NPORT-P false 0000810893 XXXXXXXX S000009852 C000027280 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Investment Grade Credit Bond Portfolio S000009852 TI5PLYTR7HZGS7TBRP61 2026-03-31 2025-09-30 N 3084334051.850000 608288151.640000 2476045900.210000 0.000000 0.000000 90042507.950000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 24700000.000000 0.000000 0.000000 103943259.470000 USD GBP N Bloomberg Investment Grade Aggregate ex> AA3 Total Return Index I05878US N/A N/A 000000000 1.000000 NC USD -21418.650000 -0.000865 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2029-06-20 16544.020000 USD 0.000000 USD 1200000.000000 USD -37962.670000 N N N BEIGNET INVESTOR LLC N/A 990AAXQG4 24700000.000000 PA USD 24700000.000000 0.997558 Long DBT CORP US N 3 2049-06-01 Fixed 6.85 N N N N N N WELLFLEET CLO 2021-1 LTD N/A 94950CAL0 1800000.000000 PA USD 1802595.470000 0.0728014 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.50549 N N N N N N EQUINIX EUROPE 2 FINANCING CORPORATION LLC 254900FSZR46BPMCKI50 29390XAA2 1400000.000000 PA USD 1454046.340000 0.0587245 Long DBT CORP US N 2 2034-06-15 Fixed 5.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 9102240.090000 PA USD 88646716.220000 3.58017 Long STIV RF US N 1 N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816DZ9 300000.000000 PA USD 312136.510000 0.0126062 Long DBT CORP US N 2 2036-01-30 Floating 5.442 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAL7 19600000.000000 PA USD 21150893.120000 0.854221 Long DBT CORP US N 2 2033-11-21 Fixed 6.5 N N N N N N COBANK ACB (AKA: COBANK AB) P0J8I7M2E0A77CKF1705 19075QAD4 4200000.000000 NS USD 4087860.000000 0.165096 Long EP NUSS US N 2 N N N N/A N/A 000000000 1.000000 NC USD 16277.560000 0.0006574 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 59192.600000 USD 0.000000 USD 2600000.000000 USD -42915.040000 N N N FNMA PASS THRU POOLS N/A 3140HPH42 209718.000000 PA USD 194018.280000 0.0078358 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.5 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAH6 10800000.000000 PA USD 10990416.530000 0.44387 Long DBT CORP US N 2 2026-11-21 Fixed 6.125 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166CC6 1067000.000000 PA USD 1070057.330000 0.0432164 Long DBT CORP US N 2 2026-05-15 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 23084.890000 0.0009323 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.43 Y Single Leg Swap 2029-12-20 19213.590000 USD 0.000000 USD 1000000.000000 USD 3871.300000 N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAA2 200000.000000 PA USD 178104.260000 0.0071931 Long DBT CORP US N 2 2030-12-01 Fixed 2.125 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599EJ0 2300000.000000 PA USD 2335507.400000 0.0943241 Long DBT CORP US N 2 2029-08-01 Fixed 5.2 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAX8 8800000.000000 PA USD 8647685.290000 0.349254 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BN2 1500000.000000 PA USD 1545896.820000 0.0624341 Long DBT CORP US N 2 2029-02-06 Fixed 5.327 N N N N N N N/A N/A 000000000 2898.000000 NC USD 9815248.210000 0.396408 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-12-19 348258093.750000 USD 9815248.210000 N N N N/A N/A 000000000 -3400000.000000 NC USD -1247.120000 -0.0000504 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.57500 10/06/25-10Y LCH 2035-10-06 0.000000 USD 0.000000 USD N/A USD N/A 3.580000 USD 2025-10-02 XXXX 9080.380000 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AN7 4000000.000000 PA USD 4048288.080000 0.163498 Long DBT CORP US N 2 2027-06-15 Fixed 5.75 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DT3 2425000.000000 PA USD 2436991.770000 0.0984227 Long DBT CORP US N 2 2030-04-30 Fixed 4.375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BN7 1000000.000000 PA USD 1034943.000000 0.0417982 Long DBT CORP CH N 2 2029-09-10 Floating 6.85 N N N N Y UBS GROUP AG CHF XXXX N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAU0 2300000.000000 PA USD 1688134.080000 0.0681786 Long DBT CORP US N 2 2051-10-07 Fixed 4.125 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BW8 1900000.000000 PA USD 1951024.940000 0.078796 Long DBT CORP US N 2 2056-04-01 Floating 6.375 N N N N N N USB CAPITAL IX N/A 91731KAA8 14250000.000000 PA USD 11842238.780000 0.478272 Long DBT CORP US N 2 2025-11-02 Floating 5.59916 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 3845000.000000 PA USD 3939646.060000 0.15911 Long DBT CORP US N 2 2030-01-23 Floating 5.012 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BF8 4300000.000000 PA USD 4317768.070000 0.174382 Long DBT CORP CA N 2 2030-04-29 Fixed 4.625 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 5700000.000000 PA USD 6498176.190000 0.262442 Long DBT CORP IT N 2 2033-11-28 Fixed 7.2 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAK9 2900000.000000 PA USD 2147384.170000 0.0867263 Long DBT CORP US N 2 2050-06-15 Fixed 3.75 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2J0 3300000.000000 PA USD 3431959.480000 0.138606 Long DBT CORP US N 2 2030-01-16 Fixed 5.875 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 2300000.000000 PA USD 2319806.290000 0.09369 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAE1 6100000.000000 PA USD 5932656.750000 0.239602 Long DBT CORP US N 2 2027-07-15 Fixed 3.75 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBK6 6543000.000000 PA USD 6057787.670000 0.244656 Long DBT CORP US N 2 2033-04-15 Fixed 3.419 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DE5 1174000.000000 PA USD 1151731.740000 0.046515 Long DBT CORP US N 2 2055-01-15 Fixed 5.8 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2L5 1300000.000000 PA USD 1310902.660000 0.0529434 Long DBT CORP US N 2 2028-09-08 Floating 5.61703 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBC2 400000.000000 PA USD 410832.200000 0.0165923 Long DBT CORP US N 2 2035-04-01 Fixed 5.55 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11134GAA8 600000.000000 PA USD 596680.460000 0.0240981 Long DBT CORP US N 2 2032-11-01 Fixed 5 N N N N N N N/A N/A 000000000 -4700000.000000 NC USD -992.640000 -0.0000401 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Call Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.38500 10/15/25-10Y LCH 2035-10-15 0.000000 USD 0.000000 USD N/A USD N/A 3.380000 USD 2025-10-10 XXXX 13342.360000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAR2 8199000.000000 PA USD 7884689.040000 0.318439 Long DBT CORP KY N 2 2027-11-18 Fixed 2.528 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BG2 6100000.000000 PA USD 6662548.590000 0.26908 Long DBT CORP CH N 2 2034-09-22 Floating 6.301 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACQ6 7900000.000000 PA USD 7083909.140000 0.286098 Long DBT CORP US N 2 2032-03-15 Fixed 2.7 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 6500000.000000 PA USD 6487864.110000 0.262025 Long DBT CORP US N 2 2053-03-02 Fixed 5.65 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECM5 15000000.000000 PA USD 15160453.350000 0.612285 Long DBT CORP GB N 2 2027-09-13 Floating 6.12908 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 14837000.000000 PA USD 15791597.890000 0.637775 Long DBT CORP US N 2 2029-10-24 Floating 6.484 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CL2 1391000.000000 PA USD 1284297.040000 0.0518689 Long DBT CORP US N 2 2030-03-15 Fixed 2.4 N N N N N N BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST N/A 11042CAA8 81502.200000 PA USD 74160.810000 0.0029951 Long DBT CORP US N 2 2036-09-15 Fixed 2.9 N N N N N N ELECTRICITE DE FRANCE SA (EDF) 549300X3UK4GG3FNMO06 268317AC8 600000.000000 PA USD 673047.870000 0.0271824 Long DBT CORP FR N 2 2039-01-26 Fixed 6.95 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZT8 1900000.000000 PA USD 1847230.810000 0.0746041 Long DBT CORP US N 2 2029-10-28 Fixed 3.75 N N N N N N NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST N/A 957HIYII5 900000.000000 PA USD 912259.140000 0.0368434 Long DBT CORP US Y 3 2037-10-05 Fixed 5.42 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 1580000.000000 PA USD 1480323.550000 0.0597858 Long DBT CORP US N 2 2030-02-07 Fixed 2.6 N N N N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 5714527.590000 PA USD 5519072.460000 0.222899 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDK3 2000000.000000 PA USD 2093574.000000 0.0845531 Long DBT CORP JP N 2 2034-06-05 Floating 6.6 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAL6 450000.000000 PA USD 464286.200000 0.0187511 Long DBT CORP CA N 2 2054-03-04 Fixed 5.968 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAK9 2367000.000000 PA USD 2530503.820000 0.102199 Long DBT CORP US N 2 2030-11-21 Fixed 6.375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BK3 2600000.000000 PA USD 2594488.810000 0.104784 Long DBT CORP CH N 2 2029-12-23 Floating 4.151 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAV7 5000000.000000 PA USD 5219318.600000 0.210792 Long DBT CORP GB N 2 2031-04-15 Floating 5.694 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAT8 2491000.000000 PA USD 2416845.970000 0.0976091 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N 245 PARK AVENUE TRUST 2017-245P N/A 90187LAA7 3100000.000000 PA USD 3040032.980000 0.122778 Long ABS-MBS CORP US N 2 2037-06-05 Fixed 3.508 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 1000000.000000 PA USD 884058.340000 0.0357044 Long DBT CORP US N 2 2031-02-01 Fixed 2.6 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239JAA9 15600000.000000 PA USD 15396500.500000 0.621818 Long DBT CORP US N 2 2028-03-15 Fixed 3.7 N N N N N N N/A N/A 000000000 -117.000000 NC USD -23765.630000 -0.0009598 N/A DIR US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/25 2025-12-20 N/A USD N/A 111.500000 USD 2025-10-24 XXXX -1045.190000 N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAA0 4421000.000000 PA USD 3822973.140000 0.154398 Long DBT CORP US N 2 2031-08-15 Fixed 2 N N N N N N EQT CORPORATION 4NT01YGM4X7ZX86ISY52 26884LAF6 466000.000000 PA USD 463098.580000 0.0187032 Long DBT CORP US N 2 2027-10-01 Fixed 3.9 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 2600000.000000 PA USD 2672756.400000 0.107945 Long DBT CORP US N 2 2030-01-16 Floating 5.173 N N N N N N N/A N/A 000000000 306.000000 NC USD 652953.130000 0.0263708 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2027-03-16 74130412.500000 USD 652953.130000 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 2800000.000000 PA USD 2751536.820000 0.111126 Long DBT CORP US N 2 2027-11-15 Fixed 3.25 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862123AA4 1400000.000000 PA USD 1426381.190000 0.0576072 Long DBT CORP US N 2 2030-04-30 Fixed 5.4 N N N N N N AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 02377AAA6 345462.100000 PA USD 343494.830000 0.0138727 Long DBT CORP US N 2 2028-04-01 Fixed 3.7 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166BY9 12000000.000000 PA USD 11839938.600000 0.478179 Long DBT CORP US N 2 2030-04-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36212EGF8 1183.480000 PA USD 1190.660000 0.0000481 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AT6 2200000.000000 PA USD 2027533.110000 0.0818859 Long DBT CORP US N 2 2030-06-15 Fixed 2.5 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 8300000.000000 PA USD 8760625.430000 0.353815 Long DBT CORP US N 2 2029-10-23 Floating 6.087 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAU1 4200000.000000 PA USD 3980775.460000 0.160772 Long DBT CORP US N 2 2030-01-15 Fixed 3 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YBA6 800000.000000 PA USD 757690.540000 0.0306008 Long DBT CORP JP N 2 2030-09-13 Floating 2.869 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BQ0 6000000.000000 PA USD 6066108.960000 0.244992 Long DBT CORP US N 2 2035-08-11 Fixed 5.25 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AT7 800000.000000 PA USD 852929.460000 0.0344472 Long DBT CORP CA N 2 2029-05-30 Fixed 7.5 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDG1 2000000.000000 PA USD 2095241.840000 0.0846205 Long DBT CORP JP N 2 2035-07-10 Floating 5.594 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AH0 100000.000000 PA USD 97202.700000 0.0039257 Long DBT CORP US N 2 2027-01-15 Fixed 2.625 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 2917000.000000 PA USD 2958937.010000 0.119503 Long DBT CORP US N 2 2030-05-06 Fixed 4.65 N N N N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAB8 1800000.000000 PA USD 1699877.380000 0.0686529 Long DBT CORP US N 2 2028-11-15 Fixed 2.3 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 5100000.000000 PA USD 5232589.900000 0.211329 Long DBT CORP US N 2 2030-07-22 Floating 4.995 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TBJ7 9600000.000000 PA USD 9811214.300000 0.396245 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.125 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GMP1 3900000.000000 PA USD 3908046.520000 0.157834 Long DBT CORP US N 2 2031-01-24 Floating 5.34559 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLG2 400000.000000 PA USD 410074.230000 0.0165617 Long DBT CORP US N 2 2029-04-25 Floating 5.202 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 460000.000000 PA USD 460638.900000 0.0186038 Long DBT CORP US N 2 2029-05-01 Floating 4.223 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 2000000.000000 PA USD 2009195.060000 0.0811453 Long DBT CORP US N 2 2055-08-03 Fixed 6 N N N N N N N/A N/A 000000000 -46718506.250000 PA USD -46785002.260000 -1.8895 Short RA US N 2 Reverse repurchase N 4.270000 2027-09-19 45100000.000000 USD 48354235.340000 USD CDS N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CV5 1400000.000000 PA USD 1429376.130000 0.0577282 Long DBT CORP US N 2 2040-05-01 Fixed 5.705 N N N N N N UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST N/A 90932WAA1 1544834.340000 PA USD 1594536.300000 0.0643985 Long DBT CORP US N 2 2038-08-15 Fixed 5.45 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AP4 4270000.000000 PA USD 4138844.820000 0.167155 Long DBT CORP US N 2 2030-01-15 Fixed 4 N N N N N N CITADEL SECURITIES GLOBAL HOLDINGS LLC 549300NV5RXBUS3X7L47 17289RAA4 1500000.000000 PA USD 1540321.890000 0.0622089 Long DBT CORP US N 2 2030-06-18 Fixed 5.5 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 2200000.000000 PA USD 2078247.930000 0.0839341 Long DBT CORP US N 2 2030-10-01 Fixed 3.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AL4 900000.000000 PA USD 915072.840000 0.036957 Long DBT CORP US N 2 2028-05-15 Fixed 4.95 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBB4 400000.000000 PA USD 385420.310000 0.015566 Long DBT CORP US N 2 2064-04-18 Fixed 5.9 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D83 10315000.000000 PA USD 10422446.090000 0.420931 Long DBT CORP US N 2 2027-03-05 Fixed 5.8 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 100000.000000 PA USD 135717.260000 0.0054812 Long DBT CORP US N 2 2039-08-15 Fixed 9.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 6111.190000 0.0002468 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 MORGAN STANLEY MORGAN STANLEY DEAN WITTER GLBL SR UNSEC Y Single Leg Swap 2025-12-20 7873.160000 USD 0.000000 USD 3100000.000000 USD -1761.970000 N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CP5 1500000.000000 PA USD 1519852.580000 0.0613822 Long DBT CORP US N 2 2028-03-27 Fixed 5.05 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAC7 6500000.000000 NS USD 6844955.000000 0.276447 Long EP CORP US N 2 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 6700000.000000 PA USD 6701115.480000 0.270638 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N TENNESSEE GAS PIPELINE COMPANY LLC N/A 880451AZ2 5000000.000000 PA USD 4684593.300000 0.189196 Long DBT CORP US N 2 2030-03-01 Fixed 2.9 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 10200000.000000 PA USD 10063664.760000 0.406441 Long DBT CORP US N 2 2034-11-01 Fixed 5.05 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAH0 200000.000000 PA USD 204593.320000 0.0082629 Long DBT CORP US N 2 2029-05-15 Fixed 5.125 N N N N N N SOUND POINT CLO XXIII 2019-2A N/A 83614BAQ2 2000000.000000 PA USD 2003500.000000 0.0809153 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.74916 N N N N N N N/A N/A 000000000 1.000000 NC USD 3081.170000 0.0001244 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 30421.480000 USD 0.000000 USD 1400000.000000 USD -27340.310000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 1000000.000000 PA USD 947034.930000 0.0382479 Long DBT CORP US N 2 2030-10-30 Floating 2.879 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HQ9 4455000.000000 PA USD 4473287.280000 0.180663 Long DBT CORP US N 2 2027-06-01 Fixed 4.7 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECW3 2900000.000000 PA USD 2943184.340000 0.118866 Long DBT CORP US N 2 2028-03-21 Fixed 4.75 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599DF9 2500000.000000 PA USD 2658680.000000 0.107376 Long DBT CORP US N 2 2036-09-15 Fixed 6.45 N N N N N N UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST N/A 90932MAA3 2564266.810000 PA USD 2436753.260000 0.0984131 Long DBT CORP US N 2 2029-11-01 Fixed 2.9 N N N N N N ARES STRATEGIC INCOME FUND 549300IANZJVZPTICV54 04020EAP2 3800000.000000 PA USD 3761592.180000 0.151919 Long DBT CORP US N 2 2029-01-15 Fixed 4.85 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CX6 1235000.000000 PA USD 1235984.430000 0.0499177 Long DBT CORP US N 2 2028-03-25 Fixed 4.3 N N N N N N INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC) 335800F2JHSOGXQEBY56 45434L2C7 2400000.000000 PA USD 2200444.100000 0.0888693 Long DBT CORP IN N 2 2031-02-10 Fixed 2.8 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAF5 4100000.000000 PA USD 4140419.360000 0.167219 Long DBT CORP US N 2 2030-07-01 Fixed 4.5 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI2L7X22 1400000.000000 PA USD 1596043.270000 0.0644594 Long DBT CORP IT N 2 2033-11-28 Fixed 7.2 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJL4 2000000.000000 PA USD 1776886.380000 0.0717631 Long DBT CORP US N 2 2031-10-24 Floating 1.922 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAD5 7700000.000000 PA USD 7128525.250000 0.2879 Long DBT CORP US N 2 2030-05-27 Fixed 2.6 N N N N N N OHIO EDISON COMPANY N/A 677347CE4 1100000.000000 PA USD 1263574.790000 0.051032 Long DBT CORP US N 2 2036-07-15 Fixed 6.875 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CJ5 100000.000000 PA USD 71029.540000 0.0028687 Long DBT CORP US N 2 2121-05-15 Fixed 4.1 N N N N N N SVB FINANCIAL TRUST N/A 000000000 2317.000000 NS USD 1262765.000000 0.0509993 Long EP CORP US N 2 N N N COSTAR GROUP INC 984500Q1D53D08E2E698 22160NAA7 3000000.000000 PA USD 2747552.880000 0.110965 Long DBT CORP US N 2 2030-07-15 Fixed 2.8 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAU9 3000000.000000 PA USD 3073367.850000 0.124124 Long DBT CORP JP N 2 2032-07-16 Fixed 5.171 N N N N N N N/A N/A 000000000 1.000000 NC USD 426647.880000 0.017231 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-06-20 472487.530000 USD 0.000000 USD 61400000.000000 USD -45839.650000 N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QCK6 5000000.000000 PA USD 4982242.250000 0.201218 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACZ6 3034000.000000 PA USD 3092782.450000 0.124908 Long DBT CORP US N 2 2028-03-15 Fixed 4.95 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 25160PAN7 1729000.000000 PA USD 1766160.010000 0.0713299 Long DBT CORP DE N 2 2027-07-13 Floating 7.146 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 1626000.000000 PA USD 1675598.380000 0.0676723 Long DBT CORP US N 2 2029-07-24 Floating 5.299 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 58013MFM1 4200000.000000 PA USD 3853503.780000 0.155631 Long DBT CORP US N 2 2030-03-01 Fixed 2.125 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 90931GAA7 7596807.910000 PA USD 7814464.050000 0.315603 Long DBT CORP US N 2 2029-04-15 Fixed 5.875 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 Q98236AC8 2500000.000000 PA USD 2483812.950000 0.100314 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 74949LAF9 923000.000000 PA USD 942437.500000 0.0380622 Long DBT CORP US N 2 2030-03-27 Fixed 4.75 N N N N N N APPLOVIN CORPORATION 549300LLVXMUAOL3SQ07 03831WAB4 2656000.000000 PA USD 2717770.750000 0.109763 Long DBT CORP US N 2 2029-12-01 Fixed 5.125 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAC7 1000000.000000 PA USD 1050754.080000 0.0424368 Long DBT CORP US N 2 2033-08-04 Fixed 5.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBE9 400000.000000 PA USD 413255.210000 0.0166901 Long DBT CORP US N 2 2035-04-01 Fixed 5.7 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAY2 3700000.000000 PA USD 3519256.810000 0.142132 Long DBT CORP US N 2 2029-12-15 Fixed 3.375 N N N N N N UMBS PASS THRU POOLS N/A 01F0506B7 59200000.000000 PA USD 58678353.280000 2.36984 Long ABS-MBS USGSE US N 2 2055-11-13 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F0426A6 11400000.000000 PA USD 11059051.310000 0.446642 Long ABS-MBS USGSE US N 2 2055-10-14 Fixed 4.5 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 1000000.000000 PA USD 692180.360000 0.0279551 Long DBT CORP US N 2 2050-09-15 Fixed 3.35 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF) O06XD7BJ4EPXNABVFN69 878091BF3 3000000.000000 PA USD 2492861.700000 0.100679 Long DBT CORP US N 2 2047-05-15 Fixed 4.27 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 262051AA3 265587.000000 PA USD 260156.170000 0.0105069 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 750000.000000 PA USD 736414.700000 0.0297416 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 200000.000000 PA USD 197387.390000 0.0079719 Long DBT CORP US N 2 2029-01-23 Floating 3.509 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCC7 3200000.000000 PA USD 3093680.060000 0.124944 Long DBT CORP US N 2 2030-07-15 Fixed 3.95 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B77 400000.000000 PA USD 393647.740000 0.0158982 Long DBT CORP US N 2 2026-08-10 Fixed 2.7 N N N N N N N/A N/A 000000000 -3100000.000000 NC USD -112.840000 -0.0000046 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 RFR USD SOFR/3.39800 10/08/25-10Y LCH 2035-10-08 0.000000 USD 0.000000 USD N/A USD N/A 3.400000 USD 2025-10-06 XXXX 9768.410000 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AR0 1200000.000000 PA USD 1080590.280000 0.0436418 Long DBT CORP US N 2 2032-01-15 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 10500000.000000 PA USD 11299388.840000 0.456348 Long DBT CORP GB N 2 2034-05-09 Floating 6.224 N N N N N N GAZPROM PJSC VIA GAZ FINANCE PLC 213800UNP9N6BPNYMQ45 ACI1V9JH2 6500000.000000 PA USD 4779125.000000 0.193014 Long DBT CORP GB N 2 2029-01-27 Fixed 2.95 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 10000000.000000 PA USD 8799960.200000 0.355404 Long DBT CORP US N 2 2031-11-15 Fixed 2.25 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 78009PEH0 17600000.000000 PA USD 17982086.670000 0.726242 Long DBT CORP GB N 2 2030-01-27 Floating 5.076 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 1000000.000000 PA USD 992985.330000 0.0401037 Long DBT CORP US N 2 2026-04-01 Fixed 3.375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 1000000.000000 PA USD 988095.800000 0.0399062 Long DBT CORP CH N 2 2027-02-12 Floating 4.875 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 23240.000000 NS USD 503533.340000 0.0203362 Long EC CORP LU N 3 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAA5 962000.000000 PA USD 959881.950000 0.0387667 Long DBT CORP US N 2 2028-02-15 Fixed 4.25 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DN6 1363000.000000 PA USD 1383883.250000 0.0558909 Long DBT CORP US N 2 2029-11-01 Fixed 4.625 N N N N N N N/A N/A 000000000 1.000000 NC USD 155888.670000 0.0062959 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 -84051.540000 USD 17300000.000000 USD 239940.210000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGR4 347000.000000 PA USD 343895.310000 0.0138889 Long DBT CORP US N 2 2028-07-21 Floating 3.593 N N N N N N FELLS POINT FUNDING TRUST N/A 314382AA0 3400000.000000 PA USD 3346150.660000 0.135141 Long DBT CORP US N 2 2027-01-31 Fixed 3.046 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 972000.000000 PA USD 963409.620000 0.0389092 Long DBT CORP US N 2 2028-05-22 Floating 3.584 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAK7 2036000.000000 PA USD 2018215.930000 0.0815096 Long DBT CORP US N 2 2026-01-30 Fixed 1.95 N N N N N N UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 90931CAA6 1205472.420000 PA USD 1178953.470000 0.0476144 Long DBT CORP US N 2 2033-02-25 Fixed 4.15 N N N N N N BROOKFIELD CAPITAL FINANCE LLC N/A 11259NAA2 6000000.000000 PA USD 6464632.380000 0.261087 Long DBT CORP US N 2 2033-06-14 Fixed 6.087 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658BQ4 4845000.000000 PA USD 4778868.660000 0.193004 Long DBT CORP PA N 2 2028-08-01 Fixed 4 N N N N N N HARBOUR ENERGY PLC 213800YPC42DYBKVPF97 411618AD3 4000000.000000 PA USD 4109678.840000 0.165978 Long DBT CORP GB N 2 2035-04-01 Fixed 6.327 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HY2 1700000.000000 PA USD 1754389.050000 0.0708545 Long DBT CORP US N 2 2028-10-01 Fixed 5.65 N N N N N N ARES MANAGEMENT CORPORATION 529900JUV61FH7B8VW38 03990BAA9 8200000.000000 PA USD 8675438.620000 0.350375 Long DBT CORP US N 2 2028-11-10 Fixed 6.375 N N N N N N CSMC 2021-ADV TRUST N/A 12660WAA3 1000000.000000 PA USD 911026.300000 0.0367936 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.66548 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822DL5 2300000.000000 PA USD 2414624.920000 0.0975194 Long DBT CORP JP N 2 2036-04-24 Floating 5.615 N N N N N N NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST N/A 957ZDZII7 400000.000000 PA USD 411857.090000 0.0166337 Long DBT CORP US Y 3 2037-10-05 Fixed 5.42 N N N N N N EMPIRE STATE DEVELOPMENT CORPORATION 54930039Y2EMGXN6LM88 650035TD0 235000.000000 PA USD 243142.000000 0.0098198 Long DBT MUN US N 2 2039-03-15 Fixed 5.77 N N N N N N EDWARDS LIFESCIENCES CORPORATION YA13X31F3V31L8TMPR58 28176EAD0 970000.000000 PA USD 973631.690000 0.039322 Long DBT CORP US N 2 2028-06-15 Fixed 4.3 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 N/A 64831HAM5 1397453.820000 PA USD 1418139.350000 0.0572744 Long ABS-MBS CORP US N 2 2063-10-25 Fixed 6.864 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05367AAH6 1500000.000000 PA USD 1500000.000000 0.0605805 Long DBT CORP US N 2 2025-10-01 Fixed 4.875 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJF7 2000000.000000 PA USD 1786977.720000 0.0721706 Long DBT CORP US N 2 2031-07-23 Floating 1.898 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAT6 900000.000000 PA USD 898318.760000 0.0362804 Long DBT CORP US N 2 2026-07-15 Fixed 3.9 N N N N N N N/A N/A 000000000 1.000000 NC USD 13415840.140000 0.541825 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.44 Y Single Leg Swap 2030-06-20 9534318.480000 USD 0.000000 USD 583400000.000000 USD 3881521.660000 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DA4 1700000.000000 PA USD 1757587.700000 0.0709836 Long DBT CORP US N 2 2030-02-15 Fixed 5.125 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AW9 2700000.000000 PA USD 2889499.370000 0.116698 Long DBT CORP US N 2 2034-05-15 Fixed 6.15 N N N N N N MEIJI YASUDA LIFE INSURANCE COMPANY 549300SLU4LP6YMRLK07 585270AC5 600000.000000 PA USD 606675.000000 0.0245018 Long DBT CORP JP N 2 2048-04-26 Floating 5.1 N N N N N N BLACKSTONE SECURED LENDING FUND 549300KM7KWQHVBNH962 09261XAH5 1400000.000000 PA USD 1434861.830000 0.0579497 Long DBT CORP US N 2 2027-11-15 Fixed 5.875 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746804 13190.000000 NS USD 16280285.100000 0.657511 Long EP CORP US N 1 N N N SAMMONS FINANCIAL GROUP GLOBAL FUNDING 635400IPRNPM6HDHRS48 79587J2B8 3400000.000000 PA USD 3459574.660000 0.139722 Long DBT CORP US N 2 2028-01-10 Fixed 5.05 N N N N N N DEPOSITORY TRUST & CLEARING CORP (DTCC) MLDY5N6PZ58ZE60QU102 249670AB6 2000000.000000 NS USD 1966980.000000 0.0794404 Long EP CORP US N 2 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 4700000.000000 PA USD 4737409.790000 0.19133 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GBD9 3967000.000000 PA USD 4065144.020000 0.164179 Long DBT CORP NL N 2 2029-06-26 Fixed 5.125 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 4250000.000000 PA USD 4217348.950000 0.170326 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAM9 2274000.000000 PA USD 2259586.070000 0.0912578 Long DBT CORP US N 2 2027-12-15 Fixed 3.875 N N N N N N NLG GLOBAL FUNDING 635400SKBQOWEJZLTW68 62915W2A0 2700000.000000 PA USD 2798806.420000 0.113035 Long DBT CORP US N 2 2030-01-23 Fixed 5.4 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AR0 1800000.000000 PA USD 1797628.000000 0.0726008 Long DBT CORP US N 2 2028-11-15 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KP1 22200000.000000 PA USD 24655860.130000 0.995776 Long DBT CORP US N 2 2034-03-15 Fixed 6.95 N N N N N N SPIRE INC 549300NXSY15DRY2R511 84857LAC5 2500000.000000 PA USD 2510916.750000 0.101408 Long DBT CORP US N 2 2026-03-01 Fixed 5.3 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457CS7 3000000.000000 PA USD 3045781.770000 0.12301 Long DBT CORP US N 2 2035-09-30 Fixed 5.3 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DT4 3335000.000000 PA USD 3419415.220000 0.1381 Long DBT CORP US N 2 2030-02-21 Fixed 5.125 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBT6 2068000.000000 PA USD 2184079.980000 0.0882084 Long DBT CORP US N 2 2029-06-13 Floating 6.992 N N N N N N SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I) N/A 00846NAA5 3080000.000000 PA USD 2082157.000000 0.084092 Long DBT CORP US N 2 2067-01-15 Floating 6.32916 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2V6 3000000.000000 PA USD 2977793.760000 0.120264 Long DBT CORP US N 2 2030-09-18 Fixed 4.5 N N N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC 549300B2Q47IR0CR5B54 31429KAN3 1600000.000000 PA USD 1600870.830000 0.0646543 Long DBT CORP CA N 2 2027-01-27 Floating 4.97129 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 1322000.000000 PA USD 1366212.120000 0.0551772 Long DBT CORP US N 2 2029-07-20 Floating 5.449 N N N N N N VNDO TRUST 2016-350P N/A 91831UAA5 200000.000000 PA USD 197855.980000 0.0079908 Long ABS-MBS CORP US N 2 2035-01-10 Fixed 3.805 N N N N N N ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST N/A 01166VAA7 4286813.210000 PA USD 4296753.900000 0.173533 Long DBT CORP US N 2 2029-02-15 Fixed 4.8 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 3150000.000000 PA USD 3232653.100000 0.130557 Long DBT CORP FR N 2 2031-05-27 Floating 5.222 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AJ1 2192000.000000 PA USD 2280979.660000 0.0921219 Long DBT CORP US N 2 2030-04-23 Variable 5.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAV8 600000.000000 PA USD 601280.510000 0.0242839 Long DBT CORP US N 2 2029-07-23 Floating 4.203 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAL0 4760000.000000 PA USD 4755249.040000 0.19205 Long DBT CORP US N 2 2025-11-05 Fixed 3.875 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CCA0 12500000.000000 PA USD 12737889.880000 0.514445 Long DBT CORP US N 2 2029-12-09 Fixed 4.772 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CV9 3500000.000000 PA USD 3564088.050000 0.143943 Long DBT CORP DE N 2 2028-02-08 Floating 5.706 N N N N N N HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 254900ZZRL7MWL1X8E92 40408AAA9 3500000.000000 PA USD 3596887.770000 0.145267 Long DBT CORP US N 2 2031-01-15 Fixed 6.15 N N N N N N GOLUB CAPITAL BDC INC 2549005WE0QLGK9APF78 38173MAE2 400000.000000 PA USD 408870.500000 0.016513 Long DBT CORP US N 2 2029-07-15 Fixed 6 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 4330000.000000 PA USD 4466427.560000 0.180386 Long DBT CORP US N 2 2030-04-01 Fixed 5.2 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 2000000.000000 PA USD 1997446.980000 0.0806708 Long DBT CORP ES N 2 2028-03-24 Floating 4.175 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAA1 1900000.000000 PA USD 2023855.700000 0.0817374 Long DBT CORP LU N 2 2038-02-23 Fixed 6.129 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCF0 3250000.000000 NS USD 3202745.000000 0.129349 Long EP CORP US N 2 N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAA1 5700000.000000 PA USD 5593880.310000 0.22592 Long DBT CORP US N 2 2028-09-01 Fixed 3.875 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAW0 525000.000000 PA USD 515217.730000 0.0208081 Long DBT CORP US N 2 2029-08-15 Fixed 3.8 N N N N N N NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST N/A 957HAAII5 1300000.000000 PA USD 1332910.580000 0.0538322 Long DBT CORP US Y 3 2034-10-05 Fixed 5.25 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400EB5 4500000.000000 PA USD 4721838.390000 0.190701 Long DBT CORP US N 2 2029-04-01 Fixed 6.65 N N N N N N RBSSP RESECURITIZATION TRUST 2014-1 N/A 74932TAB0 4670.160000 PA USD 4656.790000 0.0001881 Long ABS-MBS CORP US N 2 2036-11-26 Floating 4.61357 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLU1 400000.000000 PA USD 428791.080000 0.0173176 Long DBT CORP US N 2 2034-09-15 Floating 5.872 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAA9 9876000.000000 PA USD 9705733.710000 0.391985 Long DBT CORP US N 2 2027-11-01 Fixed 3.5 N N N N N N SBA TOWER TRUST N/A 78403DAT7 15600000.000000 PA USD 15147667.080000 0.611768 Long DBT CORP US N 2 2051-05-15 Fixed 1.631 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GS6 2000000.000000 PA USD 1874338.600000 0.0756989 Long DBT CORP US N 2 2029-08-01 Fixed 2.85 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 3787000.000000 PA USD 3711106.020000 0.14988 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST N/A 11043XAA1 73340.810000 PA USD 69490.260000 0.0028065 Long DBT CORP US N 2 2034-06-15 Fixed 3.3 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 361000.000000 PA USD 350535.650000 0.0141571 Long DBT CORP US N 2 2029-04-01 Fixed 3.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 481256.870000 0.0194365 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2029-12-20 540151.580000 USD 0.000000 USD 3000000.000000 USD -58894.710000 N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAC6 1200000.000000 PA USD 1205650.740000 0.0486926 Long DBT CORP US N 2 2029-04-01 Fixed 4.625 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 88339WAB2 909000.000000 PA USD 926143.660000 0.0374041 Long DBT CORP US N 2 2029-03-15 Fixed 4.9 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397YT4 6595000.000000 PA USD 6434777.110000 0.259881 Long DBT CORP US N 2 2027-11-02 Fixed 3.815 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 101137AE7 3000000.000000 PA USD 3368322.330000 0.136036 Long DBT CORP US N 2 2035-11-15 Variable 6.5 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 500000.000000 PA USD 530365.180000 0.0214198 Long DBT CORP GB N 2 2028-11-02 Floating 7.385 N N N N N N CITY OF RIVERSIDE CA ELECTRIC REVENUE N/A 768874SG5 300000.000000 PA USD 360272.700000 0.0145503 Long DBT MUN US N 2 2040-10-01 Fixed 7.605 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09256BAL1 1200000.000000 PA USD 1117804.980000 0.0451448 Long DBT CORP US N 2 2030-01-10 Fixed 2.5 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 1104000.000000 PA USD 1109365.090000 0.0448039 Long DBT CORP US N 2 2026-01-15 Fixed 7.375 N N N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 694475AA2 600000.000000 PA USD 818821.490000 0.0330697 Long DBT CORP US N 2 2039-06-15 Fixed 9.25 N N N N N N RAYONIER LP 5493004X96PV3VY6KB95 75508XAA4 2973000.000000 PA USD 2670354.100000 0.107848 Long DBT CORP US N 2 2031-05-17 Fixed 2.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 14420.180000 0.0005824 N/A DCR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 ISRAEL GOVT ISRAEL GOVT GLBL SR UNSEC Y Single Leg Swap 2029-06-20 0.000000 USD -12309.650000 USD 1100000.000000 USD 26729.830000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAA4 6500000.000000 PA USD 7475214.310000 0.301901 Long DBT CORP US N 2 2030-10-15 Fixed 8.05 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UM8 15500000.000000 PA USD 15555703.130000 0.628248 Long DBT UST US N 2 2055-08-15 Fixed 4.75 N N N N N N N/A N/A 000000000 -9396450.000000 PA USD -9409761.640000 -0.380032 Short RA US N 2 Reverse repurchase N 4.250000 2027-09-19 9600000.000000 USD 9757846.340000 USD CDS N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 4000000.000000 PA USD 4177854.920000 0.168731 Long DBT CORP US N 2 2030-04-18 Floating 5.656 N N N N N N DOCTORS CO/THE MKYKR1GWDRIJRLI1S211 256141AB8 5200000.000000 PA USD 4635320.610000 0.187207 Long DBT CORP US N 2 2032-01-18 Fixed 4.5 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 8200000.000000 PA USD 8221990.430000 0.332061 Long DBT CORP US N 2 2026-12-15 Fixed 4.75 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 80413TAV1 9300000.000000 PA USD 7978908.680000 0.322244 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.25 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBM1 4000000.000000 PA USD 3651573.240000 0.147476 Long DBT CORP US N 2 2031-04-15 Fixed 2.7 N N N N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 33938XAA3 100000.000000 PA USD 101071.680000 0.004082 Long DBT CORP SG N 2 2029-06-15 Fixed 4.875 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAW1 2000000.000000 PA USD 2020786.280000 0.0816134 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAP7 7533000.000000 PA USD 6957362.640000 0.280987 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N FNMA PASS THRU POOLS N/A 3140H1FD7 36434.640000 PA USD 33899.890000 0.0013691 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N ELMWOOD CLO 15 LTD N/A 29003JAN4 1200000.000000 PA USD 1204564.300000 0.0486487 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 5.4077 N N N N N N EXPAND ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 845467AS8 1200000.000000 PA USD 1220342.150000 0.0492859 Long DBT CORP US N 2 2030-03-15 Fixed 5.375 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBG3 1900000.000000 PA USD 1864739.040000 0.0753112 Long DBT CORP US N 2 2026-12-01 Fixed 2.67 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAV7 600000.000000 PA USD 620716.060000 0.0250688 Long DBT CORP FR N 2 2030-01-18 Floating 5.716 N N N N N N N/A N/A 000000000 1.000000 NC USD -1079747.860000 -0.0436077 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-05-15 0.000000 USD -70147.970000 USD 66677000.000000 USD -1009599.890000 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAX4 120000.000000 PA USD 121022.730000 0.0048877 Long DBT CORP US N 2 2029-12-05 Floating 4.452 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AS8 1300000.000000 PA USD 1409522.400000 0.0569263 Long DBT CORP US N 2 2033-12-01 Fixed 6.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CY3 1015000.000000 PA USD 1033888.990000 0.0417556 Long DBT CORP US N 2 2028-03-01 Fixed 5 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 836205BA1 6000000.000000 PA USD 5939079.480000 0.239861 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AK5 1200000.000000 PA USD 1234206.000000 0.0498458 Long DBT CORP US N 2 2028-06-01 Fixed 5.75 N N N N N N N/A N/A 000000000 -4600000.000000 NC USD -18078.920000 -0.0007302 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.67500 10/16/25-10Y LCH 2035-10-16 0.000000 USD 0.000000 USD N/A USD N/A 3.670000 USD 2025-10-14 XXXX -6118.920000 N N N N/A N/A 000000000 1.000000 NC USD 10933.550000 0.0004416 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CITIGROUP INC CITIGROUP INC SR UNSEC TSFR3M Y Single Leg Swap 2025-12-20 36492.440000 USD 0.000000 USD 5700000.000000 USD -25558.890000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAY1 18700000.000000 PA USD 20000684.300000 0.807767 Long DBT CORP ES N 2 2028-11-07 Fixed 6.607 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BK4 1000000.000000 NS USD 1000500.000000 0.0404072 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC USD -82103.330000 -0.0033159 N/A DCR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 NISSAN MOTOR ACCEPTANCE CORPORATION NISSAN MOTOR ACCEPTANCE SR UNSEC 144A Y Single Leg Swap 2026-12-20 0.000000 USD -144943.780000 USD 11400000.000000 USD 62840.450000 N N N INVITATION HOMES OPERATING PARTNERSHIP LP 549300147YMUQB3GW319 46188BAF9 1000000.000000 PA USD 1039872.720000 0.0419973 Long DBT CORP US N 2 2033-08-15 Fixed 5.5 N N N N N N CONSTELLATION PHARMACEUTICALS INC N/A 948VXEII3 1079224.380000 PA USD 1113713.880000 0.0449795 Long DBT CORP US Y 3 2033-07-01 Fixed 5.35 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AU6 900000.000000 PA USD 914864.980000 0.0369486 Long DBT CORP US N 2 2028-03-30 Fixed 5.05 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAN1 4000000.000000 PA USD 3806490.120000 0.153733 Long DBT CORP US N 2 2029-11-15 Fixed 3.1 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 259000.000000 PA USD 251824.830000 0.0101704 Long DBT CORP US N 2 2028-06-02 Floating 2.393 N N N N N N ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM N/A 04965JAA1 2203613.890000 PA USD 2171462.060000 0.0876988 Long ABS-MBS CORP US N 2 2036-12-15 Floating 5.378 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 Q82780AF6 3600000.000000 PA USD 3362673.960000 0.135808 Long DBT CORP AU N 2 2031-04-29 Fixed 3.649 N N N N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936BF6 2757000.000000 PA USD 2765790.860000 0.111702 Long DBT CORP US N 2 2027-04-01 Fixed 4.5 N N N N N N MAGNETITE CLO LTD 2020-25A N/A 55955GAA1 589538.170000 PA USD 590806.410000 0.0238609 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 5.78007 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAQ2 1900000.000000 PA USD 1793949.890000 0.0724522 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHD4 2905000.000000 PA USD 2861177.580000 0.115554 Long DBT CORP US N 2 2028-12-20 Floating 3.419 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAY7 3300000.000000 PA USD 3069108.770000 0.123952 Long DBT CORP US N 2 2028-07-15 Fixed 2.45 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2A2 1056000.000000 PA USD 1047575.660000 0.0423084 Long DBT CORP US N 2 2026-01-15 Fixed 1.625 N N N N N N MF1 2024-FL14 LLC N/A 55416AAA7 1000000.000000 PA USD 1004840.860000 0.0405825 Long ABS-CBDO CORP US N 2 2039-03-19 Floating 5.87059 N N N N N N SOUTHERN POWER COMPANY 5LADC78JBG2BMZD5XF57 843646AX8 5800000.000000 PA USD 5767905.530000 0.232948 Long DBT CORP US N 2 2030-10-01 Fixed 4.25 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 1050000.000000 PA USD 1048635.460000 0.0423512 Long DBT CORP US N 2 2027-05-28 Fixed 4.95 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 886000.000000 PA USD 850220.560000 0.0343378 Long DBT CORP US N 2 2030-06-01 Fixed 3.4 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DJ6 1800000.000000 PA USD 1744092.470000 0.0704386 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 48557.620000 0.0019611 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2026-06-20 163534.220000 USD 0.000000 USD 8500000.000000 USD -114976.600000 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 3250000.000000 PA USD 3395242.600000 0.137124 Long DBT CORP FR N 2 2031-01-14 Floating 5.876 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DS3 200000.000000 PA USD 208047.890000 0.0084024 Long DBT CORP US N 2 2029-03-15 Fixed 5.5 N N N N N N AMRIZE FINANCE US LLC 529900FB2F1WKLFNGY62 43475RAD8 1000000.000000 PA USD 1030746.660000 0.0416287 Long DBT CORP US N 2 2035-04-07 Fixed 5.4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 750000.000000 PA USD 727139.920000 0.029367 Long DBT CORP US N 2 2028-06-01 Floating 2.182 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAG6 2000000.000000 PA USD 2045321.160000 0.0826043 Long DBT CORP US N 2 2029-02-08 Fixed 6.5 N N N N N N SVB FINANCIAL TRUST N/A 000000000 228000.000000 NS USD 27360.000000 0.001105 Long EP CORP US N 2 N N N FNMA PASS THRU POOLS N/A 3140H5MJ7 116084.920000 PA USD 107492.580000 0.0043413 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VBF7 800000.000000 PA USD 811792.980000 0.0327859 Long DBT CORP US N 2 2029-09-01 Fixed 4.9 N N N N N N BANCO INBURSA SA 9598007PWYZP4GP23S45 05969LAB7 1700000.000000 PA USD 1705404.300000 0.0688761 Long DBT CORP MX N 2 2027-04-11 Fixed 4.375 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 11000000.000000 NS USD 11052690.000000 0.446385 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 2500000.000000 NS USD 2472225.000000 0.0998457 Long EP CORP US N 2 N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAL9 7600000.000000 PA USD 7424875.400000 0.299868 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 6200000.000000 PA USD 6511569.590000 0.262983 Long DBT CORP FR N 2 2033-01-13 Floating 5.786 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AB8 4900000.000000 PA USD 4972547.150000 0.200826 Long DBT CORP GB N 2 2028-05-08 Fixed 5.829 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 2000000.000000 PA USD 2009881.040000 0.081173 Long DBT CORP US N 2 2030-01-23 Floating 4.431 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBB0 200000.000000 PA USD 207228.190000 0.0083693 Long DBT CORP ES N 2 2030-03-14 Floating 5.538 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHG7 2300000.000000 PA USD 2289155.710000 0.0924521 Long DBT CORP US N 2 2029-03-05 Floating 3.97 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHA5 2094000.000000 PA USD 2128341.290000 0.0859573 Long DBT CORP US N 2 2037-07-02 Fixed 5.401 N N N N N N NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST N/A 957HIZII2 2400000.000000 PA USD 2427005.330000 0.0980194 Long DBT CORP US Y 3 2034-10-05 Fixed 5.25 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 6400000.000000 PA USD 6635612.930000 0.267992 Long DBT CORP US N 2 2030-03-02 Fixed 5.25 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBJ8 1000000.000000 PA USD 941967.370000 0.0380432 Long DBT CORP US N 2 2028-01-31 Fixed 1.5 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E74 1574000.000000 PA USD 1594033.310000 0.0643782 Long DBT CORP US N 2 2027-05-17 Fixed 5.85 N N N N N N FIRST AMERICAN FINANCIAL CORPORATION 549300B6VEZK3N0A1P55 31847RAH5 2268000.000000 PA USD 1972448.690000 0.0796612 Long DBT CORP US N 2 2031-08-15 Fixed 2.4 N N N N N N DC OFFICE TRUST 2019-MTC N/A 23312BAA8 10500000.000000 PA USD 9580778.550000 0.386939 Long ABS-MBS CORP US N 2 2045-09-15 Fixed 2.965 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 3525000.000000 PA USD 3689644.710000 0.149014 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N GNMA PASS THRU POOLS N/A 21H0406A6 800000.000000 PA USD 752329.140000 0.0303843 Long ABS-MBS USGSE US N 2 2055-10-20 Fixed 4 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128AAJ2 4400000.000000 NS USD 4560072.000000 0.184168 Long EP CORP US N 2 N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AE7 100000.000000 PA USD 90525.120000 0.003656 Long DBT CORP US N 2 2031-07-15 Fixed 2.7 N N N N N N BAIN CAPITAL CREDIT CLO LTD 2021-6A N/A 05684PAL0 1700000.000000 PA USD 1702268.360000 0.0687495 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 5.41549 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 400000.000000 PA USD 398439.780000 0.0160918 Long DBT CORP US N 2 2034-09-15 Fixed 5.2 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JW8 2800000.000000 PA USD 2700439.730000 0.109063 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 5300000.000000 PA USD 5130202.310000 0.207193 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AP5 1000000.000000 PA USD 725878.820000 0.029316 Long DBT CORP CA N 2 2051-06-15 Fixed 4.1 N N N N N N N/A N/A 000000000 1.000000 NC USD 265595.480000 0.0107266 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2028-06-20 0.000000 USD -90753.220000 USD 16800000.000000 USD 356348.700000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFY6 3100000.000000 PA USD 3162291.680000 0.127715 Long DBT CORP US N 2 2029-04-12 Floating 4.994 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MDL1 10000000.000000 PA USD 10114142.200000 0.40848 Long DBT CORP JP N 2 2029-07-09 Floating 5.52266 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 1500000.000000 PA USD 1559073.720000 0.0629663 Long DBT CORP US N 2 2034-04-24 Floating 5.389 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 16400000.000000 PA USD 15669607.300000 0.632848 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 700000.000000 PA USD 702816.020000 0.0283846 Long DBT CORP GB N 2 2028-03-22 Fixed 4.375 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AM3 2000000.000000 PA USD 2122959.120000 0.0857399 Long DBT CORP JP N 2 2053-09-13 Floating 6.25 N N N N N N SOUTH BOW (6297782 LLC) 254900Z1WAY7QFQ7O850 83007CAD4 900000.000000 PA USD 910594.640000 0.0367762 Long DBT CORP US N 2 2029-10-01 Fixed 5.026 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AP2 4000000.000000 PA USD 3983850.160000 0.160896 Long DBT CORP US N 2 2030-01-15 Fixed 6.125 N N N N N N VERUS SECURITIZATION TRUST 2023-INV3 N/A 92540CAA5 721344.240000 PA USD 733231.060000 0.029613 Long ABS-MBS CORP US N 2 2068-11-25 Variable 6.876 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 1100000.000000 PA USD 1093523.130000 0.0441641 Long DBT CORP US N 2 2027-07-15 Variable 4.15 N N N N N N N/A N/A 000000000 -11884500.000000 PA USD -11901375.990000 -0.480661 Short RA US N 2 Reverse repurchase N 4.260000 2027-09-19 12000000.000000 USD 12454080.840000 USD CDS N N N N/A N/A 000000000 -72.000000 NC USD -8025.340000 -0.0003241 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/25 2025-12-20 N/A USD N/A 111.000000 USD 2025-10-24 XXXX 5388.980000 N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 1700000.000000 PA USD 1596790.810000 0.0644895 Long DBT CORP US N 2 2030-09-15 Fixed 3.5 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CL9 4400000.000000 PA USD 3845521.200000 0.155309 Long DBT CORP US N 2 2030-10-01 Fixed 1.8 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C43 1889000.000000 PA USD 1904255.300000 0.0769071 Long DBT CORP US N 2 2026-03-06 Fixed 6.95 N N N N N N EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 635400B4JJBON4TCHF02 29449WAF4 7000000.000000 PA USD 6611381.980000 0.267014 Long DBT CORP US N 2 2028-03-08 Fixed 1.8 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 100000.000000 PA USD 89755.150000 0.0036249 Long DBT CORP CO N 2 2031-11-02 Fixed 4.625 N N N N N N CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3 N/A 161927AC2 3436855.600000 PA USD 3119039.250000 0.125969 Long ABS-MBS CORP US N 2 2063-09-25 Variable 3.25 N N N N N N ALLEGION PLC 984500560CAC2E6FB757 01748TAB7 2000000.000000 PA USD 1935491.540000 0.0781686 Long DBT CORP IE N 2 2029-10-01 Fixed 3.5 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 2300000.000000 PA USD 2490810.300000 0.100596 Long DBT CORP GB N 2 2029-09-27 Floating 8 N N N N Y LLOYDS BANKING GROUP PLC GBP XXXX N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBH3 27858000.000000 PA USD 25345718.200000 1.02364 Long DBT CORP US N 2 2031-02-15 Fixed 2.45 N N N N N N EAGLE FUNDING LUXCO SA RL 894500VDP08MVIZ6OA60 26951TAA8 5200000.000000 PA USD 5282212.000000 0.213333 Long DBT CORP LU N 2 2030-08-17 Fixed 5.5 N N N N N N NORTHWESTERN MUTUAL LIFE INSURANCE CO 1DU7IM20QESYGDO4HO54 668138AC4 2000000.000000 PA USD 1393328.580000 0.0562723 Long DBT CORP US N 2 2059-09-30 Fixed 3.625 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CG5 7065000.000000 PA USD 7214774.820000 0.291383 Long DBT CORP US N 2 2029-03-22 Fixed 5.25 N N N N N N HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC) N/A 418751AD5 2800000.000000 PA USD 2583984.930000 0.104359 Long DBT CORP US N 2 2030-09-15 Fixed 3.75 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 500000.000000 PA USD 454577.690000 0.018359 Long DBT CORP US N 2 2032-04-22 Floating 2.58 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAD5 1100000.000000 PA USD 1096081.230000 0.0442674 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75 N N N N N N ALAMEDA COUNTY JOINT POWERS AUTHORITY N/A 010831BE4 100000.000000 PA USD 114266.860000 0.0046149 Long DBT MUN US N 2 2044-12-01 Fixed 7.046 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BE0 2500000.000000 PA USD 2507552.850000 0.101273 Long DBT CORP US N 2 2029-09-11 Fixed 4.25 N N N N N N BGC GROUP INC 2549001IGRCG4F0RLD36 088929AB0 6200000.000000 PA USD 6192568.680000 0.250099 Long DBT CORP US N 2 2025-12-15 Fixed 4.375 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZS6 600000.000000 PA USD 610527.840000 0.0246574 Long DBT CORP US N 2 2028-03-15 Floating 6.09908 N N N N N N SBL HOLDINGS LLC 635400MJW3QDSBJRKQ59 78397DAE8 500000.000000 PA USD 502292.960000 0.0202861 Long DBT CORP US N 2 2028-09-26 Fixed 5.9 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCK9 200000.000000 PA USD 206383.690000 0.0083352 Long DBT CORP CA N 2 2035-06-20 Fixed 5.55 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAD5 1000000.000000 PA USD 1044309.580000 0.0421765 Long DBT CORP US N 2 2031-01-11 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 1734000.000000 PA USD 1789424.670000 0.0722694 Long DBT CORP US N 2 2028-09-01 Fixed 5.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797RN9 3236000.000000 PA USD 3220926.780000 0.130083 Long DBT UST US N 2 2025-11-12 None 0 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 1100000.000000 PA USD 975098.560000 0.0393813 Long DBT CORP US N 2 2047-07-15 Variable 5.1 N N N N N N LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY N/A 54473ENS9 100000.000000 PA USD 119685.780000 0.0048337 Long DBT MUN US N 2 2040-08-01 Fixed 7.618 N N N N N N TR FINANCE LLC 254900OWSTRTOV8P5W25 87268LAE7 1000000.000000 PA USD 1039679.110000 0.0419895 Long DBT CORP US N 2 2035-08-15 Fixed 5.5 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EK2 2700000.000000 PA USD 2748771.990000 0.111015 Long DBT CORP US N 2 2035-09-15 Fixed 5.45 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043AE1 1500000.000000 PA USD 1371181.650000 0.0553779 Long DBT CORP US N 2 2030-09-15 Fixed 2.7 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGH1 1828000.000000 PA USD 1743870.980000 0.0704297 Long DBT CORP US N 2 2028-03-22 Fixed 2.1 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAL9 5000000.000000 PA USD 5286994.600000 0.213526 Long DBT CORP US N 2 2031-03-15 Fixed 6 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAR7 100000.000000 PA USD 91114.650000 0.0036798 Long DBT CORP US N 2 2031-06-10 Fixed 3.125 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 5200000.000000 PA USD 5329319.420000 0.215235 Long DBT CORP US N 2 2034-02-15 Fixed 5.45 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 5800000.000000 PA USD 6144424.070000 0.248155 Long DBT CORP US N 2 2029-10-23 Floating 6.303 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCG3 7918000.000000 PA USD 7436820.690000 0.300351 Long DBT CORP JP N 2 2028-09-17 Fixed 1.902 N N N N N N NORTHWEST PIPELINE LLC 549300FFKMN9OW536A14 66775VAB1 3500000.000000 PA USD 3493278.740000 0.141083 Long DBT CORP US N 2 2027-04-01 Fixed 4 N N N N N N COPT DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 12713UAA4 600000.000000 PA USD 596334.480000 0.0240841 Long DBT CORP US N 2 2030-10-15 Fixed 4.5 N N N N N N MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 8035000.000000 PA USD 8752668.520000 0.353494 Long DBT MUN US N 2 2057-04-01 Fixed 6.655 N N N N N N UMBS PASS THRU POOLS N/A 01F0406B8 97540000.000000 PA USD 91918034.350000 3.71229 Long ABS-MBS USGSE US N 2 2055-11-13 Fixed 4 N N N N N N AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST N/A 00908PAA5 3721279.960000 PA USD 3530284.150000 0.142578 Long DBT CORP CA N 2 2031-07-15 Fixed 3.3 N N N N N N CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC) 549300CTE3HOMEUMM603 12505BAK6 400000.000000 PA USD 412358.550000 0.0166539 Long DBT CORP US N 2 2035-06-15 Fixed 5.5 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDK2 2500000.000000 PA USD 1911722.300000 0.0772087 Long DBT CORP US N 2 2041-04-15 Fixed 3.3 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CX5 1300000.000000 PA USD 1318998.150000 0.0532703 Long DBT CORP DE N 2 2030-09-11 Floating 4.999 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PJ4 2800000.000000 NS USD 2899148.000000 0.117088 Long EP CORP US N 2 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CB7 3376000.000000 PA USD 3381118.560000 0.136553 Long DBT CORP US N 2 2027-09-24 Fixed 4.25 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XCG3 600000.000000 PA USD 617625.630000 0.024944 Long DBT CORP US N 2 2029-02-15 Fixed 5.2 N N N N N N UBS AG / STAMFORD BRANCH BFM8T61CT2L1QCEMIK50 22550L2M2 15100000.000000 PA USD 16260478.940000 0.656712 Long DBT CORP CH N 2 2028-02-15 Fixed 7.5 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBK4 300000.000000 PA USD 305405.200000 0.0123344 Long DBT CORP US N 2 2030-03-01 Fixed 5.1 N N N N N N FLEX INTERMEDIATE HOLDCO LLC 549300290TQIGM30A243 33939HAA7 9700000.000000 PA USD 8929565.380000 0.360638 Long DBT CORP US N 2 2031-06-30 Fixed 3.363 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST N/A 11043HAA6 1302096.040000 PA USD 1256381.400000 0.0507414 Long DBT CORP US N 2 2033-03-20 Fixed 4.125 N N N N N N NORTHERN STAR RESOURCES LTD 254900XFXCRYYZAX6M78 66573RAA6 1000000.000000 PA USD 1058788.170000 0.0427612 Long DBT CORP AU N 2 2033-04-11 Fixed 6.125 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 2300000.000000 PA USD 2367783.710000 0.0956276 Long DBT CORP US N 2 2035-06-23 Fixed 5.55 N N N N N N N/A N/A 000000000 1.000000 NC USD 4400.710000 0.0001777 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-12-20 1407.090000 USD 0.000000 USD 500000.000000 USD 2993.620000 N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AX4 12900000.000000 PA USD 12950645.660000 0.523037 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBH7 2000000.000000 PA USD 2206632.000000 0.0891192 Long DBT CORP ES N 2 2034-02-01 Floating 8 N N N N Y BANCO SANTANDER SA EUR XXXX N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AM9 2800000.000000 PA USD 2992431.570000 0.120855 Long DBT CORP US N 2 2028-12-12 Fixed 7.2 N N N N N N N/A N/A 000000000 1.000000 NC USD 13100.770000 0.0005291 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 -4059.990000 USD 1200000.000000 USD 17160.760000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797QY6 430000.000000 PA USD 426739.230000 0.0172347 Long DBT UST US N 2 2025-12-11 None 0 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 2500000.000000 PA USD 2555530.600000 0.10321 Long DBT CORP US N 2 2036-01-15 Fixed 5.45 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CV8 1700000.000000 PA USD 1324566.310000 0.0534952 Long DBT CORP US N 2 2050-02-15 Fixed 4.15 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A45 3330000.000000 PA USD 3303951.940000 0.133437 Long DBT CORP US N 2 2027-01-09 Fixed 4.271 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 4600000.000000 PA USD 4639611.430000 0.18738 Long DBT CORP IT N 2 2035-06-30 Floating 5.459 N N N N N N RTX CORPORATION I07WOS4YJ0N7YRFE7309 913017CY3 3205000.000000 PA USD 3203226.480000 0.129369 Long DBT CORP US N 2 2028-11-16 Fixed 4.125 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GQ0 1000000.000000 PA USD 987587.240000 0.0398857 Long DBT CORP US N 2 2029-03-01 Fixed 4.2 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 BD6D2KII2 2200000.000000 PA USD 2182196.080000 0.0881323 Long DBT CORP AU N 2 2027-09-14 Fixed 4.125 N N N N N N SYSTEM ENERGY RESOURCES INC N/A 871911AV5 1800000.000000 PA USD 1812942.590000 0.0732193 Long DBT CORP US N 2 2034-12-15 Fixed 5.3 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 7830000.000000 PA USD 7313815.860000 0.295383 Long DBT CORP AU N 2 2031-04-29 Fixed 3.649 N N N N N N AES CORPORATION 2NUNNB7D43COUIRE5295 00130HCH6 12100000.000000 PA USD 12395900.780000 0.500633 Long DBT CORP US N 2 2028-06-01 Fixed 5.45 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 3000000.000000 PA USD 3166606.470000 0.12789 Long DBT CORP US N 2 2036-04-17 Floating 5.664 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAU4 1000000.000000 PA USD 990082.380000 0.0399864 Long DBT CORP US N 2 2029-03-15 Fixed 3.95 N N N N N N N/A N/A 000000000 1.000000 NC USD -87196.950000 -0.0035216 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CITIGROUP INC CITIGROUP INC SR UNSEC Y Single Leg Swap 2032-12-20 203483.910000 USD 0.000000 USD 5000000.000000 USD -290680.860000 N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385BB6 1200000.000000 PA USD 1227259.960000 0.0495653 Long DBT CORP CA N 2 2029-12-15 Fixed 5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AV8 2667000.000000 PA USD 2675984.590000 0.108075 Long DBT CORP US N 2 2026-06-30 Fixed 5.875 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBF5 1010000.000000 PA USD 967555.220000 0.0390766 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YAG4 1346000.000000 PA USD 1331628.040000 0.0537804 Long DBT CORP JP N 2 2026-09-13 Fixed 2.839 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 9300000.000000 PA USD 9425027.810000 0.380648 Long DBT CORP US N 2 2028-07-25 Floating 4.851 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797SH1 104000.000000 PA USD 102697.800000 0.0041477 Long DBT UST US N 2 2026-01-27 None 0 N N N N N N N/A N/A 000000000 -4700000.000000 NC USD -15688.130000 -0.0006336 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.68500 10/15/25-10Y LCH 2035-10-15 0.000000 USD 0.000000 USD N/A USD N/A 3.690000 USD 2025-10-10 XXXX -2058.130000 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 4560000.000000 PA USD 4647155.280000 0.187685 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 3100000.000000 PA USD 3168652.600000 0.127972 Long DBT CORP US N 2 2035-12-03 Floating 5.211 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DF2 2000000.000000 PA USD 2108635.360000 0.0851614 Long DBT CORP US N 2 2055-09-15 Floating 7.375 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAF6 2000000.000000 PA USD 1926021.460000 0.0777862 Long DBT CORP US N 2 2029-08-15 Fixed 3.75 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 952000.000000 PA USD 1062527.200000 0.0429123 Long DBT CORP US N 2 2033-10-15 Fixed 6.95 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 5776000.000000 PA USD 5987242.990000 0.241807 Long DBT CORP US N 2 2029-07-25 Floating 5.574 N N N N N N N/A N/A 000000000 1.000000 NC USD 648190.000000 0.0261784 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-06-18 1422760.110000 USD 0.000000 USD 73800000.000000 USD -774570.110000 N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAC4 7200000.000000 PA USD 6730931.590000 0.271842 Long DBT CORP US N 2 2028-08-05 Fixed 1.625 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAZ4 1600000.000000 PA USD 1375528.240000 0.0555534 Long DBT CORP US N 2 2031-08-01 Fixed 2.625 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAK8 2400000.000000 PA USD 2360745.020000 0.0953433 Long DBT CORP US N 2 2026-06-01 Fixed 1.8 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DH0 4936000.000000 PA USD 4918301.430000 0.198635 Long DBT CORP US N 2 2029-08-18 Fixed 4.05 N N N N N N PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP 549300WUPIVS6ZE0ZI51 71845JAD0 3500000.000000 PA USD 3579184.280000 0.144552 Long DBT CORP US N 2 2032-08-15 Fixed 5.25 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAS1 400000.000000 PA USD 414090.410000 0.0167239 Long DBT CORP US N 2 2036-01-15 Fixed 6.25 N N N N N N COLT 2022-5 MORTGAGE LOAN TRUST N/A 19688LAA0 5600174.540000 PA USD 5584270.040000 0.225532 Long ABS-MBS CORP US N 2 2067-04-25 Fixed 4.55 N N N N N N EXPAND ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 92735LAA0 2242000.000000 PA USD 2265590.640000 0.0915003 Long DBT CORP US N 2 2029-04-15 Fixed 6.75 N N N N N N N/A N/A 000000000 -3400000.000000 NC USD -20736.940000 -0.0008375 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.62500 10/16/25-10Y LCH 2035-10-16 0.000000 USD 0.000000 USD N/A USD N/A 3.630000 USD 2025-10-14 XXXX -11369.940000 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AJ6 8800000.000000 PA USD 8982058.450000 0.362758 Long DBT CORP US N 2 2027-06-01 Fixed 5.9 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 46514BRN9 4100000.000000 PA USD 4218690.000000 0.17038 Long DBT NUSS IL N 2 2029-03-12 Fixed 5.375 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 74949LAE2 800000.000000 PA USD 815008.100000 0.0329157 Long DBT CORP US N 2 2032-05-20 Fixed 4.75 N N N N N N AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST N/A 02377BAB2 4172751.980000 PA USD 4092998.590000 0.165304 Long DBT CORP US N 2 2029-03-22 Fixed 3.6 N N N N N N HUNTINGTON INGALLS INDUSTRIES INC 5TZLZ6WJTBVJ0QWBG121 446413BB1 1200000.000000 PA USD 1259604.790000 0.0508716 Long DBT CORP US N 2 2035-01-15 Fixed 5.749 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BY6 1500000.000000 PA USD 1471726.580000 0.0594386 Long DBT CORP US N 2 2028-03-01 Fixed 3.375 N N N N N N N/A N/A 000000000 -72.000000 NC USD -15425.140000 -0.000623 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/25 2025-12-20 N/A USD N/A 113.500000 USD 2025-10-24 XXXX -885.460000 N N N N/A N/A 000000000 -4600000.000000 NC USD -1115.500000 -0.0000451 N/A DIR KY N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.37500 10/16/25-10Y LCH 2035-10-16 0.000000 USD 0.000000 USD N/A USD N/A 3.380000 USD 2025-10-14 XXXX 10844.500000 N N N MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING 635400AL5J3F1ZPTAN95 62829D2D1 2000000.000000 PA USD 2035053.600000 0.0821897 Long DBT CORP US N 2 2027-04-09 Fixed 5.35 N N N N N N AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST N/A 023770AA8 599424.040000 PA USD 589997.320000 0.0238282 Long DBT CORP US N 2 2028-11-01 Fixed 3.375 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 4522000.000000 PA USD 4483294.850000 0.181067 Long DBT CORP US N 2 2029-01-24 Floating 3.772 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 H42097ER4 1000000.000000 PA USD 1192312.000000 0.0481539 Long DBT CORP CH N 2 2033-11-13 Floating 9.25 N N N N Y UBS GROUP AG CHF XXXX N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAE7 9000000.000000 PA USD 8432120.160000 0.340548 Long DBT CORP US N 2 2032-04-15 Fixed 3.625 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 8300000.000000 PA USD 7289035.850000 0.294382 Long DBT CORP US N 2 2033-02-15 Fixed 2.6 N N N N N N NATIONAL HEALTH INVS INC 549300ZPKZIG6DKDEC02 63633DAF1 2600000.000000 PA USD 2354007.470000 0.0950712 Long DBT CORP US N 2 2031-02-01 Fixed 3 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MCU2 4800000.000000 PA USD 4816712.500000 0.194532 Long DBT CORP JP N 2 2026-01-13 Floating 5.77795 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 3166000.000000 PA USD 3336697.260000 0.134759 Long DBT CORP CH N 2 2035-02-08 Floating 5.699 N N N N N N FAIRFAX FINANCIAL HOLDINGS LIMITED GLS7OQD0WOEDI8YAP031 303901BN1 3600000.000000 PA USD 3836261.810000 0.154935 Long DBT CORP CA N 2 2033-12-07 Fixed 6 N N N N N N WOODSIDE FINANCE LIMITED 254900AIZKU6TGRRNZ98 980236AR4 5300000.000000 PA USD 5261967.200000 0.212515 Long DBT CORP AU N 2 2034-09-12 Fixed 5.1 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AD7 3300000.000000 PA USD 3283512.670000 0.132611 Long DBT CORP NO N 2 2026-06-06 Fixed 3.8 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 990123.850000 PA USD 1055417.740000 0.0426251 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST N/A 023771R91 3886497.480000 PA USD 3741523.740000 0.151109 Long DBT CORP US N 2 2030-04-15 Fixed 3 N N N N N N COREBRIDGE GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CBD9 2500000.000000 PA USD 2543390.350000 0.10272 Long DBT CORP US N 2 2028-01-07 Fixed 4.9 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAL0 5000000.000000 PA USD 5005284.200000 0.202148 Long DBT CORP US N 2 2028-12-15 Fixed 4.278 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CW3 4600000.000000 PA USD 4598682.790000 0.185727 Long DBT CORP US N 2 2050-05-01 Fixed 5.805 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 400000.000000 PA USD 413196.300000 0.0166877 Long DBT CORP US N 2 2034-02-13 Fixed 5.25 N N N N N N N/A N/A 000000000 -117.000000 NC USD -16103.410000 -0.0006504 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A N/A FIN FUT US 10YR CBT 12/19/25 2025-12-20 N/A USD N/A 114.000000 USD 2025-10-24 XXXX 13166.250000 N N N GLOBAL ATLANTIC (FIN) COMPANY 98450051B2E65CAA7E94 37959GAA5 200000.000000 PA USD 197097.410000 0.0079602 Long DBT CORP US N 2 2029-10-15 Fixed 4.4 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADA0 3141000.000000 PA USD 3199011.290000 0.129198 Long DBT CORP US N 2 2028-07-15 Fixed 4.8 N N N N N N N/A N/A 000000000 -3400000.000000 NC USD -11864.640000 -0.0004792 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 RFR USD SOFR/3.55000 10/29/25-10Y LCH 2035-10-29 0.000000 USD 0.000000 USD N/A USD N/A 3.550000 USD 2025-10-27 XXXX -2684.640000 N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAA5 1235000.000000 PA USD 919993.240000 0.0371557 Long DBT CORP BM N 2 2050-06-30 Fixed 3.635 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2G3 1700000.000000 PA USD 1704822.710000 0.0688526 Long DBT CORP US N 2 2026-06-04 Floating 4.91956 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAS4 2000000.000000 PA USD 2038842.180000 0.0823427 Long DBT CORP ES N 2 2027-08-18 Fixed 5.294 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAV5 900000.000000 NS USD 925641.000000 0.0373838 Long EP CORP US N 2 N N N FNMA PASS THRU POOLS N/A 3140GTQM5 79229.370000 PA USD 74068.840000 0.0029914 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CS6 6807000.000000 PA USD 7152225.920000 0.288857 Long DBT CORP DE N 2 2029-01-18 Floating 6.72 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BA4 3100000.000000 PA USD 3125251.640000 0.12622 Long DBT CORP US N 2 2029-06-15 Fixed 5.45 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 5000000.000000 PA USD 5223987.100000 0.210981 Long DBT CORP US N 2 2030-04-22 Floating 5.581 N N N N N N N/A N/A 000000000 1.000000 NC USD 41051.550000 0.0016579 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AMERICAN INTERNATIONAL GROUP INC AIG INC Y Single Leg Swap 2027-12-20 0.000000 USD -15004.960000 USD 2500000.000000 USD 56056.510000 N N N UMBS PASS THRU POOLS N/A 01F0426B4 25890000.000000 PA USD 25102540.370000 1.01382 Long ABS-MBS USGSE US N 2 2055-11-13 Fixed 4.5 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KBM7 2400000.000000 PA USD 2448708.580000 0.0988959 Long DBT CORP US N 2 2030-09-06 Floating 5.353 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAX9 1000000.000000 PA USD 1051358.470000 0.0424612 Long DBT CORP BM N 2 2028-07-18 Fixed 6.5 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAQ4 200000.000000 PA USD 208513.120000 0.0084212 Long DBT CORP US N 2 2034-01-15 Fixed 5.65 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 13200000.000000 PA USD 13197057.060000 0.532989 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DG1 3500000.000000 PA USD 3576546.860000 0.144446 Long DBT CORP US N 2 2029-02-13 Fixed 4.875 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDA1 1000000.000000 PA USD 1002714.200000 0.0404966 Long DBT CORP US N 2 2028-04-26 Floating 4.323 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAR6 2500000.000000 PA USD 2480224.680000 0.100169 Long DBT CORP CA N 2 2027-07-15 Fixed 3.7 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 78017TAB9 3300000.000000 PA USD 3320520.790000 0.134106 Long DBT CORP LR N 2 2036-01-15 Fixed 5.375 N N N N N N FNMA PASS THRU POOLS N/A 31418CUA0 144872.890000 PA USD 134793.860000 0.0054439 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N KKR CLO LTD 21 N/A 48252KAA7 471693.650000 PA USD 472167.900000 0.0190694 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.57916 N N N N N N RIO OIL FINANCE TRUST SERIES 2014-3 N/A 76716XAB8 99469.770000 PA USD 103141.400000 0.0041656 Long DBT CORP US N 2 2027-01-06 Variable 9.75 N N N N N N N/A N/A 000000000 1.000000 NC USD -563038.960000 -0.0227394 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SR UNSEC Y Single Leg Swap 2030-06-20 0.000000 USD -555568.110000 USD 3300000.000000 USD -7470.850000 N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 4500000.000000 PA USD 4631550.260000 0.187054 Long DBT CORP IT N 2 2034-05-15 Fixed 5.5 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 14085000.000000 NS USD 14245005.600000 0.575313 Long EP CORP US N 2 N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDT8 7971000.000000 PA USD 8258094.300000 0.333519 Long DBT CORP NL N 2 2030-03-05 Floating 5.447 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAS8 3400000.000000 PA USD 3126217.890000 0.126259 Long DBT CORP JP N 2 2030-07-16 Fixed 2.679 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 750000.000000 PA USD 749699.580000 0.0302781 Long DBT CORP FR N 2 2026-10-06 Floating 1.652 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 400000.000000 PA USD 404966.950000 0.0163554 Long DBT CORP US N 2 2034-08-12 Fixed 5.15 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DC9 2600000.000000 PA USD 2697480.140000 0.108943 Long DBT CORP US N 2 2031-02-15 Fixed 5.3 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAA2 6900000.000000 PA USD 6270323.320000 0.253239 Long DBT CORP US N 2 2031-02-01 Fixed 3.375 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DP7 8000000.000000 PA USD 8234568.880000 0.332569 Long DBT CORP US N 2 2027-05-01 Fixed 6.259 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAM4 1000000.000000 PA USD 1038054.100000 0.0419239 Long DBT CORP CA N 2 2035-01-15 Fixed 5.675 N N N N N N N/A N/A 000000000 1.000000 NC USD -410250.850000 -0.0165688 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-05-15 0.000000 USD -747179.180000 USD 65388000.000000 USD 336928.330000 N N N APOLLO DEBT SOLUTIONS BDC 549300UMUGX092P8DW87 03770DAD5 2700000.000000 PA USD 2862783.920000 0.115619 Long DBT CORP US N 2 2031-07-29 Fixed 6.7 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397F81 8016000.000000 PA USD 8044987.860000 0.324913 Long DBT CORP US N 2 2026-11-05 Fixed 5.125 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CT7 1500000.000000 PA USD 1175979.230000 0.0474942 Long DBT CORP US N 2 2050-02-15 Fixed 3.95 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AT0 3200000.000000 PA USD 3244505.600000 0.131036 Long DBT CORP US N 2 2030-08-15 Fixed 5.625 N N N N N N FOX CORPORATION 549300DDU6FDRBIELS05 35137LAH8 2300000.000000 PA USD 2330012.680000 0.0941022 Long DBT CORP US N 2 2029-01-25 Fixed 4.709 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 8483000.000000 PA USD 9017616.130000 0.364194 Long DBT CORP US N 2 2029-11-01 Floating 6.407 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAL9 500000.000000 PA USD 419607.260000 0.0169467 Long DBT CORP US N 2 2039-12-31 Fixed 2.742 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 2500000.000000 PA USD 2580524.880000 0.10422 Long DBT CORP US N 2 2035-07-19 Floating 5.32 N N N N N N N/A N/A 000000000 1.000000 NC USD -324412.260000 -0.013102 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-02 0.000000 USD -99309.150000 USD 11010000.000000 USD -225103.110000 N N N N/A N/A 000000000 1.000000 NC USD 244024.480000 0.0098554 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 LENNAR CORPORATION LENNAR CORP SR UNSEC Y Single Leg Swap 2026-12-20 866583.450000 USD 0.000000 USD 4200000.000000 USD -622558.970000 N N N VERUS SECURITIZATION TRUST 2023-7 N/A 92539YAA0 306081.120000 PA USD 311158.210000 0.0125667 Long ABS-MBS CORP US N 2 2068-10-25 Fixed 7.07 N N N N N N FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC) 549300AINIIPOLYX2R63 33767BAD1 6500000.000000 PA USD 6248017.880000 0.252339 Long DBT CORP US N 2 2028-09-15 Fixed 2.866 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 80282KAZ9 8220000.000000 PA USD 8141055.370000 0.328793 Long DBT CORP US N 2 2026-10-05 Fixed 3.244 N N N N N N N/A N/A 000000000 1.000000 NC USD 131839.700000 0.0053246 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2028-12-20 124139.480000 USD 0.000000 USD 1000000.000000 USD 7700.220000 N N N AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST N/A 02379KAA2 83913.040000 PA USD 76191.780000 0.0030772 Long DBT CORP US N 2 2036-01-11 Fixed 2.875 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP N/A 466317AA2 976279.570000 PA USD 962886.380000 0.0388881 Long ABS-MBS CORP US N 2 2037-04-15 Floating 4.99666 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST N/A 11044MAA4 217744.160000 PA USD 212752.660000 0.0085924 Long DBT CORP US N 2 2034-05-15 Fixed 4.25 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB52 3000000.000000 NS USD 3057540.000000 0.123485 Long EP CORP US N 2 N N N N/A N/A 000000000 -4800000.000000 NC USD -1490.400000 -0.0000602 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.50600 10/08/25-10Y LCH 2035-10-08 0.000000 USD 0.000000 USD N/A USD N/A 3.510000 USD 2025-10-06 XXXX 14949.600000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFD2 4607000.000000 PA USD 4716430.990000 0.190482 Long DBT CORP US N 2 2029-04-20 Floating 5.164 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 800000.000000 PA USD 771351.830000 0.0311526 Long DBT CORP GB N 2 2030-04-15 Fixed 3.4 N N N N N N ARES FINANCE CO III LLC N/A 04018VAA1 100000.000000 PA USD 98540.500000 0.0039798 Long DBT CORP US N 2 2051-06-30 Floating 4.125 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBD6 1765000.000000 PA USD 1682343.730000 0.0679448 Long DBT CORP US N 2 2030-05-15 Fixed 3.25 N N N N N N CI FINANCIAL CORP 549300M9W7JJQSVCEM78 125491AN0 1127000.000000 PA USD 1011803.770000 0.0408637 Long DBT CORP CA N 2 2030-12-17 Fixed 3.2 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAG5 200000.000000 PA USD 198868.260000 0.0080317 Long DBT CORP US N 2 2026-06-15 Fixed 3.85 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XAP5 1811000.000000 PA USD 1794088.610000 0.0724578 Long DBT CORP US N 2 2027-07-15 Fixed 3.55 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B549 110000.000000 NS USD 2229700.000000 0.0900508 Long EP CORP US N 1 N N N UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 90932PAA6 546363.770000 PA USD 545353.490000 0.0220252 Long DBT CORP US N 2 2027-10-11 Fixed 4 N N N N N N UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST N/A 90932LAJ6 6530797.140000 PA USD 6777636.450000 0.273728 Long DBT CORP US N 2 2037-07-15 Fixed 5.8 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAW9 2600000.000000 PA USD 2664981.930000 0.107631 Long DBT CORP US N 2 2053-03-15 Fixed 6.25 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAC5 5400000.000000 PA USD 5368346.550000 0.216811 Long DBT CORP US N 2 2026-07-15 Fixed 3.95 N N N N N N MEIJI YASUDA LIFE INSURANCE COMPANY 549300SLU4LP6YMRLK07 585270AE1 6100000.000000 PA USD 6351740.900000 0.256528 Long DBT CORP JP N 2 2055-06-11 Floating 6.1 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KV2 1455000.000000 PA USD 1476105.690000 0.0596154 Long DBT CORP US N 2 2027-02-23 Fixed 5.004 N N N N N N CNA FINANCIAL CORPORATION 549300YX2GSZD7YG1R84 126117AX8 5600000.000000 PA USD 5816422.580000 0.234908 Long DBT CORP US N 2 2033-06-15 Fixed 5.5 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E58 4000000.000000 PA USD 4060220.520000 0.16398 Long DBT CORP US N 2 2029-03-08 Fixed 5.8 N N N N N N PRPM 2023-NQM2 TRUST N/A 74390KAK4 345872.090000 PA USD 348475.330000 0.0140739 Long ABS-MBS CORP US N 2 2068-08-25 Fixed 6.25 N N N N N N N/A N/A 000000000 -18066625.000000 PA USD -18091617.160000 -0.730666 Short RA US N 2 Reverse repurchase N 4.150000 2027-09-19 18200000.000000 USD 18688009.420000 USD CDS N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 2450000.000000 PA USD 2250286.360000 0.0908823 Long DBT CORP US N 2 2030-08-15 Fixed 2.65 N N N N N N N/A N/A 000000000 -3400000.000000 NC USD -453.900000 -0.0000183 N/A DIR US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.32500 10/16/25-10Y LCH 2035-10-16 0.000000 USD 0.000000 USD N/A USD N/A 3.330000 USD 2025-10-14 XXXX 8913.100000 N N N VIPER ENERGY PARTNERS LLC 54930010ZZ02MRGRI973 92764MAA2 1500000.000000 PA USD 1512369.900000 0.06108 Long DBT CORP US N 2 2030-08-01 Fixed 4.9 N N N N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAB3 340000.000000 PA USD 346121.180000 0.0139788 Long DBT CORP US N 2 2029-02-15 Fixed 4.9 N N N N N N MARS INCORPORATED 54930073HKEO6GZBSS03 571676AZ8 4000000.000000 PA USD 4093972.880000 0.165343 Long DBT CORP US N 2 2032-03-01 Fixed 5 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HBF4 402000.000000 PA USD 402667.330000 0.0162625 Long DBT CORP NL N 2 2028-08-19 Fixed 4.3 N N N N N N APOLLO DEBT SOLUTIONS BDC 549300UMUGX092P8DW87 03770DAB9 800000.000000 PA USD 841341.720000 0.0339792 Long DBT CORP US N 2 2029-04-13 Fixed 6.9 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BBJ8 10000000.000000 PA USD 9942500.000000 0.401548 Long DBT NUSS MX N 2 2031-03-22 Fixed 4.75 N N N N N N SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A N/A 84858DAA6 98161.040000 PA USD 93256.460000 0.0037663 Long DBT CORP US N 2 2029-10-01 Fixed 4.1 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAW9 8409000.000000 PA USD 8250196.370000 0.333201 Long DBT CORP JP N 2 2026-07-14 Fixed 1.653 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 7605000.000000 PA USD 7339084.100000 0.296403 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AN3 9524000.000000 PA USD 8695551.620000 0.351187 Long DBT CORP US N 2 2030-05-15 Fixed 2.25 N N N N N N ANGLO AMERICAN CAPITAL PLC TINT358G1SSHR3L3PW36 034863AW0 1250000.000000 PA USD 1305407.080000 0.0527214 Long DBT CORP GB N 2 2030-04-01 Fixed 5.625 N N N N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAX9 1000000.000000 PA USD 1014774.530000 0.0409837 Long DBT CORP KY N 2 2030-01-15 Fixed 5.15 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DG7 24300000.000000 PA USD 24119026.970000 0.974094 Long DBT CORP US N 2 2026-02-04 Fixed 2.196 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 5029000.000000 PA USD 4808965.910000 0.19422 Long DBT CORP US Y 2 2028-03-25 Fixed 2.3 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05602XJC3 8500000.000000 PA USD 8904030.500000 0.359607 Long DBT CORP FR N 2 2034-09-10 Floating 7.375 N N N N Y BNP PARIBAS EUR XXXX N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KH9 4200000.000000 PA USD 4528385.440000 0.182888 Long DBT CORP US N 2 2053-01-15 Fixed 6.75 N N N N N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 29364GAN3 8900000.000000 PA USD 8398310.290000 0.339182 Long DBT CORP US N 2 2028-06-15 Fixed 1.9 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAT7 2000000.000000 PA USD 2036436.320000 0.0822455 Long DBT CORP US N 2 2029-03-15 Fixed 5.05 N N N N N N MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION 549300GS0W0TEUQS8571 61776NVE0 6550000.000000 PA USD 6588502.280000 0.26609 Long DBT CORP US N 2 2028-07-06 Floating 4.466 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FT5 400000.000000 PA USD 312353.830000 0.012615 Long DBT CORP US N 2 2041-12-01 Fixed 3.9 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GR8 4277000.000000 PA USD 3621576.140000 0.146264 Long DBT CORP US N 2 2049-03-01 Fixed 4.875 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 N/A 64830NAA9 3368291.330000 PA USD 3257358.340000 0.131555 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 05946KAN1 1800000.000000 PA USD 2095288.470000 0.0846224 Long DBT CORP ES N 2 2034-11-15 Floating 7.883 N N N N N N CSMC 2022-RPL4 N/A 12663TAA7 729178.690000 PA USD 703798.680000 0.0284243 Long ABS-MBS CORP US N 2 2062-04-25 Variable 3.90435 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CQ0 6800000.000000 PA USD 7067297.120000 0.285427 Long DBT CORP US N 2 2033-06-01 Fixed 5.5 N N N N N N VERUS SECURITIZATION TRUST 2023-2 N/A 92539DAA6 1104314.510000 PA USD 1107458.710000 0.0447269 Long ABS-MBS CORP US N 2 2068-03-25 Fixed 6.193 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BM5 1700000.000000 PA USD 1671786.970000 0.0675184 Long DBT CORP US N 2 2027-11-15 Fixed 3.875 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CAY0 4800000.000000 PA USD 4242957.220000 0.17136 Long DBT CORP US N 2 2030-09-21 Fixed 1.737 N N N N N N ALT-2 STRUCTURED TRUST N/A 937CJTII1 5006811.580000 PA USD 4784934.720000 0.193249 Long LON CORP US N 3 2031-05-12 Fixed 2.95 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 1105000.000000 PA USD 1118289.960000 0.0451643 Long DBT CORP US N 2 2028-07-25 Floating 4.808 N N N N N N N/A N/A 000000000 -2578.000000 NC USD 245753.180000 0.0099252 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2025-12-31 -281455163.420000 USD 245753.180000 N N N JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST N/A 477143AH4 1934270.000000 PA USD 1717714.550000 0.0693733 Long DBT CORP US N 2 2033-11-15 Fixed 2.75 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CH0 2000000.000000 NS USD 1962540.000000 0.0792611 Long EP CORP US N 2 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 7000000.000000 PA USD 6280441.580000 0.253648 Long DBT CORP US N 2 2032-11-08 Floating 2.545 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 400000.000000 PA USD 407874.740000 0.0164728 Long DBT CORP US N 2 2035-03-15 Fixed 5.65 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 4400000.000000 PA USD 4564787.790000 0.184358 Long DBT CORP US N 2 2035-04-15 Fixed 5.6 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 4000000.000000 PA USD 3969051.680000 0.160298 Long DBT CORP US N 2 2028-05-01 Fixed 4 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZW6 4765000.000000 PA USD 4762098.160000 0.192327 Long DBT CORP US N 2 2026-08-01 Fixed 4.542 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 3000000.000000 PA USD 2891478.570000 0.116778 Long DBT CORP US N 2 2029-09-01 Fixed 3.4 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A86 5790000.000000 PA USD 5696457.170000 0.230063 Long DBT CORP US N 2 2027-08-17 Fixed 4.125 N N N N N N BANGKOK BANK PCL/HONG KONG BRANCH 549300CCL2BKJGMYXV60 059895AV4 200000.000000 PA USD 182039.700000 0.007352 Long DBT CORP TH N 2 2036-09-23 Floating 3.466 N N N N N N N/A N/A 000000000 -3850900.000000 PA USD -3854750.900000 -0.155682 Short RA US N 2 Reverse repurchase N 3.000000 2027-09-19 4000000.000000 USD 3924332.800000 USD CDS N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 200000.000000 PA USD 208271.580000 0.0084115 Long DBT CORP US N 2 2029-02-01 Fixed 5.875 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAD3 5700000.000000 PA USD 5525966.750000 0.223177 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3U3 15000000.000000 PA USD 15124064.850000 0.610815 Long DBT CORP US N 2 2027-03-25 Floating 5.37623 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBM6 14600000.000000 PA USD 13431444.760000 0.542455 Long DBT CORP GB N 2 2031-06-24 Floating 2.645 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556DC6 8684000.000000 PA USD 8683178.060000 0.350687 Long DBT CORP US N 2 2026-01-15 Fixed 4.3 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 400000.000000 PA USD 402156.370000 0.0162419 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AQ2 6200000.000000 PA USD 5939431.980000 0.239876 Long DBT CORP US N 2 2031-01-15 Fixed 4 N N N N N N N/A N/A 000000000 -3100000.000000 NC USD -5537.840000 -0.0002237 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 RFR USD SOFR/3.69800 10/08/25-10Y LCH 2035-10-08 0.000000 USD 0.000000 USD N/A USD N/A 3.700000 USD 2025-10-06 XXXX 4343.410000 N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 2760000.000000 PA USD 2609675.720000 0.105397 Long DBT CORP US N 2 2030-05-15 Fixed 3 N N N N N N STELLANTIS FINANCIAL SERVICES US CORP N/A 85855FAB9 4100000.000000 PA USD 4110476.940000 0.16601 Long DBT CORP US N 2 2030-09-15 Fixed 5.4 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAF5 700000.000000 PA USD 737478.000000 0.0297845 Long DBT CORP US N 2 2029-02-01 Fixed 6.25 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BG6 3025000.000000 PA USD 3084483.390000 0.124573 Long DBT CORP LR N 2 2028-04-01 Fixed 5.5 N N N N N N SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A N/A 84858XAA2 2341185.600000 PA USD 2138409.190000 0.0863639 Long DBT CORP US N 2 2031-08-15 Fixed 3.65 N N N N N N GNMA PASS THRU POOLS N/A 21H0506B3 11600000.000000 PA USD 11524894.990000 0.465456 Long ABS-MBS USGSE US N 2 2054-11-15 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC USD 4042711.640000 0.163273 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.45 Y Single Leg Swap 2030-12-20 3964730.510000 USD 0.000000 USD 175900000.000000 USD 77981.130000 N N N N/A N/A 000000000 -3400000.000000 NC USD -5776.940000 -0.0002333 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 RFR USD SOFR/3.85000 10/29/25-10Y LCH 2035-10-29 0.000000 USD 0.000000 USD N/A USD N/A 3.850000 USD 2025-10-27 XXXX 3403.060000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 12500000.000000 NS USD 12395000.000000 0.500597 Long EP CORP US N 2 N N N UMBS PASS THRU POOLS N/A 01F0306A1 10000.000000 PA USD 8785.140000 0.0003548 Long ABS-MBS USGSE US N 2 2055-10-14 Fixed 3 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385BC4 1800000.000000 PA USD 1834213.280000 0.0740783 Long DBT CORP CA N 2 2034-12-15 Fixed 5.4 N N N N N N MNSN HOLDINGS INC N/A 55339C109 2033.000000 NS USD 121980.000000 0.0049264 Long EC CORP US Y 1 N N N N/A N/A 000000000 306.000000 NC USD 635098.030000 0.0256497 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2027-09-14 74126587.500000 USD 635098.030000 N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BE2 2000000.000000 PA USD 2020899.000000 0.081618 Long DBT CORP US N 2 2030-06-15 Fixed 4.625 N N N N N N CITADEL SECURITIES GLOBAL HOLDINGS LLC 549300NV5RXBUS3X7L47 17289RAB2 3800000.000000 PA USD 3994681.940000 0.161333 Long DBT CORP US N 2 2035-06-18 Fixed 6.2 N N N N N N SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP 549300PUNBPJCGT6X741 866677AH0 1900000.000000 PA USD 1842083.160000 0.0743962 Long DBT CORP US N 2 2032-04-15 Fixed 4.2 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAA1 1400000.000000 NS USD 1502046.000000 0.0606631 Long EP CORP US N 2 N N N UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST N/A 909318AA5 1221168.530000 PA USD 1173725.520000 0.0474032 Long DBT CORP US N 2 2031-09-01 Fixed 3.5 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAM2 3400000.000000 PA USD 3195046.270000 0.129038 Long DBT CORP US N 2 2031-11-01 Fixed 3.625 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2L8 3000000.000000 PA USD 3106363.890000 0.125457 Long DBT CORP US N 2 2029-01-08 Fixed 5.5 N N N N N N TRUSTAGE FINANCIAL GROUP INC 549300X7YNHNZXTI6F10 89787EAA9 9600000.000000 PA USD 9212172.380000 0.372052 Long DBT CORP US N 2 2032-04-15 Fixed 4.625 N N N N N N 37 CAPITAL CLO 4 LTD 2023-2A N/A 883932AN5 8600000.000000 PA USD 8606078.050000 0.347573 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.40755 N N N N N N CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND N/A 16772PAQ9 625000.000000 PA USD 658789.250000 0.0266065 Long DBT MUN US N 2 2040-12-01 Fixed 6.2 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CQ5 1000000.000000 PA USD 1049580.150000 0.0423894 Long DBT CORP US N 2 2029-06-01 Fixed 6.1 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BL4 2900000.000000 PA USD 2973117.820000 0.120075 Long DBT CORP US N 2 2030-02-10 Fixed 4.85 N N N N N N AMERICAN ASSETS TRUST LP 549300V1TI0SMG9Z6U69 02401LAB0 3000000.000000 PA USD 3054964.200000 0.123381 Long DBT CORP US N 2 2034-10-01 Fixed 6.15 N N N N N N BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST 635400GSHSFIWYIDXC76 11043XAB9 2351074.220000 PA USD 2267663.750000 0.0915841 Long DBT CORP US N 2 2030-12-15 Fixed 3.35 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 1053000.000000 PA USD 1084124.490000 0.0437845 Long DBT CORP US N 2 2028-02-15 Fixed 5.55 N N N N N N GOODMAN US FINANCE THREE LLC N/A 38239KAA6 2125000.000000 PA USD 1983225.040000 0.0800965 Long DBT CORP US N 2 2037-10-15 Fixed 4.5 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822DH4 1000000.000000 PA USD 1050508.090000 0.0424268 Long DBT CORP JP N 2 2036-01-16 Floating 5.574 N N N N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513BJ3 10100000.000000 NS USD 9499555.000000 0.383658 Long EP CORP US N 2 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AV0 19600000.000000 PA USD 20972557.620000 0.847018 Long DBT CORP CH N 2 2034-01-12 Floating 5.959 N N N N N N SCHLUMBERGER HOLDINGS CORPORATION 529900IKZG65COT1D505 806851AN1 200000.000000 PA USD 202118.040000 0.0081629 Long DBT CORP US N 2 2034-06-01 Fixed 5 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 3275000.000000 PA USD 3734980.170000 0.150844 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N FHF TRUST 2023-1A N/A 30331GAC5 713387.330000 PA USD 718812.710000 0.0290307 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.57 N N N N N N N/A N/A 000000000 1.000000 NC USD 26994.210000 0.0010902 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ORACLE CORPORATION ORACLE CORP SR UNSEC Y Single Leg Swap 2030-06-20 28487.300000 USD 0.000000 USD 1300000.000000 USD -1493.090000 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 3800000.000000 PA USD 3384021.220000 0.13667 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N EVERGY KANSAS CENTRAL INC J75GNWGEO73W89ZV3S44 30036FAD3 2000000.000000 PA USD 2040293.340000 0.0824013 Long DBT CORP US N 2 2035-03-15 Fixed 5.25 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAC8 9500000.000000 PA USD 9271841.730000 0.374462 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 2600000.000000 PA USD 2723441.010000 0.109992 Long DBT CORP US N 2 2036-01-18 Floating 5.587 N N N N N N N/A N/A 000000000 1.000000 NC USD 80181.590000 0.0032383 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BANK OF AMERICA CORPORATION BANK OF AMERICA CORP SR UNSEC TSFR3M Y Single Leg Swap 2026-12-20 115037.280000 USD 0.000000 USD 9600000.000000 USD -34855.690000 N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAU5 8600000.000000 PA USD 8295455.770000 0.335028 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAG9 200000.000000 PA USD 193761.870000 0.0078255 Long DBT CORP US N 2 2028-03-20 Fixed 3.375 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAK3 2600000.000000 PA USD 2370855.270000 0.0957517 Long DBT CORP US N 2 2032-02-15 Fixed 3.25 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAB3 8800000.000000 PA USD 8796844.760000 0.355278 Long DBT CORP GB N 2 2029-03-08 Floating 4.302 N N N N N N NEW YORK ST ELECTRIC & GAS CORP 549300GEC6J0YHUXA160 649840CR4 200000.000000 PA USD 133300.380000 0.0053836 Long DBT CORP US N 2 2049-09-15 Fixed 3.3 N N N N N N FNMA PASS THRU POOLS N/A 3140QCCL8 885029.530000 PA USD 846716.400000 0.0341963 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAM7 400000.000000 PA USD 407110.980000 0.016442 Long DBT CORP US N 2 2035-08-01 Fixed 5.625 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599ED3 2400000.000000 PA USD 2573239.200000 0.103925 Long DBT CORP US N 2 2030-09-01 Fixed 6.625 N N N N N N LOEWS CORPORATION R8V1FN4M5ITGZOG7BS19 540424AT5 1900000.000000 PA USD 1818658.950000 0.0734501 Long DBT CORP US N 2 2030-05-15 Fixed 3.2 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017BK9 900000.000000 PA USD 913403.450000 0.0368896 Long DBT CORP US N 2 2028-03-15 Fixed 4.9 N N N N N N FIBRA UNO (TRUST F/1401) N/A 898339AA4 4000000.000000 PA USD 3924332.800000 0.158492 Long DBT CORP MX N 2 2030-01-15 Fixed 4.869 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAE5 500000.000000 PA USD 483398.300000 0.019523 Long DBT CORP US N 2 2030-08-15 Fixed 4.125 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAN2 4919000.000000 PA USD 4937817.680000 0.199424 Long DBT CORP FR N 2 2027-01-18 Floating 5.975 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAL9 10275000.000000 PA USD 10275532.760000 0.414998 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45 N N N N N N SIXTH STREET LENDING PARTNERS 549300S9P1HMDERGCR64 829932AB8 3500000.000000 PA USD 3639433.880000 0.146986 Long DBT CORP US N 2 2029-03-11 Fixed 6.5 N N N N N N AMERICAN MUNICIPAL POWER INC EARKGGZJJEMVD66XQ486 02765UEK6 6210000.000000 PA USD 7983033.250000 0.322411 Long DBT MUN US N 2 2050-02-15 Fixed 8.084 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAT0 1300000.000000 PA USD 1289543.540000 0.0520808 Long DBT CORP GB N 2 2031-03-25 Fixed 4.45 N N N N N N TD SYNNEX CORPORATION 5493004HI6PFLF46NS53 87162WAH3 100000.000000 PA USD 94943.830000 0.0038345 Long DBT CORP US N 2 2028-08-09 Fixed 2.375 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 600000.000000 PA USD 582578.890000 0.0235286 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AY9 200000.000000 PA USD 192241.080000 0.007764 Long DBT CORP NL N 2 2027-05-16 Floating 3.875 N N N N Y ING GROEP NV EUR XXXX N N N ASSURED GUARANTY US HOLDINGS INC 5493007YCE0652G9TZ64 04621WAF7 6000000.000000 PA USD 6313650.000000 0.254989 Long DBT CORP US N 2 2028-09-15 Fixed 6.125 N N N N N N EXPAND ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 165167DH7 400000.000000 PA USD 411416.440000 0.0166159 Long DBT CORP US N 2 2035-01-15 Fixed 5.7 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 3700000.000000 PA USD 4368012.540000 0.176411 Long DBT CORP IT N 2 2033-11-21 Floating 8.248 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 12249000.000000 PA USD 12221505.400000 0.49359 Long DBT CORP US N 2 2037-05-15 Fixed 4.926 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 2000000.000000 PA USD 1488088.340000 0.0600994 Long DBT CORP US Y 2 2051-03-25 Fixed 3.95 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T N/A 46652WAA1 2000000.000000 PA USD 1864921.600000 0.0753185 Long ABS-MBS CORP US N 2 2042-03-05 Fixed 2.28704 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 1102000.000000 PA USD 1075469.880000 0.043435 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 26441CBP9 1002000.000000 PA USD 969452.540000 0.0391533 Long DBT CORP US N 2 2082-01-15 Floating 3.25 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEQ1 280000.000000 PA USD 291555.370000 0.011775 Long DBT CORP US N 2 2030-02-15 Fixed 5.3 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AD5 1600000.000000 PA USD 1616409.860000 0.0652819 Long DBT CORP US N 2 2032-05-15 Fixed 5.125 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAG5 884000.000000 PA USD 884725.910000 0.0357314 Long DBT CORP US N 2 2027-03-15 Fixed 4.5 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAV7 4461000.000000 PA USD 4384117.650000 0.177061 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 1553000.000000 PA USD 1437744.290000 0.0580661 Long DBT CORP US N 2 2030-05-15 Fixed 2.9 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XCL2 5300000.000000 PA USD 5426513.070000 0.21916 Long DBT CORP US N 2 2030-01-31 Fixed 5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 4400000.000000 PA USD 4385230.520000 0.177106 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 1350000.000000 PA USD 1492686.900000 0.0602851 Long DBT CORP CH N 2 2028-11-13 Floating 9.25 N N N N Y UBS GROUP AG CHF XXXX N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBA3 10700000.000000 PA USD 10688301.050000 0.431668 Long DBT CORP US N 2 2027-01-29 Floating 3.96 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KV8 2500000.000000 PA USD 2516733.030000 0.101643 Long DBT CORP US N 2 2055-03-01 Fixed 6.15 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AE3 1600000.000000 PA USD 1527556.110000 0.0616934 Long DBT CORP US N 2 2052-05-15 Fixed 5.625 N N N N N N FNMA PASS THRU POOLS N/A 3140H37E0 155192.960000 PA USD 144187.720000 0.0058233 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.5 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 400000.000000 PA USD 411784.890000 0.0166307 Long DBT CORP US N 2 2035-08-03 Fixed 5.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GY7 1269000.000000 PA USD 1048909.300000 0.0423623 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 N N N N N N START IRELAND 2019-1 N/A 85573LAA9 329097.140000 PA USD 327133.380000 0.0132119 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLS6 6845000.000000 PA USD 7159480.040000 0.28915 Long DBT CORP US N 2 2029-09-15 Floating 5.819 N N N N N N N/A N/A 000000000 1700.000000 NC USD 1932639.580000 0.0780535 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-12-19 195646094.600000 USD 1932639.580000 N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 ACI14DZD4 1000000.000000 PA USD 743705.500000 0.030036 Long DBT CORP GB N 2 2032-04-02 Variable 0 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBC1 600000.000000 PA USD 621235.310000 0.0250898 Long DBT CORP NL N 2 2028-12-01 Fixed 5.55 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR1 N/A 86359LAP4 147567.630000 PA USD 139253.140000 0.005624 Long ABS-MBS CORP US N 2 2034-03-19 Floating 4.94807 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4B6 1900000.000000 PA USD 1896942.540000 0.0766118 Long DBT CORP US N 2 2036-09-15 Floating 4.892 N N N N N N AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 02376UAA3 2516513.530000 PA USD 2468623.770000 0.0997002 Long DBT CORP US N 2 2029-07-15 Fixed 3.575 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650DZ0 1100000.000000 PA USD 1081589.760000 0.0436821 Long DBT CORP US N 2 2053-06-01 Fixed 5.875 N N N N N N ANTARES HOLDINGS LP 5493008EAIGV4283RM42 03666HAH4 3500000.000000 PA USD 3580563.350000 0.144608 Long DBT CORP US N 2 2029-10-23 Fixed 6.35 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-GS2 N/A 59981TAC9 144400.990000 PA USD 140620.360000 0.0056792 Long ABS-MBS CORP US N 2 2059-08-25 Fixed 2.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 213282.120000 0.0086138 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SRUNSEC Y Single Leg Swap 2026-12-20 701333.520000 USD 0.000000 USD 3710000.000000 USD -488051.400000 N N N UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 90932EAA1 561260.600000 PA USD 535358.250000 0.0216215 Long DBT CORP US N 2 2030-04-07 Fixed 2.875 N N N N N N CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC) 549300CTE3HOMEUMM603 12505BAH3 400000.000000 PA USD 415294.910000 0.0167725 Long DBT CORP US N 2 2029-04-01 Fixed 5.5 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 250000.000000 PA USD 256878.690000 0.0103746 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 3200000.000000 PA USD 3193883.970000 0.128991 Long DBT CORP US N 2 2029-09-27 Fixed 4.2 N N N N N N PUBLIC SERVICE COMPANY OF OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BM1 244000.000000 PA USD 215263.880000 0.0086939 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AC4 1000000.000000 PA USD 909596.590000 0.0367359 Long DBT CORP US N 2 2030-11-18 Fixed 2.75 N N N N N N AIRCASTLE LIMITED 549300PNK8AKY3OIKP58 00928QAY7 2471000.000000 PA USD 2579307.590000 0.10417 Long DBT CORP BM N 2 2029-02-15 Fixed 5.95 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128B523 250000.000000 NS USD 4720000.000000 0.190627 Long EP CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 9062000.000000 PA USD 8995259.640000 0.363291 Long DBT CORP US N 2 2028-03-15 Floating 3.615 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650ED8 1000000.000000 PA USD 1043998.460000 0.0421639 Long DBT CORP US N 2 2034-06-01 Fixed 5.7 N N N N N N PIEDMONT OPERATING PARTNERSHIP LP 549300WKGDPAS39FBD10 720198AJ9 1600000.000000 PA USD 1693706.050000 0.0684037 Long DBT CORP US N 2 2029-07-15 Fixed 6.875 N N N N N N N/A N/A 000000000 -4800000.000000 NC USD -1299.360000 -0.0000525 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A RFR USD SOFR/3.80600 10/08/25-10Y LCH 2035-10-08 0.000000 USD 0.000000 USD N/A USD N/A 3.810000 USD 2025-10-06 XXXX 15140.640000 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 3300000.000000 PA USD 3358252.660000 0.13563 Long DBT CORP US N 2 2035-04-01 Fixed 5.15 N N N N N N GNMA PASS THRU POOLS N/A 21H0406B4 30000000.000000 PA USD 28206483.300000 1.13917 Long ABS-MBS USGSE US N 2 2055-11-20 Fixed 4 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027XBW9 10100000.000000 PA USD 9792755.980000 0.3955 Long DBT CORP US N 2 2032-03-15 Fixed 4.05 N N N N N N NAPA VALLEY UNIFIED SCHOOL DISTRICT N/A 6303614J9 300000.000000 PA USD 324537.600000 0.0131071 Long DBT MUN US N 2 2043-08-01 Fixed 6.507 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAX9 2000000.000000 PA USD 1724078.000000 0.0696303 Long DBT CORP US N 2 2031-03-01 Fixed 2.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 8500000.000000 PA USD 8493120.270000 0.343011 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 ACI1V2G49 200000.000000 PA USD 193761.870000 0.0078255 Long DBT CORP US N 2 2028-03-20 Fixed 3.375 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 6100000.000000 PA USD 6093302.630000 0.24609 Long DBT CORP US N 2 2065-09-26 Fixed 6.1 N N N N N N N/A N/A 000000000 1.000000 NC USD 556301.830000 0.0224673 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2054-06-20 315617.530000 USD 0.000000 USD 7080000.000000 USD 240684.300000 N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CZ3 6200000.000000 PA USD 6415332.260000 0.259096 Long DBT CORP US N 2 2033-06-01 Fixed 5.2 N N N N N N PRKCM 2023-AFC4 TRUST N/A 69380GAA7 654124.270000 PA USD 665347.210000 0.0268714 Long ABS-MBS CORP US N 2 2058-11-25 Fixed 7.225 N N N N N N NIPPON LIFE INSURANCE COMPANY 549300Y0HHMFW3EVWY08 654579AH4 200000.000000 PA USD 180205.520000 0.007278 Long DBT CORP JP N 2 2051-01-21 Floating 2.75 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 1200000.000000 PA USD 1201216.980000 0.0485135 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAR1 6200000.000000 PA USD 6317503.700000 0.255145 Long DBT CORP US N 2 2026-12-01 Fixed 6.05 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HS5 12405000.000000 PA USD 12730925.500000 0.514164 Long DBT CORP US N 2 2027-11-01 Fixed 5.85 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 100000.000000 PA USD 88187.630000 0.0035616 Long DBT CORP US N 2 2031-08-01 Fixed 2.25 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PFH0 7665000.000000 PA USD 7856085.310000 0.317284 Long DBT CORP US N 2 2032-01-15 Fixed 4.95 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BQ6 500000.000000 PA USD 515259.500000 0.0208098 Long DBT CORP US N 2 2029-12-15 Fixed 6 N N N N N N N/A N/A 000000000 2067.000000 NC USD 321362.790000 0.0129789 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2025-12-31 430703051.300000 USD 321362.790000 N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAD0 1600000.000000 PA USD 1615055.150000 0.0652272 Long DBT CORP US N 2 2033-02-01 Fixed 4.95 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400JB0 200000.000000 PA USD 200803.260000 0.0081098 Long DBT CORP US N 2 2026-03-01 Fixed 5.35 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 133434AC4 100000.000000 PA USD 86758.210000 0.0035039 Long DBT CORP US N 2 2038-01-15 Fixed 3.402 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAV8 500000.000000 PA USD 514770.690000 0.02079 Long DBT CORP US N 2 2028-01-15 Fixed 5.55 N N N N N N N/A N/A 000000000 1.000000 NC USD 4731.600000 0.0001911 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 -5720.370000 USD 800000.000000 USD 10451.970000 N N N WARNER MUSIC (WMG ACQUISITION CORP) 549300NAS11NXI33CP80 92933BAT1 3800000.000000 PA USD 3627533.200000 0.146505 Long DBT CORP US N 2 2029-12-01 Fixed 3.75 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RBF0 6000000.000000 PA USD 5344817.460000 0.215861 Long DBT CORP CA N 2 2031-12-02 Fixed 2.45 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 3000000.000000 PA USD 3576936.000000 0.144462 Long DBT CORP CH N 2 2033-11-13 Floating 9.25 N N N N Y UBS GROUP AG CHF XXXX N N N N/A N/A 000000000 1.000000 NC USD 14743.360000 0.0005954 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 GENERAL ELECTRIC COMPANY GENERAL ELECTRIC CO SR UNSEC Y Single Leg Swap 2026-12-20 16803.330000 USD 0.000000 USD 1300000.000000 USD -2059.970000 N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 50077LBN5 5321000.000000 PA USD 5439843.150000 0.219699 Long DBT CORP US N 2 2035-03-15 Fixed 5.4 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 6000000.000000 PA USD 6096905.100000 0.246236 Long DBT CORP US N 2 2026-12-04 Fixed 5.488 N N N N N N N/A N/A 000000000 1.000000 NC USD -208407.250000 -0.0084169 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 161467.270000 USD 0.000000 USD 7500000.000000 USD -369874.520000 N N N NATIONWIDE FINANCIAL SERVICES INC 5493001H7AZNDS6BKJ36 638612AM3 1900000.000000 PA USD 1469528.570000 0.0593498 Long DBT CORP US N 2 2049-11-30 Fixed 3.9 N N N N N N AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST N/A 023765AA8 1620690.000000 PA USD 1571209.360000 0.0634564 Long DBT CORP US N 2 2029-12-15 Fixed 3.2 N N N N N N AMERICAN TRANSMISSION SYSTEMS INCORPORATED N/A 030288AC8 2200000.000000 PA USD 1974922.970000 0.0797612 Long DBT CORP US N 2 2032-01-15 Fixed 2.65 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 6400000.000000 PA USD 6808917.950000 0.274992 Long DBT CORP US N 2 2033-03-15 Fixed 6.125 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AK9 1100000.000000 PA USD 1127096.810000 0.04552 Long DBT CORP US N 2 2035-04-01 Fixed 5.625 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA38 2500000.000000 NS USD 2661625.000000 0.107495 Long EP CORP US N 2 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHV4 205000.000000 PA USD 197516.290000 0.0079771 Long DBT CORP US N 2 2030-07-23 Floating 3.194 N N N N N N TAPESTRY INC (AKA COACH INC) 549300LJNVY5SW3VTN33 876030AK3 2700000.000000 PA USD 2762595.400000 0.111573 Long DBT CORP US N 2 2030-03-11 Fixed 5.1 N N N N N N N/A N/A 000000000 306.000000 NC USD 597468.050000 0.0241299 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2027-12-14 74099812.500000 USD 597468.050000 N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAC7 4000000.000000 PA USD 4208507.360000 0.169969 Long DBT CORP US N 2 2028-11-21 Fixed 6 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VCL5 3600000.000000 PA USD 3660560.100000 0.147839 Long DBT CORP US N 2 2036-01-15 Fixed 5.2 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC28 4100000.000000 NS USD 4265886.000000 0.172286 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC USD 6769.480000 0.0002734 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BOEING CO/THE BOEING CO SR UNSEC Y Single Leg Swap 2030-12-20 6679.460000 USD 0.000000 USD 400000.000000 USD 90.020000 N N N MASSACHUSETTS SCHOOL BUILDING AUTHORITY N/A 576000KW2 300000.000000 PA USD 306915.330000 0.0123954 Long DBT MUN US N 2 2027-06-15 Fixed 5.468 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397D26 2950000.000000 PA USD 2988834.180000 0.12071 Long DBT CORP US N 2 2026-06-10 Fixed 6.95 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 14000000.000000 PA USD 13732276.880000 0.554605 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N DEWOLF PARK CLO LTD 2017-1A N/A 25211AAE9 518990.400000 PA USD 519253.400000 0.0209711 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.49916 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 2100000.000000 PA USD 2128989.070000 0.0859834 Long DBT CORP US N 2 2043-03-02 Fixed 5.6 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 136385AL5 1700000.000000 PA USD 1815437.140000 0.07332 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 1000000.000000 PA USD 955707.120000 0.0385981 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 3500000.000000 PA USD 3242747.200000 0.130965 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N CAPITAL ONE FINANCIAL CORPORATION ZUE8T73ROZOF6FLBAR73 14040HCZ6 2500000.000000 PA USD 2622863.150000 0.10593 Long DBT CORP US N 2 2029-06-08 Floating 6.312 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BN2 3800000.000000 PA USD 3947538.380000 0.159429 Long DBT CORP US N 2 2028-10-15 Fixed 5.55 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650EF3 1000000.000000 PA USD 1012221.040000 0.0408805 Long DBT CORP US N 2 2054-06-01 Fixed 6.05 N N N N N N STRYKER CORPORATION 5493002F0SC4JTBU5137 863667BC4 4000000.000000 PA USD 4098896.800000 0.165542 Long DBT CORP US N 2 2028-12-08 Fixed 4.85 N N N N N N N/A N/A 000000000 306.000000 NC USD 649894.270000 0.0262473 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2027-06-15 74138062.500000 USD 649894.270000 N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 7600000.000000 PA USD 7850930.490000 0.317075 Long DBT CORP US N 2 2031-01-24 Floating 5.14 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 91087BBE9 1000000.000000 PA USD 1033650.000000 0.041746 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85 N N N N N N FRESENIUS MEDICAL CARE US FINANCE III INC 5299006ZHLMXOOUVTU44 35805BAC2 800000.000000 PA USD 775202.950000 0.0313081 Long DBT CORP US N 2 2026-12-01 Fixed 1.875 N N N N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537AV3 200000.000000 PA USD 206535.680000 0.0083414 Long DBT CORP US N 2 2027-11-01 Fixed 5.75 N N N N N N EMBRAER NETHERLANDS FINANCE BV 724500PBR8LR26XBSP67 29082HAE2 200000.000000 PA USD 212301.000000 0.0085742 Long DBT CORP NL N 2 2035-02-11 Fixed 5.98 N N N N N N WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP) 06BTX5UWZD0GQ5N5Y745 960386AM2 7503000.000000 PA USD 7609305.580000 0.307317 Long DBT CORP US N 2 2028-09-15 Variable 4.7 N N N N N N HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP) JJYR6MFKFF6CF8DBZ078 410867AG0 1500000.000000 PA USD 1354402.010000 0.0547002 Long DBT CORP US N 2 2030-09-01 Fixed 2.5 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 1000000.000000 PA USD 925605.970000 0.0373824 Long DBT CORP CH N 2 2032-05-14 Floating 3.091 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AT5 4500000.000000 PA USD 4751934.890000 0.191916 Long DBT CORP GB N 2 2034-11-19 Floating 7.3 N N N N Y NATWEST GROUP PLC GBP XXXX N N N N/A N/A 000000000 1.000000 NC USD 1181.730000 0.0000477 N/A DCR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2026-06-20 0.000000 USD -1562.160000 USD 200000.000000 USD 2743.890000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBC6 3000000.000000 NS USD 3097200.000000 0.125086 Long EP CORP US N 2 N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2H1 4900000.000000 PA USD 4534677.610000 0.183142 Long DBT CORP US N 2 2028-09-21 Fixed 1.6 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAT3 400000.000000 PA USD 419763.530000 0.016953 Long DBT CORP US N 2 2034-04-18 Fixed 6.25 N N N N N N CENTENE CORPORATION 549300Z7JJ4TQSQGT333 15135BAW1 3625000.000000 PA USD 3241338.560000 0.130908 Long DBT CORP US N 2 2030-10-15 Fixed 3 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AY5 2037000.000000 PA USD 2066437.050000 0.0834571 Long DBT CORP GB N 2 2027-08-07 Floating 5.985 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GLC1 681000.000000 PA USD 709834.660000 0.0286681 Long DBT CORP US N 2 2028-11-10 Floating 6.204 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 2582.000000 NS USD 55943.330000 0.0022594 Long EC CORP LU N 3 N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CA0 6000000.000000 PA USD 4066614.120000 0.164238 Long DBT CORP US N 2 2052-06-01 Fixed 3.9 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 1100000.000000 PA USD 1031434.250000 0.0416565 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N KKR CLO 28 LTD 28A N/A 48253WAL6 1000000.000000 PA USD 1003793.960000 0.0405402 Long ABS-CBDO CORP KY N 2 2035-02-09 Floating 5.75777 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526CD9 1600000.000000 PA USD 1517113.700000 0.0612716 Long DBT CORP DE N 2 2031-09-18 Floating 3.547 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AB0 1100000.000000 PA USD 1044658.890000 0.0421906 Long DBT CORP GB N 2 2030-06-02 Fixed 3.25 N N N N N N BRITISH AIRWAYS 2018-1 CLASS AA PASS THROUGH TRUST N/A 11042TAA1 1040701.350000 PA USD 1018863.060000 0.0411488 Long DBT CORP US N 2 2033-03-20 Fixed 3.8 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KB2 3300000.000000 PA USD 3273004.580000 0.132187 Long DBT CORP US N 2 2029-03-01 Fixed 4.2 N N N N N N MF1 2022-FL8 LTD N/A 55284JAA7 2156306.270000 PA USD 2159016.530000 0.0871961 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.48359 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACS2 2889000.000000 PA USD 2719716.500000 0.109841 Long DBT CORP US N 2 2029-03-15 Fixed 2.4 N N N N N N GNMA PASS THRU POOLS N/A 21H0606B2 4400000.000000 PA USD 4475203.440000 0.18074 Long ABS-MBS USGSE US N 2 2054-11-15 Fixed 6 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAQ4 6400000.000000 PA USD 6558506.620000 0.264878 Long DBT CORP US N 2 2029-07-15 Fixed 5.375 N N N N N N UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST N/A 90932JAA0 2999553.570000 PA USD 2757065.760000 0.11135 Long DBT CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GV9 800000.000000 PA USD 790831.990000 0.0319393 Long DBT CORP US N 2 2026-02-01 Fixed 1.2 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 3500000.000000 PA USD 3474690.490000 0.140332 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BQ5 1100000.000000 PA USD 1110441.890000 0.0448474 Long DBT CORP US N 2 2030-02-15 Fixed 4.663 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ED7 12000000.000000 PA USD 12454080.840000 0.502983 Long DBT CORP GB N 2 2030-03-04 Floating 5.546 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAQ4 3300000.000000 NS USD 3483381.000000 0.140683 Long EP CORP US N 2 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAY1 2491000.000000 PA USD 2610478.770000 0.105429 Long DBT CORP FR N 2 2035-05-30 Floating 5.936 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CR8 1200000.000000 PA USD 1224051.100000 0.0494357 Long DBT CORP US N 2 2029-02-08 Fixed 4.874 N N N N N N N/A N/A 000000000 1.000000 NC USD 178942.060000 0.0072269 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AES CORPORATION AES CORP/THE SR UNSEC Y Single Leg Swap 2026-06-20 1022317.350000 USD 0.000000 USD 5000000.000000 USD -843375.290000 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AW5 2500000.000000 PA USD 2556443.150000 0.103247 Long DBT CORP US N 2 2028-06-01 Fixed 5.1 N N N N N N AMERICOLD REALTY OPERATING PARTNERSHIP LP 549300FKD9KVWNHSUU79 03063UAB7 100000.000000 PA USD 101295.590000 0.004091 Long DBT CORP US N 2 2032-05-15 Fixed 5.6 N N N N N N ADANI TRANSMISSION STEP ONE LIMITED 335800Z8CGS7O7D72N41 ACI0NYD68 1600000.000000 PA USD 1586255.550000 0.0640641 Long DBT CORP IN N 2 2026-08-03 Fixed 4 N N N N N N OCEAN TRAILS CLO XI 2021-11A N/A 67514VAL3 3400000.000000 PA USD 3402722.350000 0.137426 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.35549 N N N N N N HPS CORPORATE LENDING FUND 549300ZS7IHUA6FKFV61 40440VAK1 1200000.000000 PA USD 1220490.220000 0.0492919 Long DBT CORP US N 2 2032-04-14 Fixed 5.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 1200000.000000 PA USD 1235221.320000 0.0498869 Long DBT CORP US N 2 2029-07-01 Fixed 5.25 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABW6 2000000.000000 PA USD 1962188.340000 0.0792468 Long DBT CORP US N 2 2026-06-15 Fixed 1.5 N N N N N N CITIZENS BANK NATIONAL ASSOCIATION PROVIDENCE RHODE ISLAND(AKA: RBS CITIZENS NA) DRMSV1Q0EKMEXLAU1P80 17401QAU5 1170000.000000 PA USD 1167316.090000 0.0471444 Long DBT CORP US N 2 2026-02-18 Fixed 3.75 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 1600000.000000 PA USD 1389795.580000 0.0561296 Long DBT CORP US N 2 2032-03-15 Fixed 2.35 N N N N N N AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST N/A 02377LAA2 3950527.480000 PA USD 3707779.020000 0.149746 Long DBT CORP US N 2 2033-08-15 Fixed 3.15 N N N N N N 2025-11-26 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer