PA USD 7121202.130000 0.0301617 Long DBT CORP US N 2 2035-06-15 Fixed 5.625 N N N N N N EXPEDIA GROUP INC N/A 30212PAR6 5343000.000000 PA USD 4544101.070000 0.0192465 Long DBT CORP US N 2 2030-02-15 Fixed 3.25 N N N N N N EXPEDIA GROUP INC N/A 30212PBK0 4600000.000000 PA USD 4420500.230000 0.0187229 Long DBT CORP US N 2 2027-08-01 Fixed 4.625 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 3000000.000000 PA USD 2277646.260000 0.0096469 Long DBT CORP US N 2 2032-03-15 Fixed 2.35 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAH0 2900000.000000 PA USD 2603604.490000 0.0110275 Long DBT CORP US N 2 2029-04-01 Fixed 3.9 N N N N N N FACTSET RESEARCH SYSTEMS INC 549300ZSJE7NBK6K9P30 303075AB1 10000000.000000 PA USD 8410608.900000 0.0356230 Long DBT CORP US N 2 2032-03-01 Fixed 3.45 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BB7 18100000.000000 PA USD 17140273.930000 0.0725973 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BF8 7200000.000000 PA USD 6548600.520000 0.0277365 Long DBT CORP CA N 2 2030-04-29 Fixed 4.625 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BK7 17900000.000000 PA USD 16852097.310000 0.0713767 Long DBT CORP CA N 2 2032-08-16 Fixed 5.625 N N N N N N FARMERS INSURANCE EXCHANGE 549300UWG2TLX1GZVT44 309601AE2 21600000.000000 PA USD 17397240.480000 0.0736857 Long DBT CORP US N 2 2057-11-01 Floating 4.747 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XAW6 14941000.000000 PA USD 13319770.620000 0.0564156 Long DBT CORP US N 2 2044-01-15 Fixed 5.1 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBG0 8300000.000000 PA USD 6770632.950000 0.0286769 Long DBT CORP US N 2 2046-04-01 Fixed 4.55 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XAT3 765000.000000 PA USD 584213.010000 0.0024744 Long DBT CORP US N 2 2042-08-01 Fixed 3.875 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XBE5 3250000.000000 PA USD 2759026.790000 0.0116858 Long DBT CORP US N 2 2045-11-15 Fixed 4.75 N N N N N N FELLS POINT FUNDING TRUST N/A 314382AA0 20000000.000000 PA USD 18230329.400000 0.0772142 Long DBT CORP US N 2 2027-01-31 Fixed 3.046 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762V853 618300.000000 NS USD 15612075.000000 0.0661247 Long EP CORP US N 1 N N N FHLMC STRUCTURED P/T SECURITIES E3 N/A 3133TCE95 2846.100000 PA USD 2753.460000 0.0000117 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 3.936 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 9750.000000 NS 1476354.750000 0.0062531 Long EP CORP GB N 2 N N N FIBRA UNO (TRUST F/1401) N/A 898324AB4 20015000.000000 PA USD 17407045.500000 0.0737272 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AB2 23500000.000000 PA USD 19010740.010000 0.0805196 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 5255000.000000 PA USD 4570273.500000 0.0193573 Long DBT CORP MX N 2 2044-01-30 Fixed 6.95 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MBZ8 4000000.000000 PA USD 3690727.080000 0.0156320 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 12300000.000000 PA USD 11884407.480000 0.0503362 Long DBT CORP US N 2 2032-07-15 Fixed 5.1 N N N N N N FINANCE AMERICA MTGE LOAN TRUST 2004-3 N/A 317350BT2 5659862.920000 PA USD 5392507.410000 0.0228399 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.25871 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAE2 18250000.000000 PA USD 18231927.940000 0.0772210 Long DBT CORP US N 2 2023-02-01 Fixed 4.3 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAG7 3300000.000000 PA USD 2771882.290000 0.0117403 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AM9 8600000.000000 PA USD 5689545.000000 0.0240980 Long DBT CORP US N 2 2050-03-01 Fixed 3.4 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAB5 10846000.000000 PA USD 10577310.850000 0.0448000 Long DBT CORP US N 2 2025-01-15 Fixed 4.35 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAC3 2969000.000000 PA USD 2416378.310000 0.0102345 Long DBT CORP US N 2 2049-04-01 Fixed 4.55 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAA7 10100000.000000 PA USD 9448614.340000 0.0400194 Long DBT CORP US N 2 2044-07-15 Fixed 5.45 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAD1 2600000.000000 PA USD 2273458.750000 0.0096292 Long DBT CORP US N 2 2028-09-15 Fixed 2.866 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 15000000.000000 PA USD 12242123.700000 0.0518513 Long DBT CORP US N 2 2049-07-01 Fixed 4.4 N N N N N N FLEX INTERMEDIATE HOLDCO LLC 549300290TQIGM30A243 33939HAA7 6400000.000000 PA USD 5010353.790000 0.0212213 Long DBT CORP US N 2 2031-06-30 Fixed 3.363 N N N N N N FLEX INTERMEDIATE HOLDCO LLC 549300290TQIGM30A243 33939HAB5 55500000.000000 PA USD 40063639.040000 0.1696888 Long DBT CORP US N 2 2039-12-30 Fixed 4.317 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAC9 2000000.000000 PA USD 1890871.440000 0.0080088 Long DBT CORP SG N 2 2026-02-01 Fixed 3.75 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAB1 18200000.000000 PA USD 17138639.340000 0.0725904 Long DBT CORP SG N 2 2030-05-12 Fixed 4.875 N N N N N N FLORIDA HURRICANE CATASTROPHE FD FIN COR 549300S34SOJ0RULXM35 341271AE4 3100000.000000 PA USD 2701352.090000 0.0114415 Long DBT MUN US N 2 2027-07-01 Fixed 1.705 N N N N N N FLORIDA HURRICANE CATASTROPHE FD FIN COR 549300S34SOJ0RULXM35 341271AF1 11700000.000000 PA USD 9592983.270000 0.0406309 Long DBT MUN US N 2 2030-07-01 Fixed 2.154 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FL6 4200000.000000 PA USD 3576527.470000 0.0151483 Long DBT CORP US N 2 2044-10-01 Fixed 4.05 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 18800000.000000 PA USD 15166851.680000 0.0642389 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GE1 13300000.000000 PA USD 8983571.850000 0.0380497 Long DBT CORP US N 2 2051-12-04 Fixed 2.875 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAE8 250000.000000 PA USD 220646.320000 0.0009345 Long DBT CORP US N 2 2043-02-01 Fixed 5.15 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAB4 500000.000000 PA USD 514355.710000 0.0021785 Long DBT CORP US N 2 2039-11-15 Fixed 6.45 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 U30310AE3 1300000.000000 PA USD 1147360.860000 0.0048596 Long DBT CORP US N 2 2043-02-01 Fixed 5.15 N N N N N N FNMA PASS THRU POOLS N/A 31371FMA7 231.320000 PA USD 235.330000 0.0000010 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.5 N N N N N N FNMA PASS THRU POOLS N/A 31376WY53 2340.270000 PA USD 2347.300000 0.0000099 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31385WX38 1.030000 PA USD 1.030000 0.0000000 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GKM7 1964.860000 PA USD 1996.610000 0.0000085 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EKKN4 33138.150000 PA USD 31039.450000 0.0001315 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ERA59 58187.350000 PA USD 55177.250000 0.0002337 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WET25 13305.910000 PA USD 12396.350000 0.0000525 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 15826.170000 PA USD 153767.040000 0.0006513 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3138YY3S0 13247.120000 PA USD 12316.180000 0.0000522 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140F9WL5 16454.890000 PA USD 15304.140000 0.0000648 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FBCC2 2665288.790000 PA USD 2476442.040000 0.0104889 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FECJ1 4605103.180000 PA USD 4279780.730000 0.0181269 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.5 N N N N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BC8 10000000.000000 NS USD 7930700.000000 0.0335903 Long EP CORP US N 2 N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BD6 38300000.000000 NS USD 36173584.000000 0.1532125 Long EP CORP US N 2 N N N PNC FINANCIAL SERVICES GROUP INC CFGNEKW0P8842LEUIA51 693475BF1 8500000.000000 NS USD 8342920.000000 0.0353363 Long EP CORP US N 2 N N N FNMA PASS THRU POOLS N/A 3140J8C27 18108.800000 PA USD 16844.590000 0.0000713 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JN4Q0 276038.020000 PA USD 254362.660000 0.0010773 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QCCL8 343568.050000 PA USD 326159.600000 0.0013814 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X4MT0 84532.310000 PA USD 80528.410000 0.0003411 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YSX6 171454.130000 PA USD 164813.970000 0.0006981 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CFE9 21967.320000 PA USD 20484.310000 0.0000868 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CS47 18711.040000 PA USD 17368.160000 0.0000736 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FORD HOLDINGS LLC N/A 345277AE7 14575000.000000 PA USD 16399425.630000 0.0694595 Long DBT CORP US N 2 2030-03-01 Fixed 9.3 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZQ9 52500000.000000 PA USD 51925125.000000 0.2199279 Long DBT CORP US N 2 2024-03-18 Fixed 5.584 N N N N N N FORTUNE BRANDS INNOVATIONS INC 54930032LHW54PQUJD44 34964CAG1 6000000.000000 PA USD 4531190.520000 0.0191918 Long DBT CORP US N 2 2052-03-25 Fixed 4.5 N N N N N N FRANKLIN RESOURCES INC RIFQSET379FOGTEFKS80 354613AM3 2800000.000000 PA USD 1741602.270000 0.0073765 Long DBT CORP US N 2 2051-08-12 Fixed 2.95 N N N N N N FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE 5299001ERX0K10IZUL40 ACI1WRL13 3000000.000000 PA 2773423.310000 0.0117468 Long DBT CORP DE N 2 2028-03-31 Fixed 1.875 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A 35563CAJ7 18737883.450000 PA USD 17702396.160000 0.0749782 Long ABS-MBS USGSE US N 2 2052-10-25 Variable 4.31654 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 28200000.000000 NS USD 26194416.000000 0.1109460 Long EP CORP US N 2 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBJ3 7400000.000000 PA USD 7001562.980000 0.0296550 Long DBT CORP US N 2 2034-11-14 Fixed 5.4 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 35805BAE8 27100000.000000 PA USD 20427891.110000 0.0865219 Long DBT CORP US N 2 2031-12-01 Fixed 3 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 17400000.000000 PA USD 14057130.620000 0.0595387 Long DBT CORP US N 2 2028-10-12 Fixed 3.125 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI184XB6 24500000.000000 PA USD 18987500.000000 0.0804212 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 6900000.000000 PA 5283370.730000 0.0223776 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 ACI0QVRD1 3800000.000000 PA 2909682.430000 0.0123239 Long DBT CORP LU N 2 2023-11-17 Fixed 3.125 N N N N N N GAZPROM PJSC VIA GAZ CAPITAL SA 213800568PRHV2JR9650 ACI0YYVB5 3900000.000000 PA 2735767.840000 0.0115873 Long DBT CORP LU N 2 2024-11-22 Fixed 2.25 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1V9J90 21000000.000000 PA USD 14595000.000000 0.0618168 Long DBT CORP GB N 2 2029-01-27 Fixed 2.95 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1VT7X6 24900000.000000 PA 18133180.240000 0.0768027 Long DBT CORP GB N 2 2027-02-17 Fixed 1.5 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1K5SJ8 22500000.000000 PA USD 16038281.250000 0.0679298 Long DBT CORP GB N 2 2030-02-25 Fixed 3.25 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1V9JH2 26900000.000000 PA USD 18695500.000000 0.0791844 Long DBT CORP GB N 2 2029-01-27 Fixed 2.95 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAK9 9751000.000000 PA USD 9284986.060000 0.0393264 Long DBT CORP US N 2 2032-05-15 Fixed 4.55 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KP5 25300000.000000 PA USD 17528187.120000 0.0742403 Long DBT CORP US N 2 2051-03-15 Fixed 3.25 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KR1 34800000.000000 PA USD 32822129.120000 0.1390175 Long DBT CORP US N 2 2052-05-15 Fixed 5.125 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JS1 1425000.000000 PA USD 1292601.980000 0.0054748 Long DBT CORP US N 2 2040-09-01 Fixed 4.75 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JR3 9085000.000000 PA USD 8487419.320000 0.0359483 Long DBT CORP US N 2 2040-06-01 Fixed 5.4 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BD4 2500000.000000 PA USD 2262460.250000 0.0095826 Long DBT CORP US N 2 2046-03-01 Fixed 4.75 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AX1 325000.000000 PA USD 299625.830000 0.0012691 Long DBT CORP US N 2 2044-04-01 Fixed 4.8 N N N N N N GLENCORE FINANCE (CANADA) LIMITED 5493005TTO0UJ33KCK70 98417EAR1 8730000.000000 PA USD 7880628.710000 0.0333783 Long DBT CORP CA N 2 2042-10-25 Variable 5.55 N N N N N N GLENCORE FINANCE (CANADA) LIMITED 5493005TTO0UJ33KCK70 C98874AE7 100000.000000 PA USD 105667.460000 0.0004476 Long DBT CORP CA N 2 2037-11-15 Fixed 6.9 N N N N N N GLENCORE FINANCE (EUROPE) LIMITED 213800WHKNIC1JQQG433 BJVNZWII7 500000.000000 PA 559839.060000 0.0023712 Long DBT CORP JE N 2 2026-03-26 Fixed 3.125 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 4586000.000000 PA USD 3907752.750000 0.0165512 Long DBT CORP US N 2 2029-08-15 Fixed 3.2 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAC6 4400000.000000 PA USD 3148880.200000 0.0133370 Long DBT CORP US N 2 2049-08-15 Fixed 4.15 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAR3 17885000.000000 PA USD 16259668.970000 0.0688675 Long DBT CORP US N 2 2052-08-15 Fixed 5.95 N N N N N N GLOBE LIFE INC 5493001JFHKQOPP6XA71 37959EAA0 700000.000000 PA USD 556091.500000 0.0023553 Long DBT CORP US N 2 2030-08-15 Fixed 2.15 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 28800000.000000 PA USD 27305712.000000 0.1156528 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 13040000.000000 PA USD 11443761.600000 0.0484698 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AQ2 3100000.000000 PA USD 2664682.500000 0.0112862 Long DBT CORP US N 2 2031-01-15 Fixed 4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AR0 2300000.000000 PA USD 1841908.540000 0.0078014 Long DBT CORP US N 2 2032-01-15 Fixed 3.25 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AK5 1166000.000000 PA USD 1148509.480000 0.0048645 Long DBT CORP US N 2 2028-06-01 Fixed 5.75 N N N N N N GNL QUINTERO SA 549300JJJIQXE6E1QY27 P4909LAA8 4118000.000000 PA USD 3983515.760000 0.0168721 Long DBT CORP CL N 2 2029-07-31 Fixed 4.634 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477BA0 4500000.000000 NS USD 4181895.000000 0.0177123 Long EP CORP US N 2 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477608 52750.000000 NS USD 1271275.000000 0.0053845 Long EP CORP US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAG6 12900000.000000 NS USD 7511928.000000 0.0318166 Long EP CORP US N 2 N N N GNMA PASS THRU POOLS N/A 36207LB80 3171.170000 PA USD 3170.140000 0.0000134 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36290X4H0 6064.610000 PA USD 5969.900000 0.0000253 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 4.5 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122ND74 470000.000000 PA USD 463456.140000 0.0019630 Long DBT MUN US N 2 2031-06-01 Fixed 1.85 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122ND58 13800000.000000 PA USD 10370799.360000 0.0439253 Long DBT MUN US N 2 2041-06-01 Fixed 3.714 N N N N N N GOLDEN STATE TOBACCO SECURITIZATION N/A 38122NB76 975000.000000 PA USD 903370.940000 0.0038262 Long DBT MUN US N 2 2046-06-01 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 1700000.000000 PA USD 1384787.680000 0.0058652 Long DBT CORP US N 2 2033-02-24 Floating 3.102 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGM0 12925000.000000 PA USD 13551395.000000 0.0573967 Long DBT CORP US N 2 2041-02-01 Fixed 6.25 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZN7 14100000.000000 PA USD 10416064.660000 0.0441170 Long DBT CORP US N 2 2043-02-24 Floating 3.436 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 4000000.000000 PA USD 3199560.080000 0.0135517 Long DBT CORP US N 2 2032-04-22 Floating 2.615 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 2100000.000000 PA USD 1822536.320000 0.0077193 Long DBT CORP US N 2 2039-04-23 Floating 4.411 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 22244000.000000 PA USD 20702093.300000 0.0876833 Long DBT CORP US N 2 2028-06-05 Floating 3.691 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 100000.000000 PA USD 82580.670000 0.0003498 Long DBT CORP US N 2 2038-10-31 Floating 4.017 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 102500000.000000 PA USD 109802805.200000 0.4650677 Long DBT CORP US N 2 2037-10-01 Fixed 6.75 N N N N N N GOLUB CAPITAL BDC INC 2549005WE0QLGK9APF78 38173MAC6 21800000.000000 PA USD 17754721.150000 0.0751998 Long DBT CORP US N 2 2027-02-15 Fixed 2.05 N N N N N N GOODMAN US FINANCE FIVE LLC N/A 38239PAA5 21100000.000000 PA USD 19295661.560000 0.0817264 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 21200000.000000 PA USD 17833113.520000 0.0755318 Long DBT CORP US N 2 2037-10-15 Fixed 4.5 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 21450000.000000 PA USD 19393016.000000 0.0821388 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89832QAF6 17734000.000000 NS USD 16508403.260000 0.0699210 Long EP CORP US N 2 N N N GREAT-WEST LIFECO DELAWARE FINANCE LP 549300604SRFDFB35F35 391382AB4 3200000.000000 PA USD 2482396.290000 0.0105141 Long DBT CORP US N 2 2047-06-03 Fixed 4.15 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAM3 6700000.000000 PA USD 5900512.720000 0.0249915 Long DBT CORP US N 2 2032-03-24 Fixed 3.625 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAN1 4900000.000000 PA USD 3846301.700000 0.0162909 Long DBT CORP US N 2 2052-03-24 Fixed 4 N N N N N N GTL TRADE FINANCE INC 549300PSJEHGXCQ8J374 000000000 5200000.000000 PA USD 5904623.190000 0.0250089 Long DBT CORP VG N 2 2044-04-16 Fixed 7.25 N N N N N N GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AC8 7903000.000000 PA USD 6495604.360000 0.0275120 Long DBT CORP US N 2 2077-01-24 Fixed 4.85 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216AY7 12739000.000000 PA USD 14424609.190000 0.0610952 Long DBT CORP US N 2 2039-09-15 Fixed 7.45 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973AZ9 20300000.000000 NS USD 17713374.000000 0.0750247 Long EP CORP US N 2 N N N HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP) JJYR6MFKFF6CF8DBZ078 410867AF2 6600000.000000 PA USD 6465725.310000 0.0273855 Long DBT CORP US N 2 2026-04-15 Fixed 4.5 N N N N N N HARTFORD FINANCIAL SERVICES GROUP INC/THE IU7C3FTM7Y3BQM112U94 416515BC7 3600000.000000 PA USD 3022668.000000 0.0128025 Long DBT CORP US N 2 2067-02-12 Floating 6.73114 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404122BH5 16745000.020000 PA USD 16755465.650000 0.0709675 Long LON CORP US N 2 2028-06-30 Floating 6.1336 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 8800000.000000 PA USD 8494330.240000 0.0359776 Long DBT CORP US N 2 2027-02-15 Fixed 4.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 26202000.000000 PA USD 23393973.580000 0.0990847 Long DBT CORP US N 2 2047-06-15 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 10000000.000000 PA USD 8564128.500000 0.0362732 Long DBT CORP US N 2 2049-06-15 Fixed 5.25 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 15500000.000000 PA USD 10006960.270000 0.0423843 Long DBT CORP US N 2 2051-07-15 Fixed 3.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CF4 18500000.000000 PA USD 15703249.550000 0.0665108 Long DBT CORP US N 2 2032-03-15 Fixed 3.625 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CG2 38800000.000000 PA USD 30376806.340000 0.1286604 Long DBT CORP US N 2 2052-03-15 Fixed 4.625 N N N N N N HEALTHPEAK PROPERTIES INC PZ9HF5U52KPF0MH0QN75 40414LAE9 3500000.000000 PA USD 3615110.100000 0.0153117 Long DBT CORP US N 2 2041-02-01 Fixed 6.75 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 423012AG8 12200000.000000 PA USD 9853327.320000 0.0417336 Long DBT CORP NL N 2 2047-03-29 Fixed 4.35 N N N N N N HELMERICH & PAYNE INC 254900NAOGHJ88RZ4C73 423452AG6 15300000.000000 PA USD 12456579.760000 0.0527596 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 8800000.000000 PA USD 7125251.060000 0.0301789 Long DBT CORP US N 2 2048-02-15 Fixed 4.682 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 2700000.000000 PA USD 2024202.530000 0.0085735 Long DBT CORP US N 2 2031-02-01 Fixed 2.6 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AR3 2198000.000000 PA USD 1920203.570000 0.0081330 Long DBT CORP US N 2 2029-04-15 Fixed 4.2 N N N N N N HILL CITY FUNDING TRUST N/A 43137PAA8 15000000.000000 PA USD 10378859.700000 0.0439595 Long DBT CORP US N 2 2041-08-15 Fixed 4.046 N N N N N N HOAG MEMORIAL HOSPITAL PRESBYTERIAN FZFVQHQN7LISVXIZDB30 43371HAA1 28000000.000000 PA USD 21942572.120000 0.0929374 Long DBT CORP US N 2 2052-07-15 Fixed 3.803 N N N N N N HOLCIM FINANCE US LLC 529900FB2F1WKLFNGY62 50587KAB7 2400000.000000 PA USD 1963553.930000 0.0083166 Long DBT CORP US N 2 2046-09-22 Fixed 4.75 N N N N N N HOLCIM STERLING FINANCE (NETHERLANDS) BV 529900KU5LFL22MEGK07 ACI20SWZ7 5200000.000000 PA 4317243.980000 0.0182856 Long DBT CORP NL N 2 2034-04-04 Fixed 2.25 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BF8 9350000.000000 PA USD 8401229.410000 0.0355832 Long DBT CORP US N 2 2045-03-15 Fixed 4.4 N N N N N N HOMEBANC MORTGAGE TRUST 2005-3 N/A 43739EBL0 1151443.260000 PA USD 1147442.570000 0.0048600 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.04871 N N N N N N HSBC BANK CAPITAL FUNDING (STERLING 1) LP 2138007XGRZME1ZCTY76 770567II8 8956000.000000 PA 11080717.250000 0.0469322 Long DBT CORP JE N 2 2031-11-05 Floating 5.844 N N N N N N HSBC BANK USA NA 1IE8VN30JCEQV1H4R804 4042Q1AD9 11450000.000000 PA USD 12388580.660000 0.0524716 Long DBT CORP US N 2 2039-01-15 Fixed 7 N N N N N N HSBC CAPITAL FUNDING (DOLLAR 1) LP 213800HMY2DB765NHE46 G4637HAB4 2200000.000000 PA USD 2650990.940000 0.0112282 Long DBT CORP JE N 2 2030-06-30 Floating 10.176 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 86300000.000000 PA USD 79648025.340000 0.3373477 Long DBT CORP GB N 2 2028-03-23 Floating 6.5 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 3200000.000000 PA USD 2497546.980000 0.0105783 Long DBT CORP GB N 2 2030-12-17 Floating 4.6 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 7600000.000000 PA USD 6041184.060000 0.0255873 Long DBT CORP GB N 2 2031-03-09 Floating 4.7 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 BFM4XMII1 26400000.000000 PA 28551221.280000 0.1209282 Long DBT CORP GB N 2 2026-09-28 Floating 5.875 N N N N Y HSBC HOLDINGS PLC GBP XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 10850000.000000 PA USD 11365268.450000 0.0481374 Long DBT CORP GB N 2 2042-01-14 Fixed 6.1 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 9957000.000000 PA USD 9684069.370000 0.0410167 Long DBT CORP GB N 2 2025-03-11 Floating 3.803 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 21131000.000000 PA USD 20463741.130000 0.0866738 Long DBT CORP GB N 2 2026-03-08 Fixed 4.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CF4 4600000.000000 PA USD 4397982.440000 0.0186276 Long DBT CORP ZA N 2 2030-03-31 Fixed 4.95 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BB4 4500000.000000 PA USD 4291459.110000 0.0181764 Long DBT CORP GB N 2 2026-05-25 Fixed 3.9 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 4000000.000000 PA USD 3509141.800000 0.0148629 Long DBT CORP GB N 2 2030-05-22 Floating 3.973 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 78700000.000000 PA USD 61070323.280000 0.2586622 Long DBT CORP GB N 2 2032-05-24 Floating 2.804 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 7050000.000000 PA USD 6503202.420000 0.0275442 Long DBT CORP GB N 2 2029-06-19 Floating 4.583 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 6800000.000000 PA USD 5441718.560000 0.0230483 Long DBT CORP GB N 2 2031-06-04 Floating 2.848 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 4600000.000000 PA USD 3524669.590000 0.0149287 Long DBT CORP GB N 2 2031-08-18 Floating 2.357 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 8100000.000000 PA USD 7523662.240000 0.0318663 Long DBT CORP GB N 2 2033-08-11 Floating 5.402 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DK2 11547000.000000 PA USD 11809705.450000 0.0500198 Long DBT CORP GB N 2 2032-05-17 Fixed 7.625 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DN6 4300000.000000 PA USD 4284617.310000 0.0181474 Long DBT CORP GB N 2 2038-06-01 Fixed 6.8 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DM8 18115000.000000 PA USD 17495957.370000 0.0741038 Long DBT CORP GB N 2 2037-09-15 Fixed 6.5 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 B2QP0KII9 1900000.000000 PA 2342436.870000 0.0099213 Long DBT CORP GB N 2 2038-04-07 Fixed 7 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAC0 7600000.000000 PA USD 5775566.880000 0.0244623 Long DBT CORP US N 2 2030-01-15 Fixed 3.25 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAB2 7537000.000000 PA USD 6453290.270000 0.0273328 Long DBT CORP US N 2 2029-04-01 Fixed 4.65 N N N N N N HUDSON PACIFIC PROPERTIES LP 5493007NTUGLGZ8T3526 44409MAA4 5600000.000000 PA USD 4772898.540000 0.0202155 Long DBT CORP US N 2 2027-11-01 Fixed 3.95 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859AZ5 1000000.000000 PA USD 1167492.150000 0.0049449 Long DBT CORP US N 2 2038-06-15 Fixed 8.15 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BL5 11800000.000000 PA USD 9328015.290000 0.0395086 Long DBT CORP US N 2 2049-08-15 Fixed 3.95 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 4000000.000000 PA USD 3600357.240000 0.0152492 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AJ1 5850000.000000 PA USD 5736153.910000 0.0242954 Long DBT CORP US N 2 2030-04-23 Variable 6 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AG7 1100000.000000 PA USD 1008510.910000 0.0042715 Long DBT CORP US N 2 2028-09-15 Fixed 4.375 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABX4 15000000.000000 PA USD 12243786.750000 0.0518583 Long DBT CORP US N 2 2028-06-15 Fixed 2 N N N N N N IDAHO POWER COMPANY TN0LL73P2C8X3W6KM391 45138LAY9 8000000.000000 PA USD 7154026.160000 0.0303007 Long DBT CORP US N 2 2040-08-15 Fixed 4.85 N N N N N N ILLINOIS MUNICIPAL ELECTRIC AGENCY N/A 452024GT3 2800000.000000 PA USD 3045007.560000 0.0128971 Long DBT MUN US N 2 2035-02-01 Fixed 6.832 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 80479000.000000 NS USD 73072517.630000 0.3094973 Long EP CORP US N 2 N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 453140AF2 19615000.000000 PA USD 18751068.700000 0.0794198 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAB9 7800000.000000 PA USD 7163488.100000 0.0303408 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAF0 13000000.000000 PA USD 12958371.270000 0.0548849 Long DBT CORP GB N 2 2027-07-27 Fixed 6.125 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 43674000.000000 NS USD 38351886.360000 0.1624387 Long EP CORP US N 2 N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 45262BAC7 6900000.000000 PA USD 5915594.320000 0.0250554 Long DBT CORP GB N 2 2029-07-26 Fixed 3.875 N N N N N N INDIANA FINANCE AUTHORITY 549300PS0PAS7NDSSI20 455057SV2 1750000.000000 PA USD 2043415.850000 0.0086548 Long DBT MUN US N 2 2039-02-01 Fixed 6.596 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 20200.000000 NS USD 23937000.000000 0.1013847 Long EP CORP US N 1 N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 500000.000000 PA USD 420495.190000 0.0017810 Long DBT CORP US N 2 2046-03-15 Fixed 4.55 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AU0 14800000.000000 PA USD 10139347.540000 0.0429450 Long DBT CORP US N 2 2051-05-01 Fixed 3.25 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 5000000.000000 PA USD 4080786.100000 0.0172841 Long DBT CORP US N 2 2048-08-15 Fixed 4.25 N N N N N N INDIANAPOLIS POWER & LIGHT COMPANY 2T85JNP2R2B2GTSFND21 455434BV1 15000000.000000 PA USD 15431669.400000 0.0653605 Long DBT CORP US N 2 2032-12-01 Fixed 5.65 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 131854000.000000 NS USD 116925490.120000 0.4952357 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FP4 19798000.000000 NS USD 18486382.500000 0.0782987 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06055HAB9 36800000.000000 NS USD 36024992.000000 0.1525832 Long EP CORP US N 2 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AR4 5600000.000000 PA USD 4974031.890000 0.0210674 Long DBT CORP NL N 2 2026-11-16 Floating 5.75 N N N N Y ING GROEP NV EUR XXXX N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AW3 7500000.000000 PA USD 5993197.650000 0.0253841 Long DBT CORP NL N 2 2032-04-01 Floating 2.727 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 45685NAA4 400000.000000 PA USD 391070.960000 0.0016564 Long DBT CORP NL N 2 2026-01-06 Fixed 4.625 N N N N N N INTEGRIS BAPTIST MEDICAL CENTER 549300S00ZKDLJSB3927 45834QAA7 10800000.000000 PA USD 7853591.740000 0.0332637 Long DBT CORP US N 2 2050-08-15 Fixed 3.875 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAW4 28200000.000000 PA USD 27017263.800000 0.1144311 Long DBT CORP US N 2 2033-03-15 Fixed 4.6 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAX2 1600000.000000 PA USD 1490660.000000 0.0063137 Long DBT CORP US N 2 2052-06-15 Fixed 4.95 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAH7 1800000.000000 PA USD 1510462.800000 0.0063975 Long DBT CORP US N 2 2048-09-21 Fixed 4.25 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAQ7 9146000.000000 PA USD 5771459.830000 0.0244449 Long DBT CORP US N 2 2060-09-15 Fixed 3 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 9000000.000000 PA USD 7161002.910000 0.0303303 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N INTERSTATE POWER AND LIGHT COMPANY EF9UQIIO4KY2BWOK3P26 461070AG9 5000000.000000 PA USD 5160481.100000 0.0218571 Long DBT CORP US N 2 2039-07-15 Fixed 6.25 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBL0 8000000.000000 PA USD 6860695.360000 0.0290583 Long DBT CORP IT N 2 2029-09-23 Fixed 4 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAC6 6600000.000000 PA USD 4831746.350000 0.0204648 Long DBT CORP US N 2 2034-01-15 Fixed 2.7 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAD4 14500000.000000 PA USD 12725384.590000 0.0538981 Long DBT CORP US N 2 2032-04-15 Fixed 4.15 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 3200000.000000 PA USD 2372300.190000 0.0100478 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 14524000.000000 PA USD 12936819.890000 0.0547937 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N IRVINE RANCH WATER DISTRICT 2ZRS7W19IBMY48SFBI68 4636324P1 10000000.000000 PA USD 11195912.000000 0.0474201 Long DBT MUN US N 2 2040-05-01 Fixed 6.622 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513YJJ8 13300000.000000 PA USD 11695022.500000 0.0495340 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.125 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JB42 18000000.000000 PA USD 15212502.000000 0.0644323 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.875 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46513JB59 4600000.000000 PA USD 4058488.000000 0.0171896 Long DBT NUSS IL N 2 2099-12-31 Fixed 4.5 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI1M29S4 2100000.000000 PA USD 1651771.800000 0.0069960 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.8 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAB4 1500000.000000 PA USD 886608.480000 0.0037552 Long DBT CORP NL N 2 2051-05-28 Fixed 3.75 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAA6 4700000.000000 PA USD 3534831.130000 0.0149717 Long DBT CORP NL N 2 2030-11-23 Fixed 2.2 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAC2 56750000.000000 PA USD 38710126.700000 0.1639560 Long DBT CORP NL N 2 2052-04-08 Fixed 4.5 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 472319AM4 22200000.000000 PA USD 21730922.660000 0.0920409 Long DBT CORP US N 2 2043-01-20 Fixed 6.5 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CX1 8562000.000000 PA USD 8403419.260000 0.0355925 Long DBT CORP US N 2 2037-06-01 Fixed 6.15 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AL8 2200000.000000 PA USD 1987909.660000 0.0084198 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DD4 6000000.000000 PA USD 4861030.680000 0.0205888 Long DBT CORP US N 2 2032-03-01 Fixed 2.75 N N N N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 1731757.140000 PA USD 1425418.130000 0.0060373 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AQ7 1600000.000000 PA USD 1363124.320000 0.0057735 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N JETBLUE 2020-1 CLASS A PASS THROUGH TRUST N/A 477164AA5 11733201.300000 PA USD 10463395.540000 0.0443175 Long DBT CORP US N 2 2034-05-15 Fixed 4 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AS3 5320000.000000 PA USD 4483506.610000 0.0189898 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A N/A 682439AU8 11100000.000000 PA USD 9135855.000000 0.0386947 Long ABS-MBS CORP US N 2 2037-10-13 Fixed 5.6896 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 23200000.000000 PA USD 21094530.400000 0.0893455 Long DBT CORP US N 2 2029-01-23 Floating 3.509 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 31000000.000000 PA USD 25311741.180000 0.1072074 Long DBT CORP US N 2 2033-01-25 Floating 2.963 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAN6 4720000.000000 PA USD 3638226.360000 0.0154096 Long DBT CORP US N 2 2049-01-23 Floating 3.897 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 15000000.000000 PA USD 13904175.600000 0.0588909 Long DBT CORP US N 2 2029-04-23 Floating 4.005 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDC7 23000000.000000 PA USD 21358461.020000 0.0904634 Long DBT CORP US N 2 2033-04-26 Floating 4.586 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 5000000.000000 PA USD 4494850.950000 0.0190379 Long DBT CORP US N 2 2030-05-06 Floating 3.702 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJB7 13220000.000000 PA USD 13278367.230000 0.0562403 Long DBT CORP US N 2 2041-07-15 Fixed 5.6 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 6375000.000000 PA USD 5359595.230000 0.0227005 Long DBT CORP US N 2 2030-10-15 Floating 2.739 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 12500000.000000 PA USD 9911911.130000 0.0419817 Long DBT CORP US N 2 2032-11-08 Floating 2.545 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT N/A 46645WAU7 6100000.000000 PA USD 5707133.770000 0.0241725 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.2475 N N N N N N JP MORGAN MTGGE ACQUIS CORP 2005-OPT2 N/A 46626LEN6 1335040.120000 PA USD 1323334.090000 0.0056050 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.10871 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AF7 4470000.000000 PA USD 2966062.150000 0.0125627 Long DBT CORP US N 2 2041-02-10 Fixed 2.5 N N N N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203RAD6 42478000.000000 PA USD 39768012.340000 0.1684367 Long DBT CORP US N 2 2041-03-15 Fixed 5.95 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AG5 23200000.000000 PA USD 14302527.860000 0.0605781 Long DBT CORP US N 2 2051-02-10 Fixed 2.8 N N N N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 064058AH3 3700000.000000 NS USD 3558031.000000 0.0150700 Long EP CORP US N 2 N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 14300000.000000 PA USD 12187988.810000 0.0516220 Long DBT CORP US N 2 2047-05-01 Fixed 4.15 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 485170AQ7 5000000.000000 PA USD 4134539.550000 0.0175118 Long DBT CORP US N 2 2043-05-15 Fixed 4.3 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 485170BB9 17700000.000000 PA USD 15336066.060000 0.0649556 Long DBT CORP US N 2 2048-05-01 Fixed 4.7 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 485170BE3 2300000.000000 PA USD 1647929.000000 0.0069798 Long DBT CORP US N 2 2050-05-01 Fixed 3.5 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 485170AS3 24795000.000000 PA USD 22399866.480000 0.0948742 Long DBT CORP US N 2 2045-08-15 Fixed 4.95 N N N N N N KDAC AIRCRAFT FINANCE LTD 2017-1A N/A 48244XAA0 5058695.160000 PA USD 3895296.450000 0.0164985 Long ABS-O CORP KY N 2 2042-12-15 Fixed 4.212 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BM8 4910000.000000 PA USD 3473051.870000 0.0147100 Long DBT CORP US N 2 2050-06-01 Fixed 3.3 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BL0 7100000.000000 PA USD 6040314.630000 0.0255836 Long DBT CORP US N 2 2045-10-01 Fixed 4.375 N N N N N N KENTUCKY UTILITIE CO. AGX0G2MXE54NFNNICD28 491674BG1 14500000.000000 PA USD 13793049.750000 0.0584202 Long DBT CORP US N 2 2040-11-01 Fixed 5.125 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAR1 60000000.000000 PA USD 50306185.200000 0.2130709 Long DBT CORP US N 2 2052-04-15 Fixed 4.5 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAC7 14200000.000000 PA USD 9468492.550000 0.0401036 Long DBT CORP US N 2 2052-01-18 Fixed 3.586 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 1500000.000000 PA USD 1203196.910000 0.0050961 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAK8 12400000.000000 PA USD 10884278.060000 0.0461002 Long DBT CORP US N 2 2029-08-15 Fixed 4.25 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAR3 15200000.000000 PA USD 10585141.680000 0.0448332 Long DBT CORP US N 2 2033-11-15 Fixed 2.65 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAN2 2000000.000000 PA USD 1818473.600000 0.0077021 Long DBT CORP US N 2 2028-12-15 Fixed 4.75 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AW6 800000.000000 PA USD 849751.780000 0.0035991 Long DBT CORP US N 2 2038-01-15 Fixed 6.95 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AV8 12219000.000000 PA USD 12366494.330000 0.0523781 Long DBT CORP US N 2 2037-02-01 Fixed 6.5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AJ5 5000000.000000 PA USD 5424769.400000 0.0229765 Long DBT CORP US N 2 2031-03-15 Fixed 7.4 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550AT3 10942000.000000 PA USD 10733476.660000 0.0454614 Long DBT CORP US N 2 2035-03-15 Fixed 5.8 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BH8 10715000.000000 PA USD 10645852.680000 0.0450903 Long DBT CORP US N 2 2041-03-01 Fixed 6.375 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BP0 33335000.000000 PA USD 28617478.140000 0.1212088 Long DBT CORP US N 2 2043-03-01 Fixed 5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BN5 4000000.000000 PA USD 3440552.960000 0.0145724 Long DBT CORP US N 2 2042-08-15 Fixed 5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BD7 36840000.000000 PA USD 37294319.720000 0.1579594 Long DBT CORP US N 2 2039-09-01 Fixed 6.5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BF2 30300000.000000 PA USD 30511363.410000 0.1292303 Long DBT CORP US N 2 2040-09-15 Fixed 6.55 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BK1 1700000.000000 PA USD 1568012.770000 0.0066413 Long DBT CORP US N 2 2041-09-01 Fixed 5.625 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BW5 300000.000000 PA USD 271024.670000 0.0011479 Long DBT CORP US N 2 2044-09-01 Fixed 5.4 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAD1 25567000.000000 PA USD 28011807.300000 0.1186435 Long DBT CORP US N 2 2040-11-15 Fixed 7.5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAF6 6209000.000000 PA USD 5156820.440000 0.0218416 Long DBT CORP US N 2 2042-11-01 Fixed 4.7 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAD8 2000000.000000 PA USD 2237137.260000 0.0094754 Long DBT CORP US N 2 2031-08-01 Fixed 7.8 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAG6 1365000.000000 PA USD 1282039.270000 0.0054301 Long DBT CORP US N 2 2034-12-01 Fixed 5.3 N N N N N N KKR FINANCIAL HOLDINGS LLC 549300U5WMP5TYFNKW68 48248AAG3 15900000.000000 PA USD 14849864.630000 0.0628963 Long DBT CORP US N 2 2033-05-23 Fixed 5.4 N N N N N N KKR GROUP FINANCE CO VII LLC N/A 48252DAA3 26000000.000000 PA USD 17937803.520000 0.0759752 Long DBT CORP US N 2 2050-02-25 Fixed 3.625 N N N N N N KKR GROUP FINANCE CO VIII LLC N/A 48252MAA3 31450000.000000 PA USD 21158050.710000 0.0896145 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 19000000.000000 PA USD 17793691.140000 0.0753648 Long DBT CORP US N 2 2032-05-17 Fixed 4.85 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50076QAN6 47238000.000000 PA USD 50165403.580000 0.2124746 Long DBT CORP US N 2 2040-02-09 Fixed 6.5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50076QAE6 10250000.000000 PA USD 9317673.840000 0.0394648 Long DBT CORP US N 2 2042-06-04 Fixed 5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LAB2 6000000.000000 PA USD 4903146.600000 0.0207672 Long DBT CORP US N 2 2046-06-01 Fixed 4.375 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 50077LBJ4 7000000.000000 PA USD 6728497.440000 0.0284984 Long DBT CORP US N 2 2050-06-01 Fixed 5.5 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 42307TAH1 16043000.000000 PA USD 17706018.980000 0.0749935 Long DBT CORP US N 2 2039-08-01 Fixed 7.125 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 ACI0DGC85 1000000.000000 PA 1156676.310000 0.0048991 Long DBT CORP US N 2 2027-07-01 Fixed 4.125 N N N N N N L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) 549300UTE50ZMDBG8A20 413875AS4 2150000.000000 PA USD 2011128.600000 0.0085181 Long DBT CORP US N 2 2035-04-27 Fixed 4.854 N N N N N N LA MONDIALE 969500L0T16HX3R78P61 ACI1N4DT2 3500000.000000 PA 2884216.970000 0.0122160 Long DBT CORP FR N 2 2031-06-23 Fixed 2.125 N N N N N N LABRADOR AVIATION FINANCE LTD 2016-1A N/A 50543LAA0 15207928.800000 PA USD 12052891.890000 0.0510498 Long ABS-O CORP US N 2 2042-01-15 Fixed 4.3 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 565000.000000 PA USD 530341.540000 0.0022463 Long DBT CORP US N 2 2035-03-15 Fixed 4.55 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AH0 2800000.000000 PA USD 2575622.280000 0.0109090 Long DBT CORP US N 2 2025-06-25 Fixed 2.9 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 27700000.000000 PA USD 26198353.920000 0.1109626 Long DBT CORP US N 2 2024-08-08 Fixed 3.2 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 132600000.000000 PA USD 119876929.220000 0.5077365 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 15442000.000000 PA USD 13039802.790000 0.0552298 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAJ4 400000.000000 PA USD 371887.880000 0.0015751 Long DBT CORP US N 2 2028-09-19 Fixed 4.5 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 37877000.000000 PA USD 35221384.060000 0.1491795 Long DBT CORP US N 2 2035-05-14 Fixed 4.5 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAV1 23400000.000000 PA USD 21157757.710000 0.0896133 Long DBT CORP US N 2 2036-05-14 Fixed 4.3 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 21000000.000000 PA USD 18755092.860000 0.0794368 Long DBT CORP US N 2 2045-05-14 Fixed 4.7 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAW9 33650000.000000 PA USD 29085265.780000 0.1231901 Long DBT CORP US N 2 2046-05-14 Fixed 4.45 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDA4 51900000.000000 PA USD 47794644.610000 0.2024333 Long DBT CORP US N 2 2044-06-15 Fixed 4.85 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 44212000.000000 PA USD 38552269.790000 0.1632874 Long DBT CORP US N 2 2042-11-06 Fixed 4.4 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 6800000.000000 PA USD 5678173.740000 0.0240498 Long DBT CORP US N 2 2049-11-21 Fixed 4.25 N N N N N N LEGG MASON INC OWUNCC6U1ZJXMZKFBJ36 524901AR6 18493000.000000 PA USD 18111583.170000 0.0767113 Long DBT CORP US N 2 2044-01-15 Fixed 5.625 N N N N N N ABU DHABI CRUDE OIL PIPELINE LLC 549300DONDFW2383FV66 M0R52WAB9 7900000.000000 PA USD 7289330.000000 0.0308738 Long DBT CORP AE N 2 2047-11-02 Fixed 4.6 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 7900000.000000 PA USD 6069844.530000 0.0257087 Long DBT CORP US N 2 2031-02-15 Fixed 2.3 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 2000000.000000 PA USD 1808138.140000 0.0076583 Long DBT CORP US N 2 2030-05-15 Fixed 4.375 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAH3 13700000.000000 PA USD 12743616.700000 0.0539753 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 29135LAN0 37100000.000000 PA USD 23220222.200000 0.0983488 Long DBT NUSS AE N 2 2070-09-02 Fixed 2.7 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BQ5 11350000.000000 PA USD 8977116.680000 0.0380224 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ACI1LP9H8 12600000.000000 PA USD 10720395.000000 0.0454060 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBL7 14500000.000000 PA USD 8864720.000000 0.0375464 Long DBT CORP US N 2 2061-02-01 Fixed 4.3 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBK9 20300000.000000 PA USD 13391189.550000 0.0567181 Long DBT CORP US N 2 2060-05-15 Fixed 3.95 N N N N N N LIFE STORAGE LP X0MIGH67XZCB7HL1A534 53227JAA2 1100000.000000 PA USD 1019681.930000 0.0043188 Long DBT CORP US N 2 2027-12-15 Fixed 3.875 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 29200000.000000 PA USD 17868181.090000 0.0756803 Long DBT CORP GB N 2 2032-04-02 Variable 0 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 3400000.000000 PA USD 3233093.900000 0.0136937 Long DBT CORP GB N 2 2028-03-22 Fixed 4.375 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAF0 500000.000000 PA USD 490878.190000 0.0020791 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AT6 32500000.000000 PA USD 30638971.680000 0.1297708 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AQ2 10200000.000000 PA USD 9189429.390000 0.0389217 Long DBT CORP GB N 2 2028-11-07 Floating 3.574 N N N N N N ACCIDENT FUND INSURANCE CO OF AMERICA 2549009NUX96RJZ6DQ30 00452AAA8 103000000.000000 PA USD 105758936.370000 0.4479400 Long DBT CORP US N 2 2032-08-01 Fixed 8.5 N N N N N N LOANCORE ISSUER LTD 2021-CRE5 N/A 53947XAA0 2320000.000000 PA USD 2235237.620000 0.0094673 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.61786 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BC2 2500000.000000 PA USD 2227820.800000 0.0094359 Long DBT CORP US N 2 2035-03-01 Fixed 3.6 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BK4 2100000.000000 PA USD 2012192.010000 0.0085226 Long DBT CORP US N 2 2036-05-15 Fixed 4.5 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BS7 1000000.000000 PA USD 853831.050000 0.0036164 Long DBT CORP US N 2 2053-06-15 Fixed 4.15 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BT5 23300000.000000 PA USD 19717505.240000 0.0835131 Long DBT CORP US N 2 2062-06-15 Fixed 4.3 N N N N N N LOS ANGELES COMMUNITY COLLEGE DISTRICT N/A 54438CYP1 6500000.000000 PA USD 5206134.700000 0.0220505 Long DBT MUN US N 2 2032-08-01 Fixed 2.106 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENT7 15400000.000000 PA USD 17483007.080000 0.0740489 Long DBT MUN US N 2 2033-08-01 Fixed 7.488 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENS9 5200000.000000 PA USD 6395352.080000 0.0270874 Long DBT MUN US N 2 2040-08-01 Fixed 7.618 N N N N N N LOS ANGELES DEPARTMENT OF WATER AND POWER 549300S8NXV6YU61GG95 544495VX9 1800000.000000 PA USD 1842627.420000 0.0078044 Long DBT MUN US N 2 2027-07-01 Fixed 5.516 N N N N N N LOS ANGELES DEPARTMENT OF WATER AND POWER 549300S8NXV6YU61GG95 544495WA8 400000.000000 PA USD 474356.160000 0.0020091 Long DBT MUN US N 2 2050-07-01 Fixed 6.603 N N N N N N LOUISVILLE GAS & ELECTRIC KO3GRIB3RPH1XDX50U72 546676AY3 1900000.000000 PA USD 1586336.490000 0.0067189 Long DBT CORP US N 2 2049-04-01 Fixed 4.25 N N N N N N LOWE`S COMPANIES INC WAFCR4OKGSC504WU3E95 548661EJ2 2500000.000000 PA USD 1994495.900000 0.0084476 Long DBT CORP US N 2 2052-04-01 Fixed 4.25 N N N N N N LOWE`S COMPANIES INC WAFCR4OKGSC504WU3E95 548661EF0 6300000.000000 PA USD 4930359.590000 0.0208824 Long DBT CORP US N 2 2062-04-01 Fixed 4.45 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAE3 9700000.000000 PA USD 7081459.590000 0.0299934 Long DBT CORP GB N 2 2041-04-06 Fixed 3.2 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 15669GAH7 16750740.730000 PA USD 15938581.070000 0.0675076 Long LON CORP US N 2 2027-03-15 Floating 6.6336 N N N N N N M&G PLC 254900TWUJUQ44TQJY84 BYYTRZII0 1900000.000000 PA 1978338.670000 0.0083792 Long DBT CORP GB N 2 2055-07-20 Floating 5.56 N N N N N N MACMILLAN BLOEDEL PEMBROKE LP (AKA: MACMILLAN BLOEDEL LTD) N/A 554783AK6 8555000.000000 PA USD 9109585.320000 0.0385835 Long DBT CORP CA N 2 2026-02-15 Fixed 7.7 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAQ6 13200000.000000 PA USD 9646920.490000 0.0408594 Long DBT CORP US N 2 2052-03-15 Fixed 5.141 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAN3 4240000.000000 PA USD 3258969.530000 0.0138033 Long DBT CORP US N 2 2042-03-15 Fixed 5.05 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAS2 42174000.000000 PA USD 30956437.600000 0.1311154 Long DBT CORP US N 2 2062-03-15 Fixed 5.391 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAF9 13503000.000000 PA USD 13931690.810000 0.0590074 Long DBT CORP US N 2 2041-03-01 Fixed 6.5 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571900BB4 7600000.000000 PA USD 7451626.570000 0.0315612 Long DBT CORP US N 2 2024-04-15 Fixed 3.6 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BG7 9700000.000000 PA USD 7878260.750000 0.0333682 Long DBT CORP US N 2 2031-04-15 Fixed 2.85 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BE2 9690000.000000 PA USD 9065172.810000 0.0383954 Long DBT CORP US N 2 2030-06-15 Fixed 4.625 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BF9 23700000.000000 PA USD 19780901.880000 0.0837816 Long DBT CORP US N 2 2032-10-15 Fixed 3.5 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BH5 10000000.000000 PA USD 7657477.800000 0.0324331 Long DBT CORP US N 2 2033-10-15 Fixed 2.75 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BC5 4800000.000000 PA USD 4054871.860000 0.0171743 Long DBT CORP US N 2 2047-01-30 Fixed 4.35 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BD3 5800000.000000 PA USD 4807537.290000 0.0203622 Long DBT CORP US N 2 2048-03-01 Fixed 4.2 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BJ0 13100000.000000 PA USD 12112100.050000 0.0513006 Long DBT CORP US N 2 2049-03-15 Fixed 4.9 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BS0 12200000.000000 PA USD 13609240.540000 0.0576417 Long DBT CORP US N 2 2052-11-01 Fixed 6.25 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 13894000.000000 PA USD 11208527.250000 0.0474735 Long DBT CORP US N 2 2031-04-15 Fixed 2.95 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AN4 10200000.000000 PA USD 9740993.060000 0.0412578 Long DBT CORP US N 2 2028-06-22 Fixed 4.875 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599BM7 1909000.000000 PA USD 1501152.650000 0.0063581 Long DBT CORP US N 2 2047-05-15 Fixed 4.5 N N N N N N MASCO CORPORATION 5GCSNMQXHEYA1JO8QN11 574599AT3 2539000.000000 PA USD 2782077.490000 0.0117834 Long DBT CORP US N 2 2029-08-01 Fixed 7.75 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AA9 1668000.000000 PA USD 1738286.330000 0.0073625 Long DBT CORP US N 2 2099-12-31 Fixed 5.6 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AM0 27500000.000000 PA USD 24560525.000000 0.1040256 Long DBT CORP US N 2 2069-02-15 Floating 5.077 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AL2 4800000.000000 PA USD 3948883.780000 0.0167254 Long DBT CORP US N 2 2077-04-01 Fixed 4.9 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 11166000.000000 PA USD 7369871.420000 0.0312150 Long DBT CORP US N 2 2070-10-15 Fixed 3.729 N N N N N N MASSACHUSETTS PORT AUTHORITY 254900JRR8IDSSKWCL90 575898CS8 3240000.000000 PA USD 3322429.810000 0.0140721 Long DBT MUN US N 2 2031-07-01 Fixed 6.202 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 16800000.000000 PA USD 12718824.890000 0.0538703 Long DBT CORP US N 2 2049-09-01 Fixed 3.625 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AQ1 25375000.000000 PA USD 20706724.460000 0.0877029 Long DBT CORP US N 2 2043-01-15 Fixed 6 N N N N N N MDC HOLDINGS INC 5299005FV4VNV75R8R35 552676AV0 10300000.000000 PA USD 5789348.190000 0.0245207 Long DBT CORP US N 2 2061-08-06 Fixed 3.966 N N N N N N MEIJI YASUDA LIFE INSURANCE COMPANY 549300SLU4LP6YMRLK07 585270AC5 7100000.000000 PA USD 6812772.200000 0.0288554 Long DBT CORP JP N 2 2048-04-26 Floating 5.1 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBF1 13500000.000000 PA USD 9085905.270000 0.0384832 Long DBT CORP US N 2 2051-12-10 Fixed 2.75 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBG9 13500000.000000 PA USD 8648111.750000 0.0366289 Long DBT CORP US N 2 2061-12-10 Fixed 2.9 N N N N N N MERX AVIATION FINANCE LLC 2018-1A N/A 56564RAA8 5717744.890000 PA USD 5111537.570000 0.0216498 Long ABS-O CORP BM N 2 2043-05-15 Fixed 4.212 N N N N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507VAQ2 35200000.000000 PA USD 21772722.750000 0.0922180 Long DBT CORP US N 2 2050-09-15 Fixed 2.5 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8J4 8000000.000000 PA USD 6398734.240000 0.0271017 Long DBT CORP US N 2 2052-08-15 Fixed 4.45 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8K1 19200000.000000 PA USD 15506797.060000 0.0656787 Long DBT CORP US N 2 2062-08-15 Fixed 4.65 N N N N N N METAL CAYMAN 2017-1 LLC N/A 59111RAA0 12413692.860000 PA USD 6524363.870000 0.0276338 Long ABS-O CORP KY N 2 2042-10-15 Fixed 4.581 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 23640000.000000 PA USD 25592849.570000 0.1083980 Long DBT CORP US N 2 2067-12-15 Floating 7.875 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAV0 5132000.000000 PA USD 6830230.120000 0.0289293 Long DBT CORP US N 2 2069-08-01 Floating 10.75 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBS6 51066000.000000 PA USD 59558442.280000 0.2522587 Long DBT CORP US N 2 2068-04-08 Fixed 9.25 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCC0 900000.000000 PA USD 862141.910000 0.0036516 Long DBT CORP US N 2 2052-07-15 Fixed 5 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 3000000.000000 PA USD 2822559.420000 0.0119549 Long DBT CORP US N 2 2029-01-15 Fixed 4.3 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894BY5 1900000.000000 PA USD 1893941.950000 0.0080218 Long DBT CORP US N 2 2023-03-15 Fixed 3.5 N N N N N N METROPOLITAN TRANSPORTATION AUTHORITY 5493000TKYODLXADQD60 59259YGF0 18085000.000000 PA USD 18947784.710000 0.0802530 Long DBT MUN US N 2 2040-11-15 Fixed 6.814 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAN0 59442000.000000 PA USD 37762293.550000 0.1599415 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BAQ3 1500000.000000 PA USD 1160283.450000 0.0049144 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28 N N N N N N ADANI ELECTRICITY MUMBAI LIMITED 335800AIC1B5EBFVUC38 00654GAA1 4800000.000000 PA USD 3677410.700000 0.0155756 Long DBT CORP IN N 2 2030-02-12 Fixed 3.949 N N N N N N MICHIGAN STATE UNIVERSITY N/A 594712WY3 16800000.000000 PA USD 12424532.400000 0.0526239 Long DBT MUN US N 2 2122-08-15 Fixed 4.165 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BN2 8500000.000000 PA USD 8176729.450000 0.0346324 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 20236000.000000 PA USD 14421639.500000 0.0610826 Long DBT CORP US N 2 2052-03-17 Fixed 2.921 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 32710000.000000 PA USD 20922602.160000 0.0886173 Long DBT CORP US N 2 2060-06-01 Fixed 2.675 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAN7 300000.000000 PA USD 284715.420000 0.0012059 Long DBT CORP US N 2 2027-06-01 Fixed 3.6 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59523UAA5 11900000.000000 PA USD 11833903.470000 0.0501223 Long DBT CORP US N 2 2023-10-15 Fixed 4.3 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AU9 5300000.000000 PA USD 4523552.650000 0.0191594 Long DBT CORP US N 2 2049-07-15 Fixed 4.25 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AR6 8262000.000000 PA USD 6770052.830000 0.0286744 Long DBT CORP US N 2 2047-08-01 Fixed 3.95 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AS4 6000000.000000 PA USD 4737872.820000 0.0200672 Long DBT CORP US N 2 2048-08-01 Fixed 3.65 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 500000.000000 PA USD 444114.820000 0.0018810 Long DBT CORP US N 2 2044-10-15 Fixed 4.4 N N N N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAC6 12200000.000000 PA USD 11047065.720000 0.0467896 Long DBT CORP US N 2 2029-04-01 Fixed 4.625 N N N N N N MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD N/A 599191AA1 5760371.210000 PA USD 5739644.530000 0.0243102 Long DBT CORP US N 2 2027-06-20 Fixed 6.5 N N N N N N MILWAUKEE WIS REDEV AUTH REV N/A 60242NDL2 1900000.000000 PA USD 916608.450000 0.0038823 Long DBT MUN US N 2 2036-04-01 None 0 N N N N N N MILWAUKEE WIS REDEV AUTH REV N/A 60242NDM0 2150000.000000 PA USD 975629.150000 0.0041323 Long DBT MUN US N 2 2037-04-01 None 0 N N N N N N MILWAUKEE WIS REDEV AUTH REV N/A 60242NDN8 2800000.000000 PA USD 1193637.480000 0.0050556 Long DBT MUN US N 2 2038-04-01 None 0 N N N N N N MILWAUKEE WIS REDEV AUTH REV N/A 60242NDP3 2500000.000000 PA USD 1000146.750000 0.0042361 Long DBT MUN US N 2 2039-04-01 None 0 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417BZ6 7400000.000000 PA USD 6033487.360000 0.0255547 Long DBT CORP US N 2 2042-03-15 Fixed 4.25 N N N N N N MISSISSIPPI POWER COMPANY LNZ0J6YZ5SC6ILIRU850 605417CD4 18550000.000000 PA USD 11894856.010000 0.0503804 Long DBT CORP US N 2 2051-07-30 Fixed 3.1 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BE3 7700000.000000 PA USD 6528751.610000 0.0276524 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 606822CG7 25000000.000000 PA USD 22732712.750000 0.0962840 Long DBT CORP JP N 2 2033-04-19 Floating 4.315 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BU7 13900000.000000 PA USD 10995284.750000 0.0465703 Long DBT CORP JP N 2 2030-07-17 Fixed 2.048 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BX1 3000000.000000 PA USD 2316016.590000 0.0098094 Long DBT CORP JP N 2 2032-07-20 Floating 2.309 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822CK8 10300000.000000 PA USD 9865114.330000 0.0417835 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 606822BB9 7900000.000000 PA USD 6867892.330000 0.0290888 Long DBT CORP JP N 2 2038-07-26 Fixed 4.286 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BK9 16200000.000000 PA USD 13224057.730000 0.0560102 Long DBT CORP JP N 2 2039-07-18 Fixed 3.751 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBQ1 7400000.000000 PA USD 5643055.150000 0.0239011 Long DBT CORP JP N 2 2032-05-22 Floating 2.172 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBH1 14800000.000000 PA USD 11584787.320000 0.0490671 Long DBT CORP JP N 2 2031-07-10 Floating 2.201 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBL2 18400000.000000 PA USD 14111545.860000 0.0597692 Long DBT CORP JP N 2 2031-09-08 Floating 1.979 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YCM9 4300000.000000 PA USD 4279940.240000 0.0181276 Long DBT CORP JP N 2 2033-09-13 Floating 5.669 N N N N N N MLCC MORTGAGE INVESTORS INC 2003-G N/A 5899295W4 27451.790000 PA USD 26558.890000 0.0001125 Long ABS-MBS CORP US N 2 2029-01-25 Floating 5.90529 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-A N/A 589929G36 6651.500000 PA USD 6273.740000 0.0000266 Long ABS-MBS CORP US N 2 2028-03-25 Floating 4.38557 N N N N N N MONONGAHELA POWER COMPANY N/A 610202BP7 9061000.000000 PA USD 8773188.930000 0.0371587 Long DBT CORP US N 2 2043-12-15 Fixed 5.4 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AY1 7600000.000000 PA USD 5824931.760000 0.0246714 Long DBT CORP US N 2 2052-02-25 Fixed 3.75 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AT2 1500000.000000 PA USD 1043592.620000 0.0044201 Long DBT CORP US N 2 2050-05-20 Fixed 3.25 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AE5 4144000.000000 PA USD 4009876.500000 0.0169838 Long DBT CORP US N 2 2044-07-15 Fixed 5.25 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AW5 1700000.000000 PA USD 1347289.610000 0.0057064 Long DBT CORP US N 2 2031-08-19 Fixed 2 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AX3 6000000.000000 PA USD 3805328.760000 0.0161174 Long DBT CORP US N 2 2061-11-29 Fixed 3.1 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 9000000.000000 PA USD 8171488.170000 0.0346102 Long DBT CORP US N 2 2048-12-17 Fixed 4.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BDZ6 4095000.000000 PA USD 3968752.380000 0.0168096 Long DBT CORP US N 2 2026-01-27 Fixed 3.875 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 5200000.000000 PA USD 4220144.340000 0.0178743 Long DBT CORP US N 2 2033-01-21 Floating 2.943 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 1000000.000000 PA USD 619953.630000 0.0026258 Long DBT CORP US N 2 2052-01-25 Floating 2.802 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 15200000.000000 PA USD 11307841.490000 0.0478942 Long DBT CORP US N 2 2042-04-22 Floating 3.217 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 400000.000000 PA USD 367529.730000 0.0015567 Long DBT CORP US N 2 2028-07-22 Floating 3.591 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 28500000.000000 PA USD 21933288.210000 0.0928980 Long DBT CORP US N 2 2032-07-21 Floating 2.239 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 14350000.000000 PA USD 15639129.090000 0.0662392 Long DBT CORP US N 2 2042-07-24 Fixed 6.375 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 U6S771NR6 62100000.000000 PA USD 35467313.970000 0.1502211 Long DBT CORP US Y 2 2032-04-02 Variable 0 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 31500000.000000 PA USD 28888188.530000 0.1223554 Long DBT CORP US N 2 2037-04-20 Floating 5.297 N N N N N N MORGAN STANLEY ABS CAPITAL I 2004-HE3 N/A 61744CDH6 4024520.450000 PA USD 3918544.360000 0.0165969 Long ABS-MBS CORP US N 2 2034-03-25 Floating 5.24371 N N N N N N MORGAN STANLEY DOMESTIC HOLDINGS INC 549300RJIC678ZPVWG08 269246BS2 7885000.000000 PA USD 7682655.050000 0.0325397 Long DBT CORP US N 2 2028-06-20 Fixed 4.5 N N N N N N MORGAN STANLEY DOMESTIC HOLDINGS INC 549300RJIC678ZPVWG08 269246BQ6 5525000.000000 PA USD 5207978.480000 0.0220583 Long DBT CORP US N 2 2027-08-24 Fixed 3.8 N N N N N N ADVOCATE HEALTH & HOSPITALS CORP 549300AEHU3PPOUCIL87 007589AD6 11150000.000000 PA USD 9171702.890000 0.0388466 Long DBT CORP US N 2 2030-06-15 Fixed 2.211 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BE8 5686000.000000 PA USD 5146427.030000 0.0217976 Long DBT CORP US N 2 2044-09-01 Fixed 5.5 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 3100000.000000 PA USD 2431082.930000 0.0102968 Long DBT CORP US N 2 2030-11-15 Fixed 2.3 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 200000.000000 PA USD 176732.110000 0.0007485 Long DBT CORP US N 2 2049-02-15 Fixed 5.5 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 5000000.000000 PA USD 4266312.150000 0.0180699 Long DBT CORP US N 2 2047-03-01 Fixed 5.2 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 33343000.000000 PA USD 27394650.480000 0.1160295 Long DBT CORP US N 2 2052-03-14 Fixed 4.95 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 19120000.000000 PA USD 15070964.670000 0.0638328 Long DBT CORP US N 2 2058-04-15 Fixed 4.9 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 2100000.000000 PA USD 1796024.140000 0.0076070 Long DBT CORP US N 2 2047-12-01 Fixed 5.2 N N N N N N MPT OPERATING PARTNERSHIP LP/MPT FINANCE CORP N/A 55342UAM6 3200000.000000 PA USD 2200235.490000 0.0093191 Long DBT CORP US N 2 2031-03-15 Fixed 3.5 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YF5 2299000.000000 PA USD 2465177.930000 0.0104412 Long DBT MUN US N 2 2057-04-01 Fixed 6.637 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 42333000.000000 PA USD 45811265.550000 0.1940328 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N MUTUAL OF OMAHA INSURANCE COMPANY P2LER0UPV1DKOU8RO042 628312AD2 19870000.000000 PA USD 18932113.150000 0.0801866 Long DBT CORP US N 2 2054-07-15 Floating 4.297 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 17200000.000000 PA USD 12873676.260000 0.0545262 Long DBT CORP US N 2 2048-04-15 Fixed 5.2 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530AV9 700000.000000 PA USD 699471.270000 0.0029626 Long DBT CORP US N 2 2023-01-15 Fixed 3.125 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAJ9 14400000.000000 PA USD 11309041.010000 0.0478992 Long DBT CORP US N 2 2049-05-01 Fixed 4.15 N N N N N N NAPA VALLEY UNIFIED SCHOOL DISTRICT N/A 6303614J9 2000000.000000 PA USD 2215511.400000 0.0093838 Long DBT MUN US N 2 2043-08-01 Fixed 6.507 N N N N N N NASDAQ INC (AKA: NASDAQ OMX GROUP INC) 549300L8X1Q78ERXFD06 631103AM0 1800000.000000 PA USD 1376392.570000 0.0058297 Long DBT CORP US N 2 2052-03-07 Fixed 3.95 N N N N N N NASDAQ INC (AKA: NASDAQ OMX GROUP INC) 549300L8X1Q78ERXFD06 63111XAE1 6000000.000000 PA USD 3910894.560000 0.0165645 Long DBT CORP US N 2 2040-12-21 Fixed 2.5 N N N N N N AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP) 5493001L78U618KXNZ75 00108WAN0 10000000.000000 PA USD 7103183.600000 0.0300854 Long DBT CORP US N 2 2051-05-15 Fixed 3.45 N N N N N N NATIONAL GRID ELECTRICITY TRANSMISSION PLC 5XJXCCYG4SDKFJ5WLB02 ACI1LNWS3 3300000.000000 PA 2424843.560000 0.0102704 Long DBT CORP GB N 2 2040-04-17 Fixed 2 N N N N N N NATIONAL GRID ELECTRICITY TRANSMISSION PLC 5XJXCCYG4SDKFJ5WLB02 ACI1FFZK1 919000.000000 PA 698055.900000 0.0029566 Long DBT CORP GB N 2 2038-09-16 Fixed 2 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 ACI25XGH9 9700000.000000 PA 9550386.160000 0.0404505 Long DBT CORP GB N 2 2030-03-30 Fixed 2.949 N N N N N N NATIONAL HEALTH INVS INC 549300ZPKZIG6DKDEC02 63633DAF1 10600000.000000 PA USD 7665852.800000 0.0324686 Long DBT CORP US N 2 2031-02-01 Fixed 3 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAM1 2700000.000000 PA USD 2072695.990000 0.0087789 Long DBT CORP US N 2 2050-04-01 Fixed 3.65 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AN6 500000.000000 PA USD 406423.580000 0.0017214 Long DBT CORP US N 2 2030-04-15 Fixed 2.5 N N N N N N NATIONAL RETAIL PROPERTIES INC 5493008JKH5SOTI0JS97 637417AQ9 3800000.000000 PA USD 2557440.090000 0.0108320 Long DBT CORP US N 2 2051-04-15 Fixed 3.5 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NR2 7000000.000000 PA USD 5866021.700000 0.0248454 Long DBT CORP US N 2 2048-11-01 Fixed 4.4 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAJ8 1474000.000000 PA USD 1236690.470000 0.0052380 Long DBT CORP US N 2 2048-09-15 Fixed 4.25 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAL3 6000000.000000 PA USD 4181684.940000 0.0177114 Long DBT CORP US N 2 2049-09-15 Fixed 3.15 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAH2 1100000.000000 PA USD 857488.140000 0.0036319 Long DBT CORP US N 2 2047-12-01 Fixed 3.75 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAB3 5500000.000000 PA USD 4971777.530000 0.0210579 Long DBT CORP GB N 2 2029-03-08 Floating 4.302 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAE7 26756000.000000 PA USD 23219500.820000 0.0983458 Long DBT CORP GB N 2 2030-07-18 Floating 3.96 N N N N N N AERCAP (DELOS FINANCE SARL 549300HX549YWOJQT076 L2324EAE1 17711400.000000 PA USD 17708034.830000 0.0750020 Long LON CORP LU N 2 2023-10-06 Floating 6.4799 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63859WAE9 6635000.000000 PA USD 6042603.780000 0.0255933 Long DBT CORP GB N 2 2026-09-14 Fixed 4 N N N N N N NATIONWIDE CHILDRENS HOSPITAL INC 549300P18KU1WR8JWZ05 63861UAA7 2500000.000000 PA USD 2233636.780000 0.0094605 Long DBT CORP US N 2 2052-11-01 Fixed 4.556 N N N N N N NATIONWIDE FINANCIAL SERVICES INC 5493001H7AZNDS6BKJ36 638612AM3 10000000.000000 PA USD 7012733.700000 0.0297023 Long DBT CORP US N 2 2049-11-30 Fixed 3.9 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AN7 2250000.000000 PA USD 1691522.840000 0.0071644 Long DBT CORP US N 2 2050-04-30 Fixed 4.35 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 32300000.000000 PA USD 41717499.110000 0.1766937 Long DBT CORP US N 2 2039-08-15 Fixed 9.375 N N N N N N AERCAP (SETANTA AIRCRAFT LEASING DESIGNATED ACTIVITY COMPANY) N/A G8057JAB2 25000000.000000 PA USD 24925000.000000 0.1055694 Long LON CORP IE N 2 2028-11-05 Floating 6.7299 N N N N N N NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-NEMA N/A 63874RAA9 9900000.000000 PA USD 8755584.750000 0.0370841 Long ABS-MBS CORP US N 2 2039-02-15 Fixed 3.8214 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AD0 27100000.000000 PA USD 19469399.880000 0.0824623 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 1500000.000000 PA 1527730.900000 0.0064707 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 46350000.000000 PA USD 43756399.540000 0.1853294 Long DBT CORP GB N 2 2030-01-27 Floating 5.076 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BK6 33160000.000000 PA USD 32442222.290000 0.1374084 Long DBT CORP GB N 2 2025-03-22 Floating 4.269 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 4650000.000000 PA USD 4553015.790000 0.0192842 Long DBT CORP GB N 2 2026-04-05 Fixed 4.8 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 32700000.000000 PA USD 30999368.810000 0.1312972 Long DBT CORP GB N 2 2029-05-18 Floating 4.892 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 5200000.000000 PA USD 4719248.090000 0.0199883 Long DBT CORP GB N 2 2030-05-08 Floating 4.445 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAE5 150000.000000 PA USD 135153.970000 0.0005724 Long DBT CORP IE N 2 2028-01-23 Fixed 3.875 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 16800000.000000 PA USD 13174672.560000 0.0558011 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 3900000.000000 PA 4176523.120000 0.0176896 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N NBCUNIVERSAL MEDIA LLC (AKA: NBC UNIVERSAL INC) VTBDOQJ6KOGQ6K786R46 63946BAJ9 19107000.000000 PA USD 16887122.180000 0.0715251 Long DBT CORP US N 2 2043-01-15 Fixed 4.45 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAF2 8645000.000000 PA USD 8585523.610000 0.0363638 Long DBT CORP IE N 2 2023-07-03 Fixed 4.125 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 9450000.000000 PA USD 9146053.700000 0.0387379 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 1500000.000000 PA USD 1401418.530000 0.0059357 Long DBT CORP US N 2 2030-06-15 Fixed 4.875 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 3900000.000000 PA USD 3789922.500000 0.0160521 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAG5 6200000.000000 PA USD 5902417.360000 0.0249996 Long DBT CORP US N 2 2027-03-15 Fixed 4.5 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAE0 13688000.000000 PA USD 11107163.740000 0.0470442 Long DBT CORP US N 2 2045-04-15 Fixed 4.875 N N N N N N NEW JERSEY TURNPIKE AUTHORITY 5493005YN67D71KSMI84 646139X83 8980000.000000 PA USD 10849873.970000 0.0459544 Long DBT MUN US N 2 2041-01-01 Fixed 7.102 N N N N N N NEW MEXICO ST HOSP N/A 647370HY4 6100000.000000 PA USD 5115115.960000 0.0216650 Long DBT MUN US N 2 2046-08-01 Fixed 4.406 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAR6 16500000.000000 PA USD 15351436.650000 0.0650207 Long DBT CORP IE N 2 2027-10-15 Fixed 4.625 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 N/A 64828XAA1 11363503.630000 PA USD 10410612.490000 0.0440940 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.75 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAW5 22300000.000000 PA USD 18722755.310000 0.0792999 Long DBT CORP IE N 2 2028-10-29 Fixed 3 N N N N N N NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY 549300XR20ZR5DHL9534 64971PEC5 490000.000000 PA USD 476195.570000 0.0020169 Long DBT MUN US N 2 2046-01-01 Fixed 6.027 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAZ8 6200000.000000 PA USD 4405285.880000 0.0186585 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85 N N N N N N AEROPORTI DI ROMA SPA 8156007259ABDEA3F444 BM9CM7II8 4600000.000000 PA 3677667.960000 0.0155767 Long DBT CORP IT N 2 2031-07-30 Fixed 1.75 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971MS86 6700000.000000 PA USD 6569995.880000 0.0278271 Long DBT MUN US N 2 2040-05-01 Fixed 5.467 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M4P4 800000.000000 PA USD 822552.080000 0.0034839 Long DBT MUN US N 2 2037-08-01 Fixed 5.508 N N N N N N NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE N/A 64971M5L2 9000000.000000 PA USD 9248445.900000 0.0391716 Long DBT MUN US N 2 2038-11-01 Fixed 5.572 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAQ1 16700000.000000 PA USD 13843880.160000 0.0586355 Long DBT CORP US N 2 2069-05-15 Fixed 4.45 N N N N N N NEW YORK LIFE INSURANCE COMPANY TAE73CY392TBWJ3O3305 64952GAF5 4260000.000000 PA USD 4767940.420000 0.0201945 Long DBT CORP US N 2 2039-11-15 Fixed 6.75 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CR4 8800000.000000 PA USD 5956478.530000 0.0252286 Long DBT CORP US N 2 2049-09-15 Fixed 3.3 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCC7 7000000.000000 PA USD 6206200.000000 0.0262862 Long DBT CORP US N 2 2030-07-15 Fixed 3.95 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAP3 50000.000000 PA USD 44298.220000 0.0001876 Long DBT CORP US N 2 2044-03-15 Fixed 4.75 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAG3 4085000.000000 PA USD 4400083.690000 0.0186365 Long DBT CORP US N 2 2037-12-15 Fixed 6.75 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 6499022E2 500000.000000 PA USD 505460.750000 0.0021409 Long DBT MUN US N 2 2033-03-15 Fixed 5.289 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 64990FMV3 1200000.000000 PA USD 1219920.240000 0.0051669 Long DBT MUN US N 2 2039-03-15 Fixed 5.427 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 6499022F9 200000.000000 PA USD 203224.400000 0.0008608 Long DBT MUN US N 2 2040-03-15 Fixed 5.389 N N N N N N NEW YORK STATE DORMITORY AUTHORITY 549300C8XO7EXTX2XU71 649902T45 2735000.000000 PA USD 2739526.150000 0.0116032 Long DBT MUN US N 2 2027-09-15 Fixed 5.051 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650035TD0 9410000.000000 PA USD 9673495.060000 0.0409719 Long DBT MUN US N 2 2039-03-15 Fixed 5.77 N N N N N N NEWCREST FINANCE PTY LIMITED 549300I0XDZ4K7PDSS04 65120FAB0 22905000.000000 PA USD 20973244.750000 0.0888318 Long DBT CORP AU N 2 2041-11-15 Fixed 5.75 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AX4 2309000.000000 PA USD 1986635.820000 0.0084144 Long DBT CORP US N 2 2036-04-01 Variable 5.625 N N N N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639AV8 31100000.000000 PA USD 29756941.840000 0.1260350 Long DBT CORP US N 2 2044-06-09 Fixed 5.45 N N N N N N NEWMONT CORPORATION 549300VSP3RIX7FGDZ51 651639AM8 1710000.000000 PA USD 1792830.070000 0.0075935 Long DBT CORP US N 2 2039-10-01 Fixed 6.25 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBK5 5100000.000000 PA USD 4642468.390000 0.0196631 Long DBT CORP US N 2 2079-05-01 Floating 5.65 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 10000000.000000 PA USD 8160209.700000 0.0345624 Long DBT CORP US N 2 2031-07-15 Fixed 3.25 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62912XAC8 1100000.000000 PA USD 1149497.790000 0.0048687 Long DBT CORP US N 2 2037-12-15 Fixed 7.768 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAS5 13550000.000000 PA USD 13582647.910000 0.0575291 Long DBT CORP US N 2 2052-09-16 Fixed 5.783 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAE6 3850000.000000 PA USD 2996651.080000 0.0126923 Long DBT CORP US N 2 2042-11-28 Fixed 4.119 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AH4 36900000.000000 PA USD 29662349.870000 0.1256343 Long DBT CORP JP N 2 2051-01-21 Floating 2.75 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AD3 15650000.000000 PA USD 15312341.700000 0.0648551 Long DBT CORP JP N 2 2044-10-16 Floating 5.1 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAZ6 6723000.000000 PA USD 6312467.400000 0.0267363 Long DBT CORP US N 2 2042-02-01 Fixed 5.8 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBD4 8640000.000000 PA USD 8476008.830000 0.0359000 Long DBT CORP US N 2 2045-02-01 Fixed 5.65 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 6830000.000000 PA USD 5329948.480000 0.0225749 Long DBT CORP US N 2 2048-03-30 Fixed 3.95 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBF9 14845000.000000 PA USD 12484756.190000 0.0528790 Long DBT CORP US N 2 2047-05-15 Fixed 4.375 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BH1 215000.000000 PA USD 214089.740000 0.0009068 Long DBT CORP US N 2 2023-03-15 Fixed 3.45 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BS7 39200000.000000 PA USD 33753178.030000 0.1429610 Long DBT CORP US N 2 2026-03-09 Fixed 2 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BT5 11000000.000000 PA USD 8926901.060000 0.0378097 Long DBT CORP US N 2 2028-03-09 Fixed 2.75 N N N N N N AGREE LIMITED PARTNERSHIP 549300DXY3G299V1BO77 008513AD5 5300000.000000 PA USD 4919317.010000 0.0208357 Long DBT CORP US N 2 2032-10-01 Fixed 4.8 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 654740BL2 8000000.000000 PA USD 7854279.120000 0.0332667 Long DBT CORP US N 2 2023-09-21 Fixed 3.875 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAF2 2200000.000000 PA USD 2069884.450000 0.0087670 Long DBT CORP HK N 2 2028-04-06 Fixed 3.9 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 6600000.000000 PA USD 5994889.960000 0.0253912 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 10400000.000000 PA USD 8848992.780000 0.0374797 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N AIA GROUP LIMITED ZP5ILWVSYE4LJGMMVD57 00131LAK1 3900000.000000 PA USD 2790491.500000 0.0118191 Long DBT CORP HK N 2 2040-09-16 Fixed 3.2 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAQ2 4700000.000000 PA USD 3930015.360000 0.0166455 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBA6 14100000.000000 PA USD 11097347.330000 0.0470026 Long DBT CORP JP N 2 2032-01-22 Fixed 2.999 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAY5 15900000.000000 PA USD 13156038.900000 0.0557222 Long DBT CORP JP N 2 2028-07-14 Fixed 2.172 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 8000000.000000 PA USD 6414935.600000 0.0271703 Long DBT CORP JP N 2 2030-07-16 Fixed 2.679 N N N N N N AIM AVIATION FINANCE LIMITED 2015-1A N/A 001406AA5 10031192.200000 PA USD 6855447.150000 0.0290361 Long ABS-O CORP KY N 2 2040-02-15 Variable 6.213 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 12400000.000000 PA USD 9619633.810000 0.0407438 Long DBT CORP JP N 2 2031-07-14 Fixed 2.608 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAD3 5700000.000000 PA USD 4414951.470000 0.0186994 Long DBT CORP FI N 2 2029-03-01 Floating 3.75 N N N N Y NORDEA BANK ABP SEK XXXX N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CJ5 9700000.000000 PA USD 6755920.210000 0.0286146 Long DBT CORP US N 2 2121-05-15 Fixed 4.1 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 2510000.000000 PA USD 2023659.310000 0.0085712 Long DBT CORP US N 2 2052-08-15 Fixed 4.05 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BX5 4994000.000000 PA USD 4021543.700000 0.0170332 Long DBT CORP US N 2 2047-11-01 Fixed 3.942 N N N N N N AIR CANADA 2013-1 CLASS A PASS THROUGH CERTIFICATES N/A 009089AA1 10609690.150000 PA USD 9717244.390000 0.0411572 Long DBT CORP CA N 2 2026-11-15 Fixed 4.125 N N N N N N NORTHERN CALIFORNIA POWER AGENCY 549300QYTU4PHD2XHS96 664845DQ4 500000.000000 PA USD 585041.350000 0.0024779 Long DBT MUN US N 2 2040-06-01 Fixed 7.311 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 18375000.000000 PA USD 14698767.770000 0.0622564 Long DBT CORP US N 2 2049-01-15 Fixed 4.3 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AK8 14000000.000000 PA USD 10644055.660000 0.0450827 Long DBT CORP US N 2 2042-09-15 Fixed 4.1 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AM4 3500000.000000 PA USD 2375770.950000 0.0100625 Long DBT CORP US N 2 2051-10-16 Fixed 3.4 N N N N N N NORTHERN STATES POWER COMPANY OF MINNESOTA 3S1GHB0TEH85KX44SB51 665772CV9 6800000.000000 PA USD 6200818.680000 0.0262635 Long DBT CORP US N 2 2052-06-01 Fixed 4.5 N N N N N N NORTHROP GRUMMAN CORPORATION RIMU48P07456QXSO0R61 666807BJ0 9500000.000000 PA USD 7622100.520000 0.0322833 Long DBT CORP US N 2 2045-04-15 Fixed 3.85 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AD6 14900000.000000 PA USD 10697196.340000 0.0453078 Long DBT CORP US N 2 2049-11-01 Fixed 3.809 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668131AA3 1000.000000 PA USD 1026.630000 0.0000043 Long DBT CORP US N 2 2040-03-30 Fixed 6.063 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668138AE0 31400000.000000 PA USD 22064219.200000 0.0934526 Long DBT CORP US N 2 2051-03-30 Fixed 3.45 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668138AA8 10340000.000000 PA USD 7936794.780000 0.0336161 Long DBT CORP US N 2 2047-09-30 Fixed 3.85 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668138AC4 62990000.000000 PA USD 43652075.670000 0.1848875 Long DBT CORP US N 2 2059-09-30 Fixed 3.625 N N N N N N NPC UKRENERGO 8945009LCLS92V4AK321 ACI21LG55 800000.000000 PA USD 142380.000000 0.0006030 Long DBT CORP UA N 2 2028-11-09 Fixed 6.875 Y N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAJ6 1500000.000000 PA USD 1321087.160000 0.0055954 Long DBT CORP US N 2 2044-03-01 Fixed 4.4 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAS6 5900000.000000 PA USD 5343872.250000 0.0226339 Long DBT CORP US N 2 2052-06-01 Fixed 4.55 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAT4 9200000.000000 PA USD 8944297.500000 0.0378834 Long DBT CORP US N 2 2052-09-15 Fixed 4.95 N N N N N N AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST N/A 00909DAA1 5988748.150000 PA USD 5666867.910000 0.0240019 Long DBT CORP CA N 2 2030-10-01 Fixed 5.25 N N N N N N NUCOR CORPORATION 549300GGJCRSI2TIEJ46 670346AW5 6100000.000000 PA USD 4704679.170000 0.0199266 Long DBT CORP US N 2 2052-04-01 Fixed 3.85 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HBB3 3800000.000000 PA USD 3600271.960000 0.0152489 Long DBT CORP NL N 2 2033-01-15 Fixed 5 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAX6 1800000.000000 PA USD 1635414.710000 0.0069268 Long DBT CORP NL N 2 2027-05-01 Fixed 3.15 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAU2 3300000.000000 PA USD 2314654.820000 0.0098037 Long DBT CORP NL N 2 2041-05-11 Fixed 3.25 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBB3 10000000.000000 PA USD 9955093.300000 0.0421646 Long DBT CORP NL N 2 2026-03-01 Fixed 5.35 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBC1 2200000.000000 PA USD 2201791.550000 0.0093256 Long DBT CORP NL N 2 2028-12-01 Fixed 5.55 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAU5 12500000.000000 PA USD 10242631.000000 0.0433825 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85 N N N N N N OCHSNER LSU HEALTH SYSTEM OF NORTH LOUISIANA N/A 67555JAA4 5600000.000000 PA USD 4120557.900000 0.0174525 Long DBT CORP US N 2 2031-05-15 Fixed 2.51 N N N N N N ODEBRECHT DRILLING NORBE VIII/IX LTD 549300YNW6BY570L6488 675757AC2 8129159.000000 PA USD 4491360.350000 0.0190231 Long DBT CORP KY N 2 2026-12-01 Fixed 7.35 N N Y N N N ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED 549300L7LF2PIRAWID66 67576GAD9 7612105.000000 PA USD 2036238.090000 0.0086244 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72 N N Y N N N ODEBRECHT OIL & GAS FINANCE LIMITED N/A 67576JAB7 4490624.000000 PA USD 11002.030000 0.0000466 Long DBT CORP KY N 2 2023-02-06 None 0 N N N N N N OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION) 3EERXCUSWMS9GV5D9M98 677050AQ9 10600000.000000 PA USD 7650967.640000 0.0324055 Long DBT CORP US N 2 2050-08-01 Fixed 3.75 N N N N N N OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION) 3EERXCUSWMS9GV5D9M98 677050AH9 25000000.000000 PA USD 21510010.500000 0.0911052 Long DBT CORP US N 2 2050-09-01 Fixed 5.25 N N N N N N OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION) 3EERXCUSWMS9GV5D9M98 677050AN6 28500000.000000 PA USD 24504013.860000 0.1037863 Long DBT CORP US N 2 2048-10-01 Fixed 5.05 N N N N N N OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION) 3EERXCUSWMS9GV5D9M98 677050AR7 35100000.000000 PA USD 28035218.020000 0.1187426 Long DBT CORP US N 2 2047-04-01 Fixed 4.5 N N N N N N OHIO EDISON COMPANY N/A 677347CF1 1000000.000000 PA USD 1194930.280000 0.0050611 Long DBT CORP US N 2 2038-10-15 Fixed 8.25 N N N N N N OHIO EDISON COMPANY N/A 677347CE4 3500000.000000 PA USD 3791734.730000 0.0160598 Long DBT CORP US N 2 2036-07-15 Fixed 6.875 N N N N N N OHIO EDISON COMPANY N/A 677347CH7 4000000.000000 PA USD 3976114.800000 0.0168408 Long DBT CORP US N 2 2033-01-15 Fixed 5.5 N N N N N N OHIO NATIONAL LIFE INSURANCE CO 549300WW3O2Q3BIJEF68 677412AF5 400000.000000 PA USD 379513.610000 0.0016074 Long DBT CORP US N 2 2042-06-15 Fixed 6.875 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 5600000.000000 PA USD 3669115.690000 0.0155405 Long DBT CORP US N 2 2051-10-01 Fixed 2.9 N N N N N N OHIO STATE UNIVERSITY JFC10ZULKO4X2E3HBY86 677632PA3 67000.000000 PA USD 55335.510000 0.0002344 Long DBT MUN US N 2 2111-06-01 Fixed 4.8 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FF0 200000.000000 PA USD 187095.220000 0.0007924 Long DBT CORP US N 2 2041-06-01 Fixed 5.2 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FS2 8700000.000000 PA USD 7280338.260000 0.0308357 Long DBT CORP US N 2 2048-07-15 Fixed 4.3 N N N N N N OKLAHOMA GAS AND ELECTRIC COMPANY 549300VJ8YXGPO8EV472 678858BL4 4000000.000000 PA USD 3925183.560000 0.0166250 Long DBT CORP US N 2 2040-06-01 Fixed 5.85 N N N N N N OLD REPUBLIC INTERNATIONAL CORPORATION 549300IV6O2YY2A1KH37 680223AL8 37900000.000000 PA USD 26153613.580000 0.1107731 Long DBT CORP US N 2 2051-06-11 Fixed 3.85 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BH2 15000000.000000 PA USD 14705160.600000 0.0622834 Long DBT CORP US N 2 2026-01-15 Fixed 5.25 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BK5 7900000.000000 PA USD 7293536.360000 0.0308916 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BM1 500000.000000 PA USD 386499.790000 0.0016370 Long DBT CORP US N 2 2031-02-01 Fixed 3.375 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FZ6 5500000.000000 PA USD 5067850.480000 0.0214648 Long DBT CORP US N 2 2032-09-01 Fixed 3.94 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BL3 4000000.000000 PA USD 3289649.200000 0.0139332 Long DBT CORP US N 2 2029-10-01 Fixed 3.625 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FT0 3600000.000000 PA USD 2610425.950000 0.0110564 Long DBT CORP US N 2 2049-10-01 Fixed 3.45 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233DAP2 1900000.000000 PA USD 2212691.470000 0.0093718 Long DBT CORP US N 2 2033-01-15 Fixed 7.25 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAS3 600000.000000 PA USD 600127.610000 0.0025418 Long DBT CORP US N 2 2042-06-01 Fixed 5.3 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAF1 2590000.000000 PA USD 3143266.140000 0.0133132 Long DBT CORP US N 2 2038-09-01 Fixed 7.5 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAH7 15100000.000000 PA USD 15044067.180000 0.0637189 Long DBT CORP US N 2 2040-09-30 Fixed 5.25 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBR4 6000000.000000 PA USD 4275447.720000 0.0181086 Long DBT CORP US N 2 2049-09-15 Fixed 3.1 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBG8 421000.000000 PA USD 357958.530000 0.0015161 Long DBT CORP US N 2 2048-11-15 Fixed 4.1 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCG7 3000000.000000 PA USD 2761052.010000 0.0116944 Long DBT CORP US N 2 2052-06-01 Fixed 4.6 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCL6 2100000.000000 PA USD 2039702.010000 0.0086391 Long DBT CORP US N 2 2052-09-15 Fixed 4.95 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FJ2 2950000.000000 PA USD 2389065.140000 0.0101188 Long DBT CORP US N 2 2042-12-01 Fixed 3.85 N N N N N N ALABAMA POWER COMPANY 0RL818ELFOHP5JHOFU19 010392FR4 100000.000000 PA USD 76638.630000 0.0003246 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N ONE NEW YORK PLAZA TRUST 2020-1NYP N/A 68249DAA7 8000000.000000 PA USD 7562412.800000 0.0320305 Long ABS-MBS CORP US N 2 2036-01-15 Floating 5.268 N N N N N N ONEAMERICA FINANCIAL PARTNERS INC 5493009S1SVD6UNUDB08 682441AB6 5400000.000000 PA USD 3866626.910000 0.0163770 Long DBT CORP US N 2 2050-10-15 Fixed 4.25 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BF9 7000000.000000 PA USD 7149142.770000 0.0302801 Long DBT CORP US N 2 2051-01-15 Fixed 7.15 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AS2 2730000.000000 PA USD 2572829.180000 0.0108972 Long DBT CORP US N 2 2027-07-13 Fixed 4 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AT0 4900000.000000 PA USD 3968977.510000 0.0168105 Long DBT CORP US N 2 2047-07-13 Fixed 4.95 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AV5 67423000.000000 PA USD 56465561.700000 0.2391588 Long DBT CORP US N 2 2048-07-15 Fixed 5.2 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAG8 27327000.000000 PA USD 25892868.110000 0.1096688 Long DBT CORP US N 2 2041-02-01 Fixed 6.125 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAM5 47644000.000000 PA USD 45447564.430000 0.1924923 Long DBT CORP US N 2 2043-09-15 Fixed 6.2 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 4765000.000000 PA USD 4788471.680000 0.0202815 Long DBT CORP US N 2 2036-10-01 Fixed 6.65 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAD5 8494000.000000 PA USD 8594840.260000 0.0364033 Long DBT CORP US N 2 2037-10-15 Fixed 6.85 N N N N N N ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTIES TRUST N/A 68327LAB2 3900000.000000 PA USD 3599802.490000 0.0152469 Long DBT CORP CA N 2 2027-03-20 Fixed 3.875 N N N N N N ALAMEDA COUNTY JOINT POWERS AUTHORITY N/A 010831BE4 7000000.000000 PA USD 8438378.200000 0.0357406 Long DBT MUN US N 2 2044-12-01 Fixed 7.046 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 16695824.190000 PA USD 15920289.800000 0.0674301 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 18500000.000000 PA USD 13726268.510000 0.0581374 Long DBT CORP US Y 2 2041-03-25 Fixed 3.65 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 7500000.000000 PA USD 5376156.380000 0.0227706 Long DBT CORP US Y 2 2051-03-25 Fixed 3.95 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 50450000.000000 PA USD 35250666.160000 0.1493035 Long DBT CORP US Y 2 2061-03-25 Fixed 4.1 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 22300000.000000 PA USD 16440282.300000 0.0696325 Long DBT CORP US N 2 2040-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 32670000.000000 PA USD 22132292.480000 0.0937409 Long DBT CORP US N 2 2050-04-01 Fixed 3.6 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 61842000.000000 PA USD 41362824.420000 0.1751915 Long DBT CORP US N 2 2060-04-01 Fixed 3.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 5000000.000000 PA USD 4197730.200000 0.0177794 Long DBT CORP US N 2 2035-05-15 Fixed 3.9 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 5100000.000000 PA USD 3867456.530000 0.0163805 Long DBT CORP US N 2 2045-05-15 Fixed 4.125 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 1500000.000000 PA USD 1231713.960000 0.0052169 Long DBT CORP US N 2 2036-07-15 Fixed 3.85 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XAW5 1400000.000000 PA USD 1132443.060000 0.0047964 Long DBT CORP US N 2 2044-07-08 Fixed 4.5 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 15350000.000000 PA USD 11249467.010000 0.0476469 Long DBT CORP US N 2 2046-07-15 Fixed 4 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 8405000.000000 PA USD 6684754.700000 0.0283132 Long DBT CORP US N 2 2037-11-15 Fixed 3.8 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 64510000.000000 PA USD 47424913.560000 0.2008673 Long DBT CORP US N 2 2047-11-15 Fixed 4 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 20000000.000000 PA USD 21513302.600000 0.0911192 Long DBT CORP US Y 2 2052-11-09 Fixed 6.9 N N N N N N ORLANDO HEALTH OBLIGATED GROUP N/A 686514AH3 8500000.000000 PA USD 5921541.070000 0.0250806 Long DBT CORP US N 2 2050-10-01 Fixed 3.327 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AH4 22600000.000000 PA USD 17608076.970000 0.0745787 Long DBT CORP US N 2 2048-01-30 Fixed 4.4 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AG6 19940000.000000 PA USD 15430180.170000 0.0653542 Long DBT CORP US N 2 2047-07-15 Fixed 4.3 N N N N N N OWENS CORNING INC JO5M6676RDJIZ2U8X907 690742AB7 246000.000000 PA USD 261346.030000 0.0011069 Long DBT CORP US N 2 2036-12-01 Variable 7 N N N N N N OWL ROCK CAPITAL CORPORATION 2549000BD79OOCPF2L94 69121KAG9 2600000.000000 PA USD 2045570.070000 0.0086640 Long DBT CORP US N 2 2028-06-11 Fixed 2.875 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JP3 25532000.000000 PA USD 23752208.450000 0.1006020 Long DBT CORP US N 2 2026-01-01 Fixed 3.15 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HG5 1800000.000000 PA USD 1763597.340000 0.0074697 Long DBT CORP US N 2 2024-02-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 22900000.000000 PA USD 17820015.830000 0.0754763 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 15157000.000000 PA USD 11654513.160000 0.0493625 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HP5 300000.000000 PA USD 275288.700000 0.0011660 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HS9 4910000.000000 PA USD 4374803.960000 0.0185294 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAB9 500000.000000 PA USD 436508.140000 0.0018488 Long DBT CORP US N 2 2029-09-23 Fixed 3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HL4 9100000.000000 PA USD 6485594.120000 0.0274696 Long DBT CORP US N 2 2045-03-15 Fixed 4.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HN0 26543000.000000 PA USD 18563997.950000 0.0786275 Long DBT CORP US N 2 2046-03-15 Fixed 4.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KD8 2000000.000000 PA USD 1641870.800000 0.0069541 Long DBT CORP US N 2 2052-03-01 Fixed 5.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JW8 1000000.000000 PA USD 866429.340000 0.0036697 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HD2 10454000.000000 PA USD 7936401.230000 0.0336145 Long DBT CORP US N 2 2043-06-15 Fixed 4.6 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JL2 7046000.000000 PA USD 6676656.920000 0.0282789 Long DBT CORP US N 2 2025-07-01 Fixed 3.45 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JK4 4564000.000000 PA USD 4056428.610000 0.0171809 Long DBT CORP US N 2 2028-07-01 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JM0 10826000.000000 PA USD 9838017.290000 0.0416687 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 25910000.000000 PA USD 20344871.940000 0.0861703 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 37576500.000000 PA USD 29276910.060000 0.1240018 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HK6 1000000.000000 PA USD 960210.750000 0.0040670 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 4200000.000000 PA USD 3593294.670000 0.0152193 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AS8 13100000.000000 PA USD 9989094.790000 0.0423086 Long DBT CORP US N 2 2050-02-01 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JC2 17000000.000000 PA USD 15662026.900000 0.0663362 Long DBT CORP US N 2 2028-08-01 Fixed 4.65 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JH1 11300000.000000 PA USD 7689403.320000 0.0325683 Long DBT CORP US N 2 2040-08-01 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 18181000.000000 PA USD 12260515.710000 0.0519292 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JJ7 68788000.000000 PA USD 42986525.760000 0.1820686 Long DBT CORP US N 2 2050-08-01 Fixed 3.5 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AZ2 18300000.000000 PA USD 13127483.960000 0.0556012 Long DBT CORP US N 2 2052-03-15 Fixed 3.55 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HW0 8000000.000000 PA USD 7073267.680000 0.0299587 Long DBT CORP US N 2 2027-12-01 Fixed 3.3 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GY7 22000000.000000 PA USD 15610187.560000 0.0661167 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AL3 700000.000000 PA USD 677616.930000 0.0028700 Long DBT CORP US N 2 2025-04-30 Fixed 3.45 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AQ2 900000.000000 PA USD 766696.560000 0.0032473 Long DBT CORP US N 2 2049-04-15 Fixed 4.85 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HR1 22370000.000000 PA USD 15058762.790000 0.0637811 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HY6 12183000.000000 PA USD 8307146.680000 0.0351848 Long DBT CORP US N 2 2047-12-01 Fixed 3.95 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JT5 9500000.000000 PA USD 7744946.250000 0.0328036 Long DBT CORP US N 2 2031-06-01 Fixed 3.25 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AW9 13500000.000000 PA USD 10372720.820000 0.0439335 Long DBT CORP US N 2 2032-05-18 Fixed 2 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 2000000.000000 PA USD 1488095.300000 0.0063028 Long DBT CORP US N 2 2041-06-01 Fixed 4.2 N N N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 694475AA2 63816000.000000 PA USD 84519269.040000 0.3579798 Long DBT CORP US N 2 2039-06-15 Fixed 9.25 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 5700000.000000 PA USD 3893229.900000 0.0164897 Long DBT CORP US N 2 2050-09-15 Fixed 3.35 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 04363UAD8 19900000.000000 PA USD 19891914.430000 0.0842518 Long DBT CORP AU N 2 2023-04-07 Fixed 6 N N N N N N PACIFIC NATIONAL FINANCE PTY LTD 213800SSTRDXLWWVF948 BYVTPZII5 14885000.000000 PA USD 13219740.630000 0.0559920 Long DBT CORP AU N 2 2028-03-22 Fixed 4.75 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AX7 9500000.000000 PA USD 6047041.560000 0.0256121 Long DBT CORP US N 2 2051-05-18 Fixed 3 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CT3 6400000.000000 PA USD 5269307.390000 0.0223181 Long DBT CORP US N 2 2049-01-15 Fixed 4.125 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 16000000.000000 PA USD 11567942.080000 0.0489958 Long DBT CORP US N 2 2051-03-15 Fixed 3.3 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 22703000.000000 PA USD 14926023.550000 0.0632189 Long DBT CORP US N 2 2052-06-15 Fixed 2.9 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 2500000.000000 PA USD 2489771.680000 0.0105454 Long DBT CORP US N 2 2053-12-01 Fixed 5.35 N N N N N N PACKAGING CORP OF AMERICA INC 549300XZP8MFZFY8TJ84 695156AV1 3100000.000000 PA USD 2377821.550000 0.0100712 Long DBT CORP US N 2 2049-12-15 Fixed 4.05 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAX0 13400000.000000 PA USD 10700859.710000 0.0453233 Long DBT CORP KY N 2 2031-02-09 Fixed 2.125 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAY8 38869000.000000 PA USD 24918379.510000 0.1055413 Long DBT CORP KY N 2 2041-02-09 Fixed 2.7 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAZ5 1150000.000000 PA USD 718541.440000 0.0030434 Long DBT CORP KY N 2 2051-02-09 Fixed 3.15 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WBA9 24200000.000000 PA USD 14577199.850000 0.0617415 Long DBT CORP KY N 2 2061-02-09 Fixed 3.25 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AJ2 1834000.000000 PA USD 1363679.010000 0.0057758 Long DBT CORP US N 2 2042-07-01 Fixed 4.85 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAR3 10850000.000000 PA USD 9777463.610000 0.0414123 Long DBT CORP KY N 2 2034-11-28 Fixed 4.5 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAU6 21700000.000000 PA USD 18142983.090000 0.0768443 Long DBT CORP KY N 2 2037-12-06 Fixed 4 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAV4 17900000.000000 PA USD 13743354.540000 0.0582097 Long DBT CORP KY N 2 2047-12-06 Fixed 4.2 N N N N N N ALIBABA GROUP HOLDING LIMITED 5493001NTNQJDH60PM02 01609WAW2 7600000.000000 PA USD 5842824.220000 0.0247472 Long DBT CORP KY N 2 2057-12-06 Fixed 4.4 N N N N N N PASADENA PUBLIC FINANCING AUTHORITY N/A 702274AW1 10400000.000000 PA USD 12229598.160000 0.0517982 Long DBT MUN US N 2 2043-03-01 Fixed 7.148 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAM5 11000000.000000 PA USD 10020938.620000 0.0424435 Long DBT CORP US N 2 2052-06-01 Fixed 5.05 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAN3 15000000.000000 PA USD 13714291.050000 0.0580866 Long DBT CORP US N 2 2062-06-01 Fixed 5.25 N N N N N N ALLEGHANY CORPORATION 549300DCJE6AYX159479 017175AD2 5400000.000000 PA USD 4976079.970000 0.0210761 Long DBT CORP US N 2 2044-09-15 Fixed 4.9 N N N N N N PEACEHEALTH OBLIGATED GROUP N/A 70462GAA6 2200000.000000 PA USD 1914389.710000 0.0081084 Long DBT CORP US N 2 2048-11-15 Fixed 4.787 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304BD8 9400000.000000 PA USD 8504982.200000 0.0360227 Long DBT CORP US N 2 2052-05-15 Fixed 4.6 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AY3 6500000.000000 PA USD 4282458.250000 0.0181383 Long DBT CORP US N 2 2050-06-15 Fixed 2.8 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AR8 1185000.000000 PA USD 1047122.390000 0.0044351 Long DBT CORP US N 2 2043-10-15 Fixed 4.8 N N N N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AS6 8900000.000000 PA USD 7607117.030000 0.0322198 Long DBT CORP US N 2 2044-10-01 Fixed 4.15 N N N N N N PENN MUTUAL LIFE INSURANCE COMPANY BIYXEJSLUQ3IWFUXX074 707567AE3 40000000.000000 PA USD 26578835.600000 0.1125742 Long DBT CORP US N 2 2061-04-29 Fixed 3.8 N N N N N N PENN MUTUAL LIFE INSURANCE COMPANY BIYXEJSLUQ3IWFUXX074 707567AC7 32535000.000000 PA USD 35240552.360000 0.1492607 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 12225854.700000 0.0517824 Long DBT MUN US N 2 2039-06-15 Fixed 6.532 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BV0 2409000.000000 PA USD 2410744.280000 0.0102107 Long DBT CORP US N 2 2038-10-01 Fixed 6.15 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AN4 7204000.000000 PA USD 7201847.010000 0.0305033 Long DBT CORP US N 2 2023-01-17 Fixed 4.25 N N N N N N PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC) 549300E86RB6YCTMRM83 71429MAC9 13300000.000000 PA USD 11349918.220000 0.0480724 Long DBT CORP IE N 2 2030-06-15 Variable 4.4 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 ACI16QTC2 39400000.000000 PA 9526669.390000 0.0403500 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DB5 5250000.000000 PA 1034983.210000 0.0043837 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BX9 66993000.000000 PA 16198481.280000 0.0686084 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AX0 149800000.000000 PA 41321797.850000 0.1750177 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N ALLIANT ENERGY FINANCE LLC 54930033ER6EOI5DL570 01882YAD8 13500000.000000 PA USD 11677054.910000 0.0494579 Long DBT CORP US N 2 2032-03-01 Fixed 3.6 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BV3 176700000.000000 PA 44284019.490000 0.1875641 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 6600000.000000 PA 1642268.780000 0.0069558 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638CZ3 8300000.000000 PA 1755619.150000 0.0074359 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AY8 74200000.000000 PA 20467806.410000 0.0866910 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638CL4 18200000.000000 PA 4561228.950000 0.0193190 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 6500000.000000 PA 1617385.920000 0.0068504 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 P87324BE1 18128000.000000 PA 4296528.180000 0.0181979 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAP4 14100000.000000 PA USD 10116704.740000 0.0428491 Long DBT CORP ID N 2 2050-06-30 Fixed 4 N N N N N N PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA 254900OYVDRYS9J51J61 71568PAK5 11200000.000000 PA USD 8863670.370000 0.0375419 Long DBT CORP ID N 2 2049-07-17 Fixed 4.875 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDD1 17742000.000000 PA USD 12316207.210000 0.0521651 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDF6 8284000.000000 PA USD 5255358.000000 0.0222590 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71643VAB1 1428000.000000 PA USD 1124124.460000 0.0047612 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCC4 84889000.000000 PA USD 54353043.010000 0.2302113 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081DT7 16865000.000000 PA USD 17729363.120000 0.0750924 Long DBT CORP US N 2 2040-09-15 Fixed 5.6 N N N N N N PG&E RECOVERY FUNDING LLC N/A 71710TAE8 5000000.000000 PA USD 4966678.150000 0.0210363 Long DBT CORP US N 2 2040-01-15 Fixed 5.256 N N N N N N PG&E RECOVERY FUNDING LLC N/A 71710TAF5 8000000.000000 PA USD 8145297.680000 0.0344993 Long DBT CORP US N 2 2049-07-15 Fixed 5.536 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 16015000.000000 PA USD 16576607.450000 0.0702099 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AW9 2575000.000000 PA USD 2045350.210000 0.0086630 Long DBT CORP US N 2 2043-03-04 Fixed 4.125 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AU3 1875000.000000 PA USD 1430982.960000 0.0060609 Long DBT CORP US N 2 2042-08-21 Fixed 3.875 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172AM1 11100000.000000 PA USD 9193648.820000 0.0389395 Long DBT CORP US N 2 2041-11-15 Fixed 4.375 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BD0 2500000.000000 PA USD 2196873.300000 0.0093048 Long DBT CORP US N 2 2043-11-15 Fixed 4.875 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172BL2 24400000.000000 PA USD 19696966.370000 0.0834261 Long DBT CORP US N 2 2044-11-10 Fixed 4.25 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAB8 7900000.000000 PA USD 7229692.110000 0.0306212 Long DBT CORP US N 2 2028-01-15 Fixed 3.95 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 4100000.000000 PA USD 3872287.030000 0.0164010 Long DBT CORP US N 2 2027-03-15 Fixed 4.3 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AP0 5000000.000000 PA USD 4538717.700000 0.0192237 Long DBT CORP US N 2 2052-05-15 Fixed 5.05 N N N N N N PIEDMONT NATURAL GAS COMPANY INC VXB4M3BDPKF3I2AZ3G89 720186AM7 9095000.000000 PA USD 6124966.540000 0.0259422 Long DBT CORP US N 2 2050-06-01 Fixed 3.35 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBK5 22600000.000000 PA USD 22348084.580000 0.0946549 Long DBT CORP US N 2 2023-06-05 Fixed 3.05 N N N N N N PINE STREET TRUST I N/A 722844AA5 23500000.000000 PA USD 21782653.610000 0.0922600 Long DBT CORP US N 2 2029-02-15 Fixed 4.572 N N N N N N PINE STREET TRUST II N/A 72284LAA7 23800000.000000 PA USD 21096368.790000 0.0893533 Long DBT CORP US N 2 2049-02-15 Fixed 5.568 N N N N N N PINNACOL ASSURANCE 549300D37RE2C54DGD62 000000000 24000000.000000 PA USD 26779600.080000 0.1134245 Long DBT CORP US Y 3 2034-06-25 Fixed 8.625 N N N N N N PIONEER NATURAL RESOURCES COMPANY FY8JBF7CCL2VE4F1B628 723787AB3 24475000.000000 PA USD 25960927.910000 0.1099570 Long DBT CORP US N 2 2028-01-15 Fixed 7.2 N N N N N N PIPER SANDLER COMPANIES QUQDBTUSOAKFEVMRMF78 724078AE0 23000000.000000 PA USD 22797600.000000 0.0965588 Long DBT CORP US N 2 2023-10-15 Fixed 5.2 N N N N N N PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV/CIBANCO SA IBM N/A 17162LAB7 7200000.000000 PA USD 6567696.000000 0.0278174 Long DBT CORP MX N 2 2029-07-18 Fixed 4.962 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RAM4 2533000.000000 PA USD 2465483.190000 0.0104425 Long DBT CORP US N 2 2036-05-15 Fixed 6.7 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBA9 300000.000000 PA USD 244362.090000 0.0010350 Long DBT CORP US N 2 2042-06-01 Fixed 5.15 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP N/A 72650RBL5 550000.000000 PA USD 528740.790000 0.0022395 Long DBT CORP US N 2 2026-12-15 Fixed 4.5 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 800000.000000 PA USD 625109.470000 0.0026476 Long DBT CORP US N 2 2028-11-02 Fixed 2.2 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 370425RZ5 2400000.000000 PA USD 2501935.060000 0.0105969 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WRQ9 2800000.000000 PA USD 2796552.360000 0.0118447 Long DBT MUN US N 2 2046-08-01 Fixed 5.31 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WEK6 200000.000000 PA USD 189104.260000 0.0008009 Long DBT MUN US N 2 2051-10-01 Fixed 4.926 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WJA3 84130000.000000 PA USD 73243594.830000 0.3102219 Long DBT MUN US N 2 2062-10-01 Fixed 4.458 N N N N N N PORT AUTHORITY OF NEW YORK & NEW JERSEY 54930006MR4KZ4W74Z83 73358WCX0 500000.000000 PA USD 523210.650000 0.0022160 Long DBT MUN US N 2 2040-11-01 Fixed 5.647 N N N N N N PPL ELECTRIC UTILITIES CORP (AKA: PP&L INC) 549300GCZLSGYEYPIR35 69351UAN3 5500000.000000 PA USD 5142690.960000 0.0217818 Long DBT CORP US N 2 2041-07-15 Fixed 5.2 N N N N N N PPL ELECTRIC UTILITIES CORP (AKA: PP&L INC) 549300GCZLSGYEYPIR35 69351UAW3 16700000.000000 PA USD 11337128.000000 0.0480182 Long DBT CORP US N 2 2049-10-01 Fixed 3 N N N N N N ALT-2 STRUCTURED TRUST N/A 937CJTII1 42101823.860000 PA USD 38102150.590000 0.1613809 Long LON CORP US N 3 2031-05-13 Fixed 2.95 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AE5 12091000.000000 PA USD 13733329.960000 0.0581673 Long DBT CORP US N 2 2031-03-01 Fixed 7.75 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AP0 700000.000000 PA USD 710910.820000 0.0030110 Long DBT CORP US N 2 2039-12-01 Fixed 6 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCC3 1000000.000000 PA USD 670295.340000 0.0028390 Long DBT CORP US N 2 2050-03-01 Fixed 3.05 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAA6 1600000.000000 PA USD 1333639.360000 0.0056486 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAE8 12300000.000000 PA USD 7473991.190000 0.0316559 Long DBT CORP NL N 2 2051-02-08 Fixed 3.832 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAD0 4000000.000000 PA USD 2509348.560000 0.0106283 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 8400000.000000 PA USD 7655424.000000 0.0324244 Long DBT CORP US N 2 2052-03-01 Floating 5.125 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 1500000.000000 PA USD 1152133.070000 0.0048798 Long DBT CORP US N 2 2051-03-13 Fixed 3.7 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BA9 173000.000000 PA USD 135575.450000 0.0005742 Long DBT CORP US N 2 2049-12-07 Fixed 3.935 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CJ8 1500000.000000 PA USD 1205218.710000 0.0051047 Long DBT CORP US N 2 2043-03-15 Fixed 3.95 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 10500000.000000 PA USD 7503327.930000 0.0317802 Long DBT CORP US N 2 2050-03-01 Fixed 3.2 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CQ2 4000000.000000 PA USD 3334743.600000 0.0141242 Long DBT CORP US N 2 2048-06-15 Fixed 4.1 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CX7 4600000.000000 PA USD 4155018.770000 0.0175985 Long DBT CORP US N 2 2052-06-01 Fixed 4.5 N N N N N N PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 549300SHPFALUPKK2351 744482BM1 4700000.000000 PA USD 3631199.510000 0.0153799 Long DBT CORP US N 2 2049-07-01 Fixed 3.6 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BP4 2300000.000000 PA USD 1535531.290000 0.0065037 Long DBT CORP US N 2 2051-08-15 Fixed 3.15 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BJ8 1135000.000000 PA USD 1194804.660000 0.0050606 Long DBT CORP US N 2 2037-11-15 Fixed 6.625 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCG9 2600000.000000 PA USD 1783360.900000 0.0075534 Long DBT CORP US N 2 2051-03-01 Fixed 3 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 9500000.000000 PA USD 8459265.120000 0.0358291 Long DBT CORP US Y 2 2032-03-15 Fixed 4.224 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 6010000.000000 PA USD 5380701.370000 0.0227899 Long DBT CORP US N 2 2030-06-15 Fixed 4.1 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CH7 3800000.000000 PA USD 3097381.560000 0.0131189 Long DBT CORP US N 2 2048-06-15 Fixed 4.223 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CC8 8200000.000000 PA USD 8021245.490000 0.0339738 Long DBT CORP US N 2 2040-07-15 Fixed 5.764 N N N N N N PULTEGROUP INC N/A 745867AW1 1775000.000000 PA USD 1783372.690000 0.0075534 Long DBT CORP US N 2 2026-03-01 Fixed 5.5 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 74727PBE0 6800000.000000 PA USD 6240713.600000 0.0264324 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPF7 14500000.000000 PA USD 14276990.000000 0.0604699 Long DBT NUSS QA N 2 2029-03-14 Fixed 4 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI19CPD2 4000000.000000 PA USD 3901580.000000 0.0165251 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.817 N N N N N N QATAR GOVT 52990074F6OJOAXK4P65 M8489SAG2 28900000.000000 PA USD 29113599.900000 0.1233101 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103 N N N N N N QATAR NATIONAL BANK (QPSC) 549300FFSRVBS0SQXY75 948AFGII4 22400000.000000 PA USD 22316000.000000 0.0945190 Long LON CORP QA N 3 2023-11-06 Floating 5.5573 N N N N N N QATARENERGY TRADING LLC 254900QTESJKJ3P87J26 74730DAE3 200000.000000 PA USD 154429.200000 0.0006541 Long DBT CORP QA N 2 2041-07-12 Fixed 3.125 N N N N N N QATARENERGY TRADING LLC 254900QTESJKJ3P87J26 74730DAD5 22880000.000000 PA USD 16949504.000000 0.0717893 Long DBT CORP QA N 2 2051-07-12 Fixed 3.3 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AM5 24665000.000000 PA USD 12230263.580000 0.0518011 Long DBT CORP US N 2 2043-03-15 Fixed 5.95 N N N N N N QVC INC 549300WBLU5NKPX5X472 747262AS2 800000.000000 PA USD 741400.000000 0.0031402 Long DBT CORP US N 2 2024-04-01 Fixed 4.85 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 22500000.000000 PA USD 20111742.680000 0.0851829 Long DBT CORP US N 2 2049-02-14 Fixed 5.95 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBG7 6929000.000000 PA USD 6516946.990000 0.0276024 Long DBT CORP US N 2 2059-02-14 Fixed 6.2 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAV5 9080000.000000 PA USD 6105133.670000 0.0258582 Long DBT CORP US N 2 2046-09-16 Fixed 3.875 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135CK0 11000000.000000 PA USD 9144121.690000 0.0387298 Long DBT CORP US N 2 2062-04-13 Fixed 4.1 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135CB0 19800000.000000 PA USD 14200567.720000 0.0601462 Long DBT CORP US N 2 2051-05-12 Fixed 3.1 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A M8222MAA0 4071500.000000 PA USD 4102850.550000 0.0173775 Long DBT CORP QA N 2 2027-09-30 Fixed 5.838 N N N N N N RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III N/A M8222MAD4 2909305.000000 PA USD 2942627.130000 0.0124634 Long DBT CORP QA N 2 2027-09-30 Fixed 6.332 N N N N N N RAYONIER LP 5493004X96PV3VY6KB95 75508XAA4 7500000.000000 PA USD 6043378.880000 0.0255966 Long DBT CORP US N 2 2031-05-17 Fixed 2.75 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CP2 7100000.000000 PA USD 5858646.300000 0.0248142 Long DBT CORP US N 2 2047-05-04 Fixed 4.05 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CW7 6200000.000000 PA USD 5657559.270000 0.0239625 Long DBT CORP US N 2 2038-11-16 Fixed 4.45 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135CC8 40500000.000000 PA USD 27938656.080000 0.1183337 Long DBT CORP US N 2 2061-05-12 Fixed 3.25 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BT2 3000000.000000 PA USD 1904348.490000 0.0080658 Long DBT CORP US N 2 2050-06-03 Fixed 2.5 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BU9 2900000.000000 PA USD 1760719.220000 0.0074575 Long DBT CORP US N 2 2060-06-03 Fixed 2.7 N N N N N N RBSSP RESECURITIZATION TRUST 2014-1 N/A 74932TAB0 299462.900000 PA USD 292357.510000 0.0012383 Long ABS-MBS CORP US N 2 2036-11-26 Floating 4.17614 N N N N N N AMAZONCOM INC ZXTILKJKG63JELOEG630 023135BM7 19800000.000000 PA USD 17126069.400000 0.0725371 Long DBT CORP US N 2 2057-08-22 Fixed 4.25 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BH6 16100000.000000 PA USD 14853271.710000 0.0629108 Long DBT CORP US N 2 2028-01-15 Fixed 3.4 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AT1 1150000.000000 PA USD 1017944.150000 0.0043115 Long DBT CORP US N 2 2047-03-15 Fixed 4.65 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BG8 11848000.000000 PA USD 11314888.700000 0.0479240 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAW3 4200000.000000 PA USD 3244738.390000 0.0137430 Long DBT CORP US N 2 2047-02-01 Fixed 4.4 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAX1 1100000.000000 PA USD 1023185.790000 0.0043337 Long DBT CORP US N 2 2028-03-15 Fixed 4.125 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAY9 1500000.000000 PA USD 1200669.410000 0.0050854 Long DBT CORP US N 2 2049-03-15 Fixed 4.65 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAZ6 1000000.000000 PA USD 841382.630000 0.0035637 Long DBT CORP US N 2 2029-09-15 Fixed 2.95 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886FAE7 2150000.000000 PA USD 1665427.370000 0.0070539 Long DBT CORP US N 2 2030-09-15 Fixed 1.75 N N N N N N REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE N/A 913366EP1 25100000.000000 PA USD 28596108.720000 0.1211183 Long DBT MUN US N 2 2048-05-15 Fixed 6.548 N N N N N N REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE N/A 913366DF4 4305000.000000 PA USD 4905241.410000 0.0207761 Long DBT MUN US N 2 2049-05-15 Fixed 6.583 N N N N N N RELIANCE INDUSTRIES LIMITED 5493003UOETFYRONLG31 759470BC0 9300000.000000 PA USD 6040614.030000 0.0255849 Long DBT CORP IN N 2 2062-01-12 Fixed 3.75 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 2600000.000000 PA USD 1875040.280000 0.0079417 Long DBT CORP US N 2 2050-03-15 Fixed 3.25 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAX8 32500000.000000 PA USD 21783267.680000 0.0922626 Long DBT CORP US N 2 2051-06-15 Fixed 2.9 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 2200000.000000 PA USD 1752212.440000 0.0074215 Long DBT CORP US N 2 2047-12-01 Fixed 3.7 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAQ3 5451000.000000 PA USD 4663400.710000 0.0197517 Long DBT CORP US N 2 2046-03-15 Fixed 4.15 N N N N N N AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 023772AB2 3276691.050000 PA USD 2846334.050000 0.0120556 Long DBT CORP US N 2 2027-01-15 Fixed 4 N N N N N N AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 02377AAA6 6303104.330000 PA USD 5452223.060000 0.0230928 Long DBT CORP US N 2 2028-04-01 Fixed 3.7 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 6508309.430000 PA USD 5440222.310000 0.0230420 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST N/A 02377BAB2 7015761.440000 PA USD 6306715.610000 0.0267120 Long DBT CORP US N 2 2029-03-22 Fixed 3.6 N N N N N N AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 02376UAA3 6286538.310000 PA USD 5624298.020000 0.0238216 Long DBT CORP US N 2 2029-07-15 Fixed 3.575 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 023765AA8 5809962.500000 PA USD 5051420.770000 0.0213952 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAA2 11800000.000000 PA USD 9237322.850000 0.0391245 Long DBT CORP US N 2 2030-12-01 Fixed 2.125 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BB1 21248000.000000 PA USD 18186758.360000 0.0770297 Long DBT CORP US N 2 2045-08-15 Fixed 5.85 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AZ9 10920000.000000 PA USD 9785015.390000 0.0414442 Long DBT CORP US N 2 2043-09-15 Fixed 6.15 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A 76716XAB8 12422215.690000 PA USD 12923017.320000 0.0547352 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST N/A 023771R91 505506.340000 PA USD 439107.320000 0.0018598 Long DBT CORP US N 2 2030-04-15 Fixed 3 N N N N N N RIVERSIDE CNTY CA CTFS PARTN 254900CB5HEOBAVTY629 76913CBF5 2500000.000000 PA USD 2179871.750000 0.0092328 Long DBT MUN US N 2 2038-02-15 Fixed 3.818 N N N N N N AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST N/A 023761AA7 2348000.000000 PA USD 2094492.780000 0.0088712 Long DBT CORP US N 2 2029-02-15 Fixed 3.65 N N N N N N AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST N/A 02377CAA2 2916109.000000 PA USD 2283062.270000 0.0096699 Long DBT CORP US N 2 2031-04-15 Fixed 3.6 N N N N N N ROCKIES EXPRESS PIPELINE LLC W2ZGZGZKY5GGNY6F3V51 77340RAD9 25640000.000000 PA USD 23897890.200000 0.1012191 Long DBT CORP US N 2 2038-07-15 Fixed 7.5 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109CC3 10000000.000000 PA USD 8656638.000000 0.0366650 Long DBT CORP CA N 2 2032-03-15 Fixed 3.8 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109BZ3 6900000.000000 PA USD 5652103.120000 0.0239394 Long DBT CORP CA N 2 2042-03-15 Fixed 4.5 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 775109CD1 26300000.000000 PA USD 20511845.500000 0.0868775 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI23CJP6 2900000.000000 PA 2324395.940000 0.0098449 Long DBT NUSS RO N 2 2034-02-07 Fixed 3.75 N N N N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 3782249.540000 PA USD 3274237.070000 0.0138680 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3VF1 9100000.000000 PA 5478485.670000 0.0232040 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.875 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI1Z3TC1 9100000.000000 PA 6806573.760000 0.0288291 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75 N N N N N N AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 02378MAA9 3371273.380000 PA USD 2564128.840000 0.0108603 Long DBT CORP US N 2 2033-08-15 Fixed 3.5 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAL7 12900000.000000 PA USD 8998539.870000 0.0381131 Long DBT CORP GB N 2 2040-09-02 Fixed 3.3 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAM5 17900000.000000 PA USD 11509474.640000 0.0487482 Long DBT CORP GB N 2 2050-09-02 Fixed 3.55 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAP8 1000000.000000 PA USD 620382.940000 0.0026276 Long DBT CORP GB N 2 2051-09-02 Fixed 3.35 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 7472989.920000 PA USD 6204775.700000 0.0262802 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 78307ADE0 1000000.000000 PA USD 635000.000000 0.0026895 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI0P80X8 200000.000000 PA USD 70000.000000 0.0002965 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 ACI0VXSZ1 400000.000000 PA USD 140000.000000 0.0005930 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBP2 1200000.000000 PA USD 444000.000000 0.0018806 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 78307ADH3 400000.000000 PA USD 238847.000000 0.0010116 Long DBT NUSS RU N 2 2043-09-16 Fixed 5.875 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X74344DS2 1400000.000000 PA USD 889000.000000 0.0037653 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.625 Y N N N N N AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST N/A 02379KAA2 21200000.000000 PA USD 17123458.360000 0.0725261 Long DBT CORP US N 2 2036-01-11 Fixed 2.875 N N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBD9 8400000.000000 PA USD 2940000.000000 0.0124523 Long DBT NUSS RU N 2 2026-05-27 Fixed 4.75 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBN7 6400000.000000 PA USD 2240000.000000 0.0094875 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X5424XBQ0 12400000.000000 PA USD 4588000.000000 0.0194324 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25 Y N N N N N RUSSIAN GOVT 5493004EHVGF71PDBU58 X74359AC8 400000.000000 PA USD 238847.000000 0.0010116 Long DBT NUSS RU N 2 2043-09-16 Fixed 5.875 Y N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAR5 4400000.000000 PA USD 2415100.640000 0.0102291 Long DBT CORP US N 2 2060-08-15 Fixed 2.3 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAQ7 1700000.000000 PA USD 1223714.740000 0.0051830 Long DBT CORP US N 2 2049-12-01 Fixed 3.25 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VBC7 3460000.000000 PA USD 2960861.200000 0.0125407 Long DBT CORP US N 2 2032-03-01 Fixed 2.9 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VBD5 14000000.000000 PA USD 10875715.060000 0.0460639 Long DBT CORP US N 2 2052-03-01 Fixed 3.7 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VBE3 2800000.000000 PA USD 2177522.790000 0.0092229 Long DBT CORP US N 2 2062-03-01 Fixed 3.9 N N N N N N S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) Y6X4K52KMJMZE7I7MY94 78409VAZ7 7700000.000000 PA USD 7366376.860000 0.0312002 Long DBT CORP US N 2 2029-05-01 Fixed 4.25 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AM8 300000.000000 PA USD 300648.230000 0.0012734 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AS5 35800000.000000 PA USD 35157505.630000 0.1489090 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 24200000.000000 PA USD 22790858.200000 0.0965303 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AJ5 8950000.000000 PA USD 8957005.880000 0.0379372 Long DBT CORP US N 2 2024-05-15 Fixed 5.75 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 26265000.000000 PA USD 24407840.980000 0.1033790 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AV8 7556000.000000 PA USD 7654139.440000 0.0324190 Long DBT CORP US N 2 2026-06-30 Fixed 5.875 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78572XAG6 3368000.000000 PA USD 2824457.510000 0.0119629 Long DBT CORP US N 2 2029-10-15 Fixed 3.9 N N N N N N SABRA HEALTH CARE LP 549300OVKLRFSIQG0H81 78574MAA1 15350000.000000 PA USD 11456501.050000 0.0485238 Long DBT CORP US N 2 2031-12-01 Fixed 3.2 N N N N N N SAMMONS FINANCIAL GROUP INC N/A 79588TAD2 18300000.000000 PA USD 13969881.820000 0.0591692 Long DBT CORP US N 2 2031-04-16 Fixed 3.35 N N N N N N SAN DIEGO COUNTY WATER AUTHORITY 549300Y0QN5OFKA1G520 79741TAR5 1800000.000000 PA USD 1995217.380000 0.0084507 Long DBT MUN US N 2 2049-05-01 Fixed 6.138 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440CC6 15130000.000000 PA USD 11975988.550000 0.0507241 Long DBT CORP US N 2 2052-03-15 Fixed 3.7 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 10305000.000000 PA USD 7414340.950000 0.0314033 Long DBT CORP US N 2 2050-04-15 Fixed 3.32 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BW3 12140000.000000 PA USD 10191756.900000 0.0431670 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 7550000.000000 PA USD 5900814.840000 0.0249928 Long DBT CORP US N 2 2047-06-01 Fixed 3.75 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BX1 14172000.000000 PA USD 11613257.870000 0.0491877 Long DBT CORP US N 2 2049-06-15 Fixed 4.1 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BM5 2600000.000000 PA USD 2351435.400000 0.0099595 Long DBT CORP US N 2 2040-08-15 Fixed 4.5 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440CA0 15400000.000000 PA USD 10476473.550000 0.0443729 Long DBT CORP US N 2 2051-08-15 Fixed 2.95 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BP8 1968000.000000 PA USD 1539040.770000 0.0065186 Long DBT CORP US N 2 2041-11-15 Fixed 3.95 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 30500000.000000 PA USD 24261262.820000 0.1027581 Long DBT CORP US N 2 2031-02-01 Fixed 3.375 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAN5 600000.000000 PA USD 514674.000000 0.0021799 Long DBT CORP KY N 2 2027-03-08 Variable 2.8 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 19300000.000000 PA USD 16986702.000000 0.0719469 Long DBT CORP KY N 2 2030-06-18 Variable 4.875 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAF2 31500000.000000 PA USD 30157850.520000 0.1277330 Long DBT CORP KY N 2 2025-08-08 Variable 5.625 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 38300000.000000 PA USD 35912492.900000 0.1521067 Long DBT CORP KY N 2 2028-08-08 Variable 5.65 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAP1 5200000.000000 PA USD 4967431.610000 0.0210395 Long DBT CORP US N 2 2027-07-13 Fixed 4.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAP0 17160000.000000 PA USD 13298503.050000 0.0563256 Long DBT CORP GB N 2 2032-03-15 Floating 2.896 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAG0 55945000.000000 PA USD 50083254.650000 0.2121267 Long DBT CORP GB N 2 2028-11-03 Floating 3.823 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 35700000.000000 PA USD 28409972.180000 0.1203299 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 8291666.950000 PA USD 6443060.530000 0.0272895 Long ABS-O CORP KY N 2 2040-03-15 Fixed 4.25 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAW9 13100000.000000 PA USD 9418349.800000 0.0398912 Long DBT NUSS SA N 2 2061-02-02 Fixed 3.45 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAH2 500000.000000 PA USD 493941.500000 0.0020921 Long DBT NUSS SA N 2 2025-04-17 Fixed 4 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 ACI121KG1 15000000.000000 PA USD 14164470.000000 0.0599933 Long DBT NUSS SA N 2 2049-04-17 Fixed 5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAC3 47700000.000000 PA USD 42453000.000000 0.1798089 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.5 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAF6 14800000.000000 PA USD 13284924.000000 0.0562680 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2L8 14600000.000000 PA USD 10323411.800000 0.0437246 Long DBT CORP SA N 2 2050-11-24 Fixed 3.25 N N N N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2M6 19600000.000000 PA USD 13387231.200000 0.0567014 Long DBT CORP SA N 2 2070-11-24 Fixed 3.5 N N N N N N SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 2 549300NU3VI6NLNU1575 804133AB2 47700000.000000 PA USD 46767465.000000 0.1980827 Long DBT CORP KY N 2 2043-04-08 Fixed 5.06 N N N N N N SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 3 549300BJ6IA5S2UFVN71 80413MAB0 37700000.000000 PA USD 39167510.200000 0.1658933 Long DBT CORP KY N 2 2044-04-08 Fixed 5.5 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AU5 9100000.000000 PA USD 7100559.380000 0.0300743 Long DBT CORP US N 2 2062-02-15 Floating 3.875 N N N N N N SBA TOWER TRUST N/A 78403DAR1 10300000.000000 PA USD 8643125.520000 0.0366078 Long DBT CORP US N 2 2052-07-15 Fixed 2.328 N N N N N N SBA TOWER TRUST N/A 78403DAH3 11400000.000000 PA USD 10902151.740000 0.0461759 Long DBT CORP US N 2 2049-10-15 Fixed 3.869 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBD2 1263000.000000 PA USD 987711.130000 0.0041834 Long DBT CORP KY N 2 2031-01-15 Fixed 4.125 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBG5 1789600.000000 PA USD 1965240.290000 0.0083237 Long DBT CORP KY N 2 2032-12-01 Fixed 9.625 N N N N N N AMERICAN FINANCIAL GROUP INC 549300AFOM7IVKIU1G39 025932AL8 40300000.000000 PA USD 32082247.260000 0.1358838 Long DBT CORP US N 2 2047-06-15 Fixed 4.5 N N N N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300AH0 8800000.000000 PA USD 7579578.340000 0.0321032 Long DBT CORP US N 2 2049-03-01 Fixed 5.375 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BG3 1000000.000000 PA USD 929873.470000 0.0039385 Long DBT CORP US N 2 2028-02-01 Fixed 3.4 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 8424000.000000 PA USD 6604094.030000 0.0279715 Long DBT CORP US N 2 2048-02-01 Fixed 4 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BA6 3300000.000000 PA USD 3057831.280000 0.0129514 Long DBT CORP US N 2 2027-06-15 Fixed 3.25 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851AP4 15145000.000000 PA USD 15372869.100000 0.0651115 Long DBT CORP US N 2 2039-10-15 Fixed 6 N N N N N N SKYMILES IP LTD 2549008L7P4I8VB90936 24736CBS2 21800000.000000 PA USD 22261942.000000 0.0942900 Long LON CORP US N 2 2027-10-20 Floating 7.9926 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAL6 20200000.000000 PA USD 15895268.090000 0.0673241 Long DBT CORP US N 2 2031-06-01 Fixed 3 N N N N N N SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY 549300OD7VKRVNWB2J98 78448TAF9 4200000.000000 PA USD 3451992.890000 0.0146209 Long DBT CORP IE N 2 2028-06-15 Fixed 2.3 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 7483000.000000 PA USD 6932239.680000 0.0293614 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 11300000.000000 PA USD 10702586.180000 0.0453306 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBJ0 27760000.000000 PA USD 21928354.090000 0.0928771 Long DBT CORP FR N 2 2033-01-21 Floating 3.337 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBL5 7700000.000000 PA USD 7222626.410000 0.0305913 Long DBT CORP FR N 2 2033-06-15 Floating 6.221 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 21500000.000000 PA USD 18142511.200000 0.0768423 Long DBT CORP US N 2 2032-04-15 Fixed 3.625 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAF4 10700000.000000 PA USD 7889459.890000 0.0334157 Long DBT CORP US N 2 2052-04-15 Fixed 4.3 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAD9 10700000.000000 PA USD 6702868.200000 0.0283899 Long DBT CORP US N 2 2051-07-15 Fixed 3.375 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DL8 4000000.000000 PA USD 3587748.680000 0.0151958 Long DBT CORP US N 2 2048-04-01 Fixed 4.75 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DP9 6200000.000000 PA USD 5276875.430000 0.0223501 Long DBT CORP US N 2 2050-06-30 Fixed 4.375 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DF1 1200000.000000 PA USD 1083018.160000 0.0045871 Long DBT CORP US N 2 2045-07-10 Fixed 4.8 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEP5 1160000.000000 PA USD 1237437.310000 0.0052411 Long DBT MUN US N 2 2028-02-15 Fixed 7.334 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEH3 7325000.000000 PA USD 8339348.420000 0.0353212 Long DBT MUN US N 2 2033-02-15 Fixed 7.734 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UCY8 1000000.000000 PA USD 1078321.100000 0.0045672 Long DBT MUN US N 2 2044-02-15 Fixed 6.449 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 40725000.000000 PA USD 52515087.050000 0.2224267 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N AMERICAN TOWER (GTP ACQUISITION PARTNERS I LLC) N/A 36246MAU3 7500000.000000 PA USD 6995409.750000 0.0296289 Long DBT CORP US N 2 2050-06-15 Fixed 3.482 N N N N N N SOUNDVIEW HOME EQUITY LOAN TRUST 2006-OPT4 N/A 83611YAE2 6977648.830000 PA USD 6664787.110000 0.0282286 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.84871 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BA1 7300000.000000 PA USD 6534040.200000 0.0276748 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BB9 38900000.000000 PA USD 28740564.800000 0.1217301 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAV2 7500000.000000 PA USD 7158948.600000 0.0303216 Long DBT CORP US N 2 2025-01-15 Fixed 2.95 N N N N N N SOUTH JERSEY INDS INC 549300DJYWYT5VXLFA46 838518AA6 28000000.000000 PA USD 21824532.520000 0.0924374 Long DBT CORP US N 2 2031-04-15 Variable 5.02 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAM2 16200000.000000 PA USD 14867279.950000 0.0629701 Long DBT CORP US N 2 2027-01-15 Fixed 3.125 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HM8 6800000.000000 PA USD 5713138.320000 0.0241979 Long DBT CORP US N 2 2032-02-01 Fixed 2.75 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 12765000.000000 PA USD 9382002.340000 0.0397373 Long DBT CORP US N 2 2050-02-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GY3 13000000.000000 PA USD 8385255.710000 0.0355156 Long DBT CORP US N 2 2051-02-01 Fixed 2.95 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAR1 2250000.000000 PA USD 2071821.110000 0.0087752 Long DBT CORP US N 2 2028-01-15 Fixed 3.6 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HN6 14000000.000000 PA USD 10026953.860000 0.0424690 Long DBT CORP US N 2 2052-02-01 Fixed 3.45 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 8096000.000000 PA USD 7160567.190000 0.0303284 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HF3 31200000.000000 PA USD 22836137.690000 0.0967220 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HR7 17600000.000000 PA USD 16906854.270000 0.0716087 Long DBT CORP US N 2 2052-06-01 Fixed 5.45 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GN7 5000000.000000 PA USD 4842293.050000 0.0205094 Long DBT CORP US N 2 2025-08-01 Fixed 3.7 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400ES8 5900000.000000 PA USD 6182121.130000 0.0261843 Long DBT CORP US N 2 2034-01-15 Fixed 6 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FL2 17000000.000000 PA USD 17339357.570000 0.0734405 Long DBT CORP US N 2 2039-03-15 Fixed 6.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 3834000.000000 PA USD 3066722.280000 0.0129890 Long DBT CORP US N 2 2042-03-15 Fixed 4.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FW8 6655000.000000 PA USD 5155274.720000 0.0218351 Long DBT CORP US N 2 2043-03-15 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 26468000.000000 PA USD 21247257.400000 0.0899924 Long DBT CORP US N 2 2048-03-01 Fixed 4.125 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EV1 8073000.000000 PA USD 8068145.060000 0.0341725 Long DBT CORP US N 2 2035-04-01 Fixed 5.75 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBK5 40000000.000000 PA USD 24931600.400000 0.1055973 Long DBT CORP US N 2 2051-01-15 Fixed 2.95 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 105850000.000000 PA USD 83208526.230000 0.3524282 Long DBT CORP US N 2 2047-04-01 Fixed 4 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FQ1 445000.000000 PA USD 381915.400000 0.0016176 Long DBT CORP US N 2 2040-09-01 Fixed 4.5 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 39850000.000000 PA USD 34625677.750000 0.1466564 Long DBT CORP US N 2 2043-10-01 Fixed 4.65 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FT5 42994000.000000 PA USD 32453050.530000 0.1374543 Long DBT CORP US N 2 2041-12-01 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 6995000.000000 PA USD 7231720.520000 0.0306298 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CS9 1942000.000000 PA USD 1607873.210000 0.0068101 Long DBT CORP US N 2 2049-01-15 Fixed 4.3 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CT7 8127000.000000 PA USD 6345733.160000 0.0268772 Long DBT CORP US N 2 2050-02-15 Fixed 3.95 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 4900000.000000 PA USD 3854661.290000 0.0163263 Long DBT CORP US N 2 2042-09-15 Fixed 3.75 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CJ9 1300000.000000 PA USD 1231678.120000 0.0052167 Long DBT CORP US N 2 2040-11-15 Fixed 5.125 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DJ3 18400000.000000 PA USD 14903106.130000 0.0631218 Long DBT CORP US N 2 2051-09-15 Floating 3.75 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 100000.000000 PA USD 90488.590000 0.0003833 Long DBT CORP US N 2 2030-04-30 Fixed 3.7 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAJ9 3100000.000000 PA USD 3024352.530000 0.0128096 Long DBT CORP US N 2 2026-02-15 Fixed 4.4 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CW5 9300000.000000 PA USD 8173166.240000 0.0346173 Long DBT CORP US N 2 2036-07-01 Fixed 4.25 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CX3 19705000.000000 PA USD 16527421.160000 0.0700016 Long DBT CORP US N 2 2046-07-01 Fixed 4.4 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AH6 7500000.000000 PA USD 7485942.530000 0.0317066 Long DBT CORP US N 2 2041-03-15 Fixed 5.875 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 11010000.000000 PA USD 8774633.530000 0.0371648 Long DBT CORP US N 2 2047-05-30 Fixed 4.4 N N N N N N SOUTHERN NATURAL GAS COMPANY N/A 843452AZ6 8346000.000000 PA USD 9183798.600000 0.0388978 Long DBT CORP US N 2 2032-03-01 Fixed 8 N N N N N N SOUTHWEST GAS CORPORATION OQQR1IQTGBKH0UR88X59 845011AE5 11400000.000000 PA USD 10041109.510000 0.0425289 Long DBT CORP US N 2 2032-03-15 Fixed 4.05 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BQ4 20000000.000000 PA USD 14844559.000000 0.0628739 Long DBT CORP US N 2 2048-02-01 Fixed 3.85 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 14340000.000000 PA USD 14622667.500000 0.0619340 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BP6 900000.000000 PA USD 829485.380000 0.0035133 Long DBT CORP US N 2 2026-10-01 Fixed 2.75 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BT8 550000.000000 PA USD 363983.810000 0.0015416 Long DBT CORP US N 2 2051-11-01 Fixed 3.25 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAU4 23300000.000000 PA USD 21527560.380000 0.0911796 Long DBT CORP US N 2 2029-03-15 Fixed 3.95 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BU6 18050000.000000 PA USD 12540378.110000 0.0531145 Long DBT CORP US N 2 2050-05-01 Fixed 3.15 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BW2 13000000.000000 PA USD 12018582.550000 0.0509045 Long DBT CORP US N 2 2052-06-01 Fixed 5.15 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BL6 2000000.000000 PA USD 1992155.060000 0.0084377 Long DBT CORP US N 2 2036-10-01 Fixed 6 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBW9 1300000.000000 PA USD 1162952.660000 0.0049257 Long DBT CORP US N 2 2032-03-15 Fixed 4.05 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAK6 800000.000000 PA USD 647226.420000 0.0027413 Long DBT CORP US N 2 2028-06-15 Fixed 4.6 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAG5 2400000.000000 PA USD 2175726.170000 0.0092152 Long DBT CORP US N 2 2026-06-15 Fixed 3.85 N N N N N N SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A N/A 84858DAA6 4381535.820000 PA USD 3909309.660000 0.0165578 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAF5 9025000.000000 PA USD 7537535.780000 0.0319251 Long DBT CORP US N 2 2030-01-15 Fixed 3.4 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAG3 11100000.000000 PA USD 8887434.230000 0.0376426 Long DBT CORP US N 2 2031-02-15 Fixed 3.2 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAJ7 11400000.000000 PA USD 8463342.100000 0.0358463 Long DBT CORP US N 2 2032-02-15 Fixed 2.7 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAD0 200000.000000 PA USD 174029.520000 0.0007371 Long DBT CORP US N 2 2029-07-15 Fixed 4 N N N N N N SPIRIT REALTY LP 549300GTBVIBJRX5BW73 84861TAC2 2350000.000000 PA USD 2247617.740000 0.0095197 Long DBT CORP US N 2 2026-09-15 Fixed 4.45 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBC3 17100000.000000 PA USD 13573174.760000 0.0574889 Long DBT CORP US N 2 2030-06-15 Fixed 2.1 N N N N N N SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC N/A 85208NAE0 22100000.000000 PA USD 21803481.650000 0.0923482 Long DBT CORP US N 2 2029-09-20 Fixed 5.152 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBD1 14059000.000000 PA USD 8904489.500000 0.0377148 Long DBT CORP US N 2 2050-06-15 Fixed 3.1 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 61500000.000000 PA USD 55924366.340000 0.2368666 Long DBT CORP US N 2 2029-08-15 Fixed 3.8 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CH1 3200000.000000 PA USD 2414754.850000 0.0102276 Long DBT CORP GB N 2 2033-01-12 Floating 3.603 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 15500000.000000 PA USD 11492543.050000 0.0486765 Long DBT CORP GB N 2 2036-02-18 Floating 3.265 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AD9 17100000.000000 PA USD 15413085.000000 0.0652818 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 85350EAB2 9957950.000000 PA USD 9849507.920000 0.0417174 Long LON CORP US N 2 2028-09-22 Floating 6.4251 N N N N N N STANFORD UNIVERSITY JIUV0DC2REIJXQ26CR37 85440KAD6 12600000.000000 PA USD 7995899.650000 0.0338665 Long DBT CORP US N 2 2050-06-01 Fixed 2.413 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AU3 2000000.000000 PA USD 1710199.940000 0.0072435 Long DBT CORP US N 2 2049-08-15 Fixed 4.45 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244BA6 17358000.000000 PA USD 12606245.760000 0.0533935 Long DBT CORP US N 2 2050-11-15 Fixed 3.5 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 3925499.550000 PA USD 3354866.560000 0.0142095 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 03027XAK6 6487000.000000 PA USD 6073907.060000 0.0257259 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 ACI20TQ33 4300000.000000 PA 3533915.480000 0.0149678 Long DBT CORP US N 2 2030-10-05 Fixed 0.95 N N N N N N STATE AGENCY OF ROADS OF UKRAINE 254900FGEO8P5USHG994 ACI1YPKX6 1000000.000000 PA USD 178690.000000 0.0007568 Long DBT NUSS UA N 2 2030-06-24 Fixed 6.25 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAY6 7300000.000000 PA USD 5209950.430000 0.0220666 Long DBT CORP US N 2 2049-10-15 Fixed 3.7 N N N N N N STATE OF OREGON DEPARTMENT OF TRANSPORTATION N/A 68607DNL5 9200000.000000 PA USD 9892867.640000 0.0419011 Long DBT MUN US N 2 2034-11-15 Fixed 5.834 N N N N N N AMERICAN TRANSMISSION SYSTEMS INCORPORATED N/A 030288AB0 13395000.000000 PA USD 12233422.300000 0.0518144 Long DBT CORP US N 2 2044-09-01 Fixed 5 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630AG7 5600000.000000 PA USD 4869435.480000 0.0206244 Long DBT CORP US N 2 2030-05-15 Fixed 4 N N N N N N STORE CAPITAL CORPORATION 5493004EA6C9IHDZ7N66 862121AC4 1900000.000000 PA USD 1462793.450000 0.0061956 Long DBT CORP US N 2 2030-11-18 Fixed 2.75 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAR6 5000000.000000 PA USD 3915367.500000 0.0165835 Long DBT CORP US N 2 2047-09-01 Fixed 3.75 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAD7 150000.000000 PA USD 166565.920000 0.0007055 Long DBT CORP US N 2 2037-10-15 Fixed 6.593 N N N N N N AMERICAN WATER CAPITAL CORP 5IDHQUFVC8Q2KIBBFF06 03040WAJ4 8700000.000000 PA USD 7592252.580000 0.0321568 Long DBT CORP US N 2 2042-12-01 Fixed 4.3 N N N N N N STRUCTURED ARM LOAN TRUST 2004-12 N/A 863579AP3 195907.620000 PA USD 187995.810000 0.0007963 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.97975 N N N N N N STRUCTURED ASSET SEC CORP 2007-WF2 N/A 86364LAA0 103631.950000 PA USD 102290.220000 0.0004332 Long ABS-MBS CORP US N 2 2037-08-25 Floating 5.38871 N N N N N N AMFAM HOLDINGS INC N/A 03115AAA1 11960000.000000 PA USD 9321908.410000 0.0394828 Long DBT CORP US N 2 2031-03-11 Fixed 2.805 N N N N N N AMFAM HOLDINGS INC N/A 03115AAC7 10315000.000000 PA USD 6807215.390000 0.0288318 Long DBT CORP US N 2 2051-03-11 Fixed 3.833 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CS7 10300000.000000 PA USD 7206629.020000 0.0305235 Long DBT CORP US N 2 2050-02-21 Fixed 3.375 N N N N N N SUMITOMO LIFE INSURANCE COMPANY 549300I5OQCDADQSPI57 86564CAC4 16300000.000000 PA USD 13620254.080000 0.0576883 Long DBT CORP JP N 2 2081-04-15 Floating 3.375 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBW9 2700000.000000 PA USD 2271428.030000 0.0096206 Long DBT CORP JP N 2 2030-01-15 Fixed 2.75 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BZ2 1000000.000000 PA USD 842476.870000 0.0035683 Long DBT CORP US N 2 2045-05-01 Fixed 4.4 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBP4 11300000.000000 PA USD 9794174.200000 0.0414830 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCB4 37100000.000000 PA USD 29400906.720000 0.1245270 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CD0 11574000.000000 PA USD 9940374.920000 0.0421023 Long DBT CORP US N 2 2048-06-15 Fixed 4.563 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AE7 6800000.000000 PA USD 5383821.800000 0.0228031 Long DBT CORP US N 2 2031-07-15 Fixed 2.7 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 170913000.000000 PA USD 147953920.010000 0.6266561 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867229AE6 100000.000000 PA USD 102966.170000 0.0004361 Long DBT CORP CA N 2 2038-06-15 Fixed 6.5 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 71644EAF9 17772000.000000 PA USD 18942657.990000 0.0802313 Long DBT CORP CA N 2 2028-11-15 Fixed 7 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DA5 3700000.000000 PA USD 2577672.900000 0.0109177 Long DBT CORP US N 2 2041-08-15 Fixed 2.8 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BE9 4650000.000000 PA USD 4273652.620000 0.0181010 Long DBT CORP US N 2 2041-10-01 Fixed 4.95 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAH6 1950000.000000 PA USD 1464853.670000 0.0062044 Long DBT CORP US N 2 2040-08-15 Fixed 3.161 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 2600000.000000 PA USD 1773657.960000 0.0075123 Long DBT CORP US N 2 2050-08-15 Fixed 3.361 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAF9 13600000.000000 PA USD 13559321.580000 0.0574303 Long DBT CORP AT N 2 2029-01-15 Fixed 6 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAS0 16800000.000000 PA USD 14910110.880000 0.0631515 Long DBT CORP US N 2 2033-04-29 Floating 4.57 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 ACI1RWFN7 6000000.000000 PA USD 4927590.000000 0.0208707 Long DBT CORP SE N 2 2031-03-01 Floating 4.75 N N N N Y SVENSKA HANDELSBANKEN AB SEK XXXX N N N SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED 549300MJAANHLHOVTO40 87124VAD1 1200000.000000 PA USD 1196795.090000 0.0050690 Long DBT CORP AU N 2 2023-03-22 Fixed 3.9 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAG8 600000.000000 PA USD 575703.130000 0.0024384 Long DBT CORP US N 2 2025-07-23 Fixed 4.5 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAR4 12000000.000000 PA USD 8988465.000000 0.0380705 Long DBT CORP US N 2 2031-10-28 Fixed 2.875 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 1000000.000000 PA USD 995646.190000 0.0042170 Long DBT CORP NL N 2 2023-04-24 Fixed 4.441 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAG9 5547000.000000 PA USD 5377269.450000 0.0227753 Long DBT CORP NL N 2 2025-04-24 Fixed 4.892 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACW3 19000000.000000 PA USD 18498893.810000 0.0783517 Long DBT CORP US N 2 2053-01-15 Fixed 5.65 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 11600000.000000 PA USD 9982176.650000 0.0422793 Long DBT CORP US N 2 2028-02-15 Fixed 2.05 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 10400000.000000 PA USD 8521176.770000 0.0360913 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 39900000.000000 PA USD 26802280.760000 0.1135206 Long DBT CORP US N 2 2051-02-15 Fixed 3.3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 2300000.000000 PA USD 1864380.920000 0.0078966 Long DBT CORP US N 2 2032-03-15 Fixed 2.7 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 14400000.000000 PA USD 13585260.960000 0.0575401 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 4395000.000000 PA USD 3991365.710000 0.0169054 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 1100000.000000 PA USD 952296.860000 0.0040334 Long DBT CORP US N 2 2031-04-15 Fixed 3.5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACX1 4300000.000000 PA USD 4186443.150000 0.0177316 Long DBT CORP US N 2 2062-09-15 Fixed 5.8 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACT0 31800000.000000 PA USD 21510604.060000 0.0911078 Long DBT CORP US N 2 2052-10-15 Fixed 3.4 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 39797000.000000 PA USD 26460179.610000 0.1120716 Long DBT CORP US N 2 2060-11-15 Fixed 3.6 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 18700000.000000 PA USD 16035449.900000 0.0679178 Long DBT CORP US N 2 2040-04-15 Fixed 4.375 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 52300000.000000 PA USD 43256590.480000 0.1832125 Long DBT CORP US N 2 2050-04-15 Fixed 4.5 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE BOMSTHHJK882EWYX3334 874054AH2 7700000.000000 PA USD 6837243.570000 0.0289590 Long DBT CORP US N 2 2032-04-14 Fixed 4 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BF8 18500000.000000 PA USD 15367056.640000 0.0650869 Long DBT CORP US N 2 2049-06-15 Fixed 4.45 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 8900000.000000 PA USD 7081172.950000 0.0299922 Long DBT CORP US N 2 2052-04-15 Fixed 4.95 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAC6 14300000.000000 PA USD 13568967.560000 0.0574711 Long DBT CORP US N 2 2052-07-01 Fixed 6.25 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A 87612BBS0 6600000.000000 PA USD 5968380.000000 0.0252790 Long DBT CORP US N 2 2031-02-01 Fixed 4.875 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAH3 9200000.000000 PA USD 7439849.470000 0.0315113 Long DBT CORP US N 2 2028-08-09 Fixed 2.375 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAK6 2450000.000000 PA USD 1862546.180000 0.0078888 Long DBT CORP US N 2 2031-08-09 Fixed 2.65 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BF3 11300000.000000 PA USD 9293652.120000 0.0393631 Long DBT CORP US N 2 2047-05-15 Fixed 4.27 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BG1 30000000.000000 PA USD 20877364.200000 0.0884257 Long DBT CORP US N 2 2050-05-15 Fixed 3.3 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BD8 18400000.000000 PA USD 16911015.140000 0.0716263 Long DBT CORP US N 2 2044-09-15 Fixed 4.9 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BC0 5129000.000000 PA USD 5672359.490000 0.0240252 Long DBT CORP US N 2 2039-12-16 Fixed 6.85 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAU7 15900000.000000 PA USD 12833825.240000 0.0543574 Long DBT CORP ES N 2 2047-03-08 Fixed 5.213 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAW3 15330000.000000 PA USD 11844778.000000 0.0501683 Long DBT CORP ES N 2 2048-03-06 Fixed 4.895 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAX1 7800000.000000 PA USD 6554480.480000 0.0277614 Long DBT CORP ES N 2 2049-03-01 Fixed 5.52 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAC7 15097000.000000 PA USD 15534590.920000 0.0657965 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 879385AD4 8650000.000000 PA USD 9673526.990000 0.0409720 Long DBT CORP NL N 2 2030-09-15 Fixed 8.25 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAH9 7700000.000000 PA USD 6149047.910000 0.0260442 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAN6 27000000.000000 PA USD 24905843.820000 0.1054882 Long DBT CORP KY N 2 2029-04-11 Fixed 3.975 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBB1 23500000.000000 PA USD 17315657.750000 0.0733401 Long DBT CORP KY N 2 2041-04-22 Fixed 3.68 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 9100000.000000 PA USD 6464467.280000 0.0273801 Long DBT CORP KY N 2 2051-04-22 Fixed 3.84 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBD7 14300000.000000 PA USD 9862428.860000 0.0417721 Long DBT CORP KY N 2 2061-04-22 Fixed 3.94 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAV8 14300000.000000 PA USD 9067091.460000 0.0384035 Long DBT CORP KY N 2 2050-06-03 Fixed 3.24 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WAW6 13300000.000000 PA USD 7998134.680000 0.0338759 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAG9 300000.000000 PA USD 275480.530000 0.0011668 Long DBT CORP KY N 2 2028-01-19 Fixed 3.595 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAH7 5000000.000000 PA USD 3992888.250000 0.0169118 Long DBT CORP KY N 2 2038-01-19 Fixed 3.925 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAN4 9613000.000000 PA USD 8867402.840000 0.0375577 Long DBT CORP KY N 2 2029-04-11 Fixed 3.975 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XBB9 58500000.000000 PA USD 43104935.250000 0.1825701 Long DBT CORP KY N 2 2041-04-22 Fixed 3.68 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032XAU8 9475000.000000 PA USD 7725318.450000 0.0327204 Long DBT CORP KY N 2 2030-06-03 Fixed 2.39 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AU3 320000.000000 PA USD 349566.430000 0.0014806 Long DBT CORP US N 2 2037-04-01 Fixed 7.625 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 4500000.000000 PA USD 3779107.970000 0.0160063 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N TESCO PROPERTY FIN 2 PLC 2138008F9VZUZWUBZD27 B41QB0II2 307401.380000 PA 361712.470000 0.0015320 Long DBT CORP GB N 2 2039-10-13 Fixed 6.0517 N N N N N N TEXAS CAPITAL BANCSHARES INC 549300466Q2SXRX0YM48 88224QAA5 7500000.000000 PA USD 6665648.250000 0.0282322 Long DBT CORP US N 2 2031-05-06 Floating 4 N N N N N N TEXAS EASTERN TRANSMISSION LP 549300SIOULUXXIDGA69 882384AE0 400000.000000 PA USD 322866.390000 0.0013675 Long DBT CORP US N 2 2048-01-15 Fixed 4.15 N N N N N N TEXAS TRANSPORTATION COMMISSION STATE HIGHWAY FUND N/A 88283LHU3 16000000.000000 PA USD 16319952.000000 0.0691229 Long DBT MUN US N 2 2030-04-01 Fixed 5.178 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159VJ2 6600000.000000 PA USD 6344250.000000 0.0268710 Long DBT CORP CA N 2 2025-06-04 Floating 4.9 N N N N Y THE BANK OF NOVA SCOTIA CAD XXXX N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAB0 3800000.000000 PA USD 2408100.280000 0.0101995 Long DBT CORP US N 2 2050-06-01 Fixed 2.415 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAC8 7100000.000000 PA USD 4175347.550000 0.0176846 Long DBT CORP US N 2 2070-06-01 Fixed 2.815 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315AQ6 1390000.000000 PA USD 1082407.280000 0.0045845 Long DBT CORP US N 2 2045-01-26 Fixed 3.7 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315BA0 4500000.000000 PA USD 3474760.280000 0.0147173 Long DBT CORP US N 2 2052-03-15 Fixed 3.7 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315AS2 1700000.000000 PA USD 1431656.000000 0.0060638 Long DBT CORP US N 2 2047-04-15 Fixed 4.125 N N N N N N THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA 549300FG60YK9HZ7DS75 91481CAA8 2500000.000000 PA USD 2139076.830000 0.0090600 Long DBT CORP US N 2 2112-09-01 Fixed 4.674 N N N N N N THOMAS JEFFERSON UNIVERSITY DB1TWPCZX5RK7VR27A68 88444NAS7 7300000.000000 PA USD 5240340.770000 0.0221954 Long DBT CORP US N 2 2057-11-01 Fixed 3.847 N N N N N N THOMSON REUTERS CORPORATION 549300561UZND4C7B569 884903BP9 10791000.000000 PA USD 9955744.440000 0.0421674 Long DBT CORP CA N 2 2043-11-23 Fixed 5.65 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAF7 1128000.000000 PA USD 1135138.110000 0.0048079 Long DBT CORP US N 2 2023-03-15 Fixed 8.375 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 18420000.000000 PA USD 20522911.750000 0.0869244 Long DBT CORP US N 2 2033-07-15 Fixed 8.375 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 7306000.000000 PA USD 6982119.910000 0.0295726 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 52495000.000000 PA USD 49913631.340000 0.2114082 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 2080000.000000 PA USD 2071213.000000 0.0087726 Long DBT CORP US N 2 2038-07-01 Fixed 7.3 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 14800000.000000 PA USD 12337671.460000 0.0522560 Long DBT CORP US N 2 2041-09-01 Fixed 5.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 18500000.000000 PA USD 13610000.080000 0.0576449 Long DBT CORP US N 2 2042-09-15 Fixed 4.5 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 5200000.000000 PA USD 4550145.130000 0.0192721 Long DBT CORP US N 2 2040-11-15 Fixed 5.875 N N N N N N TOLEDO EDISON CO N/A 889175BF1 16667000.000000 PA USD 14592292.010000 0.0618054 Long DBT CORP US N 2 2028-05-01 Fixed 2.65 N N N N N N TOLEDO EDISON CO N/A 889175BD6 1900000.000000 PA USD 1974400.560000 0.0083625 Long DBT CORP US N 2 2037-05-15 Fixed 6.15 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAD7 5044440.000000 PA USD 4489248.930000 0.0190141 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F8Z5 25000000.000000 PA USD 26062500.000000 0.1103872 Long DBT CORP CA N 2 2082-10-31 Floating 8.125 N N N N Y TORONTO-DOMINION BANK CAD XXXX N N N TOTALENERGIES CAPITAL INTERNATIONAL 549300U37G2I8G4RUG09 89153VAW9 10700000.000000 PA USD 7503437.270000 0.0317807 Long DBT CORP FR N 2 2060-06-29 Fixed 3.386 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 5370027.640000 PA 6453907.640000 0.0273354 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 3.99923 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAA0 1625797.400000 PA USD 1612160.210000 0.0068283 Long ABS-MBS CORP US N 2 2058-05-25 Floating 5.38871 N N N N N N TRANSATLANTIC HOLDINGS INC RN37QJVS1BV19MNIC295 893521AB0 7933000.000000 PA USD 9880672.080000 0.0418494 Long DBT CORP US N 2 2039-11-30 Fixed 8 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 8935268Z9 10020000.000000 PA USD 11502197.280000 0.0487173 Long DBT CORP CA N 2 2039-01-15 Fixed 7.625 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 800000.000000 PA USD 731610.820000 0.0030987 Long DBT CORP CA N 2 2034-03-01 Fixed 4.625 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAX7 2300000.000000 PA USD 2059009.270000 0.0087209 Long DBT CORP CA N 2 2038-05-15 Fixed 4.75 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAY5 25600000.000000 PA USD 22482657.540000 0.0952249 Long DBT CORP CA N 2 2048-05-15 Fixed 4.875 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 1075000.000000 PA USD 1195286.490000 0.0050626 Long DBT CORP CA N 2 2038-08-15 Fixed 7.25 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAD1 3484000.000000 PA USD 3566558.540000 0.0151061 Long DBT CORP CA N 2 2037-10-15 Fixed 6.2 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AM5 2400000.000000 PA USD 2006173.340000 0.0084971 Long DBT CORP US N 2 2048-03-15 Fixed 4.6 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AR4 23200000.000000 PA USD 17752580.610000 0.0751907 Long DBT CORP US N 2 2050-05-15 Fixed 3.95 N N N N N N TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC N/A 893574AB9 4330000.000000 PA USD 4127380.810000 0.0174814 Long DBT CORP US N 2 2041-08-15 Fixed 5.4 N N N N N N TRAVELERS COMPANIES INC 549300Y650407RU8B149 89417EAN9 4000000.000000 PA USD 3236321.560000 0.0137074 Long DBT CORP US N 2 2048-03-07 Fixed 4.05 N N N N N N TRUIST FINANCIAL CORPORATION 549300DRQQI75D2JP341 89788MAK8 15000000.000000 PA USD 15830310.450000 0.0670490 Long DBT CORP US N 2 2033-10-28 Floating 6.123 N N N N N N TRUSTAGE FINANCIAL GROUP INC 549300X7YNHNZXTI6F10 89787EAA9 54700000.000000 PA USD 47322290.460000 0.2004327 Long DBT CORP US N 2 2032-04-15 Fixed 4.625 N N N N N N TRUSTEES OF TUFTS COLLEGE 549300P8P46IPM1SBD64 899043AA1 3000000.000000 PA USD 2460815.340000 0.0104227 Long DBT CORP US N 2 2112-04-15 Fixed 5.017 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 G91139AH1 5200000.000000 PA USD 4225493.120000 0.0178970 Long DBT CORP VG N 2 2031-04-23 Fixed 2.25 N N N N N N TTX COMPANY 549300I8CNSYS1OGX775 87305QCN9 3700000.000000 PA USD 3214303.260000 0.0136141 Long DBT CORP US N 2 2049-02-01 Fixed 4.6 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 BMJ6SQII2 17121000.000000 PA USD 16935117.300000 0.0717284 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 11400000.000000 PA USD 9690000.000000 0.0410418 Long DBT CORP CH N 2 2027-02-12 Floating 4.875 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 10900000.000000 PA USD 8451231.830000 0.0357950 Long DBT CORP CH N 2 2033-02-11 Floating 2.746 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AL2 1100000.000000 PA USD 759563.190000 0.0032171 Long DBT CORP CH N 2 2043-02-11 Floating 3.179 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 34600000.000000 PA USD 33230835.440000 0.1407486 Long DBT CORP CH N 2 2026-04-15 Fixed 4.125 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AT5 5000000.000000 PA USD 4642786.500000 0.0196644 Long DBT CORP CH N 2 2033-08-05 Floating 4.988 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 400000.000000 PA USD 389342.330000 0.0016491 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAM2 3323000.000000 PA USD 3095098.430000 0.0131092 Long DBT CORP US N 2 2027-07-01 Fixed 3.5 N N N N N N UMASS MEMORIAL HEALTH CARE OBLIGATED GROUP N/A 90407JAA6 1900000.000000 PA USD 1760017.010000 0.0074545 Long DBT CORP US N 2 2052-07-01 Fixed 5.363 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 5600000.000000 PA USD 4861820.940000 0.0205922 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75 N N N N N N ANGLOGOLD ASHANTI HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 9100000.000000 PA USD 7949566.810000 0.0336702 Long DBT CORP IM N 2 2028-11-01 Fixed 3.375 N N N N N N UMBS PASS THRU POOLS N/A 01F030629 218700000.000000 PA USD 192154032.160000 0.8138648 Long ABS-MBS USGSE US N 2 2052-02-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032617 61000000.000000 PA USD 55425528.420000 0.2347538 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032625 291164000.000000 PA USD 264726646.550000 1.1212447 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 3.5 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAH3 97900000.000000 PA USD 92830699.820000 0.3931827 Long DBT CORP US N 2 2036-02-01 Fixed 4.7 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC N/A 03522AAJ9 164610000.000000 PA USD 150472588.670000 0.6373238 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N ANHEUSER-BUSCH INBEV FINANCE INC 5493000EYEKDT0FBSQ91 035242AN6 500000.000000 PA USD 457057.860000 0.0019359 Long DBT CORP US N 2 2046-02-01 Fixed 4.9 N N N N N N UMBS PASS THRU POOLS N/A 01F040610 14000000.000000 PA USD 13131614.160000 0.0556187 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040628 350550000.000000 PA USD 328888400.750000 1.3930006 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040636 121000000.000000 PA USD 113551385.200000 0.4809448 Long ABS-MBS USGSE US N 2 2053-03-13 Fixed 4 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBU1 12150000.000000 PA USD 12177193.400000 0.0515763 Long DBT CORP US N 2 2039-01-23 Fixed 5.45 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 5800000.000000 PA USD 5466174.040000 0.0231519 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N UMBS PASS THRU POOLS N/A 01F042624 275000000.000000 PA USD 264738644.500000 1.1212956 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 4.5 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBW7 54300000.000000 PA USD 55895590.300000 0.2367447 Long DBT CORP US N 2 2059-01-23 Fixed 5.8 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AM2 11300000.000000 PA USD 10146633.750000 0.0429759 Long DBT CORP US N 2 2038-04-15 Fixed 4.375 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCF0 16000000.000000 NS USD 12636800.000000 0.0535229 Long EP CORP US N 2 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 5286000.000000 PA USD 4620302.730000 0.0195692 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AS9 24000000.000000 PA USD 21193144.800000 0.0897632 Long DBT CORP US N 2 2040-06-01 Fixed 4.35 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBT4 16601000.000000 PA USD 14262824.850000 0.0604099 Long DBT CORP US N 2 2048-10-06 Fixed 4.439 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 6300000.000000 PA USD 4749148.850000 0.0201149 Long DBT CORP IT N 2 2032-06-03 Floating 3.127 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 78050000.000000 PA USD 78876064.030000 0.3340781 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAD3 7700000.000000 PA USD 6177888.100000 0.0261663 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N UNION ELECTRIC COMPANY QMPJLLDULY5C1M8PNY21 906548CU4 31000000.000000 PA USD 25141033.790000 0.1064844 Long DBT CORP US N 2 2052-04-01 Fixed 3.9 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FL7 9600000.000000 PA USD 7051327.300000 0.0298658 Long DBT CORP US N 2 2070-02-05 Fixed 3.75 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FS2 12500000.000000 PA USD 9279762.000000 0.0393043 Long DBT CORP US N 2 2071-04-06 Fixed 3.799 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FV5 22710000.000000 PA USD 16653845.950000 0.0705371 Long DBT CORP US N 2 2061-05-20 Fixed 3.55 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FD5 2800000.000000 PA USD 2323681.860000 0.0098419 Long DBT CORP US N 2 2039-08-15 Fixed 3.55 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FE3 10000.000000 PA USD 7855.320000 0.0000333 Long DBT CORP US N 2 2059-08-15 Fixed 3.95 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FN3 800000.000000 PA USD 517956.140000 0.0021938 Long DBT CORP US N 2 2062-09-16 Fixed 2.973 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAC5 4100000.000000 PA USD 3551037.960000 0.0150404 Long DBT CORP US N 2 2026-07-15 Fixed 3.95 N N N N N N UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST N/A 909319AA3 11000682.100000 PA USD 10247826.220000 0.0434045 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 10418916.940000 PA USD 9695381.500000 0.0410646 Long DBT CORP US N 2 2027-10-11 Fixed 4 N N N N N N UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST N/A 90932QAA4 5689658.960000 PA USD 5244253.680000 0.0222119 Long DBT CORP US N 2 2028-03-03 Fixed 3.75 N N N N N N UNITED AIRLINES 2015-1 CLASS AA PASS THROUGH TRUST N/A 90932LAA5 2125689.390000 PA USD 1894547.880000 0.0080243 Long DBT CORP US N 2 2029-06-01 Fixed 3.45 N N N N N N UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST N/A 90931MAA4 782551.800000 PA USD 660283.870000 0.0027966 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 25250629.530000 PA USD 22813701.370000 0.0966270 Long DBT CORP US N 2 2030-01-07 Fixed 3.1 N N N N N N UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST N/A 90932DAA3 3114176.770000 PA USD 2522362.350000 0.0106834 Long DBT CORP US N 2 2030-04-07 Fixed 3.1 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAE1 18400000.000000 PA USD 14900078.040000 0.0631090 Long DBT CORP US N 2 2027-07-15 Fixed 3.75 N N N N N N UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST N/A 909318AA5 3883745.280000 PA USD 3362590.940000 0.0142422 Long DBT CORP US N 2 2031-09-01 Fixed 3.5 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST N/A 90931EAA2 13247344.770000 PA USD 11169917.360000 0.0473100 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 8427961.000000 PA USD 7478348.920000 0.0316744 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 3361192.720000 PA USD 2721394.730000 0.0115264 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 36831863.320000 PA USD 36365174.150000 0.1540240 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796ZM4 686000.000000 PA USD 683900.460000 0.0028966 Long DBT UST US N 2 2023-01-31 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796YB9 1183000.000000 PA USD 1174930.470000 0.0049764 Long DBT UST US N 2 2023-03-02 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RW0 10616786.000000 PA USD 8713987.650000 0.0369079 Long DBT UST US N 2 2047-02-15 Fixed 0.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 10303062.000000 PA USD 8622363.780000 0.0365199 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SM1 10779723.000000 PA USD 7279705.300000 0.0308331 Long DBT UST US N 2 2050-02-15 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SV1 101871180.000000 PA USD 65707789.230000 0.2783041 Long DBT UST US N 2 2051-02-15 Fixed 0.125 N N N N N N APOLLO AVIATION SECURITIZATION EQUITY TRUST 2018-1A N/A 000367AA0 6473848.180000 PA USD 3987345.380000 0.0168883 Long ABS-O CORP US N 2 2038-01-16 Fixed 3.844 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SW9 2013386000.000000 PA USD 1424156003.440000 6.0319860 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TF5 693100000.000000 PA USD 529531110.020000 2.2428191 Long DBT UST US N 2 2042-02-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810QZ4 196900000.000000 PA USD 168164906.250000 0.7122593 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RK6 496718000.000000 PA USD 374430295.210000 1.5858925 Long DBT UST US N 2 2045-02-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RQ3 213985000.000000 PA USD 160304855.570000 0.6789682 Long DBT UST US N 2 2046-02-15 Fixed 2.5 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CG0 5146000.000000 PA USD 5277258.350000 0.0223517 Long DBT CORP US N 2 2036-04-01 Fixed 6.375 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CM7 2978000.000000 PA USD 3334321.450000 0.0141225 Long DBT CORP US N 2 2038-04-01 Fixed 7 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TD0 660927000.000000 PA USD 459860614.220000 1.9477310 Long DBT UST US N 2 2052-02-15 Fixed 2.25 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CT2 6350000.000000 PA USD 5260582.250000 0.0222811 Long DBT CORP US N 2 2044-05-15 Fixed 4.4 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735DA2 4400000.000000 PA USD 4115567.320000 0.0174314 Long DBT CORP US N 2 2032-08-01 Fixed 4.5 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CK1 3600000.000000 PA USD 3760517.090000 0.0159276 Long DBT CORP US N 2 2037-08-15 Fixed 6.7 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CE5 2176000.000000 PA USD 2131167.850000 0.0090265 Long DBT CORP US N 2 2035-10-01 Fixed 5.8 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SR0 35339000.000000 PA USD 22136570.470000 0.0937590 Long DBT UST US N 2 2040-05-15 Fixed 1.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SY5 86300000.000000 PA USD 64923894.750000 0.2749839 Long DBT UST US N 2 2041-05-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TH1 368086000.000000 PA USD 322880438.130000 1.3675540 Long DBT UST US N 2 2042-05-15 Fixed 3.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RS9 189000000.000000 PA USD 141174139.680000 0.5979404 Long DBT UST US N 2 2046-05-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SC3 91885000.000000 PA USD 77269542.190000 0.3272737 Long DBT UST US N 2 2048-05-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SH2 597100000.000000 PA USD 480782119.600000 2.0363436 Long DBT UST US N 2 2049-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TG3 274613000.000000 PA USD 220119482.810000 0.9323119 Long DBT UST US N 2 2052-05-15 Fixed 2.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 7100000.000000 PA USD 4528085.850000 0.0191786 Long DBT CORP US N 2 2061-02-08 Fixed 2.8 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TA6 240300000.000000 PA USD 164563260.070000 0.6970046 Long DBT UST US N 2 2041-08-15 Fixed 1.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DW7 4100000.000000 PA USD 2732071.330000 0.0115716 Long DBT CORP US N 2 2050-05-11 Fixed 2.65 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TK4 173500000.000000 PA USD 155119843.750000 0.6570072 Long DBT UST US N 2 2042-08-15 Fixed 3.375 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CD0 58395000.000000 PA USD 49884419.270000 0.2112845 Long DBT CORP US N 2 2046-08-04 Fixed 3.85 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RN0 183507000.000000 PA USD 147923845.780000 0.6265287 Long DBT UST US N 2 2045-08-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RY6 216500000.000000 PA USD 169098340.390000 0.7162128 Long DBT UST US N 2 2047-08-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SD1 145464000.000000 PA USD 119530496.250000 0.5062692 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EL0 8400000.000000 PA USD 5445132.170000 0.0230628 Long DBT CORP US N 2 2061-08-05 Fixed 2.85 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DD9 21600000.000000 PA USD 18052934.400000 0.0764629 Long DBT CORP US N 2 2047-09-12 Fixed 3.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 21100000.000000 PA USD 15041017.680000 0.0637059 Long DBT CORP US N 2 2049-09-11 Fixed 2.95 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 401150000.000000 PA USD 261013887.670000 1.1055194 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TC2 103500000.000000 PA USD 73951963.020000 0.3132222 Long DBT UST US N 2 2041-11-15 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RZ3 100512000.000000 PA USD 78489664.000000 0.3324415 Long DBT UST US N 2 2047-11-15 Fixed 2.75 N N N N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAH9 10000000.000000 PA USD 8536614.700000 0.0361567 Long DBT CORP JE N 2 2049-03-15 Fixed 5.4 N N N N N N APTIV PLC (AKA: DELPHI AUTOMOTIVE PLC) N/A 03835VAJ5 8700000.000000 PA USD 5175191.520000 0.0219194 Long DBT CORP JE N 2 2051-12-01 Fixed 3.1 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TL2 282000000.000000 PA USD 282484687.500000 1.1964586 Long DBT UST US N 2 2052-11-15 Fixed 4 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAB9 10000000.000000 PA USD 8205662.600000 0.0347549 Long DBT CORP JE N 2 2032-03-01 Fixed 3.25 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAC7 2900000.000000 PA USD 2099317.860000 0.0088916 Long DBT CORP JE N 2 2052-05-01 Fixed 4.15 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 285000.000000 PA USD 245382.480000 0.0010393 Long DBT CORP US N 2 2047-01-15 Fixed 4.2 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBK7 150000.000000 PA USD 176664.290000 0.0007483 Long DBT CORP US N 2 2038-02-15 Fixed 6.875 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 4700000.000000 PA USD 4988356.750000 0.0211281 Long DBT CORP US N 2 2041-02-15 Fixed 5.95 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 27200000.000000 PA USD 20550874.320000 0.0870428 Long DBT CORP US N 2 2041-05-15 Fixed 3.05 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 20200000.000000 PA USD 14553063.130000 0.0616392 Long DBT CORP US N 2 2051-05-15 Fixed 3.25 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEL2 5000000.000000 PA USD 4712006.300000 0.0199576 Long DBT CORP US N 2 2062-05-15 Fixed 4.95 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCR1 5099000.000000 PA USD 4801697.810000 0.0203375 Long DBT CORP US N 2 2045-07-15 Fixed 4.75 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 5800000.000000 PA USD 4619437.320000 0.0195655 Long DBT CORP US N 2 2049-08-15 Fixed 3.7 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDV1 700000.000000 PA USD 551575.160000 0.0023362 Long DBT CORP US N 2 2059-08-15 Fixed 3.875 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDF6 6160000.000000 PA USD 4928557.420000 0.0208748 Long DBT CORP US N 2 2047-10-15 Fixed 3.75 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBU5 14000000.000000 PA USD 12977307.560000 0.0549651 Long DBT CORP US N 2 2041-11-15 Fixed 4.625 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHA6 27844000.000000 PA USD 23553167.210000 0.0997590 Long DBT MUN US N 2 2112-05-15 Fixed 4.858 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GHB4 4985000.000000 PA USD 4141460.230000 0.0175411 Long DBT MUN US N 2 2041-05-15 Fixed 4.053 N N N N N N UNIVERSITY OF CALIFORNIA N/A 91412GC86 7803000.000000 PA USD 6387651.280000 0.0270548 Long DBT MUN US N 2 2099-12-31 Fixed 4.767 N N N N N N UNIVERSITY OF MICHIGAN N/A 914455UJ7 7400000.000000 PA USD 6021325.980000 0.0255032 Long DBT MUN US N 2 2122-04-01 Fixed 4.454 N N N N N N UNIVERSITY OF MICHIGAN N/A 914455UF5 15000000.000000 PA USD 10818529.500000 0.0458217 Long DBT MUN US N 2 2040-04-01 Fixed 2.437 N N N N N N UNIVERSITY OF MICHIGAN N/A 914455UG3 7000000.000000 PA USD 4546667.300000 0.0192573 Long DBT MUN US N 2 2050-04-01 Fixed 2.562 N N N N N N UNIVERSITY OF VIRGINIA N/A 915217RY1 1245000.000000 PA USD 1410799.890000 0.0059754 Long DBT MUN US N 2 2039-09-01 Fixed 6.2 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAP1 500000.000000 PA USD 356475.420000 0.0015098 Long DBT CORP US N 2 2049-12-15 Fixed 4.5 N N N N N N US AIRWAYS 2011-1 CLASS A PASS THRU TRUST N/A 903436AA1 1314441.330000 PA USD 1322535.660000 0.0056016 Long DBT CORP US N 2 2025-04-22 Fixed 7.125 N N N N N N US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST N/A 90345WAD6 1932131.230000 PA USD 1762729.690000 0.0074660 Long DBT CORP US N 2 2026-12-03 Fixed 4.625 N N N N N N US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST N/A 90346WAA1 4704608.780000 PA USD 4280002.780000 0.0181279 Long DBT CORP US N 2 2027-05-15 Fixed 3.95 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAQ6 3800000.000000 PA USD 3333309.080000 0.0141182 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75 N N N N N N VALE OVERSEAS LTD 254900BA3U6G5DNV5V04 91911TAH6 22806000.000000 PA USD 24114790.730000 0.1021377 Long DBT CORP KY N 2 2036-11-21 Fixed 6.875 N N N N N N VALERO ENERGY CORPORATION 549300XTO5VR8SKV1V74 91913YBD1 13500000.000000 PA USD 9592759.670000 0.0406300 Long DBT CORP US N 2 2051-12-01 Fixed 3.65 N N N N N N VB-S1 ISSUER LLC - VBTEL 2022-1A N/A 91823AAW1 7100000.000000 PA USD 5635412.710000 0.0238687 Long ABS-O CORP US N 2 2057-02-15 Fixed 3.706 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAG2 600000.000000 PA USD 582630.950000 0.0024677 Long DBT CORP US N 2 2026-01-15 Fixed 4.125 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAN7 1900000.000000 PA USD 1773849.980000 0.0075131 Long DBT CORP US N 2 2029-01-15 Fixed 4.4 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAQ0 4300000.000000 PA USD 3583253.940000 0.0151768 Long DBT CORP US N 2 2049-04-15 Fixed 4.875 N N N N N N VENTURE 36 CLO LTD N/A 92332LAU3 8000000.000000 PA USD 7799764.400000 0.0330358 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.37257 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 9400000.000000 PA USD 7679049.130000 0.0325245 Long DBT CORP US N 2 2031-06-15 Fixed 2.7 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAB9 4100000.000000 PA USD 3549129.900000 0.0150323 Long DBT CORP US N 2 2046-12-15 Fixed 5.031 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAG1 11900000.000000 PA USD 8264111.370000 0.0350025 Long DBT CORP US N 2 2050-05-15 Fixed 3.625 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDR2 1902000.000000 PA USD 1750157.900000 0.0074128 Long DBT CORP US N 2 2039-03-15 Fixed 4.812 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGK4 11100000.000000 PA USD 8390025.580000 0.0355358 Long DBT CORP US N 2 2041-03-22 Fixed 3.4 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGB4 400000.000000 PA USD 286801.260000 0.0012147 Long DBT CORP US N 2 2051-03-22 Fixed 3.55 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGP3 33300000.000000 PA USD 25417293.600000 0.1076545 Long DBT CORP US N 2 2052-03-01 Fixed 3.875 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 1800000.000000 PA USD 1264387.720000 0.0053553 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAA5 23025000.000000 PA USD 15987033.440000 0.0677128 Long DBT CORP BM N 2 2050-06-30 Fixed 3.635 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCK8 11526000.000000 PA USD 10389285.820000 0.0440036 Long DBT CORP US N 2 2046-08-21 Fixed 4.862 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFW9 25810000.000000 PA USD 15860956.580000 0.0671788 Long DBT CORP US N 2 2056-10-30 Fixed 2.987 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VBG8 14860000.000000 PA USD 11843073.910000 0.0501611 Long DBT CORP US N 2 2042-11-01 Fixed 3.85 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFV1 500000.000000 PA USD 299929.660000 0.0012703 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 25000000.000000 PA USD 22333075.000000 0.0945913 Long ABS-O CORP US N 2 2050-09-15 Fixed 2.636 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 7700000.000000 PA USD 7144637.500000 0.0302610 Long DBT CORP US N 2 2032-05-15 Fixed 5.125 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AE3 17400000.000000 PA USD 15416661.000000 0.0652970 Long DBT CORP US N 2 2052-05-15 Fixed 5.625 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FB5 400000.000000 PA USD 415497.920000 0.0017598 Long DBT CORP US N 2 2037-05-15 Fixed 6 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FY5 7900000.000000 PA USD 6077814.990000 0.0257425 Long DBT CORP US N 2 2047-09-15 Fixed 3.8 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804FW9 10600000.000000 PA USD 8367451.320000 0.0354402 Long DBT CORP US N 2 2046-11-15 Fixed 4 N N N N N N VIRGINIA ELECTRIC AND POWER COMPANY CQKUMNNZVDJLRYV2PT43 927804GA6 4744000.000000 PA USD 4133315.600000 0.0175066 Long DBT CORP US N 2 2048-12-01 Fixed 4.6 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AD7 2900000.000000 PA USD 2846397.650000 0.0120559 Long DBT CORP US N 2 2025-05-15 Fixed 4.5 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AF2 25900000.000000 PA USD 24153867.330000 0.1023033 Long DBT CORP US N 2 2030-05-15 Fixed 4.7 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 3200000.000000 PA USD 2991678.910000 0.0126712 Long DBT CORP US N 2 2027-08-21 Fixed 3.9 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AK1 5600000.000000 PA USD 4582763.020000 0.0194102 Long DBT CORP US N 2 2028-08-15 Fixed 1.8 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 7700000.000000 PA USD 5861677.750000 0.0248270 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBQ2 5700000.000000 PA USD 5738703.000000 0.0243062 Long DBT CORP GB N 2 2079-04-04 Floating 7 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBD1 3300000.000000 PA USD 2655468.290000 0.0112472 Long DBT CORP GB N 2 2043-02-19 Fixed 4.375 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 21100000.000000 PA USD 18685941.830000 0.0791440 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 30855000.000000 PA USD 25929405.920000 0.1098235 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBT6 22200000.000000 PA USD 19098874.450000 0.0808929 Long DBT CORP GB N 2 2059-06-19 Fixed 5.125 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WAB6 2650000.000000 PA USD 2780454.410000 0.0117766 Long DBT CORP GB N 2 2032-11-30 Fixed 6.25 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BE1 1900000.000000 PA USD 1816204.570000 0.0076925 Long DBT CORP US N 2 2025-05-13 Fixed 3.35 N N N N N N VONOVIA FINANCE BV 5299009XLZLD9TALOZ03 25155FAB2 2200000.000000 PA USD 2170913.870000 0.0091949 Long DBT CORP NL N 2 2023-10-02 Fixed 5 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AF7 6800000.000000 PA USD 5279970.640000 0.0223632 Long DBT CORP US N 2 2048-01-23 Floating 4.7 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 4690000.000000 PA USD 4511836.890000 0.0191098 Long DBT CORP US N 2 2028-09-15 Variable 4.95 N N N N N N WABTEC TRANSPORTATION NETHERLANDS BV 213800W8WKL7DR8NFE48 ACI1Y2G20 2450000.000000 PA 2229950.640000 0.0094449 Long DBT CORP NL N 2 2027-12-03 Fixed 1.25 N N N N N N ARES CAPITAL CORPORATION WEQ82666OJYSI5GUAB47 04010LBC6 2900000.000000 PA USD 2134657.290000 0.0090413 Long DBT CORP US N 2 2031-11-15 Fixed 3.2 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 7900000.000000 PA USD 6055316.110000 0.0256472 Long DBT CORP US N 2 2051-01-13 Fixed 3.6 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 10100000.000000 PA USD 8172347.940000 0.0346138 Long DBT CORP US N 2 2040-05-13 Fixed 3.5 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687GA8 43500000.000000 PA USD 33376278.060000 0.1413646 Long DBT CORP US N 2 2060-05-13 Fixed 3.8 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EV4 6000000.000000 PA USD 5566426.980000 0.0235765 Long DBT CORP US N 2 2044-09-15 Fixed 4.75 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 22900000.000000 PA USD 15251449.010000 0.0645972 Long DBT CORP US N 2 2049-09-01 Fixed 2.75 N N N N N N WASHINGTON GAS LIGHT COMPANY DL22T1SB4DUBS063O841 93884PDY3 1400000.000000 PA USD 1022947.880000 0.0043327 Long DBT CORP US N 2 2049-09-15 Fixed 3.65 N N N N N N ARES FINANCE CO II LLC 54930012GWL4VKKENG46 04015KAB6 6400000.000000 PA USD 5295327.550000 0.0224283 Long DBT CORP US N 2 2030-06-15 Fixed 3.25 N N N N N N ARES FINANCE CO III LLC N/A 04018VAA1 12400000.000000 PA USD 9375229.310000 0.0397086 Long DBT CORP US N 2 2051-06-30 Floating 4.125 N N N N N N ARES FINANCE CO IV LLC N/A 039936AA7 5100000.000000 PA USD 3122114.230000 0.0132237 Long DBT CORP US N 2 2052-02-01 Fixed 3.65 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 1000000.000000 PA USD 1104881.210000 0.0046797 Long DBT CORP US N 2 2029-11-15 Fixed 7.95 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 21200000.000000 PA USD 17601196.330000 0.0745495 Long DBT CORP US N 2 2031-02-11 Floating 2.572 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 4800000.000000 PA USD 4056397.300000 0.0171808 Long DBT CORP US N 2 2033-03-02 Floating 3.35 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RW3 8100000.000000 PA USD 7585773.530000 0.0321294 Long DBT CORP US N 2 2026-04-22 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 64700000.000000 PA USD 55122360.010000 0.2334697 Long DBT CORP US N 2 2053-04-25 Floating 4.611 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 33400000.000000 PA USD 31063249.490000 0.1315678 Long DBT CORP US N 2 2028-05-22 Floating 3.584 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 4000000.000000 PA USD 3715253.400000 0.0157359 Long DBT CORP US N 2 2027-06-17 Floating 3.196 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 16500000.000000 PA USD 14587599.180000 0.0617855 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 43600000.000000 PA USD 37127208.960000 0.1572516 Long DBT CORP US N 2 2030-10-30 Floating 2.879 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 22877000.000000 PA USD 24816299.760000 0.1051090 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAG6 5901000.000000 PA USD 5974709.270000 0.0253058 Long DBT CORP US N 2 2037-02-01 Fixed 5.85 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94980VAG3 800000.000000 PA USD 805575.070000 0.0034120 Long DBT CORP US N 2 2036-08-26 Fixed 5.95 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 42217KAX4 29850000.000000 PA USD 29865135.440000 0.1264932 Long DBT CORP US N 2 2041-03-15 Fixed 6.5 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 95040QAF1 3500000.000000 PA USD 2895941.510000 0.0122657 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 4400000.000000 PA USD 2839200.580000 0.0120254 Long DBT CORP US N 2 2050-06-01 Fixed 3.129 N N N N N N WESTERN & SOUTHERN LIFE INSURANCE CO IN763J7JWIZ46OJ1T526 95765PAE9 24300000.000000 PA USD 16338829.870000 0.0692028 Long DBT CORP US N 2 2061-04-28 Fixed 3.75 N N N N N N WESTERN & SOUTHERN LIFE INSURANCE CO IN763J7JWIZ46OJ1T526 95765PAA7 16000000.000000 PA USD 14407437.920000 0.0610224 Long DBT CORP US N 2 2049-01-15 Fixed 5.15 N N N N N N WESTERN DIGITAL CORPORATION 549300QQXOOYEF89IC56 958102AM7 2375000.000000 PA USD 2241810.000000 0.0094951 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BR4 39647000.000000 PA USD 43949314.030000 0.1861465 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166CA0 3800000.000000 PA USD 3186781.190000 0.0134976 Long DBT CORP US N 2 2033-03-09 Fixed 3.375 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BY9 1500000.000000 PA USD 1369302.990000 0.0057997 Long DBT CORP US N 2 2030-04-15 Fixed 4 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166AW4 4500000.000000 PA USD 4826087.960000 0.0204408 Long DBT CORP US N 2 2027-10-01 Fixed 6.95 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BT0 14477000.000000 PA USD 15586882.390000 0.0660179 Long DBT CORP US N 2 2033-12-15 Fixed 6.875 N N N N N N WHEATON COLLEGE IL N/A 96272PAA1 5000000.000000 PA USD 5368487.000000 0.0227381 Long DBT MUN US N 2 2034-10-01 Fixed 6.09 N N N N N N WHIRLPOOL CORPORATION WHENKOULSSK7WUM60H03 96332HCG2 14775000.000000 PA USD 12863275.600000 0.0544822 Long DBT CORP US N 2 2043-03-01 Fixed 5.15 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BM1 1710000.000000 PA USD 2020068.850000 0.0085560 Long DBT CORP US N 2 2032-03-15 Variable 8.75 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CA6 11500000.000000 PA USD 10343200.280000 0.0438084 Long DBT CORP US N 2 2052-08-15 Fixed 5.3 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AK7 13550000.000000 PA USD 9674286.180000 0.0409753 Long DBT CORP US N 2 2049-09-15 Fixed 3.875 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CK2 15000000.000000 PA USD 12310045.200000 0.0521390 Long DBT CORP US N 2 2048-10-15 Fixed 4.3 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656BZ0 220000.000000 PA USD 220524.660000 0.0009340 Long DBT CORP US N 2 2036-12-01 Fixed 5.7 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BQ9 5000000.000000 PA USD 4591221.100000 0.0194460 Long DBT CORP US N 2 2032-09-01 Fixed 3.95 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BM3 3100000.000000 PA USD 2176804.720000 0.0092198 Long DBT CORP US N 2 2049-09-01 Fixed 3.3 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BN1 21000000.000000 PA USD 13526587.410000 0.0572916 Long DBT CORP US N 2 2051-12-01 Fixed 2.85 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AQ6 6700000.000000 PA USD 6294588.030000 0.0266606 Long DBT CORP AU N 2 2029-03-04 Fixed 4.5 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAJ0 34700000.000000 PA USD 30727956.240000 0.1301477 Long DBT CORP US N 2 2032-04-01 Fixed 3.8 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAC3 1600000.000000 PA USD 1560353.710000 0.0066088 Long DBT CORP US N 2 2025-02-01 Fixed 4 N N N N N N WR BERKLEY CORP SQOAGCLKBDWNVYV1OV80 084423AU6 4900000.000000 PA USD 3734289.950000 0.0158165 Long DBT CORP US N 2 2050-05-12 Fixed 4 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AV7 6635000.000000 PA USD 6312578.540000 0.0267368 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AU9 2947000.000000 PA USD 2909024.960000 0.0123211 Long DBT CORP US N 2 2023-05-30 Fixed 4.25 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAD9 10000000.000000 PA USD 9580308.200000 0.0405772 Long DBT CORP US N 2 2032-06-01 Fixed 4.6 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAH3 6900000.000000 PA USD 7499622.900000 0.0317645 Long DBT CORP US N 2 2036-07-01 Fixed 6.5 N N N N N N XLIT LTD (AKA: XL CAPITAL LTD) 635400XCGXK8NVDIVE95 98420EAD7 12950000.000000 PA USD 12298319.350000 0.0520893 Long DBT CORP KY N 2 2045-03-31 Fixed 5.5 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAC7 6900000.000000 PA USD 4412370.530000 0.0186885 Long DBT CORP US N 2 2050-04-15 Fixed 2.402 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 4400000.000000 PA USD 4054036.540000 0.0171708 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AG0 4800000.000000 PA USD 3857159.620000 0.0163369 Long DBT CORP NO N 2 2030-06-04 Fixed 3.148 N N N N N N ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1 N/A 933QMTII0 10278177.920000 PA USD 8791301.760000 0.0372354 Long ABS-O CORP US N 2 2038-10-15 Fixed 4.605 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAG7 1681000.000000 PA USD 1398185.080000 0.0059220 Long DBT CORP US N 2 2035-08-15 Fixed 4.25 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 98956PAH5 2600000.000000 PA USD 2055969.840000 0.0087080 Long DBT CORP US N 2 2045-08-15 Fixed 4.45 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ACI1GSHM8 3300000.000000 PA 3077199.210000 0.0130334 Long DBT CORP US N 2 2027-11-15 Fixed 1.164 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAH6 4069000.000000 PA USD 3667652.600000 0.0155343 Long DBT CORP US N 2 2043-02-01 Fixed 4.7 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAP8 7500000.000000 PA USD 6493359.000000 0.0275025 Long DBT CORP US N 2 2048-08-20 Fixed 4.45 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAM5 9000000.000000 PA USD 7297297.200000 0.0309076 Long DBT CORP US N 2 2047-09-12 Fixed 3.95 N N N N N N N/A N/A 000000000 58390000.000000 PA USD 58390000.000000 0.2473097 Long RA US N 2 Repurchase N 1.9000000 2023-01-03 60762100.000000 USD 59557894.390000 USD UST N N N N/A N/A 000000000 -62415000.000000 PA USD -62445236.600000 -0.2644856 Short RA US N 2 Reverse repurchase N 4.3600000 2023-01-03 68400000.000000 USD 61570687.500000 USD UST N N N N/A N/A 000000000 -8173094.630000 PA USD -8191524.960000 -0.0346951 Short RA US N 2 Reverse repurchase N 4.5100000 2024-12-15 10609000.000000 USD 8437541.280000 USD CDS N N N N/A N/A 000000000 -18288496.320000 PA USD -18329828.310000 -0.0776356 Short RA US N 2 Reverse repurchase N 4.5200000 2024-12-15 22804000.000000 USD 18108641.380000 USD CDS N N N N/A N/A 000000000 -4189500.000000 PA USD -4198905.430000 -0.0177844 Short RA US N 2 Reverse repurchase N 4.4900000 2024-12-15 6000000.000000 USD 4167955.560000 USD CDS N N N N/A N/A 000000000 -8431250.000000 PA USD -8448955.620000 -0.0357854 Short RA US N 2 Reverse repurchase N 4.2000000 2024-12-15 10000000.000000 USD 8506862.000000 USD CDS N N N N/A N/A 000000000 -86250000.000000 PA USD -86792895.820000 -0.3676097 Short RA US N 2 Reverse repurchase N 4.1200000 2023-01-09 100000000.000000 USD 90015625.000000 USD UST N N N N/A N/A 000000000 -26294818.490000 PA USD -26349380.240000 -0.1116023 Short RA US N 2 Reverse repurchase N 4.1500000 2023-02-03 30000000.000000 USD 26666912.100000 USD CDS N N N N/A N/A 000000000 -3130503.640000 PA USD -3137046.390000 -0.0132869 Short RA US N 2 Reverse repurchase N 4.1800000 2023-02-03 3864000.000000 USD 3954301.680000 USD CDS N N N N/A N/A 000000000 -19846814.790000 PA USD -19889485.440000 -0.0842415 Short RA US N 2 Reverse repurchase N 4.3000000 2023-02-03 25800000.000000 USD 19924307.770000 USD CDS N N N N/A N/A 000000000 -26295757.200000 PA USD -26352950.470000 -0.1116174 Short RA US N 2 Reverse repurchase N 4.3500000 2023-02-03 33500000.000000 USD 33226975.000000 USD CDS N N N N/A N/A 000000000 -1135107.500000 PA USD -1136384.500000 -0.0048131 Short RA US N 2 Reverse repurchase N 2.2500000 2024-12-15 1039000.000000 USD 1179713.790000 USD CDS N N N N/A N/A 000000000 -3510000.000000 PA USD -3516493.500000 -0.0148940 Short RA US N 2 Reverse repurchase N 3.7000000 2024-12-15 5000000.000000 USD 4164971.700000 USD CDS N N N N/A N/A 000000000 -3828000.000000 PA USD -3836211.060000 -0.0162482 Short RA US N 2 Reverse repurchase N 4.2900000 2023-01-06 5000000.000000 USD 4353911.350000 USD CDS N N N N/A N/A 000000000 -12921187.500000 PA USD -12943799.580000 -0.0548232 Short RA US N 2 Reverse repurchase N 3.5000000 2024-12-15 15500000.000000 USD 12911412.270000 USD CDS N N N N/A N/A 000000000 -2207511250.000000 PA USD -2208583119.420000 -9.3544123 Short RA US N 2 Reverse repurchase N 4.3700000 2023-01-03 2950000000.000000 USD 2237617188.500000 USD UST N N N N/A N/A 000000000 -2307961250.000000 PA USD -2307961250.000000 -9.7753265 Short RA US N 2 Reverse repurchase N 4.3300000 2023-01-04 3100000000.000000 USD 2344492188.500000 USD UST N N N N/A N/A 000000000 -886496125.000000 PA USD -892729916.490000 -3.7811408 Short RA US N 2 Reverse repurchase N 4.1500000 2023-01-04 1217100000.000000 USD 913437678.200000 USD UST N N N N/A N/A 000000000 -49582500.000000 PA USD -49698426.630000 -0.2104968 Short RA US N 2 Reverse repurchase N 4.4300000 2023-01-05 66000000.000000 USD 47025000.000000 USD UST N N N N/A N/A 000000000 -418980395.000000 PA USD -421926641.920000 -1.7870624 Short RA US N 2 Reverse repurchase N 4.1500000 2023-01-04 609446000.000000 USD 437237234.210000 USD UST N N N N/A N/A 000000000 1.000000 NC USD 1340840.350000 0.0056791 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2025-12-20 2126791.680000 USD 0.000000 USD 11600000.000000 USD -785951.330000 N N N N/A N/A 000000000 1.000000 NC USD 2253968.860000 0.0095466 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2027-06-20 2072405.570000 USD 0.000000 USD 15000000.000000 USD 181563.290000 N N N N/A N/A 000000000 1.000000 NC USD 14010.510000 0.0000593 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ALIBABA GROUP HOLDING LIMITED ALIBABA GROUP HOLDING SR UNSEC Y Single Leg Swap 2024-12-20 45617.170000 USD 0.000000 USD 3000000.000000 USD -31606.660000 N N N N/A N/A 000000000 1.000000 NC USD 116939.250000 0.0004953 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BAIDU INC BAIDU INC Y Single Leg Swap 2024-12-20 0.000000 USD -78652.110000 USD 18900000.000000 USD 195591.360000 N N N N/A N/A 000000000 1.000000 NC -31607.350000 -0.0001339 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1499505.850000 USD 1214000.000000 GBP 2023-01-10 -31607.350000 N N N N/A N/A 000000000 1.000000 NC -89135.920000 -0.0003775 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 9849330.900000 USD 8072000.000000 GBP 2023-01-10 -89135.920000 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAS6 13900000.000000 NS USD 13084626.000000 0.0554197 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC -473503.830000 -0.0020055 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 82499798.190000 PEN 21028700.600000 USD 2023-05-05 -473503.830000 N N N N/A N/A 000000000 1.000000 NC -251076.820000 -0.0010634 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 56868095.150000 PEN 14549851.640000 USD 2023-05-25 -251076.820000 N N N N/A N/A 000000000 1.000000 NC 11230.760000 0.0000476 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BARCLAYS BANK PLC BARCLAYS BANK PLC GOV GTD Y Single Leg Swap 2023-12-20 4455.690000 EUR 0.000000 EUR 3700000.000000 EUR 6775.070000 N N N N/A N/A 000000000 1.000000 NC 48433.190000 0.0002051 N/A DFE PE N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3921883.390000 USD 15107879.200000 PEN 2023-01-25 48433.190000 N N N N/A N/A 000000000 1.000000 NC 86284.030000 0.0003655 N/A DFE PE N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5849197.050000 USD 22612995.810000 PEN 2023-02-06 86284.030000 N N N N/A N/A 000000000 1.000000 NC -89300.230000 -0.0003782 N/A DFE PE N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 22612995.810000 PEN 5865887.370000 USD 2023-01-05 -89300.230000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CN2 6104000.000000 PA USD 5046166.730000 0.0213729 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 USD 36139.630000 0.0001531 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2023-06-20 122863.280000 USD 0.000000 USD 7600000.000000 USD -86723.650000 N N N N/A N/A 000000000 1.000000 NC USD 222730.020000 0.0009434 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2024-06-20 408470.630000 USD 0.000000 USD 17050000.000000 USD -185740.610000 N N N N/A N/A 000000000 1.000000 NC USD 18113.690000 0.0000767 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BERKSHIRE HATHAWAY INC BERKSHIRE HATHAWAY INC SR UNSEC Y Single Leg Swap 2023-12-20 40304.440000 USD 0.000000 USD 2000000.000000 USD -22190.750000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DB7 13650000.000000 PA USD 9019281.730000 0.0382010 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 13050.990000 0.0000553 N/A DFE N/A N 2 BNP Paribas S.A. N/A 2814139.420000 USD 2640000.000000 EUR 2023-01-10 13050.990000 N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555DA9 7100000.000000 PA USD 4850832.110000 0.0205456 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 13256.460000 0.0000561 N/A DFE PE N 2 BNP Paribas S.A. N/A 808347.580000 USD 3140026.170000 PEN 2023-03-14 13256.460000 N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 600000.000000 PA USD 474591.130000 0.0020101 Long DBT CORP US N 2 2032-02-15 Fixed 2.95 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BC3 2100000.000000 PA USD 2095709.110000 0.0088763 Long DBT CORP US N 2 2023-03-01 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC -14221.930000 -0.0000602 N/A DFE PE N 2 BNP Paribas S.A. N/A 3123455.050000 PEN 808347.580000 USD 2023-01-05 -14221.930000 N N N N/A N/A 000000000 1.000000 NC -80514.350000 -0.0003410 N/A DFE PE N 2 BNP Paribas S.A. N/A 18166951.700000 PEN 4672569.880000 USD 2023-03-15 -80514.350000 N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 363576AB5 17500000.000000 PA USD 12289811.980000 0.0520533 Long DBT CORP US N 2 2051-05-20 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC USD -17540.930000 -0.0000743 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-06-20 0.000000 USD -15731.020000 USD 2200000.000000 USD -1809.910000 N N N N/A N/A 000000000 1.000000 NC USD 2800.810000 0.0000119 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2023-06-20 8352.360000 USD 0.000000 USD 1600000.000000 USD -5551.550000 N N N N/A N/A 000000000 1.000000 NC USD -10159.820000 -0.0000430 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2026-12-20 0.000000 USD -5980.970000 USD 1000000.000000 USD -4178.850000 N N N N/A N/A 000000000 1.000000 NC USD -30121.450000 -0.0001276 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2027-06-20 0.000000 USD -49094.260000 USD 2200000.000000 USD 18972.810000 N N N N/A N/A 000000000 1.000000 NC 10299.650000 0.0000436 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOM PLC WURO SR UNSEC Y Single Leg Swap 2025-12-20 85557.020000 EUR 0.000000 EUR 5600000.000000 EUR -75257.370000 N N N N/A N/A 000000000 1.000000 NC USD -114607.930000 -0.0004854 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 BROOKFIELD CORPORATION BROOKFIELD ASSETS MGMNT YANK BD Y Single Leg Swap 2025-06-20 0.150000 USD 0.000000 USD 8300000.000000 USD -114608.080000 N N N N/A N/A 000000000 1.000000 NC USD 51492.220000 0.0002181 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.29 N/A N/A Y Single Leg Swap 2023-06-20 84457.610000 USD 0.000000 USD 45135000.000000 USD -32965.390000 N N N N/A N/A 000000000 1.000000 NC USD -68306.330000 -0.0002893 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.30 N/A N/A Y Single Leg Swap 2023-12-20 0.000000 USD -89104.310000 USD 167875000.000000 USD 20797.980000 N N N N/A N/A 000000000 1.000000 NC USD -47923.840000 -0.0002030 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.31 N/A N/A Y Single Leg Swap 2024-06-20 0.000000 USD -6137.470000 USD 34916000.000000 USD -41786.370000 N N N N/A N/A 000000000 1.000000 NC USD -21722.980000 -0.0000920 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.32 Y Single Leg Swap 2024-12-20 0.000000 USD -14749.570000 USD 5270000.000000 USD -6973.410000 N N N N/A N/A 000000000 1.000000 NC USD -1752479.090000 -0.0074226 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.34 Y Single Leg Swap 2025-12-20 0.000000 USD -1370972.300000 USD 36892000.000000 USD -381506.790000 N N N N/A N/A 000000000 1.000000 NC USD -8840.400000 -0.0000374 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.35 Y Single Leg Swap 2026-06-20 0.000000 USD -7755.600000 USD 276000.000000 USD -1084.800000 N N N N/A N/A 000000000 1.000000 NC USD -1883482.820000 -0.0079775 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.EM.36 Y Single Leg Swap 2026-12-20 0.000000 USD -1736702.400000 USD 48668000.000000 USD -146780.420000 N N N N/A N/A 000000000 1.000000 NC USD 10333353.390000 0.0437667 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-20 9909678.810000 USD 0.000000 USD 949600000.000000 USD 423674.580000 N N N N/A N/A 000000000 1.000000 NC USD 53054348.270000 0.2247107 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.39 Y Single Leg Swap 2027-12-20 7834624.260000 USD 0.000000 USD 6345400000.000000 USD 45219724.010000 N N N N/A N/A 000000000 1.000000 NC 15968.240000 0.0000676 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1548624.640000 USD 1461000.000000 EUR 2023-01-10 15968.240000 N N N N/A N/A 000000000 1.000000 NC 6031.280000 0.0000255 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1939803.940000 USD 1817000.000000 EUR 2023-01-10 6031.280000 N N N N/A N/A 000000000 1.000000 NC 11002.370000 0.0000466 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1515037.910000 USD 1425000.000000 EUR 2023-01-10 11002.370000 N N N N/A N/A 000000000 1.000000 NC 63275.680000 0.0002680 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1676810.480000 USD 6621389.240000 PEN 2023-01-25 63275.680000 N N N N/A N/A 000000000 1.000000 NC 863901.060000 0.0036590 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15580297.560000 USD 62573591.070000 PEN 2023-01-25 863901.060000 N N N N/A N/A 000000000 1.000000 NC 39770.620000 0.0001684 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 839529.560000 USD 3364414.730000 PEN 2023-03-28 39770.620000 N N N N/A N/A 000000000 1.000000 NC -1763750.510000 -0.0074703 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 150523227.340000 PEN 37668475.310000 USD 2023-02-28 -1763750.510000 N N N N/A N/A 000000000 1.000000 NC -235685.110000 -0.0009982 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 17894078.880000 PEN 4451152.680000 USD 2023-03-02 -235685.110000 N N N N/A N/A 000000000 1.000000 NC -611827.430000 -0.0025914 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 80898849.660000 PEN 20484974.010000 USD 2023-04-27 -611827.430000 N N N N/A N/A 000000000 1.000000 NC USD 134239.120000 0.0005686 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CITIGROUP INC CITIGROUP INC SR UNSEC Y Single Leg Swap 2032-12-20 305225.870000 USD 0.000000 USD 7500000.000000 USD -170986.750000 N N N N/A N/A 000000000 1.000000 NC USD -3960.570000 -0.0000168 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-17 0.000000 USD -53218.410000 USD 1800000.000000 USD 49257.840000 N N N N/A N/A 000000000 1.000000 NC USD -16942.450000 -0.0000718 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-17 0.000000 USD -227998.750000 USD 7700000.000000 USD 211056.300000 N N N N/A N/A 000000000 1.000000 NC USD -6380.920000 -0.0000270 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-17 0.000000 USD -82320.600000 USD 2900000.000000 USD 75939.680000 N N N N/A N/A 000000000 1.000000 NC USD -4400.640000 -0.0000186 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -57149.740000 USD 2000000.000000 USD 52749.100000 N N N N/A N/A 000000000 1.000000 NC USD -7041.020000 -0.0000298 N/A DCR US N 2 UBS AG 254900R882POXXVAK772 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -91986.130000 USD 3200000.000000 USD 84945.110000 N N N N/A N/A 000000000 1.000000 NC USD -59681.470000 -0.0002528 N/A DCR US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 CMBX.NA.AAA.12 N/A N/A Y Single Leg Swap 2061-08-17 0.000000 USD -9346.580000 USD 7500000.000000 USD -50334.890000 N N N N/A N/A 000000000 1.000000 NC USD 0.290000 0.0000000 N/A DCR US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 CMBX.NA.AAA.6 N/A N/A Y Single Leg Swap 2063-05-11 0.000000 USD -13.300000 USD 1451.120000 USD 13.590000 N N N N/A N/A 000000000 1.000000 NC USD -3880.390000 -0.0000164 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A CMBX.NA.AAA.9 Y Single Leg Swap 2058-09-18 0.000000 USD -448101.950000 USD 12021934.530000 USD 444221.560000 N N N N/A N/A 000000000 1.000000 NC USD -4938.670000 -0.0000209 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A CMBX.NA.AAA.9 Y Single Leg Swap 2058-09-17 0.000000 USD -582067.830000 USD 15300643.950000 USD 577129.160000 N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAD2 7600000.000000 PA USD 6415676.950000 0.0271735 Long DBT CORP US N 2 2031-06-15 Fixed 3.15 N N N N N N N/A N/A 000000000 1.000000 NC USD -64306.280000 -0.0002724 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-20 0.000000 USD -36622.540000 USD 1400000.000000 USD -27683.740000 N N N N/A N/A 000000000 1.000000 NC USD -2074.000000 -0.0000088 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2023-12-20 0.000000 USD -23395.830000 USD 1950000.000000 USD 21321.830000 N N N N/A N/A 000000000 1.000000 NC USD -50526.350000 -0.0002140 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-20 0.000000 USD -30315.910000 USD 1100000.000000 USD -20210.440000 N N N N/A N/A 000000000 1.000000 NC USD -50746.000000 -0.0002149 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -62419.530000 USD 700000.000000 USD 11673.530000 N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAE0 10300000.000000 PA USD 6746338.910000 0.0285740 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 -334443.630000 -0.0014165 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-06-20 0.000000 USD -242494.610000 USD 9300000.000000 USD -91949.020000 N N N N/A N/A 000000000 1.000000 NC USD -2096.870000 -0.0000089 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-06-20 0.000000 USD -4071.290000 USD 400000.000000 USD 1974.420000 N N N N/A N/A 000000000 1.000000 NC USD -10209.450000 -0.0000432 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2024-12-20 4313.550000 USD 0.000000 USD 1100000.000000 USD -14523.000000 N N N N/A N/A 000000000 1.000000 NC USD -50526.350000 -0.0002140 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-12-20 0.000000 USD -28774.850000 USD 1100000.000000 USD -21751.500000 N N N N/A N/A 000000000 1.000000 NC USD -17847.040000 -0.0000756 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-20 0.000000 USD -10792.750000 USD 300000.000000 USD -7054.290000 N N N N/A N/A 000000000 1.000000 NC USD -338039.800000 -0.0014318 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2026-06-20 0.000000 USD -245102.080000 USD 9400000.000000 USD -92937.720000 N N N N/A N/A 000000000 1.000000 NC USD -731728.950000 -0.0030992 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-20 0.000000 USD -497804.370000 USD 12300000.000000 USD -233924.580000 N N N N/A N/A 000000000 1.000000 NC USD -413217.410000 -0.0017502 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -508158.980000 USD 5700000.000000 USD 94941.570000 N N N N/A N/A 000000000 1.000000 NC USD -11898.030000 -0.0000504 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-20 0.000000 USD -7710.460000 USD 200000.000000 USD -4187.570000 N N N N/A N/A 000000000 1.000000 NC USD -202266.540000 -0.0008567 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-06-20 0.000000 USD -192213.310000 USD 3400000.000000 USD -10053.230000 N N N N/A N/A 000000000 1.000000 NC USD -289977.130000 -0.0012282 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -356602.800000 USD 4000000.000000 USD 66625.670000 N N N N/A N/A 000000000 1.000000 NC USD 288549.380000 0.0012221 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 2024-12-20 356742.880000 USD 0.000000 USD 18300000.000000 USD -68193.500000 N N N N/A N/A 000000000 1.000000 NC 63333.280000 0.0002682 N/A DFE PE N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 9816108.950000 USD 37760607.910000 PEN 2023-03-15 63333.280000 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 1400000.000000 PA USD 1263786.640000 0.0053527 Long DBT CORP GB N 2 2045-11-16 Fixed 4.375 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513AR6 16550000.000000 NS USD 13843909.500000 0.0586356 Long EP CORP US N 2 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BD6 17369000.000000 NS USD 17047499.810000 0.0722044 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC USD 1214019.970000 0.0051420 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 EQUINIX INC EQUINIX INC SR UNSEC Y Single Leg Swap 2027-06-20 1230354.740000 USD 0.000000 USD 8800000.000000 USD -16334.770000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BJ3 58800000.000000 NS USD 46868304.000000 0.1985098 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC USD 147373.570000 0.0006242 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR CORP SR UNSECURED Y Single Leg Swap 2023-12-20 453341.380000 USD 0.000000 USD 5300000.000000 USD -305967.810000 N N N N/A N/A 000000000 1.000000 NC USD 114168.080000 0.0004836 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2023-06-20 441720.220000 USD 0.000000 USD 6410000.000000 USD -327552.140000 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BK0 25500000.000000 NS USD 22136805.000000 0.0937600 Long EP CORP US N 2 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513CB9 7200000.000000 NS USD 6657192.000000 0.0281964 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC USD 75986.330000 0.0003218 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2023-12-20 191759.340000 USD 0.000000 USD 13200000.000000 USD -115773.010000 N N N N/A N/A 000000000 1.000000 NC USD 77095.230000 0.0003265 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-06-20 169212.170000 USD 0.000000 USD 10700000.000000 USD -92116.940000 N N N N/A N/A 000000000 1.000000 NC USD 510377.960000 0.0021617 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2024-12-20 140054.820000 USD 0.000000 USD 59200000.000000 USD 370323.140000 N N N N/A N/A 000000000 1.000000 NC USD 35115.700000 0.0001487 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-06-20 61829.160000 USD 0.000000 USD 5200000.000000 USD -26713.460000 N N N N/A N/A 000000000 1.000000 NC USD 25877.690000 0.0001096 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-20 67949.800000 USD 0.000000 USD 5100000.000000 USD -42072.110000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKA9 13050000.000000 PA USD 9250248.200000 0.0391793 Long DBT CORP US N 2 2051-06-01 Fixed 3.65 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKB7 28820000.000000 PA USD 20130736.570000 0.0852634 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N AT&T INC 549300Z40J86GGSTL398 ACI0VNB57 2800000.000000 PA 2599050.710000 0.0110082 Long DBT CORP US N 2 2036-09-04 Fixed 3.15 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 68897000.000000 PA USD 46811040.770000 0.1982673 Long DBT CORP US N 2 2053-09-15 Fixed 3.5 N N N N N N N/A N/A 000000000 -1315.000000 NC 11856534.290000 0.0502181 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2023-03-08 -187117729.110000 EUR 11856534.290000 N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 124782000.000000 PA USD 83821101.860000 0.3550227 Long DBT CORP US N 2 2055-09-15 Fixed 3.55 N N N N N N N/A N/A 000000000 -313.000000 NC 250999.870000 0.0010631 N/A DIR DE N 1 Eurex N/A Call Written Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 03/08/23 2023-03-09 N/A EUR N/A 146.000000 EUR 2023-01-27 XXXX 250999.870000 N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 269441000.000000 PA USD 181589505.980000 0.7691189 Long DBT CORP US N 2 2059-09-15 Fixed 3.65 N N N N N N N/A N/A 000000000 -313.000000 NC -1605180.950000 -0.0067987 N/A DIR DE N 1 Eurex N/A Put Written Eurex N/A N/A 529900AQBND3S6YJLY83 000000000 0.000000 NC 0.000000 0.000000 DIR DE N/A N/A FIN FUT EUR-BUND 10YR EUX 03/08/23 2023-03-09 N/A EUR N/A 138.500000 EUR 2023-01-27 XXXX -1605180.950000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 201180000.000000 PA USD 139733576.510000 0.5918389 Long DBT CORP US N 2 2057-12-01 Fixed 3.8 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2L4 3300000.000000 PA USD 3093209.630000 0.0131012 Long DBT CORP US N 2 2025-01-14 Fixed 2.5 N N N N N N N/A N/A 000000000 1.000000 NC -2170813.820000 -0.0091944 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 159931093.790000 PEN 39518431.870000 USD 2023-05-03 -2170813.820000 N N N N/A N/A 000000000 1.000000 NC -1811420.370000 -0.0076722 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 196413881.150000 PEN 49362624.060000 USD 2023-05-10 -1811420.370000 N N N N/A N/A 000000000 1.000000 NC 36074.750000 0.0001528 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2661536.100000 USD 2519000.000000 EUR 2023-01-10 36074.750000 N N N N/A N/A 000000000 1.000000 NC 8304.890000 0.0000352 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1625896.840000 USD 1526000.000000 EUR 2023-01-10 8304.890000 N N N N/A N/A 000000000 1.000000 NC 9595.100000 0.0000406 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1521799.710000 USD 1430000.000000 EUR 2023-01-10 9595.100000 N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AP0 16400000.000000 PA USD 13873235.930000 0.0587598 Long DBT CORP US N 2 2048-10-01 Fixed 4.3 N N N N N N N/A N/A 000000000 1.000000 NC 13334.410000 0.0000565 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2309156.910000 USD 8848227.440000 PEN 2023-02-06 13334.410000 N N N N/A N/A 000000000 1.000000 NC -14399.580000 -0.0000610 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1345991.000000 AUD 902244.690000 USD 2023-01-10 -14399.580000 N N N N/A N/A 000000000 1.000000 NC -271.190000 -0.0000011 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3029000.000000 AUD 2062532.730000 USD 2023-01-10 -271.190000 N N N N/A N/A 000000000 1.000000 NC -1185421.950000 -0.0050208 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 51911000.000000 EUR 54406351.390000 USD 2023-01-10 -1185421.950000 N N N N/A N/A 000000000 1.000000 NC -256250.190000 -0.0010853 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 10761000.000000 EUR 11267763.470000 USD 2023-01-10 -256250.190000 N N N N/A N/A 000000000 1.000000 NC -13708.860000 -0.0000581 N/A DFE PE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8848227.440000 PEN 2312053.160000 USD 2023-01-23 -13708.860000 N N N N/A N/A 000000000 1.000000 NC USD -251869.800000 -0.0010668 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HUARONG FINANCE 2019 CO LTD HUARONG FINANCE 2019 Y Single Leg Swap 2024-12-20 0.000000 USD -319311.280000 USD 8800000.000000 USD 67441.480000 N N N N/A N/A 000000000 1.000000 NC USD 330525.890000 0.0013999 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 INTERNATIONAL LEASE FINANCE CORPORATION ILFC SR UNSECURED Y Single Leg Swap 2023-12-20 744206.360000 USD 0.000000 USD 6800000.000000 USD -413680.470000 N N N N/A N/A 000000000 1.000000 NC USD 1147884.270000 0.0048618 N/A DE US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF N/A N/A Y 2023-01-11 0.000000 USD 0.000000 USD 27442500.000000 USD 1147884.270000 N N N N/A N/A 000000000 1.000000 NC USD 2569454.870000 0.0108829 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF N/A N/A Y 2023-09-13 0.000000 USD 0.000000 USD 103149596.160000 USD 2569454.870000 N N N N/A N/A 000000000 1.000000 NC USD 4026449.950000 0.0170540 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 ISHARES IBOXX INVESTMENT GRADE CORPORATE BOND ETF N/A N/A Y 2023-10-18 0.000000 USD 0.000000 USD 161640000.000000 USD 4026449.950000 N N N N/A N/A 000000000 1.000000 NC USD 217916.910000 0.0009230 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2025-06-20 0.000000 USD -859093.220000 USD 44400000.000000 USD 1077010.130000 N N N N/A N/A 000000000 1.000000 NC USD -161801.200000 -0.0006853 N/A DCR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2026-12-20 79603.950000 USD 0.000000 USD 43300000.000000 USD -241405.150000 N N N N/A N/A 000000000 1.000000 NC USD 18650.550000 0.0000790 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2025-06-20 0.000000 USD -92278.760000 USD 3800000.000000 USD 110929.310000 N N N N/A N/A 000000000 1.000000 NC USD -48951.400000 -0.0002073 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ITALY GOVT ITALY (REP OF) GOVT GLBL SR UNSECURED Y Single Leg Swap 2026-12-20 8921.040000 USD 0.000000 USD 13100000.000000 USD -57872.440000 N N N AUSTRALIA GOVT 213800J6B7JSBDETCB42 BMGX73II0 64750000.000000 PA 34205412.010000 0.1448764 Long DBT NUSS AU N 2 2031-11-21 Fixed 1 N N N N N N N/A N/A OP001XNK7 -40500000.000000 NC -7719.910000 -0.0000327 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 63977.240000 N N N N/A N/A 000000000 1.000000 NC 5302420.880000 0.0224583 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 37 Y Single Leg Swap 2027-06-20 1261195.370000 EUR 0.000000 EUR 723200000.000000 EUR 4041225.510000 N N N N/A N/A 000000000 1.000000 NC USD 44542.380000 0.0001887 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 JP MORGAN CHASE & CO JPMORGAN CHASE & CO GLBL SR UNSEC Y Single Leg Swap 2032-12-20 269112.120000 USD 0.000000 USD 12500000.000000 USD -224569.740000 N N N N/A N/A 000000000 1.000000 NC -134182.680000 -0.0005683 N/A DFE GB N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 83029000.000000 GBP 100259676.250000 USD 2023-01-10 -134182.680000 N N N N/A N/A 000000000 1.000000 NC USD 550268.300000 0.0023307 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 LENNAR CORPORATION LENNAR CORP SR UNSEC Y Single Leg Swap 2025-12-20 890335.440000 USD 0.000000 USD 4900000.000000 USD -340067.140000 N N N N/A N/A 000000000 1.000000 NC USD 134051.790000 0.0005678 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-20 0.000000 USD -478234.420000 USD 25050000.000000 USD 612286.210000 N N N N/A N/A 000000000 1.000000 NC USD 92868.720000 0.0003933 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-06-20 0.000000 USD -239333.690000 USD 14800000.000000 USD 332202.410000 N N N N/A N/A 000000000 1.000000 NC USD 121337.560000 0.0005139 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-20 0.000000 USD -140665.460000 USD 16900000.000000 USD 262003.020000 N N N N/A N/A 000000000 1.000000 NC USD 27840.530000 0.0001179 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-06-20 0.000000 USD -62507.420000 USD 7950000.000000 USD 90347.950000 N N N N/A N/A 000000000 1.000000 NC USD 269441.430000 0.0011412 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-20 0.000000 USD -824470.930000 USD 50350000.000000 USD 1093912.360000 N N N N/A N/A 000000000 1.000000 NC USD -221062.640000 -0.0009363 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-12-20 0.000000 USD -708930.280000 USD 16900000.000000 USD 487867.640000 N N N N/A N/A 000000000 1.000000 NC USD 291917.190000 0.0012364 N/A DCR US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-20 0.000000 USD -863125.860000 USD 54550000.000000 USD 1155043.050000 N N N N/A N/A 000000000 1.000000 NC USD 197733.080000 0.0008375 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2023-12-20 0.000000 USD -732248.400000 USD 36950000.000000 USD 929981.480000 N N N N/A N/A 000000000 1.000000 NC USD 15182.540000 0.0000643 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-20 0.000000 USD -72640.480000 USD 9300000.000000 USD 87823.020000 N N N N/A N/A 000000000 1.000000 NC USD 100516.320000 0.0004257 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2024-12-20 0.000000 USD -123339.690000 USD 14000000.000000 USD 223856.010000 N N N N/A N/A 000000000 1.000000 NC USD 7000.560000 0.0000297 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2025-12-20 0.000000 USD -20655.440000 USD 1500000.000000 USD 27656.000000 N N N N/A N/A 000000000 1.000000 NC USD -30875.640000 -0.0001308 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-12-20 65007.690000 USD 0.000000 USD 23100000.000000 USD -95883.330000 N N N N/A N/A 000000000 1.000000 NC USD -121709.930000 -0.0005155 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-06-20 0.000000 USD -56501.550000 USD 16700000.000000 USD -65208.380000 N N N N/A N/A 000000000 1.000000 NC USD -444741.410000 -0.0018837 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-12-20 0.000000 USD -1180077.830000 USD 34000000.000000 USD 735336.420000 N N N N/A N/A 000000000 1.000000 NC 14613.650000 0.0000619 N/A DFE PE N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2449962.340000 USD 9384825.750000 PEN 2023-02-01 14613.650000 N N N N/A N/A 000000000 1.000000 NC -404162.410000 -0.0017118 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 42677599.000000 AUD 28660056.250000 USD 2023-01-10 -404162.410000 N N N N/A N/A 000000000 1.000000 NC -14540.240000 -0.0000616 N/A DFE PE N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 9384825.750000 PEN 2452266.980000 USD 2023-01-23 -14540.240000 N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 1900000.000000 PA USD 1662520.730000 0.0070416 Long DBT CORP US N 2 2027-11-01 Fixed 3.5 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAH4 7600000.000000 PA USD 7471296.130000 0.0316445 Long DBT CORP US N 2 2024-12-15 Fixed 5.5 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379BAR8 12800000.000000 PA USD 10101464.830000 0.0427846 Long DBT CORP US N 2 2052-04-01 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC USD 120118.180000 0.0005088 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2025-12-20 182528.850000 USD 0.000000 USD 8400000.000000 USD -62410.670000 N N N N/A N/A 000000000 1.000000 NC USD 183476.040000 0.0007771 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 2024-06-20 260452.970000 USD 0.000000 USD 19000000.000000 USD -76976.930000 N N N N/A N/A 000000000 1.000000 NC USD 112603.390000 0.0004769 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 2024-12-20 129727.310000 USD 0.000000 USD 9400000.000000 USD -17123.920000 N N N N/A N/A 000000000 1.000000 NC USD 224796.890000 0.0009521 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 NEXTERA ENERGY CAPITAL HOLDINGS INC NEXTERA ENERGY CAPITAL SR UNSEC Y Single Leg Swap 2026-06-20 468656.040000 USD 0.000000 USD 15900000.000000 USD -243859.150000 N N N N/A N/A 000000000 1.000000 NC USD -3695840.230000 -0.0156537 N/A DCR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 NISSAN MOTOR ACCEPTANCE COMPANY LLC NISSAN MOTOR ACCEPTANCE SR UNSEC 144A Y Single Leg Swap 2026-12-20 0.000000 USD -935778.440000 USD 73600000.000000 USD -2760061.790000 N N N N/A N/A 000000000 1.000000 NC USD 215473.260000 0.0009126 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 PRUDENTIAL FINANCIAL INC PRUDENTIAL FINANCIAL INC SR UNSEC Y Single Leg Swap 2024-12-20 389899.540000 USD 0.000000 USD 17700000.000000 USD -174426.280000 N N N N/A N/A 000000000 1.000000 NC USD 7391.770000 0.0000313 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PT PERTAMINA (PERSERO) PT PERTAMINA (PERSERO) Y Single Leg Swap 2024-12-20 0.000000 USD -7094.520000 USD 700000.000000 USD 14486.290000 N N N N/A N/A 000000000 1.000000 NC -1144661.720000 -0.0048482 N/A DCR GB N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Single Leg Swap 2025-06-20 0.000000 EUR -1210062.350000 EUR 31750000.000000 EUR 65400.630000 N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAH4 5700000.000000 PA USD 5269928.500000 0.0223207 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N N/A N/A 000000000 -10355.000000 NC USD 48695976.310000 0.2062509 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short N/A 90SOFR 2024-03-19 -2470897156.250000 USD 48695976.310000 N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAR2 41354000.000000 PA USD 33114969.380000 0.1402578 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528 N N N N N N N/A N/A 000000000 1.000000 NC USD -65947.150000 -0.0002793 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED Y Single Leg Swap 2024-12-20 0.000000 USD -497976.510000 USD 12400000.000000 USD 432029.360000 N N N AVOLON HOLDINGS FUNDING LTD 635400ZRKEX9L1BKCH30 05401AAK7 15000000.000000 PA USD 14276983.050000 0.0604699 Long DBT CORP KY N 2 2026-01-15 Fixed 5.5 N N N N N N AVOLON TLB BORROWER 1 (US) LLC 635400O84AGITYFZQB55 05400KAH3 3742446.310000 PA USD 3740780.920000 0.0158440 Long LON CORP US N 2 2027-12-01 Floating 6.6029 N N N N N N N/A N/A 000000000 1.000000 NC 30985.560000 0.0001312 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2919040.000000 USD 11201816.000000 PEN 2023-01-05 30985.560000 N N N N/A N/A 000000000 1.000000 NC 40204.540000 0.0001703 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3787527.000000 USD 14534634.860000 PEN 2023-01-05 40204.540000 N N N N/A N/A 000000000 1.000000 NC 18463.540000 0.0000782 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1310267.000000 USD 5053044.690000 PEN 2023-01-19 18463.540000 N N N N/A N/A 000000000 1.000000 NC 27289.220000 0.0001156 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2439518.000000 USD 9384825.750000 PEN 2023-01-23 27289.220000 N N N N/A N/A 000000000 1.000000 NC 10987.020000 0.0000465 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2314775.000000 USD 8848227.440000 PEN 2023-01-23 10987.020000 N N N N/A N/A 000000000 1.000000 NC 4618.570000 0.0000196 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 763374.000000 USD 2922959.050000 PEN 2023-01-27 4618.570000 N N N N/A N/A 000000000 1.000000 NC 33429.280000 0.0001416 N/A DFE PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4448656.690000 USD 17118430.940000 PEN 2023-03-06 33429.280000 N N N AXIS SPECIALTY FINANCE LLC N/A 05463HAB7 4000000.000000 PA USD 3562008.840000 0.0150868 Long DBT CORP US N 2 2029-07-15 Fixed 3.9 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AF6 5200000.000000 PA USD 4974387.860000 0.0210689 Long DBT CORP BM N 2 2028-05-15 Fixed 4.7 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AG4 22540000.000000 PA USD 20464558.720000 0.0866773 Long DBT CORP BM N 2 2038-05-15 Fixed 5.15 N N N N N N BACARDI LIMITED 549300R32WTQNHNN5055 067316AH2 28300000.000000 PA USD 25362588.770000 0.1074228 Long DBT CORP BM N 2 2048-05-15 Fixed 5.3 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 7700000.000000 PA USD 6812436.550000 0.0288539 Long DBT CORP GB N 2 2030-04-15 Fixed 3.4 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 11700000.000000 PA USD 7623343.730000 0.0322885 Long DBT CORP GB N 2 2050-09-15 Fixed 3 N N N N N N N/A N/A 000000000 37560000.000000 NC 20409375.640000 0.0864435 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 16261296.150000 N N N N/A N/A 000000000 -112670000.000000 NC -34731354.540000 -0.1471040 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 -30655824.180000 N N N N/A N/A 000000000 -32800000.000000 NC USD -3.280000 0.0000000 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 N/A OIS USD R SOFR/3.62 01/04/23 LCH 2033-01-04 0.000000 USD 0.000000 USD N/A USD N/A 3.620000 USD 2022-12-30 XXXX 155181.720000 N N N N/A N/A 000000000 -32800000.000000 NC USD -3.280000 0.0000000 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.12 01/04/23 LCH 2033-01-04 0.000000 USD 0.000000 USD N/A USD N/A 3.120000 USD 2022-12-30 XXXX 155181.720000 N N N N/A N/A 000000000 -56500000.000000 NC -127377.760000 -0.0005395 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 0.000000 0.000000 DIR N/A IRS EUR R 2.54700 03/09/23-10Y LCH 2033-03-09 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.550000 EUR 2023-03-07 XXXX 1115238.620000 N N N N/A N/A 000000000 -56500000.000000 NC -3568615.540000 -0.0151148 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 0.000000 0.000000 DIR N/A IRS EUR R 2.54700 03/09/23-10Y LCH 2033-03-09 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.550000 EUR 2023-03-07 XXXX -2325999.160000 N N N N/A N/A 000000000 -74900000.000000 NC -192087.260000 -0.0008136 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 0.000000 0.000000 DIR N/A IRS EUR R 2.06700 06/13/23-10Y LCH 2033-06-13 0.000000 EUR 0.000000 EUR N/A EUR N/A 2.070000 EUR 2023-06-09 XXXX 686182.730000 N N N 2023-02-09 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX